# EDGAR Filing Document

**Accession Number:** 0000857156
**File Stem:** 0001410368-25-014043
**Filing Date:** 2025-10
**Character Count:** 4064726
**Document Hash:** 6653bee28013fe992669f5f7037d4dd0
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-25-014043.hdr.sgml**: 20251007

**ACCESSION NUMBER**: 0001410368-25-014043

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250930

**FILED AS OF DATE**: 20251007

**DATE AS OF CHANGE**: 20251007

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** N-MFP3
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05954
- **FILM NUMBER:** 251379539

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

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

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

## Series and Classes Contracts Data

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

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

# Form N-MFP3: Monthly Schedule of Portfolio Holdings

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

### General Information

**Report for (YYYY-MM-DD):** 2025-09-30

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

**CIK Number of Registrant:** 0000857156

**LEI of Registrant:** 549300I77JNLD629OV19

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

**LEI of Series:** 54930034YSGPKXW97O22

**EDGAR Series Identifier:** S000004508

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

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

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

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

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

### Fund Characteristics & Assets

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

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

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

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

- **Money Market Fund Category:** Prime

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

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

- **WAM:** 26 days

- **WAL:** 52 days

- **Total Value of Portfolio Securities:** $371535241037.88

- **Amortized Cost of Portfolio Securities:** $371464467146.72

- **Cash:** $11078000000.37

- **Total Other Assets:** $910465816.02

- **Total Liabilities:** $1634410655.11

- **Net Assets of Series:** $381818522308.00

- **Number of Shares Outstanding (Series):** 381815285979.5400

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

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

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

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

### Daily & Weekly Liquid Assets
| Date       | Daily Liquid Assets ($)   | Weekly Liquid Assets ($)   | Daily Liquid Assets (%)   | Weekly Liquid Assets (%)   |
|:---|:---|:---|:---|:---|
| 2025-09-02 | $177886156771.87          | $213143054747.18           | 46.2600%                  | 55.4200%                   |
| 2025-09-03 | $171163858083.85          | $212318525776.00           | 44.6000%                  | 55.3300%                   |
| 2025-09-04 | $169613344219.56          | $211784067011.54           | 44.0900%                  | 55.0600%                   |
| 2025-09-05 | $163010114740.08          | $211184965059.71           | 42.5600%                  | 55.1400%                   |
| 2025-09-08 | $171929283900.62          | $212749795853.45           | 44.5700%                  | 55.1600%                   |
| 2025-09-09 | $179107079208.81          | $210272442130.95           | 46.7200%                  | 54.8500%                   |
| 2025-09-10 | $176358786156.04          | $212198070735.64           | 45.8800%                  | 55.2100%                   |
| 2025-09-11 | $167441883915.19          | $211938574414.72           | 43.6800%                  | 55.2900%                   |
| 2025-09-12 | $163598802792.85          | $211031682317.96           | 42.7700%                  | 55.1700%                   |
| 2025-09-15 | $172156676351.39          | $210836701279.99           | 44.9500%                  | 55.0500%                   |
| 2025-09-16 | $175620105350.83          | $209870627354.99           | 46.0000%                  | 54.9700%                   |
| 2025-09-17 | $180101759680.74          | $211846324862.21           | 46.9500%                  | 55.2200%                   |
| 2025-09-18 | $169076132252.34          | $209865402122.47           | 44.2300%                  | 54.9000%                   |
| 2025-09-19 | $160497628075.71          | $210765164194.03           | 41.9200%                  | 55.0500%                   |
| 2025-09-22 | $160234390413.38          | $210254844258.54           | 41.9200%                  | 55.0000%                   |
| 2025-09-23 | $167886314672.21          | $210378461266.49           | 43.8900%                  | 55.0000%                   |
| 2025-09-24 | $164149683556.05          | $210719694539.44           | 42.8500%                  | 55.0000%                   |
| 2025-09-25 | $154429805160.46          | $212476406914.18           | 40.1500%                  | 55.2400%                   |
| 2025-09-26 | $150868266330.66          | $212305037341.88           | 39.2100%                  | 55.1800%                   |
| 2025-09-29 | $152098539772.31          | $213109687511.52           | 39.4600%                  | 55.2900%                   |
| 2025-09-30 | $161657529074.36          | $211882687346.79           | 42.1500%                  | 55.2500%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2025-09-02 | 4.4800%             |
| 2025-09-03 | 4.4800%             |
| 2025-09-04 | 4.4800%             |
| 2025-09-05 | 4.4900%             |
| 2025-09-08 | 4.5000%             |
| 2025-09-09 | 4.5000%             |
| 2025-09-10 | 4.5000%             |
| 2025-09-11 | 4.5100%             |
| 2025-09-12 | 4.5100%             |
| 2025-09-15 | 4.5100%             |
| 2025-09-16 | 4.5200%             |
| 2025-09-17 | 4.5200%             |
| 2025-09-18 | 4.5000%             |
| 2025-09-19 | 4.4200%             |
| 2025-09-22 | 4.3800%             |
| 2025-09-23 | 4.3500%             |
| 2025-09-24 | 4.3300%             |
| 2025-09-25 | 4.3200%             |
| 2025-09-26 | 4.3100%             |
| 2025-09-29 | 4.3100%             |
| 2025-09-30 | 4.3200%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2025-09-02 | 1.0001                      |
|  |  |
| 2025-09-03 | 1.0001                      |
|  |  |
| 2025-09-04 | 1.0001                      |
|  |  |
| 2025-09-05 | 1.0002                      |
|  |  |
| 2025-09-08 | 1.0002                      |
|  |  |
| 2025-09-09 | 1.0002                      |
|  |  |
| 2025-09-10 | 1.0002                      |
|  |  |
| 2025-09-11 | 1.0002                      |
|  |  |
| 2025-09-12 | 1.0002                      |
|  |  |
| 2025-09-15 | 1.0002                      |
|  |  |
| 2025-09-16 | 1.0002                      |
|  |  |
| 2025-09-17 | 1.0002                      |
|  |  |
| 2025-09-18 | 1.0002                      |
|  |  |
| 2025-09-19 | 1.0002                      |
|  |  |
| 2025-09-22 | 1.0002                      |
|  |  |
| 2025-09-23 | 1.0002                      |
|  |  |
| 2025-09-24 | 1.0002                      |
|  |  |
| 2025-09-25 | 1.0002                      |
|  |  |
| 2025-09-26 | 1.0002                      |
|  |  |
| 2025-09-29 | 1.0002                      |
|  |  |
| 2025-09-30 | 1.0002                      |
|  |  |

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

### Class: Investor Shares

- **Minimum Initial Investment:** $0.00

- **Net Assets of Class:** $245509030314.53

- **Number of Shares Outstanding:** 245507109724.0900

- **Expense Reimbursement/Waiver:** 1188804.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-09-02 | 1.0001          |
|  |  |
| 2025-09-03 | 1.0001          |
|  |  |
| 2025-09-04 | 1.0001          |
|  |  |
| 2025-09-05 | 1.0002          |
|  |  |
| 2025-09-08 | 1.0002          |
|  |  |
| 2025-09-09 | 1.0002          |
|  |  |
| 2025-09-10 | 1.0002          |
|  |  |
| 2025-09-11 | 1.0002          |
|  |  |
| 2025-09-12 | 1.0002          |
|  |  |
| 2025-09-15 | 1.0002          |
|  |  |
| 2025-09-16 | 1.0002          |
|  |  |
| 2025-09-17 | 1.0002          |
|  |  |
| 2025-09-18 | 1.0002          |
|  |  |
| 2025-09-19 | 1.0002          |
|  |  |
| 2025-09-22 | 1.0002          |
|  |  |
| 2025-09-23 | 1.0002          |
|  |  |
| 2025-09-24 | 1.0002          |
|  |  |
| 2025-09-25 | 1.0002          |
|  |  |
| 2025-09-26 | 1.0002          |
|  |  |
| 2025-09-29 | 1.0002          |
|  |  |
| 2025-09-30 | 1.0002          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-09-02 | $1717472133.16            | $814938603.56           |
| 2025-09-03 | $1357795257.78            | $1469525832.32          |
| 2025-09-04 | $1167516339.42            | $953138111.75           |
| 2025-09-05 | $1062588912.60            | $894514475.13           |
| 2025-09-08 | $1108118878.93            | $852143192.26           |
| 2025-09-09 | $1055145962.15            | $1194992573.50          |
| 2025-09-10 | $962862515.76             | $947962278.84           |
| 2025-09-11 | $926095565.58             | $1065183591.61          |
| 2025-09-12 | $1003741774.45            | $1027649496.04          |
| 2025-09-15 | $971638472.11             | $893546090.65           |
| 2025-09-16 | $1114309815.80            | $1291075621.55          |
| 2025-09-17 | $1054395575.67            | $1014912350.45          |
| 2025-09-18 | $919020432.33             | $916863557.49           |
| 2025-09-19 | $1016231462.82            | $963720535.80           |
| 2025-09-22 | $1027755294.86            | $891009491.79           |
| 2025-09-23 | $1190422243.11            | $1188977827.00          |
| 2025-09-24 | $1058803635.63            | $994192062.74           |
| 2025-09-25 | $898773896.10             | $887086485.11           |
| 2025-09-26 | $955802127.92             | $911309522.69           |
| 2025-09-29 | $966651746.88             | $808494965.16           |
| 2025-09-30 | $1056078335.66            | $1074779034.74          |

**Total Gross Subscriptions (Month):** $22591220378.72

**Total Gross Redemptions (Month):** $21056015700.18

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-09-02 | 4.1400%           |
| 2025-09-03 | 4.1400%           |
| 2025-09-04 | 4.1400%           |
| 2025-09-05 | 4.1500%           |
| 2025-09-08 | 4.1600%           |
| 2025-09-09 | 4.1600%           |
| 2025-09-10 | 4.1600%           |
| 2025-09-11 | 4.1700%           |
| 2025-09-12 | 4.1700%           |
| 2025-09-15 | 4.1700%           |
| 2025-09-16 | 4.1800%           |
| 2025-09-17 | 4.1800%           |
| 2025-09-18 | 4.1600%           |
| 2025-09-19 | 4.0800%           |
| 2025-09-22 | 4.0400%           |
| 2025-09-23 | 4.0100%           |
| 2025-09-24 | 3.9900%           |
| 2025-09-25 | 3.9800%           |
| 2025-09-26 | 3.9700%           |
| 2025-09-29 | 3.9700%           |
| 2025-09-30 | 3.9800%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 99.9400%         | 0.0000%              |

### Class: Ultra Shares

- **Minimum Initial Investment:** $1000000.00

- **Net Assets of Class:** $136309491993.47

- **Number of Shares Outstanding:** 136308176255.4500

- **Expense Reimbursement/Waiver:** 660009.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-09-02 | 1.0001          |
|  |  |
| 2025-09-03 | 1.0001          |
|  |  |
| 2025-09-04 | 1.0001          |
|  |  |
| 2025-09-05 | 1.0002          |
|  |  |
| 2025-09-08 | 1.0002          |
|  |  |
| 2025-09-09 | 1.0002          |
|  |  |
| 2025-09-10 | 1.0002          |
|  |  |
| 2025-09-11 | 1.0002          |
|  |  |
| 2025-09-12 | 1.0002          |
|  |  |
| 2025-09-15 | 1.0002          |
|  |  |
| 2025-09-16 | 1.0002          |
|  |  |
| 2025-09-17 | 1.0002          |
|  |  |
| 2025-09-18 | 1.0002          |
|  |  |
| 2025-09-19 | 1.0002          |
|  |  |
| 2025-09-22 | 1.0002          |
|  |  |
| 2025-09-23 | 1.0002          |
|  |  |
| 2025-09-24 | 1.0002          |
|  |  |
| 2025-09-25 | 1.0002          |
|  |  |
| 2025-09-26 | 1.0002          |
|  |  |
| 2025-09-29 | 1.0002          |
|  |  |
| 2025-09-30 | 1.0002          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-09-02 | $1020057642.77            | $471069581.22           |
| 2025-09-03 | $762266084.55             | $905754731.36           |
| 2025-09-04 | $844634726.96             | $655173838.92           |
| 2025-09-05 | $684582929.29             | $533935901.66           |
| 2025-09-08 | $738260937.32             | $547478209.21           |
| 2025-09-09 | $630608268.34             | $779746081.12           |
| 2025-09-10 | $616969563.42             | $644131939.71           |
| 2025-09-11 | $688525067.87             | $701484171.57           |
| 2025-09-12 | $558120945.49             | $794972603.94           |
| 2025-09-15 | $691206790.85             | $712531313.56           |
| 2025-09-16 | $537489155.61             | $981940126.39           |
| 2025-09-17 | $580206574.40             | $536324622.63           |
| 2025-09-18 | $772590394.80             | $606508514.90           |
| 2025-09-19 | $574986151.23             | $551417349.25           |
| 2025-09-22 | $570475582.42             | $497966826.92           |
| 2025-09-23 | $861534007.67             | $699578746.38           |
| 2025-09-24 | $694919317.21             | $637466391.24           |
| 2025-09-25 | $550049636.35             | $601907435.93           |
| 2025-09-26 | $474188331.06             | $530768842.34           |
| 2025-09-29 | $570921393.86             | $402003077.33           |
| 2025-09-30 | $647885733.11             | $578221828.58           |

**Total Gross Subscriptions (Month):** $14070479234.58

**Total Gross Redemptions (Month):** $13370382134.16

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-09-02 | 4.2900%           |
| 2025-09-03 | 4.2900%           |
| 2025-09-04 | 4.2900%           |
| 2025-09-05 | 4.3000%           |
| 2025-09-08 | 4.3100%           |
| 2025-09-09 | 4.3100%           |
| 2025-09-10 | 4.3100%           |
| 2025-09-11 | 4.3200%           |
| 2025-09-12 | 4.3200%           |
| 2025-09-15 | 4.3200%           |
| 2025-09-16 | 4.3300%           |
| 2025-09-17 | 4.3300%           |
| 2025-09-18 | 4.3100%           |
| 2025-09-19 | 4.2300%           |
| 2025-09-22 | 4.1900%           |
| 2025-09-23 | 4.1600%           |
| 2025-09-24 | 4.1400%           |
| 2025-09-25 | 4.1300%           |
| 2025-09-26 | 4.1200%           |
| 2025-09-29 | 4.1200%           |
| 2025-09-30 | 4.1300%           |

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

## Part C: Schedule of Portfolio Securities

### Security 1: ANTALIS SA

- **C.1 - Title:** ANTALIS SA 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 03664AX29, C.4 - ISIN: US03664AX291, C.3 - LEI: 549300G2LM2ZKZ0X4Y50
- **C.18 - Value (incl. sponsor support):** $77477222.65
- **C.18.a - Value (excl. sponsor support):** $77477222.65
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-10-02
- **C.12 - Maturity Date (WAL):** 2025-10-02
- **C.13 - Final Legal Maturity Date:** 2025-10-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 2: ANTALIS SA

- **C.1 - Title:** ANTALIS SA 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 03664AX37, C.4 - ISIN: US03664AX374, C.3 - LEI: 549300G2LM2ZKZ0X4Y50
- **C.18 - Value (incl. sponsor support):** $156471092.79
- **C.18.a - Value (excl. sponsor support):** $156471092.79
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-10-03
- **C.12 - Maturity Date (WAL):** 2025-10-03
- **C.13 - Final Legal Maturity Date:** 2025-10-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 3: ANTALIS SA

- **C.1 - Title:** ANTALIS SA 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 03664AXU7, C.4 - ISIN: US03664AXU77, C.3 - LEI: 549300G2LM2ZKZ0X4Y50
- **C.18 - Value (incl. sponsor support):** $65786358.00
- **C.18.a - Value (excl. sponsor support):** $65786358.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-10-28
- **C.12 - Maturity Date (WAL):** 2025-10-28
- **C.13 - Final Legal Maturity Date:** 2025-10-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 4: ANTALIS SA

- **C.1 - Title:** ANTALIS SA 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 03664AY44, C.4 - ISIN: US03664AY448, C.3 - LEI: 549300G2LM2ZKZ0X4Y50
- **C.18 - Value (incl. sponsor support):** $49797860.00
- **C.18.a - Value (excl. sponsor support):** $49797860.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-11-04
- **C.12 - Maturity Date (WAL):** 2025-11-04
- **C.13 - Final Legal Maturity Date:** 2025-11-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 5: ANTALIS SA

- **C.1 - Title:** ANTALIS SA 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 03664AYK8, C.4 - ISIN: US03664AYK86, C.3 - LEI: 549300G2LM2ZKZ0X4Y50
- **C.18 - Value (incl. sponsor support):** $70988129.10
- **C.18.a - Value (excl. sponsor support):** $70988129.10
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-11-19
- **C.12 - Maturity Date (WAL):** 2025-11-19
- **C.13 - Final Legal Maturity Date:** 2025-11-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 6: ANTALIS SA

- **C.1 - Title:** ANTALIS SA 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 03664AZ35, C.4 - ISIN: US03664AZ353, C.3 - LEI: 549300G2LM2ZKZ0X4Y50
- **C.18 - Value (incl. sponsor support):** $156865587.55
- **C.18.a - Value (excl. sponsor support):** $156865587.55
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-12-03
- **C.12 - Maturity Date (WAL):** 2025-12-03
- **C.13 - Final Legal Maturity Date:** 2025-12-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 7: ATLANTIC ASSET SECURITIZATION LLC

- **C.1 - Title:** ATLANTIC ASSET SECURITIZATION LLC 4.360000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 04821PFQ1, C.3 - LEI: 549300BUNY5BIX4CVW20
- **C.18 - Value (incl. sponsor support):** $100022914.00
- **C.18.a - Value (excl. sponsor support):** $100022914.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-02-13
- **C.13 - Final Legal Maturity Date:** 2026-02-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 8: ATLANTIC ASSET SECURITIZATION LLC

- **C.1 - Title:** ATLANTIC ASSET SECURITIZATION LLC 4.350000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 04821PFT5, C.3 - LEI: 549300BUNY5BIX4CVW20
- **C.18 - Value (incl. sponsor support):** $200041636.00
- **C.18.a - Value (excl. sponsor support):** $200041636.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-02-24
- **C.13 - Final Legal Maturity Date:** 2026-02-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 9: ATLANTIC ASSET SECURITIZATION LLC

- **C.1 - Title:** ATLANTIC ASSET SECURITIZATION LLC 4.470000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 04821PFZ1, C.3 - LEI: 549300BUNY5BIX4CVW20
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-10-02
- **C.12 - Maturity Date (WAL):** 2026-04-13
- **C.13 - Final Legal Maturity Date:** 2026-04-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 10: ATLANTIC ASSET SECURITIZATION LLC

- **C.1 - Title:** ATLANTIC ASSET SECURITIZATION LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 04821TX67, C.4 - ISIN: US04821TX676, C.3 - LEI: 549300BUNY5BIX4CVW20
- **C.18 - Value (incl. sponsor support):** $49965680.00
- **C.18.a - Value (excl. sponsor support):** $49965680.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-10-06
- **C.12 - Maturity Date (WAL):** 2025-10-06
- **C.13 - Final Legal Maturity Date:** 2025-10-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 11: ATLANTIC ASSET SECURITIZATION LLC

- **C.1 - Title:** ATLANTIC ASSET SECURITIZATION LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 04821TXE0, C.4 - ISIN: US04821TXE09, C.3 - LEI: 549300BUNY5BIX4CVW20
- **C.18 - Value (incl. sponsor support):** $99839420.00
- **C.18.a - Value (excl. sponsor support):** $99839420.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-10-14
- **C.12 - Maturity Date (WAL):** 2025-10-14
- **C.13 - Final Legal Maturity Date:** 2025-10-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 12: ATLANTIC ASSET SECURITIZATION LLC

- **C.1 - Title:** ATLANTIC ASSET SECURITIZATION LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 04821TZH1, C.4 - ISIN: US04821TZH12, C.3 - LEI: 549300BUNY5BIX4CVW20
- **C.18 - Value (incl. sponsor support):** $49559735.00
- **C.18.a - Value (excl. sponsor support):** $49559735.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2025-12-17
- **C.12 - Maturity Date (WAL):** 2025-12-17
- **C.13 - Final Legal Maturity Date:** 2025-12-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 13: ATLANTIC ASSET SECURITIZATION LLC

- **C.1 - Title:** ATLANTIC ASSET SECURITIZATION LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 04821TZJ7, C.4 - ISIN: US04821TZJ77, C.3 - LEI: 549300BUNY5BIX4CVW20
- **C.18 - Value (incl. sponsor support):** $188306378.00
- **C.18.a - Value (excl. sponsor support):** $188306378.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2025-12-18
- **C.12 - Maturity Date (WAL):** 2025-12-18
- **C.13 - Final Legal Maturity Date:** 2025-12-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 14: ATLANTIC ASSET SECURITIZATION LLC

- **C.1 - Title:** ATLANTIC ASSET SECURITIZATION LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 04821TZV0, C.4 - ISIN: US04821TZV06, C.3 - LEI: 549300BUNY5BIX4CVW20
- **C.18 - Value (incl. sponsor support):** $98990000.00
- **C.18.a - Value (excl. sponsor support):** $98990000.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2025-12-29
- **C.12 - Maturity Date (WAL):** 2025-12-29
- **C.13 - Final Legal Maturity Date:** 2025-12-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 15: ATLANTIC ASSET SECURITIZATION LLC

- **C.1 - Title:** ATLANTIC ASSET SECURITIZATION LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 04821UC26, C.4 - ISIN: US04821UC264, C.3 - LEI: 549300BUNY5BIX4CVW20
- **C.18 - Value (incl. sponsor support):** $196605100.00
- **C.18.a - Value (excl. sponsor support):** $196605100.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 05253CBT2, C.3 - LEI: JHE42UYNWWTJB8YTTU19
- **C.18 - Value (incl. sponsor support):** $688566690.00
- **C.18.a - Value (excl. sponsor support):** $688566690.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2026-02-27
- **C.12 - Maturity Date (WAL):** 2026-02-27
- **C.13 - Final Legal Maturity Date:** 2026-02-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD 4.320000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 05253MZK3, C.4 - ISIN: US05253MZK34, C.3 - LEI: JHE42UYNWWTJB8YTTU19
- **C.18 - Value (incl. sponsor support):** $500091150.00
- **C.18.a - Value (excl. sponsor support):** $500091150.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-12-12
- **C.13 - Final Legal Maturity Date:** 2025-12-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 18: BG APT INVESTORS LP

- **C.1 - Title:** M/F HOUSING RB (BELLA VISTA) SERIES 2025A 4.200000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 05494MAA1, C.4 - ISIN: US05494MAA18, C.3 - LEI: 2549002PC81GBGZF0752
- **C.18 - Value (incl. sponsor support):** $23000000.00
- **C.18.a - Value (excl. sponsor support):** $23000000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2065-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 19: BPCE SA

- **C.1 - Title:** BPCE SA 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 05571CA92, C.4 - ISIN: US05571CA928, C.3 - LEI: 9695005MSX1OYEMGDF46
- **C.18 - Value (incl. sponsor support):** $494349600.00
- **C.18.a - Value (excl. sponsor support):** $494349600.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **C.11 - Maturity Date (WAM):** 2026-01-09
- **C.12 - Maturity Date (WAL):** 2026-01-09
- **C.13 - Final Legal Maturity Date:** 2026-01-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 20: BPCE SA

- **C.1 - Title:** BPCE SA 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 05571CAL5, C.4 - ISIN: US05571CAL54, C.3 - LEI: 9695005MSX1OYEMGDF46
- **C.18 - Value (incl. sponsor support):** $790029520.00
- **C.18.a - Value (excl. sponsor support):** $790029520.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.0100%
- **C.11 - Maturity Date (WAM):** 2026-01-20
- **C.12 - Maturity Date (WAL):** 2026-01-20
- **C.13 - Final Legal Maturity Date:** 2026-01-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 21: BPCE SA

- **C.1 - Title:** BPCE SA 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 05571CB59, C.4 - ISIN: US05571CB595, C.3 - LEI: 9695005MSX1OYEMGDF46
- **C.18 - Value (incl. sponsor support):** $985832300.00
- **C.18.a - Value (excl. sponsor support):** $985832300.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2026-02-05
- **C.12 - Maturity Date (WAL):** 2026-02-05
- **C.13 - Final Legal Maturity Date:** 2026-02-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 22: BPCE SA

- **C.1 - Title:** BPCE SA 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 05571CBD2, C.3 - LEI: 9695005MSX1OYEMGDF46
- **C.18 - Value (incl. sponsor support):** $715086042.00
- **C.18.a - Value (excl. sponsor support):** $715086042.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2026-02-13
- **C.12 - Maturity Date (WAL):** 2026-02-13
- **C.13 - Final Legal Maturity Date:** 2026-02-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 23: BPCE SA

- **C.1 - Title:** BPCE SA 4.410000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 05571EDX2, C.4 - ISIN: US05571EDX22, C.3 - LEI: 9695005MSX1OYEMGDF46
- **C.18 - Value (incl. sponsor support):** $500105000.00
- **C.18.a - Value (excl. sponsor support):** $500105000.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 24: BPCE SA

- **C.1 - Title:** BPCE SA 4.390000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 05571EDY0, C.4 - ISIN: US05571EDY05, C.3 - LEI: 9695005MSX1OYEMGDF46
- **C.18 - Value (incl. sponsor support):** $600120600.00
- **C.18.a - Value (excl. sponsor support):** $600120600.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-11-05
- **C.13 - Final Legal Maturity Date:** 2025-11-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 25: BPCE SA

- **C.1 - Title:** BPCE SA 4.390000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 05571EDZ7, C.4 - ISIN: US05571EDZ79, C.3 - LEI: 9695005MSX1OYEMGDF46
- **C.18 - Value (incl. sponsor support):** $200041160.00
- **C.18.a - Value (excl. sponsor support):** $200041160.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-11-06
- **C.13 - Final Legal Maturity Date:** 2025-11-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** BNP PARIBAS (NEW YORK BRANCH) 4.460000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 05593DGV9, C.4 - ISIN: US05593DGV91, C.3 - LEI: R0MUWSFPU8MPRO8K5P83
- **C.18 - Value (incl. sponsor support):** $350040845.00
- **C.18.a - Value (excl. sponsor support):** $350040845.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-10-14
- **C.12 - Maturity Date (WAL):** 2025-10-14
- **C.13 - Final Legal Maturity Date:** 2025-10-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** BNP PARIBAS (NEW YORK BRANCH) 4.340000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 05593DHG1, C.4 - ISIN: US05593DHG16, C.3 - LEI: R0MUWSFPU8MPRO8K5P83
- **C.18 - Value (incl. sponsor support):** $600133320.00
- **C.18.a - Value (excl. sponsor support):** $600133320.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-12-08
- **C.13 - Final Legal Maturity Date:** 2025-12-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** BNP PARIBAS (NEW YORK BRANCH) 4.350000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 05593DHP1, C.4 - ISIN: US05593DHP15, C.3 - LEI: R0MUWSFPU8MPRO8K5P83
- **C.18 - Value (incl. sponsor support):** $500281350.00
- **C.18.a - Value (excl. sponsor support):** $500281350.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-31
- **C.12 - Maturity Date (WAL):** 2025-12-31
- **C.13 - Final Legal Maturity Date:** 2025-12-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** BNP PARIBAS (NEW YORK BRANCH) 4.280000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 05593DJ95, C.4 - ISIN: US05593DJ954, C.3 - LEI: R0MUWSFPU8MPRO8K5P83
- **C.18 - Value (incl. sponsor support):** $470280590.00
- **C.18.a - Value (excl. sponsor support):** $470280590.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2026-02-04
- **C.12 - Maturity Date (WAL):** 2026-02-04
- **C.13 - Final Legal Maturity Date:** 2026-02-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** BNP PARIBAS (NEW YORK BRANCH) 4.260000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 05593DJJ3, C.4 - ISIN: US05593DJJ37, C.3 - LEI: R0MUWSFPU8MPRO8K5P83
- **C.18 - Value (incl. sponsor support):** $175105612.50
- **C.18.a - Value (excl. sponsor support):** $175105612.50
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2026-02-11
- **C.12 - Maturity Date (WAL):** 2026-02-11
- **C.13 - Final Legal Maturity Date:** 2026-02-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** BNP PARIBAS (NEW YORK BRANCH) 4.100000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 05593DKK8, C.4 - ISIN: US05593DKK80, C.3 - LEI: R0MUWSFPU8MPRO8K5P83
- **C.18 - Value (incl. sponsor support):** $338073582.60
- **C.18.a - Value (excl. sponsor support):** $338073582.60
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2026-03-11
- **C.12 - Maturity Date (WAL):** 2026-03-11
- **C.13 - Final Legal Maturity Date:** 2026-03-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** BNP PARIBAS (NEW YORK BRANCH) 4.080000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 05593DKM4, C.4 - ISIN: US05593DKM47, C.3 - LEI: R0MUWSFPU8MPRO8K5P83
- **C.18 - Value (incl. sponsor support):** $344048641.60
- **C.18.a - Value (excl. sponsor support):** $344048641.60
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2026-03-12
- **C.12 - Maturity Date (WAL):** 2026-03-12
- **C.13 - Final Legal Maturity Date:** 2026-03-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 33: BANCO BILBAO VIZCAYA ARGENTARIA SA (NEW YORK BRANCH)

- **C.1 - Title:** BANCO BILBAO VIZCAYA ARGENTARIA SA (NEW YORK BRANCH) 4.500000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 05971MCN3, C.3 - LEI: K8MS7FD7N5Z2WQ51AZ71
- **C.18 - Value (incl. sponsor support):** $300068340.00
- **C.18.a - Value (excl. sponsor support):** $300068340.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-10-27
- **C.12 - Maturity Date (WAL):** 2025-10-27
- **C.13 - Final Legal Maturity Date:** 2025-10-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 34: BANCO BILBAO VIZCAYA ARGENTARIA SA (NEW YORK BRANCH)

- **C.1 - Title:** BANCO BILBAO VIZCAYA ARGENTARIA SA (NEW YORK BRANCH) 4.500000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 05971MCP8, C.3 - LEI: K8MS7FD7N5Z2WQ51AZ71
- **C.18 - Value (incl. sponsor support):** $300061920.00
- **C.18.a - Value (excl. sponsor support):** $300061920.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-10-24
- **C.12 - Maturity Date (WAL):** 2025-10-24
- **C.13 - Final Legal Maturity Date:** 2025-10-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** BANCO BILBAO VIZCAYA ARGENTARIA SA (NEW YORK BRANCH) 4.500000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 05971MCT0, C.3 - LEI: K8MS7FD7N5Z2WQ51AZ71
- **C.18 - Value (incl. sponsor support):** $300077700.00
- **C.18.a - Value (excl. sponsor support):** $300077700.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-10-31
- **C.12 - Maturity Date (WAL):** 2025-10-31
- **C.13 - Final Legal Maturity Date:** 2025-10-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** BANCO BILBAO VIZCAYA ARGENTARIA SA (NEW YORK BRANCH) 4.480000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 05971MCV5, C.4 - ISIN: US05971MCV54, C.3 - LEI: K8MS7FD7N5Z2WQ51AZ71
- **C.18 - Value (incl. sponsor support):** $250071275.00
- **C.18.a - Value (excl. sponsor support):** $250071275.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-11-05
- **C.12 - Maturity Date (WAL):** 2025-11-05
- **C.13 - Final Legal Maturity Date:** 2025-11-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** BANCO BILBAO VIZCAYA ARGENTARIA SA (NEW YORK BRANCH) 4.480000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 05971MCW3, C.3 - LEI: K8MS7FD7N5Z2WQ51AZ71
- **C.18 - Value (incl. sponsor support):** $250071400.00
- **C.18.a - Value (excl. sponsor support):** $250071400.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-11-05
- **C.12 - Maturity Date (WAL):** 2025-11-05
- **C.13 - Final Legal Maturity Date:** 2025-11-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 38: BANCO BILBAO VIZCAYA ARGENTARIA SA (NEW YORK BRANCH)

- **C.1 - Title:** BANCO BILBAO VIZCAYA ARGENTARIA SA (NEW YORK BRANCH) 4.490000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 05971MCZ6, C.3 - LEI: K8MS7FD7N5Z2WQ51AZ71
- **C.18 - Value (incl. sponsor support):** $300110550.00
- **C.18.a - Value (excl. sponsor support):** $300110550.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-11-13
- **C.12 - Maturity Date (WAL):** 2025-11-13
- **C.13 - Final Legal Maturity Date:** 2025-11-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** BANCO BILBAO VIZCAYA ARGENTARIA SA (NEW YORK BRANCH) 4.150000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 05971MDX0, C.3 - LEI: K8MS7FD7N5Z2WQ51AZ71
- **C.18 - Value (incl. sponsor support):** $500027050.00
- **C.18.a - Value (excl. sponsor support):** $500027050.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2026-01-09
- **C.12 - Maturity Date (WAL):** 2026-01-09
- **C.13 - Final Legal Maturity Date:** 2026-01-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 40: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 4.440000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06050F7M8, C.4 - ISIN: US06050F7M89, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $200031940.00
- **C.18.a - Value (excl. sponsor support):** $200031940.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-24
- **C.13 - Final Legal Maturity Date:** 2025-10-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 41: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 4.500000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06050TNQ1, C.4 - ISIN: US06050TNQ12, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $500089515.00
- **C.18.a - Value (excl. sponsor support):** $500089515.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-07-09
- **C.13 - Final Legal Maturity Date:** 2026-07-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 42: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 4.500000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06050TNT5, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $600337176.00
- **C.18.a - Value (excl. sponsor support):** $600337176.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-07-10
- **C.13 - Final Legal Maturity Date:** 2026-07-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 43: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 4.230000%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 06050TNV0, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $515835082.80
- **C.18.a - Value (excl. sponsor support):** $515835082.80
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2026-07-07
- **C.12 - Maturity Date (WAL):** 2026-07-07
- **C.13 - Final Legal Maturity Date:** 2026-07-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 44: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 4.230000%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 06050TNW8, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $501108745.00
- **C.18.a - Value (excl. sponsor support):** $501108745.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2026-07-13
- **C.12 - Maturity Date (WAL):** 2026-07-13
- **C.13 - Final Legal Maturity Date:** 2026-07-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 45: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 4.520000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06050TNY4, C.4 - ISIN: US06050TNY46, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $1000153600.00
- **C.18.a - Value (excl. sponsor support):** $1000153600.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-10-02
- **C.13 - Final Legal Maturity Date:** 2026-10-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 46: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 4.180000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06051WPX6, C.4 - ISIN: US06051WPX64, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $99999760.00
- **C.18.a - Value (excl. sponsor support):** $99999760.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 47: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 4.480000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06051WSP0, C.4 - ISIN: US06051WSP04, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $440021912.00
- **C.18.a - Value (excl. sponsor support):** $440021912.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-10-08
- **C.12 - Maturity Date (WAL):** 2025-10-08
- **C.13 - Final Legal Maturity Date:** 2025-10-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 48: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 4.500000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06051WSR6, C.4 - ISIN: US06051WSR69, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $600511080.00
- **C.18.a - Value (excl. sponsor support):** $600511080.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2026-01-09
- **C.12 - Maturity Date (WAL):** 2026-01-09
- **C.13 - Final Legal Maturity Date:** 2026-01-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 49: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 4.500000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06051WSS4, C.4 - ISIN: US06051WSS43, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $600497700.00
- **C.18.a - Value (excl. sponsor support):** $600497700.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2026-01-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 50: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 4.460000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06051WTA2, C.4 - ISIN: US06051WTA26, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $500143600.00
- **C.18.a - Value (excl. sponsor support):** $500143600.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2025-11-06
- **C.12 - Maturity Date (WAL):** 2025-11-06
- **C.13 - Final Legal Maturity Date:** 2025-11-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 51: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 4.280000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06051WUV4, C.4 - ISIN: US06051WUV44, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $250319075.00
- **C.18.a - Value (excl. sponsor support):** $250319075.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2026-04-17
- **C.12 - Maturity Date (WAL):** 2026-04-17
- **C.13 - Final Legal Maturity Date:** 2026-04-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 52: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 4.430000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06051WVM3, C.4 - ISIN: US06051WVM36, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $500171650.00
- **C.18.a - Value (excl. sponsor support):** $500171650.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2025-11-10
- **C.12 - Maturity Date (WAL):** 2025-11-10
- **C.13 - Final Legal Maturity Date:** 2025-11-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 53: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 4.430000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06053RBC6, C.4 - ISIN: US06053RBC60, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $500198900.00
- **C.18.a - Value (excl. sponsor support):** $500198900.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-03-09
- **C.13 - Final Legal Maturity Date:** 2026-03-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 54: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 4.590000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06053RBM4, C.4 - ISIN: US06053RBM43, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $500574155.00
- **C.18.a - Value (excl. sponsor support):** $500574155.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-04-15
- **C.13 - Final Legal Maturity Date:** 2026-04-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 55: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 4.510000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06053RCA9, C.4 - ISIN: US06053RCA95, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $300207270.00
- **C.18.a - Value (excl. sponsor support):** $300207270.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-02-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 56: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 4.430000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06053RCJ0, C.4 - ISIN: US06053RCJ05, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $334980503.00
- **C.18.a - Value (excl. sponsor support):** $334980503.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 57: BOFA SECURITIES INC

- **C.1 - Title:** BOFA SECURITIES INC 4.370000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06054CJJ5, C.4 - ISIN: US06054CJJ53, C.3 - LEI: 549300HN4UKV1E2R3U73
- **C.18 - Value (incl. sponsor support):** $280042112.00
- **C.18.a - Value (excl. sponsor support):** $280042112.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-12-03
- **C.13 - Final Legal Maturity Date:** 2025-12-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 58: BOFA SECURITIES INC

- **C.1 - Title:** BOFA SECURITIES INC 4.390000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06054CJK2, C.4 - ISIN: US06054CJK27, C.3 - LEI: 549300HN4UKV1E2R3U73
- **C.18 - Value (incl. sponsor support):** $500092750.00
- **C.18.a - Value (excl. sponsor support):** $500092750.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-12-12
- **C.13 - Final Legal Maturity Date:** 2025-12-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 59: BOFA SECURITIES INC

- **C.1 - Title:** BOFA SECURITIES INC 4.330000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06054CJP1, C.4 - ISIN: US06054CJP14, C.3 - LEI: 549300HN4UKV1E2R3U73
- **C.18 - Value (incl. sponsor support):** $83001552.10
- **C.18.a - Value (excl. sponsor support):** $83001552.10
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-10
- **C.13 - Final Legal Maturity Date:** 2025-10-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 60: BOFA SECURITIES INC

- **C.1 - Title:** BOFA SECURITIES INC 4.350000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06054CJS5, C.4 - ISIN: US06054CJS52, C.3 - LEI: 549300HN4UKV1E2R3U73
- **C.18 - Value (incl. sponsor support):** $250008475.00
- **C.18.a - Value (excl. sponsor support):** $250008475.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-14
- **C.13 - Final Legal Maturity Date:** 2025-10-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 61: BOFA SECURITIES INC

- **C.1 - Title:** BOFA SECURITIES INC 4.570000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06054CKL8, C.4 - ISIN: US06054CKL80, C.3 - LEI: 549300HN4UKV1E2R3U73
- **C.18 - Value (incl. sponsor support):** $300235350.00
- **C.18.a - Value (excl. sponsor support):** $300235350.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-01-26
- **C.13 - Final Legal Maturity Date:** 2026-01-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 62: BOFA SECURITIES INC

- **C.1 - Title:** BOFA SECURITIES INC 4.560000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06054CKS3, C.4 - ISIN: US06054CKS34, C.3 - LEI: 549300HN4UKV1E2R3U73
- **C.18 - Value (incl. sponsor support):** $350275485.00
- **C.18.a - Value (excl. sponsor support):** $350275485.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-02-04
- **C.13 - Final Legal Maturity Date:** 2026-02-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 63: BOFA SECURITIES INC

- **C.1 - Title:** BOFA SECURITIES INC 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06054NXL0, C.4 - ISIN: US06054NXL09, C.3 - LEI: 549300HN4UKV1E2R3U73
- **C.18 - Value (incl. sponsor support):** $498850450.00
- **C.18.a - Value (excl. sponsor support):** $498850450.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-10-20
- **C.12 - Maturity Date (WAL):** 2025-10-20
- **C.13 - Final Legal Maturity Date:** 2025-10-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 64: BOFA SECURITIES INC

- **C.1 - Title:** BOFA SECURITIES INC 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06054PAC0, C.4 - ISIN: US06054PAC05, C.3 - LEI: 549300HN4UKV1E2R3U73
- **C.18 - Value (incl. sponsor support):** $494141350.00
- **C.18.a - Value (excl. sponsor support):** $494141350.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2026-01-12
- **C.12 - Maturity Date (WAL):** 2026-01-12
- **C.13 - Final Legal Maturity Date:** 2026-01-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 65: BOFA SECURITIES INC

- **C.1 - Title:** BOFA SECURITIES INC 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06054PE69, C.4 - ISIN: US06054PE696, C.3 - LEI: 549300HN4UKV1E2R3U73
- **C.18 - Value (incl. sponsor support):** $658927980.00
- **C.18.a - Value (excl. sponsor support):** $658927980.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2026-05-06
- **C.12 - Maturity Date (WAL):** 2026-05-06
- **C.13 - Final Legal Maturity Date:** 2026-05-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 66: BOFA SECURITIES INC

- **C.1 - Title:** BOFA SECURITIES INC 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06054PEL6, C.4 - ISIN: US06054PEL67, C.3 - LEI: 549300HN4UKV1E2R3U73
- **C.18 - Value (incl. sponsor support):** $731063025.00
- **C.18.a - Value (excl. sponsor support):** $731063025.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2026-05-20
- **C.12 - Maturity Date (WAL):** 2026-05-20
- **C.13 - Final Legal Maturity Date:** 2026-05-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 67: BOFA SECURITIES INC

- **C.1 - Title:** BOFA SECURITIES INC 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06054PFH4, C.4 - ISIN: US06054PFH47, C.3 - LEI: 549300HN4UKV1E2R3U73
- **C.18 - Value (incl. sponsor support):** $194381120.00
- **C.18.a - Value (excl. sponsor support):** $194381120.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2026-06-17
- **C.12 - Maturity Date (WAL):** 2026-06-17
- **C.13 - Final Legal Maturity Date:** 2026-06-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 68: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 4.500000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06054RAE2, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $600387108.00
- **C.18.a - Value (excl. sponsor support):** $600387108.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-04-27
- **C.13 - Final Legal Maturity Date:** 2026-04-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 69: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 4.400000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06054RAG7, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $400097544.00
- **C.18.a - Value (excl. sponsor support):** $400097544.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-12-19
- **C.13 - Final Legal Maturity Date:** 2025-12-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 70: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 4.400000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06054RAH5, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $500097485.00
- **C.18.a - Value (excl. sponsor support):** $500097485.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-12-26
- **C.13 - Final Legal Maturity Date:** 2025-12-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 71: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 4.560000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06054RAQ5, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $500463040.00
- **C.18.a - Value (excl. sponsor support):** $500463040.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-03-25
- **C.13 - Final Legal Maturity Date:** 2026-03-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 72: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 4.470000%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 06054RB27, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $500200805.00
- **C.18.a - Value (excl. sponsor support):** $500200805.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-05-22
- **C.13 - Final Legal Maturity Date:** 2026-05-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 73: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 4.410000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06054RBC5, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $473746228.45
- **C.18.a - Value (excl. sponsor support):** $473746228.45
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.0100%
- **C.11 - Maturity Date (WAM):** 2026-03-17
- **C.12 - Maturity Date (WAL):** 2026-03-17
- **C.13 - Final Legal Maturity Date:** 2026-03-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 74: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 4.400000%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 06054RBM3, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $92097232.96
- **C.18.a - Value (excl. sponsor support):** $92097232.96
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2026-02-09
- **C.12 - Maturity Date (WAL):** 2026-02-09
- **C.13 - Final Legal Maturity Date:** 2026-02-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 75: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 4.380000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06054RBU5, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $54085608.36
- **C.18.a - Value (excl. sponsor support):** $54085608.36
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2026-03-13
- **C.12 - Maturity Date (WAL):** 2026-03-13
- **C.13 - Final Legal Maturity Date:** 2026-03-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 76: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 4.440000%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 06054RCS9, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $385097035.40
- **C.18.a - Value (excl. sponsor support):** $385097035.40
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-05-06
- **C.13 - Final Legal Maturity Date:** 2026-05-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 77: BANK OF MONTREAL (CHICAGO BRANCH)

- **C.1 - Title:** BANK OF MONTREAL (CHICAGO BRANCH) 4.410000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06367DRX5, C.4 - ISIN: US06367DRX56, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16
- **C.18 - Value (incl. sponsor support):** $150132660.00
- **C.18.a - Value (excl. sponsor support):** $150132660.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2026-01-22
- **C.12 - Maturity Date (WAL):** 2026-01-22
- **C.13 - Final Legal Maturity Date:** 2026-01-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 78: BANK OF MONTREAL

- **C.1 - Title:** BANK OF MONTREAL 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06369LXN0, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16
- **C.18 - Value (incl. sponsor support):** $1246858125.00
- **C.18.a - Value (excl. sponsor support):** $1246858125.00
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2025-10-22
- **C.12 - Maturity Date (WAL):** 2025-10-22
- **C.13 - Final Legal Maturity Date:** 2025-10-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 79: BANK OF MONTREAL

- **C.1 - Title:** BANK OF MONTREAL 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06369LXP5, C.4 - ISIN: US06369LXP56, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16
- **C.18 - Value (incl. sponsor support):** $498685850.00
- **C.18.a - Value (excl. sponsor support):** $498685850.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2025-10-23
- **C.12 - Maturity Date (WAL):** 2025-10-23
- **C.13 - Final Legal Maturity Date:** 2025-10-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 80: BANK OF MONTREAL

- **C.1 - Title:** BANK OF MONTREAL 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06369LZA6, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16
- **C.18 - Value (incl. sponsor support):** $158716848.00
- **C.18.a - Value (excl. sponsor support):** $158716848.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2025-12-10
- **C.12 - Maturity Date (WAL):** 2025-12-10
- **C.13 - Final Legal Maturity Date:** 2025-12-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 81: BANK OF NOVA SCOTIA (HOUSTON BRANCH)

- **C.1 - Title:** BANK OF NOVA SCOTIA (HOUSTON BRANCH) 4.480000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06418NDU3, C.4 - ISIN: US06418NDU37, C.3 - LEI: L3I9ZG2KFGXZ61BMYR72
- **C.18 - Value (incl. sponsor support):** $500111200.00
- **C.18.a - Value (excl. sponsor support):** $500111200.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 82: BANK OF NOVA SCOTIA (HOUSTON BRANCH)

- **C.1 - Title:** BANK OF NOVA SCOTIA (HOUSTON BRANCH) 4.330000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06418NFY3, C.4 - ISIN: US06418NFY31, C.3 - LEI: L3I9ZG2KFGXZ61BMYR72
- **C.18 - Value (incl. sponsor support):** $700111580.00
- **C.18.a - Value (excl. sponsor support):** $700111580.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-12-12
- **C.13 - Final Legal Maturity Date:** 2025-12-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 83: BANK OF NOVA SCOTIA (NEW YORK BRANCH)

- **C.1 - Title:** BANK OF NOVA SCOTIA (NEW YORK BRANCH) 4.410000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06418NHG0, C.4 - ISIN: US06418NHG07, C.3 - LEI: L3I9ZG2KFGXZ61BMYR72
- **C.18 - Value (incl. sponsor support):** $700375480.00
- **C.18.a - Value (excl. sponsor support):** $700375480.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** BARCLAYS BANK PLC US COLLATERALIZED CP NOTES SERIES 2010-1 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06741EA75, C.4 - ISIN: US06741EA757, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $100853826.00
- **C.18.a - Value (excl. sponsor support):** $100853826.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2026-01-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** BARCLAYS BANK PLC US COLLATERALIZED CP NOTES SERIES 2010-1 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06741EAL4, C.4 - ISIN: US06741EAL48, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $291251612.00
- **C.18.a - Value (excl. sponsor support):** $291251612.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2026-01-20
- **C.12 - Maturity Date (WAL):** 2026-01-20
- **C.13 - Final Legal Maturity Date:** 2026-01-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** BARCLAYS BANK PLC US COLLATERALIZED CP NOTES SERIES 2010-1 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06741EAP5, C.4 - ISIN: US06741EAP51, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $296086410.00
- **C.18.a - Value (excl. sponsor support):** $296086410.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2026-01-23
- **C.12 - Maturity Date (WAL):** 2026-01-23
- **C.13 - Final Legal Maturity Date:** 2026-01-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** BARCLAYS BANK PLC US COLLATERALIZED CP NOTES SERIES 2010-1 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06741EB90, C.4 - ISIN: US06741EB904, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $97592260.08
- **C.18.a - Value (excl. sponsor support):** $97592260.08
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2026-02-09
- **C.12 - Maturity Date (WAL):** 2026-02-09
- **C.13 - Final Legal Maturity Date:** 2026-02-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** BARCLAYS BANK PLC US COLLATERALIZED CP NOTES SERIES 2010-1 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06741EBJ8, C.4 - ISIN: US06741EBJ82, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $98420380.00
- **C.18.a - Value (excl. sponsor support):** $98420380.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **C.11 - Maturity Date (WAM):** 2026-02-18
- **C.12 - Maturity Date (WAL):** 2026-02-18
- **C.13 - Final Legal Maturity Date:** 2026-02-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** BARCLAYS BANK PLC US COLLATERALIZED CP NOTES SERIES 2010-1 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06741ECQ1, C.4 - ISIN: US06741ECQ17, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $132385104.00
- **C.18.a - Value (excl. sponsor support):** $132385104.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2026-03-24
- **C.12 - Maturity Date (WAL):** 2026-03-24
- **C.13 - Final Legal Maturity Date:** 2026-03-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** BARCLAYS BANK PLC US COLLATERALIZED CP NOTES SERIES 2010-1 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06741ECS7, C.4 - ISIN: US06741ECS72, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $98041970.00
- **C.18.a - Value (excl. sponsor support):** $98041970.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2026-03-26
- **C.12 - Maturity Date (WAL):** 2026-03-26
- **C.13 - Final Legal Maturity Date:** 2026-03-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** BARCLAYS BANK PLC US COLLATERALIZED CP NOTES SERIES 2010-1 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06741FXU6, C.4 - ISIN: US06741FXU64, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $99674930.00
- **C.18.a - Value (excl. sponsor support):** $99674930.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-10-28
- **C.12 - Maturity Date (WAL):** 2025-10-28
- **C.13 - Final Legal Maturity Date:** 2025-10-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** BARCLAYS BANK PLC US COLLATERALIZED CP NOTES SERIES 2010-1 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06741FXV4, C.4 - ISIN: US06741FXV48, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $199326160.00
- **C.18.a - Value (excl. sponsor support):** $199326160.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-10-29
- **C.12 - Maturity Date (WAL):** 2025-10-29
- **C.13 - Final Legal Maturity Date:** 2025-10-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** BARCLAYS BANK PLC US COLLATERALIZED CP NOTES SERIES 2010-1 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06741FY50, C.4 - ISIN: US06741FY507, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $139415010.00
- **C.18.a - Value (excl. sponsor support):** $139415010.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-11-05
- **C.12 - Maturity Date (WAL):** 2025-11-05
- **C.13 - Final Legal Maturity Date:** 2025-11-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** BARCLAYS BANK PLC US COLLATERALIZED CP NOTES SERIES 2010-1 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06741FYC5, C.4 - ISIN: US06741FYC57, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $99501870.00
- **C.18.a - Value (excl. sponsor support):** $99501870.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-11-12
- **C.12 - Maturity Date (WAL):** 2025-11-12
- **C.13 - Final Legal Maturity Date:** 2025-11-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** BARCLAYS BANK PLC US COLLATERALIZED CP NOTES SERIES 2010-1 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06741FZV2, C.4 - ISIN: US06741FZV20, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $197956240.00
- **C.18.a - Value (excl. sponsor support):** $197956240.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-12-29
- **C.12 - Maturity Date (WAL):** 2025-12-29
- **C.13 - Final Legal Maturity Date:** 2025-12-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** BARCLAYS BANK PLC US COLLATERALIZED CP NOTES SERIES 2010-1 4.360000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06741HMV2, C.4 - ISIN: US06741HMV23, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $230039353.00
- **C.18.a - Value (excl. sponsor support):** $230039353.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-11-21
- **C.13 - Final Legal Maturity Date:** 2025-11-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** BARCLAYS BANK PLC US COLLATERALIZED CP NOTES SERIES 2010-1 4.480000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06741HPU1, C.4 - ISIN: US06741HPU13, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $171028386.00
- **C.18.a - Value (excl. sponsor support):** $171028386.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-24
- **C.13 - Final Legal Maturity Date:** 2025-10-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 98: BARCLAYS BANK PLC US COLLATERALIZED CP NOTES SERIES 2010-1

- **C.1 - Title:** BARCLAYS BANK PLC US COLLATERALIZED CP NOTES SERIES 2010-1 4.390000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06741HPY3, C.4 - ISIN: US06741HPY35, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $345058201.50
- **C.18.a - Value (excl. sponsor support):** $345058201.50
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-11-10
- **C.13 - Final Legal Maturity Date:** 2025-11-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 99: BARCLAYS BANK PLC US COLLATERALIZED CP NOTES SERIES 2010-1

- **C.1 - Title:** BARCLAYS BANK PLC US COLLATERALIZED CP NOTES SERIES 2010-1 4.400000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06741HQD8, C.4 - ISIN: US06741HQD88, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $450099675.00
- **C.18.a - Value (excl. sponsor support):** $450099675.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 100: BARCLAYS BANK PLC US COLLATERALIZED CP NOTES SERIES 2010-1

- **C.1 - Title:** BARCLAYS BANK PLC US COLLATERALIZED CP NOTES SERIES 2010-1 4.370000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06741HQH9, C.4 - ISIN: US06741HQH92, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $120026892.00
- **C.18.a - Value (excl. sponsor support):** $120026892.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-12-02
- **C.13 - Final Legal Maturity Date:** 2025-12-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 101: BARCLAYS BANK UK PLC

- **C.1 - Title:** BARCLAYS BANK UK PLC 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06744QX13, C.4 - ISIN: US06744QX138, C.3 - LEI: 213800UUGANOMFJ9X769
- **C.18 - Value (incl. sponsor support):** $1007884886.40
- **C.18.a - Value (excl. sponsor support):** $1007884886.40
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 102: BARCLAYS BANK UK PLC

- **C.1 - Title:** BARCLAYS BANK UK PLC 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06744QX21, C.3 - LEI: 213800UUGANOMFJ9X769
- **C.18 - Value (incl. sponsor support):** $449897220.00
- **C.18.a - Value (excl. sponsor support):** $449897220.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2025-10-02
- **C.12 - Maturity Date (WAL):** 2025-10-02
- **C.13 - Final Legal Maturity Date:** 2025-10-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 103: BARCLAYS BANK UK PLC

- **C.1 - Title:** BARCLAYS BANK UK PLC 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06744QX39, C.3 - LEI: 213800UUGANOMFJ9X769
- **C.18 - Value (incl. sponsor support):** $474837217.50
- **C.18.a - Value (excl. sponsor support):** $474837217.50
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2025-10-03
- **C.12 - Maturity Date (WAL):** 2025-10-03
- **C.13 - Final Legal Maturity Date:** 2025-10-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 104: BARCLAYS BANK UK PLC

- **C.1 - Title:** BARCLAYS BANK UK PLC 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06744QX70, C.3 - LEI: 213800UUGANOMFJ9X769
- **C.18 - Value (incl. sponsor support):** $249799875.00
- **C.18.a - Value (excl. sponsor support):** $249799875.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2025-10-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** BARCLAYS BANK PLC (NEW YORK BRANCH) 4.510000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06745GDG3, C.4 - ISIN: US06745GDG38, C.3 - LEI: G5GSEF7VJP5I7OUK5573
- **C.18 - Value (incl. sponsor support):** $750108675.00
- **C.18.a - Value (excl. sponsor support):** $750108675.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-21
- **C.13 - Final Legal Maturity Date:** 2025-10-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** BARCLAYS BANK PLC (NEW YORK BRANCH) 4.510000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06745GDM0, C.4 - ISIN: US06745GDM06, C.3 - LEI: G5GSEF7VJP5I7OUK5573
- **C.18 - Value (incl. sponsor support):** $1000167400.00
- **C.18.a - Value (excl. sponsor support):** $1000167400.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-24
- **C.13 - Final Legal Maturity Date:** 2025-10-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** BARCLAYS BANK PLC (NEW YORK BRANCH) 4.400000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06745GDS7, C.4 - ISIN: US06745GDS75, C.3 - LEI: G5GSEF7VJP5I7OUK5573
- **C.18 - Value (incl. sponsor support):** $368058659.20
- **C.18.a - Value (excl. sponsor support):** $368058659.20
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-11-14
- **C.13 - Final Legal Maturity Date:** 2025-11-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** BARCLAYS BANK PLC (NEW YORK BRANCH) 4.400000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06745GDX6, C.4 - ISIN: US06745GDX60, C.3 - LEI: G5GSEF7VJP5I7OUK5573
- **C.18 - Value (incl. sponsor support):** $332053385.60
- **C.18.a - Value (excl. sponsor support):** $332053385.60
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-11-17
- **C.13 - Final Legal Maturity Date:** 2025-11-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** BARCLAYS BANK PLC (NEW YORK BRANCH) 4.390000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06745GDZ1, C.4 - ISIN: US06745GDZ19, C.3 - LEI: G5GSEF7VJP5I7OUK5573
- **C.18 - Value (incl. sponsor support):** $346051311.80
- **C.18.a - Value (excl. sponsor support):** $346051311.80
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-11-14
- **C.13 - Final Legal Maturity Date:** 2025-11-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 110: BARCLAYS BANK PLC (NEW YORK BRANCH)

- **C.1 - Title:** BARCLAYS BANK PLC (NEW YORK BRANCH) 4.390000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06745GEB3, C.4 - ISIN: US06745GEB32, C.3 - LEI: G5GSEF7VJP5I7OUK5573
- **C.18 - Value (incl. sponsor support):** $500083350.00
- **C.18.a - Value (excl. sponsor support):** $500083350.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-11-20
- **C.13 - Final Legal Maturity Date:** 2025-11-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 111: BARCLAYS BANK PLC (NEW YORK BRANCH)

- **C.1 - Title:** BARCLAYS BANK PLC (NEW YORK BRANCH) 4.140000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06745GEG2, C.4 - ISIN: US06745GEG29, C.3 - LEI: G5GSEF7VJP5I7OUK5573
- **C.18 - Value (incl. sponsor support):** $199997500.00
- **C.18.a - Value (excl. sponsor support):** $199997500.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-12-22
- **C.12 - Maturity Date (WAL):** 2025-12-22
- **C.13 - Final Legal Maturity Date:** 2025-12-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 112: BARCLAYS BANK PLC (NEW YORK BRANCH)

- **C.1 - Title:** BARCLAYS BANK PLC (NEW YORK BRANCH) 4.150000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06745GEJ6, C.4 - ISIN: US06745GEJ67, C.3 - LEI: G5GSEF7VJP5I7OUK5573
- **C.18 - Value (incl. sponsor support):** $724996955.00
- **C.18.a - Value (excl. sponsor support):** $724996955.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-12-19
- **C.12 - Maturity Date (WAL):** 2025-12-19
- **C.13 - Final Legal Maturity Date:** 2025-12-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 113: BARTON CAPITAL SA

- **C.1 - Title:** BARTON CAPITAL SA 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06945LXM5, C.4 - ISIN: US06945LXM52, C.3 - LEI: 549300KOFKIMD0C37W24
- **C.18 - Value (incl. sponsor support):** $149637900.00
- **C.18.a - Value (excl. sponsor support):** $149637900.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-10-21
- **C.12 - Maturity Date (WAL):** 2025-10-21
- **C.13 - Final Legal Maturity Date:** 2025-10-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 114: BARTON CAPITAL SA

- **C.1 - Title:** BARTON CAPITAL SA 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06945LXQ6, C.3 - LEI: 549300KOFKIMD0C37W24
- **C.18 - Value (incl. sponsor support):** $49861930.00
- **C.18.a - Value (excl. sponsor support):** $49861930.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-10-24
- **C.12 - Maturity Date (WAL):** 2025-10-24
- **C.13 - Final Legal Maturity Date:** 2025-10-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 115: BARTON CAPITAL SA

- **C.1 - Title:** BARTON CAPITAL SA 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06945LXX1, C.4 - ISIN: US06945LXX18, C.3 - LEI: 549300KOFKIMD0C37W24
- **C.18 - Value (incl. sponsor support):** $49821305.00
- **C.18.a - Value (excl. sponsor support):** $49821305.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-10-31
- **C.12 - Maturity Date (WAL):** 2025-10-31
- **C.13 - Final Legal Maturity Date:** 2025-10-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 116: BARTON CAPITAL SA

- **C.1 - Title:** BARTON CAPITAL SA 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06945LYR3, C.3 - LEI: 549300KOFKIMD0C37W24
- **C.18 - Value (incl. sponsor support):** $99363360.00
- **C.18.a - Value (excl. sponsor support):** $99363360.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-11-25
- **C.12 - Maturity Date (WAL):** 2025-11-25
- **C.13 - Final Legal Maturity Date:** 2025-11-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 117: BARTON CAPITAL SA

- **C.1 - Title:** BARTON CAPITAL SA 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06945LZA9, C.4 - ISIN: US06945LZA96, C.3 - LEI: 549300KOFKIMD0C37W24
- **C.18 - Value (incl. sponsor support):** $99199480.00
- **C.18.a - Value (excl. sponsor support):** $99199480.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2025-12-10
- **C.12 - Maturity Date (WAL):** 2025-12-10
- **C.13 - Final Legal Maturity Date:** 2025-12-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 118: BARTON CAPITAL SA

- **C.1 - Title:** BARTON CAPITAL SA 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06945LZC5, C.3 - LEI: 549300KOFKIMD0C37W24
- **C.18 - Value (incl. sponsor support):** $99177330.00
- **C.18.a - Value (excl. sponsor support):** $99177330.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2025-12-12
- **C.12 - Maturity Date (WAL):** 2025-12-12
- **C.13 - Final Legal Maturity Date:** 2025-12-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 119: BARTON CAPITAL SA

- **C.1 - Title:** BARTON CAPITAL SA 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06945LZN1, C.4 - ISIN: US06945LZN18, C.3 - LEI: 549300KOFKIMD0C37W24
- **C.18 - Value (incl. sponsor support):** $99066940.00
- **C.18.a - Value (excl. sponsor support):** $99066940.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2025-12-22
- **C.12 - Maturity Date (WAL):** 2025-12-22
- **C.13 - Final Legal Maturity Date:** 2025-12-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 120: BARTON CAPITAL SA

- **C.1 - Title:** BARTON CAPITAL SA 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06945MAM8, C.4 - ISIN: US06945MAM82, C.3 - LEI: 549300KOFKIMD0C37W24
- **C.18 - Value (incl. sponsor support):** $71082777.60
- **C.18.a - Value (excl. sponsor support):** $71082777.60
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2026-01-21
- **C.12 - Maturity Date (WAL):** 2026-01-21
- **C.13 - Final Legal Maturity Date:** 2026-01-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 121: BAYERISCHE LANDESBANK (NEW YORK BRANCH)

- **C.1 - Title:** BAYERISCHE LANDESBANK (NEW YORK BRANCH) 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 07274LX69, C.3 - LEI: 549300DJ6F1V4GISFC11
- **C.18 - Value (incl. sponsor support):** $399726480.00
- **C.18.a - Value (excl. sponsor support):** $399726480.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-10-06
- **C.12 - Maturity Date (WAL):** 2025-10-06
- **C.13 - Final Legal Maturity Date:** 2025-10-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 122: BEDFORD ROW FUNDING CORP

- **C.1 - Title:** BEDFORD ROW FUNDING CORP 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 07644AYJ7, C.4 - ISIN: US07644AYJ77, C.3 - LEI: 5493000JWH1Z48FX0180
- **C.18 - Value (incl. sponsor support):** $298314540.00
- **C.18.a - Value (excl. sponsor support):** $298314540.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-11-18
- **C.12 - Maturity Date (WAL):** 2025-11-18
- **C.13 - Final Legal Maturity Date:** 2025-11-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 123: BEDFORD ROW FUNDING CORP

- **C.1 - Title:** BEDFORD ROW FUNDING CORP 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 07644BA69, C.4 - ISIN: US07644BA691, C.3 - LEI: 5493000JWH1Z48FX0180
- **C.18 - Value (incl. sponsor support):** $98904030.00
- **C.18.a - Value (excl. sponsor support):** $98904030.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **C.11 - Maturity Date (WAM):** 2026-01-06
- **C.12 - Maturity Date (WAL):** 2026-01-06
- **C.13 - Final Legal Maturity Date:** 2026-01-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 124: BEDFORD ROW FUNDING CORP

- **C.1 - Title:** BEDFORD ROW FUNDING CORP 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 07644BA93, C.4 - ISIN: US07644BA931, C.3 - LEI: 5493000JWH1Z48FX0180
- **C.18 - Value (incl. sponsor support):** $98870900.00
- **C.18.a - Value (excl. sponsor support):** $98870900.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2026-01-09
- **C.12 - Maturity Date (WAL):** 2026-01-09
- **C.13 - Final Legal Maturity Date:** 2026-01-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 125: BEDFORD ROW FUNDING CORP

- **C.1 - Title:** BEDFORD ROW FUNDING CORP 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 07644BAU6, C.4 - ISIN: US07644BAU61, C.3 - LEI: 5493000JWH1Z48FX0180
- **C.18 - Value (incl. sponsor support):** $197323340.00
- **C.18.a - Value (excl. sponsor support):** $197323340.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2026-01-28
- **C.12 - Maturity Date (WAL):** 2026-01-28
- **C.13 - Final Legal Maturity Date:** 2026-01-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 126: BEDFORD ROW FUNDING CORP

- **C.1 - Title:** BEDFORD ROW FUNDING CORP 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 07644BB50, C.3 - LEI: 5493000JWH1Z48FX0180
- **C.18 - Value (incl. sponsor support):** $246434675.00
- **C.18.a - Value (excl. sponsor support):** $246434675.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.0100%
- **C.11 - Maturity Date (WAM):** 2026-02-05
- **C.12 - Maturity Date (WAL):** 2026-02-05
- **C.13 - Final Legal Maturity Date:** 2026-02-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 127: BEDFORD ROW FUNDING CORP

- **C.1 - Title:** BEDFORD ROW FUNDING CORP 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 07644BBB7, C.3 - LEI: 5493000JWH1Z48FX0180
- **C.18 - Value (incl. sponsor support):** $120179918.60
- **C.18.a - Value (excl. sponsor support):** $120179918.60
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.0100%
- **C.11 - Maturity Date (WAM):** 2026-02-11
- **C.12 - Maturity Date (WAL):** 2026-02-11
- **C.13 - Final Legal Maturity Date:** 2026-02-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 128: BEDFORD ROW FUNDING CORP

- **C.1 - Title:** BEDFORD ROW FUNDING CORP 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 07644BBK7, C.3 - LEI: 5493000JWH1Z48FX0180
- **C.18 - Value (incl. sponsor support):** $54131352.00
- **C.18.a - Value (excl. sponsor support):** $54131352.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2026-02-19
- **C.12 - Maturity Date (WAL):** 2026-02-19
- **C.13 - Final Legal Maturity Date:** 2026-02-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 129: BEDFORD ROW FUNDING CORP

- **C.1 - Title:** BEDFORD ROW FUNDING CORP 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 07644BBL5, C.3 - LEI: 5493000JWH1Z48FX0180
- **C.18 - Value (incl. sponsor support):** $98409720.00
- **C.18.a - Value (excl. sponsor support):** $98409720.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2026-02-20
- **C.12 - Maturity Date (WAL):** 2026-02-20
- **C.13 - Final Legal Maturity Date:** 2026-02-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 130: BEDFORD ROW FUNDING CORP

- **C.1 - Title:** BEDFORD ROW FUNDING CORP 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 07644BDA7, C.3 - LEI: 5493000JWH1Z48FX0180
- **C.18 - Value (incl. sponsor support):** $181128320.00
- **C.18.a - Value (excl. sponsor support):** $181128320.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2026-04-10
- **C.12 - Maturity Date (WAL):** 2026-04-10
- **C.13 - Final Legal Maturity Date:** 2026-04-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 131: BEDFORD ROW FUNDING CORP

- **C.1 - Title:** BEDFORD ROW FUNDING CORP 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 07644BE57, C.4 - ISIN: US07644BE578, C.3 - LEI: 5493000JWH1Z48FX0180
- **C.18 - Value (incl. sponsor support):** $97653390.00
- **C.18.a - Value (excl. sponsor support):** $97653390.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2026-05-05
- **C.12 - Maturity Date (WAL):** 2026-05-05
- **C.13 - Final Legal Maturity Date:** 2026-05-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 132: BEDFORD ROW FUNDING CORP

- **C.1 - Title:** BEDFORD ROW FUNDING CORP 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 07644BFQ0, C.3 - LEI: 5493000JWH1Z48FX0180
- **C.18 - Value (incl. sponsor support):** $145704645.00
- **C.18.a - Value (excl. sponsor support):** $145704645.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-06-24
- **C.12 - Maturity Date (WAL):** 2026-06-24
- **C.13 - Final Legal Maturity Date:** 2026-06-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 133: BEDFORD ROW FUNDING CORP

- **C.1 - Title:** BEDFORD ROW FUNDING CORP 4.330000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 07644DPK8, C.4 - ISIN: US07644DPK80, C.3 - LEI: 5493000JWH1Z48FX0180
- **C.18 - Value (incl. sponsor support):** $119001047.20
- **C.18.a - Value (excl. sponsor support):** $119001047.20
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-03
- **C.13 - Final Legal Maturity Date:** 2025-10-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 134: BEDFORD ROW FUNDING CORP

- **C.1 - Title:** BEDFORD ROW FUNDING CORP 4.380000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 07644DPP7, C.4 - ISIN: US07644DPP77, C.3 - LEI: 5493000JWH1Z48FX0180
- **C.18 - Value (incl. sponsor support):** $200028440.00
- **C.18.a - Value (excl. sponsor support):** $200028440.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-11-05
- **C.13 - Final Legal Maturity Date:** 2025-11-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 135: BEDFORD ROW FUNDING CORP

- **C.1 - Title:** BEDFORD ROW FUNDING CORP 4.350000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 07644DPR3, C.4 - ISIN: US07644DPR34, C.3 - LEI: 5493000JWH1Z48FX0180
- **C.18 - Value (incl. sponsor support):** $200044580.00
- **C.18.a - Value (excl. sponsor support):** $200044580.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-12-08
- **C.13 - Final Legal Maturity Date:** 2025-12-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 136: BEDFORD ROW FUNDING CORP

- **C.1 - Title:** BEDFORD ROW FUNDING CORP 4.370000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 07645RFF8, C.4 - ISIN: US07645RFF82, C.3 - LEI: 5493000JWH1Z48FX0180
- **C.18 - Value (incl. sponsor support):** $250056775.00
- **C.18.a - Value (excl. sponsor support):** $250056775.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 137: BENNINGTON STARK CAPITAL COMPANY LLC

- **C.1 - Title:** BENNINGTON STARK CAPITAL COMPANY LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 08224LY75, C.3 - LEI: 549300PGDCWK6DU9QM65
- **C.18 - Value (incl. sponsor support):** $253883686.50
- **C.18.a - Value (excl. sponsor support):** $253883686.50
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2025-11-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 138: BENNINGTON STARK CAPITAL COMPANY LLC

- **C.1 - Title:** BENNINGTON STARK CAPITAL COMPANY LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 08224LYE0, C.3 - LEI: 549300PGDCWK6DU9QM65
- **C.18 - Value (incl. sponsor support):** $274734133.90
- **C.18.a - Value (excl. sponsor support):** $274734133.90
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-11-14
- **C.12 - Maturity Date (WAL):** 2025-11-14
- **C.13 - Final Legal Maturity Date:** 2025-11-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 139: BNP PARIBAS SA

- **C.1 - Title:** BNP PARIBAS SA 4.330000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 09660YQJ9, C.4 - ISIN: US09660YQJ90, C.3 - LEI: R0MUWSFPU8MPRO8K5P83
- **C.18 - Value (incl. sponsor support):** $435001348.50
- **C.18.a - Value (excl. sponsor support):** $435001348.50
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 140: BRECKENRIDGE TERRACE, LLC

- **C.1 - Title:** HOUSING FACILITIES REVENUE NOTES SERIES 1999B 4.360000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 106538AB7, C.4 - ISIN: US106538AB78, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $1000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2039-05-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 141: CAFCO LLC

- **C.1 - Title:** CAFCO LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 1247P2XH2, C.4 - ISIN: US1247P2XH27, C.3 - LEI: 8O46YQAGJ63WE5QHIG35
- **C.18 - Value (incl. sponsor support):** $74853622.50
- **C.18.a - Value (excl. sponsor support):** $74853622.50
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-10-17
- **C.12 - Maturity Date (WAL):** 2025-10-17
- **C.13 - Final Legal Maturity Date:** 2025-10-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 142: CAFCO LLC

- **C.1 - Title:** CAFCO LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 1247P2YH1, C.4 - ISIN: US1247P2YH18, C.3 - LEI: 8O46YQAGJ63WE5QHIG35
- **C.18 - Value (incl. sponsor support):** $99450130.00
- **C.18.a - Value (excl. sponsor support):** $99450130.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-11-17
- **C.12 - Maturity Date (WAL):** 2025-11-17
- **C.13 - Final Legal Maturity Date:** 2025-11-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 143: CAFCO LLC

- **C.1 - Title:** CAFCO LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 1247P2YL2, C.3 - LEI: 8O46YQAGJ63WE5QHIG35
- **C.18 - Value (incl. sponsor support):** $74562997.50
- **C.18.a - Value (excl. sponsor support):** $74562997.50
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2025-11-20
- **C.12 - Maturity Date (WAL):** 2025-11-20
- **C.13 - Final Legal Maturity Date:** 2025-11-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 144: CAFCO LLC

- **C.1 - Title:** CAFCO LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 1247P2YM0, C.4 - ISIN: US1247P2YM03, C.3 - LEI: 8O46YQAGJ63WE5QHIG35
- **C.18 - Value (incl. sponsor support):** $24851607.50
- **C.18.a - Value (excl. sponsor support):** $24851607.50
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2025-11-21
- **C.12 - Maturity Date (WAL):** 2025-11-21
- **C.13 - Final Legal Maturity Date:** 2025-11-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 145: CAFCO LLC

- **C.1 - Title:** CAFCO LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 1247P2ZF4, C.4 - ISIN: US1247P2ZF43, C.3 - LEI: 8O46YQAGJ63WE5QHIG35
- **C.18 - Value (incl. sponsor support):** $148716450.00
- **C.18.a - Value (excl. sponsor support):** $148716450.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2025-12-15
- **C.12 - Maturity Date (WAL):** 2025-12-15
- **C.13 - Final Legal Maturity Date:** 2025-12-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 146: CRC FUNDING LLC

- **C.1 - Title:** CRC FUNDING LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 12619TXH2, C.3 - LEI: 549300HKCCNTZDBBEN75
- **C.18 - Value (incl. sponsor support):** $99804830.00
- **C.18.a - Value (excl. sponsor support):** $99804830.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-10-17
- **C.12 - Maturity Date (WAL):** 2025-10-17
- **C.13 - Final Legal Maturity Date:** 2025-10-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 147: CRC FUNDING LLC

- **C.1 - Title:** CRC FUNDING LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 12619TYH1, C.4 - ISIN: US12619TYH12, C.3 - LEI: 549300HKCCNTZDBBEN75
- **C.18 - Value (incl. sponsor support):** $74587402.50
- **C.18.a - Value (excl. sponsor support):** $74587402.50
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-11-17
- **C.12 - Maturity Date (WAL):** 2025-11-17
- **C.13 - Final Legal Maturity Date:** 2025-11-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 148: CRC FUNDING LLC

- **C.1 - Title:** CRC FUNDING LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 12619TYM0, C.3 - LEI: 549300HKCCNTZDBBEN75
- **C.18 - Value (incl. sponsor support):** $74554320.00
- **C.18.a - Value (excl. sponsor support):** $74554320.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2025-11-21
- **C.12 - Maturity Date (WAL):** 2025-11-21
- **C.13 - Final Legal Maturity Date:** 2025-11-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 149: CRC FUNDING LLC

- **C.1 - Title:** CRC FUNDING LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 12619TZ98, C.4 - ISIN: US12619TZ984, C.3 - LEI: 549300HKCCNTZDBBEN75
- **C.18 - Value (incl. sponsor support):** $99207960.00
- **C.18.a - Value (excl. sponsor support):** $99207960.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2025-12-09
- **C.12 - Maturity Date (WAL):** 2025-12-09
- **C.13 - Final Legal Maturity Date:** 2025-12-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 150: CRC FUNDING LLC

- **C.1 - Title:** CRC FUNDING LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 12619TZC1, C.4 - ISIN: US12619TZC16, C.3 - LEI: 549300HKCCNTZDBBEN75
- **C.18 - Value (incl. sponsor support):** $123968787.50
- **C.18.a - Value (excl. sponsor support):** $123968787.50
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2025-12-12
- **C.12 - Maturity Date (WAL):** 2025-12-12
- **C.13 - Final Legal Maturity Date:** 2025-12-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 151: CRC FUNDING LLC

- **C.1 - Title:** CRC FUNDING LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 12619TZH0, C.4 - ISIN: US12619TZH03, C.3 - LEI: 549300HKCCNTZDBBEN75
- **C.18 - Value (incl. sponsor support):** $140750868.60
- **C.18.a - Value (excl. sponsor support):** $140750868.60
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2025-12-17
- **C.12 - Maturity Date (WAL):** 2025-12-17
- **C.13 - Final Legal Maturity Date:** 2025-12-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 152: CP CANYONS WFH LLC

- **C.1 - Title:** TAXABLE M/F HOUSING RB (SKYVIEW RESIDENCES) SERIES 2025A 4.200000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 12658PAB0, C.4 - ISIN: US12658PAB04, C.3 - LEI: 254900F9PG6QUBCJUL32, C.5 - Other ID: 12658PAB0_1
- **C.18 - Value (incl. sponsor support):** $4000000.00
- **C.18.a - Value (excl. sponsor support):** $4000000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2065-02-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 153: CABOT TRAIL FUNDING LLC

- **C.1 - Title:** CABOT TRAIL FUNDING LLC 4.370000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 12710CAM1, C.4 - ISIN: US12710CAM10, C.3 - LEI: 25490002FPRX2W8W9V23
- **C.18 - Value (incl. sponsor support):** $225040207.50
- **C.18.a - Value (excl. sponsor support):** $225040207.50
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-11-13
- **C.13 - Final Legal Maturity Date:** 2025-11-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 154: CABOT TRAIL FUNDING LLC

- **C.1 - Title:** CABOT TRAIL FUNDING LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 12710GXV7, C.4 - ISIN: US12710GXV75, C.3 - LEI: 25490002FPRX2W8W9V23
- **C.18 - Value (incl. sponsor support):** $69765556.00
- **C.18.a - Value (excl. sponsor support):** $69765556.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-10-29
- **C.12 - Maturity Date (WAL):** 2025-10-29
- **C.13 - Final Legal Maturity Date:** 2025-10-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 155: CABOT TRAIL FUNDING LLC

- **C.1 - Title:** CABOT TRAIL FUNDING LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 12710GXW5, C.4 - ISIN: US12710GXW58, C.3 - LEI: 25490002FPRX2W8W9V23
- **C.18 - Value (incl. sponsor support):** $69757331.00
- **C.18.a - Value (excl. sponsor support):** $69757331.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-10-30
- **C.12 - Maturity Date (WAL):** 2025-10-30
- **C.13 - Final Legal Maturity Date:** 2025-10-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 156: CABOT TRAIL FUNDING LLC

- **C.1 - Title:** CABOT TRAIL FUNDING LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 12710GYE4, C.4 - ISIN: US12710GYE42, C.3 - LEI: 25490002FPRX2W8W9V23
- **C.18 - Value (incl. sponsor support):** $99483120.00
- **C.18.a - Value (excl. sponsor support):** $99483120.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-11-14
- **C.12 - Maturity Date (WAL):** 2025-11-14
- **C.13 - Final Legal Maturity Date:** 2025-11-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 157: CABOT TRAIL FUNDING LLC

- **C.1 - Title:** CABOT TRAIL FUNDING LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 12710GYS3, C.4 - ISIN: US12710GYS38, C.3 - LEI: 25490002FPRX2W8W9V23
- **C.18 - Value (incl. sponsor support):** $49675495.00
- **C.18.a - Value (excl. sponsor support):** $49675495.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-11-26
- **C.12 - Maturity Date (WAL):** 2025-11-26
- **C.13 - Final Legal Maturity Date:** 2025-11-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 158: CABOT TRAIL FUNDING LLC

- **C.1 - Title:** CABOT TRAIL FUNDING LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 12710GZG8, C.4 - ISIN: US12710GZG80, C.3 - LEI: 25490002FPRX2W8W9V23
- **C.18 - Value (incl. sponsor support):** $83873959.31
- **C.18.a - Value (excl. sponsor support):** $83873959.31
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2025-12-16
- **C.12 - Maturity Date (WAL):** 2025-12-16
- **C.13 - Final Legal Maturity Date:** 2025-12-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 159: CABOT TRAIL FUNDING LLC

- **C.1 - Title:** CABOT TRAIL FUNDING LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 12710HA65, C.4 - ISIN: US12710HA658, C.3 - LEI: 25490002FPRX2W8W9V23
- **C.18 - Value (incl. sponsor support):** $98901310.00
- **C.18.a - Value (excl. sponsor support):** $98901310.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2026-01-06
- **C.12 - Maturity Date (WAL):** 2026-01-06
- **C.13 - Final Legal Maturity Date:** 2026-01-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 160: CABOT TRAIL FUNDING LLC

- **C.1 - Title:** CABOT TRAIL FUNDING LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 12710HA99, C.4 - ISIN: US12710HA997, C.3 - LEI: 25490002FPRX2W8W9V23
- **C.18 - Value (incl. sponsor support):** $98868100.00
- **C.18.a - Value (excl. sponsor support):** $98868100.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **C.11 - Maturity Date (WAM):** 2026-01-09
- **C.12 - Maturity Date (WAL):** 2026-01-09
- **C.13 - Final Legal Maturity Date:** 2026-01-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 161: CABOT TRAIL FUNDING LLC

- **C.1 - Title:** CABOT TRAIL FUNDING LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 12710HAG3, C.4 - ISIN: US12710HAG39, C.3 - LEI: 25490002FPRX2W8W9V23
- **C.18 - Value (incl. sponsor support):** $246976750.00
- **C.18.a - Value (excl. sponsor support):** $246976750.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **C.11 - Maturity Date (WAM):** 2026-01-16
- **C.12 - Maturity Date (WAL):** 2026-01-16
- **C.13 - Final Legal Maturity Date:** 2026-01-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 162: CABOT TRAIL FUNDING LLC

- **C.1 - Title:** CABOT TRAIL FUNDING LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 12710HAV0, C.4 - ISIN: US12710HAV06, C.3 - LEI: 25490002FPRX2W8W9V23
- **C.18 - Value (incl. sponsor support):** $58079596.12
- **C.18.a - Value (excl. sponsor support):** $58079596.12
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2026-01-29
- **C.12 - Maturity Date (WAL):** 2026-01-29
- **C.13 - Final Legal Maturity Date:** 2026-01-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 163: CABOT TRAIL FUNDING LLC

- **C.1 - Title:** CABOT TRAIL FUNDING LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 12710HB31, C.4 - ISIN: US12710HB318, C.3 - LEI: 25490002FPRX2W8W9V23
- **C.18 - Value (incl. sponsor support):** $78775247.70
- **C.18.a - Value (excl. sponsor support):** $78775247.70
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2026-02-03
- **C.12 - Maturity Date (WAL):** 2026-02-03
- **C.13 - Final Legal Maturity Date:** 2026-02-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 164: CABOT TRAIL FUNDING LLC

- **C.1 - Title:** CABOT TRAIL FUNDING LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 12710HB56, C.4 - ISIN: US12710HB565, C.3 - LEI: 25490002FPRX2W8W9V23
- **C.18 - Value (incl. sponsor support):** $123212887.50
- **C.18.a - Value (excl. sponsor support):** $123212887.50
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2026-02-05
- **C.12 - Maturity Date (WAL):** 2026-02-05
- **C.13 - Final Legal Maturity Date:** 2026-02-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 165: CABOT TRAIL FUNDING LLC

- **C.1 - Title:** CABOT TRAIL FUNDING LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 12710HBK3, C.4 - ISIN: US12710HBK32, C.3 - LEI: 25490002FPRX2W8W9V23
- **C.18 - Value (incl. sponsor support):** $106290036.00
- **C.18.a - Value (excl. sponsor support):** $106290036.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.0100%
- **C.11 - Maturity Date (WAM):** 2026-02-19
- **C.12 - Maturity Date (WAL):** 2026-02-19
- **C.13 - Final Legal Maturity Date:** 2026-02-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 166: CABOT TRAIL FUNDING LLC

- **C.1 - Title:** CABOT TRAIL FUNDING LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 12710HC22, C.4 - ISIN: US12710HC225, C.3 - LEI: 25490002FPRX2W8W9V23
- **C.18 - Value (incl. sponsor support):** $98297880.00
- **C.18.a - Value (excl. sponsor support):** $98297880.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.0100%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 167: CABOT TRAIL FUNDING LLC

- **C.1 - Title:** CABOT TRAIL FUNDING LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 12710HCP1, C.4 - ISIN: US12710HCP10, C.3 - LEI: 25490002FPRX2W8W9V23
- **C.18 - Value (incl. sponsor support):** $196162340.00
- **C.18.a - Value (excl. sponsor support):** $196162340.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2026-03-23
- **C.12 - Maturity Date (WAL):** 2026-03-23
- **C.13 - Final Legal Maturity Date:** 2026-03-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 168: CAISSE AMORTISSEMENT DE LA DETTE SOCIALE

- **C.1 - Title:** CAISSE AMORTISSEMENT DE LA DETTE SOCIALE 0.000000%
- **C.6 - Investment Category:** Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
- **Identifiers:** C.3 - CUSIP: 12802WFW9, C.3 - LEI: 969500P04DQJS4BPM574
- **C.18 - Value (incl. sponsor support):** $970894400.00
- **C.18.a - Value (excl. sponsor support):** $970894400.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 169: CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH)

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 4.490000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 13606DJH6, C.4 - ISIN: US13606DJH61, C.3 - LEI: 549300H8L46OOZOFHU82
- **C.18 - Value (incl. sponsor support):** $500199200.00
- **C.18.a - Value (excl. sponsor support):** $500199200.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-11-17
- **C.13 - Final Legal Maturity Date:** 2025-11-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 4.500000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 13606DNL2, C.4 - ISIN: US13606DNL28, C.3 - LEI: 549300H8L46OOZOFHU82
- **C.18 - Value (incl. sponsor support):** $499049405.99
- **C.18.a - Value (excl. sponsor support):** $499049405.99
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-09-09
- **C.13 - Final Legal Maturity Date:** 2026-09-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 171: CANADIAN IMPERIAL BANK OF COMMERCE

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 13608BB94, C.4 - ISIN: US13608BB944, C.3 - LEI: 2IGI19DL77OX0HC3ZE78
- **C.18 - Value (incl. sponsor support):** $490607190.00
- **C.18.a - Value (excl. sponsor support):** $490607190.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2026-02-09
- **C.12 - Maturity Date (WAL):** 2026-02-09
- **C.13 - Final Legal Maturity Date:** 2026-02-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 172: CELLMARK, INC

- **C.1 - Title:** TAXABLE NOTES SERIES 2018A 4.200000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 15118CAA8, C.4 - ISIN: US15118CAA80, C.3 - LEI: 549300JWG1LWHVNYN325
- **C.18 - Value (incl. sponsor support):** $140000000.00
- **C.18.a - Value (excl. sponsor support):** $140000000.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2038-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 173: CHARIOT FUNDING LLC

- **C.1 - Title:** CHARIOT FUNDING LLC 4.440000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 15963WP48, C.4 - ISIN: US15963WP483, C.3 - LEI: 549300EEWRNP448AMT79
- **C.18 - Value (incl. sponsor support):** $80000955.20
- **C.18.a - Value (excl. sponsor support):** $80000955.20
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2026-01-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 174: CHARIOT FUNDING LLC

- **C.1 - Title:** CHARIOT FUNDING LLC 4.430000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 15963WQ39, C.4 - ISIN: US15963WQ390, C.3 - LEI: 549300EEWRNP448AMT79
- **C.18 - Value (incl. sponsor support):** $330013840.20
- **C.18.a - Value (excl. sponsor support):** $330013840.20
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-01-23
- **C.13 - Final Legal Maturity Date:** 2026-01-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 175: CHARIOT FUNDING LLC

- **C.1 - Title:** CHARIOT FUNDING LLC 4.440000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 15963WQ62, C.4 - ISIN: US15963WQ622, C.3 - LEI: 549300EEWRNP448AMT79
- **C.18 - Value (incl. sponsor support):** $240017006.40
- **C.18.a - Value (excl. sponsor support):** $240017006.40
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-03-04
- **C.13 - Final Legal Maturity Date:** 2026-03-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 176: CHARIOT FUNDING LLC

- **C.1 - Title:** CHARIOT FUNDING LLC 4.420000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 15963WQ96, C.4 - ISIN: US15963WQ960, C.3 - LEI: 549300EEWRNP448AMT79
- **C.18 - Value (incl. sponsor support):** $192005798.40
- **C.18.a - Value (excl. sponsor support):** $192005798.40
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-02-24
- **C.13 - Final Legal Maturity Date:** 2026-02-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 177: CHARIOT FUNDING LLC

- **C.1 - Title:** CHARIOT FUNDING LLC 4.440000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 15963WR38, C.4 - ISIN: US15963WR380, C.3 - LEI: 549300EEWRNP448AMT79
- **C.18 - Value (incl. sponsor support):** $200014738.00
- **C.18.a - Value (excl. sponsor support):** $200014738.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-05-04
- **C.13 - Final Legal Maturity Date:** 2026-05-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 178: CHARIOT FUNDING LLC

- **C.1 - Title:** CHARIOT FUNDING LLC 4.460000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 15963WR61, C.4 - ISIN: US15963WR612, C.3 - LEI: 549300EEWRNP448AMT79
- **C.18 - Value (incl. sponsor support):** $100009439.00
- **C.18.a - Value (excl. sponsor support):** $100009439.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-06-03
- **C.13 - Final Legal Maturity Date:** 2026-06-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 179: CHARIOT FUNDING LLC

- **C.1 - Title:** CHARIOT FUNDING LLC 4.460000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 15963WR79, C.4 - ISIN: US15963WR794, C.3 - LEI: 549300EEWRNP448AMT79
- **C.18 - Value (incl. sponsor support):** $225021163.50
- **C.18.a - Value (excl. sponsor support):** $225021163.50
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-06-04
- **C.13 - Final Legal Maturity Date:** 2026-06-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 180: CHARIOT FUNDING LLC

- **C.1 - Title:** CHARIOT FUNDING LLC 4.460000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 15963WS37, C.4 - ISIN: US15963WS370, C.3 - LEI: 549300EEWRNP448AMT79
- **C.18 - Value (incl. sponsor support):** $250024757.50
- **C.18.a - Value (excl. sponsor support):** $250024757.50
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-06-15
- **C.13 - Final Legal Maturity Date:** 2026-06-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 181: CHARTA LLC

- **C.1 - Title:** CHARTA LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 16115VXH7, C.3 - LEI: 5493000FNFK79LCM6M65
- **C.18 - Value (incl. sponsor support):** $49901470.00
- **C.18.a - Value (excl. sponsor support):** $49901470.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-10-17
- **C.12 - Maturity Date (WAL):** 2025-10-17
- **C.13 - Final Legal Maturity Date:** 2025-10-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 182: CHARTA LLC

- **C.1 - Title:** CHARTA LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 16115VYA1, C.4 - ISIN: US16115VYA15, C.3 - LEI: 5493000FNFK79LCM6M65
- **C.18 - Value (incl. sponsor support):** $26469474.26
- **C.18.a - Value (excl. sponsor support):** $26469474.26
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-11-10
- **C.12 - Maturity Date (WAL):** 2025-11-10
- **C.13 - Final Legal Maturity Date:** 2025-11-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 183: CHARTA LLC

- **C.1 - Title:** CHARTA LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 16115VYE3, C.3 - LEI: 5493000FNFK79LCM6M65
- **C.18 - Value (incl. sponsor support):** $99483120.00
- **C.18.a - Value (excl. sponsor support):** $99483120.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-11-14
- **C.12 - Maturity Date (WAL):** 2025-11-14
- **C.13 - Final Legal Maturity Date:** 2025-11-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 184: CHARTA LLC

- **C.1 - Title:** CHARTA LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 16115VYH6, C.4 - ISIN: US16115VYH67, C.3 - LEI: 5493000FNFK79LCM6M65
- **C.18 - Value (incl. sponsor support):** $49724935.00
- **C.18.a - Value (excl. sponsor support):** $49724935.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-11-17
- **C.12 - Maturity Date (WAL):** 2025-11-17
- **C.13 - Final Legal Maturity Date:** 2025-11-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 185: CHARTA LLC

- **C.1 - Title:** CHARTA LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 16115VYM5, C.3 - LEI: 5493000FNFK79LCM6M65
- **C.18 - Value (incl. sponsor support):** $173960080.00
- **C.18.a - Value (excl. sponsor support):** $173960080.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2025-11-21
- **C.12 - Maturity Date (WAL):** 2025-11-21
- **C.13 - Final Legal Maturity Date:** 2025-11-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 186: CHARTA LLC

- **C.1 - Title:** CHARTA LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 16115VZA0, C.4 - ISIN: US16115VZA06, C.3 - LEI: 5493000FNFK79LCM6M65
- **C.18 - Value (incl. sponsor support):** $49598490.00
- **C.18.a - Value (excl. sponsor support):** $49598490.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2025-12-10
- **C.12 - Maturity Date (WAL):** 2025-12-10
- **C.13 - Final Legal Maturity Date:** 2025-12-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 187: CHARTA LLC

- **C.1 - Title:** CHARTA LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 16115VZB8, C.4 - ISIN: US16115VZB88, C.3 - LEI: 5493000FNFK79LCM6M65
- **C.18 - Value (incl. sponsor support):** $141835980.00
- **C.18.a - Value (excl. sponsor support):** $141835980.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2025-12-11
- **C.12 - Maturity Date (WAL):** 2025-12-11
- **C.13 - Final Legal Maturity Date:** 2025-12-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 188: CHARTA LLC

- **C.1 - Title:** CHARTA LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 16115VZG7, C.4 - ISIN: US16115VZG75, C.3 - LEI: 5493000FNFK79LCM6M65
- **C.18 - Value (incl. sponsor support):** $142932392.81
- **C.18.a - Value (excl. sponsor support):** $142932392.81
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2025-12-16
- **C.12 - Maturity Date (WAL):** 2025-12-16
- **C.13 - Final Legal Maturity Date:** 2025-12-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 189: CHARTA LLC

- **C.1 - Title:** CHARTA LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 16115WA98, C.3 - LEI: 5493000FNFK79LCM6M65
- **C.18 - Value (incl. sponsor support):** $98868100.00
- **C.18.a - Value (excl. sponsor support):** $98868100.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **C.11 - Maturity Date (WAM):** 2026-01-09
- **C.12 - Maturity Date (WAL):** 2026-01-09
- **C.13 - Final Legal Maturity Date:** 2026-01-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 190: CHARTA LLC

- **C.1 - Title:** CHARTA LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 16115WAC1, C.4 - ISIN: US16115WAC10, C.3 - LEI: 5493000FNFK79LCM6M65
- **C.18 - Value (incl. sponsor support):** $49417455.00
- **C.18.a - Value (excl. sponsor support):** $49417455.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **C.11 - Maturity Date (WAM):** 2026-01-12
- **C.12 - Maturity Date (WAL):** 2026-01-12
- **C.13 - Final Legal Maturity Date:** 2026-01-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 191: CHARTA LLC

- **C.1 - Title:** CHARTA LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 16115WAG2, C.3 - LEI: 5493000FNFK79LCM6M65
- **C.18 - Value (incl. sponsor support):** $49395350.00
- **C.18.a - Value (excl. sponsor support):** $49395350.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **C.11 - Maturity Date (WAM):** 2026-01-16
- **C.12 - Maturity Date (WAL):** 2026-01-16
- **C.13 - Final Legal Maturity Date:** 2026-01-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 192: CHARTA LLC

- **C.1 - Title:** CHARTA LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 16115WAN7, C.3 - LEI: 5493000FNFK79LCM6M65
- **C.18 - Value (incl. sponsor support):** $24681117.50
- **C.18.a - Value (excl. sponsor support):** $24681117.50
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **C.11 - Maturity Date (WAM):** 2026-01-22
- **C.12 - Maturity Date (WAL):** 2026-01-22
- **C.13 - Final Legal Maturity Date:** 2026-01-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 193: CHESHAM FIN LTD / CHESHAM FIN LLC SERIES 3

- **C.1 - Title:** CHESHAM FIN LTD / CHESHAM FIN LLC SERIES 3 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 16537HX13, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $265969622.80
- **C.18.a - Value (excl. sponsor support):** $265969622.80
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 194: CHESHAM FIN LTD / CHESHAM FIN LLC SERIES 3

- **C.1 - Title:** CHESHAM FIN LTD / CHESHAM FIN LLC SERIES 3 4.060000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 16537HX70, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $99919890.00
- **C.18.a - Value (excl. sponsor support):** $99919890.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2025-10-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 195: CHESHAM FIN LTD / CHESHAM FIN LLC SERIES 4

- **C.1 - Title:** CHESHAM FIN LTD / CHESHAM FIN LLC SERIES 4 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 16538AX17, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $169980586.00
- **C.18.a - Value (excl. sponsor support):** $169980586.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 196: CITIGROUP GLOBAL MARKETS INC

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC 4.410000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 1730QPCD7, C.4 - ISIN: US1730QPCD74, C.3 - LEI: MBNUM2BPBDO7JBLYG310
- **C.18 - Value (incl. sponsor support):** $500081300.00
- **C.18.a - Value (excl. sponsor support):** $500081300.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 197: CITIBANK NA

- **C.1 - Title:** CITIBANK NA 4.500000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 17330QHM2, C.4 - ISIN: US17330QHM24, C.3 - LEI: E57ODZWZ7FF32TWEFA76
- **C.18 - Value (incl. sponsor support):** $750774300.00
- **C.18.a - Value (excl. sponsor support):** $750774300.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2026-02-23
- **C.12 - Maturity Date (WAL):** 2026-02-23
- **C.13 - Final Legal Maturity Date:** 2026-02-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 198: CITIBANK NA

- **C.1 - Title:** CITIBANK NA 4.480000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 17330QHW0, C.4 - ISIN: US17330QHW06, C.3 - LEI: E57ODZWZ7FF32TWEFA76
- **C.18 - Value (incl. sponsor support):** $300103890.00
- **C.18.a - Value (excl. sponsor support):** $300103890.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-11-24
- **C.13 - Final Legal Maturity Date:** 2025-11-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 199: CITIBANK NA

- **C.1 - Title:** CITIBANK NA 4.400000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 17330QHX8, C.4 - ISIN: US17330QHX88, C.3 - LEI: E57ODZWZ7FF32TWEFA76
- **C.18 - Value (incl. sponsor support):** $400035080.00
- **C.18.a - Value (excl. sponsor support):** $400035080.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-10-22
- **C.12 - Maturity Date (WAL):** 2025-10-22
- **C.13 - Final Legal Maturity Date:** 2025-10-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 200: CITIBANK NA

