# EDGAR Filing Document

**Accession Number:** 0001227155
**File Stem:** 0001410368-26-010484
**Filing Date:** 2026-2
**Character Count:** 728028
**Document Hash:** 2a4d6d08f588e402602cc999a3fbf5e1
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-010484.hdr.sgml**: 20260206

**ACCESSION NUMBER**: 0001410368-26-010484

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260131

**FILED AS OF DATE**: 20260206

**DATE AS OF CHANGE**: 20260206

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** MORGAN STANLEY INSTITUTIONAL LIQUIDITY FUNDS
- **CENTRAL INDEX KEY:** 0001227155

**ORGANIZATION NAME:**
- **EIN:** 000000000

**FILING VALUES:**
- **FORM TYPE:** N-MFP3
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-21339
- **FILM NUMBER:** 26607107

**BUSINESS ADDRESS:**
- **STREET 1:** 1585 BROADWAY
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10036
- **BUSINESS PHONE:** 800-548-7786

**MAIL ADDRESS:**
- **STREET 1:** 1585 BROADWAY
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10036

## Series and Classes Contracts Data

### Money Market Portfolio (Series ID: S000004150)

| Class ID   | Class Name            | Ticker Symbol   |
|:---|:---|:---|
| C000011666 | Administrative Class  | MDDXX           |
| C000011667 | Advisory Class        | MBDXX           |
| C000011668 | Wealth Class          | MWMXX           |
| C000011669 | Investor Class        | MNFXX           |
| C000011670 | Participant Class     | MEPXX           |
| C000011671 | Wealth S Class        | MWSXX           |
| C000017909 | Cash Management Class | MLKXX           |
| C000240958 | Select Class          | MSKXX           |
| C000248681 | Impact Partner Class  | IPFXX           |
| C000248992 | Advisor Class         | MAPXX           |

# Form N-MFP3: Monthly Schedule of Portfolio Holdings

## N-MFP: Filer Information
**Submission Type:** N-MFP3
**CIK:** 0001227155

### General Information

**Report for (YYYY-MM-DD):** 2026-01-31

**Registrant Full Name:** Morgan Stanley Institutional Liquidity Funds

**CIK Number of Registrant:** 0001227155

**LEI of Registrant:** 5493000A332Y142SOW84

**Name of Series:** Money Market Portfolio

**LEI of Series:** 549300EBFGO1GC7P4C02

**EDGAR Series Identifier:** S000004150

**Total number of share classes in the series:** 10

**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            | Morgan Stanley Investment Management, Inc.                       | 801-15757         |
| Independent Public Accountant | Ernst & Young  LLP<br>City: Boston<br>State: MA                  |  |
| Administrator                 | Morgan Stanley Investment Management, Inc.                       |  |
| Transfer Agent                | SS&C Global Investor & Distribution Solutions<br>CIK: 0000027048 | 084-00448         |

### Fund Characteristics & Assets

- **Securities Act File Number:** 333-104972

- **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:** 46 days

- **WAL:** 69 days

- **Total Value of Portfolio Securities:** $3494340164.37

- **Amortized Cost of Portfolio Securities:** $3493503236.37

- **Cash:** $100385384.33

- **Total Other Assets:** $9126603.89

- **Total Liabilities:** $12463967.15

- **Net Assets of Series:** $3590551257.44

- **Number of Shares Outstanding (Series):** 3590573369.0640

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

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

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

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

### Daily & Weekly Liquid Assets
| Date       | Daily Liquid Assets ($)   | Weekly Liquid Assets ($)   | Daily Liquid Assets (%)   | Weekly Liquid Assets (%)   |
|:---|:---|:---|:---|:---|
| 2026-01-02 | $1383172543.65            | $2032172578.85             | 37.8100%                  | 55.5500%                   |
| 2026-01-05 | $1492588923.46            | $2094079075.43             | 40.5400%                  | 56.8700%                   |
| 2026-01-06 | $1637845631.75            | $2048337515.14             | 44.7400%                  | 55.9600%                   |
| 2026-01-07 | $1339847769.69            | $2046257360.05             | 36.5800%                  | 55.8700%                   |
| 2026-01-08 | $1368332817.71            | $2050342822.83             | 37.4400%                  | 56.1100%                   |
| 2026-01-09 | $1352156312.74            | $2034666798.30             | 37.1500%                  | 55.9000%                   |
| 2026-01-12 | $1446577094.83            | $2005097055.77             | 39.9700%                  | 55.4000%                   |
| 2026-01-13 | $1632262211.20            | $2008856186.61             | 45.1700%                  | 55.6000%                   |
| 2026-01-14 | $1374904797.96            | $2032894404.76             | 37.8100%                  | 55.9000%                   |
| 2026-01-15 | $1398000598.84            | $2018991634.64             | 38.5800%                  | 55.7200%                   |
| 2026-01-16 | $1426255620.37            | $2017233791.37             | 39.3600%                  | 55.6600%                   |
| 2026-01-20 | $1633354905.77            | $2018344497.97             | 45.0600%                  | 55.6800%                   |
| 2026-01-21 | $1277064698.78            | $2035028115.33             | 35.1800%                  | 56.0500%                   |
| 2026-01-22 | $1328327785.52            | $2036296805.02             | 36.5700%                  | 56.0600%                   |
| 2026-01-23 | $1292147613.71            | $2046125131.26             | 35.6300%                  | 56.4200%                   |
| 2026-01-26 | $1407415040.70            | $2047407592.70             | 38.7000%                  | 56.2900%                   |
| 2026-01-27 | $1680607474.77            | $2047607474.77             | 45.9400%                  | 55.9800%                   |
| 2026-01-28 | $1307751591.69            | $2016748746.89             | 36.0500%                  | 55.6000%                   |
| 2026-01-29 | $1462070034.26            | $2001067596.66             | 40.4800%                  | 55.4000%                   |
| 2026-01-30 | $1238385384.33            | $1992370551.03             | 34.3600%                  | 55.2800%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2026-01-02 | 3.9800%             |
| 2026-01-05 | 3.9800%             |
| 2026-01-06 | 3.9700%             |
| 2026-01-07 | 3.9600%             |
| 2026-01-08 | 3.9500%             |
| 2026-01-09 | 3.9300%             |
| 2026-01-12 | 3.9200%             |
| 2026-01-13 | 3.9200%             |
| 2026-01-14 | 3.9200%             |
| 2026-01-15 | 3.9200%             |
| 2026-01-16 | 3.9200%             |
| 2026-01-20 | 3.9200%             |
| 2026-01-21 | 3.9200%             |
| 2026-01-22 | 3.9200%             |
| 2026-01-23 | 3.9200%             |
| 2026-01-26 | 3.9200%             |
| 2026-01-27 | 3.9200%             |
| 2026-01-28 | 3.9200%             |
| 2026-01-29 | 3.9200%             |
| 2026-01-30 | 3.9200%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2026-01-02 | 1.0002                      |
|  |  |
| 2026-01-05 | 1.0003                      |
|  |  |
| 2026-01-06 | 1.0003                      |
|  |  |
| 2026-01-07 | 1.0003                      |
|  |  |
| 2026-01-08 | 1.0003                      |
|  |  |
| 2026-01-09 | 1.0002                      |
|  |  |
| 2026-01-12 | 1.0002                      |
|  |  |
| 2026-01-13 | 1.0003                      |
|  |  |
| 2026-01-14 | 1.0003                      |
|  |  |
| 2026-01-15 | 1.0003                      |
|  |  |
| 2026-01-16 | 1.0002                      |
|  |  |
| 2026-01-20 | 1.0003                      |
|  |  |
| 2026-01-21 | 1.0003                      |
|  |  |
| 2026-01-22 | 1.0003                      |
|  |  |
| 2026-01-23 | 1.0002                      |
|  |  |
| 2026-01-26 | 1.0002                      |
|  |  |
| 2026-01-27 | 1.0002                      |
|  |  |
| 2026-01-28 | 1.0003                      |
|  |  |
| 2026-01-29 | 1.0003                      |
|  |  |
| 2026-01-30 | 1.0002                      |
|  |  |

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

### Class: Administrative Class

- **Minimum Initial Investment:** $1000000.00

- **Net Assets of Class:** $1.00

- **Number of Shares Outstanding:** 1.0000

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-01-02 | 1.0000          |
|  |  |
| 2026-01-05 | 1.0000          |
|  |  |
| 2026-01-06 | 1.0000          |
|  |  |
| 2026-01-07 | 1.0000          |
|  |  |
| 2026-01-08 | 1.0000          |
|  |  |
| 2026-01-09 | 1.0000          |
|  |  |
| 2026-01-12 | 1.0000          |
|  |  |
| 2026-01-13 | 1.0000          |
|  |  |
| 2026-01-14 | 1.0000          |
|  |  |
| 2026-01-15 | 1.0000          |
|  |  |
| 2026-01-16 | 1.0000          |
|  |  |
| 2026-01-20 | 1.0000          |
|  |  |
| 2026-01-21 | 1.0000          |
|  |  |
| 2026-01-22 | 1.0000          |
|  |  |
| 2026-01-23 | 1.0000          |
|  |  |
| 2026-01-26 | 1.0000          |
|  |  |
| 2026-01-27 | 1.0000          |
|  |  |
| 2026-01-28 | 1.0000          |
|  |  |
| 2026-01-29 | 1.0000          |
|  |  |
| 2026-01-30 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-01-02 | $0.00                     | $0.00                   |
| 2026-01-05 | $0.00                     | $0.00                   |
| 2026-01-06 | $0.00                     | $0.00                   |
| 2026-01-07 | $0.00                     | $0.00                   |
| 2026-01-08 | $0.00                     | $0.00                   |
| 2026-01-09 | $0.00                     | $0.00                   |
| 2026-01-12 | $0.00                     | $0.00                   |
| 2026-01-13 | $0.00                     | $0.00                   |
| 2026-01-14 | $0.00                     | $0.00                   |
| 2026-01-15 | $0.00                     | $0.00                   |
| 2026-01-16 | $0.00                     | $0.00                   |
| 2026-01-20 | $0.00                     | $0.00                   |
| 2026-01-21 | $0.00                     | $0.00                   |
| 2026-01-22 | $0.00                     | $0.00                   |
| 2026-01-23 | $0.00                     | $0.00                   |
| 2026-01-26 | $0.00                     | $0.00                   |
| 2026-01-27 | $0.00                     | $0.00                   |
| 2026-01-28 | $0.00                     | $0.00                   |
| 2026-01-29 | $0.00                     | $0.00                   |
| 2026-01-30 | $0.00                     | $0.00                   |

**Total Gross Subscriptions (Month):** $0.00

**Total Gross Redemptions (Month):** $0.00

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-01-02 | 0.0000%           |
| 2026-01-05 | 0.0000%           |
| 2026-01-06 | 0.0000%           |
| 2026-01-07 | 0.0000%           |
| 2026-01-08 | 0.0000%           |
| 2026-01-09 | 0.0000%           |
| 2026-01-12 | 0.0000%           |
| 2026-01-13 | 0.0000%           |
| 2026-01-14 | 0.0000%           |
| 2026-01-15 | 0.0000%           |
| 2026-01-16 | 0.0000%           |
| 2026-01-20 | 0.0000%           |
| 2026-01-21 | 0.0000%           |
| 2026-01-22 | 0.0000%           |
| 2026-01-23 | 0.0000%           |
| 2026-01-26 | 0.0000%           |
| 2026-01-27 | 0.0000%           |
| 2026-01-28 | 0.0000%           |
| 2026-01-29 | 0.0000%           |
| 2026-01-30 | 0.0000%           |

### Class: Advisory Class

- **Minimum Initial Investment:** $1000000.00

- **Net Assets of Class:** $59521.78

- **Number of Shares Outstanding:** 59543.9330

- **Expense Reimbursement/Waiver:** 2.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-01-02 | 0.9999          |
|  |  |
| 2026-01-05 | 0.9999          |
|  |  |
| 2026-01-06 | 0.9999          |
|  |  |
| 2026-01-07 | 0.9999          |
|  |  |
| 2026-01-08 | 0.9999          |
|  |  |
| 2026-01-09 | 0.9999          |
|  |  |
| 2026-01-12 | 0.9999          |
|  |  |
| 2026-01-13 | 0.9999          |
|  |  |
| 2026-01-14 | 0.9999          |
|  |  |
| 2026-01-15 | 0.9999          |
|  |  |
| 2026-01-16 | 0.9998          |
|  |  |
| 2026-01-20 | 0.9999          |
|  |  |
| 2026-01-21 | 0.9999          |
|  |  |
| 2026-01-22 | 0.9999          |
|  |  |
| 2026-01-23 | 0.9998          |
|  |  |
| 2026-01-26 | 0.9999          |
|  |  |
| 2026-01-27 | 0.9999          |
|  |  |
| 2026-01-28 | 0.9999          |
|  |  |
| 2026-01-29 | 0.9999          |
|  |  |
| 2026-01-30 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-01-02 | $180.78                   | $0.00                   |
| 2026-01-05 | $0.00                     | $0.00                   |
| 2026-01-06 | $0.00                     | $0.00                   |
| 2026-01-07 | $0.00                     | $0.00                   |
| 2026-01-08 | $0.00                     | $0.00                   |
| 2026-01-09 | $0.00                     | $0.00                   |
| 2026-01-12 | $0.00                     | $0.00                   |
| 2026-01-13 | $0.00                     | $0.00                   |
| 2026-01-14 | $0.00                     | $0.00                   |
| 2026-01-15 | $0.00                     | $0.00                   |
| 2026-01-16 | $0.00                     | $0.00                   |
| 2026-01-20 | $0.00                     | $0.00                   |
| 2026-01-21 | $0.00                     | $0.00                   |
| 2026-01-22 | $0.00                     | $0.00                   |
| 2026-01-23 | $0.00                     | $0.00                   |
| 2026-01-26 | $0.00                     | $0.00                   |
| 2026-01-27 | $0.00                     | $0.00                   |
| 2026-01-28 | $0.00                     | $0.00                   |
| 2026-01-29 | $0.00                     | $0.00                   |
| 2026-01-30 | $0.00                     | $0.00                   |

**Total Gross Subscriptions (Month):** $180.78

**Total Gross Redemptions (Month):** $0.00

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-01-02 | 3.5500%           |
| 2026-01-05 | 3.5500%           |
| 2026-01-06 | 3.5400%           |
| 2026-01-07 | 3.5300%           |
| 2026-01-08 | 3.5200%           |
| 2026-01-09 | 3.5000%           |
| 2026-01-12 | 3.4900%           |
| 2026-01-13 | 3.4900%           |
| 2026-01-14 | 3.4900%           |
| 2026-01-15 | 3.4900%           |
| 2026-01-16 | 3.4900%           |
| 2026-01-20 | 3.4900%           |
| 2026-01-21 | 3.4900%           |
| 2026-01-22 | 3.4900%           |
| 2026-01-23 | 3.4900%           |
| 2026-01-26 | 3.4900%           |
| 2026-01-27 | 3.4900%           |
| 2026-01-28 | 3.4900%           |
| 2026-01-29 | 3.4900%           |
| 2026-01-30 | 3.4900%           |

**Beneficial/Record Owner Categories**
| Category                  | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Non-financial corporation |  | 100.0000%        | 0.0000%              |

### Class: Wealth Class

- **Minimum Initial Investment:** $1000000.00

- **Net Assets of Class:** $3490855801.92

- **Number of Shares Outstanding:** 3490880239.5260

- **Expense Reimbursement/Waiver:** 140107.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-01-02 | 1.0002          |
|  |  |
| 2026-01-05 | 1.0003          |
|  |  |
| 2026-01-06 | 1.0003          |
|  |  |
| 2026-01-07 | 1.0003          |
|  |  |
| 2026-01-08 | 1.0003          |
|  |  |
| 2026-01-09 | 1.0002          |
|  |  |
| 2026-01-12 | 1.0002          |
|  |  |
| 2026-01-13 | 1.0003          |
|  |  |
| 2026-01-14 | 1.0003          |
|  |  |
| 2026-01-15 | 1.0003          |
|  |  |
| 2026-01-16 | 1.0002          |
|  |  |
| 2026-01-20 | 1.0003          |
|  |  |
| 2026-01-21 | 1.0003          |
|  |  |
| 2026-01-22 | 1.0003          |
|  |  |
| 2026-01-23 | 1.0002          |
|  |  |
| 2026-01-26 | 1.0002          |
|  |  |
| 2026-01-27 | 1.0002          |
|  |  |
| 2026-01-28 | 1.0003          |
|  |  |
| 2026-01-29 | 1.0003          |
|  |  |
| 2026-01-30 | 1.0002          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-01-02 | $23032912.69              | $9049075.92             |
| 2026-01-05 | $23692033.27              | $22695735.06            |
| 2026-01-06 | $13374555.09              | $21021281.49            |
| 2026-01-07 | $13152249.23              | $15515614.36            |
| 2026-01-08 | $10000656.27              | $8787524.97             |
| 2026-01-09 | $14776871.55              | $29579110.62            |
| 2026-01-12 | $19938155.59              | $41254747.92            |
| 2026-01-13 | $19996470.62              | $27773455.82            |
| 2026-01-14 | $36100662.43              | $16481759.72            |
| 2026-01-15 | $5614907.55               | $16585199.75            |
| 2026-01-16 | $14904317.93              | $14999651.18            |
| 2026-01-20 | $13106597.40              | $14767012.45            |
| 2026-01-21 | $13508199.05              | $14602679.19            |
| 2026-01-22 | $17395169.40              | $11767653.75            |
| 2026-01-23 | $9407737.24               | $15825634.82            |
| 2026-01-26 | $12600897.80              | $12513308.07            |
| 2026-01-27 | $20724861.25              | $12264289.59            |
| 2026-01-28 | $11327871.56              | $22396127.48            |
| 2026-01-29 | $5767541.35               | $21865874.94            |
| 2026-01-30 | $16096723.51              | $24013994.99            |

**Total Gross Subscriptions (Month):** $314519390.78

**Total Gross Redemptions (Month):** $373759732.09

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-01-02 | 3.8000%           |
| 2026-01-05 | 3.8000%           |
| 2026-01-06 | 3.7900%           |
| 2026-01-07 | 3.7800%           |
| 2026-01-08 | 3.7700%           |
| 2026-01-09 | 3.7500%           |
| 2026-01-12 | 3.7400%           |
| 2026-01-13 | 3.7400%           |
| 2026-01-14 | 3.7400%           |
| 2026-01-15 | 3.7400%           |
| 2026-01-16 | 3.7400%           |
| 2026-01-20 | 3.7400%           |
| 2026-01-21 | 3.7400%           |
| 2026-01-22 | 3.7400%           |
| 2026-01-23 | 3.7400%           |
| 2026-01-26 | 3.7400%           |
| 2026-01-27 | 3.7400%           |
| 2026-01-28 | 3.7400%           |
| 2026-01-29 | 3.7400%           |
| 2026-01-30 | 3.7400%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 96.7500%         | 0.0000%              |

### Class: Investor Class

- **Minimum Initial Investment:** $1000000.00

- **Net Assets of Class:** $1.00

- **Number of Shares Outstanding:** 1.0000

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-01-02 | 1.0000          |
|  |  |
| 2026-01-05 | 1.0000          |
|  |  |
| 2026-01-06 | 1.0000          |
|  |  |
| 2026-01-07 | 1.0000          |
|  |  |
| 2026-01-08 | 1.0000          |
|  |  |
| 2026-01-09 | 1.0000          |
|  |  |
| 2026-01-12 | 1.0000          |
|  |  |
| 2026-01-13 | 1.0000          |
|  |  |
| 2026-01-14 | 1.0000          |
|  |  |
| 2026-01-15 | 1.0000          |
|  |  |
| 2026-01-16 | 1.0000          |
|  |  |
| 2026-01-20 | 1.0000          |
|  |  |
| 2026-01-21 | 1.0000          |
|  |  |
| 2026-01-22 | 1.0000          |
|  |  |
| 2026-01-23 | 1.0000          |
|  |  |
| 2026-01-26 | 1.0000          |
|  |  |
| 2026-01-27 | 1.0000          |
|  |  |
| 2026-01-28 | 1.0000          |
|  |  |
| 2026-01-29 | 1.0000          |
|  |  |
| 2026-01-30 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-01-02 | $0.00                     | $0.00                   |
| 2026-01-05 | $0.00                     | $0.00                   |
| 2026-01-06 | $0.00                     | $0.00                   |
| 2026-01-07 | $0.00                     | $0.00                   |
| 2026-01-08 | $0.00                     | $0.00                   |
| 2026-01-09 | $0.00                     | $0.00                   |
| 2026-01-12 | $0.00                     | $0.00                   |
| 2026-01-13 | $0.00                     | $0.00                   |
| 2026-01-14 | $0.00                     | $0.00                   |
| 2026-01-15 | $0.00                     | $0.00                   |
| 2026-01-16 | $0.00                     | $0.00                   |
| 2026-01-20 | $0.00                     | $0.00                   |
| 2026-01-21 | $0.00                     | $0.00                   |
| 2026-01-22 | $0.00                     | $0.00                   |
| 2026-01-23 | $0.00                     | $0.00                   |
| 2026-01-26 | $0.00                     | $0.00                   |
| 2026-01-27 | $0.00                     | $0.00                   |
| 2026-01-28 | $0.00                     | $0.00                   |
| 2026-01-29 | $0.00                     | $0.00                   |
| 2026-01-30 | $0.00                     | $0.00                   |

**Total Gross Subscriptions (Month):** $0.00

**Total Gross Redemptions (Month):** $0.00

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-01-02 | 0.0000%           |
| 2026-01-05 | 0.0000%           |
| 2026-01-06 | 0.0000%           |
| 2026-01-07 | 0.0000%           |
| 2026-01-08 | 0.0000%           |
| 2026-01-09 | 0.0000%           |
| 2026-01-12 | 0.0000%           |
| 2026-01-13 | 0.0000%           |
| 2026-01-14 | 0.0000%           |
| 2026-01-15 | 0.0000%           |
| 2026-01-16 | 0.0000%           |
| 2026-01-20 | 0.0000%           |
| 2026-01-21 | 0.0000%           |
| 2026-01-22 | 0.0000%           |
| 2026-01-23 | 0.0000%           |
| 2026-01-26 | 0.0000%           |
| 2026-01-27 | 0.0000%           |
| 2026-01-28 | 0.0000%           |
| 2026-01-29 | 0.0000%           |
| 2026-01-30 | 0.0000%           |

### Class: Participant Class

- **Minimum Initial Investment:** $1000000.00

- **Net Assets of Class:** $58790.49

- **Number of Shares Outstanding:** 58819.3260

- **Expense Reimbursement/Waiver:** 2.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-01-02 | 0.9997          |
|  |  |
| 2026-01-05 | 0.9998          |
|  |  |
| 2026-01-06 | 0.9998          |
|  |  |
| 2026-01-07 | 0.9998          |
|  |  |
| 2026-01-08 | 0.9998          |
|  |  |
| 2026-01-09 | 0.9997          |
|  |  |
| 2026-01-12 | 0.9998          |
|  |  |
| 2026-01-13 | 0.9998          |
|  |  |
| 2026-01-14 | 0.9998          |
|  |  |
| 2026-01-15 | 0.9998          |
|  |  |
| 2026-01-16 | 0.9997          |
|  |  |
| 2026-01-20 | 0.9998          |
|  |  |
| 2026-01-21 | 0.9998          |
|  |  |
| 2026-01-22 | 0.9998          |
|  |  |
| 2026-01-23 | 0.9997          |
|  |  |
| 2026-01-26 | 0.9998          |
|  |  |
| 2026-01-27 | 0.9998          |
|  |  |
| 2026-01-28 | 0.9998          |
|  |  |
| 2026-01-29 | 0.9998          |
|  |  |
| 2026-01-30 | 0.9997          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-01-02 | $166.21                   | $0.00                   |
| 2026-01-05 | $0.00                     | $0.00                   |
| 2026-01-06 | $0.00                     | $0.00                   |
| 2026-01-07 | $0.00                     | $0.00                   |
| 2026-01-08 | $0.00                     | $0.00                   |
| 2026-01-09 | $0.00                     | $0.00                   |
| 2026-01-12 | $0.00                     | $0.00                   |
| 2026-01-13 | $0.00                     | $0.00                   |
| 2026-01-14 | $0.00                     | $0.00                   |
| 2026-01-15 | $0.00                     | $0.00                   |
| 2026-01-16 | $0.00                     | $0.00                   |
| 2026-01-20 | $0.00                     | $0.00                   |
| 2026-01-21 | $0.00                     | $0.00                   |
| 2026-01-22 | $0.00                     | $0.00                   |
| 2026-01-23 | $0.00                     | $0.00                   |
| 2026-01-26 | $0.00                     | $0.00                   |
| 2026-01-27 | $0.00                     | $0.00                   |
| 2026-01-28 | $0.00                     | $0.00                   |
| 2026-01-29 | $0.00                     | $0.00                   |
| 2026-01-30 | $0.00                     | $0.00                   |

**Total Gross Subscriptions (Month):** $166.21

**Total Gross Redemptions (Month):** $0.00

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-01-02 | 3.3000%           |
| 2026-01-05 | 3.3000%           |
| 2026-01-06 | 3.2900%           |
| 2026-01-07 | 3.2800%           |
| 2026-01-08 | 3.2700%           |
| 2026-01-09 | 3.2400%           |
| 2026-01-12 | 3.2400%           |
| 2026-01-13 | 3.2300%           |
| 2026-01-14 | 3.2300%           |
| 2026-01-15 | 3.2300%           |
| 2026-01-16 | 3.2300%           |
| 2026-01-20 | 3.2300%           |
| 2026-01-21 | 3.2300%           |
| 2026-01-22 | 3.2300%           |
| 2026-01-23 | 3.2300%           |
| 2026-01-26 | 3.2300%           |
| 2026-01-27 | 3.2300%           |
| 2026-01-28 | 3.2300%           |
| 2026-01-29 | 3.2300%           |
| 2026-01-30 | 3.2400%           |

**Beneficial/Record Owner Categories**
| Category                  | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Non-financial corporation |  | 100.0000%        | 0.0000%              |

### Class: Wealth S Class

- **Minimum Initial Investment:** $1000000.00

- **Net Assets of Class:** $60168.77

- **Number of Shares Outstanding:** 60196.6600

- **Expense Reimbursement/Waiver:** 2.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-01-02 | 0.9998          |
|  |  |
| 2026-01-05 | 0.9998          |
|  |  |
| 2026-01-06 | 0.9998          |
|  |  |
| 2026-01-07 | 0.9998          |
|  |  |
| 2026-01-08 | 0.9998          |
|  |  |
| 2026-01-09 | 0.9998          |
|  |  |
| 2026-01-12 | 0.9998          |
|  |  |
| 2026-01-13 | 0.9998          |
|  |  |
| 2026-01-14 | 0.9998          |
|  |  |
| 2026-01-15 | 0.9998          |
|  |  |
| 2026-01-16 | 0.9997          |
|  |  |
| 2026-01-20 | 0.9998          |
|  |  |
| 2026-01-21 | 0.9998          |
|  |  |
| 2026-01-22 | 0.9998          |
|  |  |
| 2026-01-23 | 0.9998          |
|  |  |
| 2026-01-26 | 0.9998          |
|  |  |
| 2026-01-27 | 0.9998          |
|  |  |
| 2026-01-28 | 0.9998          |
|  |  |
| 2026-01-29 | 0.9998          |
|  |  |
| 2026-01-30 | 0.9998          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-01-02 | $192.86                   | $0.00                   |
| 2026-01-05 | $0.00                     | $0.00                   |
| 2026-01-06 | $0.00                     | $0.00                   |
| 2026-01-07 | $0.00                     | $0.00                   |
| 2026-01-08 | $0.00                     | $0.00                   |
| 2026-01-09 | $0.00                     | $0.00                   |
| 2026-01-12 | $0.00                     | $0.00                   |
| 2026-01-13 | $0.00                     | $0.00                   |
| 2026-01-14 | $0.00                     | $0.00                   |
| 2026-01-15 | $0.00                     | $0.00                   |
| 2026-01-16 | $0.00                     | $0.00                   |
| 2026-01-20 | $0.00                     | $0.00                   |
| 2026-01-21 | $0.00                     | $0.00                   |
| 2026-01-22 | $0.00                     | $0.00                   |
| 2026-01-23 | $0.00                     | $0.00                   |
| 2026-01-26 | $0.00                     | $0.00                   |
| 2026-01-27 | $0.00                     | $0.00                   |
| 2026-01-28 | $0.00                     | $0.00                   |
| 2026-01-29 | $0.00                     | $0.00                   |
| 2026-01-30 | $0.00                     | $0.00                   |

**Total Gross Subscriptions (Month):** $192.86

**Total Gross Redemptions (Month):** $0.00

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-01-02 | 3.7500%           |
| 2026-01-05 | 3.7400%           |
| 2026-01-06 | 3.7400%           |
| 2026-01-07 | 3.7300%           |
| 2026-01-08 | 3.7200%           |
| 2026-01-09 | 3.7000%           |
| 2026-01-12 | 3.6900%           |
| 2026-01-13 | 3.6900%           |
| 2026-01-14 | 3.6800%           |
| 2026-01-15 | 3.6800%           |
| 2026-01-16 | 3.6800%           |
| 2026-01-20 | 3.6800%           |
| 2026-01-21 | 3.6800%           |
| 2026-01-22 | 3.6800%           |
| 2026-01-23 | 3.6800%           |
| 2026-01-26 | 3.6800%           |
| 2026-01-27 | 3.6800%           |
| 2026-01-28 | 3.6800%           |
| 2026-01-29 | 3.6800%           |
| 2026-01-30 | 3.6900%           |

**Beneficial/Record Owner Categories**
| Category                  | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Non-financial corporation |  | 100.0000%        | 0.0000%              |

### Class: Cash Management Class

- **Minimum Initial Investment:** $1000000.00

- **Net Assets of Class:** $1534890.40

- **Number of Shares Outstanding:** 1534826.2490

- **Expense Reimbursement/Waiver:** 61.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-01-02 | 1.0003          |
|  |  |
| 2026-01-05 | 1.0003          |
|  |  |
| 2026-01-06 | 1.0003          |
|  |  |
| 2026-01-07 | 1.0003          |
|  |  |
| 2026-01-08 | 1.0003          |
|  |  |
| 2026-01-09 | 1.0003          |
|  |  |
| 2026-01-12 | 1.0003          |
|  |  |
| 2026-01-13 | 1.0003          |
|  |  |
| 2026-01-14 | 1.0003          |
|  |  |
| 2026-01-15 | 1.0003          |
|  |  |
| 2026-01-16 | 1.0002          |
|  |  |
| 2026-01-20 | 1.0003          |
|  |  |
| 2026-01-21 | 1.0003          |
|  |  |
| 2026-01-22 | 1.0003          |
|  |  |
| 2026-01-23 | 1.0003          |
|  |  |
| 2026-01-26 | 1.0003          |
|  |  |
| 2026-01-27 | 1.0003          |
|  |  |
| 2026-01-28 | 1.0003          |
|  |  |
| 2026-01-29 | 1.0003          |
|  |  |
| 2026-01-30 | 1.0003          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-01-02 | $4793.49                  | $0.96                   |
| 2026-01-05 | $0.00                     | $0.00                   |
| 2026-01-06 | $0.00                     | $0.00                   |
| 2026-01-07 | $0.00                     | $0.00                   |
| 2026-01-08 | $0.00                     | $0.00                   |
| 2026-01-09 | $0.00                     | $0.00                   |
| 2026-01-12 | $0.00                     | $0.00                   |
| 2026-01-13 | $0.00                     | $0.00                   |
| 2026-01-14 | $0.00                     | $0.00                   |
| 2026-01-15 | $0.00                     | $0.00                   |
| 2026-01-16 | $0.00                     | $0.00                   |
| 2026-01-20 | $0.00                     | $0.00                   |
| 2026-01-21 | $0.00                     | $0.00                   |
| 2026-01-22 | $0.00                     | $0.00                   |
| 2026-01-23 | $0.00                     | $0.00                   |
| 2026-01-26 | $0.00                     | $0.00                   |
| 2026-01-27 | $0.00                     | $0.00                   |
| 2026-01-28 | $0.00                     | $0.00                   |
| 2026-01-29 | $0.00                     | $0.00                   |
| 2026-01-30 | $0.00                     | $0.00                   |

**Total Gross Subscriptions (Month):** $4793.49

**Total Gross Redemptions (Month):** $0.96

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-01-02 | 3.6500%           |
| 2026-01-05 | 3.6500%           |
| 2026-01-06 | 3.6400%           |
| 2026-01-07 | 3.6300%           |
| 2026-01-08 | 3.6200%           |
| 2026-01-09 | 3.6000%           |
| 2026-01-12 | 3.5900%           |
| 2026-01-13 | 3.5900%           |
| 2026-01-14 | 3.5900%           |
| 2026-01-15 | 3.5900%           |
| 2026-01-16 | 3.5900%           |
| 2026-01-20 | 3.5900%           |
| 2026-01-21 | 3.5900%           |
| 2026-01-22 | 3.5900%           |
| 2026-01-23 | 3.5900%           |
| 2026-01-26 | 3.5900%           |
| 2026-01-27 | 3.5900%           |
| 2026-01-28 | 3.5900%           |
| 2026-01-29 | 3.5900%           |
| 2026-01-30 | 3.5900%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 96.7300%         | 0.0000%              |

### Class: Select Class

- **Minimum Initial Investment:** $1000000.00

- **Net Assets of Class:** $56365.39

- **Number of Shares Outstanding:** 56361.0900

- **Expense Reimbursement/Waiver:** 2.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-01-02 | 1.0003          |
|  |  |
| 2026-01-05 | 1.0004          |
|  |  |
| 2026-01-06 | 1.0004          |
|  |  |
| 2026-01-07 | 1.0004          |
|  |  |
| 2026-01-08 | 1.0004          |
|  |  |
| 2026-01-09 | 1.0003          |
|  |  |
| 2026-01-12 | 1.0003          |
|  |  |
| 2026-01-13 | 1.0003          |
|  |  |
| 2026-01-14 | 1.0004          |
|  |  |
| 2026-01-15 | 1.0003          |
|  |  |
| 2026-01-16 | 1.0003          |
|  |  |
| 2026-01-20 | 1.0003          |
|  |  |
| 2026-01-21 | 1.0003          |
|  |  |
| 2026-01-22 | 1.0003          |
|  |  |
| 2026-01-23 | 1.0003          |
|  |  |
| 2026-01-26 | 1.0003          |
|  |  |
| 2026-01-27 | 1.0003          |
|  |  |
| 2026-01-28 | 1.0003          |
|  |  |
| 2026-01-29 | 1.0003          |
|  |  |
| 2026-01-30 | 1.0003          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-01-02 | $145.03                   | $0.00                   |
| 2026-01-05 | $0.00                     | $0.00                   |
| 2026-01-06 | $0.00                     | $0.00                   |
| 2026-01-07 | $0.00                     | $0.00                   |
| 2026-01-08 | $0.00                     | $0.00                   |
| 2026-01-09 | $0.00                     | $0.00                   |
| 2026-01-12 | $0.00                     | $0.00                   |
| 2026-01-13 | $0.00                     | $0.00                   |
| 2026-01-14 | $0.00                     | $0.00                   |
| 2026-01-15 | $0.00                     | $0.00                   |
| 2026-01-16 | $0.00                     | $0.00                   |
| 2026-01-20 | $0.00                     | $0.00                   |
| 2026-01-21 | $0.00                     | $0.00                   |
| 2026-01-22 | $0.00                     | $0.00                   |
| 2026-01-23 | $0.00                     | $0.00                   |
| 2026-01-26 | $0.00                     | $0.00                   |
| 2026-01-27 | $0.00                     | $0.00                   |
| 2026-01-28 | $0.00                     | $0.00                   |
| 2026-01-29 | $0.00                     | $0.00                   |
| 2026-01-30 | $0.00                     | $0.00                   |

**Total Gross Subscriptions (Month):** $145.03

**Total Gross Redemptions (Month):** $0.00

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-01-02 | 3.0000%           |
| 2026-01-05 | 3.0000%           |
| 2026-01-06 | 3.0000%           |
| 2026-01-07 | 2.9900%           |
| 2026-01-08 | 2.9800%           |
| 2026-01-09 | 2.9500%           |
| 2026-01-12 | 2.9500%           |
| 2026-01-13 | 2.9400%           |
| 2026-01-14 | 2.9400%           |
| 2026-01-15 | 2.9400%           |
| 2026-01-16 | 2.9400%           |
| 2026-01-20 | 2.9400%           |
| 2026-01-21 | 2.9400%           |
| 2026-01-22 | 2.9400%           |
| 2026-01-23 | 2.9400%           |
| 2026-01-26 | 2.9400%           |
| 2026-01-27 | 2.9400%           |
| 2026-01-28 | 2.9400%           |
| 2026-01-29 | 2.9400%           |
| 2026-01-30 | 2.9400%           |

**Beneficial/Record Owner Categories**
| Category                  | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Non-financial corporation |  | 100.0000%        | 0.0000%              |

### Class: Impact Partner Class

- **Minimum Initial Investment:** $1000000.00

- **Net Assets of Class:** $24719249.22

- **Number of Shares Outstanding:** 24718750.2100

- **Expense Reimbursement/Waiver:** 892.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-01-02 | 1.0003          |
|  |  |
| 2026-01-05 | 1.0003          |
|  |  |
| 2026-01-06 | 1.0003          |
|  |  |
| 2026-01-07 | 1.0003          |
|  |  |
| 2026-01-08 | 1.0003          |
|  |  |
| 2026-01-09 | 1.0002          |
|  |  |
| 2026-01-12 | 1.0003          |
|  |  |
| 2026-01-13 | 1.0003          |
|  |  |
| 2026-01-14 | 1.0003          |
|  |  |
| 2026-01-15 | 1.0003          |
|  |  |
| 2026-01-16 | 1.0002          |
|  |  |
| 2026-01-20 | 1.0003          |
|  |  |
| 2026-01-21 | 1.0003          |
|  |  |
| 2026-01-22 | 1.0003          |
|  |  |
| 2026-01-23 | 1.0002          |
|  |  |
| 2026-01-26 | 1.0003          |
|  |  |
| 2026-01-27 | 1.0003          |
|  |  |
| 2026-01-28 | 1.0003          |
|  |  |
| 2026-01-29 | 1.0003          |
|  |  |
| 2026-01-30 | 1.0003          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-01-02 | $107017.23                | $27214.61               |
| 2026-01-05 | $3656534.00               | $0.00                   |
| 2026-01-06 | $0.00                     | $0.00                   |
| 2026-01-07 | $528085.15                | $0.00                   |
| 2026-01-08 | $0.00                     | $0.00                   |
| 2026-01-09 | $0.00                     | $0.00                   |
| 2026-01-12 | $0.00                     | $0.00                   |
| 2026-01-13 | $0.00                     | $15000.00               |
| 2026-01-14 | $0.00                     | $6000.00                |
| 2026-01-15 | $0.00                     | $0.00                   |
| 2026-01-16 | $0.00                     | $0.00                   |
| 2026-01-20 | $0.00                     | $0.00                   |
| 2026-01-21 | $3700000.00               | $0.00                   |
| 2026-01-22 | $0.00                     | $0.00                   |
| 2026-01-23 | $0.00                     | $504532.00              |
| 2026-01-26 | $0.00                     | $4000.00                |
| 2026-01-27 | $0.00                     | $100000.00              |
| 2026-01-28 | $0.00                     | $0.00                   |
| 2026-01-29 | $0.00                     | $0.00                   |
| 2026-01-30 | $0.00                     | $0.00                   |

**Total Gross Subscriptions (Month):** $7991636.38

**Total Gross Redemptions (Month):** $656746.61

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-01-02 | 3.8000%           |
| 2026-01-05 | 3.8000%           |
| 2026-01-06 | 3.7900%           |
| 2026-01-07 | 3.7800%           |
| 2026-01-08 | 3.7700%           |
| 2026-01-09 | 3.7500%           |
| 2026-01-12 | 3.7400%           |
| 2026-01-13 | 3.7400%           |
| 2026-01-14 | 3.7400%           |
| 2026-01-15 | 3.7400%           |
| 2026-01-16 | 3.7400%           |
| 2026-01-20 | 3.7400%           |
| 2026-01-21 | 3.7400%           |
| 2026-01-22 | 3.7400%           |
| 2026-01-23 | 3.7400%           |
| 2026-01-26 | 3.7400%           |
| 2026-01-27 | 3.7400%           |
| 2026-01-28 | 3.7400%           |
| 2026-01-29 | 3.7400%           |
| 2026-01-30 | 3.7400%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 99.7900%         | 0.0000%              |

### Class: Advisor Class

- **Minimum Initial Investment:** $1000000.00

- **Net Assets of Class:** $73206467.47

- **Number of Shares Outstanding:** 73204630.0700

- **Expense Reimbursement/Waiver:** 2844.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-01-02 | 1.0003          |
|  |  |
| 2026-01-05 | 1.0003          |
|  |  |
| 2026-01-06 | 1.0003          |
|  |  |
| 2026-01-07 | 1.0003          |
|  |  |
| 2026-01-08 | 1.0003          |
|  |  |
| 2026-01-09 | 1.0003          |
|  |  |
| 2026-01-12 | 1.0003          |
|  |  |
| 2026-01-13 | 1.0003          |
|  |  |
| 2026-01-14 | 1.0003          |
|  |  |
| 2026-01-15 | 1.0003          |
|  |  |
| 2026-01-16 | 1.0002          |
|  |  |
| 2026-01-20 | 1.0003          |
|  |  |
| 2026-01-21 | 1.0003          |
|  |  |
| 2026-01-22 | 1.0003          |
|  |  |
| 2026-01-23 | 1.0002          |
|  |  |
| 2026-01-26 | 1.0003          |
|  |  |
| 2026-01-27 | 1.0003          |
|  |  |
| 2026-01-28 | 1.0003          |
|  |  |
| 2026-01-29 | 1.0003          |
|  |  |
| 2026-01-30 | 1.0003          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-01-02 | $1439846.70               | $359266.53              |
| 2026-01-05 | $1252565.59               | $966533.93              |
| 2026-01-06 | $804668.99                | $723551.05              |
| 2026-01-07 | $627364.36                | $3160660.84             |
| 2026-01-08 | $397685.04                | $100934.93              |
| 2026-01-09 | $122178.47                | $1163355.25             |
| 2026-01-12 | $1053209.08               | $340951.49              |
| 2026-01-13 | $1913235.92               | $713292.09              |
| 2026-01-14 | $140295.98                | $214608.27              |
| 2026-01-15 | $316118.67                | $152874.36              |
| 2026-01-16 | $673626.37                | $155042.00              |
| 2026-01-20 | $2283211.81               | $261866.37              |
| 2026-01-21 | $310646.96                | $1677653.88             |
| 2026-01-22 | $361902.92                | $402042.53              |
| 2026-01-23 | $284924.00                | $95211.09               |
| 2026-01-26 | $957018.70                | $260318.01              |
| 2026-01-27 | $498808.43                | $24581.70               |
| 2026-01-28 | $849975.59                | $342124.54              |
| 2026-01-29 | $548466.70                | $232689.00              |
| 2026-01-30 | $43859.00                 | $961885.69              |

**Total Gross Subscriptions (Month):** $14879609.28

**Total Gross Redemptions (Month):** $12309443.55

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-01-02 | 3.8000%           |
| 2026-01-05 | 3.8000%           |
| 2026-01-06 | 3.7900%           |
| 2026-01-07 | 3.7800%           |
| 2026-01-08 | 3.7700%           |
| 2026-01-09 | 3.7500%           |
| 2026-01-12 | 3.7400%           |
| 2026-01-13 | 3.7400%           |
| 2026-01-14 | 3.7400%           |
| 2026-01-15 | 3.7400%           |
| 2026-01-16 | 3.7400%           |
| 2026-01-20 | 3.7400%           |
| 2026-01-21 | 3.7400%           |
| 2026-01-22 | 3.7400%           |
| 2026-01-23 | 3.7400%           |
| 2026-01-26 | 3.7400%           |
| 2026-01-27 | 3.7400%           |
| 2026-01-28 | 3.7400%           |
| 2026-01-29 | 3.7400%           |
| 2026-01-30 | 3.7400%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 99.9300%         | 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: 00084CE40, C.3 - LEI: 549300WEQ09I
- **C.18 - Value (incl. sponsor support):** $14853346.50
- **C.18.a - Value (excl. sponsor support):** $14853346.50
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **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
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 2: 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: 00084CFP2, C.4 - ISIN: US00084CFP23, C.3 - LEI: 549300WEQ09I
- **C.18 - Value (incl. sponsor support):** $4925040.00
- **C.18.a - Value (excl. sponsor support):** $4925040.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-06-23
- **C.12 - Maturity Date (WAL):** 2026-06-23
- **C.13 - Final Legal Maturity Date:** 2026-06-23
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 3: ANZ New Zealand International Ltd.

- **C.1 - Title:** ANZ New Zealand International Ltd. 1.250000%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 00182EBN8, C.4 - ISIN: US00182EBN85, C.3 - LEI: 213800VD256NU2D97H12
- **C.18 - Value (incl. sponsor support):** $11780149.15
- **C.18.a - Value (excl. sponsor support):** $11780149.15
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-06-22
- **C.12 - Maturity Date (WAL):** 2026-06-22
- **C.13 - Final Legal Maturity Date:** 2026-06-22
- **C.10 - Ratings:** Moody's Investors Service, Inc.: A1; Standard and Poor's Ratings Services: AA-
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: ASB Bank Ltd.

- **C.1 - Title:** ASB Bank Ltd. 3.960000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 0020NACL2, C.3 - LEI: 549300IBZWZL
- **C.18 - Value (incl. sponsor support):** $15008683.50
- **C.18.a - Value (excl. sponsor support):** $15008683.50
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-09-04
- **C.13 - Final Legal Maturity Date:** 2026-09-04
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 5: Australia & New Zealand Banking Group Ltd.

- **C.1 - Title:** Australia & New Zealand Banking Group Ltd. 4.221300%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 05252ADK4, C.4 - ISIN: US05252ADK43, C.3 - LEI: JHE42UYNWWTJ
- **C.18 - Value (incl. sponsor support):** $1000518.36
- **C.18.a - Value (excl. sponsor support):** $1000518.36
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-03-18
- **C.13 - Final Legal Maturity Date:** 2026-03-18
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa2; Standard and Poor's Ratings Services: AA-
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Australia & New Zealand Banking Group Ltd.

- **C.1 - Title:** Australia & New Zealand Banking Group Ltd. 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 05253CEB8, C.3 - LEI: JHE42UYNWWTJ
- **C.18 - Value (incl. sponsor support):** $13855909.20
- **C.18.a - Value (excl. sponsor support):** $13855909.20
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-05-11
- **C.12 - Maturity Date (WAL):** 2026-05-11
- **C.13 - Final Legal Maturity Date:** 2026-05-11
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 7: 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: 0530A3B49, C.3 - LEI: HGBOLILQXWER
- **C.18 - Value (incl. sponsor support):** $24987197.50
- **C.18.a - Value (excl. sponsor support):** $24987197.50
- **C.19 - Percentage of Net Assets:** 0.7000%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **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
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 8: BMW U.S. Capital LLC

- **C.1 - Title:** BMW U.S. Capital LLC 2.800000%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 05565EAH8, C.4 - ISIN: US05565EAH80, C.3 - LEI: KK5MZM9DIXLX
- **C.18 - Value (incl. sponsor support):** $2094756.05
- **C.18.a - Value (excl. sponsor support):** $2094756.05
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2026-04-11
- **C.12 - Maturity Date (WAL):** 2026-04-11
- **C.13 - Final Legal Maturity Date:** 2026-04-11
- **C.10 - Ratings:** Moody's Investors Service, Inc.: A2; Standard and Poor's Ratings Services: A
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: BMW U.S. Capital LLC

- **C.1 - Title:** BMW U.S. Capital LLC 4.203800%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 05565ECL7, C.4 - ISIN: US05565ECL74, C.3 - LEI: KK5MZM9DIXLX
- **C.18 - Value (incl. sponsor support):** $3059024.53
- **C.18.a - Value (excl. sponsor support):** $3059024.53
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-04-02
- **C.13 - Final Legal Maturity Date:** 2026-04-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: A2; Standard and Poor's Ratings Services: A
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Bank of America NA

- **C.1 - Title:** Bank of America NA 4.340000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06051WVT8, C.4 - ISIN: US06051WVT88, C.3 - LEI: B4TYDEB6GKMZ
- **C.18 - Value (incl. sponsor support):** $25057435.00
- **C.18.a - Value (excl. sponsor support):** $25057435.00
- **C.19 - Percentage of Net Assets:** 0.7000%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-07-08
- **C.12 - Maturity Date (WAL):** 2026-07-08
- **C.13 - Final Legal Maturity Date:** 2026-07-08
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 11: Bank of America Securities, Inc.

- **C.1 - Title:** Bank of America Securities, Inc. 4.040000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06054CMP7, C.3 - LEI: 549300HN4UKV
- **C.18 - Value (incl. sponsor support):** $25024202.50
- **C.18.a - Value (excl. sponsor support):** $25024202.50
- **C.19 - Percentage of Net Assets:** 0.7000%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-11-12
- **C.13 - Final Legal Maturity Date:** 2026-11-12
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 12: Bank of America Securities, Inc.

- **C.1 - Title:** Bank of America Securities, Inc. 4.040000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06054CMY8, C.3 - LEI: 549300HN4UKV
- **C.18 - Value (incl. sponsor support):** $10009111.00
- **C.18.a - Value (excl. sponsor support):** $10009111.00
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-11-24
- **C.13 - Final Legal Maturity Date:** 2026-11-24
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 13: Bank of America Securities, Inc.

- **C.1 - Title:** Bank of America Securities, Inc. 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06054PM29, C.4 - ISIN: US06054PM293, C.3 - LEI: 549300HN4UKV
- **C.18 - Value (incl. sponsor support):** $7751377.60
- **C.18.a - Value (excl. sponsor support):** $7751377.60
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-12-02
- **C.12 - Maturity Date (WAL):** 2026-12-02
- **C.13 - Final Legal Maturity Date:** 2026-12-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 14: Bank of America Securities, Inc.

- **C.1 - Title:** Bank of America Securities, Inc. 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06054PNN2, C.4 - ISIN: US06054PNN23, C.3 - LEI: 549300HN4UKV
- **C.18 - Value (incl. sponsor support):** $33730175.50
- **C.18.a - Value (excl. sponsor support):** $33730175.50
- **C.19 - Percentage of Net Assets:** 0.9400%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2027-01-22
- **C.12 - Maturity Date (WAL):** 2027-01-22
- **C.13 - Final Legal Maturity Date:** 2027-01-22
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 15: Bank of Montreal (Chicago Branch)

- **C.1 - Title:** Bank of Montreal (Chicago Branch) 4.040000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06370B4D3, C.4 - ISIN: US06370B4D35, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16
- **C.18 - Value (incl. sponsor support):** $20000834.20
- **C.18.a - Value (excl. sponsor support):** $20000834.20
- **C.19 - Percentage of Net Assets:** 0.5600%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-08-14
- **C.13 - Final Legal Maturity Date:** 2026-08-14
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 16: Bank of Montreal (Chicago Branch)

- **C.1 - Title:** Bank of Montreal (Chicago Branch) 4.050000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06370B4X9, C.4 - ISIN: US06370B4X98, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16
- **C.18 - Value (incl. sponsor support):** $5002728.40
- **C.18.a - Value (excl. sponsor support):** $5002728.40
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-12-07
- **C.13 - Final Legal Maturity Date:** 2026-12-07
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 17: Bank of New York Mellon Corp.

- **C.1 - Title:** Bank of New York Mellon Corp. 2.800000%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 06406FAC7, C.4 - ISIN: US06406FAC77, C.3 - LEI: WFLLPEPC7FZXENRZV188
- **C.18 - Value (incl. sponsor support):** $14987297.32
- **C.18.a - Value (excl. sponsor support):** $14987297.32
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **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
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa3; Standard and Poor's Ratings Services: A
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Bank of New Zealand

- **C.1 - Title:** Bank of New Zealand 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06406QE54, C.4 - ISIN: US06406QE548, C.3 - LEI: N7LGVZM7X4UQ
- **C.18 - Value (incl. sponsor support):** $19805558.00
- **C.18.a - Value (excl. sponsor support):** $19805558.00
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **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
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 19: Bank of New Zealand

- **C.1 - Title:** Bank of New Zealand 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06406QJH3, C.4 - ISIN: US06406QJH39, C.3 - LEI: N7LGVZM7X4UQ
- **C.18 - Value (incl. sponsor support):** $4883935.50
- **C.18.a - Value (excl. sponsor support):** $4883935.50
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-09-17
- **C.12 - Maturity Date (WAL):** 2026-09-17
- **C.13 - Final Legal Maturity Date:** 2026-09-17
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 20: Bank of New Zealand

- **C.1 - Title:** Bank of New Zealand 1.000000%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 06407EAC9, C.4 - ISIN: US06407EAC93, C.3 - LEI: N7LGVZM7X4UQ
- **C.18 - Value (incl. sponsor support):** $5587635.03
- **C.18.a - Value (excl. sponsor support):** $5587635.03
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-03-03
- **C.12 - Maturity Date (WAL):** 2026-03-03
- **C.13 - Final Legal Maturity Date:** 2026-03-03
- **C.10 - Ratings:** Moody's Investors Service, Inc.: A1; Standard and Poor's Ratings Services: AA-
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 21: Bank of New Zealand

- **C.1 - Title:** Bank of New Zealand 2.285000%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 06407EAE5, C.4 - ISIN: US06407EAE59, C.3 - LEI: N7LGVZM7X4UQ
- **C.18 - Value (incl. sponsor support):** $3473439.47
- **C.18.a - Value (excl. sponsor support):** $3473439.47
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2027-01-27
- **C.12 - Maturity Date (WAL):** 2027-01-27
- **C.13 - Final Legal Maturity Date:** 2027-01-27
- **C.10 - Ratings:** Moody's Investors Service, Inc.: A1; Standard and Poor's Ratings Services: AA-
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Banque Federative du Credit Mutuel SA

- **C.1 - Title:** Banque Federative du Credit Mutuel SA 5.896000%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 06675FBA4, C.4 - ISIN: US06675FBA49, C.3 - LEI: VBHFXSYT7OG6
- **C.18 - Value (incl. sponsor support):** $6386966.58
- **C.18.a - Value (excl. sponsor support):** $6386966.58
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **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
- **C.10 - Ratings:** Moody's Investors Service, Inc.: A1; Standard and Poor's Ratings Services: A+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Barclays Capital, Inc.

- **C.1 - Title:** Barclays Capital, Inc. 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06743VFC9, C.3 - LEI: AC28XWWI3WIB
- **C.18 - Value (incl. sponsor support):** $14789631.00
- **C.18.a - Value (excl. sponsor support):** $14789631.00
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-06-12
- **C.12 - Maturity Date (WAL):** 2026-06-12
- **C.13 - Final Legal Maturity Date:** 2026-06-12
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 24: Barclays Capital, Inc.

- **C.1 - Title:** Barclays Capital, Inc. 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06743VFJ4, C.3 - LEI: AC28XWWI3WIB
- **C.18 - Value (incl. sponsor support):** $24633807.50
- **C.18.a - Value (excl. sponsor support):** $24633807.50
- **C.19 - Percentage of Net Assets:** 0.6900%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-06-18
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 25: Barclays Bank PLC

- **C.1 - Title:** Barclays Bank UK PLC 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06744RB49, C.4 - ISIN: US06744RB496, C.3 - LEI: 213800UUGANO
- **C.18 - Value (incl. sponsor support):** $3997969.20
- **C.18.a - Value (excl. sponsor support):** $3997969.20
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **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
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 26: Bayerische Landesbank (New York Branch)

- **C.1 - Title:** Bayerische Landesbank (New York Branch) 0.000000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 07274MCD5, C.3 - LEI: 549300DJ6F1V
- **C.18 - Value (incl. sponsor support):** $4978055.50
- **C.18.a - Value (excl. sponsor support):** $4978055.50
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **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
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 27: Bayerische Landesbank (New York Branch)

- **C.1 - Title:** Bayerische Landesbank (New York Branch) 0.000000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 07274MD69, C.4 - ISIN: US07274MD698, C.3 - LEI: 549300DJ6F1V
- **C.18 - Value (incl. sponsor support):** $9931386.00
- **C.18.a - Value (excl. sponsor support):** $9931386.00
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-04-06
- **C.12 - Maturity Date (WAL):** 2026-04-06
- **C.13 - Final Legal Maturity Date:** 2026-04-06
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 28: Bayerische Landesbank (New York Branch)

- **C.1 - Title:** Bayerische Landesbank (New York Branch) 0.000000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 07274MG25, C.3 - LEI: 549300DJ6F1V
- **C.18 - Value (incl. sponsor support):** $9843705.00
- **C.18.a - Value (excl. sponsor support):** $9843705.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-07-02
- **C.12 - Maturity Date (WAL):** 2026-07-02
- **C.13 - Final Legal Maturity Date:** 2026-07-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 29: Bayerische Landesbank (New York Branch)

- **C.1 - Title:** Bayerische Landesbank (New York Branch) 0.000000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 07274MHJ7, C.4 - ISIN: US07274MHJ71, C.3 - LEI: 549300DJ6F1V
- **C.18 - Value (incl. sponsor support):** $15668947.20
- **C.18.a - Value (excl. sponsor support):** $15668947.20
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-08-18
- **C.12 - Maturity Date (WAL):** 2026-08-18
- **C.13 - Final Legal Maturity Date:** 2026-08-18
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: CDP Financial, Inc.

- **C.1 - Title:** CDP Financial, Inc. 3.960000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 12509QDC4, C.4 - ISIN: US12509QDC42, C.3 - LEI: 549300OXMGVY
- **C.18 - Value (incl. sponsor support):** $10000105.00
- **C.18.a - Value (excl. sponsor support):** $10000105.00
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-01-28
- **C.13 - Final Legal Maturity Date:** 2027-01-28
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 31: CDP Financial, Inc.

- **C.1 - Title:** CDP Financial, Inc. 0.000000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 12509TCD7, C.4 - ISIN: US12509TCD72, C.3 - LEI: 549300OXMGVY
- **C.18 - Value (incl. sponsor support):** $9956787.00
- **C.18.a - Value (excl. sponsor support):** $9956787.00
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **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
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 32: CDP Financial, Inc.

- **C.1 - Title:** CDP Financial, Inc. 0.000000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 12509TFA0, C.4 - ISIN: US12509TFA07, C.3 - LEI: 549300OXMGVY
- **C.18 - Value (incl. sponsor support):** $5919435.00
- **C.18.a - Value (excl. sponsor support):** $5919435.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-06-10
- **C.12 - Maturity Date (WAL):** 2026-06-10
- **C.13 - Final Legal Maturity Date:** 2026-06-10
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 33: CDP Financial, Inc.

- **C.1 - Title:** CDP Financial, Inc. 0.000000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 12509TG68, C.4 - ISIN: US12509TG680, C.3 - LEI: 549300OXMGVY
- **C.18 - Value (incl. sponsor support):** $24598450.00
- **C.18.a - Value (excl. sponsor support):** $24598450.00
- **C.19 - Percentage of Net Assets:** 0.6900%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-07-06
- **C.12 - Maturity Date (WAL):** 2026-07-06
- **C.13 - Final Legal Maturity Date:** 2026-07-06
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 34: CDP Financial, Inc.

- **C.1 - Title:** CDP Financial, Inc. 0.000000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 12509TM12, C.4 - ISIN: US12509TM126, C.3 - LEI: 549300OXMGVY
- **C.18 - Value (incl. sponsor support):** $29078313.00
- **C.18.a - Value (excl. sponsor support):** $29078313.00
- **C.19 - Percentage of Net Assets:** 0.8100%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-12-01
- **C.12 - Maturity Date (WAL):** 2026-12-01
- **C.13 - Final Legal Maturity Date:** 2026-12-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 35: Citibank NA

- **C.1 - Title:** Citibank NA 5.438000%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 17325FBF4, C.4 - ISIN: US17325FBF45, C.3 - LEI: E57ODZWZ7FF3
- **C.18 - Value (incl. sponsor support):** $2838046.14
- **C.18.a - Value (excl. sponsor support):** $2838046.14
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **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
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa3; Standard and Poor's Ratings Services: A+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 36: Citibank NA

- **C.1 - Title:** Citibank NA 4.929000%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 17325FBJ6, C.4 - ISIN: US17325FBJ66, C.3 - LEI: E57ODZWZ7FF3
- **C.18 - Value (incl. sponsor support):** $33653586.77
- **C.18.a - Value (excl. sponsor support):** $33653586.77
- **C.19 - Percentage of Net Assets:** 0.9400%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-08-06
- **C.12 - Maturity Date (WAL):** 2026-08-06
- **C.13 - Final Legal Maturity Date:** 2026-08-06
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa3; Standard and Poor's Ratings Services: A+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 37: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 17327BEF8, C.3 - LEI: MBNUM2BPBDO7
- **C.18 - Value (incl. sponsor support):** $29674281.00
- **C.18.a - Value (excl. sponsor support):** $29674281.00
- **C.19 - Percentage of Net Assets:** 0.8300%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-05-15
- **C.12 - Maturity Date (WAL):** 2026-05-15
- **C.13 - Final Legal Maturity Date:** 2026-05-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 38: Citibank NA

- **C.1 - Title:** Citibank NA 4.480000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 17330QHP5, C.3 - LEI: E57ODZWZ7FF3
- **C.18 - Value (incl. sponsor support):** $25009727.50
- **C.18.a - Value (excl. sponsor support):** $25009727.50
- **C.19 - Percentage of Net Assets:** 0.7000%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **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
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 39: Colgate-Palmolive Co.

- **C.1 - Title:** Colgate-Palmolive Co. 4.800000%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 194162AQ6, C.4 - ISIN: US194162AQ62, C.3 - LEI: YMEGZFW4SBUS
- **C.18 - Value (incl. sponsor support):** $2001882.82
- **C.18.a - Value (excl. sponsor support):** $2001882.82
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **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
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa3; Standard and Poor's Ratings Services: A+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Commonwealth Bank of Australia

- **C.1 - Title:** Commonwealth Bank of Australia 2.625000%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 2027A0HY8, C.4 - ISIN: US2027A0HY82, C.3 - LEI: MSFSBD3QN1GS
- **C.18 - Value (incl. sponsor support):** $3972406.68
- **C.18.a - Value (excl. sponsor support):** $3972406.68
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-09-06
- **C.12 - Maturity Date (WAL):** 2026-09-06
- **C.13 - Final Legal Maturity Date:** 2026-09-06
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa2; Standard and Poor's Ratings Services: AA-
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: UBS AG

- **C.1 - Title:** UBS AG 1.250000%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 22550L2G5, C.4 - ISIN: US22550L2G55, C.3 - LEI: 254900R882PO
- **C.18 - Value (incl. sponsor support):** $4938314.25
- **C.18.a - Value (excl. sponsor support):** $4938314.25
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-08-07
- **C.12 - Maturity Date (WAL):** 2026-08-07
- **C.13 - Final Legal Maturity Date:** 2026-08-07
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa2; Standard and Poor's Ratings Services: A+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: DNB Bank ASA

- **C.1 - Title:** DNB Bank ASA 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 2332K1CG3, C.4 - ISIN: US2332K1CG32, C.3 - LEI: 549300GKFG0RYRRQ1414
- **C.18 - Value (incl. sponsor support):** $9954887.00
- **C.18.a - Value (excl. sponsor support):** $9954887.00
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **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
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 43: DNB Bank ASA

- **C.1 - Title:** DNB Bank ASA 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 2332K1EN6, C.3 - LEI: 549300GKFG0RYRRQ1414
- **C.18 - Value (incl. sponsor support):** $11864160.00
- **C.18.a - Value (excl. sponsor support):** $11864160.00
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-22
- **C.12 - Maturity Date (WAL):** 2026-05-22
- **C.13 - Final Legal Maturity Date:** 2026-05-22
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 44: Goldman Sachs Bank USA

- **C.1 - Title:** Goldman Sachs Bank USA 3.950400%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 40054PKJ3, C.3 - LEI: KD3XUN7C6T14
- **C.18 - Value (incl. sponsor support):** $26008574.80
- **C.18.a - Value (excl. sponsor support):** $26008574.80
- **C.19 - Percentage of Net Assets:** 0.7200%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-08-07
- **C.13 - Final Legal Maturity Date:** 2026-08-07
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 45: Home Depot, Inc.

- **C.1 - Title:** Home Depot, Inc. 3.000000%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 437076BM3, C.4 - ISIN: US437076BM30, C.3 - LEI: QEKMOTMBBKA8I816DO57
- **C.18 - Value (incl. sponsor support):** $3695732.12
- **C.18.a - Value (excl. sponsor support):** $3695732.12
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **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
- **C.10 - Ratings:** Moody's Investors Service, Inc.: A2; Standard and Poor's Ratings Services: A
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: ING U.S. Funding LLC

- **C.1 - Title:** ING U.S. Funding LLC 3.940000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 44988GHH4, C.4 - ISIN: US44988GHH48, C.3 - LEI: 254900QX5Y2Z
- **C.18 - Value (incl. sponsor support):** $12001366.80
- **C.18.a - Value (excl. sponsor support):** $12001366.80
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-10-06
- **C.13 - Final Legal Maturity Date:** 2026-10-06
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 47: ING U.S. Funding LLC

- **C.1 - Title:** ING U.S. Funding LLC 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 45685RD61, C.3 - LEI: 254900QX5Y2Z
- **C.18 - Value (incl. sponsor support):** $24829545.00
- **C.18.a - Value (excl. sponsor support):** $24829545.00
- **C.19 - Percentage of Net Assets:** 0.6900%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-04-06
- **C.12 - Maturity Date (WAL):** 2026-04-06
- **C.13 - Final Legal Maturity Date:** 2026-04-06
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: KBC Bank NV (New York Branch)

- **C.1 - Title:** KBC Bank NV (New York Branch) 3.950000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 4823TDN98, C.3 - LEI: 6B2PBRV1FCJDMR45RZ53
- **C.18 - Value (incl. sponsor support):** $8001248.00
- **C.18.a - Value (excl. sponsor support):** $8001248.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-03-03
- **C.12 - Maturity Date (WAL):** 2026-03-03
- **C.13 - Final Legal Maturity Date:** 2026-03-03
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 49: KBC Bank NV (New York Branch)

- **C.1 - Title:** KBC Bank NV (New York Branch) 3.950000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 4823TDP21, C.3 - LEI: 6B2PBRV1FCJDMR45RZ53
- **C.18 - Value (incl. sponsor support):** $8001605.60
- **C.18.a - Value (excl. sponsor support):** $8001605.60
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **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
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 50: Lloyds Bank PLC

- **C.1 - Title:** Lloyds Bank PLC 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53943HG70, C.3 - LEI: 213800MBWEIJDM5CU638
- **C.18 - Value (incl. sponsor support):** $9838313.00
- **C.18.a - Value (excl. sponsor support):** $9838313.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **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
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 51: LMA Americas LLC

- **C.1 - Title:** LMA Americas LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53944RCP1, C.3 - LEI: 969500DWS97CYSHCPT49
- **C.18 - Value (incl. sponsor support):** $9946036.00
- **C.18.a - Value (excl. sponsor support):** $9946036.00
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **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
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 52: LMA Americas LLC

- **C.1 - Title:** LMA Americas LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53944RFJ2, C.3 - LEI: 969500DWS97CYSHCPT49
- **C.18 - Value (incl. sponsor support):** $8871170.40
- **C.18.a - Value (excl. sponsor support):** $8871170.40
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-06-18
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 53: Macquarie Bank Ltd.

- **C.1 - Title:** Macquarie Bank Ltd. 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 55607LCR3, C.4 - ISIN: US55607LCR33, C.3 - LEI: 4ZHCHI4KYZG2
- **C.18 - Value (incl. sponsor support):** $22872350.00
- **C.18.a - Value (excl. sponsor support):** $22872350.00
- **C.19 - Percentage of Net Assets:** 0.6400%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **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
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 54: Macquarie Bank Ltd.

- **C.1 - Title:** Macquarie Bank Ltd. 3.890000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 55607NJ92, C.3 - LEI: 4ZHCHI4KYZG2
- **C.18 - Value (incl. sponsor support):** $5001340.50
- **C.18.a - Value (excl. sponsor support):** $5001340.50
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-05-27
- **C.13 - Final Legal Maturity Date:** 2026-05-27
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 55: Macquarie Bank Ltd.

- **C.1 - Title:** Macquarie Bank Ltd. 3.910000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 55607NL57, C.3 - LEI: 4ZHCHI4KYZG2
- **C.18 - Value (incl. sponsor support):** $30005082.00
- **C.18.a - Value (excl. sponsor support):** $30005082.00
- **C.19 - Percentage of Net Assets:** 0.8400%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-07-10
- **C.13 - Final Legal Maturity Date:** 2026-07-10
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 56: MassMutual Global Funding II

- **C.1 - Title:** MassMutual Global Funding II 4.500000%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 57629W6F2, C.4 - ISIN: US57629W6F26, C.3 - LEI: 549300K1IE3K7YU6VG29
- **C.18 - Value (incl. sponsor support):** $1351941.87
- **C.18.a - Value (excl. sponsor support):** $1351941.87
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-04-10
- **C.12 - Maturity Date (WAL):** 2026-04-10
- **C.13 - Final Legal Maturity Date:** 2026-04-10
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa3; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: MassMutual Global Funding II

- **C.1 - Title:** MassMutual Global Funding II 1.200000%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 57629WDE7, C.4 - ISIN: US57629WDE75, C.3 - LEI: 549300K1IE3K7YU6VG29
- **C.18 - Value (incl. sponsor support):** $18975624.96
- **C.18.a - Value (excl. sponsor support):** $18975624.96
- **C.19 - Percentage of Net Assets:** 0.5300%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **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
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa3; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Met Tower Global Funding

- **C.1 - Title:** Met Tower Global Funding 5.400000%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 58989V2F0, C.4 - ISIN: US58989V2F03, C.3 - LEI: 635400OFJCY9
- **C.18 - Value (incl. sponsor support):** $8629556.88
- **C.18.a - Value (excl. sponsor support):** $8629556.88
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-06-20
- **C.12 - Maturity Date (WAL):** 2026-06-20
- **C.13 - Final Legal Maturity Date:** 2026-06-20
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa3; Standard and Poor's Ratings Services: AA-
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Metlife Short Term Fund

- **C.1 - Title:** Metlife Short Term Fund 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 59157UD72, C.4 - ISIN: US59157UD729, C.3 - LEI: 54930024MDLT
- **C.18 - Value (incl. sponsor support):** $11891015.41
- **C.18.a - Value (excl. sponsor support):** $11891015.41
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **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
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Metlife Short Term Fund

- **C.1 - Title:** Metlife Short Term Fund 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 59157UD98, C.3 - LEI: 54930024MDLT
- **C.18 - Value (incl. sponsor support):** $14895465.00
- **C.18.a - Value (excl. sponsor support):** $14895465.00
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **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
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Mizuho Bank Ltd.

- **C.1 - Title:** Mizuho Bank Ltd. 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 60689QDA9, C.3 - LEI: RB0PEZSDGCO3JS6CEU02
- **C.18 - Value (incl. sponsor support):** $24818437.50
- **C.18.a - Value (excl. sponsor support):** $24818437.50
- **C.19 - Percentage of Net Assets:** 0.6900%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-04-10
- **C.12 - Maturity Date (WAL):** 2026-04-10
- **C.13 - Final Legal Maturity Date:** 2026-04-10
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 62: National Australia Bank Ltd.

- **C.1 - Title:** National Australia Bank Ltd. 2.500000%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 63254AAS7, C.4 - ISIN: US63254AAS78, C.3 - LEI: F8SB4JFBSYQF
- **C.18 - Value (incl. sponsor support):** $994295.78
- **C.18.a - Value (excl. sponsor support):** $994295.78
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-07-12
- **C.12 - Maturity Date (WAL):** 2026-07-12
- **C.13 - Final Legal Maturity Date:** 2026-07-12
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa2; Standard and Poor's Ratings Services: AA-
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Nestle Holdings, Inc.

- **C.1 - Title:** Nestle Holdings, Inc. 5.250000%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 641062BK9, C.4 - ISIN: US641062BK92, C.3 - LEI: 549300EAEU8Y
- **C.18 - Value (incl. sponsor support):** $5008432.90
- **C.18.a - Value (excl. sponsor support):** $5008432.90
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **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
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa3; Standard and Poor's Ratings Services: AA-
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: New York Life Global Funding

- **C.1 - Title:** New York Life Global Funding 2.350000%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 64952WCH4, C.4 - ISIN: US64952WCH43, C.3 - LEI: 635400DPNHEA
- **C.18 - Value (incl. sponsor support):** $993506.55
- **C.18.a - Value (excl. sponsor support):** $993506.55
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-07-14
- **C.12 - Maturity Date (WAL):** 2026-07-14
- **C.13 - Final Legal Maturity Date:** 2026-07-14
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: New York Life Global Funding

- **C.1 - Title:** New York Life Global Funding 4.700000%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 64952WFB4, C.4 - ISIN: US64952WFB46, C.3 - LEI: 635400DPNHEA
- **C.18 - Value (incl. sponsor support):** $2894580.42
- **C.18.a - Value (excl. sponsor support):** $2894580.42
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **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
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Norddeutsche Landesbank

- **C.1 - Title:** Norddeutsche Landesbank 0.000000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 65558NBH0, C.4 - ISIN: US65558NBH08, C.3 - LEI: DSNHHQ2B9X5N6OUJ1236
- **C.18 - Value (incl. sponsor support):** $12975924.00
- **C.18.a - Value (excl. sponsor support):** $12975924.00
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **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
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Northwestern Mutual Global Funding

- **C.1 - Title:** Northwestern Mutual Global Funding 4.700000%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 66815L2L2, C.4 - ISIN: US66815L2L29, C.3 - LEI: 635400LZXFVE
- **C.18 - Value (incl. sponsor support):** $1958014.79
- **C.18.a - Value (excl. sponsor support):** $1958014.79
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-04-06
- **C.12 - Maturity Date (WAL):** 2026-04-06
- **C.13 - Final Legal Maturity Date:** 2026-04-06
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Podium Funding Trust

- **C.1 - Title:** Podium Funding Trust 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 73044GEM7, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $4942997.00
- **C.18.a - Value (excl. sponsor support):** $4942997.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **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
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 69: Pricoa Short Term Funding LLC

- **C.1 - Title:** Pricoa Short Term Funding LLC 3.890000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 74154HBK6, C.4 - ISIN: US74154HBK68, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $25006695.00
- **C.18.a - Value (excl. sponsor support):** $25006695.00
- **C.19 - Percentage of Net Assets:** 0.7000%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-05-26
- **C.13 - Final Legal Maturity Date:** 2026-05-26
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 70: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada 3.960000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 78015MC65, C.3 - LEI: ES7IP3U3RHIG
- **C.18 - Value (incl. sponsor support):** $15007803.00
- **C.18.a - Value (excl. sponsor support):** $15007803.00
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-09-11
- **C.13 - Final Legal Maturity Date:** 2026-09-11
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 71: Sheffield Receivable Corp.

- **C.1 - Title:** Sheffield Receivable Corp. 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 82124MCT5, C.3 - LEI: 549300MYF6MO
- **C.18 - Value (incl. sponsor support):** $4971025.00
- **C.18.a - Value (excl. sponsor support):** $4971025.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-03-27
- **C.12 - Maturity Date (WAL):** 2026-03-27
- **C.13 - Final Legal Maturity Date:** 2026-03-27
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 72: Siemens Financieringsmaatschappij NV

- **C.1 - Title:** Siemens Financieringsmaatschappij NV 6.125000%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 826200AD9, C.4 - ISIN: US826200AD92, C.3 - LEI: TAFO772JB70P
- **C.18 - Value (incl. sponsor support):** $21787699.71
- **C.18.a - Value (excl. sponsor support):** $21787699.71
- **C.19 - Percentage of Net Assets:** 0.6100%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-08-17
- **C.12 - Maturity Date (WAL):** 2026-08-17
- **C.13 - Final Legal Maturity Date:** 2026-08-17
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa3; Standard and Poor's Ratings Services: AA-
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Skandinaviska Enskilda Banken AB

- **C.1 - Title:** Skandinaviska Enskilda Banken AB 1.200000%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 83051GAT5, C.4 - ISIN: US83051GAT58, C.3 - LEI: F3JS33DEI6XQ
- **C.18 - Value (incl. sponsor support):** $4792245.33
- **C.18.a - Value (excl. sponsor support):** $4792245.33
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-09-09
- **C.12 - Maturity Date (WAL):** 2026-09-09
- **C.13 - Final Legal Maturity Date:** 2026-09-09
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa3; Standard and Poor's Ratings Services: AA-
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: State Street Corporation

- **C.1 - Title:** State Street Corp. 5.272000%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 857477CD3, C.4 - ISIN: US857477CD34, C.3 - LEI: 549300ZFEEJ2IP5VME73
- **C.18 - Value (incl. sponsor support):** $5030869.90
- **C.18.a - Value (excl. sponsor support):** $5030869.90
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-08-03
- **C.12 - Maturity Date (WAL):** 2026-08-03
- **C.13 - Final Legal Maturity Date:** 2026-08-03
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa3; Standard and Poor's Ratings Services: A
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Sumitomo Mitsui Banking Corp.

- **C.1 - Title:** Sumitomo Mitsui Banking Corp. 4.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 86564KBY7, C.4 - ISIN: US86564KBY73, C.3 - LEI: 549300MS3WYY
- **C.18 - Value (incl. sponsor support):** $4002861.60
- **C.18.a - Value (excl. sponsor support):** $4002861.60
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-09-10
- **C.13 - Final Legal Maturity Date:** 2026-09-10
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 76: Sumitomo Mitsui Banking Corp.

- **C.1 - Title:** Sumitomo Mitsui Banking Corp. 3.970000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 86564KCM2, C.4 - ISIN: US86564KCM27, C.3 - LEI: 549300MS3WYY
- **C.18 - Value (incl. sponsor support):** $25013595.00
- **C.18.a - Value (excl. sponsor support):** $25013595.00
- **C.19 - Percentage of Net Assets:** 0.7000%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-08-20
- **C.13 - Final Legal Maturity Date:** 2026-08-20
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 77: Sumitomo Mitsui Banking Corp.

- **C.1 - Title:** Sumitomo Mitsui Banking Corp. 4.000000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GUG3, C.4 - ISIN: US86565GUG36, C.3 - LEI: 549300MS3WYY
- **C.18 - Value (incl. sponsor support):** $85980684.15
- **C.18.a - Value (excl. sponsor support):** $85980684.15
- **C.19 - Percentage of Net Assets:** 2.3900%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **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
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 78: Sumitomo Mitsui Banking Corp.

- **C.1 - Title:** Sumitomo Mitsui Banking Corp. 3.970000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GVN7, C.4 - ISIN: US86565GVN77, C.3 - LEI: 549300MS3WYY
- **C.18 - Value (incl. sponsor support):** $30017028.00
- **C.18.a - Value (excl. sponsor support):** $30017028.00
- **C.19 - Percentage of Net Assets:** 0.8400%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-08-17
- **C.13 - Final Legal Maturity Date:** 2026-08-17
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 79: Sumitomo Mitsui Banking Corp.

- **C.1 - Title:** Sumitomo Mitsui Banking Corp. 3.960000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GXB1, C.4 - ISIN: US86565GXB12, C.3 - LEI: 549300MS3WYY
- **C.18 - Value (incl. sponsor support):** $20007768.00
- **C.18.a - Value (excl. sponsor support):** $20007768.00
- **C.19 - Percentage of Net Assets:** 0.5600%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-10-06
- **C.13 - Final Legal Maturity Date:** 2026-10-06
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 80: Suncorp Bank Norfina Ltd.

- **C.1 - Title:** Suncorp Bank Norfina Ltd. 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 86724BCP2, C.4 - ISIN: US86724BCP22, C.3 - LEI: JEBU6C6ITPD2
- **C.18 - Value (incl. sponsor support):** $9946633.00
- **C.18.a - Value (excl. sponsor support):** $9946633.00
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **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
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 81: Suncorp Bank Norfina Ltd.

- **C.1 - Title:** Suncorp Bank Norfina Ltd. 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 86724BDW6, C.4 - ISIN: US86724BDW63, C.3 - LEI: JEBU6C6ITPD2
- **C.18 - Value (incl. sponsor support):** $19815250.00
- **C.18.a - Value (excl. sponsor support):** $19815250.00
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **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
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 82: Suncorp Bank Norfina Ltd.

- **C.1 - Title:** Suncorp Bank Norfina Ltd. 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 86724BE54, C.4 - ISIN: US86724BE549, C.3 - LEI: JEBU6C6ITPD2
- **C.18 - Value (incl. sponsor support):** $9902515.00
- **C.18.a - Value (excl. sponsor support):** $9902515.00
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **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
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 83: Suncorp Bank Norfina Ltd.

- **C.1 - Title:** Suncorp Bank Norfina Ltd. 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 86724BGF0, C.4 - ISIN: US86724BGF04, C.3 - LEI: JEBU6C6ITPD2
- **C.18 - Value (incl. sponsor support):** $9830588.00
- **C.18.a - Value (excl. sponsor support):** $9830588.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-07-15
- **C.12 - Maturity Date (WAL):** 2026-07-15
- **C.13 - Final Legal Maturity Date:** 2026-07-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 84: Suncorp Bank Norfina Ltd.

- **C.1 - Title:** Suncorp Bank Norfina Ltd. 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 86724BHC6, C.4 - ISIN: US86724BHC63, C.3 - LEI: JEBU6C6ITPD2
- **C.18 - Value (incl. sponsor support):** $4901509.00
- **C.18.a - Value (excl. sponsor support):** $4901509.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-08-12
- **C.12 - Maturity Date (WAL):** 2026-08-12
- **C.13 - Final Legal Maturity Date:** 2026-08-12
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 85: Svenska Handelsbanken AB (New York)

- **C.1 - Title:** Svenska Handelsbanken AB (New York) 3.855000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86959TSQ0, C.4 - ISIN: US86959TSQ03, C.3 - LEI: NHBDILHZTYCNBV5UYZ31
- **C.18 - Value (incl. sponsor support):** $30021969.00
- **C.18.a - Value (excl. sponsor support):** $30021969.00
- **C.19 - Percentage of Net Assets:** 0.8400%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-12-09
- **C.12 - Maturity Date (WAL):** 2026-12-09
- **C.13 - Final Legal Maturity Date:** 2026-12-09
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 86: Svenska Handelsbanken AB

- **C.1 - Title:** Svenska Handelsbanken AB 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 86960KCG5, C.4 - ISIN: US86960KCG58, C.3 - LEI: NHBDILHZTYCNBV5UYZ31
- **C.18 - Value (incl. sponsor support):** $4976668.00
- **C.18.a - Value (excl. sponsor support):** $4976668.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **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
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 87: Svenska Handelsbanken AB

- **C.1 - Title:** Svenska Handelsbanken AB 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 86960KM17, C.4 - ISIN: US86960KM170, C.3 - LEI: NHBDILHZTYCNBV5UYZ31
- **C.18 - Value (incl. sponsor support):** $43617262.50
- **C.18.a - Value (excl. sponsor support):** $43617262.50
- **C.19 - Percentage of Net Assets:** 1.2100%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-12-01
- **C.12 - Maturity Date (WAL):** 2026-12-01
- **C.13 - Final Legal Maturity Date:** 2026-12-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 88: Swedbank AB

- **C.1 - Title:** Swedbank AB 5.472000%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 87020PAV9, C.4 - ISIN: US87020PAV94, C.3 - LEI: M312WZV08Y7L
- **C.18 - Value (incl. sponsor support):** $10060569.00
- **C.18.a - Value (excl. sponsor support):** $10060569.00
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-06-15
- **C.12 - Maturity Date (WAL):** 2026-06-15
- **C.13 - Final Legal Maturity Date:** 2026-06-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa2; Standard and Poor's Ratings Services: AA-
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: 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: M312WZV08Y7L
- **C.18 - Value (incl. sponsor support):** $9907806.00
- **C.18.a - Value (excl. sponsor support):** $9907806.00
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **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
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 90: Swedbank AB

- **C.1 - Title:** Swedbank AB 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 87020XEN6, C.4 - ISIN: US87020XEN66, C.3 - LEI: M312WZV08Y7L
- **C.18 - Value (incl. sponsor support):** $24715330.00
- **C.18.a - Value (excl. sponsor support):** $24715330.00
- **C.19 - Percentage of Net Assets:** 0.6900%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-05-22
- **C.12 - Maturity Date (WAL):** 2026-05-22
- **C.13 - Final Legal Maturity Date:** 2026-05-22
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 91: Toronto-Dominion Bank

- **C.1 - Title:** Toronto-Dominion Bank 3.880000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89115DL95, C.4 - ISIN: US89115DL951, C.3 - LEI: PT3QB789TSUI
- **C.18 - Value (incl. sponsor support):** $10001892.00
- **C.18.a - Value (excl. sponsor support):** $10001892.00
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-04-10
- **C.12 - Maturity Date (WAL):** 2026-04-10
- **C.13 - Final Legal Maturity Date:** 2026-04-10
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 92: Toronto-Dominion Bank

- **C.1 - Title:** Toronto-Dominion Bank 3.880000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89115DLD6, C.4 - ISIN: US89115DLD65, C.3 - LEI: PT3QB789TSUI
- **C.18 - Value (incl. sponsor support):** $10002095.00
- **C.18.a - Value (excl. sponsor support):** $10002095.00
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **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
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 93: Toronto-Dominion Bank

- **C.1 - Title:** Toronto-Dominion Bank 4.090000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89120FCE2, C.4 - ISIN: US89120FCE25, C.3 - LEI: PT3QB789TSUI
- **C.18 - Value (incl. sponsor support):** $20015228.00
- **C.18.a - Value (excl. sponsor support):** $20015228.00
- **C.19 - Percentage of Net Assets:** 0.5600%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-04-23
- **C.13 - Final Legal Maturity Date:** 2026-04-23
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 94: Toyota Credit Canada, Inc.

- **C.1 - Title:** Toyota Credit Canada, Inc. 0.000000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89232DF33, C.3 - LEI: HJZQGXYTVV2N
- **C.18 - Value (incl. sponsor support):** $2961567.00
- **C.18.a - Value (excl. sponsor support):** $2961567.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-03
- **C.12 - Maturity Date (WAL):** 2026-06-03
- **C.13 - Final Legal Maturity Date:** 2026-06-03
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 95: Toyota Credit Canada, Inc.

- **C.1 - Title:** Toyota Credit Canada, Inc. 0.000000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89232DKM5, C.4 - ISIN: US89232DKM55, C.3 - LEI: HJZQGXYTVV2N
- **C.18 - Value (incl. sponsor support):** $10697177.70
- **C.18.a - Value (excl. sponsor support):** $10697177.70
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-10-21
- **C.12 - Maturity Date (WAL):** 2026-10-21
- **C.13 - Final Legal Maturity Date:** 2026-10-21
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 96: Toyota Motor Corp.

- **C.1 - Title:** Toyota Motor Corp. 1.339000%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 892331AM1, C.4 - ISIN: US892331AM12, C.3 - LEI: Z2VZBHUMB7PW
- **C.18 - Value (incl. sponsor support):** $10962501.00
- **C.18.a - Value (excl. sponsor support):** $10962501.00
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **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
- **C.10 - Ratings:** Moody's Investors Service, Inc.: A1; Standard and Poor's Ratings Services: A+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: 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: 89233HD19, C.4 - ISIN: US89233HD190, C.3 - LEI: Z2VZBHUMB7PWWJ63I008
- **C.18 - Value (incl. sponsor support):** $9936797.00
- **C.18.a - Value (excl. sponsor support):** $9936797.00
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **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
- **C.10 - Ratings:** Moody's Investors Service, Inc.: (P)P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 98: 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: 89233HDA9, C.3 - LEI: Z2VZBHUMB7PWWJ63I008
- **C.18 - Value (incl. sponsor support):** $1985494.40
- **C.18.a - Value (excl. sponsor support):** $1985494.40
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-04-10
- **C.12 - Maturity Date (WAL):** 2026-04-10
- **C.13 - Final Legal Maturity Date:** 2026-04-10
- **C.10 - Ratings:** Moody's Investors Service, Inc.: (P)P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 99: 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: 89233HFV1, C.4 - ISIN: US89233HFV15, C.3 - LEI: Z2VZBHUMB7PWWJ63I008
- **C.18 - Value (incl. sponsor support):** $9845417.00
- **C.18.a - Value (excl. sponsor support):** $9845417.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-06-29
- **C.12 - Maturity Date (WAL):** 2026-06-29
- **C.13 - Final Legal Maturity Date:** 2026-06-29
- **C.10 - Ratings:** Moody's Investors Service, Inc.: (P)P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 100: Toyota Credit de Puerto Rico Corp.

- **C.1 - Title:** Toyota Credit de Puerto Rico Corp. 0.000000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 8923A1C25, C.4 - ISIN: US8923A1C257, C.3 - LEI: 549300C3PZBB
- **C.18 - Value (incl. sponsor support):** $4984065.00
- **C.18.a - Value (excl. sponsor support):** $4984065.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **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
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 101: Toyota Credit de Puerto Rico Corp.

- **C.1 - Title:** Toyota Credit de Puerto Rico Corp. 0.000000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 8923A1DQ1, C.3 - LEI: 549300C3PZBB
- **C.18 - Value (incl. sponsor support):** $4955223.50
- **C.18.a - Value (excl. sponsor support):** $4955223.50
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **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
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 102: Toyota Credit de Puerto Rico Corp.

- **C.1 - Title:** Toyota Credit de Puerto Rico Corp. 0.000000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 8923A1F14, C.4 - ISIN: US8923A1F144, C.3 - LEI: 549300C3PZBB
- **C.18 - Value (incl. sponsor support):** $4934786.50
- **C.18.a - Value (excl. sponsor support):** $4934786.50
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 103: Toyota Credit de Puerto Rico Corp.

- **C.1 - Title:** Toyota Credit de Puerto Rico Corp. 0.000000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 8923A1FN6, C.3 - LEI: 549300C3PZBB
- **C.18 - Value (incl. sponsor support):** $29543034.00
- **C.18.a - Value (excl. sponsor support):** $29543034.00
- **C.19 - Percentage of Net Assets:** 0.8200%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-06-22
- **C.12 - Maturity Date (WAL):** 2026-06-22
- **C.13 - Final Legal Maturity Date:** 2026-06-22
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 104: Toyota Credit de Puerto Rico Corp.

- **C.1 - Title:** Toyota Credit de Puerto Rico Corp. 0.000000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 8923A1HJ3, C.4 - ISIN: US8923A1HJ35, C.3 - LEI: 549300C3PZBB
- **C.18 - Value (incl. sponsor support):** $4894907.50
- **C.18.a - Value (excl. sponsor support):** $4894907.50
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-08-18
- **C.12 - Maturity Date (WAL):** 2026-08-18
- **C.13 - Final Legal Maturity Date:** 2026-08-18
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 105: Toyota Credit de Puerto Rico Corp.

- **C.1 - Title:** Toyota Credit de Puerto Rico Corp. 0.000000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 8923A1HU8, C.3 - LEI: 549300C3PZBB
- **C.18 - Value (incl. sponsor support):** $9779500.00
- **C.18.a - Value (excl. sponsor support):** $9779500.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-08-28
- **C.12 - Maturity Date (WAL):** 2026-08-28
- **C.13 - Final Legal Maturity Date:** 2026-08-28
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 106: Toyota Credit de Puerto Rico Corp.

- **C.1 - Title:** Toyota Credit de Puerto Rico Corp. 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 8923A1KK6, C.4 - ISIN: US8923A1KK60, C.3 - LEI: 549300C3PZBB
- **C.18 - Value (incl. sponsor support):** $3890464.40
- **C.18.a - Value (excl. sponsor support):** $3890464.40
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-10-19
- **C.12 - Maturity Date (WAL):** 2026-10-19
- **C.13 - Final Legal Maturity Date:** 2026-10-19
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 107: UBS AG London

- **C.1 - Title:** UBS AG London 1.250000%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 902674ZZ6, C.4 - ISIN: US902674ZZ69, C.3 - LEI: BFM8T61CT2L1QCEMIK50
- **C.18 - Value (incl. sponsor support):** $18441971.90
- **C.18.a - Value (excl. sponsor support):** $18441971.90
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa2; Standard and Poor's Ratings Services: A+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: UBS AG London

- **C.1 - Title:** UBS AG London 4.080300%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 90276JZK5, C.3 - LEI: BFM8T61CT2L1QCEMIK50
- **C.18 - Value (incl. sponsor support):** $26011691.68
- **C.18.a - Value (excl. sponsor support):** $26011691.68
- **C.19 - Percentage of Net Assets:** 0.7200%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-11-05
- **C.13 - Final Legal Maturity Date:** 2026-11-05
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 109: Westpac Banking Corp.

- **C.1 - Title:** Westpac Banking Corp. 1.150000%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 961214ER0, C.4 - ISIN: US961214ER00, C.3 - LEI: EN5TNI6CI43V
- **C.18 - Value (incl. sponsor support):** $2141148.17
- **C.18.a - Value (excl. sponsor support):** $2141148.17
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **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
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa2; Standard and Poor's Ratings Services: AA-
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Westpac New Zealand Ltd.

- **C.1 - Title:** Westpac New Zealand Ltd. 5.132000%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 96122FAB3, C.4 - ISIN: US96122FAB31, C.3 - LEI: 549300MW73M5
- **C.18 - Value (incl. sponsor support):** $5066633.50
- **C.18.a - Value (excl. sponsor support):** $5066633.50
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2027-02-26
- **C.12 - Maturity Date (WAL):** 2027-02-26
- **C.13 - Final Legal Maturity Date:** 2027-02-26
- **C.10 - Ratings:** Moody's Investors Service, Inc.: A1; Standard and Poor's Ratings Services: AA-
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 111: Westpac Securities NZ Ltd.

- **C.1 - Title:** Westpac Securities NZ Ltd. 3.950000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 96122JGK9, C.3 - LEI: 549300W0N3O6Q4RCKE25
- **C.18 - Value (incl. sponsor support):** $12002833.20
- **C.18.a - Value (excl. sponsor support):** $12002833.20
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-08-19
- **C.13 - Final Legal Maturity Date:** 2026-08-19
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: JP Morgan Clearing Corp.

- **C.1 - Title:** JP Morgan Clearing Corp. 3.830000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP0XSP25, C.3 - LEI: ZBUT11V806EZ, C.5 - Other ID: ARP0XSP25_3.83_0206
- **C.18 - Value (incl. sponsor support):** $70000000.00
- **C.18.a - Value (excl. sponsor support):** $70000000.00
- **C.19 - Percentage of Net Assets:** 1.9500%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-02-06
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible 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?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                  |
|:---|:---|:---|:---|:---|:---|:---|
| ATHENAHEALTH GROUP INC         SR 144A N | 2030-02-15      | 6.5000%  | 0.0000% | $877000.00         | $873440.84         | Corporate Debt Securities |
| MOTOROLA SOLUTIONS INC         SR GLBL D | 2097-10-01      | 5.2200%  | 0.0000% | $150000.00         | $122162.25         | Corporate Debt Securities |
| OPEN TEXT HLDGS INC            SR GLBL 1 | 2030-02-15      | 4.1250%  | 0.0000% | $1403000.00        | $1333448.03        | Corporate Debt Securities |
| ORLANDO HEALTH OBLIGATED GROUP SR GLBL - | 2048-10-01      | 4.0890%  | 0.0000% | $20000.00          | $16545.73          | Corporate Debt Securities |
| PRA GROUP INC                  SR GLBL 1 | 2028-02-01      | 8.3750%  | 0.0000% | $1426000.00        | $1506943.13        | Corporate Debt Securities |
| PUBLIC SVC ELEC & GAS CO       FR 4.05%0 | 2045-05-01      | 4.0500%  | 0.0000% | $31000.00          | $25430.62          | Corporate Debt Securities |
| SCIENTIFIC GAMES HLDGS LP      SR 144A N | 2030-03-01      | 6.6250%  | 0.0000% | $825000.00         | $776003.36         | Corporate Debt Securities |
| SEALED AIR CORP NEW            SR GLBL 1 | 2033-07-15      | 6.8750%  | 0.0000% | $10446000.00       | $11095057.86       | Corporate Debt Securities |
| SHUTTERFLY FIN LLC             2LIEN GLB | 2027-10-01      | 8.5000%  | 0.0000% | $8.00              | $7.88              | Corporate Debt Securities |
| TAKEDA US FING INC             SR GLBL N | 2035-07-07      | 5.2000%  | 0.0000% | $200000.00         | $203496.44         | Corporate Debt Securities |
| TEVA PHARMACEUTICAL FIN NETH   SR GLBL N | 2027-05-09      | 4.7500%  | 0.0000% | $988000.00         | $998282.61         | Corporate Debt Securities |
| TIBCO SOFTWARE INC             SR SEC GL | 2029-03-31      | 6.5000%  | 0.0000% | $701000.00         | $712599.21         | Corporate Debt Securities |
| YPF SOCIEDAD ANONIMA           SR GLBL R | 2034-01-17      | 8.2500%  | 0.0000% | $165670.00         | $168514.42         | Corporate Debt Securities |
| MAGIC MERGECO INC              SR 144A N | 2029-05-01      | 7.8750%  | 0.0000% | $5974000.00        | $5948841.99        | Corporate Debt Securities |
| ZAYO GROUP HLDGS INC           1LIEN GLB | 2030-09-09      | 13.7500% | 0.0000% | $53050.00          | $50118.99          | Corporate Debt Securities |
| WESTERN DIGITAL CORP           SR GLBL N | 2026-02-15      | 4.7500%  | 0.0000% | $188000.00         | $191998.92         | Corporate Debt Securities |
| VOLKSWAGEN GROUP AMER FIN LLC  SR 144A N | 2032-03-25      | 5.6500%  | 0.0000% | $372000.00         | $393348.36         | Corporate Debt Securities |
| HAH GROUP HLDG CO LLC          SR SEC 14 | 2031-10-01      | 9.7500%  | 0.0000% | $17723000.00       | $17397768.18       | Corporate Debt Securities |
| VISTAJET MALTA FIN P L C / X   SR 144A N | 2030-02-01      | 6.3750%  | 0.0000% | $3630000.00        | $3576341.04        | Corporate Debt Securities |
| UNITI SVC LLC/ UNITI GROUP     SR GLBL 1 | 2029-02-15      | 6.5000%  | 0.0000% | $121000.00         | $120792.08         | Corporate Debt Securities |
| UNITED STATES STL CORP         SR GLBL N | 2029-03-01      | 6.8750%  | 0.0000% | $283000.00         | $291225.36         | Corporate Debt Securities |
| UNITED RENTALS NORTH AMER INC  SR GLBL 1 | 2034-03-15      | 6.1250%  | 0.0000% | $581000.00         | $616899.26         | Corporate Debt Securities |
| UNITED PARCEL SVCS INC         SR NT FLT | 2050-03-27      | 4.5102%  | 0.0000% | $971000.00         | $968268.59         | Corporate Debt Securities |
| UNITED NAT FOODS INC           SR GLBL 1 | 2028-10-15      | 6.7500%  | 0.0000% | $1675000.00        | $1710087.06        | Corporate Debt Securities |
| TIDEWATER INC NEW              SR GLBL 1 | 2030-07-15      | 9.1250%  | 0.0000% | $842000.00         | $910700.53         | Corporate Debt Securities |
| CITIGROUP GLOBAL MKTS HLDGS IN VR 080125 | 2065-08-01      | 3.9441%  | 0.0000% | $1747000.00        | $1747812.18        | Corporate Debt Securities |
| BANK AMERICA CORP              JR SB -B  | 2027-06-15      | 8.0500%  | 0.0000% | $1000.00           | $1057.37           | Corporate Debt Securities |
| ARES STRATEGIC INCOME FD       SR 144A N | 2031-04-15      | 5.5500%  | 0.0000% | $38000.00          | $37594.32          | Corporate Debt Securities |
| METLIFE CAPITAL TRUST IV       7.875%67  | 2067-12-15      | 7.8750%  | 0.0000% | $145000.00         | $161266.64         | Corporate Debt Securities |
| CATERPILLAR INC                SR BD 6.9 | 2042-05-01      | 6.9500%  | 0.0000% | $60000.00          | $70195.32          | Corporate Debt Securities |
| CALDERYS FING LLC              SR SEC GL | 2028-06-01      | 11.2500% | 0.0000% | $4609000.00        | $4878937.61        | Corporate Debt Securities |
| BALL CORP                      SR GLBL N | 2030-08-15      | 2.8750%  | 0.0000% | $4183000.00        | $3910214.37        | Corporate Debt Securities |
| ALTICE FRANCE S A              SR SEC GL | 2031-10-15      | 6.5000%  | 0.0000% | $205048.00         | $204550.98         | Corporate Debt Securities |
| MACYS RETAIL HLDGS LLC         SR NT 4.3 | 2043-02-15      | 4.3000%  | 0.0000% | $109000.00         | $81149.23          | Corporate Debt Securities |
| AETHON UTD BR LP / AETHON UTD  SR 144A N | 2029-10-01      | 7.5000%  | 0.0000% | $5000.00           | $5389.11           | Corporate Debt Securities |
| AT&T INC                       GLBL NT 6 | 2037-09-01      | 6.5000%  | 0.0000% | $18000.00          | $20068.43          | Corporate Debt Securities |
| LINCOLN NATL CORP IND          LW TIER I | 2066-05-17      | 6.4709%  | 0.0000% | $249000.00         | $219673.11         | Corporate Debt Securities |
| IRON MTN INC DEL               SR GLBL 1 | 2028-07-15      | 5.0000%  | 0.0000% | $362000.00         | $361903.47         | Corporate Debt Securities |
| FERRELLGAS L P / FERRELLGAS    SR GLBL 1 | 2031-01-15      | 9.2500%  | 0.0000% | $3097000.00        | $3277697.05        | Corporate Debt Securities |
| FAIR ISAAC CORP                SR GLBL 1 | 2028-06-15      | 4.0000%  | 0.0000% | $210000.00         | $207519.90         | Corporate Debt Securities |
| ENTERGY MISSISSIPPI LLC        1M GLBL B | 2051-06-01      | 3.5000%  | 0.0000% | $1000.00           | $711.17            | Corporate Debt Securities |
| ELECTRONIC ARTS INC            SR GLBL N | 2051-02-15      | 2.9500%  | 0.0000% | $48000.00          | $45637.00          | Corporate Debt Securities |
| DISCOVERY COMMUNICATIONS LLC   SR GLBL N | 2047-09-20      | 5.2000%  | 0.0000% | $7353000.00        | $4428548.50        | Corporate Debt Securities |
| AMERICAN ELEC PWR CO INC       JR SB GLB | 2056-03-15      | 6.0500%  | 0.0000% | $1000.00           | $1013.45           | Corporate Debt Securities |
| ATI INC                        SR GLBL N | 2027-12-01      | 5.8750%  | 0.0000% | $4471000.00        | $4517715.12        | Corporate Debt Securities |
| ALBERTSONS COS INC / SAFEWAY I SR GLBL 1 | 2028-02-15      | 6.5000%  | 0.0000% | $210000.00         | $219605.75         | Corporate Debt Securities |

### Security 113: Credit Agricole Corporate and Investment Bank

- **C.1 - Title:** Credit Agricole Corporate and Investment Bank 3.730000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP0YYR45, C.3 - LEI: 1VUV7VQFKUOQ, C.5 - Other ID: ARP0YYR45_3.73_0206
- **C.18 - Value (incl. sponsor support):** $11000000.00
- **C.18.a - Value (excl. sponsor support):** $11000000.00
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-02-06
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible 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?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                  |
|:---|:---|:---|:---|:---|:---|:---|
| CREDIT AGRICOLE S A            FR 7.125% | 2199-01-01      | 7.1250%  | 0.0000% | $244000.00         | $256942.47         | Corporate Debt Securities |
| AMERICAN HONDA FIN CORP MTN    VR 030525 | 2028-03-03      | 4.5359%  | 0.0000% | $8000.00           | $8076.10           | Corporate Debt Securities |
| ANHEUSER-BUSCH INBEV WLDW INC  SR GLBL N | 2033-08-15      | 6.6250%  | 0.0000% | $328000.00         | $378211.74         | Corporate Debt Securities |
| CITIGROUP INC                  SR GLBL N | 2035-06-11      | 5.4490%  | 0.0000% | $4346000.00        | $4516435.75        | Corporate Debt Securities |
| DISNEY WALT CO                 SR GLBL N | 2036-10-17      | 8.1500%  | 0.0000% | $4000.00           | $5140.79           | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        SR GLBL N | 2045-10-21      | 4.7500%  | 0.0000% | $572000.00         | $525137.47         | Corporate Debt Securities |
| SOUTHERN CALIF EDISON CO       1M GLBL 2 | 2032-11-01      | 5.9500%  | 0.0000% | $36000.00          | $38698.19          | Corporate Debt Securities |
| BROOKFIELD FIN INC             SR GLBL N | 2052-02-15      | 3.6250%  | 0.0000% | $32000.00          | $23267.67          | Corporate Debt Securities |
| EQUINOR ASA                    3.625%28  | 2028-09-10      | 3.6250%  | 0.0000% | $2340000.00        | $2367441.70        | Corporate Debt Securities |
| FLORIDA PWR & LT CO            1ST MTG 5 | 2038-02-01      | 5.9500%  | 0.0000% | $7000.00           | $7796.00           | Corporate Debt Securities |
| LOWES COS INC                  SR GLBL N | 2062-09-15      | 5.8000%  | 0.0000% | $3150000.00        | $3182728.50        | Corporate Debt Securities |
| MORGAN STANLEY                 FR 5.466% | 2035-01-18      | 5.4660%  | 0.0000% | $55000.00          | $57059.31          | Corporate Debt Securities |
| MORGAN STANLEY                 FR 3.125% | 2026-07-27      | 3.1250%  | 0.0000% | $184000.00         | $183411.28         | Corporate Debt Securities |

### Security 114: Credit Agricole Corporate and Investment Bank

- **C.1 - Title:** Credit Agricole Corporate and Investment Bank 3.730000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP0ZEGO6, C.3 - LEI: 1VUV7VQFKUOQ, C.5 - Other ID: ARP0ZEGO6_3.73_0206
- **C.18 - Value (incl. sponsor support):** $24000000.00
- **C.18.a - Value (excl. sponsor support):** $24000000.00
- **C.19 - Percentage of Net Assets:** 0.6700%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-02-06
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible 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?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                  |
|:---|:---|:---|:---|:---|:---|:---|
| BANK MONTREAL MEDIUM           FR 5.511% | 2031-06-04      | 5.5110%  | 0.0000% | $6000.00           | $6345.38           | Corporate Debt Securities |
| CREDIT AGRICOLE S A            FR 7.125% | 2199-01-01      | 7.1250%  | 0.0000% | $88000.00          | $92667.78          | Corporate Debt Securities |
| LIBERTY MUT GROUP INC          SR GLBL 1 | 2050-10-15      | 3.9510%  | 0.0000% | $477000.00         | $360885.68         | Corporate Debt Securities |
| SUMITOMO MITSUI FIN GRP INC    GLBL NT 5 | 2029-07-09      | 5.3160%  | 0.0000% | $200000.00         | $207482.20         | Corporate Debt Securities |
| HANWHA FUTUREPROOF CORP        SR GLBL R | 2028-04-30      | 4.7500%  | 0.0000% | $3033000.00        | $3116877.62        | Corporate Debt Securities |
| BRISTOL-MYERS SQUIBB CO        SR GLBL N | 2054-02-22      | 5.5500%  | 0.0000% | $100000.00         | $100577.83         | Corporate Debt Securities |
| BP CAP MKTS AMER INC           GLBL NT 4 | 2034-04-10      | 4.9890%  | 0.0000% | $490000.00         | $507005.04         | Corporate Debt Securities |
| BANK NEW YORK MELLON CORP      FR 2.8%05 | 2026-05-04      | 2.8000%  | 0.0000% | $120000.00         | $120483.47         | Corporate Debt Securities |
| BANK AMERICA CORP              FR 5.202% | 2029-04-25      | 5.2020%  | 0.0000% | $4000.00           | $4151.95           | Corporate Debt Securities |
| AMERICAN ASSETS TRUST L P      SR GLBL N | 2031-02-01      | 3.3750%  | 0.0000% | $22000.00          | $20443.53          | Corporate Debt Securities |
| CAPITAL ONE FINL CORP          SR GLBL N | 2029-06-08      | 6.3120%  | 0.0000% | $280000.00         | $295491.65         | Corporate Debt Securities |
| CITIGROUP INC                  SR GLBL F | 2028-02-24      | 5.0390%  | 0.0000% | $1290000.00        | $1310763.42        | Corporate Debt Securities |
| CITIGROUP INC                  SR GLBL N | 2029-03-04      | 4.7860%  | 0.0000% | $10000.00          | $10332.60          | Corporate Debt Securities |
| CONSOLIDATED EDISON CO N Y INC SR GLBL 2 | 2037-08-15      | 6.3000%  | 0.0000% | $211000.00         | $240188.68         | Corporate Debt Securities |
| GSK CONSU HEAL CAP US LLC      GLBL NT 3 | 2032-03-24      | 3.6250%  | 0.0000% | $1746000.00        | $1685095.16        | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        SR GLBL N | 2031-04-23      | 5.2180%  | 0.0000% | $7000.00           | $7316.12           | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        SR GLBL N | 2032-07-21      | 2.3830%  | 0.0000% | $235000.00         | $210326.35         | Corporate Debt Securities |
| JPMORGAN CHASE & CO            SR NT 5.6 | 2041-07-15      | 5.6000%  | 0.0000% | $1917000.00        | $1994357.34        | Corporate Debt Securities |
| JPMORGAN CHASE & CO            SR GLBL N | 2045-11-29      | 5.5340%  | 0.0000% | $1422000.00        | $1451189.47        | Corporate Debt Securities |
| KEYCORP                        FR 2.55%1 | 2029-10-01      | 2.5500%  | 0.0000% | $1000.00           | $954.40            | Corporate Debt Securities |
| TOYOTA MOTOR CORP              GLBL NT 1 | 2026-03-25      | 1.3390%  | 0.0000% | $6000.00           | $6005.22           | Corporate Debt Securities |
| GLENCORE FDG LLC               SR REGS N | 2027-03-27      | 4.0000%  | 0.0000% | $211000.00         | $213934.31         | Corporate Debt Securities |
| LG ENERGY SOLUTION LTD         GLBL REGS | 2027-07-02      | 5.3750%  | 0.0000% | $2743000.00        | $2794597.35        | Corporate Debt Securities |
| MORGAN STANLEY                 FR 4.375% | 2047-01-22      | 4.3750%  | 0.0000% | $2415000.00        | $2094172.62        | Corporate Debt Securities |
| MUTUAL OF OMAHA COS GLOBAL FDG 144A NT 4 | 2031-01-13      | 4.5460%  | 0.0000% | $78000.00          | $77994.28          | Corporate Debt Securities |
| PAYPAL HLDGS INC               SR GLBL N | 2027-06-01      | 3.9000%  | 0.0000% | $3022000.00        | $3045909.06        | Corporate Debt Securities |
| PUBLIC SVC ELEC & GAS CO       FR 5.5%03 | 2040-03-01      | 5.5000%  | 0.0000% | $3294000.00        | $3431471.43        | Corporate Debt Securities |
| SHINHAN BK REG S               FR 4.5%04 | 2028-04-12      | 4.5000%  | 0.0000% | $444000.00         | $455179.92         | Corporate Debt Securities |
| MORGAN STANLEY                 FR 2.699% | 2031-01-22      | 2.6990%  | 0.0000% | $22000.00          | $20672.30          | Corporate Debt Securities |
| MORGAN STANLEY                 FR 3.125% | 2026-07-27      | 3.1250%  | 0.0000% | $331000.00         | $329940.94         | Corporate Debt Securities |
| ROYAL BK CDA                   FR 4.969% | 2030-08-02      | 4.9690%  | 0.0000% | $942000.00         | $987328.05         | Corporate Debt Securities |

### Security 115: TD Securities USA LLC

- **C.1 - Title:** TD Securities USA LLC 3.730000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP10SVK2, C.3 - LEI: SUVUFHICNZMP, C.5 - Other ID: ARP10SVK2_3.73_0206
- **C.18 - Value (incl. sponsor support):** $33000000.00
- **C.18.a - Value (excl. sponsor support):** $33000000.00
- **C.19 - Percentage of Net Assets:** 0.9200%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-02-06
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible 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?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                  |
|:---|:---|:---|:---|:---|:---|:---|
| AMERICAN HONDA FIN CORP MTN    VR 090825 | 2027-03-08      | 4.4317%  | 0.0000% | $20029000.00       | $20231648.98       | Corporate Debt Securities |
| CREDIT AGRICOLE S A            FR 5.261% | 2037-01-12      | 5.2610%  | 0.0000% | $7517000.00        | $7541058.16        | Corporate Debt Securities |
| NATIONWIDE BLDG SOC GLOBAL COV FR 4.125% | 2032-10-18      | 4.1250%  | 0.0000% | $6839000.00        | $6878101.98        | Corporate Debt Securities |

### Security 116: Bank of America Securities, Inc.

- **C.1 - Title:** Bank of America Securities, Inc. 4.150000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP19B651, C.3 - LEI: 549300HN4UKV, C.5 - Other ID: ARP19B651_4.15_0430
- **C.18 - Value (incl. sponsor support):** $30000000.00
- **C.18.a - Value (excl. sponsor support):** $30000000.00
- **C.19 - Percentage of Net Assets:** 0.8400%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible 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?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category   |
|:---|:---|:---|:---|:---|:---|:---|
| ADEIA INC                      COM       | 2199-01-01      | N/A      | 0.0000% | $9153.00           | $165760.83         | Equities   |
| AGREE RLTY CORP                COM       | 2199-01-01      | N/A      | 0.0000% | $20523.00          | $1476835.08        | Equities   |
| U HAUL HOLDING COMPANY         COM SER N | 2199-01-01      | N/A      | 0.0000% | $16941.00          | $880932.00         | Equities   |
| AMERICA MOVIL SAB DE CV        SPON ADS  | 2199-01-01      | N/A      | 0.0000% | $69767.00          | $1499990.50        | Equities   |
| CELESTICA INC                  COM       | 2199-01-01      | N/A      | 0.0000% | $4999.00           | $1499700.00        | Equities   |
| ELECTROVAYA INC                COM NEW   | 2199-01-01      | N/A      | 0.0000% | $5417.00           | $57203.52          | Equities   |
| F&G ANNUITIES & LIFE INC       COMMON ST | 2199-01-01      | N/A      | 0.0000% | $6332.00           | $186160.80         | Equities   |
| FIGS INC                       CL A      | 2199-01-01      | N/A      | 0.0000% | $222.00            | $2486.40           | Equities   |
| FRESENIUS MEDICAL CARE AG      SPONSORED | 2199-01-01      | N/A      | 0.0000% | $45701.00          | $1029186.52        | Equities   |
| GLOBAL INDUSTRIAL COMPANY      COM       | 2199-01-01      | N/A      | 0.0000% | $2942.00           | $89936.94          | Equities   |
| GOOSEHEAD INS INC              COM CL A  | 2199-01-01      | N/A      | 0.0000% | $8351.00           | $523774.72         | Equities   |
| LCNB CORP                      COM       | 2199-01-01      | N/A      | 0.0000% | $687.00            | $11857.62          | Equities   |
| MAXLINEAR INC                  COM       | 2199-01-01      | N/A      | 0.0000% | $30147.00          | $580932.69         | Equities   |
| MODINE MFG CO                  COM       | 2199-01-01      | N/A      | 0.0000% | $8488.00           | $1499999.36        | Equities   |
| MONARCH CASINO & RESORT INC    COM       | 2199-01-01      | N/A      | 0.0000% | $725.00            | $65395.00          | Equities   |
| MOOG INC                       CL A      | 2199-01-01      | N/A      | 0.0000% | $1295.00           | $372960.00         | Equities   |
| NATURES SUNSHINE PRODS INC     COM       | 2199-01-01      | N/A      | 0.0000% | $302.00            | $7498.66           | Equities   |
| NOVO-NORDISK A S               ADR       | 2199-01-01      | N/A      | 0.0000% | $2240.00           | $132899.20         | Equities   |
| OOMA INC                       COM       | 2199-01-01      | N/A      | 0.0000% | $1961.00           | $22786.82          | Equities   |
| PCB BANCORP                    COM       | 2199-01-01      | N/A      | 0.0000% | $464.00            | $10217.28          | Equities   |
| PDD HOLDINGS INC               SPONSORED | 2199-01-01      | N/A      | 0.0000% | $14605.00          | $1499933.50        | Equities   |
| QORVO INC                      COM       | 2199-01-01      | N/A      | 0.0000% | $15711.00          | $1227186.21        | Equities   |
| RAPID7 INC                     COM       | 2199-01-01      | N/A      | 0.0000% | $19763.00          | $231819.99         | Equities   |
| SCE TR VI                      5% TR PRE | 2199-01-01      | 5.0000%  | 0.0000% | $78244.00          | $1438907.16        | Equities   |
| SK TELECOM CO LTD              SPONSORED | 2199-01-01      | N/A      | 0.0000% | $4477.00           | $122535.49         | Equities   |
| SCE TR VIII                    6.95% TR  | 2199-01-01      | 6.9500%  | 0.0000% | $61652.00          | $1499993.16        | Equities   |
| SILICON MOTION TECHNOLOGY CORP SPONSORED | 2199-01-01      | N/A      | 0.0000% | $9871.00           | $1146714.07        | Equities   |
| SONOS INC                      COM       | 2199-01-01      | N/A      | 0.0000% | $90307.00          | $1295002.38        | Equities   |
| SOUTH PLAINS FINANCIAL INC     COM       | 2199-01-01      | N/A      | 0.0000% | $53.00             | $2166.11           | Equities   |
| SOUTHERN FIRST BANCSHARES      COM       | 2199-01-01      | N/A      | 0.0000% | $3696.00           | $202023.36         | Equities   |
| TAKEDA PHARMACEUTICAL CO LTD   SPONSORED | 2199-01-01      | N/A      | 0.0000% | $84963.00          | $1458814.71        | Equities   |
| TREX CO INC                    COM       | 2199-01-01      | N/A      | 0.0000% | $7623.00           | $318488.94         | Equities   |
| TRIP COM GROUP LTD             ADS       | 2199-01-01      | N/A      | 0.0000% | $24185.00          | $1499953.70        | Equities   |
| VROOM INC                      COM NEW   | 2199-01-01      | N/A      | 0.0000% | $5110.00           | $109865.00         | Equities   |
| WPP PLC NEW                    ADR       | 2199-01-01      | N/A      | 0.0000% | $72428.00          | $1499983.88        | Equities   |
| CONSTELLIUM SE                 CL A SHS  | 2199-01-01      | N/A      | 0.0000% | $64738.00          | $1499979.46        | Equities   |
| CAPRI HOLDINGS LIMITED         SHS       | 2199-01-01      | N/A      | 0.0000% | $2598.00           | $59650.08          | Equities   |
| FLUTTER ENTMT PLC              SHS       | 2199-01-01      | N/A      | 0.0000% | $8890.00           | $1499920.80        | Equities   |
| OYSTER ENTERPRISES II ACQUISIT ORD SHS C | 2199-01-01      | N/A      | 0.0000% | $37426.00          | $380248.16         | Equities   |
| PLUM ACQUISITION CORP IV       SHS CL A  | 2199-01-01      | N/A      | 0.0000% | $7632.00           | $80517.60          | Equities   |
| SPORTRADAR GROUP AG            CLASS A O | 2199-01-01      | N/A      | 0.0000% | $81168.00          | $1499984.64        | Equities   |
| CYBERARK SOFTWARE LTD          SHS       | 2199-01-01      | N/A      | 0.0000% | $3495.00           | $1499879.25        | Equities   |
| TAT TECHNOLOGIES LTD           ORD NEW   | 2199-01-01      | N/A      | 0.0000% | $18487.00          | $940248.82         | Equities   |
| BANCO LATINOAMERICANO DE COMER SHS E     | 2199-01-01      | N/A      | 0.0000% | $5708.00           | $278379.16         | Equities   |
| SEANERGY MARITIME HLDGS CORP   SHS       | 2199-01-01      | N/A      | 0.0000% | $8501.00           | $91300.74          | Equities   |

### Security 117: JP Morgan Clearing Corp.

- **C.1 - Title:** JP Morgan Clearing Corp. 3.830000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1B0678, C.3 - LEI: ZBUT11V806EZ, C.5 - Other ID: ARP1B0678_3.83_0206
- **C.18 - Value (incl. sponsor support):** $75000000.00
- **C.18.a - Value (excl. sponsor support):** $75000000.00
- **C.19 - Percentage of Net Assets:** 2.0900%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-02-06
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible 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?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                  |
|:---|:---|:---|:---|:---|:---|:---|
| PROTECTIVE LIFE CORP           SR 144A N | 2031-01-15      | 4.7000%  | 0.0000% | $393000.00         | $397695.04         | Corporate Debt Securities |
| SINOPEC GRP OVSEAS DEV 2015    GLBL 144A | 2045-04-28      | 4.1000%  | 0.0000% | $226000.00         | $203132.82         | Corporate Debt Securities |
| STAPLES INC                    SR SEC 14 | 2029-09-01      | 10.7500% | 0.0000% | $588000.00         | $604512.84         | Corporate Debt Securities |
| TEXAS HEALTH RES               SR SEC 20 | 2050-11-15      | 2.3280%  | 0.0000% | $1000.00           | $574.91            | Corporate Debt Securities |
| TRANSOCEAN TITAN FING LTD      1LIEN GLB | 2028-02-01      | 8.3750%  | 0.0000% | $53000.00          | $45568.82          | Corporate Debt Securities |
| UNITED PARCEL SVCS INC         SR NT FLT | 2050-03-27      | 4.5102%  | 0.0000% | $1286000.00        | $1282382.50        | Corporate Debt Securities |
| UNITED STATES STL CORP         SR GLBL N | 2029-03-01      | 6.8750%  | 0.0000% | $122000.00         | $125545.91         | Corporate Debt Securities |
| WYNN MACAU LTD                 SR GLBL 1 | 2027-10-01      | 5.5000%  | 0.0000% | $270000.00         | $273880.05         | Corporate Debt Securities |
| ILFC E-CAPITAL TR I            SUB GLBL  | 2065-12-21      | 6.3500%  | 0.0000% | $222000.00         | $192573.90         | Corporate Debt Securities |
| ALTICE FRANCE S A              SR SEC GL | 2031-10-15      | 6.5000%  | 0.0000% | $1306336.00        | $1303169.59        | Corporate Debt Securities |
| RCS CAP CORP                   SR GLBL 1 | 2029-04-01      | 7.5000%  | 0.0000% | $55000.00          | $56391.59          | Corporate Debt Securities |
| BAUSCH HEALTH COS INC          1LIEN GLB | 2028-09-30      | 11.0000% | 0.0000% | $989000.00         | $1062350.83        | Corporate Debt Securities |
| OLIN CORP                      SR GLBL 1 | 2033-04-01      | 6.6250%  | 0.0000% | $9997000.00        | $10147048.03       | Corporate Debt Securities |
| TXNM ENERGY INC                JR SB GLB | 2056-07-31      | 7.0000%  | 0.0000% | $648000.00         | $660410.64         | Corporate Debt Securities |
| PETROBRAS GLOBAL FINANCE BV    SR GLBL N | 2115-06-05      | 6.8500%  | 0.0000% | $74000.00          | $70795.45          | Corporate Debt Securities |
| PETROBRAS GLOBAL FINANCE BV    SR GLBL N | 2036-01-10      | 6.2500%  | 0.0000% | $296000.00         | $292632.18         | Corporate Debt Securities |
| SOUTHERN CALIF EDISON CO       1M GLBL 2 | 2051-06-01      | 3.6500%  | 0.0000% | $749000.00         | $519627.70         | Corporate Debt Securities |
| TALEN ENERGY SUPPLY LLC        SR SEC 14 | 2030-06-01      | 8.6250%  | 0.0000% | $2397000.00        | $2561327.33        | Corporate Debt Securities |
| TARGET CORP                    SR GLBL N | 2030-02-15      | 2.3500%  | 0.0000% | $826000.00         | $782553.09         | Corporate Debt Securities |
| ANHEUSER-BUSCH INBEV WLDW INC  SR GLBL N | 2042-01-15      | 4.9500%  | 0.0000% | $71000.00          | $68262.42          | Corporate Debt Securities |
| ANTERO MIDSTREAM PARTNERS LP/A SR GLBL 1 | 2028-01-15      | 5.7500%  | 0.0000% | $22000.00          | $22067.23          | Corporate Debt Securities |
| BOEING CO                      3.825%59  | 2059-03-01      | 3.8250%  | 0.0000% | $72000.00          | $51421.05          | Corporate Debt Securities |
| COLGATE PALMOLIVE CO           VR 103014 | 2054-10-30      | 3.6284%  | 0.0000% | $2511000.00        | $2494527.84        | Corporate Debt Securities |
| DARLING INGREDIENTS INC        SR GLBL 1 | 2027-04-15      | 5.2500%  | 0.0000% | $108000.00         | $109701.27         | Corporate Debt Securities |
| BRISTOW GROUP INC              SR SEC GL | 2033-02-01      | 6.7500%  | 0.0000% | $105000.00         | $106296.75         | Corporate Debt Securities |
| CMS ENERGY CORP                JR SB GLB | 2050-12-01      | 3.7500%  | 0.0000% | $86000.00          | $79739.70          | Corporate Debt Securities |
| FAIR ISAAC CORP                SR GLBL 1 | 2028-06-15      | 4.0000%  | 0.0000% | $182000.00         | $179850.58         | Corporate Debt Securities |
| FERRELLGAS L P / FERRELLGAS    SR GLBL 1 | 2029-04-01      | 5.8750%  | 0.0000% | $4195000.00        | $4122888.53        | Corporate Debt Securities |
| GETTY IMAGES INC               SR SEC GL | 2030-02-21      | 11.2500% | 0.0000% | $2004.00           | $1848.54           | Corporate Debt Securities |
| CSC HLDGS LLC                  SR GLBL 1 | 2028-05-15      | 11.2500% | 0.0000% | $495000.00         | $405082.01         | Corporate Debt Securities |
| HAH GROUP HLDG CO LLC          SR SEC 14 | 2031-10-01      | 9.7500%  | 0.0000% | $462000.00         | $453521.92         | Corporate Debt Securities |
| CAMERON LNG LLC                SR SEC GL | 2038-01-15      | 3.4020%  | 0.0000% | $24000.00          | $21024.42          | Corporate Debt Securities |
| HUGHES SATELLITE S             1LIEN GLB | 2026-08-01      | 5.2500%  | 0.0000% | $551000.00         | $535690.01         | Corporate Debt Securities |
| ION PLATFORM FINANCE S.A R.L.  SR SEC 14 | 2028-05-01      | 4.6250%  | 0.0000% | $701000.00         | $661375.39         | Corporate Debt Securities |
| IRON MTN INC DEL               SR GLBL 1 | 2029-02-15      | 7.0000%  | 0.0000% | $2115000.00        | $2242118.55        | Corporate Debt Securities |
| JOHNSON CONTROLS INTERNATION   SR GLBL N | 2064-07-02      | 4.9500%  | 0.0000% | $866000.00         | $754095.48         | Corporate Debt Securities |
| MAGIC MERGECO INC              SR 144A N | 2029-05-01      | 7.8750%  | 0.0000% | $737000.00         | $733896.31         | Corporate Debt Securities |
| MEITUAN                        SR GLBL 1 | 2035-11-05      | 5.1250%  | 0.0000% | $17000.00          | $17048.63          | Corporate Debt Securities |
| MONEYGRAM INTL INC             SR SEC 14 | 2030-06-01      | 9.0000%  | 0.0000% | $10339000.00       | $6493822.51        | Corporate Debt Securities |
| 3M CO                          SR GLBL N | 2030-04-15      | 3.0500%  | 0.0000% | $238000.00         | $229461.95         | Corporate Debt Securities |
| VIKING CRUISES LTD             SR 144A N | 2031-07-15      | 9.1250%  | 0.0000% | $993000.00         | $1063902.27        | Corporate Debt Securities |
| WESCO DISTR INC                SR GLBL 1 | 2033-03-15      | 6.3750%  | 0.0000% | $1850000.00        | $1971667.56        | Corporate Debt Securities |
| ANGI GROUP LLC                 SR GLBL 1 | 2028-08-15      | 3.8750%  | 0.0000% | $2864000.00        | $2688466.63        | Corporate Debt Securities |
| ABBVIE INC                     SR GLBL N | 2039-11-21      | 4.0500%  | 0.0000% | $2307000.00        | $2072776.06        | Corporate Debt Securities |
| ALTICE FINANCING S.A.          SR SEC GL | 2028-01-15      | 5.0000%  | 0.0000% | $6400000.00        | $4685781.33        | Corporate Debt Securities |
| CITIGROUP INC                  PERP SUB  | 2199-01-01      | 6.2500%  | 0.0000% | $616000.00         | $637458.87         | Corporate Debt Securities |
| CLYDESDALE ACQUISITION HLDGS   SR SEC GL | 2030-01-15      | 6.8750%  | 0.0000% | $5980000.00        | $6071401.81        | Corporate Debt Securities |
| DISCOVERY COMMUNICATIONS LLC   SR NT 6.3 | 2040-06-01      | 6.3500%  | 0.0000% | $1459000.00        | $1215211.23        | Corporate Debt Securities |
| ENBRIDGE INC                   SUB GLBL  | 2055-03-15      | 7.3750%  | 0.0000% | $15000.00          | $16336.59          | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        FR 4.8%07 | 2044-07-08      | 4.8000%  | 0.0000% | $133000.00         | $123278.14         | Corporate Debt Securities |
| HERENS HOLDCO S A R L          SR SEC GL | 2028-05-15      | 4.7500%  | 0.0000% | $16864000.00       | $15063866.37       | Corporate Debt Securities |
| INSTALLED BLDG PRODS INC       SR GLBL 1 | 2034-02-01      | 5.6250%  | 0.0000% | $1208000.00        | $1212972.43        | Corporate Debt Securities |
| BATH & BODY WORKS INC          SR GLBL N | 2036-07-01      | 6.7500%  | 0.0000% | $2197000.00        | $2200597.59        | Corporate Debt Securities |
| NCR VOYIX CORPORATION          SR GLBL 1 | 2030-10-01      | 5.2500%  | 0.0000% | $16000.00          | $15377.67          | Corporate Debt Securities |
| NCL CORP LTD                   SR GLBL 1 | 2030-03-01      | 6.2500%  | 0.0000% | $258000.00         | $270210.64         | Corporate Debt Securities |