- **C.1 - Title:** CITIBANK NA 4.550000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 17330QJE8, C.4 - ISIN: US17330QJE89, C.3 - LEI: E57ODZWZ7FF32TWEFA76
- **C.18 - Value (incl. sponsor support):** $500396250.00
- **C.18.a - Value (excl. sponsor support):** $500396250.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-03-26
- **C.13 - Final Legal Maturity Date:** 2026-03-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 201: CITIBANK NA

- **C.1 - Title:** CITIBANK NA 4.480000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 17330QJH1, C.4 - ISIN: US17330QJH11, C.3 - LEI: E57ODZWZ7FF32TWEFA76
- **C.18 - Value (incl. sponsor support):** $500182950.00
- **C.18.a - Value (excl. sponsor support):** $500182950.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-12-12
- **C.13 - Final Legal Maturity Date:** 2025-12-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 202: CITIBANK NA

- **C.1 - Title:** CITIBANK NA 4.450000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 17330QJM0, C.4 - ISIN: US17330QJM06, C.3 - LEI: E57ODZWZ7FF32TWEFA76
- **C.18 - Value (incl. sponsor support):** $675176445.00
- **C.18.a - Value (excl. sponsor support):** $675176445.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-11-17
- **C.13 - Final Legal Maturity Date:** 2025-11-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** COLLATERALIZED COMMERCIAL PAPER V CO LLC 4.510000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 19423RLD9, C.4 - ISIN: US19423RLD97, C.3 - LEI: 549300ZLXI3T111CH173
- **C.18 - Value (incl. sponsor support):** $194023547.72
- **C.18.a - Value (excl. sponsor support):** $194023547.72
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-01-27
- **C.13 - Final Legal Maturity Date:** 2026-01-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** COLLATERALIZED COMMERCIAL PAPER V CO LLC 4.460000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 19423RLJ6, C.4 - ISIN: US19423RLJ67, C.3 - LEI: 549300ZLXI3T111CH173
- **C.18 - Value (incl. sponsor support):** $245027427.75
- **C.18.a - Value (excl. sponsor support):** $245027427.75
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-02-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** COLLATERALIZED COMMERCIAL PAPER V CO LLC 4.410000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 19423RLT4, C.4 - ISIN: US19423RLT40, C.3 - LEI: 549300ZLXI3T111CH173
- **C.18 - Value (incl. sponsor support):** $500001320.00
- **C.18.a - Value (excl. sponsor support):** $500001320.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-01-05
- **C.13 - Final Legal Maturity Date:** 2026-01-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** COLLATERALIZED COMMERCIAL PAPER V CO LLC 4.410000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 19423RLW7, C.4 - ISIN: US19423RLW78, C.3 - LEI: 549300ZLXI3T111CH173
- **C.18 - Value (incl. sponsor support):** $263001391.27
- **C.18.a - Value (excl. sponsor support):** $263001391.27
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-01-06
- **C.13 - Final Legal Maturity Date:** 2026-01-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** COLLATERALIZED COMMERCIAL PAPER V CO LLC 4.420000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 19423RLY3, C.4 - ISIN: US19423RLY35, C.3 - LEI: 549300ZLXI3T111CH173
- **C.18 - Value (incl. sponsor support):** $130009564.10
- **C.18.a - Value (excl. sponsor support):** $130009564.10
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-02-10
- **C.13 - Final Legal Maturity Date:** 2026-02-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 208: COLLATERALIZED COMMERCIAL PAPER V CO LLC

- **C.1 - Title:** COLLATERALIZED COMMERCIAL PAPER V CO LLC 4.370000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 19423RM97, C.4 - ISIN: US19423RM978, C.3 - LEI: 549300ZLXI3T111CH173
- **C.18 - Value (incl. sponsor support):** $300187290.00
- **C.18.a - Value (excl. sponsor support):** $300187290.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2026-02-26
- **C.12 - Maturity Date (WAL):** 2026-02-26
- **C.13 - Final Legal Maturity Date:** 2026-02-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 209: COLLATERALIZED COMMERCIAL PAPER V CO LLC

- **C.1 - Title:** COLLATERALIZED COMMERCIAL PAPER V CO LLC 4.410000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 19423RME6, C.4 - ISIN: US19423RME61, C.3 - LEI: 549300ZLXI3T111CH173
- **C.18 - Value (incl. sponsor support):** $200000528.00
- **C.18.a - Value (excl. sponsor support):** $200000528.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-01-05
- **C.13 - Final Legal Maturity Date:** 2026-01-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 210: COLLATERALIZED COMMERCIAL PAPER V CO LLC

- **C.1 - Title:** COLLATERALIZED COMMERCIAL PAPER V CO LLC 4.420000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 19423RMJ5, C.4 - ISIN: US19423RMJ58, C.3 - LEI: 549300ZLXI3T111CH173
- **C.18 - Value (incl. sponsor support):** $250020415.00
- **C.18.a - Value (excl. sponsor support):** $250020415.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-02-09
- **C.13 - Final Legal Maturity Date:** 2026-02-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** COLLATERALIZED COMMERCIAL PAPER V CO LLC 4.410000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 19423RNC9, C.4 - ISIN: US19423RNC96, C.3 - LEI: 549300ZLXI3T111CH173
- **C.18 - Value (incl. sponsor support):** $365036503.65
- **C.18.a - Value (excl. sponsor support):** $365036503.65
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-03-03
- **C.13 - Final Legal Maturity Date:** 2026-03-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** COLLATERALIZED COMMERCIAL PAPER V CO LLC 4.410000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 19423RND7, C.4 - ISIN: US19423RND79, C.3 - LEI: 549300ZLXI3T111CH173
- **C.18 - Value (incl. sponsor support):** $400042300.00
- **C.18.a - Value (excl. sponsor support):** $400042300.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-03-04
- **C.13 - Final Legal Maturity Date:** 2026-03-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** COLLATERALIZED COMMERCIAL PAPER V CO LLC 4.430000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 19423RP78, C.4 - ISIN: US19423RP781, C.3 - LEI: 549300ZLXI3T111CH173
- **C.18 - Value (incl. sponsor support):** $365036390.50
- **C.18.a - Value (excl. sponsor support):** $365036390.50
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-06-15
- **C.13 - Final Legal Maturity Date:** 2026-06-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 214: Colorado Housing & Finance Auth

- **C.1 - Title:** S/F MORTGAGE CLASS II RB SERIES 2023F2 4.120000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 1964802P1, C.4 - ISIN: US1964802P13, C.3 - LEI: 5493005GIROYQAWBMC18
- **C.18 - Value (incl. sponsor support):** $24400000.00
- **C.18.a - Value (excl. sponsor support):** $24400000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2043-05-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 215: Colorado Housing & Finance Auth

- **C.1 - Title:** S/F MORTGAGE CLASS I BONDS SERIES 2019L2 4.100000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 196480CY1, C.4 - ISIN: US196480CY11, C.3 - LEI: 5493005GIROYQAWBMC18
- **C.18 - Value (incl. sponsor support):** $12350000.00
- **C.18.a - Value (excl. sponsor support):** $12350000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2044-05-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 216: Colorado Housing & Finance Auth

- **C.1 - Title:** S/F MORTGAGE BONDS CLASS II SERIES 2023A2 4.120000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 196480T72, C.4 - ISIN: US196480T724, C.3 - LEI: 5493005GIROYQAWBMC18
- **C.18 - Value (incl. sponsor support):** $20155000.00
- **C.18.a - Value (excl. sponsor support):** $20155000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2043-05-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 217: Colorado Housing & Finance Auth

- **C.1 - Title:** SF MORTGAGE BONDS SERIES 2023M2 4.100000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 19648GAW2, C.4 - ISIN: US19648GAW24, C.3 - LEI: 5493005GIROYQAWBMC18
- **C.18 - Value (incl. sponsor support):** $19000000.00
- **C.18.a - Value (excl. sponsor support):** $19000000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2054-05-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 218: Colorado Housing & Finance Auth

- **C.1 - Title:** S/F MORTGAGE CLASS I BONDS SERIES 2023N2 4.120000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 19648GAY8, C.4 - ISIN: US19648GAY89, C.3 - LEI: 5493005GIROYQAWBMC18
- **C.18 - Value (incl. sponsor support):** $22000000.00
- **C.18.a - Value (excl. sponsor support):** $22000000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2046-11-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 219: Colorado Housing & Finance Auth

- **C.1 - Title:** S/F MORTGAGE CLASS I BONDS SERIES 2025H2 4.120000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 19648GF23, C.4 - ISIN: US19648GF233, C.3 - LEI: 5493005GIROYQAWBMC18
- **C.18 - Value (incl. sponsor support):** $36760000.00
- **C.18.a - Value (excl. sponsor support):** $36760000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2048-11-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 220: Colorado Housing & Finance Auth

- **C.1 - Title:** S/F MORTGAGE CLASS I BONDS SERIES 2024A2 4.100000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 19648GGW6, C.4 - ISIN: US19648GGW69, C.3 - LEI: 5493005GIROYQAWBMC18
- **C.18 - Value (incl. sponsor support):** $30750000.00
- **C.18.a - Value (excl. sponsor support):** $30750000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2053-11-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 221: Colorado Housing & Finance Auth

- **C.1 - Title:** S/F MORTGAGE CLASS I BONDS SERIES 2024B2 4.120000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 19648GGY2, C.4 - ISIN: US19648GGY26, C.3 - LEI: 5493005GIROYQAWBMC18
- **C.18 - Value (incl. sponsor support):** $14740000.00
- **C.18.a - Value (excl. sponsor support):** $14740000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2050-05-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 222: Colorado Housing & Finance Auth

- **C.1 - Title:** S/F MORTGAGE CLASS I BONDS SERIES 2024C2 4.120000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 19648GHX3, C.4 - ISIN: US19648GHX34, C.3 - LEI: 5493005GIROYQAWBMC18
- **C.18 - Value (incl. sponsor support):** $47490000.00
- **C.18.a - Value (excl. sponsor support):** $47490000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2054-11-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 223: Colorado Housing & Finance Auth

- **C.1 - Title:** S/F MORTGAGE RB SERIES 2025L2 4.120000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 19648GM74, C.4 - ISIN: US19648GM742, C.3 - LEI: 5493005GIROYQAWBMC18
- **C.18 - Value (incl. sponsor support):** $26000000.00
- **C.18.a - Value (excl. sponsor support):** $26000000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2049-05-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 224: Colorado Housing & Finance Auth

- **C.1 - Title:** S/F MORTGAGE BONDS CLASS I SERIES 2024F2 4.120000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 19648GPD8, C.4 - ISIN: US19648GPD87, C.3 - LEI: 5493005GIROYQAWBMC18
- **C.18 - Value (incl. sponsor support):** $11325000.00
- **C.18.a - Value (excl. sponsor support):** $11325000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2055-05-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 225: Colorado Housing & Finance Auth

- **C.1 - Title:** S/F MORTGAGE BONDS CLASS I SERIES 2025D2 4.120000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 19648GWD0, C.4 - ISIN: US19648GWD05, C.3 - LEI: 5493005GIROYQAWBMC18
- **C.18 - Value (incl. sponsor support):** $35000000.00
- **C.18.a - Value (excl. sponsor support):** $35000000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2049-05-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 226: Colorado Housing & Finance Auth

- **C.1 - Title:** S/F MORTGAGE CLASS I BONDS SERIES 2025G2 4.100000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 19648GZH8, C.4 - ISIN: US19648GZH81, C.3 - LEI: 5493005GIROYQAWBMC18
- **C.18 - Value (incl. sponsor support):** $15910000.00
- **C.18.a - Value (excl. sponsor support):** $15910000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2053-05-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 227: COMMERZBANK AG (NEW YORK BRANCH)

- **C.1 - Title:** COMMERZBANK AG (NEW YORK BRANCH) 4.120000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 20259YKH3, C.4 - ISIN: US20259YKH35, C.3 - LEI: 851WYGNLUQLFZBSYGB56
- **C.18 - Value (incl. sponsor support):** $1000002400.00
- **C.18.a - Value (excl. sponsor support):** $1000002400.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2025-10-02
- **C.12 - Maturity Date (WAL):** 2025-10-02
- **C.13 - Final Legal Maturity Date:** 2025-10-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 228: CONCORD MINUTEMEN CAPITAL CO LLC SERIES C

- **C.1 - Title:** CONCORD MINUTEMEN CAPITAL CO LLC SERIES C 4.430000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 20632CCM7, C.4 - ISIN: US20632CCM73, C.3 - LEI: 549300B4YYZ4SNU1JB49
- **C.18 - Value (incl. sponsor support):** $50007310.00
- **C.18.a - Value (excl. sponsor support):** $50007310.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-01-08
- **C.13 - Final Legal Maturity Date:** 2026-01-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 229: CONCORD MINUTEMEN CAPITAL CO LLC SERIES C

- **C.1 - Title:** CONCORD MINUTEMEN CAPITAL CO LLC SERIES C 4.430000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 20632CCU9, C.4 - ISIN: US20632CCU99, C.3 - LEI: 549300B4YYZ4SNU1JB49
- **C.18 - Value (incl. sponsor support):** $58008825.86
- **C.18.a - Value (excl. sponsor support):** $58008825.86
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-01-26
- **C.13 - Final Legal Maturity Date:** 2026-01-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 230: CONCORD MINUTEMEN CAPITAL CO LLC SERIES C

- **C.1 - Title:** CONCORD MINUTEMEN CAPITAL CO LLC SERIES C 4.430000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 20632CCX3, C.4 - ISIN: US20632CCX39, C.3 - LEI: 549300B4YYZ4SNU1JB49
- **C.18 - Value (incl. sponsor support):** $58009110.06
- **C.18.a - Value (excl. sponsor support):** $58009110.06
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-01-29
- **C.13 - Final Legal Maturity Date:** 2026-01-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 231: CONCORD MINUTEMEN CAPITAL CO LLC SERIES C

- **C.1 - Title:** CONCORD MINUTEMEN CAPITAL CO LLC SERIES C 4.430000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 20632CDC8, C.4 - ISIN: US20632CDC82, C.3 - LEI: 549300B4YYZ4SNU1JB49
- **C.18 - Value (incl. sponsor support):** $86012877.64
- **C.18.a - Value (excl. sponsor support):** $86012877.64
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 232: COOPERATIEVE RABOBANK UA (NEW YORK BRANCH)

- **C.1 - Title:** COOPERATIEVE RABOBANK UA (NEW YORK BRANCH) 4.480000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 21684X2E5, C.4 - ISIN: US21684X2E50, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $100014120.00
- **C.18.a - Value (excl. sponsor support):** $100014120.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-10-22
- **C.12 - Maturity Date (WAL):** 2025-10-22
- **C.13 - Final Legal Maturity Date:** 2025-10-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 233: COOPERATIEVE RABOBANK UA (NEW YORK BRANCH)

- **C.1 - Title:** COOPERATIEVE RABOBANK UA (NEW YORK BRANCH) 4.440000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 21684X2M7, C.4 - ISIN: US21684X2M76, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $250048250.00
- **C.18.a - Value (excl. sponsor support):** $250048250.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-11-10
- **C.12 - Maturity Date (WAL):** 2025-11-10
- **C.13 - Final Legal Maturity Date:** 2025-11-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 234: COOPERATIEVE RABOBANK UA (NEW YORK BRANCH)

- **C.1 - Title:** COOPERATIEVE RABOBANK UA (NEW YORK BRANCH) 4.470000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 21684X2P0, C.4 - ISIN: US21684X2P08, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $100010190.00
- **C.18.a - Value (excl. sponsor support):** $100010190.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-10-14
- **C.12 - Maturity Date (WAL):** 2025-10-14
- **C.13 - Final Legal Maturity Date:** 2025-10-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 235: COOPERATIEVE RABOBANK UA (NEW YORK BRANCH)

- **C.1 - Title:** COOPERATIEVE RABOBANK UA (NEW YORK BRANCH) 4.290000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 21684X3Y0, C.4 - ISIN: US21684X3Y06, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $250240375.00
- **C.18.a - Value (excl. sponsor support):** $250240375.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.0100%
- **C.11 - Maturity Date (WAM):** 2026-02-27
- **C.12 - Maturity Date (WAL):** 2026-02-27
- **C.13 - Final Legal Maturity Date:** 2026-02-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 236: COOPERATIEVE RABOBANK UA (NEW YORK BRANCH)

- **C.1 - Title:** COOPERATIEVE RABOBANK UA (NEW YORK BRANCH) 4.260000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 21684X3Z7, C.4 - ISIN: US21684X3Z70, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $250318575.00
- **C.18.a - Value (excl. sponsor support):** $250318575.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2026-04-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 237: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH)

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH) 4.420000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 22536JKV6, C.4 - ISIN: US22536JKV60, C.3 - LEI: 254900BN8XS34XZDJ223
- **C.18 - Value (incl. sponsor support):** $599272001.61
- **C.18.a - Value (excl. sponsor support):** $599272001.61
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2025-11-05
- **C.12 - Maturity Date (WAL):** 2025-11-05
- **C.13 - Final Legal Maturity Date:** 2025-11-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH) 4.060000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 22536JM44, C.4 - ISIN: US22536JM441, C.3 - LEI: 254900BN8XS34XZDJ223
- **C.18 - Value (incl. sponsor support):** $350013720.00
- **C.18.a - Value (excl. sponsor support):** $350013720.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2026-03-31
- **C.12 - Maturity Date (WAL):** 2026-03-31
- **C.13 - Final Legal Maturity Date:** 2026-03-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH) 4.350000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 22536JTJ4, C.4 - ISIN: US22536JTJ42, C.3 - LEI: 254900BN8XS34XZDJ223
- **C.18 - Value (incl. sponsor support):** $121075298.30
- **C.18.a - Value (excl. sponsor support):** $121075298.30
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2025-12-30
- **C.12 - Maturity Date (WAL):** 2025-12-30
- **C.13 - Final Legal Maturity Date:** 2025-12-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 240: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH)

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH) 4.400000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 22536JWA9, C.4 - ISIN: US22536JWA95, C.3 - LEI: 254900BN8XS34XZDJ223
- **C.18 - Value (incl. sponsor support):** $250334775.00
- **C.18.a - Value (excl. sponsor support):** $250334775.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH) 4.390000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 22536JWE1, C.4 - ISIN: US22536JWE18, C.3 - LEI: 254900BN8XS34XZDJ223
- **C.18 - Value (incl. sponsor support):** $250326675.00
- **C.18.a - Value (excl. sponsor support):** $250326675.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2026-02-03
- **C.12 - Maturity Date (WAL):** 2026-02-03
- **C.13 - Final Legal Maturity Date:** 2026-02-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 242: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH)

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH) 4.390000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 22536JWJ0, C.4 - ISIN: US22536JWJ05, C.3 - LEI: 254900BN8XS34XZDJ223
- **C.18 - Value (incl. sponsor support):** $250327000.00
- **C.18.a - Value (excl. sponsor support):** $250327000.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2026-02-04
- **C.12 - Maturity Date (WAL):** 2026-02-04
- **C.13 - Final Legal Maturity Date:** 2026-02-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 243: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH)

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH) 4.380000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 22536JWK7, C.4 - ISIN: US22536JWK77, C.3 - LEI: 254900BN8XS34XZDJ223
- **C.18 - Value (incl. sponsor support):** $250318375.00
- **C.18.a - Value (excl. sponsor support):** $250318375.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2026-02-04
- **C.12 - Maturity Date (WAL):** 2026-02-04
- **C.13 - Final Legal Maturity Date:** 2026-02-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 244: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH)

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH) 4.370000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 22536JWT8, C.4 - ISIN: US22536JWT86, C.3 - LEI: 254900BN8XS34XZDJ223
- **C.18 - Value (incl. sponsor support):** $150185955.00
- **C.18.a - Value (excl. sponsor support):** $150185955.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2026-02-05
- **C.12 - Maturity Date (WAL):** 2026-02-05
- **C.13 - Final Legal Maturity Date:** 2026-02-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 245: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH)

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH) 4.260000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 22536JYH2, C.4 - ISIN: US22536JYH21, C.3 - LEI: 254900BN8XS34XZDJ223
- **C.18 - Value (incl. sponsor support):** $1000887500.00
- **C.18.a - Value (excl. sponsor support):** $1000887500.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 246: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH)

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH) 4.220000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 22536JZA6, C.4 - ISIN: US22536JZA68, C.3 - LEI: 254900BN8XS34XZDJ223
- **C.18 - Value (incl. sponsor support):** $416617428.75
- **C.18.a - Value (excl. sponsor support):** $416617428.75
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 247: CYNTHIA REESE ISSUING TRUST

- **C.1 - Title:** TAXABLE VARIABLE RATE DEMAND NOTES SERIES 2023 4.200000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 23257MAA1, C.4 - ISIN: US23257MAA18, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $28830000.00
- **C.18.a - Value (excl. sponsor support):** $28830000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2073-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 248: DNB BANK ASA

- **C.1 - Title:** DNB BANK ASA 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 2332K0ZC9, C.4 - ISIN: US2332K0ZC97, C.3 - LEI: 549300GKFG0RYRRQ1414
- **C.18 - Value (incl. sponsor support):** $247978025.00
- **C.18.a - Value (excl. sponsor support):** $247978025.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2025-12-12
- **C.12 - Maturity Date (WAL):** 2025-12-12
- **C.13 - Final Legal Maturity Date:** 2025-12-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 249: DNB BANK ASA

- **C.1 - Title:** DNB BANK ASA 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 2332K0ZV7, C.4 - ISIN: US2332K0ZV78, C.3 - LEI: 549300GKFG0RYRRQ1414
- **C.18 - Value (incl. sponsor support):** $495037550.00
- **C.18.a - Value (excl. sponsor support):** $495037550.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2025-12-29
- **C.12 - Maturity Date (WAL):** 2025-12-29
- **C.13 - Final Legal Maturity Date:** 2025-12-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 250: DNB BANK ASA

- **C.1 - Title:** DNB BANK ASA 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 2332K1B33, C.3 - LEI: 549300GKFG0RYRRQ1414
- **C.18 - Value (incl. sponsor support):** $493124800.00
- **C.18.a - Value (excl. sponsor support):** $493124800.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2026-02-03
- **C.12 - Maturity Date (WAL):** 2026-02-03
- **C.13 - Final Legal Maturity Date:** 2026-02-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 251: DNB BANK ASA

- **C.1 - Title:** DNB BANK ASA 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 2332K1BS8, C.3 - LEI: 549300GKFG0RYRRQ1414
- **C.18 - Value (incl. sponsor support):** $491858600.00
- **C.18.a - Value (excl. sponsor support):** $491858600.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2026-02-26
- **C.12 - Maturity Date (WAL):** 2026-02-26
- **C.13 - Final Legal Maturity Date:** 2026-02-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 252: DNB BANK ASA (NEW YORK BRANCH)

- **C.1 - Title:** DNB BANK ASA (NEW YORK BRANCH) 4.350000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 23345HTM0, C.4 - ISIN: US23345HTM06, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $500235100.00
- **C.18.a - Value (excl. sponsor support):** $500235100.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **C.11 - Maturity Date (WAM):** 2025-11-28
- **C.12 - Maturity Date (WAL):** 2025-11-28
- **C.13 - Final Legal Maturity Date:** 2025-11-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 253: DMT LANCASTER LLC

- **C.1 - Title:** TAXABLE M/F HOUSING RB (DESERT MEADOWS TOWNHOMES) SERIES 2024A 4.200000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 23347EAA1, C.4 - ISIN: US23347EAA10, C.3 - LEI: 254900N3M1UTXY73BU36, C.5 - Other ID: 23347EAA1_1
- **C.18 - Value (incl. sponsor support):** $4020000.00
- **C.18.a - Value (excl. sponsor support):** $4020000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2062-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 254: ECMC GROUP INC

- **C.1 - Title:** STUDENT LOAN BACKED BONDS SERIES 2024-2 4.170000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 26828NAC8, C.4 - ISIN: US26828NAC83, C.3 - LEI: 894500Z9NXKHZ9HI1783
- **C.18 - Value (incl. sponsor support):** $103200000.00
- **C.18.a - Value (excl. sponsor support):** $103200000.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2054-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 255: EAGLE CNTY

- **C.1 - Title:** RB (BC HOUSING) SERIES 1997B 4.360000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 269476AB3, C.4 - ISIN: US269476AB37, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $1500000.00
- **C.18.a - Value (excl. sponsor support):** $1500000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2027-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 256: EAGLE CNTY

- **C.1 - Title:** RB (TARNES AT BC) SERIES 1999B 4.360000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 269476AD9, C.4 - ISIN: US269476AD92, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $2410000.00
- **C.18.a - Value (excl. sponsor support):** $2410000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2039-05-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 257: FAIRWAY FINANCE CO LLC

- **C.1 - Title:** FAIRWAY FINANCE CO LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 30601VXP1, C.4 - ISIN: US30601VXP11, C.3 - LEI: 549300GKD6SUOVFV4H89
- **C.18 - Value (incl. sponsor support):** $64827854.00
- **C.18.a - Value (excl. sponsor support):** $64827854.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-10-23
- **C.12 - Maturity Date (WAL):** 2025-10-23
- **C.13 - Final Legal Maturity Date:** 2025-10-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 258: FAIRWAY FINANCE CO LLC

- **C.1 - Title:** FAIRWAY FINANCE CO LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 30601WD14, C.3 - LEI: 549300GKD6SUOVFV4H89
- **C.18 - Value (incl. sponsor support):** $48989180.00
- **C.18.a - Value (excl. sponsor support):** $48989180.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 259: FALCON ASSET FUNDING LLC

- **C.1 - Title:** FALCON ASSET FUNDING LLC 4.530000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 30608HBK0, C.4 - ISIN: US30608HBK05, C.3 - LEI: 254900AGHU3V6ARMLZ93
- **C.18 - Value (incl. sponsor support):** $224429245.81
- **C.18.a - Value (excl. sponsor support):** $224429245.81
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-02-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 260: FALCON ASSET FUNDING LLC

- **C.1 - Title:** FALCON ASSET FUNDING LLC 4.440000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 30608HBS3, C.4 - ISIN: US30608HBS31, C.3 - LEI: 254900AGHU3V6ARMLZ93
- **C.18 - Value (incl. sponsor support):** $123900328.34
- **C.18.a - Value (excl. sponsor support):** $123900328.34
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-01-05
- **C.13 - Final Legal Maturity Date:** 2026-01-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 261: FALCON ASSET FUNDING LLC

- **C.1 - Title:** FALCON ASSET FUNDING LLC 4.440000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 30608HBT1, C.4 - ISIN: US30608HBT14, C.3 - LEI: 254900AGHU3V6ARMLZ93
- **C.18 - Value (incl. sponsor support):** $150001999.50
- **C.18.a - Value (excl. sponsor support):** $150001999.50
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2026-01-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 262: FALCON ASSET FUNDING LLC

- **C.1 - Title:** FALCON ASSET FUNDING LLC 4.450000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 30608HBZ7, C.4 - ISIN: US30608HBZ73, C.3 - LEI: 254900AGHU3V6ARMLZ93
- **C.18 - Value (incl. sponsor support):** $200011558.00
- **C.18.a - Value (excl. sponsor support):** $200011558.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-01-23
- **C.13 - Final Legal Maturity Date:** 2026-01-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 263: FALCON ASSET FUNDING LLC

- **C.1 - Title:** FALCON ASSET FUNDING LLC 4.430000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 30608HCF0, C.4 - ISIN: US30608HCF01, C.3 - LEI: 254900AGHU3V6ARMLZ93
- **C.18 - Value (incl. sponsor support):** $100004723.00
- **C.18.a - Value (excl. sponsor support):** $100004723.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-01-22
- **C.13 - Final Legal Maturity Date:** 2026-01-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 264: FALCON ASSET FUNDING LLC

- **C.1 - Title:** FALCON ASSET FUNDING LLC 4.440000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 30608HCH6, C.4 - ISIN: US30608HCH66, C.3 - LEI: 254900AGHU3V6ARMLZ93
- **C.18 - Value (incl. sponsor support):** $100010457.00
- **C.18.a - Value (excl. sponsor support):** $100010457.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-03-04
- **C.13 - Final Legal Maturity Date:** 2026-03-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 265: FALCON ASSET FUNDING LLC

- **C.1 - Title:** FALCON ASSET FUNDING LLC 4.440000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 30608HCR4, C.4 - ISIN: US30608HCR49, C.3 - LEI: 254900AGHU3V6ARMLZ93
- **C.18 - Value (incl. sponsor support):** $148519511.42
- **C.18.a - Value (excl. sponsor support):** $148519511.42
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-04-27
- **C.13 - Final Legal Maturity Date:** 2026-04-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 266: FALCON ASSET FUNDING LLC

- **C.1 - Title:** FALCON ASSET FUNDING LLC 4.460000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 30608HCS2, C.4 - ISIN: US30608HCS22, C.3 - LEI: 254900AGHU3V6ARMLZ93
- **C.18 - Value (incl. sponsor support):** $275038093.00
- **C.18.a - Value (excl. sponsor support):** $275038093.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-06-09
- **C.13 - Final Legal Maturity Date:** 2026-06-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 267: FALCON ASSET FUNDING LLC

- **C.1 - Title:** FALCON ASSET FUNDING LLC 4.460000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 30608HCY9, C.3 - LEI: 254900AGHU3V6ARMLZ93
- **C.18 - Value (incl. sponsor support):** $265027454.00
- **C.18.a - Value (excl. sponsor support):** $265027454.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-06-22
- **C.13 - Final Legal Maturity Date:** 2026-06-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 268: FEDERATION DES CAISSES DESJARDINS DU QUEBEC

- **C.1 - Title:** FEDERATION DES CAISSES DESJARDINS DU QUEBEC 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 31428GAL7, C.3 - LEI: 549300B2Q47IR0CR5B54
- **C.18 - Value (incl. sponsor support):** $197512360.00
- **C.18.a - Value (excl. sponsor support):** $197512360.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2026-01-20
- **C.12 - Maturity Date (WAL):** 2026-01-20
- **C.13 - Final Legal Maturity Date:** 2026-01-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERATION DES CAISSES DESJARDINS DU QUEBEC 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 31428GAS2, C.4 - ISIN: US31428GAS21, C.3 - LEI: 549300B2Q47IR0CR5B54
- **C.18 - Value (incl. sponsor support):** $197383020.00
- **C.18.a - Value (excl. sponsor support):** $197383020.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2026-01-26
- **C.12 - Maturity Date (WAL):** 2026-01-26
- **C.13 - Final Legal Maturity Date:** 2026-01-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 270: FEDERATION DES CAISSES DESJARDINS DU QUEBEC

- **C.1 - Title:** FEDERATION DES CAISSES DESJARDINS DU QUEBEC 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 31428GAV5, C.3 - LEI: 549300B2Q47IR0CR5B54
- **C.18 - Value (incl. sponsor support):** $98659140.00
- **C.18.a - Value (excl. sponsor support):** $98659140.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2026-01-29
- **C.12 - Maturity Date (WAL):** 2026-01-29
- **C.13 - Final Legal Maturity Date:** 2026-01-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 271: FEDERATION DES CAISSES DESJARDINS DU QUEBEC

- **C.1 - Title:** FEDERATION DES CAISSES DESJARDINS DU QUEBEC 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 31428GAW3, C.3 - LEI: 549300B2Q47IR0CR5B54
- **C.18 - Value (incl. sponsor support):** $147972420.00
- **C.18.a - Value (excl. sponsor support):** $147972420.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2026-01-30
- **C.12 - Maturity Date (WAL):** 2026-01-30
- **C.13 - Final Legal Maturity Date:** 2026-01-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 272: FEDERATION DES CAISSES DESJARDINS DU QUEBEC

- **C.1 - Title:** FEDERATION DES CAISSES DESJARDINS DU QUEBEC 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 31428GBK8, C.3 - LEI: 549300B2Q47IR0CR5B54
- **C.18 - Value (incl. sponsor support):** $393727800.00
- **C.18.a - Value (excl. sponsor support):** $393727800.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2026-02-19
- **C.12 - Maturity Date (WAL):** 2026-02-19
- **C.13 - Final Legal Maturity Date:** 2026-02-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 273: FEDERATION DES CAISSES DESJARDINS DU QUEBEC

- **C.1 - Title:** FEDERATION DES CAISSES DESJARDINS DU QUEBEC 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 31428GBS1, C.3 - LEI: 549300B2Q47IR0CR5B54
- **C.18 - Value (incl. sponsor support):** $295069740.00
- **C.18.a - Value (excl. sponsor support):** $295069740.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2026-02-26
- **C.12 - Maturity Date (WAL):** 2026-02-26
- **C.13 - Final Legal Maturity Date:** 2026-02-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 274: GINA RISTOW BELLING 2022

- **C.1 - Title:** TAXABLE VARIABLE RATE DEMAND NOTES SERIES 2024 4.200000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 37612DAA1, C.4 - ISIN: US37612DAA19, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $37170000.00
- **C.18.a - Value (excl. sponsor support):** $37170000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2074-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 275: GOTHAM FUNDING CORP

- **C.1 - Title:** GOTHAM FUNDING CORP 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 38346LX76, C.4 - ISIN: US38346LX762, C.3 - LEI: 549300Z2ZR7VTUMRPR17
- **C.18 - Value (incl. sponsor support):** $49959945.00
- **C.18.a - Value (excl. sponsor support):** $49959945.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2025-10-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 276: GOTHAM FUNDING CORP

- **C.1 - Title:** GOTHAM FUNDING CORP 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 38346LXT8, C.4 - ISIN: US38346LXT87, C.3 - LEI: 549300Z2ZR7VTUMRPR17
- **C.18 - Value (incl. sponsor support):** $49844520.00
- **C.18.a - Value (excl. sponsor support):** $49844520.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-10-27
- **C.12 - Maturity Date (WAL):** 2025-10-27
- **C.13 - Final Legal Maturity Date:** 2025-10-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 277: GOTHAM FUNDING CORP

- **C.1 - Title:** GOTHAM FUNDING CORP 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 38346LY34, C.4 - ISIN: US38346LY349, C.3 - LEI: 549300Z2ZR7VTUMRPR17
- **C.18 - Value (incl. sponsor support):** $498042150.00
- **C.18.a - Value (excl. sponsor support):** $498042150.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 278: GOTHAM FUNDING CORP

- **C.1 - Title:** GOTHAM FUNDING CORP 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 38346LY59, C.4 - ISIN: US38346LY596, C.3 - LEI: 549300Z2ZR7VTUMRPR17
- **C.18 - Value (incl. sponsor support):** $99585600.00
- **C.18.a - Value (excl. sponsor support):** $99585600.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-11-05
- **C.12 - Maturity Date (WAL):** 2025-11-05
- **C.13 - Final Legal Maturity Date:** 2025-11-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 279: GOTHAM FUNDING CORP

- **C.1 - Title:** GOTHAM FUNDING CORP 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 38346LYM2, C.3 - LEI: 549300Z2ZR7VTUMRPR17
- **C.18 - Value (incl. sponsor support):** $84494896.00
- **C.18.a - Value (excl. sponsor support):** $84494896.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2025-11-21
- **C.12 - Maturity Date (WAL):** 2025-11-21
- **C.13 - Final Legal Maturity Date:** 2025-11-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 280: GOTHAM FUNDING CORP

- **C.1 - Title:** GOTHAM FUNDING CORP 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 38346LZC3, C.3 - LEI: 549300Z2ZR7VTUMRPR17
- **C.18 - Value (incl. sponsor support):** $198350060.00
- **C.18.a - Value (excl. sponsor support):** $198350060.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2025-12-12
- **C.12 - Maturity Date (WAL):** 2025-12-12
- **C.13 - Final Legal Maturity Date:** 2025-12-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 281: GOTHAM FUNDING CORP

- **C.1 - Title:** GOTHAM FUNDING CORP 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 38346MC28, C.4 - ISIN: US38346MC285, C.3 - LEI: 549300Z2ZR7VTUMRPR17
- **C.18 - Value (incl. sponsor support):** $58978728.00
- **C.18.a - Value (excl. sponsor support):** $58978728.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.0100%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 282: GREAT BEAR FUNDING LLC / GREAT BEAR FUNDING DAC

- **C.1 - Title:** GREAT BEAR FUNDING LLC / GREAT BEAR FUNDING DAC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 39014HX17, C.4 - ISIN: US39014HX177, C.3 - LEI: 635400VTTJNS4TKPEZ96
- **C.18 - Value (incl. sponsor support):** $282967596.50
- **C.18.a - Value (excl. sponsor support):** $282967596.50
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** GREAT BEAR FUNDING LLC / GREAT BEAR FUNDING DAC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 39014HX25, C.3 - LEI: 635400VTTJNS4TKPEZ96
- **C.18 - Value (incl. sponsor support):** $219949620.00
- **C.18.a - Value (excl. sponsor support):** $219949620.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-10-02
- **C.12 - Maturity Date (WAL):** 2025-10-02
- **C.13 - Final Legal Maturity Date:** 2025-10-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 284: GREAT BEAR FUNDING LLC / GREAT BEAR FUNDING DAC

- **C.1 - Title:** GREAT BEAR FUNDING LLC / GREAT BEAR FUNDING DAC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 39014HX74, C.3 - LEI: 635400VTTJNS4TKPEZ96
- **C.18 - Value (incl. sponsor support):** $369702853.00
- **C.18.a - Value (excl. sponsor support):** $369702853.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2025-10-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 285: GREYSHOE ISSUING TRUST

- **C.1 - Title:** TAXABLE VARIABLE RATE DEMAND NOTES SERIES 2022 4.200000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 39808XAA7, C.4 - ISIN: US39808XAA72, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $31640000.00
- **C.18.a - Value (excl. sponsor support):** $31640000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2072-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 286: HACIENDA INVESTORS LP

- **C.1 - Title:** M/F HOUSING RB (WINDMERE COURT) SERIES 2025A 4.200000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 40451HAA0, C.4 - ISIN: US40451HAA05, C.3 - LEI: 254900D8TWTW7UVMP939
- **C.18 - Value (incl. sponsor support):** $11500000.00
- **C.18.a - Value (excl. sponsor support):** $11500000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2065-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 287: HACIENDA INVESTORS LP

- **C.1 - Title:** M/F HOUSING RB (PINETREE TERRANCE) SERIES 2025A 4.200000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 40451HAB8, C.4 - ISIN: US40451HAB87, C.3 - LEI: 254900D8TWTW7UVMP939
- **C.18 - Value (incl. sponsor support):** $13000000.00
- **C.18.a - Value (excl. sponsor support):** $13000000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2065-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 288: HARTFORD HEALTHCARE CORP

- **C.1 - Title:** TAXABLE BONDS SERIES C 4.120000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 41652PAA7, C.4 - ISIN: US41652PAA75, C.3 - LEI: 549300W3L482NUDOFF24
- **C.18 - Value (incl. sponsor support):** $50000000.00
- **C.18.a - Value (excl. sponsor support):** $50000000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2049-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 289: ING US FUNDING LLC

- **C.1 - Title:** ING US FUNDING LLC 4.450000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 44988GFZ6, C.4 - ISIN: US44988GFZ63, C.3 - LEI: 254900QX5Y2ZDZ6XBT08
- **C.18 - Value (incl. sponsor support):** $300049770.00
- **C.18.a - Value (excl. sponsor support):** $300049770.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-28
- **C.13 - Final Legal Maturity Date:** 2025-10-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 290: ING US FUNDING LLC

- **C.1 - Title:** ING US FUNDING LLC 4.360000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 44988GGA0, C.4 - ISIN: US44988GGA04, C.3 - LEI: 254900QX5Y2ZDZ6XBT08
- **C.18 - Value (incl. sponsor support):** $500090150.00
- **C.18.a - Value (excl. sponsor support):** $500090150.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-12-02
- **C.13 - Final Legal Maturity Date:** 2025-12-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 291: ING US FUNDING LLC

- **C.1 - Title:** ING US FUNDING LLC 4.360000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 44988GGU6, C.3 - LEI: 254900QX5Y2ZDZ6XBT08
- **C.18 - Value (incl. sponsor support):** $500036350.00
- **C.18.a - Value (excl. sponsor support):** $500036350.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 292: ING US FUNDING LLC

- **C.1 - Title:** ING US FUNDING LLC 4.460000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 44988KLS6, C.4 - ISIN: US44988KLS68, C.3 - LEI: 254900QX5Y2ZDZ6XBT08
- **C.18 - Value (incl. sponsor support):** $500102150.00
- **C.18.a - Value (excl. sponsor support):** $500102150.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-11-05
- **C.13 - Final Legal Maturity Date:** 2025-11-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 293: ING US FUNDING LLC

- **C.1 - Title:** ING US FUNDING LLC 4.370000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 44988KMD8, C.4 - ISIN: US44988KMD80, C.3 - LEI: 254900QX5Y2ZDZ6XBT08
- **C.18 - Value (incl. sponsor support):** $500084700.00
- **C.18.a - Value (excl. sponsor support):** $500084700.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-12-16
- **C.13 - Final Legal Maturity Date:** 2025-12-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 294: ILLINOIS HOUSING DEVELOPMENT AUTH

- **C.1 - Title:** HOUSING BONDS SERIES 2017A2 4.120000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 45201LA21, C.4 - ISIN: US45201LA214, C.3 - LEI: 54930053Z6M9JVHBQZ16
- **C.18 - Value (incl. sponsor support):** $29850000.00
- **C.18.a - Value (excl. sponsor support):** $29850000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2048-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 295: ILLINOIS HSG DEV AUTH 2016

- **C.1 - Title:** M/F RB SERIES 2022C 4.350000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 45202BLE4, C.4 - ISIN: US45202BLE47, C.3 - LEI: 54930053Z6M9JVHBQZ16
- **C.18 - Value (incl. sponsor support):** $11820000.00
- **C.18.a - Value (excl. sponsor support):** $11820000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2052-01-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 296: Illinois Hsg Development Auth March 2016 S/F

- **C.1 - Title:** RB SERIES 2024G 4.120000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 45203ME80, C.4 - ISIN: US45203ME806, C.3 - LEI: 54930053Z6M9JVHBQZ16
- **C.18 - Value (incl. sponsor support):** $56665000.00
- **C.18.a - Value (excl. sponsor support):** $56665000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2050-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 297: Illinois Hsg Development Auth March 2016 S/F

- **C.1 - Title:** TAXABLE RB SERIES 2023J 4.120000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 45203MQE4, C.4 - ISIN: US45203MQE48, C.3 - LEI: 54930053Z6M9JVHBQZ16
- **C.18 - Value (incl. sponsor support):** $14500000.00
- **C.18.a - Value (excl. sponsor support):** $14500000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2048-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 298: ILLINOIS HOUSING DEVELOPMENT AUTH

- **C.1 - Title:** RB SERIES 2025F 4.120000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 45203MV65, C.4 - ISIN: US45203MV651, C.3 - LEI: 54930053Z6M9JVHBQZ16
- **C.18 - Value (incl. sponsor support):** $20000000.00
- **C.18.a - Value (excl. sponsor support):** $20000000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2051-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? Yes, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 299: Illinois Finance Auth

- **C.1 - Title:** RB (UNIV OF CHICAGO) SERIES 2025A 4.150000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 45204FQ99, C.4 - ISIN: US45204FQ992, C.3 - LEI: 549300ZG6UBPNNNRN315
- **C.18 - Value (incl. sponsor support):** $33500000.00
- **C.18.a - Value (excl. sponsor support):** $33500000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2055-04-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? Yes, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 300: ING US FUNDING LLC

- **C.1 - Title:** ING US FUNDING LLC 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 45685RC21, C.4 - ISIN: US45685RC211, C.3 - LEI: 254900QX5Y2ZDZ6XBT08
- **C.18 - Value (incl. sponsor support):** $98319130.00
- **C.18.a - Value (excl. sponsor support):** $98319130.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 301: IOWA STUDENT LOAN LIQUIDITY CORP

- **C.1 - Title:** TAXABLE RB SERIES 20231 4.170000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 462590NM8, C.4 - ISIN: US462590NM80, C.3 - LEI: 549300FO1LWVSZKGJK70
- **C.18 - Value (incl. sponsor support):** $50115000.00
- **C.18.a - Value (excl. sponsor support):** $50115000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2053-03-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 302: J MACE MEEKS 2022 INSURANCE TRUST

- **C.1 - Title:** TAXABLE VARIABLE RATE DEMAND NOTES SERIES 2022 4.200000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 46593GAA8, C.4 - ISIN: US46593GAA85, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $4970000.00
- **C.18.a - Value (excl. sponsor support):** $4970000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2072-05-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 303: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 4.440000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 46656HJN3, C.4 - ISIN: US46656HJN35, C.3 - LEI: ZBUT11V806EZRVTWT807
- **C.18 - Value (incl. sponsor support):** $300030339.00
- **C.18.a - Value (excl. sponsor support):** $300030339.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 304: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 4.440000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 46656HJP8, C.4 - ISIN: US46656HJP82, C.3 - LEI: ZBUT11V806EZRVTWT807
- **C.18 - Value (incl. sponsor support):** $300030993.00
- **C.18.a - Value (excl. sponsor support):** $300030993.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-06-22
- **C.13 - Final Legal Maturity Date:** 2026-06-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 305: JEFFERSON MENIFEE LLC

- **C.1 - Title:** TAXABLE VARIABLE RATE DEMAND M/F HOUSING RB (JEFFERSON MENIFEE APTS) SERIES 2022A 4.200000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 474208AA3, C.4 - ISIN: US474208AA39, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $56330000.00
- **C.18.a - Value (excl. sponsor support):** $56330000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2062-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 306: JEFFERSON WESTCHESTER LLC

- **C.1 - Title:** TAXABLE M/F HOUSING RB (JEFFERSON WESTCHESTER APTS) SERIES 2023A 4.200000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 475490AA6, C.4 - ISIN: US475490AA66, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $18985000.00
- **C.18.a - Value (excl. sponsor support):** $18985000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2063-11-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 307: Keep Memory Alive

- **C.1 - Title:** TAXABLE VARIABLE RATE DEMAND BONDS SERIES 2013 4.170000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 487437AA3, C.4 - ISIN: US487437AA34, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $27000000.00
- **C.18.a - Value (excl. sponsor support):** $27000000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2037-05-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 308: LABCON NORTH AMERICA

- **C.1 - Title:** TAXABLE BONDS SERIES 2010 4.450000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 50537AAA2, C.4 - ISIN: US50537AAA25, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $1840000.00
- **C.18.a - Value (excl. sponsor support):** $1840000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2040-01-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 309: LANDESBANK BADEN WUERTTEMBERG (NEW YORK BRANCH)

- **C.1 - Title:** LANDESBANK BADEN WUERTTEMBERG (NEW YORK BRANCH) 4.120000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 51502BBM2, C.4 - ISIN: US51502BBM28, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $200000360.00
- **C.18.a - Value (excl. sponsor support):** $200000360.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2025-10-06
- **C.12 - Maturity Date (WAL):** 2025-10-06
- **C.13 - Final Legal Maturity Date:** 2025-10-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 310: LIBERTY STREET FUNDING LLC

- **C.1 - Title:** LIBERTY STREET FUNDING LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53127TYJ6, C.4 - ISIN: US53127TYJ68, C.3 - LEI: 549300F33VRHM10B9391
- **C.18 - Value (incl. sponsor support):** $124298975.00
- **C.18.a - Value (excl. sponsor support):** $124298975.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-11-18
- **C.12 - Maturity Date (WAL):** 2025-11-18
- **C.13 - Final Legal Maturity Date:** 2025-11-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 311: LIBERTY STREET FUNDING LLC

- **C.1 - Title:** LIBERTY STREET FUNDING LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53127TYS6, C.3 - LEI: 549300F33VRHM10B9391
- **C.18 - Value (incl. sponsor support):** $248380650.00
- **C.18.a - Value (excl. sponsor support):** $248380650.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-11-26
- **C.12 - Maturity Date (WAL):** 2025-11-26
- **C.13 - Final Legal Maturity Date:** 2025-11-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 312: LIBERTY STREET FUNDING LLC

- **C.1 - Title:** LIBERTY STREET FUNDING LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53127TZ14, C.4 - ISIN: US53127TZ145, C.3 - LEI: 549300F33VRHM10B9391
- **C.18 - Value (incl. sponsor support):** $197602602.10
- **C.18.a - Value (excl. sponsor support):** $197602602.10
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 313: LIBERTY STREET FUNDING LLC

- **C.1 - Title:** LIBERTY STREET FUNDING LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53127TZ48, C.3 - LEI: 549300F33VRHM10B9391
- **C.18 - Value (incl. sponsor support):** $124080675.00
- **C.18.a - Value (excl. sponsor support):** $124080675.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2025-12-04
- **C.12 - Maturity Date (WAL):** 2025-12-04
- **C.13 - Final Legal Maturity Date:** 2025-12-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 314: LIBERTY STREET FUNDING LLC

- **C.1 - Title:** LIBERTY STREET FUNDING LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53127TZ55, C.4 - ISIN: US53127TZ558, C.3 - LEI: 549300F33VRHM10B9391
- **C.18 - Value (incl. sponsor support):** $223320307.50
- **C.18.a - Value (excl. sponsor support):** $223320307.50
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2025-12-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 315: LIBERTY STREET FUNDING LLC

- **C.1 - Title:** LIBERTY STREET FUNDING LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53127TZ89, C.4 - ISIN: US53127TZ897, C.3 - LEI: 549300F33VRHM10B9391
- **C.18 - Value (incl. sponsor support):** $49610150.00
- **C.18.a - Value (excl. sponsor support):** $49610150.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2025-12-08
- **C.12 - Maturity Date (WAL):** 2025-12-08
- **C.13 - Final Legal Maturity Date:** 2025-12-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 316: LIBERTY STREET FUNDING LLC

- **C.1 - Title:** LIBERTY STREET FUNDING LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53127TZK2, C.4 - ISIN: US53127TZK23, C.3 - LEI: 549300F33VRHM10B9391
- **C.18 - Value (incl. sponsor support):** $144684919.60
- **C.18.a - Value (excl. sponsor support):** $144684919.60
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2025-12-19
- **C.12 - Maturity Date (WAL):** 2025-12-19
- **C.13 - Final Legal Maturity Date:** 2025-12-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 317: LIBERTY STREET FUNDING LLC

- **C.1 - Title:** LIBERTY STREET FUNDING LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53127TZV8, C.4 - ISIN: US53127TZV87, C.3 - LEI: 549300F33VRHM10B9391
- **C.18 - Value (incl. sponsor support):** $74242500.00
- **C.18.a - Value (excl. sponsor support):** $74242500.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2025-12-29
- **C.12 - Maturity Date (WAL):** 2025-12-29
- **C.13 - Final Legal Maturity Date:** 2025-12-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 318: LIBERTY STREET FUNDING LLC

- **C.1 - Title:** LIBERTY STREET FUNDING LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53127UAF7, C.3 - LEI: 549300F33VRHM10B9391
- **C.18 - Value (incl. sponsor support):** $197588840.00
- **C.18.a - Value (excl. sponsor support):** $197588840.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2026-01-15
- **C.12 - Maturity Date (WAL):** 2026-01-15
- **C.13 - Final Legal Maturity Date:** 2026-01-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 319: LIBERTY STREET FUNDING LLC

- **C.1 - Title:** LIBERTY STREET FUNDING LLC 4.340000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53128PAS9, C.3 - LEI: 549300F33VRHM10B9391
- **C.18 - Value (incl. sponsor support):** $75007897.50
- **C.18.a - Value (excl. sponsor support):** $75007897.50
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-03-11
- **C.13 - Final Legal Maturity Date:** 2026-03-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 320: LIBERTY STREET FUNDING LLC

- **C.1 - Title:** LIBERTY STREET FUNDING LLC 4.340000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53128PAT7, C.3 - LEI: 549300F33VRHM10B9391
- **C.18 - Value (incl. sponsor support):** $75007417.50
- **C.18.a - Value (excl. sponsor support):** $75007417.50
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-03-12
- **C.13 - Final Legal Maturity Date:** 2026-03-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 321: LIBERTY STREET FUNDING LLC

- **C.1 - Title:** LIBERTY STREET FUNDING LLC 4.340000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53128PAU4, C.3 - LEI: 549300F33VRHM10B9391
- **C.18 - Value (incl. sponsor support):** $110012100.00
- **C.18.a - Value (excl. sponsor support):** $110012100.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-03-10
- **C.13 - Final Legal Maturity Date:** 2026-03-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 322: LION BAY FUNDING LLC

- **C.1 - Title:** LION BAY FUNDING LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53619XX12, C.4 - ISIN: US53619XX122, C.3 - LEI: 635400IQAPDH9DJ1QL85
- **C.18 - Value (incl. sponsor support):** $149982915.00
- **C.18.a - Value (excl. sponsor support):** $149982915.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 323: LION BAY FUNDING LLC

- **C.1 - Title:** LION BAY FUNDING LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53619XX20, C.4 - ISIN: US53619XX205, C.3 - LEI: 635400IQAPDH9DJ1QL85
- **C.18 - Value (incl. sponsor support):** $135969005.60
- **C.18.a - Value (excl. sponsor support):** $135969005.60
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-10-02
- **C.12 - Maturity Date (WAL):** 2025-10-02
- **C.13 - Final Legal Maturity Date:** 2025-10-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 324: LLOYDS BANK PLC

- **C.1 - Title:** LLOYDS BANK PLC 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53943SCA3, C.3 - LEI: H7FNTJ4851HG0EXQ1Z70
- **C.18 - Value (incl. sponsor support):** $225268447.14
- **C.18.a - Value (excl. sponsor support):** $225268447.14
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2026-03-10
- **C.12 - Maturity Date (WAL):** 2026-03-10
- **C.13 - Final Legal Maturity Date:** 2026-03-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 325: LMA AMERICAS LLC

- **C.1 - Title:** LMA AMERICAS LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53944QX70, C.4 - ISIN: US53944QX706, C.3 - LEI: 969500DWS97CYSHCPT49
- **C.18 - Value (incl. sponsor support):** $49959945.00
- **C.18.a - Value (excl. sponsor support):** $49959945.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2025-10-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 326: LMA AMERICAS LLC

- **C.1 - Title:** LMA AMERICAS LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53944QX88, C.4 - ISIN: US53944QX888, C.3 - LEI: 969500DWS97CYSHCPT49
- **C.18 - Value (incl. sponsor support):** $49954195.00
- **C.18.a - Value (excl. sponsor support):** $49954195.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-10-08
- **C.12 - Maturity Date (WAL):** 2025-10-08
- **C.13 - Final Legal Maturity Date:** 2025-10-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 327: LMA AMERICAS LLC

- **C.1 - Title:** LMA AMERICAS LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53944QX96, C.4 - ISIN: US53944QX961, C.3 - LEI: 969500DWS97CYSHCPT49
- **C.18 - Value (incl. sponsor support):** $33465451.45
- **C.18.a - Value (excl. sponsor support):** $33465451.45
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-10-09
- **C.12 - Maturity Date (WAL):** 2025-10-09
- **C.13 - Final Legal Maturity Date:** 2025-10-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 328: LMA AMERICAS LLC

- **C.1 - Title:** LMA AMERICAS LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53944QXE5, C.4 - ISIN: US53944QXE50, C.3 - LEI: 969500DWS97CYSHCPT49
- **C.18 - Value (incl. sponsor support):** $45526620.48
- **C.18.a - Value (excl. sponsor support):** $45526620.48
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-10-14
- **C.12 - Maturity Date (WAL):** 2025-10-14
- **C.13 - Final Legal Maturity Date:** 2025-10-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 329: LMA AMERICAS LLC

- **C.1 - Title:** LMA AMERICAS LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53944QXF2, C.4 - ISIN: US53944QXF26, C.3 - LEI: 969500DWS97CYSHCPT49
- **C.18 - Value (incl. sponsor support):** $49913740.00
- **C.18.a - Value (excl. sponsor support):** $49913740.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-10-15
- **C.12 - Maturity Date (WAL):** 2025-10-15
- **C.13 - Final Legal Maturity Date:** 2025-10-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 330: LMA AMERICAS LLC

- **C.1 - Title:** LMA AMERICAS LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53944QXQ8, C.4 - ISIN: US53944QXQ80, C.3 - LEI: 969500DWS97CYSHCPT49
- **C.18 - Value (incl. sponsor support):** $50609407.28
- **C.18.a - Value (excl. sponsor support):** $50609407.28
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-10-24
- **C.12 - Maturity Date (WAL):** 2025-10-24
- **C.13 - Final Legal Maturity Date:** 2025-10-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 331: LMA AMERICAS LLC

- **C.1 - Title:** LMA AMERICAS LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53944RAD0, C.4 - ISIN: US53944RAD08, C.3 - LEI: 969500DWS97CYSHCPT49
- **C.18 - Value (incl. sponsor support):** $49411925.00
- **C.18.a - Value (excl. sponsor support):** $49411925.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **C.11 - Maturity Date (WAM):** 2026-01-13
- **C.12 - Maturity Date (WAL):** 2026-01-13
- **C.13 - Final Legal Maturity Date:** 2026-01-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 332: LMA AMERICAS LLC

- **C.1 - Title:** LMA AMERICAS LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53944RAE8, C.4 - ISIN: US53944RAE80, C.3 - LEI: 969500DWS97CYSHCPT49
- **C.18 - Value (incl. sponsor support):** $50690966.40
- **C.18.a - Value (excl. sponsor support):** $50690966.40
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **C.11 - Maturity Date (WAM):** 2026-01-14
- **C.12 - Maturity Date (WAL):** 2026-01-14
- **C.13 - Final Legal Maturity Date:** 2026-01-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 333: LMA AMERICAS LLC

- **C.1 - Title:** LMA AMERICAS LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53944RBH0, C.4 - ISIN: US53944RBH03, C.3 - LEI: 969500DWS97CYSHCPT49
- **C.18 - Value (incl. sponsor support):** $35635718.02
- **C.18.a - Value (excl. sponsor support):** $35635718.02
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.0100%
- **C.11 - Maturity Date (WAM):** 2026-02-17
- **C.12 - Maturity Date (WAL):** 2026-02-17
- **C.13 - Final Legal Maturity Date:** 2026-02-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 334: LMA AMERICAS LLC

- **C.1 - Title:** LMA AMERICAS LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53944RBJ6, C.4 - ISIN: US53944RBJ68, C.3 - LEI: 969500DWS97CYSHCPT49
- **C.18 - Value (incl. sponsor support):** $49215200.00
- **C.18.a - Value (excl. sponsor support):** $49215200.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.0100%
- **C.11 - Maturity Date (WAM):** 2026-02-18
- **C.12 - Maturity Date (WAL):** 2026-02-18
- **C.13 - Final Legal Maturity Date:** 2026-02-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 335: LMA AMERICAS LLC

- **C.1 - Title:** LMA AMERICAS LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53944RBK3, C.3 - LEI: 969500DWS97CYSHCPT49
- **C.18 - Value (incl. sponsor support):** $47044564.02
- **C.18.a - Value (excl. sponsor support):** $47044564.02
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.0100%
- **C.11 - Maturity Date (WAM):** 2026-02-19
- **C.12 - Maturity Date (WAL):** 2026-02-19
- **C.13 - Final Legal Maturity Date:** 2026-02-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 336: LMA AMERICAS LLC

- **C.1 - Title:** LMA AMERICAS LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53944RBP2, C.4 - ISIN: US53944RBP29, C.3 - LEI: 969500DWS97CYSHCPT49
- **C.18 - Value (incl. sponsor support):** $98376430.00
- **C.18.a - Value (excl. sponsor support):** $98376430.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2026-02-23
- **C.12 - Maturity Date (WAL):** 2026-02-23
- **C.13 - Final Legal Maturity Date:** 2026-02-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 337: LMA AMERICAS LLC

- **C.1 - Title:** LMA AMERICAS LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53944RBS6, C.3 - LEI: 969500DWS97CYSHCPT49
- **C.18 - Value (incl. sponsor support):** $49172050.00
- **C.18.a - Value (excl. sponsor support):** $49172050.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2026-02-26
- **C.12 - Maturity Date (WAL):** 2026-02-26
- **C.13 - Final Legal Maturity Date:** 2026-02-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 338: LMA AMERICAS LLC

- **C.1 - Title:** LMA AMERICAS LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53944RC55, C.3 - LEI: 969500DWS97CYSHCPT49
- **C.18 - Value (incl. sponsor support):** $100432072.86
- **C.18.a - Value (excl. sponsor support):** $100432072.86
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2026-03-05
- **C.12 - Maturity Date (WAL):** 2026-03-05
- **C.13 - Final Legal Maturity Date:** 2026-03-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 339: LMA AMERICAS LLC

- **C.1 - Title:** LMA AMERICAS LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53944RC63, C.3 - LEI: 969500DWS97CYSHCPT49
- **C.18 - Value (incl. sponsor support):** $49129810.00
- **C.18.a - Value (excl. sponsor support):** $49129810.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-03-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 340: LMA AMERICAS LLC

- **C.1 - Title:** LMA AMERICAS LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53944RC97, C.4 - ISIN: US53944RC971, C.3 - LEI: 969500DWS97CYSHCPT49
- **C.18 - Value (incl. sponsor support):** $98228150.00
- **C.18.a - Value (excl. sponsor support):** $98228150.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2026-03-09
- **C.12 - Maturity Date (WAL):** 2026-03-09
- **C.13 - Final Legal Maturity Date:** 2026-03-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 341: LMA AMERICAS LLC

- **C.1 - Title:** LMA AMERICAS LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53944RCC0, C.3 - LEI: 969500DWS97CYSHCPT49
- **C.18 - Value (incl. sponsor support):** $49098370.00
- **C.18.a - Value (excl. sponsor support):** $49098370.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2026-03-12
- **C.12 - Maturity Date (WAL):** 2026-03-12
- **C.13 - Final Legal Maturity Date:** 2026-03-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 342: LMA AMERICAS LLC

- **C.1 - Title:** LMA AMERICAS LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53944RCH9, C.4 - ISIN: US53944RCH93, C.3 - LEI: 969500DWS97CYSHCPT49
- **C.18 - Value (incl. sponsor support):** $80478514.60
- **C.18.a - Value (excl. sponsor support):** $80478514.60
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2026-03-17
- **C.12 - Maturity Date (WAL):** 2026-03-17
- **C.13 - Final Legal Maturity Date:** 2026-03-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 343: LMA AMERICAS LLC

- **C.1 - Title:** LMA AMERICAS LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53944RCR7, C.4 - ISIN: US53944RCR75, C.3 - LEI: 969500DWS97CYSHCPT49
- **C.18 - Value (incl. sponsor support):** $99630372.24
- **C.18.a - Value (excl. sponsor support):** $99630372.24
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2026-03-25
- **C.12 - Maturity Date (WAL):** 2026-03-25
- **C.13 - Final Legal Maturity Date:** 2026-03-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 344: LMA AMERICAS LLC

- **C.1 - Title:** LMA AMERICAS LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53944RD21, C.3 - LEI: 969500DWS97CYSHCPT49
- **C.18 - Value (incl. sponsor support):** $50066430.96
- **C.18.a - Value (excl. sponsor support):** $50066430.96
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2026-04-02
- **C.12 - Maturity Date (WAL):** 2026-04-02
- **C.13 - Final Legal Maturity Date:** 2026-04-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 345: LONGSHIP FUNDING LLC

- **C.1 - Title:** LONGSHIP FUNDING LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 54316TX23, C.3 - LEI: 549300HYL7N00LBQMI55
- **C.18 - Value (incl. sponsor support):** $249943075.00
- **C.18.a - Value (excl. sponsor support):** $249943075.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-10-02
- **C.12 - Maturity Date (WAL):** 2025-10-02
- **C.13 - Final Legal Maturity Date:** 2025-10-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 346: LONGSHIP FUNDING LLC

- **C.1 - Title:** LONGSHIP FUNDING LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 54316TX64, C.3 - LEI: 549300HYL7N00LBQMI55
- **C.18 - Value (incl. sponsor support):** $349759900.00
- **C.18.a - Value (excl. sponsor support):** $349759900.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-10-06
- **C.12 - Maturity Date (WAL):** 2025-10-06
- **C.13 - Final Legal Maturity Date:** 2025-10-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** MUFG BANK LTD (NEW YORK BRANCH) 4.410000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 55381BEX2, C.4 - ISIN: US55381BEX29, C.3 - LEI: C3GTMMZIHMY46P4OIX74
- **C.18 - Value (incl. sponsor support):** $277073737.40
- **C.18.a - Value (excl. sponsor support):** $277073737.40
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-11-25
- **C.13 - Final Legal Maturity Date:** 2025-11-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** MUFG BANK LTD (NEW YORK BRANCH) 4.510000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 55381BGS1, C.4 - ISIN: US55381BGS16, C.3 - LEI: C3GTMMZIHMY46P4OIX74
- **C.18 - Value (incl. sponsor support):** $450055980.00
- **C.18.a - Value (excl. sponsor support):** $450055980.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-17
- **C.13 - Final Legal Maturity Date:** 2025-10-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** MUFG BANK LTD (NEW YORK BRANCH) 4.450000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 55381BGX0, C.4 - ISIN: US55381BGX01, C.3 - LEI: C3GTMMZIHMY46P4OIX74
- **C.18 - Value (incl. sponsor support):** $228054765.60
- **C.18.a - Value (excl. sponsor support):** $228054765.60
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2025-10-29
- **C.12 - Maturity Date (WAL):** 2025-10-29
- **C.13 - Final Legal Maturity Date:** 2025-10-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** MUFG BANK LTD (NEW YORK BRANCH) 4.420000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 55381BHQ4, C.4 - ISIN: US55381BHQ41, C.3 - LEI: C3GTMMZIHMY46P4OIX74
- **C.18 - Value (incl. sponsor support):** $600131820.00
- **C.18.a - Value (excl. sponsor support):** $600131820.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-11-14
- **C.13 - Final Legal Maturity Date:** 2025-11-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** MUFG BANK LTD (NEW YORK BRANCH) 4.400000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 55381BHU5, C.4 - ISIN: US55381BHU52, C.3 - LEI: C3GTMMZIHMY46P4OIX74
- **C.18 - Value (incl. sponsor support):** $500105250.00
- **C.18.a - Value (excl. sponsor support):** $500105250.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-11-17
- **C.13 - Final Legal Maturity Date:** 2025-11-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** MUFG BANK LTD (NEW YORK BRANCH) 4.380000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 55381BJC3, C.4 - ISIN: US55381BJC37, C.3 - LEI: C3GTMMZIHMY46P4OIX74
- **C.18 - Value (incl. sponsor support):** $260052052.00
- **C.18.a - Value (excl. sponsor support):** $260052052.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-11-21
- **C.13 - Final Legal Maturity Date:** 2025-11-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** MUFG BANK LTD (NEW YORK BRANCH) 4.380000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 55381BJH2, C.4 - ISIN: US55381BJH24, C.3 - LEI: C3GTMMZIHMY46P4OIX74
- **C.18 - Value (incl. sponsor support):** $365088001.50
- **C.18.a - Value (excl. sponsor support):** $365088001.50
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** MUFG BANK LTD (NEW YORK BRANCH) 4.380000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 55381BJS8, C.4 - ISIN: US55381BJS88, C.3 - LEI: C3GTMMZIHMY46P4OIX74
- **C.18 - Value (incl. sponsor support):** $500121850.00
- **C.18.a - Value (excl. sponsor support):** $500121850.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2025-12-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** MUFG BANK LTD (NEW YORK BRANCH) 4.380000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 55381BJU3, C.4 - ISIN: US55381BJU35, C.3 - LEI: C3GTMMZIHMY46P4OIX74
- **C.18 - Value (incl. sponsor support):** $500121500.00
- **C.18.a - Value (excl. sponsor support):** $500121500.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-12-10
- **C.13 - Final Legal Maturity Date:** 2025-12-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** MUFG BANK LTD (NEW YORK BRANCH) 4.380000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 55381BJV1, C.4 - ISIN: US55381BJV18, C.3 - LEI: C3GTMMZIHMY46P4OIX74
- **C.18 - Value (incl. sponsor support):** $500121400.00
- **C.18.a - Value (excl. sponsor support):** $500121400.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-12-11
- **C.13 - Final Legal Maturity Date:** 2025-12-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** MUFG BANK LTD (NEW YORK BRANCH) 4.450000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 55381BJW9, C.4 - ISIN: US55381BJW90, C.3 - LEI: C3GTMMZIHMY46P4OIX74
- **C.18 - Value (incl. sponsor support):** $500175000.00
- **C.18.a - Value (excl. sponsor support):** $500175000.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-11-10
- **C.12 - Maturity Date (WAL):** 2025-11-10
- **C.13 - Final Legal Maturity Date:** 2025-11-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** MUFG BANK LTD (NEW YORK BRANCH) 4.390000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 55381BKD9, C.4 - ISIN: US55381BKD90, C.3 - LEI: C3GTMMZIHMY46P4OIX74
- **C.18 - Value (incl. sponsor support):** $500130500.00
- **C.18.a - Value (excl. sponsor support):** $500130500.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-12-19
- **C.13 - Final Legal Maturity Date:** 2025-12-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** MUFG BANK LTD (NEW YORK BRANCH) 4.360000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 55381BKH0, C.4 - ISIN: US55381BKH05, C.3 - LEI: C3GTMMZIHMY46P4OIX74
- **C.18 - Value (incl. sponsor support):** $200099320.00
- **C.18.a - Value (excl. sponsor support):** $200099320.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-12-18
- **C.12 - Maturity Date (WAL):** 2025-12-18
- **C.13 - Final Legal Maturity Date:** 2025-12-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** MUFG BANK LTD (NEW YORK BRANCH) 4.400000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 55381BKN7, C.4 - ISIN: US55381BKN72, C.3 - LEI: C3GTMMZIHMY46P4OIX74
- **C.18 - Value (incl. sponsor support):** $500136650.00
- **C.18.a - Value (excl. sponsor support):** $500136650.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-01-15
- **C.13 - Final Legal Maturity Date:** 2026-01-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** MUFG BANK LTD (NEW YORK BRANCH) 4.440000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 55381BKX5, C.4 - ISIN: US55381BKX54, C.3 - LEI: C3GTMMZIHMY46P4OIX74
- **C.18 - Value (incl. sponsor support):** $250128375.00
- **C.18.a - Value (excl. sponsor support):** $250128375.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2025-12-02
- **C.12 - Maturity Date (WAL):** 2025-12-02
- **C.13 - Final Legal Maturity Date:** 2025-12-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** MUFG BANK LTD (NEW YORK BRANCH) 4.420000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 55381BLD8, C.4 - ISIN: US55381BLD81, C.3 - LEI: C3GTMMZIHMY46P4OIX74
- **C.18 - Value (incl. sponsor support):** $500472850.00
- **C.18.a - Value (excl. sponsor support):** $500472850.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2026-01-16
- **C.12 - Maturity Date (WAL):** 2026-01-16
- **C.13 - Final Legal Maturity Date:** 2026-01-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** MUFG BANK LTD (NEW YORK BRANCH) 4.400000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 55381BLE6, C.4 - ISIN: US55381BLE64, C.3 - LEI: C3GTMMZIHMY46P4OIX74
- **C.18 - Value (incl. sponsor support):** $195170527.50
- **C.18.a - Value (excl. sponsor support):** $195170527.50
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2026-01-14
- **C.12 - Maturity Date (WAL):** 2026-01-14
- **C.13 - Final Legal Maturity Date:** 2026-01-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** MUFG BANK LTD (NEW YORK BRANCH) 4.360000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 55381BLP1, C.4 - ISIN: US55381BLP12, C.3 - LEI: C3GTMMZIHMY46P4OIX74
- **C.18 - Value (incl. sponsor support):** $303279608.40
- **C.18.a - Value (excl. sponsor support):** $303279608.40
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** MUFG BANK LTD (NEW YORK BRANCH) 4.390000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 55381BLR7, C.4 - ISIN: US55381BLR77, C.3 - LEI: C3GTMMZIHMY46P4OIX74
- **C.18 - Value (incl. sponsor support):** $420066318.00
- **C.18.a - Value (excl. sponsor support):** $420066318.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-02-20
- **C.13 - Final Legal Maturity Date:** 2026-02-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** MUFG BANK LTD (NEW YORK BRANCH) 4.390000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 55381BLT3, C.4 - ISIN: US55381BLT34, C.3 - LEI: C3GTMMZIHMY46P4OIX74
- **C.18 - Value (incl. sponsor support):** $100013790.00
- **C.18.a - Value (excl. sponsor support):** $100013790.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-02-26
- **C.13 - Final Legal Maturity Date:** 2026-02-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** MUFG BANK LTD (NEW YORK BRANCH) 4.380000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 55381BML9, C.4 - ISIN: US55381BML98, C.3 - LEI: C3GTMMZIHMY46P4OIX74
- **C.18 - Value (incl. sponsor support):** $499997000.00
- **C.18.a - Value (excl. sponsor support):** $499997000.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-03-18
- **C.13 - Final Legal Maturity Date:** 2026-03-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** MUFG BANK LTD (NEW YORK BRANCH) 4.380000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 55381BMM7, C.4 - ISIN: US55381BMM71, C.3 - LEI: C3GTMMZIHMY46P4OIX74
- **C.18 - Value (incl. sponsor support):** $441006570.90
- **C.18.a - Value (excl. sponsor support):** $441006570.90
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-03-17
- **C.13 - Final Legal Maturity Date:** 2026-03-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** MUFG BANK LTD (NEW YORK BRANCH) 4.380000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 55381BMP0, C.4 - ISIN: US55381BMP03, C.3 - LEI: C3GTMMZIHMY46P4OIX74
- **C.18 - Value (incl. sponsor support):** $369997188.00
- **C.18.a - Value (excl. sponsor support):** $369997188.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-03-19
- **C.13 - Final Legal Maturity Date:** 2026-03-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** MUFG BANK LTD (NEW YORK BRANCH) 4.380000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 55381BMS4, C.4 - ISIN: US55381BMS42, C.3 - LEI: C3GTMMZIHMY46P4OIX74
- **C.18 - Value (incl. sponsor support):** $578019131.80
- **C.18.a - Value (excl. sponsor support):** $578019131.80
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-03-13
- **C.13 - Final Legal Maturity Date:** 2026-03-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 371: MAINBEACH FUNDING LLC

- **C.1 - Title:** MAINBEACH FUNDING LLC 4.510000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 56036ABF3, C.4 - ISIN: US56036ABF30, C.3 - LEI: 635400CWJW29VERCBI90
- **C.18 - Value (incl. sponsor support):** $200002986.00
- **C.18.a - Value (excl. sponsor support):** $200002986.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-01-05
- **C.13 - Final Legal Maturity Date:** 2026-02-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 372: MAINBEACH FUNDING LLC

- **C.1 - Title:** MAINBEACH FUNDING LLC 4.400000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 56036ABK2, C.4 - ISIN: US56036ABK25, C.3 - LEI: 635400CWJW29VERCBI90
- **C.18 - Value (incl. sponsor support):** $192003360.00
- **C.18.a - Value (excl. sponsor support):** $192003360.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-01-05
- **C.13 - Final Legal Maturity Date:** 2026-02-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 373: MAINBEACH FUNDING LLC

- **C.1 - Title:** MAINBEACH FUNDING LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 56037BX17, C.4 - ISIN: US56037BX179, C.3 - LEI: 635400CWJW29VERCBI90
- **C.18 - Value (incl. sponsor support):** $19997722.00
- **C.18.a - Value (excl. sponsor support):** $19997722.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 374: Maricopa Cnty IDA

- **C.1 - Title:** RB (BANNER HEALTH) SERIES 2021B1 4.170000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 56682HDD8, C.4 - ISIN: US56682HDD89, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $30700000.00
- **C.18.a - Value (excl. sponsor support):** $30700000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2056-01-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 375: Massachusetts HFA

- **C.1 - Title:** HOUSING BONDS SERIES 2025A 4.100000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 57586VDY6, C.4 - ISIN: US57586VDY65, C.3 - LEI: 549300NLJBK1VP6K2K81
- **C.18 - Value (incl. sponsor support):** $18000000.00
- **C.18.a - Value (excl. sponsor support):** $18000000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2064-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 376: Massachusetts HFA

- **C.1 - Title:** TAXABLE S/F HOUSING RB SERIES 244 4.150000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 57587GY58, C.4 - ISIN: US57587GY583, C.3 - LEI: 549300NLJBK1VP6K2K81
- **C.18 - Value (incl. sponsor support):** $20000000.00
- **C.18.a - Value (excl. sponsor support):** $20000000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2055-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? Yes, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 377: Massachusetts S/F HFA

- **C.1 - Title:** S/F HOUSING RB SERIES 248 4.150000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 57587GY90, C.4 - ISIN: US57587GY906, C.3 - LEI: 549300NLJBK1VP6K2K81
- **C.18 - Value (incl. sponsor support):** $17500000.00
- **C.18.a - Value (excl. sponsor support):** $17500000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2055-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 378: METLIFE SHORT TERM FUNDING LLC

- **C.1 - Title:** METLIFE SHORT TERM FUNDING LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 59157UAV2, C.4 - ISIN: US59157UAV26, C.3 - LEI: 54930024MDLTV1K1YL10
- **C.18 - Value (incl. sponsor support):** $163890308.43
- **C.18.a - Value (excl. sponsor support):** $163890308.43
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2026-01-29
- **C.12 - Maturity Date (WAL):** 2026-01-29
- **C.13 - Final Legal Maturity Date:** 2026-01-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 379: SOUTHERN CALIFORNIA METROPOLITAN WATER DISTRICT

- **C.1 - Title:** SUB WATER REFUNDING RB SERIES 2021A 4.130000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 59266TTK7, C.4 - ISIN: US59266TTK78, C.3 - LEI: 5493003GD0S0P56RLT45
- **C.18 - Value (incl. sponsor support):** $132550000.00
- **C.18.a - Value (excl. sponsor support):** $132550000.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2042-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 380: SOUTHERN CALIFORNIA METROPOLITAN WATER DISTRICT

- **C.1 - Title:** TAXABLE WATER REFUNDING RB SERIES 2022C2 4.120000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 59266TUV1, C.4 - ISIN: US59266TUV15, C.3 - LEI: 5493003GD0S0P56RLT45
- **C.18 - Value (incl. sponsor support):** $38115000.00
- **C.18.a - Value (excl. sponsor support):** $38115000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2046-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 381: Michigan Housing Development Auth

- **C.1 - Title:** S/F GO BONDS SERIES 2025-1 4.120000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 594649M93, C.4 - ISIN: US594649M933, C.3 - LEI: 549300NSWW1HVXE93T03
- **C.18 - Value (incl. sponsor support):** $22000000.00
- **C.18.a - Value (excl. sponsor support):** $22000000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2055-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 4.350000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60683D2X6, C.4 - ISIN: US60683D2X61, C.3 - LEI: JBONEPAGQXF4QP29B387
- **C.18 - Value (incl. sponsor support):** $480009504.00
- **C.18.a - Value (excl. sponsor support):** $480009504.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-06
- **C.13 - Final Legal Maturity Date:** 2025-10-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 4.450000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60683D3Q0, C.4 - ISIN: US60683D3Q02, C.3 - LEI: JBONEPAGQXF4QP29B387
- **C.18 - Value (incl. sponsor support):** $245053777.50
- **C.18.a - Value (excl. sponsor support):** $245053777.50
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-11-04
- **C.13 - Final Legal Maturity Date:** 2025-11-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 4.360000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60683D4L0, C.4 - ISIN: US60683D4L06, C.3 - LEI: JBONEPAGQXF4QP29B387
- **C.18 - Value (incl. sponsor support):** $44008461.20
- **C.18.a - Value (excl. sponsor support):** $44008461.20
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-11-19
- **C.13 - Final Legal Maturity Date:** 2025-11-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 4.370000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60683D6V6, C.3 - LEI: JBONEPAGQXF4QP29B387
- **C.18 - Value (incl. sponsor support):** $391703539.04
- **C.18.a - Value (excl. sponsor support):** $391703539.04
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-01-27
- **C.13 - Final Legal Maturity Date:** 2026-01-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 4.350000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60683FAK0, C.4 - ISIN: US60683FAK03, C.3 - LEI: JBONEPAGQXF4QP29B387
- **C.18 - Value (incl. sponsor support):** $385071340.50
- **C.18.a - Value (excl. sponsor support):** $385071340.50
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-02-17
- **C.13 - Final Legal Maturity Date:** 2026-02-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 4.350000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60683FAL8, C.4 - ISIN: US60683FAL85, C.3 - LEI: JBONEPAGQXF4QP29B387
- **C.18 - Value (incl. sponsor support):** $375074362.50
- **C.18.a - Value (excl. sponsor support):** $375074362.50
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-02-10
- **C.13 - Final Legal Maturity Date:** 2026-02-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 4.350000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60683FAM6, C.4 - ISIN: US60683FAM68, C.3 - LEI: JBONEPAGQXF4QP29B387
- **C.18 - Value (incl. sponsor support):** $400073920.00
- **C.18.a - Value (excl. sponsor support):** $400073920.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-02-18
- **C.13 - Final Legal Maturity Date:** 2026-02-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 4.350000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60683FBC7, C.4 - ISIN: US60683FBC77, C.3 - LEI: JBONEPAGQXF4QP29B387
- **C.18 - Value (incl. sponsor support):** $611041975.70
- **C.18.a - Value (excl. sponsor support):** $611041975.70
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-03-16
- **C.13 - Final Legal Maturity Date:** 2026-03-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 4.350000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60683FBM5, C.4 - ISIN: US60683FBM59, C.3 - LEI: JBONEPAGQXF4QP29B387
- **C.18 - Value (incl. sponsor support):** $400048160.00
- **C.18.a - Value (excl. sponsor support):** $400048160.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-03-10
- **C.13 - Final Legal Maturity Date:** 2026-03-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 4.360000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60683FBS2, C.4 - ISIN: US60683FBS20, C.3 - LEI: JBONEPAGQXF4QP29B387
- **C.18 - Value (incl. sponsor support):** $481030399.20
- **C.18.a - Value (excl. sponsor support):** $481030399.20
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-03-25
- **C.13 - Final Legal Maturity Date:** 2026-03-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** MIZUHO BANK LTD (SINGAPORE BRANCH) 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 60689PYL4, C.4 - ISIN: US60689PYL48, C.3 - LEI: RB0PEZSDGCO3JS6CEU02
- **C.18 - Value (incl. sponsor support):** $223684830.00
- **C.18.a - Value (excl. sponsor support):** $223684830.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-11-20
- **C.12 - Maturity Date (WAL):** 2025-11-20
- **C.13 - Final Legal Maturity Date:** 2025-11-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 393: MIZUHO BANK LTD (SINGAPORE BRANCH)

- **C.1 - Title:** MIZUHO BANK LTD (SINGAPORE BRANCH) 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 60689PZ82, C.3 - LEI: RB0PEZSDGCO3JS6CEU02
- **C.18 - Value (incl. sponsor support):** $496089050.00
- **C.18.a - Value (excl. sponsor support):** $496089050.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-08
- **C.12 - Maturity Date (WAL):** 2025-12-08
- **C.13 - Final Legal Maturity Date:** 2025-12-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 394: MIZUHO BANK LTD (SINGAPORE BRANCH)

- **C.1 - Title:** MIZUHO BANK LTD (SINGAPORE BRANCH) 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 60689PZ90, C.4 - ISIN: US60689PZ903, C.3 - LEI: RB0PEZSDGCO3JS6CEU02
- **C.18 - Value (incl. sponsor support):** $496033350.00
- **C.18.a - Value (excl. sponsor support):** $496033350.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-09
- **C.12 - Maturity Date (WAL):** 2025-12-09
- **C.13 - Final Legal Maturity Date:** 2025-12-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 395: MIZUHO BANK LTD (SINGAPORE BRANCH)

- **C.1 - Title:** MIZUHO BANK LTD (SINGAPORE BRANCH) 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 60689QA61, C.4 - ISIN: US60689QA615, C.3 - LEI: RB0PEZSDGCO3JS6CEU02
- **C.18 - Value (incl. sponsor support):** $346134250.00
- **C.18.a - Value (excl. sponsor support):** $346134250.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2026-01-06
- **C.12 - Maturity Date (WAL):** 2026-01-06
- **C.13 - Final Legal Maturity Date:** 2026-01-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** MIZUHO BANK LTD (NEW YORK BRANCH) 4.390000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60710T2Y6, C.4 - ISIN: US60710T2Y67, C.3 - LEI: RB0PEZSDGCO3JS6CEU02
- **C.18 - Value (incl. sponsor support):** $500130850.00
- **C.18.a - Value (excl. sponsor support):** $500130850.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-02-20
- **C.13 - Final Legal Maturity Date:** 2026-02-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** MIZUHO BANK LTD (NEW YORK BRANCH) 4.380000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60710T3W9, C.4 - ISIN: US60710T3W92, C.3 - LEI: RB0PEZSDGCO3JS6CEU02
- **C.18 - Value (incl. sponsor support):** $1200145200.00
- **C.18.a - Value (excl. sponsor support):** $1200145200.00
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-03-16
- **C.13 - Final Legal Maturity Date:** 2026-03-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** MIZUHO BANK LTD (NEW YORK BRANCH) 4.380000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60710T4A6, C.4 - ISIN: US60710T4A63, C.3 - LEI: RB0PEZSDGCO3JS6CEU02
- **C.18 - Value (incl. sponsor support):** $450046980.00
- **C.18.a - Value (excl. sponsor support):** $450046980.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-03-19
- **C.13 - Final Legal Maturity Date:** 2026-03-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** MIZUHO BANK LTD (NEW YORK BRANCH) 4.380000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60710TK67, C.4 - ISIN: US60710TK679, C.3 - LEI: RB0PEZSDGCO3JS6CEU02
- **C.18 - Value (incl. sponsor support):** $155005099.50
- **C.18.a - Value (excl. sponsor support):** $155005099.50
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-08
- **C.13 - Final Legal Maturity Date:** 2025-10-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** MIZUHO BANK LTD (NEW YORK BRANCH) 4.430000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60710TQ61, C.4 - ISIN: US60710TQ619, C.3 - LEI: RB0PEZSDGCO3JS6CEU02
- **C.18 - Value (incl. sponsor support):** $185034595.00
- **C.18.a - Value (excl. sponsor support):** $185034595.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-11-06
- **C.13 - Final Legal Maturity Date:** 2025-11-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** MIZUHO BANK LTD (NEW YORK BRANCH) 4.380000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60710TT68, C.4 - ISIN: US60710TT688, C.3 - LEI: RB0PEZSDGCO3JS6CEU02
- **C.18 - Value (incl. sponsor support):** $463091488.80
- **C.18.a - Value (excl. sponsor support):** $463091488.80
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-12-19
- **C.13 - Final Legal Maturity Date:** 2025-12-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** MIZUHO BANK LTD (NEW YORK BRANCH) 4.460000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60710TV24, C.4 - ISIN: US60710TV247, C.3 - LEI: RB0PEZSDGCO3JS6CEU02
- **C.18 - Value (incl. sponsor support):** $532294249.20
- **C.18.a - Value (excl. sponsor support):** $532294249.20
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-12-16
- **C.12 - Maturity Date (WAL):** 2025-12-16
- **C.13 - Final Legal Maturity Date:** 2025-12-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** MIZUHO BANK LTD (NEW YORK BRANCH) 4.450000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60710TY21, C.4 - ISIN: US60710TY217, C.3 - LEI: RB0PEZSDGCO3JS6CEU02
- **C.18 - Value (incl. sponsor support):** $205165127.50
- **C.18.a - Value (excl. sponsor support):** $205165127.50
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2026-01-09
- **C.12 - Maturity Date (WAL):** 2026-01-09
- **C.13 - Final Legal Maturity Date:** 2026-01-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 404: MOUNTAIN BANYAN QUALIFIED OPPORTUNITY ZONE BUSINESS LLC

- **C.1 - Title:** TAXABLE M/F HOUSING RB SERIES 2023A 4.200000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 62385RAA3, C.4 - ISIN: US62385RAA32, C.3 - LEI: 254900X1KY1446RI7R64
- **C.18 - Value (incl. sponsor support):** $45000000.00
- **C.18.a - Value (excl. sponsor support):** $45000000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2063-11-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 405: NATIONAL AUSTRALIA BANK LTD

- **C.1 - Title:** NATIONAL AUSTRALIA BANK LTD 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 63254EXT2, C.4 - ISIN: US63254EXT27, C.3 - LEI: F8SB4JFBSYQFRQEH3Z21
- **C.18 - Value (incl. sponsor support):** $199384800.00
- **C.18.a - Value (excl. sponsor support):** $199384800.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-10-27
- **C.12 - Maturity Date (WAL):** 2025-10-27
- **C.13 - Final Legal Maturity Date:** 2025-10-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 406: NATIONAL BANK OF CANADA

- **C.1 - Title:** NATIONAL BANK OF CANADA 4.330000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 63307NPU5, C.3 - LEI: BSGEFEIOM18Y80CKCV46
- **C.18 - Value (incl. sponsor support):** $500070650.00
- **C.18.a - Value (excl. sponsor support):** $500070650.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-03-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 407: NATIONAL WESTMINSTER BANK PLC

- **C.1 - Title:** NATIONAL WESTMINSTER BANK PLC 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 63854EX90, C.4 - ISIN: US63854EX909, C.3 - LEI: 213800IBT39XQ9C4CP71
- **C.18 - Value (incl. sponsor support):** $199794880.00
- **C.18.a - Value (excl. sponsor support):** $199794880.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-10-09
- **C.12 - Maturity Date (WAL):** 2025-10-09
- **C.13 - Final Legal Maturity Date:** 2025-10-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** NATIXIS (NEW YORK BRANCH) 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 63873KB63, C.4 - ISIN: US63873KB639, C.3 - LEI: 2549003L5ZG5M2ZSE107
- **C.18 - Value (incl. sponsor support):** $492601925.83
- **C.18.a - Value (excl. sponsor support):** $492601925.83
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-02-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** NATIXIS (NEW YORK BRANCH) 4.340000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 63873TCU0, C.4 - ISIN: US63873TCU07, C.3 - LEI: 2549003L5ZG5M2ZSE107
- **C.18 - Value (incl. sponsor support):** $500097250.00
- **C.18.a - Value (excl. sponsor support):** $500097250.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-11-17
- **C.13 - Final Legal Maturity Date:** 2025-11-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** NATIXIS (NEW YORK BRANCH) 4.470000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 63873TDM7, C.4 - ISIN: US63873TDM71, C.3 - LEI: 2549003L5ZG5M2ZSE107
- **C.18 - Value (incl. sponsor support):** $416248643.20
- **C.18.a - Value (excl. sponsor support):** $416248643.20
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2025-12-11
- **C.12 - Maturity Date (WAL):** 2025-12-11
- **C.13 - Final Legal Maturity Date:** 2025-12-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** NATIXIS (NEW YORK BRANCH) 4.450000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 63873TDZ8, C.4 - ISIN: US63873TDZ84, C.3 - LEI: 2549003L5ZG5M2ZSE107
- **C.18 - Value (incl. sponsor support):** $500083950.00
- **C.18.a - Value (excl. sponsor support):** $500083950.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-10-20
- **C.12 - Maturity Date (WAL):** 2025-10-20
- **C.13 - Final Legal Maturity Date:** 2025-10-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** NATIXIS (NEW YORK BRANCH) 4.410000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 63873TEN4, C.4 - ISIN: US63873TEN46, C.3 - LEI: 2549003L5ZG5M2ZSE107
- **C.18 - Value (incl. sponsor support):** $500496000.00
- **C.18.a - Value (excl. sponsor support):** $500496000.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2026-01-21
- **C.12 - Maturity Date (WAL):** 2026-01-21
- **C.13 - Final Legal Maturity Date:** 2026-01-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** NATIXIS (NEW YORK BRANCH) 4.270000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 63873TEV6, C.4 - ISIN: US63873TEV61, C.3 - LEI: 2549003L5ZG5M2ZSE107
- **C.18 - Value (incl. sponsor support):** $500340150.00
- **C.18.a - Value (excl. sponsor support):** $500340150.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-02-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** NATIXIS (NEW YORK BRANCH) 4.190000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 63873TFG8, C.4 - ISIN: US63873TFG85, C.3 - LEI: 2549003L5ZG5M2ZSE107
- **C.18 - Value (incl. sponsor support):** $700406140.00
- **C.18.a - Value (excl. sponsor support):** $700406140.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2026-03-05
- **C.12 - Maturity Date (WAL):** 2026-03-05
- **C.13 - Final Legal Maturity Date:** 2026-03-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 415: NIEUW AMSTERDAM RECEIVABLES CORPORATION BV

- **C.1 - Title:** NIEUW AMSTERDAM RECEIVABLES CORPORATION BV 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 65409RXX3, C.4 - ISIN: US65409RXX33, C.3 - LEI: 724500BM7HQ28ZIB2058
- **C.18 - Value (incl. sponsor support):** $164408128.50
- **C.18.a - Value (excl. sponsor support):** $164408128.50
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-10-31
- **C.12 - Maturity Date (WAL):** 2025-10-31
- **C.13 - Final Legal Maturity Date:** 2025-10-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 416: NORDEA BANK ABP

- **C.1 - Title:** NORDEA BANK ABP 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 65558KB94, C.4 - ISIN: US65558KB949, C.3 - LEI: 529900ODI3047E2LIV03
- **C.18 - Value (incl. sponsor support):** $95888157.54
- **C.18.a - Value (excl. sponsor support):** $95888157.54
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2026-02-09
- **C.12 - Maturity Date (WAL):** 2026-02-09
- **C.13 - Final Legal Maturity Date:** 2026-02-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 417: NORDEA BANK ABP (NEW YORK BRANCH)

- **C.1 - Title:** NORDEA BANK ABP (NEW YORK BRANCH) 4.330000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 65558WMN5, C.4 - ISIN: US65558WMN55, C.3 - LEI: 529900ODI3047E2LIV03
- **C.18 - Value (incl. sponsor support):** $100036630.00
- **C.18.a - Value (excl. sponsor support):** $100036630.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 418: NORTH TEXAS HIGHER EDUCATION AUTH INC

- **C.1 - Title:** TAXABLE NOTES SERIES 2023-1 4.170000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 662826FR2, C.4 - ISIN: US662826FR29, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $42998000.00
- **C.18.a - Value (excl. sponsor support):** $42998000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2053-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 419: NUVEEN FLOATING RATE INCOME FUND

- **C.1 - Title:** VARIABLE RATE DEMAND PREFERRED SHARES SERIES A 4.250000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 67072T850, C.4 - ISIN: US67072T8505, C.3 - LEI: HJXCPP3KYE3BVU373P27
- **C.18 - Value (incl. sponsor support):** $113000000.00
- **C.18.a - Value (excl. sponsor support):** $113000000.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2031-01-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 420: NUVEEN PREFERRED & INCOME OPPORTUNITIES FUND

- **C.1 - Title:** TAXABLE VARIABLE RATE DEMAND PREFERRED SHARES SERIES A 4.220000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 67073B809, C.4 - ISIN: US67073B8090, C.3 - LEI: SQSNUOAGTXNFWCFS1I50
- **C.18 - Value (incl. sponsor support):** $37500000.00
- **C.18.a - Value (excl. sponsor support):** $37500000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2037-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 421: NUVEEN PREFERRED & INCOME OPPORTUNITIES FUND

- **C.1 - Title:** TAXABLE VARIABLE RATE DEMAND PREFERRED SHARES SERIES B 4.250000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 67073B882, C.4 - ISIN: US67073B8827, C.3 - LEI: SQSNUOAGTXNFWCFS1I50
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2032-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 422: NUVEEN CREDIT STRATEGIES INCOME FUND

- **C.1 - Title:** TAXABLE VARIABLE RATE DEMAND PREFERRED SHARES SERIES A 4.250000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 67073D854, C.4 - ISIN: US67073D8544, C.3 - LEI: W4CSTD4RDGQSJ4FOVO30
- **C.18 - Value (incl. sponsor support):** $62000000.00
- **C.18.a - Value (excl. sponsor support):** $62000000.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2032-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 423: NUVEEN VARIABLE RATE PREFERRED & INCOME FUND

- **C.1 - Title:** TAXABLE VARIABLE RATE DEMAND PREFERRED SHARES SERIES A 4.270000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 67080R201, C.4 - ISIN: US67080R2013, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $21250000.00
- **C.18.a - Value (excl. sponsor support):** $21250000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2034-02-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 424: Olathe

- **C.1 - Title:** TAXABLE IDRB (DIAMANT BOART) SERIES 1997B 4.240000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 679400NU1, C.4 - ISIN: US679400NU14, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $8900000.00
- **C.18.a - Value (excl. sponsor support):** $8900000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2027-03-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 425: OLD LINE FUNDING LLC

- **C.1 - Title:** OLD LINE FUNDING LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 67983TZ41, C.4 - ISIN: US67983TZ418, C.3 - LEI: 5493004QSN8OZAIU2J90
- **C.18 - Value (incl. sponsor support):** $99260320.00
- **C.18.a - Value (excl. sponsor support):** $99260320.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-12-04
- **C.12 - Maturity Date (WAL):** 2025-12-04
- **C.13 - Final Legal Maturity Date:** 2025-12-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 426: OLD LINE FUNDING LLC

- **C.1 - Title:** OLD LINE FUNDING LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 67983UA94, C.4 - ISIN: US67983UA948, C.3 - LEI: 5493004QSN8OZAIU2J90
- **C.18 - Value (incl. sponsor support):** $98870900.00
- **C.18.a - Value (excl. sponsor support):** $98870900.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2026-01-09
- **C.12 - Maturity Date (WAL):** 2026-01-09
- **C.13 - Final Legal Maturity Date:** 2026-01-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 427: OLD LINE FUNDING LLC

- **C.1 - Title:** OLD LINE FUNDING LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 67983UDA8, C.3 - LEI: 5493004QSN8OZAIU2J90
- **C.18 - Value (incl. sponsor support):** $48952000.00
- **C.18.a - Value (excl. sponsor support):** $48952000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2026-04-10
- **C.12 - Maturity Date (WAL):** 2026-04-10
- **C.13 - Final Legal Maturity Date:** 2026-04-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 428: OLD LINE FUNDING LLC

- **C.1 - Title:** OLD LINE FUNDING LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 67983UF32, C.4 - ISIN: US67983UF327, C.3 - LEI: 5493004QSN8OZAIU2J90
- **C.18 - Value (incl. sponsor support):** $146049645.00
- **C.18.a - Value (excl. sponsor support):** $146049645.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-06-03
- **C.12 - Maturity Date (WAL):** 2026-06-03
- **C.13 - Final Legal Maturity Date:** 2026-06-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 429: OLD LINE FUNDING LLC

- **C.1 - Title:** OLD LINE FUNDING LLC 4.370000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 67984RPQ6, C.3 - LEI: 5493004QSN8OZAIU2J90
- **C.18 - Value (incl. sponsor support):** $150018345.00
- **C.18.a - Value (excl. sponsor support):** $150018345.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-03-11
- **C.13 - Final Legal Maturity Date:** 2026-03-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) 4.380000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 69033NFF7, C.4 - ISIN: US69033NFF78, C.3 - LEI: 5493007O3QFXCPOGWK22
- **C.18 - Value (incl. sponsor support):** $298063027.00
- **C.18.a - Value (excl. sponsor support):** $298063027.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) 4.360000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 69033NFG5, C.4 - ISIN: US69033NFG51, C.3 - LEI: 5493007O3QFXCPOGWK22
- **C.18 - Value (incl. sponsor support):** $200033980.00
- **C.18.a - Value (excl. sponsor support):** $200033980.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-11-28
- **C.13 - Final Legal Maturity Date:** 2025-11-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) 4.400000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 69033NFS9, C.4 - ISIN: US69033NFS99, C.3 - LEI: 5493007O3QFXCPOGWK22
- **C.18 - Value (incl. sponsor support):** $400139120.00
- **C.18.a - Value (excl. sponsor support):** $400139120.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-01-05
- **C.13 - Final Legal Maturity Date:** 2026-01-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) 4.400000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 69033NFU4, C.4 - ISIN: US69033NFU46, C.3 - LEI: 5493007O3QFXCPOGWK22
- **C.18 - Value (incl. sponsor support):** $200069640.00
- **C.18.a - Value (excl. sponsor support):** $200069640.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-01-06
- **C.13 - Final Legal Maturity Date:** 2026-01-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) 4.430000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 69033NGL3, C.4 - ISIN: US69033NGL38, C.3 - LEI: 5493007O3QFXCPOGWK22
- **C.18 - Value (incl. sponsor support):** $125027412.50
- **C.18.a - Value (excl. sponsor support):** $125027412.50
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-11-12
- **C.13 - Final Legal Maturity Date:** 2025-11-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) 4.460000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 69033NGM1, C.4 - ISIN: US69033NGM11, C.3 - LEI: 5493007O3QFXCPOGWK22
- **C.18 - Value (incl. sponsor support):** $250100250.00
- **C.18.a - Value (excl. sponsor support):** $250100250.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-12-15
- **C.13 - Final Legal Maturity Date:** 2025-12-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) 4.440000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 69033NHA6, C.4 - ISIN: US69033NHA63, C.3 - LEI: 5493007O3QFXCPOGWK22
- **C.18 - Value (incl. sponsor support):** $400041080.00
- **C.18.a - Value (excl. sponsor support):** $400041080.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-10-14
- **C.12 - Maturity Date (WAL):** 2025-10-14
- **C.13 - Final Legal Maturity Date:** 2025-10-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) 4.360000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 69033NHU2, C.4 - ISIN: US69033NHU28, C.3 - LEI: 5493007O3QFXCPOGWK22
- **C.18 - Value (incl. sponsor support):** $140157962.00
- **C.18.a - Value (excl. sponsor support):** $140157962.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **C.11 - Maturity Date (WAM):** 2026-03-25
- **C.12 - Maturity Date (WAL):** 2026-03-25
- **C.13 - Final Legal Maturity Date:** 2026-03-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) 4.370000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 69033NJA4, C.3 - LEI: 5493007O3QFXCPOGWK22
- **C.18 - Value (incl. sponsor support):** $200010360.00
- **C.18.a - Value (excl. sponsor support):** $200010360.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-03-19
- **C.13 - Final Legal Maturity Date:** 2026-03-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) 4.370000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 69033NJD8, C.4 - ISIN: US69033NJD84, C.3 - LEI: 5493007O3QFXCPOGWK22
- **C.18 - Value (incl. sponsor support):** $150007305.00
- **C.18.a - Value (excl. sponsor support):** $150007305.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-03-30
- **C.13 - Final Legal Maturity Date:** 2026-03-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) 4.410000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 69033NJL0, C.4 - ISIN: US69033NJL01, C.3 - LEI: 5493007O3QFXCPOGWK22
- **C.18 - Value (incl. sponsor support):** $274998212.50
- **C.18.a - Value (excl. sponsor support):** $274998212.50
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-06-09
- **C.13 - Final Legal Maturity Date:** 2026-06-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** OVERSEA-CHINESE BANKING CORPORATION LTD 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 69034AX64, C.4 - ISIN: US69034AX645, C.3 - LEI: 5493007O3QFXCPOGWK22
- **C.18 - Value (incl. sponsor support):** $299796570.00
- **C.18.a - Value (excl. sponsor support):** $299796570.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2025-10-06
- **C.12 - Maturity Date (WAL):** 2025-10-06
- **C.13 - Final Legal Maturity Date:** 2025-10-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** OVERSEA-CHINESE BANKING CORPORATION LTD 4.430000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 69034CSH2, C.4 - ISIN: US69034CSH24, C.3 - LEI: 5493007O3QFXCPOGWK22
- **C.18 - Value (incl. sponsor support):** $200028780.00
- **C.18.a - Value (excl. sponsor support):** $200028780.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-11-21
- **C.13 - Final Legal Maturity Date:** 2025-11-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 443: OVERSEA-CHINESE BANKING CORPORATION LTD

- **C.1 - Title:** OVERSEA-CHINESE BANKING CORPORATION LTD 4.440000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 69034CSW9, C.3 - LEI: 5493007O3QFXCPOGWK22
- **C.18 - Value (incl. sponsor support):** $250000925.00
- **C.18.a - Value (excl. sponsor support):** $250000925.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-03-16
- **C.13 - Final Legal Maturity Date:** 2026-03-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 444: PARADELLE FUNDING LLC

- **C.1 - Title:** PARADELLE FUNDING LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 69901NAL8, C.4 - ISIN: US69901NAL82, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $143186978.00
- **C.18.a - Value (excl. sponsor support):** $143186978.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2026-01-20
- **C.12 - Maturity Date (WAL):** 2026-01-20
- **C.13 - Final Legal Maturity Date:** 2026-01-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 445: PARADELLE FUNDING LLC

- **C.1 - Title:** PARADELLE FUNDING LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 69901ND84, C.4 - ISIN: US69901ND848, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $146878200.00
- **C.18.a - Value (excl. sponsor support):** $146878200.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2026-04-08
- **C.12 - Maturity Date (WAL):** 2026-04-08
- **C.13 - Final Legal Maturity Date:** 2026-04-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 446: PARADELLE FUNDING LLC

- **C.1 - Title:** PARADELLE FUNDING LLC 4.390000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 69901Q2X4, C.4 - ISIN: US69901Q2X45, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $300075960.00
- **C.18.a - Value (excl. sponsor support):** $300075960.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2026-01-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 447: PARADELLE FUNDING LLC

- **C.1 - Title:** PARADELLE FUNDING LLC 4.420000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 69901Q3Z8, C.4 - ISIN: US69901Q3Z83, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $179992980.00
- **C.18.a - Value (excl. sponsor support):** $179992980.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-07-01
- **C.13 - Final Legal Maturity Date:** 2026-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** TAXABLE EDUCATION LOAN RB SERIES 2024A 4.120000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 70878CBK0, C.4 - ISIN: US70878CBK09, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $32260000.00
- **C.18.a - Value (excl. sponsor support):** $32260000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2054-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 449: PHILIP MORRIS INTERNATIONAL INC

- **C.1 - Title:** PHILIP MORRIS INTERNATIONAL INC 0.000000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 71838LX15, C.3 - LEI: HL3H1H2BGXWVG3BSWR90
- **C.18 - Value (incl. sponsor support):** $99988620.00
- **C.18.a - Value (excl. sponsor support):** $99988620.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 450: PHILIP MORRIS INTERNATIONAL INC

- **C.1 - Title:** PHILIP MORRIS INTERNATIONAL INC 0.000000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 71838LX23, C.3 - LEI: HL3H1H2BGXWVG3BSWR90
- **C.18 - Value (incl. sponsor support):** $249943025.00
- **C.18.a - Value (excl. sponsor support):** $249943025.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-10-02
- **C.12 - Maturity Date (WAL):** 2025-10-02
- **C.13 - Final Legal Maturity Date:** 2025-10-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 451: PHILIP MORRIS INTERNATIONAL INC

- **C.1 - Title:** PHILIP MORRIS INTERNATIONAL INC 0.000000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 71838LX31, C.3 - LEI: HL3H1H2BGXWVG3BSWR90
- **C.18 - Value (incl. sponsor support):** $194933251.50
- **C.18.a - Value (excl. sponsor support):** $194933251.50
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2025-10-03
- **C.12 - Maturity Date (WAL):** 2025-10-03
- **C.13 - Final Legal Maturity Date:** 2025-10-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 452: PODIUM FUNDING TRUST

- **C.1 - Title:** PODIUM FUNDING TRUST 4.340000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 73044BEB2, C.4 - ISIN: US73044BEB27, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $150019185.00
- **C.18.a - Value (excl. sponsor support):** $150019185.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-11-21
- **C.13 - Final Legal Maturity Date:** 2025-11-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 453: PODIUM FUNDING TRUST

- **C.1 - Title:** PODIUM FUNDING TRUST 4.350000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 73044BEC0, C.4 - ISIN: US73044BEC00, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $252041882.40
- **C.18.a - Value (excl. sponsor support):** $252041882.40
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2025-12-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 454: PODIUM FUNDING TRUST

- **C.1 - Title:** PODIUM FUNDING TRUST 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 73044DX19, C.4 - ISIN: US73044DX196, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $99988540.00
- **C.18.a - Value (excl. sponsor support):** $99988540.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 455: PODIUM FUNDING TRUST

- **C.1 - Title:** PODIUM FUNDING TRUST 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 73044DX27, C.4 - ISIN: US73044DX279, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $239944944.00
- **C.18.a - Value (excl. sponsor support):** $239944944.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-10-02
- **C.12 - Maturity Date (WAL):** 2025-10-02
- **C.13 - Final Legal Maturity Date:** 2025-10-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 456: PODIUM FUNDING TRUST

- **C.1 - Title:** PODIUM FUNDING TRUST 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 73044DXU5, C.4 - ISIN: US73044DXU52, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $74758957.50
- **C.18.a - Value (excl. sponsor support):** $74758957.50
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-10-28
- **C.12 - Maturity Date (WAL):** 2025-10-28
- **C.13 - Final Legal Maturity Date:** 2025-10-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 457: PODIUM FUNDING TRUST

- **C.1 - Title:** PODIUM FUNDING TRUST 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 73044DZK5, C.4 - ISIN: US73044DZK52, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $72340839.20
- **C.18.a - Value (excl. sponsor support):** $72340839.20
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2025-12-19
- **C.12 - Maturity Date (WAL):** 2025-12-19
- **C.13 - Final Legal Maturity Date:** 2025-12-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 458: PODIUM FUNDING TRUST

- **C.1 - Title:** PODIUM FUNDING TRUST 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 73044GAD1, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $117609937.20
- **C.18.a - Value (excl. sponsor support):** $117609937.20
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.0100%
- **C.11 - Maturity Date (WAM):** 2026-01-13
- **C.12 - Maturity Date (WAL):** 2026-01-13
- **C.13 - Final Legal Maturity Date:** 2026-01-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 459: PODIUM FUNDING TRUST

- **C.1 - Title:** PODIUM FUNDING TRUST 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 73044GAG4, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $83980000.00
- **C.18.a - Value (excl. sponsor support):** $83980000.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2026-01-16
- **C.12 - Maturity Date (WAL):** 2026-01-16
- **C.13 - Final Legal Maturity Date:** 2026-01-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 460: PODIUM FUNDING TRUST

- **C.1 - Title:** PODIUM FUNDING TRUST 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 73044GAN9, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $98736500.00
- **C.18.a - Value (excl. sponsor support):** $98736500.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2026-01-22
- **C.12 - Maturity Date (WAL):** 2026-01-22
- **C.13 - Final Legal Maturity Date:** 2026-01-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 461: PODIUM FUNDING TRUST

- **C.1 - Title:** PODIUM FUNDING TRUST 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 73044GB32, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $68236044.00
- **C.18.a - Value (excl. sponsor support):** $68236044.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2026-02-03
- **C.12 - Maturity Date (WAL):** 2026-02-03
- **C.13 - Final Legal Maturity Date:** 2026-02-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 462: PODIUM FUNDING TRUST

- **C.1 - Title:** PODIUM FUNDING TRUST 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 73044GB40, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $78876752.00
- **C.18.a - Value (excl. sponsor support):** $78876752.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2026-02-04
- **C.12 - Maturity Date (WAL):** 2026-02-04
- **C.13 - Final Legal Maturity Date:** 2026-02-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 463: PODIUM FUNDING TRUST

- **C.1 - Title:** PODIUM FUNDING TRUST 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 73044GBT5, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $139645171.40
- **C.18.a - Value (excl. sponsor support):** $139645171.40
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2026-02-27
- **C.12 - Maturity Date (WAL):** 2026-02-27
- **C.13 - Final Legal Maturity Date:** 2026-02-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 464: PODIUM FUNDING TRUST

- **C.1 - Title:** PODIUM FUNDING TRUST 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 73044GCC1, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $98201870.00
- **C.18.a - Value (excl. sponsor support):** $98201870.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2026-03-12
- **C.12 - Maturity Date (WAL):** 2026-03-12
- **C.13 - Final Legal Maturity Date:** 2026-03-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 465: PODIUM FUNDING TRUST

- **C.1 - Title:** PODIUM FUNDING TRUST 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 73044GCQ0, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $121610991.20
- **C.18.a - Value (excl. sponsor support):** $121610991.20
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2026-03-24
- **C.12 - Maturity Date (WAL):** 2026-03-24
- **C.13 - Final Legal Maturity Date:** 2026-03-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 466: PRICOA SHORT TERM FUNDING LLC

- **C.1 - Title:** PRICOA SHORT TERM FUNDING LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 74154EY36, C.4 - ISIN: US74154EY362, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $77695316.40
- **C.18.a - Value (excl. sponsor support):** $77695316.40
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 467: Rhode Island Housing & Mortgage Finance Corp

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

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

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

### Security 469: RIDGEFIELD FUNDING COMPANY LLC

- **C.1 - Title:** RIDGEFIELD FUNDING COMPANY LLC 4.360000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 76582ENL5, C.4 - ISIN: US76582ENL55, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $74002634.40
- **C.18.a - Value (excl. sponsor support):** $74002634.40
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-12-04
- **C.13 - Final Legal Maturity Date:** 2025-12-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 470: RIDGEFIELD FUNDING COMPANY LLC

- **C.1 - Title:** RIDGEFIELD FUNDING COMPANY LLC 4.360000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 76582ENR2, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $310002387.00
- **C.18.a - Value (excl. sponsor support):** $310002387.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-03-12
- **C.13 - Final Legal Maturity Date:** 2026-03-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 471: RIDGEFIELD FUNDING COMPANY LLC

- **C.1 - Title:** RIDGEFIELD FUNDING COMPANY LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 76582JYR9, C.4 - ISIN: US76582JYR93, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $80553694.06
- **C.18.a - Value (excl. sponsor support):** $80553694.06
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-11-25
- **C.12 - Maturity Date (WAL):** 2025-11-25
- **C.13 - Final Legal Maturity Date:** 2025-11-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 472: RIDGEFIELD FUNDING COMPANY LLC

- **C.1 - Title:** RIDGEFIELD FUNDING COMPANY LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 76582KCP4, C.4 - ISIN: US76582KCP49, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $334282243.01
- **C.18.a - Value (excl. sponsor support):** $334282243.01
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2026-03-23
- **C.12 - Maturity Date (WAL):** 2026-03-23
- **C.13 - Final Legal Maturity Date:** 2026-03-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 473: RIDGEFIELD FUNDING COMPANY LLC

- **C.1 - Title:** RIDGEFIELD FUNDING COMPANY LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 76582KCT6, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $154148648.05
- **C.18.a - Value (excl. sponsor support):** $154148648.05
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2026-03-27
- **C.12 - Maturity Date (WAL):** 2026-03-27
- **C.13 - Final Legal Maturity Date:** 2026-03-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 474: ROYAL BANK OF CANADA

- **C.1 - Title:** ROYAL BANK OF CANADA 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 78013VX31, C.4 - ISIN: US78013VX313, C.3 - LEI: ES7IP3U3RHIGC71XBU11
- **C.18 - Value (incl. sponsor support):** $824420096.82
- **C.18.a - Value (excl. sponsor support):** $824420096.82
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2025-10-03
- **C.12 - Maturity Date (WAL):** 2025-10-03
- **C.13 - Final Legal Maturity Date:** 2025-10-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 475: ROYAL BANK OF CANADA

- **C.1 - Title:** ROYAL BANK OF CANADA 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 78013VX72, C.4 - ISIN: US78013VX727, C.3 - LEI: ES7IP3U3RHIGC71XBU11
- **C.18 - Value (incl. sponsor support):** $399681880.00
- **C.18.a - Value (excl. sponsor support):** $399681880.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2025-10-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 476: ROYAL BANK OF CANADA

- **C.1 - Title:** ROYAL BANK OF CANADA 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 78013WB25, C.4 - ISIN: US78013WB259, C.3 - LEI: ES7IP3U3RHIGC71XBU11
- **C.18 - Value (incl. sponsor support):** $986226800.00
- **C.18.a - Value (excl. sponsor support):** $986226800.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 477: ROYAL BANK OF CANADA

- **C.1 - Title:** ROYAL BANK OF CANADA 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 78013WDE7, C.4 - ISIN: US78013WDE75, C.3 - LEI: ES7IP3U3RHIGC71XBU11
- **C.18 - Value (incl. sponsor support):** $489372450.00
- **C.18.a - Value (excl. sponsor support):** $489372450.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2026-04-14
- **C.12 - Maturity Date (WAL):** 2026-04-14
- **C.13 - Final Legal Maturity Date:** 2026-04-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 478: ROYAL BANK OF CANADA

- **C.1 - Title:** ROYAL BANK OF CANADA 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 78013WEK2, C.4 - ISIN: US78013WEK27, C.3 - LEI: ES7IP3U3RHIGC71XBU11
- **C.18 - Value (incl. sponsor support):** $491585162.99
- **C.18.a - Value (excl. sponsor support):** $491585162.99
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-05-19
- **C.12 - Maturity Date (WAL):** 2026-05-19
- **C.13 - Final Legal Maturity Date:** 2026-05-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 479: ROYAL BANK OF CANADA

- **C.1 - Title:** ROYAL BANK OF CANADA 4.480000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 78014XPA9, C.4 - ISIN: US78014XPA99, C.3 - LEI: ES7IP3U3RHIGC71XBU11
- **C.18 - Value (incl. sponsor support):** $675290655.00
- **C.18.a - Value (excl. sponsor support):** $675290655.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-12-04
- **C.13 - Final Legal Maturity Date:** 2025-12-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 480: ROYAL BANK OF CANADA

- **C.1 - Title:** ROYAL BANK OF CANADA 4.340000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 78014XPM3, C.4 - ISIN: US78014XPM38, C.3 - LEI: ES7IP3U3RHIGC71XBU11
- **C.18 - Value (incl. sponsor support):** $750140400.00
- **C.18.a - Value (excl. sponsor support):** $750140400.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-12-11
- **C.13 - Final Legal Maturity Date:** 2025-12-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 481: ROYAL BANK OF CANADA

- **C.1 - Title:** ROYAL BANK OF CANADA 4.400000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 78014XQR1, C.4 - ISIN: US78014XQR16, C.3 - LEI: ES7IP3U3RHIGC71XBU11
- **C.18 - Value (incl. sponsor support):** $1000459300.00
- **C.18.a - Value (excl. sponsor support):** $1000459300.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-03-16
- **C.13 - Final Legal Maturity Date:** 2026-03-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 482: ROYAL BANK OF CANADA

- **C.1 - Title:** ROYAL BANK OF CANADA 4.390000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 78014XRC3, C.3 - LEI: ES7IP3U3RHIGC71XBU11
- **C.18 - Value (incl. sponsor support):** $700196140.00
- **C.18.a - Value (excl. sponsor support):** $700196140.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-05-11
- **C.13 - Final Legal Maturity Date:** 2026-05-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** ROYAL BANK OF CANADA (NEW YORK BRANCH) 4.450000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 78015JG43, C.4 - ISIN: US78015JG433, C.3 - LEI: 549300HXQQQCCUBS2Z23
- **C.18 - Value (incl. sponsor support):** $12307939.65
- **C.18.a - Value (excl. sponsor support):** $12307939.65
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-05-15
- **C.13 - Final Legal Maturity Date:** 2026-05-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** ROYAL BANK OF CANADA (NEW YORK BRANCH) 4.340000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 78015JK89, C.3 - LEI: 549300HXQQQCCUBS2Z23
- **C.18 - Value (incl. sponsor support):** $250429900.00
- **C.18.a - Value (excl. sponsor support):** $250429900.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2026-04-14
- **C.12 - Maturity Date (WAL):** 2026-04-14
- **C.13 - Final Legal Maturity Date:** 2026-04-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** ROYAL BANK OF CANADA (NEW YORK BRANCH) 4.330000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 78015JKC0, C.3 - LEI: 549300HXQQQCCUBS2Z23
- **C.18 - Value (incl. sponsor support):** $500869500.00
- **C.18.a - Value (excl. sponsor support):** $500869500.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2026-04-22
- **C.12 - Maturity Date (WAL):** 2026-04-22
- **C.13 - Final Legal Maturity Date:** 2026-04-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 486: Santa Clara Valley Transportation Auth

- **C.1 - Title:** TAXABLE SALES TAX RB SERIES 2025B2 4.100000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 80168NJW0, C.4 - ISIN: US80168NJW02, C.3 - LEI: 549300R6Q7T4MD3V9H68
- **C.18 - Value (incl. sponsor support):** $12875000.00
- **C.18.a - Value (excl. sponsor support):** $12875000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2055-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 487: Santa Clara Valley Transportation Auth

- **C.1 - Title:** TAXABLE SALES TAX RB SERIES 2025B1 4.120000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 80168NKA6, C.4 - ISIN: US80168NKA62, C.3 - LEI: 549300R6Q7T4MD3V9H68
- **C.18 - Value (incl. sponsor support):** $12875000.00
- **C.18.a - Value (excl. sponsor support):** $12875000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2055-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 488: SANTANDER UK PLC

- **C.1 - Title:** SANTANDER UK PLC 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 80285PZ21, C.4 - ISIN: US80285PZ211, C.3 - LEI: PTCQB104N23FMNK2RZ28
- **C.18 - Value (incl. sponsor support):** $248220700.00
- **C.18.a - Value (excl. sponsor support):** $248220700.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2025-12-02
- **C.12 - Maturity Date (WAL):** 2025-12-02
- **C.13 - Final Legal Maturity Date:** 2025-12-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 489: SANTANDER UK PLC

- **C.1 - Title:** SANTANDER UK PLC 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 80285PZ47, C.3 - LEI: PTCQB104N23FMNK2RZ28
- **C.18 - Value (incl. sponsor support):** $248168125.00
- **C.18.a - Value (excl. sponsor support):** $248168125.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2025-12-04
- **C.12 - Maturity Date (WAL):** 2025-12-04
- **C.13 - Final Legal Maturity Date:** 2025-12-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 490: SANTANDER UK PLC

- **C.1 - Title:** SANTANDER UK PLC 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 80285PZ54, C.3 - LEI: PTCQB104N23FMNK2RZ28
- **C.18 - Value (incl. sponsor support):** $992567700.00
- **C.18.a - Value (excl. sponsor support):** $992567700.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2025-12-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 491: SANTANDER UK PLC

- **C.1 - Title:** SANTANDER UK PLC 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 80285PZ96, C.4 - ISIN: US80285PZ963, C.3 - LEI: PTCQB104N23FMNK2RZ28
- **C.18 - Value (incl. sponsor support):** $496075450.00
- **C.18.a - Value (excl. sponsor support):** $496075450.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2025-12-09
- **C.12 - Maturity Date (WAL):** 2025-12-09
- **C.13 - Final Legal Maturity Date:** 2025-12-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 492: SHEFFIELD RECEIVABLES COMPANY LLC

- **C.1 - Title:** SHEFFIELD RECEIVABLES COMPANY LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 82124LXQ0, C.4 - ISIN: US82124LXQ03, C.3 - LEI: 549300MYF6MOTU9T3G29
- **C.18 - Value (incl. sponsor support):** $124653987.50
- **C.18.a - Value (excl. sponsor support):** $124653987.50
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-10-24
- **C.12 - Maturity Date (WAL):** 2025-10-24
- **C.13 - Final Legal Maturity Date:** 2025-10-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 493: SHEFFIELD RECEIVABLES COMPANY LLC

- **C.1 - Title:** SHEFFIELD RECEIVABLES COMPANY LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 82124LY63, C.4 - ISIN: US82124LY634, C.3 - LEI: 549300MYF6MOTU9T3G29
- **C.18 - Value (incl. sponsor support):** $329587159.60
- **C.18.a - Value (excl. sponsor support):** $329587159.60
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-11-06
- **C.12 - Maturity Date (WAL):** 2025-11-06
- **C.13 - Final Legal Maturity Date:** 2025-11-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 494: SHEFFIELD RECEIVABLES COMPANY LLC

- **C.1 - Title:** SHEFFIELD RECEIVABLES COMPANY LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 82124LYK2, C.4 - ISIN: US82124LYK24, C.3 - LEI: 549300MYF6MOTU9T3G29
- **C.18 - Value (incl. sponsor support):** $99426850.00
- **C.18.a - Value (excl. sponsor support):** $99426850.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-11-19
- **C.12 - Maturity Date (WAL):** 2025-11-19
- **C.13 - Final Legal Maturity Date:** 2025-11-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 495: SHEFFIELD RECEIVABLES COMPANY LLC

- **C.1 - Title:** SHEFFIELD RECEIVABLES COMPANY LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 82124LYL0, C.3 - LEI: 549300MYF6MOTU9T3G29
- **C.18 - Value (incl. sponsor support):** $99415910.00
- **C.18.a - Value (excl. sponsor support):** $99415910.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-11-20
- **C.12 - Maturity Date (WAL):** 2025-11-20
- **C.13 - Final Legal Maturity Date:** 2025-11-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 496: SHEFFIELD RECEIVABLES COMPANY LLC

- **C.1 - Title:** SHEFFIELD RECEIVABLES COMPANY LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 82124LYR7, C.3 - LEI: 549300MYF6MOTU9T3G29
- **C.18 - Value (incl. sponsor support):** $49680750.00
- **C.18.a - Value (excl. sponsor support):** $49680750.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2025-11-25
- **C.12 - Maturity Date (WAL):** 2025-11-25
- **C.13 - Final Legal Maturity Date:** 2025-11-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 497: SHEFFIELD RECEIVABLES COMPANY LLC

- **C.1 - Title:** SHEFFIELD RECEIVABLES COMPANY LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 82124LZ13, C.4 - ISIN: US82124LZ136, C.3 - LEI: 549300MYF6MOTU9T3G29
- **C.18 - Value (incl. sponsor support):** $58584852.40
- **C.18.a - Value (excl. sponsor support):** $58584852.40
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 498: SHEFFIELD RECEIVABLES COMPANY LLC

- **C.1 - Title:** SHEFFIELD RECEIVABLES COMPANY LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 82124LZC9, C.3 - LEI: 549300MYF6MOTU9T3G29
- **C.18 - Value (incl. sponsor support):** $74382262.50
- **C.18.a - Value (excl. sponsor support):** $74382262.50
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2025-12-12
- **C.12 - Maturity Date (WAL):** 2025-12-12
- **C.13 - Final Legal Maturity Date:** 2025-12-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 499: SHEFFIELD RECEIVABLES COMPANY LLC

- **C.1 - Title:** SHEFFIELD RECEIVABLES COMPANY LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 82124MB25, C.4 - ISIN: US82124MB259, C.3 - LEI: 549300MYF6MOTU9T3G29
- **C.18 - Value (incl. sponsor support):** $197206600.00
- **C.18.a - Value (excl. sponsor support):** $197206600.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 500: SHEFFIELD RECEIVABLES COMPANY LLC

- **C.1 - Title:** SHEFFIELD RECEIVABLES COMPANY LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 82124MB58, C.3 - LEI: 549300MYF6MOTU9T3G29
- **C.18 - Value (incl. sponsor support):** $246425775.00
- **C.18.a - Value (excl. sponsor support):** $246425775.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2026-02-05
- **C.12 - Maturity Date (WAL):** 2026-02-05
- **C.13 - Final Legal Maturity Date:** 2026-02-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 501: Shil Park Irrev Life Ins

- **C.1 - Title:** TAXABLE VARIABLE RATE DEMAND NOTES SERIES 2019 4.200000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 82451WAA9, C.4 - ISIN: US82451WAA99, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $16095000.00
- **C.18.a - Value (excl. sponsor support):** $16095000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2059-05-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 502: SKANDINAVISKA ENSKILDA BANKEN AB

- **C.1 - Title:** SKANDINAVISKA ENSKILDA BANKEN AB 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 83050UC22, C.4 - ISIN: US83050UC223, C.3 - LEI: F3JS33DEI6XQ4ZBPTN86
- **C.18 - Value (incl. sponsor support):** $96539172.86
- **C.18.a - Value (excl. sponsor support):** $96539172.86
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 503: SKANDINAVISKA ENSKILDA BANKEN AB

- **C.1 - Title:** SKANDINAVISKA ENSKILDA BANKEN AB 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 83050UD13, C.4 - ISIN: US83050UD130, C.3 - LEI: F3JS33DEI6XQ4ZBPTN86
- **C.18 - Value (incl. sponsor support):** $195986720.00
- **C.18.a - Value (excl. sponsor support):** $195986720.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 504: SKANDINAVISKA ENSKILDA BANKEN AB

- **C.1 - Title:** SKANDINAVISKA ENSKILDA BANKEN AB 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 83050UDD7, C.3 - LEI: F3JS33DEI6XQ4ZBPTN86
- **C.18 - Value (incl. sponsor support):** $391472080.00
- **C.18.a - Value (excl. sponsor support):** $391472080.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2026-04-13
- **C.12 - Maturity Date (WAL):** 2026-04-13
- **C.13 - Final Legal Maturity Date:** 2026-04-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 505: SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH)

- **C.1 - Title:** SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH) 4.460000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 83050YAU4, C.4 - ISIN: US83050YAU47, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $75007747.50
- **C.18.a - Value (excl. sponsor support):** $75007747.50
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2025-10-17
- **C.12 - Maturity Date (WAL):** 2025-10-17
- **C.13 - Final Legal Maturity Date:** 2025-10-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 506: SOCIETE GENERALE SA

- **C.1 - Title:** SOCIETE GENERALE SA 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 83369BYC4, C.3 - LEI: O2RNE8IBXP4R0TD8PU41
- **C.18 - Value (incl. sponsor support):** $199014920.00
- **C.18.a - Value (excl. sponsor support):** $199014920.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-11-12
- **C.12 - Maturity Date (WAL):** 2025-11-12
- **C.13 - Final Legal Maturity Date:** 2025-11-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 507: SOCIETE GENERALE SA

- **C.1 - Title:** SOCIETE GENERALE SA 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 83369BZ17, C.3 - LEI: O2RNE8IBXP4R0TD8PU41
- **C.18 - Value (incl. sponsor support):** $248243825.00
- **C.18.a - Value (excl. sponsor support):** $248243825.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 508: SOCIETE GENERALE SA

- **C.1 - Title:** SOCIETE GENERALE SA 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 83369BZ82, C.4 - ISIN: US83369BZ822, C.3 - LEI: O2RNE8IBXP4R0TD8PU41
- **C.18 - Value (incl. sponsor support):** $496100750.00
- **C.18.a - Value (excl. sponsor support):** $496100750.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2025-12-08
- **C.12 - Maturity Date (WAL):** 2025-12-08
- **C.13 - Final Legal Maturity Date:** 2025-12-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 509: SRM HAYWARD LLC

- **C.1 - Title:** TAXABLE VARIABLE RATE DEMAND RB (BELLARA SR LIVING) SERIES 2022A 4.200000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 85235MAA7, C.4 - ISIN: US85235MAA71, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $30400000.00
- **C.18.a - Value (excl. sponsor support):** $30400000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2062-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 510: STARBIRD FUNDING CORP

- **C.1 - Title:** STARBIRD FUNDING CORP 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 85520LXL4, C.4 - ISIN: US85520LXL43, C.3 - LEI: 549300A8DDPP6QJBB522
- **C.18 - Value (incl. sponsor support):** $199540340.00
- **C.18.a - Value (excl. sponsor support):** $199540340.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-10-20
- **C.12 - Maturity Date (WAL):** 2025-10-20
- **C.13 - Final Legal Maturity Date:** 2025-10-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 511: STARBIRD FUNDING CORP

- **C.1 - Title:** STARBIRD FUNDING CORP 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 85520LZ81, C.4 - ISIN: US85520LZ819, C.3 - LEI: 549300A8DDPP6QJBB522
- **C.18 - Value (incl. sponsor support):** $114101804.00
- **C.18.a - Value (excl. sponsor support):** $114101804.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-08
- **C.12 - Maturity Date (WAL):** 2025-12-08
- **C.13 - Final Legal Maturity Date:** 2025-12-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 512: STARBIRD FUNDING CORP

- **C.1 - Title:** STARBIRD FUNDING CORP 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 85520LZA6, C.4 - ISIN: US85520LZA69, C.3 - LEI: 549300A8DDPP6QJBB522
- **C.18 - Value (incl. sponsor support):** $218233356.00
- **C.18.a - Value (excl. sponsor support):** $218233356.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2025-12-10
- **C.12 - Maturity Date (WAL):** 2025-12-10
- **C.13 - Final Legal Maturity Date:** 2025-12-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 513: STARBIRD FUNDING CORP

- **C.1 - Title:** STARBIRD FUNDING CORP 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 85520MBR3, C.4 - ISIN: US85520MBR34, C.3 - LEI: 549300A8DDPP6QJBB522
- **C.18 - Value (incl. sponsor support):** $83598375.50
- **C.18.a - Value (excl. sponsor support):** $83598375.50
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.0100%
- **C.11 - Maturity Date (WAM):** 2026-02-25
- **C.12 - Maturity Date (WAL):** 2026-02-25
- **C.13 - Final Legal Maturity Date:** 2026-02-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 514: STARBIRD FUNDING CORP

- **C.1 - Title:** STARBIRD FUNDING CORP 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 85520MBT9, C.3 - LEI: 549300A8DDPP6QJBB522
- **C.18 - Value (incl. sponsor support):** $196658340.00
- **C.18.a - Value (excl. sponsor support):** $196658340.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.0100%
- **C.11 - Maturity Date (WAM):** 2026-02-27
- **C.12 - Maturity Date (WAL):** 2026-02-27
- **C.13 - Final Legal Maturity Date:** 2026-02-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 515: STARBIRD FUNDING CORP

- **C.1 - Title:** STARBIRD FUNDING CORP 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 85520MCG6, C.4 - ISIN: US85520MCG69, C.3 - LEI: 549300A8DDPP6QJBB522
- **C.18 - Value (incl. sponsor support):** $49076475.00
- **C.18.a - Value (excl. sponsor support):** $49076475.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2026-03-16
- **C.12 - Maturity Date (WAL):** 2026-03-16
- **C.13 - Final Legal Maturity Date:** 2026-03-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 516: STARBIRD FUNDING CORP

- **C.1 - Title:** STARBIRD FUNDING CORP 4.350000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 85520PND4, C.4 - ISIN: US85520PND41, C.3 - LEI: 549300A8DDPP6QJBB522
- **C.18 - Value (incl. sponsor support):** $205023677.50
- **C.18.a - Value (excl. sponsor support):** $205023677.50
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-11-21
- **C.13 - Final Legal Maturity Date:** 2025-11-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 517: STARBIRD FUNDING CORP

- **C.1 - Title:** STARBIRD FUNDING CORP 4.360000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 85520PNK8, C.4 - ISIN: US85520PNK83, C.3 - LEI: 549300A8DDPP6QJBB522
- **C.18 - Value (incl. sponsor support):** $250035375.00
- **C.18.a - Value (excl. sponsor support):** $250035375.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-12-10
- **C.13 - Final Legal Maturity Date:** 2025-12-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 518: STARBIRD FUNDING CORP

- **C.1 - Title:** STARBIRD FUNDING CORP 4.340000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 85520PNX0, C.3 - LEI: 549300A8DDPP6QJBB522
- **C.18 - Value (incl. sponsor support):** $115004830.00
- **C.18.a - Value (excl. sponsor support):** $115004830.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 519: STARBIRD FUNDING CORP

- **C.1 - Title:** STARBIRD FUNDING CORP 4.340000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 85520PNY8, C.3 - LEI: 549300A8DDPP6QJBB522
- **C.18 - Value (incl. sponsor support):** $100003020.00
- **C.18.a - Value (excl. sponsor support):** $100003020.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-03-04
- **C.13 - Final Legal Maturity Date:** 2026-03-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) 4.430000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86564TDC4, C.4 - ISIN: US86564TDC45, C.3 - LEI: 254900S1KUTSTBKJ6286
- **C.18 - Value (incl. sponsor support):** $300070860.00
- **C.18.a - Value (excl. sponsor support):** $300070860.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2025-10-29
- **C.12 - Maturity Date (WAL):** 2025-10-29
- **C.13 - Final Legal Maturity Date:** 2025-10-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) 4.420000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86564TDJ9, C.4 - ISIN: US86564TDJ97, C.3 - LEI: 254900S1KUTSTBKJ6286
- **C.18 - Value (incl. sponsor support):** $500135350.00
- **C.18.a - Value (excl. sponsor support):** $500135350.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2025-11-04
- **C.12 - Maturity Date (WAL):** 2025-11-04
- **C.13 - Final Legal Maturity Date:** 2025-11-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) 4.380000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86564TDK6, C.4 - ISIN: US86564TDK60, C.3 - LEI: 254900S1KUTSTBKJ6286
- **C.18 - Value (incl. sponsor support):** $300075600.00
- **C.18.a - Value (excl. sponsor support):** $300075600.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2025-11-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) 4.300000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86564TDU4, C.4 - ISIN: US86564TDU43, C.3 - LEI: 254900S1KUTSTBKJ6286
- **C.18 - Value (incl. sponsor support):** $300065400.00
- **C.18.a - Value (excl. sponsor support):** $300065400.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-11-18
- **C.12 - Maturity Date (WAL):** 2025-11-18
- **C.13 - Final Legal Maturity Date:** 2025-11-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) 4.280000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86564TDV2, C.4 - ISIN: US86564TDV26, C.3 - LEI: 254900S1KUTSTBKJ6286
- **C.18 - Value (incl. sponsor support):** $300068250.00
- **C.18.a - Value (excl. sponsor support):** $300068250.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-11-28
- **C.12 - Maturity Date (WAL):** 2025-11-28
- **C.13 - Final Legal Maturity Date:** 2025-11-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) 4.260000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86564TED1, C.4 - ISIN: US86564TED19, C.3 - LEI: 254900S1KUTSTBKJ6286
- **C.18 - Value (incl. sponsor support):** $205055801.00
- **C.18.a - Value (excl. sponsor support):** $205055801.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2025-12-10
- **C.12 - Maturity Date (WAL):** 2025-12-10
- **C.13 - Final Legal Maturity Date:** 2025-12-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) 4.250000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86564TEN9, C.4 - ISIN: US86564TEN90, C.3 - LEI: 254900S1KUTSTBKJ6286
- **C.18 - Value (incl. sponsor support):** $414983400.00
- **C.18.a - Value (excl. sponsor support):** $414983400.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2025-12-18
- **C.12 - Maturity Date (WAL):** 2025-12-18
- **C.13 - Final Legal Maturity Date:** 2025-12-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** SUMITOMO MITSUI TRUST BANK LTD (SINGAPORE BRANCH) 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 86564YY55, C.3 - LEI: 5493006GGLR4BTEL8O61
- **C.18 - Value (incl. sponsor support):** $179262864.00
- **C.18.a - Value (excl. sponsor support):** $179262864.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-11-05
- **C.12 - Maturity Date (WAL):** 2025-11-05
- **C.13 - Final Legal Maturity Date:** 2025-11-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 4.350000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GMK3, C.4 - ISIN: US86565GMK30, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $425012155.00
- **C.18.a - Value (excl. sponsor support):** $425012155.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-09
- **C.13 - Final Legal Maturity Date:** 2025-10-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 4.480000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GMY3, C.4 - ISIN: US86565GMY34, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $250026400.00
- **C.18.a - Value (excl. sponsor support):** $250026400.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-15
- **C.13 - Final Legal Maturity Date:** 2025-10-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 4.470000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GNC0, C.4 - ISIN: US86565GNC05, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $500099100.00
- **C.18.a - Value (excl. sponsor support):** $500099100.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-31
- **C.13 - Final Legal Maturity Date:** 2025-10-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 4.470000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GNH9, C.4 - ISIN: US86565GNH91, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $165037620.00
- **C.18.a - Value (excl. sponsor support):** $165037620.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-11-05
- **C.13 - Final Legal Maturity Date:** 2025-11-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 4.420000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GNJ5, C.4 - ISIN: US86565GNJ57, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $300052650.00
- **C.18.a - Value (excl. sponsor support):** $300052650.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-11-05
- **C.13 - Final Legal Maturity Date:** 2025-11-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 4.420000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GNK2, C.4 - ISIN: US86565GNK21, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $300051240.00
- **C.18.a - Value (excl. sponsor support):** $300051240.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-11-04
- **C.13 - Final Legal Maturity Date:** 2025-11-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 4.380000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GNS5, C.4 - ISIN: US86565GNS56, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $500081000.00
- **C.18.a - Value (excl. sponsor support):** $500081000.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-11-12
- **C.13 - Final Legal Maturity Date:** 2025-11-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 4.360000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GPA2, C.4 - ISIN: US86565GPA21, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $260058240.00
- **C.18.a - Value (excl. sponsor support):** $260058240.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-11-28
- **C.13 - Final Legal Maturity Date:** 2025-11-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 4.350000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GPH7, C.4 - ISIN: US86565GPH73, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $200038020.00
- **C.18.a - Value (excl. sponsor support):** $200038020.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-11-25
- **C.13 - Final Legal Maturity Date:** 2025-11-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 4.360000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GQK9, C.4 - ISIN: US86565GQK93, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $316087784.80
- **C.18.a - Value (excl. sponsor support):** $316087784.80
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-12-19
- **C.13 - Final Legal Maturity Date:** 2025-12-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 4.370000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GRC6, C.4 - ISIN: US86565GRC68, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $222088822.20
- **C.18.a - Value (excl. sponsor support):** $222088822.20
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-01-13
- **C.13 - Final Legal Maturity Date:** 2026-01-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 4.370000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GRH5, C.4 - ISIN: US86565GRH55, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $420153426.00
- **C.18.a - Value (excl. sponsor support):** $420153426.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-01-21
- **C.13 - Final Legal Maturity Date:** 2026-01-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 4.360000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GRV4, C.4 - ISIN: US86565GRV40, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $332102388.80
- **C.18.a - Value (excl. sponsor support):** $332102388.80
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-02-10
- **C.13 - Final Legal Maturity Date:** 2026-02-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 4.360000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GRZ5, C.4 - ISIN: US86565GRZ53, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $500158900.00
- **C.18.a - Value (excl. sponsor support):** $500158900.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-02-19
- **C.13 - Final Legal Maturity Date:** 2026-02-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 4.360000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GSC5, C.4 - ISIN: US86565GSC59, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $250080550.00
- **C.18.a - Value (excl. sponsor support):** $250080550.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-02-23
- **C.13 - Final Legal Maturity Date:** 2026-02-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 4.350000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GSM3, C.4 - ISIN: US86565GSM32, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $260059566.00
- **C.18.a - Value (excl. sponsor support):** $260059566.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-03-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 4.350000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GSN1, C.4 - ISIN: US86565GSN15, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $198039837.60
- **C.18.a - Value (excl. sponsor support):** $198039837.60
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-03-09
- **C.13 - Final Legal Maturity Date:** 2026-03-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 4.360000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GTB6, C.4 - ISIN: US86565GTB67, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $350030415.00
- **C.18.a - Value (excl. sponsor support):** $350030415.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-03-25
- **C.13 - Final Legal Maturity Date:** 2026-03-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 4.360000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GTC4, C.4 - ISIN: US86565GTC41, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $350026635.00
- **C.18.a - Value (excl. sponsor support):** $350026635.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-03-26
- **C.13 - Final Legal Maturity Date:** 2026-03-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 4.360000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GTD2, C.4 - ISIN: US86565GTD24, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $458030594.40
- **C.18.a - Value (excl. sponsor support):** $458030594.40
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-03-27
- **C.13 - Final Legal Maturity Date:** 2026-03-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 4.360000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GTK6, C.4 - ISIN: US86565GTK66, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $500017000.00
- **C.18.a - Value (excl. sponsor support):** $500017000.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-04-02
- **C.13 - Final Legal Maturity Date:** 2026-04-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 4.360000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GTN0, C.4 - ISIN: US86565GTN06, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $570010374.00
- **C.18.a - Value (excl. sponsor support):** $570010374.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2026-04-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 550: SUNSHINE ENCINITAS LLC

- **C.1 - Title:** TAXABLE M/F HOUSING RB (SUNSHINE GARDEN APTS) SERIES 2024A 4.200000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 867825AA9, C.4 - ISIN: US867825AA94, C.3 - LEI: 254900TB696MCVHSOA79
- **C.18 - Value (incl. sponsor support):** $22150000.00
- **C.18.a - Value (excl. sponsor support):** $22150000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2064-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 551: SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH)

- **C.1 - Title:** SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 4.390000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86959TMG8, C.4 - ISIN: US86959TMG84, C.3 - LEI: NHBDILHZTYCNBV5UYZ31
- **C.18 - Value (incl. sponsor support):** $250010525.00
- **C.18.a - Value (excl. sponsor support):** $250010525.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2025-10-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 552: SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH)

- **C.1 - Title:** SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 4.340000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86959TMJ2, C.4 - ISIN: US86959TMJ24, C.3 - LEI: NHBDILHZTYCNBV5UYZ31
- **C.18 - Value (incl. sponsor support):** $150002580.00
- **C.18.a - Value (excl. sponsor support):** $150002580.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-02
- **C.13 - Final Legal Maturity Date:** 2025-10-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 4.370000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86959TQD1, C.4 - ISIN: US86959TQD18, C.3 - LEI: NHBDILHZTYCNBV5UYZ31
- **C.18 - Value (incl. sponsor support):** $200229620.00
- **C.18.a - Value (excl. sponsor support):** $200229620.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2026-01-28
- **C.12 - Maturity Date (WAL):** 2026-01-28
- **C.13 - Final Legal Maturity Date:** 2026-01-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 554: SVENSKA HANDELSBANKEN AB

- **C.1 - Title:** SVENSKA HANDELSBANKEN AB 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 86960JZW8, C.4 - ISIN: US86960JZW88, C.3 - LEI: NHBDILHZTYCNBV5UYZ31
- **C.18 - Value (incl. sponsor support):** $296990280.00
- **C.18.a - Value (excl. sponsor support):** $296990280.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2025-12-30
- **C.12 - Maturity Date (WAL):** 2025-12-30
- **C.13 - Final Legal Maturity Date:** 2025-12-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 555: SVENSKA HANDELSBANKEN AB

- **C.1 - Title:** SVENSKA HANDELSBANKEN AB 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 86960KA77, C.4 - ISIN: US86960KA779, C.3 - LEI: NHBDILHZTYCNBV5UYZ31
- **C.18 - Value (incl. sponsor support):** $247277450.00
- **C.18.a - Value (excl. sponsor support):** $247277450.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2026-01-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 556: SVENSKA HANDELSBANKEN AB

- **C.1 - Title:** SVENSKA HANDELSBANKEN AB 4.360000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 86960LMS6, C.3 - LEI: NHBDILHZTYCNBV5UYZ31
- **C.18 - Value (incl. sponsor support):** $300070590.00
- **C.18.a - Value (excl. sponsor support):** $300070590.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-02-05
- **C.13 - Final Legal Maturity Date:** 2026-02-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 557: SVENSKA HANDELSBANKEN AB

- **C.1 - Title:** SVENSKA HANDELSBANKEN AB 4.410000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 86960LMZ0, C.3 - LEI: NHBDILHZTYCNBV5UYZ31
- **C.18 - Value (incl. sponsor support):** $250027400.00
- **C.18.a - Value (excl. sponsor support):** $250027400.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-06-09
- **C.13 - Final Legal Maturity Date:** 2026-06-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 558: SWEDBANK AB (NEW YORK BRANCH)

- **C.1 - Title:** SWEDBANK AB (NEW YORK BRANCH) 4.360000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 87019WP74, C.3 - LEI: M312WZV08Y7LYUC71685
- **C.18 - Value (incl. sponsor support):** $200158120.00
- **C.18.a - Value (excl. sponsor support):** $200158120.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.0100%
- **C.11 - Maturity Date (WAM):** 2025-12-29
- **C.12 - Maturity Date (WAL):** 2025-12-29
- **C.13 - Final Legal Maturity Date:** 2025-12-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 559: SWEDBANK AB (NEW YORK BRANCH)

- **C.1 - Title:** SWEDBANK AB (NEW YORK BRANCH) 4.360000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 87019WQ65, C.3 - LEI: M312WZV08Y7LYUC71685
- **C.18 - Value (incl. sponsor support):** $100018500.00
- **C.18.a - Value (excl. sponsor support):** $100018500.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-02-19
- **C.13 - Final Legal Maturity Date:** 2026-02-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 560: SWEDBANK AB (NEW YORK BRANCH)

- **C.1 - Title:** SWEDBANK AB (NEW YORK BRANCH) 4.360000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 87019WQ81, C.3 - LEI: M312WZV08Y7LYUC71685
- **C.18 - Value (incl. sponsor support):** $175032287.50
- **C.18.a - Value (excl. sponsor support):** $175032287.50
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-02-20
- **C.13 - Final Legal Maturity Date:** 2026-02-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 561: SWEDBANK AB

- **C.1 - Title:** SWEDBANK AB 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 87020WZV7, C.4 - ISIN: US87020WZV70, C.3 - LEI: M312WZV08Y7LYUC71685
- **C.18 - Value (incl. sponsor support):** $445533795.00
- **C.18.a - Value (excl. sponsor support):** $445533795.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2025-12-29
- **C.12 - Maturity Date (WAL):** 2025-12-29
- **C.13 - Final Legal Maturity Date:** 2025-12-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 562: SWEDBANK AB

- **C.1 - Title:** SWEDBANK AB 4.350000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 87020YES3, C.4 - ISIN: US87020YES37, C.3 - LEI: M312WZV08Y7LYUC71685
- **C.18 - Value (incl. sponsor support):** $250008150.00
- **C.18.a - Value (excl. sponsor support):** $250008150.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-10
- **C.13 - Final Legal Maturity Date:** 2025-10-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 563: SWEDBANK AB

- **C.1 - Title:** SWEDBANK AB 4.350000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 87020YET1, C.4 - ISIN: US87020YET10, C.3 - LEI: M312WZV08Y7LYUC71685
- **C.18 - Value (incl. sponsor support):** $200008840.00
- **C.18.a - Value (excl. sponsor support):** $200008840.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-14
- **C.13 - Final Legal Maturity Date:** 2025-10-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 564: TENDERFOOT SEASONAL HSG LLC COLO HSG FACS

- **C.1 - Title:** TAXABLE NOTES SERIES 2000B 4.360000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 88033VAB3, C.4 - ISIN: US88033VAB36, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $5885000.00
- **C.18.a - Value (excl. sponsor support):** $5885000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2035-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 565: Texas

- **C.1 - Title:** TAXABLE VETERANS BONDS SERIES 2025A 4.100000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 8827242P1, C.4 - ISIN: US8827242P13, C.3 - LEI: 549300X9CH74QB747L76
- **C.18 - Value (incl. sponsor support):** $25000000.00
- **C.18.a - Value (excl. sponsor support):** $25000000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2056-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 566: THOMAS J MUELLER LEGACY TRUST

- **C.1 - Title:** TAXABLE VARIABLE RATE DEMAND NOTES SERIES 2025 4.200000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 884434AA9, C.4 - ISIN: US884434AA92, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $78650000.00
- **C.18.a - Value (excl. sponsor support):** $78650000.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2075-05-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 567: WILSHIRE

- **C.1 - Title:** TAXABLE VARIABLE RATE DEMAND MF HOUSING RB (3325 WILSHIRE APARTMENTS) SERIES 2024A 4.200000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 88581RAA0, C.4 - ISIN: US88581RAA05, C.3 - LEI: 2549001AUX5O8934U667
- **C.18 - Value (incl. sponsor support):** $41260000.00
- **C.18.a - Value (excl. sponsor support):** $41260000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2064-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 568: THUNDER BAY FUNDING LLC

- **C.1 - Title:** THUNDER BAY FUNDING LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 88602TXP3, C.4 - ISIN: US88602TXP38, C.3 - LEI: 549300D7DHGDB5EMW139
- **C.18 - Value (incl. sponsor support):** $99736720.00
- **C.18.a - Value (excl. sponsor support):** $99736720.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-10-23
- **C.12 - Maturity Date (WAL):** 2025-10-23
- **C.13 - Final Legal Maturity Date:** 2025-10-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 569: THUNDER BAY FUNDING LLC

- **C.1 - Title:** THUNDER BAY FUNDING LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 88602UBP4, C.4 - ISIN: US88602UBP49, C.3 - LEI: 549300D7DHGDB5EMW139
- **C.18 - Value (incl. sponsor support):** $49190510.00
- **C.18.a - Value (excl. sponsor support):** $49190510.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2026-02-23
- **C.12 - Maturity Date (WAL):** 2026-02-23
- **C.13 - Final Legal Maturity Date:** 2026-02-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 570: THUNDER BAY FUNDING LLC

- **C.1 - Title:** THUNDER BAY FUNDING LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 88602UF47, C.3 - LEI: 549300D7DHGDB5EMW139
- **C.18 - Value (incl. sponsor support):** $146014035.00
- **C.18.a - Value (excl. sponsor support):** $146014035.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-06-04
- **C.12 - Maturity Date (WAL):** 2026-06-04
- **C.13 - Final Legal Maturity Date:** 2026-06-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 571: THUNDER BAY FUNDING LLC

- **C.1 - Title:** THUNDER BAY FUNDING LLC 4.370000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 88603AJB0, C.3 - LEI: 549300D7DHGDB5EMW139
- **C.18 - Value (incl. sponsor support):** $100009560.00
- **C.18.a - Value (excl. sponsor support):** $100009560.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-03-11
- **C.13 - Final Legal Maturity Date:** 2026-03-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 572: TORONTO-DOMINION BANK (NEW YORK BRANCH)

- **C.1 - Title:** TORONTO-DOMINION BANK (NEW YORK BRANCH) 4.360000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89115D6Y7, C.4 - ISIN: US89115D6Y74, C.3 - LEI: PT3QB789TSUIDF371261
- **C.18 - Value (incl. sponsor support):** $954617428.80
- **C.18.a - Value (excl. sponsor support):** $954617428.80
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2026-01-26
- **C.12 - Maturity Date (WAL):** 2026-01-26
- **C.13 - Final Legal Maturity Date:** 2026-01-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 573: TORONTO-DOMINION BANK (NEW YORK BRANCH)

- **C.1 - Title:** TORONTO-DOMINION BANK (NEW YORK BRANCH) 4.470000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89115DBC9, C.4 - ISIN: US89115DBC92, C.3 - LEI: PT3QB789TSUIDF371261
- **C.18 - Value (incl. sponsor support):** $750586312.50
- **C.18.a - Value (excl. sponsor support):** $750586312.50
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-01-30
- **C.13 - Final Legal Maturity Date:** 2026-01-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 574: TORONTO-DOMINION BANK (NEW YORK BRANCH)

- **C.1 - Title:** TORONTO-DOMINION BANK (NEW YORK BRANCH) 4.480000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89115DC46, C.4 - ISIN: US89115DC463, C.3 - LEI: PT3QB789TSUIDF371261
- **C.18 - Value (incl. sponsor support):** $1000607600.00
- **C.18.a - Value (excl. sponsor support):** $1000607600.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-02-09
- **C.13 - Final Legal Maturity Date:** 2026-02-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 575: TORONTO-DOMINION BANK (NEW YORK BRANCH)

- **C.1 - Title:** TORONTO-DOMINION BANK (NEW YORK BRANCH) 4.470000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89115DCQ7, C.4 - ISIN: US89115DCQ79, C.3 - LEI: PT3QB789TSUIDF371261
- **C.18 - Value (incl. sponsor support):** $900522000.00
- **C.18.a - Value (excl. sponsor support):** $900522000.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-02-13
- **C.13 - Final Legal Maturity Date:** 2026-02-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 576: TORONTO-DOMINION BANK (NEW YORK BRANCH)

- **C.1 - Title:** TORONTO-DOMINION BANK (NEW YORK BRANCH) 4.580000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89115DEK8, C.4 - ISIN: US89115DEK81, C.3 - LEI: PT3QB789TSUIDF371261
- **C.18 - Value (incl. sponsor support):** $120819990.26
- **C.18.a - Value (excl. sponsor support):** $120819990.26
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-11-14
- **C.12 - Maturity Date (WAL):** 2025-11-14
- **C.13 - Final Legal Maturity Date:** 2025-11-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 577: TORONTO-DOMINION BANK (NEW YORK BRANCH)

- **C.1 - Title:** TORONTO-DOMINION BANK (NEW YORK BRANCH) 4.510000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89115DEY8, C.4 - ISIN: US89115DEY85, C.3 - LEI: PT3QB789TSUIDF371261
- **C.18 - Value (incl. sponsor support):** $225193180.50
- **C.18.a - Value (excl. sponsor support):** $225193180.50
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-06-04
- **C.13 - Final Legal Maturity Date:** 2026-06-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 578: TORONTO-DOMINION BANK (NEW YORK BRANCH)

- **C.1 - Title:** TORONTO-DOMINION BANK (NEW YORK BRANCH) 4.460000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89115DF43, C.4 - ISIN: US89115DF433, C.3 - LEI: PT3QB789TSUIDF371261
- **C.18 - Value (incl. sponsor support):** $515303335.00
- **C.18.a - Value (excl. sponsor support):** $515303335.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-03-05
- **C.13 - Final Legal Maturity Date:** 2026-03-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 579: TORONTO-DOMINION BANK (NEW YORK BRANCH)

- **C.1 - Title:** TORONTO-DOMINION BANK (NEW YORK BRANCH) 4.350000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89115DHY5, C.4 - ISIN: US89115DHY58, C.3 - LEI: PT3QB789TSUIDF371261
- **C.18 - Value (incl. sponsor support):** $1051531015.50
- **C.18.a - Value (excl. sponsor support):** $1051531015.50
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2026-06-25
- **C.12 - Maturity Date (WAL):** 2026-06-25
- **C.13 - Final Legal Maturity Date:** 2026-06-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 580: TORONTO-DOMINION BANK (NEW YORK BRANCH)

- **C.1 - Title:** TORONTO-DOMINION BANK (NEW YORK BRANCH) 4.550000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89115DJP2, C.4 - ISIN: US89115DJP24, C.3 - LEI: PT3QB789TSUIDF371261
- **C.18 - Value (incl. sponsor support):** $191970036.26
- **C.18.a - Value (excl. sponsor support):** $191970036.26
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-12-16
- **C.12 - Maturity Date (WAL):** 2025-12-16
- **C.13 - Final Legal Maturity Date:** 2025-12-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 581: TORONTO-DOMINION BANK (NEW YORK BRANCH)

- **C.1 - Title:** TORONTO-DOMINION BANK (NEW YORK BRANCH) 4.380000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89115DKY1, C.4 - ISIN: US89115DKY12, C.3 - LEI: PT3QB789TSUIDF371261
- **C.18 - Value (incl. sponsor support):** $400868756.00
- **C.18.a - Value (excl. sponsor support):** $400868756.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2026-07-09
- **C.12 - Maturity Date (WAL):** 2026-07-09
- **C.13 - Final Legal Maturity Date:** 2026-07-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 582: TORONTO-DOMINION BANK (NEW YORK BRANCH)

- **C.1 - Title:** TORONTO-DOMINION BANK (NEW YORK BRANCH) 4.510000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89115DMB9, C.4 - ISIN: US89115DMB90, C.3 - LEI: PT3QB789TSUIDF371261
- **C.18 - Value (incl. sponsor support):** $274235804.40
- **C.18.a - Value (excl. sponsor support):** $274235804.40
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2026-01-16
- **C.12 - Maturity Date (WAL):** 2026-01-16
- **C.13 - Final Legal Maturity Date:** 2026-01-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 583: TORONTO-DOMINION BANK (NEW YORK BRANCH)

- **C.1 - Title:** TORONTO-DOMINION BANK (NEW YORK BRANCH) 4.550000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89115DML7, C.4 - ISIN: US89115DML72, C.3 - LEI: PT3QB789TSUIDF371261
- **C.18 - Value (incl. sponsor support):** $231126629.58
- **C.18.a - Value (excl. sponsor support):** $231126629.58
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-08-18
- **C.13 - Final Legal Maturity Date:** 2026-08-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 584: TORONTO-DOMINION BANK (NEW YORK BRANCH)

- **C.1 - Title:** TORONTO-DOMINION BANK (NEW YORK BRANCH) 4.400000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89115DNQ5, C.4 - ISIN: US89115DNQ50, C.3 - LEI: PT3QB789TSUIDF371261
- **C.18 - Value (incl. sponsor support):** $1020439295.39
- **C.18.a - Value (excl. sponsor support):** $1020439295.39
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2026-07-27
- **C.12 - Maturity Date (WAL):** 2026-07-27
- **C.13 - Final Legal Maturity Date:** 2026-07-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 585: TORONTO-DOMINION BANK (NEW YORK BRANCH)

- **C.1 - Title:** TORONTO-DOMINION BANK (NEW YORK BRANCH) 4.350000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89115DNU6, C.4 - ISIN: US89115DNU62, C.3 - LEI: PT3QB789TSUIDF371261
- **C.18 - Value (incl. sponsor support):** $1000038714.40
- **C.18.a - Value (excl. sponsor support):** $1000038714.40
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2026-05-11
- **C.12 - Maturity Date (WAL):** 2026-05-11
- **C.13 - Final Legal Maturity Date:** 2026-05-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 586: TORONTO-DOMINION BANK (NEW YORK BRANCH)

- **C.1 - Title:** TORONTO-DOMINION BANK (NEW YORK BRANCH) 4.520000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89115DR73, C.4 - ISIN: US89115DR735, C.3 - LEI: PT3QB789TSUIDF371261
- **C.18 - Value (incl. sponsor support):** $200273000.00
- **C.18.a - Value (excl. sponsor support):** $200273000.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2026-02-18
- **C.12 - Maturity Date (WAL):** 2026-02-18
- **C.13 - Final Legal Maturity Date:** 2026-02-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 587: TORONTO-DOMINION BANK (NEW YORK BRANCH)

- **C.1 - Title:** TORONTO-DOMINION BANK (NEW YORK BRANCH) 4.460000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89115DRB4, C.4 - ISIN: US89115DRB46, C.3 - LEI: PT3QB789TSUIDF371261
- **C.18 - Value (incl. sponsor support):** $28806378.63
- **C.18.a - Value (excl. sponsor support):** $28806378.63
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-03-18
- **C.13 - Final Legal Maturity Date:** 2026-03-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 588: TORONTO-DOMINION BANK (NEW YORK BRANCH)

- **C.1 - Title:** TORONTO-DOMINION BANK (NEW YORK BRANCH) 4.440000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89115DSC1, C.4 - ISIN: US89115DSC10, C.3 - LEI: PT3QB789TSUIDF371261
- **C.18 - Value (incl. sponsor support):** $134028207.00
- **C.18.a - Value (excl. sponsor support):** $134028207.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-05-15
- **C.13 - Final Legal Maturity Date:** 2026-05-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 589: TORONTO-DOMINION BANK (NEW YORK BRANCH)

- **C.1 - Title:** TORONTO-DOMINION BANK (NEW YORK BRANCH) 4.340000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89115DUX2, C.4 - ISIN: US89115DUX29, C.3 - LEI: PT3QB789TSUIDF371261
- **C.18 - Value (incl. sponsor support):** $294291324.60
- **C.18.a - Value (excl. sponsor support):** $294291324.60
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **C.11 - Maturity Date (WAM):** 2026-03-17
- **C.12 - Maturity Date (WAL):** 2026-03-17
- **C.13 - Final Legal Maturity Date:** 2026-03-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 590: TORONTO-DOMINION BANK/THE

- **C.1 - Title:** TORONTO-DOMINION BANK/THE 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89119AX94, C.4 - ISIN: US89119AX947, C.3 - LEI: PT3QB789TSUIDF371261
- **C.18 - Value (incl. sponsor support):** $679802487.50
- **C.18.a - Value (excl. sponsor support):** $679802487.50
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-10-09
- **C.12 - Maturity Date (WAL):** 2025-10-09
- **C.13 - Final Legal Maturity Date:** 2025-10-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 591: TORONTO-DOMINION BANK/THE

- **C.1 - Title:** TORONTO-DOMINION BANK/THE 4.540000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89120F3W2, C.4 - ISIN: US89120F3W25, C.3 - LEI: PT3QB789TSUIDF371261
- **C.18 - Value (incl. sponsor support):** $822342297.24
- **C.18.a - Value (excl. sponsor support):** $822342297.24
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-11-14
- **C.13 - Final Legal Maturity Date:** 2025-11-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 592: TORONTO-DOMINION BANK/THE

- **C.1 - Title:** TORONTO-DOMINION BANK/THE 4.460000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89120FAS3, C.4 - ISIN: US89120FAS39, C.3 - LEI: PT3QB789TSUIDF371261
- **C.18 - Value (incl. sponsor support):** $560310856.00
- **C.18.a - Value (excl. sponsor support):** $560310856.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-03-25
- **C.13 - Final Legal Maturity Date:** 2026-03-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 593: TOTALENERGIES CAPITAL SA

- **C.1 - Title:** TOTALENERGIES CAPITAL SA 0.000000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89152EXH6, C.4 - ISIN: US89152EXH60, C.3 - LEI: 529900QI55ZLJVCMPA71
- **C.18 - Value (incl. sponsor support):** $511300041.63
- **C.18.a - Value (excl. sponsor support):** $511300041.63
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-10-17
- **C.12 - Maturity Date (WAL):** 2025-10-17
- **C.13 - Final Legal Maturity Date:** 2025-10-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 594: TOTALENERGIES CAPITAL SA

- **C.1 - Title:** TOTALENERGIES CAPITAL SA 0.000000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89152FCJ2, C.4 - ISIN: US89152FCJ21, C.3 - LEI: 529900QI55ZLJVCMPA71
- **C.18 - Value (incl. sponsor support):** $130897127.65
- **C.18.a - Value (excl. sponsor support):** $130897127.65
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2026-03-18
- **C.12 - Maturity Date (WAL):** 2026-03-18
- **C.13 - Final Legal Maturity Date:** 2026-03-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 595: TOYOTA MOTOR CREDIT CORP

- **C.1 - Title:** TOYOTA MOTOR CREDIT CORP 0.000000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89233HAP9, C.4 - ISIN: US89233HAP91, C.3 - LEI: Z2VZBHUMB7PWWJ63I008
- **C.18 - Value (incl. sponsor support):** $49363065.00
- **C.18.a - Value (excl. sponsor support):** $49363065.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2026-01-23
- **C.12 - Maturity Date (WAL):** 2026-01-23
- **C.13 - Final Legal Maturity Date:** 2026-01-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 596: Triborough Bridge & Tunnel Auth

- **C.1 - Title:** GENERAL REFUNDING RB SERIES 2018E 4.170000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 89602RHU2, C.4 - ISIN: US89602RHU23, C.3 - LEI: 54930020ZN4LQF7K3456
- **C.18 - Value (incl. sponsor support):** $63970000.00
- **C.18.a - Value (excl. sponsor support):** $63970000.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2032-11-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 597: TRUIST BANK

- **C.1 - Title:** TRUIST BANK 4.350000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89788LEL4, C.4 - ISIN: US89788LEL45, C.3 - LEI: JJKC32MCHWDI71265Z06
- **C.18 - Value (incl. sponsor support):** $500045150.00
- **C.18.a - Value (excl. sponsor support):** $500045150.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-10-31
- **C.12 - Maturity Date (WAL):** 2025-10-31
- **C.13 - Final Legal Maturity Date:** 2025-10-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 598: TRUIST BANK

- **C.1 - Title:** TRUIST BANK 4.351000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89788LET7, C.4 - ISIN: US89788LET70, C.3 - LEI: JJKC32MCHWDI71265Z06
- **C.18 - Value (incl. sponsor support):** $500046450.00
- **C.18.a - Value (excl. sponsor support):** $500046450.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-10-31
- **C.12 - Maturity Date (WAL):** 2025-10-31
- **C.13 - Final Legal Maturity Date:** 2025-10-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 599: TRUIST BANK

- **C.1 - Title:** TRUIST BANK 4.440000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89788LFK5, C.4 - ISIN: US89788LFK52, C.3 - LEI: JJKC32MCHWDI71265Z06
- **C.18 - Value (incl. sponsor support):** $500004200.00
- **C.18.a - Value (excl. sponsor support):** $500004200.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 600: TRUIST BANK

- **C.1 - Title:** TRUIST BANK 4.350000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89788LFP4, C.4 - ISIN: US89788LFP40, C.3 - LEI: JJKC32MCHWDI71265Z06
- **C.18 - Value (incl. sponsor support):** $900455310.00
- **C.18.a - Value (excl. sponsor support):** $900455310.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-12-29
- **C.12 - Maturity Date (WAL):** 2025-12-29
- **C.13 - Final Legal Maturity Date:** 2025-12-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 601: TRUIST BANK

- **C.1 - Title:** TRUIST BANK 4.450000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89788LFU3, C.4 - ISIN: US89788LFU35, C.3 - LEI: JJKC32MCHWDI71265Z06
- **C.18 - Value (incl. sponsor support):** $750585375.00
- **C.18.a - Value (excl. sponsor support):** $750585375.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-12-31
- **C.12 - Maturity Date (WAL):** 2025-12-31
- **C.13 - Final Legal Maturity Date:** 2025-12-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 602: UBS AG (LONDON BRANCH)

- **C.1 - Title:** UBS AG (LONDON BRANCH) 4.450000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 90276JYG5, C.4 - ISIN: US90276JYG56, C.3 - LEI: BFM8T61CT2L1QCEMIK50
- **C.18 - Value (incl. sponsor support):** $200032644.00
- **C.18.a - Value (excl. sponsor support):** $200032644.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-11-12
- **C.13 - Final Legal Maturity Date:** 2025-11-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 603: UBS AG (LONDON BRANCH)

- **C.1 - Title:** UBS AG (LONDON BRANCH) 4.390000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 90276JYJ9, C.4 - ISIN: US90276JYJ95, C.3 - LEI: BFM8T61CT2L1QCEMIK50
- **C.18 - Value (incl. sponsor support):** $200047660.00
- **C.18.a - Value (excl. sponsor support):** $200047660.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-11-26
- **C.13 - Final Legal Maturity Date:** 2025-11-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 604: UBS AG (LONDON BRANCH)

- **C.1 - Title:** UBS AG (LONDON BRANCH) 4.400000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 90276JYQ3, C.4 - ISIN: US90276JYQ39, C.3 - LEI: BFM8T61CT2L1QCEMIK50
- **C.18 - Value (incl. sponsor support):** $500001030.00
- **C.18.a - Value (excl. sponsor support):** $500001030.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 605: UBS AG (LONDON BRANCH)

- **C.1 - Title:** UBS AG (LONDON BRANCH) 4.410000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 90276JYT7, C.3 - LEI: BFM8T61CT2L1QCEMIK50
- **C.18 - Value (incl. sponsor support):** $250019020.00
- **C.18.a - Value (excl. sponsor support):** $250019020.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-03-24
- **C.13 - Final Legal Maturity Date:** 2026-03-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 606: UNITEDHEALTH GROUP INC

- **C.1 - Title:** UNITEDHEALTH GROUP INC 0.000000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 91058TX19, C.3 - LEI: 549300GHBMY8T5GXDE41
- **C.18 - Value (incl. sponsor support):** $1199863200.00
- **C.18.a - Value (excl. sponsor support):** $1199863200.00
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 607: UNITED OVERSEAS BANK LTD

- **C.1 - Title:** UNITED OVERSEAS BANK LTD 4.360000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 91127RHE0, C.4 - ISIN: US91127RHE09, C.3 - LEI: IO66REGK3RCBAMA8HR66
- **C.18 - Value (incl. sponsor support):** $300028113.00
- **C.18.a - Value (excl. sponsor support):** $300028113.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-27
- **C.13 - Final Legal Maturity Date:** 2025-10-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 608: UNITED OVERSEAS BANK LTD

- **C.1 - Title:** UNITED OVERSEAS BANK LTD 4.360000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 91127RJE8, C.3 - LEI: IO66REGK3RCBAMA8HR66
- **C.18 - Value (incl. sponsor support):** $300025290.00
- **C.18.a - Value (excl. sponsor support):** $300025290.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-02-24
- **C.13 - Final Legal Maturity Date:** 2026-02-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 609: UNITED OVERSEAS BANK LTD

- **C.1 - Title:** UNITED OVERSEAS BANK LTD 4.360000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 91127RJG3, C.3 - LEI: IO66REGK3RCBAMA8HR66
- **C.18 - Value (incl. sponsor support):** $300032580.00
- **C.18.a - Value (excl. sponsor support):** $300032580.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 610: UNITED OVERSEAS BANK LTD

- **C.1 - Title:** UNITED OVERSEAS BANK LTD 4.360000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 91127RJH1, C.3 - LEI: IO66REGK3RCBAMA8HR66
- **C.18 - Value (incl. sponsor support):** $300032310.00
- **C.18.a - Value (excl. sponsor support):** $300032310.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-03-03
- **C.13 - Final Legal Maturity Date:** 2026-03-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 611: UNITED OVERSEAS BANK LTD

- **C.1 - Title:** UNITED OVERSEAS BANK LTD 4.360000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 91127RJR9, C.3 - LEI: IO66REGK3RCBAMA8HR66
- **C.18 - Value (incl. sponsor support):** $300021600.00
- **C.18.a - Value (excl. sponsor support):** $300021600.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-03-10
- **C.13 - Final Legal Maturity Date:** 2026-03-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 612: UNITED OVERSEAS BANK LTD

- **C.1 - Title:** UNITED OVERSEAS BANK LTD 4.360000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 91127RJS7, C.3 - LEI: IO66REGK3RCBAMA8HR66
- **C.18 - Value (incl. sponsor support):** $300020760.00
- **C.18.a - Value (excl. sponsor support):** $300020760.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-03-11
- **C.13 - Final Legal Maturity Date:** 2026-03-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 613: UNITED OVERSEAS BANK LTD

- **C.1 - Title:** UNITED OVERSEAS BANK LTD 4.360000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 91127RJT5, C.3 - LEI: IO66REGK3RCBAMA8HR66
- **C.18 - Value (incl. sponsor support):** $225016380.00
- **C.18.a - Value (excl. sponsor support):** $225016380.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-03-09
- **C.13 - Final Legal Maturity Date:** 2026-03-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 614: Utah Housing Corp

- **C.1 - Title:** M/F HOUSING RB (WAYMARK AT FOLSOM TRAIL) SERIES 2025 4.200000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 917434DK5, C.4 - ISIN: US917434DK53, C.3 - LEI: 549300YXWQEI0S47WI02
- **C.18 - Value (incl. sponsor support):** $7350000.00
- **C.18.a - Value (excl. sponsor support):** $7350000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2065-09-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 615: VSL PROPERTY HOLDINGS STB LLC

- **C.1 - Title:** TAXABLE BONDS SERIES 2024 4.200000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 918299AA6, C.4 - ISIN: US918299AA68, C.3 - LEI: 549300UTYH2EEYYWKE94
- **C.18 - Value (incl. sponsor support):** $17390000.00
- **C.18.a - Value (excl. sponsor support):** $17390000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2054-05-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 616: VERSAILLES COMMERCIAL PAPER LLC

- **C.1 - Title:** VERSAILLES COMMERCIAL PAPER LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 92512LX71, C.4 - ISIN: US92512LX713, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $185850623.40
- **C.18.a - Value (excl. sponsor support):** $185850623.40
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2025-10-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 617: VERSAILLES COMMERCIAL PAPER LLC

- **C.1 - Title:** VERSAILLES COMMERCIAL PAPER LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 92512LY39, C.4 - ISIN: US92512LY398, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $241052400.60
- **C.18.a - Value (excl. sponsor support):** $241052400.60
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 618: VERSAILLES COMMERCIAL PAPER LLC

- **C.1 - Title:** VERSAILLES COMMERCIAL PAPER LLC 4.350000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 92513JSU0, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $250045975.00
- **C.18.a - Value (excl. sponsor support):** $250045975.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-03-04
- **C.13 - Final Legal Maturity Date:** 2026-03-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 619: VICTORY RECEIVABLES CORP

- **C.1 - Title:** VICTORY RECEIVABLES CORP 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 92646KX64, C.4 - ISIN: US92646KX646, C.3 - LEI: 549300D0F37QF0LP7F94
- **C.18 - Value (incl. sponsor support):** $69951952.00
- **C.18.a - Value (excl. sponsor support):** $69951952.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-10-06
- **C.12 - Maturity Date (WAL):** 2025-10-06
- **C.13 - Final Legal Maturity Date:** 2025-10-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 620: VICTORY RECEIVABLES CORP

- **C.1 - Title:** VICTORY RECEIVABLES CORP 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 92646KY55, C.4 - ISIN: US92646KY552, C.3 - LEI: 549300D0F37QF0LP7F94
- **C.18 - Value (incl. sponsor support):** $93608960.00
- **C.18.a - Value (excl. sponsor support):** $93608960.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-11-05
- **C.12 - Maturity Date (WAL):** 2025-11-05
- **C.13 - Final Legal Maturity Date:** 2025-11-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 621: VICTORY RECEIVABLES CORP

- **C.1 - Title:** VICTORY RECEIVABLES CORP 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 92646KY63, C.4 - ISIN: US92646KY636, C.3 - LEI: 549300D0F37QF0LP7F94
- **C.18 - Value (incl. sponsor support):** $248931550.00
- **C.18.a - Value (excl. sponsor support):** $248931550.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-11-06
- **C.12 - Maturity Date (WAL):** 2025-11-06
- **C.13 - Final Legal Maturity Date:** 2025-11-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 622: VICTORY RECEIVABLES CORP

- **C.1 - Title:** VICTORY RECEIVABLES CORP 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 92646KYJ5, C.4 - ISIN: US92646KYJ59, C.3 - LEI: 549300D0F37QF0LP7F94
- **C.18 - Value (incl. sponsor support):** $74578365.00
- **C.18.a - Value (excl. sponsor support):** $74578365.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-11-18
- **C.12 - Maturity Date (WAL):** 2025-11-18
- **C.13 - Final Legal Maturity Date:** 2025-11-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 623: VICTORY RECEIVABLES CORP

- **C.1 - Title:** VICTORY RECEIVABLES CORP 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 92646KYM8, C.3 - LEI: 549300D0F37QF0LP7F94
- **C.18 - Value (incl. sponsor support):** $299606639.86
- **C.18.a - Value (excl. sponsor support):** $299606639.86
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-11-21
- **C.12 - Maturity Date (WAL):** 2025-11-21
- **C.13 - Final Legal Maturity Date:** 2025-11-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 624: VICTORY RECEIVABLES CORP

- **C.1 - Title:** VICTORY RECEIVABLES CORP 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 92646KZH8, C.4 - ISIN: US92646KZH84, C.3 - LEI: 549300D0F37QF0LP7F94
- **C.18 - Value (incl. sponsor support):** $128856429.00
- **C.18.a - Value (excl. sponsor support):** $128856429.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2025-12-17
- **C.12 - Maturity Date (WAL):** 2025-12-17
- **C.13 - Final Legal Maturity Date:** 2025-12-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 625: VICTORY RECEIVABLES CORP

- **C.1 - Title:** VICTORY RECEIVABLES CORP 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 92646LAS9, C.4 - ISIN: US92646LAS97, C.3 - LEI: 549300D0F37QF0LP7F94
- **C.18 - Value (incl. sponsor support):** $78943944.00
- **C.18.a - Value (excl. sponsor support):** $78943944.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **C.11 - Maturity Date (WAM):** 2026-01-26
- **C.12 - Maturity Date (WAL):** 2026-01-26
- **C.13 - Final Legal Maturity Date:** 2026-01-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 626: WEATHERLY INN-RENTON LLC

- **C.1 - Title:** TAXABLE VARIABLE RATE DEMAND M/F HOUSING RB (WEATHERLY INN RENTON) SERIES 2025A 4.200000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 947184AA5, C.4 - ISIN: US947184AA57, C.3 - LEI: 549300MCMGT11YMCCO14
- **C.18 - Value (incl. sponsor support):** $51000000.00
- **C.18.a - Value (excl. sponsor support):** $51000000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2065-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 627: WELLS FARGO BANK NA

- **C.1 - Title:** WELLS FARGO BANK NA 4.400000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 95001KTD6, C.4 - ISIN: US95001KTD62, C.3 - LEI: KB1H1DSPRFMYMCUFXT09
- **C.18 - Value (incl. sponsor support):** $500188500.00
- **C.18.a - Value (excl. sponsor support):** $500188500.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 628: YAVAPAI CNTY IDA

- **C.1 - Title:** TAXABLE RB (DRAKE CEMENT) SERIES 2015 4.150000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 98521YAB5, C.4 - ISIN: US98521YAB56, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $51450000.00
- **C.18.a - Value (excl. sponsor support):** $51450000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2035-09-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 629: CREDIT AGRICOLE SA (LONDON BRANCH)

- **C.1 - Title:** CREDIT AGRICOLE SA (LONDON BRANCH) 4.410000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: ACI2VZJX7, C.3 - LEI: 969500TJ5KRTCJQWXH05, C.5 - Other ID: ACI2VZJX7
- **C.18 - Value (incl. sponsor support):** $893023012.61
- **C.18.a - Value (excl. sponsor support):** $893023012.61
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-10-06
- **C.12 - Maturity Date (WAL):** 2025-10-06
- **C.13 - Final Legal Maturity Date:** 2025-10-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 630: SUMITOMO MITSUI TRUST BANK LTD (LONDON BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI TRUST BANK LTD (LONDON BRANCH) 4.480000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: ACI2YRGT4, C.3 - LEI: 5493006GGLR4BTEL8O61, C.5 - Other ID: ACI2YRGT4
- **C.18 - Value (incl. sponsor support):** $56005943.84
- **C.18.a - Value (excl. sponsor support):** $56005943.84
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-16
- **C.12 - Maturity Date (WAL):** 2025-10-16
- **C.13 - Final Legal Maturity Date:** 2025-10-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 631: SUMITOMO MITSUI TRUST BANK LTD (LONDON BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI TRUST BANK LTD (LONDON BRANCH) 4.490000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: ACI2YVQC1, C.3 - LEI: 5493006GGLR4BTEL8O61, C.5 - Other ID: ACI2YVQC1
- **C.18 - Value (incl. sponsor support):** $250050222.50
- **C.18.a - Value (excl. sponsor support):** $250050222.50
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-29
- **C.12 - Maturity Date (WAL):** 2025-10-29
- **C.13 - Final Legal Maturity Date:** 2025-10-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 632: SUMITOMO MITSUI TRUST BANK LTD (LONDON BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI TRUST BANK LTD (LONDON BRANCH) 4.490000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: ACI2YVS39, C.3 - LEI: 5493006GGLR4BTEL8O61, C.5 - Other ID: ACI2YVS39
- **C.18 - Value (incl. sponsor support):** $249048303.51
- **C.18.a - Value (excl. sponsor support):** $249048303.51
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-28
- **C.12 - Maturity Date (WAL):** 2025-10-28
- **C.13 - Final Legal Maturity Date:** 2025-10-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 633: CREDIT AGRICOLE SA (LONDON BRANCH)

- **C.1 - Title:** CREDIT AGRICOLE SA (LONDON BRANCH) 4.375000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: ACI2Z3ZV0, C.3 - LEI: 969500TJ5KRTCJQWXH05, C.5 - Other ID: ACI2Z3ZV0
- **C.18 - Value (incl. sponsor support):** $650641459.00
- **C.18.a - Value (excl. sponsor support):** $650641459.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2026-02-05
- **C.12 - Maturity Date (WAL):** 2026-02-05
- **C.13 - Final Legal Maturity Date:** 2026-02-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 634: BANK OF MONTREAL (LONDON BRANCH)

- **C.1 - Title:** BANK OF MONTREAL (LONDON BRANCH) 4.400000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: ACI2Z6ND6, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16, C.5 - Other ID: ACI2Z6ND6
- **C.18 - Value (incl. sponsor support):** $499069500.72
- **C.18.a - Value (excl. sponsor support):** $499069500.72
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-10-24
- **C.12 - Maturity Date (WAL):** 2025-10-24
- **C.13 - Final Legal Maturity Date:** 2025-10-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 635: SUMITOMO MITSUI TRUST BANK LTD (LONDON BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI TRUST BANK LTD (LONDON BRANCH) 4.300000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: ACI2ZQJP0, C.3 - LEI: 5493006GGLR4BTEL8O61, C.5 - Other ID: ACI2ZQJP0
- **C.18 - Value (incl. sponsor support):** $250047287.50
- **C.18.a - Value (excl. sponsor support):** $250047287.50
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-11-20
- **C.12 - Maturity Date (WAL):** 2025-11-20
- **C.13 - Final Legal Maturity Date:** 2025-11-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 636: CREDIT AGRICOLE SA (LONDON BRANCH)

- **C.1 - Title:** CREDIT AGRICOLE SA (LONDON BRANCH) 4.270000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: ACI2ZTC97, C.3 - LEI: 969500TJ5KRTCJQWXH05, C.5 - Other ID: ACI2ZTC97
- **C.18 - Value (incl. sponsor support):** $1000719880.00
- **C.18.a - Value (excl. sponsor support):** $1000719880.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2026-02-13
- **C.12 - Maturity Date (WAL):** 2026-02-13
- **C.13 - Final Legal Maturity Date:** 2026-02-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 637: BANK OF MONTREAL (LONDON BRANCH)

- **C.1 - Title:** BANK OF MONTREAL (LONDON BRANCH) 4.230000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: ACI2ZXTR0, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16, C.5 - Other ID: ACI2ZXTR0
- **C.18 - Value (incl. sponsor support):** $500351985.00
- **C.18.a - Value (excl. sponsor support):** $500351985.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2026-02-27
- **C.12 - Maturity Date (WAL):** 2026-02-27
- **C.13 - Final Legal Maturity Date:** 2026-02-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 638: SUMITOMO MITSUI TRUST BANK LTD (LONDON BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI TRUST BANK LTD (LONDON BRANCH) 4.140000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: ACI30NF93, C.3 - LEI: 5493006GGLR4BTEL8O61, C.5 - Other ID: ACI30NF93
- **C.18 - Value (incl. sponsor support):** $400005220.00
- **C.18.a - Value (excl. sponsor support):** $400005220.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2026-01-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 639: CREDIT AGRICOLE SA (LONDON BRANCH)