### Security 118: Wells Fargo Securities LLC

- **C.1 - Title:** Wells Fargo Securities LLC 4.030000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1B06P8, C.3 - LEI: VYVVCKR63DVZ, C.5 - Other ID: ARP1B06P8_4.03_0430
- **C.18 - Value (incl. sponsor support):** $50000000.00
- **C.18.a - Value (excl. sponsor support):** $50000000.00
- **C.19 - Percentage of Net Assets:** 1.3900%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-08-05
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible 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                  |
|:---|:---|:---|:---|:---|:---|:---|
| BANK NEW YORK MELLON CORP      FR 2.8%05 | 2026-05-04      | 2.8000%  | 0.0000% | $119000.00         | $119479.44         | Corporate Debt Securities |
| M & T BK CORP                  FR 5.385% | 2036-01-16      | 5.3850%  | 0.0000% | $17000.00          | $17312.53          | Corporate Debt Securities |
| MASSMUTUAL GLBL FDG II MTN     FR 5.05%0 | 2035-08-26      | 5.0500%  | 0.0000% | $492000.00         | $504704.81         | Corporate Debt Securities |
| MORGAN STANLEY                 FR 6.407% | 2029-11-01      | 6.4070%  | 0.0000% | $28000.00          | $30063.03          | Corporate Debt Securities |
| PERUSAHAAN LISTRIK NEGARA PT   FR 5.25%1 | 2042-10-24      | 5.2500%  | 0.0000% | $230000.00         | $213801.10         | Corporate Debt Securities |
| TENCENT HLDGS LTD              FR 3.595% | 2028-01-19      | 3.5950%  | 0.0000% | $5923000.00        | $5895745.15        | Corporate Debt Securities |
| NONGHYUP BANK                  FR 4.75%0 | 2029-07-22      | 4.7500%  | 0.0000% | $341000.00         | $348861.94         | Corporate Debt Securities |
| AIA GROUP LTD HONG KONG        FR 5.4%09 | 2054-09-30      | 5.4000%  | 0.0000% | $32409000.00       | $31724521.92       | Corporate Debt Securities |
| GC TREAS CTR CO LTD            FR 2.98%0 | 2031-03-18      | 2.9800%  | 0.0000% | $14823000.00       | $13646004.39       | Corporate Debt Securities |

### Security 119: Bank of America Securities, Inc.

- **C.1 - Title:** Bank of America Securities, Inc. 4.150000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1C0QQ3, C.3 - LEI: 549300HN4UKV, C.5 - Other ID: ARP1C0QQ3_4.15_0430
- **C.18 - Value (incl. sponsor support):** $25000000.00
- **C.18.a - Value (excl. sponsor support):** $25000000.00
- **C.19 - Percentage of Net Assets:** 0.7000%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible 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?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category   |
|:---|:---|:---|:---|:---|:---|:---|
| CITIZENS FINL SVCS INC         COM       | 2199-01-01      | N/A      | 0.0000% | $350.00            | $21640.50          | Equities   |
| FG MERGER II CORP              COM       | 2199-01-01      | N/A      | 0.0000% | $323.00            | $3252.61           | Equities   |
| MOODYS CORP                    COM       | 2199-01-01      | N/A      | 0.0000% | $2425.00           | $1249966.25        | Equities   |
| NASDAQ INC                     COM       | 2199-01-01      | N/A      | 0.0000% | $12741.00          | $1249764.69        | Equities   |
| SBA COMMUNICATIONS CORP        CL A      | 2199-01-01      | N/A      | 0.0000% | $6657.00           | $1249984.89        | Equities   |
| SCE TR VI                      5% TR PRE | 2199-01-01      | 5.0000%  | 0.0000% | $67971.00          | $1249986.69        | Equities   |
| CHIMERA INVT CORP              7.75% CUM | 2199-01-01      | 8.6902%  | 0.0000% | $35988.00          | $797494.08         | Equities   |
| TRANSPORTADORA DE GAS SUR      SPONSORED | 2199-01-01      | N/A      | 0.0000% | $37913.00          | $1249991.61        | Equities   |
| COLLEGIUM PHARMACEUTICAL INC   COM       | 2199-01-01      | N/A      | 0.0000% | $27563.00          | $1249982.05        | Equities   |
| VROOM INC                      COM NEW   | 2199-01-01      | N/A      | 0.0000% | $5110.00           | $109865.00         | Equities   |
| CAL REDWOOD ACQUISITION CORP   COM CL A  | 2199-01-01      | N/A      | 0.0000% | $5529.00           | $56229.93          | Equities   |
| D. BORAL ARC ACQ I CORP.       SHS CL A  | 2199-01-01      | N/A      | 0.0000% | $100176.00         | $1024800.48        | Equities   |
| AVADEL PHARMACEUTICALS PLC     COM SHS   | 2199-01-01      | N/A      | 0.0000% | $57977.00          | $1249984.12        | Equities   |
| GP-ACT III ACQUISITION CORP    CL A      | 2199-01-01      | N/A      | 0.0000% | $135.00            | $1448.55           | Equities   |
| JOHNSON CTLS INTL PLC          SHS       | 2199-01-01      | N/A      | 0.0000% | $9097.00           | $1094187.16        | Equities   |
| OAKTREE ACQUISITION CORP III L SHS CL A  | 2199-01-01      | N/A      | 0.0000% | $10119.00          | $107463.78         | Equities   |
| FREIGHTCAR AMER INC            COM       | 2199-01-01      | N/A      | 0.0000% | $918.00            | $10685.52          | Equities   |
| CYBERARK SOFTWARE LTD          SHS       | 2199-01-01      | N/A      | 0.0000% | $2912.00           | $1249684.80        | Equities   |
| GCI LIBERTY INC                COM SER A | 2199-01-01      | N/A      | 0.0000% | $3125.00           | $117968.75         | Equities   |
| AIRO GROUP HLDGS INC           COM       | 2199-01-01      | N/A      | 0.0000% | $22337.00          | $243920.04         | Equities   |
| GRUPO FINANCIERO GALICIA S.A.  SPONSORED | 2199-01-01      | N/A      | 0.0000% | $3137.00           | $175326.93         | Equities   |
| ANTERO RESOURCES CORP          COM       | 2199-01-01      | N/A      | 0.0000% | $35410.00          | $1249973.00        | Equities   |
| OPTIMIZERX CORP                COM NEW   | 2199-01-01      | N/A      | 0.0000% | $18231.00          | $197259.42         | Equities   |
| PEBBLEBROOK HOTEL TR           5.70% CUM | 2199-01-01      | 5.7000%  | 0.0000% | $15282.00          | $274617.54         | Equities   |
| PURE STORAGE INC               CL A      | 2199-01-01      | N/A      | 0.0000% | $17215.00          | $1249981.15        | Equities   |
| SCE TR II                      TR PFD SE | 2199-01-01      | 5.1000%  | 0.0000% | $51150.00          | $948321.00         | Equities   |
| TAIWAN SEMICONDUCTOR MFG LTD   SPONSORED | 2199-01-01      | N/A      | 0.0000% | $3681.00           | $1249883.55        | Equities   |
| CANTERBURY PK HLDG CORP        COM       | 2199-01-01      | N/A      | 0.0000% | $152.00            | $2400.08           | Equities   |
| VERTEX PHARMACEUTICALS INC     COM       | 2199-01-01      | N/A      | 0.0000% | $2591.00           | $1232486.88        | Equities   |
| PAGSEGURO DIGITAL LTD          COM CL A  | 2199-01-01      | N/A      | 0.0000% | $104166.00         | $1249992.00        | Equities   |
| ALPINE INCOME PPTY TR INC      COM       | 2199-01-01      | N/A      | 0.0000% | $996.00            | $17430.00          | Equities   |
| GSK PLC                        SPONSORED | 2199-01-01      | N/A      | 0.0000% | $1340.00           | $67884.40          | Equities   |
| GREENE CNTY BANCORP INC        COM       | 2199-01-01      | N/A      | 0.0000% | $9112.00           | $201830.80         | Equities   |
| BARRICK MNG CORP               COM SHS   | 2199-01-01      | N/A      | 0.0000% | $24015.00          | $1249980.75        | Equities   |
| KOREA ELEC PWR CORP            SPONSORED | 2199-01-01      | N/A      | 0.0000% | $33084.00          | $707666.76         | Equities   |
| KORRO BIO INC                  COM       | 2199-01-01      | N/A      | 0.0000% | $28662.00          | $381491.22         | Equities   |
| MARKEL GROUP INC               COM       | 2199-01-01      | N/A      | 0.0000% | $365.00            | $737526.30         | Equities   |
| MERIDIAN CORPORATION           COM       | 2199-01-01      | N/A      | 0.0000% | $2120.00           | $40152.80          | Equities   |
| METLIFE INC                    5.625 NCU | 2199-01-01      | 5.6250%  | 0.0000% | $51610.00          | $1249994.20        | Equities   |
| OPTIMIZERX CORP                COM NEW   | 2199-01-01      | N/A      | 0.0000% | $16405.00          | $177502.10         | Equities   |

### Security 120: Mizuho Securities USA LLC

- **C.1 - Title:** Mizuho Securities USA LLC 4.100000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1CQMU1, C.3 - LEI: 7TK5RJIZDFRO, C.5 - Other ID: ARP1CQMU1_4.10_0217
- **C.18 - Value (incl. sponsor support):** $15000000.00
- **C.18.a - Value (excl. sponsor support):** $15000000.00
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-17
- **C.13 - Final Legal Maturity Date:** 2026-02-17
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible 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   |
|:---|:---|:---|:---|:---|:---|:---|
| GDEV INC                       ORD SHS N | 2199-01-01      | N/A      | 0.0000% | $18446.00          | $330091.17         | Equities   |
| YORKVILLE ACQUISITION CORP.    SHS CL A  | 2199-01-01      | N/A      | 0.0000% | $73818.00          | $749990.88         | Equities   |
| BRIDGEBIO PHARMA INC           COM       | 2199-01-01      | N/A      | 0.0000% | $9481.00           | $749947.10         | Equities   |
| CO2 ENERGY TRANSITION CORP     COM       | 2199-01-01      | N/A      | 0.0000% | $9732.00           | $101115.48         | Equities   |
| CYTOKINETICS INC               COM NEW   | 2199-01-01      | N/A      | 0.0000% | $11432.00          | $749939.20         | Equities   |
| WARNER BROS DISCOVERY INC      COM SER A | 2199-01-01      | N/A      | 0.0000% | $27173.00          | $749974.80         | Equities   |
| ALDEL FINL II INC              CL A      | 2199-01-01      | N/A      | 0.0000% | $17032.00          | $179517.28         | Equities   |
| BEST SPAC I ACQUISITION CORP.  USD CL A  | 2199-01-01      | N/A      | 0.0000% | $25426.00          | $258836.68         | Equities   |
| NEWBURY STR II ACQUISITION COR ORD SHS C | 2199-01-01      | N/A      | 0.0000% | $16538.00          | $173649.00         | Equities   |
| NEWHOLD INVT CORP III          ORD SHS C | 2199-01-01      | N/A      | 0.0000% | $40850.00          | $421980.50         | Equities   |
| PANTAGES CAPITAL ACQUISITION C ORD SHS C | 2199-01-01      | N/A      | 0.0000% | $10602.00          | $110472.84         | Equities   |
| CHARLTON ARIA ACQUISITION CORP ORD SHS C | 2199-01-01      | N/A      | 0.0000% | $9046.00           | $95073.46          | Equities   |
| ALPHABET INC                   CAP STK C | 2199-01-01      | N/A      | 0.0000% | $2217.00           | $749900.25         | Equities   |
| BERKSHIRE HATHAWAY INC DEL     CL B NEW  | 2199-01-01      | N/A      | 0.0000% | $1573.00           | $749990.67         | Equities   |
| BLOCK H & R INC                COM       | 2199-01-01      | N/A      | 0.0000% | $12170.00          | $473047.90         | Equities   |
| NEXTERA ENERGY INC             COM       | 2199-01-01      | N/A      | 0.0000% | $8505.00           | $749970.90         | Equities   |
| PITNEY BOWES INC               COM       | 2199-01-01      | N/A      | 0.0000% | $73242.00          | $749998.08         | Equities   |
| SALESFORCE INC                 COM       | 2199-01-01      | N/A      | 0.0000% | $3503.00           | $749922.24         | Equities   |
| TERADYNE INC                   COM       | 2199-01-01      | N/A      | 0.0000% | $2977.00           | $749816.99         | Equities   |
| EATON CORP PLC                 SHS       | 2199-01-01      | N/A      | 0.0000% | $1807.00           | $640346.59         | Equities   |
| BANK AMERICA CORP              COM       | 2199-01-01      | N/A      | 0.0000% | $14129.00          | $749967.32         | Equities   |
| BECTON DICKINSON & CO          COM       | 2199-01-01      | N/A      | 0.0000% | $112.00            | $22522.08          | Equities   |
| BROADCOM INC                   COM       | 2199-01-01      | N/A      | 0.0000% | $2267.00           | $749764.91         | Equities   |
| CLEANSPARK INC                 COM NEW   | 2199-01-01      | N/A      | 0.0000% | $59571.00          | $749998.89         | Equities   |
| CROWDSTRIKE HLDGS INC          CL A      | 2199-01-01      | N/A      | 0.0000% | $1686.00           | $749629.32         | Equities   |
| DATADOG INC                    CL A COM  | 2199-01-01      | N/A      | 0.0000% | $5851.00           | $749981.18         | Equities   |
| DAVITA INC                     COM       | 2199-01-01      | N/A      | 0.0000% | $1817.00           | $194855.08         | Equities   |
| HALOZYME THERAPEUTICS INC      COM       | 2199-01-01      | N/A      | 0.0000% | $10226.00          | $749974.84         | Equities   |
| MICROSOFT CORP                 COM       | 2199-01-01      | N/A      | 0.0000% | $1730.00           | $749955.00         | Equities   |

### Security 121: Wells Fargo Securities LLC

- **C.1 - Title:** Wells Fargo Securities LLC 4.020000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1DBEH1, C.3 - LEI: VYVVCKR63DVZ, C.5 - Other ID: ARP1DBEH1_4.02_0430
- **C.18 - Value (incl. sponsor support):** $30000000.00
- **C.18.a - Value (excl. sponsor support):** $30000000.00
- **C.19 - Percentage of Net Assets:** 0.8400%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-12-08
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible 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   |
|:---|:---|:---|:---|:---|:---|:---|
| GLOBAL E ONLINE LTD            SHS       | 2199-01-01      | N/A      | 0.0000% | $1500.00           | $55230.00          | Equities   |
| AXT INC                        COM       | 2199-01-01      | N/A      | 0.0000% | $45.00             | $737.10            | Equities   |
| AIR LEASE CORP                 CL A      | 2199-01-01      | N/A      | 0.0000% | $38.00             | $2451.38           | Equities   |
| BREAD FINANCIAL HOLDINGS INC   COM       | 2199-01-01      | N/A      | 0.0000% | $212.00            | $15482.36          | Equities   |
| BWX TECHNOLOGIES INC           COM       | 2199-01-01      | N/A      | 0.0000% | $40.00             | $8407.20           | Equities   |
| BABCOCK & WILCOX ENTERPRISES I COM       | 2199-01-01      | N/A      | 0.0000% | $12506.00          | $129937.34         | Equities   |
| COMPASS DIVERSIFIED            7.250% PF | 2199-01-01      | 7.2500%  | 0.0000% | $29086.00          | $534018.96         | Equities   |
| EAGLE MATLS INC                COM       | 2199-01-01      | N/A      | 0.0000% | $81.00             | $17169.57          | Equities   |
| FIGMA INC                      CLASS A C | 2199-01-01      | N/A      | 0.0000% | $9103.00           | $246418.21         | Equities   |
| FORWARD AIR CORP               COM       | 2199-01-01      | N/A      | 0.0000% | $94.00             | $2595.34           | Equities   |
| FOX CORP                       CL A COM  | 2199-01-01      | N/A      | 0.0000% | $14.00             | $1005.76           | Equities   |
| GALAPAGOS NV                   SPON ADR  | 2199-01-01      | N/A      | 0.0000% | $38.00             | $1296.94           | Equities   |
| GIBRALTAR INDS INC             COM       | 2199-01-01      | N/A      | 0.0000% | $24.00             | $1254.24           | Equities   |
| AMERICAN HEALTHCARE REIT INC   COM SHS   | 2199-01-01      | N/A      | 0.0000% | $54.00             | $2549.88           | Equities   |
| GRUPO FINANCIERO GALICIA S.A.  SPONSORED | 2199-01-01      | N/A      | 0.0000% | $45.00             | $2515.05           | Equities   |
| HAEMONETICS CORP MASS          COM       | 2199-01-01      | N/A      | 0.0000% | $96.00             | $6332.16           | Equities   |
| KORNIT DIGITAL LTD             SHS       | 2199-01-01      | N/A      | 0.0000% | $50314.00          | $647038.04         | Equities   |
| KNIFE RIVER CORP               COMMON ST | 2199-01-01      | N/A      | 0.0000% | $152.00            | $10588.32          | Equities   |
| KNIGHT-SWIFT TRANSN HLDGS INC  CL A      | 2199-01-01      | N/A      | 0.0000% | $72.00             | $4019.04           | Equities   |
| TAT TECHNOLOGIES LTD           ORD NEW   | 2199-01-01      | N/A      | 0.0000% | $29492.00          | $1499963.12        | Equities   |
| LIGHTPATH TECHNOLOGIES INC     COM CL A  | 2199-01-01      | N/A      | 0.0000% | $90.00             | $1034.10           | Equities   |
| M & T BK CORP                  FIX TO FL | 2199-01-01      | 5.6250%  | 0.0000% | $21.00             | $526.47            | Equities   |
| MONTE ROSA THERAPEUTICS INC    COM       | 2199-01-01      | N/A      | 0.0000% | $52.00             | $1110.72           | Equities   |
| FERRARI N V                    COM       | 2199-01-01      | N/A      | 0.0000% | $4431.00           | $1499671.95        | Equities   |
| MORGAN STANLEY                 DEP SHS 1 | 2199-01-01      | 7.1250%  | 0.0000% | $58892.00          | $1499979.24        | Equities   |
| FLAGSTAR BANK NATIONAL ASSOCIA COM NEW   | 2199-01-01      | N/A      | 0.0000% | $60556.00          | $819928.24         | Equities   |
| O-I GLASS INC                  COM       | 2199-01-01      | N/A      | 0.0000% | $68.00             | $1038.36           | Equities   |
| ONESTREAM INC                  CL A      | 2199-01-01      | N/A      | 0.0000% | $63451.00          | $1499981.64        | Equities   |
| CANADIAN NAT RES LTD           COM       | 2199-01-01      | N/A      | 0.0000% | $39609.00          | $1499992.83        | Equities   |
| CARPENTER TECHNOLOGY CORP      COM       | 2199-01-01      | N/A      | 0.0000% | $53.00             | $16450.67          | Equities   |
| PDD HOLDINGS INC               SPONSORED | 2199-01-01      | N/A      | 0.0000% | $2641.00           | $271230.70         | Equities   |
| DXC TECHNOLOGY CO              COM       | 2199-01-01      | N/A      | 0.0000% | $300.00            | $4323.00           | Equities   |
| DIAMOND HILL INVT GROUP INC    COM NEW   | 2199-01-01      | N/A      | 0.0000% | $3566.00           | $611283.72         | Equities   |
| ENBRIDGE INC                   COM       | 2199-01-01      | N/A      | 0.0000% | $30463.00          | $1499998.12        | Equities   |
| SAILPOINT INC                  COM       | 2199-01-01      | N/A      | 0.0000% | $58.00             | $930.90            | Equities   |
| SENSIENT TECHNOLOGIES CORP     COM       | 2199-01-01      | N/A      | 0.0000% | $10.00             | $956.00            | Equities   |
| ENERFLEX LTD                   COM       | 2199-01-01      | N/A      | 0.0000% | $25436.00          | $460645.96         | Equities   |
| SHOPIFY INC                    CL A SUB  | 2199-01-01      | N/A      | 0.0000% | $10442.00          | $1499888.88        | Equities   |
| CALIFORNIA BANCORP             COM       | 2199-01-01      | N/A      | 0.0000% | $52686.00          | $952562.88         | Equities   |
| GOLDMAN SACHS GROUP INC        COM       | 2199-01-01      | N/A      | 0.0000% | $1595.00           | $1499491.40        | Equities   |
| TD SYNNEX CORPORATION          COM       | 2199-01-01      | N/A      | 0.0000% | $90.00             | $14558.40          | Equities   |
| GROUP 1 AUTOMOTIVE INC         COM       | 2199-01-01      | N/A      | 0.0000% | $11.00             | $3994.76           | Equities   |
| TAYLOR DEVICES INC             COM       | 2199-01-01      | N/A      | 0.0000% | $2285.00           | $164725.65         | Equities   |
| HASBRO INC                     COM       | 2199-01-01      | N/A      | 0.0000% | $8.00              | $723.68            | Equities   |
| IDEAYA BIOSCIENCES INC         COM       | 2199-01-01      | N/A      | 0.0000% | $51.00             | $1682.49           | Equities   |
| IMMUNOCORE HLDGS PLC           ADS       | 2199-01-01      | N/A      | 0.0000% | $68.00             | $2244.00           | Equities   |
| TORONTO DOMINION BK ONT        COM NEW   | 2199-01-01      | N/A      | 0.0000% | $15801.00          | $1499988.93        | Equities   |
| JUMIA TECHNOLOGIES AG          SPONSORED | 2199-01-01      | N/A      | 0.0000% | $98.00             | $1350.44           | Equities   |
| KB HOME                        COM       | 2199-01-01      | N/A      | 0.0000% | $71.00             | $4102.38           | Equities   |
| TRUPANION INC                  COM       | 2199-01-01      | N/A      | 0.0000% | $70.00             | $2251.90           | Equities   |
| TRUIST FINL CORP               DP SH RP  | 2199-01-01      | 4.7500%  | 0.0000% | $28.00             | $554.96            | Equities   |
| UGI CORP NEW                   COM       | 2199-01-01      | N/A      | 0.0000% | $38.00             | $1542.80           | Equities   |
| LEGEND BIOTECH CORP            SPONSORED | 2199-01-01      | N/A      | 0.0000% | $54.00             | $956.88            | Equities   |
| MARSH & MCLENNAN COS INC       COM       | 2199-01-01      | N/A      | 0.0000% | $7982.00           | $1499977.44        | Equities   |
| WATERBRIDGE INFRASTRUCTURE LLC CL A SHS  | 2199-01-01      | N/A      | 0.0000% | $8221.00           | $185054.71         | Equities   |
| WASTE CONNECTIONS INC          COM       | 2199-01-01      | N/A      | 0.0000% | $8969.00           | $1499885.87        | Equities   |
| AECOM                          COM       | 2199-01-01      | N/A      | 0.0000% | $87.00             | $8487.72           | Equities   |
| APPLIED OPTOELECTRONICS INC    COM       | 2199-01-01      | N/A      | 0.0000% | $57.00             | $2255.49           | Equities   |
| GIGACLOUD TECHNOLOGY INC       CLASS A O | 2199-01-01      | N/A      | 0.0000% | $6931.00           | $282022.39         | Equities   |
| BANK NOVA SCOTIA B C           COM       | 2199-01-01      | N/A      | 0.0000% | $19628.00          | $1499971.76        | Equities   |
| BHP GROUP LTD                  SPONSORED | 2199-01-01      | N/A      | 0.0000% | $48.00             | $3464.16           | Equities   |
| CYBERARK SOFTWARE LTD          SHS       | 2199-01-01      | N/A      | 0.0000% | $3495.00           | $1499879.25        | Equities   |
| BILIBILI INC                   SPONS ADS | 2199-01-01      | N/A      | 0.0000% | $5003.00           | $177306.32         | Equities   |
| BOSTON BEER INC                CL A      | 2199-01-01      | N/A      | 0.0000% | $90.00             | $18876.60          | Equities   |
| P T TELEKOMUNIKASI INDONESIA   SPONSORED | 2199-01-01      | N/A      | 0.0000% | $57.00             | $1188.45           | Equities   |
| RAMACO RES INC                 COM CL B  | 2199-01-01      | N/A      | 0.0000% | $36587.00          | $454776.41         | Equities   |
| REPUBLIC SVCS INC              COM       | 2199-01-01      | N/A      | 0.0000% | $56.00             | $12026.00          | Equities   |
| ROGERS COMMUNICATIONS INC      CL B      | 2199-01-01      | N/A      | 0.0000% | $28.00             | $1079.96           | Equities   |
| SERVICENOW INC                 COM       | 2199-01-01      | N/A      | 0.0000% | $26.00             | $3034.98           | Equities   |
| STANDEX INTL CORP              COM       | 2199-01-01      | N/A      | 0.0000% | $93.00             | $22895.67          | Equities   |
| SYNCHRONY FINANCIAL            COM       | 2199-01-01      | N/A      | 0.0000% | $81.00             | $5942.97           | Equities   |
| TENABLE HLDGS INC              COM       | 2199-01-01      | N/A      | 0.0000% | $3199.00           | $69034.42          | Equities   |
| TESLA INC                      COM       | 2199-01-01      | N/A      | 0.0000% | $34.00             | $14163.04          | Equities   |
| TEVA PHARMACEUTICAL INDS LTD   SPONSORED | 2199-01-01      | N/A      | 0.0000% | $15658.00          | $517810.06         | Equities   |
| TREX CO INC                    COM       | 2199-01-01      | N/A      | 0.0000% | $40.00             | $1671.20           | Equities   |
| IRADIMED CORP                  COM       | 2199-01-01      | N/A      | 0.0000% | $94.00             | $9322.92           | Equities   |
| TRIP COM GROUP LTD             ADS       | 2199-01-01      | N/A      | 0.0000% | $54.00             | $3349.08           | Equities   |
| VIPSHOP HLDGS LTD              SPONSORED | 2199-01-01      | N/A      | 0.0000% | $99.00             | $1732.50           | Equities   |
| WARNER MUSIC GROUP CORP        COM CL A  | 2199-01-01      | N/A      | 0.0000% | $18559.00          | $554357.33         | Equities   |
| LYFT INC                       CL A COM  | 2199-01-01      | N/A      | 0.0000% | $492.00            | $8733.00           | Equities   |
| YPF SOCIEDAD ANONIMA           SPON ADR  | 2199-01-01      | N/A      | 0.0000% | $98.00             | $3897.46           | Equities   |
| MORGAN STANLEY                 COM NEW   | 2199-01-01      | N/A      | 0.0000% | $8223.00           | $1499875.20        | Equities   |
| MURPHY USA INC                 COM       | 2199-01-01      | N/A      | 0.0000% | $196.00            | $82149.48          | Equities   |
| ZAI LAB LTD                    ADR       | 2199-01-01      | N/A      | 0.0000% | $57.00             | $983.25            | Equities   |
| RENAISSANCERE HLDGS LTD        COM       | 2199-01-01      | N/A      | 0.0000% | $90.00             | $25444.80          | Equities   |
| SPORTRADAR GROUP AG            CLASS A O | 2199-01-01      | N/A      | 0.0000% | $81168.00          | $1499984.64        | Equities   |
| PALANTIR TECHNOLOGIES INC      CL A      | 2199-01-01      | N/A      | 0.0000% | $9877.00           | $1499921.22        | Equities   |
| PENNYMAC MTG INVT TR           COM       | 2199-01-01      | N/A      | 0.0000% | $56.00             | $756.56            | Equities   |

### Security 122: Wells Fargo Securities LLC

- **C.1 - Title:** Wells Fargo Securities LLC 4.050000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1DJJH9, C.3 - LEI: VYVVCKR63DVZ, C.5 - Other ID: ARP1DJJH9_4.05_0430
- **C.18 - Value (incl. sponsor support):** $5000000.00
- **C.18.a - Value (excl. sponsor support):** $5000000.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-08-05
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible 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                  |
|:---|:---|:---|:---|:---|:---|:---|
| MORGAN STANLEY                 FR 6.342% | 2033-10-18      | 6.3420%  | 0.0000% | $4732000.00        | $5250622.47        | Corporate Debt Securities |

### Security 123: Mizuho Securities USA LLC

- **C.1 - Title:** Mizuho Securities USA LLC 4.050000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1DKAY8, C.3 - LEI: 7TK5RJIZDFRO, C.5 - Other ID: ARP1DKAY8_4.05_0306
- **C.18 - Value (incl. sponsor support):** $4000000.00
- **C.18.a - Value (excl. sponsor support):** $4000000.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-03-06
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible 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?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2031-12-31      | 4.5000%  | 0.0000% | $3943600.00        | $4080006.30        | U.S. Treasuries (including strips) |

### Security 124: Credit Agricole Corporate and Investment Bank

- **C.1 - Title:** Credit Agricole Corporate and Investment Bank 3.700000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1EL224, C.3 - LEI: 1VUV7VQFKUOQ, C.5 - Other ID: ARP1EL224_3.70_0203
- **C.18 - Value (incl. sponsor support):** $4000000.00
- **C.18.a - Value (excl. sponsor support):** $4000000.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-02-03
- **C.12 - Maturity Date (WAL):** 2026-02-03
- **C.13 - Final Legal Maturity Date:** 2026-02-03
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? 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                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp.         | 2035-12-01      | 5.5000%  | 0.0000% | $1000.00           | $1.46              | Agency Mortgage-Backed Securities |
| M & T BK CORP                  FR 5.385% | 2036-01-16      | 5.3850%  | 0.0000% | $2000.00           | $2036.77           | Corporate Debt Securities         |
| TRUIST FINL CORP               FR 6.047% | 2027-06-08      | 6.0470%  | 0.0000% | $2000.00           | $2030.71           | Corporate Debt Securities         |
| AMERICAN WTR CAP CORP          SR GLBL N | 2049-06-01      | 4.1500%  | 0.0000% | $4619000.00        | $3754098.67        | Corporate Debt Securities         |
| CAPITAL ONE FINL CORP          SR GLBL N | 2028-01-31      | 3.8000%  | 0.0000% | $4000.00           | $4054.48           | Corporate Debt Securities         |
| CENTRAL AMER BK FOR ECONOMIC   FR 5%0125 | 2027-01-25      | 5.0000%  | 0.0000% | $434000.00         | $439617.89         | Corporate Debt Securities         |

### Security 125: RBC Capital Markets LLC

- **C.1 - Title:** RBC Capital Markets LLC 3.730000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1EL232, C.3 - LEI: 549300LCO2FL, C.5 - Other ID: ARP1EL232_3.73_0203
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 2.7900%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-02-03
- **C.12 - Maturity Date (WAL):** 2026-02-03
- **C.13 - Final Legal Maturity Date:** 2026-02-03
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? 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                  |
|:---|:---|:---|:---|:---|:---|:---|
| BAT CAPITAL CORP               SR GLBL N | 2032-10-19      | 7.7500%  | 0.0000% | $5347000.00        | $6358294.45        | Corporate Debt Securities |
| BANK AMERICA CORP              FR 1.734% | 2027-07-22      | 1.7340%  | 0.0000% | $11362000.00       | $11244691.14       | Corporate Debt Securities |
| DOW CHEMICAL CO                SR GLBL N | 2055-03-15      | 5.9500%  | 0.0000% | $1802000.00        | $1700660.02        | Corporate Debt Securities |
| GILEAD SCIENCES INC            SR GLBL N | 2027-10-01      | 1.2000%  | 0.0000% | $16000.00          | $15409.39          | Corporate Debt Securities |
| HF SINCLAIR CORP               SR GLBL N | 2032-09-01      | 5.5000%  | 0.0000% | $175000.00         | $183120.00         | Corporate Debt Securities |
| INTERCONTINENTAL EXCHANGE INC  SR GLBL N | 2050-06-15      | 3.0000%  | 0.0000% | $44001000.00       | $29367587.43       | Corporate Debt Securities |
| JBS NV / JBS USA FOOD CO       SR GLBL N | 2034-03-15      | 6.7500%  | 0.0000% | $2133000.00        | $2408226.32        | Corporate Debt Securities |
| PHILLIPS 66 CO                 SR GLBL N | 2027-12-01      | 4.9500%  | 0.0000% | $7000.00           | $7172.78           | Corporate Debt Securities |
| WELLS FARGO & CO               FR 5.013% | 2051-04-04      | 5.0130%  | 0.0000% | $5726000.00        | $5358923.32        | Corporate Debt Securities |
| BAT CAPITAL CORP               4.39%37   | 2037-08-15      | 4.3900%  | 0.0000% | $15000.00          | $14082.46          | Corporate Debt Securities |
| CITIGROUP INC                  JR SB GLB | 2026-11-20      | 4.3000%  | 0.0000% | $4083000.00        | $4126488.49        | Corporate Debt Securities |
| DEERE & CO                     SR GLBL N | 2030-04-15      | 3.1000%  | 0.0000% | $176000.00         | $171082.85         | Corporate Debt Securities |
| ESSEX PORTFOLIO L P            SR GLBL N | 2036-02-15      | 4.8750%  | 0.0000% | $5000000.00        | $4910000.00        | Corporate Debt Securities |
| HUBBELL INC                    SR GLBL N | 2035-11-15      | 4.8000%  | 0.0000% | $266000.00         | $266477.03         | Corporate Debt Securities |
| INTEL CORP                     SR GLBL N | 2054-02-21      | 5.6000%  | 0.0000% | $16405000.00       | $15850237.58       | Corporate Debt Securities |
| LOCKHEED MARTIN CORP           SR NT 3.8 | 2045-03-01      | 3.8000%  | 0.0000% | $3942000.00        | $3250840.38        | Corporate Debt Securities |
| MCKESSON CORP                  SR GLBL N | 2035-05-30      | 5.2500%  | 0.0000% | $8457000.00        | $8820989.28        | Corporate Debt Securities |
| METLIFE INC                    SR NT 5.7 | 2035-06-15      | 5.7000%  | 0.0000% | $12000.00          | $12883.98          | Corporate Debt Securities |
| ORACLE CORP                    SR GLBL N | 2054-09-27      | 5.3750%  | 0.0000% | $11011000.00       | $9047789.17        | Corporate Debt Securities |
| VERIZON COMMUNICATIONS INC     SR GLBL N | 2031-03-21      | 2.5500%  | 0.0000% | $35000.00          | $32275.51          | Corporate Debt Securities |
| WILLIAMS COS INC               SR GLBL N | 2030-11-15      | 3.5000%  | 0.0000% | $80000.00          | $77415.33          | Corporate Debt Securities |
| ALEXANDRIA REAL ESTATE EQ INC  SR GLBL N | 2030-12-15      | 4.9000%  | 0.0000% | $1611000.00        | $1645773.44        | Corporate Debt Securities |
| AMERICAN TOWER CORP            SR GLBL N | 2027-03-15      | 3.6500%  | 0.0000% | $8000.00           | $8079.02           | Corporate Debt Securities |
| ASSURED GTY US HLDGS INC       JR SB DB  | 2066-12-15      | 6.3648%  | 0.0000% | $141000.00         | $122340.46         | Corporate Debt Securities |

### Security 126: BNP Paribas Prime Brokerage, Inc.

- **C.1 - Title:** BNP Paribas Prime Brokerage, Inc. 3.770000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1EMKJ5, C.3 - LEI: 549300KUN9K9, C.5 - Other ID: ARP1EMKJ5_3.77_0204
- **C.18 - Value (incl. sponsor support):** $55000000.00
- **C.18.a - Value (excl. sponsor support):** $55000000.00
- **C.19 - Percentage of Net Assets:** 1.5300%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **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
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? 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   |
|:---|:---|:---|:---|:---|:---|:---|
| VODAFONE GROUP PLC             SPONSORED | 2199-01-01      | N/A      | 0.0000% | $23936.00          | $352098.56         | Equities   |
| WAFD INC                       4.875% DE | 2199-01-01      | 4.8750%  | 0.0000% | $4000.00           | $66320.00          | Equities   |
| WELLS FARGO & CO               DP PF CL  | 2199-01-01      | 4.7500%  | 0.0000% | $173.00            | $3409.83           | Equities   |
| WW INTL INC                    COM NEW   | 2049-01-01      | N/A      | 0.0000% | $7810.00           | $164244.30         | Equities   |
| A PARADISE ACQUISITION CORP    COM CL A  | 2199-01-01      | N/A      | 0.0000% | $31.00             | $311.86            | Equities   |
| AXIOM INTELLIGENCE AC CORP 1   ORD SHS C | 2199-01-01      | N/A      | 0.0000% | $42067.00          | $426980.05         | Equities   |
| ARMADA ACQUISITION CORP II     COM CL A  | 2199-01-01      | N/A      | 0.0000% | $534.00            | $5468.16           | Equities   |
| BERTO ACQUISITION CORP         ORD SHS   | 2199-01-01      | N/A      | 0.0000% | $9604.00           | $97960.80          | Equities   |
| BEST SPAC I ACQUISITION CORP.  USD CL A  | 2199-01-01      | N/A      | 0.0000% | $6757.00           | $68786.26          | Equities   |
| BLACK HAWK ACQUISITION CORP    USD CL A  | 2199-01-01      | N/A      | 0.0000% | $1886.00           | $21217.50          | Equities   |
| INFLECTION POINT ACQUISITION C SHS CL A  | 2199-01-01      | N/A      | 0.0000% | $1765.00           | $18726.65          | Equities   |
| BLUE ACQUISITION CORP.         ORD SHS C | 2199-01-01      | N/A      | 0.0000% | $2281.00           | $23357.44          | Equities   |
| CAL REDWOOD ACQUISITION CORP   COM CL A  | 2199-01-01      | N/A      | 0.0000% | $32076.00          | $326212.92         | Equities   |
| CANTOR EQUITY PARTNERS III INC SHS CL A  | 2199-01-01      | N/A      | 0.0000% | $459.00            | $4695.57           | Equities   |
| CANTOR EQUITY PARTNERS IV INC  SHS CL A  | 2199-01-01      | N/A      | 0.0000% | $225.00            | $2353.50           | Equities   |
| CARTESIAN GROWTH CORP III      COM CL A  | 2199-01-01      | N/A      | 0.0000% | $8617.00           | $88755.10          | Equities   |
| CAYSON ACQUISITION CORP        SHS       | 2199-01-01      | N/A      | 0.0000% | $10206.00          | $109612.44         | Equities   |
| CENTURION ACQUISITION CORP     SHS CL A  | 2199-01-01      | N/A      | 0.0000% | $40378.00          | $433255.94         | Equities   |
| CHAMPIONSGATE ACQUISITION CORP SHS CL A  | 2199-01-01      | N/A      | 0.0000% | $5758.00           | $59422.56          | Equities   |
| COHEN CIRCLE ACQUISIT CORP II  SHS CL A  | 2199-01-01      | N/A      | 0.0000% | $521.00            | $5381.93           | Equities   |
| DRUGS MADE IN AMER ACQUTN CORP ORD SHS   | 2199-01-01      | N/A      | 0.0000% | $52998.00          | $553829.10         | Equities   |
| DUNE ACQUISITION CORP II       SHS CL A  | 2199-01-01      | N/A      | 0.0000% | $18296.00          | $188448.80         | Equities   |
| DIGITAL ASSET ACQUISITION CORP SHS CL A  | 2199-01-01      | N/A      | 0.0000% | $60746.00          | $620520.39         | Equities   |
| EGH ACQUISITION CORP.          SHS CL A  | 2199-01-01      | N/A      | 0.0000% | $3701.00           | $38083.29          | Equities   |
| DYNAMIX CORP                   SHS CL A  | 2199-01-01      | N/A      | 0.0000% | $214.00            | $2215.97           | Equities   |
| ETORO GROUP LTD                SHS CL A  | 2199-01-01      | N/A      | 0.0000% | $4028.00           | $121726.16         | Equities   |
| EUREKA ACQUISITION CORP        SHS CL A  | 2199-01-01      | N/A      | 0.0000% | $3212.00           | $35845.92          | Equities   |
| FACT II ACQUISITION CORP       ORD SHS C | 2199-01-01      | N/A      | 0.0000% | $34218.00          | $359973.36         | Equities   |
| FIFTH ERA ACQUISITION CORP I   ORD SHS C | 2199-01-01      | N/A      | 0.0000% | $296.00            | $3036.96           | Equities   |
| FIGX CAP ACQUISITION CORP.     USD CL A  | 2199-01-01      | N/A      | 0.0000% | $6990.00           | $70703.85          | Equities   |
| FLAG SHIP ACQUISITION CORP     ORD SHS   | 2199-01-01      | N/A      | 0.0000% | $2428.00           | $26149.56          | Equities   |
| FUTURE VISION II ACQUISITION   SHS       | 2199-01-01      | N/A      | 0.0000% | $5112.00           | $54340.56          | Equities   |
| GESHER ACQUISITION CORP. II    USD CL A  | 2199-01-01      | N/A      | 0.0000% | $2601.00           | $26842.32          | Equities   |
| GLOBA TERRA ACQUISITION COR    CL A ORD  | 2199-01-01      | N/A      | 0.0000% | $7086.00           | $72064.62          | Equities   |
| GORES HLDGS X INC              SHS CL A  | 2199-01-01      | N/A      | 0.0000% | $124520.00         | $1291272.40        | Equities   |
| GP-ACT III ACQUISITION CORP    CL A      | 2199-01-01      | N/A      | 0.0000% | $19388.00          | $208033.24         | Equities   |
| INDIGO ACQUISITION CORP        ORD SHS   | 2199-01-01      | N/A      | 0.0000% | $640.00            | $6483.20           | Equities   |
| KOCHAV DEFENSE ACQUI CO        SHS CL A  | 2199-01-01      | N/A      | 0.0000% | $363.00            | $3695.34           | Equities   |
| LAKESHORE ACQUISITION III CORP USD ORD S | 2199-01-01      | N/A      | 0.0000% | $10368.00          | $106064.64         | Equities   |
| LIGHTWAVE ACQUISITION CORP     USD CL A  | 2199-01-01      | N/A      | 0.0000% | $38907.00          | $392571.63         | Equities   |
| LIVE OAK ACQUISITION CORP V    CL A SHS  | 2199-01-01      | N/A      | 0.0000% | $47426.00          | $488962.06         | Equities   |
| LAUNCH ONE ACQUISITION CORP    SHS CLASS | 2199-01-01      | N/A      | 0.0000% | $8612.00           | $91631.68          | Equities   |
| LAUNCH TWO ACQUISITION CORP.   ORD SHS C | 2199-01-01      | N/A      | 0.0000% | $3064.00           | $32263.92          | Equities   |
| MELAR ACQUISITION CORP. I      SHS CL A  | 2199-01-01      | N/A      | 0.0000% | $17622.00          | $188731.62         | Equities   |
| NEWBURY STR II ACQUISITION COR ORD SHS C | 2199-01-01      | N/A      | 0.0000% | $13918.00          | $146139.00         | Equities   |
| NEW PROVIDENCE ACQUISITION COR USD CL A  | 2199-01-01      | N/A      | 0.0000% | $82780.00          | $865051.00         | Equities   |
| NEWHOLD INVT CORP III          ORD SHS C | 2199-01-01      | N/A      | 0.0000% | $32494.00          | $335663.02         | Equities   |
| OAKTREE ACQUISITION CORP III L SHS CL A  | 2199-01-01      | N/A      | 0.0000% | $72858.00          | $773751.96         | Equities   |
| OXLEY BRIDGE ACQ LTD           USD CL A  | 2199-01-01      | N/A      | 0.0000% | $19657.00          | $198928.84         | Equities   |
| PELICAN ACQUISITION CORP       SHS       | 2199-01-01      | N/A      | 0.0000% | $26963.00          | $286077.43         | Equities   |
| PERIMETER ACQUISITION CORP I   COM CL A  | 2199-01-01      | N/A      | 0.0000% | $2601.00           | $26972.37          | Equities   |
| PLUM ACQUISITION CORP IV       SHS CL A  | 2199-01-01      | N/A      | 0.0000% | $14484.00          | $152806.20         | Equities   |
| QUARTZSEA ACQUISITION CORP     ORD SHS   | 2199-01-01      | N/A      | 0.0000% | $8304.00           | $85282.08          | Equities   |
| RANGE CAP ACQUISITION CORP     ORD SHS   | 2199-01-01      | N/A      | 0.0000% | $34121.00          | $357076.27         | Equities   |
| REAL ASSET ACQUISITION CORP    SHS CL A  | 2199-01-01      | N/A      | 0.0000% | $64148.00          | $663931.80         | Equities   |
| RENATUS TACTICAL ACQUIS        SHS CL A  | 2199-01-01      | N/A      | 0.0000% | $18830.00          | $202045.90         | Equities   |
| REPUBLIC DIGITAL ACQUISITION   USD CL A  | 2199-01-01      | N/A      | 0.0000% | $724.00            | $7435.48           | Equities   |
| RF ACQUISITION CORP II         SHS       | 2199-01-01      | N/A      | 0.0000% | $758.00            | $8231.88           | Equities   |
| ROMAN DBDR ACQUISITION CORP II ORD SHS C | 2199-01-01      | N/A      | 0.0000% | $70400.00          | $739904.00         | Equities   |
| PANTAGES CAPITAL ACQUISITION C ORD SHS C | 2199-01-01      | N/A      | 0.0000% | $9462.00           | $98594.04          | Equities   |
| SIDDHI ACQUISITION CORP        CL A SHS  | 2199-01-01      | N/A      | 0.0000% | $163422.00         | $1678343.94        | Equities   |
| SIZZLE ACQUISITION CORP. II    USD CL A  | 2199-01-01      | N/A      | 0.0000% | $21828.00          | $224391.84         | Equities   |
| SPARK I ACQUISITION CORP       ORD SHS   | 2199-01-01      | N/A      | 0.0000% | $21534.00          | $241180.80         | Equities   |
| SIM ACQUISITION CORP. I        SHS CL A  | 2199-01-01      | N/A      | 0.0000% | $5616.00           | $59698.08          | Equities   |
| TAVIA ACQUISITION CORP         SHS       | 2199-01-01      | N/A      | 0.0000% | $28838.00          | $302510.62         | Equities   |
| TEXAS VENTURES ACQUISITION III USD CL A  | 2199-01-01      | N/A      | 0.0000% | $12907.00          | $135910.71         | Equities   |
| THAYER VENTURES ACQ CORP II    CL A      | 2199-01-01      | N/A      | 0.0000% | $32900.00          | $333935.00         | Equities   |
| TITAN ACQUISITION CORP         CL A      | 2199-01-01      | N/A      | 0.0000% | $106485.00         | $1099990.05        | Equities   |
| TRANSLATIONAL DEV ACQUISITION  COM CL A  | 2199-01-01      | N/A      | 0.0000% | $12216.00          | $128268.00         | Equities   |
| VOYAGER ACQUISITION CORP       CL A      | 2199-01-01      | N/A      | 0.0000% | $14982.00          | $159857.94         | Equities   |
| VINE HILL CAP INVT CORP.       ORD SHS C | 2199-01-01      | N/A      | 0.0000% | $1111.00           | $11843.26          | Equities   |
| UY SCUTI ACQUISITION CORP.     ORD SHS   | 2199-01-01      | N/A      | 0.0000% | $8354.00           | $85962.66          | Equities   |
| WILLOW LANE ACQUISITION CORP.  ORD SHS C | 2199-01-01      | N/A      | 0.0000% | $1095.00           | $12800.55          | Equities   |
| WINTERGREEN ACQUISITION CORP   SHS       | 2199-01-01      | N/A      | 0.0000% | $5428.00           | $55365.60          | Equities   |
| CHARLTON ARIA ACQUISITION CORP ORD SHS C | 2199-01-01      | N/A      | 0.0000% | $8718.00           | $91626.18          | Equities   |
| PROCAP ACQUISITION CORP        SHS CL A  | 2199-01-01      | N/A      | 0.0000% | $1066.00           | $10883.86          | Equities   |
| ALLSTATE CORP                  7.375% DE | 2199-01-01      | 7.3750%  | 0.0000% | $903.00            | $23983.68          | Equities   |
| AMTECH SYS INC                 COM PAR $ | 2199-01-01      | N/A      | 0.0000% | $16637.00          | $289317.43         | Equities   |
| ASCENDIS PHARMA A/S            SPONSORED | 2199-01-01      | N/A      | 0.0000% | $3344.00           | $748888.80         | Equities   |
| ATHENE HOLDING LTD             7.75%DP R | 2199-01-01      | 7.7500%  | 0.0000% | $30056.00          | $770936.40         | Equities   |
| ATHENE HOLDING LTD             6.35%DEP  | 2199-01-01      | 6.3500%  | 0.0000% | $42703.00          | $1052628.95        | Equities   |
| ATLANTIC UN BANKSHARES CORP    6.875% DE | 2199-01-01      | 6.8750%  | 0.0000% | $2400.00           | $59454.24          | Equities   |
| AVALO THERAPEUTICS INC         COM NEW   | 2199-01-01      | N/A      | 0.0000% | $17176.00          | $261934.00         | Equities   |
| BP PLC                         SPONSORED | 2199-01-01      | N/A      | 0.0000% | $72342.00          | $2751889.68        | Equities   |
| BANK AMERICA CORP              5.375 DP  | 2199-01-01      | 5.3750%  | 0.0000% | $5382.00           | $121633.20         | Equities   |
| BIONTECH SE                    SPONSORED | 2199-01-01      | N/A      | 0.0000% | $23055.00          | $2692132.35        | Equities   |
| BRITISH AMERN TOB PLC          SPONSORED | 2199-01-01      | N/A      | 0.0000% | $45608.00          | $2746513.76        | Equities   |
| CO2 ENERGY TRANSITION CORP     COM       | 2199-01-01      | N/A      | 0.0000% | $8668.00           | $90060.52          | Equities   |
| CANADIAN PACIFIC KANSAS CITY   COM       | 2199-01-01      | N/A      | 0.0000% | $36287.00          | $2752006.08        | Equities   |
| CEMEX SAB DE CV                SPON ADR  | 2199-01-01      | N/A      | 0.0000% | $110.00            | $1417.90           | Equities   |
| CHATHAM LODGING TR             6.625% RE | 2199-01-01      | 6.6250%  | 0.0000% | $10242.00          | $210370.68         | Equities   |
| COMPANIA DE MINAS BUENAVENTURA SPONSORED | 2199-01-01      | N/A      | 0.0000% | $5756.00           | $221778.68         | Equities   |
| CULLEN FROST BANKERS INC       4.450% DE | 2199-01-01      | 4.4500%  | 0.0000% | $806.00            | $14201.72          | Equities   |
| DUKE ENERGY CORP NEW           DP REP PF | 2199-01-01      | 5.7500%  | 0.0000% | $2178.00           | $54798.48          | Equities   |
| FOMENTO ECONOMICO MEXICANO S A SPON ADR  | 2199-01-01      | N/A      | 0.0000% | $5857.00           | $621720.55         | Equities   |
| GRUPO AEROPORTUARIO DEL CENTRO SPON ADR  | 2199-01-01      | N/A      | 0.0000% | $15039.00          | $1779865.65        | Equities   |
| IB ACQUISITION CORP            COM SHS   | 2199-01-01      | N/A      | 0.0000% | $161.00            | $1693.72           | Equities   |
| ICICI BK LTD HONG KONG BRANCH  ADR       | 2199-01-01      | N/A      | 0.0000% | $46980.00          | $1398594.60        | Equities   |
| INTERCONTINENTAL HOTELS GROUP  SPONSORED | 2199-01-01      | N/A      | 0.0000% | $1.00              | $137.32            | Equities   |
| INTERGROUP CORP                COM       | 2199-01-01      | N/A      | 0.0000% | $377.00            | $11656.84          | Equities   |
| KT CORP                        SPONSORED | 2199-01-01      | N/A      | 0.0000% | $302.00            | $6366.16           | Equities   |
| KANZHUN LIMITED                SPONSORED | 2199-01-01      | N/A      | 0.0000% | $140480.00         | $2655072.00        | Equities   |
| LEGEND BIOTECH CORP            SPONSORED | 2199-01-01      | N/A      | 0.0000% | $18396.00          | $325977.12         | Equities   |
| LYELL IMMUNOPHARMA INC         COM NEW   | 2199-01-01      | N/A      | 0.0000% | $1666.00           | $41333.46          | Equities   |
| MFA FINL INC                   6.50 PFD  | 2199-01-01      | 9.2703%  | 0.0000% | $256.00            | $5990.40           | Equities   |
| MORGAN STANLEY                 COM NEW   | 2199-01-01      | N/A      | 0.0000% | $15011.00          | $2738006.40        | Equities   |
| OAK WOODS ACQUISITION CORP     CL A      | 2199-01-01      | N/A      | 0.0000% | $12.00             | $146.40            | Equities   |
| PEBBLEBROOK HOTEL TR           6.375% RE | 2199-01-01      | 6.3750%  | 0.0000% | $5204.00           | $104236.12         | Equities   |
| QUETTA ACQUISITION CORP        COM       | 2199-01-01      | N/A      | 0.0000% | $986.00            | $11378.44          | Equities   |
| REGIONS FINANCIAL CORP NEW     DEP SH PF | 2199-01-01      | 4.4500%  | 0.0000% | $1090.00           | $18949.65          | Equities   |
| SANOFI SA                      SPONSORED | 2199-01-01      | N/A      | 0.0000% | $3.00              | $138.60            | Equities   |
| SAP SE                         SPON ADR  | 2199-01-01      | N/A      | 0.0000% | $600.00            | $120126.00         | Equities   |
| SEA LTD                        SPONSORD  | 2199-01-01      | N/A      | 0.0000% | $21650.00          | $2639135.00        | Equities   |
| SERITAGE GROWTH PPTYS          7% CUM PF | 2199-01-01      | 7.0000%  | 0.0000% | $9274.00           | $223689.81         | Equities   |
| SHINHAN FINANCIAL GROUP CO LTD SPN ADR R | 2199-01-01      | N/A      | 0.0000% | $2293.00           | $136708.66         | Equities   |
| SIBANYE STILLWATER LTD         SPONSORED | 2199-01-01      | N/A      | 0.0000% | $124699.00         | $2492733.01        | Equities   |
| STIFEL FINL CORP               4.50% DEP | 2199-01-01      | 4.5000%  | 0.0000% | $2255.00           | $39191.90          | Equities   |
| STMICROELECTRONICS N V         NY REGIST | 2199-01-01      | N/A      | 0.0000% | $11110.00          | $317968.20         | Equities   |
| SUMMIT HOTEL PPTYS             5.875% RE | 2199-01-01      | 5.8750%  | 0.0000% | $4817.00           | $88536.46          | Equities   |
| SURROZEN INC                   COM NEW   | 2199-01-01      | N/A      | 0.0000% | $6555.00           | $144734.40         | Equities   |
| SYNCHRONY FINANCIAL            5.625 DPS | 2199-01-01      | 5.6250%  | 0.0000% | $3100.00           | $61256.00          | Equities   |
| TAIWAN SEMICONDUCTOR MFG LTD   SPONSORED | 2199-01-01      | N/A      | 0.0000% | $7910.00           | $2685840.50        | Equities   |
| TAL EDUCATION GROUP            SPONSORED | 2199-01-01      | N/A      | 0.0000% | $216694.00         | $2752013.80        | Equities   |
| TEXAS CAP BANCSHARES INC       5.75% DEP | 2199-01-01      | 5.7500%  | 0.0000% | $4587.00           | $96602.22          | Equities   |
| QFIN HOLDINGS INC              AMERICAN  | 2199-01-01      | N/A      | 0.0000% | $141420.00         | $2248578.00        | Equities   |
| TIM S A                        SPONSORED | 2199-01-01      | N/A      | 0.0000% | $50846.00          | $1224371.68        | Equities   |
| VALE S A                       SPONSORED | 2199-01-01      | N/A      | 0.0000% | $64529.00          | $1093121.26        | Equities   |

### Security 127: Societe Generale SA

- **C.1 - Title:** Societe Generale SA 3.730000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1EMKO4, C.3 - LEI: O2RNE8IBXP4R, C.5 - Other ID: ARP1EMKO4_3.73_0204
- **C.18 - Value (incl. sponsor support):** $163000000.00
- **C.18.a - Value (excl. sponsor support):** $163000000.00
- **C.19 - Percentage of Net Assets:** 4.5400%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **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
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| ABN AMRO BANK N.V.             FR 2.47%1 | 2029-12-13      | 2.4700%  | 0.0000% | $600000.00         | $574178.83         | Corporate Debt Securities          |
| AFLAC INC                      SR GLBL N | 2026-10-15      | 2.8750%  | 0.0000% | $2000.00           | $2003.01           | Corporate Debt Securities          |
| AIA GROUP LTD HONG KONG        FR 3.2%09 | 2040-09-16      | 3.2000%  | 0.0000% | $8337000.00        | $6658687.79        | Corporate Debt Securities          |
| ADOBE INC                      SR GLBL N | 2030-02-01      | 2.3000%  | 0.0000% | $733000.00         | $694302.08         | Corporate Debt Securities          |
| ALIBABA GROUP HLDG LTD         SR GLBL N | 2061-02-09      | 3.2500%  | 0.0000% | $732000.00         | $489808.65         | Corporate Debt Securities          |
| CARDINAL HEALTH INC            SR GLBL D | 2026-10-15      | 7.0000%  | 0.0000% | $776000.00         | $805640.61         | Corporate Debt Securities          |
| AMERICAN ELEC PWR CO INC       JR SB GLB | 2056-03-15      | 6.0500%  | 0.0000% | $85000.00          | $86142.99          | Corporate Debt Securities          |
| AMERICAN EXPRESS CO            SR GLBL F | 2029-07-20      | 4.4678%  | 0.0000% | $70000.00          | $70270.85          | Corporate Debt Securities          |
| AMERICAN HONDA FIN CORP MTN    FR 5.125% | 2028-07-07      | 5.1250%  | 0.0000% | $14000.00          | $14406.34          | Corporate Debt Securities          |
| ANGLO AMERICAN CAPITAL PLC     SR GLBL 1 | 2027-04-10      | 4.7500%  | 0.0000% | $7212000.00        | $7369538.13        | Corporate Debt Securities          |
| APPLE INC                      SR GLBL N | 2029-08-08      | 3.2500%  | 0.0000% | $129000.00         | $128666.89         | Corporate Debt Securities          |
| AVANGRID INC                   3.8%29    | 2029-06-01      | 3.8000%  | 0.0000% | $57000.00          | $56590.61          | Corporate Debt Securities          |
| AVNET INC                      SR GLBL N | 2028-03-15      | 6.2500%  | 0.0000% | $1624000.00        | $1722653.94        | Corporate Debt Securities          |
| BP CAP MKTS P L C              PERP SUB  | 2199-01-01      | 6.4500%  | 0.0000% | $4821000.00        | $5251109.53        | Corporate Debt Securities          |
| BANK AMERICA CORP              FR 4.125% | 2037-09-15      | 4.1250%  | 0.0000% | $12000.00          | $11305.18          | Corporate Debt Securities          |
| BANK AMERICA CORP              FR 1.922% | 2031-10-24      | 1.9220%  | 0.0000% | $577000.00         | $518674.15         | Corporate Debt Securities          |
| BANK NEW YORK MELLON CORP      FR 3.85%0 | 2028-04-28      | 3.8500%  | 0.0000% | $15000.00          | $15185.68          | Corporate Debt Securities          |
| BANK NEW YORK MELLON CORP      FR 4.543% | 2029-02-01      | 4.5430%  | 0.0000% | $21000.00          | $21712.50          | Corporate Debt Securities          |
| BACARDI LTD                    5.3%48    | 2048-05-15      | 5.3000%  | 0.0000% | $402000.00         | $365306.11         | Corporate Debt Securities          |
| BARCLAYS PLC                   GLBL NT 5 | 2030-03-12      | 5.6900%  | 0.0000% | $5822000.00        | $6187805.96        | Corporate Debt Securities          |
| BARCLAYS BANK PLC              FR 4.7%02 | 2027-02-24      | 4.7000%  | 0.0000% | $10670000.00       | $11187251.96       | Corporate Debt Securities          |
| BARCLAYS BANK PLC              FR 4.4%06 | 2027-06-15      | 4.4000%  | 0.0000% | $15630000.00       | $16125575.20       | Corporate Debt Securities          |
| BAYER US FIN II LLC            SR GLBL 1 | 2042-07-15      | 3.6000%  | 0.0000% | $10000.00          | $7231.90           | Corporate Debt Securities          |
| BLACKSTONE PRIVATE CREDIT FUND SR GLBL N | 2028-11-27      | 7.3000%  | 0.0000% | $2590000.00        | $2772685.65        | Corporate Debt Securities          |
| BLACKSTONE SECD LENDING FD     SR GLBL N | 2028-04-13      | 5.3500%  | 0.0000% | $30000.00          | $30740.44          | Corporate Debt Securities          |
| BNP PARIBAS                    SNR NPF R | 2028-01-20      | 2.5910%  | 0.0000% | $200000.00         | $197415.94         | Corporate Debt Securities          |
| BOSTON PPTYS LTD PARTNERSHIP   4.5%28    | 2028-12-01      | 4.5000%  | 0.0000% | $15000.00          | $15202.27          | Corporate Debt Securities          |
| BROADCOM INC                   SR GLBL N | 2032-04-15      | 5.2000%  | 0.0000% | $2000.00           | $2100.65           | Corporate Debt Securities          |
| CVS HEALTH CORP                4.78%38   | 2038-03-25      | 4.7800%  | 0.0000% | $36000.00          | $34404.74          | Corporate Debt Securities          |
| CATERPILLAR FINL SVCS MTNS BE  VR 111524 | 2027-11-15      | 4.3445%  | 0.0000% | $39000.00          | $39557.15          | Corporate Debt Securities          |
| CENTRAL AMER BK FOR ECONOMIC   SR REGS B | 2029-01-22      | 3.7500%  | 0.0000% | $4740000.00        | $4726459.40        | Corporate Debt Securities          |
| CITIGROUP INC                  SR GLBL N | 2032-11-03      | 2.5200%  | 0.0000% | $147000.00         | $132488.16         | Corporate Debt Securities          |
| CITIZENS FINL GROUP INC        SR GLBL N | 2030-01-23      | 5.8410%  | 0.0000% | $13000.00          | $13567.39          | Corporate Debt Securities          |
| COMCAST CORP NEW               GLBL 144A | 2037-01-15      | 5.1680%  | 0.0000% | $1000.00           | $986.51            | Corporate Debt Securities          |
| COMMONWEALTH EDISON CO         1M GLBL 1 | 2047-08-15      | 3.7500%  | 0.0000% | $3000.00           | $2364.26           | Corporate Debt Securities          |
| CREDIT AGRICOLE S A            FR 5.261% | 2037-01-12      | 5.2610%  | 0.0000% | $72000.00          | $72230.44          | Corporate Debt Securities          |
| JOHN DEERE CAPITAL CORPORATION FR 4.95%0 | 2028-07-14      | 4.9500%  | 0.0000% | $1000.00           | $1029.08           | Corporate Debt Securities          |
| DELL INTL LLC/EMC CORP         SR GLBL N | 2035-04-01      | 5.5000%  | 0.0000% | $130000.00         | $136052.87         | Corporate Debt Securities          |
| DEUTSCHE BK AG N Y             LW TIER I | 2033-01-07      | 3.7420%  | 0.0000% | $497000.00         | $464009.50         | Corporate Debt Securities          |
| DIAMONDBACK ENERGY INC         SR GLBL N | 2026-12-01      | 3.2500%  | 0.0000% | $13000.00          | $12989.94          | Corporate Debt Securities          |
| DOMINION ENERGY INC            SR GLBL - | 2027-03-15      | 3.6000%  | 0.0000% | $232000.00         | $234180.80         | Corporate Debt Securities          |
| DOW CHEMICAL CO                SR GLBL N | 2034-02-15      | 5.1500%  | 0.0000% | $4000.00           | $4066.42           | Corporate Debt Securities          |
| ENTERGY MISSISSIPPI LLC        1M GLBL B | 2051-06-01      | 3.5000%  | 0.0000% | $2000.00           | $1422.33           | Corporate Debt Securities          |
| FLORIDA PWR & LT CO            1ST MTG 5 | 2038-02-01      | 5.9500%  | 0.0000% | $932000.00         | $1037982.12        | Corporate Debt Securities          |
| FLORIDA PWR & LT CO            1M GLBL B | 2044-10-01      | 4.0500%  | 0.0000% | $751000.00         | $635479.30         | Corporate Debt Securities          |
| FREEPORT MCMORAN INC           SR GLBL N | 2043-03-15      | 5.4500%  | 0.0000% | $2015000.00        | $2013423.26        | Corporate Debt Securities          |
| GATX CORP                      SR GLBL N | 2051-06-01      | 3.1000%  | 0.0000% | $1000.00           | $644.51            | Corporate Debt Securities          |
| GC TREAS CTR CO LTD            FR 2.98%0 | 2031-03-18      | 2.9800%  | 0.0000% | $1784000.00        | $1642344.45        | Corporate Debt Securities          |
| GENERAL MTRS CO                SR GLBL N | 2030-04-15      | 5.6250%  | 0.0000% | $247000.00         | $261312.72         | Corporate Debt Securities          |
| GENERAL MTRS FINL CO INC       SR GLBL N | 2031-02-08      | 5.7500%  | 0.0000% | $1217000.00        | $1312318.14        | Corporate Debt Securities          |
| GENUINE PARTS CO               SR GLBL N | 2032-02-01      | 2.7500%  | 0.0000% | $17000.00          | $15301.76          | Corporate Debt Securities          |
| GOLDMAN SACHS GROUP INC        SR GLBL F | 2031-01-28      | 4.7363%  | 0.0000% | $5000.00           | $5027.12           | Corporate Debt Securities          |
| GOLDMAN SACHS GROUP INC        SR GLBL F | 2028-04-23      | 4.9469%  | 0.0000% | $16000.00          | $16152.01          | Corporate Debt Securities          |
| GOLDMAN SACHS GROUP INC        SR GLBL N | 2031-10-21      | 4.3690%  | 0.0000% | $2000.00           | $2014.45           | Corporate Debt Securities          |
| GOLDMAN SACHS GROUP INC        SR NT FXD | 2028-06-05      | 3.6910%  | 0.0000% | $681000.00         | $681387.51         | Corporate Debt Securities          |
| GOLDMAN SACHS GROUP INC        SR GLBL F | 2027-09-10      | 4.5095%  | 0.0000% | $50000.00          | $50432.65          | Corporate Debt Securities          |
| GOLDMAN SACHS GROUP INC        SR GLBL N | 2028-02-24      | 2.6400%  | 0.0000% | $2000.00           | $1993.68           | Corporate Debt Securities          |
| GOLDMAN SACHS GROUP INC        FR 4.4%07 | 2045-07-15      | 4.4000%  | 0.0000% | $16000.00          | $14585.17          | Corporate Debt Securities          |
| GOLDMAN SACHS GROUP INC        FR 5.55%0 | 2040-07-20      | 5.5500%  | 0.0000% | $4000.00           | $4139.09           | Corporate Debt Securities          |
| HA SUSTAINABLE INFRA CAP INC   SR GLBL N | 2031-01-15      | 6.1500%  | 0.0000% | $82000.00          | $84366.72          | Corporate Debt Securities          |
| HSBC HLDGS PLC                 SR GLBL N | 2032-05-24      | 2.8040%  | 0.0000% | $242000.00         | $222645.00         | Corporate Debt Securities          |
| HEWLETT PACKARD ENTERPRISE CO  SR GLBL F | 2028-09-15      | 4.6394%  | 0.0000% | $847000.00         | $855329.36         | Corporate Debt Securities          |
| HOME DEPOT INC                 SR GLBL N | 2029-06-25      | 4.7500%  | 0.0000% | $1941000.00        | $1997498.74        | Corporate Debt Securities          |
| HUNT J B TRANS SVCS INC        3.875%26  | 2026-03-01      | 3.8750%  | 0.0000% | $1313000.00        | $1333743.03        | Corporate Debt Securities          |
| HUNTINGTON BANCSHARES INC      GLBL NT 2 | 2030-02-04      | 2.5500%  | 0.0000% | $208000.00         | $196590.51         | Corporate Debt Securities          |
| HYUNDAI CAP AMER               FR 4.85%0 | 2027-03-25      | 4.8500%  | 0.0000% | $100000.00         | $102561.03         | Corporate Debt Securities          |
| HYUNDAI CAP AMER               VR 092624 | 2027-09-24      | 4.7050%  | 0.0000% | $10000.00          | $10093.41          | Corporate Debt Securities          |
| ILFC E-CAPITAL TR I            SUB GLBL  | 2065-12-21      | 6.3500%  | 0.0000% | $3737000.00        | $3241660.65        | Corporate Debt Securities          |
| ILFC E-CAPITAL TRUST II        JR SB -2  | 2065-12-21      | 6.6000%  | 0.0000% | $3324000.00        | $2931279.45        | Corporate Debt Securities          |
| ING GROEP N.V.                 GLBL NT 5 | 2035-03-19      | 5.5500%  | 0.0000% | $320000.00         | $339262.67         | Corporate Debt Securities          |
| INTESA SANPAOLO S P A          FR 4.95%0 | 2042-06-01      | 4.9500%  | 0.0000% | $6545000.00        | $5809685.61        | Corporate Debt Securities          |
| INTESA SANPAOLO S P A          FR 7.778% | 2054-06-20      | 7.7780%  | 0.0000% | $200000.00         | $244616.44         | Corporate Debt Securities          |
| JPMORGAN CHASE & CO            SR GLBL N | 2031-11-19      | 1.7640%  | 0.0000% | $1741000.00        | $1553492.56        | Corporate Debt Securities          |
| JPMORGAN CHASE & CO            SR GLBL F | 2028-10-22      | 4.5169%  | 0.0000% | $12000.00          | $12059.90          | Corporate Debt Securities          |
| JEFFERIES FINANCIAL GROUP INC  SR GLBL N | 2036-02-15      | 5.5000%  | 0.0000% | $1000.00           | $993.23            | Corporate Debt Securities          |
| JPMORGAN CHASE & CO            FR 1.05%0 | 2027-06-23      | 1.0500%  | 0.0000% | $49000.00          | $47244.78          | Corporate Debt Securities          |
| JPMORGAN CHASE & CO            FR 5.5%03 | 2035-03-22      | 5.5000%  | 0.0000% | $1000.00           | $1058.29           | Corporate Debt Securities          |
| LLOYDS BANKING GROUP PLC       PERP SUB  | 2199-01-01      | 6.6570%  | 0.0000% | $1413.00           | $1517.65           | Corporate Debt Securities          |
| MARSH & MCLENNAN COS INC       SR GLBL N | 2029-03-15      | 4.3750%  | 0.0000% | $15000.00          | $15391.14          | Corporate Debt Securities          |
| MARRIOTT INTL INC NEW          CR SEN SR | 2032-10-15      | 3.5000%  | 0.0000% | $17000.00          | $16054.77          | Corporate Debt Securities          |
| MARRIOTT INTL INC NEW          SR GLBL Q | 2035-03-15      | 5.3500%  | 0.0000% | $14000.00          | $14663.36          | Corporate Debt Securities          |
| RTX CORPORATION                SR GLBL N | 2047-05-04      | 4.0500%  | 0.0000% | $3000.00           | $2477.83           | Corporate Debt Securities          |
| VERIZON COMMUNICATIONS INC     SR NT 5.2 | 2035-04-02      | 5.2500%  | 0.0000% | $8775000.00        | $9042008.62        | Corporate Debt Securities          |
| WALMART INC                    SR GLBL F | 2027-04-28      | 4.0863%  | 0.0000% | $245000.00         | $246016.07         | Corporate Debt Securities          |
| WELLS FARGO & CO               FR 5.244% | 2031-01-24      | 5.2440%  | 0.0000% | $67000.00          | $69291.67          | Corporate Debt Securities          |
| WILLIAMS COS INC               SR GLBL N | 2031-03-15      | 2.6000%  | 0.0000% | $868000.00         | $802344.48         | Corporate Debt Securities          |
| XCEL ENERGY INC                SR NT 6.5 | 2036-07-01      | 6.5000%  | 0.0000% | $3258000.00        | $3571015.97        | Corporate Debt Securities          |
| BPCE                           FR 5.936% | 2035-05-30      | 5.9360%  | 0.0000% | $3442000.00        | $3630151.19        | Corporate Debt Securities          |
| CREDIT AGRICOLE S A            FR 7.125% | 2199-01-01      | 7.1250%  | 0.0000% | $947000.00         | $997231.64         | Corporate Debt Securities          |
| ENN ENERGY HLDGS LTD           GLBL REGS | 2027-05-17      | 4.6250%  | 0.0000% | $1717000.00        | $1739078.00        | Corporate Debt Securities          |
| MERCK & CO INC                 3.9%39    | 2039-03-07      | 3.9000%  | 0.0000% | $209000.00         | $189437.95         | Corporate Debt Securities          |
| MICRON TECHNOLOGY INC          SR GLBL N | 2035-11-01      | 6.0500%  | 0.0000% | $2505000.00        | $2736153.75        | Corporate Debt Securities          |
| MITSUBISHI UFJ FINANCIAL GROUP SR GLBL N | 2032-07-20      | 2.3090%  | 0.0000% | $3881000.00        | $3474004.92        | Corporate Debt Securities          |
| MITSUBISHI UFJ FINANCIAL GROUP SR GLBL F | 2031-09-12      | 4.8369%  | 0.0000% | $2534000.00        | $2570916.29        | Corporate Debt Securities          |
| MORGAN STANLEY                 FR 1.928% | 2032-04-28      | 1.9280%  | 0.0000% | $1000.00           | $883.61            | Corporate Debt Securities          |
| MORGAN STANLEY                 FXD/FLTG  | 2029-01-24      | 3.7720%  | 0.0000% | $961000.00         | $955857.37         | Corporate Debt Securities          |
| MORGAN STANLEY                 FR 2.239% | 2032-07-21      | 2.2390%  | 0.0000% | $1000.00           | $887.43            | Corporate Debt Securities          |
| MORGAN STANLEY                 FR 4.994% | 2029-04-12      | 4.9940%  | 0.0000% | $19000.00          | $19624.95          | Corporate Debt Securities          |
| MORGAN STANLEY                 FR 4.356% | 2031-10-22      | 4.3560%  | 0.0000% | $1855000.00        | $1867461.89        | Corporate Debt Securities          |
| MORGAN STANLEY FIN LLC         FR 4.25%0 | 2027-06-17      | 4.2500%  | 0.0000% | $1000.00           | $1009.66           | Corporate Debt Securities          |
| NATIONAL RURAL UTILS COOP FIN  FR 5.05%0 | 2028-09-15      | 5.0500%  | 0.0000% | $6000.00           | $6268.66           | Corporate Debt Securities          |
| NATWEST GROUP PLC              ALT TIER  | 2199-01-01      | 4.6000%  | 0.0000% | $1900000.00        | $1771091.33        | Corporate Debt Securities          |
| NATWEST GROUP PLC              ALT TIER  | 2199-01-01      | 8.1250%  | 0.0000% | $615000.00         | $699052.56         | Corporate Debt Securities          |
| NOMURA HLDGS INC               SR GLBL N | 2033-07-12      | 6.0870%  | 0.0000% | $285000.00         | $307632.85         | Corporate Debt Securities          |
| NOVARTIS CAPITAL CORP          SR GLBL N | 2029-09-18      | 3.8000%  | 0.0000% | $8000.00           | $8077.55           | Corporate Debt Securities          |
| ORACLE CORP                    SR GLBL N | 2030-09-26      | 4.4500%  | 0.0000% | $1000.00           | $990.09            | Corporate Debt Securities          |
| ORIX CORP                      GLBL NT 4 | 2029-09-10      | 4.6500%  | 0.0000% | $3100000.00        | $3209285.33        | Corporate Debt Securities          |
| BLUE OWL CAPITAL CORPORATION   SR GLBL N | 2027-04-13      | 3.1250%  | 0.0000% | $2000.00           | $1977.98           | Corporate Debt Securities          |
| PT PERTAMINA PERSERO           FR 6.5%11 | 2048-11-07      | 6.5000%  | 0.0000% | $209000.00         | $222584.19         | Corporate Debt Securities          |
| PACIFIC GAS & ELEC CO          SR NT 4.6 | 2043-06-15      | 4.6000%  | 0.0000% | $113000.00         | $95742.64          | Corporate Debt Securities          |
| PEPSICO INC                    SR GLBL N | 2030-02-07      | 4.6000%  | 0.0000% | $323000.00         | $337184.72         | Corporate Debt Securities          |
| PERUSAHAAN LISTRIK NEGARA PT   FR 5.25%1 | 2042-10-24      | 5.2500%  | 0.0000% | $755000.00         | $701825.35         | Corporate Debt Securities          |
| PHILIP MORRIS INTL INC         SR GLBL N | 2030-04-30      | 4.3750%  | 0.0000% | $4000.00           | $4064.71           | Corporate Debt Securities          |
| PROGRESS ENERGY INC            SR GLBL N | 2039-12-01      | 6.0000%  | 0.0000% | $8000.00           | $8551.31           | Corporate Debt Securities          |
| PUBLIC SVC ENTERPRISE GROUP    SR GLBL N | 2035-03-15      | 5.4000%  | 0.0000% | $136000.00         | $142760.56         | Corporate Debt Securities          |
| ROYAL BK CDA                   VR 012122 | 2027-01-21      | 4.3675%  | 0.0000% | $114000.00         | $114559.74         | Corporate Debt Securities          |
| LEIDOS INC                     SR NT 5.5 | 2033-07-01      | 5.5000%  | 0.0000% | $1000.00           | $1022.97           | Corporate Debt Securities          |
| STRYKER CORPORATION            SR GLBL N | 2026-03-15      | 3.5000%  | 0.0000% | $20000.00          | $20249.90          | Corporate Debt Securities          |
| SUMITOMO MITSUI FIN GRP INC    SR GLBL N | 2032-01-15      | 5.4540%  | 0.0000% | $200000.00         | $209626.50         | Corporate Debt Securities          |
| SYNGENTA FIN N V               SR NT 4.3 | 2042-03-28      | 4.3750%  | 0.0000% | $19000.00          | $14347.97          | Corporate Debt Securities          |
| T MOBILE USA INC               SR GLBL N | 2052-10-15      | 3.4000%  | 0.0000% | $1014000.00        | $693846.40         | Corporate Debt Securities          |
| TAMPA ELEC CO                  SR GLBL N | 2044-05-15      | 4.3500%  | 0.0000% | $19000.00          | $16497.75          | Corporate Debt Securities          |
| TENCENT HLDGS LTD              FR 3.24%0 | 2050-06-03      | 3.2400%  | 0.0000% | $200000.00         | $145080.00         | Corporate Debt Securities          |
| TEXAS NEW MEXICO PWR CO        1M GLBL 1 | 2043-04-01      | 6.9500%  | 0.0000% | $14000.00          | $15619.85          | Corporate Debt Securities          |
| THAIOIL TREAS CTR CO LTD       FR 5.375% | 2048-11-20      | 5.3750%  | 0.0000% | $166000.00         | $160328.01         | Corporate Debt Securities          |
| TORONTO DOMINION BK ONT        LW TIER I | 2034-09-10      | 5.1460%  | 0.0000% | $97000.00          | $100472.82         | Corporate Debt Securities          |
| TOYOTA MTR CR CORP             VR 080924 | 2026-08-07      | 4.5794%  | 0.0000% | $14000.00          | $14193.70          | Corporate Debt Securities          |
| MCDONALDS CORP                 FR 5.2%05 | 2034-05-17      | 5.2000%  | 0.0000% | $2324000.00        | $2435887.69        | Corporate Debt Securities          |
| LLOYDS BANKING GROUP PLC       PERP SUB  | 2199-01-01      | 6.4130%  | 0.0000% | $232000.00         | $246998.46         | Corporate Debt Securities          |
| SINOPEC GRP OVSEAS DEV 2015    GLBL REGS | 2045-04-28      | 4.1000%  | 0.0000% | $461000.00         | $414355.00         | Corporate Debt Securities          |
| STANDARD CHARTERED PLC         SR GLBL R | 2034-07-06      | 6.2960%  | 0.0000% | $456000.00         | $493947.10         | Corporate Debt Securities          |
| STANDARD CHARTERED PLC         SR 278 RE | 2030-02-08      | 7.0180%  | 0.0000% | $1523000.00        | $1689220.90        | Corporate Debt Securities          |
| UBS GROUP AG                   SR 87 REG | 2034-09-22      | 6.3010%  | 0.0000% | $4787000.00        | $5318517.63        | Corporate Debt Securities          |
| NIPPON LIFE INSURANCE COMPANY  LW TIER I | 2050-01-23      | 3.4000%  | 0.0000% | $200000.00         | $189422.22         | Corporate Debt Securities          |
| NTT FINANCE CORP               GLBL REGS | 2028-04-03      | 1.5910%  | 0.0000% | $5254000.00        | $5021409.36        | Corporate Debt Securities          |
| DT MIDSTREAM INC               SR GLBL R | 2031-06-15      | 4.3750%  | 0.0000% | $65000.00          | $64090.57          | Corporate Debt Securities          |
| LIBERTY MUT GROUP INC          SR REGS N | 2052-06-15      | 5.5000%  | 0.0000% | $4000.00           | $3773.10           | Corporate Debt Securities          |
| ADANI PORTS & SPL ECONOMIC     GLBL REGS | 2027-08-04      | 4.2000%  | 0.0000% | $2115000.00        | $2086722.45        | Corporate Debt Securities          |
| LENOVO GROUP LTD               SR GLBL R | 2030-11-02      | 3.4210%  | 0.0000% | $3890000.00        | $3733398.11        | Corporate Debt Securities          |
| LENOVO GROUP LTD               GLBL B RE | 2028-01-27      | 5.8310%  | 0.0000% | $10134000.00       | $10451963.54       | Corporate Debt Securities          |
| MISC CAP TWO LABUAN LTD        FR 3.75%0 | 2027-04-06      | 3.7500%  | 0.0000% | $1828000.00        | $1839159.94        | Corporate Debt Securities          |
| RELIANCE INDS LTD              SR REGS N | 2040-10-19      | 6.2500%  | 0.0000% | $1995000.00        | $2237920.62        | Corporate Debt Securities          |
| U.S. Treasury Note                       | 2028-12-15      | 3.5000%  | 0.0000% | $119600.00         | $119796.51         | U.S. Treasuries (including strips) |

### Security 128: BNP Paribas Prime Brokerage, Inc.

- **C.1 - Title:** BNP Paribas Prime Brokerage, Inc. 3.770000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1EQCP1, C.3 - LEI: 549300KUN9K9, C.5 - Other ID: ARP1EQCP1_3.77_0206
- **C.18 - Value (incl. sponsor support):** $70000000.00
- **C.18.a - Value (excl. sponsor support):** $70000000.00
- **C.19 - Percentage of Net Assets:** 1.9500%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **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
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? 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   |
|:---|:---|:---|:---|:---|:---|:---|
| AGNC INVT CORP                 6.12 DP S | 2199-01-01      | 8.6222%  | 0.0000% | $4078.00           | $102194.68         | Equities   |
| ALIBABA GROUP HLDG LTD         SPONSORED | 2199-01-01      | N/A      | 0.0000% | $3824.00           | $666332.00         | Equities   |
| ALPHABET INC                   CAP STK C | 2199-01-01      | N/A      | 0.0000% | $10342.00          | $3502421.72        | Equities   |
| AMARIN CORP PLC                SPONSORED | 2199-01-01      | N/A      | 0.0000% | $3.00              | $46.26             | Equities   |
| AMERICA MOVIL SAB DE CV        SPON ADS  | 2199-01-01      | N/A      | 0.0000% | $38652.00          | $831018.00         | Equities   |
| AMTECH SYS INC                 COM PAR $ | 2199-01-01      | N/A      | 0.0000% | $9.00              | $156.51            | Equities   |
| ATHENE HOLDING LTD             7.75%DP R | 2199-01-01      | 7.7500%  | 0.0000% | $7778.00           | $199505.70         | Equities   |
| ATHENE HOLDING LTD             6.35%DEP  | 2199-01-01      | 6.3500%  | 0.0000% | $67943.00          | $1674794.95        | Equities   |
| BP PLC                         SPONSORED | 2199-01-01      | N/A      | 0.0000% | $65765.00          | $2501700.60        | Equities   |
| BARCLAYS PLC                   ADR       | 2199-01-01      | N/A      | 0.0000% | $7877.00           | $211733.76         | Equities   |
| BIONTECH SE                    SPONSORED | 2199-01-01      | N/A      | 0.0000% | $15183.00          | $1772918.91        | Equities   |
| BRITISH AMERN TOB PLC          SPONSORED | 2199-01-01      | N/A      | 0.0000% | $36578.00          | $2202727.16        | Equities   |
| CO2 ENERGY TRANSITION CORP     COM       | 2199-01-01      | N/A      | 0.0000% | $8672.00           | $90102.08          | Equities   |
| CEMENTOS PACASMAYO S A A       SPONSORED | 2199-01-01      | N/A      | 0.0000% | $1.00              | $11.04             | Equities   |
| CEMEX SAB DE CV                SPON ADR  | 2199-01-01      | N/A      | 0.0000% | $61498.00          | $792709.22         | Equities   |
| CENTRAL PLAINS BANCSHARES INC  COM       | 2199-01-01      | N/A      | 0.0000% | $3.00              | $52.95             | Equities   |
| COMPANIA DE MINAS BUENAVENTURA SPONSORED | 2199-01-01      | N/A      | 0.0000% | $63920.00          | $2462837.60        | Equities   |
| EMBRAER S.A.                   SPONSORED | 2199-01-01      | N/A      | 0.0000% | $18655.00          | $1395020.90        | Equities   |
| FG MERGER II CORP              COM       | 2199-01-01      | N/A      | 0.0000% | $156.00            | $1570.92           | Equities   |
| FOMENTO ECONOMICO MEXICANO S A SPON ADR  | 2199-01-01      | N/A      | 0.0000% | $8024.00           | $851747.60         | Equities   |
| GREEN BRICK PARTNERS INC       5.75% DEP | 2199-01-01      | 5.7500%  | 0.0000% | $1933.00           | $43202.55          | Equities   |
| GRUPO AEROPUERTO DEL PACIFICO  SPON ADS  | 2199-01-01      | N/A      | 0.0000% | $3716.00           | $1034980.32        | Equities   |
| IRSA INVERSIONES Y REP S A     SPON GDS  | 2199-01-01      | N/A      | 0.0000% | $6461.00           | $118817.79         | Equities   |
| KANZHUN LIMITED                SPONSORED | 2199-01-01      | N/A      | 0.0000% | $129763.00         | $2452520.70        | Equities   |
| MERCHANTS BANCORP IND          6% FXD PF | 2199-01-01      | 6.0000%  | 0.0000% | $1498.00           | $30094.82          | Equities   |
| STRATEGY INC                   SER A PFD | 2199-01-01      | 10.0000% | 0.0000% | $185.00            | $13257.10          | Equities   |
| MORGAN STANLEY                 COM NEW   | 2199-01-01      | N/A      | 0.0000% | $13716.00          | $2501798.40        | Equities   |
| NSTS BANCORP INC               COM       | 2199-01-01      | N/A      | 0.0000% | $31.00             | $394.94            | Equities   |
| NATWEST GROUP PLC              SPONS ADR | 2199-01-01      | N/A      | 0.0000% | $6496.00           | $119006.72         | Equities   |
| NOVO-NORDISK A S               ADR       | 2199-01-01      | N/A      | 0.0000% | $9351.00           | $554794.83         | Equities   |
| PENUMBRA INC                   COM       | 2199-01-01      | N/A      | 0.0000% | $9811.00           | $3502527.00        | Equities   |
| PUBLIC STORAGE OPER CO         3.950% DE | 2199-01-01      | 3.9500%  | 0.0000% | $2711.00           | $43159.12          | Equities   |
| QUETTA ACQUISITION CORP        COM       | 2199-01-01      | N/A      | 0.0000% | $608.00            | $7016.32           | Equities   |
| SAP SE                         SPON ADR  | 2199-01-01      | N/A      | 0.0000% | $17494.00          | $3502473.74        | Equities   |
| SEA LTD                        SPONSORD  | 2199-01-01      | N/A      | 0.0000% | $19682.00          | $2399235.80        | Equities   |
| SUMMIT HOTEL PPTYS             5.875% RE | 2199-01-01      | 5.8750%  | 0.0000% | $6442.00           | $118403.96         | Equities   |
| TAIWAN SEMICONDUCTOR MFG LTD   SPONSORED | 2199-01-01      | N/A      | 0.0000% | $2743.00           | $931385.65         | Equities   |
| TAL EDUCATION GROUP            SPONSORED | 2199-01-01      | N/A      | 0.0000% | $32527.00          | $413092.90         | Equities   |
| TARGA RES CORP                 COM       | 2199-01-01      | N/A      | 0.0000% | $8428.00           | $1698410.56        | Equities   |
| TEXAS INSTRS INC               COM       | 2199-01-01      | N/A      | 0.0000% | $2.00              | $437.94            | Equities   |
| VODAFONE GROUP PLC             SPONSORED | 2199-01-01      | N/A      | 0.0000% | $126101.00         | $1854945.71        | Equities   |
| WINCHESTER BANCORP INC         COM       | 2199-01-01      | N/A      | 0.0000% | $62.00             | $695.02            | Equities   |
| WOORI FINL GROUP INC           SPONSORED | 2199-01-01      | N/A      | 0.0000% | $6706.00           | $427641.62         | Equities   |
| ALDEL FINL II INC              CL A      | 2199-01-01      | N/A      | 0.0000% | $601.00            | $6334.54           | Equities   |
| AON PLC                        SHS CL A  | 2199-01-01      | N/A      | 0.0000% | $10213.00          | $3502548.35        | Equities   |
| AXIOM INTELLIGENCE AC CORP 1   ORD SHS C | 2199-01-01      | N/A      | 0.0000% | $921.00            | $9348.15           | Equities   |
| ARMADA ACQUISITION CORP II     COM CL A  | 2199-01-01      | N/A      | 0.0000% | $1336.00           | $13680.64          | Equities   |
| BEST SPAC I ACQUISITION CORP.  USD CL A  | 2199-01-01      | N/A      | 0.0000% | $1088.00           | $11075.84          | Equities   |
| BLACK HAWK ACQUISITION CORP    USD CL A  | 2199-01-01      | N/A      | 0.0000% | $788.00            | $8865.00           | Equities   |
| INFLECTION POINT ACQUISITION C SHS CL A  | 2199-01-01      | N/A      | 0.0000% | $67298.00          | $714031.78         | Equities   |
| BLUE ACQUISITION CORP.         ORD SHS C | 2199-01-01      | N/A      | 0.0000% | $1429.00           | $14632.96          | Equities   |
| CAL REDWOOD ACQUISITION CORP   COM CL A  | 2199-01-01      | N/A      | 0.0000% | $32077.00          | $326223.09         | Equities   |
| CARTESIAN GROWTH CORP III      COM CL A  | 2199-01-01      | N/A      | 0.0000% | $420.00            | $4326.00           | Equities   |
| CAYSON ACQUISITION CORP        SHS       | 2199-01-01      | N/A      | 0.0000% | $10206.00          | $109612.44         | Equities   |
| CHAMPIONSGATE ACQUISITION CORP SHS CL A  | 2199-01-01      | N/A      | 0.0000% | $5758.00           | $59422.56          | Equities   |
| CRANE HBR ACQUISITION CORP     CL A      | 2199-01-01      | N/A      | 0.0000% | $105198.00         | $1118254.74        | Equities   |
| DRUGS MADE IN AMER ACQUTN CORP ORD SHS   | 2199-01-01      | N/A      | 0.0000% | $52998.00          | $553829.10         | Equities   |
| DUNE ACQUISITION CORP II       SHS CL A  | 2199-01-01      | N/A      | 0.0000% | $18296.00          | $188448.80         | Equities   |
| DIGITAL ASSET ACQUISITION CORP SHS CL A  | 2199-01-01      | N/A      | 0.0000% | $60746.00          | $620520.39         | Equities   |
| ETORO GROUP LTD                SHS CL A  | 2199-01-01      | N/A      | 0.0000% | $1173.00           | $35448.06          | Equities   |
| EUREKA ACQUISITION CORP        SHS CL A  | 2199-01-01      | N/A      | 0.0000% | $15.00             | $167.40            | Equities   |
| FACT II ACQUISITION CORP       ORD SHS C | 2199-01-01      | N/A      | 0.0000% | $34218.00          | $359973.36         | Equities   |
| FIFTH ERA ACQUISITION CORP I   ORD SHS C | 2199-01-01      | N/A      | 0.0000% | $1243.00           | $12753.18          | Equities   |
| FUTURE VISION II ACQUISITION   SHS       | 2199-01-01      | N/A      | 0.0000% | $5112.00           | $54340.56          | Equities   |
| GESHER ACQUISITION CORP. II    USD CL A  | 2199-01-01      | N/A      | 0.0000% | $404.00            | $4169.28           | Equities   |
| GLOBA TERRA ACQUISITION COR    CL A ORD  | 2199-01-01      | N/A      | 0.0000% | $36205.00          | $368204.85         | Equities   |
| GORES HLDGS X INC              SHS CL A  | 2199-01-01      | N/A      | 0.0000% | $124520.00         | $1291272.40        | Equities   |
| GP-ACT III ACQUISITION CORP    CL A      | 2199-01-01      | N/A      | 0.0000% | $19388.00          | $208033.24         | Equities   |
| INDIGO ACQUISITION CORP        ORD SHS   | 2199-01-01      | N/A      | 0.0000% | $38342.00          | $388404.46         | Equities   |
| LAKESHORE ACQUISITION III CORP USD ORD S | 2199-01-01      | N/A      | 0.0000% | $10368.00          | $106064.64         | Equities   |
| LIGHTWAVE ACQUISITION CORP     USD CL A  | 2199-01-01      | N/A      | 0.0000% | $2.00              | $20.18             | Equities   |
| MELAR ACQUISITION CORP. I      SHS CL A  | 2199-01-01      | N/A      | 0.0000% | $17315.00          | $185443.65         | Equities   |
| MOUNTAIN LAKE ACQUISITION CORP SHS CL A  | 2199-01-01      | N/A      | 0.0000% | $79472.00          | $830482.40         | Equities   |
| M3BRIGADE ACQUISITION V CORP   CL A      | 2199-01-01      | N/A      | 0.0000% | $96.00             | $1029.12           | Equities   |
| NEWBURY STR II ACQUISITION COR ORD SHS C | 2199-01-01      | N/A      | 0.0000% | $13962.00          | $146601.00         | Equities   |
| NEW PROVIDENCE ACQUISITION COR USD CL A  | 2199-01-01      | N/A      | 0.0000% | $84737.00          | $885501.65         | Equities   |
| NEWHOLD INVT CORP III          ORD SHS C | 2199-01-01      | N/A      | 0.0000% | $18937.00          | $195619.21         | Equities   |
| OAKTREE ACQUISITION CORP III L SHS CL A  | 2199-01-01      | N/A      | 0.0000% | $72858.00          | $773751.96         | Equities   |
| OXLEY BRIDGE ACQ LTD           USD CL A  | 2199-01-01      | N/A      | 0.0000% | $4932.00           | $49911.84          | Equities   |
| PELICAN ACQUISITION CORP       SHS       | 2199-01-01      | N/A      | 0.0000% | $2811.00           | $29824.71          | Equities   |
| PIONEER ACQUISITION I CORP     CL A ORD  | 2199-01-01      | N/A      | 0.0000% | $1889.00           | $19116.68          | Equities   |
| PLUM ACQUISITION CORP IV       SHS CL A  | 2199-01-01      | N/A      | 0.0000% | $14484.00          | $152806.20         | Equities   |
| PROCAP ACQUISITION CORP        SHS CL A  | 2199-01-01      | N/A      | 0.0000% | $171.00            | $1745.91           | Equities   |
| QUARTZSEA ACQUISITION CORP     ORD SHS   | 2199-01-01      | N/A      | 0.0000% | $8304.00           | $85282.08          | Equities   |
| RANGE CAP ACQUISITION CORP     ORD SHS   | 2199-01-01      | N/A      | 0.0000% | $25664.00          | $268573.76         | Equities   |
| REAL ASSET ACQUISITION CORP    SHS CL A  | 2199-01-01      | N/A      | 0.0000% | $64148.00          | $663931.80         | Equities   |
| REPUBLIC DIGITAL ACQUISITION   USD CL A  | 2199-01-01      | N/A      | 0.0000% | $126.00            | $1294.02           | Equities   |
| ROMAN DBDR ACQUISITION CORP II ORD SHS C | 2199-01-01      | N/A      | 0.0000% | $53941.00          | $566919.91         | Equities   |
| PANTAGES CAPITAL ACQUISITION C ORD SHS C | 2199-01-01      | N/A      | 0.0000% | $9462.00           | $98594.04          | Equities   |
| SIDDHI ACQUISITION CORP        CL A SHS  | 2199-01-01      | N/A      | 0.0000% | $158481.00         | $1627599.87        | Equities   |
| SILVER PEGASUS ACQUISITION COR SHS CL A  | 2199-01-01      | N/A      | 0.0000% | $39.00             | $395.07            | Equities   |
| SIZZLE ACQUISITION CORP. II    USD CL A  | 2199-01-01      | N/A      | 0.0000% | $23218.00          | $238681.04         | Equities   |
| SPARK I ACQUISITION CORP       ORD SHS   | 2199-01-01      | N/A      | 0.0000% | $21534.00          | $241180.80         | Equities   |
| SIM ACQUISITION CORP. I        SHS CL A  | 2199-01-01      | N/A      | 0.0000% | $10855.00          | $115388.65         | Equities   |
| TAVIA ACQUISITION CORP         SHS       | 2199-01-01      | N/A      | 0.0000% | $6965.00           | $73062.85          | Equities   |
| TEXAS VENTURES ACQUISITION III USD CL A  | 2199-01-01      | N/A      | 0.0000% | $35949.00          | $378542.97         | Equities   |
| THAYER VENTURES ACQ CORP II    CL A      | 2199-01-01      | N/A      | 0.0000% | $7324.00           | $74338.60          | Equities   |
| TITAN ACQUISITION CORP         CL A      | 2199-01-01      | N/A      | 0.0000% | $134930.00         | $1393826.90        | Equities   |
| TRANSLATIONAL DEV ACQUISITION  COM CL A  | 2199-01-01      | N/A      | 0.0000% | $12216.00          | $128268.00         | Equities   |
| VOYAGER ACQUISITION CORP       CL A      | 2199-01-01      | N/A      | 0.0000% | $18.00             | $192.06            | Equities   |
| VINE HILL CAP INVT CORP.       ORD SHS C | 2199-01-01      | N/A      | 0.0000% | $24.00             | $255.84            | Equities   |
| UY SCUTI ACQUISITION CORP.     ORD SHS   | 2199-01-01      | N/A      | 0.0000% | $5.00              | $51.45             | Equities   |
| WINTERGREEN ACQUISITION CORP   SHS       | 2199-01-01      | N/A      | 0.0000% | $5428.00           | $55365.60          | Equities   |
| CRESUD S A C I F Y A           SPONSORED | 2199-01-01      | N/A      | 0.0000% | $1486.00           | $20417.64          | Equities   |
| EMPRESA DIST Y COMERCIAL NORTE SPON ADR  | 2199-01-01      | N/A      | 0.0000% | $698.00            | $21603.10          | Equities   |
| EQUITABLE HLDGS INC            4.300% DE | 2199-01-01      | 4.3000%  | 0.0000% | $1962.00           | $32785.02          | Equities   |
| IB ACQUISITION CORP            COM SHS   | 2199-01-01      | N/A      | 0.0000% | $11326.00          | $119149.52         | Equities   |
| INTERCONTINENTAL HOTELS GROUP  SPONSORED | 2199-01-01      | N/A      | 0.0000% | $14407.00          | $1978369.24        | Equities   |
| KT CORP                        SPONSORED | 2199-01-01      | N/A      | 0.0000% | $96374.00          | $2031563.92        | Equities   |
| METLIFE INC                    4.75%  DP | 2199-01-01      | 4.7500%  | 0.0000% | $4774.00           | $95981.27          | Equities   |
| SERITAGE GROWTH PPTYS          7% CUM PF | 2199-01-01      | 7.0000%  | 0.0000% | $9274.00           | $223689.81         | Equities   |
| STMICROELECTRONICS N V         NY REGIST | 2199-01-01      | N/A      | 0.0000% | $2750.00           | $78705.00          | Equities   |
| QFIN HOLDINGS INC              AMERICAN  | 2199-01-01      | N/A      | 0.0000% | $35343.00          | $561953.70         | Equities   |
| TIM S A                        SPONSORED | 2199-01-01      | N/A      | 0.0000% | $26323.00          | $633857.84         | Equities   |
| TWIN DISC INC                  COM       | 2199-01-01      | N/A      | 0.0000% | $1363.00           | $23034.70          | Equities   |
| VALE S A                       SPONSORED | 2199-01-01      | N/A      | 0.0000% | $23506.00          | $398191.64         | Equities   |
| CENTURION ACQUISITION CORP     SHS CL A  | 2199-01-01      | N/A      | 0.0000% | $40378.00          | $433255.94         | Equities   |
| LIVE OAK ACQUISITION CORP V    CL A SHS  | 2199-01-01      | N/A      | 0.0000% | $7857.00           | $81005.67          | Equities   |
| ASCENDIS PHARMA A/S            SPONSORED | 2199-01-01      | N/A      | 0.0000% | $11171.00          | $2501745.45        | Equities   |
| ASTRAZENECA PLC                SPONSORED | 2199-01-01      | N/A      | 0.0000% | $3372.00           | $312213.48         | Equities   |
| ATHENE HOLDING LTD             4.875% DE | 2199-01-01      | 4.8750%  | 0.0000% | $1899.00           | $32264.01          | Equities   |
| ATLANTIC UN BANKSHARES CORP    6.875% DE | 2199-01-01      | 6.8750%  | 0.0000% | $1798.00           | $44541.13          | Equities   |
| CARNIVAL PLC                   ADS       | 2199-01-01      | N/A      | 0.0000% | $16.00             | $495.04            | Equities   |
| YORKVILLE ACQUISITION CORP.    SHS CL A  | 2199-01-01      | N/A      | 0.0000% | $277.00            | $2814.32           | Equities   |
| CHARLTON ARIA ACQUISITION CORP ORD SHS C | 2199-01-01      | N/A      | 0.0000% | $2122.00           | $22302.22          | Equities   |
| MONDAY COM LTD                 SHS       | 2199-01-01      | N/A      | 0.0000% | $30306.00          | $3502464.42        | Equities   |

### Security 129: Credit Agricole Corporate and Investment Bank

- **C.1 - Title:** Credit Agricole Corporate and Investment Bank 3.700000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1EQCQ9, C.3 - LEI: 1VUV7VQFKUOQ, C.5 - Other ID: ARP1EQCQ9_3.70_0206
- **C.18 - Value (incl. sponsor support):** $120000000.00
- **C.18.a - Value (excl. sponsor support):** $120000000.00
- **C.19 - Percentage of Net Assets:** 3.3400%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **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
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? 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                          |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2052-09-20      | 5.0000%  | 0.0000% | $908040.00         | $665319.18         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 6.5000%  | 0.0000% | $170295.00         | $176561.86         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $272414.00         | $282392.02         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2035-12-01      | 5.5000%  | 0.0000% | $2273.00           | $3.32              | Agency Mortgage-Backed Securities |
| FIRST CTZNS BANCSHARES INC DEL SR GLBL N | 2031-03-12      | 5.2310%  | 0.0000% | $1408000.00        | $1456424.17        | Corporate Debt Securities         |
| FISERV INC                     SR GLBL N | 2031-02-15      | 4.5500%  | 0.0000% | $500000.00         | $507779.86         | Corporate Debt Securities         |
| GA GLOBAL FUNDING TRUST        FR 5.5%04 | 2032-04-01      | 5.5000%  | 0.0000% | $200000.00         | $208078.11         | Corporate Debt Securities         |
| CADENCE DESIGN SYSTEM INC      SR GLBL N | 2034-09-10      | 4.7000%  | 0.0000% | $1826000.00        | $1854810.22        | Corporate Debt Securities         |
| CANADIAN IMPERIAL BANK OF COMM SR GLBL N | 2032-04-07      | 3.6000%  | 0.0000% | $150000.00         | $144645.00         | Corporate Debt Securities         |
| CANADIAN IMPERIAL BANK OF COMM SR GLBL N | 2030-09-11      | 4.6310%  | 0.0000% | $15000.00          | $15462.91          | Corporate Debt Securities         |
| CANADIAN IMPERIAL BANK OF COMM SR GLBL F | 2028-09-08      | 4.5017%  | 0.0000% | $2000.00           | $2017.48           | Corporate Debt Securities         |
| CAPITAL ONE FINL CORP          SR GLBL N | 2029-06-08      | 6.3120%  | 0.0000% | $637000.00         | $672243.51         | Corporate Debt Securities         |
| CAPITAL ONE FINL CORP          SR GLBL N | 2027-10-29      | 7.1490%  | 0.0000% | $117000.00         | $121621.63         | Corporate Debt Securities         |
| CITIGROUP INC                  JR SB NT6 | 2043-09-13      | 6.6750%  | 0.0000% | $3000000.00        | $3417786.25        | Corporate Debt Securities         |
| CITIGROUP INC                  SR GLBL N | 2026-05-01      | 3.4000%  | 0.0000% | $13000.00          | $13097.31          | Corporate Debt Securities         |
| CITIGROUP INC                  SR GLBL N | 2048-04-24      | 4.2810%  | 0.0000% | $1000.00           | $857.16            | Corporate Debt Securities         |
| CITIGROUP INC                  SR NT FXD | 2028-07-24      | 3.6680%  | 0.0000% | $27000.00          | $26875.84          | Corporate Debt Securities         |
| CITIGROUP INC                  SR GLBL N | 2030-03-20      | 3.9800%  | 0.0000% | $9000.00           | $9057.26           | Corporate Debt Securities         |
| CITIGROUP INC                  SR GLBL N | 2032-05-01      | 2.5610%  | 0.0000% | $1000.00           | $913.46            | Corporate Debt Securities         |
| CITIGROUP INC                  SR GLBL F | 2028-02-24      | 5.0390%  | 0.0000% | $2606000.00        | $2647945.32        | Corporate Debt Securities         |
| CITIGROUP INC                  SR GLBL N | 2031-05-07      | 4.9520%  | 0.0000% | $106000.00         | $109343.99         | Corporate Debt Securities         |
| COLGATE PALMOLIVE CO           FR 4%0815 | 2045-08-15      | 4.0000%  | 0.0000% | $1000.00           | $873.19            | Corporate Debt Securities         |
| COMCAST CORP NEW               SR GLBL N | 2045-08-15      | 4.6000%  | 0.0000% | $818000.00         | $714084.01         | Corporate Debt Securities         |
| COMCAST CORP NEW               SR GLBL N | 2056-11-01      | 2.9370%  | 0.0000% | $4981000.00        | $2853171.18        | Corporate Debt Securities         |
| ENBRIDGE INC                   GLBL NT 5 | 2027-04-05      | 5.2500%  | 0.0000% | $19000.00          | $19578.00          | Corporate Debt Securities         |
| EQUINIX INC                    SR GLBL N | 2029-11-18      | 3.2000%  | 0.0000% | $3000.00           | $2902.41           | Corporate Debt Securities         |
| EQUINIX INC                    SR GLBL N | 2050-07-15      | 3.0000%  | 0.0000% | $2517000.00        | $1613699.04        | Corporate Debt Securities         |
| AES CORP                       GLBL NT 2 | 2031-01-15      | 2.4500%  | 0.0000% | $2925000.00        | $2659646.44        | Corporate Debt Securities         |
| ALTRIA GROUP INC               4.4%26    | 2026-02-14      | 4.4000%  | 0.0000% | $292000.00         | $297854.28         | Corporate Debt Securities         |
| ANHEUSER-BUSCH INBEV WLDW INC  SR GLBL N | 2033-08-15      | 6.6250%  | 0.0000% | $2000.00           | $2306.17           | Corporate Debt Securities         |
| AON CORP / AON GLOBAL HLDGS    SR GLBL N | 2052-02-28      | 3.9000%  | 0.0000% | $509000.00         | $392019.92         | Corporate Debt Securities         |
| ASTRAZENECA PLC                SR GLBL N | 2030-08-06      | 1.3750%  | 0.0000% | $276000.00         | $247063.01         | Corporate Debt Securities         |
| BANK AMERICA CORP              FR 1.734% | 2027-07-22      | 1.7340%  | 0.0000% | $10000.00          | $9896.75           | Corporate Debt Securities         |
| BANK AMERICA CORP              FR 2.299% | 2032-07-21      | 2.2990%  | 0.0000% | $516000.00         | $461987.57         | Corporate Debt Securities         |
| BANK NEW YORK MELLON CORP      FR 4.543% | 2029-02-01      | 4.5430%  | 0.0000% | $7000.00           | $7237.50           | Corporate Debt Securities         |
| BANK NOVA SCOTIA B C           VR 091525 | 2028-09-15      | 4.4394%  | 0.0000% | $2000.00           | $2013.04           | Corporate Debt Securities         |
| BANK NOVA SCOTIA B C           FR 4.043% | 2028-09-15      | 4.0430%  | 0.0000% | $648000.00         | $657928.17         | Corporate Debt Securities         |
| BANQUE FED DU CRED MUTUEL      SNR PREF  | 2028-02-16      | 5.1940%  | 0.0000% | $1875000.00        | $1962340.42        | Corporate Debt Securities         |
| FIFTH THIRD BANCORP            SR GLBL N | 2028-03-14      | 3.9500%  | 0.0000% | $3000.00           | $3040.84           | Corporate Debt Securities         |
| BP CAP MKTS AMER INC           GLBL NT 4 | 2034-04-10      | 4.9890%  | 0.0000% | $133000.00         | $137615.65         | Corporate Debt Securities         |
| BROOKFIELD CORP                SR DEB 7. | 2033-03-01      | 7.3750%  | 0.0000% | $104000.00         | $121055.41         | Corporate Debt Securities         |
| BRISTOL-MYERS SQUIBB CO        SR GLBL N | 2033-11-15      | 5.9000%  | 0.0000% | $4000.00           | $4406.37           | Corporate Debt Securities         |
| BRISTOL-MYERS SQUIBB CO        SR GLBL N | 2031-02-22      | 5.1000%  | 0.0000% | $120000.00         | $127451.20         | Corporate Debt Securities         |
| BROADCOM INC                   GLBL NT 4 | 2032-02-15      | 4.5500%  | 0.0000% | $7000.00           | $7161.87           | Corporate Debt Securities         |
| GE AEROSPACE                   FR 6.15%0 | 2037-08-07      | 6.1500%  | 0.0000% | $97000.00          | $109508.55         | Corporate Debt Securities         |
| GOLDMAN SACHS GROUP INC        SR GLBL N | 2030-07-23      | 5.0490%  | 0.0000% | $371000.00         | $380171.77         | Corporate Debt Securities         |
| GOLDMAN SACHS GROUP INC        SR GLBL N | 2031-04-23      | 5.2180%  | 0.0000% | $105000.00         | $109741.76         | Corporate Debt Securities         |
| GOLDMAN SACHS GROUP INC        SR GLBL N | 2045-10-21      | 4.7500%  | 0.0000% | $497000.00         | $456282.03         | Corporate Debt Securities         |
| GOLDMAN SACHS GROUP INC        SR NT FXD | 2028-06-05      | 3.6910%  | 0.0000% | $6000.00           | $6003.41           | Corporate Debt Securities         |
| GOLDMAN SACHS GROUP INC        SR GLBL N | 2027-09-10      | 1.5420%  | 0.0000% | $18000.00          | $17833.62          | Corporate Debt Securities         |
| GOLDMAN SACHS GROUP INC        SR GLBL N | 2032-10-21      | 2.6500%  | 0.0000% | $1305000.00        | $1188903.94        | Corporate Debt Securities         |
| GOLDMAN SACHS GROUP INC        SR GLBL N | 2028-02-24      | 2.6400%  | 0.0000% | $9000.00           | $8971.56           | Corporate Debt Securities         |
| GOLDMAN SACHS GROUP INC        SR GLBL N | 2029-01-21      | 4.1480%  | 0.0000% | $6085000.00        | $6094352.64        | Corporate Debt Securities         |
| FIFTH THIRD BANCORP            SR GLBL N | 2028-04-25      | 4.0550%  | 0.0000% | $511000.00         | $516008.15         | Corporate Debt Securities         |
| FIFTH THIRD BANCORP            SR GLBL N | 2030-07-28      | 4.7720%  | 0.0000% | $408000.00         | $413273.45         | Corporate Debt Securities         |
| HOME DEPOT INC                 SR GLBL N | 2040-04-15      | 3.3000%  | 0.0000% | $5000.00           | $4141.92           | Corporate Debt Securities         |
| HOME DEPOT INC                 SR GLBL N | 2031-09-15      | 1.8750%  | 0.0000% | $2000.00           | $1779.38           | Corporate Debt Securities         |
| BROWN & BROWN INC              SR GLBL N | 2031-03-15      | 2.3750%  | 0.0000% | $24000.00          | $21792.15          | Corporate Debt Securities         |
| HUNTINGTON BANCSHARES INC      GLBL NT 2 | 2030-02-04      | 2.5500%  | 0.0000% | $70000.00          | $66160.27          | Corporate Debt Securities         |
| CNA FINL CORP                  SR GLBL N | 2029-05-01      | 3.9000%  | 0.0000% | $3000.00           | $3006.34           | Corporate Debt Securities         |
| JABIL INC                      3.95%28   | 2028-01-12      | 3.9500%  | 0.0000% | $7000.00           | $7000.39           | Corporate Debt Securities         |
| JPMORGAN CHASE & CO            SR GLBL N | 2048-11-15      | 3.9640%  | 0.0000% | $202000.00         | $164756.92         | Corporate Debt Securities         |
| JPMORGAN CHASE & CO            SR GLBL N | 2032-11-08      | 2.5450%  | 0.0000% | $2000.00           | $1816.07           | Corporate Debt Securities         |
| CSX CORP                       SR GLBL N | 2027-06-01      | 3.2500%  | 0.0000% | $22000.00          | $21945.14          | Corporate Debt Securities         |
| JPMORGAN CHASE & CO            SR GLBL N | 2035-07-22      | 5.2940%  | 0.0000% | $1073000.00        | $1105272.02        | Corporate Debt Securities         |
| JPMORGAN CHASE & CO            SR GLBL N | 2037-01-22      | 4.8980%  | 0.0000% | $21209000.00       | $21134099.24       | Corporate Debt Securities         |
| JAB HLDGS B V                  SR 144A N | 2051-05-28      | 3.7500%  | 0.0000% | $250000.00         | $173377.08         | Corporate Debt Securities         |
| LKQ CORP                       SR GLBL N | 2033-06-15      | 6.2500%  | 0.0000% | $23000.00          | $24325.55          | Corporate Debt Securities         |
| ELI LILLY & CO                 GLBL NT 4 | 2034-08-14      | 4.6000%  | 0.0000% | $3000.00           | $3074.91           | Corporate Debt Securities         |
| MACQUARIE GROUP LIMITED        SR REGS N | 2033-06-21      | 4.4420%  | 0.0000% | $853000.00         | $842808.50         | Corporate Debt Securities         |
| MARS INC                       SR 144A N | 2033-04-20      | 4.7500%  | 0.0000% | $163000.00         | $166335.70         | Corporate Debt Securities         |
| MARTIN MARIETTA MATLS INC      SR GLBL N | 2027-06-01      | 3.4500%  | 0.0000% | $2000.00           | $1998.85           | Corporate Debt Securities         |
| MARTIN MARIETTA MATLS INC      SR GLBL N | 2034-12-01      | 5.1500%  | 0.0000% | $4000.00           | $4122.40           | Corporate Debt Securities         |
| AT&T INC                       SR GLBL N | 2055-09-15      | 3.5500%  | 0.0000% | $3000.00           | $2038.75           | Corporate Debt Securities         |
| MORGAN STANLEY                 FR 2.239% | 2032-07-21      | 2.2390%  | 0.0000% | $5571000.00        | $4943871.14        | Corporate Debt Securities         |
| ALABAMA PWR CO                 SR NT-T   | 2033-02-15      | 5.7000%  | 0.0000% | $1000.00           | $1089.40           | Corporate Debt Securities         |
| AMERICAN INTL GROUP INC        SR GLBL N | 2033-03-27      | 5.1250%  | 0.0000% | $139000.00         | $144984.01         | Corporate Debt Securities         |
| AMPHENOL CORP                  SR GLBL N | 2028-06-12      | 4.3750%  | 0.0000% | $51000.00          | $51793.22          | Corporate Debt Securities         |
| APPLE INC                      SR GLBL N | 2029-09-11      | 2.2000%  | 0.0000% | $4376000.00        | $4172360.41        | Corporate Debt Securities         |
| NATIONAL RURAL UTILS COOP FIN  FR 5.15%0 | 2029-06-15      | 5.1500%  | 0.0000% | $4000.00           | $4156.15           | Corporate Debt Securities         |
| NETFLIX INC.                   5.875%28  | 2028-11-15      | 5.8750%  | 0.0000% | $292000.00         | $309934.52         | Corporate Debt Securities         |
| NONGHYUP BANK                  FR 4.875% | 2028-07-03      | 4.8750%  | 0.0000% | $200000.00         | $204891.25         | Corporate Debt Securities         |
| ASCENSION HEALTH ALLIANCE      SR -2019B | 2039-11-15      | 3.1060%  | 0.0000% | $1000.00           | $798.18            | Corporate Debt Securities         |
| ONEOK INC NEW                  4.55%28   | 2028-07-15      | 4.5500%  | 0.0000% | $141000.00         | $142481.32         | Corporate Debt Securities         |
| ONEOK INC NEW                  SR NT 5.1 | 2043-10-15      | 5.1500%  | 0.0000% | $102000.00         | $94876.40          | Corporate Debt Securities         |
| ASTRAZENECA FINANCE LLC        GLBL NT 4 | 2029-02-26      | 4.8500%  | 0.0000% | $27000.00          | $28252.99          | Corporate Debt Securities         |
| PECO ENERGY CO                 1M GLBL B | 2033-06-15      | 4.9000%  | 0.0000% | $5000.00           | $5134.77           | Corporate Debt Securities         |
| PG&E WILDFIRE RECOVERY FDG LLC EXTND SR  | 2049-12-01      | 5.2120%  | 0.0000% | $839000.00         | $822876.00         | Corporate Debt Securities         |
| AUTOMATIC DATA PROCESSING INC  SR GLBL N | 2030-09-01      | 1.2500%  | 0.0000% | $226000.00         | $201045.90         | Corporate Debt Securities         |
| AUTONATION INC                 SR GLBL N | 2035-03-15      | 5.8900%  | 0.0000% | $4000.00           | $4241.59           | Corporate Debt Securities         |
| BANCO SANTANDER SA             SNR NPF G | 2028-03-14      | 5.0689%  | 0.0000% | $400000.00         | $405422.40         | Corporate Debt Securities         |
| BANK MONTREAL MEDIUM           VR 091024 | 2027-09-10      | 4.5695%  | 0.0000% | $24000.00          | $24218.11          | Corporate Debt Securities         |
| BEST BUY INC                   SR GLBL N | 2030-10-01      | 1.9500%  | 0.0000% | $358000.00         | $324271.33         | Corporate Debt Securities         |
| HSBC HLDGS PLC                 SR GLBL N | 2029-06-19      | 4.5830%  | 0.0000% | $10406000.00       | $10552615.63       | Corporate Debt Securities         |
| RIO TINTO FIN USA PLC          SR GLBL N | 2055-03-14      | 5.7500%  | 0.0000% | $190000.00         | $198730.92         | Corporate Debt Securities         |
| MERCK & CO INC                 CR SEN SR | 2033-12-01      | 6.5000%  | 0.0000% | $89000.00          | $100949.39         | Corporate Debt Securities         |
| SOCIETE GENERALE               FR 4.45%0 | 2030-04-12      | 4.4500%  | 0.0000% | $4200000.00        | $4209891.00        | Corporate Debt Securities         |
| HP INC                         SR GLBL N | 2027-06-17      | 3.0000%  | 0.0000% | $61000.00          | $60376.78          | Corporate Debt Securities         |
| HUMANA INC                     SR GLBL N | 2044-10-01      | 4.9500%  | 0.0000% | $39000.00          | $34343.50          | Corporate Debt Securities         |
| ENERGY TRANSFER L P            SR NT 5.3 | 2044-04-01      | 5.3000%  | 0.0000% | $5000.00           | $4667.65           | Corporate Debt Securities         |
| INGERSOLL RAND INC             SR GLBL N | 2034-06-15      | 5.4500%  | 0.0000% | $3000.00           | $3136.93           | Corporate Debt Securities         |
| JPMORGAN CHASE & CO            SR NT 6.0 | 2029-10-23      | 6.0870%  | 0.0000% | $14000.00          | $14942.92          | Corporate Debt Securities         |
| TORONTO DOMINION BK ONT        FR 4.928% | 2035-10-15      | 4.9280%  | 0.0000% | $14000.00          | $14197.54          | Corporate Debt Securities         |
| KILROY RLTY L P                SR GLBL N | 2035-10-15      | 5.8750%  | 0.0000% | $100000.00         | $103731.94         | Corporate Debt Securities         |
| RTX CORPORATION                SR NT 4.5 | 2042-06-01      | 4.5000%  | 0.0000% | $268000.00         | $245425.02         | Corporate Debt Securities         |
| VERIZON COMMUNICATIONS INC     SR GLBL N | 2027-03-16      | 4.1250%  | 0.0000% | $13000.00          | $13238.47          | Corporate Debt Securities         |
| DAIMLER TRUCKS FIN NORTH AMER  SR 144A N | 2032-01-13      | 5.3750%  | 0.0000% | $297000.00         | $307777.59         | Corporate Debt Securities         |
| WESTERN MIDSTREAM OPER LP      CR SEN SR | 2030-02-01      | 4.0500%  | 0.0000% | $197000.00         | $197407.30         | Corporate Debt Securities         |
| CREDIT AGRICOLE S A            FR 7.125% | 2199-01-01      | 7.1250%  | 0.0000% | $1000.00           | $1053.04           | Corporate Debt Securities         |
| CK HUTCHISON INTL 24 LTD       SR GLBL R | 2034-04-26      | 5.5000%  | 0.0000% | $638000.00         | $676185.01         | Corporate Debt Securities         |
| CK HUTCHISON INTL 21 LTD       GLBL REGS | 2026-04-15      | 1.5000%  | 0.0000% | $250000.00         | $249748.75         | Corporate Debt Securities         |
| MEITUAN                        SR GLBL R | 2030-10-28      | 3.0500%  | 0.0000% | $1200000.00        | $1131365.33        | Corporate Debt Securities         |
| DISNEY WALT CO                 FR 4.375% | 2041-08-16      | 4.3750%  | 0.0000% | $2761000.00        | $2531893.75        | Corporate Debt Securities         |
| RUWAIS PWR CO PJSC             SR SEC GL | 2036-08-31      | 6.0000%  | 0.0000% | $3500000.00        | $3809820.00        | Corporate Debt Securities         |
| HANWHA FUTUREPROOF CORP        SR GLBL R | 2028-04-30      | 4.7500%  | 0.0000% | $4741000.00        | $4872112.36        | Corporate Debt Securities         |
| HPS CORPORATE LENDING FUND     SR REGS N | 2031-04-02      | 5.6500%  | 0.0000% | $1428000.00        | $1423341.94        | Corporate Debt Securities         |
| KOMATSU FINANCE AMERICA INC    SR REGS N | 2030-09-18      | 4.1960%  | 0.0000% | $2620000.00        | $2645427.97        | Corporate Debt Securities         |
| KEB HANA BANK                  FR 1.25%1 | 2026-12-16      | 1.2500%  | 0.0000% | $800000.00         | $781654.22         | Corporate Debt Securities         |
| HANWHA LIFE INS CO LTD         LW TIER I | 2032-02-04      | 3.3790%  | 0.0000% | $494000.00         | $487706.44         | Corporate Debt Securities         |
| KEB HANA BANK                  VR 102125 | 2028-10-21      | 4.2749%  | 0.0000% | $1427000.00        | $1433367.68        | Corporate Debt Securities         |
| KT CORP                        SR REGS N | 2028-02-02      | 4.1250%  | 0.0000% | $500000.00         | $510527.92         | Corporate Debt Securities         |
| SHINHAN FINANCIAL GROUP CO LTD FR 4.5%07 | 2030-07-30      | 4.5000%  | 0.0000% | $600000.00         | $600450.00         | Corporate Debt Securities         |
| FAIRFAX FINL HLDGS LTD         GLBL NT 3 | 2031-03-03      | 3.3750%  | 0.0000% | $6670000.00        | $6402541.34        | Corporate Debt Securities         |
| AT&T INC                       SR GLBL N | 2038-01-15      | 6.3000%  | 0.0000% | $5000.00           | $5408.92           | Corporate Debt Securities         |
| KYNDRYL HLDGS INC              SR GLBL N | 2026-10-15      | 2.0500%  | 0.0000% | $38000.00          | $37683.43          | Corporate Debt Securities         |
| AT&T INC                       SR GLBL N | 2046-05-15      | 4.7500%  | 0.0000% | $1465000.00        | $1284271.50        | Corporate Debt Securities         |
| AT&T INC                       GLBL NT 2 | 2031-06-01      | 2.7500%  | 0.0000% | $705000.00         | $651911.35         | Corporate Debt Securities         |
| MORGAN STANLEY                 FR 5.656% | 2030-04-18      | 5.6560%  | 0.0000% | $17000.00          | $17966.71          | Corporate Debt Securities         |
| MOTOROLA SOLUTIONS INC         SR GLBL N | 2044-09-01      | 5.5000%  | 0.0000% | $11000.00          | $10996.08          | Corporate Debt Securities         |
| NASDAQ INC                     CR SEN SR | 2026-06-30      | 3.8500%  | 0.0000% | $2000.00           | $2005.92           | Corporate Debt Securities         |
| NASDAQ INC                     CR SEN SR | 2034-02-15      | 5.5500%  | 0.0000% | $8000.00           | $8582.30           | Corporate Debt Securities         |
| NORTHERN TR CORP               SR GLBL N | 2030-05-01      | 1.9500%  | 0.0000% | $4000.00           | $3681.64           | Corporate Debt Securities         |
| ORIX CORP                      SR GLBL N | 2035-02-25      | 5.4000%  | 0.0000% | $717000.00         | $756958.41         | Corporate Debt Securities         |
| PHILIP MORRIS INTL INC         SR GLBL N | 2027-11-17      | 5.1250%  | 0.0000% | $40000.00          | $41243.29          | Corporate Debt Securities         |
| PRINCIPAL FINANCIAL GROUP INC  SR NT 4.6 | 2042-09-15      | 4.6250%  | 0.0000% | $550000.00         | $500942.06         | Corporate Debt Securities         |
| PRINCIPAL FINANCIAL GROUP INC  SR GLBL N | 2030-06-15      | 2.1250%  | 0.0000% | $847000.00         | $774417.39         | Corporate Debt Securities         |
| PRINCIPAL FINANCIAL GROUP INC  SR GLBL N | 2033-03-15      | 5.3750%  | 0.0000% | $34000.00          | $36021.51          | Corporate Debt Securities         |
| RADIAN GROUP INC               SR GLBL N | 2029-05-15      | 6.2000%  | 0.0000% | $62000.00          | $65857.43          | Corporate Debt Securities         |
| RTX CORPORATION                SR NT 6.4 | 2054-03-15      | 6.4000%  | 0.0000% | $3241000.00        | $3663496.76        | Corporate Debt Securities         |
| SOUTHERN CALIF EDISON CO       1M -2010A | 2040-03-15      | 5.5000%  | 0.0000% | $1349000.00        | $1348386.20        | Corporate Debt Securities         |
| STANDARD CHARTERED PLC         SR GLBL 1 | 2029-01-21      | 5.5450%  | 0.0000% | $2582000.00        | $2652117.44        | Corporate Debt Securities         |
| TEXAS INSTRS INC               SR GLBL N | 2031-09-15      | 1.9000%  | 0.0000% | $2000.00           | $1790.41           | Corporate Debt Securities         |
| 3M CO                          FR 2.875% | 2027-10-15      | 2.8750%  | 0.0000% | $17000.00          | $16839.10          | Corporate Debt Securities         |
| UNION PAC CORP                 SR GLBL N | 2026-03-01      | 2.7500%  | 0.0000% | $177000.00         | $178839.37         | Corporate Debt Securities         |
| WASTE MGMT INC DEL             SR GLBL N | 2029-02-15      | 4.8750%  | 0.0000% | $50000.00          | $52402.69          | Corporate Debt Securities         |
| UBS GROUP AG                   SR GLBL R | 2026-04-15      | 4.1250%  | 0.0000% | $400000.00         | $405020.50         | Corporate Debt Securities         |
| MARSH & MCLENNAN COS INC       SR GLBL N | 2032-11-01      | 5.7500%  | 0.0000% | $47000.00          | $50929.45          | Corporate Debt Securities         |
| MITSUBISHI UFJ FINANCIAL GROUP SR GLBL N | 2026-09-13      | 2.7570%  | 0.0000% | $215000.00         | $215774.41         | Corporate Debt Securities         |

### Security 130: ABN AMRO Securities LLC

- **C.1 - Title:** ABN AMRO Securities LLC 3.870000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1EQDO3, C.3 - LEI: 549300FIFV1C, C.5 - Other ID: ARP1EQDO3_3.87_0202
- **C.18 - Value (incl. sponsor support):** $15000000.00
- **C.18.a - Value (excl. sponsor support):** $15000000.00
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **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
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| CANADIAN NATL RY CO            SR GLBL D | 2037-11-15      | 6.3750%  | 0.0000% | $1000.00           | $1131.20           | Corporate Debt Securities          |
| DH EUROPE FIN II S A R L       SR GLBL N | 2039-11-15      | 3.2500%  | 0.0000% | $975000.00         | $804180.81         | Corporate Debt Securities          |
| EXPERIAN FINANCE PLC           SR GLBL 1 | 2035-08-17      | 5.2500%  | 0.0000% | $1750000.00        | $1832356.46        | Corporate Debt Securities          |
| RENAISSANCERE HLDGS LTD        SR GLBL N | 2033-06-05      | 5.7500%  | 0.0000% | $2544000.00        | $2682634.57        | Corporate Debt Securities          |
| ELECTRICITE DE FRANCE SA       SR GLBL R | 2039-01-26      | 6.9500%  | 0.0000% | $30000.00          | $33548.47          | Corporate Debt Securities          |
| U.S. Treasury Bond                       | 2049-05-15      | 2.8750%  | 0.0000% | $10023600.00       | $7261746.48        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2051-05-15      | 2.3750%  | 0.0000% | $114400.00         | $72811.39          | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2053-11-15      | 4.7500%  | 0.0000% | $785200.00         | $779289.31         | U.S. Treasuries (including strips) |
| TYCO ELECTRONICS GROUP S A     SR GLBL N | 2035-05-09      | 5.0000%  | 0.0000% | $2000000.00        | $2043680.00        | Corporate Debt Securities          |

### Security 131: Credit Agricole Corporate and Investment Bank

- **C.1 - Title:** Credit Agricole Corporate and Investment Bank 3.690000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1EQDP0, C.3 - LEI: 1VUV7VQFKUOQ, C.5 - Other ID: ARP1EQDP0_3.69_0202
- **C.18 - Value (incl. sponsor support):** $1000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **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
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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                  |
|:---|:---|:---|:---|:---|:---|:---|
| MORGAN STANLEY                 FR 5.656% | 2030-04-18      | 5.6560%  | 0.0000% | $994000.00         | $1050524.14        | Corporate Debt Securities |