- **C.1 - Title:** CREDIT AGRICOLE SA (LONDON BRANCH) 4.080000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: ACI30PT36, C.3 - LEI: 969500TJ5KRTCJQWXH05, C.5 - Other ID: ACI30PT36
- **C.18 - Value (incl. sponsor support):** $150030984.00
- **C.18.a - Value (excl. sponsor support):** $150030984.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2026-04-09
- **C.12 - Maturity Date (WAL):** 2026-04-09
- **C.13 - Final Legal Maturity Date:** 2026-04-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 640: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 4.530000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP19FWW4, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP19FWW4
- **C.18 - Value (incl. sponsor support):** $1999743820.00
- **C.18.a - Value (excl. sponsor support):** $1999743820.00
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 4.5800%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-12-29
- **C.13 - Final Legal Maturity Date:** 2026-01-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                          |
|:---|:---|:---|:---|:---|:---|:---|
| IBERDROLA INTL B V             SR GLBL NT 36       | 2036-07-15      | 6.7500%  | 0.0000% | $3637000.00        | $4184814.03        | Corporate Debt Securities                         |
| DELL INTL LLC/EMC CORP         CR SEN 1LIEN 30     | 2030-07-15      | 6.2000%  | 0.0000% | $4794000.00        | $5198693.50        | Corporate Debt Securities                         |
| DOMINION ENERGY INC            JR SB GLBL -B 56    | 2056-02-15      | 6.2000%  | 0.0000% | $15500000.00       | $15821470.00       | Corporate Debt Securities                         |
| MERCEDES-BENZ FIN NORTH AMER   8.5%31              | 2031-01-18      | 8.5000%  | 0.0000% | $13000.00          | $15695.03          | Corporate Debt Securities                         |
| DELTA AIR LINES INC            SR GLBL NT 28       | 2028-04-19      | 4.3750%  | 0.0000% | $10000.00          | $10206.96          | Corporate Debt Securities                         |
| FS KKR CAP CORP                SR GLBL NT 30       | 2030-01-15      | 6.1250%  | 0.0000% | $486000.00         | $489907.64         | Corporate Debt Securities                         |
| BPCE                           FR 4.625%091228     | 2028-09-12      | 4.6250%  | 0.0000% | $579000.00         | $584027.17         | Corporate Debt Securities                         |
| BINOM SEC TR 2022-RPL1         B1     20610225 FLT | 2061-02-25      | 3.0000%  | 0.0000% | $542650.00         | $309555.05         | Private Label Collateralized Mortgage Obligations |
| APPLE INC                      SR GLBL NT 4%28     | 2028-05-10      | 4.0000%  | 0.0000% | $48000.00          | $49024.11          | Corporate Debt Securities                         |
| APPLE INC                      SR GLBL NT3.2%27    | 2027-05-11      | 3.2000%  | 0.0000% | $48000.00          | $48161.55          | Corporate Debt Securities                         |
| APPALACHIAN PWR CO             -Y 4.5%49           | 2049-03-01      | 4.5000%  | 0.0000% | $112000.00         | $94329.20          | Corporate Debt Securities                         |
| APOLLO GLOBAL MGMT INC         JR SB GLBL NT 54    | 2054-12-15      | 6.0000%  | 0.0000% | $78000.00          | $78924.30          | Corporate Debt Securities                         |
| ATHENE GLOBAL FDG              144A NT 5.349%27    | 2027-07-09      | 5.3490%  | 0.0000% | $84000.00          | $86549.84          | Corporate Debt Securities                         |
| BALTIMORE GAS & ELEC CO        SR GLBL NT 48       | 2048-09-15      | 4.2500%  | 0.0000% | $33000.00          | $27666.90          | Corporate Debt Securities                         |
| ELEVANCE HEALTH INC FORMERLY A GLBL NT 4%28        | 2028-09-15      | 4.0000%  | 0.0000% | $117000.00         | $116632.23         | Corporate Debt Securities                         |
| ELEVANCE HEALTH INC FORMERLY A GLBL NT 3.125%50    | 2050-05-15      | 3.1250%  | 0.0000% | $1569000.00        | $1062791.57        | Corporate Debt Securities                         |
| BANK AMERICA CORP              PERP GLBL -OO NT    | 2149-12-31      | 6.6250%  | 0.0000% | $1275000.00        | $1339715.99        | Corporate Debt Securities                         |
| APPLE INC                      SR GLBL NT4.1%62    | 2062-08-08      | 4.1000%  | 0.0000% | $716000.00         | $586885.31         | Corporate Debt Securities                         |
| ARROYO MTG TR 2021-1R          A-1    20481025 FLT | 2048-10-25      | 1.1750%  | 0.0000% | $5220000.00        | $1403961.61        | Private Label Collateralized Mortgage Obligations |
| RCS CAP CORP                   SR GLBL 144A 29     | 2029-04-01      | 7.5000%  | 0.0000% | $30000.00          | $31240.85          | Corporate Debt Securities                         |
| ASCENT RES UTICA HLDGS LLC / A SR 144A NT 32       | 2032-10-15      | 6.6250%  | 0.0000% | $3717000.00        | $3905022.90        | Corporate Debt Securities                         |
| BX TRUST 2021-ARIA             C      20361015 FLT | 2036-10-15      | 5.9105%  | 0.0000% | $300000.00         | $300645.28         | Private Label Collateralized Mortgage Obligations |
| AON CORP / AON GLOBAL HLDGS    SR GLBL NT 5%32     | 2032-09-12      | 5.0000%  | 0.0000% | $59000.00          | $60912.19          | Corporate Debt Securities                         |
| APA CORPORATION                GLBL NT 6.1%35      | 2035-02-15      | 6.1000%  | 0.0000% | $8200000.00        | $8459407.00        | Corporate Debt Securities                         |
| COOPER-STANDARD AUTOMOTIVE INC 3LIEN GLBL PIK27    | 2027-05-15      | 5.6250%  | 0.0000% | $99000.00          | $96025.67          | Corporate Debt Securities                         |
| EXELON CORP                    SR GLBL NT 35       | 2035-06-15      | 5.6250%  | 0.0000% | $170000.00         | $180189.16         | Corporate Debt Securities                         |
| DIAMONDBACK ENERGY INC         SR GLBL NT5.4%34    | 2034-04-18      | 5.4000%  | 0.0000% | $111000.00         | $116316.90         | Corporate Debt Securities                         |
| FARMERS EXCHANGE CAPITAL III   SUB GLBL 144A 54    | 2054-10-15      | 5.4540%  | 0.0000% | $4150000.00        | $3986072.92        | Corporate Debt Securities                         |
| DISNEY WALT CO                 SR GLBL NT5.4%43    | 2043-10-01      | 5.4000%  | 0.0000% | $6810000.00        | $7108686.60        | Corporate Debt Securities                         |
| CONSOLIDATED COMMUNICATIONS    SR SEC GLBL 28      | 2028-10-01      | 5.0000%  | 0.0000% | $30427000.00       | $31547355.95       | Corporate Debt Securities                         |
| CONSUMERS ENERGY CO            1M GLBL BD4.2%52    | 2052-09-01      | 4.2000%  | 0.0000% | $318000.00         | $264926.86         | Corporate Debt Securities                         |
| CONSUMERS ENERGY CO            1M GLBL BD4.6%29    | 2029-05-30      | 4.6000%  | 0.0000% | $84000.00          | $86632.84          | Corporate Debt Securities                         |
| B & G FOODS INC                SR GLBL NT 27       | 2027-09-15      | 5.2500%  | 0.0000% | $413000.00         | $402500.51         | Corporate Debt Securities                         |
| ARES STRATEGIC INCOME FD       SR GLBL NT6.2%32    | 2032-03-21      | 6.2000%  | 0.0000% | $7000.00           | $7259.28           | Corporate Debt Securities                         |
| CNX RES CORP                   SR GLBL 144A 32     | 2032-03-01      | 7.2500%  | 0.0000% | $267000.00         | $279177.94         | Corporate Debt Securities                         |
| CITIGROUP INC                  SR GLBL NT 28       | 2028-01-10      | 3.8870%  | 0.0000% | $956000.00         | $960280.76         | Corporate Debt Securities                         |
| AUTONATION INC                 SR GLBL NT 35       | 2035-03-15      | 5.8900%  | 0.0000% | $94000.00          | $97556.41          | Corporate Debt Securities                         |
| CFMT 2024-R1 LLC               A-2    20541025 FLT | 2054-10-25      | 4.0000%  | 0.0000% | $150000.00         | $143306.78         | Asset-Backed Securities                           |
| CPI CG INCORPORATED            SR SEC GLBL 29      | 2029-07-15      | 10.0000% | 0.0000% | $3211000.00        | $3433821.99        | Corporate Debt Securities                         |
| COMMUNITY HEALTH SYS INC NEW   JR GLBL 144A 29     | 2029-04-15      | 6.8750%  | 0.0000% | $9670000.00        | $8007344.23        | Corporate Debt Securities                         |
| CP ATLAS BUYER INC.            2LIEN PIK 144A31    | 2031-01-15      | 12.7500% | 0.0000% | $250000.00         | $254859.58         | Corporate Debt Securities                         |
| CNX RES CORP                   SR 144A NT 31       | 2031-01-15      | 7.3750%  | 0.0000% | $82000.00          | $86074.14          | Corporate Debt Securities                         |
| CSC HLDGS LLC                  SR GLBL 144A 28     | 2028-05-15      | 11.2500% | 0.0000% | $4600000.00        | $4450672.50        | Corporate Debt Securities                         |
| CNH INDUSTRIAL CAPITAL LLC     SR GLBL NT 28       | 2028-04-10      | 4.5500%  | 0.0000% | $5432000.00        | $5592494.47        | Corporate Debt Securities                         |
| BURLINGTON NORTHN SANTA FE CP  SR GLBL DEB 27      | 2027-06-15      | 3.2500%  | 0.0000% | $6000.00           | $5989.26           | Corporate Debt Securities                         |
| THE CIGNA GROUP                SR GLBL NT 36       | 2036-01-15      | 5.2500%  | 0.0000% | $972000.00         | $990109.98         | Corporate Debt Securities                         |
| C H ROBINSON WORLDWIDE IN      SR GLBL NT4.2%28    | 2028-04-15      | 4.2000%  | 0.0000% | $141000.00         | $143745.27         | Corporate Debt Securities                         |
| CK HUTCHISON INTL 21 LTD       GLBL 144A NT 31     | 2031-04-15      | 2.5000%  | 0.0000% | $475000.00         | $436832.96         | Corporate Debt Securities                         |
| BUNGE LTD FIN CORP             SR GLBL NT 30       | 2030-08-04      | 4.5500%  | 0.0000% | $90000.00          | $91277.80          | Corporate Debt Securities                         |
| CHEMOURS CO                    SR GLBL NT 27       | 2027-05-15      | 5.3750%  | 0.0000% | $15627000.00       | $15946513.55       | Corporate Debt Securities                         |
| COMMUNITY HEALTH SYS INC NEW   SR GLBL 144A 28     | 2028-04-01      | 6.8750%  | 0.0000% | $200000.00         | $170336.81         | Corporate Debt Securities                         |
| CIVITAS RESOURCES INC          SR 144A NT 30       | 2030-11-01      | 8.6250%  | 0.0000% | $20000.00          | $21471.76          | Corporate Debt Securities                         |
| CSC HLDGS LLC                  SR GLBL 144A 30     | 2030-12-01      | 4.1250%  | 0.0000% | $4894000.00        | $3292660.77        | Corporate Debt Securities                         |
| CARGILL INC                    SR 144A NT 33       | 2033-04-24      | 4.7500%  | 0.0000% | $31000.00          | $32054.41          | Corporate Debt Securities                         |
| COMERICA INC                   SR GLBL NT 30       | 2030-01-30      | 5.9820%  | 0.0000% | $9000.00           | $9455.13           | Corporate Debt Securities                         |
| CARDINAL HEALTH INC            SR GLBL NT4.5%30    | 2030-09-15      | 4.5000%  | 0.0000% | $550000.00         | $554419.25         | Corporate Debt Securities                         |
| THE CAMPBELLS COMPANY          SR GLBL NT5.2%29    | 2029-03-21      | 5.2000%  | 0.0000% | $1619000.00        | $1664882.46        | Corporate Debt Securities                         |
| COMMONSPIRIT HEALTH            -2022 BD6.073%27    | 2027-11-01      | 6.0730%  | 0.0000% | $10000.00          | $10606.15          | Corporate Debt Securities                         |
| CONSOLIDATED EDISON CO N Y INC SR -2008 B DB 38    | 2038-04-01      | 6.7500%  | 0.0000% | $41000.00          | $48446.93          | Corporate Debt Securities                         |
| CME GROUP INC                  SR NT 5.3%43        | 2043-09-15      | 5.3000%  | 0.0000% | $25000.00          | $25674.21          | Corporate Debt Securities                         |
| TRANSCONTINENTAL GAS PIPE LINE SR GLBL NT 50       | 2050-05-15      | 3.9500%  | 0.0000% | $625000.00         | $500270.31         | Corporate Debt Securities                         |
| UWM MORTGAGE TRUST 2021-INV2   A-3    20510925 2.5 | 2051-09-25      | 2.5000%  | 0.0000% | $10515960.00       | $6621720.71        | Private Label Collateralized Mortgage Obligations |
| TELECOM ITALIA CAP             SR GLBL NT7.2%36    | 2036-07-18      | 7.2000%  | 0.0000% | $5000.00           | $5445.25           | Corporate Debt Securities                         |
| TITANIA RE LIMITED             -B-20241 144A 27    | 2027-11-26      | 13.4483% | 0.0000% | $11500000.00       | $12062350.00       | Corporate Debt Securities                         |
| PULTE GROUP INC                SR GLBL NT 33       | 2033-05-15      | 6.3750%  | 0.0000% | $90000.00          | $100444.16         | Corporate Debt Securities                         |
| PFIZER INC                     SR GLBL NT 3%26     | 2026-12-15      | 3.0000%  | 0.0000% | $86000.00          | $85891.64          | Corporate Debt Securities                         |
| PROLOGIS TA US LOG FD L P      SR 144A NT 35       | 2035-01-15      | 5.2500%  | 0.0000% | $55000.00          | $56853.36          | Corporate Debt Securities                         |
| RESIDENTIAL REINS 2023 LTD     EXT GLBL 144A 30    | 2030-06-06      | 10.7083% | 0.0000% | $3165000.00        | $3241371.45        | Corporate Debt Securities                         |
| RIO TINTO FIN USA LTD          SR GLBL NT 28       | 2028-07-15      | 7.1250%  | 0.0000% | $81000.00          | $88686.39          | Corporate Debt Securities                         |
| VOYA FINANCIAL INC             PERP SUB GLBL -A    | 2500-12-31      | 7.7580%  | 0.0000% | $91000.00          | $96392.51          | Corporate Debt Securities                         |
| WELLS FARGO & CO               JR SB -B DEB 29     | 2029-11-15      | 7.9500%  | 0.0000% | $3251000.00        | $3736447.45        | Corporate Debt Securities                         |
| WASTE MGMT INC DEL             SR GLBL NT 33       | 2033-02-15      | 4.6250%  | 0.0000% | $43000.00          | $43780.07          | Corporate Debt Securities                         |
| VICTORIAS SECRET AND CO        SR 144A NT 29       | 2029-07-15      | 4.6250%  | 0.0000% | $2891000.00        | $2785205.06        | Corporate Debt Securities                         |
| UNITEDHEALTH GROUP INC         SR GLBL NT 41       | 2041-05-15      | 3.0500%  | 0.0000% | $3716000.00        | $2875245.71        | Corporate Debt Securities                         |
| GGAM FIN LTD                   SR REGS NT 8%27     | 2027-02-15      | 8.0000%  | 0.0000% | $200000.00         | $210055.27         | Corporate Debt Securities                         |
| VENTAS RLTY LTD PARTNERSHIP    SR GLBL NT4.4%29    | 2029-01-15      | 4.4000%  | 0.0000% | $200000.00         | $202383.33         | Corporate Debt Securities                         |
| VIRGIN MEDIA FINANCE PLC       SR GLBL 144A 30     | 2030-07-15      | 5.0000%  | 0.0000% | $6856000.00        | $6455586.75        | Corporate Debt Securities                         |
| UNITEDHEALTH GROUP INC         SR GLBL NT3.5%39    | 2039-08-15      | 3.5000%  | 0.0000% | $98000.00          | $82233.27          | Corporate Debt Securities                         |
| ALFA DESARROLLO SPA            SR SEC GLBL 51      | 2051-09-27      | 4.5500%  | 0.0000% | $265000.00         | $209140.96         | Corporate Debt Securities                         |
| VIASAT INC                     SR SEC GLBL 27      | 2027-04-15      | 5.6250%  | 0.0000% | $631000.00         | $644952.20         | Corporate Debt Securities                         |
| NATIONSTAR MTG HLDGS INC       SR GLBL REGS 28     | 2028-08-15      | 5.5000%  | 0.0000% | $300000.00         | $301903.50         | Corporate Debt Securities                         |
| VERUS SEC TRUST 2023-7         A-1    20681025 7.0 | 2068-10-25      | 7.0700%  | 0.0000% | $540000.00         | $346255.81         | Private Label Collateralized Mortgage Obligations |
| STARBUCKS CORP                 SR GLBL NT 50       | 2050-03-12      | 3.3500%  | 0.0000% | $83000.00          | $57961.81          | Corporate Debt Securities                         |
| RYDER SYS INC                  FR 2.85%030127      | 2027-03-01      | 2.8500%  | 0.0000% | $112000.00         | $110186.25         | Corporate Debt Securities                         |
| TITANIA RE LIMITED             -A-20241 144A 27    | 2027-11-26      | 10.1724% | 0.0000% | $10000000.00       | $10313000.00       | Corporate Debt Securities                         |
| US BANCORP                     FR 4.548%072228     | 2028-07-22      | 4.5480%  | 0.0000% | $987000.00         | $1002851.88        | Corporate Debt Securities                         |
| VERAISON RE LTD                EXTND-B 144A 33     | 2033-03-08      | 8.9483%  | 0.0000% | $13657000.00       | $13854634.29       | Corporate Debt Securities                         |
| WELLS FARGO & CO               FR 5.389%042434     | 2034-04-24      | 5.3890%  | 0.0000% | $660000.00         | $702340.54         | Corporate Debt Securities                         |
| LATAM AIRLINES GROUP SA        SR SEC REGS NT31    | 2031-01-07      | 7.6250%  | 0.0000% | $43000.00          | $45322.85          | Corporate Debt Securities                         |
| DAIMLER TRUCKS FIN NORTH AMER  SR REGS NT 30       | 2030-01-13      | 5.2500%  | 0.0000% | $150000.00         | $156025.38         | Corporate Debt Securities                         |
| SOCIETE GENERALE               FR 3%012230         | 2030-01-22      | 3.0000%  | 0.0000% | $200000.00         | $188659.33         | Corporate Debt Securities                         |
| SIX FLAGS ENTERTAINMENT CORP   SR GLBL 144A 27     | 2027-04-15      | 5.5000%  | 0.0000% | $314000.00         | $321321.96         | Corporate Debt Securities                         |
| BANCO MERCANTILE DEL NORTE SA  ALT TIER I PERP     | 2500-12-31      | 7.6250%  | 0.0000% | $369000.00         | $385103.78         | Corporate Debt Securities                         |
| AMBIPAR LUX S A R L            SR GLBL REGS 33     | 2033-02-05      | 10.8750% | 0.0000% | $751000.00         | $155167.55         | Corporate Debt Securities                         |
| EMPRESA DE ENERGIA DE BOGOTA   SR REGS NT 33       | 2033-11-09      | 7.8500%  | 0.0000% | $704000.00         | $840319.63         | Corporate Debt Securities                         |
| J.P.MORGAN MTG TR 2023-10      A-6    20540525 FLT | 2054-05-25      | 6.0000%  | 0.0000% | $1800000.00        | $715929.75         | Private Label Collateralized Mortgage Obligations |
| SOCIETE GENERALE               FR 6.066%011935     | 2035-01-19      | 6.0660%  | 0.0000% | $400000.00         | $425305.40         | Corporate Debt Securities                         |
| ALSEA SAB DE CV                GLBL REGS NT 26     | 2026-12-14      | 7.7500%  | 0.0000% | $647000.00         | $667296.03         | Corporate Debt Securities                         |
| HERITAGE PETE CO LTD           GLBL REGS NT9%29    | 2029-08-12      | 9.0000%  | 0.0000% | $290000.00         | $301817.50         | Corporate Debt Securities                         |
| AVIANCA MIDCO 2 LTD            SR SEC REGS NT30    | 2030-02-14      | 9.6250%  | 0.0000% | $8433000.00        | $8387618.75        | Corporate Debt Securities                         |
| ALLIANT HLDGS INTER LLC / ALL  SR SEC GLBL 27      | 2027-10-15      | 4.2500%  | 0.0000% | $10000.00          | $10040.99          | Corporate Debt Securities                         |
| AADVANTAGE LOYALTY IP LTD/ AME SR SEC GLBL 29      | 2029-04-20      | 5.7500%  | 0.0000% | $57000.00          | $58003.23          | Corporate Debt Securities                         |
| SANTANDER DRIVE AUTO 2024-1    D      20310515 5.6 | 2031-05-15      | 5.6000%  | 0.0000% | $4336000.00        | $4411287.41        | Asset-Backed Securities                           |
| GUARA NORTE SARL               SR SEC GLBL 34      | 2034-06-15      | 5.1980%  | 0.0000% | $301000.00         | $229019.24         | Corporate Debt Securities                         |
| IMPERIAL TOB FIN PLC           SR GLBL 144A 28     | 2028-06-30      | 4.5000%  | 0.0000% | $5236000.00        | $5330797.78        | Corporate Debt Securities                         |
| ENEL FIN INTL N.V.             GLBL REGS NT 29     | 2029-06-26      | 5.1250%  | 0.0000% | $300000.00         | $311343.58         | Corporate Debt Securities                         |
| MC BRAZIL DOWNSTREAM TRADING S SR SEC GLBL 31      | 2031-06-30      | 7.2500%  | 0.0000% | $2687000.00        | $2130071.66        | Corporate Debt Securities                         |
| MACQUARIE AIRFINANCE HLDGS LTD SR REGS NT 30       | 2030-03-17      | 5.1500%  | 0.0000% | $158000.00         | $160322.56         | Corporate Debt Securities                         |
| KLABIN AUSTRIA GMBH            SR GLBL REGS 31     | 2031-01-12      | 3.2000%  | 0.0000% | $317000.00         | $288334.75         | Corporate Debt Securities                         |
| INTEL CORP                     SR GLBL NT 49       | 2049-11-15      | 3.2500%  | 0.0000% | $969000.00         | $660545.50         | Corporate Debt Securities                         |
| HOWDEN UK REFIN PLC & US RE    SR SEC 144A NT31    | 2031-02-15      | 7.2500%  | 0.0000% | $2828000.00        | $2936149.79        | Corporate Debt Securities                         |
| SIGNAL PARENT INCORPORATED     SR 144A NT 29       | 2029-04-01      | 6.1250%  | 0.0000% | $34000.00          | $12595.47          | Corporate Debt Securities                         |
| BAUSCH HEALTH COS INC          SR GLBL REGS 31     | 2031-02-15      | 5.2500%  | 0.0000% | $76000.00          | $51038.75          | Corporate Debt Securities                         |
| UBS GROUP AG                   SR GLBL REGS 31     | 2031-09-23      | 4.3980%  | 0.0000% | $7050000.00        | $7030648.93        | Corporate Debt Securities                         |
| VERISK ANALYTICS INC           SR GLBL NT 29       | 2029-03-15      | 4.1250%  | 0.0000% | $97000.00          | $96965.93          | Corporate Debt Securities                         |
| ROYAL CARIBBEAN GROUP          SR GLBL REGS 31     | 2031-09-30      | 5.6250%  | 0.0000% | $34000.00          | $34676.26          | Corporate Debt Securities                         |
| NUCOR CORP                     SR GLBL REGS 55     | 2055-12-15      | 2.9790%  | 0.0000% | $300000.00         | $192944.62         | Corporate Debt Securities                         |
| BROADCOM INC                   SR GLBL REGS 29     | 2029-04-15      | 4.0000%  | 0.0000% | $425000.00         | $430777.17         | Corporate Debt Securities                         |
| IRON MTN INC DEL               SR GLBL REGS 30     | 2030-07-15      | 5.2500%  | 0.0000% | $40000.00          | $40065.90          | Corporate Debt Securities                         |
| KINGSTON AIR RE FIN LTD        SR SEC GLBL 36      | 2036-12-15      | 6.7500%  | 0.0000% | $200000.00         | $209071.50         | Corporate Debt Securities                         |
| CENTRAL AMER BOTTLING CORP / C SR GLBL REGS 29     | 2029-04-27      | 5.2500%  | 0.0000% | $103000.00         | $103819.11         | Corporate Debt Securities                         |
| WILLIAMS COS INC               SR GLBL NT 32       | 2032-03-15      | 8.7500%  | 0.0000% | $99000.00          | $120527.14         | Corporate Debt Securities                         |
| 1011778 B.C. UNLIMITED LIABILI 1LIEN GLBL 29       | 2029-06-15      | 6.1250%  | 0.0000% | $34000.00          | $35423.06          | Corporate Debt Securities                         |
| FIRST QUANTUM MINERALS LTD     SR REGS NT 34       | 2034-02-15      | 7.2500%  | 0.0000% | $3364000.00        | $3503422.85        | Corporate Debt Securities                         |
| WILLIAMS COS INC               SR GLBL NT5.4%26    | 2026-03-02      | 5.4000%  | 0.0000% | $24000.00          | $24208.32          | Corporate Debt Securities                         |
| WILLIAMS SCOTSMAN INTL INC     SR SEC GLBL 28      | 2028-08-15      | 4.6250%  | 0.0000% | $68000.00          | $67209.93          | Corporate Debt Securities                         |
| WILLIAMS COS INC               SR GLBL NT 30       | 2030-06-30      | 4.6250%  | 0.0000% | $216000.00         | $220346.46         | Corporate Debt Securities                         |
| WILLIAMS COS INC               SR GLBL NT5.8%54    | 2054-11-15      | 5.8000%  | 0.0000% | $8210000.00        | $8439059.00        | Corporate Debt Securities                         |
| FEDERAL REALTY OP LP           SR GLBL NT 27       | 2027-07-15      | 3.2500%  | 0.0000% | $29000.00          | $28731.48          | Corporate Debt Securities                         |
| GLOBAL PARTNERS LP / GLP FIN C SR GLBL 144A 32     | 2032-01-15      | 8.2500%  | 0.0000% | $227000.00         | $243606.75         | Corporate Debt Securities                         |
| STONEMOR INC                   SR SEC GLBL 29      | 2029-05-15      | 8.5000%  | 0.0000% | $17000.00          | $17218.88          | Corporate Debt Securities                         |
| TKC HOLDINGS INCORPORATED      SR 144A NT 29       | 2029-05-15      | 10.5000% | 0.0000% | $30000.00          | $31885.95          | Corporate Debt Securities                         |
| UWM MORTGAGE TRUST 2021-INV1   B-3    20510825 FLT | 2051-08-25      | 3.1497%  | 0.0000% | $237000.00         | $180794.94         | Private Label Collateralized Mortgage Obligations |
| TPG OPER GROUP II LP           SR GLBL NT 36       | 2036-01-15      | 5.3750%  | 0.0000% | $50000.00          | $50564.40          | Corporate Debt Securities                         |
| STRYKER CORPORATION            SR GLBL NT5.2%35    | 2035-02-10      | 5.2000%  | 0.0000% | $1128000.00        | $1171757.63        | Corporate Debt Securities                         |
| SUZANO AUSTRIA GMBH            SR GLBL NT 5%30     | 2030-01-15      | 5.0000%  | 0.0000% | $415000.00         | $422389.77         | Corporate Debt Securities                         |
| PFIZER INC                     SR GLBL NT2.7%50    | 2050-05-28      | 2.7000%  | 0.0000% | $134000.00         | $86665.84          | Corporate Debt Securities                         |
| PEPSICO INC                    SR GLBL NT4.5%29    | 2029-07-17      | 4.5000%  | 0.0000% | $209000.00         | $214664.95         | Corporate Debt Securities                         |
| J.P. MORGAN MTG TR 2025-VIS2   M-1    20551225 FLT | 2055-12-25      | 6.2040%  | 0.0000% | $958000.00         | $968542.47         | Private Label Collateralized Mortgage Obligations |
| PENNYMAC FINL SVCS INC NEW     SR 144A NT 32       | 2032-05-15      | 6.8750%  | 0.0000% | $28000.00          | $29742.67          | Corporate Debt Securities                         |
| SOUTHERN CALIF EDISON CO       1M GLBL 2022D 27    | 2027-06-01      | 4.7000%  | 0.0000% | $385000.00         | $392209.55         | Corporate Debt Securities                         |
| PHILLIPS 66 CO                 SR GLBL NT 31       | 2031-06-15      | 5.2500%  | 0.0000% | $852000.00         | $896382.81         | Corporate Debt Securities                         |
| SMYRNA READY MIX LLC           SR SEC 144A NT31    | 2031-11-15      | 8.8750%  | 0.0000% | $4275000.00        | $4654710.84        | Corporate Debt Securities                         |
| BLUE OWL CAPITAL CORPORATION   SR GLBL NT6.2%30    | 2030-07-15      | 6.2000%  | 0.0000% | $20000.00          | $21035.60          | Corporate Debt Securities                         |
| CONOCOPHILLIPS                 SR GLBL DEB 7%29    | 2029-03-30      | 7.0000%  | 0.0000% | $5183000.00        | $5645427.26        | Corporate Debt Securities                         |
| SA RE II LT AC N RE SE AC 24-3 EXT GLBL 144A 32    | 2032-04-07      | 9.3800%  | 0.0000% | $5777000.00        | $5932173.43        | Corporate Debt Securities                         |
| INTESA SANPAOLO S P A          FR 7.8%112853       | 2053-11-28      | 7.8000%  | 0.0000% | $1255000.00        | $1590013.88        | Corporate Debt Securities                         |
| PHILLIPS 66 CO                 GLBL NT 3.75%28     | 2028-03-01      | 3.7500%  | 0.0000% | $83000.00          | $82495.43          | Corporate Debt Securities                         |
| PBF HLDG CO LLC / PBF FIN CORP SR GLBL 144A 30     | 2030-03-15      | 9.8750%  | 0.0000% | $5734000.00        | $6040049.86        | Corporate Debt Securities                         |
| PETROLEOS MEXICANOS            FR 5.625%012346     | 2046-01-23      | 5.6250%  | 0.0000% | $438000.00         | $339077.15         | Corporate Debt Securities                         |
| UNITED PARCEL SVCS INC         GLBL NT 5.15%34     | 2034-05-22      | 5.1500%  | 0.0000% | $96000.00          | $101500.91         | Corporate Debt Securities                         |
| GENERAL MILLS INC              GLBL NT 3%51        | 2051-02-01      | 3.0000%  | 0.0000% | $100000.00         | $65962.67          | Corporate Debt Securities                         |
| GARDA WORLD SECURITY CORP      SR GLBL 144A 32     | 2032-08-01      | 8.2500%  | 0.0000% | $65000.00          | $68478.20          | Corporate Debt Securities                         |
| RITHM CAPITAL CORP             SR GLBL 144A 30     | 2030-07-15      | 8.0000%  | 0.0000% | $7800000.00        | $8146181.33        | Corporate Debt Securities                         |
| GEORGIA PWR CO                 SR GLBL 2016A 26    | 2026-04-01      | 3.2500%  | 0.0000% | $47000.00          | $47541.43          | Corporate Debt Securities                         |
| MICRON TECHNOLOGY INC          SR GLBL NT 51       | 2051-11-01      | 3.4770%  | 0.0000% | $72000.00          | $52622.71          | Corporate Debt Securities                         |
| VITAL ENERGY INC               SR GLBL NT 30       | 2030-10-15      | 9.7500%  | 0.0000% | $82000.00          | $89284.68          | Corporate Debt Securities                         |
| KKR CLO 34 L 7.57495 15JUL34 144A F                | 2034-07-15      | 7.5750%  | 0.0000% | $3000000.00        | $3016994.95        | Asset-Backed Securities                           |
| NOVELIS CORP                   SR GLBL 144A 30     | 2030-01-30      | 6.8750%  | 0.0000% | $1791000.00        | $1877717.23        | Corporate Debt Securities                         |
| ILLUMINA INC                   GLBL NT 5.8%25      | 2025-12-12      | 5.8000%  | 0.0000% | $239000.00         | $243529.05         | Corporate Debt Securities                         |
| INTERNATIONAL FLAVORS&FRAGRANC SR 144A NT 40       | 2040-11-15      | 3.2680%  | 0.0000% | $15900000.00       | $12331483.50       | Corporate Debt Securities                         |
| OCCIDENTAL PETE CORP           SR GLBL NT 39       | 2039-06-15      | 7.9500%  | 0.0000% | $5373000.00        | $6414112.78        | Corporate Debt Securities                         |
| NORTHWEST NAT HLDG CO          JR SB GLBL DB 55    | 2055-09-15      | 7.0000%  | 0.0000% | $135000.00         | $138983.40         | Corporate Debt Securities                         |
| NIKE INC                       SR GLBL NT 45       | 2045-11-01      | 3.8750%  | 0.0000% | $94000.00          | $78272.69          | Corporate Debt Securities                         |
| NORTHWESTERN UNIV              GLBL -2025 BD 35    | 2035-12-01      | 4.9400%  | 0.0000% | $4585000.00        | $4827388.57        | Corporate Debt Securities                         |
| SEMPRA                         JR SB GLBL 55       | 2055-04-01      | 6.5500%  | 0.0000% | $1525000.00        | $1607484.29        | Corporate Debt Securities                         |
| BRUNDAGE-BONE CONCRETE PUMPING SR SEC GLBL 32      | 2032-02-01      | 7.5000%  | 0.0000% | $47000.00          | $48071.21          | Corporate Debt Securities                         |
| MERCK & CO INC                 SR NT 3.7%45        | 2045-02-10      | 3.7000%  | 0.0000% | $290000.00         | $234934.48         | Corporate Debt Securities                         |
| OCCIDENTAL PETE CORP           SR GLBL NT7.5%31    | 2031-05-01      | 7.5000%  | 0.0000% | $1395000.00        | $1611855.08        | Corporate Debt Securities                         |
| NORTHERN OIL & GAS INC         SR GLBL 144A 31     | 2031-06-15      | 8.7500%  | 0.0000% | $66000.00          | $69938.93          | Corporate Debt Securities                         |
| NEW RESI MTG LN TR 2016-4      A-1    20561125 FLT | 2056-11-25      | 3.7500%  | 0.0000% | $10483800.00       | $1566488.06        | Private Label Collateralized Mortgage Obligations |
| MAYO CLINIC                    -2012B SNK BD 43    | 2043-11-15      | 3.7740%  | 0.0000% | $60000.00          | $50383.95          | Corporate Debt Securities                         |
| GETTY IMAGES INC               SR SEC GLBL 30      | 2030-02-21      | 11.2500% | 0.0000% | $16460864.00       | $16230617.66       | Corporate Debt Securities                         |
| JBS USA LUX S A / JBS USA FOOD SR NT 4.375%52      | 2052-02-02      | 4.3750%  | 0.0000% | $230000.00         | $183399.38         | Corporate Debt Securities                         |
| JH NORTH AMER HLDGS INC        SR SEC GLBL 31      | 2031-01-31      | 5.8750%  | 0.0000% | $410000.00         | $422717.80         | Corporate Debt Securities                         |
| KINGPIN INTER HLDGS LLC        SR SEC GLBL 32      | 2032-10-15      | 7.2500%  | 0.0000% | $589000.00         | $564828.09         | Corporate Debt Securities                         |
| GOEASY LTD                     SR 144A NT 29       | 2029-07-01      | 7.6250%  | 0.0000% | $28000.00          | $29160.34          | Corporate Debt Securities                         |
| HANESBRANDS INC                SR GLBL 144A 31     | 2031-02-15      | 9.0000%  | 0.0000% | $130000.00         | $139283.30         | Corporate Debt Securities                         |
| KB HOME                        SR GLBL NT 27       | 2027-06-15      | 6.8750%  | 0.0000% | $64000.00          | $66713.09          | Corporate Debt Securities                         |
| GRAFTECH FINANCE INC           SR SEC GLBL 29      | 2029-12-23      | 4.6250%  | 0.0000% | $89000.00          | $63854.10          | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 28       | 2028-08-23      | 4.4820%  | 0.0000% | $60000.00          | $60638.19          | Corporate Debt Securities                         |
| INTEL CORP                     SR GLBL NT3.1%60    | 2060-02-15      | 3.1000%  | 0.0000% | $56000.00          | $33707.80          | Corporate Debt Securities                         |
| LPL HLDGS INC                  SR GLBL NT5.2%30    | 2030-03-15      | 5.2000%  | 0.0000% | $400000.00         | $409654.67         | Corporate Debt Securities                         |
| NEXTERA ENERGY CAP HLDGS INC   GLBL DEB 4.9%28     | 2028-02-28      | 4.9000%  | 0.0000% | $4307000.00        | $4399021.45        | Corporate Debt Securities                         |
| NORFOLK SOUTHN CORP            GLBL NT 2.9%51      | 2051-08-25      | 2.9000%  | 0.0000% | $350000.00         | $229284.81         | Corporate Debt Securities                         |
| KRAKEN OIL & GAS PARTNERS LLC  SR 144A NT 29       | 2029-08-15      | 7.6250%  | 0.0000% | $298000.00         | $299266.87         | Corporate Debt Securities                         |
| FOCUS FINL PARTNERS LLC        SR SEC GLBL 31      | 2031-09-15      | 6.7500%  | 0.0000% | $114000.00         | $117050.93         | Corporate Debt Securities                         |
| FORD CR AUTO OWNER TR 2023-REV A      20350815 4.8 | 2035-08-15      | 4.8500%  | 0.0000% | $2506000.00        | $2554280.18        | Asset-Backed Securities                           |
| HILTON USA TRUST 2016-HHV      A      20381105 3.7 | 2038-11-05      | 3.7190%  | 0.0000% | $149000.00         | $147889.48         | Private Label Collateralized Mortgage Obligations |
| SAN DIEGO GAS & ELEC CO        1M GLBL WWW BD51    | 2051-08-15      | 2.9500%  | 0.0000% | $100000.00         | $65819.75          | Corporate Debt Securities                         |
| XEROX CORP                     2LIEN GLBL 31       | 2031-04-15      | 13.5000% | 0.0000% | $30000.00          | $30892.65          | Corporate Debt Securities                         |
| WELLS FARGO & CO               FR 4.478%040431     | 2031-04-04      | 4.4780%  | 0.0000% | $10000.00          | $10282.42          | Corporate Debt Securities                         |
| WYNN RESORTS FIN LLC / WYNN RE SR GLBL 144A 29     | 2029-10-01      | 5.1250%  | 0.0000% | $99000.00          | $101711.87         | Corporate Debt Securities                         |
| XEROX HOLDINGS CORP            SR GLBL 144A 28     | 2028-08-15      | 5.5000%  | 0.0000% | $10043000.00       | $5956553.51        | Corporate Debt Securities                         |
| HILLENBRAND INC                SR GLBL NT 29       | 2029-02-15      | 6.2500%  | 0.0000% | $796000.00         | $824283.87         | Corporate Debt Securities                         |
| XPO INC                        SR GLBL 144A 31     | 2031-06-01      | 7.1250%  | 0.0000% | $597000.00         | $637370.38         | Corporate Debt Securities                         |
| OVINTIV INC                    GLBL NT 7.1%53      | 2053-07-15      | 7.1000%  | 0.0000% | $68000.00          | $75074.83          | Corporate Debt Securities                         |
| ONEOK INC NEW                  4.55%28             | 2028-07-15      | 4.5500%  | 0.0000% | $617000.00         | $627525.51         | Corporate Debt Securities                         |
| PNC FINL SVCS GROUP INC        GLBL NT 4.812%32    | 2032-10-21      | 4.8120%  | 0.0000% | $56000.00          | $57973.05          | Corporate Debt Securities                         |
| PETROLEOS MEXICANOS            SR GLBL -C BD 48    | 2048-02-12      | 6.3500%  | 0.0000% | $825000.00         | $667339.75         | Corporate Debt Securities                         |
| PNC BK N A PITTSBURGH PA DISC  SR NT 4.775%27      | 2027-01-15      | 4.7750%  | 0.0000% | $3625000.00        | $3665048.70        | Corporate Debt Securities                         |
| WELLS FARGO MTG SEC 2020-1     B-4    20491225 FLT | 2049-12-25      | 3.3628%  | 0.0000% | $2242800.00        | $1474938.37        | Private Label Collateralized Mortgage Obligations |
| VIRGINIA ELEC & PWR CO         SR GLBL -B NT 51    | 2051-11-15      | 2.9500%  | 0.0000% | $1050000.00        | $687836.62         | Corporate Debt Securities                         |
| XEROX CORP                     1LIEN GLBL 30       | 2030-10-15      | 10.2500% | 0.0000% | $100000.00         | $106112.81         | Corporate Debt Securities                         |
| WELLTOWER INC                  SR GLBL NT4.5%30    | 2030-07-01      | 4.5000%  | 0.0000% | $34000.00          | $34729.81          | Corporate Debt Securities                         |
| WESTPAC BKG CORP               SR GLBL NT4.6%26    | 2026-10-20      | 4.6000%  | 0.0000% | $40000.00          | $41073.78          | Corporate Debt Securities                         |
| WABTEC                         SR GLBL NT5.5%35    | 2035-05-29      | 5.5000%  | 0.0000% | $85000.00          | $89672.97          | Corporate Debt Securities                         |
| WELLTOWER INC                  SR NT 6.5%41        | 2041-03-15      | 6.5000%  | 0.0000% | $1900000.00        | $2130485.83        | Corporate Debt Securities                         |
| HOST HOTELS & RESORTS LP       SR GLBL -L NT 35    | 2035-04-15      | 5.5000%  | 0.0000% | $3713000.00        | $3838493.21        | Corporate Debt Securities                         |
| WILLIAMS COS INC               SR GLBL NT5.3%35    | 2035-09-30      | 5.3000%  | 0.0000% | $98000.00          | $99629.74          | Corporate Debt Securities                         |
| HERSHEY CO                     GLBL NT 4.5%33      | 2033-05-04      | 4.5000%  | 0.0000% | $210000.00         | $214607.40         | Corporate Debt Securities                         |
| UNITEDHEALTH GROUP INC         SR GLBL NT 28       | 2028-12-15      | 3.8750%  | 0.0000% | $41000.00          | $41227.64          | Corporate Debt Securities                         |
| V F CORP                       GLBL NT 6%33        | 2033-10-15      | 6.0000%  | 0.0000% | $6000.00           | $5936.04           | Corporate Debt Securities                         |
| UNITED PARCEL SVCS INC         GLBL NT 5.6%64      | 2064-05-22      | 5.6000%  | 0.0000% | $97000.00          | $97904.15          | Corporate Debt Securities                         |
| SUMITOMO MITSUI TR BK LTD      FR 5.5%030928       | 2028-03-09      | 5.5000%  | 0.0000% | $923000.00         | $955045.02         | Corporate Debt Securities                         |
| VMED O2 UK FING I PLC          SR SEC GLBL 31      | 2031-07-15      | 4.7500%  | 0.0000% | $3354000.00        | $3199333.08        | Corporate Debt Securities                         |
| UNITEDHEALTH GROUP INC         SR GLBL NT 51       | 2051-05-15      | 3.2500%  | 0.0000% | $190000.00         | $132545.42         | Corporate Debt Securities                         |
| TEVA PHARMACEUTICAL FIN NETH   SR GLBL NT 27       | 2027-05-09      | 4.7500%  | 0.0000% | $5851000.00        | $5947565.88        | Corporate Debt Securities                         |
| USA COMPRESSION PARTNERS LP    SR GLBL 144A 29     | 2029-03-15      | 7.1250%  | 0.0000% | $28000.00          | $29014.97          | Corporate Debt Securities                         |
| VERUS SEC TR 2022-INV2         M-1    20671025 FLT | 2067-10-25      | 6.7614%  | 0.0000% | $1430000.00        | $1432108.75        | Private Label Collateralized Mortgage Obligations |
| PACIFIC GAS & ELEC CO          1M GLBL BD5.7%35    | 2035-03-01      | 5.7000%  | 0.0000% | $2256000.00        | $2323999.60        | Corporate Debt Securities                         |
| PERRIGO FINANCE UNLIMITED COMP SR NT 4.9%44        | 2044-12-15      | 4.9000%  | 0.0000% | $210000.00         | $172095.35         | Corporate Debt Securities                         |
| PETROLEOS MEXICANOS            GLBL NT 6.84%30     | 2030-01-23      | 6.8400%  | 0.0000% | $4000000.00        | $4131160.00        | Corporate Debt Securities                         |
| EMERALD DEBT MERGER SUB LLC    SR SEC 144A NT31    | 2031-07-15      | 6.7500%  | 0.0000% | $28000.00          | $29498.35          | Corporate Debt Securities                         |
| DIGITAL RLTY TR LP             SR GLBL NT3.7%27    | 2027-08-15      | 3.7000%  | 0.0000% | $96000.00          | $95720.16          | Corporate Debt Securities                         |
| DICKS SPORTING GOODS INC       GLBL 144A NT4%29    | 2029-10-01      | 4.0000%  | 0.0000% | $1318000.00        | $1317260.46        | Corporate Debt Securities                         |
| ERAC USA FINANCE COMPANY       SR GLBL 144A 34     | 2034-10-30      | 5.2000%  | 0.0000% | $42000.00          | $44362.36          | Corporate Debt Securities                         |
| JOHN DEERE CAPITAL CORPORATION FR 4.75%012028      | 2028-01-20      | 4.7500%  | 0.0000% | $732000.00         | $751870.95         | Corporate Debt Securities                         |
| JOHN DEERE CAPITAL CORPORATION FR 2.8%090827       | 2027-09-08      | 2.8000%  | 0.0000% | $97000.00          | $95373.42          | Corporate Debt Securities                         |
| COMMONSPIRIT HEALTH            SR GLBL -2019 49    | 2049-10-01      | 3.8170%  | 0.0000% | $600000.00         | $464567.38         | Corporate Debt Securities                         |
| DOW CHEMICAL CO                SR NT 4.375%42      | 2042-11-15      | 4.3750%  | 0.0000% | $1423000.00        | $1187445.47        | Corporate Debt Securities                         |
| CSC HLDGS LLC                  SR GLBL 144A 28     | 2028-02-01      | 5.3750%  | 0.0000% | $17885000.00       | $15861294.86       | Corporate Debt Securities                         |
| CALPINE CORPORATION            SR GLBL 144A 29     | 2029-02-01      | 4.6250%  | 0.0000% | $1745000.00        | $1742521.86        | Corporate Debt Securities                         |
| CARE NEW ENG HEALTH SYS        -2016C NT 5.5%26    | 2026-09-01      | 5.5000%  | 0.0000% | $5000000.00        | $5059217.78        | Corporate Debt Securities                         |
| CHENIERE ENERGY PARTNERS L P   SR GLBL NT 34       | 2034-08-15      | 5.7500%  | 0.0000% | $159000.00         | $166593.44         | Corporate Debt Securities                         |
| BROADCOM INC                   SR GLBL NT5.2%35    | 2035-07-15      | 5.2000%  | 0.0000% | $100000.00         | $104391.11         | Corporate Debt Securities                         |
| CABOT CORP                     SR GLBL NT 5%32     | 2032-06-30      | 5.0000%  | 0.0000% | $1585000.00        | $1625449.20        | Corporate Debt Securities                         |
| BROWN & BROWN INC              SR GLBL NT 34       | 2034-06-11      | 5.6500%  | 0.0000% | $82000.00          | $86448.25          | Corporate Debt Securities                         |
| CISCO SYS INC                  SR GLBL NT5.5%55    | 2055-02-24      | 5.5000%  | 0.0000% | $19443000.00       | $19971071.88       | Corporate Debt Securities                         |
| CFK TR 2020-MF2                D      20390317 3.3 | 2039-03-17      | 3.3490%  | 0.0000% | $7070000.00        | $6049832.97        | Private Label Collateralized Mortgage Obligations |
| APPLE INC                      SR GLBL NT 26       | 2026-02-23      | 3.2500%  | 0.0000% | $10000.00          | $9998.10           | Corporate Debt Securities                         |
| AMERIPRISE FINL INC            SR GLBL NT 26       | 2026-09-15      | 2.8750%  | 0.0000% | $70000.00          | $69324.35          | Corporate Debt Securities                         |
| AVIS BUDGET CAR RENT LLC /AVIS SR GLBL 144A 32     | 2032-06-15      | 8.3750%  | 0.0000% | $6147000.00        | $6618878.72        | Corporate Debt Securities                         |
| AVALONBAY CMNTYS INC           SR GLBL NT 5%33     | 2033-02-15      | 5.0000%  | 0.0000% | $237000.00         | $243745.02         | Corporate Debt Securities                         |
| ARES CAPITAL CORP              SR GLBL NT5.8%32    | 2032-03-08      | 5.8000%  | 0.0000% | $832000.00         | $851322.74         | Corporate Debt Securities                         |
| ARDONAGH FINCO LTD             SR SEC 144A NT31    | 2031-02-15      | 7.7500%  | 0.0000% | $2125000.00        | $2260162.40        | Corporate Debt Securities                         |
| ANHEUSER-BUSCH INBEV WLDW INC  CR SEN SR GLBL39    | 2039-01-15      | 8.2000%  | 0.0000% | $767000.00         | $1005355.48        | Corporate Debt Securities                         |
| APPALACHIAN PWR CO             SR GLBL CC NT 34    | 2034-04-01      | 5.6500%  | 0.0000% | $12000.00          | $12869.80          | Corporate Debt Securities                         |
| CENCORA INC                    SR GLBL NT 45       | 2045-03-01      | 4.2500%  | 0.0000% | $34000.00          | $28631.86          | Corporate Debt Securities                         |
| ELEVANCE HEALTH INC FORMERLY A GLBL NT 5.5%32      | 2032-10-15      | 5.5000%  | 0.0000% | $605000.00         | $651904.64         | Corporate Debt Securities                         |
| APPLE INC                      SR GLBL NT 46       | 2046-08-04      | 3.8500%  | 0.0000% | $1689000.00        | $1409367.28        | Corporate Debt Securities                         |
| ANGEL OAK MTG LN 2020-6 TR     A-1    20650525 FLT | 2065-05-25      | 1.2610%  | 0.0000% | $790000.00         | $139371.03         | Private Label Collateralized Mortgage Obligations |
| BANCO SANTANDER S.A.           SNR NPF GLBL 28     | 2028-02-23      | 3.8000%  | 0.0000% | $800000.00         | $795636.44         | Corporate Debt Securities                         |
| ALPHABET INC                   SR GLBL NT4.5%35    | 2035-05-15      | 4.5000%  | 0.0000% | $95000.00          | $97077.18          | Corporate Debt Securities                         |
| ARDAGH METAL PACKAGING FIN PLC SR SEC GLBL 28      | 2028-09-01      | 3.2500%  | 0.0000% | $3090000.00        | $2968740.67        | Corporate Debt Securities                         |
| ELEVANCE HEALTH INC FORMERLY A GLBL NT 5.7%55      | 2055-02-15      | 5.7000%  | 0.0000% | $28465000.00       | $28507839.82       | Corporate Debt Securities                         |
| APPLE INC                      SR GLBL NT4.3%33    | 2033-05-10      | 4.3000%  | 0.0000% | $97000.00          | $99987.82          | Corporate Debt Securities                         |
| APOLLO DEBT SOLUTIONS BDC      SR GLBL 144A 30     | 2030-08-30      | 5.8750%  | 0.0000% | $632000.00         | $651417.06         | Corporate Debt Securities                         |
| KITE RLTY GROUP L P            GLBL NT 4.95%31     | 2031-12-15      | 4.9500%  | 0.0000% | $92000.00          | $94487.45          | Corporate Debt Securities                         |
| NESTLE HLDGS INC               GLBL 144A NT 31     | 2031-09-14      | 1.8750%  | 0.0000% | $178000.00         | $156928.95         | Corporate Debt Securities                         |
| MARS INC                       SR GLBL 144A 32     | 2032-03-01      | 5.0000%  | 0.0000% | $473000.00         | $486214.57         | Corporate Debt Securities                         |
| MGIC INVT CORP WIS             SR GLBL NT 28       | 2028-08-15      | 5.2500%  | 0.0000% | $81000.00          | $81363.89          | Corporate Debt Securities                         |
| LUMEN TECHNOLOGIES INC         GLBL 144A NT 30     | 2030-04-15      | 4.1250%  | 0.0000% | $171738.00         | $169365.65         | Corporate Debt Securities                         |
| NEW YORK LIFE GLOBAL FDG       FR 3.9%100127       | 2027-10-01      | 3.9000%  | 0.0000% | $185000.00         | $188428.36         | Corporate Debt Securities                         |
| LENNAR CORP                    SR NT 5.25%26       | 2026-06-01      | 5.2500%  | 0.0000% | $75000.00          | $76363.06          | Corporate Debt Securities                         |
| SCIH SALT HOLDINGS INC         SR SEC GLBL 28      | 2028-05-01      | 4.8750%  | 0.0000% | $220000.00         | $219488.96         | Corporate Debt Securities                         |
| NATIONAL RURAL UTILS COOP FIN  FR 4.95%020730      | 2030-02-07      | 4.9500%  | 0.0000% | $29000.00          | $30068.87          | Corporate Debt Securities                         |
| MGM RESORTS INTERNATIONAL      SR GLBL NT 29       | 2029-09-15      | 6.1250%  | 0.0000% | $1037000.00        | $1058633.98        | Corporate Debt Securities                         |
| SREIT COMM MTG TR 2021-MFP     A      20381115 FLT | 2038-11-15      | 4.9954%  | 0.0000% | $860000.00         | $722229.40         | Private Label Collateralized Mortgage Obligations |
| SABINE PASS LIQUEFACTION LLC   SR SEC GLBL NT28    | 2028-03-15      | 4.2000%  | 0.0000% | $39000.00          | $39003.90          | Corporate Debt Securities                         |
| SABAL TRAIL TRANSMISSION LLC   SR 144A NT 28       | 2028-05-01      | 4.2460%  | 0.0000% | $13000.00          | $13153.58          | Corporate Debt Securities                         |
| NEW YORK LIFE GLOBAL FDG       FR 4.55%012833      | 2033-01-28      | 4.5500%  | 0.0000% | $2655000.00        | $2674291.52        | Corporate Debt Securities                         |
| NEWFOLD DIGITAL HLDGS GROUP IN SR SEC 144A NT28    | 2028-10-15      | 11.7500% | 0.0000% | $220000.00         | $159797.92         | Corporate Debt Securities                         |
| FLAGSTAR FINANCIAL INC         SB GLBL NT5.9%28    | 2028-11-06      | 7.2963%  | 0.0000% | $3286000.00        | $3183598.69        | Corporate Debt Securities                         |
| HERCULES INC                   JR SB GLBL DB 29    | 2029-06-30      | 6.5000%  | 0.0000% | $1823000.00        | $1823000.00        | Corporate Debt Securities                         |
| NEXTERA ENERGY CAP HLDGS INC   GLBL DEB 5%30       | 2030-02-28      | 5.0000%  | 0.0000% | $120000.00         | $124231.73         | Corporate Debt Securities                         |
| KEHE DISTRS LLC/ KEHE FIN CORP SR SEC 144A NT29    | 2029-02-15      | 9.0000%  | 0.0000% | $28000.00          | $29785.56          | Corporate Debt Securities                         |
| IHEARTCOMMUNICATIONS INC       SR SEC GLBL 30      | 2030-05-01      | 10.8750% | 0.0000% | $23700000.00       | $16605177.88       | Corporate Debt Securities                         |
| HYUNDAI CAP AMER               FR 5.6%033028       | 2028-03-30      | 5.6000%  | 0.0000% | $191000.00         | $196307.89         | Corporate Debt Securities                         |
| HYATT HOTELS CORP              CR SEN SR GLBL30    | 2030-04-23      | 5.7500%  | 0.0000% | $3743000.00        | $3986618.35        | Corporate Debt Securities                         |
| NEW YORK LIFE GLOBAL FDG       FR 4.15%072528      | 2028-07-25      | 4.1500%  | 0.0000% | $184000.00         | $186088.96         | Corporate Debt Securities                         |
| HYATT HOTELS CORP              GLBL NT 5.5%34      | 2034-06-30      | 5.5000%  | 0.0000% | $400000.00         | $414844.00         | Corporate Debt Securities                         |
| KINDER MORGAN INC DEL          SR GLBL NT 54       | 2054-08-01      | 5.9500%  | 0.0000% | $44000.00          | $45013.38          | Corporate Debt Securities                         |
| JP MORGAN MTG TR 2025-VIS1     A-2    20550825 FLT | 2055-08-25      | 5.6950%  | 0.0000% | $16251000.00       | $15610611.84       | Private Label Collateralized Mortgage Obligations |
| HOWARD MIDSTREAM ENERGY PARTNE SR 144A NT 32       | 2032-07-15      | 7.3750%  | 0.0000% | $251000.00         | $264738.38         | Corporate Debt Securities                         |
| KILROY RLTY L P                SR GLBL NT 33       | 2033-11-15      | 2.6500%  | 0.0000% | $3395000.00        | $2814310.71        | Corporate Debt Securities                         |
| KFC HLDG CO/PIZZA HUT HLDGS LL SR GLBL 144A 27     | 2027-06-01      | 4.7500%  | 0.0000% | $1320000.00        | $1337993.43        | Corporate Debt Securities                         |
| KEURIG DR PEPPER INC           GLBL NT 5.2%31      | 2031-03-15      | 5.2000%  | 0.0000% | $67000.00          | $68727.04          | Corporate Debt Securities                         |
| GENERAL DYNAMICS CORP          SR GLBL NT 50       | 2050-04-01      | 4.2500%  | 0.0000% | $493000.00         | $436005.23         | Corporate Debt Securities                         |
| JP MORGAN MTG TR 2023-6        A-5    20531225 FLT | 2053-12-25      | 6.0000%  | 0.0000% | $1353000.00        | $1389872.41        | Private Label Collateralized Mortgage Obligations |
| GENERAL MTRS FINL CO INC       SR GLBL NT6.1%34    | 2034-01-07      | 6.1000%  | 0.0000% | $21000.00          | $22406.03          | Corporate Debt Securities                         |
| JOHNSON & JOHNSON              SR GLBL NT3.7%46    | 2046-03-01      | 3.7000%  | 0.0000% | $110000.00         | $91261.56          | Corporate Debt Securities                         |
| GOODYEAR TIRE & RUBR CO        SR GLBL NT 30       | 2030-07-15      | 6.6250%  | 0.0000% | $141000.00         | $146572.50         | Corporate Debt Securities                         |
| ASP UNIFRAX HOLDINGS INC       144A NT 5.25%28     | 2028-09-30      | 5.2500%  | 0.0000% | $290000.00         | $93162.50          | Corporate Debt Securities                         |
| MELLO MTG CAP ACCP 2021-INV2   A-5    20510825 FLT | 2051-08-25      | 2.5000%  | 0.0000% | $1316000.00        | $889863.26         | Private Label Collateralized Mortgage Obligations |
| AMHERST COLLEGE                SR -2009A BD 39     | 2039-11-01      | 5.8750%  | 0.0000% | $15000.00          | $16682.49          | Corporate Debt Securities                         |
| SOUTHERN CALIF GAS CO          1M GLBL VV BD 49    | 2049-01-15      | 4.3000%  | 0.0000% | $73000.00          | $61446.90          | Corporate Debt Securities                         |
| MOODYS CORP                    SR GLBL NT3.1%61    | 2061-11-29      | 3.1000%  | 0.0000% | $507000.00         | $330396.41         | Corporate Debt Securities                         |
| SHUTTERFLY FIN LLC             SR SEC GLBL 27      | 2027-10-01      | 8.5000%  | 0.0000% | $499645.00         | $487452.27         | Corporate Debt Securities                         |
| MARVELL TECHNOLOGY INC         SR GLBL NT 26       | 2026-04-15      | 1.6500%  | 0.0000% | $75000.00          | $74478.94          | Corporate Debt Securities                         |
| MARRIOTT OWNERSHIP RESORTS INC SR GLBL 144A 33     | 2033-10-01      | 6.5000%  | 0.0000% | $717000.00         | $716882.89         | Corporate Debt Securities                         |
| UWM HLDGS LLC                  SR GLBL 144A 30     | 2030-02-01      | 6.6250%  | 0.0000% | $80000.00          | $82375.81          | Corporate Debt Securities                         |
| SNAP INC                       SR GLBL 144A 34     | 2034-03-15      | 6.8750%  | 0.0000% | $3489000.00        | $3565083.46        | Corporate Debt Securities                         |
| SHIRE ACQUISITIONS INVTS IRELA SR GLBL NT3.2%26    | 2026-09-23      | 3.2000%  | 0.0000% | $35000.00          | $34742.83          | Corporate Debt Securities                         |
| INTEGRITY RE III LTD           -C-20251 144A 28    | 2028-06-06      | 16.1983% | 0.0000% | $8250000.00        | $8752425.00        | Corporate Debt Securities                         |
| DOMTAR CORP                    SR SEC 144A NT28    | 2028-10-01      | 6.7500%  | 0.0000% | $6592000.00        | $5878168.80        | Corporate Debt Securities                         |
| PARK INTER HLDGS LLC / PK DOME 1LIEN GLBL 28       | 2028-10-01      | 5.8750%  | 0.0000% | $8354000.00        | $8596364.62        | Corporate Debt Securities                         |
| PRA GROUP INC                  SR GLBL 144A 28     | 2028-02-01      | 8.3750%  | 0.0000% | $110000.00         | $114266.43         | Corporate Debt Securities                         |
| IRIS ESCROW ISSUER CORP        SR GLBL 144A 28     | 2028-12-15      | 10.0000% | 0.0000% | $276000.00         | $259102.36         | Corporate Debt Securities                         |
| ROCKET SOFTWARE INC            SR SEC 144A NT28    | 2028-11-28      | 9.0000%  | 0.0000% | $169000.00         | $180574.81         | Corporate Debt Securities                         |
| MCKESSON CORP                  SR GLBL NT5.1%33    | 2033-07-15      | 5.1000%  | 0.0000% | $13000.00          | $13601.70          | Corporate Debt Securities                         |
| INDIANA UNIV HEALTH INC        SR -2021A BD 51     | 2051-11-01      | 2.8520%  | 0.0000% | $110000.00         | $72176.95          | Corporate Debt Securities                         |
| REPUBLIC SVCS INC              GLBL NT 4.875%29    | 2029-04-01      | 4.8750%  | 0.0000% | $24000.00          | $25185.59          | Corporate Debt Securities                         |
| NORFOLK SOUTHN CORP            GLBL NT 3.942%47    | 2047-11-01      | 3.9420%  | 0.0000% | $555000.00         | $458860.40         | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 30       | 2030-07-23      | 5.0490%  | 0.0000% | $827000.00         | $855661.13         | Corporate Debt Securities                         |
| SM ENERGY COMPANY              SR GLBL 144A 32     | 2032-08-01      | 7.0000%  | 0.0000% | $116000.00         | $118039.54         | Corporate Debt Securities                         |
| NORDSTROM INC                  SR GLBL NT 5%44     | 2044-01-15      | 5.0000%  | 0.0000% | $1100000.00        | $820167.33         | Corporate Debt Securities                         |
| ONE GAS INC                    GLBL NT 4.25%32     | 2032-09-01      | 4.2500%  | 0.0000% | $86000.00          | $85300.27          | Corporate Debt Securities                         |
| STONEPEAK NILE PARENT LLC      SR SEC 144A NT32    | 2032-03-15      | 7.2500%  | 0.0000% | $19000.00          | $20092.90          | Corporate Debt Securities                         |
| MOODYS CORP                    SR GLBL NT 41       | 2041-08-19      | 2.7500%  | 0.0000% | $64000.00          | $46426.36          | Corporate Debt Securities                         |
| NGL ENERGY OPERATING LLC/ NGL  SR SEC GLBL 29      | 2029-02-15      | 8.1250%  | 0.0000% | $3127000.00        | $3251349.06        | Corporate Debt Securities                         |
| PACCAR FINANCIAL CORP          FR 4.55%030328      | 2028-03-03      | 4.5500%  | 0.0000% | $30000.00          | $30559.28          | Corporate Debt Securities                         |
| PRET TRUST 2024-RPL2           A-1    20640625 FLT | 2064-06-25      | 4.0750%  | 0.0000% | $2500000.00        | $2151099.68        | Asset-Backed Securities                           |
| SHELL INTERNATIONAL FIN BV     SR GLBL NT 4%46     | 2046-05-10      | 4.0000%  | 0.0000% | $643000.00         | $539088.34         | Corporate Debt Securities                         |
| TELE COMMUNICATIONS INC NEW    SR GLBL DEB 26      | 2026-02-15      | 7.8750%  | 0.0000% | $99000.00          | $101164.51         | Corporate Debt Securities                         |
| STARWOOD PPTY TR INC           SR GLBL 144A 27     | 2027-01-15      | 4.3750%  | 0.0000% | $42000.00          | $41935.93          | Corporate Debt Securities                         |
| NATWEST GROUP PLC              SR NT 4.8%26        | 2026-04-05      | 4.8000%  | 0.0000% | $10000000.00       | $10263533.33       | Corporate Debt Securities                         |
| SUNOCO LP/SUNOCO FIN CORP      SR GLBL 144A 28     | 2028-09-15      | 7.0000%  | 0.0000% | $1799000.00        | $1858289.04        | Corporate Debt Securities                         |
| VALERO ENERGY CORP             SR GLBL NT 51       | 2051-12-01      | 3.6500%  | 0.0000% | $8546000.00        | $6149661.24        | Corporate Debt Securities                         |
| UNITEDHEALTH GROUP INC         SR GLBL NT5.3%30    | 2030-02-15      | 5.3000%  | 0.0000% | $36000.00          | $37718.46          | Corporate Debt Securities                         |
| TOWD PT MTG TR 2018-4          A2     20580625 FLT | 2058-06-25      | 3.0000%  | 0.0000% | $263000.00         | $226578.62         | Private Label Collateralized Mortgage Obligations |
| TORONTO DOMINION BK ONT        FR 4.693%091527     | 2027-09-15      | 4.6930%  | 0.0000% | $52000.00          | $52765.72          | Corporate Debt Securities                         |
| SEAGATE DATA STORAGE TECHNOLOG SR 144A NT 30       | 2030-07-15      | 5.8750%  | 0.0000% | $83000.00          | $86384.15          | Corporate Debt Securities                         |
| TENNECO LLC                    SR SEC GLBL 28      | 2028-11-17      | 8.0000%  | 0.0000% | $24303000.00       | $24637166.25       | Corporate Debt Securities                         |
| UWM MTG TR 2021-1              A-3    20510625 FLT | 2051-06-25      | 2.5000%  | 0.0000% | $725000.00         | $426152.51         | Private Label Collateralized Mortgage Obligations |
| 3M CO                          FR 2.875%101527     | 2027-10-15      | 2.8750%  | 0.0000% | $90000.00          | $89351.74          | Corporate Debt Securities                         |
| UNITEDHEALTH GROUP INC         SR GLBL NT 35       | 2035-07-15      | 4.6250%  | 0.0000% | $151000.00         | $150457.22         | Corporate Debt Securities                         |
| NIAGARA MOHAWK PWR CORP        SR 144A NT 30       | 2030-10-03      | 4.6470%  | 0.0000% | $100000.00         | $101547.02         | Corporate Debt Securities                         |
| NAKAMA RE PTE LIMITED          -1-20211 144A 26    | 2026-10-13      | 5.9983%  | 0.0000% | $3972000.00        | $3981532.80        | Corporate Debt Securities                         |
| NSTAR ELEC CO                  GLBL DEB 3.1%51     | 2051-06-01      | 3.1000%  | 0.0000% | $228000.00         | $159743.01         | Corporate Debt Securities                         |
| NORTHERN NAT GAS CO DEL        SR 144A NT3.4%51    | 2051-10-16      | 3.4000%  | 0.0000% | $851000.00         | $594222.10         | Corporate Debt Securities                         |
| ONCOR ELEC DELIVERY CO LLC     SR SEC GLBL NT49    | 2049-09-15      | 3.1000%  | 0.0000% | $1850000.00        | $1258040.08        | Corporate Debt Securities                         |
| NESTLE HLDGS INC               SR 144A NT 5%28     | 2028-03-14      | 5.0000%  | 0.0000% | $1495000.00        | $1532034.47        | Corporate Debt Securities                         |
| NAVIENT CORPORATION            SR GLBL NT 30       | 2030-07-25      | 9.3750%  | 0.0000% | $702000.00         | $789614.57         | Corporate Debt Securities                         |
| OREILLY AUTOMOTIVE INC         SR GLBL NT 5%34     | 2034-08-19      | 5.0000%  | 0.0000% | $102000.00         | $103606.95         | Corporate Debt Securities                         |
| NORTHROP GRUMMAN CORP          SR GLBL DEB 31      | 2031-02-15      | 7.7500%  | 0.0000% | $11439000.00       | $13323775.43       | Corporate Debt Securities                         |
| MOSS CREEK RES HLDGS INC       SR 144A NT 31       | 2031-09-01      | 8.2500%  | 0.0000% | $202000.00         | $199276.20         | Corporate Debt Securities                         |
| NATURE COAST RE LTD            -A-20251 VR BD29    | 2029-01-15      | 15.4724% | 0.0000% | $1500000.00        | $1636050.00        | Corporate Debt Securities                         |
| NGPL PIPECO LLC                SR GLBL 144A 27     | 2027-08-15      | 4.8750%  | 0.0000% | $34000.00          | $34292.19          | Corporate Debt Securities                         |
| ORACLE CORP                    SR GLBL NT4.5%28    | 2028-05-06      | 4.5000%  | 0.0000% | $93000.00          | $95268.27          | Corporate Debt Securities                         |
| BLUE OWL CR INCOME CORP        SR GLBL NT 29       | 2029-01-15      | 7.7500%  | 0.0000% | $13162000.00       | $14346525.15       | Corporate Debt Securities                         |
| NNN REIT INC                   SR GLBL NT2.5%30    | 2030-04-15      | 2.5000%  | 0.0000% | $83000.00          | $77547.59          | Corporate Debt Securities                         |
| PHILIP MORRIS INTL INC         SR GLBL NT 30       | 2030-02-15      | 5.1250%  | 0.0000% | $819000.00         | $851281.91         | Corporate Debt Securities                         |
| NEXSTAR BROADCASTING INC       SR GLBL 144A 27     | 2027-07-15      | 5.6250%  | 0.0000% | $645000.00         | $652390.89         | Corporate Debt Securities                         |
| PENNYMAC FINL SVCS INC NEW     SR GLBL 144A 33     | 2033-02-15      | 6.8750%  | 0.0000% | $28000.00          | $29129.62          | Corporate Debt Securities                         |
| PRKCM TR 2023-AFC1             A-1    20580225 FLT | 2058-02-25      | 6.5980%  | 0.0000% | $100000.00         | $53463.74          | Private Label Collateralized Mortgage Obligations |
| OCCIDENTAL PETE CORP           SR GLBL NT 32       | 2032-01-01      | 5.3750%  | 0.0000% | $130000.00         | $134010.27         | Corporate Debt Securities                         |
| OBX TR 2024-NQM5               M-1    20640125 FLT | 2064-01-25      | 6.5130%  | 0.0000% | $1753000.00        | $1777954.98        | Private Label Collateralized Mortgage Obligations |
| MARS INC                       SR GLBL REGS 35     | 2035-03-01      | 5.2000%  | 0.0000% | $154000.00         | $158159.37         | Corporate Debt Securities                         |
| CCO HLDGS LLC / CCO HLDGS CAP  SR GLBL REGS 30     | 2030-08-15      | 4.5000%  | 0.0000% | $205000.00         | $191473.89         | Corporate Debt Securities                         |
| SREIT TR 2021-PALM             A      20361015 FLT | 2036-10-15      | 4.8545%  | 0.0000% | $11740000.00       | $11723398.67       | Private Label Collateralized Mortgage Obligations |
| BREAD FINANCIAL HOLDINGS INC   SUB GLBL REGS 35    | 2035-06-15      | 8.3750%  | 0.0000% | $364000.00         | $384131.78         | Corporate Debt Securities                         |
| SCHLUMBERGER HLDGS CORP        SR REGS NT4.5%28    | 2028-05-15      | 4.5000%  | 0.0000% | $165000.00         | $168690.23         | Corporate Debt Securities                         |
| STARBUCKS CORP                 SR GLBL NT3.5%50    | 2050-11-15      | 3.5000%  | 0.0000% | $475000.00         | $346301.12         | Corporate Debt Securities                         |
| VERTICAL U S NEWCO INC         SR SEC GLBL 27      | 2027-07-15      | 5.2500%  | 0.0000% | $900000.00         | $908718.75         | Corporate Debt Securities                         |
| SEALED AIR CORP NEW            SR GLBL REGS 33     | 2033-07-15      | 6.8750%  | 0.0000% | $110000.00         | $121418.32         | Corporate Debt Securities                         |
| STARBUCKS CORP                 SR GLBL NT4.5%28    | 2028-05-15      | 4.5000%  | 0.0000% | $220000.00         | $226021.40         | Corporate Debt Securities                         |
| STONEX ESCROW ISSUER LLC       SR SEC GLBL 32      | 2032-07-15      | 6.8750%  | 0.0000% | $28000.00          | $29340.07          | Corporate Debt Securities                         |
| TENNECO LLC                    SR SEC GLBL 28      | 2028-11-17      | 8.0000%  | 0.0000% | $45000.00          | $45618.75          | Corporate Debt Securities                         |
| STANDARD BLDG SOLUTIONS INC    SR REGS NT6.5%32    | 2032-08-15      | 6.5000%  | 0.0000% | $70000.00          | $72495.85          | Corporate Debt Securities                         |
| DIGICEL INTL FIN LTD / DIFL US 1LIEN REGS NT 32    | 2032-08-01      | 8.6250%  | 0.0000% | $92000.00          | $96116.81          | Corporate Debt Securities                         |
| CIBANCO S A INSTITUCION DE BAN SR GLBL REGS 31     | 2031-07-22      | 4.3750%  | 0.0000% | $300000.00         | $258157.17         | Corporate Debt Securities                         |
| ENA NORTE TR                   EXT GLBL REGS 28    | 2028-04-25      | 4.9500%  | 0.0000% | $60000.00          | $15795.05          | Corporate Debt Securities                         |
| PENTAIR FINANCE SA             GLBL NT 5.9%32      | 2032-07-15      | 5.9000%  | 0.0000% | $58000.00          | $62289.20          | Corporate Debt Securities                         |
| PROLOGIS L P                   SR GLBL NT 28       | 2028-06-15      | 4.8750%  | 0.0000% | $374000.00         | $387755.25         | Corporate Debt Securities                         |
| UNITED PARCEL SVCS INC         SR GLBL NT 35       | 2035-05-14      | 5.2500%  | 0.0000% | $23000.00          | $24281.18          | Corporate Debt Securities                         |
| PENNYMAC FINL SVCS INC NEW     SR GLBL 144A 29     | 2029-12-15      | 7.8750%  | 0.0000% | $138000.00         | $149597.35         | Corporate Debt Securities                         |
| VERAISON RE LTD                EXTND-A 144A 33     | 2033-03-08      | 7.4483%  | 0.0000% | $13500000.00       | $13562612.30       | Corporate Debt Securities                         |
| QWEST CAP  FDG INC             GLBL DEB6.875%28    | 2028-07-15      | 6.8750%  | 0.0000% | $7135000.00        | $7038198.86        | Corporate Debt Securities                         |
| NICKEL INDS LTD                SR 144A NT 9%30     | 2030-09-30      | 9.0000%  | 0.0000% | $500000.00         | $505000.00         | Corporate Debt Securities                         |
| UNITED PARCEL SVCS INC         SR GLBL NT5.3%50    | 2050-04-01      | 5.3000%  | 0.0000% | $151000.00         | $151014.01         | Corporate Debt Securities                         |
| GENESIS ENERGY LP & GEN E      SR GLBL NT 32       | 2032-05-15      | 7.8750%  | 0.0000% | $28000.00          | $29983.56          | Corporate Debt Securities                         |
| UBS GROUP AG                   SR GLBL 144A 28     | 2028-05-12      | 4.7510%  | 0.0000% | $305000.00         | $313013.01         | Corporate Debt Securities                         |
| TERRAFORM PWR OPER LLC         SR GLBL 144A 28     | 2028-01-31      | 5.0000%  | 0.0000% | $70000.00          | $70024.03          | Corporate Debt Securities                         |
| NOVARTIS CAPITAL CORP          SR GLBL NT 2%27     | 2027-02-14      | 2.0000%  | 0.0000% | $5080000.00        | $4971570.22        | Corporate Debt Securities                         |
| NEWELL BRANDS INC              SR GLBL NT 29       | 2029-09-15      | 6.6250%  | 0.0000% | $526000.00         | $531633.68         | Corporate Debt Securities                         |
| NEW RESI MTG TR 2017-5         A-1    20570625 FLT | 2057-06-25      | 5.7724%  | 0.0000% | $15130000.00       | $1452022.00        | Private Label Collateralized Mortgage Obligations |
| NEW RESI MTG LN TR 2018-5      A-1    20571225 FLT | 2057-12-25      | 4.7500%  | 0.0000% | $13992000.00       | $1922973.96        | Private Label Collateralized Mortgage Obligations |
| GOLUB CAP PRIVATE CR FD        SR GLBL 144A 28     | 2028-08-15      | 5.4500%  | 0.0000% | $3000000.00        | $3045249.17        | Corporate Debt Securities                         |
| SINCLAIR TELEVISION GROUP      GLBL 144A NT 32     | 2032-12-31      | 4.3750%  | 0.0000% | $6722000.00        | $4816661.24        | Corporate Debt Securities                         |
| SEMPRA                         SR NT 6%39          | 2039-10-15      | 6.0000%  | 0.0000% | $985000.00         | $1051871.65        | Corporate Debt Securities                         |
| SOCIETE GENERALE               FR 5.634%011930     | 2030-01-19      | 5.6340%  | 0.0000% | $300000.00         | $312738.45         | Corporate Debt Securities                         |
| SOUTHERN PWR CO                SR GLBL 2025B 35    | 2035-10-01      | 4.9000%  | 0.0000% | $476000.00         | $470919.76         | Corporate Debt Securities                         |
| SONIC AUTOMOTIVE INC           SR GLBL 144A 31     | 2031-11-15      | 4.8750%  | 0.0000% | $2098000.00        | $2048657.66        | Corporate Debt Securities                         |
| SOUTHWESTERN ELEC PWR CO       SR GLBL -O NT 51    | 2051-11-01      | 3.2500%  | 0.0000% | $273000.00         | $186759.68         | Corporate Debt Securities                         |
| STAPLES INC                    SR SEC 144A NT29    | 2029-09-01      | 10.7500% | 0.0000% | $8505000.00        | $8498618.89        | Corporate Debt Securities                         |
| OUTFRONT MEDIA CAP / OUTFRONT  SR GLBL 144A 27     | 2027-08-15      | 5.0000%  | 0.0000% | $109000.00         | $109317.19         | Corporate Debt Securities                         |
| MONDELEZ INTL HLDGS NETH B V   SR GLBL 144A 26     | 2026-09-24      | 1.2500%  | 0.0000% | $281000.00         | $273482.78         | Corporate Debt Securities                         |
| OWENS BROCKWAY                 SR GLBL 144A 31     | 2031-05-15      | 7.2500%  | 0.0000% | $6926000.00        | $7236613.79        | Corporate Debt Securities                         |
| OBX TRUST 2024-NQM4            M-1    20640125 FLT | 2064-01-25      | 6.6220%  | 0.0000% | $1304000.00        | $1322669.88        | Private Label Collateralized Mortgage Obligations |
| ELI LILLY & CO                 GLBL NT 4.9%35      | 2035-10-15      | 4.9000%  | 0.0000% | $55000.00          | $56082.09          | Corporate Debt Securities                         |
| ONCOR ELEC DELIVERY CO LLC     SR SEC NT 7.5%38    | 2038-09-01      | 7.5000%  | 0.0000% | $736000.00         | $903610.51         | Corporate Debt Securities                         |
| GPD COS INCORPORATED           SR SEC PIK 29       | 2029-12-31      | 12.5000% | 0.0000% | $1301000.00        | $1031902.61        | Corporate Debt Securities                         |
| GS MTG BACKED SECURITIES TR 20 A-4    20530225 FLT | 2053-02-25      | 3.5000%  | 0.0000% | $246000.00         | $185906.66         | Private Label Collateralized Mortgage Obligations |
| GATX CORP                      SR GLBL NT 34       | 2034-03-15      | 6.0500%  | 0.0000% | $4026000.00        | $4327872.83        | Corporate Debt Securities                         |
| CARVANA CO                     SR SEC GLBL 31      | 2031-06-01      | 9.0000%  | 0.0000% | $32802000.00       | $37761334.38       | Corporate Debt Securities                         |
| CAPITAL SOUTHWEST CORP         SR GLBL NT 30       | 2030-09-18      | 5.9500%  | 0.0000% | $65000.00          | $65253.07          | Corporate Debt Securities                         |
| THE CAMPBELLS COMPANY          SR GLBL NT5.4%34    | 2034-03-21      | 5.4000%  | 0.0000% | $94000.00          | $96441.18          | Corporate Debt Securities                         |
| ARETEC ESCROW ISSUER 2 INC     SR SEC 144A NT30    | 2030-08-15      | 10.0000% | 0.0000% | $163000.00         | $179668.38         | Corporate Debt Securities                         |
| CINEMARK USA INC               SR GLBL 144A 28     | 2028-07-15      | 5.2500%  | 0.0000% | $28000.00          | $28202.09          | Corporate Debt Securities                         |
| CSC HLDGS LLC                  SR GLBL 144A 30     | 2030-01-15      | 5.7500%  | 0.0000% | $93669000.00       | $37652986.56       | Corporate Debt Securities                         |
| CALUMET SPECIALTY PRODUCTS PAR SR GLBL 144A 28     | 2028-07-15      | 9.7500%  | 0.0000% | $65000.00          | $65747.66          | Corporate Debt Securities                         |
| BEAZER HOMES USA INC           SR GLBL 144A 31     | 2031-03-15      | 7.5000%  | 0.0000% | $85000.00          | $86661.32          | Corporate Debt Securities                         |
| BAUSCH HEALTH COS INC          SR GLBL 144A 29     | 2029-02-15      | 5.0000%  | 0.0000% | $553000.00         | $418206.25         | Corporate Debt Securities                         |
| BEAZER HOMES USA INC           SR GLBL NT 27       | 2027-10-15      | 5.8750%  | 0.0000% | $2440000.00        | $2502652.08        | Corporate Debt Securities                         |
| APPLE INC                      SR GLBL NT 3%27     | 2027-11-13      | 3.0000%  | 0.0000% | $65000.00          | $64817.78          | Corporate Debt Securities                         |
| ATHENE GLOBAL FDG              144A NT 5.583%29    | 2029-01-09      | 5.5830%  | 0.0000% | $13060000.00       | $13664570.26       | Corporate Debt Securities                         |
| AZORRA FIN LTD                 SR GLBL 144A 31     | 2031-01-15      | 7.2500%  | 0.0000% | $156000.00         | $165191.87         | Corporate Debt Securities                         |
| BALDWIN INS GROUP HLDGS LLC /  SR SEC GLBL 31      | 2031-05-15      | 7.1250%  | 0.0000% | $50000.00          | $53331.44          | Corporate Debt Securities                         |
| ARMOR RE LTD                   EXTND-A 144A 31     | 2031-05-07      | 14.1483% | 0.0000% | $8750000.00        | $9485000.00        | Corporate Debt Securities                         |
| BAYTEX ENERGY CORP             SR 144A NT8.5%30    | 2030-04-30      | 8.5000%  | 0.0000% | $1500000.00        | $1604050.00        | Corporate Debt Securities                         |
| BAUSCH HEALTH COS INC          SR GLBL 144A 30     | 2030-01-30      | 5.2500%  | 0.0000% | $7573000.00        | $5443093.75        | Corporate Debt Securities                         |
| OLIN CORP                      SR GLBL REGS 33     | 2033-04-01      | 6.6250%  | 0.0000% | $288000.00         | $299370.08         | Corporate Debt Securities                         |
| EMBRAER NETHERLANDS FIN        SR GLBL REGS 30     | 2030-07-28      | 7.0000%  | 0.0000% | $352000.00         | $389123.88         | Corporate Debt Securities                         |
| DELPHI JERSEY HLDGS PLC        SR GLBL REGS 25     | 2025-10-01      | 5.0000%  | 0.0000% | $60000.00          | $61191.67          | Corporate Debt Securities                         |
| BMW US CAP LLC                 GLBL 144A NT 35     | 2035-08-11      | 5.2000%  | 0.0000% | $2619000.00        | $2667602.82        | Corporate Debt Securities                         |
| ASHTEAD CAP INC                SR GLBL 144A 32     | 2032-08-11      | 5.5000%  | 0.0000% | $2000000.00        | $2084952.22        | Corporate Debt Securities                         |
| BANK NEW YORK MELLON CORP      FR 4.89%072128      | 2028-07-21      | 4.8900%  | 0.0000% | $45000.00          | $46085.06          | Corporate Debt Securities                         |
| ARAGONITE RE LTD               EXTND-A 144A 31     | 2031-04-07      | 9.3983%  | 0.0000% | $450000.00         | $466245.00         | Corporate Debt Securities                         |
| AQUILA RE I LTD 2023-1         EXT-A-1 144A 31     | 2031-06-07      | 9.3900%  | 0.0000% | $6000000.00        | $6217200.00        | Corporate Debt Securities                         |
| AVIS BUDGET CAR RENT LLC /AVIS SR GLBL 144A 28     | 2028-04-01      | 4.7500%  | 0.0000% | $14000.00          | $13887.69          | Corporate Debt Securities                         |
| BANK AMERICA CORP              FR 3.5%041926       | 2026-04-19      | 3.5000%  | 0.0000% | $275000.00         | $278408.01         | Corporate Debt Securities                         |
| ATHILON CAP CORP               FLT 144A NT 45      | 2045-02-03      | 0.0000%  | 0.0000% | $2500000.00        | $965385.83         | Corporate Debt Securities                         |
| ATMOS ENERGY CORP              SR GLBL NT5.9%33    | 2033-11-15      | 5.9000%  | 0.0000% | $78000.00          | $86408.79          | Corporate Debt Securities                         |
| BANK MONTREAL MEDIUM           SUB COCO 32         | 2032-12-15      | 3.8030%  | 0.0000% | $459000.00         | $455810.91         | Corporate Debt Securities                         |
| BANK AMERICA CORP              FR 4.271%072329     | 2029-07-23      | 4.2710%  | 0.0000% | $327000.00         | $330563.91         | Corporate Debt Securities                         |
| BACARDI LTD                    SR GLBL 144A 28     | 2028-05-15      | 4.7000%  | 0.0000% | $6576000.00        | $6744641.52        | Corporate Debt Securities                         |
| AVOLON HLDGS FDG LTD           SR 144A NT 32       | 2032-10-15      | 4.9500%  | 0.0000% | $8369000.00        | $8310437.92        | Corporate Debt Securities                         |
| YUM BRANDS INC                 SR GLBL REGS 30     | 2030-01-15      | 4.7500%  | 0.0000% | $5000.00           | $5017.38           | Corporate Debt Securities                         |
| BANCO GNB SUDAMERIS S A        LW TIER II 31       | 2031-04-16      | 7.5000%  | 0.0000% | $474000.00         | $490190.26         | Corporate Debt Securities                         |
| ROGERS COMMUNICATIONS INC      SR GLBL NT 5%29     | 2029-02-15      | 5.0000%  | 0.0000% | $320000.00         | $328067.20         | Corporate Debt Securities                         |
| SAN DIEGO GAS & ELEC CO        1M GLBL SSS BD48    | 2048-05-15      | 4.1500%  | 0.0000% | $1250000.00        | $1036190.62        | Corporate Debt Securities                         |
| SREIT COMM MTG TR 2021-MFP     D      20381115 FLT | 2038-11-15      | 5.8428%  | 0.0000% | $17000000.00       | $14281662.76       | Private Label Collateralized Mortgage Obligations |
| SAN DIEGO GAS & ELEC CO        1M GLBL YYY BD52    | 2052-03-15      | 3.7000%  | 0.0000% | $3155000.00        | $2335020.76        | Corporate Debt Securities                         |
| SHERWIN WILLIAMS CO            SR GLBL NT 35       | 2035-08-15      | 5.1500%  | 0.0000% | $150000.00         | $154029.50         | Corporate Debt Securities                         |
| CORPORACION NACIONAL DEL COBRE GLBL REGS NT 49     | 2049-02-05      | 4.3750%  | 0.0000% | $492000.00         | $392298.18         | Corporate Debt Securities                         |
| STRYKER CORPORATION            SR GLBL NT 29       | 2029-09-11      | 4.2500%  | 0.0000% | $9484000.00        | $9529931.54        | Corporate Debt Securities                         |
| SPIRE INC                      SR GLBL NT5.3%26    | 2026-03-01      | 5.3000%  | 0.0000% | $70000.00          | $70583.06          | Corporate Debt Securities                         |
| BANGKOK BK PUB CO LTD HONG KON FR 3.733%092534     | 2034-09-25      | 3.7330%  | 0.0000% | $200000.00         | $189581.69         | Corporate Debt Securities                         |
| SOCIEDAD QUIMICA Y MINERA DE   SR REGS NT3.5%51    | 2051-09-10      | 3.5000%  | 0.0000% | $7844000.00        | $5517975.10        | Corporate Debt Securities                         |
| KOSMOS ENERGY LTD              SR GLBL REGS 26     | 2026-04-04      | 7.1250%  | 0.0000% | $230000.00         | $236259.07         | Corporate Debt Securities                         |
| MERCEDES-BENZ FIN NORTH AMER   GLBL REGS NT 28     | 2028-03-30      | 4.8000%  | 0.0000% | $650000.00         | $659841.00         | Corporate Debt Securities                         |
| NESTLE HLDGS INC               SR REGS NT 30       | 2030-03-14      | 4.9500%  | 0.0000% | $410000.00         | $423234.80         | Corporate Debt Securities                         |
| JETBLUE AIRWAYS 2019-1         AA     20331115 2.7 | 2033-11-15      | 2.7500%  | 0.0000% | $1100000.00        | $732598.40         | Asset-Backed Securities                           |
| KINETIK HLDGS LP               SR GLBL REGS 28     | 2028-12-15      | 6.6250%  | 0.0000% | $50000.00          | $52064.10          | Corporate Debt Securities                         |
| 3264 RE LTD                    -A-20251 144A 28    | 2028-02-07      | 25.1983% | 0.0000% | $5250000.00        | $5478900.00        | Corporate Debt Securities                         |
| ZIGGO B V                      SR SEC GLBL 30      | 2030-01-15      | 4.8750%  | 0.0000% | $11138000.00       | $10767257.75       | Corporate Debt Securities                         |
| CALUMET SPECIALTY PRODUCTS PAR SR GLBL 144A 26     | 2026-04-15      | 11.0000% | 0.0000% | $72000.00          | $75717.84          | Corporate Debt Securities                         |
| CT TR                          SR GLBL 144A 32     | 2032-02-03      | 5.1250%  | 0.0000% | $376000.00         | $362548.44         | Corporate Debt Securities                         |
| CALIFORNIA RES CORP            SR GLBL 144A 29     | 2029-06-15      | 8.2500%  | 0.0000% | $2041000.00        | $2182017.79        | Corporate Debt Securities                         |
| CABLEVISION LIGHTPATH LLC      SR SEC GLBL 27      | 2027-09-15      | 3.8750%  | 0.0000% | $14319000.00       | $13853698.13       | Corporate Debt Securities                         |
| CIMPRESS PLC                   SR GLBL 144A 32     | 2032-09-15      | 7.3750%  | 0.0000% | $402000.00         | $403806.15         | Corporate Debt Securities                         |
| CELANESE US HLDGS LLC          CR SEN SR GLBL27    | 2027-07-15      | 6.6650%  | 0.0000% | $6743000.00        | $7006148.39        | Corporate Debt Securities                         |
| CHARTER COMMUNICATIONS OPER    SR SEC GLBL NT45    | 2045-10-23      | 6.4840%  | 0.0000% | $1548000.00        | $1579188.24        | Corporate Debt Securities                         |
| CHART INDS INC                 SR SEC 144A NT31    | 2031-01-01      | 9.5000%  | 0.0000% | $200000.00         | $218925.22         | Corporate Debt Securities                         |
| CONSOLIDATED COMMUNICATIONS    SR SEC GLBL 28      | 2028-10-01      | 6.5000%  | 0.0000% | $62255000.00       | $65278690.76       | Corporate Debt Securities                         |
| DUKE ENERGY CORP NEW           GLBL NT 5%27        | 2027-12-08      | 5.0000%  | 0.0000% | $15000.00          | $15501.53          | Corporate Debt Securities                         |
| EVERGLADES RE II LTD           EXTND-A 144A 31     | 2031-05-13      | 14.4483% | 0.0000% | $12400000.00       | $13074560.00       | Corporate Debt Securities                         |
| ELI LILLY & CO                 GLBL NT 4.75%30     | 2030-02-12      | 4.7500%  | 0.0000% | $176000.00         | $181819.15         | Corporate Debt Securities                         |
| ELI LILLY & CO                 GLBL NT 4.6%34      | 2034-08-14      | 4.6000%  | 0.0000% | $689000.00         | $696481.01         | Corporate Debt Securities                         |
| LIVE NATION ENTERTAINMENT INC  SR GLBL 144A 26     | 2026-03-15      | 5.6250%  | 0.0000% | $26000.00          | $26084.08          | Corporate Debt Securities                         |
| LONDON BRDG 2 PCC LTD          EXT GLBL 144A 33    | 2033-04-06      | 9.0883%  | 0.0000% | $20060000.00       | $20607638.00       | Corporate Debt Securities                         |
| TOYOTA MOTOR CORP              SR GLBL NT 33       | 2033-07-13      | 5.1230%  | 0.0000% | $95000.00          | $100187.72         | Corporate Debt Securities                         |
| US BANCORP                     FR 3.9%042628       | 2028-04-26      | 3.9000%  | 0.0000% | $49000.00          | $49734.67          | Corporate Debt Securities                         |
| LIBERTY MEDIA CORP DEL         SR DEB 8.25%30      | 2030-02-01      | 8.2500%  | 0.0000% | $42495000.00       | $6311392.81        | Corporate Debt Securities                         |
| TRINITY INDS INC               SR GLBL 144A 28     | 2028-07-15      | 7.7500%  | 0.0000% | $86000.00          | $90277.28          | Corporate Debt Securities                         |
| MPLX LP                        4.8%29              | 2029-02-15      | 4.8000%  | 0.0000% | $41000.00          | $41799.91          | Corporate Debt Securities                         |
| MARS INC                       SR GLBL 144A 55     | 2055-05-01      | 5.7000%  | 0.0000% | $70000.00          | $73390.80          | Corporate Debt Securities                         |
| MERCK & CO INC                 SR GLBL NT5.7%55    | 2055-09-15      | 5.7000%  | 0.0000% | $42000.00          | $43727.25          | Corporate Debt Securities                         |
| MGM RESORTS INTERNATIONAL      SR NT 4.625%26      | 2026-09-01      | 4.6250%  | 0.0000% | $660000.00         | $660815.56         | Corporate Debt Securities                         |
| MAIN STR CAP CORP              SR GLBL NT5.4%28    | 2028-08-15      | 5.4000%  | 0.0000% | $181000.00         | $182871.54         | Corporate Debt Securities                         |
| STAPLES INC                    SR SEC REGS NT29    | 2029-09-01      | 10.7500% | 0.0000% | $225000.00         | $224831.19         | Corporate Debt Securities                         |
| MARVELL TECHNOLOGY INC         SR GLBL NT 29       | 2029-02-15      | 5.7500%  | 0.0000% | $16000.00          | $16807.00          | Corporate Debt Securities                         |
| MICRON TECHNOLOGY INC          SR GLBL NT5.3%31    | 2031-01-15      | 5.3000%  | 0.0000% | $65000.00          | $68010.91          | Corporate Debt Securities                         |
| NGL ENERGY OPERATING LLC/ NGL  SR SEC GLBL 32      | 2032-02-15      | 8.3750%  | 0.0000% | $1682000.00        | $1752355.96        | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 5.948%011938     | 2038-01-19      | 5.9480%  | 0.0000% | $30000.00          | $31825.82          | Corporate Debt Securities                         |
| WELLS FARGO & CO               FR 3.068%043041     | 2041-04-30      | 3.0680%  | 0.0000% | $207000.00         | $163607.28         | Corporate Debt Securities                         |
| VORTEX OPCO LLC                SR SEC FL 144A30    | 2030-04-30      | 10.2353% | 0.0000% | $311000.00         | $310306.16         | Corporate Debt Securities                         |
| VOLKSWAGEN GROUP AMER FIN LLC  SR 144A NT 29       | 2029-08-15      | 4.9500%  | 0.0000% | $200000.00         | $203305.50         | Corporate Debt Securities                         |
| UNITED UTILITIES GROUP PLC     SR GLBL NT 28       | 2028-08-15      | 6.8750%  | 0.0000% | $1522000.00        | $1637388.53        | Corporate Debt Securities                         |
| HP INC                         SR GLBL NT 3%27     | 2027-06-17      | 3.0000%  | 0.0000% | $6111000.00        | $6044654.91        | Corporate Debt Securities                         |
| WILSONART LLC                  SR 144A NT 11%32    | 2032-08-15      | 11.0000% | 0.0000% | $3400000.00        | $3365660.00        | Corporate Debt Securities                         |
| VITALITY RE XVI 2025           EXTND-C 144A 30     | 2030-01-08      | 7.6983%  | 0.0000% | $3750000.00        | $3759750.00        | Corporate Debt Securities                         |
| WESLEYAN UNIV CONN             SR -2016 BD 16      | 2116-07-01      | 4.7810%  | 0.0000% | $29000.00          | $24218.47          | Corporate Debt Securities                         |
| VULCAN MATLS CO                SR GLBL NT 29       | 2029-12-01      | 4.9500%  | 0.0000% | $217000.00         | $225825.93         | Corporate Debt Securities                         |
| PUGET ENERGY INC               SR SEC GLBL NT54    | 2054-06-15      | 5.6850%  | 0.0000% | $52000.00          | $53785.22          | Corporate Debt Securities                         |
| VIRGINIA ELEC & PWR CO         SR GLBL -B NT 53    | 2053-04-01      | 5.4500%  | 0.0000% | $110000.00         | $110983.25         | Corporate Debt Securities                         |
| WESTPAC BKG CORP               GLBL NT 4.043%27    | 2027-08-26      | 4.0430%  | 0.0000% | $475000.00         | $478442.98         | Corporate Debt Securities                         |
| BEASLEY MEZZANINE HOLDINGS LLC SR SEC GLBL 28      | 2028-08-01      | 9.2000%  | 0.0000% | $756000.00         | $298678.80         | Corporate Debt Securities                         |
| BANCO BILBAO VIZCAYA ARGENTARI SNR NPF GLBL 28     | 2028-09-14      | 6.1380%  | 0.0000% | $2600000.00        | $2695648.80        | Corporate Debt Securities                         |
| AVALONBAY CMNTYS INC           FR 3.35%051527      | 2027-05-15      | 3.3500%  | 0.0000% | $17000.00          | $17012.11          | Corporate Debt Securities                         |
| BECTON DICKINSON & CO          SR GLBL NT 29       | 2029-06-07      | 5.0810%  | 0.0000% | $35000.00          | $36511.25          | Corporate Debt Securities                         |
| BANK NEW YORK MELLON CORP      FR 3.85%042828      | 2028-04-28      | 3.8500%  | 0.0000% | $88000.00          | $89586.25          | Corporate Debt Securities                         |
| BAUSCH HEALTH COS INC          SR SEC GLBL 28      | 2028-09-30      | 11.0000% | 0.0000% | $63000.00          | $65601.27          | Corporate Debt Securities                         |
| BENCHMARK MORTGAGE TR 2025-V15 C      20580617 FLT | 2058-06-17      | 6.2677%  | 0.0000% | $5000000.00        | $5108294.86        | Private Label Collateralized Mortgage Obligations |
| BMO MTG TR 2022-C2             E      20540717 2.5 | 2054-07-17      | 2.5000%  | 0.0000% | $2000000.00        | $1268627.78        | Private Label Collateralized Mortgage Obligations |
| BX COML MTG TR 2024-AIR2       A      20411015 FLT | 2041-10-15      | 5.6433%  | 0.0000% | $600000.00         | $577760.60         | Private Label Collateralized Mortgage Obligations |
| BAUSCH HEALTH COS INC          SR GLBL 144A 31     | 2031-02-15      | 5.2500%  | 0.0000% | $11923000.00       | $8007039.69        | Corporate Debt Securities                         |
| ATLAS CAP DAC                  -A-20241 144A 27    | 2027-06-08      | 16.4549% | 0.0000% | $5000000.00        | $5618991.17        | Corporate Debt Securities                         |
| BMW US CAP LLC                 SR GLBL 144A 30     | 2030-04-09      | 4.1500%  | 0.0000% | $2984000.00        | $3019845.30        | Corporate Debt Securities                         |
| AVIENT CORPORATION             SR GLBL 144A 31     | 2031-11-01      | 6.2500%  | 0.0000% | $28000.00          | $29181.27          | Corporate Debt Securities                         |
| BP CAP MKTS P L C              PERP SUB GLBL NT    | 2079-12-31      | 4.8750%  | 0.0000% | $175000.00         | $177362.65         | Corporate Debt Securities                         |
| AVISTA CORP                    1M GLBL BD 4%52     | 2052-04-01      | 4.0000%  | 0.0000% | $9000.00           | $7223.21           | Corporate Debt Securities                         |
| BANK AMERICA CORP              FR 4.376%042728     | 2028-04-27      | 4.3760%  | 0.0000% | $4609000.00        | $4710158.33        | Corporate Debt Securities                         |
| BAE SYSTEMS PLC                SR 144A NT 29       | 2029-03-26      | 5.1250%  | 0.0000% | $820000.00         | $845058.74         | Corporate Debt Securities                         |
| BANK AMERICA CORP              FR 5.08%012027      | 2027-01-20      | 5.0800%  | 0.0000% | $500000.00         | $505988.89         | Corporate Debt Securities                         |
| BANCO BTG PACTUAL SA CAYMAN IS FR 6.25%040829      | 2029-04-08      | 6.2500%  | 0.0000% | $250000.00         | $264627.78         | Corporate Debt Securities                         |
| BNP PARIBAS                    ALT TIER I PERP     | 2500-12-31      | 8.5000%  | 0.0000% | $360000.00         | $389578.00         | Corporate Debt Securities                         |
| BAYPORT POLYMERS LLC           SR GLBL 144A 27     | 2027-04-14      | 4.7430%  | 0.0000% | $1606000.00        | $1646231.10        | Corporate Debt Securities                         |
| BANIJAY ENTMT S A S            SR SEC GLBL 29      | 2029-05-01      | 8.1250%  | 0.0000% | $200000.00         | $214657.69         | Corporate Debt Securities                         |
| RWJ BARNABAS HEALTH INC        SR SEC SINK 28      | 2028-07-01      | 4.0000%  | 0.0000% | $275000.00         | $274683.44         | Corporate Debt Securities                         |
| BANK AMERICA CORP              FR 1.734%072227     | 2027-07-22      | 1.7340%  | 0.0000% | $297000.00         | $291976.34         | Corporate Debt Securities                         |
| BANCO DO BRASIL S A            FR 6.25%041830      | 2030-04-18      | 6.2500%  | 0.0000% | $400000.00         | $423570.00         | Corporate Debt Securities                         |
| BIG RIV STL LLC/ BRS FIN CORP  SR SEC GLBL 29      | 2029-01-31      | 6.6250%  | 0.0000% | $56000.00          | $56678.25          | Corporate Debt Securities                         |
| ADOBE INC                      SR GLBL NT 27       | 2027-04-04      | 4.8500%  | 0.0000% | $61000.00          | $63385.17          | Corporate Debt Securities                         |
| AES CORP                       GLBL NT 5.45%28     | 2028-06-01      | 5.4500%  | 0.0000% | $1540000.00        | $1603933.53        | Corporate Debt Securities                         |
| ATS CORPORATION                GLBL 144A NT 28     | 2028-12-15      | 4.1250%  | 0.0000% | $4525000.00        | $4395409.66        | Corporate Debt Securities                         |
| AEP TEX INC                    SR GLBL -F NT 28    | 2028-06-01      | 3.9500%  | 0.0000% | $691000.00         | $693955.37         | Corporate Debt Securities                         |
| ALLINA HEALTH SYS              -2021 SINK BD 51    | 2051-11-15      | 2.9020%  | 0.0000% | $60000.00          | $39023.55          | Corporate Debt Securities                         |
| AT&T INC                       GLBL NT 3.1%43      | 2043-02-01      | 3.1000%  | 0.0000% | $184000.00         | $137484.90         | Corporate Debt Securities                         |
| APH SOM/ APH2/APH3             SR 144A NT 29       | 2029-11-01      | 7.8750%  | 0.0000% | $15000.00          | $16146.66          | Corporate Debt Securities                         |
| ALAMO RE LTD                   EXTND-A 144A 30     | 2030-06-07      | 9.0800%  | 0.0000% | $2533000.00        | $2664209.40        | Corporate Debt Securities                         |
| AFFINITY GAMING                SR SEC GLBL 27      | 2027-12-15      | 6.8750%  | 0.0000% | $1325000.00        | $785361.55         | Corporate Debt Securities                         |
| CHARTER COMMUNICATIONS OPER    SR SEC GLBL NT61    | 2061-12-01      | 4.4000%  | 0.0000% | $2647000.00        | $1884966.93        | Corporate Debt Securities                         |
| CAPITAL ONE FINL CORP          SR GLBL NT 30       | 2030-07-26      | 5.2470%  | 0.0000% | $243000.00         | $251898.17         | Corporate Debt Securities                         |
| CITIGROUP MTG LN TR 2019-RP1   B-2    20660125 FLT | 2066-01-25      | 4.0000%  | 0.0000% | $1906568.00        | $1542246.16        | Private Label Collateralized Mortgage Obligations |
| CLARIOS GLOBAL LP / CLARIOS US SR SEC GLBL 30      | 2030-02-15      | 6.7500%  | 0.0000% | $1832000.00        | $1911577.50        | Corporate Debt Securities                         |
| DIRECTV FING LLC / DIRECTV     SR SEC 144A NT31    | 2031-02-15      | 10.0000% | 0.0000% | $2828000.00        | $2859136.28        | Corporate Debt Securities                         |
| COMCAST CORP NEW               SR GLBL NT 26       | 2026-03-01      | 3.1500%  | 0.0000% | $98000.00          | $97836.10          | Corporate Debt Securities                         |
| CITIGROUP INC                  SR GLBL NT 36       | 2036-09-11      | 5.1740%  | 0.0000% | $200000.00         | $202802.14         | Corporate Debt Securities                         |
| CANADIAN IMPERIAL BK COMM      GLBL COCO 31        | 2031-01-13      | 5.2450%  | 0.0000% | $568000.00         | $592610.57         | Corporate Debt Securities                         |
| CAPITAL ONE FINL CORP          SR GLBL NT 35       | 2035-07-26      | 5.8840%  | 0.0000% | $1431000.00        | $1519808.50        | Corporate Debt Securities                         |
| CARVANA CO                     SR GLBL 144A 28     | 2028-10-01      | 5.8750%  | 0.0000% | $1889000.00        | $1896956.10        | Corporate Debt Securities                         |
| CHUBB INA HLDGS INC            SR GLBL NT4.9%35    | 2035-08-15      | 4.9000%  | 0.0000% | $57000.00          | $57838.47          | Corporate Debt Securities                         |
| DISH NETWORK CORPORATION       SR SEC GLBL 27      | 2027-11-15      | 11.7500% | 0.0000% | $13797000.00       | $15190393.52       | Corporate Debt Securities                         |
| CENTERPOINT ENERGY HOUSTON ELE 1M GLBL AN BD 34    | 2034-03-01      | 5.1500%  | 0.0000% | $79000.00          | $81203.20          | Corporate Debt Securities                         |
| CLEAN HARBORS INC              SR GLBL 144A 27     | 2027-07-15      | 4.8750%  | 0.0000% | $71000.00          | $71662.16          | Corporate Debt Securities                         |
| SIX FLAGS ENTERTAINMENT CORP   SR GLBL NT 27       | 2027-04-15      | 5.3750%  | 0.0000% | $3070000.00        | $3138385.53        | Corporate Debt Securities                         |
| CITIGROUP COML MTG TR 23-SMRT  A      20400612 FLT | 2040-06-12      | 6.0147%  | 0.0000% | $16208000.00       | $16782073.81       | Private Label Collateralized Mortgage Obligations |
| CONAGRA BRANDS INC             SR GLBL NT5.3%26    | 2026-10-01      | 5.3000%  | 0.0000% | $14000.00          | $14505.30          | Corporate Debt Securities                         |
| CHARTWELL RE LTD               EXT GLBL 144A 32    | 2028-06-07      | 10.9483% | 0.0000% | $5000000.00        | $5172500.00        | Corporate Debt Securities                         |
| CAPITAL ONE FINL CORP          SR GLBL NT 34       | 2034-06-08      | 6.3770%  | 0.0000% | $46814000.00       | $51693870.57       | Corporate Debt Securities                         |
| BANCO GNB SUDAMERIS S A        LW TIER II 31       | 2031-04-16      | 7.5000%  | 0.0000% | $150000.00         | $155123.50         | Corporate Debt Securities                         |
| BARCLAYS PLC                   GLBL NT 7.437%33    | 2033-11-02      | 7.4370%  | 0.0000% | $1070000.00        | $1262112.44        | Corporate Debt Securities                         |
| CENTERPOINT ENERGY RES CORP    SR GLBL NT4.4%32    | 2032-07-01      | 4.4000%  | 0.0000% | $43000.00          | $42969.37          | Corporate Debt Securities                         |
| CAPE LOOKOUT RE LTD            EXT GLBL 144A 32    | 2032-03-13      | 10.8483% | 0.0000% | $250000.00         | $262275.00         | Corporate Debt Securities                         |
| CLEAR CHANNEL OUTDOOR HLDGS IN 1LIEN GLBL 31       | 2031-02-15      | 7.1250%  | 0.0000% | $222000.00         | $232246.04         | Corporate Debt Securities                         |
| EMBRAER NETHERLANDS FIN        SR GLBL NT 35       | 2035-02-11      | 5.9800%  | 0.0000% | $1517000.00        | $1624751.67        | Corporate Debt Securities                         |
| EQUIPMENTSHARE COM INC         SR SEC 144A NT33    | 2033-03-15      | 8.0000%  | 0.0000% | $58000.00          | $62302.05          | Corporate Debt Securities                         |
| ELEMENT FLEET MGMT CORP        SR 144A NT 26       | 2026-06-26      | 6.2710%  | 0.0000% | $230000.00         | $236712.38         | Corporate Debt Securities                         |
| EATON CAP UNLIMITED CO DISC    SR GLBL NT 30       | 2030-05-09      | 4.4500%  | 0.0000% | $400000.00         | $411199.67         | Corporate Debt Securities                         |
| EATON CORP OHIO                SR NT 4%32          | 2032-11-02      | 4.0000%  | 0.0000% | $27000.00          | $26906.43          | Corporate Debt Securities                         |
| DOW CHEMICAL CO                SR GLBL NT6.9%53    | 2053-05-15      | 6.9000%  | 0.0000% | $516000.00         | $567122.70         | Corporate Debt Securities                         |
| ELANCO ANIMAL HEALTH INC       CR SEN SR GLBL28    | 2028-08-28      | 6.6500%  | 0.0000% | $322000.00         | $337230.96         | Corporate Debt Securities                         |
| ENERGY TRANSFER L P            SR NT 6.5%42        | 2042-02-01      | 6.5000%  | 0.0000% | $95000.00          | $101979.91         | Corporate Debt Securities                         |
| BANK AMERICA CORP              FR 5.933%091527     | 2027-09-15      | 5.9330%  | 0.0000% | $1004000.00        | $1022586.13        | Corporate Debt Securities                         |
| BLACKSTONE PRIVATE CREDIT FUND SR GLBL NT 6%32     | 2032-01-29      | 6.0000%  | 0.0000% | $491000.00         | $512106.45         | Corporate Debt Securities                         |
| BERKSHIRE HATHAWAY ENERGY CO   SR GLBL NT3.8%48    | 2048-07-15      | 3.8000%  | 0.0000% | $81000.00          | $63209.70          | Corporate Debt Securities                         |
| BANKUNITED INC                 LW TIER II 30       | 2030-06-11      | 5.1250%  | 0.0000% | $30000.00          | $30549.82          | Corporate Debt Securities                         |
| BARINGS BDC INC                SR GLBL NT5.2%28    | 2028-09-15      | 5.2000%  | 0.0000% | $64000.00          | $63604.91          | Corporate Debt Securities                         |
| BAYOU RE LTD                   -A-20241 144A 27    | 2027-04-30      | 12.2803% | 0.0000% | $5250000.00        | $5612775.00        | Corporate Debt Securities                         |
| BLUE OWL TECHNOLOGY FIN CORP   SR GLBL 144A 28     | 2028-03-15      | 6.1000%  | 0.0000% | $482000.00         | $489385.04         | Corporate Debt Securities                         |
| BELL CDA                       JR SB GLBL -B 55    | 2055-09-15      | 7.0000%  | 0.0000% | $50000.00          | $52429.83          | Corporate Debt Securities                         |
| BROADCOM INC                   SR GLBL 144A 29     | 2029-04-15      | 4.0000%  | 0.0000% | $265000.00         | $268602.23         | Corporate Debt Securities                         |
| BANK NEW YORK MELLON CORP      FR 5.802%102528     | 2028-10-25      | 5.8020%  | 0.0000% | $1403000.00        | $1486914.60        | Corporate Debt Securities                         |
| BANK AMERICA CORP              FR 3.97%030529      | 2029-03-05      | 3.9700%  | 0.0000% | $13000.00          | $12972.79          | Corporate Debt Securities                         |
| BAUSCH HEALTH COS INC          SR GLBL 144A 29     | 2029-05-30      | 7.2500%  | 0.0000% | $4812000.00        | $3953860.00        | Corporate Debt Securities                         |
| DIVERSIFIED HEALTHCARE TR      SR SEC GLBL 30      | 2030-10-15      | 7.2500%  | 0.0000% | $16000.00          | $16325.69          | Corporate Debt Securities                         |
| CITIGROUP INC                  PERP JR SB GLBL     | 2500-12-31      | 6.9500%  | 0.0000% | $4409000.00        | $4560702.67        | Corporate Debt Securities                         |
| COMSTOCK RES INC               SR GLBL 144A 29     | 2029-03-01      | 6.7500%  | 0.0000% | $28000.00          | $28085.61          | Corporate Debt Securities                         |
| CORNELL UNIVERSITY             2024B BD4.835%34    | 2034-06-15      | 4.8350%  | 0.0000% | $97000.00          | $100259.40         | Corporate Debt Securities                         |
| CONSOLIDATED EDISON CO N Y INC SR GLBL 2023 A33    | 2033-03-01      | 5.2000%  | 0.0000% | $23000.00          | $24016.11          | Corporate Debt Securities                         |
| DOW CHEMICAL CO                SR GLBL NT 36       | 2036-03-15      | 5.6500%  | 0.0000% | $1190000.00        | $1201701.01        | Corporate Debt Securities                         |
| EQUINOR ASA                    SR GLBL NT 28       | 2028-06-02      | 4.2500%  | 0.0000% | $88000.00          | $89817.42          | Corporate Debt Securities                         |
| EVERGLADES RE II LTD           -D-20251 144A 28    | 2028-05-19      | 16.9483% | 0.0000% | $3000000.00        | $3174000.00        | Corporate Debt Securities                         |
| ACORN RE LIMITED               EXT 1LIEN GLBL28    | 2028-05-05      | 7.0483%  | 0.0000% | $6898000.00        | $7029751.80        | Corporate Debt Securities                         |
| AGILENT TECHNOLOGIES INC       SR GLBL NT4.2%27    | 2027-09-09      | 4.2000%  | 0.0000% | $75000.00          | $75231.00          | Corporate Debt Securities                         |
| ALLIANT HLDGS INTER LLC / ALL  SR SEC 144A NT28    | 2028-04-15      | 6.7500%  | 0.0000% | $28000.00          | $29382.29          | Corporate Debt Securities                         |
| ALLSTATE CORP                  SR GLBL NT 29       | 2029-06-24      | 5.0500%  | 0.0000% | $7000.00           | $7295.87           | Corporate Debt Securities                         |
| ALAMO RE LTD                   EXT GLBL 144A 31    | 2031-06-07      | 10.4883% | 0.0000% | $9300000.00        | $9832890.00        | Corporate Debt Securities                         |
| ALIMENTATION COUCHE-TARD INC   SR GLBL 144A 50     | 2050-01-25      | 3.8000%  | 0.0000% | $95000.00          | $72878.41          | Corporate Debt Securities                         |
| AT&T INC                       GLBL NT 4.9%35      | 2035-11-01      | 4.9000%  | 0.0000% | $1742000.00        | $1733545.49        | Corporate Debt Securities                         |
| CHUBB INA HLDGS INC            SR GLBL NT 26       | 2026-05-03      | 3.3500%  | 0.0000% | $80000.00          | $80758.33          | Corporate Debt Securities                         |
| AMC NETWORKS INC               SR GLBL NT 29       | 2029-02-15      | 4.2500%  | 0.0000% | $5742000.00        | $4994176.27        | Corporate Debt Securities                         |
| ADIENT GLOBAL HLDGS LTD        SR GLBL 144A 33     | 2033-02-15      | 7.5000%  | 0.0000% | $28000.00          | $29258.18          | Corporate Debt Securities                         |
| ACUSHNET CO DEL                SR GLBL 144A 28     | 2028-10-15      | 7.3750%  | 0.0000% | $24000.00          | $25801.49          | Corporate Debt Securities                         |
| ABBVIE INC                     GLBL NT 4.95%31     | 2031-03-15      | 4.9500%  | 0.0000% | $729000.00         | $755165.63         | Corporate Debt Securities                         |
| ALPEK SA DE CV                 SR GLBL 144A 29     | 2029-09-18      | 4.2500%  | 0.0000% | $300000.00         | $288653.00         | Corporate Debt Securities                         |
| ELECTRICITE DE FRANCE SA       SR 144A NT 35       | 2035-10-13      | 4.7500%  | 0.0000% | $500000.00         | $506372.36         | Corporate Debt Securities                         |
| FARMERS EXCHANGE CAPITAL II    SUB GLBL 144A 53    | 2053-11-01      | 6.1510%  | 0.0000% | $380000.00         | $382355.36         | Corporate Debt Securities                         |
| ENTERPRISE PRODS OPER LLC      SR NT 6.65%34       | 2034-10-15      | 6.6500%  | 0.0000% | $86000.00          | $100568.33         | Corporate Debt Securities                         |
| ENDURANCE INTL GROUP HLDGS INC SR GLBL 144A 29     | 2029-02-15      | 6.0000%  | 0.0000% | $214000.00         | $127982.70         | Corporate Debt Securities                         |
| EXELON CORP                    JR SB GLBL NT 55    | 2055-03-15      | 6.5000%  | 0.0000% | $152000.00         | $159836.87         | Corporate Debt Securities                         |
| ENTERPRISE PRODS OPER LLC      GLBL NT 5.55%55     | 2055-02-16      | 5.5500%  | 0.0000% | $136000.00         | $135956.93         | Corporate Debt Securities                         |
| MERCK & CO INC                 SR GLBL NT 40       | 2040-06-24      | 2.3500%  | 0.0000% | $179000.00         | $129987.41         | Corporate Debt Securities                         |
| INTERCONTINENTAL EXCHANGE INC  SR GLBL NT 28       | 2028-09-21      | 3.7500%  | 0.0000% | $65000.00          | $64567.59          | Corporate Debt Securities                         |
| PARKER-HANNIFIN CORP           SR GLBL NT4.1%47    | 2047-03-01      | 4.1000%  | 0.0000% | $27000.00          | $22684.67          | Corporate Debt Securities                         |
| PNC FINL SVCS GROUP INC        PERP -W NT 6.25%    | 2079-12-31      | 6.2500%  | 0.0000% | $14000.00          | $14390.38          | Corporate Debt Securities                         |
| JPMDB COML MTG SEC TR 2016-C2  A-4    20490617 3.1 | 2049-06-17      | 3.1439%  | 0.0000% | $1415000.00        | $1402149.80        | Private Label Collateralized Mortgage Obligations |
| PARKER-HANNIFIN CORP           SR GLBL NT 27       | 2027-09-15      | 4.2500%  | 0.0000% | $378000.00         | $380166.25         | Corporate Debt Securities                         |
| PHILIP MORRIS INTL INC         SR GLBL NT 35       | 2035-04-30      | 4.8750%  | 0.0000% | $65000.00          | $66410.01          | Corporate Debt Securities                         |
| HYUNDAI CAP AMER               FR 4.5%091830       | 2030-09-18      | 4.5000%  | 0.0000% | $3000000.00        | $2991570.00        | Corporate Debt Securities                         |
| HONDA MOTOR CO LTD             SR GLBL NT 28       | 2028-07-08      | 4.4360%  | 0.0000% | $2867000.00        | $2914143.68        | Corporate Debt Securities                         |
| INEOS QUATTRO FINANCE 2 PLC    SR SEC 144A NT29    | 2029-03-15      | 9.6250%  | 0.0000% | $22471000.00       | $22989490.24       | Corporate Debt Securities                         |
| MASTERCARD INCORPORATED        SR GLBL NT 34       | 2034-05-09      | 4.8750%  | 0.0000% | $100000.00         | $104394.38         | Corporate Debt Securities                         |
| MARRIOTT INTL INC NEW          SR GLBL AA NT 28    | 2028-12-01      | 4.6500%  | 0.0000% | $41000.00          | $42145.98          | Corporate Debt Securities                         |
| MPT OPER PTSHP LP/MPT FIN CORP SR GLBL NT 5%27     | 2027-10-15      | 5.0000%  | 0.0000% | $381000.00         | $377584.97         | Corporate Debt Securities                         |
| MATADOR RES CO                 SR GLBL 144A 32     | 2032-04-15      | 6.5000%  | 0.0000% | $2709000.00        | $2827523.27        | Corporate Debt Securities                         |
| MARRIOTT INTL INC NEW          SR GLBL NN NT 29    | 2029-05-15      | 4.8750%  | 0.0000% | $86000.00          | $89225.11          | Corporate Debt Securities                         |
| HOWMET AEROSPACE INC           SR GLBL NT 31       | 2031-10-15      | 4.8500%  | 0.0000% | $97000.00          | $101678.23         | Corporate Debt Securities                         |
| GOLUB CAP PRIVATE CR FD        SR GLBL NT5.8%29    | 2029-09-12      | 5.8000%  | 0.0000% | $100000.00         | $101666.00         | Corporate Debt Securities                         |
| HERSHEY CO                     SR GLBL NT 30       | 2030-02-24      | 4.7500%  | 0.0000% | $381000.00         | $391991.85         | Corporate Debt Securities                         |
| MACQUARIE AIRFINANCE HLDGS LTD SR 144A NT6.5%31    | 2031-03-26      | 6.5000%  | 0.0000% | $148000.00         | $158629.69         | Corporate Debt Securities                         |
| GLAXOSMITHKLINE CAP INC        SR GLBL NT4.5%30    | 2030-04-15      | 4.5000%  | 0.0000% | $14000.00          | $14511.21          | Corporate Debt Securities                         |
| HERBIE RE LTD                  -C-20242 144A 27    | 2027-01-08      | 26.9483% | 0.0000% | $4750000.00        | $4900100.00        | Corporate Debt Securities                         |
| GEORGE WASHINGTON UNIVERSITY   SR -2018 BD 48      | 2048-09-15      | 4.1260%  | 0.0000% | $250000.00         | $207232.29         | Corporate Debt Securities                         |
| FREEDOM MTG HLDGS LLC          SR 144A NT 33       | 2033-04-01      | 7.8750%  | 0.0000% | $257000.00         | $267043.56         | Corporate Debt Securities                         |
| FERTITTA ENTMT LLC / FERTITTA  SR SEC 144A NT29    | 2029-01-15      | 4.6250%  | 0.0000% | $1097000.00        | $1054760.47        | Corporate Debt Securities                         |
| FERRELLGAS L P / FERRELLGAS    SR GLBL 144A 26     | 2026-04-01      | 5.3750%  | 0.0000% | $39550000.00       | $40241163.72       | Corporate Debt Securities                         |
| FREEDOM MORTGAGE CORPORATION   SR 144A NT 27       | 2027-01-15      | 6.6250%  | 0.0000% | $5537000.00        | $5618959.14        | Corporate Debt Securities                         |
| FORTRESS TRANSN & INFRASTRUCTU SR GLBL 144A 31     | 2031-05-01      | 7.0000%  | 0.0000% | $53000.00          | $57143.66          | Corporate Debt Securities                         |
| FREEDOM MORTGAGE CORPORATION   SR 144A NT 12%28    | 2028-10-01      | 12.0000% | 0.0000% | $5230000.00        | $5855752.07        | Corporate Debt Securities                         |
| PNC FINL SVCS GROUP INC        SR GLBL NT5.3%28    | 2028-01-21      | 5.3000%  | 0.0000% | $93000.00          | $95315.54          | Corporate Debt Securities                         |
| PEPSICO INC                    SR GLBL NT 28       | 2028-02-07      | 4.4500%  | 0.0000% | $63000.00          | $64280.25          | Corporate Debt Securities                         |
| MF1 LLC 2024-FL15              A      20410819 FLT | 2041-08-19      | 5.8238%  | 0.0000% | $100000.00         | $100493.61         | Private Label Collateralized Mortgage Obligations |
| PERMIAN RES OPER LLC           SR GLBL 144A 32     | 2032-01-15      | 7.0000%  | 0.0000% | $35000.00          | $36901.32          | Corporate Debt Securities                         |
| MCKESSON CORP                  SR GLBL NT 32       | 2032-05-30      | 4.9500%  | 0.0000% | $6000.00           | $6250.38           | Corporate Debt Securities                         |
| KINROSS GOLD CORP              SR GLBL NT 33       | 2033-07-15      | 6.2500%  | 0.0000% | $82000.00          | $90718.31          | Corporate Debt Securities                         |
| MARSH & MCLENNAN COS INC       SR GLBL NT 53       | 2053-03-15      | 5.4500%  | 0.0000% | $98000.00          | $97639.44          | Corporate Debt Securities                         |
| PETROLEOS MEXICANOS            GLBL NT 5.95%31     | 2031-01-28      | 5.9500%  | 0.0000% | $693000.00         | $679886.51         | Corporate Debt Securities                         |
| KEN GARFF AUTOMOTIVE LLC       SR GLBL 144A 28     | 2028-09-15      | 4.8750%  | 0.0000% | $503000.00         | $491542.29         | Corporate Debt Securities                         |
| JABIL INC                      SR GLBL NT 29       | 2029-02-01      | 5.4500%  | 0.0000% | $34000.00          | $35319.61          | Corporate Debt Securities                         |
| KIMBERLY-CLARK CORP            SR GLBL NT3.9%47    | 2047-05-04      | 3.9000%  | 0.0000% | $825000.00         | $681975.25         | Corporate Debt Securities                         |
| MARS INC                       SR GLBL 144A 30     | 2030-03-01      | 4.8000%  | 0.0000% | $1730000.00        | $1769939.93        | Corporate Debt Securities                         |
| NATIONAL RURAL UTILS COOP FIN  FR 5.05%091528      | 2028-09-15      | 5.0500%  | 0.0000% | $1302000.00        | $1339450.95        | Corporate Debt Securities                         |
| NATIONSTAR MTG HLDGS INC       SR GLBL 144A 27     | 2027-01-15      | 6.0000%  | 0.0000% | $9358000.00        | $9474694.26        | Corporate Debt Securities                         |
| NETAPP INC                     SR GLBL NT5.5%32    | 2032-03-17      | 5.5000%  | 0.0000% | $3046000.00        | $3176082.81        | Corporate Debt Securities                         |
| PETROBRAS GLOBAL FINANCE BV    SR GLBL NT 44       | 2044-03-17      | 7.2500%  | 0.0000% | $140000.00         | $146141.53         | Corporate Debt Securities                         |
| TARGA RES CORP                 SR GLBL NT 35       | 2035-08-15      | 5.5500%  | 0.0000% | $89000.00          | $91481.99          | Corporate Debt Securities                         |
| PUGET ENERGY INC               SR SEC GLBL NT34    | 2034-06-15      | 5.3300%  | 0.0000% | $25000.00          | $26209.40          | Corporate Debt Securities                         |
| T MOBILE USA INC               SR GLBL NT3.6%60    | 2060-11-15      | 3.6000%  | 0.0000% | $316000.00         | $219582.08         | Corporate Debt Securities                         |
| PETROBRAS GLOBAL FINANCE BV    SR GLBL NT 40       | 2040-01-20      | 6.8750%  | 0.0000% | $288000.00         | $299807.44         | Corporate Debt Securities                         |
| PITNEY BOWES INC               SR GLBL 144A 27     | 2027-03-15      | 6.8750%  | 0.0000% | $5000000.00        | $5033972.92        | Corporate Debt Securities                         |
| PULTE GROUP INC                SR GLBL NT 5%27     | 2027-01-15      | 5.0000%  | 0.0000% | $13000.00          | $13246.05          | Corporate Debt Securities                         |
| KILIMANJARO II RE LTD          EXTND-B 144A 31     | 2031-01-08      | 11.1983% | 0.0000% | $3300000.00        | $3559146.96        | Corporate Debt Securities                         |
| PETROLEOS MEXICANOS            SR BD 6.375%45      | 2045-01-23      | 6.3750%  | 0.0000% | $300000.00         | $248293.37         | Corporate Debt Securities                         |
| HD MOTORCYCLE TR 2024-A        A-3    20290315 5.3 | 2029-03-15      | 5.3700%  | 0.0000% | $94000.00          | $95217.72          | Asset-Backed Securities                           |
| NEW FORTRESS ENERGY INC        SR SEC GLBL 26      | 2026-09-30      | 6.5000%  | 0.0000% | $8144000.00        | $2069064.64        | Corporate Debt Securities                         |
| NIELSEN FIN LLC/ NIELSEN FIN   SR GLBL 144A 29     | 2029-07-15      | 4.5000%  | 0.0000% | $222000.00         | $130356.62         | Corporate Debt Securities                         |
| OBX TRUST 2022-NQM4            M-1    20620425 FLT | 2062-04-25      | 3.9897%  | 0.0000% | $20350000.00       | $15850756.39       | Private Label Collateralized Mortgage Obligations |
| OGLETHORPE POWER CORP          1M GLBL 2024A 54    | 2054-06-01      | 5.8000%  | 0.0000% | $144000.00         | $146678.72         | Corporate Debt Securities                         |
| 3M CO                          SR GLBL NT 49       | 2049-08-26      | 3.2500%  | 0.0000% | $24000.00          | $16974.47          | Corporate Debt Securities                         |
| ONCOR ELEC DELIVERY CO LLC     SR SEC GLBL NT28    | 2028-11-15      | 3.7000%  | 0.0000% | $153000.00         | $153254.74         | Corporate Debt Securities                         |
| PETROLEOS MEXICANOS            FR 6.75%092147      | 2047-09-21      | 6.7500%  | 0.0000% | $1460000.00        | $1215811.35        | Corporate Debt Securities                         |
| PEPSICO SINGAPORE FING I PTE L SR NT 4.7%34        | 2034-02-16      | 4.7000%  | 0.0000% | $38000.00          | $38363.83          | Corporate Debt Securities                         |
| VERIZON COMMUNICATIONS INC     SR GLBL NT 41       | 2041-09-03      | 2.8500%  | 0.0000% | $8000.00           | $5856.30           | Corporate Debt Securities                         |
| VISTAJET MALTA FIN P L C       SR 144A NT9.5%28    | 2028-06-01      | 9.5000%  | 0.0000% | $36000.00          | $38661.94          | Corporate Debt Securities                         |
| VERIZON COMMUNICATIONS INC     FR 3.875%020829     | 2029-02-08      | 3.8750%  | 0.0000% | $185000.00         | $184720.14         | Corporate Debt Securities                         |
| HF SINCLAIR CORP               GLBL NT 5%28        | 2028-02-01      | 5.0000%  | 0.0000% | $261000.00         | $263686.85         | Corporate Debt Securities                         |
| VENTAS RLTY LTD PARTNERSHIP    SR GLBL NT 4%28     | 2028-03-01      | 4.0000%  | 0.0000% | $6000.00           | $5985.67           | Corporate Debt Securities                         |
| UNITEDHEALTH GROUP INC         SR GLBL NT 27       | 2027-01-15      | 3.4500%  | 0.0000% | $76000.00          | $76095.57          | Corporate Debt Securities                         |
| WASTE CONNECTIONS INC          SR GLBL NT 52       | 2052-01-15      | 2.9500%  | 0.0000% | $190000.00         | $126210.51         | Corporate Debt Securities                         |
| HCA INC.                       SR SEC GLBL NT51    | 2051-07-15      | 3.5000%  | 0.0000% | $3135000.00        | $2178516.73        | Corporate Debt Securities                         |
| PRA GROUP INC                  SR 144A NT 30       | 2030-01-31      | 8.8750%  | 0.0000% | $1247000.00        | $1306571.27        | Corporate Debt Securities                         |
| UNITEDHEALTH GROUP INC         SR GLBL NT 64       | 2064-07-15      | 5.7500%  | 0.0000% | $98000.00          | $99337.62          | Corporate Debt Securities                         |
| UNITEDHEALTH GROUP INC         SR GLBL NT4.8%30    | 2030-01-15      | 4.8000%  | 0.0000% | $1523000.00        | $1571004.96        | Corporate Debt Securities                         |
| TARGA RES CORP                 SR GLBL NT5.2%27    | 2027-07-01      | 5.2000%  | 0.0000% | $51000.00          | $52444.09          | Corporate Debt Securities                         |
| SBL HOLDINGS LLC               SR REGS NT7.2%34    | 2034-10-30      | 7.2000%  | 0.0000% | $14000.00          | $14466.34          | Corporate Debt Securities                         |
| GRUPO BIMBO SAB DE CV          SR REGS NT4.7%47    | 2047-11-10      | 4.7000%  | 0.0000% | $392000.00         | $346656.49         | Corporate Debt Securities                         |
| NESTLE HLDGS INC               GLBL REGS NT 28     | 2028-09-14      | 1.5000%  | 0.0000% | $150000.00         | $140618.50         | Corporate Debt Securities                         |
| WESCO DISTR INC                GLBL REGS NT 32     | 2032-03-15      | 6.6250%  | 0.0000% | $65000.00          | $67808.03          | Corporate Debt Securities                         |
| TARGET CORP                    SR GLBL NT 28       | 2028-06-15      | 4.3500%  | 0.0000% | $48000.00          | $49080.08          | Corporate Debt Securities                         |
| LAM RESEARCH CORP              SR GLBL NT 60       | 2060-06-15      | 3.1250%  | 0.0000% | $99000.00          | $64482.12          | Corporate Debt Securities                         |
| BAUSCH HEALTH COS INC          SR GLBL REGS 27     | 2027-01-31      | 8.5000%  | 0.0000% | $108000.00         | $108720.00         | Corporate Debt Securities                         |
| TR FIN LLC                     SR GLBL NT 43       | 2043-11-23      | 5.6500%  | 0.0000% | $94000.00          | $96378.38          | Corporate Debt Securities                         |
| PITNEY BOWES INC               SR GLBL REGS 29     | 2029-03-15      | 7.2500%  | 0.0000% | $204000.00         | $207304.97         | Corporate Debt Securities                         |
| JB POINDEXTER & CO INC         SR REGS NT 31       | 2031-12-15      | 8.7500%  | 0.0000% | $110000.00         | $117826.59         | Corporate Debt Securities                         |
| TARGET CORP                    SR GLBL NT4.4%33    | 2033-01-15      | 4.4000%  | 0.0000% | $39000.00          | $39365.69          | Corporate Debt Securities                         |
| TEXTRON INC                    SR GLBL NT 4%26     | 2026-03-15      | 4.0000%  | 0.0000% | $35000.00          | $35010.03          | Corporate Debt Securities                         |
| SUTTER HEALTH                  SR GLBL 2018A 48    | 2048-08-15      | 4.0910%  | 0.0000% | $30000.00          | $24871.01          | Corporate Debt Securities                         |
| TRANSDIGM INC                  SR SB GLBL NT 29    | 2029-01-15      | 4.6250%  | 0.0000% | $491000.00         | $485640.94         | Corporate Debt Securities                         |
| MANITOWOC CO INC               SR SEC GLBL 31      | 2031-10-01      | 9.2500%  | 0.0000% | $216000.00         | $236686.98         | Corporate Debt Securities                         |
| ORACLE CORP                    SR GLBL NT 30       | 2030-05-06      | 4.6500%  | 0.0000% | $69000.00          | $71233.53          | Corporate Debt Securities                         |
| PG&E CORP                      SR SEC GLBL NT28    | 2028-07-01      | 5.0000%  | 0.0000% | $35000.00          | $35286.69          | Corporate Debt Securities                         |
| ORACLE CORP                    SR GLBL NT 55       | 2055-05-15      | 4.3750%  | 0.0000% | $383000.00         | $308443.78         | Corporate Debt Securities                         |
| MANULIFE FINL CORP             SR NT 4.15%26       | 2026-03-04      | 4.1500%  | 0.0000% | $13000.00          | $13032.46          | Corporate Debt Securities                         |
| INSTALLED BLDG PRODS INC       SR GLBL 144A 28     | 2028-02-01      | 5.7500%  | 0.0000% | $50000.00          | $50322.18          | Corporate Debt Securities                         |
| LITHIA MTRS INC                SR GLBL 144A 30     | 2030-10-01      | 5.5000%  | 0.0000% | $50000.00          | $50183.28          | Corporate Debt Securities                         |
| M & T BK CORP                  FR 5.385%011636     | 2036-01-16      | 5.3850%  | 0.0000% | $312000.00         | $320286.46         | Corporate Debt Securities                         |
| ONEOK INC NEW                  SR GLBL NT 34       | 2034-09-01      | 5.6500%  | 0.0000% | $27000.00          | $27853.78          | Corporate Debt Securities                         |
| 180 MED INC                    SR GLBL 144A 29     | 2029-10-15      | 3.8750%  | 0.0000% | $200000.00         | $192764.08         | Corporate Debt Securities                         |
| PT PERTAMINA PERSERO           FR 6.5%110748       | 2048-11-07      | 6.5000%  | 0.0000% | $230000.00         | $252229.37         | Corporate Debt Securities                         |
| MGM RESORTS INTERNATIONAL      5.5%27              | 2027-04-15      | 5.5000%  | 0.0000% | $259000.00         | $267215.05         | Corporate Debt Securities                         |
| ILLUMINA INC                   SR GLBL NT 26       | 2026-09-09      | 4.6500%  | 0.0000% | $99000.00          | $99626.92          | Corporate Debt Securities                         |
| LABORATORY CORP AMER HLDGS     SR GLBL NT 30       | 2030-04-01      | 4.3500%  | 0.0000% | $5400000.00        | $5517985.50        | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 27       | 2027-01-26      | 3.8500%  | 0.0000% | $79000.00          | $79310.82          | Corporate Debt Securities                         |
| HELIX ENERGY SOLUTIONS GRP INC SR GLBL 144A 29     | 2029-03-01      | 9.7500%  | 0.0000% | $99000.00          | $105427.49         | Corporate Debt Securities                         |
| HOWARD MIDSTREAM ENERGY PARTNE SR 144A NT 34       | 2034-01-15      | 6.6250%  | 0.0000% | $120000.00         | $123604.73         | Corporate Debt Securities                         |
| GREAT CDN GA CORP/RA CO-IS LLC SR SEC 144A NT29    | 2029-11-15      | 8.7500%  | 0.0000% | $69000.00          | $70582.34          | Corporate Debt Securities                         |
| JOHNSON & JOHNSON              SR GLBL NT4.7%30    | 2030-03-01      | 4.7000%  | 0.0000% | $213000.00         | $220294.42         | Corporate Debt Securities                         |
| SUMITOMO MITSUI FIN GRP INC    3.944%28            | 2028-07-19      | 3.9440%  | 0.0000% | $37000.00          | $37191.60          | Corporate Debt Securities                         |
| JOHNSON & JOHNSON              SR GLBL DEB 33      | 2033-05-15      | 4.9500%  | 0.0000% | $14000.00          | $14994.88          | Corporate Debt Securities                         |
| PRICOA GLOBAL FDG I            SR SEC 144A NT27    | 2027-08-27      | 4.4000%  | 0.0000% | $400000.00         | $404221.33         | Corporate Debt Securities                         |
| SONOCO PRODS CO                SR GLBL NT4.6%29    | 2029-09-01      | 4.6000%  | 0.0000% | $158000.00         | $159601.42         | Corporate Debt Securities                         |
| PFIZER INC                     SR NT 7.2%39        | 2039-03-15      | 7.2000%  | 0.0000% | $1437000.00        | $1731197.01        | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 5.123%020129     | 2029-02-01      | 5.1230%  | 0.0000% | $773000.00         | $795955.03         | Corporate Debt Securities                         |
| OSCAR ACQUISITIONCO LLC & OSC  SR 144A NT9.5%30    | 2030-04-15      | 9.5000%  | 0.0000% | $2760000.00        | $2393393.80        | Corporate Debt Securities                         |
| PENN ENTERTAINMENT INC         SR GLBL 144A 29     | 2029-07-01      | 4.1250%  | 0.0000% | $149000.00         | $141442.41         | Corporate Debt Securities                         |
| NEW RES MTG LN TR 2022-NQM4    A-1    20620725 FLT | 2062-07-25      | 5.0000%  | 0.0000% | $825000.00         | $616708.81         | Private Label Collateralized Mortgage Obligations |
| HSBC HLDGS PLC                 LW TIER II 36       | 2036-09-10      | 5.7410%  | 0.0000% | $186000.00         | $190352.30         | Corporate Debt Securities                         |
| STELLANTIS FINL SVC US CORP    SR GLBL 144A 30     | 2030-09-15      | 5.4000%  | 0.0000% | $352000.00         | $354097.92         | Corporate Debt Securities                         |
| MOTION BONDCO DESIGNATED ACTIV SR GLBL 144A 27     | 2027-11-15      | 6.6250%  | 0.0000% | $30859000.00       | $30919290.77       | Corporate Debt Securities                         |
| HACKENSACK MERIDIAN HEALTH     SR -2020 BD 41      | 2041-09-01      | 2.6750%  | 0.0000% | $81000.00          | $58029.60          | Corporate Debt Securities                         |
| NEW YORK LIFE GLOBAL FDG       144A NT 4.6%29      | 2029-12-05      | 4.6000%  | 0.0000% | $125000.00         | $128769.31         | Corporate Debt Securities                         |
| EXPAND ENERGY CORPORATION      SR GLBL NT 30       | 2030-03-15      | 5.3750%  | 0.0000% | $74000.00          | $75293.49          | Corporate Debt Securities                         |
| ORACLE CORP                    SR GLBL NT 32       | 2032-11-09      | 6.2500%  | 0.0000% | $97000.00          | $107878.47         | Corporate Debt Securities                         |
| VERISIGN INC                   SR GLBL NT 32       | 2032-06-01      | 5.2500%  | 0.0000% | $16000.00          | $16716.39          | Corporate Debt Securities                         |
| PERU LNG S.R.L.                SR GLBL REGS 30     | 2030-03-22      | 5.3750%  | 0.0000% | $464000.00         | $334950.96         | Corporate Debt Securities                         |
| KIMCO RLTY OP LLC              SR GLBL NT 35       | 2035-03-01      | 4.8500%  | 0.0000% | $34000.00          | $33936.32          | Corporate Debt Securities                         |
| GRAN TIERRA ENERGY INC         SR SEC GLBL 29      | 2029-10-15      | 9.5000%  | 0.0000% | $311000.00         | $276725.21         | Corporate Debt Securities                         |
| STANLEY BLACK & DECKER INC     SR GLBL NT2.3%30    | 2030-03-15      | 2.3000%  | 0.0000% | $198000.00         | $180391.53         | Corporate Debt Securities                         |
| TKC HOLDINGS INCORPORATED      SR SEC 144A NT28    | 2028-05-15      | 6.8750%  | 0.0000% | $150000.00         | $155152.69         | Corporate Debt Securities                         |
| SUMMIT MIDSTREAM HLDGS LLC /   SR SEC GLBL 29      | 2029-10-31      | 8.6250%  | 0.0000% | $156000.00         | $158865.92         | Corporate Debt Securities                         |
| PLAYTIKA HLDG CORP             SR GLBL REGS 29     | 2029-03-15      | 4.2500%  | 0.0000% | $20000.00          | $18409.62          | Corporate Debt Securities                         |
| KRONOS ACQUISITION HLDGS INC   SR 144A NT 32       | 2032-06-30      | 10.7500% | 0.0000% | $57000.00          | $33039.19          | Corporate Debt Securities                         |
| SOTHEBYS                       SR SEC GLBL 27      | 2027-10-15      | 7.3750%  | 0.0000% | $200000.00         | $204441.69         | Corporate Debt Securities                         |
| COMISION FEDERAL DE ELECTRICID REGS NT 5.75%42     | 2042-02-14      | 5.7500%  | 0.0000% | $317000.00         | $296143.69         | Corporate Debt Securities                         |
| PT FREEPORT INDONESIA          SR GLBL REGS 52     | 2052-04-14      | 6.2000%  | 0.0000% | $200000.00         | $209893.78         | Corporate Debt Securities                         |
| SYMETRA LIFE INSURANCE COMPANY SUB REGS NT 55      | 2055-10-01      | 6.5500%  | 0.0000% | $1000000.00        | $1078308.33        | Corporate Debt Securities                         |
| VIRGIN MEDIA SECD FIN PLC      SR SEC GLBL 29      | 2029-05-15      | 5.5000%  | 0.0000% | $5000000.00        | $5040575.00        | Corporate Debt Securities                         |
| USA COMPRESSION PARTNERS LP    SR 144A NT 33       | 2033-10-01      | 6.2500%  | 0.0000% | $915000.00         | $921598.68         | Corporate Debt Securities                         |
| QVC INC                        SR SEC GLBL NT28    | 2028-09-01      | 4.3750%  | 0.0000% | $2710000.00        | $1567800.87        | Corporate Debt Securities                         |
| GULFPORT ENERGY OPERATING CORP SR GLBL 144A 29     | 2029-09-01      | 6.7500%  | 0.0000% | $24000.00          | $24821.70          | Corporate Debt Securities                         |
| PARAMOUNT GLOBAL               CR SEN SR GLBL26    | 2026-10-04      | 3.7000%  | 0.0000% | $21000.00          | $21027.65          | Corporate Debt Securities                         |
| PHH ESCROW ISSUER LLC/PHH CORP SR GLBL 144A 29     | 2029-11-01      | 9.8750%  | 0.0000% | $5105000.00        | $5376287.50        | Corporate Debt Securities                         |
| WINDSTREAM SERVICES LLC/UNITI  SR SEC GLBL 28      | 2028-04-15      | 4.7500%  | 0.0000% | $59000.00          | $59033.68          | Corporate Debt Securities                         |
| USA COMPRESSION PARTNERS LP    SR GLBL NT 27       | 2027-09-01      | 6.8750%  | 0.0000% | $13500000.00       | $13580705.62       | Corporate Debt Securities                         |
| WINDSTREAM SERVICES LLC/UNIT   SR GLBL 144A 30     | 2030-01-15      | 6.0000%  | 0.0000% | $5984000.00        | $5508152.32        | Corporate Debt Securities                         |
| PHILIP MORRIS INTL INC         SR GLBL NT 32       | 2032-11-17      | 5.7500%  | 0.0000% | $226000.00         | $245854.79         | Corporate Debt Securities                         |
| PROTECTIVE LIFE GLOBAL FUNDING SR SEC 144A NT26    | 2026-04-15      | 1.6180%  | 0.0000% | $285000.00         | $283280.26         | Corporate Debt Securities                         |
| OCELOT RE LTD                  EXTND-A 144A 31     | 2031-01-07      | 11.6724% | 0.0000% | $4000000.00        | $4127200.00        | Corporate Debt Securities                         |
| NEWELL BRANDS INC              SR GLBL NT 32       | 2032-05-15      | 6.6250%  | 0.0000% | $1484000.00        | $1502229.08        | Corporate Debt Securities                         |
| PHILIP MORRIS INTL INC         SR GLBL NT 31       | 2031-11-01      | 4.7500%  | 0.0000% | $64000.00          | $66372.46          | Corporate Debt Securities                         |
| JP MORGAN MTG TR 2024-12       A-4    20550625 FLT | 2055-06-25      | 6.0000%  | 0.0000% | $12000000.00       | $9464856.86        | Private Label Collateralized Mortgage Obligations |
| STANDARD BLDG SOLUTIONS INC    SR 144A NT6.5%32    | 2032-08-15      | 6.5000%  | 0.0000% | $2355000.00        | $2438967.52        | Corporate Debt Securities                         |
| RADIOLOGY PARTNERS INC         1LIEN 144A NT 32    | 2032-07-15      | 8.5000%  | 0.0000% | $28000.00          | $29498.84          | Corporate Debt Securities                         |
| JETBLUE AWYS CORP / JETBLUE LO SR SEC 144A NT31    | 2031-09-20      | 9.8750%  | 0.0000% | $3600000.00        | $3670139.00        | Corporate Debt Securities                         |
| TOWD PT MTG TR 2018-6          A1A    20580325 FLT | 2058-03-25      | 3.7500%  | 0.0000% | $3772000.00        | $201903.84         | Private Label Collateralized Mortgage Obligations |
| ONEMAIN FIN CORP               SR GLBL NT 30       | 2030-03-15      | 7.8750%  | 0.0000% | $28000.00          | $29780.56          | Corporate Debt Securities                         |
| IRON MTN INC DEL               SR GLBL REGS 27     | 2027-09-15      | 4.8750%  | 0.0000% | $90000.00          | $89744.51          | Corporate Debt Securities                         |
| JELD-WEN INC                   SR GLBL REGS 27     | 2027-12-15      | 4.8750%  | 0.0000% | $230000.00         | $228548.41         | Corporate Debt Securities                         |
| SINOPEC GRP OVERSEAS DEV 2018  GLBL REGS NT 31     | 2031-01-08      | 2.3000%  | 0.0000% | $350000.00         | $323861.61         | Corporate Debt Securities                         |
| AKER BP ASA                    SR GLBL REGS 31     | 2031-01-15      | 4.0000%  | 0.0000% | $800000.00         | $777970.67         | Corporate Debt Securities                         |
| WELLS FARGO COML MTG 2025-DWHP C      20380415 FLT | 2038-04-15      | 7.4902%  | 0.0000% | $7600000.00        | $7619539.03        | Private Label Collateralized Mortgage Obligations |
| SHELL FIN US INC               SR GLBL NT 30       | 2030-04-06      | 2.7500%  | 0.0000% | $2487000.00        | $2380535.68        | Corporate Debt Securities                         |
| SERVICE PPTYS TR               SR GLBL NT 32       | 2032-06-15      | 8.8750%  | 0.0000% | $192000.00         | $200117.15         | Corporate Debt Securities                         |
| GATEWAY RE LTD                 -AA VR 144A NT25    | 2025-12-22      | 4.0000%  | 0.0000% | $7750000.00        | $7679475.00        | Corporate Debt Securities                         |
| FORD CR AUTO OWNER TR 2025-B   A-2B   20280615 FLT | 2028-06-15      | 0.0100%  | 0.0000% | $1000000.00        | $1000099.11        | Asset-Backed Securities                           |
| FORTIS INC                     3.055%26            | 2026-10-04      | 3.0550%  | 0.0000% | $5000.00           | $5018.18           | Corporate Debt Securities                         |
| FIFTH THIRD BANCORP            SR GLBL NT 28       | 2028-10-27      | 6.3610%  | 0.0000% | $37000.00          | $39573.88          | Corporate Debt Securities                         |
| FERGUSON ENTERPRISES INC       GLBL NT 5%34        | 2034-10-03      | 5.0000%  | 0.0000% | $25000.00          | $25835.33          | Corporate Debt Securities                         |
| CITIGROUP INC                  JR SB GLBL NT 27    | 2027-09-29      | 4.4500%  | 0.0000% | $890000.00         | $893776.81         | Corporate Debt Securities                         |
| BX COML MTG TR 2024-BIO2       C      20410815 FLT | 2041-08-15      | 6.8470%  | 0.0000% | $286000.00         | $294495.82         | Private Label Collateralized Mortgage Obligations |
| BANK AMERICA CORP              FR 2.551%020428     | 2028-02-04      | 2.5510%  | 0.0000% | $450000.00         | $442389.70         | Corporate Debt Securities                         |
| BAIDU INC                      SR GLBL NT 28       | 2028-11-14      | 4.8750%  | 0.0000% | $1300000.00        | $1353074.67        | Corporate Debt Securities                         |
| BARINGS BDC INC                SR GLBL NT 7%29     | 2029-02-15      | 7.0000%  | 0.0000% | $196000.00         | $205413.88         | Corporate Debt Securities                         |
| BAT CAPITAL CORP               GLBL NT 4.742%32    | 2032-03-16      | 4.7420%  | 0.0000% | $50000.00          | $50410.71          | Corporate Debt Securities                         |
| BAFFINLAND IRON MINES CORP / B SR SEC GLBL 26      | 2026-07-15      | 8.7500%  | 0.0000% | $683000.00         | $652011.72         | Corporate Debt Securities                         |
| ARMOR RE LTD                   -A-20242 144A 28    | 2028-01-07      | 12.4483% | 0.0000% | $4150000.00        | $4416430.00        | Corporate Debt Securities                         |
| BANK NEW YORK MELLON CORP      FR 4.543%020129     | 2029-02-01      | 4.5430%  | 0.0000% | $1422000.00        | $1448641.84        | Corporate Debt Securities                         |
| BANK AMERICA CORP              FR 5.162%012431     | 2031-01-24      | 5.1620%  | 0.0000% | $85000.00          | $88481.06          | Corporate Debt Securities                         |
| BX CML MTG TR 2022-LP2         A      20390215 FLT | 2039-02-15      | 5.1631%  | 0.0000% | $260000.00         | $94499.04          | Private Label Collateralized Mortgage Obligations |
| BX TRUST 2024-BRVE             D      20410415 FLT | 2041-04-15      | 8.0382%  | 0.0000% | $1354680.00        | $1299152.03        | Private Label Collateralized Mortgage Obligations |
| BACARDI LTD / BACARDI MARTINI  144A NT 5.25%29     | 2029-01-15      | 5.2500%  | 0.0000% | $200000.00         | $206375.50         | Corporate Debt Securities                         |
| AVIANCA MIDCO 2 LTD            SR SEC 144A NT30    | 2030-02-14      | 9.6250%  | 0.0000% | $3454000.00        | $3435412.68        | Corporate Debt Securities                         |
| DEUTSCHE TELEKOM AG            GLBL 144A NT 50     | 2050-01-21      | 3.6250%  | 0.0000% | $2235000.00        | $1684224.29        | Corporate Debt Securities                         |
| CALPINE CORPORATION            SR GLBL 144A 31     | 2031-02-01      | 5.0000%  | 0.0000% | $20000.00          | $20115.29          | Corporate Debt Securities                         |
| DELL INTL LLC/EMC CORP         CR SEN SR SEC 46    | 2046-07-15      | 8.3500%  | 0.0000% | $1101000.00        | $1453205.31        | Corporate Debt Securities                         |
| CELANESE US HLDGS LLC          CR SEN SR GLBL29    | 2029-07-15      | 6.8300%  | 0.0000% | $154000.00         | $161193.21         | Corporate Debt Securities                         |
| ENERGY TRANSFER L P            SR GLBL 144A 29     | 2029-02-01      | 6.0000%  | 0.0000% | $1408000.00        | $1441303.89        | Corporate Debt Securities                         |
| DEERE & CO                     SR GLBL NT 49       | 2049-09-07      | 2.8750%  | 0.0000% | $150000.00         | $102997.02         | Corporate Debt Securities                         |
| COREWEAVE INC                  SR GLBL 144A 30     | 2030-06-01      | 9.2500%  | 0.0000% | $3269000.00        | $3453875.57        | Corporate Debt Securities                         |
| FAIR ISAAC CORP                SR GLBL 144A 26     | 2026-05-15      | 5.2500%  | 0.0000% | $30000.00          | $30571.12          | Corporate Debt Securities                         |
| EVERGLADES RE II LTD           -A-20251 144A 28    | 2028-05-19      | 12.6983% | 0.0000% | $900000.00         | $954000.00         | Corporate Debt Securities                         |
| ELEMENT SOLUTIONS INC          SR GLBL 144A 28     | 2028-09-01      | 3.8750%  | 0.0000% | $12643000.00       | $12292049.64       | Corporate Debt Securities                         |
| ECOLAB INC                     SR GLBL NT4.8%30    | 2030-03-24      | 4.8000%  | 0.0000% | $102000.00         | $104707.08         | Corporate Debt Securities                         |
| DUKE ENERGY CAROLINAS LLC      1M GLBL BD 34       | 2034-01-15      | 4.8500%  | 0.0000% | $43000.00          | $43990.90          | Corporate Debt Securities                         |
| DUKE ENERGY OHIO INC           1M GLBL BD3.7%46    | 2046-06-15      | 3.7000%  | 0.0000% | $245000.00         | $192933.01         | Corporate Debt Securities                         |
| META PLATFORMS INC             GLBL NT 4.75%34     | 2034-08-15      | 4.7500%  | 0.0000% | $81000.00          | $82597.93          | Corporate Debt Securities                         |
| BAUSCH HEALTH COS INC          SR SEC GLBL 30      | 2030-10-15      | 14.0000% | 0.0000% | $99000.00          | $105601.98         | Corporate Debt Securities                         |
| AVIS BUDGET CAR RENT LLC /AVIS SR GLBL 144A 31     | 2031-02-15      | 8.0000%  | 0.0000% | $5000.00           | $5310.60           | Corporate Debt Securities                         |
| CANADIAN NATL RY CO            SR GLBL DEB 37      | 2037-11-15      | 6.3750%  | 0.0000% | $2219000.00        | $2547470.25        | Corporate Debt Securities                         |
| CINTAS CORP NO 2               SR GLBL NT 4%32     | 2032-05-01      | 4.0000%  | 0.0000% | $34000.00          | $33834.27          | Corporate Debt Securities                         |
| CARLISLE COS INC               SR GLBL NT 40       | 2040-09-15      | 5.5500%  | 0.0000% | $1075000.00        | $1095636.42        | Corporate Debt Securities                         |
| COX ENTERPRISES INC            SR 144A DEB 27      | 2027-07-15      | 7.3750%  | 0.0000% | $300000.00         | $317425.37         | Corporate Debt Securities                         |
| CHURCHILL DOWNS INC            SR GLBL 144A 27     | 2027-04-01      | 5.5000%  | 0.0000% | $185000.00         | $189735.49         | Corporate Debt Securities                         |
| DELUXE CORP MEDIUM TERM NTS    SR SEC GLBL 29      | 2029-09-15      | 8.1250%  | 0.0000% | $100000.00         | $104842.54         | Corporate Debt Securities                         |
| CLOUD SOFTWARE GROUP INC       SR SEC GLBL 29      | 2029-09-30      | 9.0000%  | 0.0000% | $3600000.00        | $3733776.00        | Corporate Debt Securities                         |
| CASTLE UNITED STATES  HLDG COR SR 144A NT 10%31    | 2031-06-30      | 10.0000% | 0.0000% | $709000.00         | $118360.46         | Corporate Debt Securities                         |
| DREAM FINDERS HOMES INC        SR GLBL 144A 30     | 2030-09-15      | 6.8750%  | 0.0000% | $48000.00          | $48493.65          | Corporate Debt Securities                         |
| DURST COML MTG TR 2025-151     D      20420812 FLT | 2042-08-12      | 7.0175%  | 0.0000% | $15000000.00       | $15489944.80       | Private Label Collateralized Mortgage Obligations |
| DOVER CORP                     SR GLBL DEB 35      | 2035-10-15      | 5.3750%  | 0.0000% | $10174000.00       | $10895696.93       | Corporate Debt Securities                         |
| CARVANA CO                     SR SEC GLBL 30      | 2030-06-01      | 9.0000%  | 0.0000% | $6503000.00        | $6909437.50        | Corporate Debt Securities                         |
| BANQUE FED DU CRED MUTUEL      SNR PREF REGS 28    | 2028-07-13      | 5.7900%  | 0.0000% | $200000.00         | $210754.83         | Corporate Debt Securities                         |
| CARDINAL HEALTH INC            SR GLBL DEB 7%26    | 2026-10-15      | 7.0000%  | 0.0000% | $10000.00          | $10580.13          | Corporate Debt Securities                         |
| BOEING CO                      CR SEN SR GLBL27    | 2027-05-01      | 5.0400%  | 0.0000% | $33000.00          | $34032.90          | Corporate Debt Securities                         |
| BONANZA RE LTD                 -C-20241 144A 27    | 2027-12-19      | 9.4700%  | 0.0000% | $13700000.00       | $14013730.00       | Corporate Debt Securities                         |
| THE CIGNA GROUP                SR GLBL NT 5%29     | 2029-05-15      | 5.0000%  | 0.0000% | $75000.00          | $78403.50          | Corporate Debt Securities                         |
| TRUIST BK                      SUB GLBL NT 29      | 2029-09-17      | 4.6320%  | 0.0000% | $1940000.00        | $1954797.35        | Corporate Debt Securities                         |
| BGC GROUP INC                  CR SEN SR GLBL28    | 2028-05-25      | 8.0000%  | 0.0000% | $30000.00          | $32877.83          | Corporate Debt Securities                         |
| BOARDWALK PIPELINES LP         SR GLBL NT 27       | 2027-07-15      | 4.4500%  | 0.0000% | $218000.00         | $220380.74         | Corporate Debt Securities                         |
| BANK NOVA SCOTIA B C           FR 5.13%021431      | 2031-02-14      | 5.1300%  | 0.0000% | $19000.00          | $19646.85          | Corporate Debt Securities                         |
| BRAVO RES FDG TR 2021-NQM2     A-1    20600325 FLT | 2060-03-25      | 0.9700%  | 0.0000% | $326000.00         | $31496.26          | Private Label Collateralized Mortgage Obligations |
| BAYTEX ENERGY CORP             SR GLBL 144A 32     | 2032-03-15      | 7.3750%  | 0.0000% | $1669000.00        | $1649861.44        | Corporate Debt Securities                         |
| BUCKEYE PARTNERS L P           SR NT 3.95%26       | 2026-12-01      | 3.9500%  | 0.0000% | $315000.00         | $316362.99         | Corporate Debt Securities                         |
| BERKLEY W R CORP               SR GLBL NT 52       | 2052-03-30      | 3.5500%  | 0.0000% | $36000.00          | $25668.00          | Corporate Debt Securities                         |
| BP CAP MKTS AMER INC           GLBL NT 5.227%34    | 2034-11-17      | 5.2270%  | 0.0000% | $40000.00          | $42166.83          | Corporate Debt Securities                         |
| BLACKSTONE PRIVATE CREDIT FUND SR GLBL NT 6%34     | 2034-11-22      | 6.0000%  | 0.0000% | $225000.00         | $235544.25         | Corporate Debt Securities                         |
| BRAVO RSDENTL FDG TR 2022-NQM1 A-3    20610925 FLT | 2061-09-25      | 4.0860%  | 0.0000% | $1910000.00        | $1001614.49        | Private Label Collateralized Mortgage Obligations |
| BP CAP MKTS AMER INC           SR GLBL NT 27       | 2027-04-14      | 3.5880%  | 0.0000% | $199000.00         | $201122.27         | Corporate Debt Securities                         |
| BLOOMIN BRANDS INC / OSI RESTA SR GLBL 144A 29     | 2029-04-15      | 5.1250%  | 0.0000% | $430000.00         | $384540.22         | Corporate Debt Securities                         |
| BROADCOM INC                   GLBL NT 5.05%27     | 2027-07-12      | 5.0500%  | 0.0000% | $74000.00          | $76033.64          | Corporate Debt Securities                         |
| BLUE RIDGE RE LTD              -A-20231 144A 27    | 2027-01-08      | 9.1724%  | 0.0000% | $5000000.00        | $5202526.84        | Corporate Debt Securities                         |
| BIOGEN INC                     SR GLBL NT 50       | 2050-05-01      | 3.1500%  | 0.0000% | $100000.00         | $66534.75          | Corporate Debt Securities                         |
| ANHEUSER-BUSCH INBEV WLDW INC  SR GLBL NT 29       | 2029-01-23      | 4.7500%  | 0.0000% | $1501000.00        | $1544979.72        | Corporate Debt Securities                         |
| AERCAP IRELAND CAP DESIGNATED  SR GLBL NT 41       | 2041-10-29      | 3.8500%  | 0.0000% | $1020000.00        | $857808.38         | Corporate Debt Securities                         |
| ALPHA GENERATION LLC           SR 144A NT 32       | 2032-10-15      | 6.7500%  | 0.0000% | $4312000.00        | $4590975.62        | Corporate Debt Securities                         |
| AMER AIRLINES PT TR 2017-2     A      20310415 3.6 | 2031-04-15      | 3.6000%  | 0.0000% | $326000.00         | $195580.26         | Asset-Backed Securities                           |
| ALBION FING 1 S A R L & AGGRE  SR SEC GLBL 30      | 2030-05-21      | 7.0000%  | 0.0000% | $2558000.00        | $2653737.41        | Corporate Debt Securities                         |
| AIRCASTLE LTD                  SR GLBL 144A 29     | 2029-02-15      | 5.9500%  | 0.0000% | $211000.00         | $221671.85         | Corporate Debt Securities                         |
| AMERICAN AIRLN PSTHRU 2019-1   AA     20330815 3.1 | 2033-08-15      | 3.1500%  | 0.0000% | $488000.00         | $321828.42         | Asset-Backed Securities                           |
| ACCENTURE CAPITAL INC          GLBL NT 4.5%34      | 2034-10-04      | 4.5000%  | 0.0000% | $406000.00         | $410072.18         | Corporate Debt Securities                         |
| AMGEN INC                      SR GLBL NT4.4%62    | 2062-02-22      | 4.4000%  | 0.0000% | $1463000.00        | $1184027.03        | Corporate Debt Securities                         |
| ABBVIE INC                     GLBL NT 4.8%29      | 2029-03-15      | 4.8000%  | 0.0000% | $91000.00          | $93264.08          | Corporate Debt Securities                         |
| AIR PRODUCTS AND CHEMICALS INC GLBL NT 4.8%33      | 2033-03-03      | 4.8000%  | 0.0000% | $90000.00          | $92111.40          | Corporate Debt Securities                         |
| PHYSICIANS RLTY LP             SR GLBL NT 28       | 2028-01-15      | 3.9500%  | 0.0000% | $9000.00           | $9000.98           | Corporate Debt Securities                         |
| DISNEY WALT CO                 SR GLBL NT 33       | 2033-03-15      | 6.5500%  | 0.0000% | $81000.00          | $92296.19          | Corporate Debt Securities                         |
| DTE ENERGY CO                  GLBL -A NT5.1%29    | 2029-03-01      | 5.1000%  | 0.0000% | $331000.00         | $340605.07         | Corporate Debt Securities                         |
| CONOCOPHILLIPS COMPANY         SR GLBL NT4.7%30    | 2030-01-15      | 4.7000%  | 0.0000% | $1183000.00        | $1217533.74        | Corporate Debt Securities                         |
| EARTHSTONE ENERGY HLDGS LLC    SR GLBL 144A 27     | 2027-04-15      | 8.0000%  | 0.0000% | $178000.00         | $187675.49         | Corporate Debt Securities                         |
| CREDIT AGRICOLE S A            FR 5.335%011030     | 2030-01-10      | 5.3350%  | 0.0000% | $300000.00         | $312241.67         | Corporate Debt Securities                         |
| CAPITAL ONE NATL ASSN VA       SR GLBL NT 28       | 2028-09-13      | 4.6500%  | 0.0000% | $1034000.00        | $1048761.21        | Corporate Debt Securities                         |
| DOMINION ENERGY INC            JR SB GLBL -A 56    | 2056-02-15      | 6.0000%  | 0.0000% | $40000000.00       | $40749600.00       | Corporate Debt Securities                         |
| CONNECTICUT LT & PWR CO        1M GLBL A BD4%48    | 2048-04-01      | 4.0000%  | 0.0000% | $145000.00         | $120407.84         | Corporate Debt Securities                         |
| CONSENSUS CLOUD SOLUTIONS INC  SR GLBL 144A 28     | 2028-10-15      | 6.5000%  | 0.0000% | $79000.00          | $81969.74          | Corporate Debt Securities                         |
| UBS GROUP AG                   SR 144A NT 33       | 2033-11-15      | 9.0160%  | 0.0000% | $750000.00         | $965190.00         | Corporate Debt Securities                         |
| CONSOLIDATED EDISON CO N Y INC SR GLBL 2024 A34    | 2034-05-15      | 5.3750%  | 0.0000% | $79000.00          | $83957.74          | Corporate Debt Securities                         |
| COUGAR JV SUBSIDIARY LLC       SR 144A NT 8%32     | 2032-05-15      | 8.0000%  | 0.0000% | $135000.00         | $147492.90         | Corporate Debt Securities                         |
| LAUDER ESTEE COS INC           SR GLBL NT 49       | 2049-12-01      | 3.1250%  | 0.0000% | $978000.00         | $663171.88         | Corporate Debt Securities                         |
| FORVIA SE                      SR GLBL 144A 30     | 2030-06-15      | 8.0000%  | 0.0000% | $300000.00         | $324886.00         | Corporate Debt Securities                         |
| ESSEX PORTFOLIO L P            SR GLBL NT 27       | 2027-05-01      | 3.6250%  | 0.0000% | $78000.00          | $78582.93          | Corporate Debt Securities                         |
| FS LUXEMBOURG SARL             SR 144A NT 33       | 2033-06-25      | 8.6250%  | 0.0000% | $400000.00         | $425104.17         | Corporate Debt Securities                         |
| GENERAL MTRS CO                SR GLBL NT 30       | 2030-04-15      | 5.6250%  | 0.0000% | $634000.00         | $671097.72         | Corporate Debt Securities                         |
| FORD MOTOR CREDIT COMPANY      SR NT 5.8%27        | 2027-03-05      | 5.8000%  | 0.0000% | $376000.00         | $381233.08         | Corporate Debt Securities                         |
| FLOODSMART RE LTD              EXTND-A 144A 31     | 2031-03-11      | 18.3083% | 0.0000% | $7450000.00        | $7852300.00        | Corporate Debt Securities                         |
| HONDA MOTOR CO LTD             GLBL NT 4.688%30    | 2030-07-08      | 4.6880%  | 0.0000% | $897000.00         | $914876.81         | Corporate Debt Securities                         |
| K HOVNANIAN ENTERPRISES INC    SR GLBL 144A 40     | 2040-02-01      | 5.0000%  | 0.0000% | $589000.00         | $387676.53         | Corporate Debt Securities                         |
| TIBCO SOFTWARE INC             SR SEC GLBL 29      | 2029-03-31      | 6.5000%  | 0.0000% | $28000.00          | $28286.16          | Corporate Debt Securities                         |
| RADIAN GROUP INC               SR GLBL NT6.2%29    | 2029-05-15      | 6.2000%  | 0.0000% | $11000.00          | $11760.32          | Corporate Debt Securities                         |
| HYUNDAI CAP AMER               VR 032725-032730    | 2030-03-27      | 5.5315%  | 0.0000% | $50000.00          | $50427.54          | Corporate Debt Securities                         |
| TORREY PINES RE LTD            EXTND-A 144A 32     | 2032-06-07      | 9.9843%  | 0.0000% | $9250000.00        | $9688464.07        | Corporate Debt Securities                         |
| HUDSON PAC PPTYS L P           SR GLBL NT 28       | 2028-02-15      | 5.9500%  | 0.0000% | $138000.00         | $136567.22         | Corporate Debt Securities                         |
| NVIDIA CORPORATION             SR GLBL NT3.5%50    | 2050-04-01      | 3.5000%  | 0.0000% | $3315000.00        | $2613422.61        | Corporate Debt Securities                         |
| TEVA PHARMACEUTICAL FIN NETH   SR GLBL NT 29       | 2029-09-15      | 7.8750%  | 0.0000% | $339000.00         | $371324.07         | Corporate Debt Securities                         |
| LPL HLDGS INC                  SR GLBL NT 6%34     | 2034-05-20      | 6.0000%  | 0.0000% | $46000.00          | $49051.95          | Corporate Debt Securities                         |
| QUIKRETE HLDGS INC             SR SEC 144A NT32    | 2032-03-01      | 6.3750%  | 0.0000% | $128000.00         | $133221.81         | Corporate Debt Securities                         |
| ROYAL BK CDA                   FR 3.625%050427     | 2027-05-04      | 3.6250%  | 0.0000% | $9000.00           | $9090.10           | Corporate Debt Securities                         |
| SUNOCO LP/SUNOCO FIN CORP      PERP SUB -A 144A    | 2500-12-31      | 7.8750%  | 0.0000% | $11700000.00       | $11935462.50       | Corporate Debt Securities                         |
| STRYKER CORPORATION            SR GLBL NT4.7%28    | 2028-02-10      | 4.7000%  | 0.0000% | $235000.00         | $239922.73         | Corporate Debt Securities                         |
| SABRE GLBL INC                 SR SEC GLBL 27      | 2027-06-01      | 8.6250%  | 0.0000% | $1685000.00        | $1722403.49        | Corporate Debt Securities                         |
| RYAN SPECIALTY LLC             SR SEC GLBL 32      | 2032-08-01      | 5.8750%  | 0.0000% | $1128000.00        | $1151697.56        | Corporate Debt Securities                         |
| TENET HEALTHCARE CORP          SR GLBL NT 28       | 2028-10-01      | 6.1250%  | 0.0000% | $155000.00         | $159749.95         | Corporate Debt Securities                         |
| TALLGRASS ENERGY PARTNERS LP/  SR 144A NT 34       | 2034-03-15      | 6.7500%  | 0.0000% | $5349000.00        | $5334584.44        | Corporate Debt Securities                         |
| SCIL IV LLC / SCIL USA HLDGS L SR 144A NT 26       | 2026-11-01      | 5.3750%  | 0.0000% | $5498000.00        | $5614703.45        | Corporate Debt Securities                         |
| CARLYLE SECURED LENDING INC    SR GLBL NT 30       | 2030-02-18      | 6.7500%  | 0.0000% | $34000.00          | $35610.75          | Corporate Debt Securities                         |
| PURPLE RE LTD                  -B-20251 144A 28    | 2028-06-07      | 11.6983% | 0.0000% | $12760000.00       | $13309956.00       | Corporate Debt Securities                         |
| ROYAL BK CDA                   FR 6%110127         | 2027-11-01      | 6.0000%  | 0.0000% | $2231000.00        | $2374170.71        | Corporate Debt Securities                         |
| ROYALTY PHARMA PLC             SR GLBL NT 29       | 2029-09-02      | 5.1500%  | 0.0000% | $187000.00         | $192747.55         | Corporate Debt Securities                         |
| TARGA RES PARTNERS / TARGA RES SR GLBL NT5.5%30    | 2030-03-01      | 5.5000%  | 0.0000% | $1435000.00        | $1465537.60        | Corporate Debt Securities                         |
| HERBIE RE LTD                  -A-20242 144A 29    | 2029-01-08      | 11.1983% | 0.0000% | $8750000.00        | $9059750.00        | Corporate Debt Securities                         |
| HOME DEPOT INC                 SR GLBL NT 27       | 2027-04-15      | 2.8750%  | 0.0000% | $97000.00          | $96896.90          | Corporate Debt Securities                         |
| NABORS INDS INC                SR GLBL 144A 27     | 2027-05-15      | 7.3750%  | 0.0000% | $34000.00          | $35490.77          | Corporate Debt Securities                         |
| VITAL ENERGY INC               SR GLBL 144A 32     | 2032-04-15      | 7.8750%  | 0.0000% | $977000.00         | $989567.88         | Corporate Debt Securities                         |
| LEVEL 3 FING INC               SR GLBL 144A 29     | 2029-07-15      | 3.7500%  | 0.0000% | $238000.00         | $205451.71         | Corporate Debt Securities                         |
| RELX CAPITAL INC               SR GLBL NT 30       | 2030-03-27      | 4.7500%  | 0.0000% | $7000.00           | $7145.92           | Corporate Debt Securities                         |
| PNC FINL SVCS GROUP INC        SR NT 3.15%27       | 2027-05-19      | 3.1500%  | 0.0000% | $40000.00          | $39908.10          | Corporate Debt Securities                         |
| PPL ELEC UTILS CORP            1M GLBL BD 53       | 2053-05-15      | 5.2500%  | 0.0000% | $50000.00          | $49899.88          | Corporate Debt Securities                         |
| UNITED PARCEL SVCS INC         SR NT 4.875%40      | 2040-11-15      | 4.8750%  | 0.0000% | $80000.00          | $78759.30          | Corporate Debt Securities                         |
| PFIZER INC                     SR GLBL NT4.2%48    | 2048-09-15      | 4.2000%  | 0.0000% | $2487000.00        | $2098480.86        | Corporate Debt Securities                         |
| PPL ELEC UTILS CORP            1M GLBL BD 34       | 2034-02-15      | 4.8500%  | 0.0000% | $40000.00          | $40859.30          | Corporate Debt Securities                         |
| PETSMART INC / PETSMART FINAN  1LIEN GLBL 32       | 2032-09-15      | 7.5000%  | 0.0000% | $5427000.00        | $5472586.80        | Corporate Debt Securities                         |
| VZ SECD FING BV                SR SEC 144A NT32    | 2032-01-15      | 5.0000%  | 0.0000% | $8147000.00        | $7476882.10        | Corporate Debt Securities                         |
| UNIVISION COMMUNICATIONS INC   SR SEC GLBL 30      | 2030-06-30      | 7.3750%  | 0.0000% | $18000.00          | $18550.22          | Corporate Debt Securities                         |
| GATEWAY RE LTD                 -C2-20251 144A27    | 2027-07-07      | 13.4483% | 0.0000% | $6280000.00        | $6590232.00        | Corporate Debt Securities                         |
| HESS MIDSTREAM OPERATIONS LP   SR 144A NT 28       | 2028-03-01      | 5.8750%  | 0.0000% | $22017000.00       | $22516844.00       | Corporate Debt Securities                         |
| GLAXOSMITHKLINE CAP INC        SR GLBL NT 34       | 2034-04-15      | 5.3750%  | 0.0000% | $2024000.00        | $2189432.48        | Corporate Debt Securities                         |
| GLOBE LIFE INC                 SR GLBL NT4.8%32    | 2032-06-15      | 4.8000%  | 0.0000% | $75000.00          | $76413.75          | Corporate Debt Securities                         |
| HILT 2025-NVIL                 D      20420715 FLT | 2042-07-15      | 7.8402%  | 0.0000% | $4165000.00        | $4199430.95        | Private Label Collateralized Mortgage Obligations |
| JOHNSON & JOHNSON              SR GLBL NT4.5%27    | 2027-03-01      | 4.5000%  | 0.0000% | $1032000.00        | $1047196.20        | Corporate Debt Securities                         |
| PAYPAL HLDGS INC               SR GLBL NT 34       | 2034-06-01      | 5.1500%  | 0.0000% | $86000.00          | $90165.29          | Corporate Debt Securities                         |
| KIMCO REALTY CORP              SR GLBL NT4.6%33    | 2033-02-01      | 4.6000%  | 0.0000% | $55000.00          | $55211.69          | Corporate Debt Securities                         |
| MIDCAP FINANCIAL ISSUER TRUST  SR 144A NT6.5%28    | 2028-05-01      | 6.5000%  | 0.0000% | $565000.00         | $576646.22         | Corporate Debt Securities                         |
| JANE STR GROUP LLC / JSG FIN   SR SEC 144A NT29    | 2029-11-15      | 4.5000%  | 0.0000% | $36000.00          | $35789.58          | Corporate Debt Securities                         |
| PRINCIPAL FINANCIAL GROUP INC  SR GLBL NT 33       | 2033-03-15      | 5.3750%  | 0.0000% | $80000.00          | $83349.57          | Corporate Debt Securities                         |
| PROCTER & GAMBLE CO            SR GLBL NT 30       | 2030-05-01      | 4.0500%  | 0.0000% | $322000.00         | $329039.73         | Corporate Debt Securities                         |
| MIDAMERICAN ENERGY COMPANY     1M GLBL BD 29       | 2029-04-15      | 3.6500%  | 0.0000% | $39000.00          | $39073.68          | Corporate Debt Securities                         |
| JOHNSON & JOHNSON              SR GLBL NT 60       | 2060-09-01      | 2.4500%  | 0.0000% | $2000000.00        | $1153687.22        | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 3.95%042327      | 2027-04-23      | 3.9500%  | 0.0000% | $2388000.00        | $2423691.98        | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 5.424%072134     | 2034-07-21      | 5.4240%  | 0.0000% | $44000.00          | $46366.14          | Corporate Debt Securities                         |
| KYNDRYL HLDGS INC              SR GLBL NT4.1%41    | 2041-10-15      | 4.1000%  | 0.0000% | $75000.00          | $62311.63          | Corporate Debt Securities                         |
| LIGHTNING RE LTD SER 20231     EXTND-A 144A 30     | 2030-03-31      | 14.9483% | 0.0000% | $6740000.00        | $7079864.50        | Corporate Debt Securities                         |
| NARRAGANSETT ELEC CO           SR GLBL 144A 34     | 2034-05-01      | 5.3500%  | 0.0000% | $68000.00          | $71390.69          | Corporate Debt Securities                         |
| PROVIDENT FDG ASSOCIATES LP    SR 144A NT 29       | 2029-09-15      | 9.7500%  | 0.0000% | $1528000.00        | $1628592.06        | Corporate Debt Securities                         |
| NCR VOYIX CORPORATION          SR GLBL 144A 29     | 2029-04-15      | 5.1250%  | 0.0000% | $28000.00          | $28284.75          | Corporate Debt Securities                         |
| MORGAN STANLEY RES MTG 2023-4  A-8    20531125 FLT | 2053-11-25      | 6.0000%  | 0.0000% | $2640800.00        | $2631977.87        | Private Label Collateralized Mortgage Obligations |
| NCL CORP LTD                   SR GLBL 144A 31     | 2031-01-15      | 5.8750%  | 0.0000% | $1700000.00        | $1705289.60        | Corporate Debt Securities                         |
| MASCHPARK RE LTD               EXTND AUTOCLL 28    | 2028-07-10      | 7.4483%  | 0.0000% | $3250000.00        | $3304275.00        | Corporate Debt Securities                         |
| GREENGROVE RE LTD              -A VR 144A BD 28    | 2028-04-07      | 11.6983% | 0.0000% | $4800000.00        | $4794720.00        | Corporate Debt Securities                         |
| INTEGRITY RE III LTD           -D-20251 144A 27    | 2027-06-06      | 29.4483% | 0.0000% | $1537000.00        | $1716982.70        | Corporate Debt Securities                         |
| INTERNATIONAL BUSINESS MACHS   SR GLBL NT 52       | 2052-02-09      | 3.4300%  | 0.0000% | $519000.00         | $369693.65         | Corporate Debt Securities                         |
| MEDTRONIC GLOBAL HLDGS S C A   SR GLBL NT 28       | 2028-03-30      | 4.2500%  | 0.0000% | $106000.00         | $106721.86         | Corporate Debt Securities                         |
| INNOPHOS HOLDINGS INC          JR 144A NT 29       | 2029-06-15      | 11.5000% | 0.0000% | $473550.00         | $481156.00         | Corporate Debt Securities                         |
| HUDSON PAC PPTYS L P           SR GLBL NT 30       | 2030-01-15      | 3.2500%  | 0.0000% | $1905000.00        | $1645178.64        | Corporate Debt Securities                         |
| HYATT HOTELS CORP              SR GLBL NT 26       | 2026-03-15      | 4.8500%  | 0.0000% | $84000.00          | $84227.71          | Corporate Debt Securities                         |
| FISERV INC                     SR GLBL NT 28       | 2028-08-21      | 5.3750%  | 0.0000% | $1593000.00        | $1651451.82        | Corporate Debt Securities                         |
| FORD MOTOR CREDIT COMPANY      3.815%27            | 2027-11-02      | 3.8150%  | 0.0000% | $254000.00         | $251450.83         | Corporate Debt Securities                         |
| FORTITUDE GROUP HOLDI          SR 144A NT 30       | 2030-04-01      | 6.2500%  | 0.0000% | $71000.00          | $75985.62          | Corporate Debt Securities                         |
| FORD MOTOR CREDIT COMPANY      SR GLBL NT 33       | 2033-11-07      | 7.1220%  | 0.0000% | $350000.00         | $384660.56         | Corporate Debt Securities                         |
| FREEDOM MTG HLDGS LLC          SR 144A NT 32       | 2032-04-01      | 8.3750%  | 0.0000% | $94000.00          | $103395.76         | Corporate Debt Securities                         |
| FRED MAC SEA CR RISK TR 2023-1 M      20621025 5.0 | 2062-10-25      | 5.0000%  | 0.0000% | $7363000.00        | $6422264.66        | Private Label Collateralized Mortgage Obligations |
| FREDDIE MAC SCRT SERIES 2021-3 M      20610325 4.2 | 2061-03-25      | 4.2500%  | 0.0000% | $5558836.00        | $5092491.97        | Private Label Collateralized Mortgage Obligations |
| FHLMC STACR REMIC TR 2022-DNA3 M-2    20420425 FLT | 2042-04-25      | 8.7060%  | 0.0000% | $4350000.00        | $4555098.89        | Private Label Collateralized Mortgage Obligations |
| FISERV INC                     SR GLBL NT 34       | 2034-08-12      | 5.1500%  | 0.0000% | $76000.00          | $77518.23          | Corporate Debt Securities                         |
| FORTRESS TRANSN & INFRASTRUCTU SR GLBL 144A 33     | 2033-04-15      | 5.8750%  | 0.0000% | $49000.00          | $50675.66          | Corporate Debt Securities                         |
| HP INC                         SR GLBL NT5.5%33    | 2033-01-15      | 5.5000%  | 0.0000% | $10100000.00       | $10577713.16       | Corporate Debt Securities                         |
| COOPERATIEVE RABOBANK U.A.     FR 4.99%052731      | 2031-05-27      | 4.9900%  | 0.0000% | $253000.00         | $262578.37         | Corporate Debt Securities                         |
| GENERAL MTRS FINL CO INC       SR GLBL NT 30       | 2030-01-07      | 5.3500%  | 0.0000% | $1002000.00        | $1038978.53        | Corporate Debt Securities                         |
| MOTION FINCO S A R L           SR SEC GLBL 32      | 2032-02-15      | 8.3750%  | 0.0000% | $2000000.00        | $1830288.61        | Corporate Debt Securities                         |
| NRG ENERGY INC                 SR GLBL 144A 33     | 2033-02-01      | 6.0000%  | 0.0000% | $34000.00          | $34829.37          | Corporate Debt Securities                         |
| LBM ACQUISITION LLC            1LIEN GLBL 31       | 2031-06-15      | 9.5000%  | 0.0000% | $9733000.00        | $10394168.10       | Corporate Debt Securities                         |
| MAYFLOWER RE LTD               -A VR 144A NT 27    | 2027-07-08      | 8.8733%  | 0.0000% | $3000000.00        | $3107091.63        | Corporate Debt Securities                         |
| SERVICE PPTYS TR               SR GLBL NT 26       | 2026-10-01      | 4.7500%  | 0.0000% | $9527000.00        | $9782686.16        | Corporate Debt Securities                         |
| HERBIE RE LTD                  -B-20242 144A 29    | 2029-01-08      | 14.6983% | 0.0000% | $5000000.00        | $5347500.00        | Corporate Debt Securities                         |
| RIO TINTO FIN USA PLC          SR GLBL NT 5%33     | 2033-03-09      | 5.0000%  | 0.0000% | $72000.00          | $74303.04          | Corporate Debt Securities                         |
| NATWEST GROUP PLC              GLBL COCO 27        | 2027-06-14      | 1.6420%  | 0.0000% | $290000.00         | $285892.09         | Corporate Debt Securities                         |
| RIVERFRONT RE LTD              -A-20251 144A 29    | 2029-01-08      | 9.4483%  | 0.0000% | $4830000.00        | $5077779.00        | Corporate Debt Securities                         |
| LINEAGE OP LP                  SR GLBL 144A 30     | 2030-07-15      | 5.2500%  | 0.0000% | $10000.00          | $10292.21          | Corporate Debt Securities                         |
| PURPLE RE LTD                  -A-20251 144A 28    | 2028-06-07      | 11.1983% | 0.0000% | $14000000.00       | $14841400.00       | Corporate Debt Securities                         |
| OCELOT RE LTD                  -A-20251 144A 29    | 2029-02-26      | 8.4224%  | 0.0000% | $16250000.00       | $16631875.00       | Corporate Debt Securities                         |
| HYPATIA LIMITED                EXTND 144A 30       | 2030-04-08      | 14.4224% | 0.0000% | $12487000.00       | $13326809.72       | Corporate Debt Securities                         |
| TEXAS INSTRS INC               SR GLBL NT 34       | 2034-02-08      | 4.8500%  | 0.0000% | $9000.00           | $9308.30           | Corporate Debt Securities                         |
| RTX CORPORATION                GLBL NT 7.2%27      | 2027-08-15      | 7.2000%  | 0.0000% | $45000.00          | $47880.90          | Corporate Debt Securities                         |
| ROYALTY PHARMA PLC             SR GLBL NT5.2%35    | 2035-09-25      | 5.2000%  | 0.0000% | $877000.00         | $879194.45         | Corporate Debt Securities                         |
| SS&C TECHNOLOGIES INC          SR GLBL 144A 32     | 2032-06-01      | 6.5000%  | 0.0000% | $90000.00          | $95153.05          | Corporate Debt Securities                         |
| TWITTER INC                    SR GLBL 144A 30     | 2030-03-01      | 5.0000%  | 0.0000% | $189000.00         | $176090.88         | Corporate Debt Securities                         |
| NOVARTIS CAPITAL CORP          SR GLBL NT 50       | 2050-08-14      | 2.7500%  | 0.0000% | $808000.00         | $533557.86         | Corporate Debt Securities                         |
| HYUNDAI CAP AMER               FR 5.8%040130       | 2030-04-01      | 5.8000%  | 0.0000% | $28000.00          | $30090.45          | Corporate Debt Securities                         |
| ROPER TECHNOLOGIES INC         SR GLBL NT4.5%29    | 2029-10-15      | 4.5000%  | 0.0000% | $781000.00         | $804238.66         | Corporate Debt Securities                         |
| REINSURANCE GROUP AMER INC     SUB GLBL DEB 55     | 2055-09-15      | 6.6500%  | 0.0000% | $3235000.00        | $3400084.75        | Corporate Debt Securities                         |
| ROGERS COMMUNICATIONS INC      SR GLBL NT 52       | 2052-03-15      | 4.5500%  | 0.0000% | $10894000.00       | $9072913.57        | Corporate Debt Securities                         |
| GTE SOUTHWEST INC              1M GLBL BD8.5%31    | 2031-11-15      | 8.5000%  | 0.0000% | $423000.00         | $480298.87         | Corporate Debt Securities                         |
| HYUNDAI CAP AMER               FR 4.25%091828      | 2028-09-18      | 4.2500%  | 0.0000% | $103000.00         | $102890.48         | Corporate Debt Securities                         |
| ICAHN ENTERPRISES LP/CORP      SR GLBL NT 26       | 2026-05-15      | 6.2500%  | 0.0000% | $347000.00         | $354709.47         | Corporate Debt Securities                         |
| ICON INVTS SIX DESIGNATED ACTI SR SEC GLBL NT27    | 2027-05-08      | 5.8090%  | 0.0000% | $255000.00         | $265914.84         | Corporate Debt Securities                         |
| MID-AMERICA APTS LP            SR GLBL NT5.3%32    | 2032-02-15      | 5.3000%  | 0.0000% | $23000.00          | $24100.21          | Corporate Debt Securities                         |
| NXP B V / NXP FDG LLC / NXP US SR GLBL NT 51       | 2051-11-30      | 3.2500%  | 0.0000% | $2457000.00        | $1681308.72        | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 5.23%011531      | 2031-01-15      | 5.2300%  | 0.0000% | $99000.00          | $103296.19         | Corporate Debt Securities                         |
| MITSUBISHI UFJ FINANCIAL GROUP SR GLBL NT 28       | 2028-07-20      | 5.0170%  | 0.0000% | $1590000.00        | $1628820.29        | Corporate Debt Securities                         |
| INTERNATIONAL BUSINESS MACHS   GLBL NT 4.75%33     | 2033-02-06      | 4.7500%  | 0.0000% | $242000.00         | $247743.87         | Corporate Debt Securities                         |
| MICROSOFT CORP                 SR GLBL NT3.4%26    | 2026-09-15      | 3.4000%  | 0.0000% | $180000.00         | $179637.60         | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 5.831%041935     | 2035-04-19      | 5.8310%  | 0.0000% | $18705000.00       | $20447324.51       | Corporate Debt Securities                         |
| MEG ENERGY CORP                SR GLBL 144A 29     | 2029-02-01      | 5.8750%  | 0.0000% | $3550000.00        | $3585814.08        | Corporate Debt Securities                         |
| TAPESTRY INC                   SR GLBL NT5.1%30    | 2030-03-11      | 5.1000%  | 0.0000% | $32000.00          | $32807.09          | Corporate Debt Securities                         |
| TAKEDA US FING INC             SR GLBL NT5.2%35    | 2035-07-07      | 5.2000%  | 0.0000% | $365000.00         | $376158.46         | Corporate Debt Securities                         |
| LOCKHEED MARTIN CORP           SR GLBL NT2.8%50    | 2050-06-15      | 2.8000%  | 0.0000% | $4572000.00        | $3011972.64        | Corporate Debt Securities                         |
| TEXAS INSTRS INC               SR NT 2.9%27        | 2027-11-03      | 2.9000%  | 0.0000% | $431000.00         | $428457.82         | Corporate Debt Securities                         |
| SANDERS RE III LTD S AC 24-1   EXTND-A 144A 31     | 2031-04-07      | 9.5083%  | 0.0000% | $3150000.00        | $3306555.00        | Corporate Debt Securities                         |
| TOLL RD INVS PARTNERSHIP II LP SR ZERO 144A 43     | 2043-02-15      | 0.0000%  | 0.0000% | $300000.00         | $38925.72          | Corporate Debt Securities                         |
| SABRE GLBL INC                 SR SEC GLBL 30      | 2030-07-15      | 11.1250% | 0.0000% | $1885000.00        | $1903430.06        | Corporate Debt Securities                         |
| SGUS LLC                       SR SEC 144A NT29    | 2029-12-15      | 11.0000% | 0.0000% | $10113000.00       | $9869445.25        | Corporate Debt Securities                         |
| TOTALENERGIES CAP SA           SR GLBL NT 34       | 2034-09-10      | 4.7240%  | 0.0000% | $114000.00         | $115161.03         | Corporate Debt Securities                         |
| TARGET CORP                    SR GLBL NT 29       | 2029-04-15      | 3.3750%  | 0.0000% | $54000.00          | $53734.25          | Corporate Debt Securities                         |
| IDAHO PWR CO                   FR 5.2%081534       | 2034-08-15      | 5.2000%  | 0.0000% | $12000.00          | $12471.60          | Corporate Debt Securities                         |
| TOYOTA MTR CR CORP             FR 4.7%011233       | 2033-01-12      | 4.7000%  | 0.0000% | $715000.00         | $732176.68         | Corporate Debt Securities                         |
| TOWD PT MTG TR 2017-4          M1     20570625 FLT | 2057-06-25      | 3.2500%  | 0.0000% | $337000.00         | $311779.95         | Private Label Collateralized Mortgage Obligations |
| SEQUOIA MTG TR 2024-7          A-8    20540825 FLT | 2054-08-25      | 6.0000%  | 0.0000% | $20250080.00       | $20681798.20       | Private Label Collateralized Mortgage Obligations |
| TRUST 1401                     SR 144A NT 44       | 2044-01-30      | 6.9500%  | 0.0000% | $312000.00         | $313635.92         | Corporate Debt Securities                         |
| ONCOR ELEC DELIVERY CO LLC     SR SEC GLBL NT28    | 2028-05-15      | 4.3000%  | 0.0000% | $193000.00         | $197308.73         | Corporate Debt Securities                         |
| HONDA AUTO REV OWNER TR 2025-2 A-3    20291015 4.1 | 2029-10-15      | 4.1500%  | 0.0000% | $125000.00         | $125340.15         | Asset-Backed Securities                           |
| WASTE CONNECTIONS INC          SR GLBL NT 5%34     | 2034-03-01      | 5.0000%  | 0.0000% | $9000.00           | $9231.73           | Corporate Debt Securities                         |
| WELLS FARGO & CO               SUB GLBL NT 44      | 2044-01-15      | 5.6060%  | 0.0000% | $7144000.00        | $7235580.13        | Corporate Debt Securities                         |
| HECLA MINING COMPANY           SR GLBL NT 28       | 2028-02-15      | 7.2500%  | 0.0000% | $2287000.00        | $2328446.16        | Corporate Debt Securities                         |
| ROCKCLIFF ENERGY II LLC        SR 144A NT5.5%29    | 2029-10-15      | 5.5000%  | 0.0000% | $2710000.00        | $2724006.18        | Corporate Debt Securities                         |
| WASTE CONNECTIONS INC          4.25%28             | 2028-12-01      | 4.2500%  | 0.0000% | $72000.00          | $73431.26          | Corporate Debt Securities                         |
| WELLS FARGO & CO               FR 5.15%042331      | 2031-04-23      | 5.1500%  | 0.0000% | $2665000.00        | $2808322.96        | Corporate Debt Securities                         |
| WEIR GROUP INC                 SR GLBL 144A 30     | 2030-05-06      | 5.3500%  | 0.0000% | $9900000.00        | $10387575.00       | Corporate Debt Securities                         |
| PHOENIX AVIATION CAP LTD       SR 144A NT 30       | 2030-07-15      | 9.2500%  | 0.0000% | $6967000.00        | $7585019.35        | Corporate Debt Securities                         |
| PILGRIMS PRIDE CORP            SR GLBL NT 34       | 2034-05-15      | 6.8750%  | 0.0000% | $4173000.00        | $4716705.39        | Corporate Debt Securities                         |
| TYCO ELECTRONICS GROUP S A     SR GLBL NT 30       | 2030-02-01      | 4.6250%  | 0.0000% | $11000.00          | $11243.76          | Corporate Debt Securities                         |
| VFH PARENT LLC & VALOR CO-ISSU 1LIEN 144A NT 31    | 2031-06-15      | 7.5000%  | 0.0000% | $200000.00         | $211301.00         | Corporate Debt Securities                         |
| PECO ENERGY CO                 1M GLBL BD4.9%33    | 2033-06-15      | 4.9000%  | 0.0000% | $73000.00          | $75671.92          | Corporate Debt Securities                         |
| URSA RE LTD                    -F-20251 144A 28    | 2028-02-22      | 11.4483% | 0.0000% | $13489000.00       | $13590167.50       | Corporate Debt Securities                         |
| PHILIP MORRIS INTL INC         SR GLBL NT 28       | 2028-04-28      | 4.1250%  | 0.0000% | $168000.00         | $171129.42         | Corporate Debt Securities                         |
| MOTOROLA SOLUTIONS INC         SR GLBL NT5.5%44    | 2044-09-01      | 5.5000%  | 0.0000% | $72000.00          | $72241.96          | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 5.05%012827      | 2027-01-28      | 5.0500%  | 0.0000% | $500000.00         | $505313.61         | Corporate Debt Securities                         |
| MORGAN STANLEY BK N A          SR ACRD NT 28       | 2028-05-26      | 5.5040%  | 0.0000% | $2081000.00        | $2165505.71        | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 5.664%041736     | 2036-04-17      | 5.6640%  | 0.0000% | $125000.00         | $135221.92         | Corporate Debt Securities                         |
| AMERIQUEST MTG SECS 2005-R9    M-1    20351225 FLT | 2035-12-25      | 4.9774%  | 0.0000% | $500000.00         | $58730.14          | Asset-Backed Securities                           |
| AMERICAN HOMES 4 RENT L P      SR GLBL NT 35       | 2035-03-15      | 5.2500%  | 0.0000% | $5000.00           | $5065.89           | Corporate Debt Securities                         |
| ALCON FIN CORP                 144A NT 5.375%32    | 2032-12-06      | 5.3750%  | 0.0000% | $261000.00         | $276902.95         | Corporate Debt Securities                         |
| AMBAC ASSURANCE CORP           PERP SUB 144A NT    | 2500-12-31      | 5.1000%  | 0.0000% | $16556864.00       | $15329905.27       | Corporate Debt Securities                         |
| AMPHENOL CORP                  SR GLBL NT 5%35     | 2035-01-15      | 5.0000%  | 0.0000% | $91000.00          | $93889.86          | Corporate Debt Securities                         |
| AMAZON COM INC                 SR GLBL NT3.1%51    | 2051-05-12      | 3.1000%  | 0.0000% | $1380000.00        | $980191.00         | Corporate Debt Securities                         |
| AMERICAN NATIONAL GROUP INC    CR SEN SR GLBL27    | 2027-06-15      | 5.0000%  | 0.0000% | $24000.00          | $24539.60          | Corporate Debt Securities                         |
| AMERIGAS PARTNERS L P          SR GLBL 144A 28     | 2028-06-01      | 9.3750%  | 0.0000% | $28000.00          | $29642.75          | Corporate Debt Securities                         |
| AMERICAN EXPRESS CO            SUB GLBL NT 34      | 2034-07-28      | 5.6250%  | 0.0000% | $70000.00          | $74078.73          | Corporate Debt Securities                         |
| ALLIANT HLDGS INTER LLC / ALL  SR SEC 144A NT31    | 2031-10-01      | 6.5000%  | 0.0000% | $28000.00          | $29529.34          | Corporate Debt Securities                         |
| AMERICAN ELEC PWR CO INC       SR GLBL -J NT 28    | 2028-12-01      | 4.3000%  | 0.0000% | $1346000.00        | $1370340.91        | Corporate Debt Securities                         |
| APPLE INC                      SR GLBL NT 47       | 2047-11-13      | 3.7500%  | 0.0000% | $4487000.00        | $3689574.10        | Corporate Debt Securities                         |
| ALTERYX INC                    SR GLBL 144A 28     | 2028-03-15      | 8.7500%  | 0.0000% | $591000.00         | $602539.77         | Corporate Debt Securities                         |
| AMERIGAS PARTNERS L P          SR GLBL NT 27       | 2027-05-20      | 5.7500%  | 0.0000% | $264000.00         | $269455.27         | Corporate Debt Securities                         |
| AMAZON COM INC                 SR GLBL NT 29       | 2029-12-01      | 4.6500%  | 0.0000% | $19000.00          | $19782.06          | Corporate Debt Securities                         |
| ARCH CAPITAL FINANCE LLC       SR NT 5.031%46      | 2046-12-15      | 5.0310%  | 0.0000% | $225000.00         | $211273.59         | Corporate Debt Securities                         |
| ALPHABET INC                   SR GLBL NT 4%30     | 2030-05-15      | 4.0000%  | 0.0000% | $950000.00         | $970496.78         | Corporate Debt Securities                         |
| ARCOSA INC                     SR GLBL 144A 32     | 2032-08-15      | 6.8750%  | 0.0000% | $1200000.00        | $1262080.50        | Corporate Debt Securities                         |
| AMERICAN AXLE & MFG INC        SR GLBL NT 28       | 2028-07-01      | 6.8750%  | 0.0000% | $76000.00          | $77262.10          | Corporate Debt Securities                         |
| APPLIED MATLS INC              SR NT 5.85%41       | 2041-06-15      | 5.8500%  | 0.0000% | $861000.00         | $936167.45         | Corporate Debt Securities                         |
| ALLY FINL INC                  PERP JR SB GLBL     | 2500-12-31      | 4.7000%  | 0.0000% | $803000.00         | $783828.38         | Corporate Debt Securities                         |
| ALLIED UNVL HOLDCO LLC/ALLIED  SR SEC GLBL 31      | 2031-02-15      | 7.8750%  | 0.0000% | $200000.00         | $211720.75         | Corporate Debt Securities                         |
| AMERICAN INTL GROUP INC        SR GLBL NT 33       | 2033-03-27      | 5.1250%  | 0.0000% | $166000.00         | $170979.52         | Corporate Debt Securities                         |
| ATI INC                        SR GLBL NT 31       | 2031-10-01      | 5.1250%  | 0.0000% | $53000.00          | $53608.05          | Corporate Debt Securities                         |
| AMERICAN WTR CAP CORP          SR GLBL NT 54       | 2054-03-01      | 5.4500%  | 0.0000% | $182000.00         | $181543.23         | Corporate Debt Securities                         |
| AMERICAN HONDA FIN CORP MTN    FR 4.4%100526       | 2026-10-05      | 4.4000%  | 0.0000% | $30000.00          | $30727.77          | Corporate Debt Securities                         |
| REGENCY CTRS L P               SR NT 4.125%28      | 2028-03-15      | 4.1250%  | 0.0000% | $26000.00          | $26046.51          | Corporate Debt Securities                         |
| CANADIAN PAC RY CO NEW         GLBL NT 5.2%35      | 2035-03-30      | 5.2000%  | 0.0000% | $98000.00          | $101120.32         | Corporate Debt Securities                         |
| BELLSOUTH TELECOM              SR GLBL DEB 7%25    | 2025-10-01      | 7.0000%  | 0.0000% | $12000.00          | $12418.15          | Corporate Debt Securities                         |
| BLUE OWL CR INCOME CORP        SR GLBL NT5.8%30    | 2030-03-15      | 5.8000%  | 0.0000% | $7000.00           | $7117.23           | Corporate Debt Securities                         |
| THE CIGNA GROUP                SR GLBL NT5.4%33    | 2033-03-15      | 5.4000%  | 0.0000% | $90000.00          | $94201.20          | Corporate Debt Securities                         |
| BOSTON PPTYS LTD PARTNERSHIP   SR GLBL NT 27       | 2027-12-01      | 6.7500%  | 0.0000% | $3130000.00        | $3354334.92        | Corporate Debt Securities                         |
| BRITISH TELECOMMUNICATIONS PLC CR SEN SR GLBL30    | 2030-12-15      | 9.6250%  | 0.0000% | $5645000.00        | $7108764.97        | Corporate Debt Securities                         |
| BRISTOL-MYERS SQUIBB CO        SR GLBL NT3.9%28    | 2028-02-20      | 3.9000%  | 0.0000% | $863000.00         | $866774.19         | Corporate Debt Securities                         |
| CME GROUP INC                  SR GLBL NT4.4%30    | 2030-03-15      | 4.4000%  | 0.0000% | $64000.00          | $64830.93          | Corporate Debt Securities                         |
| AMERICAN NATIONAL GROUP INC    JR SB GLBL NT 55    | 2055-12-01      | 7.0000%  | 0.0000% | $75000.00          | $77872.42          | Corporate Debt Securities                         |
| AMNEAL PHARMACEUTICALS INC     1LIEN GLBL 32       | 2032-08-01      | 6.8750%  | 0.0000% | $2000000.00        | $2096694.72        | Corporate Debt Securities                         |
| ASBURY AUTOMOTIVE GROUP INC    SR GLBL NT4.5%28    | 2028-03-01      | 4.5000%  | 0.0000% | $336000.00         | $333112.08         | Corporate Debt Securities                         |
| ARMOR HOLDCO INC               SR 144A NT8.5%29    | 2029-11-15      | 8.5000%  | 0.0000% | $85000.00          | $86604.38          | Corporate Debt Securities                         |
| CENTRAIS ELETRICAS BRASILEIRAS SR GLBL 144A 35     | 2035-01-11      | 6.5000%  | 0.0000% | $450000.00         | $470238.25         | Corporate Debt Securities                         |
| CVS HEALTH CORP                SR GLBL NT 6%63     | 2063-06-01      | 6.0000%  | 0.0000% | $19000.00          | $19214.76          | Corporate Debt Securities                         |
| CNA FINL CORP                  SR GLBL NT5.5%33    | 2033-06-15      | 5.5000%  | 0.0000% | $701000.00         | $739163.61         | Corporate Debt Securities                         |
| BROADSTREET PARTNERS INC       SR 144A NT 29       | 2029-04-15      | 5.8750%  | 0.0000% | $52000.00          | $53223.93          | Corporate Debt Securities                         |
| BOYD GAMING CORP               SR GLBL NT 27       | 2027-12-01      | 4.7500%  | 0.0000% | $11000.00          | $11101.66          | Corporate Debt Securities                         |
| BRISTOL-MYERS SQUIBB CO        SR GLBL NT 40       | 2040-11-13      | 2.3500%  | 0.0000% | $26000.00          | $18520.40          | Corporate Debt Securities                         |
| BP CAP MKTS AMER INC           GLBL NT 2.939%51    | 2051-06-04      | 2.9390%  | 0.0000% | $199000.00         | $131286.29         | Corporate Debt Securities                         |
| BROADCOM INC                   SR GLBL 144A 41     | 2041-02-15      | 3.5000%  | 0.0000% | $125000.00         | $103508.12         | Corporate Debt Securities                         |
| EMPRESA ELECTRICA COCHRANE SPA SR SEC GLBL 27      | 2027-05-14      | 5.5000%  | 0.0000% | $423000.00         | $133398.72         | Corporate Debt Securities                         |
| CONSTELLATION BRANDS INC       SR GLBL NT3.5%27    | 2027-05-09      | 3.5000%  | 0.0000% | $87000.00          | $87283.47          | Corporate Debt Securities                         |
| CREDIT AGRICOLE SA LONDON BRH  FR 5.301%071228     | 2028-07-12      | 5.3010%  | 0.0000% | $410000.00         | $427250.96         | Corporate Debt Securities                         |
| ENERGY TRANSFER L P            SR GLBL NT 33       | 2033-12-01      | 6.5500%  | 0.0000% | $1556000.00        | $1737151.68        | Corporate Debt Securities                         |
| COBRA ACQUISITIONCO LLC        SR GLBL 144A 29     | 2029-11-01      | 6.3750%  | 0.0000% | $31297000.00       | $27914589.77       | Corporate Debt Securities                         |
| DTE ELEC CO                    1M GLBL -D BD 27    | 2027-05-14      | 4.2500%  | 0.0000% | $965000.00         | $985144.91         | Corporate Debt Securities                         |
| ENTERPRISE PRODS OPER LLC      GLBL NT 4.85%34     | 2034-01-31      | 4.8500%  | 0.0000% | $87000.00          | $88493.21          | Corporate Debt Securities                         |
| DAIMLER TRUCKS FIN NORTH AMER  SR 144A NT 30       | 2030-01-13      | 5.2500%  | 0.0000% | $768000.00         | $798849.92         | Corporate Debt Securities                         |
| ENOVA INTL INC                 SR GLBL 144A 29     | 2029-08-01      | 9.1250%  | 0.0000% | $200000.00         | $213740.97         | Corporate Debt Securities                         |
| DISNEY WALT CO                 SR GLBL NT 49       | 2049-09-01      | 2.7500%  | 0.0000% | $632000.00         | $411277.34         | Corporate Debt Securities                         |
| DANA INC                       SR GLBL NT 27       | 2027-11-15      | 5.3750%  | 0.0000% | $1666000.00        | $1699497.01        | Corporate Debt Securities                         |
| DOW CHEMICAL CO                SR GLBL NT4.8%49    | 2049-05-15      | 4.8000%  | 0.0000% | $135000.00         | $112828.95         | Corporate Debt Securities                         |
| ESSENTIAL UTILS INC            SR GLBL NT 35       | 2035-08-15      | 5.2500%  | 0.0000% | $19000.00          | $19248.12          | Corporate Debt Securities                         |
| DIVERSIFIED HEALTHCARE TR      EXTND SR SEC 27     | 2027-01-15      | 0.0000%  | 0.0000% | $328000.00         | $324060.72         | Corporate Debt Securities                         |
| CLYDESDALE ACQUISITION HLDGS   SR 144A NT 30       | 2030-04-15      | 8.7500%  | 0.0000% | $200000.00         | $213772.83         | Corporate Debt Securities                         |
| CONNECTICT AVE SEC TR 2024-R03 2M-2   20440325 FLT | 2044-03-25      | 6.2980%  | 0.0000% | $4000000.00        | $4042087.35        | Private Label Collateralized Mortgage Obligations |
| EVERGY METRO INC               1M GLBL -2025 35    | 2035-08-15      | 5.1250%  | 0.0000% | $15000000.00       | $15258843.75       | Corporate Debt Securities                         |
| HEALTHPEAK OP LLC              SR GLBL NT 35       | 2035-02-15      | 5.3750%  | 0.0000% | $150000.00         | $154358.81         | Corporate Debt Securities                         |
| J P MG CH CM MT SC T 2024-OMNI A      20391007 FLT | 2039-10-07      | 5.9904%  | 0.0000% | $5235000.00        | $5363579.92        | Private Label Collateralized Mortgage Obligations |
| MORGAN STANLEY                 PERP JR GLBL -M     | 2099-12-31      | 5.8750%  | 0.0000% | $18000.00          | $17988.26          | Corporate Debt Securities                         |
| NTT FINANCE CORP               SR GLBL 144A 35     | 2035-07-16      | 5.5020%  | 0.0000% | $200000.00         | $209351.93         | Corporate Debt Securities                         |
| HSBC HLDGS PLC                 SR GLBL COCO 35     | 2035-03-04      | 5.7190%  | 0.0000% | $359000.00         | $380357.05         | Corporate Debt Securities                         |
| RADIAN MORTGAGE CAP TR 2024-J1 A-22   20541125 FLT | 2054-11-25      | 6.0000%  | 0.0000% | $5125000.00        | $5251045.96        | Private Label Collateralized Mortgage Obligations |
| LONG WALK REINS LTD            EXTND-A 144A 31     | 2031-01-30      | 14.1883% | 0.0000% | $3365000.00        | $3421532.00        | Corporate Debt Securities                         |
| NCR VOYIX CORPORATION          SR GLBL 144A 28     | 2028-10-01      | 5.0000%  | 0.0000% | $294000.00         | $297692.97         | Corporate Debt Securities                         |
| RTX CORPORATION                GLBL NT 3.03%52     | 2052-03-15      | 3.0300%  | 0.0000% | $148000.00         | $98048.89          | Corporate Debt Securities                         |
| RAND PARENT LLC                SR SEC 144A NT30    | 2030-02-15      | 8.5000%  | 0.0000% | $6000.00           | $6289.77           | Corporate Debt Securities                         |
| GENESIS ENERGY LP & GEN E      SR GLBL NT 29       | 2029-01-15      | 8.2500%  | 0.0000% | $28000.00          | $29729.21          | Corporate Debt Securities                         |
| MGM RESORTS INTERNATIONAL      SR GLBL NT 28       | 2028-10-15      | 4.7500%  | 0.0000% | $59000.00          | $59890.95          | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 5.173%011630     | 2030-01-16      | 5.1730%  | 0.0000% | $2406000.00        | $2497556.45        | Corporate Debt Securities                         |
| ROCHE HOLDINGS INC             CR SEN SR GLBL39    | 2039-03-01      | 7.0000%  | 0.0000% | $83000.00          | $100341.93         | Corporate Debt Securities                         |
| ROCKET COS INC                 SR GLBL 144A 33     | 2033-08-01      | 6.3750%  | 0.0000% | $90000.00          | $94755.45          | Corporate Debt Securities                         |
| ROYAL BK CDA                   FR 4.24%080327      | 2027-08-03      | 4.2400%  | 0.0000% | $663000.00         | $671269.82         | Corporate Debt Securities                         |
| JP MORGAN MTG TR 2015-1        B4     20441225 FLT | 2044-12-25      | 5.6618%  | 0.0000% | $5420500.00        | $1221333.03        | Private Label Collateralized Mortgage Obligations |
| NTT FINANCE CORP               SR GLBL 144A 27     | 2027-07-16      | 4.5670%  | 0.0000% | $200000.00         | $203281.54         | Corporate Debt Securities                         |
| JELD-WEN INC                   SR GLBL 144A 27     | 2027-12-15      | 4.8750%  | 0.0000% | $3960000.00        | $3935007.45        | Corporate Debt Securities                         |
| NATIONAL AUSTRALIA BK N Y BRH  SR NT 4.787%29      | 2029-01-10      | 4.7870%  | 0.0000% | $316000.00         | $326793.86         | Corporate Debt Securities                         |
| HESTIA RE LTD                  -B-20251 144A 28    | 2028-03-13      | 12.1724% | 0.0000% | $7250000.00        | $7511725.00        | Corporate Debt Securities                         |
| UPBOUND GROUP INC              SR GLBL 144A 29     | 2029-02-15      | 6.3750%  | 0.0000% | $200000.00         | $199035.75         | Corporate Debt Securities                         |
| TOYOTA MTR CR CORP             FR 5.35%010935      | 2035-01-09      | 5.3500%  | 0.0000% | $492000.00         | $520928.37         | Corporate Debt Securities                         |
| ROYAL BK CDA                   FR 5.15%020134      | 2034-02-01      | 5.1500%  | 0.0000% | $40000.00          | $42104.01          | Corporate Debt Securities                         |
| UNILEVER CAP CORP              GLBL NT 4.625%34    | 2034-08-12      | 4.6250%  | 0.0000% | $500000.00         | $506403.33         | Corporate Debt Securities                         |
| UBER TECHNOLOGIES INC          SR GLBL NT4.3%30    | 2030-01-15      | 4.3000%  | 0.0000% | $980000.00         | $991532.97         | Corporate Debt Securities                         |
| SALESFORCE INC                 GLBL NT 2.9%51      | 2051-07-15      | 2.9000%  | 0.0000% | $500000.00         | $332915.83         | Corporate Debt Securities                         |
| S&P GLOBAL INC                 GLBL NT 2.3%60      | 2060-08-15      | 2.3000%  | 0.0000% | $117000.00         | $61906.46          | Corporate Debt Securities                         |
| INTEL CORP                     SR GLBL NT 4%29     | 2029-08-05      | 4.0000%  | 0.0000% | $1690000.00        | $1682058.88        | Corporate Debt Securities                         |
| UBS GROUP AG                   SR GLBL 144A 34     | 2034-01-12      | 5.9590%  | 0.0000% | $2086000.00        | $2260204.29        | Corporate Debt Securities                         |
| TRANSDIGM INC                  SR SEC 144A NT33    | 2033-01-15      | 6.0000%  | 0.0000% | $28000.00          | $28450.52          | Corporate Debt Securities                         |
| TOYOTA MTR CR CORP             FR 4.55%080929      | 2029-08-09      | 4.5500%  | 0.0000% | $639000.00         | $653029.78         | Corporate Debt Securities                         |
| INTUIT                         SR GLBL NT 26       | 2026-09-15      | 5.2500%  | 0.0000% | $159000.00         | $161133.38         | Corporate Debt Securities                         |
| PECO ENERGY CO                 1M GLBL BD3.7%47    | 2047-09-15      | 3.7000%  | 0.0000% | $1081000.00        | $842176.47         | Corporate Debt Securities                         |
| UNION PAC CORP                 SR GLBL NT 52       | 2052-03-10      | 2.9500%  | 0.0000% | $425000.00         | $279309.53         | Corporate Debt Securities                         |
| URSA RE LTD                    EXTND-AA 144A 30    | 2030-12-07      | 9.4800%  | 0.0000% | $250000.00         | $259334.17         | Corporate Debt Securities                         |
| FOUNDRY JV HOLDCO LLC.         SR SEC 144A NT38    | 2038-01-25      | 6.4000%  | 0.0000% | $13335000.00       | $14633503.03       | Corporate Debt Securities                         |
| FRONTIER COMMUNICATIONS HLDGS  SR SEC GLBL 28      | 2028-05-01      | 5.0000%  | 0.0000% | $21194000.00       | $21601654.82       | Corporate Debt Securities                         |
| FIRST QUANTUM MINERALS LTD     SR SEC 144A NT29    | 2029-03-01      | 9.3750%  | 0.0000% | $2856000.00        | $3047300.83        | Corporate Debt Securities                         |

### Security 641: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 4.530000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP19HYU2, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP19HYU2
- **C.18 - Value (incl. sponsor support):** $249962817.50
- **C.18.a - Value (excl. sponsor support):** $249962817.50
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.5900%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-12-29
- **C.13 - Final Legal Maturity Date:** 2026-01-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                          |
|:---|:---|:---|:---|:---|:---|:---|
| OPEN TRUST 2023-AIR            C      20401115 FLT | 2028-10-15      | 9.3861%  | 0.0000% | $11935000.00       | $9591308.49        | Private Label Collateralized Mortgage Obligations |
| INDIGO MERGER SUB INC          SR SEC GLBL 26      | 2026-07-15      | 2.8750%  | 0.0000% | $200000.00         | $198269.92         | Corporate Debt Securities                         |
| MADISON PARK FDG LTD 2017-23R  A-R    20310728 FLT | 2031-07-28      | 5.5454%  | 0.0000% | $500000.00         | $273890.55         | Asset-Backed Securities                           |
| OT MIDCO INC                   SR SEC GLBL 30      | 2030-02-15      | 10.0000% | 0.0000% | $387000.00         | $266348.88         | Corporate Debt Securities                         |
| GATEWAY RE LTD                 -A-20251 144A 28    | 2028-07-07      | 14.4483% | 0.0000% | $5500000.00        | $5859150.00        | Corporate Debt Securities                         |
| NESTLE HLDGS INC               GLBL 144A NT 41     | 2041-09-14      | 2.5000%  | 0.0000% | $240000.00         | $170467.47         | Corporate Debt Securities                         |
| MORGAN STANLEY BK N A          SR GLBL -A NT 29    | 2029-01-12      | 5.0160%  | 0.0000% | $382000.00         | $392997.02         | Corporate Debt Securities                         |
| JW COMMERCIAL MTG TR 2024-MRCO A      20390615 FLT | 2039-06-15      | 5.7713%  | 0.0000% | $100000.00         | $100396.77         | Private Label Collateralized Mortgage Obligations |
| HUMANA INC                     SR GLBL NT5.5%53    | 2053-03-15      | 5.5000%  | 0.0000% | $252000.00         | $234408.30         | Corporate Debt Securities                         |
| CK HUTCHISON INTERNATIONAL 19  SR 144A NT 29       | 2029-04-11      | 3.6250%  | 0.0000% | $200000.00         | $199181.47         | Corporate Debt Securities                         |
| DBS GROUP HOLDINGS LTD         FR 1.194%031527     | 2027-03-15      | 1.1940%  | 0.0000% | $225000.00         | $216460.69         | Corporate Debt Securities                         |
| ENPRO INC                      SR GLBL 144A 33     | 2033-06-01      | 6.1250%  | 0.0000% | $59000.00          | $61757.47          | Corporate Debt Securities                         |
| CREDIT AGRICOLE SA LONDON BRH  FR 5.862%010936     | 2036-01-09      | 5.8620%  | 0.0000% | $500000.00         | $533129.75         | Corporate Debt Securities                         |
| ARDAGH METAL PACKAGING FIN PLC SR GLBL 144A 29     | 2029-09-01      | 4.0000%  | 0.0000% | $300000.00         | $282846.00         | Corporate Debt Securities                         |
| SMBC AVIATION CAP FIN          SR GLBL 144A 30     | 2030-04-01      | 5.1000%  | 0.0000% | $221000.00         | $231583.32         | Corporate Debt Securities                         |
| SOTHEBYS / BIDFAIR HLDGS INC   SR 144A NT 29       | 2029-06-01      | 5.8750%  | 0.0000% | $299000.00         | $277929.51         | Corporate Debt Securities                         |
| MYSTIC RE IV LIMITED           EXTND-B 144A 32     | 2032-01-12      | 14.1983% | 0.0000% | $5500000.00        | $5722750.00        | Corporate Debt Securities                         |
| HIGH PT RE LTD                 EXTND-A 144A 32     | 2032-01-06      | 9.6400%  | 0.0000% | $2000000.00        | $2052800.00        | Corporate Debt Securities                         |
| MATTERHORN RE LTD              SR SEC GLBL 27      | 2027-01-08      | 1.5000%  | 0.0000% | $800000.00         | $417819.94         | Corporate Debt Securities                         |
| ST MARYS CEM INC               GLBL 144A NT 34     | 2034-04-02      | 5.7500%  | 0.0000% | $200000.00         | $206609.89         | Corporate Debt Securities                         |
| OCELOT RE LTD                  -B-20251 144A 29    | 2029-02-26      | 10.1983% | 0.0000% | $1439000.00        | $1498286.80        | Corporate Debt Securities                         |
| OCEANSIDE RE LTD               -A VR 144A BD 28    | 2028-05-14      | 9.9483%  | 0.0000% | $1000000.00        | $1028500.00        | Corporate Debt Securities                         |
| TOWD PT MTG TR 2018-1          M1     20580125 FLT | 2058-01-25      | 3.5000%  | 0.0000% | $183000.00         | $176111.60         | Private Label Collateralized Mortgage Obligations |
| LEAR CORP                      SR GLBL NT 29       | 2029-05-15      | 4.2500%  | 0.0000% | $90000.00          | $90869.18          | Corporate Debt Securities                         |
| KOREA HYDRO & NUCLEAR PWR CO   FR 3.125%072527     | 2027-07-25      | 3.1250%  | 0.0000% | $200000.00         | $197618.47         | Corporate Debt Securities                         |
| GRUMA SAB DE CV                SR GLBL 144A 54     | 2054-12-09      | 5.7610%  | 0.0000% | $220000.00         | $222499.88         | Corporate Debt Securities                         |
| MASSMUTUAL GLBL FDG II MTN     SR SEC GLBL 30      | 2030-10-09      | 1.5500%  | 0.0000% | $300000.00         | $264738.75         | Corporate Debt Securities                         |
| HSBC HLDGS PLC                 SR GLBL NT 28       | 2028-05-17      | 5.5970%  | 0.0000% | $365000.00         | $379956.90         | Corporate Debt Securities                         |
| SANDERS RE III LTD ACTING      EXTND-B 144A 30     | 2030-04-08      | 19.7883% | 0.0000% | $500000.00         | $518524.84         | Corporate Debt Securities                         |
| CORPORACION NACIONAL DEL COBRE 3.625%27            | 2027-08-01      | 3.6250%  | 0.0000% | $200000.00         | $199270.19         | Corporate Debt Securities                         |
| CREDIT AGRICOLE SA LONDON BRH  FR 4.631%091128     | 2028-09-11      | 4.6310%  | 0.0000% | $489000.00         | $493036.27         | Corporate Debt Securities                         |
| ALCAN INC                      SR GLBL NT 35       | 2035-06-01      | 5.7500%  | 0.0000% | $2330000.00        | $2542372.38        | Corporate Debt Securities                         |
| BANCO DE CREDITO E INVERSIONES FR 2.875%101431     | 2031-10-14      | 2.8750%  | 0.0000% | $395000.00         | $365073.59         | Corporate Debt Securities                         |
| DBGS MORTGAGE TRUST 2024-SBL   C      20340815 FLT | 2034-08-15      | 7.1406%  | 0.0000% | $7000000.00        | $7025201.75        | Private Label Collateralized Mortgage Obligations |
| CITIBANK N A                   SR GLBL NT 29       | 2029-08-06      | 4.8380%  | 0.0000% | $500000.00         | $515598.50         | Corporate Debt Securities                         |
| ELECTRICITE DE FRANCE SA       SR GLBL 144A 39     | 2039-01-26      | 6.9500%  | 0.0000% | $12985000.00       | $14696624.99       | Corporate Debt Securities                         |
| BANCO BRADESCO SA GRAND CAYMAN FR 6.5%012230       | 2030-01-22      | 6.5000%  | 0.0000% | $1170000.00        | $1234505.35        | Corporate Debt Securities                         |
| BARCLAYS PLC                   LW TIER II GLBL     | 2034-06-27      | 7.1190%  | 0.0000% | $400000.00         | $455744.30         | Corporate Debt Securities                         |
| BANCO BILBAO VIZCAYA ARGENTARI LW TIER II 34       | 2034-11-15      | 7.8830%  | 0.0000% | $2200000.00        | $2622468.75        | Corporate Debt Securities                         |
| BARCLAYS PLC                   GLBL COCO 29        | 2029-02-25      | 5.0860%  | 0.0000% | $200000.00         | $204426.94         | Corporate Debt Securities                         |
| GE HEALTHCARE TECHNOLOGIES INC SR GLBL NT5.6%25    | 2025-11-15      | 5.6000%  | 0.0000% | $171000.00         | $174674.79         | Corporate Debt Securities                         |
| SK HYNIX INC                   GLBL REGS NT 31     | 2031-01-19      | 2.3750%  | 0.0000% | $200000.00         | $180234.81         | Corporate Debt Securities                         |
| SIEMENS FIN NV                 SR GLBL REGS 31     | 2031-03-11      | 2.1500%  | 0.0000% | $500000.00         | $451162.36         | Corporate Debt Securities                         |
| PT INDONESIA ASAHAN ALUMINIUM  SR GLBL REGS 30     | 2030-05-15      | 5.4500%  | 0.0000% | $350000.00         | $369067.12         | Corporate Debt Securities                         |
| ROP SUKUK TR                   GLBL REGS 29        | 2029-06-06      | 5.0450%  | 0.0000% | $400000.00         | $415866.33         | Corporate Debt Securities                         |
| NESTLE HLDGS INC               GLBL 144A NT4%48    | 2048-09-24      | 4.0000%  | 0.0000% | $255000.00         | $212059.70         | Corporate Debt Securities                         |
| NIAGARA MOHAWK PWR CORP        SR 144A NT 34       | 2034-01-17      | 5.2900%  | 0.0000% | $5926000.00        | $6108502.69        | Corporate Debt Securities                         |
| NATIONWIDE BLDG SOC GLOBAL COV FR 1.5%101326       | 2026-10-13      | 1.5000%  | 0.0000% | $200000.00         | $196287.67         | Corporate Debt Securities                         |
| UWM MTG TR 2021-1              A-4    20510625 FLT | 2051-06-25      | 2.5000%  | 0.0000% | $9998804.00        | $5489335.73        | Private Label Collateralized Mortgage Obligations |
| TSMC ARIZ CORP                 SR GLBL NT2.5%31    | 2031-10-25      | 2.5000%  | 0.0000% | $238000.00         | $218639.63         | Corporate Debt Securities                         |
| CELULOSA ARAUCO Y CONSTITUCION SR GLBL REGS 30     | 2030-01-29      | 4.2000%  | 0.0000% | $385000.00         | $373918.42         | Corporate Debt Securities                         |
| LG ENERGY SOLUTION LTD         SR GLBL REGS 28     | 2028-09-25      | 5.7500%  | 0.0000% | $400000.00         | $413859.44         | Corporate Debt Securities                         |
| PETRONAS CAPITAL LTD           FR 4.55%042150      | 2050-04-21      | 4.5500%  | 0.0000% | $301000.00         | $271515.80         | Corporate Debt Securities                         |
| SUTTER RE LIMITED              EXTND-B 144A 30     | 2030-06-07      | 10.6983% | 0.0000% | $7500000.00        | $7661250.00        | Corporate Debt Securities                         |
| VOLKSWAGEN GROUP AMER FIN LLC  SR GLBL REGS 25     | 2025-11-24      | 1.2500%  | 0.0000% | $200000.00         | $199869.00         | Corporate Debt Securities                         |
| MYSTIC RE IV LIMITED           -A FL 144A NT 27    | 2027-01-08      | 15.9483% | 0.0000% | $900000.00         | $990911.44         | Corporate Debt Securities                         |
| NETAPP INC                     SR GLBL NT5.5%32    | 2032-03-17      | 5.5000%  | 0.0000% | $26140000.00       | $27256337.74       | Corporate Debt Securities                         |
| SUMITOMO MITSUI FIN GRP INC    SR GLBL NT 36       | 2036-07-08      | 5.2460%  | 0.0000% | $320000.00         | $332047.75         | Corporate Debt Securities                         |
| SWEDBANK AB                    FR 4.998%112029     | 2029-11-20      | 4.9980%  | 0.0000% | $2649000.00        | $2788015.10        | Corporate Debt Securities                         |
| GENERAL MILLS INC              SR GLBL NT 35       | 2035-01-30      | 5.2500%  | 0.0000% | $10100000.00       | $10378457.00       | Corporate Debt Securities                         |
| ORACLE CORP                    SR GLBL NT 65       | 2065-08-03      | 6.1250%  | 0.0000% | $7302000.00        | $7450653.51        | Corporate Debt Securities                         |
| ORACLE CORP                    SR GLBL NT 55       | 2055-09-26      | 5.9500%  | 0.0000% | $93000.00          | $93267.94          | Corporate Debt Securities                         |
| MCDONALDS CORP                 FR 5%021336         | 2036-02-13      | 5.0000%  | 0.0000% | $7228000.00        | $7324011.93        | Corporate Debt Securities                         |
| UNITEDHEALTH GROUP INC         SR GLBL NT5.3%35    | 2035-06-15      | 5.3000%  | 0.0000% | $4004000.00        | $4205730.42        | Corporate Debt Securities                         |
| HSBC HLDGS PLC                 SR GLBL NT 29       | 2029-03-09      | 6.1610%  | 0.0000% | $269000.00         | $281428.85         | Corporate Debt Securities                         |
| UBER TECHNOLOGIES INC          SR GLBL 144A 29     | 2029-08-15      | 4.5000%  | 0.0000% | $24000.00          | $24052.68          | Corporate Debt Securities                         |
| TRUST 1401                     SR 144A NT7.7%32    | 2032-01-23      | 7.7000%  | 0.0000% | $400000.00         | $441868.22         | Corporate Debt Securities                         |
| RESIDENTIAL REINS 2025 LTD     EXT GLBL 144A 33    | 2033-06-06      | 9.6983%  | 0.0000% | $3475000.00        | $3590717.50        | Corporate Debt Securities                         |
| STATE GRID OVERSEAS INVT 2016  FR 3.5%050427       | 2027-05-04      | 3.5000%  | 0.0000% | $200000.00         | $201656.89         | Corporate Debt Securities                         |
| ROGERS COMMUNICATIONS INC      SUB GLBL NT 55      | 2055-04-15      | 7.1250%  | 0.0000% | $797000.00         | $880967.94         | Corporate Debt Securities                         |
| PACIFICORP                     1MT 6.25%37         | 2037-10-15      | 6.2500%  | 0.0000% | $69000.00          | $75805.18          | Corporate Debt Securities                         |
| HPS CORPORATE LENDING FUND     SR GLBL NT 29       | 2029-01-30      | 6.7500%  | 0.0000% | $85000.00          | $89580.65          | Corporate Debt Securities                         |
| GA GLOBAL FUNDING TRUST        SR SEC 144A 28      | 2028-09-15      | 1.9500%  | 0.0000% | $251000.00         | $234499.89         | Corporate Debt Securities                         |
| JAB HLDGS B V                  SR GLBL 144A 30     | 2030-11-23      | 2.2000%  | 0.0000% | $484000.00         | $428447.02         | Corporate Debt Securities                         |
| BNP PARIBAS                    SNR NPF REGS 28     | 2028-01-20      | 2.5910%  | 0.0000% | $300000.00         | $294950.42         | Corporate Debt Securities                         |
| BAYOU RE LTD                   EXTND-A 144A 30     | 2030-05-26      | 12.3900% | 0.0000% | $8420000.00        | $8963090.00        | Corporate Debt Securities                         |
| ABN AMRO BANK N.V.             FR 4.8%041826       | 2026-04-18      | 4.8000%  | 0.0000% | $400000.00         | $408952.00         | Corporate Debt Securities                         |
| AIA GROUP LTD HONG KONG        FR 4.95%040433      | 2033-04-04      | 4.9500%  | 0.0000% | $220000.00         | $231158.40         | Corporate Debt Securities                         |
| ALCON FIN CORP                 SR GLBL 144A 30     | 2030-05-27      | 2.6000%  | 0.0000% | $306000.00         | $285688.74         | Corporate Debt Securities                         |
| BPCE                           FR 6.714%101929     | 2029-10-19      | 6.7140%  | 0.0000% | $400000.00         | $436466.60         | Corporate Debt Securities                         |
| BPCE                           SNR PREF GLBL 26    | 2026-01-20      | 1.0000%  | 0.0000% | $500000.00         | $495982.22         | Corporate Debt Securities                         |
| BANCO SANTANDER S.A.           SNR PREF GLBL 33    | 2033-11-07      | 6.9380%  | 0.0000% | $600000.00         | $705371.57         | Corporate Debt Securities                         |
| BANCO SANTANDER S.A.           SNR PREF GLBL 28    | 2028-07-15      | 5.3650%  | 0.0000% | $600000.00         | $618652.25         | Corporate Debt Securities                         |
| RWE FINANCE US LLC             SR 144A NT 54       | 2054-04-16      | 6.2500%  | 0.0000% | $450000.00         | $481721.50         | Corporate Debt Securities                         |
| WELLS FAR COM MTG TR 2025-609M A      20420815 FLT | 2042-08-15      | 5.6927%  | 0.0000% | $200000.00         | $199974.79         | Private Label Collateralized Mortgage Obligations |
| MITSUBISHI CORP                SR 144A NT 5%29     | 2029-07-02      | 5.0000%  | 0.0000% | $206000.00         | $214259.00         | Corporate Debt Securities                         |
| HSBC BANK USA NA               FR 5.625%081535     | 2035-08-15      | 5.6250%  | 0.0000% | $360000.00         | $377874.45         | Corporate Debt Securities                         |
| NAKAMA RE LTD                  -2-20231 144A 28    | 2028-05-09      | 8.1006%  | 0.0000% | $2417000.00        | $2523348.00        | Corporate Debt Securities                         |
| BANCO DE CHILE                 SR GLBL REGS 31     | 2031-12-09      | 2.9900%  | 0.0000% | $269000.00         | $247329.14         | Corporate Debt Securities                         |
| SCHLUMBERGER HLDGS CORP        SR GLBL 144A 29     | 2029-05-01      | 4.3000%  | 0.0000% | $6114000.00        | $6248613.30        | Corporate Debt Securities                         |
| 7-ELEVEN INC                   GLBL REGS NT 28     | 2028-02-10      | 1.3000%  | 0.0000% | $121000.00         | $113280.87         | Corporate Debt Securities                         |
| OHI GROUP SA                   SR SEC REGS 29      | 2029-07-22      | 13.0000% | 0.0000% | $320000.00         | $329324.89         | Corporate Debt Securities                         |
| RELIANCE INC                   SR GLBL NT 30       | 2030-08-15      | 2.1500%  | 0.0000% | $29491000.00       | $26559815.78       | Corporate Debt Securities                         |
| WELLS FARGO & CO               FR 5.557%072534     | 2034-07-25      | 5.5570%  | 0.0000% | $2854000.00        | $3027647.27        | Corporate Debt Securities                         |
| INSTITUTO COSTARRI             GLBL REGS NT 31     | 2031-10-07      | 6.7500%  | 0.0000% | $437000.00         | $470009.89         | Corporate Debt Securities                         |
| AVALONBAY CMNTYS INC           SR GLBL NT 32       | 2032-01-15      | 2.0500%  | 0.0000% | $3689000.00        | $3242707.85        | Corporate Debt Securities                         |
| BPCE                           FR 5.716%011830     | 2030-01-18      | 5.7160%  | 0.0000% | $258000.00         | $269765.32         | Corporate Debt Securities                         |
| BPCE                           FR 3.5%102327       | 2027-10-23      | 3.5000%  | 0.0000% | $350000.00         | $349119.36         | Corporate Debt Securities                         |
| BARCLAYS PLC                   GLBL COCO 28        | 2028-03-12      | 5.6740%  | 0.0000% | $225000.00         | $229953.83         | Corporate Debt Securities                         |
| BANCO SANTANDER S.A.           LW TIER II GLBL     | 2030-12-03      | 2.7490%  | 0.0000% | $1400000.00        | $1282769.95        | Corporate Debt Securities                         |
| ASHFORD HOSP TR 2018-ASHF      B      20350416 FLT | 2035-04-16      | 5.5730%  | 0.0000% | $3822000.00        | $3821320.00        | Private Label Collateralized Mortgage Obligations |
| LOUISVILLE GAS & ELEC CO       1M GLBL BD 43       | 2043-11-15      | 4.6500%  | 0.0000% | $85000.00          | $76630.69          | Corporate Debt Securities                         |
| HSBC HLDGS PLC                 SR GLBL NT 44       | 2044-03-09      | 6.3320%  | 0.0000% | $248000.00         | $273988.83         | Corporate Debt Securities                         |
| SMURFIT KAPPA TREAS UNLIMITED  SR GLBL NT 34       | 2034-04-03      | 5.4380%  | 0.0000% | $200000.00         | $212691.37         | Corporate Debt Securities                         |
| SOCIEDAD QUIMICA Y MINERA DE   SR GLBL 144A 33     | 2033-11-07      | 6.5000%  | 0.0000% | $200000.00         | $221399.89         | Corporate Debt Securities                         |
| ONEOK PARTNERS LP              SR NT 6.125%41      | 2041-02-01      | 6.1250%  | 0.0000% | $2326000.00        | $2415477.02        | Corporate Debt Securities                         |
| LLOYDS BANKING GROUP PLC       SR GLBL COCO 27     | 2027-05-11      | 1.6270%  | 0.0000% | $300000.00         | $297042.61         | Corporate Debt Securities                         |
| NOMURA HLDGS INC               SR GLBL NT 35       | 2035-06-29      | 5.4910%  | 0.0000% | $336000.00         | $350856.23         | Corporate Debt Securities                         |
| SUMITOMO MITSUI FIN GRP INC    LW TIER II 44       | 2044-07-09      | 5.8360%  | 0.0000% | $1952000.00        | $2075563.55        | Corporate Debt Securities                         |
| JAPAN TOBACCO INC              FR 5.25%061530      | 2030-06-15      | 5.2500%  | 0.0000% | $150000.00         | $159187.88         | Corporate Debt Securities                         |
| BANCO SANTANDER MEXICO SA      LW TIER II 28       | 2028-10-01      | 7.5250%  | 0.0000% | $200000.00         | $222074.42         | Corporate Debt Securities                         |
| COMPANIA DE MINAS BUENAVENTURA SR REGS NT6.8%32    | 2032-02-04      | 6.8000%  | 0.0000% | $331000.00         | $344232.64         | Corporate Debt Securities                         |
| BIMBO BAKERIES USA INC         SR REGS NT 4%51     | 2051-05-17      | 4.0000%  | 0.0000% | $300000.00         | $231917.33         | Corporate Debt Securities                         |
| SINOPEC GRP OVSEAS DEV 2015    GLBL REGS NT 45     | 2045-04-28      | 4.1000%  | 0.0000% | $230000.00         | $211473.76         | Corporate Debt Securities                         |
| INVERSIONES LA CONSTRUCCION S  GLBL REGS BD 32     | 2032-02-07      | 4.7500%  | 0.0000% | $230000.00         | $223068.50         | Corporate Debt Securities                         |
| ENEL FIN INTL N.V.             SR GLBL REGS 28     | 2028-04-06      | 3.5000%  | 0.0000% | $200000.00         | $199681.33         | Corporate Debt Securities                         |
| SOCIEDAD DE TRANSMISION AUSTRA SR GLBL REGS 32     | 2032-01-27      | 4.0000%  | 0.0000% | $300000.00         | $286566.00         | Corporate Debt Securities                         |
| HUMANA INC                     SR GLBL NT 33       | 2033-03-01      | 5.8750%  | 0.0000% | $70000.00          | $73890.78          | Corporate Debt Securities                         |
| PETRONAS ENERGY CANADA LIMITED FR 2.112%032328     | 2028-03-23      | 2.1120%  | 0.0000% | $290000.00         | $277153.19         | Corporate Debt Securities                         |
| MITSUBISHI CORP                SR GLBL 144A 34     | 2034-07-17      | 5.1250%  | 0.0000% | $205000.00         | $213329.63         | Corporate Debt Securities                         |
| SOCIETE GENERALE               SUB COCO 55         | 2055-01-19      | 7.1320%  | 0.0000% | $400000.00         | $434878.36         | Corporate Debt Securities                         |
| SOCIETE GENERALE               FR 7.367%011053     | 2053-01-10      | 7.3670%  | 0.0000% | $13000000.00       | $14531154.44       | Corporate Debt Securities                         |
| ONTARIO TEACH FIN TR           SR GLBL 144A 29     | 2029-04-10      | 4.6250%  | 0.0000% | $275000.00         | $288147.83         | Corporate Debt Securities                         |
| TENCENT HLDGS LTD              FR 3.975%041129     | 2029-04-11      | 3.9750%  | 0.0000% | $200000.00         | $203438.08         | Corporate Debt Securities                         |
| MIZUHO FINANCIAL GROUP INC     SR GLBL COCO 30     | 2030-09-13      | 2.8690%  | 0.0000% | $259000.00         | $245403.74         | Corporate Debt Securities                         |
| SOCIETE GENERALE               FR 7.367%011053     | 2053-01-10      | 7.3670%  | 0.0000% | $400000.00         | $447112.44         | Corporate Debt Securities                         |
| ROGERS COMMUNICATIONS INC      SR GLBL NT4.5%42    | 2042-03-15      | 4.5000%  | 0.0000% | $7382000.00        | $6455595.91        | Corporate Debt Securities                         |
| FLEXTRONICS INTL LTD           SR GLBL NT 32       | 2032-01-15      | 5.2500%  | 0.0000% | $179000.00         | $185151.78         | Corporate Debt Securities                         |
| NEXTERA ENERGY CAP HLDGS INC   SR GLBL DB3.5%29    | 2029-04-01      | 3.5000%  | 0.0000% | $547000.00         | $544151.65         | Corporate Debt Securities                         |
| GENERAL MILLS INC              SR NT 5.4%40        | 2040-06-15      | 5.4000%  | 0.0000% | $2471000.00        | $2509695.86        | Corporate Debt Securities                         |
| BANCO SANTANDER S.A.           SNR NPF GLBL 28     | 2028-04-12      | 4.3790%  | 0.0000% | $400000.00         | $409398.13         | Corporate Debt Securities                         |
| CHILE ELECTRICITY LUX MPC II S SR SEC GLBL 35      | 2035-10-20      | 5.6720%  | 0.0000% | $3953000.00        | $4176017.72        | Corporate Debt Securities                         |
| DAIMLER TRUCKS FIN NORTH AMER  SR 144A NT 28       | 2028-01-13      | 4.9500%  | 0.0000% | $225000.00         | $230455.69         | Corporate Debt Securities                         |
| DIAGEO CAP PLC                 SR GLBL NT 33       | 2033-10-05      | 5.6250%  | 0.0000% | $225000.00         | $245608.59         | Corporate Debt Securities                         |
| UNILEVER CAP CORP              SR GLBL NT5.9%32    | 2032-11-15      | 5.9000%  | 0.0000% | $2237000.00        | $2505182.75        | Corporate Debt Securities                         |
| RELIANCE INDS LTD              GLBL REGS NT 52     | 2052-01-12      | 3.6250%  | 0.0000% | $250000.00         | $187158.54         | Corporate Debt Securities                         |
| SMBC AVIATION CAP FIN          SR GLBL REGS 34     | 2034-04-03      | 5.5500%  | 0.0000% | $200000.00         | $212251.50         | Corporate Debt Securities                         |
| OTIS WORLDWIDE CORP            GLBL NT 3.112%40    | 2040-02-15      | 3.1120%  | 0.0000% | $12000.00          | $9426.84           | Corporate Debt Securities                         |
| BANCO SANTANDER MEXICO SA      SR REGS NT 29       | 2029-12-10      | 5.6210%  | 0.0000% | $200000.00         | $211293.06         | Corporate Debt Securities                         |
| LKQ CORP                       SR GLBL NT 33       | 2033-06-15      | 6.2500%  | 0.0000% | $120000.00         | $130160.30         | Corporate Debt Securities                         |
| NEXA RES S A                   SR 144A NT 34       | 2034-04-09      | 6.7500%  | 0.0000% | $293000.00         | $320106.16         | Corporate Debt Securities                         |
| KEURIG DR PEPPER INC           SR GLBL NT 28       | 2028-05-15      | 4.3500%  | 0.0000% | $458000.00         | $465740.58         | Corporate Debt Securities                         |
| BOC AVIATION USA CORPORATION   FR 5.25%011430      | 2030-01-14      | 5.2500%  | 0.0000% | $200000.00         | $209958.67         | Corporate Debt Securities                         |
| HYUNDAI CAP SVCS INC           FR 5.25%012228      | 2028-01-22      | 5.2500%  | 0.0000% | $200000.00         | $205767.33         | Corporate Debt Securities                         |
| METROPOLITAN LIFE GLOBAL FDG I FR 3.45%121826      | 2026-12-18      | 3.4500%  | 0.0000% | $220000.00         | $220597.30         | Corporate Debt Securities                         |
| SOCIETE GENERALE               FR 4.75%091428      | 2028-09-14      | 4.7500%  | 0.0000% | $289000.00         | $291783.39         | Corporate Debt Securities                         |
| ONTARIO TEACH FIN TR           SR GLBL 144A 28     | 2028-04-25      | 4.2500%  | 0.0000% | $325000.00         | $334538.30         | Corporate Debt Securities                         |
| PACIFIC GAS & ELEC CO          1M GLBL BD 29       | 2029-05-15      | 5.5500%  | 0.0000% | $1297000.00        | $1361801.36        | Corporate Debt Securities                         |
| SWEDBANK AB                    FR 5.083%052130     | 2030-05-21      | 5.0830%  | 0.0000% | $200000.00         | $208974.82         | Corporate Debt Securities                         |
| NATIONAL AUSTRALIA BK N Y BRH  SR NT 3.905%27      | 2027-06-09      | 3.9050%  | 0.0000% | $363000.00         | $367312.59         | Corporate Debt Securities                         |
| SYSTEM ENERGY RESOURCES INC    1M GLBL BD5.3%34    | 2034-12-15      | 5.3000%  | 0.0000% | $3315000.00        | $3392664.92        | Corporate Debt Securities                         |
| UBS GROUP AG                   SR REGS NT 33       | 2033-11-15      | 9.0160%  | 0.0000% | $250000.00         | $321730.00         | Corporate Debt Securities                         |
| ADANI PORTS & SPL ECONOMIC     SR GLBL REGS 29     | 2029-07-03      | 4.3750%  | 0.0000% | $200000.00         | $197246.58         | Corporate Debt Securities                         |
| ENEL FIN INTL N.V.             SR REGS NT 27       | 2027-06-15      | 4.6250%  | 0.0000% | $20000000.00       | $20394791.66       | Corporate Debt Securities                         |
| ALPEK SA DE CV                 SR GLBL REGS 31     | 2031-02-25      | 3.2500%  | 0.0000% | $290000.00         | $255626.22         | Corporate Debt Securities                         |
| IMPERIAL TOB FIN PLC           SR REGS NT 27       | 2027-07-27      | 6.1250%  | 0.0000% | $200000.00         | $208457.75         | Corporate Debt Securities                         |
| UBS GROUP AG                   SR GLBL REGS 33     | 2033-08-12      | 6.5370%  | 0.0000% | $334000.00         | $371640.46         | Corporate Debt Securities                         |
| ROYAL CARIBBEAN GROUP          SR GLBL REGS 33     | 2033-02-01      | 6.0000%  | 0.0000% | $2273000.00        | $2357654.10        | Corporate Debt Securities                         |
| CORPORACION NACIONAL DEL COBRE SR REGS NT 43       | 2043-10-18      | 5.6250%  | 0.0000% | $400000.00         | $391161.00         | Corporate Debt Securities                         |
| VOTORANTIM CIMENTOS S A        SR GLBL REGS 41     | 2041-04-05      | 7.2500%  | 0.0000% | $218000.00         | $250611.29         | Corporate Debt Securities                         |
| EMPRESA NACIONAL DE TELE       SR REGS NT 32       | 2032-09-14      | 3.0500%  | 0.0000% | $200000.00         | $177727.11         | Corporate Debt Securities                         |
| KALLPA GENERACION S A          SR REGS NT 32       | 2032-01-30      | 5.8750%  | 0.0000% | $400000.00         | $422316.67         | Corporate Debt Securities                         |
| ENGIE ENERGIA CHILE SA         SR GLBL REGS 30     | 2030-01-28      | 3.4000%  | 0.0000% | $240000.00         | $227715.73         | Corporate Debt Securities                         |
| AKER BP ASA                    SR GLBL REGS 26     | 2026-01-15      | 2.8750%  | 0.0000% | $280000.00         | $279854.28         | Corporate Debt Securities                         |
| MERCEDES-BENZ FIN NORTH AMER   GLBL FLT REGS 28    | 2028-03-31      | 5.1122%  | 0.0000% | $200000.00         | $200888.00         | Corporate Debt Securities                         |
| TRANSATLANTIC HLDGS INC        SR NT 8%39          | 2039-11-30      | 8.0000%  | 0.0000% | $8000.00           | $10274.05          | Corporate Debt Securities                         |
| EMPRESA DE TRANSPORTE DE PASAJ GLBL 144A NT 50     | 2050-05-07      | 4.7000%  | 0.0000% | $200000.00         | $177633.89         | Corporate Debt Securities                         |
| FOUNDRY JV HOLDCO LLC.         SR SEC 144A NT39    | 2039-01-25      | 6.3000%  | 0.0000% | $206000.00         | $224606.95         | Corporate Debt Securities                         |