### Security 132: MUFG Securities Americas, Inc.

- **C.1 - Title:** MUFG Securities Americas, Inc. 3.690000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1EQDQ8, C.3 - LEI: K5HU16E3LMSV, C.5 - Other ID: ARP1EQDQ8_3.69_0202
- **C.18 - Value (incl. sponsor support):** $30000000.00
- **C.18.a - Value (excl. sponsor support):** $30000000.00
- **C.19 - Percentage of Net Assets:** 0.8400%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **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
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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   |
|:---|:---|:---|:---|:---|:---|:---|
| ADOBE INC                      COM       | 2199-01-01      | N/A      | 0.0000% | $2.00              | $583.30            | Equities   |
| ALPHABET INC                   CAP STK C | 2199-01-01      | N/A      | 0.0000% | $4434.00           | $1499800.50        | Equities   |
| AMERICAN TOWER CORP            COM       | 2199-01-01      | N/A      | 0.0000% | $8274.00           | $1500407.16        | Equities   |
| CENCORA INC                    COM       | 2199-01-01      | N/A      | 0.0000% | $4261.00           | $1500298.10        | Equities   |
| APPLE INC                      COM       | 2199-01-01      | N/A      | 0.0000% | $5809.00           | $1500348.52        | Equities   |
| AXCELIS TECHNOLOGIES INC       COM NEW   | 2199-01-01      | N/A      | 0.0000% | $16273.00          | $1500370.60        | Equities   |
| BLUELINX HLDGS INC             COM NEW   | 2199-01-01      | N/A      | 0.0000% | $17631.00          | $1210544.46        | Equities   |
| BOOKING HOLDINGS INC           COM       | 2199-01-01      | N/A      | 0.0000% | $293.00            | $1498202.76        | Equities   |
| BROADRIDGE FINL SOLUTIONS INC  COM       | 2199-01-01      | N/A      | 0.0000% | $3145.00           | $616294.20         | Equities   |
| CRANE COMPANY                  COMMON ST | 2199-01-01      | N/A      | 0.0000% | $7392.00           | $1325976.96        | Equities   |
| DANAHER CORPORATION            COM       | 2199-01-01      | N/A      | 0.0000% | $2252.00           | $494584.24         | Equities   |
| EDWARDS LIFESCIENCES CORP      COM       | 2199-01-01      | N/A      | 0.0000% | $2134.00           | $173899.66         | Equities   |
| EQUIFAX INC                    COM       | 2199-01-01      | N/A      | 0.0000% | $3297.00           | $672588.00         | Equities   |
| EQUINIX INC                    COM       | 2199-01-01      | N/A      | 0.0000% | $1816.00           | $1500106.80        | Equities   |
| META PLATFORMS INC             CL A      | 2199-01-01      | N/A      | 0.0000% | $2032.00           | $1500245.92        | Equities   |
| LOCKHEED MARTIN CORP           COM       | 2199-01-01      | N/A      | 0.0000% | $2410.00           | $1500249.10        | Equities   |
| MASTERCARD INCORPORATED        CL A      | 2199-01-01      | N/A      | 0.0000% | $2759.00           | $1500151.07        | Equities   |
| MICROSOFT CORP                 COM       | 2199-01-01      | N/A      | 0.0000% | $3461.00           | $1500343.50        | Equities   |
| MOTOROLA SOLUTIONS INC         COM NEW   | 2199-01-01      | N/A      | 0.0000% | $3721.00           | $1500121.15        | Equities   |
| NEWS CORP NEW                  CL B      | 2199-01-01      | N/A      | 0.0000% | $3325.00           | $101778.25         | Equities   |
| NVIDIA CORPORATION             COM       | 2199-01-01      | N/A      | 0.0000% | $7794.00           | $1500422.94        | Equities   |
| NUSCALE PWR CORP               CL A COM  | 2199-01-01      | N/A      | 0.0000% | $2.00              | $37.84             | Equities   |
| OTIS WORLDWIDE CORP            COM       | 2199-01-01      | N/A      | 0.0000% | $10501.00          | $915267.16         | Equities   |
| REGENERON PHARMACEUTICALS      COM       | 2199-01-01      | N/A      | 0.0000% | $2002.00           | $1500378.88        | Equities   |
| RESMED INC                     COM       | 2199-01-01      | N/A      | 0.0000% | $3933.00           | $1013180.13        | Equities   |
| SPROTT INC                     COM NEW   | 2199-01-01      | N/A      | 0.0000% | $4700.00           | $613209.00         | Equities   |
| TAPESTRY INC                   COM       | 2199-01-01      | N/A      | 0.0000% | $5514.00           | $702097.62         | Equities   |
| TERADYNE INC                   COM       | 2199-01-01      | N/A      | 0.0000% | $4219.00           | $1062639.53        | Equities   |
| ULTA BEAUTY INC                COM       | 2199-01-01      | N/A      | 0.0000% | $1208.00           | $762368.80         | Equities   |
| GP-ACT III ACQUISITION CORP    CL A      | 2199-01-01      | N/A      | 0.0000% | $14.00             | $150.22            | Equities   |
| K&F GROWTH ACQUISITION CORP II SHS CL A  | 2199-01-01      | N/A      | 0.0000% | $39600.00          | $412632.00         | Equities   |
| NEW PROVIDENCE ACQUISITION COR USD CL A  | 2199-01-01      | N/A      | 0.0000% | $12604.00          | $131711.80         | Equities   |
| NEWHOLD INVT CORP III          ORD SHS C | 2199-01-01      | N/A      | 0.0000% | $883.00            | $9121.39           | Equities   |
| ASML HLDG NV                   N Y REGIS | 2199-01-01      | N/A      | 0.0000% | $199.00            | $289576.84         | Equities   |

### Security 133: BNP Paribas Prime Brokerage, Inc.

- **C.1 - Title:** BNP Paribas Prime Brokerage, Inc. 3.750000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1EQDR6, C.3 - LEI: 549300KUN9K9, C.5 - Other ID: ARP1EQDR6_3.75_0202
- **C.18 - Value (incl. sponsor support):** $34000000.00
- **C.18.a - Value (excl. sponsor support):** $34000000.00
- **C.19 - Percentage of Net Assets:** 0.9500%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **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
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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   |
|:---|:---|:---|:---|:---|:---|:---|
| TAIWAN SEMICONDUCTOR MFG LTD   SPONSORED | 2199-01-01      | N/A      | 0.0000% | $5008.00           | $1700466.40        | Equities   |
| TANGER INC                     COM       | 2199-01-01      | N/A      | 0.0000% | $30389.00          | $1000101.99        | Equities   |
| UNITED THERAPEUTICS CORP DEL   COM       | 2199-01-01      | N/A      | 0.0000% | $194.00            | $90733.80          | Equities   |
| VALE S A                       SPONSORED | 2199-01-01      | N/A      | 0.0000% | $100385.00         | $1700521.90        | Equities   |
| VERSABANK NEW                  COM       | 2199-01-01      | N/A      | 0.0000% | $173.00            | $2717.83           | Equities   |
| VODAFONE GROUP PLC             SPONSORED | 2199-01-01      | N/A      | 0.0000% | $7507.00           | $110427.97         | Equities   |
| WABTEC                         COM       | 2199-01-01      | N/A      | 0.0000% | $2776.00           | $645780.88         | Equities   |
| WATERBRIDGE INFRASTRUCTURE LLC CL A SHS  | 2199-01-01      | N/A      | 0.0000% | $1.00              | $22.51             | Equities   |
| WELLS FARGO & CO               COM       | 2199-01-01      | N/A      | 0.0000% | $1.00              | $90.64             | Equities   |
| WINCHESTER BANCORP INC         COM       | 2199-01-01      | N/A      | 0.0000% | $54.00             | $605.34            | Equities   |
| ZAI LAB LTD                    ADR       | 2199-01-01      | N/A      | 0.0000% | $24000.00          | $414000.00         | Equities   |
| ALDEL FINL II INC              CL A      | 2199-01-01      | N/A      | 0.0000% | $3478.00           | $36658.12          | Equities   |
| ARCHIMEDES TECH SPAC PARTNERS  ORD SHS   | 2199-01-01      | N/A      | 0.0000% | $11567.00          | $123535.56         | Equities   |
| A PARADISE ACQUISITION CORP    COM CL A  | 2199-01-01      | N/A      | 0.0000% | $366.00            | $3681.96           | Equities   |
| AXIOM INTELLIGENCE AC CORP 1   ORD SHS C | 2199-01-01      | N/A      | 0.0000% | $23.00             | $233.45            | Equities   |
| ARMADA ACQUISITION CORP II     COM CL A  | 2199-01-01      | N/A      | 0.0000% | $402.00            | $4116.48           | Equities   |
| BERTO ACQUISITION CORP         ORD SHS   | 2199-01-01      | N/A      | 0.0000% | $215.00            | $2193.00           | Equities   |
| BEST SPAC I ACQUISITION CORP.  USD CL A  | 2199-01-01      | N/A      | 0.0000% | $307.00            | $3125.26           | Equities   |
| BLACK HAWK ACQUISITION CORP    USD CL A  | 2199-01-01      | N/A      | 0.0000% | $634.00            | $7132.50           | Equities   |
| INFLECTION POINT ACQUISITION C SHS CL A  | 2199-01-01      | N/A      | 0.0000% | $139.00            | $1474.79           | Equities   |
| BLUE ACQUISITION CORP.         ORD SHS C | 2199-01-01      | N/A      | 0.0000% | $444.00            | $4546.56           | Equities   |
| BLUE WTR ACQUISITION CORP. III ORD SHS C | 2199-01-01      | N/A      | 0.0000% | $14050.00          | $145136.50         | Equities   |
| YHN ACQUISITION I LTD          SHS       | 2199-01-01      | N/A      | 0.0000% | $1.00              | $10.65             | Equities   |
| CAL REDWOOD ACQUISITION CORP   COM CL A  | 2199-01-01      | N/A      | 0.0000% | $97.00             | $986.49            | Equities   |
| CANTOR EQUITY PARTNERS IV INC  SHS CL A  | 2199-01-01      | N/A      | 0.0000% | $653.00            | $6830.38           | Equities   |
| CARTESIAN GROWTH CORP III      COM CL A  | 2199-01-01      | N/A      | 0.0000% | $5.00              | $51.50             | Equities   |
| BOLD EAGLE ACQUISITION CORP    CL A      | 2199-01-01      | N/A      | 0.0000% | $144.00            | $1527.84           | Equities   |
| CENTURION ACQUISITION CORP     SHS CL A  | 2199-01-01      | N/A      | 0.0000% | $13627.00          | $146217.71         | Equities   |
| CSLM DIGITA ASSET ACQ CORP III USD CL A  | 2199-01-01      | N/A      | 0.0000% | $58.00             | $580.58            | Equities   |
| DRUGS MADE IN AMER ACQUTN CORP ORD SHS   | 2199-01-01      | N/A      | 0.0000% | $197.00            | $2058.65           | Equities   |
| DUNE ACQUISITION CORP II       SHS CL A  | 2199-01-01      | N/A      | 0.0000% | $536.00            | $5520.80           | Equities   |
| ETORO GROUP LTD                SHS CL A  | 2199-01-01      | N/A      | 0.0000% | $6586.00           | $199028.92         | Equities   |
| EUREKA ACQUISITION CORP        SHS CL A  | 2199-01-01      | N/A      | 0.0000% | $16.00             | $178.56            | Equities   |
| FIFTH ERA ACQUISITION CORP I   ORD SHS C | 2199-01-01      | N/A      | 0.0000% | $73.00             | $748.98            | Equities   |
| FLAG SHIP ACQUISITION CORP     ORD SHS   | 2199-01-01      | N/A      | 0.0000% | $144.00            | $1550.88           | Equities   |
| FLUTTER ENTMT PLC              SHS       | 2199-01-01      | N/A      | 0.0000% | $1560.00           | $263203.20         | Equities   |
| GESHER ACQUISITION CORP. II    USD CL A  | 2199-01-01      | N/A      | 0.0000% | $125.00            | $1290.00           | Equities   |
| GIGCAPITAL7 CORP               ORD SHS C | 2199-01-01      | N/A      | 0.0000% | $24.00             | $253.68            | Equities   |
| GLOBA TERRA ACQUISITION COR    CL A ORD  | 2199-01-01      | N/A      | 0.0000% | $153.00            | $1556.01           | Equities   |
| GORES HLDGS X INC              SHS CL A  | 2199-01-01      | N/A      | 0.0000% | $7262.00           | $75306.94          | Equities   |
| GP-ACT III ACQUISITION CORP    CL A      | 2199-01-01      | N/A      | 0.0000% | $92.00             | $987.16            | Equities   |
| AMTECH SYS INC                 COM PAR $ | 2199-01-01      | N/A      | 0.0000% | $2220.00           | $38605.80          | Equities   |
| ASCENDIS PHARMA A/S            SPONSORED | 2199-01-01      | N/A      | 0.0000% | $4465.00           | $999936.75         | Equities   |
| ATHENE HOLDING LTD             6.35%DEP  | 2199-01-01      | 6.3500%  | 0.0000% | $70.00             | $1725.50           | Equities   |
| ATLANTA BRAVES HLDGS INC       COM SER C | 2199-01-01      | N/A      | 0.0000% | $1613.00           | $64568.39          | Equities   |
| AUTOHOME INC                   SP ADS RP | 2199-01-01      | N/A      | 0.0000% | $10336.00          | $237417.92         | Equities   |
| AVALO THERAPEUTICS INC         COM NEW   | 2199-01-01      | N/A      | 0.0000% | $14525.00          | $221506.25         | Equities   |
| AVIDBANK HLDGS INC             COM       | 2199-01-01      | N/A      | 0.0000% | $2.00              | $55.18             | Equities   |
| BP PLC                         SPONSORED | 2199-01-01      | N/A      | 0.0000% | $26290.00          | $1000071.60        | Equities   |
| BEONE MEDICINES LTD            SPONSORED | 2199-01-01      | N/A      | 0.0000% | $1968.00           | $688800.00         | Equities   |
| BIONTECH SE                    SPONSORED | 2199-01-01      | N/A      | 0.0000% | $14563.00          | $1700521.51        | Equities   |
| BRISTOL-MYERS SQUIBB CO        COM       | 2199-01-01      | N/A      | 0.0000% | $83.00             | $4505.24           | Equities   |
| BRITISH AMERN TOB PLC          SPONSORED | 2199-01-01      | N/A      | 0.0000% | $4016.00           | $241843.52         | Equities   |
| CO2 ENERGY TRANSITION CORP     COM       | 2199-01-01      | N/A      | 0.0000% | $8792.00           | $91348.88          | Equities   |
| CADENCE BANK                   COM       | 2199-01-01      | N/A      | 0.0000% | $1193.00           | $51084.26          | Equities   |
| CANADA GOOSE HLDGS INC         SHS SUB V | 2199-01-01      | N/A      | 0.0000% | $2.00              | $24.72             | Equities   |
| CANADIAN IMPERIAL BANK OF COMM COM       | 2199-01-01      | N/A      | 0.0000% | $2676.00           | $254460.84         | Equities   |
| CARNIVAL PLC                   ADS       | 2199-01-01      | N/A      | 0.0000% | $54962.00          | $1700524.28        | Equities   |
| CENTRAL PLAINS BANCSHARES INC  COM       | 2199-01-01      | N/A      | 0.0000% | $1232.00           | $21744.80          | Equities   |
| CURBLINE PPTYS CORP            COM       | 2199-01-01      | N/A      | 0.0000% | $19923.00          | $477753.54         | Equities   |
| DR REDDYS LABS LTD             ADR       | 2199-01-01      | N/A      | 0.0000% | $71188.00          | $944664.76         | Equities   |
| EMERA INC                      COM       | 2199-01-01      | N/A      | 0.0000% | $104.00            | $5243.68           | Equities   |
| ENTRADA THERAPEUTICS INC       COM       | 2199-01-01      | N/A      | 0.0000% | $2.00              | $23.32             | Equities   |
| FG MERGER II CORP              COM       | 2199-01-01      | N/A      | 0.0000% | $259.00            | $2608.13           | Equities   |
| FINWISE BANCORP                COM       | 2199-01-01      | N/A      | 0.0000% | $5.00              | $92.25             | Equities   |
| FLUSHING FINL CORP             COM       | 2199-01-01      | N/A      | 0.0000% | $8113.00           | $127860.88         | Equities   |
| FORTE BIOSCIENCES INC          COM NEW   | 2199-01-01      | N/A      | 0.0000% | $213.00            | $6223.86           | Equities   |
| HONEYWELL INTL INC             COM       | 2199-01-01      | N/A      | 0.0000% | $4401.00           | $1000083.24        | Equities   |
| HURCO CO                       COM       | 2199-01-01      | N/A      | 0.0000% | $161.00            | $2753.10           | Equities   |
| IB ACQUISITION CORP            COM SHS   | 2199-01-01      | N/A      | 0.0000% | $12578.00          | $132320.56         | Equities   |
| ICICI BK LTD HONG KONG BRANCH  ADR       | 2199-01-01      | N/A      | 0.0000% | $29149.00          | $867765.73         | Equities   |
| INTERGROUP CORP                COM       | 2199-01-01      | N/A      | 0.0000% | $76.00             | $2349.92           | Equities   |
| JPMORGAN CHASE & CO.           COM       | 2199-01-01      | N/A      | 0.0000% | $3263.00           | $999848.46         | Equities   |
| KT CORP                        SPONSORED | 2199-01-01      | N/A      | 0.0000% | $65246.00          | $1375385.68        | Equities   |
| KOREA ELEC PWR CORP            SPONSORED | 2199-01-01      | N/A      | 0.0000% | $3.00              | $64.17             | Equities   |
| LEGEND BIOTECH CORP            SPONSORED | 2199-01-01      | N/A      | 0.0000% | $1883.00           | $33366.76          | Equities   |
| MAINSTREET BANCSHARES INC      COM       | 2199-01-01      | N/A      | 0.0000% | $8.00              | $169.28            | Equities   |
| MORGAN STANLEY                 COM NEW   | 2199-01-01      | N/A      | 0.0000% | $5483.00           | $1000099.20        | Equities   |
| NSTS BANCORP INC               COM       | 2199-01-01      | N/A      | 0.0000% | $15.00             | $191.10            | Equities   |
| NETEASE INC                    SPONSORED | 2199-01-01      | N/A      | 0.0000% | $12873.00          | $1700523.30        | Equities   |
| VIPER ENERGY INC               CL A      | 2199-01-01      | N/A      | 0.0000% | $22392.00          | $940240.08         | Equities   |
| NEW ORIENTAL ED & TECHNOLOGY G SPON ADR  | 2199-01-01      | N/A      | 0.0000% | $28599.00          | $1700496.54        | Equities   |
| NOAH HLDGS LTD                 SPON ADS  | 2199-01-01      | N/A      | 0.0000% | $3272.00           | $38936.80          | Equities   |
| NORWOOD FINANCIAL CORP         COM       | 2199-01-01      | N/A      | 0.0000% | $1.00              | $29.43             | Equities   |
| OAK WOODS ACQUISITION CORP     CL A      | 2199-01-01      | N/A      | 0.0000% | $12.00             | $146.40            | Equities   |
| PERMIAN BASIN RTY TR           UNIT BEN  | 2199-01-01      | N/A      | 0.0000% | $2.00              | $37.08             | Equities   |
| PLAINS ALL AMERN PIPELINE L P  UNIT LTD  | 2199-01-01      | N/A      | 0.0000% | $12789.00          | $251815.41         | Equities   |
| QUETTA ACQUISITION CORP        COM       | 2199-01-01      | N/A      | 0.0000% | $1460.00           | $16848.40          | Equities   |
| SANOFI SA                      SPONSORED | 2199-01-01      | N/A      | 0.0000% | $36808.00          | $1700529.60        | Equities   |
| SAP SE                         SPON ADR  | 2199-01-01      | N/A      | 0.0000% | $4995.00           | $1000048.95        | Equities   |
| SEA LTD                        SPONSORD  | 2199-01-01      | N/A      | 0.0000% | $13950.00          | $1700505.00        | Equities   |
| SERITAGE GROWTH PPTYS          7% CUM PF | 2199-01-01      | 7.0000%  | 0.0000% | $4219.00           | $101762.70         | Equities   |
| HENNESSY CAP INVT CORP VII     ORD SHS C | 2199-01-01      | N/A      | 0.0000% | $1.00              | $10.27             | Equities   |
| INFLECTION PT ACQUISITION CORP CL A ORD  | 2199-01-01      | N/A      | 0.0000% | $197.00            | $1999.55           | Equities   |
| INDIGO ACQUISITION CORP        ORD SHS   | 2199-01-01      | N/A      | 0.0000% | $161.00            | $1630.93           | Equities   |
| KLARNA GROUP PLC               SHS       | 2199-01-01      | N/A      | 0.0000% | $1.00              | $24.14             | Equities   |
| KOCHAV DEFENSE ACQUI CO        SHS CL A  | 2199-01-01      | N/A      | 0.0000% | $47.00             | $478.46            | Equities   |
| LAKESHORE ACQUISITION III CORP USD ORD S | 2199-01-01      | N/A      | 0.0000% | $16.00             | $163.68            | Equities   |
| LIGHTWAVE ACQUISITION CORP     USD CL A  | 2199-01-01      | N/A      | 0.0000% | $99.00             | $998.91            | Equities   |
| LIONHEART HOLDINGS             SHS CL A  | 2199-01-01      | N/A      | 0.0000% | $128.00            | $1367.04           | Equities   |
| LIVE OAK ACQUISITION CORP V    CL A SHS  | 2199-01-01      | N/A      | 0.0000% | $347.00            | $3577.57           | Equities   |
| LAUNCH ONE ACQUISITION CORP    SHS CLASS | 2199-01-01      | N/A      | 0.0000% | $359.00            | $3819.76           | Equities   |
| LAUNCH TWO ACQUISITION CORP.   ORD SHS C | 2199-01-01      | N/A      | 0.0000% | $454.00            | $4780.62           | Equities   |
| INFLECTION POINT ACQU CORP V   ORD SHS C | 2199-01-01      | N/A      | 0.0000% | $105.00            | $1086.75           | Equities   |
| MELAR ACQUISITION CORP. I      SHS CL A  | 2199-01-01      | N/A      | 0.0000% | $110.00            | $1178.10           | Equities   |
| LIBERTY GLOBAL LTD             COM CL A  | 2199-01-01      | N/A      | 0.0000% | $32.00             | $355.84            | Equities   |
| NMP ACQUISITION CORP           CL A      | 2199-01-01      | N/A      | 0.0000% | $50.00             | $504.00            | Equities   |
| NEWBURY STR II ACQUISITION COR ORD SHS C | 2199-01-01      | N/A      | 0.0000% | $82.00             | $861.00            | Equities   |
| NEW PROVIDENCE ACQUISITION COR USD CL A  | 2199-01-01      | N/A      | 0.0000% | $1011.00           | $10564.95          | Equities   |
| NEWHOLD INVT CORP III          ORD SHS C | 2199-01-01      | N/A      | 0.0000% | $24131.00          | $249273.23         | Equities   |
| OAKTREE ACQUISITION CORP III L SHS CL A  | 2199-01-01      | N/A      | 0.0000% | $438.00            | $4651.56           | Equities   |
| 1RT ACQUISITION CORP.          USD CL A  | 2199-01-01      | N/A      | 0.0000% | $160.00            | $1635.20           | Equities   |
| ORIGIN INVT CORP I             ORD SHS   | 2199-01-01      | N/A      | 0.0000% | $6549.00           | $66537.84          | Equities   |
| OXLEY BRIDGE ACQ LTD           USD CL A  | 2199-01-01      | N/A      | 0.0000% | $64.00             | $647.68            | Equities   |
| OYSTER ENTERPRISES II ACQUISIT ORD SHS C | 2199-01-01      | N/A      | 0.0000% | $456.00            | $4632.96           | Equities   |
| PIONEER ACQUISITION I CORP     CL A ORD  | 2199-01-01      | N/A      | 0.0000% | $66.00             | $667.92            | Equities   |
| PLUM ACQUISITION CORP IV       SHS CL A  | 2199-01-01      | N/A      | 0.0000% | $426.00            | $4494.30           | Equities   |
| QUARTZSEA ACQUISITION CORP     ORD SHS   | 2199-01-01      | N/A      | 0.0000% | $1966.00           | $20190.82          | Equities   |
| RANGE CAP ACQUISITION CORP     ORD SHS   | 2199-01-01      | N/A      | 0.0000% | $11.00             | $115.11            | Equities   |
| REAL ASSET ACQUISITION CORP    SHS CL A  | 2199-01-01      | N/A      | 0.0000% | $88.00             | $910.80            | Equities   |
| REPUBLIC DIGITAL ACQUISITION   USD CL A  | 2199-01-01      | N/A      | 0.0000% | $343.00            | $3522.61           | Equities   |
| RIBBON ACQUISITION CORP        ORD SHS C | 2199-01-01      | N/A      | 0.0000% | $404.00            | $4225.84           | Equities   |
| PANTAGES CAPITAL ACQUISITION C ORD SHS C | 2199-01-01      | N/A      | 0.0000% | $101.00            | $1052.42           | Equities   |
| SIDDHI ACQUISITION CORP        CL A SHS  | 2199-01-01      | N/A      | 0.0000% | $24274.00          | $249293.98         | Equities   |
| QORVO INC                      COM       | 2199-01-01      | N/A      | 0.0000% | $3019.00           | $235814.09         | Equities   |
| PETROLEO BRASILEIRO SA PETROBR SPONSORED | 2199-01-01      | N/A      | 0.0000% | $64439.00          | $1000093.28        | Equities   |
| M/I HOMES INC                  COM       | 2199-01-01      | N/A      | 0.0000% | $1742.00           | $237556.54         | Equities   |
| GE AEROSPACE                   COM NEW   | 2199-01-01      | N/A      | 0.0000% | $7.00              | $2092.02           | Equities   |
| COMPX INTL INC                 CL A      | 2199-01-01      | N/A      | 0.0000% | $36.00             | $853.56            | Equities   |
| CISCO SYS INC                  COM       | 2199-01-01      | N/A      | 0.0000% | $3177.00           | $249172.11         | Equities   |
| CALAVO GROWERS INC             COM       | 2199-01-01      | N/A      | 0.0000% | $14902.00          | $373146.08         | Equities   |
| CHINA YUCHAI INTL LTD          COM       | 2199-01-01      | N/A      | 0.0000% | $9.00              | $414.09            | Equities   |
| SHINHAN FINANCIAL GROUP CO LTD SPN ADR R | 2199-01-01      | N/A      | 0.0000% | $41.00             | $2444.42           | Equities   |
| PHARMING GROUP NV              SPON ADS  | 2199-01-01      | N/A      | 0.0000% | $7.00              | $144.83            | Equities   |
| SANFILIPPO JOHN B & SON INC    COM       | 2199-01-01      | N/A      | 0.0000% | $3.00              | $226.68            | Equities   |
| SILVER PEGASUS ACQUISITION COR SHS CL A  | 2199-01-01      | N/A      | 0.0000% | $225.00            | $2279.25           | Equities   |
| SIZZLE ACQUISITION CORP. II    USD CL A  | 2199-01-01      | N/A      | 0.0000% | $2.00              | $20.56             | Equities   |
| SOLARIUS CAPITAL ACQU CORP     SHS CL A  | 2199-01-01      | N/A      | 0.0000% | $3288.00           | $33241.68          | Equities   |
| SPARK I ACQUISITION CORP       ORD SHS   | 2199-01-01      | N/A      | 0.0000% | $21534.00          | $241180.80         | Equities   |
| SIM ACQUISITION CORP. I        SHS CL A  | 2199-01-01      | N/A      | 0.0000% | $2.00              | $21.26             | Equities   |
| STELLAR V CAP CORP             SHS CL A  | 2199-01-01      | N/A      | 0.0000% | $226.00            | $2350.40           | Equities   |
| TAVIA ACQUISITION CORP         SHS       | 2199-01-01      | N/A      | 0.0000% | $188.00            | $1972.12           | Equities   |
| TEXAS VENTURES ACQUISITION III USD CL A  | 2199-01-01      | N/A      | 0.0000% | $150.00            | $1579.50           | Equities   |
| THAYER VENTURES ACQ CORP II    CL A      | 2199-01-01      | N/A      | 0.0000% | $224.00            | $2273.60           | Equities   |
| TITAN ACQUISITION CORP         CL A      | 2199-01-01      | N/A      | 0.0000% | $70.00             | $723.10            | Equities   |
| TRANSLATIONAL DEV ACQUISITION  COM CL A  | 2199-01-01      | N/A      | 0.0000% | $102.00            | $1071.00           | Equities   |
| VOYAGER ACQUISITION CORP       CL A      | 2199-01-01      | N/A      | 0.0000% | $294.00            | $3136.98           | Equities   |
| UY SCUTI ACQUISITION CORP.     ORD SHS   | 2199-01-01      | N/A      | 0.0000% | $13.00             | $133.77            | Equities   |
| VENDOME ACQUISITION CORP I     COM CL A  | 2199-01-01      | N/A      | 0.0000% | $605.00            | $6110.50           | Equities   |
| WINTERGREEN ACQUISITION CORP   SHS       | 2199-01-01      | N/A      | 0.0000% | $5428.00           | $55365.60          | Equities   |
| YORKVILLE ACQUISITION CORP.    SHS CL A  | 2199-01-01      | N/A      | 0.0000% | $1481.00           | $15046.96          | Equities   |
| WEN ACQUISITION CORP           COM CL A  | 2199-01-01      | N/A      | 0.0000% | $635.00            | $6451.60           | Equities   |
| MILLICOM INTL CELLULAR S A     COM STK   | 2199-01-01      | N/A      | 0.0000% | $4106.00           | $255475.32         | Equities   |
| CYBERARK SOFTWARE LTD          SHS       | 2199-01-01      | N/A      | 0.0000% | $560.00            | $240324.00         | Equities   |
| RADCOM LTD                     SHS NEW   | 2199-01-01      | N/A      | 0.0000% | $1.00              | $12.30             | Equities   |
| ASML HLDG NV                   N Y REGIS | 2199-01-01      | N/A      | 0.0000% | $687.00            | $999694.92         | Equities   |
| DHT HOLDINGS INC               SHS NEW   | 2199-01-01      | N/A      | 0.0000% | $41489.00          | $584994.90         | Equities   |
| OKEANIS ECO TANKERS COR        SHS       | 2199-01-01      | N/A      | 0.0000% | $10.00             | $402.10            | Equities   |
| WAVE LIFE SCIENCES LTD         SHS       | 2199-01-01      | N/A      | 0.0000% | $27315.00          | $355368.15         | Equities   |