### Security 642: BNP PARIBAS SA

- **C.1 - Title:** BNP PARIBAS SA 4.520000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP19IVU3, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: ARP19IVU3
- **C.18 - Value (incl. sponsor support):** $299930028.00
- **C.18.a - Value (excl. sponsor support):** $299930028.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.5800%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-11-04
- **C.13 - Final Legal Maturity Date:** 2026-02-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                  |
|:---|:---|:---|:---|:---|:---|:---|
| VMED O2 UK FING I PLC          SR SEC GLBL 31   | 2031-07-15      | 4.7500%  | 0.0000% | $240000.00         | $228932.60         | Corporate Debt Securities |
| TENNECO LLC                    SR SEC GLBL 28   | 2028-11-17      | 8.0000%  | 0.0000% | $3735000.00        | $3786356.25        | Corporate Debt Securities |
| UNIVISION COMMUNICATIONS INC   SR SEC 144A NT31 | 2031-07-31      | 8.5000%  | 0.0000% | $69000.00          | $72558.79          | Corporate Debt Securities |
| TALLGRASS ENERGY PARTNERS LP/  SR GLBL 144A 30  | 2030-12-31      | 6.0000%  | 0.0000% | $1059000.00        | $1063098.33        | Corporate Debt Securities |
| TALLGRASS ENERGY PARTNERS LP/  SR GLBL 144A 30  | 2030-12-31      | 6.0000%  | 0.0000% | $3479000.00        | $3492463.73        | Corporate Debt Securities |
| VERDE PURCHASER LLC            SR SEC 144A NT30 | 2030-11-30      | 10.5000% | 0.0000% | $341000.00         | $378076.93         | Corporate Debt Securities |
| VERDE PURCHASER LLC            SR SEC 144A NT30 | 2030-11-30      | 10.5000% | 0.0000% | $2929000.00        | $3247470.17        | Corporate Debt Securities |
| PRECISION DRILLING CORP        SR GLBL 144A 29  | 2029-01-15      | 6.8750%  | 0.0000% | $71000.00          | $72450.03          | Corporate Debt Securities |
| PRECISION DRILLING CORP        SR GLBL 144A 29  | 2029-01-15      | 6.8750%  | 0.0000% | $1529000.00        | $1560226.64        | Corporate Debt Securities |
| WELLTEC INTL APS               SR SEC 144A NT26 | 2026-10-15      | 8.2500%  | 0.0000% | $317000.00         | $326323.23         | Corporate Debt Securities |
| INEOS FINANCE PLC              SR SEC REGS NT29 | 2029-04-15      | 7.5000%  | 0.0000% | $3150000.00        | $3179310.75        | Corporate Debt Securities |
| AVIS BUDGET CAR RENT LLC /AVIS SR GLBL 144A 32  | 2032-06-15      | 8.3750%  | 0.0000% | $1377000.00        | $1482706.36        | Corporate Debt Securities |
| ASCENT RES UTICA HLDGS LLC / A SR GLBL 144A 29  | 2029-06-30      | 5.8750%  | 0.0000% | $2089000.00        | $2094980.05        | Corporate Debt Securities |
| CCO HLDGS LLC / CCO HLDGS CAP  SR GLBL 144A 30  | 2030-08-15      | 4.5000%  | 0.0000% | $2236000.00        | $2123540.38        | Corporate Debt Securities |
| CLARIVATE SCIENCE HOLDINGS COR SR SEC GLBL 28   | 2028-07-01      | 3.8750%  | 0.0000% | $631000.00         | $613702.71         | Corporate Debt Securities |
| CHEMOURS CO                    SR GLBL NT 27    | 2027-05-15      | 5.3750%  | 0.0000% | $11000.00          | $11224.91          | Corporate Debt Securities |
| CCO HLDGS LLC / CCO HLDGS CAP  SR GLBL 144A 32  | 2032-02-01      | 4.7500%  | 0.0000% | $1375000.00        | $1282028.99        | Corporate Debt Securities |
| DELEK LOGISTICS PARTNERS LP /  SR GLBL 144A 29  | 2029-03-15      | 8.6250%  | 0.0000% | $1591000.00        | $1666530.74        | Corporate Debt Securities |
| DIRECTV FING LLC / DIRECTV     SR SEC 144A NT27 | 2027-08-15      | 5.8750%  | 0.0000% | $88000.00          | $88559.13          | Corporate Debt Securities |
| DANA INC                       SR GLBL NT4.5%32 | 2032-02-15      | 4.5000%  | 0.0000% | $3190000.00        | $3157924.55        | Corporate Debt Securities |
| UNDER ARMOUR INC               SR GLBL 144A 30  | 2030-07-15      | 7.2500%  | 0.0000% | $950000.00         | $968472.49         | Corporate Debt Securities |
| GARDEN SPINCO CORP             SR 144A NT 30    | 2030-07-20      | 8.6250%  | 0.0000% | $70000.00          | $74615.16          | Corporate Debt Securities |
| DOMTAR CORP                    SR SEC 144A NT28 | 2028-10-01      | 6.7500%  | 0.0000% | $22157000.00       | $19757673.86       | Corporate Debt Securities |
| TALLGRASS ENERGY PARTNERS LP/  SR GLBL 144A 27  | 2027-03-01      | 6.0000%  | 0.0000% | $2777000.00        | $2791838.44        | Corporate Debt Securities |
| OT MIDCO INC                   SR SEC GLBL 30   | 2030-02-15      | 10.0000% | 0.0000% | $2600000.00        | $1789424.00        | Corporate Debt Securities |
| MIDAS OPCO HLDGS LLC           SR GLBL 144A 29  | 2029-08-15      | 5.6250%  | 0.0000% | $1238000.00        | $1207621.03        | Corporate Debt Securities |
| TURNING PT BRANDS INC          SR SEC 144A NT32 | 2032-03-15      | 7.6250%  | 0.0000% | $400000.00         | $423730.83         | Corporate Debt Securities |
| NORTHERN OIL & GAS INC         SR GLBL 144A 31  | 2031-06-15      | 8.7500%  | 0.0000% | $1895000.00        | $2008095.18        | Corporate Debt Securities |
| UNISYS CORP                    SR SEC GLBL 31   | 2031-01-15      | 10.6250% | 0.0000% | $767000.00         | $835583.54         | Corporate Debt Securities |
| HOWARD MIDSTREAM ENERGY PARTNE SR 144A NT 32    | 2032-07-15      | 7.3750%  | 0.0000% | $1397000.00        | $1473464.21        | Corporate Debt Securities |
| LCM INVESTMENTS HOLDINGS II LL SR 144A NT 29    | 2029-05-01      | 4.8750%  | 0.0000% | $356000.00         | $355774.68         | Corporate Debt Securities |
| HOWARD HUGHES HOLDINGS INC     SR GLBL 144A 29  | 2029-02-01      | 4.1250%  | 0.0000% | $742000.00         | $717877.89         | Corporate Debt Securities |
| CRESCENT ENERGY FINANCE LLC    SR GLBL 144A 32  | 2032-04-01      | 7.6250%  | 0.0000% | $27000.00          | $27982.08          | Corporate Debt Securities |
| GOODYEAR TIRE & RUBR CO        SR NT 4.875%27   | 2027-03-15      | 4.8750%  | 0.0000% | $300000.00         | $298719.38         | Corporate Debt Securities |
| SM ENERGY COMPANY              SR GLBL 144A 32  | 2032-08-01      | 7.0000%  | 0.0000% | $1865000.00        | $1897790.84        | Corporate Debt Securities |
| PG&E CORP                      JR SB GLBL NT 55 | 2055-03-15      | 7.3750%  | 0.0000% | $6037000.00        | $6228269.77        | Corporate Debt Securities |
| PG&E CORP                      JR SB GLBL NT 55 | 2055-03-15      | 7.3750%  | 0.0000% | $4752000.00        | $4902557.22        | Corporate Debt Securities |
| ZOOMINFO TECHNOLOGIES LLC / ZO SR GLBL 144A 29  | 2029-02-01      | 3.8750%  | 0.0000% | $187000.00         | $178205.52         | Corporate Debt Securities |
| WILLIAMS SCOTSMAN INC          SR SEC GLBL 30   | 2030-04-15      | 6.6250%  | 0.0000% | $954000.00         | $1014408.34        | Corporate Debt Securities |
| WYNN MACAU LTD                 SR GLBL 144A 28  | 2028-08-26      | 5.6250%  | 0.0000% | $425000.00         | $425948.81         | Corporate Debt Securities |
| HOWARD HUGHES HOLDINGS INC     SR GLBL 144A 31  | 2031-02-01      | 4.3750%  | 0.0000% | $1361000.00        | $1286485.44        | Corporate Debt Securities |
| FRONTERA ENERGY CORP           SR REGS NT 28    | 2028-06-21      | 7.8750%  | 0.0000% | $2219000.00        | $1612339.27        | Corporate Debt Securities |
| ZOOMINFO TECHNOLOGIES LLC / ZO SR GLBL 144A 29  | 2029-02-01      | 3.8750%  | 0.0000% | $2000.00           | $1905.94           | Corporate Debt Securities |
| FIRST QUANTUM MINERALS LTD     SR 144A NT 34    | 2034-02-15      | 7.2500%  | 0.0000% | $1000.00           | $1041.45           | Corporate Debt Securities |
| SINCLAIR TELEVISION GROUP      SR SEC GLBL 33   | 2033-02-15      | 8.1250%  | 0.0000% | $40000.00          | $41455.05          | Corporate Debt Securities |
| WYNN RESORTS FIN LLC / WYNN RE SR 144A NT 31    | 2031-02-15      | 7.1250%  | 0.0000% | $60000.00          | $65193.97          | Corporate Debt Securities |
| ILIAD HLDG S A S               SR SEC REGS NT31 | 2031-04-15      | 8.5000%  | 0.0000% | $2690000.00        | $2994664.92        | Corporate Debt Securities |
| XPO INC                        SR GLBL 144A 32  | 2032-02-01      | 7.1250%  | 0.0000% | $50000.00          | $53114.85          | Corporate Debt Securities |
| AAG FH UK PLC/GL AU HL PLC     SR REGS NT 29    | 2029-08-15      | 11.5000% | 0.0000% | $400000.00         | $426942.00         | Corporate Debt Securities |
| 1011778 B.C. UNLIMITED LIABILI 2LIEN GLBL 28    | 2028-01-15      | 4.3750%  | 0.0000% | $277000.00         | $277040.51         | Corporate Debt Securities |
| VIRGIN MEDIA SECD FIN PLC      SR SEC GLBL 30   | 2030-08-15      | 4.5000%  | 0.0000% | $656000.00         | $621268.08         | Corporate Debt Securities |
| VIRGIN MEDIA SECD FIN PLC      SR SEC GLBL 30   | 2030-08-15      | 4.5000%  | 0.0000% | $2098000.00        | $1986921.39        | Corporate Debt Securities |
| ITHACA ENERGY NORTH SEA PLC    SR GLBL REGS 29  | 2029-10-15      | 8.1250%  | 0.0000% | $528000.00         | $572140.58         | Corporate Debt Securities |
| STUDIO CITY CO LTD             SR SEC GLBL 27   | 2027-02-15      | 7.0000%  | 0.0000% | $4000000.00        | $4059800.00        | Corporate Debt Securities |
| NGL ENERGY OPERATING LLC/ NGL  SR SEC GLBL 29   | 2029-02-15      | 8.1250%  | 0.0000% | $348000.00         | $361838.66         | Corporate Debt Securities |
| PENNYMAC FINL SVCS INC NEW     SR 144A NT 32    | 2032-05-15      | 6.8750%  | 0.0000% | $2577000.00        | $2737387.47        | Corporate Debt Securities |
| POST HLDGS INC                 SR GLBL 144A 34  | 2034-10-15      | 6.2500%  | 0.0000% | $2280000.00        | $2366425.30        | Corporate Debt Securities |
| GARDEN SPINCO CORP             SR 144A NT 30    | 2030-07-20      | 8.6250%  | 0.0000% | $127000.00         | $135373.22         | Corporate Debt Securities |
| GARDEN SPINCO CORP             SR 144A NT 30    | 2030-07-20      | 8.6250%  | 0.0000% | $438000.00         | $466877.70         | Corporate Debt Securities |
| NGL ENERGY OPERATING LLC/ NGL  SR SEC GLBL 29   | 2029-02-15      | 8.1250%  | 0.0000% | $66000.00          | $68624.57          | Corporate Debt Securities |
| GLOBAL PARTNERS LP / GLP FIN C SR GLBL 144A 32  | 2032-01-15      | 8.2500%  | 0.0000% | $69000.00          | $74047.87          | Corporate Debt Securities |
| MIDCONTINENT COMM/FINANCE CORP SR 144A NT 8%32  | 2032-08-15      | 8.0000%  | 0.0000% | $50000.00          | $52025.50          | Corporate Debt Securities |
| GETTY IMAGES INC               SR SEC GLBL 30   | 2030-02-21      | 11.2500% | 0.0000% | $4025546.00        | $3969238.68        | Corporate Debt Securities |
| ICAHN ENTERPRISES LP/CORP      SR GLBL NT 29    | 2029-02-01      | 4.3750%  | 0.0000% | $214000.00         | $186291.31         | Corporate Debt Securities |
| ICAHN ENTERPRISES LP/CORP      SR GLBL NT 29    | 2029-02-01      | 4.3750%  | 0.0000% | $1279000.00        | $1113395.26        | Corporate Debt Securities |
| MATADOR RES CO                 SR GLBL 144A 33  | 2033-04-15      | 6.2500%  | 0.0000% | $352000.00         | $365297.09         | Corporate Debt Securities |
| ARCHROCK PARTNERS L P / ARCHRO SR GLBL 144A 28  | 2028-04-01      | 6.2500%  | 0.0000% | $277000.00         | $286059.67         | Corporate Debt Securities |
| ASCENT RES UTICA HLDGS LLC / A SR 144A NT 32    | 2032-10-15      | 6.6250%  | 0.0000% | $2776000.00        | $2916422.80        | Corporate Debt Securities |
| ARIS MINING CORPORATION        SR 144A NT 8%29  | 2029-10-31      | 8.0000%  | 0.0000% | $200000.00         | $212998.67         | Corporate Debt Securities |
| ARIS MINING CORPORATION        SR 144A NT 8%29  | 2029-10-31      | 8.0000%  | 0.0000% | $300000.00         | $319498.00         | Corporate Debt Securities |
| AVIS BUDGET CAR RENT LLC /AVIS SR GLBL 144A 28  | 2028-04-01      | 4.7500%  | 0.0000% | $981000.00         | $973130.47         | Corporate Debt Securities |
| ARSENAL AIC PARENT LLC         SR SEC 144A NT30 | 2030-10-01      | 8.0000%  | 0.0000% | $50000.00          | $54985.39          | Corporate Debt Securities |
| CPI CG INCORPORATED            SR SEC GLBL 29   | 2029-07-15      | 10.0000% | 0.0000% | $500000.00         | $534696.67         | Corporate Debt Securities |
| CALPINE CORPORATION            SR GLBL 144A 28  | 2028-03-15      | 5.1250%  | 0.0000% | $265000.00         | $265666.59         | Corporate Debt Securities |
| DIVERSIFIED HEALTHCARE TR      SR GLBL NT 31    | 2031-03-01      | 4.3750%  | 0.0000% | $3403000.00        | $3026166.43        | Corporate Debt Securities |
| DIRECTV FING LLC / DIRECTV     SR SEC 144A NT30 | 2030-02-01      | 8.8750%  | 0.0000% | $1980000.00        | $1954699.18        | Corporate Debt Securities |
| ENBRIDGE INC                   SUB GLBL COCO 84 | 2084-01-15      | 8.5000%  | 0.0000% | $268000.00         | $311544.19         | Corporate Debt Securities |
| VZ SECD FING BV                SR SEC REGS NT32 | 2032-01-15      | 5.0000%  | 0.0000% | $850000.00         | $780084.67         | Corporate Debt Securities |
| OWENS BROCKWAY                 SR GLBL REGS 27  | 2027-05-13      | 6.6250%  | 0.0000% | $659000.00         | $673684.99         | Corporate Debt Securities |
| HELIX ENERGY SOLUTIONS GRP INC SR GLBL 144A 29  | 2029-03-01      | 9.7500%  | 0.0000% | $750000.00         | $798693.13         | Corporate Debt Securities |
| LEVEL 3 FING INC               1LIEN GLBL 33    | 2033-06-30      | 6.8750%  | 0.0000% | $2487659.00        | $2578427.46        | Corporate Debt Securities |
| POST HLDGS INC                 SR GLBL 144A 30  | 2030-04-15      | 4.6250%  | 0.0000% | $965000.00         | $951970.49         | Corporate Debt Securities |
| SIX FLAGS ENTERTAINMENT CORP   SR 144A NT 31    | 2031-05-15      | 7.2500%  | 0.0000% | $82000.00          | $84365.49          | Corporate Debt Securities |
| LIGHT & WONDER INTL INC        SR GLBL 144A 29  | 2029-11-15      | 7.2500%  | 0.0000% | $796000.00         | $839523.29         | Corporate Debt Securities |
| ZIGGO B V                      SR SEC GLBL 30   | 2030-01-15      | 4.8750%  | 0.0000% | $1332000.00        | $1287662.72        | Corporate Debt Securities |
| WYNN MACAU LTD                 SR GLBL 144A 27  | 2027-10-01      | 5.5000%  | 0.0000% | $3474000.00        | $3559381.27        | Corporate Debt Securities |
| VMED O2 UK FING I PLC          SR SEC 144A NT32 | 2032-04-15      | 7.7500%  | 0.0000% | $48000.00          | $52106.44          | Corporate Debt Securities |
| WYNN RESORTS FIN LLC / WYNN RE SR GLBL 144A 33  | 2033-03-15      | 6.2500%  | 0.0000% | $1900000.00        | $1936601.92        | Corporate Debt Securities |
| ARIS MINING CORPORATION        SR REGS NT 8%29  | 2029-10-31      | 8.0000%  | 0.0000% | $200000.00         | $212998.67         | Corporate Debt Securities |
| WILLIAMS SCOTSMAN INC          SR SEC GLBL 31   | 2031-10-01      | 7.3750%  | 0.0000% | $35000.00          | $37833.95          | Corporate Debt Securities |
| XHR LP                         SR GLBL 144A 30  | 2030-05-15      | 6.6250%  | 0.0000% | $100000.00         | $105284.38         | Corporate Debt Securities |
| ARAMARK SVCS INC               SR GLBL 144A 28  | 2028-02-01      | 5.0000%  | 0.0000% | $42000.00          | $42135.43          | Corporate Debt Securities |
| ASCENT RES UTICA HLDGS LLC / A SR 144A NT 33    | 2033-07-15      | 6.6250%  | 0.0000% | $200000.00         | $207819.83         | Corporate Debt Securities |
| CARVANA CO                     SR SEC GLBL 31   | 2031-06-01      | 9.0000%  | 0.0000% | $2774000.00        | $3193401.06        | Corporate Debt Securities |
| COREWEAVE INC                  SR GLBL 144A 30  | 2030-06-01      | 9.2500%  | 0.0000% | $10112000.00       | $10683875.73       | Corporate Debt Securities |
| AZORRA FIN LTD                 SR GLBL 144A 30  | 2030-04-15      | 7.7500%  | 0.0000% | $620000.00         | $674058.32         | Corporate Debt Securities |
| BEAZER HOMES USA INC           SR GLBL 144A 31  | 2031-03-15      | 7.5000%  | 0.0000% | $244000.00         | $248768.98         | Corporate Debt Securities |
| FIVE POINT OPERATING COMPANY   SR REGS NT 8%30  | 2030-10-01      | 8.0000%  | 0.0000% | $4000.00           | $4063.52           | Corporate Debt Securities |
| SMYRNA READY MIX LLC           SR SEC GLBL 28   | 2028-11-01      | 6.0000%  | 0.0000% | $1289000.00        | $1321345.31        | Corporate Debt Securities |
| ZIGGO B V                      SR SEC GLBL 30   | 2030-01-15      | 4.8750%  | 0.0000% | $800000.00         | $773371.00         | Corporate Debt Securities |
| DANA INC                       SR GLBL NT 30    | 2030-09-01      | 4.2500%  | 0.0000% | $1060000.00        | $1053940.63        | Corporate Debt Securities |
| CALIFORNIA RES CORP            SR GLBL 144A 29  | 2029-06-15      | 8.2500%  | 0.0000% | $642000.00         | $686357.39         | Corporate Debt Securities |
| CALIFORNIA RES CORP            SR GLBL 144A 29  | 2029-06-15      | 8.2500%  | 0.0000% | $924000.00         | $987841.47         | Corporate Debt Securities |
| CALIFORNIA RES CORP            SR GLBL 144A 29  | 2029-06-15      | 8.2500%  | 0.0000% | $2952000.00        | $3155961.06        | Corporate Debt Securities |
| DELEK LOGISTICS PARTNERS LP /  SR GLBL 144A 28  | 2028-06-01      | 7.1250%  | 0.0000% | $612000.00         | $628617.07         | Corporate Debt Securities |
| MIDWEST GAMING BORROWER LLC /  SR SEC 144A NT29 | 2029-05-01      | 4.8750%  | 0.0000% | $300000.00         | $297614.12         | Corporate Debt Securities |
| STERIGENICS-NORDION HLDGS LLC  SR SEC 144A NT31 | 2031-06-01      | 7.3750%  | 0.0000% | $44000.00          | $47211.93          | Corporate Debt Securities |
| ARCHROCK PARTNERS L P / ARCHRO SR GLBL 144A 32  | 2032-09-01      | 6.6250%  | 0.0000% | $411000.00         | $423945.19         | Corporate Debt Securities |
| ARCOSA INC                     SR GLBL 144A 32  | 2032-08-15      | 6.8750%  | 0.0000% | $19000.00          | $19982.94          | Corporate Debt Securities |
| CLYDESDALE ACQUISITION HLDGS   SR SEC GLBL 30   | 2030-01-15      | 6.8750%  | 0.0000% | $50000.00          | $51965.65          | Corporate Debt Securities |
| CLEARWATER PAPER CORP          SR GLBL 144A 28  | 2028-08-15      | 4.7500%  | 0.0000% | $2674000.00        | $2523687.77        | Corporate Debt Securities |
| CCO HLDGS LLC / CCO HLDGS CAP  SR GLBL 144A 33  | 2033-06-01      | 4.5000%  | 0.0000% | $1000000.00        | $902165.00         | Corporate Debt Securities |
| BROOKFIELD RESIDENTIAL PPTYS   SR GLBL 144A 30  | 2030-02-15      | 4.8750%  | 0.0000% | $22000.00          | $20710.88          | Corporate Debt Securities |
| PAPA JOHNS INTL INC            SR GLBL 144A 29  | 2029-09-15      | 3.8750%  | 0.0000% | $27000.00          | $25787.01          | Corporate Debt Securities |
| OWENS BROCKWAY                 SR GLBL 144A 27  | 2027-05-13      | 6.6250%  | 0.0000% | $1048000.00        | $1071353.37        | Corporate Debt Securities |
| TALLGRASS ENERGY PARTNERS LP/  SR GLBL 144A 27  | 2027-03-01      | 6.0000%  | 0.0000% | $223000.00         | $224191.56         | Corporate Debt Securities |
| OWENS BROCKWAY                 SR GLBL 144A 27  | 2027-05-13      | 6.6250%  | 0.0000% | $1737000.00        | $1775706.87        | Corporate Debt Securities |
| VFH PARENT LLC & VALOR CO-ISSU 1LIEN 144A NT 31 | 2031-06-15      | 7.5000%  | 0.0000% | $12000.00          | $12678.06          | Corporate Debt Securities |
| HECLA MINING COMPANY           SR GLBL NT 28    | 2028-02-15      | 7.2500%  | 0.0000% | $1600000.00        | $1628996.00        | Corporate Debt Securities |
| WYNN RESORTS FIN LLC / WYNN RE SR GLBL 144A 29  | 2029-10-01      | 5.1250%  | 0.0000% | $196000.00         | $201368.96         | Corporate Debt Securities |
| CRESCENT ENERGY FINANCE LLC    SR GLBL 144A 33  | 2033-01-15      | 7.3750%  | 0.0000% | $2953000.00        | $2932933.13        | Corporate Debt Securities |
| LIVE NATION ENTERTAINMENT INC  SR GLBL 144A 27  | 2027-10-15      | 4.7500%  | 0.0000% | $82000.00          | $83143.97          | Corporate Debt Securities |
| NCL CORP LTD                   SR GLBL 144A 30  | 2030-03-01      | 6.2500%  | 0.0000% | $86000.00          | $87603.45          | Corporate Debt Securities |
| NCL CORP LTD                   SR GLBL 144A 30  | 2030-03-01      | 6.2500%  | 0.0000% | $3601000.00        | $3668139.64        | Corporate Debt Securities |
| LIVE NATION ENTERTAINMENT INC  SR GLBL 144A 27  | 2027-10-15      | 4.7500%  | 0.0000% | $1263000.00        | $1280619.90        | Corporate Debt Securities |
| ILIAD HLDG S A S               SR SEC 144A NT32 | 2032-04-15      | 7.0000%  | 0.0000% | $1700000.00        | $1788541.67        | Corporate Debt Securities |
| HEALTHEQUITY INC               SR GLBL 144A 29  | 2029-10-01      | 4.5000%  | 0.0000% | $3309000.00        | $3294324.59        | Corporate Debt Securities |
| SM ENERGY COMPANY              SR GLBL 144A 32  | 2032-08-01      | 7.0000%  | 0.0000% | $30000.00          | $30527.47          | Corporate Debt Securities |
| MGM RESORTS INTERNATIONAL      SR GLBL NT 28    | 2028-10-15      | 4.7500%  | 0.0000% | $1075000.00        | $1091233.40        | Corporate Debt Securities |
| MGM RESORTS INTERNATIONAL      SR GLBL NT 29    | 2029-09-15      | 6.1250%  | 0.0000% | $2000000.00        | $2041724.17        | Corporate Debt Securities |
| HOWARD HUGHES HOLDINGS INC     SR GLBL 144A 29  | 2029-02-01      | 4.1250%  | 0.0000% | $682000.00         | $659828.46         | Corporate Debt Securities |
| BLUE RACER MIDSTREAM LLC/ BLUE SR GLBL 144A 26  | 2026-07-15      | 6.6250%  | 0.0000% | $1113000.00        | $1128161.38        | Corporate Debt Securities |
| CCO HLDGS LLC / CCO HLDGS CAP  SR GLBL 144A 29  | 2029-09-01      | 6.3750%  | 0.0000% | $1433000.00        | $1461338.17        | Corporate Debt Securities |
| BOMBARDIER INC                 SR GLBL 144A 33  | 2033-06-15      | 6.7500%  | 0.0000% | $2214000.00        | $2358015.17        | Corporate Debt Securities |
| CCO HLDGS LLC / CCO HLDGS CAP  SR GLBL NT4.5%32 | 2032-05-01      | 4.5000%  | 0.0000% | $70000.00          | $64959.65          | Corporate Debt Securities |
| PITNEY BOWES INC               SR GLBL 144A 29  | 2029-03-15      | 7.2500%  | 0.0000% | $1982000.00        | $2014110.05        | Corporate Debt Securities |
| ADAPTHEALTH LLC                SR GLBL 144A 28  | 2028-08-01      | 6.1250%  | 0.0000% | $1127000.00        | $1134469.98        | Corporate Debt Securities |
| ADAPTHEALTH LLC                SR GLBL 144A 30  | 2030-03-01      | 5.1250%  | 0.0000% | $44000.00          | $42136.97          | Corporate Debt Securities |
| CONSENSUS CLOUD SOLUTIONS INC  SR GLBL 144A 28  | 2028-10-15      | 6.5000%  | 0.0000% | $800000.00         | $830073.33         | Corporate Debt Securities |
| CONSENSUS CLOUD SOLUTIONS INC  SR GLBL 144A 28  | 2028-10-15      | 6.5000%  | 0.0000% | $2400000.00        | $2490220.00        | Corporate Debt Securities |
| HUB INTL LTD                   SR SEC 144A NT30 | 2030-06-15      | 7.2500%  | 0.0000% | $50000.00          | $53192.29          | Corporate Debt Securities |
| MATADOR RES CO                 SR GLBL 144A 32  | 2032-04-15      | 6.5000%  | 0.0000% | $35000.00          | $36531.31          | Corporate Debt Securities |
| POST HLDGS INC                 SR GLBL 144A 31  | 2031-09-15      | 4.5000%  | 0.0000% | $2346000.00        | $2199855.93        | Corporate Debt Securities |
| PENNYMAC FINL SVCS INC NEW     SR GLBL 144A 34  | 2034-02-15      | 6.7500%  | 0.0000% | $1852000.00        | $1905893.20        | Corporate Debt Securities |
| MIDCAP FINANCIAL ISSUER TRUST  SR 144A NT 30    | 2030-01-15      | 5.6250%  | 0.0000% | $1300000.00        | $1242109.38        | Corporate Debt Securities |
| LFS TOPCO LLC                  SR 144A NT 30    | 2030-07-15      | 8.7500%  | 0.0000% | $2936000.00        | $3003838.73        | Corporate Debt Securities |
| LFS TOPCO LLC                  SR 144A NT 30    | 2030-07-15      | 8.7500%  | 0.0000% | $4036000.00        | $4129255.14        | Corporate Debt Securities |
| PETSMART INC / PETSMART FINAN  1LIEN GLBL 32    | 2032-09-15      | 7.5000%  | 0.0000% | $1000000.00        | $1008400.00        | Corporate Debt Securities |
| UNIVISION COMMUNICATIONS INC   SR SEC GLBL 30   | 2030-06-30      | 7.3750%  | 0.0000% | $12000.00          | $12366.81          | Corporate Debt Securities |
| PITNEY BOWES INC               SR GLBL 144A 29  | 2029-03-15      | 7.2500%  | 0.0000% | $1318000.00        | $1339352.70        | Corporate Debt Securities |
| LEVEL 3 FING INC               1LIEN GLBL 34    | 2034-03-31      | 7.0000%  | 0.0000% | $880.00            | $905.16            | Corporate Debt Securities |
| LIBERTY MUT GROUP INC          EXT JR SB GLBL87 | 2087-03-07      | 7.8000%  | 0.0000% | $14390000.00       | $16490796.10       | Corporate Debt Securities |
| CA MAGNUM HOLDINGS             SR SEC REGS NT26 | 2026-10-31      | 5.3750%  | 0.0000% | $6300000.00        | $6419862.75        | Corporate Debt Securities |
| BATH & BODY WORKS INC          SR NT 7.6%37     | 2037-07-15      | 7.6000%  | 0.0000% | $105000.00         | $110289.20         | Corporate Debt Securities |
| GULFPORT ENERGY OPERATING CORP SR GLBL 144A 29  | 2029-09-01      | 6.7500%  | 0.0000% | $710000.00         | $734308.62         | Corporate Debt Securities |
| UNIVISION COMMUNICATIONS INC   SR SEC 144A NT29 | 2029-05-01      | 4.5000%  | 0.0000% | $497000.00         | $478454.45         | Corporate Debt Securities |
| GULFPORT ENERGY OPERATING CORP SR GLBL 144A 29  | 2029-09-01      | 6.7500%  | 0.0000% | $3280000.00        | $3392299.00        | Corporate Debt Securities |
| VERMILION ENERGY INC           SR 144A NT 30    | 2030-05-01      | 6.8750%  | 0.0000% | $493000.00         | $497286.57         | Corporate Debt Securities |
| VERMILION ENERGY INC           SR 144A NT 30    | 2030-05-01      | 6.8750%  | 0.0000% | $2642000.00        | $2664971.82        | Corporate Debt Securities |
| VISTRA CORP                    PERP SUB GLBL    | 2500-12-31      | 8.0000%  | 0.0000% | $165000.00         | $174963.80         | Corporate Debt Securities |
| SM ENERGY COMPANY              SR GLBL 144A 29  | 2029-08-01      | 6.7500%  | 0.0000% | $851000.00         | $869996.45         | Corporate Debt Securities |
| KOHLS CORP                     SR GLBL NT 45    | 2045-07-17      | 5.5500%  | 0.0000% | $718000.00         | $464793.11         | Corporate Debt Securities |
| 1011778 B.C. UNLIMITED LIABILI 2LIEN GLBL 30    | 2030-10-15      | 4.0000%  | 0.0000% | $434000.00         | $416506.91         | Corporate Debt Securities |
| COHERENT CORP                  GLBL 144A NT5%29 | 2029-12-15      | 5.0000%  | 0.0000% | $50000.00          | $50105.17          | Corporate Debt Securities |
| PRIME SEC SVCS BORROWER LLC /  SR SEC GLBL 28   | 2028-01-15      | 6.2500%  | 0.0000% | $1068000.00        | $1082920.85        | Corporate Debt Securities |
| PRIME SEC SVCS BORROWER LLC /  SR SEC GLBL 28   | 2028-01-15      | 6.2500%  | 0.0000% | $1611000.00        | $1633507.01        | Corporate Debt Securities |
| KAISER ALUMINIUM CORPORATION   SR GLBL 144A 28  | 2028-03-01      | 4.6250%  | 0.0000% | $243000.00         | $241509.36         | Corporate Debt Securities |
| PATRICK INDS INC               SR GLBL 144A 32  | 2032-11-01      | 6.3750%  | 0.0000% | $1200000.00        | $1248846.50        | Corporate Debt Securities |
| MGM CHINA HOLDINGS LIMITED     SR GLBL 144A 31  | 2031-06-26      | 7.1250%  | 0.0000% | $641000.00         | $687584.14         | Corporate Debt Securities |
| ILIAD HLDG S A S               SR SEC 144A NT31 | 2031-04-15      | 8.5000%  | 0.0000% | $1884000.00        | $2097378.70        | Corporate Debt Securities |
| HERTZ CORP                     SR SEC GLBL 29   | 2029-07-15      | 12.6250% | 0.0000% | $6329000.00        | $6891091.68        | Corporate Debt Securities |
| HUDBAY MINERALS INC            SR GLBL 144A 29  | 2029-04-01      | 6.1250%  | 0.0000% | $300000.00         | $313009.46         | Corporate Debt Securities |
| NGL ENERGY OPERATING LLC/ NGL  SR SEC GLBL 32   | 2032-02-15      | 8.3750%  | 0.0000% | $2019000.00        | $2103452.25        | Corporate Debt Securities |
| ERO COPPER CORP                SR GLBL 144A 30  | 2030-02-15      | 6.5000%  | 0.0000% | $125000.00         | $124890.62         | Corporate Debt Securities |
| W & T OFFSHORE INC             SR SEC GLBL 29   | 2029-02-01      | 10.7500% | 0.0000% | $350000.00         | $341007.82         | Corporate Debt Securities |
| HARVEST MIDSTREAM I L P        SR 144A NT7.5%32 | 2032-05-15      | 7.5000%  | 0.0000% | $691000.00         | $726631.42         | Corporate Debt Securities |
| VIRGIN MEDIA SECD FIN PLC      SR SEC GLBL 29   | 2029-05-15      | 5.5000%  | 0.0000% | $998000.00         | $1006098.77        | Corporate Debt Securities |
| HARVEST MIDSTREAM I L P        SR 144A NT7.5%32 | 2032-05-15      | 7.5000%  | 0.0000% | $2347000.00        | $2468023.06        | Corporate Debt Securities |
| HARVEST MIDSTREAM I L P        SR 144A NT7.5%32 | 2032-05-15      | 7.5000%  | 0.0000% | $2893000.00        | $3042177.54        | Corporate Debt Securities |
| VISTRA CORP                    PERP SUB -B 144A | 2500-12-31      | 7.0000%  | 0.0000% | $2300000.00        | $2393441.33        | Corporate Debt Securities |
| W & T OFFSHORE INC             SR SEC GLBL 29   | 2029-02-01      | 10.7500% | 0.0000% | $3100000.00        | $3020354.97        | Corporate Debt Securities |
| VMED O2 UK FING I PLC          SR SEC GLBL 31   | 2031-01-31      | 4.2500%  | 0.0000% | $681000.00         | $638610.59         | Corporate Debt Securities |
| LEVEL 3 FING INC               1LIEN GLBL 34    | 2034-03-31      | 7.0000%  | 0.0000% | $2234775.00        | $2298659.77        | Corporate Debt Securities |
| AAG FH UK LTD & GLOBAL         SR 144A NT 29    | 2029-01-15      | 8.3750%  | 0.0000% | $3132000.00        | $3116615.36        | Corporate Debt Securities |
| AMC NETWORKS INC               1LIEN GLBL 32    | 2032-07-15      | 10.5000% | 0.0000% | $2500000.00        | $2694687.50        | Corporate Debt Securities |
| ACADIA HEALTHCARE COMPANY INC  SR GLBL 144A 28  | 2028-07-01      | 5.5000%  | 0.0000% | $3356000.00        | $3380825.08        | Corporate Debt Securities |
| BEAZER HOMES USA INC           SR GLBL 144A 31  | 2031-03-15      | 7.5000%  | 0.0000% | $2080000.00        | $2120653.60        | Corporate Debt Securities |
| API GROUP DE INC               SR GLBL 144A 29  | 2029-07-15      | 4.1250%  | 0.0000% | $550000.00         | $535300.56         | Corporate Debt Securities |
| DIRECTV FING LLC / DIRECTV     SR SEC 144A NT30 | 2030-02-01      | 8.8750%  | 0.0000% | $25000.00          | $25158.88          | Corporate Debt Securities |
| CLYDESDALE ACQUISITION HLDGS   SR SEC 144A NT32 | 2032-04-15      | 6.7500%  | 0.0000% | $53000.00          | $56240.55          | Corporate Debt Securities |
| CALIFORNIA RES CORP            SR GLBL 144A 26  | 2026-02-01      | 7.1250%  | 0.0000% | $89000.00          | $90000.10          | Corporate Debt Securities |
| DIEBOLD NIXDORF INC            SR SEC GLBL 30   | 2030-03-31      | 7.7500%  | 0.0000% | $384000.00         | $405300.48         | Corporate Debt Securities |
| BOMBARDIER INC                 SR GLBL 144A 27  | 2027-04-15      | 7.8750%  | 0.0000% | $25000.00          | $25975.84          | Corporate Debt Securities |
| EMPIRE RESORTS INC             SR SEC GLBL 26   | 2026-11-01      | 7.7500%  | 0.0000% | $364000.00         | $373972.29         | Corporate Debt Securities |
| EMBECTA CORP                   SR SEC 144A NT30 | 2030-02-15      | 5.0000%  | 0.0000% | $25000.00          | $23807.00          | Corporate Debt Securities |
| EMPIRE RESORTS INC             SR SEC GLBL 26   | 2026-11-01      | 7.7500%  | 0.0000% | $665000.00         | $683218.60         | Corporate Debt Securities |
| ERO COPPER CORP                SR GLBL 144A 30  | 2030-02-15      | 6.5000%  | 0.0000% | $874000.00         | $873235.25         | Corporate Debt Securities |
| DIRECTV FING LLC / DIRECTV     SR SEC 144A NT31 | 2031-02-15      | 10.0000% | 0.0000% | $966000.00         | $976635.66         | Corporate Debt Securities |
| CLYDESDALE ACQUISITION HLDGS   SR SEC 144A NT29 | 2029-04-15      | 6.6250%  | 0.0000% | $1547000.00        | $1611037.42        | Corporate Debt Securities |
| BOMBARDIER INC                 SR GLBL 144A 27  | 2027-04-15      | 7.8750%  | 0.0000% | $1003000.00        | $1042150.85        | Corporate Debt Securities |
| BLUE RACER MIDSTREAM LLC/ BLUE SR 144A NT 7%29  | 2029-07-15      | 7.0000%  | 0.0000% | $300000.00         | $315295.00         | Corporate Debt Securities |
| BROOKFIELD RESIDENTIAL PPTYS   SR GLBL 144A 29  | 2029-06-15      | 5.0000%  | 0.0000% | $9000.00           | $8696.82           | Corporate Debt Securities |
| BEAZER HOMES USA INC           SR GLBL NT 29    | 2029-10-15      | 7.2500%  | 0.0000% | $172000.00         | $180598.14         | Corporate Debt Securities |
| BROOKFIELD RESIDENTIAL PPTYS   SR GLBL 144A 29  | 2029-06-15      | 5.0000%  | 0.0000% | $279000.00         | $269601.42         | Corporate Debt Securities |
| BLUE RACER MIDSTREAM LLC/ BLUE SR GLBL 144A 26  | 2026-07-15      | 6.6250%  | 0.0000% | $287000.00         | $290909.54         | Corporate Debt Securities |
| CAPSTONE COPPER CORP           SR 144A NT 33    | 2033-03-31      | 6.7500%  | 0.0000% | $3000000.00        | $3090180.00        | Corporate Debt Securities |
| DIRECTV FING LLC / DIRECTV     SR SEC 144A NT31 | 2031-02-15      | 10.0000% | 0.0000% | $100000.00         | $101101.00         | Corporate Debt Securities |
| PROG HOLDINGS INC              SR GLBL 144A 29  | 2029-11-15      | 6.0000%  | 0.0000% | $76000.00          | $75996.96          | Corporate Debt Securities |
| CRESCENT ENERGY FINANCE LLC    SR GLBL 144A 28  | 2028-02-15      | 9.2500%  | 0.0000% | $6000.00           | $6313.27           | Corporate Debt Securities |
| CRESCENT ENERGY FINANCE LLC    SR GLBL 144A 28  | 2028-02-15      | 9.2500%  | 0.0000% | $1994000.00        | $2098111.73        | Corporate Debt Securities |
| JB POINDEXTER & CO INC         SR 144A NT 31    | 2031-12-15      | 8.7500%  | 0.0000% | $791000.00         | $847280.31         | Corporate Debt Securities |
| NRG ENERGY INC                 PERP 144A NT     | 2500-12-31      | 10.2500% | 0.0000% | $19516000.00       | $21376476.54       | Corporate Debt Securities |
| NEWELL BRANDS INC              SR GLBL NT 27    | 2027-09-15      | 6.3750%  | 0.0000% | $1293000.00        | $1314407.23        | Corporate Debt Securities |
| PENNYMAC FINL SVCS INC NEW     SR GLBL 144A 31  | 2031-09-15      | 5.7500%  | 0.0000% | $250000.00         | $248033.96         | Corporate Debt Securities |
| GRAY MEDIA INC                 1LIEN GLBL 33    | 2033-08-15      | 7.2500%  | 0.0000% | $1188000.00        | $1191599.97        | Corporate Debt Securities |
| NRG ENERGY INC                 PERP 144A NT     | 2500-12-31      | 10.2500% | 0.0000% | $6428000.00        | $7040786.60        | Corporate Debt Securities |
| GRAY MEDIA INC                 1LIEN GLBL 33    | 2033-08-15      | 7.2500%  | 0.0000% | $1682000.00        | $1687096.93        | Corporate Debt Securities |
| NCL CORP LTD                   SR 144A NT 33    | 2033-09-15      | 6.2500%  | 0.0000% | $193000.00         | $194888.88         | Corporate Debt Securities |
| PEBBLEBROOK HOTEL L P / PEB FI SR GLBL 144A 29  | 2029-10-15      | 6.3750%  | 0.0000% | $1999000.00        | $2083994.98        | Corporate Debt Securities |
| BELLRING BRANDS INC            SR REGS NT 7%30  | 2030-03-15      | 7.0000%  | 0.0000% | $207000.00         | $214527.90         | Corporate Debt Securities |
| GOLOMT BANK JSC                SR REGS NT 11%27 | 2027-05-20      | 11.0000% | 0.0000% | $1806000.00        | $1932514.31        | Corporate Debt Securities |
| SUMMIT MIDSTREAM HLDGS LLC /   SR SEC GLBL 29   | 2029-10-31      | 8.6250%  | 0.0000% | $147000.00         | $149700.57         | Corporate Debt Securities |
| SUMMIT MIDSTREAM HLDGS LLC /   SR SEC GLBL 29   | 2029-10-31      | 8.6250%  | 0.0000% | $1820000.00        | $1853435.68        | Corporate Debt Securities |
| UNIVISION COMMUNICATIONS INC   SR SEC 144A NT28 | 2028-08-15      | 8.0000%  | 0.0000% | $1619000.00        | $1697602.45        | Corporate Debt Securities |
| UNIVISION COMMUNICATIONS INC   1LIEN 144A NT 32 | 2032-08-01      | 9.3750%  | 0.0000% | $80000.00          | $86818.27          | Corporate Debt Securities |
| POST HLDGS INC                 SR 144A NT 33    | 2033-03-01      | 6.3750%  | 0.0000% | $181000.00         | $183312.35         | Corporate Debt Securities |
| POST HLDGS INC                 SR 144A NT 33    | 2033-03-01      | 6.3750%  | 0.0000% | $2296000.00        | $2325332.36        | Corporate Debt Securities |
| USA COMPRESSION PARTNERS LP    SR 144A NT 33    | 2033-10-01      | 6.2500%  | 0.0000% | $3457000.00        | $3481930.73        | Corporate Debt Securities |
| GULFPORT ENERGY OPERATING CORP SR GLBL 144A 29  | 2029-09-01      | 6.7500%  | 0.0000% | $290000.00         | $299928.88         | Corporate Debt Securities |
| GLOBAL PARTNERS LP / GLP FIN C SR GLBL 144A 32  | 2032-01-15      | 8.2500%  | 0.0000% | $462000.00         | $495798.77         | Corporate Debt Securities |
| GEN DIGITAL INC                SR GLBL 144A 30  | 2030-09-30      | 7.1250%  | 0.0000% | $220000.00         | $227348.00         | Corporate Debt Securities |
| GARDA WORLD SECURITY CORP      SR SEC 144A NT28 | 2028-02-15      | 7.7500%  | 0.0000% | $6127000.00        | $6344983.34        | Corporate Debt Securities |
| AVIS BUDGET CAR RENT LLC /AVIS SR GLBL 144A 31  | 2031-02-15      | 8.0000%  | 0.0000% | $1319000.00        | $1400936.28        | Corporate Debt Securities |
| BEAZER HOMES USA INC           SR GLBL NT 27    | 2027-10-15      | 5.8750%  | 0.0000% | $1501000.00        | $1539541.30        | Corporate Debt Securities |
| DREAM FINDERS HOMES INC        SR GLBL 144A 28  | 2028-08-15      | 8.2500%  | 0.0000% | $203000.00         | $212799.32         | Corporate Debt Securities |
| DREAM FINDERS HOMES INC        SR GLBL 144A 28  | 2028-08-15      | 8.2500%  | 0.0000% | $997000.00         | $1045127.68        | Corporate Debt Securities |
| DELEK LOGISTICS PARTNERS LP /  SR GLBL 144A 28  | 2028-06-01      | 7.1250%  | 0.0000% | $1109000.00        | $1139111.66        | Corporate Debt Securities |
| CALPINE CORPORATION            SR GLBL 144A 31  | 2031-02-01      | 5.0000%  | 0.0000% | $82000.00          | $82472.68          | Corporate Debt Securities |

### Security 643: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 4.480000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP19S7Y0, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP19S7Y0
- **C.18 - Value (incl. sponsor support):** $400185116.00
- **C.18.a - Value (excl. sponsor support):** $400185116.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-12-29
- **C.13 - Final Legal Maturity Date:** 2026-01-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category   |
|:---|:---|:---|:---|:---|:---|:---|
| DBX ETF TR                     XTRACK MSCI EAFE | 2500-12-31      | N/A      | 0.0000% | $2912.00           | $85117.76          | Equities   |
| AMERICAN CENTY ETF TR          AVANTIS RESPONSI | 2500-12-31      | N/A      | 0.0000% | $6165.00           | $390080.51         | Equities   |
| SSGA ACTIVE TR                 SPDR SSGA MY2030 | 2500-12-31      | N/A      | 0.0000% | $3395.00           | $85044.75          | Equities   |
| VANGUARD INDEX FDS             S&P 500 ETF SHS  | 2500-12-31      | N/A      | 0.0000% | $33073.00          | $20178829.49       | Equities   |
| ISHARES TR                     GLOBAL MATER ETF | 2500-12-31      | N/A      | 0.0000% | $71.00             | $6529.11           | Equities   |
| JANUS DETROIT STR TR           HENDERSON CORPOR | 2500-12-31      | N/A      | 0.0000% | $148.00            | $6252.26           | Equities   |
| INVESCO EXCH TRADED FD TR II   FNDMNTL IG CRP   | 2500-12-31      | N/A      | 0.0000% | $11538.00          | $279796.50         | Equities   |
| GLOBAL X FDS                   SHORT-TERM TREAS | 2500-12-31      | N/A      | 0.0000% | $1521.00           | $76582.35          | Equities   |
| GLOBAL X FDS                   HEALTHTECH ETF   | 2500-12-31      | N/A      | 0.0000% | $8124.00           | $258668.16         | Equities   |
| SIMPLIFY EXCHANGE TRADED FUNDS NATL MUNI BD ETF | 2500-12-31      | N/A      | 0.0000% | $4251.00           | $107295.24         | Equities   |
| PIMCO ETF TR                   MULTISECTOR BD   | 2500-12-31      | N/A      | 0.0000% | $237982.00         | $6380297.42        | Equities   |
| LATTICE STRATEGIES TR          HARTFRD EMRG ETF | 2500-12-31      | N/A      | 0.0000% | $6029.00           | $167478.39         | Equities   |
| NUSHARES ETF TR                ESG HI TLD CRP   | 2500-12-31      | N/A      | 0.0000% | $6658.00           | $144944.66         | Equities   |
| LISTED FDS TR                  TEUCRIUM AGRI ST | 2500-12-31      | N/A      | 0.0000% | $3357.00           | $60056.73          | Equities   |
| LEXINFINTECH HLDGS LTD         ADR              | 2500-12-31      | N/A      | 0.0000% | $694576.00         | $3743764.64        | Equities   |
| KRANESHARES TRUST              EUROPEAN CARBON  | 2500-12-31      | N/A      | 0.0000% | $1163.00           | $29854.21          | Equities   |
| KRANESHARES TRUST              CSI CHI INTERNET | 2500-12-31      | N/A      | 0.0000% | $17072.00          | $716170.40         | Equities   |
| HARBOR ETF TRUST               DISCIPLINED BOND | 2500-12-31      | N/A      | 0.0000% | $2722.00           | $113426.28         | Equities   |
| INVESCO EXCH TRD SLF IDX FD TR BULETSHS 2029    | 2500-12-31      | N/A      | 0.0000% | $243717.00         | $4581879.60        | Equities   |
| ISHARES TR                     MSCI EAFE ETF    | 2500-12-31      | N/A      | 0.0000% | $217004.00         | $20179201.96       | Equities   |
| INVESCO EXCH TRD SLF IDX FD TR BULSHS 2025 MUNI | 2500-12-31      | N/A      | 0.0000% | $635.00            | $15576.55          | Equities   |
| ISHARES INC                    EM MKTS DIV ETF  | 2500-12-31      | N/A      | 0.0000% | $160668.00         | $4754166.12        | Equities   |
| VANGUARD CHARLOTTE FDS         TOTAL INT BD ETF | 2500-12-31      | N/A      | 0.0000% | $247033.00         | $12215781.85       | Equities   |
| WISDOMTREE TR                  CORE LADDERED MU | 2500-12-31      | N/A      | 0.0000% | $928.00            | $23793.92          | Equities   |
| PROSHARES TR                   ULTRA MSCI BRAZI | 2500-12-31      | N/A      | 0.0000% | $1986.00           | $48288.99          | Equities   |
| VANECK ETF TRUST               BRAZIL SMALL CAP | 2500-12-31      | N/A      | 0.0000% | $5554.00           | $90935.64          | Equities   |
| TIDAL TRUST I                  ATAC CREDIT ROT  | 2500-12-31      | N/A      | 0.0000% | $921.00            | $14252.48          | Equities   |
| WISDOMTREE TR                  TRUE EMERGING MK | 2500-12-31      | N/A      | 0.0000% | $9718.00           | $336987.20         | Equities   |
| AMERICAN CENTY ETF TR          AVANTIS INTL SML | 2500-12-31      | N/A      | 0.0000% | $10626.00          | $716298.66         | Equities   |
| AMERICAN CENTY ETF TR          REAL ESTATE ETF  | 2500-12-31      | N/A      | 0.0000% | $45392.00          | $2007234.24        | Equities   |
| AMPLIFY ETF TR                 WEIGHT LOSS DRUG | 2500-12-31      | N/A      | 0.0000% | $2352.00           | $53916.54          | Equities   |
| YHN ACQUISITION I LTD          SHS              | 2500-12-31      | N/A      | 0.0000% | $9997.00           | $104468.65         | Equities   |
| NEW YORK LIFE INVTS ACTIVE ETF NYLI MACKAY CORE | 2500-12-31      | N/A      | 0.0000% | $6396.00           | $137002.32         | Equities   |
| NEUBERGER BERMAN ETF TRUST     FLEXIBLE CREDIT  | 2500-12-31      | N/A      | 0.0000% | $714.00            | $36860.39          | Equities   |
| GOLDMAN SACHS ETF TR           DYNAMIC NY MUNI  | 2500-12-31      | N/A      | 0.0000% | $4116.00           | $204778.41         | Equities   |
| ISHARES INC                    MSCI AGRICULTURE | 2500-12-31      | N/A      | 0.0000% | $11794.00          | $464858.15         | Equities   |
| ISHARES TR                     CHINA SM-CAP ETF | 2500-12-31      | N/A      | 0.0000% | $2782.00           | $108164.16         | Equities   |
| ISHARES TR                     CORE 30/70 CONSE | 2500-12-31      | N/A      | 0.0000% | $21792.00          | $874077.12         | Equities   |
| ISHARES INC                    MSCI JPN ETF NEW | 2500-12-31      | N/A      | 0.0000% | $250642.00         | $20179187.42       | Equities   |
| ITAU UNIBANCO HLDG S A         SPON ADR REP PFD | 2500-12-31      | N/A      | 0.0000% | $1241344.00        | $9099051.52        | Equities   |
| TIDAL TRUST I                  SP FUNDS S&P GBL | 2500-12-31      | N/A      | 0.0000% | $53826.00          | $1040994.84        | Equities   |
| FLEXSHARES TR                  ESG & CLM INVEST | 2500-12-31      | N/A      | 0.0000% | $2684.00           | $112140.47         | Equities   |
| FIRST TR EXCH TRD ALPHDX FD II EX US SML CP     | 2500-12-31      | N/A      | 0.0000% | $387.00            | $21669.02          | Equities   |
| SIMPLIFY EXCHANGE TRADED FUNDS TARA INDIA OPPO  | 2500-12-31      | N/A      | 0.0000% | $1042.00           | $28200.69          | Equities   |
| SPDR SERIES TRUST              PRTFLO S&P500 HI | 2500-12-31      | N/A      | 0.0000% | $8077.00           | $353045.67         | Equities   |
| WISDOMTREE TR                  EMERGING MARKETS | 2500-12-31      | N/A      | 0.0000% | $3463.00           | $124979.67         | Equities   |
| AGRICULTURE & NAT SOL ACQ CORP SHS CL A         | 2500-12-31      | N/A      | 0.0000% | $43270.00          | $474671.90         | Equities   |
| INNOVATOR ETFS TRUST           POWER BUFFER SET | 2500-12-31      | N/A      | 0.0000% | $3947.00           | $136991.69         | Equities   |
| ISHARES TR                     IBONDS DEC25 ETF | 2500-12-31      | N/A      | 0.0000% | $38348.00          | $965602.64         | Equities   |
| ISHARES TR                     GOV/CRED BD ETF  | 2500-12-31      | N/A      | 0.0000% | $4256.00           | $448603.68         | Equities   |
| ISHARES TR                     PARIS ALIGNED CL | 2500-12-31      | N/A      | 0.0000% | $15968.00          | $999194.41         | Equities   |
| NUSHARES ETF TR                NUVEEN ENHNC YLD | 2500-12-31      | N/A      | 0.0000% | $4987.00           | $106272.97         | Equities   |
| FIRST TR EXCHANGE-TRADED FD IV FIRST TR ENH NEW | 2500-12-31      | N/A      | 0.0000% | $22997.00          | $1382349.67        | Equities   |
| FIDELITY MERRIMACK STR TR      TACTICAL BOND    | 2500-12-31      | N/A      | 0.0000% | $2013.00           | $100573.30         | Equities   |
| CAPITAL GROUP CONSERVATIVE EQU SHS              | 2500-12-31      | N/A      | 0.0000% | $178998.00         | $5373519.96        | Equities   |
| ENTERA BIO LTD                 SHS              | 2500-12-31      | N/A      | 0.0000% | $83764.00          | $163339.80         | Equities   |
| SSGA ACTIVE TR                 SPDR SSGA MY2026 | 2500-12-31      | N/A      | 0.0000% | $10161.00          | $255345.93         | Equities   |
| RBB FD INC                     F/M HIGH YIELD   | 2500-12-31      | N/A      | 0.0000% | $2063.00           | $108302.96         | Equities   |
| SSGA ACTIVE TR                 SPDR GALAXY TRAN | 2500-12-31      | N/A      | 0.0000% | $565.00            | $22673.79          | Equities   |
| T ROWE PRICE ETF INC           HEDGED EQUTY ETF | 2500-12-31      | N/A      | 0.0000% | $3129.00           | $86832.25          | Equities   |
| VASTA PLATFORM LTD             CL A             | 2500-12-31      | N/A      | 0.0000% | $28810.00          | $143473.80         | Equities   |
| SCHWAB STRATEGIC TR            MORTGAGE BACKED  | 2500-12-31      | N/A      | 0.0000% | $186784.00         | $4798480.96        | Equities   |
| DOUBLELINE ETF TRUST           MULTI SECTOR INC | 2500-12-31      | N/A      | 0.0000% | $6222.00           | $315610.95         | Equities   |
| SPDR S&P 500 ETF TR            TR UNIT          | 2500-12-31      | N/A      | 0.0000% | $30404.00          | $20178526.72       | Equities   |
| MACQUARIE ETF TRUST            FOCUSED LARGE GR | 2500-12-31      | N/A      | 0.0000% | $670.00            | $19966.00          | Equities   |
| HELLO GROUP INC                ADS              | 2500-12-31      | N/A      | 0.0000% | $1138612.00        | $8494045.52        | Equities   |
| BLACKROCK ETF TRUST            ISHARES FINTECH  | 2500-12-31      | N/A      | 0.0000% | $3992.00           | $129906.07         | Equities   |
| AB ACTIVE ETFS INC             CORPORATE BD ETF | 2500-12-31      | N/A      | 0.0000% | $326.00            | $11807.72          | Equities   |
| ABIVAX SA                      SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $242160.00         | $20179192.80       | Equities   |
| ABSOLUTE SHS TR                WBI BBR YLD 3000 | 2500-12-31      | N/A      | 0.0000% | $2544.00           | $58734.35          | Equities   |
| ACUMEN PHARMACEUTICALS INC     COM              | 2500-12-31      | N/A      | 0.0000% | $411530.00         | $650217.40         | Equities   |
| ABSOLUTE SHS TR                WBI BBR VAL 3000 | 2500-12-31      | N/A      | 0.0000% | $1649.00           | $51194.36          | Equities   |
| CLEAR CHANNEL OUTDOOR HLDGS IN COM              | 2500-12-31      | N/A      | 0.0000% | $3554992.00        | $5581337.44        | Equities   |
| CENTESSA PHARMACEUTICALS PLC   SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $827000.00         | $20178800.00       | Equities   |
| DIMENSIONAL ETF TRUST          EMERGING MRKTETS | 2500-12-31      | N/A      | 0.0000% | $11986.00          | $675770.68         | Equities   |
| BONDBLOXX ETF TRUST            USD HI YLD HEALT | 2500-12-31      | N/A      | 0.0000% | $3335.00           | $119459.70         | Equities   |
| BLACKROCK ETF TRUST II         ISHARES FLEXIBLE | 2500-12-31      | N/A      | 0.0000% | $112458.00         | $5988388.50        | Equities   |
| BONDBLOXX ETF TRUST            USD HI YLD CONSU | 2500-12-31      | N/A      | 0.0000% | $4614.00           | $173810.30         | Equities   |
| BEONE MEDICINES LTD            SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $60.00             | $19969.80          | Equities   |
| TCW ETF TRUST                  DURABLE GROWTH   | 2500-12-31      | N/A      | 0.0000% | $6424.00           | $203641.44         | Equities   |
| COMPANIA DE MINAS BUENAVENTURA SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $159809.00         | $3888152.97        | Equities   |
| CHIPMOS TECHNOLOGIES INC       SPONSORD ADS NEW | 2500-12-31      | N/A      | 0.0000% | $18978.00          | $362859.36         | Equities   |
| EA SERIES TRUST                CAMBRIA ENDOWM   | 2500-12-31      | N/A      | 0.0000% | $3996.00           | $120375.50         | Equities   |
| PRECIDIAN ETFS TR              SHELL PLC ADRHED | 2500-12-31      | N/A      | 0.0000% | $4000.00           | $210024.40         | Equities   |
| INVESCO EXCHANGE TRADED FD TR  NEXT GEN CONNECT | 2500-12-31      | N/A      | 0.0000% | $892.00            | $113186.15         | Equities   |
| FRANKLIN TEMPLETON ETF TR      FRANKLN SWZLND   | 2500-12-31      | N/A      | 0.0000% | $5892.00           | $222807.75         | Equities   |
| FIRST TR EXCHNG TRADED FD VIII ACTIVE GLOBAL    | 2500-12-31      | N/A      | 0.0000% | $4217.00           | $67134.64          | Equities   |
| FIDELITY COVINGTON TRUST       DIVID ETF RISI   | 2500-12-31      | N/A      | 0.0000% | $6070.00           | $354392.09         | Equities   |
| FIRST TR EXCHANGE-TRADED FD IV EIP POWER SOLUTI | 2049-12-31      | N/A      | 0.0000% | $3255.00           | $108204.01         | Equities   |
| PROSHARES TR                   SUPPLY CHAIN LOG | 2500-12-31      | N/A      | 0.0000% | $239.00            | $8964.89           | Equities   |
| SSGA ACTIVE TR                 SPDR SSGA MY2032 | 2500-12-31      | N/A      | 0.0000% | $1468.00           | $36846.80          | Equities   |
| KRANESHARES TRUST              QUADRATIC DEFLAI | 2500-12-31      | N/A      | 0.0000% | $368.00            | $37012.85          | Equities   |
| RBB FD INC                     US TREAS 3 MNTH  | 2500-12-31      | N/A      | 0.0000% | $113800.00         | $5690000.00        | Equities   |
| NORTHERN LIGHTS FD TR          TOEWS AGLTY DNYM | 2500-12-31      | N/A      | 0.0000% | $1335.00           | $30321.72          | Equities   |
| PGIM ETF TR                    MUNICIPAL INCOME | 2500-12-31      | N/A      | 0.0000% | $1332.00           | $67818.78          | Equities   |
| TIDAL TRUST I                  UPAR ULTRA RISK  | 2500-12-31      | N/A      | 0.0000% | $5022.00           | $75571.56          | Equities   |
| THEMES ETF TR                  GENERATIVE ARTIF | 2500-12-31      | N/A      | 0.0000% | $10515.00          | $459505.50         | Equities   |
| USCF ETF TR                    SUSTAINABLE BAT  | 2500-12-31      | N/A      | 0.0000% | $278.00            | $4578.66           | Equities   |
| VERONA PHARMA PLC              SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $189280.00         | $20179140.80       | Equities   |
| VIRTUS ETF TR II               VIRTUS NEWFLEET  | 2500-12-31      | N/A      | 0.0000% | $1302.00           | $28624.47          | Equities   |
| GRANITESHARES ETF TR           2X LONG DELL DAI | 2500-12-31      | N/A      | 0.0000% | $747.00            | $20916.00          | Equities   |
| USCF ETF TR                    ENERGY COMMODITY | 2500-12-31      | N/A      | 0.0000% | $310.00            | $9015.89           | Equities   |
| MATTHEWS INTL FDS              EMERGING MARKETS | 2500-12-31      | N/A      | 0.0000% | $4114.00           | $119728.51         | Equities   |
| GUINNESS ATKINSON FDS          SMARTETF TRASP   | 2500-12-31      | N/A      | 0.0000% | $391.00            | $19882.82          | Equities   |
| PUTNAM ETF TRUST               PANAGORA ESG     | 2500-12-31      | N/A      | 0.0000% | $2308.00           | $63331.52          | Equities   |
| KRANESHARES TRUST              ASIA PACIFIC ETF | 2500-12-31      | N/A      | 0.0000% | $3036.00           | $74222.61          | Equities   |
| PGIM ETF TR                    JENNISON INT OPP | 2500-12-31      | N/A      | 0.0000% | $2784.00           | $178263.42         | Equities   |
| PACER FDS TR                   AMERCN ENRGY IND | 2500-12-31      | N/A      | 0.0000% | $11141.00          | $444191.67         | Equities   |
| MACQUARIE ETF TRUST            ENERGY TRANSITIO | 2500-12-31      | N/A      | 0.0000% | $324.00            | $10680.69          | Equities   |
| TIDAL COMMODITIES TRUST I      HASHDEX BITCOIN  | 2500-12-31      | N/A      | 0.0000% | $1028.00           | $132968.41         | Equities   |
| VANECK ETF TRUST               ISRAEL ETF       | 2500-12-31      | N/A      | 0.0000% | $5538.00           | $298160.38         | Equities   |
| VANECK ETF TRUST               CHINEXT ETF      | 2500-12-31      | N/A      | 0.0000% | $19193.00          | $844492.00         | Equities   |
| VANGUARD ADMIRAL FDS INC       500 VAL IDX FD   | 2500-12-31      | N/A      | 0.0000% | $2634.00           | $523665.54         | Equities   |
| VANECK ETF TRUST               CHINA BOND ETF   | 2500-12-31      | N/A      | 0.0000% | $1675.00           | $37394.38          | Equities   |
| SPDR SERIES TRUST              BLOOMBERG INTL T | 2500-12-31      | N/A      | 0.0000% | $580.00            | $13319.70          | Equities   |
| FIRST TR EXCHANGE-TRADED FD II ALERIAN DISRUPT  | 2500-12-31      | N/A      | 0.0000% | $1369.00           | $54013.89          | Equities   |
| FIDELITY MERRIMACK STR TR      SUSTAINABLE CORE | 2500-12-31      | N/A      | 0.0000% | $878.00            | $41912.82          | Equities   |
| FLEXSHARES TR                  REAL ASST IDX    | 2500-12-31      | N/A      | 0.0000% | $576.00            | $19249.57          | Equities   |
| BARCLAYS BANK PLC              IPATH SER B ETN  | 2049-12-31      | N/A      | 0.0000% | $1021.00           | $31120.08          | Equities   |
| DBX ETF TR                     XTRACKERS FTSE   | 2500-12-31      | N/A      | 0.0000% | $1050.00           | $36050.70          | Equities   |
| EMBRAER S.A.                   SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $145791.00         | $8674564.50        | Equities   |
| BLACKROCK ETF TRUST            ISHARES DEFENSE  | 2500-12-31      | N/A      | 0.0000% | $20019.00          | $628396.41         | Equities   |
| BONDBLOXX ETF TRUST            USD HI YLD ENERG | 2500-12-31      | N/A      | 0.0000% | $1111.00           | $43363.33          | Equities   |
| BONDBLOXX ETF TRUST            USD HI YLD FINAN | 2500-12-31      | N/A      | 0.0000% | $3553.00           | $135776.12         | Equities   |
| BONDBLOXX ETF TRUST            IR M TAX AWARE   | 2500-12-31      | N/A      | 0.0000% | $1530.00           | $77066.10          | Equities   |
| AMERICAN CENTY ETF TR          MULTISECTOR FLOA | 2500-12-31      | N/A      | 0.0000% | $1058.00           | $53719.95          | Equities   |
| ARM HOLDINGS PLC               SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $6110.00           | $854178.00         | Equities   |
| AMERICAN CENTY ETF TR          CALIF MUN BD ETF | 2500-12-31      | N/A      | 0.0000% | $7621.00           | $380516.53         | Equities   |
| DBX ETF TR                     XTRACKERS RISK M | 2500-12-31      | N/A      | 0.0000% | $2670.00           | $63305.70          | Equities   |
| DBX ETF TR                     XTKR EMGRIN MKTS | 2500-12-31      | N/A      | 0.0000% | $2225.00           | $80356.32          | Equities   |
| FLEXSHARES TR                  INT QLTDVDYNAM   | 2500-12-31      | N/A      | 0.0000% | $4423.00           | $149385.06         | Equities   |
| FOMENTO ECONOMICO MEXICANO SAB SPON ADR UNITS   | 2500-12-31      | N/A      | 0.0000% | $6700.00           | $665511.00         | Equities   |
| FRANKLIN TEMPLETON ETF TR      SUSTAINABLE INTL | 2500-12-31      | N/A      | 0.0000% | $1703.00           | $24235.90          | Equities   |
| TEXAS CAPITAL FUNDS TRUST      TEXAS OIL INDEX  | 2500-12-31      | N/A      | 0.0000% | $3471.00           | $81325.53          | Equities   |
| LISTED FDS TR                  HORZN KINTCS BL  | 2500-12-31      | N/A      | 0.0000% | $2312.00           | $72343.40          | Equities   |
| TAIWAN SEMICONDUCTOR MFG LTD   SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $73854.00          | $20179128.42       | Equities   |
| GOLDMAN SACHS ETF TRUST II     MARKETBETA TOTAL | 2500-12-31      | N/A      | 0.0000% | $97.00             | $5162.16           | Equities   |
| GLOBAL X FDS                   RENEWABLE ENERGY | 2500-12-31      | N/A      | 0.0000% | $1447.00           | $46173.77          | Equities   |
| GOLDMAN SACHS ETF TR           ACES INVSTMNT GR | 2500-12-31      | N/A      | 0.0000% | $2179.00           | $104246.85         | Equities   |
| GLOBAL X FDS                   MSCI SUPR EM ETF | 2500-12-31      | N/A      | 0.0000% | $5428.00           | $152561.54         | Equities   |
| ISHARES TR                     SELF DRIVNG EV   | 2500-12-31      | N/A      | 0.0000% | $16533.00          | $605107.80         | Equities   |
| ISHARES TR                     INTL DEV RE ETF  | 2500-12-31      | N/A      | 0.0000% | $17931.00          | $410888.86         | Equities   |
| KRANESHARES TRUST              GLOBAL CARB STRA | 2500-12-31      | N/A      | 0.0000% | $1662.00           | $54513.60          | Equities   |
| GUINNESS ATKINSON FDS          SMARTETFS DIVID  | 2500-12-31      | N/A      | 0.0000% | $2510.00           | $77107.20          | Equities   |
| FRANKLIN TEMPLETON ETF TR      INTL DIV BOOSTER | 2500-12-31      | N/A      | 0.0000% | $2131.00           | $68589.22          | Equities   |
| FRANKLIN TEMPLETON ETF TR      FTSE EUROPE      | 2500-12-31      | N/A      | 0.0000% | $2342.00           | $81138.59          | Equities   |
| FIRST TR EXCHANGE-TRADED FD II INDXX NEXTG ETF  | 2500-12-31      | N/A      | 0.0000% | $6299.00           | $649072.90         | Equities   |
| FIRST TR EXCH TRD ALPHDX FD II UNIT KING ALPH   | 2500-12-31      | N/A      | 0.0000% | $4230.00           | $202172.85         | Equities   |
| FIRST TR EXCHANGE-TRADED FD II GBL WND ENRG ETF | 2500-12-31      | N/A      | 0.0000% | $53856.00          | $1033496.64        | Equities   |
| ISHARES TR                     CORE MSCI INTL   | 2500-12-31      | N/A      | 0.0000% | $252714.00         | $20179212.90       | Equities   |
| ISHARES ETHEREUM TR            SHS              | 2500-12-31      | N/A      | 0.0000% | $636160.00         | $20178995.20       | Equities   |
| NEW YORK LIFE INVTS ACTIVE ETF NYLI MACKAY HIGH | 2500-12-31      | N/A      | 0.0000% | $8255.00           | $219789.38         | Equities   |
| NEW YORK LIFE INVTS ACTIVE ETF NYLI MACKAY CALI | 2500-12-31      | N/A      | 0.0000% | $5784.00           | $125454.96         | Equities   |
| ISHARES TR                     JPMORGAN USD EMG | 2500-12-31      | N/A      | 0.0000% | $211544.00         | $20179182.16       | Equities   |
| ISHARES BITCOIN TRUST ETF      SHS BEN INT      | 2500-12-31      | N/A      | 0.0000% | $310592.00         | $20179162.24       | Equities   |
| GOLDMAN SACHS ETF TR           FUTURE HEALTH    | 2500-12-31      | N/A      | 0.0000% | $1282.00           | $40353.00          | Equities   |
| GLOBAL X FDS                   LONG-TERM TREAS  | 2500-12-31      | N/A      | 0.0000% | $547.00            | $25353.89          | Equities   |
| GLOBAL X FDS                   CLEAN WTR ETF    | 2500-12-31      | N/A      | 0.0000% | $2158.00           | $41746.51          | Equities   |
| SPDR SERIES TRUST              PORTFOLIO S&P600 | 2500-12-31      | N/A      | 0.0000% | $96184.00          | $4444662.64        | Equities   |
| INVESCO EXCHANGE TRADED FD TR  S&P500 EQL WGT   | 2500-12-31      | N/A      | 0.0000% | $106655.00         | $20179126.00       | Equities   |
| SEI EXCHANGE TRADED FUNDS      SELECT EMERGING  | 2500-12-31      | N/A      | 0.0000% | $17202.00          | $517694.19         | Equities   |
| TORTOISE CAPITAL SERIES TRUST  GLOBAL WATER FD  | 2500-12-31      | N/A      | 0.0000% | $2649.00           | $139705.61         | Equities   |
| MANAGER DIRECTED PORTFOLIOS    SANJAC ALPHA LOW | 2500-12-31      | N/A      | 0.0000% | $550.00            | $13933.75          | Equities   |
| WISDOMTREE TR                  HIGH INCOME LADD | 2500-12-31      | N/A      | 0.0000% | $1030.00           | $26172.30          | Equities   |
| SSGA ACTIVE TR                 SPDR SSGA IG PUB | 2500-12-31      | N/A      | 0.0000% | $49602.00          | $1265347.02        | Equities   |
| SSGA ACTIVE TR                 SPDR SSGA MY2034 | 2500-12-31      | N/A      | 0.0000% | $1916.00           | $47813.78          | Equities   |
| WISDOMTREE TR                  INDIA HEDGED EQU | 2500-12-31      | N/A      | 0.0000% | $1187.00           | $50379.01          | Equities   |
| NEOS ETF TRUST                 FIS CHRISTIAN    | 2500-12-31      | N/A      | 0.0000% | $4204.00           | $131602.02         | Equities   |
| VANGUARD INSTL INDEX FD        ULTRA-SHORT TREA | 2500-12-31      | N/A      | 0.0000% | $41275.00          | $3122247.38        | Equities   |
| VANECK ETF TRUST               LOW CARBN ENERGY | 2500-12-31      | N/A      | 0.0000% | $1902.00           | $240650.55         | Equities   |
| STRATEGY SHS                   DAY HAGAN SMART  | 2500-12-31      | N/A      | 0.0000% | $9280.00           | $200169.60         | Equities   |
| AMPLIFY ETF TR                 VIDEO GAME LEADE | 2500-12-31      | N/A      | 0.0000% | $2638.00           | $255764.39         | Equities   |
| TIDAL TRUST I                  AZTLAN NORTH AME | 2500-12-31      | N/A      | 0.0000% | $4433.00           | $101414.18         | Equities   |
| EXCHANGE TRADED CONCEPTS TRUST FMQQ THE NEXT FR | 2500-12-31      | N/A      | 0.0000% | $4561.00           | $69692.08          | Equities   |
| DBX ETF TR                     XTRACK HRVST CSI | 2500-12-31      | N/A      | 0.0000% | $614470.00         | $20179194.80       | Equities   |
| DIMENSIONAL ETF TRUST          GLOBAL SUSTAINA  | 2500-12-31      | N/A      | 0.0000% | $34599.00          | $1843818.77        | Equities   |
| DIMENSIONAL ETF TRUST          EMERGING MKTS HI | 2500-12-31      | N/A      | 0.0000% | $3905.00           | $118516.75         | Equities   |
| BONDBLOXX ETF TRUST            USD HI YLD NON C | 2500-12-31      | N/A      | 0.0000% | $2760.00           | $106218.60         | Equities   |
| BONDBLOXX ETF TRUST            USD HI YLD INDUS | 2500-12-31      | N/A      | 0.0000% | $4612.00           | $177661.16         | Equities   |
| REDDIT INC                     CL A             | 2500-12-31      | N/A      | 0.0000% | $2412.00           | $583655.76         | Equities   |
| INVESCO EXCH TRADED FD TR II   GBL CLEAN ENRG   | 2500-12-31      | N/A      | 0.0000% | $20185.00          | $300958.35         | Equities   |
| GLOBAL X FDS                   GENOMICS AND BIO | 2500-12-31      | N/A      | 0.0000% | $699.00            | $26796.51          | Equities   |
| SPDR INDEX SHS FDS             MSCI EMR MKT ETF | 2500-12-31      | N/A      | 0.0000% | $5922.00           | $246382.44         | Equities   |
| NEUBERGER BERMAN ETF TRUST     TOTAL RETURN BD  | 2500-12-31      | N/A      | 0.0000% | $96.00             | $4894.20           | Equities   |
| SIMPLIFY EXCHANGE TRADED FUNDS CHINA A SHS PLUS | 2500-12-31      | N/A      | 0.0000% | $259.00            | $9050.50           | Equities   |
| MATTHEWS INTL FDS              INDIA ACTIVE ETF | 2500-12-31      | N/A      | 0.0000% | $1515.00           | $44503.12          | Equities   |
| ISHARES TR                     CORE S&P500 ETF  | 2500-12-31      | N/A      | 0.0000% | $30264.00          | $20178824.64       | Equities   |
| GLOBAL X FDS                   AGTECH AND FOOD  | 2500-12-31      | N/A      | 0.0000% | $936.00            | $29601.37          | Equities   |

### Security 644: BOFA SECURITIES INC

- **C.1 - Title:** BOFA SECURITIES INC 4.430000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP19WY21, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: ARP19WY21
- **C.18 - Value (incl. sponsor support):** $249976635.00
- **C.18.a - Value (excl. sponsor support):** $249976635.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.5300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? 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                                          |
|:---|:---|:---|:---|:---|:---|:---|
| BX TRUST 2024-CNYN             A      20410415 FLT | 2041-04-15      | 5.5920%  | 0.0000% | $6042968.00        | $4669159.82        | Private Label Collateralized Mortgage Obligations |
| BX CML MTG TR 2022-LP2         A      20390215 FLT | 2039-02-15      | 5.1631%  | 0.0000% | $355000.00         | $129027.54         | Private Label Collateralized Mortgage Obligations |
| BANK 2019-BNK16                A-4    20520216 FLT | 2052-02-16      | 4.0050%  | 0.0000% | $7836800.00        | $7762509.10        | Private Label Collateralized Mortgage Obligations |
| BPR COMMERCIAL MT TR 2024-PARK A      20391107 FLT | 2039-11-07      | 5.3919%  | 0.0000% | $6000000.00        | $6138740.81        | Private Label Collateralized Mortgage Obligations |
| BBCMS MORTGAGE TRUST 2025-5C37 A-3    20580917 FLT | 2058-09-17      | 5.0150%  | 0.0000% | $6000000.00        | $6157181.17        | Private Label Collateralized Mortgage Obligations |
| BPR MTG TR 2025-ALDR           A      20420605 FLT | 2042-06-05      | 5.6720%  | 0.0000% | $4676800.00        | $4841475.32        | Private Label Collateralized Mortgage Obligations |
| CHASE HOME LENDING 2024-RPL3   A-1-A  20640925 FLT | 2064-09-25      | 3.2500%  | 0.0000% | $1800000.00        | $1471026.49        | Private Label Collateralized Mortgage Obligations |
| CSAIL COML MTG TR 2016-C5      A-5    20481118 3.7 | 2048-11-18      | 3.7567%  | 0.0000% | $583000.00         | $171848.19         | Private Label Collateralized Mortgage Obligations |
| ARES CLO LTD 2020-56R2         A-1-R2 20380125 FLT | 2038-01-25      | 5.5685%  | 0.0000% | $2991560.00        | $3029264.20        | Asset-Backed Securities                           |
| BMO MORTGAGE TRUST 2024-C9     A-SB   20570717 5.7 | 2057-07-17      | 5.7715%  | 0.0000% | $1629999.00        | $1738733.40        | Private Label Collateralized Mortgage Obligations |
| BX COMMERCIAL MTG TR 2024-VLT5 A      20461116 FLT | 2046-11-16      | 5.5908%  | 0.0000% | $681000.00         | $697091.13         | Private Label Collateralized Mortgage Obligations |
| BAYVIEW MSR OPPORT 2021-INV5   A-1    20511125 FLT | 2051-11-25      | 3.0000%  | 0.0000% | $900000.00         | $568124.65         | Private Label Collateralized Mortgage Obligations |
| PREFER TERM SEC XXVIII 2007-28 A-1    20380322 FLT | 2038-03-22      | 5.1994%  | 0.0000% | $40000000.00       | $5677058.48        | Asset-Backed Securities                           |
| CHASE HOME LNDG MTG TR 2024-3  A-5-A  20550225 FLT | 2055-02-25      | 5.5000%  | 0.0000% | $6075000.00        | $6101265.60        | Private Label Collateralized Mortgage Obligations |
| EFMT 2024-INV1                 A-1A   20690325 FLT | 2069-03-25      | 6.5570%  | 0.0000% | $7512000.00        | $5915794.26        | Private Label Collateralized Mortgage Obligations |
| 1828 CLO LTD 2016-R            A-1S1R 20311015 FLT | 2031-10-15      | 5.8092%  | 0.0000% | $22999999.00       | $1470942.64        | Asset-Backed Securities                           |
| MHC TR 2021-MHC2               C      20380517 FLT | 2038-05-17      | 5.5645%  | 0.0000% | $2500000.00        | $2005263.90        | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COML MTG 2025-5C3  A-3    20580117 FLT | 2058-01-17      | 6.0960%  | 0.0000% | $10000000.00       | $10653726.66       | Private Label Collateralized Mortgage Obligations |
| GREYWOLF CLO LTD 2014-4R2      A-1-R2 20340417 FLT | 2034-04-17      | 5.5204%  | 0.0000% | $25000000.00       | $25184761.95       | Asset-Backed Securities                           |
| TRTX ISSUER LTD 2021-FL4       A      20380317 FLT | 2038-03-17      | 5.4574%  | 0.0000% | $9850000.00        | $1460348.06        | Asset-Backed Securities                           |
| SEQUOIA MTG TR 2018-CH3        A-13   20480825 FLT | 2048-08-25      | 4.5000%  | 0.0000% | $3311979.00        | $50367.98          | Private Label Collateralized Mortgage Obligations |
| MAD MTG TR 2015-11MD           A      20350912 FLT | 2035-09-12      | 3.6733%  | 0.0000% | $100000.00         | $100102.80         | Private Label Collateralized Mortgage Obligations |
| OBX TRUST 2021-J3              A-4    20511025 FLT | 2051-10-25      | 2.5000%  | 0.0000% | $1900000.00        | $1084178.66        | Private Label Collateralized Mortgage Obligations |
| PRPM 2025-NQM4 TRUST           A-1    20700725 FLT | 2070-07-25      | 4.9800%  | 0.0000% | $1100000.00        | $1097688.90        | Private Label Collateralized Mortgage Obligations |
| GCAT TR 2021-NQM5              A-1    20660725 FLT | 2066-07-25      | 1.2620%  | 0.0000% | $21910000.00       | $10585152.21       | Private Label Collateralized Mortgage Obligations |
| BENCHMARK MTG TR 2024-V11      A-3    20571119 FLT | 2057-11-19      | 5.9090%  | 0.0000% | $5537800.00        | $5852496.72        | Private Label Collateralized Mortgage Obligations |
| BRAVO RSIDNTL FDG TR 2022-NQM2 A-1    20611125 FLT | 2061-11-25      | 4.2720%  | 0.0000% | $20090000.00       | $10302278.84       | Private Label Collateralized Mortgage Obligations |
| MFA TRUST 2024-NQM2            A-1    20690825 FLT | 2069-08-25      | 5.2720%  | 0.0000% | $3000000.00        | $2235455.71        | Private Label Collateralized Mortgage Obligations |
| GCAT TRUST 2025-NQM4           A-1    20700625 0.0 | 2070-06-25      | 0.0000%  | 0.0000% | $7000000.00        | $6963243.35        | Private Label Collateralized Mortgage Obligations |
| J P M C COML MTG SEC 2025-BHR5 A      20400315 FLT | 2040-03-15      | 5.8440%  | 0.0000% | $2246000.00        | $1554779.19        | Private Label Collateralized Mortgage Obligations |
| PREFERRED TERM SEC 2005-19     A-1    20351222 FLT | 2035-12-22      | 4.6494%  | 0.0000% | $312000.00         | $50904.72          | Asset-Backed Securities                           |
| BRAVO RES FDG TR 2019-2        B2     20441025 FLT | 2044-10-25      | 4.0053%  | 0.0000% | $14055000.00       | $6049998.58        | Private Label Collateralized Mortgage Obligations |
| BRAVO RES FDG TR 2019-2        B1     20441025 FLT | 2044-10-25      | 4.0053%  | 0.0000% | $11712000.00       | $5063224.29        | Private Label Collateralized Mortgage Obligations |
| COLT MTG LN TR 2021-2          A-1    20660825 FLT | 2066-08-25      | 0.9240%  | 0.0000% | $3320000.00        | $1624946.55        | Private Label Collateralized Mortgage Obligations |
| DROP MORTGAGE TRUST 2021-FILE  A      20431015 FLT | 2043-10-15      | 5.4145%  | 0.0000% | $17995000.00       | $17523877.40       | Private Label Collateralized Mortgage Obligations |
| EQUS MTG TRUST 2021-EQAZ       A      20381015 FLT | 2038-10-15      | 5.1703%  | 0.0000% | $6300000.00        | $5013564.22        | Private Label Collateralized Mortgage Obligations |
| WARWICK CAPITAL CLO 2024-3 LTD A-1    20370420 FLT | 2037-04-20      | 5.9755%  | 0.0000% | $6500000.00        | $6607347.46        | Asset-Backed Securities                           |
| WIND RIV 2014-3 CL 2.0 22OCT31 144A                | 2031-10-22      | 2.0000%  | 0.0000% | $2000000.00        | $77488.28          | Asset-Backed Securities                           |
| EFMT 2025-NQM4                 A-1    20700925 FLT | 2070-09-25      | 4.9720%  | 0.0000% | $12218000.00       | $12194802.33       | Private Label Collateralized Mortgage Obligations |
| DK TRUST 2025-LXP              A      20370817 FLT | 2037-08-17      | 5.7432%  | 0.0000% | $8700000.00        | $8720818.95        | Private Label Collateralized Mortgage Obligations |
| PROVIDENT FDG MTG LN 2021-INV2 1-A-14 20511125 FLT | 2051-11-25      | 2.5000%  | 0.0000% | $1271882.00        | $872831.28         | Private Label Collateralized Mortgage Obligations |
| BSREP COMM MTG TR 2021-DC      A      20380816 FLT | 2038-08-16      | 5.2155%  | 0.0000% | $2618000.00        | $2124155.46        | Private Label Collateralized Mortgage Obligations |
| PREFERRED TERM SEC 2005-19     A-2    20351222 FLT | 2035-12-22      | 4.7294%  | 0.0000% | $5100000.00        | $3958766.37        | Asset-Backed Securities                           |
| PREFERRED TERM SECURITIES 3-10 A-2    20330705 FLT | 2033-07-05      | 5.4237%  | 0.0000% | $219000.00         | $20003.47          | Asset-Backed Securities                           |
| SYMPHONY CLO 2018-19           A      20310416 FLT | 2031-04-16      | 5.5394%  | 0.0000% | $669982.00         | $357244.56         | Asset-Backed Securities                           |
| SEQUOIA MTG TR 2019-CH3        A-1    20491025 FLT | 2049-10-25      | 4.0000%  | 0.0000% | $3250000.00        | $142477.84         | Private Label Collateralized Mortgage Obligations |
| OBX TRUST 2020-EXP1            1-A-8  20600125 FLT | 2060-01-25      | 3.5000%  | 0.0000% | $10240000.00       | $2149441.98        | Private Label Collateralized Mortgage Obligations |
| OCP CLO 2021-22R               A-R    20371020 FLT | 2037-10-20      | 5.6755%  | 0.0000% | $1000000.00        | $1015793.33        | Asset-Backed Securities                           |
| JP MORGAN MTG TR 2019-INV3     A-15   20500525 FLT | 2050-05-25      | 3.5000%  | 0.0000% | $4393000.00        | $559633.61         | Private Label Collateralized Mortgage Obligations |
| ELLINGTON FIN MTG TR 2021-3    A-1    20660925 FLT | 2066-09-25      | 1.2410%  | 0.0000% | $5525000.00        | $2836511.18        | Private Label Collateralized Mortgage Obligations |
| COMM MTG TR 2015-LC23          A-4    20481013 3.7 | 2048-10-13      | 3.7740%  | 0.0000% | $719000.00         | $336438.99         | Private Label Collateralized Mortgage Obligations |
| CSMC 2021-BHAR                 A      20381115 FLT | 2038-11-15      | 5.4155%  | 0.0000% | $7974000.00        | $7937544.87        | Private Label Collateralized Mortgage Obligations |
| BBCMS MORTGAGE TRUST 2022-C17  A-SB   20550917 4.5 | 2055-09-17      | 4.5430%  | 0.0000% | $1000000.00        | $1008452.64        | Private Label Collateralized Mortgage Obligations |
| COLT MTG LN TR 2021-6          A-1    20661227 FLT | 2066-12-27      | 1.9070%  | 0.0000% | $1985000.00        | $961237.85         | Private Label Collateralized Mortgage Obligations |
| CIFC FDG LTD 2014-4RR          A-1ARR 20350117 FLT | 2035-01-17      | 5.3124%  | 0.0000% | $12976400.00       | $13143373.83       | Asset-Backed Securities                           |
| SEQUOIA MTG TR 2018-CH3        A-2    20480825 FLT | 2048-08-25      | 4.0000%  | 0.0000% | $6964988.00        | $21129.10          | Private Label Collateralized Mortgage Obligations |
| JP MORGAN MTG TR 2020-7        A-15   20510125 FLT | 2051-01-25      | 3.0000%  | 0.0000% | $7421000.00        | $1577196.32        | Private Label Collateralized Mortgage Obligations |
| PRPM LLC 2023-RCF2             A-1    20531125 FLT | 2053-11-25      | 4.0000%  | 0.0000% | $500000.00         | $349993.26         | Private Label Collateralized Mortgage Obligations |
| JP MORGAN MRTG TR 2020-INV1    A-3    20500825 FLT | 2050-08-25      | 3.5000%  | 0.0000% | $3915000.00        | $564864.66         | Private Label Collateralized Mortgage Obligations |
| KREF LTD  2022-FL3             A      20390222 FLT | 2039-02-22      | 5.5836%  | 0.0000% | $800000.00         | $447098.77         | Asset-Backed Securities                           |
| MARBLE PT CLO XIV LTD 2018-14R A-2-R  20320120 1.7 | 2032-01-20      | 1.7380%  | 0.0000% | $2000000.00        | $1505503.86        | Asset-Backed Securities                           |
| NCMF TR 2025-MFS               A      20330610 FLT | 2033-06-10      | 5.0458%  | 0.0000% | $106000.00         | $106620.17         | Private Label Collateralized Mortgage Obligations |
| NEUBERGER BERMAN LN ADV 21-42R A-R    20360716 FLT | 2036-07-16      | 5.2678%  | 0.0000% | $4250000.00        | $4298836.10        | Asset-Backed Securities                           |
| OBX TRUST 2023-J2              A-11   20531125 FLT | 2053-11-25      | 6.0000%  | 0.0000% | $115000.00         | $118447.97         | Private Label Collateralized Mortgage Obligations |
| SEQUOIA MTG TR 2017-CH1        A-1    20470825 FLT | 2047-08-25      | 4.0000%  | 0.0000% | $12133000.00       | $100845.13         | Private Label Collateralized Mortgage Obligations |
| OBX TRUST 2020-INV1            A-5    20491225 FLT | 2049-12-25      | 3.5000%  | 0.0000% | $7060000.00        | $825735.42         | Private Label Collateralized Mortgage Obligations |
| ARES XLIV CLO LTD              A-1-RR 20340417 FLT | 2034-04-17      | 5.4240%  | 0.0000% | $40000000.00       | $40359565.88       | Asset-Backed Securities                           |
| ARES LOAN FDG LTD 2024-5       A-1    20370727 FLT | 2037-07-27      | 5.8185%  | 0.0000% | $1185560.00        | $1204195.58        | Asset-Backed Securities                           |

### Security 645: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 4.480000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP19WY54, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP19WY54
- **C.18 - Value (incl. sponsor support):** $400308232.00
- **C.18.a - Value (excl. sponsor support):** $400308232.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-12-29
- **C.13 - Final Legal Maturity Date:** 2026-01-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category   |
|:---|:---|:---|:---|:---|:---|:---|
| FIRST TR EXCH TRD ALPHDX FD II EX US SML CP     | 2500-12-31      | N/A      | 0.0000% | $387.00            | $21669.02          | Equities   |
| FRANKLIN TEMPLETON ETF TR      ULTRA SHORT BOND | 2500-12-31      | N/A      | 0.0000% | $2458.00           | $61769.54          | Equities   |
| FIDELITY COVINGTON TRUST       METAVERSE ETF    | 2500-12-31      | N/A      | 0.0000% | $8268.00           | $313973.17         | Equities   |
| MATTHEWS INTL FDS              INDIA ACTIVE ETF | 2500-12-31      | N/A      | 0.0000% | $1515.00           | $44503.12          | Equities   |
| SIMPLIFY EXCHANGE TRADED FUNDS CHINA A SHS PLUS | 2500-12-31      | N/A      | 0.0000% | $259.00            | $9050.50           | Equities   |
| SPDR SERIES TRUST              COMP SOFTWARE    | 2500-12-31      | N/A      | 0.0000% | $4653.00           | $934533.65         | Equities   |
| SPDR INDEX SHS FDS             MSCI EMR MKT ETF | 2500-12-31      | N/A      | 0.0000% | $5922.00           | $246382.44         | Equities   |
| INVESCO EXCHANGE TRADED FD TR  S&P500 EQL WGT   | 2500-12-31      | N/A      | 0.0000% | $106559.00         | $20160962.80       | Equities   |
| NEUBERGER BERMAN ETF TRUST     TOTAL RETURN BD  | 2500-12-31      | N/A      | 0.0000% | $96.00             | $4894.20           | Equities   |
| ISHARES TR                     IBONDS DEC 2032  | 2500-12-31      | N/A      | 0.0000% | $59065.00          | $1513835.95        | Equities   |
| BONDBLOXX ETF TRUST            USD HI YLD CONSU | 2500-12-31      | N/A      | 0.0000% | $4614.00           | $173810.30         | Equities   |
| BONDBLOXX ETF TRUST            USD HIGH YIELD B | 2500-12-31      | N/A      | 0.0000% | $8336.00           | $127957.60         | Equities   |
| BONDBLOXX ETF TRUST            USD HI YLD HEALT | 2500-12-31      | N/A      | 0.0000% | $3335.00           | $119459.70         | Equities   |
| BONDBLOXX ETF TRUST            USD HI YLD NON C | 2500-12-31      | N/A      | 0.0000% | $2760.00           | $106218.60         | Equities   |
| COLUMBIA ETF TR II             INDIA CONSMR ETF | 2500-12-31      | N/A      | 0.0000% | $26956.00          | $1744592.32        | Equities   |
| VANECK ETF TRUST               CHINEXT ETF      | 2500-12-31      | N/A      | 0.0000% | $19193.00          | $844492.00         | Equities   |
| WISDOMTREE TR                  HIGH INCOME LADD | 2500-12-31      | N/A      | 0.0000% | $1030.00           | $26172.30          | Equities   |
| WISDOMTREE TR                  INDIA HEDGED EQU | 2500-12-31      | N/A      | 0.0000% | $1187.00           | $50379.01          | Equities   |
| SSGA ACTIVE TR                 SPDR SSGA MY2034 | 2500-12-31      | N/A      | 0.0000% | $1916.00           | $47813.78          | Equities   |
| MANAGER DIRECTED PORTFOLIOS    SANJAC ALPHA LOW | 2500-12-31      | N/A      | 0.0000% | $550.00            | $13933.75          | Equities   |
| SCHWAB STRATEGIC TR            5 10YR CORP BD   | 2500-12-31      | N/A      | 0.0000% | $873910.00         | $20161103.70       | Equities   |
| TIDAL TRUST II                 DEFIANCE GOLD    | 2500-12-31      | N/A      | 0.0000% | $3811.00           | $67873.91          | Equities   |
| NEW YORK LIFE INVTS ACTIVE ETF NYLI MACKAY CALI | 2500-12-31      | N/A      | 0.0000% | $5784.00           | $125454.96         | Equities   |
| INNOVATOR ETFS TRUST           GRADIENT TACTIC  | 2500-12-31      | N/A      | 0.0000% | $2366.00           | $62471.63          | Equities   |
| GOLDMAN SACHS ETF TR           FUTURE HEALTH    | 2500-12-31      | N/A      | 0.0000% | $1282.00           | $40353.00          | Equities   |
| ISHARES ETHEREUM TR            SHS              | 2500-12-31      | N/A      | 0.0000% | $635584.00         | $20160724.48       | Equities   |
| ISHARES TR                     JPMORGAN USD EMG | 2500-12-31      | N/A      | 0.0000% | $211352.00         | $20160867.28       | Equities   |
| ISHARES BITCOIN TRUST ETF      SHS BEN INT      | 2500-12-31      | N/A      | 0.0000% | $310304.00         | $20160450.88       | Equities   |
| INVESCO EXCH TRADED FD TR II   MSCI GBL TIMBR   | 2500-12-31      | N/A      | 0.0000% | $1278.00           | $37569.62          | Equities   |
| NEW YORK LIFE INVTS ACTIVE ETF NYLI MACKAY HIGH | 2500-12-31      | N/A      | 0.0000% | $8255.00           | $219789.38         | Equities   |
| NUSHARES ETF TR                NUVEEN ESG US    | 2500-12-31      | N/A      | 0.0000% | $9678.00           | $217271.10         | Equities   |
| 2023 ETF SERIES TRUST II       GMO BEYOND CHNA  | 2500-12-31      | N/A      | 0.0000% | $1382.00           | $40230.02          | Equities   |
| TIDAL TRUST I                  SOFI SELECT 500  | 2500-12-31      | N/A      | 0.0000% | $26279.00          | $3374749.18        | Equities   |
| PROSHARES TR                   ULTRASHORT FINA  | 2500-12-31      | N/A      | 0.0000% | $5994.00           | $157525.92         | Equities   |
| ISHARES TR                     PARIS ALIGNED CL | 2500-12-31      | N/A      | 0.0000% | $3330.00           | $237809.95         | Equities   |
| FIRST TR EXCHANGE TRADED FD VI RISNG DIVD ACHIV | 2500-12-31      | N/A      | 0.0000% | $155129.00         | $10438630.41       | Equities   |
| FIDELITY COVINGTON TRUST       DISRUPTIVE TECH  | 2500-12-31      | N/A      | 0.0000% | $17620.00          | $715204.61         | Equities   |
| FIRST TR EXCH TRD ALPHDX FD II UNIT KING ALPH   | 2500-12-31      | N/A      | 0.0000% | $4230.00           | $202172.85         | Equities   |
| FIRST TR EXCHNG TRADED FD VIII ACTIVE GLOBAL    | 2500-12-31      | N/A      | 0.0000% | $4217.00           | $67134.64          | Equities   |
| FRANKLIN TEMPLETON ETF TR      FTSE AUSTRALIA   | 2500-12-31      | N/A      | 0.0000% | $6543.00           | $210589.07         | Equities   |
| MARTIN MIDSTREAM PRTNRS L P    UNIT L P INT     | 2500-12-31      | N/A      | 0.0000% | $29493.00          | $94082.67          | Equities   |
| ISHARES TR                     SELF DRIVNG EV   | 2500-12-31      | N/A      | 0.0000% | $30903.00          | $1131049.80        | Equities   |
| GUINNESS ATKINSON FDS          SMARTETFS DIVID  | 2500-12-31      | N/A      | 0.0000% | $2510.00           | $77107.20          | Equities   |
| GLOBAL X FDS                   MSCI SUPR EM ETF | 2500-12-31      | N/A      | 0.0000% | $5428.00           | $152561.54         | Equities   |
| GLOBAL X FDS                   LONG-TERM TREAS  | 2500-12-31      | N/A      | 0.0000% | $547.00            | $25353.89          | Equities   |
| GOLDMAN SACHS ETF TRUST II     MARKETBETA TOTAL | 2500-12-31      | N/A      | 0.0000% | $97.00             | $5162.16           | Equities   |
| GLOBAL X FDS                   RENEWABLE ENERGY | 2500-12-31      | N/A      | 0.0000% | $2171.00           | $69276.61          | Equities   |
| GOLDMAN SACHS ETF TR           ACES INVSTMNT GR | 2500-12-31      | N/A      | 0.0000% | $2179.00           | $104246.85         | Equities   |
| TAIWAN SEMICONDUCTOR MFG LTD   SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $73688.00          | $20133772.24       | Equities   |
| KRANESHARES TRUST              ASIA PACIFIC ETF | 2500-12-31      | N/A      | 0.0000% | $3036.00           | $74222.61          | Equities   |
| TEXAS CAPITAL FUNDS TRUST      TEXAS OIL INDEX  | 2500-12-31      | N/A      | 0.0000% | $3471.00           | $81325.53          | Equities   |
| SPDR INDEX SHS FDS             EURO STOXX 50    | 2500-12-31      | N/A      | 0.0000% | $73284.00          | $4524554.16        | Equities   |
| TIDAL TRUST II                 YIELDMAX PYPL OP | 2500-12-31      | N/A      | 0.0000% | $2720.00           | $29702.40          | Equities   |
| PROSHARES TR                   SUPPLY CHAIN LOG | 2500-12-31      | N/A      | 0.0000% | $239.00            | $8964.89           | Equities   |
| TORTOISE CAPITAL SERIES TRUST  GLOBAL WATER FD  | 2500-12-31      | N/A      | 0.0000% | $2649.00           | $139705.61         | Equities   |
| FRANKLIN TEMPLETON ETF TR      SUSTAINABLE INTL | 2500-12-31      | N/A      | 0.0000% | $1703.00           | $24235.90          | Equities   |
| GLOBAL X FDS                   AGTECH AND FOOD  | 2500-12-31      | N/A      | 0.0000% | $936.00            | $29601.37          | Equities   |
| GLOBAL X FDS                   CLEANTECH ETF NW | 2500-12-31      | N/A      | 0.0000% | $2100.00           | $104745.48         | Equities   |
| DBX ETF TR                     XTRACKERS MSCI   | 2500-12-31      | N/A      | 0.0000% | $1174.00           | $71567.04          | Equities   |
| DBX ETF TR                     XTRACKERS RISK M | 2500-12-31      | N/A      | 0.0000% | $2670.00           | $63305.70          | Equities   |
| DIREXION SHS ETF TR            DLY MIDCAP ETF3X | 2500-12-31      | N/A      | 0.0000% | $2858.00           | $144329.00         | Equities   |
| DBX ETF TR                     XTKR EMGRIN MKTS | 2500-12-31      | N/A      | 0.0000% | $2225.00           | $80356.32          | Equities   |
| ARM HOLDINGS PLC               SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $6110.00           | $854178.00         | Equities   |
| AMERICAN BEACON SELECT FUNDS   AHL TREND ETF    | 2500-12-31      | N/A      | 0.0000% | $1650.00           | $40001.11          | Equities   |
| AMERICAN CENTY ETF TR          MULTISECTOR FLOA | 2500-12-31      | N/A      | 0.0000% | $1058.00           | $53719.95          | Equities   |
| AMERICAN CENTY ETF TR          CALIF MUN BD ETF | 2500-12-31      | N/A      | 0.0000% | $7621.00           | $380516.53         | Equities   |
| ADVISORS INNER CIRCLE FD II    FRONTIER ASSET C | 2500-12-31      | N/A      | 0.0000% | $1376.00           | $35204.41          | Equities   |
| AMBEV SA                       SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $2304571.00        | $5277467.59        | Equities   |
| AMAZON COM INC                 COM              | 2500-12-31      | N/A      | 0.0000% | $1854.00           | $411903.18         | Equities   |
| ALLSPRING EXCHANGE TRADED FUND BROAD MARKET COR | 2500-12-31      | N/A      | 0.0000% | $11837.00          | $298825.07         | Equities   |
| BONDBLOXX ETF TRUST            IR M TAX AWARE   | 2500-12-31      | N/A      | 0.0000% | $1530.00           | $77066.10          | Equities   |
| BONDBLOXX ETF TRUST            USD HI YLD FINAN | 2500-12-31      | N/A      | 0.0000% | $3553.00           | $135776.12         | Equities   |
| BONDBLOXX ETF TRUST            BLOOMBERG TWENTY | 2500-12-31      | N/A      | 0.0000% | $1492.00           | $58459.39          | Equities   |
| ETF OPPORTUNITIES TRUST        REX BITCOIN CORP | 2500-12-31      | N/A      | 0.0000% | $2642.00           | $74778.64          | Equities   |
| BARCLAYS BANK PLC              IPATH SER B ETN  | 2049-12-31      | N/A      | 0.0000% | $1021.00           | $31120.08          | Equities   |
| CENTESSA PHARMACEUTICALS PLC   SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $826200.00         | $20159280.00       | Equities   |
| CAPITAL GROUP DIVIDEND GROWERS SHS ETF          | 2500-12-31      | N/A      | 0.0000% | $12986.00          | $448536.44         | Equities   |
| CAPITAL GROUP GBL GROWTH EQTY  SHS CREATION UNI | 2500-12-31      | N/A      | 0.0000% | $317911.00         | $10805794.89       | Equities   |
| DIMENSIONAL ETF TRUST          EMERGING MRKTETS | 2500-12-31      | N/A      | 0.0000% | $11986.00          | $675770.68         | Equities   |
| FLEXSHARES TR                  REAL ASST IDX    | 2500-12-31      | N/A      | 0.0000% | $576.00            | $19249.57          | Equities   |
| FIDELITY MERRIMACK STR TR      SUSTAINABLE CORE | 2500-12-31      | N/A      | 0.0000% | $878.00            | $41912.82          | Equities   |
| FIRST TR EXCH TRADED FD III    CALIF MUN INCM   | 2500-12-31      | N/A      | 0.0000% | $6704.00           | $327121.68         | Equities   |
| GUINNESS ATKINSON FDS          SMARTETF TRASP   | 2500-12-31      | N/A      | 0.0000% | $391.00            | $19882.82          | Equities   |
| GRUPO AEROPORTUARIO DEL SUREST SPON ADR SER B   | 2500-12-31      | N/A      | 0.0000% | $100.00            | $32521.00          | Equities   |
| VICTORY PORTFOLIOS II          VICTORYSHARES WE | 2500-12-31      | N/A      | 0.0000% | $1165.00           | $53635.32          | Equities   |
| TIDAL COMMODITIES TRUST I      HASHDEX BITCOIN  | 2500-12-31      | N/A      | 0.0000% | $1028.00           | $132968.41         | Equities   |
| GOLDMAN SACHS ETF TR           ACTIVEBETA EUR   | 2500-12-31      | N/A      | 0.0000% | $6831.00           | $295358.78         | Equities   |
| TIDAL TRUST I                  UPAR ULTRA RISK  | 2500-12-31      | N/A      | 0.0000% | $5022.00           | $75571.56          | Equities   |
| MACQUARIE ETF TRUST            ENERGY TRANSITIO | 2500-12-31      | N/A      | 0.0000% | $324.00            | $10680.69          | Equities   |
| PGIM ETF TR                    JENNISON INT OPP | 2500-12-31      | N/A      | 0.0000% | $1946.00           | $124605.10         | Equities   |
| PGIM ETF TR                    JENNISON FOC GWT | 2500-12-31      | N/A      | 0.0000% | $48.00             | $5279.44           | Equities   |
| PUTNAM ETF TRUST               PANAGORA ESG     | 2500-12-31      | N/A      | 0.0000% | $2308.00           | $63331.52          | Equities   |
| ISHARES TR                     ESG ADV TTL USD  | 2500-12-31      | N/A      | 0.0000% | $77682.00          | $3412958.67        | Equities   |
| USCF ETF TR                    ENERGY COMMODITY | 2500-12-31      | N/A      | 0.0000% | $310.00            | $9015.89           | Equities   |
| VANECK ETF TRUST               DIGITAL INDIA ET | 2500-12-31      | N/A      | 0.0000% | $4242.00           | $169722.42         | Equities   |
| VANECK ETF TRUST               GREEN METALS ETF | 2500-12-31      | N/A      | 0.0000% | $2321.00           | $72512.91          | Equities   |
| VERONA PHARMA PLC              SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $189110.00         | $20161017.10       | Equities   |
| VIRTUS ETF TR II               VIRTUS NEWFLEET  | 2500-12-31      | N/A      | 0.0000% | $1302.00           | $28624.47          | Equities   |
| USCF ETF TR                    SUSTAINABLE BAT  | 2500-12-31      | N/A      | 0.0000% | $278.00            | $4578.66           | Equities   |
| MATTHEWS INTL FDS              EMERGING MARKETS | 2500-12-31      | N/A      | 0.0000% | $4114.00           | $119728.51         | Equities   |
| TOUCHSTONE ETF TRUST           SECURITIZED INCO | 2500-12-31      | N/A      | 0.0000% | $3064.00           | $80245.85          | Equities   |
| TWO RDS SHARED TR              CONDCTR GBL EQTY | 2500-12-31      | N/A      | 0.0000% | $9784.00           | $144216.16         | Equities   |
| PGIM ETF TR                    MUNICIPAL INCOME | 2500-12-31      | N/A      | 0.0000% | $1332.00           | $67818.78          | Equities   |
| GOLDMAN SACHS ETF TR           FUTURE TECH LEAD | 2500-12-31      | N/A      | 0.0000% | $6894.00           | $269141.76         | Equities   |
| PROSHARES TR                   PSHS ULT SEMICDT | 2500-12-31      | N/A      | 0.0000% | $17506.00          | $1674799.02        | Equities   |
| RBB FD INC                     US TREAS 20YR BD | 2500-12-31      | N/A      | 0.0000% | $2790.00           | $123496.84         | Equities   |
| SSGA ACTIVE TR                 SPDR SSGA MY2032 | 2500-12-31      | N/A      | 0.0000% | $1468.00           | $36846.80          | Equities   |
| LISTED FDS TR                  WAHED DOW JONES  | 2500-12-31      | N/A      | 0.0000% | $39107.00          | $1065861.28        | Equities   |
| KRANESHARES TRUST              QUADRATIC DEFLAI | 2500-12-31      | N/A      | 0.0000% | $368.00            | $37012.85          | Equities   |
| ROUNDHILL ETF TRUST            GLP 1 & WEIGHT L | 2500-12-31      | N/A      | 0.0000% | $11174.00          | $298983.84         | Equities   |
| FRANKLIN TEMPLETON ETF TR      INTL DIV BOOSTER | 2500-12-31      | N/A      | 0.0000% | $1267.00           | $40780.17          | Equities   |
| FIDELITY MERRIMACK STR TR      TACTICAL BOND    | 2500-12-31      | N/A      | 0.0000% | $2013.00           | $100573.30         | Equities   |
| JANUS DETROIT STR TR           HENDRSON AAA CL  | 2500-12-31      | N/A      | 0.0000% | $397028.00         | $20161081.84       | Equities   |
| ALLIED GOLD CORP               COM NEW          | 2500-12-31      | N/A      | 0.0000% | $522898.00         | $9155943.98        | Equities   |
| ALTSHARES TRUST                MERGER ARBITRAGE | 2500-12-31      | N/A      | 0.0000% | $2180.00           | $63176.40          | Equities   |
| CIA ENERGETICA DE MINAS GERAIS SP ADR N-V PFD   | 2500-12-31      | N/A      | 0.0000% | $149682.00         | $315829.02         | Equities   |
| COMPANIA DE MINAS BUENAVENTURA SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $159809.00         | $3888152.97        | Equities   |
| DOUBLELINE ETF TRUST           COMMODITY STRATE | 2500-12-31      | N/A      | 0.0000% | $1394.00           | $37773.78          | Equities   |
| CHIPMOS TECHNOLOGIES INC       SPONSORD ADS NEW | 2500-12-31      | N/A      | 0.0000% | $18978.00          | $362859.36         | Equities   |
| BANCO BBVA ARGENTINA S A       SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $895618.00         | $7979956.38        | Equities   |
| BLACKROCK ETF TRUST            ISHARES DEFENSE  | 2500-12-31      | N/A      | 0.0000% | $1933.00           | $60676.87          | Equities   |
| BLACKROCK ETF TRUST            ISHARES ENHANCED | 2500-12-31      | N/A      | 0.0000% | $10000.00          | $998099.00         | Equities   |
| BLACKROCK ETF TRUST            ISHARES TECHNOLO | 2500-12-31      | N/A      | 0.0000% | $4318.00           | $133627.85         | Equities   |
| CATERPILLAR INC                COM              | 2500-12-31      | N/A      | 0.0000% | $1238.00           | $583853.18         | Equities   |
| DIMENSIONAL ETF TRUST          ULTRASHORT FIXED | 2500-12-31      | N/A      | 0.0000% | $44258.00          | $2246536.08        | Equities   |
| ETF SER SOLUTIONS              VIDENT INTERNATI | 2500-12-31      | N/A      | 0.0000% | $13398.00          | $428427.85         | Equities   |
| EXCHANGE TRADED CONCEPTS TRUST EMQQ THE EMERGIN | 2500-12-31      | N/A      | 0.0000% | $15729.00          | $733443.27         | Equities   |
| ABSOLUTE SHS TR                WBI BBR VAL 3000 | 2500-12-31      | N/A      | 0.0000% | $1649.00           | $51194.36          | Equities   |
| AB ACTIVE ETFS INC             CORPORATE BD ETF | 2500-12-31      | N/A      | 0.0000% | $326.00            | $11807.72          | Equities   |
| ALPS ETF TR                    EM SECT DIV DG   | 2500-12-31      | N/A      | 0.0000% | $2785.00           | $64373.60          | Equities   |
| ATRENEW INC                    SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $33845.00          | $158733.05         | Equities   |
| BLACKROCK ETF TRUST            ISHARES FINTECH  | 2500-12-31      | N/A      | 0.0000% | $3992.00           | $129906.07         | Equities   |
| SPDR S&P 500 ETF TR            TR UNIT          | 2500-12-31      | N/A      | 0.0000% | $30376.00          | $20159943.68       | Equities   |
| SCHWAB STRATEGIC TR            LONG TERM US     | 2500-12-31      | N/A      | 0.0000% | $1202.00           | $38920.76          | Equities   |
| DBX ETF TR                     XTRACKERS FTSE   | 2500-12-31      | N/A      | 0.0000% | $1050.00           | $36050.70          | Equities   |
| DOUBLELINE ETF TRUST           FORTUNE 500 EQUA | 2500-12-31      | N/A      | 0.0000% | $3686.00           | $115672.95         | Equities   |
| SCHWAB STRATEGIC TR            INT-TRM U.S TRES | 2500-12-31      | N/A      | 0.0000% | $802912.00         | $20161120.32       | Equities   |
| SPDR SERIES TRUST              S&P 400 MDCP VAL | 2500-12-31      | N/A      | 0.0000% | $6561.00           | $545678.37         | Equities   |
| SSGA ACTIVE TR                 SPDR SSGA MY2026 | 2500-12-31      | N/A      | 0.0000% | $1941.00           | $48777.33          | Equities   |
| SSGA ACTIVE TR                 SPDR GALAXY TRAN | 2500-12-31      | N/A      | 0.0000% | $565.00            | $22673.79          | Equities   |
| T ROWE PRICE ETF INC           HEDGED EQUTY ETF | 2500-12-31      | N/A      | 0.0000% | $3129.00           | $86832.25          | Equities   |
| ENTERA BIO LTD                 SHS              | 2500-12-31      | N/A      | 0.0000% | $106562.00         | $207795.90         | Equities   |
| FIRST TR EXCHANGE-TRADED FD II ALERIAN DISRUPT  | 2500-12-31      | N/A      | 0.0000% | $1369.00           | $54013.89          | Equities   |
| MFS ACTIVE EXCHANGE TRADED FUN INTERMEDITE MUNI | 2500-12-31      | N/A      | 0.0000% | $3749.00           | $93425.08          | Equities   |
| GOLDMAN SACHS ETF TR           MUNI INCOME ETF  | 2500-12-31      | N/A      | 0.0000% | $28518.00          | $1448429.22        | Equities   |
| ISHARES TR                     JPX NIKKEI 400   | 2500-12-31      | N/A      | 0.0000% | $3123.00           | $266951.54         | Equities   |
| ISHARES TR                     PARIS ALIGNED CL | 2500-12-31      | N/A      | 0.0000% | $15968.00          | $999194.41         | Equities   |
| ISHARES TR                     MSCI WORLD SMALL | 2500-12-31      | N/A      | 0.0000% | $9435.00           | $284614.32         | Equities   |
| VASTA PLATFORM LTD             CL A             | 2500-12-31      | N/A      | 0.0000% | $28672.00          | $142786.56         | Equities   |
| SP FUNDS TRUST                 S&P GLOBAL TECHN | 2500-12-31      | N/A      | 0.0000% | $8545.00           | $293435.30         | Equities   |
| SCHWAB STRATEGIC TR            MUN BD ETF       | 2500-12-31      | N/A      | 0.0000% | $498602.00         | $12774183.24       | Equities   |
| AGRICULTURE & NAT SOL ACQ CORP SHS CL A         | 2500-12-31      | N/A      | 0.0000% | $43270.00          | $474671.90         | Equities   |
| SEI EXCHANGE TRADED FUNDS      SELECT INTL EQUI | 2500-12-31      | N/A      | 0.0000% | $3494.00           | $106095.31         | Equities   |
| SIMPLIFY EXCHANGE TRADED FUNDS TARA INDIA OPPO  | 2500-12-31      | N/A      | 0.0000% | $1042.00           | $28200.69          | Equities   |
| FIRST TR EXCHANGE-TRADED FD    DJ INTERNT IDX   | 2500-12-31      | N/A      | 0.0000% | $2856.00           | $810018.72         | Equities   |
| FIRST TR EXCH TRD ALPHDX FD II ASIA EX JAPAN    | 2500-12-31      | N/A      | 0.0000% | $4740.00           | $176459.77         | Equities   |
| TIDAL TRUST I                  ACADEMY VETERAN  | 2500-12-31      | N/A      | 0.0000% | $4559.00           | $91316.77          | Equities   |
| ISHARES TR                     IBONDS OCT 2026  | 2500-12-31      | N/A      | 0.0000% | $10368.00          | $268945.92         | Equities   |
| ISHARES INC                    MSCI JPN ETF NEW | 2500-12-31      | N/A      | 0.0000% | $250416.00         | $20160992.16       | Equities   |
| NEW YORK LIFE INVTS ACTIVE ETF NYLI MACKAY MUNI | 2500-12-31      | N/A      | 0.0000% | $1197.00           | $30541.46          | Equities   |
| INVESCO EXCHANGE TRADED FD TR  S&P500 EQL DIS   | 2500-12-31      | N/A      | 0.0000% | $23388.00          | $1357778.65        | Equities   |
| ISHARES TR                     GENOMICS IMMUN   | 2500-12-31      | N/A      | 0.0000% | $4527.00           | $104347.35         | Equities   |
| ISHARES TR                     0-5YR INVT GR CP | 2500-12-31      | N/A      | 0.0000% | $40517.00          | $2057858.43        | Equities   |
| GOLDMAN SACHS ETF TR           DYNAMIC NY MUNI  | 2500-12-31      | N/A      | 0.0000% | $4116.00           | $204778.41         | Equities   |
| FLEXSHARES TR                  ESG & CLM INVEST | 2500-12-31      | N/A      | 0.0000% | $2684.00           | $112140.47         | Equities   |
| ISHARES TR                     IBONDS DEC 2044  | 2500-12-31      | N/A      | 0.0000% | $10334.00          | $259581.81         | Equities   |
| NEW YORK LIFE INVTS ACTIVE ETF NYLI MACKAY CORE | 2500-12-31      | N/A      | 0.0000% | $11164.00          | $239132.88         | Equities   |
| NEUBERGER BERMAN ETF TRUST     FLEXIBLE CREDIT  | 2500-12-31      | N/A      | 0.0000% | $714.00            | $36860.39          | Equities   |
| GOLDMAN SACHS ETF TR           INNOVAT EQ ETF   | 2500-12-31      | N/A      | 0.0000% | $3465.00           | $255543.75         | Equities   |
| YHN ACQUISITION I LTD          SHS              | 2500-12-31      | N/A      | 0.0000% | $9997.00           | $104468.65         | Equities   |
| AMPLIFY ETF TR                 WEIGHT LOSS DRUG | 2500-12-31      | N/A      | 0.0000% | $2352.00           | $53916.54          | Equities   |
| DIMENSIONAL ETF TRUST          EMERGING MKTS CO | 2500-12-31      | N/A      | 0.0000% | $559303.00         | $17892102.97       | Equities   |
| DIMENSIONAL ETF TRUST          WORLD EX US CORE | 2500-12-31      | N/A      | 0.0000% | $171477.00         | $5360371.02        | Equities   |
| WISDOMTREE TR                  TRUE EMERGING MK | 2500-12-31      | N/A      | 0.0000% | $9718.00           | $336987.20         | Equities   |
| TIDAL TRUST I                  SP FUNDS S&P GBL | 2500-12-31      | N/A      | 0.0000% | $28750.00          | $556025.00         | Equities   |
| VANECK ETF TRUST               BRAZIL SMALL CAP | 2500-12-31      | N/A      | 0.0000% | $5554.00           | $90935.64          | Equities   |
| VANGUARD ADMIRAL FDS INC       MIDCP 400 IDX    | 2500-12-31      | N/A      | 0.0000% | $859.00            | $94739.11          | Equities   |
| PROSHARES TR                   ULTRA MSCI BRAZI | 2500-12-31      | N/A      | 0.0000% | $1986.00           | $48288.99          | Equities   |
| WISDOMTREE TR                  CORE LADDERED MU | 2500-12-31      | N/A      | 0.0000% | $928.00            | $23793.92          | Equities   |
| VANGUARD SCOTTSDALE FDS        VNG RUS1000IDX   | 2500-12-31      | N/A      | 0.0000% | $4017.00           | $1211446.86        | Equities   |
| VANECK ETF TRUST               ENERGY INCME ET  | 2500-12-31      | N/A      | 0.0000% | $4294.00           | $425492.46         | Equities   |
| INVESCO EXCH TRADED FD TR II   TAXABLE MUN BD   | 2500-12-31      | N/A      | 0.0000% | $10461.00          | $284957.64         | Equities   |
| I MAB                          SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $1794104.00        | $6135835.68        | Equities   |
| HARBOR ETF TRUST               DISCIPLINED BOND | 2500-12-31      | N/A      | 0.0000% | $2722.00           | $113426.28         | Equities   |
| KRANESHARES TRUST              EUROPEAN CARBON  | 2500-12-31      | N/A      | 0.0000% | $1163.00           | $29854.21          | Equities   |
| NUSHARES ETF TR                NUVEEN ENHNC YLD | 2500-12-31      | N/A      | 0.0000% | $4987.00           | $106272.97         | Equities   |
| LATTICE STRATEGIES TR          HARTFRD EMRG ETF | 2500-12-31      | N/A      | 0.0000% | $6029.00           | $167478.39         | Equities   |
| LISTED FDS TR                  TEUCRIUM AGRI ST | 2500-12-31      | N/A      | 0.0000% | $3357.00           | $60056.73          | Equities   |
| KRANESHARES TRUST              CSI CHI INTERNET | 2500-12-31      | N/A      | 0.0000% | $17072.00          | $716170.40         | Equities   |
| ISHARES TR                     IBONDS OCT 2030  | 2500-12-31      | N/A      | 0.0000% | $7101.00           | $189383.67         | Equities   |
| ISHARES TR                     ESG AWR MSCI USA | 2500-12-31      | N/A      | 0.0000% | $19777.00          | $2871422.63        | Equities   |
| SELECT SECTOR SPDR TR          FINANCIAL        | 2500-12-31      | N/A      | 0.0000% | $372391.00         | $20157524.83       | Equities   |
| GLOBAL X FDS                   SHORT-TERM TREAS | 2500-12-31      | N/A      | 0.0000% | $1521.00           | $76582.35          | Equities   |
| ISHARES INC                    MSCI THAILND ETF | 2500-12-31      | N/A      | 0.0000% | $7331.00           | $438320.49         | Equities   |
| JANUS DETROIT STR TR           HENDERSON CORPOR | 2500-12-31      | N/A      | 0.0000% | $148.00            | $6252.26           | Equities   |
| ISHARES INC                    EM MKTS DIV ETF  | 2500-12-31      | N/A      | 0.0000% | $160668.00         | $4754166.12        | Equities   |
| VANGUARD INDEX FDS             S&P 500 ETF SHS  | 2500-12-31      | N/A      | 0.0000% | $33043.00          | $20160525.59       | Equities   |
| SSGA ACTIVE TR                 SPDR SSGA MY2030 | 2500-12-31      | N/A      | 0.0000% | $3395.00           | $85044.75          | Equities   |
| VANECK MERK GOLD ETF           GOLD SHS         | 2500-12-31      | N/A      | 0.0000% | $15776.00          | $581818.88         | Equities   |
| DBX ETF TR                     XTRACKERS ARTIFI | 2500-12-31      | N/A      | 0.0000% | $16686.00          | $693303.30         | Equities   |