### Security 134: HSBC Securities USA, Inc.

- **C.1 - Title:** HSBC Securities USA, Inc. 3.730000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1EQDS4, C.3 - LEI: CYYGQCGNHMHP, C.5 - Other ID: ARP1EQDS4_3.73_0202
- **C.18 - Value (incl. sponsor support):** $80000000.00
- **C.18.a - Value (excl. sponsor support):** $80000000.00
- **C.19 - Percentage of Net Assets:** 2.2300%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **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
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association    | 2048-02-01      | 3.5000%  | 0.0000% | $13000.00          | $1653.53           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2033-05-01      | 3.5000%  | 0.0000% | $1039.00           | $86.21             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2028-04-01      | 3.5000%  | 0.0000% | $4000.00           | $188.96            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-05-01      | 3.0000%  | 0.0000% | $2001.00           | $321.51            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-07-01      | 4.0000%  | 0.0000% | $39000.00          | $3184.26           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-09-01      | 4.0000%  | 0.0000% | $1009.00           | $71.51             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2036-07-01      | 2.5000%  | 0.0000% | $1000.00           | $500.90            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2031-07-01      | 1.5000%  | 0.0000% | $1000.00           | $379.66            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2031-07-01      | 2.0000%  | 0.0000% | $1000.00           | $357.81            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2036-08-01      | 2.5000%  | 0.0000% | $2000.00           | $1046.66           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-10-01      | 2.5000%  | 0.0000% | $1040.00           | $635.49            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-03-01      | 4.0000%  | 0.0000% | $4000.00           | $267.66            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-03-01      | 4.0000%  | 0.0000% | $1000.00           | $65.36             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2029-05-01      | 3.5000%  | 0.0000% | $1994.00           | $112.90            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-05-01      | 4.5000%  | 0.0000% | $2000.00           | $225.10            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-05-01      | 3.0000%  | 0.0000% | $1000.00           | $40.02             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-08-01      | 4.5000%  | 0.0000% | $1000.00           | $95.00             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2034-10-01      | 3.0000%  | 0.0000% | $1000.00           | $122.72            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-10-01      | 3.0000%  | 0.0000% | $1000.00           | $79.95             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-11-01      | 3.0000%  | 0.0000% | $1000.00           | $152.81            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2034-12-01      | 2.5000%  | 0.0000% | $1000.00           | $177.64            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-12-01      | 4.0000%  | 0.0000% | $1000.00           | $137.37            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-12-01      | 3.0000%  | 0.0000% | $2000.00           | $190.59            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-12-01      | 4.5000%  | 0.0000% | $2000.00           | $229.58            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2040-01-01      | 3.0000%  | 0.0000% | $1000.00           | $163.12            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2035-02-01      | 3.0000%  | 0.0000% | $1000.00           | $149.02            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2040-02-01      | 3.0000%  | 0.0000% | $1000.00           | $180.72            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2035-04-01      | 3.5000%  | 0.0000% | $2000.00           | $273.42            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-04-01      | 3.0000%  | 0.0000% | $2000.00           | $383.42            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-05-01      | 3.0000%  | 0.0000% | $1000.00           | $246.14            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-06-01      | 3.0000%  | 0.0000% | $2025.00           | $531.22            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-06-01      | 2.5000%  | 0.0000% | $1000.00           | $334.21            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2035-06-01      | 2.0000%  | 0.0000% | $1001.00           | $86.20             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-05-01      | 3.0000%  | 0.0000% | $5000.00           | $3551.59           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-04-01      | 4.0000%  | 0.0000% | $1000.00           | $654.59            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-07-01      | 3.0000%  | 0.0000% | $4077.00           | $2986.00           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-07-01      | 4.0000%  | 0.0000% | $1000.00           | $753.86            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-06-01      | 5.0000%  | 0.0000% | $1000.00           | $669.85            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2037-09-01      | 2.5000%  | 0.0000% | $1000.00           | $649.47            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2042-08-01      | 4.0000%  | 0.0000% | $1000.00           | $672.03            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-09-01      | 3.5000%  | 0.0000% | $1000.00           | $764.93            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-08-01      | 5.0000%  | 0.0000% | $2000.00           | $1430.63           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2037-08-01      | 4.0000%  | 0.0000% | $2000.00           | $1097.72           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-10-01      | 4.0000%  | 0.0000% | $1000.00           | $770.08            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-10-01      | 4.5000%  | 0.0000% | $2031.00           | $1540.22           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-11-01      | 5.0000%  | 0.0000% | $1024.00           | $789.76            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-01-01      | 4.5000%  | 0.0000% | $3000.00           | $2458.47           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-01-01      | 5.5000%  | 0.0000% | $2024.00           | $1463.90           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-02-01      | 4.5000%  | 0.0000% | $3005.00           | $2430.94           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-02-01      | 5.5000%  | 0.0000% | $1001.00           | $723.74            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-12-01      | 5.0000%  | 0.0000% | $2001.00           | $1779.97           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-01-01      | 4.0000%  | 0.0000% | $4000.00           | $3513.24           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2039-08-01      | 5.5000%  | 0.0000% | $1000.00           | $629.11            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-10-01      | 4.0000%  | 0.0000% | $2000.00           | $1825.19           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-09-01      | 6.5000%  | 0.0000% | $1035.00           | $690.49            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2034-10-01      | 5.0000%  | 0.0000% | $1000.00           | $634.03            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-07-01      | 6.0000%  | 0.0000% | $5000.00           | $4576.75           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-07-01      | 6.5000%  | 0.0000% | $1543.00           | $1323.65           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2045-07-01      | 6.0000%  | 0.0000% | $1000.00           | $895.23            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2040-08-01      | 4.5000%  | 0.0000% | $1000.00           | $957.01            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2045-08-01      | 5.0000%  | 0.0000% | $2000.00           | $1882.49           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-11-01      | 6.0000%  | 0.0000% | $1039.00           | $1026.97           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2040-11-01      | 5.5000%  | 0.0000% | $1000.00           | $989.68            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2040-04-01      | 5.5000%  | 0.0000% | $2060.00           | $110.09            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2040-07-01      | 5.0000%  | 0.0000% | $4077.00           | $194.29            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2040-08-01      | 5.0000%  | 0.0000% | $1000.00           | $54.55             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2038-02-01      | 5.5000%  | 0.0000% | $1003.00           | $18.21             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2040-09-01      | 4.5000%  | 0.0000% | $2000.00           | $119.56            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2040-03-01      | 6.0000%  | 0.0000% | $3056.00           | $70.91             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2040-09-01      | 3.5000%  | 0.0000% | $1036.00           | $53.01             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2040-11-01      | 4.0000%  | 0.0000% | $1122.00           | $86.41             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-12-01      | 6.5000%  | 0.0000% | $1000.00           | $918.50            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-12-01      | 5.5000%  | 0.0000% | $1000.00           | $1016.92           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-11-01      | 5.0000%  | 0.0000% | $1000.00           | $921.21            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-11-01      | 6.5000%  | 0.0000% | $2000.00           | $1108.23           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-12-01      | 6.5000%  | 0.0000% | $1000.00           | $622.84            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-12-01      | 4.5000%  | 0.0000% | $1000.00           | $957.00            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-12-01      | 6.0000%  | 0.0000% | $1000.00           | $1013.56           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-12-01      | 6.0000%  | 0.0000% | $1000.00           | $1040.55           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-01-01      | 5.5000%  | 0.0000% | $2000.00           | $1846.79           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-01-01      | 5.5000%  | 0.0000% | $1001.00           | $1014.80           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $963.81            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 5.0000%  | 0.0000% | $1008.00           | $1005.24           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 6.5000%  | 0.0000% | $4043.00           | $2814.35           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-03-01      | 4.5000%  | 0.0000% | $1000.00           | $977.02            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 6.5000%  | 0.0000% | $1000.00           | $794.66            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 6.5000%  | 0.0000% | $1000.00           | $910.02            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-07-01      | 2.5000%  | 0.0000% | $1019.00           | $372.19            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-07-01      | 2.5000%  | 0.0000% | $4096.00           | $1698.29           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-07-01      | 3.0000%  | 0.0000% | $1000.00           | $410.47            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2035-07-01      | 2.5000%  | 0.0000% | $10000.00          | $4055.68           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-07-01      | 2.5000%  | 0.0000% | $4477.00           | $1734.69           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-08-01      | 2.5000%  | 0.0000% | $3076.00           | $1406.83           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-08-01      | 2.5000%  | 0.0000% | $6290.00           | $2322.39           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-08-01      | 2.5000%  | 0.0000% | $1024.00           | $487.81            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-08-01      | 2.5000%  | 0.0000% | $1074.00           | $434.40            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-08-01      | 2.5000%  | 0.0000% | $7679.00           | $3407.76           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-08-01      | 3.0000%  | 0.0000% | $1000.00           | $312.39            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-08-01      | 3.0000%  | 0.0000% | $4000.00           | $1545.99           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-08-01      | 2.0000%  | 0.0000% | $3880.00           | $1954.62           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-08-01      | 2.5000%  | 0.0000% | $1000.00           | $502.76            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-08-01      | 2.0000%  | 0.0000% | $3840.00           | $1761.77           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-08-01      | 2.5000%  | 0.0000% | $1025.00           | $486.35            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-08-01      | 3.0000%  | 0.0000% | $1024.00           | $535.37            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-08-01      | 4.0000%  | 0.0000% | $5370.00           | $2070.59           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-09-01      | 2.0000%  | 0.0000% | $5241.00           | $2559.51           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-09-01      | 2.0000%  | 0.0000% | $2400.00           | $1170.12           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-09-01      | 2.5000%  | 0.0000% | $2048.00           | $990.71            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-09-01      | 2.5000%  | 0.0000% | $10240.00          | $4178.35           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-09-01      | 2.5000%  | 0.0000% | $7189.00           | $3157.91           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-09-01      | 2.5000%  | 0.0000% | $1024.00           | $423.31            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-09-01      | 2.5000%  | 0.0000% | $3840.00           | $1819.33           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-09-01      | 2.0000%  | 0.0000% | $1024.00           | $485.82            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-09-01      | 2.5000%  | 0.0000% | $3840.00           | $1612.02           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-09-01      | 2.0000%  | 0.0000% | $2000.00           | $1031.45           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-09-01      | 2.0000%  | 0.0000% | $1025.00           | $504.14            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2045-09-01      | 2.0000%  | 0.0000% | $1243.00           | $617.49            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-09-01      | 2.0000%  | 0.0000% | $3072.00           | $1591.27           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-09-01      | 2.5000%  | 0.0000% | $2152.00           | $956.24            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-09-01      | 2.5000%  | 0.0000% | $4582.00           | $1868.59           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-09-01      | 3.5000%  | 0.0000% | $3000.00           | $1451.74           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-12-01      | 2.0000%  | 0.0000% | $5290.00           | $2878.49           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-12-01      | 2.0000%  | 0.0000% | $1000.00           | $538.05            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-12-01      | 2.0000%  | 0.0000% | $2000.00           | $1006.52           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-12-01      | 2.0000%  | 0.0000% | $4319.00           | $2491.32           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-12-01      | 2.0000%  | 0.0000% | $3058.00           | $1639.21           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-12-01      | 2.0000%  | 0.0000% | $1568.00           | $887.46            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-12-01      | 2.5000%  | 0.0000% | $2048.00           | $1019.85           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-12-01      | 2.5000%  | 0.0000% | $2000.00           | $993.91            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-12-01      | 2.0000%  | 0.0000% | $3310.00           | $1759.65           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-10-01      | 2.0000%  | 0.0000% | $1024.00           | $511.83            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-10-01      | 2.0000%  | 0.0000% | $1113.00           | $560.65            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-10-01      | 2.0000%  | 0.0000% | $2048.00           | $1009.41           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-10-01      | 2.5000%  | 0.0000% | $1023.00           | $529.87            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-10-01      | 2.5000%  | 0.0000% | $2730.00           | $1426.24           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-10-01      | 2.0000%  | 0.0000% | $4067.00           | $2044.77           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-10-01      | 2.0000%  | 0.0000% | $3147.00           | $1745.31           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-10-01      | 2.0000%  | 0.0000% | $2218.00           | $1150.98           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-10-01      | 2.0000%  | 0.0000% | $2024.00           | $1052.31           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-10-01      | 2.0000%  | 0.0000% | $1024.00           | $532.05            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-10-01      | 2.0000%  | 0.0000% | $4096.00           | $2158.26           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-10-01      | 2.0000%  | 0.0000% | $3092.00           | $1650.28           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-10-01      | 2.0000%  | 0.0000% | $3105.00           | $1750.52           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-10-01      | 2.0000%  | 0.0000% | $2073.00           | $1043.83           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-10-01      | 2.5000%  | 0.0000% | $1000.00           | $464.58            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-10-01      | 2.0000%  | 0.0000% | $8526.00           | $4401.51           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-10-01      | 2.0000%  | 0.0000% | $3288.00           | $1693.78           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-11-01      | 2.0000%  | 0.0000% | $2000.00           | $1097.02           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-11-01      | 2.0000%  | 0.0000% | $1040.00           | $552.93            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-11-01      | 2.0000%  | 0.0000% | $3169.00           | $1718.43           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-11-01      | 2.0000%  | 0.0000% | $3179.00           | $1612.14           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-11-01      | 2.0000%  | 0.0000% | $1347.00           | $737.06            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-11-01      | 2.0000%  | 0.0000% | $1200.00           | $654.47            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-11-01      | 2.5000%  | 0.0000% | $6000.00           | $3095.80           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-11-01      | 2.0000%  | 0.0000% | $1000.00           | $545.65            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-02-01      | 2.0000%  | 0.0000% | $1024.00           | $573.40            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-02-01      | 2.0000%  | 0.0000% | $2000.00           | $1094.38           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-02-01      | 2.5000%  | 0.0000% | $4001.00           | $2296.29           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-02-01      | 3.0000%  | 0.0000% | $6264.00           | $2843.35           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-12-01      | 2.5000%  | 0.0000% | $1000.00           | $456.44            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-12-01      | 2.5000%  | 0.0000% | $1008.00           | $591.48            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2035-12-01      | 3.0000%  | 0.0000% | $1000.00           | $446.83            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-01-01      | 2.0000%  | 0.0000% | $2084.00           | $1145.41           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-01-01      | 2.5000%  | 0.0000% | $1024.00           | $540.46            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-01-01      | 3.5000%  | 0.0000% | $4000.00           | $2316.92           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-01-01      | 2.0000%  | 0.0000% | $1024.00           | $562.88            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-01-01      | 2.0000%  | 0.0000% | $4392.00           | $2464.27           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-02-01      | 2.0000%  | 0.0000% | $1299.00           | $680.00            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-01-01      | 2.0000%  | 0.0000% | $2282.00           | $1198.80           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-02-01      | 2.0000%  | 0.0000% | $8000.00           | $4482.42           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2036-01-01      | 2.0000%  | 0.0000% | $3000.00           | $1127.47           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2036-01-01      | 2.5000%  | 0.0000% | $5040.00           | $1895.01           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-02-01      | 3.0000%  | 0.0000% | $1085.00           | $607.02            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-02-01      | 2.0000%  | 0.0000% | $2144.00           | $1213.27           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-02-01      | 3.0000%  | 0.0000% | $4096.00           | $2302.01           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-02-01      | 2.0000%  | 0.0000% | $2048.00           | $1148.17           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-02-01      | 3.0000%  | 0.0000% | $5184.00           | $2847.37           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-04-01      | 2.5000%  | 0.0000% | $1032.00           | $590.87            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2041-04-01      | 2.5000%  | 0.0000% | $1000.00           | $586.91            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-04-01      | 2.5000%  | 0.0000% | $1024.00           | $679.79            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-05-01      | 2.0000%  | 0.0000% | $2048.00           | $1200.54           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-05-01      | 2.5000%  | 0.0000% | $1003.00           | $592.88            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-05-01      | 3.0000%  | 0.0000% | $4000.00           | $2102.34           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2036-05-01      | 2.0000%  | 0.0000% | $2000.00           | $942.35            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2036-05-01      | 2.5000%  | 0.0000% | $1000.00           | $541.35            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-05-01      | 2.5000%  | 0.0000% | $5000.00           | $3013.25           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-05-01      | 2.0000%  | 0.0000% | $1000.00           | $589.50            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-05-01      | 3.5000%  | 0.0000% | $1009.00           | $503.77            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-05-01      | 3.0000%  | 0.0000% | $1000.00           | $672.97            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2036-05-01      | 2.0000%  | 0.0000% | $1000.00           | $510.17            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2046-05-01      | 2.5000%  | 0.0000% | $3000.00           | $1940.51           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-05-01      | 3.5000%  | 0.0000% | $2000.00           | $912.04            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-06-01      | 2.5000%  | 0.0000% | $1024.00           | $671.88            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2036-06-01      | 2.5000%  | 0.0000% | $8000.00           | $4140.72           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-09-01      | 2.5000%  | 0.0000% | $1024.00           | $630.46            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-09-01      | 2.5000%  | 0.0000% | $1317.00           | $802.04            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-09-01      | 2.5000%  | 0.0000% | $2048.00           | $1231.34           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-09-01      | 3.0000%  | 0.0000% | $2000.00           | $1234.04           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2036-09-01      | 2.5000%  | 0.0000% | $2000.00           | $1023.64           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-10-01      | 2.0000%  | 0.0000% | $1024.00           | $625.94            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-06-01      | 2.5000%  | 0.0000% | $1024.00           | $619.17            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-07-01      | 3.0000%  | 0.0000% | $1962.00           | $1325.27           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-06-01      | 3.0000%  | 0.0000% | $5051.00           | $2642.90           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-07-01      | 2.0000%  | 0.0000% | $1000.00           | $596.28            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-07-01      | 2.0000%  | 0.0000% | $4096.00           | $2404.90           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-07-01      | 2.5000%  | 0.0000% | $1000.00           | $589.66            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-07-01      | 2.5000%  | 0.0000% | $2309.00           | $1398.46           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-07-01      | 2.5000%  | 0.0000% | $1000.00           | $686.47            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-07-01      | 3.5000%  | 0.0000% | $9127.00           | $3929.64           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2036-07-01      | 2.5000%  | 0.0000% | $3000.00           | $1503.13           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-08-01      | 2.0000%  | 0.0000% | $3000.00           | $1832.91           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-08-01      | 2.5000%  | 0.0000% | $1537.00           | $938.36            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-08-01      | 2.5000%  | 0.0000% | $7001.00           | $4223.16           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-08-01      | 2.5000%  | 0.0000% | $1024.00           | $609.19            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2036-08-01      | 2.0000%  | 0.0000% | $1000.00           | $531.89            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-09-01      | 2.5000%  | 0.0000% | $2048.00           | $1263.33           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-09-01      | 2.0000%  | 0.0000% | $1661.00           | $1003.94           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-09-01      | 2.5000%  | 0.0000% | $1156.00           | $715.84            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-09-01      | 2.5000%  | 0.0000% | $2000.00           | $1273.79           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-09-01      | 3.0000%  | 0.0000% | $3024.00           | $1931.75           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-09-01      | 2.5000%  | 0.0000% | $1024.00           | $616.85            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-09-01      | 2.5000%  | 0.0000% | $3328.00           | $2016.89           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-09-01      | 2.5000%  | 0.0000% | $4096.00           | $2472.94           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-11-01      | 5.5000%  | 0.0000% | $1000.00           | $1028.24           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-11-01      | 6.5000%  | 0.0000% | $1001.00           | $1044.81           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-11-01      | 5.0000%  | 0.0000% | $2003.00           | $2018.86           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-12-01      | 5.0000%  | 0.0000% | $2003.00           | $2012.29           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-12-01      | 5.0000%  | 0.0000% | $1000.00           | $1006.06           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-11-01      | 6.5000%  | 0.0000% | $1000.00           | $1049.71           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-12-01      | 5.5000%  | 0.0000% | $1000.00           | $1031.43           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-12-01      | 5.0000%  | 0.0000% | $1008.00           | $1015.55           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-12-01      | 6.5000%  | 0.0000% | $1001.00           | $1063.43           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-12-01      | 6.0000%  | 0.0000% | $1000.00           | $1039.39           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-01-01      | 4.5000%  | 0.0000% | $1002.00           | $990.56            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-12-01      | 5.5000%  | 0.0000% | $1002.00           | $1028.22           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-12-01      | 5.0000%  | 0.0000% | $1002.00           | $1006.81           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-12-01      | 5.5000%  | 0.0000% | $1008.00           | $1027.77           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-04-01      | 4.5000%  | 0.0000% | $2000.00           | $1633.53           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-02-01      | 3.0000%  | 0.0000% | $1000.00           | $735.21            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2038-04-01      | 4.0000%  | 0.0000% | $1000.00           | $618.20            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-07-01      | 4.5000%  | 0.0000% | $2000.00           | $1667.97           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-07-01      | 5.0000%  | 0.0000% | $1007.00           | $834.55            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-07-01      | 6.0000%  | 0.0000% | $2048.00           | $1425.61           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-08-01      | 4.5000%  | 0.0000% | $2000.00           | $1693.40           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-09-01      | 4.5000%  | 0.0000% | $1000.00           | $864.24            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-09-01      | 6.0000%  | 0.0000% | $3000.00           | $2029.88           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-08-01      | 6.0000%  | 0.0000% | $2021.00           | $1388.43           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2038-08-01      | 5.5000%  | 0.0000% | $3000.00           | $1625.30           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2038-11-01      | 6.0000%  | 0.0000% | $1000.00           | $477.30            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-10-01      | 4.0000%  | 0.0000% | $1000.00           | $835.59            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-11-01      | 4.5000%  | 0.0000% | $1000.00           | $871.56            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-06-01      | 5.0000%  | 0.0000% | $3007.00           | $2956.64           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-06-01      | 5.5000%  | 0.0000% | $3127.00           | $2922.55           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-05-01      | 6.5000%  | 0.0000% | $1000.00           | $1048.06           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-05-01      | 6.0000%  | 0.0000% | $1008.00           | $1031.18           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-06-01      | 6.5000%  | 0.0000% | $1000.00           | $987.89            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $965.63            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-06-01      | 6.0000%  | 0.0000% | $2059.00           | $2011.52           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-06-01      | 6.0000%  | 0.0000% | $1001.00           | $1037.85           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-06-01      | 6.0000%  | 0.0000% | $2000.00           | $2081.51           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-10-01      | 6.0000%  | 0.0000% | $3000.00           | $3122.82           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $1026.84           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-09-01      | 5.5000%  | 0.0000% | $1001.00           | $1019.71           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-09-01      | 6.5000%  | 0.0000% | $2000.00           | $2071.17           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-09-01      | 5.5000%  | 0.0000% | $1000.00           | $1021.83           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-09-01      | 5.5000%  | 0.0000% | $1000.00           | $1016.53           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-09-01      | 6.0000%  | 0.0000% | $2024.00           | $2074.13           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-09-01      | 6.0000%  | 0.0000% | $2000.00           | $1669.80           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $1035.44           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-09-01      | 6.5000%  | 0.0000% | $1001.00           | $1049.22           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-09-01      | 5.5000%  | 0.0000% | $1000.00           | $1026.36           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $1040.50           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-08-01      | 6.0000%  | 0.0000% | $1001.00           | $1043.70           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-10-01      | 5.5000%  | 0.0000% | $3727.00           | $2544.84           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-10-01      | 5.5000%  | 0.0000% | $4000.00           | $4113.50           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-10-01      | 5.5000%  | 0.0000% | $3024.00           | $3087.43           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-09-01      | 6.0000%  | 0.0000% | $2000.00           | $1989.04           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-10-01      | 5.0000%  | 0.0000% | $1004.00           | $1006.69           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-10-01      | 6.0000%  | 0.0000% | $2000.00           | $2076.69           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-10-01      | 6.0000%  | 0.0000% | $1000.00           | $1037.59           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-09-01      | 6.0000%  | 0.0000% | $3038.00           | $3113.81           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-09-01      | 5.5000%  | 0.0000% | $1000.00           | $957.37            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2040-09-01      | 5.5000%  | 0.0000% | $1000.00           | $1007.04           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $931.01            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-10-01      | 5.5000%  | 0.0000% | $2000.00           | $2038.09           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-10-01      | 5.5000%  | 0.0000% | $2000.00           | $2042.98           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-11-01      | 6.5000%  | 0.0000% | $1001.00           | $1038.48           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-09-01      | 6.0000%  | 0.0000% | $2000.00           | $2067.94           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1027.68           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-10-01      | 6.5000%  | 0.0000% | $1000.00           | $1055.14           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-10-01      | 7.0000%  | 0.0000% | $1000.00           | $1065.60           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-09-01      | 7.0000%  | 0.0000% | $1000.00           | $1059.09           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-11-01      | 6.0000%  | 0.0000% | $1000.00           | $1041.98           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-10-01      | 5.0000%  | 0.0000% | $3016.00           | $3031.94           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-11-01      | 5.0000%  | 0.0000% | $2000.00           | $2007.80           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-09-01      | 6.5000%  | 0.0000% | $2078.00           | $2219.30           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-10-01      | 6.5000%  | 0.0000% | $1000.00           | $1047.85           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-12-01      | 4.5000%  | 0.0000% | $2000.00           | $1975.36           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-11-01      | 5.5000%  | 0.0000% | $2021.00           | $2091.43           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-11-01      | 6.0000%  | 0.0000% | $1000.00           | $981.41            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-11-01      | 6.0000%  | 0.0000% | $2000.00           | $2084.42           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-12-01      | 6.0000%  | 0.0000% | $2000.00           | $2070.15           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-12-01      | 6.0000%  | 0.0000% | $1000.00           | $1028.31           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-12-01      | 5.0000%  | 0.0000% | $1000.00           | $1016.14           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-11-01      | 4.0000%  | 0.0000% | $2001.00           | $1915.83           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-12-01      | 5.0000%  | 0.0000% | $1005.00           | $1017.41           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-11-01      | 6.5000%  | 0.0000% | $1000.00           | $1050.57           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-12-01      | 5.0000%  | 0.0000% | $1000.00           | $862.70            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2042-05-01      | 3.0000%  | 0.0000% | $1000.00           | $654.59            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $1022.38           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-05-01      | 6.0000%  | 0.0000% | $2000.00           | $1703.18           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-05-01      | 5.0000%  | 0.0000% | $1001.00           | $1005.88           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2040-09-01      | 5.0000%  | 0.0000% | $2000.00           | $1835.17           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-06-01      | 5.5000%  | 0.0000% | $1000.00           | $923.08            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $1033.44           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-06-01      | 7.0000%  | 0.0000% | $1000.00           | $966.65            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-10-01      | 4.5000%  | 0.0000% | $1000.00           | $158.74            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-05-01      | 4.0000%  | 0.0000% | $29000.00          | $4819.22           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-02-01      | 5.5000%  | 0.0000% | $18005.00          | $1113.54           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2033-11-01      | 3.5000%  | 0.0000% | $1000.00           | $118.25            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-01-01      | 4.0000%  | 0.0000% | $1035.00           | $270.07            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2039-01-01      | 4.5000%  | 0.0000% | $1000.00           | $255.05            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-01-01      | 4.5000%  | 0.0000% | $1000.00           | $138.68            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2034-02-01      | 4.5000%  | 0.0000% | $4000.00           | $403.12            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2034-03-01      | 4.0000%  | 0.0000% | $6420.00           | $1194.71           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-04-01      | 4.0000%  | 0.0000% | $1000.00           | $230.45            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-04-01      | 5.0000%  | 0.0000% | $2053.00           | $683.68            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-04-01      | 4.5000%  | 0.0000% | $1000.00           | $303.69            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-04-01      | 4.0000%  | 0.0000% | $4490.00           | $807.84            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-06-01      | 4.5000%  | 0.0000% | $3081.00           | $1022.24           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-07-01      | 4.0000%  | 0.0000% | $2000.00           | $394.91            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-07-01      | 3.5000%  | 0.0000% | $25993.00          | $2509.74           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-08-01      | 3.5000%  | 0.0000% | $23000.00          | $2854.54           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-08-01      | 5.0000%  | 0.0000% | $1000.00           | $202.27            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-08-01      | 3.0000%  | 0.0000% | $9000.00           | $2088.43           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-08-01      | 4.0000%  | 0.0000% | $16000.00          | $1826.63           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-10-01      | 3.5000%  | 0.0000% | $3506.00           | $1282.09           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-03-01      | 3.0000%  | 0.0000% | $16000.00          | $3821.86           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2034-11-01      | 2.5000%  | 0.0000% | $3000.00           | $890.71            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-12-01      | 3.0000%  | 0.0000% | $1000.00           | $368.13            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-12-01      | 3.0000%  | 0.0000% | $18000.00          | $4180.43           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-12-01      | 3.5000%  | 0.0000% | $5000.00           | $1443.92           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-01-01      | 4.0000%  | 0.0000% | $1000.00           | $172.28            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2035-01-01      | 3.0000%  | 0.0000% | $5014.00           | $1501.81           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-02-01      | 3.0000%  | 0.0000% | $4000.00           | $1363.00           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-02-01      | 3.5000%  | 0.0000% | $2048.00           | $954.10            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-02-01      | 3.0000%  | 0.0000% | $2048.00           | $422.67            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2035-03-01      | 3.0000%  | 0.0000% | $1000.00           | $299.47            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-06-01      | 5.0000%  | 0.0000% | $2000.00           | $1983.19           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-06-01      | 5.0000%  | 0.0000% | $1024.00           | $957.41            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-06-01      | 5.5000%  | 0.0000% | $5016.00           | $4892.50           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-06-01      | 5.5000%  | 0.0000% | $3000.00           | $3059.87           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-07-01      | 6.0000%  | 0.0000% | $1024.00           | $964.69            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2040-07-01      | 5.0000%  | 0.0000% | $1001.00           | $998.07            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-07-01      | 6.5000%  | 0.0000% | $2048.00           | $2078.03           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-07-01      | 6.5000%  | 0.0000% | $1024.00           | $986.64            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-07-01      | 6.5000%  | 0.0000% | $3000.00           | $2928.39           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-12-01      | 5.0000%  | 0.0000% | $3072.00           | $3101.61           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-12-01      | 5.0000%  | 0.0000% | $2000.00           | $2010.93           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-12-01      | 5.0000%  | 0.0000% | $1024.00           | $1032.08           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-12-01      | 5.5000%  | 0.0000% | $1024.00           | $1055.34           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2031-05-01      | 2.5000%  | 0.0000% | $3000.00           | $298.61            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2029-07-01      | 3.5000%  | 0.0000% | $2005.00           | $111.03            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2034-09-01      | 4.5000%  | 0.0000% | $2000.00           | $93.77             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2045-03-01      | 3.5000%  | 0.0000% | $1000.00           | $41.16             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2045-05-01      | 3.0000%  | 0.0000% | $1000.00           | $74.31             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2035-07-01      | 3.0000%  | 0.0000% | $3000.00           | $356.64            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-02-01      | 7.0000%  | 0.0000% | $2000.00           | $1976.12           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-02-01      | 6.0000%  | 0.0000% | $1000.00           | $968.11            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-01-01      | 6.5000%  | 0.0000% | $3001.00           | $1862.14           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-01-01      | 6.5000%  | 0.0000% | $1000.00           | $774.13            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-03-01      | 6.5000%  | 0.0000% | $1000.00           | $530.93            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-04-01      | 7.0000%  | 0.0000% | $1000.00           | $1060.92           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-12-01      | 5.5000%  | 0.0000% | $1554.00           | $1574.12           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-02-01      | 5.5000%  | 0.0000% | $2000.00           | $1768.01           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-02-01      | 5.5000%  | 0.0000% | $1001.00           | $1002.42           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-03-01      | 6.5000%  | 0.0000% | $3928.00           | $1828.56           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-03-01      | 6.5000%  | 0.0000% | $1000.00           | $1030.71           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-04-01      | 6.5000%  | 0.0000% | $1000.00           | $1038.49           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-02-01      | 6.0000%  | 0.0000% | $2000.00           | $1844.40           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-02-01      | 6.5000%  | 0.0000% | $1000.00           | $927.69            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-02-01      | 5.0000%  | 0.0000% | $4012.00           | $3745.42           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-02-01      | 6.5000%  | 0.0000% | $2000.00           | $1394.54           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-06-01      | 5.5000%  | 0.0000% | $1001.00           | $846.64            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-07-01      | 5.5000%  | 0.0000% | $1000.00           | $817.26            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-04-01      | 5.0000%  | 0.0000% | $1052.00           | $1048.83           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-06-01      | 6.5000%  | 0.0000% | $2000.00           | $2093.53           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-03-01      | 7.0000%  | 0.0000% | $1000.00           | $995.35            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-02-01      | 7.0000%  | 0.0000% | $1000.00           | $943.41            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-02-01      | 6.0000%  | 0.0000% | $3000.00           | $2928.89           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-02-01      | 5.0000%  | 0.0000% | $3000.00           | $3020.17           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-01-01      | 6.5000%  | 0.0000% | $1000.00           | $1043.97           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-03-01      | 5.5000%  | 0.0000% | $2013.00           | $2055.98           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-04-01      | 5.0000%  | 0.0000% | $2000.00           | $2004.49           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-04-01      | 5.5000%  | 0.0000% | $3000.00           | $2910.98           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-03-01      | 4.5000%  | 0.0000% | $2000.00           | $1714.17           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-03-01      | 5.0000%  | 0.0000% | $1000.00           | $988.36            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-02-01      | 7.5000%  | 0.0000% | $1000.00           | $1065.26           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-03-01      | 6.5000%  | 0.0000% | $2000.00           | $2092.88           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-03-01      | 5.0000%  | 0.0000% | $1028.00           | $1031.82           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-04-01      | 6.5000%  | 0.0000% | $1008.00           | $521.24            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-02-01      | 6.0000%  | 0.0000% | $1000.00           | $897.95            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-04-01      | 5.5000%  | 0.0000% | $1126.00           | $1034.16           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-04-01      | 6.0000%  | 0.0000% | $4000.00           | $3825.96           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-03-01      | 6.5000%  | 0.0000% | $1003.00           | $796.10            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-02-01      | 6.0000%  | 0.0000% | $3001.00           | $3094.39           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-02-01      | 6.5000%  | 0.0000% | $1000.00           | $1051.83           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-03-01      | 6.0000%  | 0.0000% | $2000.00           | $2022.21           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-05-01      | 5.0000%  | 0.0000% | $2000.00           | $2011.21           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-05-01      | 5.0000%  | 0.0000% | $1001.00           | $923.99            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $1042.07           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 6.5000%  | 0.0000% | $1000.00           | $943.87            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 5.5000%  | 0.0000% | $2003.00           | $1968.19           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-03-01      | 6.5000%  | 0.0000% | $5043.00           | $4444.49           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 6.0000%  | 0.0000% | $2001.00           | $1960.72           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $1019.34           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 6.0000%  | 0.0000% | $1024.00           | $946.94            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-06-01      | 6.0000%  | 0.0000% | $4046.00           | $3959.96           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $982.89            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-06-01      | 5.0000%  | 0.0000% | $1000.00           | $967.34            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-06-01      | 6.0000%  | 0.0000% | $3093.00           | $2982.11           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-06-01      | 5.5000%  | 0.0000% | $1040.00           | $1064.02           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-06-01      | 5.5000%  | 0.0000% | $2982.00           | $2969.24           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-04-01      | 5.5000%  | 0.0000% | $3002.00           | $2685.42           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-09-01      | 2.0000%  | 0.0000% | $1024.00           | $606.81            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-09-01      | 2.0000%  | 0.0000% | $1025.00           | $639.90            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-01-01      | 2.0000%  | 0.0000% | $1105.00           | $701.47            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-01-01      | 2.0000%  | 0.0000% | $1024.00           | $645.02            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-01-01      | 2.5000%  | 0.0000% | $2001.00           | $1260.78           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-01-01      | 2.5000%  | 0.0000% | $3000.00           | $1906.76           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-01-01      | 3.5000%  | 0.0000% | $1000.00           | $604.36            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-10-01      | 2.5000%  | 0.0000% | $1024.00           | $620.97            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-10-01      | 2.0000%  | 0.0000% | $1024.00           | $619.53            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-10-01      | 3.0000%  | 0.0000% | $3002.00           | $1775.55           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-07-01      | 3.0000%  | 0.0000% | $10000.00          | $4953.45           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2041-07-01      | 2.5000%  | 0.0000% | $4000.00           | $2226.80           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-11-01      | 2.5000%  | 0.0000% | $1238.00           | $756.55            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-11-01      | 2.5000%  | 0.0000% | $2048.00           | $1242.42           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-11-01      | 2.5000%  | 0.0000% | $1038.00           | $645.04            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-11-01      | 2.5000%  | 0.0000% | $1000.00           | $659.27            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-11-01      | 3.0000%  | 0.0000% | $2000.00           | $1275.51           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-11-01      | 2.0000%  | 0.0000% | $7000.00           | $4236.53           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2041-11-01      | 2.5000%  | 0.0000% | $5000.00           | $3163.45           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-11-01      | 3.0000%  | 0.0000% | $1000.00           | $670.52            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2041-11-01      | 3.0000%  | 0.0000% | $1000.00           | $703.27            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-11-01      | 2.0000%  | 0.0000% | $2000.00           | $1206.74           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-11-01      | 3.0000%  | 0.0000% | $2000.00           | $1224.41           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-11-01      | 2.5000%  | 0.0000% | $3000.00           | $1895.95           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-02-01      | 3.0000%  | 0.0000% | $2000.00           | $1667.03           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-01-01      | 5.5000%  | 0.0000% | $2067.00           | $1901.86           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-06-01      | 6.5000%  | 0.0000% | $5096.00           | $4051.80           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-09-01      | 6.0000%  | 0.0000% | $3024.00           | $2870.90           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-05-01      | 3.0000%  | 0.0000% | $1000.00           | $675.63            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-05-01      | 3.5000%  | 0.0000% | $3048.00           | $2062.43           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-05-01      | 3.5000%  | 0.0000% | $1000.00           | $688.31            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-06-01      | 4.0000%  | 0.0000% | $1000.00           | $728.17            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-12-01      | 5.0000%  | 0.0000% | $1070.00           | $867.00            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-11-01      | 4.5000%  | 0.0000% | $1000.00           | $733.05            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-01-01      | 6.0000%  | 0.0000% | $1000.00           | $687.10            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2042-09-01      | 2.5000%  | 0.0000% | $2000.00           | $1323.76           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-12-01      | 5.5000%  | 0.0000% | $1000.00           | $744.14            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-08-01      | 3.5000%  | 0.0000% | $1008.00           | $717.73            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-02-01      | 3.5000%  | 0.0000% | $3000.00           | $2287.06           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-08-01      | 4.0000%  | 0.0000% | $1000.00           | $740.86            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-03-01      | 4.5000%  | 0.0000% | $1000.00           | $719.41            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2037-02-01      | 2.5000%  | 0.0000% | $1000.00           | $660.60            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-02-01      | 3.0000%  | 0.0000% | $6000.00           | $4155.96           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-05-01      | 3.0000%  | 0.0000% | $1000.00           | $693.90            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-02-01      | 6.0000%  | 0.0000% | $6167.00           | $4445.11           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-07-01      | 2.5000%  | 0.0000% | $1000.00           | $712.36            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-05-01      | 3.5000%  | 0.0000% | $3007.00           | $1947.35           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-01-01      | 4.5000%  | 0.0000% | $1000.00           | $723.76            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-02-01      | 6.0000%  | 0.0000% | $3584.00           | $2563.35           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-02-01      | 6.0000%  | 0.0000% | $2000.00           | $1131.39           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-11-01      | 5.5000%  | 0.0000% | $3108.00           | $2004.37           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-01-01      | 5.0000%  | 0.0000% | $1000.00           | $810.67            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-03-01      | 5.5000%  | 0.0000% | $3000.00           | $2360.00           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-02-01      | 6.0000%  | 0.0000% | $5172.00           | $3664.19           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-07-01      | 3.0000%  | 0.0000% | $2000.00           | $1428.75           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-03-01      | 5.0000%  | 0.0000% | $3077.00           | $2266.51           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2036-09-01      | 2.5000%  | 0.0000% | $3000.00           | $1749.12           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-03-01      | 4.5000%  | 0.0000% | $2048.00           | $1548.64           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-04-01      | 5.5000%  | 0.0000% | $5040.00           | $3757.33           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-04-01      | 5.0000%  | 0.0000% | $1000.00           | $776.37            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-10-01      | 2.0000%  | 0.0000% | $1000.00           | $671.59            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-04-01      | 5.5000%  | 0.0000% | $3125.00           | $2343.83           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-03-01      | 4.5000%  | 0.0000% | $1062.00           | $755.74            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-04-01      | 3.5000%  | 0.0000% | $5000.00           | $3591.71           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-07-01      | 5.0000%  | 0.0000% | $1030.00           | $950.76            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-05-01      | 2.0000%  | 0.0000% | $1000.00           | $700.79            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-07-01      | 5.5000%  | 0.0000% | $3000.00           | $2419.50           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2047-12-01      | 3.0000%  | 0.0000% | $6001.00           | $4202.69           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-07-01      | 2.5000%  | 0.0000% | $2001.00           | $1497.50           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-04-01      | 5.5000%  | 0.0000% | $3239.00           | $2531.79           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-05-01      | 5.5000%  | 0.0000% | $2164.00           | $1635.66           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-10-01      | 2.5000%  | 0.0000% | $1000.00           | $729.66            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-02-01      | 6.5000%  | 0.0000% | $5236.00           | $3721.42           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-10-01      | 4.0000%  | 0.0000% | $1000.00           | $739.12            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-05-01      | 5.0000%  | 0.0000% | $1012.00           | $1013.96           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2040-05-01      | 6.0000%  | 0.0000% | $3000.00           | $2917.44           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $980.21            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-06-01      | 5.5000%  | 0.0000% | $3104.00           | $3080.60           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-12-01      | 5.0000%  | 0.0000% | $1000.00           | $1004.16           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-12-01      | 5.0000%  | 0.0000% | $1008.00           | $1014.48           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2046-02-01      | 4.0000%  | 0.0000% | $17138.00          | $2739.87           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2046-01-01      | 3.5000%  | 0.0000% | $20000.00          | $3792.33           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2046-05-01      | 3.0000%  | 0.0000% | $1001.00           | $201.42            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2046-09-01      | 3.0000%  | 0.0000% | $1024.00           | $245.18            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2046-09-01      | 3.0000%  | 0.0000% | $1023.00           | $269.93            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2046-12-01      | 3.5000%  | 0.0000% | $1000.00           | $242.01            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2047-01-01      | 3.5000%  | 0.0000% | $3072.00           | $841.16            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2047-01-01      | 3.5000%  | 0.0000% | $4139.00           | $694.18            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2046-09-01      | 3.0000%  | 0.0000% | $1000.00           | $190.08            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2046-07-01      | 3.5000%  | 0.0000% | $4004.00           | $1584.87           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2047-03-01      | 4.0000%  | 0.0000% | $4009.00           | $442.61            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2047-03-01      | 4.0000%  | 0.0000% | $5000.00           | $720.70            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2046-10-01      | 3.0000%  | 0.0000% | $5120.00           | $1022.46           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2046-11-01      | 4.5000%  | 0.0000% | $2000.00           | $524.21            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2031-10-01      | 2.5000%  | 0.0000% | $1000.00           | $106.57            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2046-12-01      | 3.5000%  | 0.0000% | $2000.00           | $505.47            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2047-05-01      | 4.0000%  | 0.0000% | $2000.00           | $198.70            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2047-01-01      | 3.0000%  | 0.0000% | $2000.00           | $471.33            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2047-01-01      | 3.5000%  | 0.0000% | $1024.00           | $156.61            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-05-01      | 4.5000%  | 0.0000% | $4000.00           | $874.25            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-06-01      | 4.5000%  | 0.0000% | $3282.00           | $836.40            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-03-01      | 3.5000%  | 0.0000% | $1092.00           | $296.22            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-09-01      | 4.0000%  | 0.0000% | $4042.00           | $330.59            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2038-08-01      | 4.0000%  | 0.0000% | $1008.00           | $171.42            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2047-07-01      | 4.0000%  | 0.0000% | $1000.00           | $241.42            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2038-10-01      | 3.0000%  | 0.0000% | $1000.00           | $155.28            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2047-02-01      | 3.5000%  | 0.0000% | $2000.00           | $578.57            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-11-01      | 4.5000%  | 0.0000% | $4000.00           | $1073.49           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2046-12-01      | 3.5000%  | 0.0000% | $4000.00           | $984.89            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-07-01      | 4.0000%  | 0.0000% | $2111.00           | $606.29            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2043-02-01      | 3.0000%  | 0.0000% | $15700.00          | $2294.23           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-08-01      | 2.0000%  | 0.0000% | $3072.00           | $1339.76           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-08-01      | 3.0000%  | 0.0000% | $2000.00           | $966.00            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-11-01      | 2.0000%  | 0.0000% | $2000.00           | $1037.21           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-11-01      | 2.0000%  | 0.0000% | $3076.00           | $1639.03           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-08-01      | 2.0000%  | 0.0000% | $2079.00           | $913.58            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-12-01      | 3.0000%  | 0.0000% | $1000.00           | $510.20            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-05-01      | 4.0000%  | 0.0000% | $1000.00           | $673.87            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-01-01      | 2.0000%  | 0.0000% | $2000.00           | $1108.17           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2045-04-01      | 6.0000%  | 0.0000% | $1000.00           | $952.29            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-07-01      | 3.0000%  | 0.0000% | $3000.00           | $2005.32           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-02-01      | 2.5000%  | 0.0000% | $1000.00           | $669.98            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-02-01      | 2.0000%  | 0.0000% | $1000.00           | $642.27            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-03-01      | 3.0000%  | 0.0000% | $1000.00           | $563.53            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-04-01      | 3.5000%  | 0.0000% | $1001.00           | $545.89            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-08-01      | 4.0000%  | 0.0000% | $1000.00           | $904.94            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-10-01      | 4.0000%  | 0.0000% | $1001.00           | $945.36            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-06-01      | 3.0000%  | 0.0000% | $2000.00           | $1442.18           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-07-01      | 5.5000%  | 0.0000% | $1001.00           | $1029.98           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-08-01      | 6.5000%  | 0.0000% | $2000.00           | $1488.02           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-09-01      | 5.5000%  | 0.0000% | $2000.00           | $2031.51           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-09-01      | 5.5000%  | 0.0000% | $1008.00           | $1021.46           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-07-01      | 4.0000%  | 0.0000% | $2003.00           | $1910.95           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-08-01      | 4.0000%  | 0.0000% | $2000.00           | $1914.63           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-11-01      | 6.0000%  | 0.0000% | $1008.00           | $1048.12           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-09-01      | 5.5000%  | 0.0000% | $1000.00           | $973.87            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-09-01      | 5.5000%  | 0.0000% | $1008.00           | $1021.26           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-12-01      | 4.5000%  | 0.0000% | $2027.00           | $1967.29           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-11-01      | 5.0000%  | 0.0000% | $1020.00           | $1018.65           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-11-01      | 5.5000%  | 0.0000% | $3007.00           | $3085.73           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-10-01      | 4.5000%  | 0.0000% | $1000.00           | $982.59            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-11-01      | 5.5000%  | 0.0000% | $1031.00           | $1049.63           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-11-01      | 5.0000%  | 0.0000% | $1002.00           | $1007.54           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-04-01      | 4.0000%  | 0.0000% | $2000.00           | $1643.83           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-05-01      | 4.0000%  | 0.0000% | $1000.00           | $720.13            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-04-01      | 2.5000%  | 0.0000% | $2000.00           | $1387.09           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2037-07-01      | 2.0000%  | 0.0000% | $1000.00           | $716.73            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-06-01      | 4.0000%  | 0.0000% | $4003.00           | $2511.55           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-05-01      | 3.0000%  | 0.0000% | $4000.00           | $2842.20           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-12-01      | 2.5000%  | 0.0000% | $1000.00           | $645.54            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-12-01      | 2.5000%  | 0.0000% | $2000.00           | $1389.94           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-12-01      | 2.5000%  | 0.0000% | $6678.00           | $4599.72           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-12-01      | 3.0000%  | 0.0000% | $2000.00           | $1272.51           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-12-01      | 4.0000%  | 0.0000% | $2002.00           | $950.12            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-12-01      | 4.0000%  | 0.0000% | $4000.00           | $2028.40           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2042-01-01      | 2.0000%  | 0.0000% | $1000.00           | $645.55            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-05-01      | 3.0000%  | 0.0000% | $2000.00           | $1424.74           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-05-01      | 3.5000%  | 0.0000% | $3000.00           | $2126.74           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-05-01      | 3.5000%  | 0.0000% | $2000.00           | $1351.14           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-05-01      | 3.5000%  | 0.0000% | $1000.00           | $713.36            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-05-01      | 3.0000%  | 0.0000% | $1000.00           | $700.50            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-05-01      | 3.0000%  | 0.0000% | $2000.00           | $1348.82           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-02-01      | 3.0000%  | 0.0000% | $4000.00           | $2632.50           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-02-01      | 2.5000%  | 0.0000% | $3000.00           | $1956.69           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-01-01      | 2.0000%  | 0.0000% | $1035.00           | $689.41            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-01-01      | 2.0000%  | 0.0000% | $1000.00           | $636.24            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-02-01      | 2.0000%  | 0.0000% | $2000.00           | $1251.64           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-11-01      | 2.0000%  | 0.0000% | $2000.00           | $1283.23           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-02-01      | 2.5000%  | 0.0000% | $1000.00           | $639.00            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-02-01      | 2.5000%  | 0.0000% | $2000.00           | $1196.47           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-02-01      | 3.0000%  | 0.0000% | $5000.00           | $3668.92           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2037-03-01      | 2.5000%  | 0.0000% | $5000.00           | $2590.82           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-02-01      | 3.0000%  | 0.0000% | $1066.00           | $755.32            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-03-01      | 2.5000%  | 0.0000% | $1000.00           | $641.99            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-03-01      | 2.5000%  | 0.0000% | $4000.00           | $2769.12           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-03-01      | 2.5000%  | 0.0000% | $2000.00           | $1402.16           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-03-01      | 3.0000%  | 0.0000% | $1044.00           | $742.15            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-03-01      | 3.5000%  | 0.0000% | $2240.00           | $1515.22           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-03-01      | 3.5000%  | 0.0000% | $2005.00           | $1257.80           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2037-03-01      | 2.5000%  | 0.0000% | $5000.00           | $2876.99           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-03-01      | 3.0000%  | 0.0000% | $1000.00           | $635.08            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-04-01      | 3.0000%  | 0.0000% | $1000.00           | $673.01            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-04-01      | 3.5000%  | 0.0000% | $1000.00           | $749.61            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-04-01      | 4.0000%  | 0.0000% | $4164.00           | $2881.97           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-04-01      | 4.0000%  | 0.0000% | $5003.00           | $3629.18           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-04-01      | 2.5000%  | 0.0000% | $4000.00           | $2745.61           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2035-08-01      | 3.5000%  | 0.0000% | $1000.00           | $135.30            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2028-10-01      | 3.5000%  | 0.0000% | $1002.00           | $39.05             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-11-01      | 3.5000%  | 0.0000% | $3000.00           | $278.33            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-12-01      | 4.0000%  | 0.0000% | $1000.00           | $75.79             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-01-01      | 4.0000%  | 0.0000% | $2016.00           | $43.58             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2029-02-01      | 4.0000%  | 0.0000% | $1000.00           | $67.17             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2039-02-01      | 4.5000%  | 0.0000% | $1003.00           | $106.94            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2036-10-01      | 3.0000%  | 0.0000% | $1000.00           | $153.52            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2046-11-01      | 2.5000%  | 0.0000% | $4000.00           | $1402.97           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2036-12-01      | 3.0000%  | 0.0000% | $1000.00           | $160.83            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2046-12-01      | 4.0000%  | 0.0000% | $1000.00           | $146.39            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2027-02-01      | 2.5000%  | 0.0000% | $1000.00           | $21.22             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2027-02-01      | 3.0000%  | 0.0000% | $1048.00           | $16.27             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2047-05-01      | 4.0000%  | 0.0000% | $1000.00           | $97.44             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2047-11-01      | 4.0000%  | 0.0000% | $1000.00           | $116.20            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2038-01-01      | 3.5000%  | 0.0000% | $1000.00           | $138.15            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2027-12-01      | 3.0000%  | 0.0000% | $2000.00           | $88.65             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-03-01      | 3.0000%  | 0.0000% | $1012.00           | $160.57            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-05-01      | 3.5000%  | 0.0000% | $4103.00           | $2971.63           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-04-01      | 3.5000%  | 0.0000% | $1000.00           | $684.78            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-05-01      | 3.0000%  | 0.0000% | $4000.00           | $2865.41           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-06-01      | 4.5000%  | 0.0000% | $2049.00           | $1544.95           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-05-01      | 4.5000%  | 0.0000% | $5001.00           | $3287.68           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-07-01      | 5.0000%  | 0.0000% | $2000.00           | $1325.57           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-06-01      | 4.0000%  | 0.0000% | $1000.00           | $768.46            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-09-01      | 4.5000%  | 0.0000% | $2000.00           | $1542.14           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-09-01      | 5.0000%  | 0.0000% | $2000.00           | $1539.49           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-10-01      | 4.0000%  | 0.0000% | $1000.00           | $800.88            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-11-01      | 5.0000%  | 0.0000% | $5005.00           | $3796.25           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-11-01      | 4.0000%  | 0.0000% | $2000.00           | $1534.14           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-06-01      | 4.5000%  | 0.0000% | $3003.00           | $2068.95           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-06-01      | 4.0000%  | 0.0000% | $1001.00           | $737.29            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-07-01      | 4.5000%  | 0.0000% | $2024.00           | $1570.20           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-07-01      | 4.5000%  | 0.0000% | $1000.00           | $797.27            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-07-01      | 4.5000%  | 0.0000% | $1000.00           | $719.65            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-07-01      | 4.0000%  | 0.0000% | $2006.00           | $1177.21           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-09-01      | 4.5000%  | 0.0000% | $1000.00           | $877.37            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-04-01      | 5.0000%  | 0.0000% | $2000.00           | $1629.84           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-04-01      | 4.5000%  | 0.0000% | $2069.00           | $1713.72           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-08-01      | 5.0000%  | 0.0000% | $4032.00           | $3219.88           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-08-01      | 6.0000%  | 0.0000% | $1000.00           | $440.59            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-08-01      | 4.5000%  | 0.0000% | $2000.00           | $1523.83           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-08-01      | 5.0000%  | 0.0000% | $1003.00           | $783.31            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-08-01      | 4.5000%  | 0.0000% | $1024.00           | $726.03            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-07-01      | 5.0000%  | 0.0000% | $2000.00           | $1586.64           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-07-01      | 4.5000%  | 0.0000% | $2000.00           | $1644.71           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-09-01      | 4.5000%  | 0.0000% | $1000.00           | $821.51            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-08-01      | 5.0000%  | 0.0000% | $1041.00           | $695.49            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-08-01      | 5.0000%  | 0.0000% | $2093.00           | $1400.28           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-08-01      | 5.0000%  | 0.0000% | $3000.00           | $2371.29           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-07-01      | 5.0000%  | 0.0000% | $2000.00           | $1057.82           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $920.92            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $755.80            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-05-01      | 3.0000%  | 0.0000% | $2000.00           | $454.97            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-05-01      | 3.5000%  | 0.0000% | $3024.00           | $1439.47           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-05-01      | 3.5000%  | 0.0000% | $4154.00           | $1923.54           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-06-01      | 2.5000%  | 0.0000% | $1000.00           | $474.44            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-06-01      | 2.5000%  | 0.0000% | $1169.00           | $496.15            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-06-01      | 2.5000%  | 0.0000% | $2129.00           | $854.09            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-06-01      | 2.5000%  | 0.0000% | $1000.00           | $343.38            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-06-01      | 2.5000%  | 0.0000% | $7729.00           | $3092.11           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-09-01      | 2.0000%  | 0.0000% | $3009.00           | $1486.13           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-09-01      | 2.5000%  | 0.0000% | $3183.00           | $1395.07           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-07-01      | 3.0000%  | 0.0000% | $2000.00           | $669.19            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-07-01      | 2.5000%  | 0.0000% | $10900.00          | $4060.83           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2040-07-01      | 2.5000%  | 0.0000% | $1014.00           | $433.76            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-07-01      | 3.0000%  | 0.0000% | $1000.00           | $300.93            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-07-01      | 3.0000%  | 0.0000% | $6000.00           | $1588.31           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $823.56            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $731.98            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-09-01      | 5.0000%  | 0.0000% | $1001.00           | $863.25            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-10-01      | 4.0000%  | 0.0000% | $3000.00           | $2321.69           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-10-01      | 5.0000%  | 0.0000% | $4000.00           | $3845.40           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-09-01      | 4.0000%  | 0.0000% | $3031.00           | $2149.49           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-10-01      | 4.0000%  | 0.0000% | $6000.00           | $4712.33           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-09-01      | 4.0000%  | 0.0000% | $1000.00           | $904.21            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $724.49            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-07-01      | 5.0000%  | 0.0000% | $4000.00           | $3923.15           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-10-01      | 4.5000%  | 0.0000% | $1000.00           | $696.00            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-10-01      | 5.0000%  | 0.0000% | $3030.00           | $2096.46           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-10-01      | 4.5000%  | 0.0000% | $2000.00           | $1492.23           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-11-01      | 5.5000%  | 0.0000% | $4000.00           | $2614.52           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-10-01      | 5.5000%  | 0.0000% | $4000.00           | $2706.08           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-11-01      | 5.5000%  | 0.0000% | $3001.00           | $2478.79           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-11-01      | 5.5000%  | 0.0000% | $4000.00           | $2625.61           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-11-01      | 5.0000%  | 0.0000% | $1001.00           | $843.26            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-11-01      | 5.0000%  | 0.0000% | $4003.00           | $3225.74           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-12-01      | 6.5000%  | 0.0000% | $2000.00           | $1799.55           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-12-01      | 4.0000%  | 0.0000% | $4000.00           | $2886.51           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-02-01      | 6.0000%  | 0.0000% | $4339.00           | $3008.18           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-12-01      | 5.0000%  | 0.0000% | $6069.00           | $4064.14           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-01-01      | 5.0000%  | 0.0000% | $4000.00           | $3071.40           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-01-01      | 5.5000%  | 0.0000% | $4030.00           | $2532.12           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-01-01      | 6.5000%  | 0.0000% | $4003.00           | $2840.24           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-01-01      | 6.0000%  | 0.0000% | $1039.00           | $582.82            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-01-01      | 6.0000%  | 0.0000% | $1000.00           | $516.00            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-02-01      | 5.5000%  | 0.0000% | $1000.00           | $738.93            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-03-01      | 5.0000%  | 0.0000% | $3000.00           | $2405.58           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-03-01      | 6.0000%  | 0.0000% | $4000.00           | $2654.56           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-03-01      | 6.5000%  | 0.0000% | $2000.00           | $2078.21           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-04-01      | 5.5000%  | 0.0000% | $3000.00           | $2330.81           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-04-01      | 6.5000%  | 0.0000% | $1001.00           | $847.16            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-04-01      | 6.0000%  | 0.0000% | $1008.00           | $754.11            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-03-01      | 6.0000%  | 0.0000% | $4000.00           | $2275.94           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-03-01      | 5.0000%  | 0.0000% | $2000.00           | $1414.10           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-03-01      | 6.0000%  | 0.0000% | $6003.00           | $3065.68           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-03-01      | 5.5000%  | 0.0000% | $4000.00           | $3475.04           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-04-01      | 5.0000%  | 0.0000% | $1001.00           | $570.41            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-04-01      | 5.0000%  | 0.0000% | $4006.00           | $3455.57           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-05-01      | 5.0000%  | 0.0000% | $3000.00           | $2097.63           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-05-01      | 5.0000%  | 0.0000% | $2000.00           | $1603.19           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-04-01      | 6.0000%  | 0.0000% | $2000.00           | $1313.37           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-04-01      | 5.0000%  | 0.0000% | $1000.00           | $725.30            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-05-01      | 6.0000%  | 0.0000% | $2000.00           | $1400.46           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-10-01      | 5.0000%  | 0.0000% | $1000.00           | $867.69            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-02-01      | 6.5000%  | 0.0000% | $1000.00           | $1027.09           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-05-01      | 5.0000%  | 0.0000% | $2000.00           | $1897.86           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-05-01      | 5.0000%  | 0.0000% | $3070.00           | $2360.24           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-06-01      | 5.5000%  | 0.0000% | $2000.00           | $1485.65           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-06-01      | 5.5000%  | 0.0000% | $1000.00           | $778.23            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-04-01      | 6.0000%  | 0.0000% | $2000.00           | $1914.76           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-06-01      | 5.5000%  | 0.0000% | $1000.00           | $757.73            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-06-01      | 5.5000%  | 0.0000% | $1001.00           | $898.68            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-06-01      | 5.0000%  | 0.0000% | $1415.00           | $1131.37           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-05-01      | 5.0000%  | 0.0000% | $3000.00           | $2641.98           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-08-01      | 6.0000%  | 0.0000% | $4000.00           | $3230.38           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-08-01      | 4.5000%  | 0.0000% | $1000.00           | $872.47            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-08-01      | 5.5000%  | 0.0000% | $1000.00           | $644.65            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-06-01      | 5.5000%  | 0.0000% | $2000.00           | $1992.20           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-06-01      | 5.0000%  | 0.0000% | $4000.00           | $3335.49           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-07-01      | 5.0000%  | 0.0000% | $6013.00           | $4667.44           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-09-01      | 6.5000%  | 0.0000% | $1000.00           | $577.67            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-06-01      | 5.0000%  | 0.0000% | $1001.00           | $510.56            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-07-01      | 4.5000%  | 0.0000% | $1000.00           | $930.09            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-07-01      | 5.5000%  | 0.0000% | $2048.00           | $1576.04           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-09-01      | 6.5000%  | 0.0000% | $1000.00           | $708.88            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-08-01      | 6.5000%  | 0.0000% | $1000.00           | $731.63            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-08-01      | 6.0000%  | 0.0000% | $4000.00           | $3662.21           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-08-01      | 6.5000%  | 0.0000% | $2000.00           | $1167.61           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-09-01      | 5.0000%  | 0.0000% | $1001.00           | $991.94            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-08-01      | 6.0000%  | 0.0000% | $2000.00           | $1410.83           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-08-01      | 5.5000%  | 0.0000% | $1000.00           | $924.78            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-11-01      | 7.0000%  | 0.0000% | $2000.00           | $883.07            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-01-01      | 6.5000%  | 0.0000% | $2054.00           | $1857.60           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-02-01      | 5.5000%  | 0.0000% | $2001.00           | $1355.05           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-08-01      | 6.5000%  | 0.0000% | $1000.00           | $279.61            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2047-11-01      | 3.5000%  | 0.0000% | $1152.00           | $168.50            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2047-12-01      | 3.5000%  | 0.0000% | $2000.00           | $417.93            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2047-12-01      | 4.0000%  | 0.0000% | $2075.00           | $577.61            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2047-07-01      | 3.5000%  | 0.0000% | $4004.00           | $742.34            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2047-08-01      | 3.5000%  | 0.0000% | $2000.00           | $615.57            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2047-08-01      | 4.0000%  | 0.0000% | $15886.00          | $3609.30           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2047-08-01      | 3.5000%  | 0.0000% | $1024.00           | $228.71            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2047-08-01      | 3.5000%  | 0.0000% | $2000.00           | $376.10            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2047-09-01      | 4.0000%  | 0.0000% | $1000.00           | $240.42            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2047-09-01      | 3.5000%  | 0.0000% | $1000.00           | $187.44            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2047-10-01      | 4.0000%  | 0.0000% | $2999.00           | $212.16            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2047-10-01      | 3.5000%  | 0.0000% | $1000.00           | $305.19            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2047-11-01      | 3.5000%  | 0.0000% | $4000.00           | $1452.06           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-05-01      | 4.0000%  | 0.0000% | $1530.00           | $325.32            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-01-01      | 4.0000%  | 0.0000% | $4796.00           | $482.55            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-01-01      | 3.5000%  | 0.0000% | $6401.00           | $768.07            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-02-01      | 3.5000%  | 0.0000% | $3000.00           | $1114.24           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-02-01      | 4.5000%  | 0.0000% | $1024.00           | $261.31            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-03-01      | 4.5000%  | 0.0000% | $1152.00           | $143.19            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2043-04-01      | 3.5000%  | 0.0000% | $10000.00          | $1524.61           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-04-01      | 4.0000%  | 0.0000% | $4000.00           | $696.51            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-11-01      | 4.5000%  | 0.0000% | $1000.00           | $277.14            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-11-01      | 4.0000%  | 0.0000% | $5000.00           | $1282.81           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-06-01      | 4.0000%  | 0.0000% | $7680.00           | $787.11            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-07-01      | 4.5000%  | 0.0000% | $5000.00           | $883.73            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-08-01      | 4.5000%  | 0.0000% | $20000.00          | $3977.24           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-08-01      | 4.5000%  | 0.0000% | $3000.00           | $533.23            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-08-01      | 4.5000%  | 0.0000% | $3000.00           | $212.79            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-09-01      | 4.5000%  | 0.0000% | $1000.00           | $176.48            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-10-01      | 4.0000%  | 0.0000% | $5120.00           | $1133.09           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-06-01      | 5.5000%  | 0.0000% | $1018.00           | $1021.78           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-03-01      | 6.5000%  | 0.0000% | $1002.00           | $605.14            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $1027.37           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-04-01      | 6.5000%  | 0.0000% | $1000.00           | $1047.05           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-04-01      | 6.5000%  | 0.0000% | $2000.00           | $1781.25           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-04-01      | 6.5000%  | 0.0000% | $1000.00           | $1033.99           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-03-01      | 6.5000%  | 0.0000% | $1000.00           | $886.97            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-04-01      | 6.5000%  | 0.0000% | $1001.00           | $1045.49           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $756.72            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-10-01      | 5.5000%  | 0.0000% | $3006.00           | $3041.83           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-04-01      | 6.0000%  | 0.0000% | $3000.00           | $3070.66           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-03-01      | 6.5000%  | 0.0000% | $2016.00           | $1549.91           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-05-01      | 5.5000%  | 0.0000% | $4072.00           | $3709.48           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-05-01      | 6.0000%  | 0.0000% | $1008.00           | $816.78            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-04-01      | 6.5000%  | 0.0000% | $2000.00           | $1939.10           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $1025.89           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-05-01      | 5.5000%  | 0.0000% | $4008.00           | $4103.37           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-06-01      | 5.5000%  | 0.0000% | $1000.00           | $944.13            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-04-01      | 6.5000%  | 0.0000% | $2000.00           | $1965.65           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-04-01      | 7.0000%  | 0.0000% | $1007.00           | $884.89            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-04-01      | 6.5000%  | 0.0000% | $1000.00           | $1040.86           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-06-01      | 6.0000%  | 0.0000% | $5028.00           | $3045.62           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-04-01      | 7.0000%  | 0.0000% | $2007.00           | $2082.13           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-04-01      | 6.0000%  | 0.0000% | $2010.00           | $1180.96           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-05-01      | 6.5000%  | 0.0000% | $1008.00           | $889.08            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-09-01      | 5.5000%  | 0.0000% | $1000.00           | $1031.90           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-08-01      | 4.0000%  | 0.0000% | $2000.00           | $1608.72           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-08-01      | 5.0000%  | 0.0000% | $4096.00           | $3332.42           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2042-08-01      | 4.0000%  | 0.0000% | $3001.00           | $2278.50           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-05-01      | 4.0000%  | 0.0000% | $1000.00           | $748.81            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-05-01      | 3.5000%  | 0.0000% | $5000.00           | $3662.47           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-05-01      | 4.0000%  | 0.0000% | $1000.00           | $742.12            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-06-01      | 4.5000%  | 0.0000% | $2000.00           | $1387.11           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-06-01      | 4.0000%  | 0.0000% | $1000.00           | $691.25            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-06-01      | 3.5000%  | 0.0000% | $1000.00           | $689.31            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-06-01      | 3.0000%  | 0.0000% | $1000.00           | $719.30            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-06-01      | 4.0000%  | 0.0000% | $7299.00           | $4237.97           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-06-01      | 4.5000%  | 0.0000% | $1000.00           | $726.91            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-06-01      | 4.0000%  | 0.0000% | $4024.00           | $2892.30           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-05-01      | 5.0000%  | 0.0000% | $2000.00           | $1492.94           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-06-01      | 5.0000%  | 0.0000% | $5000.00           | $3672.31           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-06-01      | 3.0000%  | 0.0000% | $1052.00           | $752.26            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-07-01      | 5.0000%  | 0.0000% | $2002.00           | $1438.45           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-07-01      | 3.5000%  | 0.0000% | $2000.00           | $1630.83           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-07-01      | 4.0000%  | 0.0000% | $1000.00           | $774.88            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-07-01      | 4.5000%  | 0.0000% | $5000.00           | $3724.34           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-07-01      | 4.5000%  | 0.0000% | $1008.00           | $797.83            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-07-01      | 4.0000%  | 0.0000% | $6023.00           | $4489.86           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-07-01      | 4.0000%  | 0.0000% | $1000.00           | $766.52            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-07-01      | 3.5000%  | 0.0000% | $1000.00           | $713.32            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-07-01      | 4.5000%  | 0.0000% | $1024.00           | $855.49            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-07-01      | 4.5000%  | 0.0000% | $1000.00           | $806.04            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2037-07-01      | 4.5000%  | 0.0000% | $4000.00           | $2437.55           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-08-01      | 4.5000%  | 0.0000% | $1000.00           | $682.64            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-08-01      | 4.0000%  | 0.0000% | $1000.00           | $731.91            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-08-01      | 3.5000%  | 0.0000% | $6060.00           | $4596.85           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-03-01      | 5.5000%  | 0.0000% | $3000.00           | $2375.39           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-03-01      | 6.0000%  | 0.0000% | $6144.00           | $4355.34           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-03-01      | 6.0000%  | 0.0000% | $3048.00           | $2190.44           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-03-01      | 5.5000%  | 0.0000% | $3000.00           | $2243.63           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-03-01      | 4.5000%  | 0.0000% | $1008.00           | $755.44            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-03-01      | 6.0000%  | 0.0000% | $2116.00           | $1443.28           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-03-01      | 6.0000%  | 0.0000% | $3133.00           | $2677.86           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-03-01      | 5.5000%  | 0.0000% | $2000.00           | $1601.39           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-04-01      | 4.5000%  | 0.0000% | $4096.00           | $3474.47           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2043-04-01      | 5.0000%  | 0.0000% | $1010.00           | $790.86            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-04-01      | 5.5000%  | 0.0000% | $1000.00           | $775.08            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-04-01      | 5.5000%  | 0.0000% | $2001.00           | $1606.17           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-04-01      | 6.0000%  | 0.0000% | $2008.00           | $1573.12           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-09-01      | 5.5000%  | 0.0000% | $3000.00           | $2586.99           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-09-01      | 5.5000%  | 0.0000% | $1000.00           | $804.70            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-08-01      | 6.0000%  | 0.0000% | $1193.00           | $1038.50           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-08-01      | 6.5000%  | 0.0000% | $1008.00           | $768.73            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-08-01      | 4.5000%  | 0.0000% | $1000.00           | $871.17            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-08-01      | 4.5000%  | 0.0000% | $1000.00           | $851.15            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-08-01      | 5.5000%  | 0.0000% | $1315.00           | $1054.09           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-04-01      | 6.5000%  | 0.0000% | $2000.00           | $1428.50           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-04-01      | 6.5000%  | 0.0000% | $1000.00           | $690.27            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-05-01      | 4.5000%  | 0.0000% | $1010.00           | $906.17            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-05-01      | 5.5000%  | 0.0000% | $1000.00           | $908.93            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-05-01      | 6.0000%  | 0.0000% | $2096.00           | $1842.27           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-06-01      | 5.0000%  | 0.0000% | $2000.00           | $1861.48           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-06-01      | 5.5000%  | 0.0000% | $2240.00           | $2038.91           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-06-01      | 5.5000%  | 0.0000% | $4010.00           | $3692.18           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-06-01      | 5.5000%  | 0.0000% | $2000.00           | $1867.16           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-06-01      | 6.0000%  | 0.0000% | $1503.00           | $1306.11           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-06-01      | 6.5000%  | 0.0000% | $3152.00           | $2043.26           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-01-01      | 5.0000%  | 0.0000% | $3000.00           | $2890.83           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-01-01      | 6.0000%  | 0.0000% | $2073.00           | $1943.08           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-01-01      | 5.5000%  | 0.0000% | $2021.00           | $2074.59           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-01-01      | 5.0000%  | 0.0000% | $1023.00           | $1028.34           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-01-01      | 5.0000%  | 0.0000% | $1002.00           | $1008.56           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-08-01      | 3.5000%  | 0.0000% | $2492.00           | $2133.75           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-03-01      | 5.5000%  | 0.0000% | $1024.00           | $956.61            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2039-01-01      | 6.5000%  | 0.0000% | $1040.00           | $733.58            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-01-01      | 5.0000%  | 0.0000% | $2024.00           | $2000.27           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-12-01      | 5.5000%  | 0.0000% | $5000.00           | $4760.88           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-01-01      | 5.0000%  | 0.0000% | $1000.00           | $971.24            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-01-01      | 5.5000%  | 0.0000% | $4057.00           | $3750.51           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-01-01      | 6.0000%  | 0.0000% | $1024.00           | $898.53            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-09-01      | 6.0000%  | 0.0000% | $3000.00           | $2389.22           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-12-01      | 5.5000%  | 0.0000% | $3073.00           | $2651.67           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-06-01      | 5.0000%  | 0.0000% | $3088.00           | $2811.57           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-01-01      | 5.5000%  | 0.0000% | $2055.00           | $1967.02           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-01-01      | 5.5000%  | 0.0000% | $4099.00           | $3900.93           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-06-01      | 5.0000%  | 0.0000% | $3024.00           | $2747.11           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2042-08-01      | 2.0000%  | 0.0000% | $1000.00           | $805.47            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-02-01      | 5.5000%  | 0.0000% | $5120.00           | $4844.32           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-09-01      | 6.5000%  | 0.0000% | $2077.00           | $1674.42           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-05-01      | 5.0000%  | 0.0000% | $1000.00           | $913.14            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-06-01      | 7.0000%  | 0.0000% | $2016.00           | $1694.78           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2035-03-01      | 3.0000%  | 0.0000% | $1000.00           | $281.44            | Agency Mortgage-Backed Securities |
| BAYER US FIN II LLC            SR 144A N | 2038-06-25      | 4.6250%  | 0.0000% | $7400000.00        | $6845566.31        | Corporate Debt Securities         |
| THE CAMPBELLS COMPANY          SR GLBL N | 2034-03-21      | 5.4000%  | 0.0000% | $476000.00         | $491189.16         | Corporate Debt Securities         |
| CONSTELLATION BRANDS INC       SR GLBL N | 2035-11-01      | 4.9500%  | 0.0000% | $2000000.00        | $2008645.00        | Corporate Debt Securities         |
| CORPORACION ANDINA DE FOMENTO  SR GLBL N | 2036-01-15      | 4.6250%  | 0.0000% | $5000000.00        | $4991935.42        | Corporate Debt Securities         |
| HPS CORPORATE LENDING FUND     SR 144A N | 2030-06-05      | 5.8500%  | 0.0000% | $3959000.00        | $4023878.11        | Corporate Debt Securities         |
| INTERCONTINENTAL EXCHANGE INC  SR GLBL N | 2060-09-15      | 3.0000%  | 0.0000% | $12398000.00       | $7638965.71        | Corporate Debt Securities         |
| JPMORGAN CHASE & CO            SR GLBL N | 2034-10-23      | 6.2540%  | 0.0000% | $3775000.00        | $4189045.98        | Corporate Debt Securities         |
| KEYCORP                        FR 5.305% | 2037-01-28      | 5.3050%  | 0.0000% | $1000000.00        | $1003964.72        | Corporate Debt Securities         |
| KYNDRYL HLDGS INC              SR GLBL N | 2031-10-15      | 3.1500%  | 0.0000% | $2169000.00        | $1996081.90        | Corporate Debt Securities         |
| MPLX LP                        GLBL NT 2 | 2030-08-15      | 2.6500%  | 0.0000% | $1500000.00        | $1408448.75        | Corporate Debt Securities         |
| MPLX LP                        SR GLBL N | 2033-03-01      | 5.0000%  | 0.0000% | $1704000.00        | $1744801.33        | Corporate Debt Securities         |
| MACQUARIE GROUP LIMITED        FR 3.763% | 2028-11-28      | 3.7630%  | 0.0000% | $191000.00         | $190547.47         | Corporate Debt Securities         |
| ROSS STORES INC                SR GLBL N | 2031-04-15      | 1.8750%  | 0.0000% | $1002000.00        | $888492.19         | Corporate Debt Securities         |
| ROYAL BK CDA                   FR 5%0201 | 2033-02-01      | 5.0000%  | 0.0000% | $540000.00         | $567502.80         | Corporate Debt Securities         |
| SOUTH BOW USA INFRASTRUCTURE H SR GLBL N | 2029-10-01      | 5.0260%  | 0.0000% | $5000000.00        | $5156568.61        | Corporate Debt Securities         |
| T MOBILE USA INC               SR GLBL N | 2031-02-15      | 2.5500%  | 0.0000% | $10000000.00       | $9261075.00        | Corporate Debt Securities         |
| T MOBILE USA INC               GLBL NT 5 | 2033-01-15      | 5.2000%  | 0.0000% | $95000.00          | $97971.28          | Corporate Debt Securities         |
| UNITED AIR LINES INC           SR SEC GL | 2026-04-15      | 4.3750%  | 0.0000% | $21138000.00       | $21396737.93       | Corporate Debt Securities         |
| VALERO ENERGY CORP             SR GLBL N | 2037-06-15      | 6.6250%  | 0.0000% | $2415000.00        | $2691134.12        | Corporate Debt Securities         |
| VERIZON COMMUNICATIONS INC     SR GLBL N | 2036-01-15      | 4.2720%  | 0.0000% | $6079000.00        | $5714746.32        | Corporate Debt Securities         |
| STANDARD CHARTERED PLC         SR GLBL R | 2029-01-09      | 6.3010%  | 0.0000% | $200000.00         | $208459.12         | Corporate Debt Securities         |
| BAYER US FIN II LLC            SR REGS N | 2048-06-25      | 4.8750%  | 0.0000% | $259000.00         | $223143.93         | Corporate Debt Securities         |

### Security 135: Bank of Nova Scotia

- **C.1 - Title:** Bank of Nova Scotia 3.740000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1EQDT2, C.3 - LEI: L3I9ZG2KFGXZ, C.5 - Other ID: ARP1EQDT2_3.74_0202
- **C.18 - Value (incl. sponsor support):** $162000000.00
- **C.18.a - Value (excl. sponsor support):** $162000000.00
- **C.19 - Percentage of Net Assets:** 4.5100%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **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
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase Agreement Details:**

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                  |
|:---|:---|:---|:---|:---|:---|:---|
| ALPHABET INC                   SR GLBL N | 2027-08-15      | 0.8000%  | 0.0000% | $7500000.00        | $7221125.00        | Corporate Debt Securities |
| BAYER US FIN II LLC            GLBL 144A | 2028-12-15      | 4.3750%  | 0.0000% | $13000000.00       | $13110483.75       | Corporate Debt Securities |
| CATERPILLAR FINL SVCS MTNS BE  FR 4.1%08 | 2028-08-15      | 4.1000%  | 0.0000% | $10000000.00       | $10259016.67       | Corporate Debt Securities |
| CHEVRON CORPORATION            SR GLBL N | 2027-05-11      | 1.9950%  | 0.0000% | $17500000.00       | $17214538.54       | Corporate Debt Securities |
| DEVON FING CORP U L C          SR GLBL N | 2031-09-30      | 7.8750%  | 0.0000% | $1166000.00        | $1379774.44        | Corporate Debt Securities |
| GE HEALTHCARE TECHNOLOGIES INC SR GLBL N | 2052-11-22      | 6.3770%  | 0.0000% | $9890000.00        | $10911987.55       | Corporate Debt Securities |
| INTEL CORP                     SR GLBL N | 2049-11-15      | 3.2500%  | 0.0000% | $12510000.00       | $8250605.62        | Corporate Debt Securities |
| KINDER MORGAN INC DEL          SR GLBL N | 2045-06-01      | 5.5500%  | 0.0000% | $27000000.00       | $26505517.50       | Corporate Debt Securities |
| MPLX LP                        SR GLBL N | 2035-09-15      | 5.4000%  | 0.0000% | $255000.00         | $263680.20         | Corporate Debt Securities |
| NATWEST MKTS PLC US MEDIUM     FR 4.412% | 2030-11-06      | 4.4120%  | 0.0000% | $15000000.00       | $15135070.00       | Corporate Debt Securities |
| PACKAGING CORP AMER            SR GLBL N | 2035-08-15      | 5.2000%  | 0.0000% | $2000000.00        | $2080106.67        | Corporate Debt Securities |
| PFIZER INC                     SR GLBL N | 2027-11-15      | 3.8750%  | 0.0000% | $10000000.00       | $10103670.83       | Corporate Debt Securities |
| RENAISSANCERE HLDGS LTD        SR GLBL N | 2033-06-05      | 5.7500%  | 0.0000% | $1000.00           | $1054.49           | Corporate Debt Securities |
| T MOBILE USA INC               SR GLBL N | 2056-02-15      | 5.8500%  | 0.0000% | $3000000.00        | $2984175.00        | Corporate Debt Securities |
| TEXAS INSTRS INC               SR GLBL N | 2063-05-18      | 5.0500%  | 0.0000% | $15000000.00       | $13734000.00       | Corporate Debt Securities |
| US BANCORP                     FR 5.836% | 2034-06-12      | 5.8360%  | 0.0000% | $14434000.00       | $15430975.63       | Corporate Debt Securities |
| WASTE MGMT INC DEL             SR GLBL N | 2035-03-15      | 4.9500%  | 0.0000% | $15000000.00       | $15514237.50       | Corporate Debt Securities |

### Security 136: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 3.810000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1EQDU9, C.3 - LEI: R0MUWSFPU8MP, C.5 - Other ID: ARP1EQDU9_3.81_0202
- **C.18 - Value (incl. sponsor support):** $20000000.00
- **C.18.a - Value (excl. sponsor support):** $20000000.00
- **C.19 - Percentage of Net Assets:** 0.5600%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **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
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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                  |
|:---|:---|:---|:---|:---|:---|:---|
| CITIGROUP INC                  PERP JR S | 2199-01-01      | 7.6250%  | 0.0000% | $1252000.00        | $1333587.10        | Corporate Debt Securities |
| ENOVA INTL INC                 SR GLBL 1 | 2029-08-01      | 9.1250%  | 0.0000% | $1128000.00        | $1246046.92        | Corporate Debt Securities |
| FREEDOM MTG HLDGS LLC          SR 144A N | 2031-05-15      | 9.1250%  | 0.0000% | $1288000.00        | $1401653.66        | Corporate Debt Securities |
| KINGPIN INTER HLDGS LLC        SR SEC GL | 2032-10-15      | 7.2500%  | 0.0000% | $433000.00         | $426313.52         | Corporate Debt Securities |
| LIFEPOINT HEALTH INC           SR SEC GL | 2030-08-15      | 9.8750%  | 0.0000% | $1112000.00        | $1242916.22        | Corporate Debt Securities |
| MIDWEST GAMING BORROWER LLC /  SR SEC 14 | 2029-05-01      | 4.8750%  | 0.0000% | $75000.00          | $74632.66          | Corporate Debt Securities |
| NATIONAL MENTOR HOLDINGS INC   SR SEC 14 | 2030-12-15      | 10.5000% | 0.0000% | $13637000.00       | $14246983.01       | Corporate Debt Securities |
| ONEMAIN FIN CORP               SR GLBL N | 2030-05-15      | 6.1250%  | 0.0000% | $410000.00         | $423956.57         | Corporate Debt Securities |
| OPEN TEXT HLDGS INC            SR GLBL 1 | 2030-02-15      | 4.1250%  | 0.0000% | $846000.00         | $804060.61         | Corporate Debt Securities |

### Security 137: Societe Generale SA

- **C.1 - Title:** Societe Generale SA 3.730000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1EQDV7, C.3 - LEI: O2RNE8IBXP4R, C.5 - Other ID: ARP1EQDV7_3.73_0202
- **C.18 - Value (incl. sponsor support):** $17000000.00
- **C.18.a - Value (excl. sponsor support):** $17000000.00
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **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
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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                  |
|:---|:---|:---|:---|:---|:---|:---|
| ANTERO MIDSTREAM PARTNERS LP/A SR GLBL 1 | 2029-06-15      | 5.3750%  | 0.0000% | $6000.00           | $6049.97           | Corporate Debt Securities |
| ANTERO MIDSTREAM PARTNERS LP/A SR GLBL 1 | 2033-10-15      | 5.7500%  | 0.0000% | $424000.00         | $437095.00         | Corporate Debt Securities |
| ARES CAPITAL CORP              SR GLBL N | 2027-01-15      | 7.0000%  | 0.0000% | $985000.00         | $1013532.17        | Corporate Debt Securities |
| ASHLAND INC                    SR GLBL 1 | 2031-09-01      | 3.3750%  | 0.0000% | $46000.00          | $42867.80          | Corporate Debt Securities |
| ASURION LLC / ASURION CO       SR SEC 14 | 2032-12-31      | 8.0000%  | 0.0000% | $4000.00           | $4211.16           | Corporate Debt Securities |
| BAUSCH HEALTH COS INC          1LIEN GLB | 2028-09-30      | 11.0000% | 0.0000% | $86000.00          | $92378.33          | Corporate Debt Securities |
| BELO CORP                      SR GLBL D | 2027-09-15      | 7.2500%  | 0.0000% | $5000.00           | $5331.09           | Corporate Debt Securities |
| BRANDYWINE OPER PARTNERSHIP L  CR SEN GL | 2028-03-15      | 8.3000%  | 0.0000% | $66000.00          | $71720.55          | Corporate Debt Securities |
| BRANDYWINE OPER PARTNERSHIP L  GLBL NT 8 | 2029-04-12      | 8.8750%  | 0.0000% | $21000.00          | $23107.87          | Corporate Debt Securities |
| CARNIVAL CORP                  SR 144A N | 2029-05-01      | 5.1250%  | 0.0000% | $163000.00         | $167175.72         | Corporate Debt Securities |
| CELANESE US HLDGS LLC          CR SEN SR | 2032-07-15      | 7.3790%  | 0.0000% | $9000.00           | $9468.76           | Corporate Debt Securities |
| CELANESE US HLDGS LLC          CR SEN SR | 2028-11-15      | 6.8500%  | 0.0000% | $10000.00          | $10646.41          | Corporate Debt Securities |
| CHARLES RIV LABS INTL INC      SR GLBL 1 | 2031-03-15      | 4.0000%  | 0.0000% | $47000.00          | $45300.01          | Corporate Debt Securities |
| CLEARWAY ENERGY OPER LLC       SR GLBL 1 | 2032-01-15      | 3.7500%  | 0.0000% | $22000.00          | $20274.38          | Corporate Debt Securities |
| MPH ACQUISITION HLDGS LLC      SR SEC GL | 2030-12-31      | 5.7500%  | 0.0000% | $349.00            | $300.58            | Corporate Debt Securities |
| MACQUARIE AIRFINANCE HLDGS LTD SR 144A N | 2029-03-26      | 6.4000%  | 0.0000% | $27000.00          | $28922.79          | Corporate Debt Securities |
| MATCH GROUP HOLDINGS II LLC    SR 144A N | 2031-10-01      | 3.6250%  | 0.0000% | $110000.00         | $101126.59         | Corporate Debt Securities |
| MOLINA HEALTHCARE INC          SR GLBL 1 | 2030-11-15      | 3.8750%  | 0.0000% | $30000.00          | $27921.39          | Corporate Debt Securities |
| MURPHY OIL USA INC             SR GLBL N | 2027-05-01      | 5.6250%  | 0.0000% | $3000.00           | $3041.75           | Corporate Debt Securities |
| NAVIENT CORPORATION            SR GLBL N | 2027-03-15      | 5.0000%  | 0.0000% | $32000.00          | $32447.36          | Corporate Debt Securities |
| NEW FLYER HLDGS INC            2LIEN GLB | 2030-07-01      | 9.2500%  | 0.0000% | $64000.00          | $69382.49          | Corporate Debt Securities |
| XPLR INFRASTRUCTURE            SR GLBL 1 | 2027-09-15      | 4.5000%  | 0.0000% | $243000.00         | $244738.66         | Corporate Debt Securities |
| ON SEMICONDUCTOR CORP          SR GLBL 1 | 2028-09-01      | 3.8750%  | 0.0000% | $100000.00         | $99530.82          | Corporate Debt Securities |
| 1011778 B.C. UNLIMITED LIABILI 1LIEN GLB | 2028-01-15      | 3.8750%  | 0.0000% | $144000.00         | $144008.82         | Corporate Debt Securities |
| ONEMAIN FIN CORP               SR GLBL N | 2032-03-15      | 6.7500%  | 0.0000% | $156000.00         | $163511.79         | Corporate Debt Securities |
| OPEN TEXT HLDGS INC            SR GLBL 1 | 2031-12-01      | 4.1250%  | 0.0000% | $112000.00         | $101013.97         | Corporate Debt Securities |
| PRA GROUP INC                  SR GLBL 1 | 2028-02-01      | 8.3750%  | 0.0000% | $282000.00         | $298006.99         | Corporate Debt Securities |
| PAYCHEX INC                    SR GLBL N | 2032-04-15      | 5.3500%  | 0.0000% | $3000.00           | $3148.36           | Corporate Debt Securities |
| PETROBRAS GLOBAL FINANCE BV    SR GLBL N | 2115-06-05      | 6.8500%  | 0.0000% | $121000.00         | $115760.13         | Corporate Debt Securities |
| ADT SECURITY CORPORATION       1LIEN GLB | 2032-07-15      | 4.8750%  | 0.0000% | $200000.00         | $194936.25         | Corporate Debt Securities |
| QUICKEN LNS LLC/QUICKEN LNS CO SR 144A N | 2026-10-15      | 2.8750%  | 0.0000% | $20000.00          | $19911.31          | Corporate Debt Securities |
| SCIENCE APPLICATIONS INTL CORP SR GLBL 1 | 2028-04-01      | 4.8750%  | 0.0000% | $9000.00           | $9118.84           | Corporate Debt Securities |
| SENSATA TECHNOLOGIES INC       SR GLBL 1 | 2031-02-15      | 3.7500%  | 0.0000% | $80000.00          | $76287.00          | Corporate Debt Securities |
| SERVICE PPTYS TR               1LIEN 144 | 2031-11-15      | 8.6250%  | 0.0000% | $689000.00         | $736154.30         | Corporate Debt Securities |
| SHEA HOMES LP/ SHEA HOMES FDG  SR GLBL N | 2028-02-15      | 4.7500%  | 0.0000% | $9000.00           | $9179.11           | Corporate Debt Securities |
| SILGAN HLDGS INC               SR GLBL N | 2028-02-01      | 4.1250%  | 0.0000% | $92000.00          | $92407.14          | Corporate Debt Securities |
| STANDARD BLDG SOLUTIONS INC    SR GLBL 1 | 2028-01-15      | 4.7500%  | 0.0000% | $82000.00          | $81761.31          | Corporate Debt Securities |
| STANDARD BLDG SOLUTIONS INC    SR GLBL 1 | 2028-01-15      | 4.7500%  | 0.0000% | $201000.00         | $200414.92         | Corporate Debt Securities |
| SUNOCO LP / SUNOCO FIN CORP    SR GLBL N | 2027-04-15      | 6.0000%  | 0.0000% | $25000.00          | $25456.50          | Corporate Debt Securities |
| TELECOM ITALIA CAP             SR GLBL N | 2036-07-18      | 7.2000%  | 0.0000% | $142000.00         | $154149.52         | Corporate Debt Securities |
| SOMNIGROUP INTERNATIONAL INC   SR GLBL 1 | 2031-10-15      | 3.8750%  | 0.0000% | $10000.00          | $9461.82           | Corporate Debt Securities |
| TENET HEALTHCARE CORP          1LIEN GLB | 2029-06-01      | 4.2500%  | 0.0000% | $14000.00          | $13869.87          | Corporate Debt Securities |
| TEVA PHARMACEUTICAL FIN NETH   SR GLBL N | 2027-05-09      | 4.7500%  | 0.0000% | $1908000.00        | $1927857.51        | Corporate Debt Securities |
| UNITED RENTALS NORTH AMER INC  SR GLBL 1 | 2033-11-15      | 5.3750%  | 0.0000% | $20000.00          | $20136.78          | Corporate Debt Securities |
| VODAFONE GROUP PLC             GLBL NT 5 | 2054-06-28      | 5.7500%  | 0.0000% | $1000.00           | $981.21            | Corporate Debt Securities |
| ATP TOWER HLDGS LLC            SR SEC RE | 2030-02-03      | 7.8750%  | 0.0000% | $261000.00         | $278912.10         | Corporate Debt Securities |
| CUSHMAN & WAKEFIELD U S BRRWR  SR SEC GL | 2028-05-15      | 6.7500%  | 0.0000% | $60000.00          | $61162.35          | Corporate Debt Securities |
| DISCOVERY COMMUNICATIONS LLC   SR NT 6.3 | 2040-06-01      | 6.3500%  | 0.0000% | $32000.00          | $25798.62          | Corporate Debt Securities |
| DISCOVERY COMMUNICATIONS LLC   SR GLBL N | 2029-05-15      | 4.1250%  | 0.0000% | $3000.00           | $2838.28           | Corporate Debt Securities |
| FORESEA HLDG S A               1LIEN GLB | 2030-06-15      | 7.5000%  | 0.0000% | $757.00            | $753.71            | Corporate Debt Securities |
| EARTHSTONE ENERGY HLDGS LLC    SR GLBL 1 | 2031-07-15      | 9.8750%  | 0.0000% | $9000.00           | $9711.49           | Corporate Debt Securities |
| ENERSYS                        GLBL 144A | 2027-12-15      | 4.3750%  | 0.0000% | $19000.00          | $19004.16          | Corporate Debt Securities |
| ENTEGRIS INC                   SR GLBL 1 | 2028-04-15      | 4.3750%  | 0.0000% | $20000.00          | $20123.41          | Corporate Debt Securities |
| ESAB CORPORATION               SR GLBL 1 | 2029-04-15      | 6.2500%  | 0.0000% | $15000.00          | $15661.94          | Corporate Debt Securities |
| EZCORP INC                     SR GLBL 1 | 2032-04-01      | 7.3750%  | 0.0000% | $10000.00          | $10887.68          | Corporate Debt Securities |
| FMG RESOURCES AUGUST 2006 PTY  SR 144A N | 2031-04-01      | 4.3750%  | 0.0000% | $77000.00          | $75561.01          | Corporate Debt Securities |
| FMG RESOURCES AUGUST 2006 PTY  SR 144A N | 2031-04-01      | 4.3750%  | 0.0000% | $436000.00         | $427851.95         | Corporate Debt Securities |
| MACYS RETAIL HLDGS LLC         SR NT 6.3 | 2037-03-15      | 6.3750%  | 0.0000% | $117000.00         | $113307.04         | Corporate Debt Securities |
| FIRST CASH INC                 SR GLBL 1 | 2032-03-01      | 6.8750%  | 0.0000% | $6000.00           | $6408.69           | Corporate Debt Securities |
| FORTRESS TRANSN & INFRASTRUCTU SR GLBL 1 | 2028-05-01      | 5.5000%  | 0.0000% | $25000.00          | $25332.43          | Corporate Debt Securities |
| FORTRESS TRANSN & INFRASTRUCTU SR GLBL 1 | 2032-06-15      | 7.0000%  | 0.0000% | $41000.00          | $43497.72          | Corporate Debt Securities |
| FULLER H B CO                  SR GLBL N | 2027-02-15      | 4.0000%  | 0.0000% | $376000.00         | $379122.05         | Corporate Debt Securities |
| GENMAB AS & GENMAB FIN LLC     SR SEC 14 | 2032-12-15      | 6.2500%  | 0.0000% | $1000.00           | $1034.21           | Corporate Debt Securities |
| HALLIBURTON CO                 SR GLBL N | 2035-11-15      | 4.8500%  | 0.0000% | $201000.00         | $200401.86         | Corporate Debt Securities |
| HARTFORD LIFE INC              SR DEB 7. | 2027-06-15      | 7.6500%  | 0.0000% | $17000.00          | $17477.91          | Corporate Debt Securities |
| HARTFORD LIFE INC              SR NT   7 | 2031-03-01      | 7.3750%  | 0.0000% | $1000.00           | $1059.94           | Corporate Debt Securities |
| HILTON DOMESTIC OPER CO INC    SR GLBL 1 | 2029-05-01      | 3.7500%  | 0.0000% | $20000.00          | $19636.62          | Corporate Debt Securities |
| HILTON DOMESTIC OPER CO INC    SR GLBL 1 | 2033-03-15      | 5.8750%  | 0.0000% | $1336000.00        | $1396923.27        | Corporate Debt Securities |
| SERVICE PPTYS TR               SR GLBL N | 2028-01-15      | 3.9500%  | 0.0000% | $1593000.00        | $1508882.96        | Corporate Debt Securities |
| ITT HOLDINGS LLC               SR 144A N | 2029-08-01      | 6.5000%  | 0.0000% | $91000.00          | $90820.68          | Corporate Debt Securities |
| FORESTAR GROUP INC             SR GLBL 1 | 2033-03-15      | 6.5000%  | 0.0000% | $89000.00          | $93314.28          | Corporate Debt Securities |
| INTEL CORP                     SR GLBL N | 2053-02-10      | 5.7000%  | 0.0000% | $38000.00          | $37060.51          | Corporate Debt Securities |
| ION PLATFORM FINANCE S.A R.L.  SR SEC 14 | 2029-05-01      | 8.7500%  | 0.0000% | $1000.00           | $969.90            | Corporate Debt Securities |
| ION PLATFORM FINANCE S.A R.L.  SR SEC 14 | 2029-08-01      | 9.0000%  | 0.0000% | $85000.00          | $83360.35          | Corporate Debt Securities |
| KNIFE RIVER CORP               SR 144A N | 2031-05-01      | 7.7500%  | 0.0000% | $63000.00          | $66869.44          | Corporate Debt Securities |
| KOHLS CORP                     SR GLBL N | 2045-07-17      | 5.5500%  | 0.0000% | $1500000.00        | $1008561.25        | Corporate Debt Securities |
| LGI HOMES INC                  SR GLBL 1 | 2029-07-15      | 4.0000%  | 0.0000% | $16000.00          | $14734.03          | Corporate Debt Securities |
| LAMAR MEDIA CORP               SR GLBL N | 2029-01-15      | 4.8750%  | 0.0000% | $11000.00          | $11206.15          | Corporate Debt Securities |
| LEVI STRAUSS & CO NEW          SR GLBL 1 | 2031-03-01      | 3.5000%  | 0.0000% | $52000.00          | $49417.48          | Corporate Debt Securities |
| LIVE NATION ENTERTAINMENT INC  SR SEC GL | 2027-05-15      | 6.5000%  | 0.0000% | $1000.00           | $1019.88           | Corporate Debt Securities |
| MPH ACQUISITION HLDGS LLC      SR SEC GL | 2030-12-31      | 11.5000% | 0.0000% | $79.00             | $83.28             | Corporate Debt Securities |
| TEGNA INC                      SR GLBL N | 2029-09-15      | 5.0000%  | 0.0000% | $22000.00          | $22287.10          | Corporate Debt Securities |
| SERVICE CORP INTL              SR GLBL N | 2031-05-15      | 4.0000%  | 0.0000% | $292000.00         | $280145.77         | Corporate Debt Securities |
| SEALED AIR CORP / SEALED AIR C SR GLBL 1 | 2031-02-15      | 7.2500%  | 0.0000% | $50000.00          | $52788.71          | Corporate Debt Securities |
| SS&C TECHNOLOGIES INC          SR GLBL 1 | 2027-09-30      | 5.5000%  | 0.0000% | $2000.00           | $2035.09           | Corporate Debt Securities |
| SBA COMMUNICATIONS CORP        SR GLBL N | 2027-02-15      | 3.8750%  | 0.0000% | $131000.00         | $132299.57         | Corporate Debt Securities |
| ROCKIES EXPRESS PIPELINE LLC   SR 144A N | 2033-03-15      | 6.7500%  | 0.0000% | $100000.00         | $108039.25         | Corporate Debt Securities |
| RHP HOTEL PPTY/ RHP FINANCE    SR GLBL 1 | 2032-04-01      | 6.5000%  | 0.0000% | $245000.00         | $258721.50         | Corporate Debt Securities |
| RHP HOTEL PPTY/ RHP FINANCE    SR GLBL N | 2027-10-15      | 4.7500%  | 0.0000% | $9000.00           | $9115.87           | Corporate Debt Securities |
| 1011778 B.C. UNLIMITED LIABILI SR SEC GL | 2029-09-15      | 5.6250%  | 0.0000% | $5000.00           | $5187.77           | Corporate Debt Securities |
| NEW GOLD INC CDA               SR GLBL 1 | 2032-04-01      | 6.8750%  | 0.0000% | $180000.00         | $195603.42         | Corporate Debt Securities |
| NRG ENERGY INC                 SR GLBL 1 | 2034-01-15      | 5.7500%  | 0.0000% | $798000.00         | $816600.49         | Corporate Debt Securities |
| NRG ENERGY INC                 SR GLBL 1 | 2032-02-15      | 3.8750%  | 0.0000% | $25000.00          | $23822.01          | Corporate Debt Securities |
| NRG ENERGY INC                 SR GLBL 1 | 2031-02-15      | 3.6250%  | 0.0000% | $61000.00          | $58154.02          | Corporate Debt Securities |
| NRG ENERGY INC                 SR GLBL 1 | 2029-06-15      | 5.2500%  | 0.0000% | $225000.00         | $227464.31         | Corporate Debt Securities |
| MOZART DEBT MERGER SUB INC     SR 144A N | 2029-10-01      | 5.2500%  | 0.0000% | $23000.00          | $23417.78          | Corporate Debt Securities |
| CSC HLDGS LLC                  SR 144A N | 2031-11-15      | 4.5000%  | 0.0000% | $200000.00         | $121173.00         | Corporate Debt Securities |
| BUCKEYE PARTNERS L P           SR GLBL 1 | 2029-07-01      | 6.8750%  | 0.0000% | $10000.00          | $10449.28          | Corporate Debt Securities |
| BROOKFIELD RESIDENTIAL PPTYS   SR GLBL 1 | 2030-02-15      | 4.8750%  | 0.0000% | $13000.00          | $12468.22          | Corporate Debt Securities |
| BRANDYWINE OPER PARTNERSHIP L  SR GLBL N | 2027-11-15      | 3.9500%  | 0.0000% | $70000.00          | $69355.94          | Corporate Debt Securities |
| BRANDYWINE OPER PARTNERSHIP L  SR GLBL N | 2029-10-01      | 4.5500%  | 0.0000% | $359000.00         | $346582.29         | Corporate Debt Securities |
| BOMBARDIER INC                 SR 144A N | 2031-07-01      | 7.2500%  | 0.0000% | $100000.00         | $107032.03         | Corporate Debt Securities |
| IHEARTCOMMUNICATIONS INC       SR SEC GL | 2029-05-01      | 9.1250%  | 0.0000% | $2000.00           | $1988.58           | Corporate Debt Securities |
| HOLOGIC INC                    SR GLBL 1 | 2029-02-15      | 3.2500%  | 0.0000% | $122000.00         | $123335.39         | Corporate Debt Securities |
| HILTON WORLDWIDE FINANCE LLC   SR GLBL N | 2027-04-01      | 4.8750%  | 0.0000% | $4000.00           | $4064.46           | Corporate Debt Securities |
| GREYSTAR REAL ESTATE PRTN      SR SEC 14 | 2030-09-01      | 7.7500%  | 0.0000% | $87000.00          | $94459.07          | Corporate Debt Securities |
| GOEASY LTD                     SR GLBL 1 | 2031-02-15      | 6.8750%  | 0.0000% | $1890000.00        | $1834935.90        | Corporate Debt Securities |

### Security 138: Bank of Nova Scotia

- **C.1 - Title:** Bank of Nova Scotia 3.750000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1EQDW5, C.3 - LEI: L3I9ZG2KFGXZ, C.5 - Other ID: ARP1EQDW5_3.75_0202
- **C.18 - Value (incl. sponsor support):** $10000000.00
- **C.18.a - Value (excl. sponsor support):** $10000000.00
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **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
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase Agreement Details:**

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category   |
|:---|:---|:---|:---|:---|:---|:---|
| ALPHABET INC                   CAP STK C | 2199-01-01      | N/A      | 0.0000% | $1476.00           | $499862.16         | Equities   |
| AMAZON COM INC                 COM       | 2199-01-01      | N/A      | 0.0000% | $2068.00           | $499897.64         | Equities   |
| APELLIS PHARMACEUTICALS INC    COM       | 2199-01-01      | N/A      | 0.0000% | $21689.00          | $499931.45         | Equities   |
| APPLE INC                      COM       | 2199-01-01      | N/A      | 0.0000% | $1932.00           | $498996.96         | Equities   |
| BERKSHIRE HATHAWAY INC DEL     CL B NEW  | 2199-01-01      | N/A      | 0.0000% | $1048.00           | $499675.92         | Equities   |
| BOOKING HOLDINGS INC           COM       | 2199-01-01      | N/A      | 0.0000% | $97.00             | $495992.04         | Equities   |
| JPMORGAN CHASE & CO.           COM       | 2199-01-01      | N/A      | 0.0000% | $1631.00           | $499771.02         | Equities   |
| MICRON TECHNOLOGY INC          COM       | 2199-01-01      | N/A      | 0.0000% | $1147.00           | $499851.13         | Equities   |
| MOTOROLA SOLUTIONS INC         COM NEW   | 2199-01-01      | N/A      | 0.0000% | $64.00             | $25801.60          | Equities   |
| NEWMARK GROUP INC              CL A      | 2199-01-01      | N/A      | 0.0000% | $28232.00          | $499988.72         | Equities   |
| NVIDIA CORPORATION             COM       | 2199-01-01      | N/A      | 0.0000% | $2500.00           | $481275.00         | Equities   |
| ROKU INC                       COM CL A  | 2199-01-01      | N/A      | 0.0000% | $3783.00           | $499923.45         | Equities   |
| ROKU INC                       COM CL A  | 2199-01-01      | N/A      | 0.0000% | $4977.00           | $499989.42         | Equities   |
| SALESFORCE INC                 COM       | 2199-01-01      | N/A      | 0.0000% | $2335.00           | $499876.80         | Equities   |
| SCHWAB CHARLES CORP            COM       | 2199-01-01      | N/A      | 0.0000% | $4832.00           | $499967.04         | Equities   |
| SOUTHSTATE BK CORP             COM       | 2199-01-01      | N/A      | 0.0000% | $4864.00           | $499921.92         | Equities   |
| TESLA INC                      COM       | 2199-01-01      | N/A      | 0.0000% | $1200.00           | $499872.00         | Equities   |
| AT&T INC                       COM       | 2199-01-01      | N/A      | 0.0000% | $19896.00          | $499986.48         | Equities   |
| AMEREN CORP                    COM       | 2199-01-01      | N/A      | 0.0000% | $4818.00           | $499963.86         | Equities   |
| AMPHENOL CORP NEW              CL A      | 2199-01-01      | N/A      | 0.0000% | $3342.00           | $499896.36         | Equities   |
| OLIN CORP                      COM PAR $ | 2199-01-01      | N/A      | 0.0000% | $1.00              | $22.34             | Equities   |
| UNITEDHEALTH GROUP INC         COM       | 2199-01-01      | N/A      | 0.0000% | $1709.00           | $499523.61         | Equities   |
| VIATRIS INC                    COM       | 2199-01-01      | N/A      | 0.0000% | $38255.00          | $499992.85         | Equities   |
| ADIENT PLC                     ORD SHS   | 2199-01-01      | N/A      | 0.0000% | $1.00              | $21.04             | Equities   |

### Security 139: Mizuho Securities USA LLC

- **C.1 - Title:** Mizuho Securities USA LLC 3.770000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1EQDY1, C.3 - LEI: 7TK5RJIZDFRO, C.5 - Other ID: ARP1EQDY1_3.77_0202
- **C.18 - Value (incl. sponsor support):** $135000000.00
- **C.18.a - Value (excl. sponsor support):** $135000000.00
- **C.19 - Percentage of Net Assets:** 3.7600%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **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
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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   |
|:---|:---|:---|:---|:---|:---|:---|
| ECOLAB INC                     COM       | 2199-01-01      | N/A      | 0.0000% | $12434.00          | $3516708.22        | Equities   |
| FIRST HORIZON CORPORATION      COM       | 2199-01-01      | N/A      | 0.0000% | $12187.00          | $297606.54         | Equities   |
| GARTNER INC                    COM       | 2199-01-01      | N/A      | 0.0000% | $71.00             | $15101.70          | Equities   |
| HALOZYME THERAPEUTICS INC      COM       | 2199-01-01      | N/A      | 0.0000% | $92037.00          | $6749993.58        | Equities   |
| MARTIN MARIETTA MATLS INC      COM       | 2199-01-01      | N/A      | 0.0000% | $79.00             | $51613.07          | Equities   |
| MERCK & CO INC                 COM       | 2199-01-01      | N/A      | 0.0000% | $62303.00          | $6749907.02        | Equities   |
| MICROSOFT CORP                 COM       | 2199-01-01      | N/A      | 0.0000% | $15570.00          | $6749595.00        | Equities   |
| MORGAN STANLEY                 COM NEW   | 2199-01-01      | N/A      | 0.0000% | $17949.00          | $3273897.60        | Equities   |
| NEOGEN CORP                    COM       | 2199-01-01      | N/A      | 0.0000% | $661116.00         | $6749994.36        | Equities   |
| NEXTERA ENERGY INC             COM       | 2199-01-01      | N/A      | 0.0000% | $76547.00          | $6749914.46        | Equities   |
| PACKAGING CORP AMER            COM       | 2199-01-01      | N/A      | 0.0000% | $4467.00           | $983678.07         | Equities   |
| PROGRESSIVE CORP               COM       | 2199-01-01      | N/A      | 0.0000% | $182.00            | $37903.32          | Equities   |
| QUEST DIAGNOSTICS INC          COM       | 2199-01-01      | N/A      | 0.0000% | $4600.00           | $838810.00         | Equities   |
| SALESFORCE INC                 COM       | 2199-01-01      | N/A      | 0.0000% | $31530.00          | $6749942.40        | Equities   |
| SHIFT4 PMTS INC                CL A      | 2199-01-01      | N/A      | 0.0000% | $400.00            | $23760.00          | Equities   |
| SOLVENTUM CORP                 COM SHS   | 2199-01-01      | N/A      | 0.0000% | $6861.00           | $525003.72         | Equities   |
| VENTAS INC                     COM       | 2199-01-01      | N/A      | 0.0000% | $35883.00          | $2758326.21        | Equities   |
| VERISIGN INC                   COM       | 2199-01-01      | N/A      | 0.0000% | $3877.00           | $946802.17         | Equities   |
| WABTEC                         COM       | 2199-01-01      | N/A      | 0.0000% | $16790.00          | $3905857.70        | Equities   |
| WALMART INC                    COM       | 2199-01-01      | N/A      | 0.0000% | $57490.00          | $6749900.90        | Equities   |
| WORKIVA INC                    COM CL A  | 2199-01-01      | N/A      | 0.0000% | $12500.00          | $953375.00         | Equities   |
| ALDEL FINL II INC              CL A      | 2199-01-01      | N/A      | 0.0000% | $17032.00          | $179517.28         | Equities   |
| BEST SPAC I ACQUISITION CORP.  USD CL A  | 2199-01-01      | N/A      | 0.0000% | $25426.00          | $258836.68         | Equities   |
| CARTESIAN GROWTH CORP III      COM CL A  | 2199-01-01      | N/A      | 0.0000% | $371226.00         | $3823627.80        | Equities   |
| CRITICAL METALS CORP           PUBCO ORD | 2199-01-01      | N/A      | 0.0000% | $300.00            | $4203.00           | Equities   |
| FLAG SHIP ACQUISITION CORP     ORD SHS   | 2199-01-01      | N/A      | 0.0000% | $2428.00           | $26149.56          | Equities   |
| NEWBURY STR II ACQUISITION COR ORD SHS C | 2199-01-01      | N/A      | 0.0000% | $16538.00          | $173649.00         | Equities   |
| PANTAGES CAPITAL ACQUISITION C ORD SHS C | 2199-01-01      | N/A      | 0.0000% | $10602.00          | $110472.84         | Equities   |
| CHARLTON ARIA ACQUISITION CORP ORD SHS C | 2199-01-01      | N/A      | 0.0000% | $9046.00           | $95073.46          | Equities   |
| AFLAC INC                      COM       | 2199-01-01      | N/A      | 0.0000% | $34973.00          | $3864866.23        | Equities   |
| ALPHABET INC                   CAP STK C | 2199-01-01      | N/A      | 0.0000% | $19955.00          | $6749778.75        | Equities   |
| AUTOZONE INC                   COM       | 2199-01-01      | N/A      | 0.0000% | $1200.00           | $4444512.00        | Equities   |
| AVIDITY BIOSCIENCES INC        COM       | 2199-01-01      | N/A      | 0.0000% | $50000.00          | $3628500.00        | Equities   |
| BANK AMERICA CORP              COM       | 2199-01-01      | N/A      | 0.0000% | $127166.00         | $6749971.28        | Equities   |
| BERKSHIRE HATHAWAY INC DEL     CL B NEW  | 2199-01-01      | N/A      | 0.0000% | $14157.00          | $6749916.03        | Equities   |
| BIO-TECHNE CORP                COM       | 2199-01-01      | N/A      | 0.0000% | $9703.00           | $620797.94         | Equities   |
| BLOCK H & R INC                COM       | 2199-01-01      | N/A      | 0.0000% | $173655.00         | $6749969.85        | Equities   |
| BXP INC                        COM       | 2199-01-01      | N/A      | 0.0000% | $720.00            | $46807.20          | Equities   |
| BROADCOM INC                   COM       | 2199-01-01      | N/A      | 0.0000% | $20409.00          | $6749868.57        | Equities   |
| CF INDUSTRIES HOLD             COM       | 2199-01-01      | N/A      | 0.0000% | $2489.00           | $234040.67         | Equities   |
| THE CIGNA GROUP                COM       | 2199-01-01      | N/A      | 0.0000% | $7242.00           | $1964537.34        | Equities   |
| COCA COLA CO                   COM       | 2199-01-01      | N/A      | 0.0000% | $73789.00          | $5418326.27        | Equities   |
| COLGATE PALMOLIVE CO           COM       | 2199-01-01      | N/A      | 0.0000% | $9922.00           | $845751.28         | Equities   |
| DATADOG INC                    CL A COM  | 2199-01-01      | N/A      | 0.0000% | $52660.00          | $6749958.80        | Equities   |
| DEXCOM INC                     COM       | 2199-01-01      | N/A      | 0.0000% | $13360.00          | $988640.00         | Equities   |
| GALLAGHER ARTHUR J & CO        COM       | 2199-01-01      | N/A      | 0.0000% | $3893.00           | $957055.12         | Equities   |
| QUALCOMM INC                   COM       | 2199-01-01      | N/A      | 0.0000% | $44343.00          | $6749891.46        | Equities   |
| PENTAIR PLC                    SHS       | 2199-01-01      | N/A      | 0.0000% | $24.00             | $2541.84           | Equities   |
| BUILDERS FIRSTSOURCE INC       COM       | 2199-01-01      | N/A      | 0.0000% | $8049.00           | $927486.27         | Equities   |
| CNX RES CORP                   COM       | 2199-01-01      | N/A      | 0.0000% | $13500.00          | $507600.00         | Equities   |

### Security 140: ING Financial Markets LLC

- **C.1 - Title:** ING Financial Markets LLC 3.710000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1EQDZ8, C.3 - LEI: 254900QX5Y2Z, C.5 - Other ID: ARP1EQDZ8_3.71_0202
- **C.18 - Value (incl. sponsor support):** $10000000.00
- **C.18.a - Value (excl. sponsor support):** $10000000.00
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **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
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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   |
|:---|:---|:---|:---|:---|:---|:---|
| ABBVIE INC                     COM       | 2199-01-01      | N/A      | 0.0000% | $2268.00           | $499935.24         | Equities   |
| AIRBNB INC                     COM CL A  | 2199-01-01      | N/A      | 0.0000% | $3782.00           | $498354.14         | Equities   |
| ALPHABET INC                   CAP STK C | 2199-01-01      | N/A      | 0.0000% | $1476.00           | $499862.16         | Equities   |
| CVS HEALTH CORP                COM       | 2199-01-01      | N/A      | 0.0000% | $6716.00           | $499939.04         | Equities   |
| CARDINAL HEALTH INC            COM       | 2199-01-01      | N/A      | 0.0000% | $2367.00           | $499981.41         | Equities   |
| CORTEVA INC                    COM       | 2199-01-01      | N/A      | 0.0000% | $6771.00           | $499970.64         | Equities   |
| COSTCO WHOLESALE CORPORATION   COM       | 2199-01-01      | N/A      | 0.0000% | $524.00            | $499314.36         | Equities   |
| GE VERNOVA INC                 COM       | 2199-01-01      | N/A      | 0.0000% | $696.00            | $499303.44         | Equities   |
| GILEAD SCIENCES INC            COM       | 2199-01-01      | N/A      | 0.0000% | $3582.00           | $499868.10         | Equities   |
| HOME DEPOT INC                 COM       | 2199-01-01      | N/A      | 0.0000% | $1344.00           | $499712.64         | Equities   |
| INTUIT                         COM       | 2199-01-01      | N/A      | 0.0000% | $994.00            | $499962.12         | Equities   |
| ELI LILLY & CO                 COM       | 2199-01-01      | N/A      | 0.0000% | $488.00            | $499780.32         | Equities   |
| MCDONALDS CORP                 COM       | 2199-01-01      | N/A      | 0.0000% | $1584.00           | $499767.84         | Equities   |
| MCKESSON CORP                  COM       | 2199-01-01      | N/A      | 0.0000% | $607.00            | $499136.10         | Equities   |
| MERCK & CO INC                 COM       | 2199-01-01      | N/A      | 0.0000% | $4615.00           | $499989.10         | Equities   |
| TC ENERGY CORP                 COM       | 2199-01-01      | N/A      | 0.0000% | $8434.00           | $499630.16         | Equities   |
| TEXAS INSTRS INC               COM       | 2199-01-01      | N/A      | 0.0000% | $2283.00           | $499908.51         | Equities   |
| VEEVA SYS INC                  CL A COM  | 2199-01-01      | N/A      | 0.0000% | $2381.00           | $499962.38         | Equities   |
| VERISK ANALYTICS INC           COM       | 2199-01-01      | N/A      | 0.0000% | $28.00             | $6064.52           | Equities   |
| CENCORA INC                    COM       | 2199-01-01      | N/A      | 0.0000% | $1420.00           | $499982.00         | Equities   |
| ANALOG DEVICES INC             COM       | 2199-01-01      | N/A      | 0.0000% | $1568.00           | $499721.60         | Equities   |
| ARISTA NETWORKS INC            COM SHS   | 2199-01-01      | N/A      | 0.0000% | $3374.00           | $499858.10         | Equities   |

### Security 141: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 3.700000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1EQE12, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP1EQE12_3.70_0202
- **C.18 - Value (incl. sponsor support):** $80000000.00
- **C.18.a - Value (excl. sponsor support):** $80000000.00
- **C.19 - Percentage of Net Assets:** 2.2300%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **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
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2028-11-15      | 3.1250%  | 0.0000% | $30980900.00       | $30785775.28       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-08-31      | 1.1250%  | 0.0000% | $100.00            | $94.42             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-09-30      | 1.2500%  | 0.0000% | $4300.00           | $4062.38           | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-10-31      | 1.3750%  | 0.0000% | $3843100.00        | $3632722.91        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-08-31      | 4.3750%  | 0.0000% | $100.00            | $103.73            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-10-31      | 4.8750%  | 0.0000% | $34882700.00       | $36451020.41       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-10-15      | 2.3750%  | 0.0000% | $9508100.00        | $10520039.51       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-10-15      | 3.5000%  | 0.0000% | $204700.00         | $206230.84         | U.S. Treasuries (including strips) |

### Security 142: MUFG Securities Americas, Inc.

- **C.1 - Title:** MUFG Securities Americas, Inc. 3.690000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1EQE38, C.3 - LEI: K5HU16E3LMSV, C.5 - Other ID: ARP1EQE38_3.69_0202
- **C.18 - Value (incl. sponsor support):** $146000000.00
- **C.18.a - Value (excl. sponsor support):** $146000000.00
- **C.19 - Percentage of Net Assets:** 4.0700%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **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
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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   |
|:---|:---|:---|:---|:---|:---|:---|
| ADVANCED MICRO DEVICES INC     COM      | 2199-01-01      | N/A      | 0.0000% | $28956.00          | $7302124.08        | Equities   |
| APPLE INC                      COM      | 2199-01-01      | N/A      | 0.0000% | $28272.00          | $7302092.16        | Equities   |
| BANK AMERICA CORP              COM      | 2199-01-01      | N/A      | 0.0000% | $36227.00          | $1922929.16        | Equities   |
| BANK NEW YORK MELLON CORP      COM      | 2199-01-01      | N/A      | 0.0000% | $20567.00          | $2498684.83        | Equities   |
| CELESTICA INC                  COM      | 2199-01-01      | N/A      | 0.0000% | $24340.00          | $7302000.00        | Equities   |
| COCA COLA CO                   COM      | 2199-01-01      | N/A      | 0.0000% | $99444.00          | $7302172.92        | Equities   |
| COMERICA INC                   COM      | 2199-01-01      | N/A      | 0.0000% | $78637.00          | $7302231.82        | Equities   |
| COREWEAVE INC                  COM CL A | 2199-01-01      | N/A      | 0.0000% | $73367.00          | $7302217.51        | Equities   |
| GILEAD SCIENCES INC            COM      | 2199-01-01      | N/A      | 0.0000% | $15510.00          | $2164420.50        | Equities   |
| HAEMONETICS CORP MASS          COM      | 2199-01-01      | N/A      | 0.0000% | $110707.00         | $7302233.72        | Equities   |
| HEWLETT PACKARD ENTERPRISE CO  COM      | 2199-01-01      | N/A      | 0.0000% | $35553.00          | $782521.53         | Equities   |
| HOLOGIC INC                    COM      | 2199-01-01      | N/A      | 0.0000% | $97389.00          | $7302227.22        | Equities   |
| INCYTE CORP                    COM      | 2199-01-01      | N/A      | 0.0000% | $4443.00           | $449098.44         | Equities   |
| INTEL CORP                     COM      | 2199-01-01      | N/A      | 0.0000% | $150066.00         | $7302211.56        | Equities   |
| JPMORGAN CHASE & CO.           COM      | 2199-01-01      | N/A      | 0.0000% | $23830.00          | $7301988.60        | Equities   |
| JOHNSON & JOHNSON              COM      | 2199-01-01      | N/A      | 0.0000% | $32127.00          | $7302145.83        | Equities   |
| LULULEMON ATHLETICA INC        COM      | 2199-01-01      | N/A      | 0.0000% | $42322.00          | $7302237.88        | Equities   |
| NETFLIX INC.                   COM      | 2199-01-01      | N/A      | 0.0000% | $87809.00          | $7302196.44        | Equities   |
| ONDAS INC                      COM NEW  | 2199-01-01      | N/A      | 0.0000% | $647936.00         | $7302238.72        | Equities   |
| ORACLE CORP                    COM      | 2199-01-01      | N/A      | 0.0000% | $43205.00          | $7302077.05        | Equities   |
| PPG INDS INC                   COM      | 2199-01-01      | N/A      | 0.0000% | $6047.00           | $704535.97         | Equities   |
| PACS GROUP INC                 COM SHS  | 2199-01-01      | N/A      | 0.0000% | $2998.00           | $102471.64         | Equities   |
| PARKER-HANNIFIN CORP           COM      | 2199-01-01      | N/A      | 0.0000% | $7699.00           | $7301731.60        | Equities   |
| POOL CORP                      COM      | 2199-01-01      | N/A      | 0.0000% | $881.00            | $224989.78         | Equities   |
| PROCTER & GAMBLE CO            COM      | 2199-01-01      | N/A      | 0.0000% | $48714.00          | $7302228.60        | Equities   |
| ROCKET LAB CORP                COM      | 2199-01-01      | N/A      | 0.0000% | $85224.00          | $7301992.32        | Equities   |
| T-MOBILE US INC                COM      | 2199-01-01      | N/A      | 0.0000% | $12960.00          | $2453068.80        | Equities   |
| UNITEDHEALTH GROUP INC         COM      | 2199-01-01      | N/A      | 0.0000% | $24982.00          | $7301988.78        | Equities   |
| VERTEX PHARMACEUTICALS INC     COM      | 2199-01-01      | N/A      | 0.0000% | $6837.00           | $3252224.16        | Equities   |
| CAL REDWOOD ACQUISITION CORP   COM CL A | 2199-01-01      | N/A      | 0.0000% | $5100.00           | $51867.00          | Equities   |

### Security 143: TD Securities USA LLC

- **C.1 - Title:** TD Securities USA LLC 3.730000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1EQE46, C.3 - LEI: SUVUFHICNZMP, C.5 - Other ID: ARP1EQE46_3.73_0202
- **C.18 - Value (incl. sponsor support):** $5000000.00
- **C.18.a - Value (excl. sponsor support):** $5000000.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **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
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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                  |
|:---|:---|:---|:---|:---|:---|:---|
| JANE STR GROUP LLC / JSG FIN   SR SEC GL | 2032-11-01      | 6.1250%  | 0.0000% | $36000.00          | $37152.08          | Corporate Debt Securities |
| KEHE DISTRS LLC/ KEHE FIN CORP SR SEC 14 | 2029-02-15      | 9.0000%  | 0.0000% | $77000.00          | $84007.00          | Corporate Debt Securities |
| KEN GARFF AUTOMOTIVE LLC       SR GLBL 1 | 2028-09-15      | 4.8750%  | 0.0000% | $13000.00          | $13147.57          | Corporate Debt Securities |
| KIMMERIDGE TEXAS GAS LLC       SR 144A N | 2030-02-15      | 8.5000%  | 0.0000% | $15000.00          | $16213.02          | Corporate Debt Securities |
| KODIAK GAS SVCS LLC            SR GLBL 1 | 2029-02-15      | 7.2500%  | 0.0000% | $13000.00          | $13922.73          | Corporate Debt Securities |
| LADDER CAPITAL FIN HLDGS/CORP  SR GLBL 1 | 2027-02-01      | 4.2500%  | 0.0000% | $90000.00          | $91491.47          | Corporate Debt Securities |
| LADDER CAPITAL FIN HLDGS/CORP  SR GLBL N | 2030-08-01      | 5.5000%  | 0.0000% | $73000.00          | $77290.57          | Corporate Debt Securities |
| LEVEL 3 FING INC               GLBL 144A | 2028-07-01      | 4.2500%  | 0.0000% | $14000.00          | $13487.93          | Corporate Debt Securities |
| LEVEL 3 FING INC               GLBL 144A | 2029-01-15      | 3.6250%  | 0.0000% | $61000.00          | $57006.41          | Corporate Debt Securities |
| LEVEL 3 FING INC               SR GLBL 1 | 2036-01-15      | 8.5000%  | 0.0000% | $674.00            | $694.12            | Corporate Debt Securities |
| LIGHTNING PWR LLC              SR SEC 14 | 2032-08-15      | 7.2500%  | 0.0000% | $6000.00           | $6583.08           | Corporate Debt Securities |
| LONG RIDGE ENERGY LLC          SR SEC GL | 2032-02-15      | 8.7500%  | 0.0000% | $17000.00          | $18714.35          | Corporate Debt Securities |
| MPH ACQUISITION HLDGS LLC      SR SEC GL | 2030-12-31      | 11.5000% | 0.0000% | $16421.00          | $17310.03          | Corporate Debt Securities |
| MACYS RETAIL HLDGS LLC         SR 144A N | 2030-03-15      | 5.8750%  | 0.0000% | $67000.00          | $68864.02          | Corporate Debt Securities |
| MACYS RETAIL HLDGS LLC         SR 144A N | 2032-03-15      | 6.1250%  | 0.0000% | $5000.00           | $5154.09           | Corporate Debt Securities |
| MADISON IAQ LLC                SR SEC 14 | 2028-06-30      | 4.1250%  | 0.0000% | $66000.00          | $65316.74          | Corporate Debt Securities |
| MATCH GROUP HOLDINGS II LLC    SR GLBL 1 | 2033-09-15      | 6.1250%  | 0.0000% | $63000.00          | $65198.84          | Corporate Debt Securities |
| MCGRAW-HILL ED INC             SR 144A N | 2029-08-01      | 8.0000%  | 0.0000% | $53000.00          | $55540.70          | Corporate Debt Securities |
| MERCER INTL INC                SR GLBL N | 2029-02-01      | 5.1250%  | 0.0000% | $16000.00          | $10313.64          | Corporate Debt Securities |
| CENTERFIELD MEDIA PARENT INC   SR SEC 14 | 2026-08-01      | 6.6250%  | 0.0000% | $33000.00          | $33323.10          | Corporate Debt Securities |
| MONEYGRAM INTL INC             SR SEC 14 | 2030-06-01      | 9.0000%  | 0.0000% | $51000.00          | $32032.59          | Corporate Debt Securities |
| MOZART DEBT MERGER SUB INC     SR SEC 14 | 2029-04-01      | 3.8750%  | 0.0000% | $4000.00           | $3965.84           | Corporate Debt Securities |
| NOVA CHEMICALS CORP MTN BE     1LIEN GLB | 2028-11-15      | 8.5000%  | 0.0000% | $40000.00          | $42474.73          | Corporate Debt Securities |
| ONEMAIN FIN CORP               SR GLBL N | 2032-03-15      | 6.7500%  | 0.0000% | $78000.00          | $81755.90          | Corporate Debt Securities |
| ACCENDRA HEALTH INC            SR GLBL 1 | 2029-03-31      | 4.5000%  | 0.0000% | $90000.00          | $61654.50          | Corporate Debt Securities |
| PANTHER ES IS LLC/CO-IS INC    SR SEC 14 | 2031-06-01      | 7.1250%  | 0.0000% | $56000.00          | $58161.39          | Corporate Debt Securities |
| PARADIGM PARENT LLC / PARADIGM 1LIEN GLB | 2032-04-17      | 8.7500%  | 0.0000% | $32000.00          | $29334.55          | Corporate Debt Securities |
| PREMIER ENTMT SUB LLC / PREMIE SR GLBL 1 | 2031-09-01      | 5.8750%  | 0.0000% | $63000.00          | $42796.91          | Corporate Debt Securities |
| PRESTIGE BRANDS IN             SR GLBL 1 | 2028-01-15      | 5.1250%  | 0.0000% | $93000.00          | $93177.20          | Corporate Debt Securities |
| RLJ LODGING TR                 SR SEC GL | 2026-07-01      | 3.7500%  | 0.0000% | $70000.00          | $69813.86          | Corporate Debt Securities |
| ROCKCLIFF ENERGY II LLC        SR 144A N | 2029-10-15      | 5.5000%  | 0.0000% | $19000.00          | $19102.82          | Corporate Debt Securities |
| ROCKIES EXPRESS PIPELINE LLC   SR GLBL 1 | 2038-07-15      | 7.5000%  | 0.0000% | $38000.00          | $41663.77          | Corporate Debt Securities |
| SERVICE PPTYS TR               SR GLBL N | 2029-06-15      | 8.3750%  | 0.0000% | $73000.00          | $74889.66          | Corporate Debt Securities |
| SHIFT4 PMTS LLC / SHIFT4 PMTS  SR GLBL 1 | 2032-08-15      | 6.7500%  | 0.0000% | $26000.00          | $27395.88          | Corporate Debt Securities |
| SINCLAIR TELEVISION GROUP      GLBL 144A | 2032-12-31      | 4.3750%  | 0.0000% | $9000.00           | $7039.53           | Corporate Debt Securities |
| SIRIUS XM RADIO INC            SR GLBL 1 | 2031-09-01      | 3.8750%  | 0.0000% | $65000.00          | $60267.23          | Corporate Debt Securities |
| STANDARD BLDG SOLUTIONS INC    SR 144A N | 2032-08-15      | 6.5000%  | 0.0000% | $24000.00          | $25486.36          | Corporate Debt Securities |
| STAPLES INC                    SR 144A N | 2027-04-15      | 10.7500% | 0.0000% | $10000.00          | $10088.54          | Corporate Debt Securities |
| STL HLDG CO LLC                SR GLBL 1 | 2029-02-15      | 8.7500%  | 0.0000% | $48000.00          | $52441.16          | Corporate Debt Securities |
| STONEPEAK NILE PARENT LLC      SR SEC 14 | 2032-03-15      | 7.2500%  | 0.0000% | $25000.00          | $27086.44          | Corporate Debt Securities |
| TALOS PRODTN INC               2LIEN GLB | 2029-02-01      | 9.0000%  | 0.0000% | $77000.00          | $83714.40          | Corporate Debt Securities |
| TRONOX INC                     SR SEC GL | 2030-09-30      | 9.1250%  | 0.0000% | $51000.00          | $52202.10          | Corporate Debt Securities |
| US FOODS INC                   SR GLBL 1 | 2030-06-01      | 4.6250%  | 0.0000% | $46000.00          | $45634.75          | Corporate Debt Securities |
| U S RENAL CARE INC             SR SEC GL | 2028-06-28      | 10.6250% | 0.0000% | $32000.00          | $27421.67          | Corporate Debt Securities |
| U S ACUTE CARE SOLUTIONS LLC   SR SEC 14 | 2029-05-15      | 9.7500%  | 0.0000% | $95000.00          | $97480.69          | Corporate Debt Securities |
| BUCKEYE PARTNERS L P           SR NT 6.7 | 2033-08-15      | 6.7500%  | 0.0000% | $78000.00          | $82870.12          | Corporate Debt Securities |
| CCO HLDGS LLC / CCO HLDGS CAP  SR GLBL 1 | 2032-02-01      | 4.7500%  | 0.0000% | $30000.00          | $27502.44          | Corporate Debt Securities |
| CDK GLOBAL  INC                SR GLBL 1 | 2029-05-15      | 5.2500%  | 0.0000% | $30000.00          | $29690.62          | Corporate Debt Securities |
| COMMUNITY HEALTH SYS INC NEW   1LIEN GLB | 2031-02-15      | 4.7500%  | 0.0000% | $24000.00          | $22094.90          | Corporate Debt Securities |
| CARS COM INC                   SR GLBL 1 | 2028-11-01      | 6.3750%  | 0.0000% | $2000.00           | $2029.58           | Corporate Debt Securities |
| CENTRAL PARENT INC / CENT MERG 1LIEN GLB | 2029-06-15      | 7.2500%  | 0.0000% | $45000.00          | $36666.11          | Corporate Debt Securities |
| CHAMP ACQUISITION CORP         SR SEC GL | 2031-12-01      | 8.3750%  | 0.0000% | $30000.00          | $32417.57          | Corporate Debt Securities |
| CHARTER COMMUNICATIONS OPER    1LIEN GLB | 2031-04-01      | 2.8000%  | 0.0000% | $67000.00          | $60494.67          | Corporate Debt Securities |
| CHARTER COMMUNICATIONS OPER    1LIEN GLB | 2041-06-01      | 3.5000%  | 0.0000% | $10000.00          | $7032.66           | Corporate Debt Securities |
| CHARTER COMMUNICATIONS OPER    SR SEC NT | 2034-02-01      | 6.6500%  | 0.0000% | $9000.00           | $9654.08           | Corporate Debt Securities |
| CHOBANI LLC / CHOBANI FIN CORP 1LIEN GLB | 2028-11-15      | 4.6250%  | 0.0000% | $43000.00          | $43226.84          | Corporate Debt Securities |
| CINEMARK USA INC               SR GLBL 1 | 2028-07-15      | 5.2500%  | 0.0000% | $99000.00          | $99045.29          | Corporate Debt Securities |
| CLARIVATE SCIENCE HOLDINGS COR SR GLBL 1 | 2029-07-01      | 4.8750%  | 0.0000% | $25000.00          | $22019.06          | Corporate Debt Securities |
| CLEARWAY ENERGY OPER LLC       SR GLBL 1 | 2034-01-15      | 5.7500%  | 0.0000% | $53000.00          | $53403.61          | Corporate Debt Securities |
| CLYDESDALE ACQUISITION HLDGS   SR SEC GL | 2030-01-15      | 6.8750%  | 0.0000% | $15000.00          | $15229.27          | Corporate Debt Securities |
| COUGAR JV SUBSIDIARY LLC       SR 144A N | 2032-05-15      | 8.0000%  | 0.0000% | $87000.00          | $94343.38          | Corporate Debt Securities |
| CROWN AMERS LLC                SR GLBL N | 2030-04-01      | 5.2500%  | 0.0000% | $74000.00          | $76778.27          | Corporate Debt Securities |
| DELEK LOGISTICS PARTNERS LP /  SR GLBL 1 | 2029-03-15      | 8.6250%  | 0.0000% | $51000.00          | $54964.42          | Corporate Debt Securities |
| EARTHSTONE ENERGY HLDGS LLC    SR GLBL 1 | 2027-04-15      | 8.0000%  | 0.0000% | $36000.00          | $37165.44          | Corporate Debt Securities |
| FMG RESOURCES AUGUST 2006 PTY  SR 144A N | 2031-04-01      | 4.3750%  | 0.0000% | $31000.00          | $30420.67          | Corporate Debt Securities |
| MACYS RETAIL HLDGS LLC         SR NT 6.3 | 2037-03-15      | 6.3750%  | 0.0000% | $36000.00          | $34863.70          | Corporate Debt Securities |
| FREEDOM MTG HLDGS LLC          SR 144A N | 2029-02-01      | 9.2500%  | 0.0000% | $23000.00          | $25182.54          | Corporate Debt Securities |
| CLUE OPCO LLC                  1LIEN 144 | 2031-10-15      | 9.5000%  | 0.0000% | $64000.00          | $69596.05          | Corporate Debt Securities |
| GETTY IMAGES INC               1LIEN 144 | 2030-11-15      | 10.5000% | 0.0000% | $54000.00          | $56393.55          | Corporate Debt Securities |
| GLOBAL INFRASTRUCTURE SOLUTION SR 144A N | 2029-06-01      | 5.6250%  | 0.0000% | $29000.00          | $29296.92          | Corporate Debt Securities |
| GOODYEAR TIRE & RUBR CO        SR GLBL N | 2028-03-15      | 7.0000%  | 0.0000% | $95000.00          | $100830.15         | Corporate Debt Securities |
| GREYSTAR REAL ESTATE PRTN      SR SEC 14 | 2030-09-01      | 7.7500%  | 0.0000% | $4000.00           | $4342.95           | Corporate Debt Securities |
| HESS MIDSTREAM OPERATIONS LP   SR GLBL 1 | 2030-02-15      | 4.2500%  | 0.0000% | $6000.00           | $5979.24           | Corporate Debt Securities |
| HILTON DOMESTIC OPER CO INC    SR NT 4.8 | 2030-01-15      | 4.8750%  | 0.0000% | $88000.00          | $88358.27          | Corporate Debt Securities |
| HILTON DOMESTIC OPER CO INC    SR GLBL 1 | 2033-09-15      | 5.7500%  | 0.0000% | $44000.00          | $45238.49          | Corporate Debt Securities |
| ICAHN ENTERPRISES LP/CORP      SR SEC GL | 2029-01-15      | 9.7500%  | 0.0000% | $95000.00          | $96057.59          | Corporate Debt Securities |
| ILLUMINATE BUYER LLC / ILLUMIN SR GLBL 1 | 2028-07-01      | 9.0000%  | 0.0000% | $94000.00          | $94870.44          | Corporate Debt Securities |
| CRESCENT ENERGY FINANCE LLC    SR GLBL 1 | 2030-10-15      | 9.7500%  | 0.0000% | $9000.00           | $9828.70           | Corporate Debt Securities |
| JH NORTH AMER HLDGS INC        SR SEC GL | 2032-07-31      | 6.1250%  | 0.0000% | $7000.00           | $7419.45           | Corporate Debt Securities |
| ASP UNIFRAX HOLDINGS INC       SR PIK 14 | 2029-09-30      | 11.1750% | 0.0000% | $22984.00          | $17681.88          | Corporate Debt Securities |
| ACRISURE LLC / ACRISURE FIN    SR 144A N | 2029-02-01      | 8.2500%  | 0.0000% | $65000.00          | $70089.55          | Corporate Debt Securities |
| ACRISURE LLC / ACRISURE FIN    SR SEC 14 | 2032-07-01      | 6.7500%  | 0.0000% | $38000.00          | $39284.30          | Corporate Debt Securities |
| ALBERTSONS COS INC / SAFEWAY I SR GLBL 1 | 2033-03-15      | 6.2500%  | 0.0000% | $56000.00          | $58475.62          | Corporate Debt Securities |
| ALPHA GENERATION LLC           SR 144A N | 2034-01-15      | 6.2500%  | 0.0000% | $38000.00          | $38445.14          | Corporate Debt Securities |
| ALTICE FRANCE S A              SR SEC GL | 2031-10-15      | 6.5000%  | 0.0000% | $52449.00          | $52321.87          | Corporate Debt Securities |
| ALTICE FRANCE S A              SR SEC GL | 2032-03-15      | 6.5000%  | 0.0000% | $61397.00          | $61237.74          | Corporate Debt Securities |
| AMERICAN AXLE & MFG INC        SR GLBL N | 2028-07-01      | 6.8750%  | 0.0000% | $103000.00         | $103730.08         | Corporate Debt Securities |
| AMERICAN AXLE & MFG INC        SR GLBL N | 2029-10-01      | 5.0000%  | 0.0000% | $58000.00          | $57538.19          | Corporate Debt Securities |
| AMSTED INDS INC                SR GLBL 1 | 2030-05-15      | 4.6250%  | 0.0000% | $55000.00          | $54927.70          | Corporate Debt Securities |
| ANTERO MIDSTREAM PARTNERS LP/A SR GLBL 1 | 2029-06-15      | 5.3750%  | 0.0000% | $20000.00          | $20166.58          | Corporate Debt Securities |
| ANTERO MIDSTREAM PARTNERS LP/A SR GLBL 1 | 2033-10-15      | 5.7500%  | 0.0000% | $30000.00          | $30926.53          | Corporate Debt Securities |
| ANTERO MIDSTREAM PARTNERS LP/A SR GLBL 1 | 2034-07-01      | 5.7500%  | 0.0000% | $37000.00          | $37484.69          | Corporate Debt Securities |
| ARCHES BUYER INC               1LIEN GLB | 2028-06-01      | 4.2500%  | 0.0000% | $78000.00          | $77377.19          | Corporate Debt Securities |
| ARETEC ESCROW ISSUER 2 INC     SR SEC 14 | 2030-08-15      | 10.0000% | 0.0000% | $10000.00          | $11215.13          | Corporate Debt Securities |
| ASCENT RES UTICA HLDGS LLC / A SR 144A N | 2033-07-15      | 6.6250%  | 0.0000% | $17000.00          | $17619.83          | Corporate Debt Securities |
| BANCO DE CREDITO DEL PERU      FR 6.45%0 | 2035-07-30      | 6.4500%  | 0.0000% | $36000.00          | $37548.00          | Corporate Debt Securities |
| BELO CORP                      SR GLBL D | 2027-09-15      | 7.2500%  | 0.0000% | $5000.00           | $5331.09           | Corporate Debt Securities |
| BLUE RACER MIDSTREAM LLC/ BLUE SR GLBL 1 | 2026-07-15      | 6.6250%  | 0.0000% | $50000.00          | $50199.52          | Corporate Debt Securities |
| BLUE RACER MIDSTREAM LLC/ BLUE SR 144A N | 2032-07-15      | 7.2500%  | 0.0000% | $98000.00          | $104081.96         | Corporate Debt Securities |
| BRANDYWINE OPER PARTNERSHIP L  SR GLBL N | 2027-11-15      | 3.9500%  | 0.0000% | $56000.00          | $55484.75          | Corporate Debt Securities |
| BRANDYWINE OPER PARTNERSHIP L  CR SEN GL | 2028-03-15      | 8.3000%  | 0.0000% | $10000.00          | $10866.75          | Corporate Debt Securities |
| BROOKFIELD PPTY REIT INC / BPR 1LIEN GLB | 2026-05-15      | 5.7500%  | 0.0000% | $60000.00          | $60517.15          | Corporate Debt Securities |
| VENTURE GLOBAL LNG INC         SR SEC 14 | 2028-06-01      | 8.1250%  | 0.0000% | $69000.00          | $71579.63          | Corporate Debt Securities |
| VENTURE GLOBAL LNG INC         SR SEC 14 | 2029-02-01      | 9.5000%  | 0.0000% | $18000.00          | $20012.33          | Corporate Debt Securities |
| VERTIV GROUP CORP              SR SEC GL | 2028-11-15      | 4.1250%  | 0.0000% | $82000.00          | $81623.93          | Corporate Debt Securities |
| VICTRA HLDGS LLC / VICTRA FIN  SR SEC GL | 2029-09-15      | 8.7500%  | 0.0000% | $4000.00           | $4341.41           | Corporate Debt Securities |
| W. R. GRACE HOLDINGS LLC       SR SEC 14 | 2032-08-15      | 6.6250%  | 0.0000% | $12000.00          | $12294.10          | Corporate Debt Securities |
| WESCO DISTR INC                SR GLBL 1 | 2033-03-15      | 6.3750%  | 0.0000% | $16000.00          | $17052.26          | Corporate Debt Securities |
| XEROX CORP                     2LIEN GLB | 2031-04-15      | 13.5000% | 0.0000% | $48000.00          | $37530.00          | Corporate Debt Securities |
| XEROX HOLDINGS CORP            SR GLBL 1 | 2028-08-15      | 5.5000%  | 0.0000% | $211000.00         | $99311.02          | Corporate Debt Securities |
| INRETAIL SHOPPING MALLS        SR REGS N | 2032-10-16      | 5.6500%  | 0.0000% | $3000.00           | $3057.97           | Corporate Debt Securities |
| UNITED RENTALS INC             SR GLBL N | 2031-02-15      | 3.8750%  | 0.0000% | $34000.00          | $33005.17          | Corporate Debt Securities |
| VENTURE GLOBAL CALCASIEU PASS  SR SEC 14 | 2029-08-15      | 3.8750%  | 0.0000% | $32000.00          | $30955.21          | Corporate Debt Securities |
| UNITED RENTALS NORTH AMER INC  SR GLBL N | 2028-01-15      | 4.8750%  | 0.0000% | $100000.00         | $100100.12         | Corporate Debt Securities |
| BLOOMIN BRANDS INC / OSI RESTA SR GLBL 1 | 2029-04-15      | 5.1250%  | 0.0000% | $86000.00          | $77601.06          | Corporate Debt Securities |
| AVIS BUDGET CAR RENT LLC /AVIS SR GLBL 1 | 2031-02-15      | 8.0000%  | 0.0000% | $67000.00          | $69724.67          | Corporate Debt Securities |
| HOWARD MIDSTREAM ENERGY PARTNE SR 144A N | 2032-07-15      | 7.3750%  | 0.0000% | $45000.00          | $47732.08          | Corporate Debt Securities |
| GRAFTECH GLOBAL ENTERPRISES I  SR SEC GL | 2029-12-23      | 9.8750%  | 0.0000% | $67000.00          | $57928.15          | Corporate Debt Securities |
| XHR LP                         SR SEC GL | 2029-06-01      | 4.8750%  | 0.0000% | $41000.00          | $40742.09          | Corporate Debt Securities |

### Security 144: TD Securities USA LLC

- **C.1 - Title:** TD Securities USA LLC 3.720000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1EQE53, C.3 - LEI: SUVUFHICNZMP, C.5 - Other ID: ARP1EQE53_3.72_0202
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 2.7900%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **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
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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                  |
|:---|:---|:---|:---|:---|:---|:---|
| EXPAND ENERGY CORPORATION      SR GLBL N | 2035-01-15      | 5.7000%  | 0.0000% | $9809000.00        | $10182379.59       | Corporate Debt Securities |
| CONOCOPHILLIPS COMPANY         SR GLBL N | 2052-03-15      | 3.8000%  | 0.0000% | $1400000.00        | $1060360.00        | Corporate Debt Securities |
| FOUNDRY JV HOLDCO LLC.         SR SEC 14 | 2033-01-25      | 5.9000%  | 0.0000% | $9853000.00        | $10350472.50       | Corporate Debt Securities |
| HCA INC.                       SR SEC GL | 2039-06-15      | 5.1250%  | 0.0000% | $9362000.00        | $9106101.43        | Corporate Debt Securities |
| AKER BP ASA                    SR 144A N | 2031-07-15      | 3.1000%  | 0.0000% | $10000000.00       | $9207016.67        | Corporate Debt Securities |
| ORACLE CORP                    SR GLBL N | 2036-07-15      | 3.8500%  | 0.0000% | $10764000.00       | $8993797.41        | Corporate Debt Securities |
| ROGERS COMMUNICATIONS INC      SR GLBL N | 2052-03-15      | 4.5500%  | 0.0000% | $11458000.00       | $9491721.27        | Corporate Debt Securities |
| ROYAL CARIBBEAN GROUP          SR GLBL 1 | 2033-02-01      | 6.0000%  | 0.0000% | $10002000.00       | $10606554.22       | Corporate Debt Securities |
| SOUTH BOW USA INFRASTRUCTURE H SR GLBL N | 2027-09-01      | 4.9110%  | 0.0000% | $9655000.00        | $9948474.18        | Corporate Debt Securities |
| TEXTRON INC                    SR GLBL N | 2035-05-15      | 5.5000%  | 0.0000% | $8397000.00        | $8778041.86        | Corporate Debt Securities |
| WILLIAMS COS INC               SR GLBL N | 2051-10-15      | 3.5000%  | 0.0000% | $11228000.00       | $7951089.49        | Corporate Debt Securities |
| DEUTSCHE TELEKOM INTL FIN B V  GLBL 144A | 2042-03-06      | 4.8750%  | 0.0000% | $9827000.00        | $9324250.68        | Corporate Debt Securities |

### Security 145: MUFG Securities Americas, Inc.

- **C.1 - Title:** MUFG Securities Americas, Inc. 3.690000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1EQJU3, C.3 - LEI: K5HU16E3LMSV, C.5 - Other ID: ARP1EQJU3_3.69_0202
- **C.18 - Value (incl. sponsor support):** $3000000.00
- **C.18.a - Value (excl. sponsor support):** $3000000.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **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
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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   |
|:---|:---|:---|:---|:---|:---|:---|
| ADOBE INC                      COM       | 2199-01-01      | N/A      | 0.0000% | $514.00            | $149908.10         | Equities   |
| WARNER BROS DISCOVERY INC      COM SER A | 2199-01-01      | N/A      | 0.0000% | $5434.00           | $149978.40         | Equities   |
| ARCH CAP GROUP LTD             ORD       | 2199-01-01      | N/A      | 0.0000% | $1567.00           | $149993.24         | Equities   |
| ARCHIMEDES TECH SPAC PARTNERS  ORD SHS   | 2199-01-01      | N/A      | 0.0000% | $14049.00          | $150043.32         | Equities   |
| DIGITAL ASSET ACQUISITION CORP SHS CL A  | 2199-01-01      | N/A      | 0.0000% | $14688.00          | $150037.92         | Equities   |
| GP-ACT III ACQUISITION CORP    CL A      | 2199-01-01      | N/A      | 0.0000% | $13983.00          | $150037.59         | Equities   |
| INFLECTION PT ACQUISITION CORP CL A ORD  | 2199-01-01      | N/A      | 0.0000% | $14780.00          | $150017.00         | Equities   |
| NEW PROVIDENCE ACQUISITION COR USD CL A  | 2199-01-01      | N/A      | 0.0000% | $14358.00          | $150041.10         | Equities   |
| REPUBLIC DIGITAL ACQUISITION   USD CL A  | 2199-01-01      | N/A      | 0.0000% | $14610.00          | $150044.70         | Equities   |
| TEXAS VENTURES ACQUISITION III USD CL A  | 2199-01-01      | N/A      | 0.0000% | $14249.00          | $150041.97         | Equities   |
| BUNGE GLOBAL SA                COM SHS   | 2199-01-01      | N/A      | 0.0000% | $1303.00           | $150040.45         | Equities   |
| AECOM                          COM       | 2199-01-01      | N/A      | 0.0000% | $1537.00           | $149949.72         | Equities   |
| ARISTA NETWORKS INC            COM SHS   | 2199-01-01      | N/A      | 0.0000% | $1012.00           | $149927.80         | Equities   |
| BOOKING HOLDINGS INC           COM       | 2199-01-01      | N/A      | 0.0000% | $29.00             | $148286.28         | Equities   |
| CELESTICA INC                  COM       | 2199-01-01      | N/A      | 0.0000% | $500.00            | $150000.00         | Equities   |
| HCA HEALTHCARE INC             COM       | 2199-01-01      | N/A      | 0.0000% | $310.00            | $149584.30         | Equities   |
| INTEL CORP                     COM       | 2199-01-01      | N/A      | 0.0000% | $3082.00           | $149970.12         | Equities   |
| MICROSOFT CORP                 COM       | 2199-01-01      | N/A      | 0.0000% | $346.00            | $149991.00         | Equities   |
| PROGRESSIVE CORP               COM       | 2199-01-01      | N/A      | 0.0000% | $15.00             | $3123.90           | Equities   |
| ROKU INC                       COM CL A  | 2199-01-01      | N/A      | 0.0000% | $1493.00           | $149986.78         | Equities   |
| SBA COMMUNICATIONS CORP        CL A      | 2199-01-01      | N/A      | 0.0000% | $799.00            | $150028.23         | Equities   |
| UNITEDHEALTH GROUP INC         COM       | 2199-01-01      | N/A      | 0.0000% | $513.00            | $149944.77         | Equities   |

### Security 146: HSBC Securities USA, Inc.

- **C.1 - Title:** HSBC Securities USA, Inc. 3.730000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1EQWK0, C.3 - LEI: CYYGQCGNHMHP, C.5 - Other ID: ARP1EQWK0_3.73_0202
- **C.18 - Value (incl. sponsor support):** $36000000.00
- **C.18.a - Value (excl. sponsor support):** $36000000.00
- **C.19 - Percentage of Net Assets:** 1.0000%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **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
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association    | 2054-09-01      | 6.5000%  | 0.0000% | $5053.00           | $4433.39           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-09-01      | 5.5000%  | 0.0000% | $3000.00           | $2851.33           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2039-09-01      | 6.0000%  | 0.0000% | $5000.00           | $4218.71           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-08-01      | 7.0000%  | 0.0000% | $4032.00           | $2214.66           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-08-01      | 7.0000%  | 0.0000% | $1000.00           | $1075.75           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2039-09-01      | 4.5000%  | 0.0000% | $2000.00           | $1563.75           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2039-09-01      | 6.0000%  | 0.0000% | $1000.00           | $834.93            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-10-01      | 5.5000%  | 0.0000% | $4005.00           | $3497.24           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-10-01      | 5.5000%  | 0.0000% | $2000.00           | $1880.86           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-10-01      | 5.5000%  | 0.0000% | $1085.00           | $1031.79           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-10-01      | 5.0000%  | 0.0000% | $2035.00           | $1952.76           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-11-01      | 4.5000%  | 0.0000% | $3025.00           | $2729.53           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-11-01      | 4.5000%  | 0.0000% | $4000.00           | $3784.93           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-11-01      | 5.0000%  | 0.0000% | $1000.00           | $962.69            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-11-01      | 5.5000%  | 0.0000% | $4110.00           | $3833.32           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-11-01      | 5.0000%  | 0.0000% | $1085.00           | $985.16            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-11-01      | 5.0000%  | 0.0000% | $2000.00           | $1842.18           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-11-01      | 6.0000%  | 0.0000% | $3039.00           | $2860.94           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-11-01      | 5.5000%  | 0.0000% | $1008.00           | $948.58            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-12-01      | 6.0000%  | 0.0000% | $1000.00           | $931.43            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-12-01      | 5.5000%  | 0.0000% | $5078.00           | $4882.66           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-12-01      | 5.5000%  | 0.0000% | $2000.00           | $1861.46           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-12-01      | 5.5000%  | 0.0000% | $5184.00           | $4848.47           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-01-01      | 5.5000%  | 0.0000% | $3102.00           | $3096.60           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-01-01      | 6.0000%  | 0.0000% | $3088.00           | $2746.16           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-01-01      | 6.5000%  | 0.0000% | $5120.00           | $4543.77           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-02-01      | 6.0000%  | 0.0000% | $2048.00           | $1960.13           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-02-01      | 6.0000%  | 0.0000% | $1024.00           | $964.59            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-02-01      | 6.0000%  | 0.0000% | $1024.00           | $809.73            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-02-01      | 5.5000%  | 0.0000% | $3211.00           | $3083.99           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-02-01      | 5.5000%  | 0.0000% | $3200.00           | $3110.99           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-02-01      | 6.0000%  | 0.0000% | $3125.00           | $3015.95           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-02-01      | 6.0000%  | 0.0000% | $1032.00           | $979.06            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-02-01      | 6.0000%  | 0.0000% | $3232.00           | $2878.75           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-01-01      | 4.5000%  | 0.0000% | $2002.00           | $1977.89           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-12-01      | 6.0000%  | 0.0000% | $2000.00           | $2087.16           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-12-01      | 4.5000%  | 0.0000% | $3001.00           | $2967.12           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-01-01      | 5.0000%  | 0.0000% | $1000.00           | $1008.35           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-12-01      | 5.5000%  | 0.0000% | $1000.00           | $1024.71           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-01-01      | 5.5000%  | 0.0000% | $1000.00           | $1026.56           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-01-01      | 5.5000%  | 0.0000% | $2044.00           | $2107.37           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-12-01      | 4.5000%  | 0.0000% | $4001.00           | $3940.08           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-01-01      | 5.0000%  | 0.0000% | $1007.00           | $1014.31           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-01-01      | 5.0000%  | 0.0000% | $3011.00           | $3024.42           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-01-01      | 5.5000%  | 0.0000% | $2000.00           | $2061.53           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-01-01      | 5.0000%  | 0.0000% | $3002.00           | $3026.56           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-01-01      | 5.5000%  | 0.0000% | $2036.00           | $2080.07           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-01-01      | 5.5000%  | 0.0000% | $1005.00           | $1031.96           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-01-01      | 4.5000%  | 0.0000% | $2001.00           | $1978.28           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-01-01      | 5.5000%  | 0.0000% | $1003.00           | $1031.33           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-01-01      | 5.0000%  | 0.0000% | $2027.00           | $2039.43           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-01-01      | 5.0000%  | 0.0000% | $4104.00           | $4130.42           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-01-01      | 4.5000%  | 0.0000% | $1000.00           | $985.60            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-01-01      | 6.0000%  | 0.0000% | $1006.00           | $1039.83           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-01-01      | 5.5000%  | 0.0000% | $1000.00           | $1025.05           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-01-01      | 5.0000%  | 0.0000% | $1003.00           | $1012.22           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-01-01      | 5.0000%  | 0.0000% | $2000.00           | $2022.40           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-01-01      | 5.5000%  | 0.0000% | $4000.00           | $4096.44           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-01-01      | 5.0000%  | 0.0000% | $1000.00           | $1004.88           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-05-01      | 3.0000%  | 0.0000% | $2016.00           | $1668.00           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-02-01      | 4.5000%  | 0.0000% | $4133.00           | $3896.82           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-10-01      | 4.5000%  | 0.0000% | $1000.00           | $923.35            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-05-01      | 2.0000%  | 0.0000% | $1000.00           | $768.75            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-10-01      | 2.0000%  | 0.0000% | $1000.00           | $764.79            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-03-01      | 5.0000%  | 0.0000% | $1000.00           | $955.25            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-07-01      | 6.5000%  | 0.0000% | $5000.00           | $4579.88           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-05-01      | 5.0000%  | 0.0000% | $3080.00           | $3049.08           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-01-01      | 5.5000%  | 0.0000% | $2000.00           | $1926.80           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-04-01      | 3.0000%  | 0.0000% | $1023.00           | $867.08            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-06-01      | 5.5000%  | 0.0000% | $2097.00           | $1923.34           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-08-01      | 5.0000%  | 0.0000% | $5040.00           | $4713.31           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-07-01      | 5.5000%  | 0.0000% | $4034.00           | $3839.79           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-10-01      | 5.0000%  | 0.0000% | $3072.00           | $3027.82           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-08-01      | 5.0000%  | 0.0000% | $2007.00           | $1865.86           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-09-01      | 6.5000%  | 0.0000% | $3000.00           | $2741.48           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-09-01      | 5.5000%  | 0.0000% | $5001.00           | $4524.97           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-06-01      | 5.5000%  | 0.0000% | $1147.00           | $1132.56           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-04-01      | 3.5000%  | 0.0000% | $3000.00           | $2584.82           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-08-01      | 6.0000%  | 0.0000% | $4217.00           | $3493.98           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-02-01      | 6.0000%  | 0.0000% | $1024.00           | $933.55            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-07-01      | 4.0000%  | 0.0000% | $5000.00           | $4325.04           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2043-01-01      | 5.5000%  | 0.0000% | $4000.00           | $3573.94           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-09-01      | 4.5000%  | 0.0000% | $5128.00           | $4796.85           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-06-01      | 5.5000%  | 0.0000% | $1024.00           | $880.96            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-11-01      | 4.5000%  | 0.0000% | $2000.00           | $1877.85           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-04-01      | 5.5000%  | 0.0000% | $1024.00           | $855.26            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-07-01      | 5.5000%  | 0.0000% | $1004.00           | $966.60            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-08-01      | 6.5000%  | 0.0000% | $4032.00           | $3658.90           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-10-01      | 6.0000%  | 0.0000% | $2024.00           | $1912.53           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-07-01      | 6.5000%  | 0.0000% | $4000.00           | $3506.07           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2032-08-01      | 2.5000%  | 0.0000% | $2002.00           | $1508.92           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-08-01      | 3.5000%  | 0.0000% | $1000.00           | $878.77            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-02-01      | 2.0000%  | 0.0000% | $2988.00           | $2328.30           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-07-01      | 2.5000%  | 0.0000% | $3090.00           | $2499.71           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-09-01      | 3.5000%  | 0.0000% | $5007.00           | $4368.82           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-02-01      | 3.0000%  | 0.0000% | $3072.00           | $2742.31           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-11-01      | 6.0000%  | 0.0000% | $2000.00           | $2053.62           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-08-01      | 4.5000%  | 0.0000% | $1057.00           | $1020.50           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-12-01      | 5.0000%  | 0.0000% | $1000.00           | $1002.66           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-02-01      | 3.0000%  | 0.0000% | $1024.00           | $929.54            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-11-01      | 5.5000%  | 0.0000% | $1024.00           | $1027.82           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-04-01      | 2.0000%  | 0.0000% | $1054.00           | $858.75            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-08-01      | 3.5000%  | 0.0000% | $1000.00           | $928.61            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-04-01      | 3.5000%  | 0.0000% | $1037.00           | $973.97            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-01-01      | 5.5000%  | 0.0000% | $1024.00           | $1027.90           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-01-01      | 5.0000%  | 0.0000% | $1024.00           | $1023.89           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-01-01      | 5.0000%  | 0.0000% | $1000.00           | $1002.16           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-07-01      | 3.5000%  | 0.0000% | $2000.00           | $1903.38           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-08-01      | 5.5000%  | 0.0000% | $1024.00           | $1045.41           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2034-12-01      | 3.0000%  | 0.0000% | $2000.00           | $550.61            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-10-01      | 2.0000%  | 0.0000% | $1000.00           | $514.76            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-10-01      | 2.0000%  | 0.0000% | $1000.00           | $469.81            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-10-01      | 2.5000%  | 0.0000% | $1000.00           | $437.03            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-10-01      | 2.5000%  | 0.0000% | $11000.00          | $4346.40           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-09-01      | 2.5000%  | 0.0000% | $5396.00           | $2232.03           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-08-01      | 2.0000%  | 0.0000% | $1000.00           | $568.47            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-11-01      | 2.0000%  | 0.0000% | $2000.00           | $1223.59           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-01-01      | 2.5000%  | 0.0000% | $2000.00           | $1255.44           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-05-01      | 2.0000%  | 0.0000% | $5120.00           | $2966.07           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-02-01      | 2.0000%  | 0.0000% | $4047.00           | $2453.66           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-06-01      | 3.0000%  | 0.0000% | $3110.00           | $1811.33           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-08-01      | 2.5000%  | 0.0000% | $1024.00           | $633.93            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-12-01      | 2.0000%  | 0.0000% | $1005.00           | $566.02            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-03-01      | 2.5000%  | 0.0000% | $2028.00           | $849.07            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-10-01      | 5.5000%  | 0.0000% | $1024.00           | $747.26            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-10-01      | 5.5000%  | 0.0000% | $2000.00           | $1556.94           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-10-01      | 5.5000%  | 0.0000% | $1010.00           | $849.50            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-10-01      | 5.5000%  | 0.0000% | $6072.00           | $4431.83           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-11-01      | 5.5000%  | 0.0000% | $1000.00           | $790.20            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-11-01      | 6.0000%  | 0.0000% | $5145.00           | $3616.77           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-11-01      | 5.5000%  | 0.0000% | $3072.00           | $2360.98           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-11-01      | 6.5000%  | 0.0000% | $5014.00           | $3007.55           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-10-01      | 6.0000%  | 0.0000% | $2000.00           | $1100.02           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-11-01      | 6.5000%  | 0.0000% | $1020.00           | $677.16            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-12-01      | 4.5000%  | 0.0000% | $1000.00           | $794.53            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-05-01      | 5.0000%  | 0.0000% | $4106.00           | $3513.00           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-05-01      | 5.5000%  | 0.0000% | $2000.00           | $1658.39           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-05-01      | 5.5000%  | 0.0000% | $1000.00           | $804.57            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-08-01      | 5.5000%  | 0.0000% | $1008.00           | $213.16            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2036-02-01      | 2.0000%  | 0.0000% | $1997.00           | $721.23            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-01-01      | 3.5000%  | 0.0000% | $5000.00           | $2012.55           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2034-01-01      | 4.0000%  | 0.0000% | $2001.00           | $746.15            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2034-07-01      | 4.5000%  | 0.0000% | $4001.00           | $791.23            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2041-07-01      | 6.0000%  | 0.0000% | $4001.00           | $1776.00           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2034-08-01      | 4.0000%  | 0.0000% | $1000.00           | $352.24            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-01-01      | 2.0000%  | 0.0000% | $2000.00           | $1044.69           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-03-01      | 2.0000%  | 0.0000% | $1000.00           | $519.24            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-09-01      | 4.5000%  | 0.0000% | $1008.00           | $359.94            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2036-04-01      | 2.0000%  | 0.0000% | $6000.00           | $2667.01           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-04-01      | 2.5000%  | 0.0000% | $1000.00           | $494.28            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2044-05-01      | 5.5000%  | 0.0000% | $1000.00           | $431.15            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-12-01      | 3.5000%  | 0.0000% | $1000.00           | $360.04            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-05-01      | 6.0000%  | 0.0000% | $3009.00           | $2290.86           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-05-01      | 5.0000%  | 0.0000% | $3000.00           | $2496.17           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2038-05-01      | 4.5000%  | 0.0000% | $1000.00           | $591.84            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-05-01      | 5.0000%  | 0.0000% | $2000.00           | $1728.15           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-06-01      | 5.5000%  | 0.0000% | $1000.00           | $792.82            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-06-01      | 5.5000%  | 0.0000% | $5008.00           | $4575.10           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-06-01      | 5.0000%  | 0.0000% | $2000.00           | $1468.83           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-06-01      | 5.5000%  | 0.0000% | $3000.00           | $2388.34           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-06-01      | 6.5000%  | 0.0000% | $4006.00           | $2776.42           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-06-01      | 5.5000%  | 0.0000% | $3251.00           | $2635.73           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-06-01      | 5.5000%  | 0.0000% | $1024.00           | $904.27            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-06-01      | 5.5000%  | 0.0000% | $1000.00           | $786.30            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-07-01      | 5.5000%  | 0.0000% | $5001.00           | $4133.08           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-07-01      | 5.5000%  | 0.0000% | $3037.00           | $2631.27           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-07-01      | 4.5000%  | 0.0000% | $3192.00           | $2852.19           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-07-01      | 5.5000%  | 0.0000% | $3010.00           | $2633.61           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-07-01      | 6.0000%  | 0.0000% | $3085.00           | $2436.27           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-07-01      | 6.0000%  | 0.0000% | $1033.00           | $836.20            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-07-01      | 6.0000%  | 0.0000% | $1110.00           | $908.03            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-08-01      | 5.0000%  | 0.0000% | $1000.00           | $885.03            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-08-01      | 5.5000%  | 0.0000% | $1000.00           | $800.09            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-08-01      | 5.5000%  | 0.0000% | $4000.00           | $3325.94           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-08-01      | 5.0000%  | 0.0000% | $1023.00           | $855.29            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-03-01      | 4.5000%  | 0.0000% | $1280.00           | $1211.46           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-06-01      | 6.5000%  | 0.0000% | $2048.00           | $1739.20           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-06-01      | 6.5000%  | 0.0000% | $1024.00           | $811.34            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-06-01      | 6.5000%  | 0.0000% | $1000.00           | $779.01            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-06-01      | 6.0000%  | 0.0000% | $3000.00           | $2642.98           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-04-01      | 5.5000%  | 0.0000% | $3012.00           | $2532.36           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-07-01      | 5.5000%  | 0.0000% | $1144.00           | $1021.72           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-07-01      | 6.5000%  | 0.0000% | $4125.00           | $3553.38           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-07-01      | 5.5000%  | 0.0000% | $1024.00           | $969.39            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-07-01      | 6.0000%  | 0.0000% | $4037.00           | $3523.28           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-07-01      | 6.0000%  | 0.0000% | $1000.00           | $903.01            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-01-01      | 5.0000%  | 0.0000% | $5097.00           | $4859.17           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-01-01      | 5.0000%  | 0.0000% | $1110.00           | $1044.47           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-01-01      | 5.0000%  | 0.0000% | $2063.00           | $1937.54           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-01-01      | 5.0000%  | 0.0000% | $1000.00           | $943.53            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-01-01      | 5.0000%  | 0.0000% | $1054.00           | $945.39            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-01-01      | 5.5000%  | 0.0000% | $2076.00           | $1978.25           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-01-01      | 5.5000%  | 0.0000% | $4096.00           | $3849.70           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-01-01      | 5.5000%  | 0.0000% | $3072.00           | $2931.83           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-01-01      | 6.0000%  | 0.0000% | $1077.00           | $926.20            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-01-01      | 6.0000%  | 0.0000% | $1084.00           | $942.81            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-01-01      | 6.5000%  | 0.0000% | $1024.00           | $746.95            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-12-01      | 6.5000%  | 0.0000% | $3000.00           | $2636.87           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-08-01      | 6.5000%  | 0.0000% | $5435.00           | $4487.21           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-07-01      | 5.5000%  | 0.0000% | $2000.00           | $1916.70           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-08-01      | 6.0000%  | 0.0000% | $3102.00           | $2780.05           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-08-01      | 6.0000%  | 0.0000% | $1008.00           | $956.93            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-08-01      | 6.5000%  | 0.0000% | $2000.00           | $1700.29           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-08-01      | 6.5000%  | 0.0000% | $1042.00           | $901.51            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-08-01      | 5.0000%  | 0.0000% | $5040.00           | $4741.22           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-08-01      | 5.5000%  | 0.0000% | $2024.00           | $1827.54           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-08-01      | 4.5000%  | 0.0000% | $1000.00           | $928.14            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-09-01      | 5.5000%  | 0.0000% | $4000.00           | $3710.11           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-09-01      | 5.5000%  | 0.0000% | $4096.00           | $3735.12           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-09-01      | 6.0000%  | 0.0000% | $1029.00           | $936.68            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-03-01      | 4.5000%  | 0.0000% | $2069.00           | $448.12            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-04-01      | 4.5000%  | 0.0000% | $7064.00           | $1316.17           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-05-01      | 2.5000%  | 0.0000% | $1040.00           | $470.62            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-06-01      | 4.5000%  | 0.0000% | $2000.00           | $409.83            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-09-01      | 4.0000%  | 0.0000% | $3072.00           | $489.00            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-08-01      | 3.5000%  | 0.0000% | $3001.00           | $80.65             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-10-01      | 4.0000%  | 0.0000% | $2048.00           | $385.75            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2045-12-01      | 4.5000%  | 0.0000% | $1000.00           | $174.36            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2047-02-01      | 4.0000%  | 0.0000% | $2000.00           | $451.40            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2043-03-01      | 3.0000%  | 0.0000% | $2000.00           | $439.82            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2047-05-01      | 4.0000%  | 0.0000% | $2000.00           | $370.78            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2047-07-01      | 3.5000%  | 0.0000% | $1216.00           | $324.78            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2047-05-01      | 3.5000%  | 0.0000% | $15000.00          | $2030.34           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2047-10-01      | 4.0000%  | 0.0000% | $1002.00           | $106.46            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2032-08-01      | 3.0000%  | 0.0000% | $6000.00           | $1010.56           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2047-12-01      | 4.0000%  | 0.0000% | $1000.00           | $228.96            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2046-12-01      | 3.5000%  | 0.0000% | $4000.00           | $913.89            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2037-12-01      | 3.0000%  | 0.0000% | $2000.00           | $450.23            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2033-01-01      | 3.5000%  | 0.0000% | $1000.00           | $185.23            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2047-05-01      | 4.0000%  | 0.0000% | $8192.00           | $1585.35           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2045-07-01      | 4.5000%  | 0.0000% | $1000.00           | $269.27            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2046-09-01      | 4.0000%  | 0.0000% | $1001.00           | $216.28            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-06-01      | 4.0000%  | 0.0000% | $6044.00           | $1617.03           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-02-01      | 4.0000%  | 0.0000% | $2091.00           | $618.31            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-08-01      | 2.0000%  | 0.0000% | $2048.00           | $1079.12           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-07-01      | 3.0000%  | 0.0000% | $1000.00           | $426.64            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-07-01      | 2.0000%  | 0.0000% | $4000.00           | $1920.40           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-08-01      | 2.0000%  | 0.0000% | $1024.00           | $502.54            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-08-01      | 3.0000%  | 0.0000% | $2000.00           | $821.72            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-08-01      | 2.0000%  | 0.0000% | $4000.00           | $2021.57           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-09-01      | 2.0000%  | 0.0000% | $1051.00           | $587.07            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-03-01      | 2.0000%  | 0.0000% | $2000.00           | $1015.56           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-03-01      | 2.0000%  | 0.0000% | $2000.00           | $1134.87           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-03-01      | 2.0000%  | 0.0000% | $2016.00           | $1162.14           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-05-01      | 2.5000%  | 0.0000% | $1003.00           | $481.19            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-09-01      | 1.5000%  | 0.0000% | $1000.00           | $554.56            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-09-01      | 3.0000%  | 0.0000% | $2031.00           | $1142.30           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-06-01      | 2.5000%  | 0.0000% | $3116.00           | $1762.36           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-06-01      | 2.0000%  | 0.0000% | $2000.00           | $1092.14           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-07-01      | 2.5000%  | 0.0000% | $2000.00           | $928.60            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-02-01      | 2.5000%  | 0.0000% | $2000.00           | $1330.98           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-10-01      | 3.0000%  | 0.0000% | $3024.00           | $1473.52           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-03-01      | 6.0000%  | 0.0000% | $1009.00           | $505.68            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-06-01      | 4.5000%  | 0.0000% | $2002.00           | $1641.88           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-11-01      | 2.0000%  | 0.0000% | $2000.00           | $1237.14           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-12-01      | 3.0000%  | 0.0000% | $2016.00           | $1516.82           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-11-01      | 2.0000%  | 0.0000% | $2000.00           | $1174.23           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-03-01      | 3.0000%  | 0.0000% | $2000.00           | $1397.05           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-02-01      | 6.0000%  | 0.0000% | $3000.00           | $2624.64           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-04-01      | 6.5000%  | 0.0000% | $1016.00           | $765.05            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $760.08            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-07-01      | 5.0000%  | 0.0000% | $3000.00           | $2797.58           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-10-01      | 5.5000%  | 0.0000% | $3014.00           | $2654.01           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-12-01      | 6.5000%  | 0.0000% | $2000.00           | $1301.58           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-12-01      | 5.5000%  | 0.0000% | $2001.00           | $1163.82           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-12-01      | 5.0000%  | 0.0000% | $1008.00           | $904.68            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-12-01      | 4.0000%  | 0.0000% | $2000.00           | $1652.77           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-06-01      | 6.0000%  | 0.0000% | $2000.00           | $1573.75           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-07-01      | 6.5000%  | 0.0000% | $1008.00           | $769.10            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-09-01      | 6.0000%  | 0.0000% | $3035.00           | $2574.29           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-12-01      | 4.0000%  | 0.0000% | $1000.00           | $699.35            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-12-01      | 6.0000%  | 0.0000% | $3096.00           | $3274.53           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-04-01      | 2.5000%  | 0.0000% | $4000.00           | $2627.38           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-08-01      | 4.5000%  | 0.0000% | $2000.00           | $1507.20           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-12-01      | 4.5000%  | 0.0000% | $3000.00           | $2491.26           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-11-01      | 5.0000%  | 0.0000% | $1000.00           | $772.31            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-12-01      | 5.0000%  | 0.0000% | $3029.00           | $2642.44           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-12-01      | 6.0000%  | 0.0000% | $2048.00           | $1440.81           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-12-01      | 6.0000%  | 0.0000% | $1003.00           | $777.28            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-12-01      | 6.0000%  | 0.0000% | $1000.00           | $675.91            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-09-01      | 5.0000%  | 0.0000% | $4000.00           | $3009.15           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-09-01      | 4.5000%  | 0.0000% | $6000.00           | $4411.05           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-09-01      | 4.5000%  | 0.0000% | $3000.00           | $2270.07           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-09-01      | 5.5000%  | 0.0000% | $2048.00           | $1508.79           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-09-01      | 5.0000%  | 0.0000% | $4000.00           | $2837.35           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-09-01      | 5.0000%  | 0.0000% | $4000.00           | $2772.11           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-09-01      | 4.5000%  | 0.0000% | $4000.00           | $2998.31           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-09-01      | 5.5000%  | 0.0000% | $2000.00           | $1396.25           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-10-01      | 5.0000%  | 0.0000% | $2037.00           | $1602.25           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $752.25            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-10-01      | 5.0000%  | 0.0000% | $6008.00           | $4610.11           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-10-01      | 4.5000%  | 0.0000% | $2016.00           | $1546.14           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-10-01      | 4.5000%  | 0.0000% | $2000.00           | $1588.01           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $779.60            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-10-01      | 5.5000%  | 0.0000% | $1047.00           | $783.82            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-10-01      | 5.5000%  | 0.0000% | $1000.00           | $801.78            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-10-01      | 6.0000%  | 0.0000% | $3000.00           | $2215.29           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-05-01      | 5.5000%  | 0.0000% | $1000.00           | $834.30            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-05-01      | 6.0000%  | 0.0000% | $3000.00           | $2331.84           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-05-01      | 6.0000%  | 0.0000% | $1000.00           | $788.36            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-05-01      | 6.0000%  | 0.0000% | $3072.00           | $2405.69           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-05-01      | 5.0000%  | 0.0000% | $2048.00           | $1737.68           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-05-01      | 5.5000%  | 0.0000% | $3000.00           | $2537.88           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-05-01      | 4.5000%  | 0.0000% | $1000.00           | $817.87            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-05-01      | 5.5000%  | 0.0000% | $1338.00           | $1087.33           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-05-01      | 6.0000%  | 0.0000% | $2119.00           | $1581.82           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-09-01      | 4.5000%  | 0.0000% | $2001.00           | $1364.87           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-01-01      | 5.5000%  | 0.0000% | $4000.00           | $2715.44           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-01-01      | 5.5000%  | 0.0000% | $2000.00           | $1703.92           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-01-01      | 6.0000%  | 0.0000% | $4349.00           | $3196.59           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-01-01      | 6.0000%  | 0.0000% | $6143.00           | $4475.16           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-01-01      | 6.0000%  | 0.0000% | $3000.00           | $2404.43           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-01-01      | 5.0000%  | 0.0000% | $2000.00           | $1581.79           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-01-01      | 5.5000%  | 0.0000% | $1000.00           | $743.73            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-11-01      | 5.0000%  | 0.0000% | $3072.00           | $2524.52           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-02-01      | 4.5000%  | 0.0000% | $2048.00           | $1575.25           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-02-01      | 6.0000%  | 0.0000% | $1000.00           | $675.25            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-02-01      | 6.0000%  | 0.0000% | $3200.00           | $2214.84           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-02-01      | 5.5000%  | 0.0000% | $3000.00           | $2514.76           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-02-01      | 6.5000%  | 0.0000% | $1006.00           | $795.89            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-02-01      | 5.5000%  | 0.0000% | $1000.00           | $745.03            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-01-01      | 6.0000%  | 0.0000% | $3000.00           | $2664.04           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-02-01      | 6.0000%  | 0.0000% | $4000.00           | $2680.47           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-02-01      | 6.5000%  | 0.0000% | $3000.00           | $1929.49           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-02-01      | 6.5000%  | 0.0000% | $1000.00           | $721.93            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-02-01      | 6.0000%  | 0.0000% | $3095.00           | $2306.78           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-02-01      | 5.5000%  | 0.0000% | $2018.00           | $1562.77           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-09-01      | 6.5000%  | 0.0000% | $2048.00           | $1558.81           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-03-01      | 4.0000%  | 0.0000% | $1000.00           | $217.87            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-09-01      | 4.0000%  | 0.0000% | $5000.00           | $719.64            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2043-08-01      | 3.0000%  | 0.0000% | $1000.00           | $412.90            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-04-01      | 3.0000%  | 0.0000% | $1000.00           | $348.58            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2035-08-01      | 2.0000%  | 0.0000% | $2000.00           | $680.36            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2035-08-01      | 2.5000%  | 0.0000% | $11000.00          | $3928.62           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2047-11-01      | 3.5000%  | 0.0000% | $1014.00           | $420.39            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-08-01      | 3.0000%  | 0.0000% | $7050.00           | $3029.48           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-08-01      | 3.0000%  | 0.0000% | $1000.00           | $240.23            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-10-01      | 3.5000%  | 0.0000% | $2000.00           | $754.69            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-04-01      | 3.5000%  | 0.0000% | $1000.00           | $412.77            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2034-06-01      | 4.0000%  | 0.0000% | $1000.00           | $113.66            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-10-01      | 2.5000%  | 0.0000% | $2000.00           | $1014.52           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2037-08-01      | 3.0000%  | 0.0000% | $12000.00          | $3446.02           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-11-01      | 2.0000%  | 0.0000% | $4000.00           | $1933.51           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-12-01      | 2.5000%  | 0.0000% | $2000.00           | $1007.83           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-11-01      | 2.0000%  | 0.0000% | $2000.00           | $1053.55           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-12-01      | 2.0000%  | 0.0000% | $1000.00           | $545.45            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-11-01      | 3.5000%  | 0.0000% | $1000.00           | $339.52            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-01-01      | 3.0000%  | 0.0000% | $8000.00           | $3864.81           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-05-01      | 4.0000%  | 0.0000% | $1024.00           | $281.16            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-05-01      | 4.0000%  | 0.0000% | $3166.00           | $1106.52           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2036-01-01      | 2.0000%  | 0.0000% | $1000.00           | $470.44            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-12-01      | 4.0000%  | 0.0000% | $5000.00           | $2128.79           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-06-01      | 4.0000%  | 0.0000% | $1010.00           | $303.03            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-04-01      | 4.0000%  | 0.0000% | $1000.00           | $188.90            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-01-01      | 3.5000%  | 0.0000% | $2000.00           | $878.23            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-02-01      | 2.0000%  | 0.0000% | $1000.00           | $509.52            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-01-01      | 4.0000%  | 0.0000% | $9000.00           | $2645.86           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2047-07-01      | 5.0000%  | 0.0000% | $2000.00           | $868.44            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-07-01      | 2.5000%  | 0.0000% | $2031.00           | $1213.57           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-10-01      | 5.5000%  | 0.0000% | $2000.00           | $457.73            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-04-01      | 4.5000%  | 0.0000% | $1163.00           | $431.58            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-05-01      | 2.0000%  | 0.0000% | $1000.00           | $574.67            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-05-01      | 2.0000%  | 0.0000% | $3000.00           | $1889.82           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-08-01      | 4.0000%  | 0.0000% | $2000.00           | $623.80            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-06-01      | 3.5000%  | 0.0000% | $1000.00           | $420.66            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-06-01      | 3.0000%  | 0.0000% | $1000.00           | $478.83            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-01-01      | 3.5000%  | 0.0000% | $7000.00           | $2322.43           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-06-01      | 2.5000%  | 0.0000% | $5945.00           | $3237.93           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2036-07-01      | 2.0000%  | 0.0000% | $1000.00           | $559.53            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-05-01      | 2.0000%  | 0.0000% | $1002.00           | $645.37            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2036-07-01      | 1.5000%  | 0.0000% | $1000.00           | $496.17            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-10-01      | 4.0000%  | 0.0000% | $1052.00           | $483.62            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-10-01      | 2.5000%  | 0.0000% | $3000.00           | $1475.31           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2038-01-01      | 5.0000%  | 0.0000% | $1000.00           | $453.15            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2036-09-01      | 2.0000%  | 0.0000% | $2016.00           | $1013.67           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-06-01      | 3.0000%  | 0.0000% | $2000.00           | $1066.17           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2035-12-01      | 3.0000%  | 0.0000% | $1000.00           | $339.90            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-08-01      | 2.5000%  | 0.0000% | $2060.00           | $1053.19           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-08-01      | 2.5000%  | 0.0000% | $1000.00           | $633.26            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-07-01      | 4.0000%  | 0.0000% | $4000.00           | $1868.04           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2034-07-01      | 4.0000%  | 0.0000% | $1004.00           | $278.43            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2035-09-01      | 3.0000%  | 0.0000% | $1022.00           | $74.58             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-09-01      | 3.5000%  | 0.0000% | $2000.00           | $1037.76           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-11-01      | 3.0000%  | 0.0000% | $3232.00           | $1934.08           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-12-01      | 3.0000%  | 0.0000% | $2000.00           | $1297.44           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-12-01      | 2.5000%  | 0.0000% | $2000.00           | $1331.47           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-11-01      | 4.0000%  | 0.0000% | $1000.00           | $478.16            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-06-01      | 3.0000%  | 0.0000% | $5000.00           | $2730.54           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-10-01      | 4.0000%  | 0.0000% | $1000.00           | $487.84            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-10-01      | 3.0000%  | 0.0000% | $6191.00           | $3769.05           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2040-06-01      | 6.5000%  | 0.0000% | $4019.00           | $1836.45           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-11-01      | 2.0000%  | 0.0000% | $2000.00           | $1219.18           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2045-07-01      | 3.5000%  | 0.0000% | $5151.00           | $2722.87           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-11-01      | 3.5000%  | 0.0000% | $3001.00           | $1764.24           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-11-01      | 2.5000%  | 0.0000% | $1000.00           | $649.18            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-11-01      | 2.5000%  | 0.0000% | $2003.00           | $1320.86           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-12-01      | 3.0000%  | 0.0000% | $1000.00           | $638.68            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-03-01      | 3.0000%  | 0.0000% | $1008.00           | $728.89            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-03-01      | 2.5000%  | 0.0000% | $3000.00           | $1972.87           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-02-01      | 3.0000%  | 0.0000% | $7007.00           | $4732.21           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2036-10-01      | 2.0000%  | 0.0000% | $1000.00           | $547.65            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-10-01      | 3.0000%  | 0.0000% | $3144.00           | $2034.93           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-09-01      | 2.5000%  | 0.0000% | $3000.00           | $1600.95           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-09-01      | 2.5000%  | 0.0000% | $1000.00           | $614.37            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2043-09-01      | 3.5000%  | 0.0000% | $2072.00           | $1193.54           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-12-01      | 3.0000%  | 0.0000% | $1024.00           | $700.36            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-11-01      | 2.5000%  | 0.0000% | $4000.00           | $2370.34           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-01-01      | 3.0000%  | 0.0000% | $1000.00           | $618.29            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-06-01      | 3.0000%  | 0.0000% | $3000.00           | $1770.98           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-02-01      | 3.0000%  | 0.0000% | $1000.00           | $630.96            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-02-01      | 3.0000%  | 0.0000% | $4000.00           | $2588.91           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-02-01      | 3.0000%  | 0.0000% | $5000.00           | $3283.41           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-04-01      | 4.0000%  | 0.0000% | $2119.00           | $1432.21           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-04-01      | 4.0000%  | 0.0000% | $2000.00           | $1429.73           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-05-01      | 4.0000%  | 0.0000% | $3000.00           | $1939.97           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-04-01      | 3.0000%  | 0.0000% | $4000.00           | $2635.01           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-03-01      | 3.0000%  | 0.0000% | $1000.00           | $649.06            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-04-01      | 3.5000%  | 0.0000% | $6000.00           | $4118.20           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-04-01      | 4.0000%  | 0.0000% | $1000.00           | $676.84            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-12-01      | 3.0000%  | 0.0000% | $5000.00           | $3029.49           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2033-11-01      | 3.0000%  | 0.0000% | $1000.00           | $421.31            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-05-01      | 3.5000%  | 0.0000% | $1000.00           | $753.48            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-05-01      | 4.0000%  | 0.0000% | $3000.00           | $1921.46           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2041-04-01      | 4.0000%  | 0.0000% | $1000.00           | $200.51            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-11-01      | 3.5000%  | 0.0000% | $1000.00           | $267.52            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2041-01-01      | 4.0000%  | 0.0000% | $2080.00           | $487.34            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2041-08-01      | 4.5000%  | 0.0000% | $1003.00           | $262.10            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-05-01      | 3.5000%  | 0.0000% | $1000.00           | $364.35            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-07-01      | 4.0000%  | 0.0000% | $5000.00           | $1782.45           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-08-01      | 4.0000%  | 0.0000% | $6000.00           | $1069.21           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-01-01      | 3.5000%  | 0.0000% | $1000.00           | $452.91            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-11-01      | 4.0000%  | 0.0000% | $3000.00           | $1169.04           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-08-01      | 4.5000%  | 0.0000% | $5000.00           | $1709.78           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-09-01      | 3.0000%  | 0.0000% | $5000.00           | $1788.71           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-02-01      | 3.5000%  | 0.0000% | $3123.00           | $1299.75           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2042-02-01      | 2.5000%  | 0.0000% | $1000.00           | $419.12            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2047-03-01      | 3.5000%  | 0.0000% | $1001.00           | $174.53            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2047-08-01      | 3.5000%  | 0.0000% | $3398.00           | $511.97            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2047-07-01      | 3.5000%  | 0.0000% | $2000.00           | $654.29            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2047-08-01      | 4.0000%  | 0.0000% | $2211.00           | $449.83            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2032-11-01      | 3.0000%  | 0.0000% | $2281.00           | $356.32            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2047-08-01      | 3.5000%  | 0.0000% | $2000.00           | $313.30            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-02-01      | 4.5000%  | 0.0000% | $2000.00           | $513.23            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2047-10-01      | 3.5000%  | 0.0000% | $3000.00           | $869.23            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-03-01      | 4.0000%  | 0.0000% | $2162.00           | $288.14            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-03-01      | 4.5000%  | 0.0000% | $1000.00           | $263.31            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-08-01      | 4.0000%  | 0.0000% | $4096.00           | $3400.38           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-08-01      | 5.0000%  | 0.0000% | $4546.00           | $3420.28           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-12-01      | 3.0000%  | 0.0000% | $1000.00           | $679.43            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-05-01      | 4.5000%  | 0.0000% | $1000.00           | $647.04            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-05-01      | 3.5000%  | 0.0000% | $6000.00           | $4058.13           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-05-01      | 3.0000%  | 0.0000% | $4996.00           | $3564.60           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-06-01      | 4.5000%  | 0.0000% | $2111.00           | $1476.35           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-06-01      | 5.0000%  | 0.0000% | $1000.00           | $783.70            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-08-01      | 6.0000%  | 0.0000% | $1046.00           | $1016.22           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-08-01      | 6.5000%  | 0.0000% | $1000.00           | $1054.35           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-09-01      | 6.0000%  | 0.0000% | $3001.00           | $3078.82           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $994.68            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-09-01      | 5.5000%  | 0.0000% | $1000.00           | $1015.05           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-09-01      | 6.5000%  | 0.0000% | $1004.00           | $939.51            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-09-01      | 6.0000%  | 0.0000% | $1008.00           | $1036.79           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-10-01      | 5.0000%  | 0.0000% | $2010.00           | $2013.26           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-10-01      | 6.5000%  | 0.0000% | $1008.00           | $837.69            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-08-01      | 5.5000%  | 0.0000% | $1000.00           | $1030.76           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-09-01      | 5.5000%  | 0.0000% | $1015.00           | $1022.66           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-09-01      | 6.0000%  | 0.0000% | $1008.00           | $994.50            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $1026.14           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-09-01      | 6.5000%  | 0.0000% | $1000.00           | $1047.18           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-08-01      | 4.5000%  | 0.0000% | $1001.00           | $985.86            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $892.30            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-09-01      | 6.5000%  | 0.0000% | $1000.00           | $705.32            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-09-01      | 6.0000%  | 0.0000% | $2000.00           | $2060.62           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-09-01      | 5.0000%  | 0.0000% | $2000.00           | $1997.08           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-09-01      | 5.5000%  | 0.0000% | $2002.00           | $2047.56           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-09-01      | 5.5000%  | 0.0000% | $1000.00           | $1028.06           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1021.05           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-09-01      | 7.5000%  | 0.0000% | $1000.00           | $1069.98           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1029.32           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-09-01      | 5.5000%  | 0.0000% | $1001.00           | $1024.93           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-09-01      | 6.5000%  | 0.0000% | $1000.00           | $1057.85           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-10-01      | 6.5000%  | 0.0000% | $2005.00           | $2150.64           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-09-01      | 6.5000%  | 0.0000% | $1002.00           | $1056.99           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-10-01      | 6.5000%  | 0.0000% | $1000.00           | $1040.03           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-11-01      | 5.5000%  | 0.0000% | $1022.00           | $996.82            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-10-01      | 5.5000%  | 0.0000% | $2001.00           | $2041.07           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-10-01      | 6.5000%  | 0.0000% | $2001.00           | $2095.75           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-10-01      | 5.5000%  | 0.0000% | $1003.00           | $1021.11           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-10-01      | 6.5000%  | 0.0000% | $2005.00           | $2082.59           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-12-01      | 5.5000%  | 0.0000% | $1000.00           | $1024.75           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-12-01      | 5.5000%  | 0.0000% | $4000.00           | $4097.23           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2033-01-01      | 3.0000%  | 0.0000% | $2187.00           | $143.42            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2040-07-01      | 5.0000%  | 0.0000% | $1000.00           | $125.93            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2046-09-01      | 3.5000%  | 0.0000% | $1024.00           | $224.87            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2041-07-01      | 6.0000%  | 0.0000% | $5001.00           | $932.52            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2034-10-01      | 3.5000%  | 0.0000% | $1011.00           | $158.43            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-04-01      | 4.0000%  | 0.0000% | $2064.00           | $243.18            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2037-12-01      | 3.0000%  | 0.0000% | $1000.00           | $162.21            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2038-01-01      | 4.0000%  | 0.0000% | $2020.00           | $365.29            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-05-01      | 4.0000%  | 0.0000% | $2000.00           | $909.67            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-02-01      | 4.5000%  | 0.0000% | $1018.00           | $144.68            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-02-01      | 4.5000%  | 0.0000% | $16010.00          | $2575.69           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-08-01      | 4.0000%  | 0.0000% | $7089.00           | $1526.20           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-10-01      | 4.0000%  | 0.0000% | $4149.00           | $668.90            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-09-01      | 3.5000%  | 0.0000% | $2000.00           | $478.55            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-06-01      | 4.0000%  | 0.0000% | $2558.00           | $260.40            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-07-01      | 4.0000%  | 0.0000% | $3000.00           | $262.77            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-06-01      | 5.0000%  | 0.0000% | $1000.00           | $222.65            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-02-01      | 3.5000%  | 0.0000% | $1001.00           | $67.77             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-05-01      | 2.5000%  | 0.0000% | $1000.00           | $394.20            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-02-01      | 4.0000%  | 0.0000% | $1000.00           | $813.14            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-06-01      | 3.0000%  | 0.0000% | $2000.00           | $1490.33           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-04-01      | 3.0000%  | 0.0000% | $1000.00           | $746.24            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-01-01      | 4.5000%  | 0.0000% | $1000.00           | $804.19            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-10-01      | 4.0000%  | 0.0000% | $1000.00           | $798.18            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-10-01      | 5.0000%  | 0.0000% | $1000.00           | $719.68            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-06-01      | 2.0000%  | 0.0000% | $6000.00           | $4387.79           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-12-01      | 6.5000%  | 0.0000% | $1000.00           | $611.12            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-05-01      | 5.5000%  | 0.0000% | $1000.00           | $901.61            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-03-01      | 3.0000%  | 0.0000% | $1000.00           | $674.46            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-06-01      | 4.0000%  | 0.0000% | $1000.00           | $714.62            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-06-01      | 3.5000%  | 0.0000% | $1000.00           | $676.41            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-04-01      | 2.0000%  | 0.0000% | $4429.00           | $2787.58           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-09-01      | 2.5000%  | 0.0000% | $2180.00           | $1438.05           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-06-01      | 4.0000%  | 0.0000% | $1000.00           | $740.50            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-04-01      | 3.5000%  | 0.0000% | $2000.00           | $1282.57           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-03-01      | 3.5000%  | 0.0000% | $6144.00           | $3855.92           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-04-01      | 2.5000%  | 0.0000% | $1000.00           | $665.66            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-02-01      | 2.5000%  | 0.0000% | $1000.00           | $672.55            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-07-01      | 3.5000%  | 0.0000% | $3000.00           | $2110.52           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-08-01      | 4.5000%  | 0.0000% | $3000.00           | $2314.14           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-12-01      | 3.0000%  | 0.0000% | $1000.00           | $620.86            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-12-01      | 3.5000%  | 0.0000% | $1000.00           | $716.89            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-10-01      | 2.5000%  | 0.0000% | $1029.00           | $636.21            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2034-11-01      | 4.0000%  | 0.0000% | $2000.00           | $1063.23           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-12-01      | 2.5000%  | 0.0000% | $1000.00           | $722.38            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-09-01      | 4.0000%  | 0.0000% | $5058.00           | $3710.39           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-09-01      | 5.0000%  | 0.0000% | $2000.00           | $1530.45           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-09-01      | 4.5000%  | 0.0000% | $1065.00           | $834.40            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-10-01      | 4.0000%  | 0.0000% | $1008.00           | $737.89            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-10-01      | 4.5000%  | 0.0000% | $4000.00           | $2887.91           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-07-01      | 4.0000%  | 0.0000% | $5030.00           | $3708.20           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-10-01      | 4.0000%  | 0.0000% | $1000.00           | $773.57            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2029-10-01      | 3.0000%  | 0.0000% | $1011.00           | $107.18            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-09-01      | 5.0000%  | 0.0000% | $4000.00           | $736.62            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2039-10-01      | 6.5000%  | 0.0000% | $2000.00           | $651.06            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2039-03-01      | 4.5000%  | 0.0000% | $4000.00           | $871.05            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2034-05-01      | 4.0000%  | 0.0000% | $1000.00           | $136.27            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2034-07-01      | 3.0000%  | 0.0000% | $2000.00           | $314.14            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-10-01      | 4.0000%  | 0.0000% | $23602.00          | $4721.61           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-08-01      | 5.0000%  | 0.0000% | $1001.00           | $222.13            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2034-08-01      | 3.0000%  | 0.0000% | $3000.00           | $403.60            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-08-01      | 3.0000%  | 0.0000% | $8000.00           | $3119.00           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2046-05-01      | 4.5000%  | 0.0000% | $10008.00          | $2772.78           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-06-01      | 4.0000%  | 0.0000% | $2000.00           | $337.53            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-07-01      | 4.5000%  | 0.0000% | $3040.00           | $800.61            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-12-01      | 3.0000%  | 0.0000% | $4000.00           | $1732.97           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-01-01      | 3.5000%  | 0.0000% | $3000.00           | $724.81            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-10-01      | 4.0000%  | 0.0000% | $3003.00           | $581.14            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2040-06-01      | 6.5000%  | 0.0000% | $5000.00           | $1509.76           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-02-01      | 3.0000%  | 0.0000% | $2000.00           | $808.69            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2035-02-01      | 3.0000%  | 0.0000% | $1000.00           | $154.79            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-03-01      | 3.5000%  | 0.0000% | $4001.00           | $769.14            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2035-02-01      | 3.0000%  | 0.0000% | $4486.00           | $1317.44           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2033-07-01      | 2.5000%  | 0.0000% | $7000.00           | $1661.96           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-04-01      | 2.5000%  | 0.0000% | $6000.00           | $1646.24           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-06-01      | 2.5000%  | 0.0000% | $3000.00           | $1338.15           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-05-01      | 4.0000%  | 0.0000% | $1000.00           | $289.13            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2034-02-01      | 3.0000%  | 0.0000% | $4660.00           | $786.30            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-03-01      | 4.5000%  | 0.0000% | $2000.00           | $402.24            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2044-04-01      | 4.0000%  | 0.0000% | $3000.00           | $952.20            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2047-10-01      | 3.0000%  | 0.0000% | $4000.00           | $1003.19           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2045-09-01      | 3.5000%  | 0.0000% | $1008.00           | $415.35            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-03-01      | 3.0000%  | 0.0000% | $1000.00           | $205.31            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2045-10-01      | 3.5000%  | 0.0000% | $1023.00           | $351.54            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-03-01      | 4.0000%  | 0.0000% | $4000.00           | $766.95            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2035-02-01      | 3.5000%  | 0.0000% | $1000.00           | $235.03            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-04-01      | 3.5000%  | 0.0000% | $1000.00           | $251.24            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-09-01      | 4.0000%  | 0.0000% | $1000.00           | $240.29            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-10-01      | 2.0000%  | 0.0000% | $3000.00           | $2194.86           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-08-01      | 6.0000%  | 0.0000% | $1000.00           | $731.96            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-01-01      | 3.5000%  | 0.0000% | $3035.00           | $2492.37           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-06-01      | 5.5000%  | 0.0000% | $5010.00           | $4562.78           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-04-01      | 5.0000%  | 0.0000% | $3000.00           | $2628.63           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-08-01      | 5.5000%  | 0.0000% | $1000.00           | $963.26            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-08-25      | 7.0000%  | 0.0000% | $2000.00           | $1986.85           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-08-01      | 5.0000%  | 0.0000% | $1000.00           | $997.63            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-08-01      | 5.0000%  | 0.0000% | $2048.00           | $1958.09           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-08-01      | 6.0000%  | 0.0000% | $2025.00           | $2055.64           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-08-01      | 5.5000%  | 0.0000% | $1125.00           | $1130.73           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-08-01      | 6.0000%  | 0.0000% | $1047.00           | $1067.80           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-08-01      | 6.5000%  | 0.0000% | $4123.00           | $4135.72           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-03-01      | 5.5000%  | 0.0000% | $3314.00           | $3256.85           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-04-01      | 5.0000%  | 0.0000% | $1008.00           | $981.27            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-04-01      | 5.5000%  | 0.0000% | $2144.00           | $2122.79           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-04-01      | 5.5000%  | 0.0000% | $2024.00           | $1810.82           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-04-01      | 6.0000%  | 0.0000% | $1024.00           | $1012.56           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-04-01      | 5.0000%  | 0.0000% | $2048.00           | $1991.04           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-04-01      | 5.5000%  | 0.0000% | $4000.00           | $3460.40           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-04-01      | 5.5000%  | 0.0000% | $2024.00           | $2036.61           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-04-01      | 7.0000%  | 0.0000% | $5127.00           | $4107.94           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-05-01      | 6.0000%  | 0.0000% | $3360.00           | $3192.87           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-05-01      | 6.0000%  | 0.0000% | $1000.00           | $970.79            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-05-01      | 5.0000%  | 0.0000% | $2008.00           | $1956.06           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-05-01      | 5.5000%  | 0.0000% | $2036.00           | $1998.63           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-05-01      | 5.5000%  | 0.0000% | $1024.00           | $987.81            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-06-01      | 6.5000%  | 0.0000% | $2020.00           | $2058.67           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-05-01      | 6.0000%  | 0.0000% | $1018.00           | $1030.68           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-07-01      | 5.5000%  | 0.0000% | $2000.00           | $2002.84           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-07-01      | 5.0000%  | 0.0000% | $2079.00           | $2070.19           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-07-01      | 5.0000%  | 0.0000% | $4102.00           | $4031.90           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-07-01      | 6.0000%  | 0.0000% | $2103.00           | $1965.28           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-07-01      | 6.0000%  | 0.0000% | $1008.00           | $1014.21           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2035-07-01      | 3.5000%  | 0.0000% | $4000.00           | $965.45            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2035-09-01      | 2.0000%  | 0.0000% | $1000.00           | $343.65            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2040-10-01      | 1.5000%  | 0.0000% | $2048.00           | $1034.71           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2035-10-01      | 1.5000%  | 0.0000% | $1003.00           | $423.21            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-10-01      | 1.5000%  | 0.0000% | $2002.00           | $1061.13           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2035-10-01      | 2.0000%  | 0.0000% | $2000.00           | $500.30            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2040-11-01      | 2.5000%  | 0.0000% | $1000.00           | $432.17            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-11-01      | 1.5000%  | 0.0000% | $1000.00           | $544.37            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-12-01      | 2.5000%  | 0.0000% | $1000.00           | $450.30            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2036-03-01      | 2.0000%  | 0.0000% | $1000.00           | $478.35            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-03-01      | 2.5000%  | 0.0000% | $4000.00           | $1965.73           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-04-01      | 3.0000%  | 0.0000% | $1000.00           | $456.05            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2036-04-01      | 2.5000%  | 0.0000% | $2000.00           | $885.09            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2031-06-01      | 1.5000%  | 0.0000% | $3000.00           | $1113.35           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-06-01      | 2.5000%  | 0.0000% | $1000.00           | $576.85            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-06-01      | 3.5000%  | 0.0000% | $1000.00           | $373.36            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2039-02-01      | 6.0000%  | 0.0000% | $1001.00           | $458.93            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-02-01      | 5.0000%  | 0.0000% | $1000.00           | $888.88            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-03-01      | 4.5000%  | 0.0000% | $1000.00           | $877.14            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-01-01      | 5.5000%  | 0.0000% | $1008.00           | $835.04            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2033-11-01      | 4.0000%  | 0.0000% | $1000.00           | $532.01            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2034-06-01      | 5.0000%  | 0.0000% | $2000.00           | $1119.42           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2034-05-01      | 4.0000%  | 0.0000% | $3000.00           | $2071.24           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-08-01      | 6.5000%  | 0.0000% | $1028.00           | $648.64            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-12-01      | 6.0000%  | 0.0000% | $1024.00           | $822.31            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2034-11-01      | 5.0000%  | 0.0000% | $1000.00           | $746.03            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-01-01      | 4.0000%  | 0.0000% | $2000.00           | $1825.33           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-02-01      | 5.0000%  | 0.0000% | $1000.00           | $934.77            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2045-04-01      | 5.0000%  | 0.0000% | $1000.00           | $884.91            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2035-03-01      | 5.5000%  | 0.0000% | $1000.00           | $818.49            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-05-01      | 5.0000%  | 0.0000% | $3042.00           | $2916.16           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-05-01      | 6.0000%  | 0.0000% | $1170.00           | $971.76            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-06-01      | 5.5000%  | 0.0000% | $2000.00           | $1876.31           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2045-06-01      | 6.0000%  | 0.0000% | $1000.00           | $845.89            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2040-05-01      | 6.5000%  | 0.0000% | $1000.00           | $740.89            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-07-01      | 4.0000%  | 0.0000% | $1000.00           | $935.88            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-07-01      | 5.5000%  | 0.0000% | $1000.00           | $945.48            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-01-01      | 6.5000%  | 0.0000% | $1019.00           | $745.49            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-01-01      | 5.5000%  | 0.0000% | $1001.00           | $912.99            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-02-01      | 5.5000%  | 0.0000% | $1000.00           | $961.33            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-01-01      | 6.5000%  | 0.0000% | $1000.00           | $1036.36           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-12-01      | 5.5000%  | 0.0000% | $3001.00           | $3002.97           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-01-01      | 5.5000%  | 0.0000% | $2016.00           | $1929.80           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-02-01      | 6.0000%  | 0.0000% | $4000.00           | $3953.67           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-01-01      | 5.0000%  | 0.0000% | $1000.00           | $919.97            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-02-01      | 5.5000%  | 0.0000% | $1008.00           | $944.12            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-02-01      | 5.5000%  | 0.0000% | $2016.00           | $1605.60           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-02-01      | 5.5000%  | 0.0000% | $1001.00           | $1016.95           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-02-01      | 5.0000%  | 0.0000% | $1026.00           | $987.04            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-02-01      | 5.0000%  | 0.0000% | $2000.00           | $1982.51           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-02-01      | 5.0000%  | 0.0000% | $2020.00           | $1761.52           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-03-01      | 6.5000%  | 0.0000% | $2003.00           | $1767.14           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 6.5000%  | 0.0000% | $2000.00           | $1716.78           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-03-01      | 6.5000%  | 0.0000% | $1000.00           | $1020.39           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-02-20      | 6.5000%  | 0.0000% | $1563.00           | $897.25            | Agency Mortgage-Backed Securities  |
| GENERAL MTRS FINL CO INC       SR GLBL N | 2031-02-08      | 5.7500%  | 0.0000% | $99000.00          | $106753.90         | Corporate Debt Securities          |
| GOLDMAN SACHS GROUP INC        SR GLBL N | 2042-07-21      | 2.9080%  | 0.0000% | $135000.00         | $99032.89          | Corporate Debt Securities          |
| GOLDMAN SACHS GROUP INC        SR GLBL N | 2037-01-21      | 5.0650%  | 0.0000% | $1000.00           | $999.49            | Corporate Debt Securities          |
| HERSHEY CO                     SR GLBL N | 2030-02-24      | 4.7500%  | 0.0000% | $134000.00         | $140058.59         | Corporate Debt Securities          |
| HEWLETT PACKARD ENTERPRISE CO  SR GLBL N | 2054-10-15      | 5.6000%  | 0.0000% | $1026000.00        | $961006.32         | Corporate Debt Securities          |
| JPMORGAN CHASE & CO            SR GLBL N | 2032-01-22      | 4.3470%  | 0.0000% | $162000.00         | $161780.65         | Corporate Debt Securities          |
| JEFFERIES FINANCIAL GROUP INC  SR GLBL N | 2034-04-14      | 6.2000%  | 0.0000% | $29000.00          | $31094.83          | Corporate Debt Securities          |
| FIDELITY NATL INFORMATION SVCS SR GLBL N | 2041-03-01      | 3.1000%  | 0.0000% | $266000.00         | $200183.77         | Corporate Debt Securities          |
| FRESNILLO PLC                  SR GLBL 1 | 2050-10-02      | 4.2500%  | 0.0000% | $257000.00         | $210655.33         | Corporate Debt Securities          |
| ALPHABET INC                   SR GLBL N | 2035-05-15      | 4.5000%  | 0.0000% | $153000.00         | $153155.30         | Corporate Debt Securities          |
| BPCE                           FR 5.936% | 2035-05-30      | 5.9360%  | 0.0000% | $370000.00         | $390225.43         | Corporate Debt Securities          |
| BANCO SANTANDER SA             SNR PREF  | 2033-11-07      | 6.9380%  | 0.0000% | $400000.00         | $463638.38         | Corporate Debt Securities          |
| BANK AMERICA CORP              FR 6.204% | 2028-11-10      | 6.2040%  | 0.0000% | $198000.00         | $208083.48         | Corporate Debt Securities          |
| BIMBO BAKERIES USA INC         SR 144A N | 2034-01-15      | 6.4000%  | 0.0000% | $150000.00         | $163033.00         | Corporate Debt Securities          |
| BNP PARIBAS                    FR 5.906% | 2035-11-19      | 5.9060%  | 0.0000% | $202000.00         | $211853.14         | Corporate Debt Securities          |
| BROADCOM INC                   SR GLBL N | 2030-04-15      | 5.0000%  | 0.0000% | $99000.00          | $103377.12         | Corporate Debt Securities          |
| BROOKFIELD FIN INC             SR GLBL N | 2035-01-15      | 5.6750%  | 0.0000% | $390000.00         | $404521.49         | Corporate Debt Securities          |
| CANADIAN IMPERIAL BANK OF COMM SR GLBL F | 2030-01-29      | 2.0318%  | 0.0000% | $1000.00           | $1001.17           | Corporate Debt Securities          |
| CONOCO FDG CO                  SR GLBL N | 2031-10-15      | 7.2500%  | 0.0000% | $1841000.00        | $2128998.37        | Corporate Debt Securities          |
| DEUTSCHE TELEKOM INTL FIN B V  CR SEN SR | 2030-06-15      | 8.7500%  | 0.0000% | $887000.00         | $1043863.73        | Corporate Debt Securities          |
| UNITEDHEALTH GROUP INC         SR GLBL N | 2047-01-15      | 4.2000%  | 0.0000% | $475000.00         | $388949.00         | Corporate Debt Securities          |
| VODAFONE GROUP PLC             SR GLBL N | 2049-06-19      | 4.8750%  | 0.0000% | $1063000.00        | $940767.84         | Corporate Debt Securities          |
| WABTEC                         SR GLBL N | 2034-03-11      | 5.6110%  | 0.0000% | $1595000.00        | $1705923.79        | Corporate Debt Securities          |
| UBS GROUP AG                   SR GLBL R | 2036-05-09      | 5.5800%  | 0.0000% | $1074000.00        | $1129627.83        | Corporate Debt Securities          |
| JPMORGAN CHASE & CO            PERP JR S | 2199-01-01      | 6.5000%  | 0.0000% | $1522000.00        | $1591929.98        | Corporate Debt Securities          |
| MPLX LP                        SR GLBL N | 2035-04-01      | 5.4000%  | 0.0000% | $1093000.00        | $1122598.44        | Corporate Debt Securities          |
| MPLX LP                        SR GLBL N | 2035-09-15      | 5.4000%  | 0.0000% | $9654000.00        | $9982622.16        | Corporate Debt Securities          |
| MACQUARIE GROUP LIMITED        FR 5.491% | 2033-11-09      | 5.4910%  | 0.0000% | $85000.00          | $89622.70          | Corporate Debt Securities          |
| MASTERCARD INCORPORATED        SR GLBL N | 2046-11-21      | 3.8000%  | 0.0000% | $1229000.00        | $995383.49         | Corporate Debt Securities          |
| MORGAN STANLEY                 FR 5.314% | 2041-01-18      | 5.3140%  | 0.0000% | $3003000.00        | $2984489.84        | Corporate Debt Securities          |
| ORACLE CORP                    SR GLBL N | 2065-08-03      | 6.1250%  | 0.0000% | $293000.00         | $263757.01         | Corporate Debt Securities          |
| PECO ENERGY CO                 1M GLBL B | 2035-09-15      | 4.8750%  | 0.0000% | $1000.00           | $1024.75           | Corporate Debt Securities          |
| PACIFICORP                     1M GLBL B | 2034-02-15      | 5.4500%  | 0.0000% | $2800000.00        | $2915553.67        | Corporate Debt Securities          |
| QUALCOMM INC                   SR GLBL N | 2052-05-20      | 4.5000%  | 0.0000% | $725000.00         | $622369.00         | Corporate Debt Securities          |
| RAYMOND JAMES FINL INC         SR GLBL N | 2055-09-11      | 5.6500%  | 0.0000% | $1592000.00        | $1599427.12        | Corporate Debt Securities          |
| NATWEST GROUP PLC              SR GLBL N | 2030-01-27      | 5.0760%  | 0.0000% | $749000.00         | $767607.41         | Corporate Debt Securities          |
| SAFEHOLD OPER PARTNERSHIP LP   SR GLBL N | 2035-01-15      | 5.6500%  | 0.0000% | $305000.00         | $315770.82         | Corporate Debt Securities          |
| SUMITOMO MITSUI FIN GRP INC    GLBL FLT  | 2029-07-09      | 4.8468%  | 0.0000% | $446000.00         | $452712.84         | Corporate Debt Securities          |
| TARGA RES CORP                 SR GLBL N | 2035-02-15      | 5.5000%  | 0.0000% | $194000.00         | $203771.46         | Corporate Debt Securities          |
| U.S. Treasury Bond                       | 2045-11-15      | 4.6250%  | 0.0000% | $400.00            | $393.28            | U.S. Treasuries (including strips) |
| ROPER TECHNOLOGIES INC         SR GLBL N | 2035-09-15      | 5.1000%  | 0.0000% | $1000000.00        | $1026710.00        | Corporate Debt Securities          |
| ENERGY TRANSFER L P            SR GLBL N | 2056-01-15      | 6.3000%  | 0.0000% | $490000.00         | $492726.85         | Corporate Debt Securities          |

### Security 147: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1EQWN4, C.3 - LEI: R0MUWSFPU8MP, C.5 - Other ID: ARP1EQWN4_3.67_0202
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 5.5700%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **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
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 5.5000%  | 0.0000% | $1127050.00        | $1140215.06        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 6.0000%  | 0.0000% | $1105272.00        | $1144329.37        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-12-01      | 5.0000%  | 0.0000% | $1156980.00        | $1153341.76        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-08-01      | 6.5000%  | 0.0000% | $1132999.00        | $1161013.82        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-02-01      | 5.0000%  | 0.0000% | $1497000.00        | $1166285.71        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 5.5000%  | 0.0000% | $1211440.00        | $1205042.10        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-11-01      | 5.0000%  | 0.0000% | $1796164.00        | $1237676.05        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-11-01      | 3.0000%  | 0.0000% | $1570076.00        | $1303972.42        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2040-01-01      | 4.5000%  | 0.0000% | $22617438.00       | $1429573.47        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-11-20      | 6.0000%  | 0.0000% | $1427900.00        | $1469580.97        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2035-09-01      | 3.7900%  | 0.0000% | $1548230.00        | $1482209.84        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 6.5000%  | 0.0000% | $5373216.00        | $4141691.98        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-11-01      | 2.5000%  | 0.0000% | $6686200.00        | $4217106.32        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2035-10-01      | 4.2800%  | 0.0000% | $4305712.00        | $4249099.54        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 5.5000%  | 0.0000% | $4220224.00        | $4303217.99        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-02-01      | 6.0000%  | 0.0000% | $6266383.00        | $4898049.88        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2075-09-20      | 5.3710%  | 0.0000% | $4724016.00        | $5259851.09        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-06-01      | 5.5000%  | 0.0000% | $5553000.00        | $5374123.38        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 6.0000%  | 0.0000% | $5775000.00        | $5377953.90        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-12-01      | 3.0000%  | 0.0000% | $8660407.00        | $5601798.57        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-10-01      | 6.5000%  | 0.0000% | $5407560.00        | $5634680.84        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-11-01      | 5.0000%  | 0.0000% | $5796939.00        | $5763492.80        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-08-01      | 5.5000%  | 0.0000% | $7398912.00        | $6052514.24        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2050-01-01      | 3.0000%  | 0.0000% | $24990799.00       | $6278532.55        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-06-01      | 4.0000%  | 0.0000% | $9466600.00        | $6659540.43        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2050-08-01      | 2.5000%  | 0.0000% | $31865265.00       | $14940678.61       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-04-01      | 4.8640%  | 0.0000% | $18005840.00       | $17209732.05       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-12-01      | 5.5000%  | 0.0000% | $26399680.00       | $19871396.07       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2028-11-01      | 6.5000%  | 0.0000% | $1808.00           | $0.80              | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2032-04-01      | 7.0000%  | 0.0000% | $1006.00           | $3.90              | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2033-10-01      | 5.5000%  | 0.0000% | $1067.00           | $6.27              | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2027-04-01      | 3.0000%  | 0.0000% | $1149.00           | $8.48              | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2040-08-01      | 5.5000%  | 0.0000% | $1000.00           | $16.79             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2037-11-01      | 6.0000%  | 0.0000% | $1003.00           | $18.97             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2037-06-01      | 6.0000%  | 0.0000% | $1000.00           | $19.29             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2035-12-01      | 5.0000%  | 0.0000% | $1000.00           | $34.84             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2041-07-01      | 4.5000%  | 0.0000% | $1020.00           | $35.98             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2028-11-01      | 2.5000%  | 0.0000% | $1000.00           | $49.04             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2046-07-01      | 4.5000%  | 0.0000% | $1001.00           | $55.24             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2048-10-01      | 4.0000%  | 0.0000% | $1000.00           | $70.42             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2039-06-01      | 4.5000%  | 0.0000% | $1000.00           | $70.66             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2040-06-01      | 4.5000%  | 0.0000% | $1014.00           | $77.81             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2036-01-01      | 6.2710%  | 0.0000% | $1003.00           | $90.86             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2049-02-01      | 4.5000%  | 0.0000% | $1000.00           | $94.58             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2049-08-01      | 4.0000%  | 0.0000% | $1000.00           | $99.52             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2047-06-01      | 4.5000%  | 0.0000% | $1000.00           | $100.90            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2049-02-01      | 5.5000%  | 0.0000% | $1000.00           | $102.83            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2041-01-01      | 4.0000%  | 0.0000% | $1008.00           | $103.26            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2048-12-01      | 4.0000%  | 0.0000% | $1024.00           | $106.95            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2047-05-01      | 4.5000%  | 0.0000% | $1005.00           | $108.64            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2045-03-01      | 3.0000%  | 0.0000% | $1000.00           | $115.66            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2049-06-01      | 4.0000%  | 0.0000% | $1007.00           | $119.03            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2047-10-01      | 4.0000%  | 0.0000% | $1000.00           | $119.64            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2035-10-01      | 3.5000%  | 0.0000% | $1000.00           | $119.86            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2042-12-01      | 3.5000%  | 0.0000% | $1000.00           | $133.25            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2049-06-01      | 3.5000%  | 0.0000% | $1000.00           | $161.88            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2048-10-01      | 4.0000%  | 0.0000% | $1000.00           | $164.12            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-07-01      | 6.0000%  | 0.0000% | $3814378.00        | $3721767.25        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-08-01      | 5.0000%  | 0.0000% | $1986000.00        | $1633604.72        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-09-01      | 5.5000%  | 0.0000% | $2418976.00        | $1731544.98        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-12-01      | 5.5000%  | 0.0000% | $1760822.00        | $1814370.65        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-03-01      | 6.0000%  | 0.0000% | $1932511.00        | $1865728.09        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-06-01      | 6.0000%  | 0.0000% | $1969619.00        | $1926561.16        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-04-01      | 3.5000%  | 0.0000% | $2503876.00        | $1959773.63        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-06-01      | 5.5000%  | 0.0000% | $2041616.00        | $2002885.83        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-04-01      | 5.5000%  | 0.0000% | $2168370.00        | $2194638.76        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2042-03-01      | 3.5000%  | 0.0000% | $16000000.00       | $2264828.07        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-03-01      | 6.5000%  | 0.0000% | $2301208.00        | $2308094.69        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-08-01      | 6.0000%  | 0.0000% | $2928205.00        | $2314773.49        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-12-01      | 5.0000%  | 0.0000% | $2930078.00        | $2327476.45        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2035-01-01      | 5.2050%  | 0.0000% | $2450000.00        | $2583551.75        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 6.5000%  | 0.0000% | $2840523.00        | $2647259.03        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-02-01      | 5.0000%  | 0.0000% | $8923000.00        | $2676340.87        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 5.5000%  | 0.0000% | $3053072.00        | $2827003.01        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-07-01      | 4.5000%  | 0.0000% | $4155688.00        | $3059545.44        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-10-01      | 5.0000%  | 0.0000% | $4597984.00        | $3164787.36        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-06-01      | 6.0000%  | 0.0000% | $3640484.00        | $3359026.53        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-02-01      | 5.5000%  | 0.0000% | $3431561.00        | $3485350.22        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 6.5000%  | 0.0000% | $3447525.00        | $3579759.45        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-07-01      | 6.5000%  | 0.0000% | $3411056.00        | $3584075.53        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2049-10-01      | 3.0000%  | 0.0000% | $1000.00           | $173.25            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2037-06-01      | 4.0000%  | 0.0000% | $1000.00           | $187.32            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2048-05-01      | 5.0000%  | 0.0000% | $1007.00           | $191.35            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2043-11-01      | 5.0000%  | 0.0000% | $1003.00           | $199.97            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2049-11-01      | 2.5000%  | 0.0000% | $1000.00           | $211.57            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2050-04-01      | 4.5000%  | 0.0000% | $1000.00           | $219.22            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2043-08-01      | 3.0000%  | 0.0000% | $1000.00           | $287.78            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2042-10-01      | 3.0000%  | 0.0000% | $1000.00           | $301.26            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2040-08-01      | 3.0000%  | 0.0000% | $1000.00           | $354.89            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2050-11-01      | 2.5000%  | 0.0000% | $1000.00           | $435.43            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-06-01      | 2.0000%  | 0.0000% | $1000.00           | $441.84            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-03-01      | 3.0000%  | 0.0000% | $1000.00           | $446.32            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2050-07-01      | 3.0000%  | 0.0000% | $1000.00           | $454.89            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-04-01      | 3.0000%  | 0.0000% | $1000.00           | $459.46            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2050-10-01      | 2.0000%  | 0.0000% | $1000.00           | $472.00            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2050-08-01      | 2.0000%  | 0.0000% | $1000.00           | $490.13            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2050-12-01      | 2.5000%  | 0.0000% | $1000.00           | $511.15            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-01-01      | 2.5000%  | 0.0000% | $1000.00           | $529.80            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-08-01      | 6.0000%  | 0.0000% | $1000.00           | $529.87            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-05-01      | 2.0000%  | 0.0000% | $1001.00           | $540.09            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2050-11-01      | 2.0000%  | 0.0000% | $1000.00           | $547.26            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-04-01      | 2.0000%  | 0.0000% | $1000.00           | $549.62            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-07-01      | 2.0000%  | 0.0000% | $1000.00           | $566.65            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-04-01      | 2.0000%  | 0.0000% | $1000.00           | $573.57            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-06-01      | 2.5000%  | 0.0000% | $1000.00           | $574.83            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $594.67            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-01-01      | 3.0000%  | 0.0000% | $1001.00           | $607.21            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-10-01      | 2.5000%  | 0.0000% | $1000.00           | $612.89            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-11-01      | 3.0000%  | 0.0000% | $1000.00           | $618.45            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-10-01      | 2.5000%  | 0.0000% | $1002.00           | $620.86            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-11-01      | 2.5000%  | 0.0000% | $1000.00           | $628.02            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-12-01      | 2.0000%  | 0.0000% | $1000.00           | $629.19            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-02-01      | 2.5000%  | 0.0000% | $1000.00           | $629.96            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-01-01      | 6.0000%  | 0.0000% | $1000.00           | $633.80            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-01-01      | 7.0000%  | 0.0000% | $1008.00           | $638.66            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-12-01      | 2.5000%  | 0.0000% | $1000.00           | $643.18            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2042-02-01      | 2.0000%  | 0.0000% | $1000.00           | $648.36            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-02-01      | 2.5000%  | 0.0000% | $1000.00           | $655.69            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-11-01      | 6.5000%  | 0.0000% | $1000.00           | $665.50            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-06-01      | 5.5000%  | 0.0000% | $1000.00           | $668.93            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-04-01      | 2.5000%  | 0.0000% | $1000.00           | $672.74            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-07-01      | 3.0000%  | 0.0000% | $1000.00           | $672.84            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-05-01      | 2.5000%  | 0.0000% | $1000.00           | $691.93            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $694.73            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $697.19            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-01-01      | 2.0000%  | 0.0000% | $1000.00           | $699.59            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-04-01      | 4.0000%  | 0.0000% | $1000.00           | $700.02            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-06-01      | 6.0000%  | 0.0000% | $1008.00           | $701.33            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-08-01      | 5.5000%  | 0.0000% | $1000.00           | $701.72            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-04-01      | 2.5000%  | 0.0000% | $1000.00           | $705.38            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-12-01      | 2.5000%  | 0.0000% | $1120.00           | $709.04            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-05-01      | 3.0000%  | 0.0000% | $1000.00           | $717.93            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-06-01      | 3.5000%  | 0.0000% | $1024.00           | $726.86            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-04-01      | 5.0000%  | 0.0000% | $1000.00           | $726.99            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-11-01      | 6.0000%  | 0.0000% | $1000.00           | $728.06            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-10-01      | 5.5000%  | 0.0000% | $1000.00           | $732.45            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-09-01      | 4.5000%  | 0.0000% | $1000.00           | $736.29            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-08-01      | 4.5000%  | 0.0000% | $1000.00           | $739.90            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-09-01      | 4.5000%  | 0.0000% | $1000.00           | $752.35            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-10-01      | 6.0000%  | 0.0000% | $1024.00           | $755.48            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-01-01      | 3.5000%  | 0.0000% | $1000.00           | $767.65            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-12-01      | 5.5000%  | 0.0000% | $1000.00           | $773.17            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2048-12-15      | 4.0000%  | 0.0000% | $1000.00           | $776.98            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-01-01      | 5.0000%  | 0.0000% | $1008.00           | $781.68            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-04-01      | 5.5000%  | 0.0000% | $1001.00           | $783.68            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $785.23            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2047-11-01      | 3.5000%  | 0.0000% | $274000.00         | $41162.87          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2049-11-01      | 3.0000%  | 0.0000% | $125052.00         | $44847.98          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-11-01      | 3.5000%  | 0.0000% | $159000.00         | $46738.97          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-03-01      | 2.9400%  | 0.0000% | $2087758.00        | $1519803.30        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-01-01      | 4.0000%  | 0.0000% | $1895000.00        | $1520694.38        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-04-01      | 3.0000%  | 0.0000% | $2583370.00        | $1588673.34        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-02-01      | 3.0000%  | 0.0000% | $124873.00         | $47526.92          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2037-10-01      | 6.0000%  | 0.0000% | $12815084.00       | $48256.96          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-03-01      | 5.0000%  | 0.0000% | $55977.00          | $53001.67          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-12-01      | 4.2800%  | 0.0000% | $64027.00          | $54945.36          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2047-01-01      | 3.5000%  | 0.0000% | $191684.00         | $56947.14          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2044-09-01      | 4.5000%  | 0.0000% | $733155.00         | $57610.56          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-11-01      | 2.0000%  | 0.0000% | $94331.00          | $57917.68          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2033-12-01      | 5.2500%  | 0.0000% | $56141.00          | $59241.06          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-11-01      | 3.0000%  | 0.0000% | $100000.00         | $67363.05          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2030-03-01      | 6.4010%  | 0.0000% | $119824049.00      | $75055.59          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2049-08-01      | 3.5000%  | 0.0000% | $392460.00         | $77829.12          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-02-01      | 6.5000%  | 0.0000% | $119576.00         | $80218.64          | Agency Mortgage-Backed Securities  |
| U.S. Treasury Note                       | 2028-09-15      | 3.3750%  | 0.0000% | $1605100.00        | $1616580.95        | U.S. Treasuries (including strips) |

### Security 148: Wells Fargo Securities LLC

- **C.1 - Title:** Wells Fargo Securities LLC 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1EQWP9, C.3 - LEI: VYVVCKR63DVZ, C.5 - Other ID: ARP1EQWP9_3.67_0202
- **C.18 - Value (incl. sponsor support):** $54000000.00
- **C.18.a - Value (excl. sponsor support):** $54000000.00
- **C.19 - Percentage of Net Assets:** 1.5000%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **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
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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                          |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2033-05-20      | 4.5000%  | 0.0000% | $45000.00          | $529.81            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-08-20      | 6.5000%  | 0.0000% | $515000.00         | $6556.25           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-10-20      | 3.0000%  | 0.0000% | $75837.00          | $7355.51           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2036-02-20      | 6.0000%  | 0.0000% | $580000.00         | $7693.50           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-04-20      | 7.0000%  | 0.0000% | $7674738.00        | $7826.35           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-10-20      | 4.0000%  | 0.0000% | $99226.00          | $8132.74           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2033-05-20      | 4.0000%  | 0.0000% | $113898.00         | $8159.15           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-04-20      | 4.0000%  | 0.0000% | $1050672.00        | $832403.59         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 5.0000%  | 0.0000% | $2960787.00        | $2992431.69        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-11-20      | 6.5000%  | 0.0000% | $5361935.00        | $3039969.28        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-12-20      | 4.0000%  | 0.0000% | $228684049.00      | $11339844.65       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-09-20      | 6.5000%  | 0.0000% | $13124708.00       | $12088929.81       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-10-20      | 3.0000%  | 0.0000% | $21410000.00       | $12409144.72       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-08-20      | 6.5000%  | 0.0000% | $15208117.00       | $12851488.57       | Agency Mortgage-Backed Securities |

## N-MFP: Signatures

**Registrant:** Morgan Stanley Institutional Liquidity Funds

**Date:** 2026-02-06

**By:** Lonnie Bae

**Name of Signing Officer:** Lonnie Bae

**Title of Signing Officer:** Vice President