### Security 646: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 4.480000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1A2HC2, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP1A2HC2
- **C.18 - Value (incl. sponsor support):** $1449736042.00
- **C.18.a - Value (excl. sponsor support):** $1449736042.00
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 4.5300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-12-29
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                          |
|:---|:---|:---|:---|:---|:---|:---|
| DOMINION ENERGY GAS HLDGS LLC  SR GLBL -B NT 55    | 2055-01-15      | 6.2000%  | 0.0000% | $115000.00         | $122401.02         | Corporate Debt Securities                         |
| CONSOLIDATED EDISON CO N Y INC SR -2014A DEB 44    | 2044-03-15      | 4.4500%  | 0.0000% | $560000.00         | $495854.33         | Corporate Debt Securities                         |
| ENERGY TRANSFER L P            SR GLBL NT 29       | 2029-04-15      | 5.2500%  | 0.0000% | $76000.00          | $80003.11          | Corporate Debt Securities                         |
| ENERSYS                        GLBL 144A NT 32     | 2032-01-15      | 6.6250%  | 0.0000% | $2500000.00        | $2609555.21        | Corporate Debt Securities                         |
| ENBRIDGE INC                   SUB GLBL COCO 84    | 2084-01-15      | 8.2500%  | 0.0000% | $5000.00           | $5460.04           | Corporate Debt Securities                         |
| ENCOMPASS HEALTH CORP          SR GLBL NT4.5%28    | 2028-02-01      | 4.5000%  | 0.0000% | $674000.00         | $673787.69         | Corporate Debt Securities                         |
| DISCOVERY COMMUNICATIONS LLC   SR GLBL NT 28       | 2028-03-20      | 3.9500%  | 0.0000% | $100000.00         | $97665.72          | Corporate Debt Securities                         |
| ENERGUATE TRUST                1LIEN 144A NT 35    | 2035-09-15      | 6.3500%  | 0.0000% | $1115000.00        | $1125092.92        | Corporate Debt Securities                         |
| CROCS INC                      SR GLBL 144A 29     | 2029-03-15      | 4.2500%  | 0.0000% | $1057000.00        | $1013991.55        | Corporate Debt Securities                         |
| DIAMONDBACK ENERGY INC         SR GLBL NT 30       | 2030-01-30      | 5.1500%  | 0.0000% | $76000.00          | $78880.65          | Corporate Debt Securities                         |
| BAT CAPITAL CORP               GLBL NT 4.906%30    | 2030-04-02      | 4.9060%  | 0.0000% | $1321000.00        | $1378182.71        | Corporate Debt Securities                         |
| APPLOVIN CORP                  SR GLBL NT 54       | 2054-12-01      | 5.9500%  | 0.0000% | $342000.00         | $354451.56         | Corporate Debt Securities                         |
| CITIGROUP INC                  SR GLBL NT 28       | 2028-05-24      | 4.6580%  | 0.0000% | $1145000.00        | $1171796.44        | Corporate Debt Securities                         |
| CENTENE CORP DEL               SR GLBL NT 3%30     | 2030-10-15      | 3.0000%  | 0.0000% | $12162000.00       | $11038596.06       | Corporate Debt Securities                         |
| CITIZENS FINL GROUP INC        SR GLBL NT 30       | 2030-01-23      | 5.8410%  | 0.0000% | $85000.00          | $89522.06          | Corporate Debt Securities                         |
| ARDAGH METAL PACKAGING FIN PLC SR SEC 144A NT27    | 2027-06-15      | 6.0000%  | 0.0000% | $1776000.00        | $1808074.56        | Corporate Debt Securities                         |
| ASTRAZENECA FINANCE LLC        GLBL NT 4.9%30      | 2030-03-03      | 4.9000%  | 0.0000% | $59000.00          | $60930.77          | Corporate Debt Securities                         |
| APPLOVIN CORP                  SR GLBL NT 31       | 2031-12-01      | 5.3750%  | 0.0000% | $42000.00          | $44236.39          | Corporate Debt Securities                         |
| BALTIMORE GAS & ELEC CO        SR GLBL NT5.3%34    | 2034-06-01      | 5.3000%  | 0.0000% | $52000.00          | $55018.57          | Corporate Debt Securities                         |
| ARSENAL AIC PARENT LLC         SR 144A NT 31       | 2031-10-01      | 11.5000% | 0.0000% | $188000.00         | $219621.70         | Corporate Debt Securities                         |
| ASHTON WOODS USA LLC / ASHTON  SR 144A NT 30       | 2030-04-01      | 4.6250%  | 0.0000% | $28000.00          | $27142.26          | Corporate Debt Securities                         |
| COMSTOCK RES INC               SR GLBL 144A 30     | 2030-01-15      | 5.8750%  | 0.0000% | $28000.00          | $27238.39          | Corporate Debt Securities                         |
| CAPITAL ONE FINL CORP          SR GLBL NT5.7%30    | 2030-02-01      | 5.7000%  | 0.0000% | $364000.00         | $381621.85         | Corporate Debt Securities                         |
| CANADIAN IMPERIAL BK COMM      GLBL COCO 28        | 2028-04-28      | 5.0010%  | 0.0000% | $355000.00         | $370415.99         | Corporate Debt Securities                         |
| BROADSTONE NET LEASE LLC       SR GLBL NT 5%32     | 2032-11-01      | 5.0000%  | 0.0000% | $50000.00          | $49736.78          | Corporate Debt Securities                         |
| CVS HEALTH CORP                SR NT 5.3%43        | 2043-12-05      | 5.3000%  | 0.0000% | $74000.00          | $70835.80          | Corporate Debt Securities                         |
| CANADIAN NAT RES LTD MED TERM  SR GLBL NT 33       | 2033-06-30      | 6.4500%  | 0.0000% | $182000.00         | $200022.55         | Corporate Debt Securities                         |
| CMS ENERGY CORP                SR GLBL NT4.7%43    | 2043-03-31      | 4.7000%  | 0.0000% | $54000.00          | $47609.10          | Corporate Debt Securities                         |
| CONSUMERS ENERGY CO            1M GLBL BD2.5%60    | 2060-05-01      | 2.5000%  | 0.0000% | $36000.00          | $20721.14          | Corporate Debt Securities                         |
| CSC HLDGS LLC                  SR 144A NT4.5%31    | 2031-11-15      | 4.5000%  | 0.0000% | $3000000.00        | $2015565.00        | Corporate Debt Securities                         |
| BESTFOODS                      SR -E NT 7.25%26    | 2026-12-15      | 7.2500%  | 0.0000% | $3964000.00        | $4197780.20        | Corporate Debt Securities                         |
| BUNGE LTD FIN CORP             SR GLBL NT 27       | 2027-09-25      | 3.7500%  | 0.0000% | $23000.00          | $22861.56          | Corporate Debt Securities                         |
| BROOKFIELD ASSET MANAGMT LTD   SR GLBL NT 55       | 2055-09-15      | 6.0770%  | 0.0000% | $90000.00          | $94145.84          | Corporate Debt Securities                         |
| CONSOLIDATED EDISON CO N Y INC SR -2010 B DB 40    | 2040-06-15      | 5.7000%  | 0.0000% | $53000.00          | $55757.32          | Corporate Debt Securities                         |
| CANADIAN IMPERIAL BANK OF COMM LW TIER II GLBL     | 2085-10-28      | 7.0000%  | 0.0000% | $200000.00         | $208319.56         | Corporate Debt Securities                         |
| COLUMBIA PIPELINES OPER CO LLC SR 144A NT 63       | 2063-08-15      | 6.7140%  | 0.0000% | $45000.00          | $49945.16          | Corporate Debt Securities                         |
| ARIS WTR HLDGS LLC             SR GLBL 144A 30     | 2030-04-01      | 7.2500%  | 0.0000% | $145000.00         | $158381.61         | Corporate Debt Securities                         |
| BALL CORP                      SR GLBL NT 31       | 2031-09-15      | 3.1250%  | 0.0000% | $92000.00          | $83595.99          | Corporate Debt Securities                         |
| BANK AMERICA CORP              FR 5.744%021236     | 2036-02-12      | 5.7440%  | 0.0000% | $62000.00          | $64950.50          | Corporate Debt Securities                         |
| GLP CAP LP/GLP FING II INC     SR GLBL NT 32       | 2032-01-15      | 3.2500%  | 0.0000% | $104000.00         | $94211.61          | Corporate Debt Securities                         |
| PIEDMONT OPER PARTNERSHIP LP   CR SEN SR GLBL29    | 2029-07-15      | 6.8750%  | 0.0000% | $393000.00         | $421399.33         | Corporate Debt Securities                         |
| SAKS GLOBAL ENTERPRISES LLC    SR SEC 144A NT29    | 2029-12-15      | 11.0000% | 0.0000% | $32507000.00       | $17501407.61       | Corporate Debt Securities                         |
| VERISK ANALYTICS INC           GLBL NT 5.25%35     | 2035-03-15      | 5.2500%  | 0.0000% | $149000.00         | $152308.92         | Corporate Debt Securities                         |
| BRASKEM NETH FIN B V           SR GLBL REGS 30     | 2030-01-31      | 4.5000%  | 0.0000% | $22110000.00       | $8293239.90        | Corporate Debt Securities                         |
| TRAVEL PLUS LEISURE CO         SR SEC GLBL 30      | 2030-03-01      | 4.6250%  | 0.0000% | $1900000.00        | $1837747.82        | Corporate Debt Securities                         |
| UBS GROUP AG                   SR REGS NT 29       | 2029-09-22      | 6.2460%  | 0.0000% | $400000.00         | $422311.20         | Corporate Debt Securities                         |
| ASCENT RES UTICA HLDGS LLC / A SR REGS NT 33       | 2033-07-15      | 6.6250%  | 0.0000% | $100000.00         | $103909.92         | Corporate Debt Securities                         |
| BRASKEM NETH FIN B V           SR GLBL REGS 50     | 2050-01-31      | 5.8750%  | 0.0000% | $14826000.00       | $5667856.25        | Corporate Debt Securities                         |
| CANACOL ENERGY LTD             GLBL REGS NT 28     | 2028-11-24      | 5.7500%  | 0.0000% | $793000.00         | $286570.38         | Corporate Debt Securities                         |
| CLEVELAND-CLIFFS INC NEW       SR GLBL REGS 29     | 2029-11-01      | 6.8750%  | 0.0000% | $300000.00         | $314440.46         | Corporate Debt Securities                         |
| UNITEDHEALTH GROUP INC         SR GLBL NT5.7%40    | 2040-10-15      | 5.7000%  | 0.0000% | $50000.00          | $53179.75          | Corporate Debt Securities                         |
| TOYOTA MTR CR CORP             FR 5.45%111027      | 2027-11-10      | 5.4500%  | 0.0000% | $543000.00         | $570847.45         | Corporate Debt Securities                         |
| W. R. GRACE HOLDINGS LLC       SR SEC 144A NT32    | 2032-08-15      | 6.6250%  | 0.0000% | $3981000.00        | $3970669.86        | Corporate Debt Securities                         |
| VITALITY RE XV LTD             -A -2024 144A 28    | 2028-01-07      | 6.4483%  | 0.0000% | $700000.00         | $710010.00         | Corporate Debt Securities                         |
| ZAYO GROUP HLDGS INC           1LIEN GLBL PIK30    | 2030-09-09      | 13.7500% | 0.0000% | $12139440.00       | $10696482.77       | Corporate Debt Securities                         |
| WELLS FARGO & CO               SR GLBL NT 28       | 2028-07-25      | 4.8080%  | 0.0000% | $998000.00         | $1017521.99        | Corporate Debt Securities                         |
| PAMPA ENERGIA SA               SR GLBL REGS 31     | 2031-09-10      | 7.9500%  | 0.0000% | $288000.00         | $295550.40         | Corporate Debt Securities                         |
| BANCO DAVIVIENDA SA            LW TIER II 35       | 2035-07-02      | 8.1250%  | 0.0000% | $685000.00         | $722990.86         | Corporate Debt Securities                         |
| BCO CREDITO INVERS             FR 7.5%             | 2500-12-31      | 7.5000%  | 0.0000% | $2578000.00        | $2704760.26        | Corporate Debt Securities                         |
| PETROLEOS MEXICANOS            GLBL NT 7.69%50     | 2050-01-23      | 7.6900%  | 0.0000% | $400000.00         | $370656.78         | Corporate Debt Securities                         |
| RACKSPACE TECHNOLOGY GLOBAL    SR GLBL 144A 28     | 2028-12-01      | 5.3750%  | 0.0000% | $652000.00         | $181104.32         | Corporate Debt Securities                         |
| PETROBRAS GLOBAL FINANCE BV    SR GLBL NT 30       | 2030-09-10      | 5.1250%  | 0.0000% | $2000000.00        | $1980094.44        | Corporate Debt Securities                         |
| PENNYMAC FINL SVCS INC NEW     SR GLBL 144A 30     | 2030-11-15      | 7.1250%  | 0.0000% | $166000.00         | $177242.97         | Corporate Debt Securities                         |
| HESS MIDSTREAM OPERATIONS LP   SR REGS NT 28       | 2028-03-01      | 5.8750%  | 0.0000% | $700000.00         | $715891.85         | Corporate Debt Securities                         |
| YPF SOCIEDAD ANONIMA           SR SEC GLBL 31      | 2031-01-17      | 9.5000%  | 0.0000% | $1752000.00        | $1836610.89        | Corporate Debt Securities                         |
| SINOPEC GRP OVERSEAS DEV 2018  SR REGS NT 50       | 2050-05-13      | 3.3500%  | 0.0000% | $300000.00         | $239027.58         | Corporate Debt Securities                         |
| SERVICE CORP INTL              SR GLBL NT 27       | 2027-12-15      | 4.6250%  | 0.0000% | $276000.00         | $278356.92         | Corporate Debt Securities                         |
| APOLLO MGMT HLDGS LP           SR GLBL REGS 29     | 2029-02-15      | 4.8720%  | 0.0000% | $200000.00         | $203838.00         | Corporate Debt Securities                         |
| XHR LP                         SR GLBL REGS 30     | 2030-05-15      | 6.6250%  | 0.0000% | $50000.00          | $52642.19          | Corporate Debt Securities                         |
| SYNOPSYS INC                   SR GLBL NT 35       | 2035-04-01      | 5.1500%  | 0.0000% | $4216000.00        | $4407363.07        | Corporate Debt Securities                         |
| NAVIENT CORPORATION            SR GLBL NT 28       | 2028-03-15      | 4.8750%  | 0.0000% | $26000.00          | $25571.81          | Corporate Debt Securities                         |
| SOUTH BOW CDN INFRASTRUCTURE H JR SB GLBL -2 55    | 2055-03-01      | 7.5000%  | 0.0000% | $66000.00          | $70607.57          | Corporate Debt Securities                         |
| OLIN CORP                      SR GLBL 144A 33     | 2033-04-01      | 6.6250%  | 0.0000% | $638000.00         | $663187.89         | Corporate Debt Securities                         |
| NORFOLK SOUTHN CORP            GLBL NT 5.05%30     | 2030-08-01      | 5.0500%  | 0.0000% | $55000.00          | $57477.00          | Corporate Debt Securities                         |
| NUTRIEN LTD                    SR GLBL NT 30       | 2030-05-13      | 2.9500%  | 0.0000% | $102000.00         | $97193.39          | Corporate Debt Securities                         |
| NISOURCE INC                   JR SB GLBL NT 55    | 2055-03-31      | 6.3750%  | 0.0000% | $1275000.00        | $1322519.25        | Corporate Debt Securities                         |
| MINERAL RES LTD                SR 144A NT8.5%30    | 2030-05-01      | 8.5000%  | 0.0000% | $1433000.00        | $1544488.20        | Corporate Debt Securities                         |
| MITSUBISHI HC FIN AMER LLC     SR GLBL 144A 33     | 2033-02-28      | 5.6580%  | 0.0000% | $500000.00         | $526259.67         | Corporate Debt Securities                         |
| ONEOK INC NEW                  5.375%29            | 2029-06-01      | 5.3750%  | 0.0000% | $410000.00         | $429063.92         | Corporate Debt Securities                         |
| SELECTIVE INS GROUP INC        SR GLBL NT5.9%35    | 2035-04-15      | 5.9000%  | 0.0000% | $99000.00          | $106264.23         | Corporate Debt Securities                         |
| INTEGRITY RE LTD               EXT GLBL 144A 31    | 2031-06-06      | 14.5023% | 0.0000% | $714000.00         | $759379.58         | Corporate Debt Securities                         |
| INTEGRITY RE III LTD           -A2-20251 144A28    | 2028-06-06      | 11.9483% | 0.0000% | $1000000.00        | $1042000.00        | Corporate Debt Securities                         |
| NASDAQ INC                     CR SEN GLBL NT63    | 2063-06-28      | 6.1000%  | 0.0000% | $352000.00         | $379279.61         | Corporate Debt Securities                         |
| SELECT MEDICAL CORP            SR GLBL 144A 32     | 2032-12-01      | 6.2500%  | 0.0000% | $212000.00         | $215673.90         | Corporate Debt Securities                         |
| GENERAL MTRS FINL CO INC       SR GLBL NT 34       | 2034-04-04      | 5.9500%  | 0.0000% | $40000.00          | $42827.56          | Corporate Debt Securities                         |
| UDR INC                        FR 3.5%070127       | 2027-07-01      | 3.5000%  | 0.0000% | $32000.00          | $31918.17          | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 5.192%041731     | 2031-04-17      | 5.1920%  | 0.0000% | $250000.00         | $263894.56         | Corporate Debt Securities                         |
| PETROBRAS GLOBAL FINANCE BV    SR GLBL NT6.5%33    | 2033-07-03      | 6.5000%  | 0.0000% | $127000.00         | $133935.26         | Corporate Debt Securities                         |
| PEACEHEALTH                    SR GLBL -2020 25    | 2025-11-15      | 1.3750%  | 0.0000% | $4505000.00        | $4510569.31        | Corporate Debt Securities                         |
| PPL CAP FDG INC                SR GLBL NT 34       | 2034-09-01      | 5.2500%  | 0.0000% | $110000.00         | $113122.81         | Corporate Debt Securities                         |
| OUTFRONT MEDIA CAP / OUTFRONT  SR GLBL 144A 30     | 2030-03-15      | 4.6250%  | 0.0000% | $87000.00          | $83823.38          | Corporate Debt Securities                         |
| OAKTREE SPECIALTY LENDING      SR GLBL NT7.1%29    | 2029-02-15      | 7.1000%  | 0.0000% | $47000.00          | $49040.97          | Corporate Debt Securities                         |
| MARS INC                       SR GLBL 144A 35     | 2035-03-01      | 5.2000%  | 0.0000% | $108000.00         | $110916.96         | Corporate Debt Securities                         |
| SCHLUMBERGER HLDGS CORP        SR 144A NT 5%29     | 2029-11-15      | 5.0000%  | 0.0000% | $40000.00          | $41931.20          | Corporate Debt Securities                         |
| LCM INVESTMENTS HOLDINGS II LL SR 144A NT 29       | 2029-05-01      | 4.8750%  | 0.0000% | $28000.00          | $27982.28          | Corporate Debt Securities                         |
| KINETIK HLDGS LP               SR GLBL 144A 30     | 2030-06-15      | 5.8750%  | 0.0000% | $285000.00         | $291924.19         | Corporate Debt Securities                         |
| KINDER MORGAN INC DEL          SR GLBL NT 30       | 2030-06-01      | 5.1500%  | 0.0000% | $80000.00          | $84236.42          | Corporate Debt Securities                         |
| ICAHN ENTERPRISES LP/CORP      SR GLBL NT 29       | 2029-01-15      | 9.7500%  | 0.0000% | $2745000.00        | $2811051.56        | Corporate Debt Securities                         |
| LAS VEGAS SANDS CORP           SR GLBL NT5.9%27    | 2027-06-01      | 5.9000%  | 0.0000% | $41000.00          | $42615.10          | Corporate Debt Securities                         |
| LAS VEGAS SANDS CORP           SR GLBL NT 6%30     | 2030-06-14      | 6.0000%  | 0.0000% | $200000.00         | $213036.00         | Corporate Debt Securities                         |
| NORTHERN STS PWR CO MINN       1M GLBL -2035 35    | 2035-05-15      | 5.0500%  | 0.0000% | $44000.00          | $45778.49          | Corporate Debt Securities                         |
| HYUNDAI CAP AMER               FR 5.7%062630       | 2030-06-26      | 5.7000%  | 0.0000% | $38000.00          | $40225.41          | Corporate Debt Securities                         |
| KIOXIA HLDGS CORP              SR 144A NT 30       | 2030-07-24      | 6.2500%  | 0.0000% | $842000.00         | $868302.68         | Corporate Debt Securities                         |
| KEURIG DR PEPPER INC           SR GLBL NT4.6%30    | 2030-05-15      | 4.6000%  | 0.0000% | $70000.00          | $71421.54          | Corporate Debt Securities                         |
| BATH & BODY WORKS INC          SR GLBL NT7.5%29    | 2029-06-15      | 7.5000%  | 0.0000% | $99000.00          | $103814.87         | Corporate Debt Securities                         |
| HCA INC.                       SR GLBL NT 35       | 2035-03-01      | 5.7500%  | 0.0000% | $62000.00          | $65208.62          | Corporate Debt Securities                         |
| BATH & BODY WORKS INC          SR GLBL NT 35       | 2035-11-01      | 6.8750%  | 0.0000% | $1201000.00        | $1284775.59        | Corporate Debt Securities                         |
| WELLS FARGO & CO               SUB NT    7.5%35    | 2035-04-15      | 7.5000%  | 0.0000% | $50000.00          | $60576.75          | Corporate Debt Securities                         |
| GENERAL MTRS FINL CO INC       PERP SUB GLBL -C    | 2500-12-31      | 5.7000%  | 0.0000% | $49000.00          | $48783.42          | Corporate Debt Securities                         |
| GLOBAL MARINE INC              SR GLBL NT 7%28     | 2028-06-01      | 7.0000%  | 0.0000% | $160000.00         | $158145.42         | Corporate Debt Securities                         |
| KINDER MORGAN INC DEL          SR GLBL NT5.1%29    | 2029-08-01      | 5.1000%  | 0.0000% | $45000.00          | $46613.62          | Corporate Debt Securities                         |
| JOHNSON & JOHNSON              SR GLBL NT4.8%29    | 2029-06-01      | 4.8000%  | 0.0000% | $93000.00          | $97377.20          | Corporate Debt Securities                         |
| KNDR TRUST 2021-KIND           B      20380816 FLT | 2038-08-16      | 5.6200%  | 0.0000% | $3000000.00        | $2965794.53        | Private Label Collateralized Mortgage Obligations |
| KBR INC                        SR GLBL 144A 28     | 2028-09-30      | 4.7500%  | 0.0000% | $45000.00          | $44332.65          | Corporate Debt Securities                         |
| GRAY MEDIA INC                 SR GLBL 144A 31     | 2031-11-15      | 5.3750%  | 0.0000% | $2053000.00        | $1578749.30        | Corporate Debt Securities                         |
| GENERAL MTRS FINL CO INC       SR GLBL NT 29       | 2029-07-15      | 5.5500%  | 0.0000% | $139000.00         | $145170.56         | Corporate Debt Securities                         |
| SERVICE PPTYS TR               SR GLBL NT 29       | 2029-10-01      | 4.9500%  | 0.0000% | $2012000.00        | $1826076.11        | Corporate Debt Securities                         |
| ICAHN ENTERPRISES LP/CORP      SR SEC GLBL 29      | 2029-11-15      | 10.0000% | 0.0000% | $4299000.00        | $4480632.75        | Corporate Debt Securities                         |
| IQVIA INC                      SR SEC GLBL NT29    | 2029-02-01      | 6.2500%  | 0.0000% | $47000.00          | $49974.30          | Corporate Debt Securities                         |
| CSN RESOURCES SA               SR GLBL REGS 32     | 2032-04-08      | 5.8750%  | 0.0000% | $1028000.00        | $871081.51         | Corporate Debt Securities                         |
| HUGHES SATELLITE S             SR SEC GLBL NT26    | 2026-08-01      | 5.2500%  | 0.0000% | $3942000.00        | $3887656.25        | Corporate Debt Securities                         |
| DIVERSIFIED HEALTHCARE TR      SR GLBL NT 28       | 2028-02-15      | 4.7500%  | 0.0000% | $38689000.00       | $37094529.59       | Corporate Debt Securities                         |
| HUNTSMAN INTERNATIONAL LLC     GLBL NT 5.7%34      | 2034-10-15      | 5.7000%  | 0.0000% | $490000.00         | $462248.85         | Corporate Debt Securities                         |
| CRESCENT ENERGY FINANCE LLC    SR GLBL 144A 34     | 2034-01-15      | 8.3750%  | 0.0000% | $1117000.00        | $1159252.08        | Corporate Debt Securities                         |
| HUNT COS INC                   SR SEC 144A NT29    | 2029-04-15      | 5.2500%  | 0.0000% | $37000.00          | $36830.26          | Corporate Debt Securities                         |
| SERVICE PPTYS TR               SR GLBL NT5.5%27    | 2027-12-15      | 5.5000%  | 0.0000% | $36946000.00       | $36985224.34       | Corporate Debt Securities                         |
| MINERVA LUXEMBOURG S A         SR REGS NT 33       | 2033-09-13      | 8.8750%  | 0.0000% | $15021000.00       | $16589657.63       | Corporate Debt Securities                         |
| WELLS FARGO & CO               FR 6.303%102329     | 2029-10-23      | 6.3030%  | 0.0000% | $618000.00         | $671202.44         | Corporate Debt Securities                         |
| OPEN TEXT HLDGS INC            SR GLBL REGS 31     | 2031-12-01      | 4.1250%  | 0.0000% | $240000.00         | $225570.10         | Corporate Debt Securities                         |
| BANCO INDUSTRIAL S A           LW TIER II 31       | 2031-01-29      | 4.8750%  | 0.0000% | $404000.00         | $405163.69         | Corporate Debt Securities                         |
| UNITEDHEALTH GROUP INC         SR GLBL NT 55       | 2055-06-15      | 5.9500%  | 0.0000% | $1174000.00        | $1248558.13        | Corporate Debt Securities                         |
| YINSON BORONIA PRODTN B V      SR SEC GLBL 42      | 2042-07-31      | 8.9470%  | 0.0000% | $2684000.00        | $2974044.59        | Corporate Debt Securities                         |
| VERTIV GROUP CORP              SR SEC GLBL 28      | 2028-11-15      | 4.1250%  | 0.0000% | $76000.00          | $75357.71          | Corporate Debt Securities                         |
| VIRGINIA ELEC & PWR CO         SR GLBL -A NT 50    | 2050-12-15      | 2.4500%  | 0.0000% | $755000.00         | $446307.55         | Corporate Debt Securities                         |
| WP CAREY INC                   SR GLBL NT 30       | 2030-07-15      | 4.6500%  | 0.0000% | $953000.00         | $968518.02         | Corporate Debt Securities                         |
| US FOODS INC                   SR GLBL REGS 30     | 2030-06-01      | 4.6250%  | 0.0000% | $32000.00          | $31736.90          | Corporate Debt Securities                         |
| WELLTOWER INC                  SR GLBL NT 35       | 2035-07-01      | 5.1250%  | 0.0000% | $82000.00          | $84686.29          | Corporate Debt Securities                         |
| TUTOR PERINI CORP              SR GLBL 144A 29     | 2029-04-30      | 11.8750% | 0.0000% | $3256000.00        | $3806619.45        | Corporate Debt Securities                         |
| VERALTO CORP                   SR GLBL NT 33       | 2033-09-18      | 5.4500%  | 0.0000% | $174000.00         | $182454.08         | Corporate Debt Securities                         |
| WRIGLEY RE LIMITED             EXTND-B 144A 30     | 2030-08-07      | 10.6483% | 0.0000% | $1000000.00        | $1030700.00        | Corporate Debt Securities                         |
| VISTRA OPERATIONS CO LLC       SR GLBL 144A 32     | 2032-04-15      | 6.8750%  | 0.0000% | $4731000.00        | $5103710.15        | Corporate Debt Securities                         |
| METHANEX US OPERATIONS INC     SR GLBL REGS 32     | 2032-03-15      | 6.2500%  | 0.0000% | $15000.00          | $15271.11          | Corporate Debt Securities                         |
| PETROLEOS MEXICANOS            SR GLBL BD5.5%44    | 2044-06-27      | 5.5000%  | 0.0000% | $436000.00         | $339556.07         | Corporate Debt Securities                         |
| VENTURE GLOBAL LNG INC         SR SEC 144A NT30    | 2030-01-15      | 7.0000%  | 0.0000% | $469000.00         | $492817.38         | Corporate Debt Securities                         |
| TOTAL CAP INTL                 SR GLBL NT 41       | 2041-06-29      | 2.9860%  | 0.0000% | $1840000.00        | $1415361.02        | Corporate Debt Securities                         |
| UNITEDHEALTH GROUP INC         SR GLBL NT 60       | 2060-05-15      | 3.1250%  | 0.0000% | $88000.00          | $55837.65          | Corporate Debt Securities                         |
| TEREX CORP NEW                 SR GLBL 144A 29     | 2029-05-15      | 5.0000%  | 0.0000% | $28000.00          | $28104.72          | Corporate Debt Securities                         |
| TEXTRON INC                    SR GLBL NT6.1%33    | 2033-11-15      | 6.1000%  | 0.0000% | $3143000.00        | $3463696.00        | Corporate Debt Securities                         |
| TRUIST FINL CORP               FR 5.867%060834     | 2034-06-08      | 5.8670%  | 0.0000% | $7727000.00        | $8335909.92        | Corporate Debt Securities                         |
| FMG RESOURCES AUGUST 2006 PTY  SR 144A NT 30       | 2030-04-15      | 5.8750%  | 0.0000% | $266000.00         | $280435.04         | Corporate Debt Securities                         |
| DTE ELEC CO                    1M GLBL -C BD 55    | 2055-05-15      | 5.8500%  | 0.0000% | $81000.00          | $87277.50          | Corporate Debt Securities                         |
| EXELON CORP                    GLBL NT 5.125%31    | 2031-03-15      | 5.1250%  | 0.0000% | $78000.00          | $80646.18          | Corporate Debt Securities                         |
| JOHN DEERE CAPITAL CORPORATION FR 5.1%041134       | 2034-04-11      | 5.1000%  | 0.0000% | $1378000.00        | $1460861.44        | Corporate Debt Securities                         |
| ELECTRONIC ARTS INC            SR GLBL NT 31       | 2031-02-15      | 1.8500%  | 0.0000% | $321000.00         | $304732.52         | Corporate Debt Securities                         |
| EZCORP INC                     SR GLBL 144A 32     | 2032-04-01      | 7.3750%  | 0.0000% | $348000.00         | $385665.68         | Corporate Debt Securities                         |
| DISH DBS CORPORATION           SR GLBL NT 26       | 2026-07-01      | 7.7500%  | 0.0000% | $449000.00         | $453094.76         | Corporate Debt Securities                         |
| EMERA INC                      SUB COCO 76         | 2076-06-15      | 6.7500%  | 0.0000% | $36000.00          | $36905.31          | Corporate Debt Securities                         |
| DIRECTV FING LLC / DIRECTV     SR SEC 144A NT27    | 2027-08-15      | 5.8750%  | 0.0000% | $589000.00         | $592742.36         | Corporate Debt Securities                         |
| ECHOSTAR CORP                  SR SEC GLBL NT29    | 2029-11-30      | 10.7500% | 0.0000% | $2999988.00        | $3404156.38        | Corporate Debt Securities                         |
| EVERSOURCE ENERGY              GLBL -FF NT 31      | 2031-04-15      | 5.8500%  | 0.0000% | $290000.00         | $315068.33         | Corporate Debt Securities                         |
| ECOLAB INC                     SR GLBL NT 5%35     | 2035-09-01      | 5.0000%  | 0.0000% | $175000.00         | $179358.08         | Corporate Debt Securities                         |
| UBS GROUP AG                   SR GLBL 144A 33     | 2033-08-12      | 6.5370%  | 0.0000% | $1250000.00        | $1390870.00        | Corporate Debt Securities                         |
| APOLLO DEBT SOLUTIONS BDC      SR GLBL 144A 32     | 2032-03-15      | 6.5500%  | 0.0000% | $108000.00         | $113608.35         | Corporate Debt Securities                         |
| BAT CAPITAL CORP               SR GLBL NT 55       | 2055-08-15      | 6.2500%  | 0.0000% | $32000.00          | $33831.12          | Corporate Debt Securities                         |
| AMGEN INC                      SR GLBL NT 30       | 2030-03-02      | 5.2500%  | 0.0000% | $1375000.00        | $1431393.33        | Corporate Debt Securities                         |
| AMERICAN TOWER CORP            SR GLBL NT5.2%29    | 2029-02-15      | 5.2000%  | 0.0000% | $84000.00          | $87038.28          | Corporate Debt Securities                         |
| ARIZONA PUB SVC CO             SR GLBL NT5.7%34    | 2034-08-15      | 5.7000%  | 0.0000% | $60000.00          | $63329.70          | Corporate Debt Securities                         |
| AMPHENOL CORP                  SR GLBL NT 34       | 2034-04-05      | 5.2500%  | 0.0000% | $38000.00          | $40651.29          | Corporate Debt Securities                         |
| APA CORPORATION                SR GLBL DEB 47      | 2047-08-15      | 7.3750%  | 0.0000% | $3879000.00        | $4033534.51        | Corporate Debt Securities                         |
| ARBOR REALTY TRUST INC         SR GLBL 144A 27     | 2027-03-15      | 4.5000%  | 0.0000% | $19000000.00       | $18285695.00       | Corporate Debt Securities                         |
| AMERICAN ELEC PWR CO INC       JR SB GLBL -D 56    | 2056-03-15      | 6.0500%  | 0.0000% | $12175000.00       | $12189613.38       | Corporate Debt Securities                         |
| AUTOZONE INC                   SR GLBL NT 30       | 2030-06-15      | 5.1250%  | 0.0000% | $330000.00         | $348507.04         | Corporate Debt Securities                         |
| AMER SPORTS CO                 SR SEC 144A NT31    | 2031-02-16      | 6.7500%  | 0.0000% | $327000.00         | $342364.91         | Corporate Debt Securities                         |
| REDE D OR FIN S A R L          SR GLBL REGS 35     | 2035-09-09      | 6.4500%  | 0.0000% | $241000.00         | $247811.26         | Corporate Debt Securities                         |
| VENTURE GLOBAL LNG INC         SR SEC 144A NT32    | 2032-02-01      | 9.8750%  | 0.0000% | $8434000.00        | $9328628.35        | Corporate Debt Securities                         |
| VOLKSWAGEN GROUP AMER FIN LLC  SR 144A NT 32       | 2032-03-25      | 5.6500%  | 0.0000% | $355000.00         | $366965.18         | Corporate Debt Securities                         |
| VMWARE LLC                     CR SEN SR GLBL27    | 2027-05-15      | 4.6500%  | 0.0000% | $370000.00         | $376448.17         | Corporate Debt Securities                         |
| WASTE MGMT INC DEL             SR GLBL NT 31       | 2031-07-03      | 4.9500%  | 0.0000% | $93000.00          | $97351.70          | Corporate Debt Securities                         |
| XPO INC                        SR GLBL 144A 32     | 2032-02-01      | 7.1250%  | 0.0000% | $339000.00         | $360118.71         | Corporate Debt Securities                         |
| AMERICAN WTR CAP CORP          SR GLBL NT5.7%55    | 2055-09-01      | 5.7000%  | 0.0000% | $6811000.00        | $7003501.56        | Corporate Debt Securities                         |
| AMERICAN TOWER CORP            SR GLBL NT2.3%31    | 2031-09-15      | 2.3000%  | 0.0000% | $60000.00          | $53080.10          | Corporate Debt Securities                         |
| GALLAGHER ARTHUR J & CO        SR GLBL NT 35       | 2035-02-15      | 5.1500%  | 0.0000% | $63000.00          | $64175.42          | Corporate Debt Securities                         |
| APPLOVIN CORP                  SR GLBL NT5.5%34    | 2034-12-01      | 5.5000%  | 0.0000% | $904000.00         | $949941.78         | Corporate Debt Securities                         |
| ANHEUSER-BUSCH INBEV WLDW INC  SR GLBL NT 39       | 2039-01-23      | 5.4500%  | 0.0000% | $682000.00         | $712316.98         | Corporate Debt Securities                         |
| BANCO SANTANDER S.A.           LW TIER II GLBL     | 2033-08-08      | 6.9210%  | 0.0000% | $200000.00         | $224671.40         | Corporate Debt Securities                         |
| CAESARS ENTERTAINMENT INC NEW  SR SEC 144A NT32    | 2032-02-15      | 6.5000%  | 0.0000% | $92000.00          | $94650.98          | Corporate Debt Securities                         |
| BROWN & BROWN INC              SR GLBL NT4.2%32    | 2032-03-17      | 4.2000%  | 0.0000% | $64000.00          | $61895.47          | Corporate Debt Securities                         |
| CHARTER COMMUNICATIONS OPER    5.375%38            | 2038-04-01      | 5.3750%  | 0.0000% | $275000.00         | $266578.32         | Corporate Debt Securities                         |
| CHAMPION IRON CDA INC          SR 144A NT 32       | 2032-07-15      | 7.8750%  | 0.0000% | $325000.00         | $346290.75         | Corporate Debt Securities                         |
| THE CIGNA GROUP                GLBL NT 3.4%27      | 2027-03-01      | 3.4000%  | 0.0000% | $57000.00          | $56588.97          | Corporate Debt Securities                         |
| BUILDERS FIRSTSOURCE INC       SR GLBL 144A 32     | 2032-02-01      | 4.2500%  | 0.0000% | $470000.00         | $445191.18         | Corporate Debt Securities                         |
| CNH INDUSTRIAL CAPITAL LLC     SR GLBL NT5.1%29    | 2029-04-20      | 5.1000%  | 0.0000% | $2250000.00        | $2355810.00        | Corporate Debt Securities                         |
| CCO HLDGS LLC / CCO HLDGS CAP  SR GLBL 144A 31     | 2031-02-01      | 4.2500%  | 0.0000% | $26000.00          | $24139.58          | Corporate Debt Securities                         |
| CITIBANK N A                   SR GLBL NT 28       | 2028-09-29      | 5.8030%  | 0.0000% | $315000.00         | $330309.38         | Corporate Debt Securities                         |
| BROWN & BROWN INC              SR GLBL NT 32       | 2032-06-23      | 5.2500%  | 0.0000% | $267000.00         | $277614.81         | Corporate Debt Securities                         |
| CVS HEALTH CORP                SR GLBL NT 5%29     | 2029-01-30      | 5.0000%  | 0.0000% | $58000.00          | $59613.75          | Corporate Debt Securities                         |
| CDW LLC / CDW FIN CORP         SR GLBL NT5.1%30    | 2030-03-01      | 5.1000%  | 0.0000% | $143000.00         | $146230.13         | Corporate Debt Securities                         |
| THE CIGNA GROUP                SR GLBL NT3.4%51    | 2051-03-15      | 3.4000%  | 0.0000% | $27000.00          | $18993.87          | Corporate Debt Securities                         |
| COMMUNITY HEALTH SYS INC NEW   JR GLBL 144A 30     | 2030-04-01      | 6.1250%  | 0.0000% | $24000.00          | $18155.40          | Corporate Debt Securities                         |
| BUNGE LTD FIN CORP             GLBL NT 4.65%34     | 2034-09-17      | 4.6500%  | 0.0000% | $93000.00          | $91351.03          | Corporate Debt Securities                         |
| CITIGROUP INC                  PERP JR SB GLBL     | 2500-12-31      | 6.7500%  | 0.0000% | $396000.00         | $406069.29         | Corporate Debt Securities                         |
| SWF HLDGS I CORP               144A NT 6.5%29      | 2029-10-06      | 6.5000%  | 0.0000% | $884000.00         | $470570.39         | Corporate Debt Securities                         |
| REXFORD INDUSTRIAL REALTY L P  SR GLBL NT 5%28     | 2028-06-15      | 5.0000%  | 0.0000% | $35000.00          | $36078.82          | Corporate Debt Securities                         |
| SAN DIEGO GAS & ELEC CO        1M GLBL VVV BD30    | 2030-10-01      | 1.7000%  | 0.0000% | $1187000.00        | $1057335.42        | Corporate Debt Securities                         |
| MASTERCARD INCORPORATED        SR GLBL NT 28       | 2028-03-09      | 4.8750%  | 0.0000% | $52000.00          | $53320.47          | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 35       | 2035-04-25      | 5.8510%  | 0.0000% | $766000.00         | $836358.48         | Corporate Debt Securities                         |
| NAVIENT CORPORATION            SR GLBL NT5.5%29    | 2029-03-15      | 5.5000%  | 0.0000% | $428000.00         | $420981.51         | Corporate Debt Securities                         |
| NEXTERA ENERGY CAP HLDGS INC   SR GLBL DB5.3%32    | 2032-03-15      | 5.3000%  | 0.0000% | $306000.00         | $318961.65         | Corporate Debt Securities                         |
| RGA GLOBAL FUNDING             144A NT 5.05%31     | 2031-12-06      | 5.0500%  | 0.0000% | $380000.00         | $393540.03         | Corporate Debt Securities                         |
| BATH & BODY WORKS INC          SR GLBL NT 28       | 2028-02-01      | 5.2500%  | 0.0000% | $12000.00          | $12180.29          | Corporate Debt Securities                         |
| JEFFERIES FINANCIAL GROUP INC  SR NT 6.5%43        | 2043-01-20      | 6.5000%  | 0.0000% | $750000.00         | $816059.17         | Corporate Debt Securities                         |
| HYATT HOTELS CORP              GLBL NT 5.25%29     | 2029-06-30      | 5.2500%  | 0.0000% | $23000.00          | $23890.90          | Corporate Debt Securities                         |
| HONEYWELL INTL INC             SR GLBL NT 31       | 2031-09-01      | 4.9500%  | 0.0000% | $50000.00          | $51859.88          | Corporate Debt Securities                         |
| NEVADA POWER CO                JR SB GLBL NT 55    | 2055-05-15      | 6.2500%  | 0.0000% | $93000.00          | $96387.76          | Corporate Debt Securities                         |
| KENVUE INC                     SR GLBL NT4.9%33    | 2033-03-22      | 4.9000%  | 0.0000% | $390000.00         | $397202.87         | Corporate Debt Securities                         |
| FIESTA PURCHASER INC           SR GLBL 144A 32     | 2032-09-15      | 9.6250%  | 0.0000% | $36000.00          | $39055.70          | Corporate Debt Securities                         |
| GXO LOGISTICS INCORPORATED     GLBL NT 6.25%29     | 2029-05-06      | 6.2500%  | 0.0000% | $246000.00         | $264450.00         | Corporate Debt Securities                         |
| GOODYEAR TIRE & RUBR CO        SR GLBL NT 31       | 2031-07-15      | 5.2500%  | 0.0000% | $3193000.00        | $3039919.60        | Corporate Debt Securities                         |
| ORACLE CORP                    SR GLBL NT6.9%52    | 2052-11-09      | 6.9000%  | 0.0000% | $2902000.00        | $3318799.75        | Corporate Debt Securities                         |
| INTEL CORP                     SR GLBL NT5.2%33    | 2033-02-10      | 5.2000%  | 0.0000% | $222000.00         | $229002.37         | Corporate Debt Securities                         |
| SANDERS RE II LTD ACTING       -A FL 144A BD 28    | 2028-06-07      | 10.9483% | 0.0000% | $1750000.00        | $1850625.00        | Corporate Debt Securities                         |
| ONEOK INC NEW                  SR GLBL NT4.4%29    | 2029-10-15      | 4.4000%  | 0.0000% | $58000.00          | $59127.91          | Corporate Debt Securities                         |
| SA RE II LTD SEGR ACCT 25-1    CL B-2 144A 30      | 2030-04-08      | 8.6983%  | 0.0000% | $1140000.00        | $1185600.00        | Corporate Debt Securities                         |
| SABRE GLBL INC                 SR SEC 144A NT29    | 2029-11-15      | 10.7500% | 0.0000% | $9621000.00        | $9695875.43        | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        PERP JR SB GLBL     | 2500-12-31      | 6.8500%  | 0.0000% | $407000.00         | $427062.61         | Corporate Debt Securities                         |
| MATTERHORN RE LTD              EXT-CYB-A 144A30    | 2030-01-08      | 12.0000% | 0.0000% | $255000.00         | $258085.50         | Corporate Debt Securities                         |
| SAN DIEGO GAS & ELEC CO        1M GLBL -CCCC 35    | 2035-04-15      | 5.4000%  | 0.0000% | $1320000.00        | $1400836.80        | Corporate Debt Securities                         |
| NORTHROP GRUMMAN CORP          SR GLBL NT4.9%34    | 2034-06-01      | 4.9000%  | 0.0000% | $89000.00          | $91737.39          | Corporate Debt Securities                         |
| SOUTHERN CO                    GLBL 2023C NT 33    | 2033-06-15      | 5.2000%  | 0.0000% | $37000.00          | $38659.33          | Corporate Debt Securities                         |
| MURPHY OIL CORP                CR SEN SR NT 42     | 2042-12-01      | 5.8750%  | 0.0000% | $58000.00          | $52131.57          | Corporate Debt Securities                         |
| TRANSDIGM INC                  SR SEC GLBL 32      | 2032-03-01      | 6.6250%  | 0.0000% | $10103000.00       | $10466170.58       | Corporate Debt Securities                         |
| MURPHY OIL CORP                SR GLBL NT 6%32     | 2032-10-01      | 6.0000%  | 0.0000% | $524000.00         | $533983.95         | Corporate Debt Securities                         |
| NCL FIN LTD                    SR GLBL 144A 28     | 2028-03-15      | 6.1250%  | 0.0000% | $5621000.00        | $5759288.31        | Corporate Debt Securities                         |
| GENERAL MILLS INC              SR GLBL NT4.2%28    | 2028-04-17      | 4.2000%  | 0.0000% | $97000.00          | $99002.73          | Corporate Debt Securities                         |
| SOLOMON RE LTD                 EXTND-A 144A 30     | 2030-06-07      | 9.4683%  | 0.0000% | $2825000.00        | $2887150.00        | Corporate Debt Securities                         |
| SOUTHWEST GAS CORP             SR GLBL NT 32       | 2032-03-15      | 4.0500%  | 0.0000% | $93000.00          | $89564.35          | Corporate Debt Securities                         |
| MAXAM PRILL S.A R.L.           SR SEC 144A NT30    | 2030-07-15      | 7.7500%  | 0.0000% | $7084000.00        | $7276999.64        | Corporate Debt Securities                         |
| SOLVENTUM CORP                 SR GLBL NT5.9%54    | 2054-04-30      | 5.9000%  | 0.0000% | $4810000.00        | $5078750.73        | Corporate Debt Securities                         |
| V F CORP                       SR GLBL NT2.8%27    | 2027-04-23      | 2.8000%  | 0.0000% | $20000.00          | $19662.22          | Corporate Debt Securities                         |
| STANLEY BLACK & DECKER INC     SR GLBL NT 50       | 2050-11-15      | 2.7500%  | 0.0000% | $183000.00         | $110911.27         | Corporate Debt Securities                         |
| VERDE PURCHASER LLC            SR SEC 144A NT30    | 2030-11-30      | 10.5000% | 0.0000% | $104000.00         | $115307.92         | Corporate Debt Securities                         |
| SOUTHERN CO                    SR GLBL 2023E 34    | 2034-03-15      | 5.7000%  | 0.0000% | $96000.00          | $101740.32         | Corporate Debt Securities                         |
| VENTURE GLOBAL CALCASIEU PASS  SR SEC 144A NT30    | 2030-01-15      | 6.2500%  | 0.0000% | $1528000.00        | $1614684.71        | Corporate Debt Securities                         |
| SIRIUS XM RADIO INC            SR GLBL 144A 30     | 2030-07-01      | 4.1250%  | 0.0000% | $92000.00          | $87334.49          | Corporate Debt Securities                         |
| STARWOOD PPTY TR INC           SR GLBL 144A 30     | 2030-10-15      | 6.5000%  | 0.0000% | $665000.00         | $708960.19         | Corporate Debt Securities                         |
| TAKE-TWO INTERACTIVE SOFTWARE  SR GLBL NT 5%26     | 2026-03-28      | 5.0000%  | 0.0000% | $81000.00          | $81337.59          | Corporate Debt Securities                         |
| ONEMAIN FIN CORP               6.625%28            | 2028-01-15      | 6.6250%  | 0.0000% | $271000.00         | $281485.55         | Corporate Debt Securities                         |
| TD SYNNEX CORPORATION          SR GLBL NT6.1%34    | 2034-04-12      | 6.1000%  | 0.0000% | $48000.00          | $52416.80          | Corporate Debt Securities                         |
| TEVA PHARMACEUTICAL FIN NETH   SR GLBL NT4.1%46    | 2046-10-01      | 4.1000%  | 0.0000% | $423000.00         | $323817.54         | Corporate Debt Securities                         |
| PETROLEOS DEL PERU - PETROPERU SR GLBL 144A 32     | 2032-06-19      | 4.7500%  | 0.0000% | $1000000.00        | $880566.39         | Corporate Debt Securities                         |
| PLUSPETROL S A                 SR 144A NT8.5%32    | 2032-05-30      | 8.5000%  | 0.0000% | $4177000.00        | $4335489.30        | Corporate Debt Securities                         |
| PERENTI FIN PTY LTD            SR 144A NT7.5%29    | 2029-04-26      | 7.5000%  | 0.0000% | $80000.00          | $85973.07          | Corporate Debt Securities                         |
| TORONTO DOMINION BK ONT        FR 5.156%011028     | 2028-01-10      | 5.1560%  | 0.0000% | $23000.00          | $23799.89          | Corporate Debt Securities                         |
| TOYOTA MTR CR CORP             FR 5%031927         | 2027-03-19      | 5.0000%  | 0.0000% | $93000.00          | $94590.09          | Corporate Debt Securities                         |
| WELLS FARGO & CO               FR 5.574%072529     | 2029-07-25      | 5.5740%  | 0.0000% | $1897000.00        | $1984231.96        | Corporate Debt Securities                         |
| TITANIA RE LIMITED             EXT GLBL 144A 32    | 2032-07-09      | 20.1983% | 0.0000% | $3750000.00        | $4007250.00        | Corporate Debt Securities                         |
| VISTAJET MALTA FIN P L C / X   SR 144A NT 30       | 2030-02-01      | 6.3750%  | 0.0000% | $462000.00         | $456311.82         | Corporate Debt Securities                         |
| TRANSCANADA PIPELINE STRIP     SR NT 5.6%34        | 2034-03-31      | 5.6000%  | 0.0000% | $4920000.00        | $5093577.60        | Corporate Debt Securities                         |
| WEEKLEY HOMES LLC/ FIN CORP    SR GLBL 144A 28     | 2028-09-15      | 4.8750%  | 0.0000% | $49000.00          | $48377.27          | Corporate Debt Securities                         |
| VENTAS RLTY LTD PARTNERSHIP    SR GLBL NT 34       | 2034-07-01      | 5.6250%  | 0.0000% | $332000.00         | $350308.55         | Corporate Debt Securities                         |
| SIMON PPTY GROUP LP            SR GLBL NT 35       | 2035-10-01      | 5.1250%  | 0.0000% | $75000.00          | $76311.51          | Corporate Debt Securities                         |
| SIXTH STREET SPECIALTY LENDING SR GLBL NT 30       | 2030-08-15      | 5.6250%  | 0.0000% | $71000.00          | $72545.05          | Corporate Debt Securities                         |
| TOLL BROS FIN CORP             SR GLBL NT 28       | 2028-02-15      | 4.3500%  | 0.0000% | $43000.00          | $43377.43          | Corporate Debt Securities                         |
| VALE OVERSEAS LTD              SR NT 6.875%39      | 2039-11-10      | 6.8750%  | 0.0000% | $390000.00         | $449399.38         | Corporate Debt Securities                         |
| WEATHERFORD INTL LTD BERMUDA   SR GLBL REGS 30     | 2030-04-30      | 8.6250%  | 0.0000% | $500000.00         | $526120.21         | Corporate Debt Securities                         |
| WILLIAMS COS INC               SR GLBL NT5.3%28    | 2028-08-15      | 5.3000%  | 0.0000% | $677000.00         | $702431.51         | Corporate Debt Securities                         |
| ZF NORTH AMER CAP INC          144A NT 6.875%32    | 2032-04-23      | 6.8750%  | 0.0000% | $186000.00         | $184447.39         | Corporate Debt Securities                         |
| ZOETIS INC                     SR GLBL NT5.6%32    | 2032-11-16      | 5.6000%  | 0.0000% | $7000.00           | $7597.90           | Corporate Debt Securities                         |
| HUBBELL INC                    SR GLBL NT 27       | 2027-08-15      | 3.1500%  | 0.0000% | $78000.00          | $76862.57          | Corporate Debt Securities                         |
| HOME DEPOT INC                 SR GLBL NT4.5%32    | 2032-09-15      | 4.5000%  | 0.0000% | $595000.00         | $606111.63         | Corporate Debt Securities                         |
| WILLIS NORTH AMER INC          SR GLBL NT 33       | 2033-05-15      | 5.3500%  | 0.0000% | $177000.00         | $186898.28         | Corporate Debt Securities                         |
| ZIMMER BIOMET HOLDINGS INC     SR GLBL NT5.2%34    | 2034-09-15      | 5.2000%  | 0.0000% | $487000.00         | $500298.35         | Corporate Debt Securities                         |
| HEWLETT PACKARD ENTERPRISE CO  SR GLBL NT 31       | 2031-10-15      | 4.8500%  | 0.0000% | $135000.00         | $139386.04         | Corporate Debt Securities                         |
| WRIGLEY RE LIMITED             EXTND-A 144A 30     | 2030-08-07      | 10.1783% | 0.0000% | $550000.00         | $566720.00         | Corporate Debt Securities                         |
| BRITISH TELECOMMUNICATIONS PLC GLBL REGS NT 29     | 2029-11-08      | 3.2500%  | 0.0000% | $400000.00         | $389067.78         | Corporate Debt Securities                         |
| PARK INTER HLDGS LLC / PK DOME 1LIEN GLBL 29       | 2029-05-15      | 4.8750%  | 0.0000% | $7133000.00        | $7085859.79        | Corporate Debt Securities                         |
| PACCAR FINANCIAL CORP          FR 4.25%062327      | 2027-06-23      | 4.2500%  | 0.0000% | $22000.00          | $22390.75          | Corporate Debt Securities                         |
| SEAGATE DATA STORAGE TECHNOLOG SR GLBL 144A 34     | 2034-12-01      | 5.7500%  | 0.0000% | $287000.00         | $291817.85         | Corporate Debt Securities                         |
| VALARIS LTD                    SR SEC REGS NT30    | 2030-04-30      | 8.3750%  | 0.0000% | $87000.00          | $93617.73          | Corporate Debt Securities                         |
| JEFFERIES FINANCIAL GROUP INC  SR DEB 6.45%27      | 2027-06-08      | 6.4500%  | 0.0000% | $51000.00          | $53815.03          | Corporate Debt Securities                         |
| YPF SOCIEDAD ANONIMA           FR 6.95%072127      | 2027-07-21      | 6.9500%  | 0.0000% | $660000.00         | $665135.35         | Corporate Debt Securities                         |
| HYUNDAI CAP SVCS INC           FR 3.625%082927     | 2027-08-29      | 3.6250%  | 0.0000% | $200000.00         | $198120.44         | Corporate Debt Securities                         |
| MILLICOM INTL CELLULAR S A     SR REGS NT 32       | 2032-04-02      | 7.3750%  | 0.0000% | $2700000.00        | $2820932.25        | Corporate Debt Securities                         |
| VENTURE GLOBAL CALCASIEU PASS  SR SEC 144A NT29    | 2029-08-15      | 3.8750%  | 0.0000% | $2303000.00        | $2222726.06        | Corporate Debt Securities                         |
| STANLEY BLACK & DECKER INC     JR SB GLBL DB 60    | 2060-03-15      | 6.7070%  | 0.0000% | $55000.00          | $55384.01          | Corporate Debt Securities                         |
| STAPLES INC                    SR 144A NT 27       | 2027-04-15      | 10.7500% | 0.0000% | $20000.00          | $20600.42          | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 5.25%042134      | 2034-04-21      | 5.2500%  | 0.0000% | $97000.00          | $102301.78         | Corporate Debt Securities                         |
| STARWOOD PPTY TR INC           SR GLBL 144A 29     | 2029-04-01      | 7.2500%  | 0.0000% | $73000.00          | $79566.25          | Corporate Debt Securities                         |
| TPG OPER GROUP II LP           SR GLBL NT 34       | 2034-03-05      | 5.8750%  | 0.0000% | $68000.00          | $72195.59          | Corporate Debt Securities                         |
| UNITED PARCEL SVCS INC         SR GLBL NT 30       | 2030-10-15      | 4.6500%  | 0.0000% | $80000.00          | $83150.13          | Corporate Debt Securities                         |
| SPIRIT AEROSYSTEMS INC         SR SEC GLBL 30      | 2030-11-15      | 9.7500%  | 0.0000% | $263000.00         | $298589.82         | Corporate Debt Securities                         |
| K HOVNANIAN ENTERPRISES INC    SR GLBL 144A 31     | 2031-04-01      | 8.0000%  | 0.0000% | $6000000.00        | $6161526.67        | Corporate Debt Securities                         |
| PHILLIPS EDISON GROCERY CTR OP GLBL NT 2.625%31    | 2031-11-15      | 2.6250%  | 0.0000% | $17000.00          | $15245.83          | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 30       | 2030-04-25      | 5.7270%  | 0.0000% | $491000.00         | $526071.11         | Corporate Debt Securities                         |
| UNION PAC CORP                 SR GLBL NT5.6%54    | 2054-12-01      | 5.6000%  | 0.0000% | $494000.00         | $521560.81         | Corporate Debt Securities                         |
| NATIONAL RURAL UTILS COOP FIN  GLBL BD 5%34        | 2034-08-15      | 5.0000%  | 0.0000% | $10000.00          | $10260.90          | Corporate Debt Securities                         |
| TELESAT CDA / TELESAT LLC      GLBL 144A NT 27     | 2027-10-15      | 6.5000%  | 0.0000% | $12000000.00       | $6297500.00        | Corporate Debt Securities                         |
| NISSAN MTR ACCEP CO LLC        FR 6.125%093030     | 2030-09-30      | 6.1250%  | 0.0000% | $660000.00         | $659927.49         | Corporate Debt Securities                         |
| ONEMAIN FIN CORP               SR GLBL NT 32       | 2032-03-15      | 6.7500%  | 0.0000% | $401000.00         | $411844.04         | Corporate Debt Securities                         |
| LLOYDS BANKING GROUP PLC       SR GLBL COCO 35     | 2035-11-26      | 5.5900%  | 0.0000% | $1076000.00        | $1139725.50        | Corporate Debt Securities                         |
| ONEMAIN FIN CORP               SR GLBL NT 4%30     | 2030-09-15      | 4.0000%  | 0.0000% | $78000.00          | $72698.08          | Corporate Debt Securities                         |
| ONEMAIN FIN CORP               SR GLBL NT 32       | 2032-09-15      | 7.1250%  | 0.0000% | $43000.00          | $44722.10          | Corporate Debt Securities                         |
| OCEANEERING INTL INC           SR GLBL NT 6%28     | 2028-02-01      | 6.0000%  | 0.0000% | $373000.00         | $380476.16         | Corporate Debt Securities                         |
| LINDBLAD EXPEDITIONS LLC       1LIEN GLBL 30       | 2030-09-15      | 7.0000%  | 0.0000% | $2206000.00        | $2267057.18        | Corporate Debt Securities                         |
| OPEN TEXT HLDGS INC            SR GLBL 144A 30     | 2030-02-15      | 4.1250%  | 0.0000% | $28000.00          | $26694.81          | Corporate Debt Securities                         |
| ONCOR ELEC DELIVERY CO LLC     SR SEC GLBL NT29    | 2029-11-01      | 4.6500%  | 0.0000% | $325000.00         | $336578.40         | Corporate Debt Securities                         |
| MPH ACQUISITION HLDGS LLC      SR GLBL 144A 28     | 2028-11-01      | 5.7500%  | 0.0000% | $1054000.00        | $682516.24         | Corporate Debt Securities                         |
| OWENS & MINOR INC              SR GLBL 144A 30     | 2030-04-01      | 6.6250%  | 0.0000% | $326000.00         | $281318.76         | Corporate Debt Securities                         |
| BLOCK INC                      SR GLBL 144A 33     | 2033-08-15      | 6.0000%  | 0.0000% | $48000.00          | $49546.08          | Corporate Debt Securities                         |
| SOCIETE GENERALE               SUB COCO 55         | 2055-01-19      | 7.1320%  | 0.0000% | $388000.00         | $421832.00         | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 5.297%042037     | 2037-04-20      | 5.2970%  | 0.0000% | $165000.00         | $171456.82         | Corporate Debt Securities                         |
| STANDARD BLDG SOLUTIONS INC    SR 144A NT 31       | 2031-01-15      | 3.3750%  | 0.0000% | $73000.00          | $66640.33          | Corporate Debt Securities                         |
| JEFFERIES FINANCIAL GROUP INC  SR GLBL NT6.2%34    | 2034-04-14      | 6.2000%  | 0.0000% | $40125000.00       | $43875439.17       | Corporate Debt Securities                         |
| SMITHFIELD FOODS INC           SR GLBL 144A 27     | 2027-02-01      | 4.2500%  | 0.0000% | $3000000.00        | $2999835.83        | Corporate Debt Securities                         |
| SIMON PPTY GROUP LP            SR GLBL NT 28       | 2028-02-01      | 1.7500%  | 0.0000% | $421000.00         | $400921.69         | Corporate Debt Securities                         |
| P & L DEVELOPMENT LLC/  PLD FI SR SEC PIK 29       | 2029-05-15      | 12.0000% | 0.0000% | $99680.00          | $107804.92         | Corporate Debt Securities                         |
| MILLROSE PPTYS INC             SR GLBL 144A 32     | 2032-09-15      | 6.2500%  | 0.0000% | $6379000.00        | $6405591.57        | Corporate Debt Securities                         |
| SOLSTICE ADVANCED MATLS INC    SR 144A NT 33       | 2033-09-30      | 5.6250%  | 0.0000% | $10004000.00       | $10029610.24       | Corporate Debt Securities                         |
| SHANDS TEACHING HOSP & CLINICS 2013A NT4.741%42    | 2042-12-01      | 4.7410%  | 0.0000% | $375000.00         | $340286.86         | Corporate Debt Securities                         |
| SOUTHERN CO GAS CAP            SR GLBL 2023A 33    | 2033-09-15      | 5.7500%  | 0.0000% | $114000.00         | $120878.28         | Corporate Debt Securities                         |
| BLOCK INC                      SR GLBL 144A 30     | 2030-08-15      | 5.6250%  | 0.0000% | $88000.00          | $89835.02          | Corporate Debt Securities                         |
| LAMAR MEDIA CORP               SR GLBL NT 28       | 2028-02-15      | 3.7500%  | 0.0000% | $24000.00          | $23549.10          | Corporate Debt Securities                         |
| LAZARD LLC                     SR GLBL NT 6%31     | 2031-03-15      | 6.0000%  | 0.0000% | $73000.00          | $77329.63          | Corporate Debt Securities                         |
| GOLDMAN SACHS CAP II           PERP GLBL NT        | 2043-06-01      | 5.2003%  | 0.0000% | $40000.00          | $34735.17          | Corporate Debt Securities                         |
| BATH & BODY WORKS INC          SR GLBL 144A 30     | 2030-10-01      | 6.6250%  | 0.0000% | $28000.00          | $29590.71          | Corporate Debt Securities                         |
| HOLCIM FINANCE US LLC          SR GLBL A 144A26    | 2026-09-22      | 3.5000%  | 0.0000% | $577000.00         | $572850.09         | Corporate Debt Securities                         |
| HEALTH CARE SVC CORP           SR GLBL 144A 34     | 2034-06-15      | 5.4500%  | 0.0000% | $665000.00         | $694250.58         | Corporate Debt Securities                         |
| GREYSTAR REAL ESTATE PRTN      SR SEC 144A NT30    | 2030-09-01      | 7.7500%  | 0.0000% | $45000.00          | $47831.54          | Corporate Debt Securities                         |
| NORDEA BK ABP MED TERM NTS     FR 6.75%            | 2500-12-31      | 6.7500%  | 0.0000% | $200000.00         | $203076.00         | Corporate Debt Securities                         |
| LIFEPOINT HEALTH INC           SR 144A NT 10%32    | 2032-06-01      | 10.0000% | 0.0000% | $450000.00         | $486376.00         | Corporate Debt Securities                         |
| LEVEL 3 FING INC               GLBL 144A NT 30     | 2030-04-01      | 4.5000%  | 0.0000% | $38534.00          | $35639.13          | Corporate Debt Securities                         |
| LAMAR MEDIA CORP               SR GLBL NT 29       | 2029-01-15      | 4.8750%  | 0.0000% | $84000.00          | $83470.90          | Corporate Debt Securities                         |
| NAVIENT CORPORATION            SR GLBL NT 5%27     | 2027-03-15      | 5.0000%  | 0.0000% | $28000.00          | $27932.61          | Corporate Debt Securities                         |
| HESS MIDSTREAM OPERATIONS LP   SR GLBL 144A 30     | 2030-02-15      | 4.2500%  | 0.0000% | $33000.00          | $32214.68          | Corporate Debt Securities                         |
| HONEYWELL INTL INC             SR GLBL NT 32       | 2032-02-01      | 4.7500%  | 0.0000% | $8000.00           | $8208.84           | Corporate Debt Securities                         |
| HONDA MOTOR CO LTD             GLBL NT 5.337%35    | 2035-07-08      | 5.3370%  | 0.0000% | $286000.00         | $295565.56         | Corporate Debt Securities                         |
| HOME DEPOT INC                 SR GLBL NT4.9%29    | 2029-04-15      | 4.9000%  | 0.0000% | $73000.00          | $76786.39          | Corporate Debt Securities                         |
| SERVICE PPTYS TR               SR GLBL NT 28       | 2028-01-15      | 3.9500%  | 0.0000% | $8413000.00        | $7949689.08        | Corporate Debt Securities                         |
| FORD MOTOR CREDIT COMPANY      SR GLBL NT 30       | 2030-09-05      | 5.7300%  | 0.0000% | $100000.00         | $101424.92         | Corporate Debt Securities                         |
| FOXTROT ESCROW ISSUER LLC / FO SR SEC GLBL 26      | 2026-11-15      | 12.2500% | 0.0000% | $136000.00         | $125913.90         | Corporate Debt Securities                         |
| BIMBO BAKERIES USA INC         SR REGS NT 29       | 2029-01-15      | 6.0500%  | 0.0000% | $87000.00          | $92167.29          | Corporate Debt Securities                         |
| TRANSPORTADORA DE GAS DEL SUR  REGS NT 8.5%31      | 2031-07-24      | 8.5000%  | 0.0000% | $300000.00         | $312739.00         | Corporate Debt Securities                         |
| GLENCORE FDG LLC               SR REGS NT 27       | 2027-04-04      | 5.3380%  | 0.0000% | $100000.00         | $104131.69         | Corporate Debt Securities                         |
| ASCENT RES UTICA HLDGS LLC / A SR 144A NT 33       | 2033-07-15      | 6.6250%  | 0.0000% | $220000.00         | $228601.82         | Corporate Debt Securities                         |
| LBM ACQUISITION LLC            SR GLBL 144A 29     | 2029-01-15      | 6.2500%  | 0.0000% | $562000.00         | $528803.13         | Corporate Debt Securities                         |
| CAPITAL ONE FINL CORP          SR GLBL NT 27       | 2027-03-09      | 3.7500%  | 0.0000% | $72000.00          | $71704.62          | Corporate Debt Securities                         |
| CONDUENT BUSINESS SVCS LLC / C SR SEC GLBL 29      | 2029-11-01      | 6.0000%  | 0.0000% | $100000.00         | $99061.33          | Corporate Debt Securities                         |
| BMW US CAP LLC                 SR 144A NT 31       | 2031-08-13      | 4.8500%  | 0.0000% | $108000.00         | $110651.61         | Corporate Debt Securities                         |
| CENTENE CORP DEL               SR GLBL NT 29       | 2029-12-15      | 4.6250%  | 0.0000% | $722000.00         | $711126.38         | Corporate Debt Securities                         |
| CAESARS ENTERTAINMENT INC NEW  SR SEC GLBL 30      | 2030-02-15      | 7.0000%  | 0.0000% | $2106000.00        | $2187607.50        | Corporate Debt Securities                         |
| CVS HEALTH CORP                SR GLBL NT 35       | 2035-09-15      | 5.4500%  | 0.0000% | $4587000.00        | $4702191.04        | Corporate Debt Securities                         |
| CANPACK SAC / CANPACK US LLC   SR GLBL 144A 29     | 2029-11-15      | 3.8750%  | 0.0000% | $998000.00         | $951075.29         | Corporate Debt Securities                         |
| CVS HEALTH CORP                SR GLBL NT5.4%29    | 2029-06-01      | 5.4000%  | 0.0000% | $85000.00          | $89352.85          | Corporate Debt Securities                         |
| CANADIAN NAT RES LTD MED TERM  SR GLBL 144A 29     | 2029-12-15      | 5.0000%  | 0.0000% | $381000.00         | $395204.95         | Corporate Debt Securities                         |
| BAIN CAP SPECIALTY FIN INC     SR GLBL NT 30       | 2030-03-15      | 5.9500%  | 0.0000% | $100000.00         | $100828.92         | Corporate Debt Securities                         |
| BHP BILLITON FIN USA LTD       SR NT 5.1%28        | 2028-09-08      | 5.1000%  | 0.0000% | $1246000.00        | $1285182.55        | Corporate Debt Securities                         |
| ATLANTIC CITY ELEC CO          1M GLBL BD2.3%31    | 2031-03-15      | 2.3000%  | 0.0000% | $230000.00         | $206707.52         | Corporate Debt Securities                         |
| AVIENT CORPORATION             SR GLBL 144A 30     | 2030-08-01      | 7.1250%  | 0.0000% | $400000.00         | $415710.83         | Corporate Debt Securities                         |
| BELLRING BRANDS INC            SR 144A NT 7%30     | 2030-03-15      | 7.0000%  | 0.0000% | $562000.00         | $582438.07         | Corporate Debt Securities                         |
| AXALTA COATING SYS DUTCH HLDG  SR GLBL 144A 31     | 2031-02-15      | 7.2500%  | 0.0000% | $1602000.00        | $1722194.05        | Corporate Debt Securities                         |
| AVERY DENNISON CORP            GLBL NT 5.75%33     | 2033-03-15      | 5.7500%  | 0.0000% | $85000.00          | $90105.60          | Corporate Debt Securities                         |
| PETRONAS CAPITAL LTD           FR 3.404%042861     | 2061-04-28      | 3.4040%  | 0.0000% | $870000.00         | $611064.03         | Corporate Debt Securities                         |
| STONEX GROUP INC               SR SEC GLBL 31      | 2031-03-01      | 7.8750%  | 0.0000% | $3799000.00        | $4046519.10        | Corporate Debt Securities                         |
| STATE STR CORP                 SR GLBL NT 34       | 2034-05-18      | 5.1590%  | 0.0000% | $180000.00         | $190151.34         | Corporate Debt Securities                         |
| KEYCORP                        FR 6.401%030635     | 2035-03-06      | 6.4010%  | 0.0000% | $75000.00          | $81809.80          | Corporate Debt Securities                         |
| JANE STR GROUP LLC / JSG FIN   SR SEC 144A NT31    | 2031-04-30      | 7.1250%  | 0.0000% | $193000.00         | $208489.70         | Corporate Debt Securities                         |
| STEEL DYNAMICS INC             SR GLBL NT 55       | 2055-05-15      | 5.7500%  | 0.0000% | $204000.00         | $215284.26         | Corporate Debt Securities                         |
| KENDALL RE LTD                 -A VR 144A NT 27    | 2027-04-30      | 10.1983% | 0.0000% | $3694000.00        | $3917974.67        | Corporate Debt Securities                         |
| QUICKEN LNS LLC/QUICKEN LNS CO SR GLBL 144A 29     | 2029-03-01      | 3.6250%  | 0.0000% | $175000.00         | $167781.27         | Corporate Debt Securities                         |
| QUANTA SVCS INC                SR GLBL NT4.5%31    | 2031-01-15      | 4.5000%  | 0.0000% | $64000.00          | $64364.48          | Corporate Debt Securities                         |
| ROPER TECHNOLOGIES INC         SR GLBL NT5.1%35    | 2035-09-15      | 5.1000%  | 0.0000% | $9209000.00        | $9355791.46        | Corporate Debt Securities                         |
| WELLS FARGO & CO               FR 5.198%012330     | 2030-01-23      | 5.1980%  | 0.0000% | $3721000.00        | $3868701.58        | Corporate Debt Securities                         |
| BANCO DO BRASIL S A GRAND CAYM ALT TIER I PERP     | 2099-12-31      | 8.7480%  | 0.0000% | $4397000.00        | $4573810.70        | Corporate Debt Securities                         |
| DISH DBS CORPORATION           SR GLBL NT 29       | 2029-06-01      | 5.1250%  | 0.0000% | $3381000.00        | $2937618.95        | Corporate Debt Securities                         |
| DISNEY WALT CO                 SR GLBL NT4.7%50    | 2050-03-23      | 4.7000%  | 0.0000% | $1057000.00        | $971323.69         | Corporate Debt Securities                         |
| DOMINION ENERGY INC            SR GLBL -B NT 35    | 2035-03-15      | 5.4500%  | 0.0000% | $20746000.00       | $21309063.72       | Corporate Debt Securities                         |
| FS KKR CAP CORP                SR GLBL NT 29       | 2029-01-15      | 7.8750%  | 0.0000% | $39000.00          | $41610.51          | Corporate Debt Securities                         |
| EVERGLADES RE II LTD           -B-20251 144A 28    | 2028-05-19      | 13.6983% | 0.0000% | $4750000.00        | $5002225.00        | Corporate Debt Securities                         |
| CARNIVAL CORP                  SR GLBL 144A 29     | 2029-05-01      | 6.0000%  | 0.0000% | $791000.00         | $820641.41         | Corporate Debt Securities                         |
| CVS HEALTH CORP                JR SB GLBL -A 55    | 2055-03-10      | 7.0000%  | 0.0000% | $6000.00           | $6329.63           | Corporate Debt Securities                         |
| CHAMP ACQUISITION CORP         SR SEC GLBL 31      | 2031-12-01      | 8.3750%  | 0.0000% | $24000.00          | $26186.98          | Corporate Debt Securities                         |
| CANADIAN IMPERIAL BK COMM      GLBL COCO 27        | 2027-06-28      | 5.2370%  | 0.0000% | $5000.00           | $5165.52           | Corporate Debt Securities                         |
| D R HORTON INC                 SR GLBL NT 30       | 2030-10-15      | 4.8500%  | 0.0000% | $382000.00         | $397197.76         | Corporate Debt Securities                         |
| D R HORTON INC                 SR GLBL NT 5%34     | 2034-10-15      | 5.0000%  | 0.0000% | $52000.00          | $53827.11          | Corporate Debt Securities                         |
| CENTERPOINT ENERGY RES CORP    SR GLBL NT 28       | 2028-03-01      | 5.2500%  | 0.0000% | $215000.00         | $221430.47         | Corporate Debt Securities                         |
| CALUMET SPECIALTY PRODUCTS PAR SR GLBL 144A 27     | 2027-01-15      | 8.1250%  | 0.0000% | $95000.00          | $95547.87          | Corporate Debt Securities                         |
| CANADIAN IMPERIAL BANK OF COMM GLBL NT 6.092%33    | 2033-10-03      | 6.0920%  | 0.0000% | $97000.00          | $108675.15         | Corporate Debt Securities                         |
| CUMULUS MEDIA NEW HLDGS INC    SR SEC GLBL 29      | 2029-07-01      | 8.0000%  | 0.0000% | $2045000.00        | $548741.67         | Corporate Debt Securities                         |
| CENTERPOINT ENERGY RES CORP    SR GLBL NT 4%28     | 2028-04-01      | 4.0000%  | 0.0000% | $65000.00          | $66060.73          | Corporate Debt Securities                         |
| COMMONWEALTH EDISON CO         1M GLBL 136 BD34    | 2034-06-01      | 5.3000%  | 0.0000% | $77000.00          | $81807.07          | Corporate Debt Securities                         |
| DEXKO GLOBAL INC               SR SEC GLBL 29      | 2029-10-15      | 6.6250%  | 0.0000% | $333000.00         | $298266.30         | Corporate Debt Securities                         |
| JOHN DEERE CAPITAL CORPORATION FR 5.15%090833      | 2033-09-08      | 5.1500%  | 0.0000% | $99000.00          | $104014.07         | Corporate Debt Securities                         |
| DARDEN RESTAURANTS INC         SR GLBL NT6.3%33    | 2033-10-10      | 6.3000%  | 0.0000% | $14000.00          | $15596.56          | Corporate Debt Securities                         |
| DAIMLER TRUCKS FIN NORTH AMER  144A NT 5.125%27    | 2027-09-25      | 5.1250%  | 0.0000% | $280000.00         | $284693.31         | Corporate Debt Securities                         |
| DIAGEO CAP PLC                 GLBL NT 5.3%27      | 2027-10-24      | 5.3000%  | 0.0000% | $3046000.00        | $3190126.57        | Corporate Debt Securities                         |
| SERVICE PPTYS TR               EXT 1LIEN GLBL28    | 2028-09-30      | 0.0000%  | 0.0000% | $23238000.00       | $20511020.70       | Corporate Debt Securities                         |
| SOUTHERN CO                    GLBL 2023B NT 28    | 2028-06-15      | 4.8500%  | 0.0000% | $6000.00           | $6193.29           | Corporate Debt Securities                         |
| SAKS GLOBAL ENTERPRISES LLC    SR SEC 144A NT29    | 2029-12-15      | 11.0000% | 0.0000% | $6265000.00        | $3341681.39        | Corporate Debt Securities                         |
| SABINE RE LTD                  EXTND-A 144A 31     | 2027-04-07      | 12.4683% | 0.0000% | $5500000.00        | $5786550.00        | Corporate Debt Securities                         |
| SEALED AIR CORP NEW            SR GLBL 144A 33     | 2033-07-15      | 6.8750%  | 0.0000% | $5000.00           | $5519.01           | Corporate Debt Securities                         |
| RENTOKIL TERMINIX FUNDING LLC  SR 144A NT 5%30     | 2030-04-28      | 5.0000%  | 0.0000% | $484000.00         | $503254.06         | Corporate Debt Securities                         |
| NEXTERA ENERGY CAP HLDGS INC   JR SB GLBL -S 55    | 2055-08-15      | 6.3750%  | 0.0000% | $56000.00          | $58738.89          | Corporate Debt Securities                         |
| MACYS RETAIL HLDGS LLC         SR 144A NT 32       | 2032-03-15      | 6.1250%  | 0.0000% | $91000.00          | $91313.23          | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 4.21%042028      | 2028-04-20      | 4.2100%  | 0.0000% | $877000.00         | $894049.85         | Corporate Debt Securities                         |
| MARRIOTT INTL INC NEW          SR GLBL UU NT 31    | 2031-10-15      | 4.5000%  | 0.0000% | $30000.00          | $30008.70          | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 5.164%042029     | 2029-04-20      | 5.1640%  | 0.0000% | $463000.00         | $484409.63         | Corporate Debt Securities                         |
| LIONS GATE CAP HLDGS 1 INC     SR GLBL 144A 29     | 2029-04-15      | 6.0000%  | 0.0000% | $7978000.00        | $7769840.68        | Corporate Debt Securities                         |
| WARNERMEDIA HLDGS INC          SR GLBL NT 52       | 2052-03-15      | 5.1410%  | 0.0000% | $916000.00         | $688751.47         | Corporate Debt Securities                         |
| MOTOROLA SOLUTIONS INC         GLBL NT 5.4%34      | 2034-04-15      | 5.4000%  | 0.0000% | $77000.00          | $81734.73          | Corporate Debt Securities                         |
| WELLS FARGO & CO               FR 4.3%072227       | 2027-07-22      | 4.3000%  | 0.0000% | $575000.00         | $581464.28         | Corporate Debt Securities                         |
| VERIZON COMMUNICATIONS INC     SR NT 5.25%35       | 2035-04-02      | 5.2500%  | 0.0000% | $2003000.00        | $2093492.20        | Corporate Debt Securities                         |
| W. R. GRACE HOLDINGS LLC       SR 144A NT 29       | 2029-08-15      | 5.6250%  | 0.0000% | $6663000.00        | $6279552.68        | Corporate Debt Securities                         |
| WELLS FARGO & CO               FR 4.897%072533     | 2033-07-25      | 4.8970%  | 0.0000% | $884000.00         | $905801.04         | Corporate Debt Securities                         |
| WESCO DISTR INC                SR GLBL 144A 33     | 2033-03-15      | 6.3750%  | 0.0000% | $2747000.00        | $2862034.06        | Corporate Debt Securities                         |
| ROGERS COMMUNICATIONS INC      SUB GLBL 144A 82    | 2082-03-15      | 5.2500%  | 0.0000% | $100000.00         | $99387.75          | Corporate Debt Securities                         |
| WILLIAMS COS INC               SR GLBL NT4.8%29    | 2029-11-15      | 4.8000%  | 0.0000% | $7000.00           | $7248.15           | Corporate Debt Securities                         |
| BLACK HILLS CORP               SR GLBL NT 6%35     | 2035-01-15      | 6.0000%  | 0.0000% | $50000.00          | $53702.50          | Corporate Debt Securities                         |
| BLUEBONNET RE LTD              -B-20251 144A 28    | 2028-06-07      | 12.4483% | 0.0000% | $4500000.00        | $4801950.00        | Corporate Debt Securities                         |
| BANK AMERICA CORP              FR 4.948%072228     | 2028-07-22      | 4.9480%  | 0.0000% | $1241000.00        | $1270344.96        | Corporate Debt Securities                         |
| BALTIMORE GAS & ELEC CO        SR GLBL NT 35       | 2035-06-01      | 5.4500%  | 0.0000% | $46000.00          | $48770.40          | Corporate Debt Securities                         |
| BANK MONTREAL MEDIUM           FR 5.37%060427      | 2027-06-04      | 5.3700%  | 0.0000% | $477000.00         | $495575.97         | Corporate Debt Securities                         |
| BERRY GLOBAL INC               SR SEC GLBL NT34    | 2034-01-15      | 5.6500%  | 0.0000% | $24526000.00       | $25876176.74       | Corporate Debt Securities                         |
| BANK AMERICA CORP              FR 5.425%081535     | 2035-08-15      | 5.4250%  | 0.0000% | $375000.00         | $385549.22         | Corporate Debt Securities                         |
| BANK MONTREAL MEDIUM           FR 5.511%060431     | 2031-06-04      | 5.5110%  | 0.0000% | $32000.00          | $34270.33          | Corporate Debt Securities                         |
| ALCON FIN CORP                 SR GLBL 144A 26     | 2026-09-23      | 2.7500%  | 0.0000% | $250000.00         | $246731.18         | Corporate Debt Securities                         |
| BMW US CAP LLC                 144A NT 5.15%33     | 2033-08-11      | 5.1500%  | 0.0000% | $5000.00           | $5172.60           | Corporate Debt Securities                         |
| BANCO MACRO S A                FR 8%062329         | 2029-06-23      | 8.0000%  | 0.0000% | $1000000.00        | $999055.56         | Corporate Debt Securities                         |
| BANK AMERICA CORP              FR 5.015%072233     | 2033-07-22      | 5.0150%  | 0.0000% | $5105000.00        | $5272560.28        | Corporate Debt Securities                         |
| BERRY GLOBAL INC               SR SEC GLBL NT28    | 2028-04-15      | 5.5000%  | 0.0000% | $1499000.00        | $1579208.99        | Corporate Debt Securities                         |
| AMCOR FLEXIBLES NORTH AMER INC SR GLBL NT5.1%30    | 2030-03-17      | 5.1000%  | 0.0000% | $14000.00          | $14348.20          | Corporate Debt Securities                         |
| ADOBE INC                      SR GLBL NT 28       | 2028-01-17      | 4.7500%  | 0.0000% | $355000.00         | $365171.44         | Corporate Debt Securities                         |
| AAG FH UK LTD & GLOBAL         SR 144A NT 29       | 2029-01-15      | 8.3750%  | 0.0000% | $8619000.00        | $8576662.76        | Corporate Debt Securities                         |
| AEP TEX INC                    SR GLBL -O NT 34    | 2034-05-15      | 5.7000%  | 0.0000% | $71000.00          | $75444.96          | Corporate Debt Securities                         |
| AAG FH UK PLC/GL AU HL PLC     SR 144A NT 29       | 2029-08-15      | 11.5000% | 0.0000% | $13209000.00       | $14098692.20       | Corporate Debt Securities                         |
| AES CORP                       SR GLBL NT 26       | 2026-01-15      | 1.3750%  | 0.0000% | $35000.00          | $34787.01          | Corporate Debt Securities                         |
| ADT SECURITY CORPORATION       SR SEC GLBL 29      | 2029-08-01      | 4.1250%  | 0.0000% | $105000.00         | $102377.14         | Corporate Debt Securities                         |
| AADVANTAGE LOYALTY IP LTD/ AME SR SEC GLBL 29      | 2029-04-20      | 5.7500%  | 0.0000% | $267000.00         | $271699.35         | Corporate Debt Securities                         |
| ALCAN INC                      SR GLBL DEB 31      | 2031-03-15      | 7.2500%  | 0.0000% | $71000.00          | $81812.65          | Corporate Debt Securities                         |
| ACORN RE LIMITED               -A VR 144A NT 26    | 2026-11-06      | 8.2983%  | 0.0000% | $955000.00         | $977688.53         | Corporate Debt Securities                         |
| ADVANTAGE SALES & MRKTNG INC   SR SEC GLBL 28      | 2028-11-15      | 6.5000%  | 0.0000% | $300000.00         | $266059.50         | Corporate Debt Securities                         |
| ACRISURE LLC / ACRISURE FIN    SR 144A NT 29       | 2029-02-01      | 8.2500%  | 0.0000% | $1990000.00        | $2103968.96        | Corporate Debt Securities                         |
| ABBVIE INC                     GLBL NT 4.8%27      | 2027-03-15      | 4.8000%  | 0.0000% | $1580000.00        | $1600682.20        | Corporate Debt Securities                         |
| AIG GLOBAL FDG SR SECD MED     144A NT 4.85%30     | 2030-06-06      | 4.8500%  | 0.0000% | $17070000.00       | $17645742.65       | Corporate Debt Securities                         |
| AEP TEX CENT CO                SR -G 144A NT 25    | 2025-10-01      | 3.8500%  | 0.0000% | $42000.00          | $42802.75          | Corporate Debt Securities                         |
| ADOBE INC                      SR GLBL NT 30       | 2030-01-17      | 4.9500%  | 0.0000% | $300000.00         | $313937.25         | Corporate Debt Securities                         |
| AES CORP                       JR SB GLBL NT 55    | 2055-07-15      | 6.9500%  | 0.0000% | $45000.00          | $44911.76          | Corporate Debt Securities                         |
| SOUTHERN CO GAS CAP            SR NT 5.875%41      | 2041-03-15      | 5.8750%  | 0.0000% | $304000.00         | $316843.37         | Corporate Debt Securities                         |
| ENERFLEX LTD                   SR SEC 144A NT27    | 2027-10-15      | 9.0000%  | 0.0000% | $400000.00         | $426436.00         | Corporate Debt Securities                         |
| ENTERPRISE PRODS OPER LLC      SR GLBL NT4.6%31    | 2031-01-15      | 4.6000%  | 0.0000% | $84000.00          | $85971.29          | Corporate Debt Securities                         |
| ECOLAB INC                     GLBL NT 2.7%51      | 2051-12-15      | 2.7000%  | 0.0000% | $72000.00          | $46116.36          | Corporate Debt Securities                         |
| ENTERGY LA LLC                 1M GLBL BD3.1%41    | 2041-06-15      | 3.1000%  | 0.0000% | $88000.00          | $67919.43          | Corporate Debt Securities                         |
| EMBECTA CORP                   SR SEC 144A NT30    | 2030-02-15      | 5.0000%  | 0.0000% | $220000.00         | $209501.60         | Corporate Debt Securities                         |
| ENBRIDGE INC                   GLBL NT 2.5%33      | 2033-08-01      | 2.5000%  | 0.0000% | $695000.00         | $594702.62         | Corporate Debt Securities                         |
| ELLUCIAN HLDGS INC             SR SEC GLBL 29      | 2029-12-01      | 6.5000%  | 0.0000% | $936000.00         | $970918.52         | Corporate Debt Securities                         |
| ENEL FIN AMER LLC              SR 144A NT 41       | 2041-07-12      | 2.8750%  | 0.0000% | $294000.00         | $213276.18         | Corporate Debt Securities                         |
| EDISON INTL                    JR SB GLBL NT 54    | 2054-06-15      | 7.8750%  | 0.0000% | $981000.00         | $1022102.67        | Corporate Debt Securities                         |
| DARLING INGREDIENTS INC        SR GLBL 144A 30     | 2030-06-15      | 6.0000%  | 0.0000% | $42000.00          | $43123.50          | Corporate Debt Securities                         |
| CITIGROUP INC                  PERP JR SB AA NT    | 2500-12-31      | 7.6250%  | 0.0000% | $427000.00         | $451356.61         | Corporate Debt Securities                         |
| CATERPILLAR FINL SVCS MTNS BE  FR 5%051427         | 2027-05-14      | 5.0000%  | 0.0000% | $88000.00          | $91141.50          | Corporate Debt Securities                         |
| CHARLES RIV LABS INTL INC      SR GLBL 144A 28     | 2028-05-01      | 4.2500%  | 0.0000% | $28000.00          | $27912.37          | Corporate Debt Securities                         |
| CAPE LOOKOUT RE LTD            EXTND-A 144A 30     | 2030-04-28      | 11.1503% | 0.0000% | $4283000.00        | $4432905.00        | Corporate Debt Securities                         |
| CITIGROUP INC                  JR SB GLBL NT 36    | 2036-01-24      | 6.0200%  | 0.0000% | $373000.00         | $395479.47         | Corporate Debt Securities                         |
| CENTERPOINT ENERGY HOUSTON ELE 1M GLBL -K BD 33    | 2033-03-15      | 6.9500%  | 0.0000% | $7000.00           | $7969.05           | Corporate Debt Securities                         |
| CHENIERE ENERGY PARTNERS L P   SR GLBL 144A 35     | 2035-10-30      | 5.5500%  | 0.0000% | $85000.00          | $88066.23          | Corporate Debt Securities                         |
| CAIXABANK S A                  FR 6.84%091334      | 2034-09-13      | 6.8400%  | 0.0000% | $1000000.00        | $1119680.00        | Corporate Debt Securities                         |
| BANK AMERICA CORP              FR 5.288%042534     | 2034-04-25      | 5.2880%  | 0.0000% | $1010000.00        | $1069547.36        | Corporate Debt Securities                         |
| BANK AMERICA CORP              FR 4.979%012429     | 2029-01-24      | 4.9790%  | 0.0000% | $93000.00          | $95571.28          | Corporate Debt Securities                         |
| BOMBARDIER INC                 SR GLBL 144A 27     | 2027-04-15      | 7.8750%  | 0.0000% | $193000.00         | $200533.51         | Corporate Debt Securities                         |
| BANK NEW YORK MELLON CORP      FR 6.474%102534     | 2034-10-25      | 6.4740%  | 0.0000% | $62000.00          | $70908.42          | Corporate Debt Securities                         |
| BLUELINX HLDGS INC             SR SEC GLBL 29      | 2029-11-15      | 6.0000%  | 0.0000% | $48000.00          | $48469.44          | Corporate Debt Securities                         |
| CHEVRON USA INC                SR GLBL NT 28       | 2028-01-15      | 3.8500%  | 0.0000% | $70000.00          | $70569.16          | Corporate Debt Securities                         |
| CHUBB INA HLDGS INC            SR NT 6%37          | 2037-05-11      | 6.0000%  | 0.0000% | $62000.00          | $69204.19          | Corporate Debt Securities                         |
| CITIGROUP INC                  SR GLBL NT 29       | 2029-03-04      | 4.7860%  | 0.0000% | $41000.00          | $41655.45          | Corporate Debt Securities                         |
| CANADIAN IMPERIAL BANK OF COMM GLBL NT 5.26%29     | 2029-04-08      | 5.2600%  | 0.0000% | $133000.00         | $141053.30         | Corporate Debt Securities                         |
| CINCINNATI BELL TEL CO MTN BE  SR GLBL DB6.3%28    | 2028-12-01      | 6.3000%  | 0.0000% | $83000.00          | $83172.23          | Corporate Debt Securities                         |
| CHARTER COMMUNICATIONS OPER    SR SEC NT 4.8%50    | 2050-03-01      | 4.8000%  | 0.0000% | $35000.00          | $28007.23          | Corporate Debt Securities                         |
| CENTRAL GARDEN & PET CO        SR GLBL NT 28       | 2028-02-01      | 5.1250%  | 0.0000% | $69000.00          | $69404.98          | Corporate Debt Securities                         |
| CITIZENS FINL GROUP INC        ALT TIER I PERP     | 2500-12-31      | 7.7044%  | 0.0000% | $39000.00          | $39692.56          | Corporate Debt Securities                         |
| CHARTER COMMUNICATIONS OPER    SR SEC GLBL NT28    | 2028-02-15      | 3.7500%  | 0.0000% | $486000.00         | $480745.12         | Corporate Debt Securities                         |
| CHAMPIONS FING INC             SR SEC 144A NT29    | 2029-02-15      | 8.7500%  | 0.0000% | $65000.00          | $63316.99          | Corporate Debt Securities                         |
| CLEVELAND-CLIFFS INC NEW       SR GLBL 144A 33     | 2033-05-01      | 7.3750%  | 0.0000% | $28000.00          | $29416.08          | Corporate Debt Securities                         |
| CITRUS RE LTD                  EXTND-B 144A 31     | 2031-06-07      | 14.3883% | 0.0000% | $3000000.00        | $3219000.00        | Corporate Debt Securities                         |
| BROOKLYN UNION GAS CO          SR 144A NT 32       | 2032-08-05      | 4.8660%  | 0.0000% | $89000.00          | $88576.73          | Corporate Debt Securities                         |
| CB RICHARD ELLIS SVCS INC      SR GLBL NT 34       | 2034-08-15      | 5.9500%  | 0.0000% | $77000.00          | $82853.35          | Corporate Debt Securities                         |
| BOEING CO                      CR SEN SR GLBL64    | 2064-05-01      | 7.0080%  | 0.0000% | $19711000.00       | $23483790.52       | Corporate Debt Securities                         |
| BLUEBONNET RE LTD              -C-20251 144A 28    | 2028-06-07      | 15.6983% | 0.0000% | $2750000.00        | $2979900.00        | Corporate Debt Securities                         |
| BANK MONTREAL MEDIUM           FR 5.717%092528     | 2028-09-25      | 5.7170%  | 0.0000% | $319000.00         | $333566.82         | Corporate Debt Securities                         |
| BNP PARIBAS                    SNR NPF REGS 35     | 2035-02-20      | 5.7380%  | 0.0000% | $160000.00         | $169703.29         | Corporate Debt Securities                         |
| BNP PARIBAS                    FR 5.906%111935     | 2035-11-19      | 5.9060%  | 0.0000% | $650000.00         | $688285.83         | Corporate Debt Securities                         |
| CHURCHILL DOWNS INC            SR GLBL 144A 28     | 2028-01-15      | 4.7500%  | 0.0000% | $4703000.00        | $4684967.91        | Corporate Debt Securities                         |
| OLYMPUS WTR US HLDG CORP       SR SEC GLBL 27      | 2027-10-01      | 7.1250%  | 0.0000% | $4000000.00        | $4212068.33        | Corporate Debt Securities                         |
| CITIGROUP INC                  SR GLBL NT 28       | 2028-01-15      | 6.6250%  | 0.0000% | $195000.00         | $208496.36         | Corporate Debt Securities                         |
| CLEAR CHANNEL OUTDOOR HLDGS IN SR SEC GLBL 30      | 2030-04-01      | 7.8750%  | 0.0000% | $28000.00          | $30459.69          | Corporate Debt Securities                         |
| CIVITAS RESOURCES INC          SR GLBL 144A 28     | 2028-07-01      | 8.3750%  | 0.0000% | $1990000.00        | $2108354.97        | Corporate Debt Securities                         |
| CITIGROUP INC                  JR SB NT6.675%43    | 2043-09-13      | 6.6750%  | 0.0000% | $19000.00          | $21570.74          | Corporate Debt Securities                         |
| COMCAST CORP NEW               SR GLBL NT5.3%35    | 2035-05-15      | 5.3000%  | 0.0000% | $1000000.00        | $1050195.56        | Corporate Debt Securities                         |
| COMSTOCK RES INC               SR GLBL 144A 29     | 2029-03-01      | 6.7500%  | 0.0000% | $100000.00         | $100100.75         | Corporate Debt Securities                         |
| CITIGROUP INC                  SR GLBL NT 31       | 2031-05-07      | 4.9520%  | 0.0000% | $54000.00          | $56095.76          | Corporate Debt Securities                         |
| CROWN AMERS LLC                SR GLBL NT 30       | 2030-04-01      | 5.2500%  | 0.0000% | $37000.00          | $38456.10          | Corporate Debt Securities                         |
| CONAGRA BRANDS INC             SR GLBL NT 28       | 2028-11-01      | 4.8500%  | 0.0000% | $68000.00          | $70070.17          | Corporate Debt Securities                         |
| COMMONSPIRIT HEALTH            2024A BD5.318%34    | 2034-12-01      | 5.3180%  | 0.0000% | $5240000.00        | $5420040.87        | Corporate Debt Securities                         |
| COREBRIDGE FINL INC            SR GLBL NT 34       | 2034-01-15      | 5.7500%  | 0.0000% | $1072000.00        | $1141571.91        | Corporate Debt Securities                         |
| CONSOLIDATED EDISON CO N Y INC SR GLBL 2006 B36    | 2036-06-15      | 6.2000%  | 0.0000% | $99000.00          | $110158.62         | Corporate Debt Securities                         |
| CONAGRA BRANDS INC             SR GLBL NT 35       | 2035-08-01      | 5.7500%  | 0.0000% | $3222000.00        | $3316988.14        | Corporate Debt Securities                         |
| CITIGROUP INC                  SR GLBL NT 30       | 2030-09-19      | 4.5420%  | 0.0000% | $18000.00          | $18118.04          | Corporate Debt Securities                         |
| CONCENTRIX CORP                GLBL NT 6.85%33     | 2033-08-02      | 6.8500%  | 0.0000% | $313000.00         | $329478.23         | Corporate Debt Securities                         |
| COMMONWEALTH EDISON CO         1MTG BD 6.45%38     | 2038-01-15      | 6.4500%  | 0.0000% | $95000.00          | $107099.91         | Corporate Debt Securities                         |
| ACRISURE LLC / ACRISURE FIN    SR SEC 144A NT32    | 2032-07-01      | 6.7500%  | 0.0000% | $274000.00         | $287428.74         | Corporate Debt Securities                         |
| AERCAP IRELAND CAP DESIGNATED  SR GLBL NT 30       | 2030-09-30      | 6.1500%  | 0.0000% | $30235000.00       | $32389243.75       | Corporate Debt Securities                         |
| API ESCROW CORPORATION         SR GLBL 144A 29     | 2029-10-15      | 4.7500%  | 0.0000% | $88000.00          | $88367.03          | Corporate Debt Securities                         |
| ALLIED UNVL HOLDCO LLC/ALLIED  SR GLBL 144A 29     | 2029-06-01      | 6.0000%  | 0.0000% | $1550000.00        | $1554903.17        | Corporate Debt Securities                         |
| ALEXANDRIA REAL ESTATE EQ INC  SR GLBL NT 53       | 2053-04-15      | 5.1500%  | 0.0000% | $245000.00         | $228098.47         | Corporate Debt Securities                         |
| AMERICAN WTR CAP CORP          SR GLBL NT 34       | 2034-03-01      | 5.1500%  | 0.0000% | $579000.00         | $599646.34         | Corporate Debt Securities                         |
| ADVANCE AUTO PARTS INC         SR GLBL NT 27       | 2027-10-01      | 1.7500%  | 0.0000% | $100000.00         | $94582.14          | Corporate Debt Securities                         |
| ALEXANDRIA REAL ESTATE EQ INC  SR GLBL NT4.9%30    | 2030-12-15      | 4.9000%  | 0.0000% | $504000.00         | $520547.16         | Corporate Debt Securities                         |
| BREAD FINANCIAL HOLDINGS INC   SR GLBL 144A 29     | 2029-03-15      | 9.7500%  | 0.0000% | $198000.00         | $212201.05         | Corporate Debt Securities                         |
| AMERICAN EXPRESS CO            SR GLBL NT 35       | 2035-07-26      | 5.2840%  | 0.0000% | $98000.00          | $102102.65         | Corporate Debt Securities                         |
| ADVANCED DRAIN SYS INC DEL     SR GLBL 144A 30     | 2030-06-15      | 6.3750%  | 0.0000% | $1738000.00        | $1795495.21        | Corporate Debt Securities                         |
| ALLEGHENY LUDLUM CORP          SR DEB 6.95%25      | 2025-12-15      | 6.9500%  | 0.0000% | $1084000.00        | $1103350.30        | Corporate Debt Securities                         |
| ABBOTT LABORATORIES            SR GLBL NT 37       | 2037-11-30      | 6.1500%  | 0.0000% | $55000.00          | $62951.90          | Corporate Debt Securities                         |
| BARCLAYS PLC                   LW TIER II 30       | 2030-06-20      | 5.0880%  | 0.0000% | $450000.00         | $462525.00         | Corporate Debt Securities                         |
| BELO CORP                      SR GLBL DEB 27      | 2027-09-15      | 7.2500%  | 0.0000% | $70000.00          | $72867.26          | Corporate Debt Securities                         |
| BARCLAYS PLC                   GLBL COCO 55        | 2055-03-12      | 6.0360%  | 0.0000% | $468000.00         | $498344.18         | Corporate Debt Securities                         |
| BANK NOVA SCOTIA B C           FR 5.25%061228      | 2028-06-12      | 5.2500%  | 0.0000% | $152000.00         | $159171.36         | Corporate Debt Securities                         |
| BOEING CO                      CR SEN SR GLBL29    | 2029-05-01      | 6.2980%  | 0.0000% | $80000.00          | $86985.34          | Corporate Debt Securities                         |
| BOMBARDIER INC                 SR GLBL 144A 30     | 2030-11-15      | 8.7500%  | 0.0000% | $95000.00          | $105644.04         | Corporate Debt Securities                         |
| BEACH ACQUISITION BIDCO LLC    SR GLBL PIK 33      | 2033-07-15      | 10.0000% | 0.0000% | $14280000.00       | $15717297.87       | Corporate Debt Securities                         |
| BELL CDA                       JR SB GLBL -A 55    | 2055-09-15      | 6.8750%  | 0.0000% | $598000.00         | $621378.56         | Corporate Debt Securities                         |
| BANK AMERICA CORP              FR 5.518%102535     | 2035-10-25      | 5.5180%  | 0.0000% | $448000.00         | $470475.29         | Corporate Debt Securities                         |
| EQUIPMENTSHARE COM INC         SR SEC 144A NT32    | 2032-05-15      | 8.6250%  | 0.0000% | $70000.00          | $77755.56          | Corporate Debt Securities                         |
| ENERGY TRANSFER L P            SR GLBL NT6.4%30    | 2030-12-01      | 6.4000%  | 0.0000% | $95000.00          | $104908.08         | Corporate Debt Securities                         |
| ESSEX PORTFOLIO L P            SR GLBL NT5.5%34    | 2034-04-01      | 5.5000%  | 0.0000% | $259000.00         | $276215.01         | Corporate Debt Securities                         |
| EQUIPMENTSHARE COM INC         SR SEC 144A NT28    | 2028-05-15      | 9.0000%  | 0.0000% | $449000.00         | $491053.34         | Corporate Debt Securities                         |
| ENERGY TRANSFER L P            SR GLBL NT 45       | 2045-12-15      | 6.1250%  | 0.0000% | $19000.00          | $19536.08          | Corporate Debt Securities                         |
| ENERGY TRANSFER L P            SR GLBL NT 26       | 2026-12-01      | 6.0500%  | 0.0000% | $1000000.00        | $1038918.61        | Corporate Debt Securities                         |
| META PLATFORMS INC             GLBL NT 4.8%30      | 2030-05-15      | 4.8000%  | 0.0000% | $816000.00         | $857885.28         | Corporate Debt Securities                         |
| EVERSOURCE ENERGY              GLBL -CC NT 29      | 2029-02-01      | 5.9500%  | 0.0000% | $2856000.00        | $3017939.17        | Corporate Debt Securities                         |
| JACOBS ENTMT INC               SR 144A NT 29       | 2029-02-15      | 6.7500%  | 0.0000% | $100000.00         | $97929.75          | Corporate Debt Securities                         |
| PHINIA INC                     SR SEC GLBL 29      | 2029-04-15      | 6.7500%  | 0.0000% | $70000.00          | $74611.43          | Corporate Debt Securities                         |
| PACIFIC LIFECORP               SR GLBL 144A 33     | 2033-09-15      | 6.6000%  | 0.0000% | $62000.00          | $68939.04          | Corporate Debt Securities                         |
| KINDER MORGAN ENERGY PARTNERS  SR NT 5.625%41      | 2041-09-01      | 5.6250%  | 0.0000% | $44000.00          | $44029.97          | Corporate Debt Securities                         |
| INTEGRITY RE LTD               EXT GLBL 144A 31    | 2031-06-06      | 17.2703% | 0.0000% | $1750000.00        | $1906440.58        | Corporate Debt Securities                         |
| MAGNA INTL INC                 SR GLBL NT 35       | 2035-06-01      | 5.8750%  | 0.0000% | $77000.00          | $82875.01          | Corporate Debt Securities                         |
| GLP CAP LP/GLP FING II INC     SR GLBL NT 37       | 2037-11-01      | 5.7500%  | 0.0000% | $15000.00          | $14981.56          | Corporate Debt Securities                         |
| ING GROEP N.V.                 GLBL COCO 30        | 2030-03-19      | 5.3350%  | 0.0000% | $450000.00         | $465039.06         | Corporate Debt Securities                         |
| MARTIN MARIETTA MATLS INC      SR GLBL NT5.5%54    | 2054-12-01      | 5.5000%  | 0.0000% | $40000.00          | $40524.02          | Corporate Debt Securities                         |
| HYUNDAI CAP AMER               FR 5.25%010827      | 2027-01-08      | 5.2500%  | 0.0000% | $150000.00         | $153343.25         | Corporate Debt Securities                         |
| GILEAD SCIENCES INC            SR GLBL NT5.5%54    | 2054-11-15      | 5.5000%  | 0.0000% | $84000.00          | $86542.26          | Corporate Debt Securities                         |
| SERVICE PPTYS TR               SR NT 4.95%27       | 2027-02-15      | 4.9500%  | 0.0000% | $17112000.00       | $17264938.50       | Corporate Debt Securities                         |
| HUB INTL LTD                   SR 144A NT 29       | 2029-12-01      | 5.6250%  | 0.0000% | $4338000.00        | $4417748.71        | Corporate Debt Securities                         |
| HILCORP ENERGY I L P / HILCORP SR 144A NT 33       | 2033-11-01      | 8.3750%  | 0.0000% | $28000.00          | $30490.97          | Corporate Debt Securities                         |
| GARDA WORLD SECURITY CORP      SR SEC 144A NT28    | 2028-02-15      | 7.7500%  | 0.0000% | $142000.00         | $147052.01         | Corporate Debt Securities                         |
| MAGNERA CORP                   SR GLBL 144A 29     | 2029-11-15      | 4.7500%  | 0.0000% | $4832000.00        | $4340356.08        | Corporate Debt Securities                         |
| HEARTLAND DENTAL LLC / HEAR    SR SEC 144A NT28    | 2028-04-30      | 10.5000% | 0.0000% | $132000.00         | $144712.26         | Corporate Debt Securities                         |
| GARDA WORLD SECURITY CORP      SR GLBL 144A 32     | 2032-11-15      | 8.3750%  | 0.0000% | $470000.00         | $504077.94         | Corporate Debt Securities                         |
| HASBRO INC                     SR GLBL NT 34       | 2034-05-14      | 6.0500%  | 0.0000% | $3314000.00        | $3544606.53        | Corporate Debt Securities                         |
| GEORGIA PWR CO                 GLBL 2024B NT 34    | 2034-03-15      | 5.2500%  | 0.0000% | $95000.00          | $98246.86          | Corporate Debt Securities                         |
| GEORGETOWN UNIV                SR GLBL 2020A 50    | 2050-04-01      | 2.9430%  | 0.0000% | $72000.00          | $48335.99          | Corporate Debt Securities                         |
| GRAPHIC PACKAGING INTL LLC     SR GLBL 144A 28     | 2028-03-15      | 3.5000%  | 0.0000% | $100000.00         | $96657.83          | Corporate Debt Securities                         |
| HEXCEL CORP NEW                CR SEN GLBL NT35    | 2035-02-26      | 5.8750%  | 0.0000% | $173000.00         | $181255.32         | Corporate Debt Securities                         |
| FLOWSERVE CORP                 SR GLBL NT2.8%32    | 2032-01-15      | 2.8000%  | 0.0000% | $9000.00           | $8027.31           | Corporate Debt Securities                         |
| FISERV INC                     SR GLBL NT 35       | 2035-08-11      | 5.2500%  | 0.0000% | $4883000.00        | $4977416.87        | Corporate Debt Securities                         |
| FRONTIER COMMUNICATIONS HLDGS  SR SEC GLBL 30      | 2030-01-15      | 6.0000%  | 0.0000% | $8772000.00        | $8982791.16        | Corporate Debt Securities                         |
| FORD MOTOR CREDIT COMPANY      SR GLBL NT6.8%28    | 2028-05-12      | 6.8000%  | 0.0000% | $1654000.00        | $1760462.47        | Corporate Debt Securities                         |
| FIRST CASH INC                 SR GLBL 144A 32     | 2032-03-01      | 6.8750%  | 0.0000% | $85000.00          | $88496.75          | Corporate Debt Securities                         |
| FLOODSMART RE LTD              EXTND-A 144A 30     | 2030-03-11      | 21.0724% | 0.0000% | $347000.00         | $354807.50         | Corporate Debt Securities                         |
| GCI LLC                        SR GLBL 144A 28     | 2028-10-15      | 4.7500%  | 0.0000% | $342000.00         | $339404.50         | Corporate Debt Securities                         |
| FORD MOTOR CREDIT COMPANY      SR GLBL NT 28       | 2028-03-20      | 5.9180%  | 0.0000% | $807000.00         | $821908.43         | Corporate Debt Securities                         |
| FORESTAR GROUP INC             SR GLBL 144A 28     | 2028-03-01      | 5.0000%  | 0.0000% | $83000.00          | $82281.87          | Corporate Debt Securities                         |
| STARBUCKS CORP                 SR GLBL NT 5%34     | 2034-02-15      | 5.0000%  | 0.0000% | $82000.00          | $84355.04          | Corporate Debt Securities                         |
| LGI HOMES INC                  SR GLBL 144A 28     | 2028-12-15      | 8.7500%  | 0.0000% | $50000.00          | $53735.54          | Corporate Debt Securities                         |
| PUBLIC SVC ENTERPRISE GROUP    SR GLBL NT 27       | 2027-11-15      | 5.8500%  | 0.0000% | $338000.00         | $357275.29         | Corporate Debt Securities                         |
| QVC INC                        SR SEC NT5.95%43    | 2043-03-15      | 5.9500%  | 0.0000% | $9987000.00        | $5200522.19        | Corporate Debt Securities                         |
| PURPLE RE LTD                  EXTND-A 144A 30     | 2030-04-24      | 17.1679% | 0.0000% | $5000000.00        | $5271500.00        | Corporate Debt Securities                         |
| TELECOM ITALIA CAP             SR GLBL NT 38       | 2038-06-04      | 7.7210%  | 0.0000% | $76000.00          | $85753.75          | Corporate Debt Securities                         |
| QUEST DIAGNOSTICS INC          SR GLBL NT6.4%33    | 2033-11-30      | 6.4000%  | 0.0000% | $70000.00          | $79234.63          | Corporate Debt Securities                         |
| KINDER MORGAN ENERGY PARTNERS  SR GLBL NT5.8%35    | 2035-03-15      | 5.8000%  | 0.0000% | $98000.00          | $102926.13         | Corporate Debt Securities                         |
| POST HLDGS INC                 SR SEC GLBL 32      | 2032-02-15      | 6.2500%  | 0.0000% | $1398000.00        | $1447171.16        | Corporate Debt Securities                         |
| MARRIOTT INTL INC NEW          CR SEN GLBL JJ27    | 2027-10-15      | 5.0000%  | 0.0000% | $2658000.00        | $2763752.96        | Corporate Debt Securities                         |
| PROCTER & GAMBLE CO            SR GLBL NT4.6%35    | 2035-05-01      | 4.6000%  | 0.0000% | $95000.00          | $98274.54          | Corporate Debt Securities                         |
| HEALTHPEAK OP LLC              SR GLBL NT 32       | 2032-12-15      | 5.2500%  | 0.0000% | $2583000.00        | $2696658.46        | Corporate Debt Securities                         |
| L3HARRIS TECHNOLOGIES INC      4.4%28              | 2028-06-15      | 4.4000%  | 0.0000% | $1105000.00        | $1125965.53        | Corporate Debt Securities                         |
| NEWELL BRANDS INC              SR GLBL NT 27       | 2027-09-15      | 6.3750%  | 0.0000% | $844000.00         | $857973.47         | Corporate Debt Securities                         |
| NATIONAL FUEL GAS CO           CR SEN GLBL 1326    | 2026-10-01      | 5.5000%  | 0.0000% | $75000.00          | $77850.54          | Corporate Debt Securities                         |
| PEPSICO INC                    SR GLBL NT 5%35     | 2035-07-23      | 5.0000%  | 0.0000% | $723000.00         | $743717.97         | Corporate Debt Securities                         |
| SUMITOMO MITSUI TR BK LTD      FR 5.65%091426      | 2026-09-14      | 5.6500%  | 0.0000% | $920000.00         | $935880.22         | Corporate Debt Securities                         |
| PFIZER INC                     SR NT 5.6%40        | 2040-09-15      | 5.6000%  | 0.0000% | $74000.00          | $77262.17          | Corporate Debt Securities                         |
| NEWELL BRANDS INC              CR SEN SR GLBL46    | 2046-04-01      | 7.0000%  | 0.0000% | $183000.00         | $168057.24         | Corporate Debt Securities                         |
| TELECOM ARGENTINA SA           SR AMZ 144A NT31    | 2031-07-18      | 9.5000%  | 0.0000% | $390000.00         | $405054.00         | Corporate Debt Securities                         |
| SOMNIGROUP INTERNATIONAL INC   SR GLBL 144A 29     | 2029-04-15      | 4.0000%  | 0.0000% | $128000.00         | $125338.03         | Corporate Debt Securities                         |
| PVH CORPORATION                SR GLBL NT5.5%30    | 2030-06-13      | 5.5000%  | 0.0000% | $45000.00          | $46593.77          | Corporate Debt Securities                         |
| TARGA RES CORP                 SR GLBL NT 36       | 2036-02-15      | 5.6500%  | 0.0000% | $1250000.00        | $1292053.12        | Corporate Debt Securities                         |
| WILLIAMS COS INC               SR GLBL NT4.9%29    | 2029-03-15      | 4.9000%  | 0.0000% | $360000.00         | $367416.60         | Corporate Debt Securities                         |
| PENSKE TRUCK LEASING CO LP / P SR 144A NT5.7%28    | 2028-02-01      | 5.7000%  | 0.0000% | $332000.00         | $344599.95         | Corporate Debt Securities                         |
| SYSCO CORP                     SR GLBL NT 29       | 2029-01-17      | 5.7500%  | 0.0000% | $48000.00          | $50810.39          | Corporate Debt Securities                         |
| NEW YORK LIFE GLOBAL FDG       FR 5%010934         | 2034-01-09      | 5.0000%  | 0.0000% | $10000.00          | $10348.60          | Corporate Debt Securities                         |
| PHILLIPS 66                    SR GLBL NT 42       | 2042-05-01      | 5.8750%  | 0.0000% | $275000.00         | $289202.64         | Corporate Debt Securities                         |
| PETROLEOS MEXICANOS            FR 6.625%061535     | 2035-06-15      | 6.6250%  | 0.0000% | $4651000.00        | $4540087.22        | Corporate Debt Securities                         |
| SUMITOMO MITSUI FIN GRP INC    SR GLBL NT 28       | 2028-01-17      | 3.5440%  | 0.0000% | $80000.00          | $79692.52          | Corporate Debt Securities                         |
| STL HLDG CO LLC                SR GLBL 144A 29     | 2029-02-15      | 8.7500%  | 0.0000% | $50000.00          | $52998.38          | Corporate Debt Securities                         |
| TITAN INTL INC ILL             SR SEC GLBL NT28    | 2028-04-30      | 7.0000%  | 0.0000% | $23000.00          | $23735.46          | Corporate Debt Securities                         |
| TOYOTA MTR CR CORP             FR 1.65%011031      | 2031-01-10      | 1.6500%  | 0.0000% | $113000.00         | $99378.60          | Corporate Debt Securities                         |
| UBS GROUP AG                   SR GLBL 144A 30     | 2030-09-13      | 5.6170%  | 0.0000% | $380000.00         | $397864.74         | Corporate Debt Securities                         |
| NOVELIS CORP                   SR 144A NT 26       | 2026-11-15      | 3.2500%  | 0.0000% | $650000.00         | $653859.38         | Corporate Debt Securities                         |
| OCCIDENTAL PETE CORP           SR GLBL NT 54       | 2054-10-01      | 6.0500%  | 0.0000% | $490000.00         | $495758.45         | Corporate Debt Securities                         |
| TEREX CORP NEW                 SR SEC GLBL 32      | 2032-10-15      | 6.2500%  | 0.0000% | $28000.00          | $29321.20          | Corporate Debt Securities                         |
| TELECOM ITALIA CAP             SR GLBL -C NT 33    | 2033-11-15      | 6.3750%  | 0.0000% | $5000.00           | $5350.48           | Corporate Debt Securities                         |
| TRINET GROUP INC               SR GLBL 144A 29     | 2029-03-01      | 3.5000%  | 0.0000% | $99000.00          | $93101.52          | Corporate Debt Securities                         |
| OPEN TEXT HLDGS INC            SR GLBL 144A 31     | 2031-12-01      | 4.1250%  | 0.0000% | $658000.00         | $618438.02         | Corporate Debt Securities                         |
| NISSAN MOTOR CO LTD            SR 144A NT7.5%30    | 2030-07-17      | 7.5000%  | 0.0000% | $512000.00         | $545806.51         | Corporate Debt Securities                         |
| OCCIDENTAL PETE CORP           SR GLBL NT6.6%46    | 2046-03-15      | 6.6000%  | 0.0000% | $10000.00          | $10453.30          | Corporate Debt Securities                         |
| OAKTREE STRATEGIC CREDIT FUND  SR GLBL 144A 30     | 2030-07-15      | 6.1900%  | 0.0000% | $3071000.00        | $3179424.21        | Corporate Debt Securities                         |
| LLOYDS BANKING GROUP PLC       SUB GLBL COCO 25    | 2025-12-10      | 4.5820%  | 0.0000% | $500000.00         | $506900.28         | Corporate Debt Securities                         |
| ROGERS COMMUNICATIONS INC      SUB GLBL NT 7%55    | 2055-04-15      | 7.0000%  | 0.0000% | $656000.00         | $714458.35         | Corporate Debt Securities                         |
| SBA COMMUNICATIONS CORP        SR GLBL NT 29       | 2029-02-01      | 3.1250%  | 0.0000% | $76000.00          | $71802.64          | Corporate Debt Securities                         |
| KILIMANJARO II RE LTD          EXTND-A 144A 31     | 2031-01-08      | 10.1983% | 0.0000% | $607000.00         | $649487.60         | Corporate Debt Securities                         |
| KOHLS CORP                     CR SEN SR GLBL31    | 2031-05-01      | 5.1250%  | 0.0000% | $5153000.00        | $4197436.99        | Corporate Debt Securities                         |
| LIONS GATE CAPITAL HOLDINGS    SR GLBL 144A 29     | 2029-04-15      | 5.5000%  | 0.0000% | $2088000.00        | $1733475.00        | Corporate Debt Securities                         |
| RESIDENTIAL REINS 2022 LTD     EXT GLBL 144A 30    | 2030-12-06      | 11.5383% | 0.0000% | $3525000.00        | $3703897.94        | Corporate Debt Securities                         |
| SBA COMMUNICATIONS CORP        SR GLBL NT 27       | 2027-02-15      | 3.8750%  | 0.0000% | $3002000.00        | $2971090.66        | Corporate Debt Securities                         |
| PUBLIC SVC ENTERPRISE GROUP    SR GLBL NT 34       | 2034-04-01      | 5.4500%  | 0.0000% | $1000000.00        | $1063398.61        | Corporate Debt Securities                         |
| DOMINION ENERGY SOUTH CAROLINA 1M GLBL BD 41       | 2041-02-01      | 5.4500%  | 0.0000% | $85000.00          | $87075.87          | Corporate Debt Securities                         |
| PUBLIC SVC CO OKLA             SR GLBL -N NT 36    | 2036-01-15      | 5.4500%  | 0.0000% | $300000.00         | $310893.58         | Corporate Debt Securities                         |
| T MOBILE USA INC               SR GLBL NT 32       | 2032-05-15      | 5.1250%  | 0.0000% | $170000.00         | $178243.09         | Corporate Debt Securities                         |
| TIME WARNER CABLE INC          SR DEB 6.55%37      | 2037-05-01      | 6.5500%  | 0.0000% | $72000.00          | $76908.22          | Corporate Debt Securities                         |
| MCR TR 2024-HF1                D      20411216 FLT | 2041-12-16      | 7.5412%  | 0.0000% | $15150000.00       | $15263884.82       | Private Label Collateralized Mortgage Obligations |
| MASTERCARD INCORPORATED        SR GLBL NT 33       | 2033-03-09      | 4.8500%  | 0.0000% | $567000.00         | $584633.23         | Corporate Debt Securities                         |
| LLOYDS BANKING GROUP PLC       LW TIER II GLBL     | 2033-11-15      | 7.9530%  | 0.0000% | $777000.00         | $929768.88         | Corporate Debt Securities                         |
| MAGNERA CORP                   SR SEC GLBL 31      | 2031-11-15      | 7.2500%  | 0.0000% | $944000.00         | $918199.69         | Corporate Debt Securities                         |
| TRONOX INC                     SR SEC GLBL 30      | 2030-09-30      | 9.1250%  | 0.0000% | $1160000.00        | $1140910.91        | Corporate Debt Securities                         |
| UNICREDIT S.P.A                FR 3.127%060332     | 2032-06-03      | 3.1270%  | 0.0000% | $863000.00         | $803852.35         | Corporate Debt Securities                         |
| LOCKHEED MARTIN CORP           SR GLBL NT 5%35     | 2035-08-15      | 5.0000%  | 0.0000% | $92000.00          | $94353.46          | Corporate Debt Securities                         |
| TRANSOCEAN INC                 SR GLBL 144A 27     | 2027-02-01      | 8.0000%  | 0.0000% | $20139000.00       | $20406266.91       | Corporate Debt Securities                         |
| VICI PROPERTIES LP             SR GLBL NT 35       | 2035-04-01      | 5.6250%  | 0.0000% | $3528000.00        | $3706909.29        | Corporate Debt Securities                         |
| VIRGINIA ELEC & PWR CO         SR GLBL A NT5%34    | 2034-01-15      | 5.0000%  | 0.0000% | $63000.00          | $64435.56          | Corporate Debt Securities                         |
| TOTAL CAP INTL                 SR GLBL NT 60       | 2060-06-29      | 3.3860%  | 0.0000% | $441000.00         | $302221.29         | Corporate Debt Securities                         |
| LOGISTICS RE LIMITED           EXTND-A 144A 32     | 2032-12-21      | 9.9483%  | 0.0000% | $4500000.00        | $4603950.00        | Corporate Debt Securities                         |
| PARAMOUNT GLOBAL               SR GLBL NT 31       | 2031-01-15      | 4.9500%  | 0.0000% | $98000.00          | $97816.01          | Corporate Debt Securities                         |
| VERISK ANALYTICS INC           GLBL NT 5.75%33     | 2033-04-01      | 5.7500%  | 0.0000% | $239000.00         | $260419.25         | Corporate Debt Securities                         |
| PROLOGIS TA US LOG FD L P      SR 144A NT5.5%34    | 2034-04-01      | 5.5000%  | 0.0000% | $79000.00          | $83894.62          | Corporate Debt Securities                         |
| PUERTO RICO PARAMETRIC RE LTD  EXTND-A 144A 27     | 2027-10-07      | 12.9483% | 0.0000% | $1000000.00        | $1056270.91        | Corporate Debt Securities                         |
| PACIFICORP                     1M GLBL BD5.3%31    | 2031-02-15      | 5.3000%  | 0.0000% | $91000.00          | $94800.62          | Corporate Debt Securities                         |
| UNITED RENTALS NORTH AMER INC  SR SEC GLBL NT27    | 2027-11-15      | 3.8750%  | 0.0000% | $1689000.00        | $1687870.48        | Corporate Debt Securities                         |
| UNIVISION COMMUNICATIONS INC   SR SEC 144A NT29    | 2029-05-01      | 4.5000%  | 0.0000% | $656000.00         | $631521.36         | Corporate Debt Securities                         |
| VISA INC                       SR GLBL NT 2%50     | 2050-08-15      | 2.0000%  | 0.0000% | $197000.00         | $110004.80         | Corporate Debt Securities                         |
| VOLKSWAGEN GROUP AMER FIN LLC  SR GLBL 144A 34     | 2034-03-22      | 5.6000%  | 0.0000% | $4145000.00        | $4252249.57        | Corporate Debt Securities                         |
| POST HLDGS INC                 SR 144A NT 33       | 2033-03-01      | 6.3750%  | 0.0000% | $843000.00         | $853769.68         | Corporate Debt Securities                         |
| VALARIS LTD                    SR SEC 144A NT30    | 2030-04-30      | 8.3750%  | 0.0000% | $306000.00         | $329276.14         | Corporate Debt Securities                         |
| RTX CORPORATION                SR GLBL NT5.4%35    | 2035-05-01      | 5.4000%  | 0.0000% | $35000.00          | $37517.20          | Corporate Debt Securities                         |
| US BANCORP                     FR 5.775%061229     | 2029-06-12      | 5.7750%  | 0.0000% | $2084000.00        | $2204986.62        | Corporate Debt Securities                         |
| LENNAR CORP                    SR GLBL NT5.2%30    | 2030-07-30      | 5.2000%  | 0.0000% | $54000.00          | $56654.76          | Corporate Debt Securities                         |
| M D C HLDGS INC                CR SEN SR GLBL31    | 2031-01-15      | 2.5000%  | 0.0000% | $154000.00         | $136801.15         | Corporate Debt Securities                         |
| MELLO MORT CAP ACC 2022-INV1   A-2    20520325 FLT | 2052-03-25      | 3.0000%  | 0.0000% | $17754800.00       | $12232582.91       | Private Label Collateralized Mortgage Obligations |
| MCDONALDS CORP                 FR 6.3%101537       | 2037-10-15      | 6.3000%  | 0.0000% | $82000.00          | $93841.21          | Corporate Debt Securities                         |
| MACQUARIE AIRFINANCE HLDGS LTD SR 144A NT 29       | 2029-03-30      | 8.1250%  | 0.0000% | $264000.00         | $275214.72         | Corporate Debt Securities                         |
| MMI CAP TR I                   JR SB PFD TR 27     | 2027-12-15      | 7.6250%  | 0.0000% | $465000.00         | $504924.71         | Corporate Debt Securities                         |
| LITHIA MTRS INC                SR GLBL 144A 29     | 2029-06-01      | 3.8750%  | 0.0000% | $150000.00         | $145177.35         | Corporate Debt Securities                         |
| M/I HOMES INC                  SR GLBL NT 28       | 2028-02-01      | 4.9500%  | 0.0000% | $340000.00         | $340558.45         | Corporate Debt Securities                         |
| PACIFIC LIFE INS CO            SUB 144A NT 55      | 2055-09-15      | 5.9500%  | 0.0000% | $255000.00         | $265249.87         | Corporate Debt Securities                         |
| GENERAL MTRS FINL CO INC       SR GLBL NT4.9%29    | 2029-10-06      | 4.9000%  | 0.0000% | $995000.00         | $1028942.77        | Corporate Debt Securities                         |
| LEVEL 3 FING INC               GLBL 144A NT 29     | 2029-01-15      | 3.6250%  | 0.0000% | $120000.00         | $105368.75         | Corporate Debt Securities                         |
| LOCKHEED MARTIN CORP           SR GLBL NT4.8%34    | 2034-08-15      | 4.8000%  | 0.0000% | $214000.00         | $217772.82         | Corporate Debt Securities                         |
| LAS VEGAS SANDS CORP           SR GLBL NT3.9%29    | 2029-08-08      | 3.9000%  | 0.0000% | $107000.00         | $104016.13         | Corporate Debt Securities                         |
| HUNTINGTON BANCSHARES INC      GLBL NT 6.208%29    | 2029-08-21      | 6.2080%  | 0.0000% | $80000.00          | $84718.03          | Corporate Debt Securities                         |
| HYUNDAI CAP AMER               FR 5.4%032932       | 2032-03-29      | 5.4000%  | 0.0000% | $449000.00         | $461967.12         | Corporate Debt Securities                         |
| IHEARTCOMMUNICATIONS INC       8.375%27            | 2027-05-01      | 8.3750%  | 0.0000% | $49918.00          | $47205.62          | Corporate Debt Securities                         |
| KELLANOVA                      SR GLBL NT 26       | 2026-04-01      | 3.2500%  | 0.0000% | $96000.00          | $97174.05          | Corporate Debt Securities                         |
| PROVIDENCE ST JOSEPH HEALTH    -2023 BD5.403%33    | 2033-10-01      | 5.4030%  | 0.0000% | $350000.00         | $369447.72         | Corporate Debt Securities                         |
| ENERGY TRANSFER L P            SR NT 4.95%43       | 2043-01-15      | 4.9500%  | 0.0000% | $85000.00          | $76496.81          | Corporate Debt Securities                         |
| PPL ELEC UTILS CORP            1M GLBL BD 5%33     | 2033-05-15      | 5.0000%  | 0.0000% | $57000.00          | $59745.12          | Corporate Debt Securities                         |
| ORGANON & CO / ORGANON FGN DEB SR GLBL 144A 34     | 2034-05-15      | 7.8750%  | 0.0000% | $2267000.00        | $2172219.56        | Corporate Debt Securities                         |
| STARWOOD PPTY TR INC           SR GLBL 144A 30     | 2030-07-01      | 6.5000%  | 0.0000% | $4170000.00        | $4390173.68        | Corporate Debt Securities                         |
| JP MORGAN MTG TR 2022-6        A-12-A 20520525 FLT | 2052-05-25      | 3.5000%  | 0.0000% | $10014128.00       | $5490603.55        | Private Label Collateralized Mortgage Obligations |
| MADISON IAQ LLC                SR 144A NT 29       | 2029-06-30      | 5.8750%  | 0.0000% | $1120000.00        | $1122808.40        | Corporate Debt Securities                         |
| PACIFIC GAS & ELEC CO          1M GLBL BD6.1%29    | 2029-01-15      | 6.1000%  | 0.0000% | $2021000.00        | $2139710.17        | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 5.466%011835     | 2035-01-18      | 5.4660%  | 0.0000% | $757000.00         | $796940.83         | Corporate Debt Securities                         |
| PT PERTAMINA PERSERO           FR 3.1%082530       | 2030-08-25      | 3.1000%  | 0.0000% | $400000.00         | $375057.56         | Corporate Debt Securities                         |
| PERFORMANCE FOOD GROUP CO      SR GLBL 144A 27     | 2027-10-15      | 5.5000%  | 0.0000% | $1482000.00        | $1518647.39        | Corporate Debt Securities                         |
| GOTO GROUP INC                 SR SEC GLBL 28      | 2028-05-01      | 5.5000%  | 0.0000% | $19766000.00       | $16044073.18       | Corporate Debt Securities                         |
| STELLANTIS FINANCE US INC      SR GLBL 144A 28     | 2028-01-12      | 5.6250%  | 0.0000% | $325000.00         | $334632.19         | Corporate Debt Securities                         |
| TOYOTA MTR CR CORP             VR 051525-051427    | 2027-05-14      | 4.9776%  | 0.0000% | $29000.00          | $29369.74          | Corporate Debt Securities                         |
| STANDARD BLDG SOLUTIONS INC    SR GLBL 144A 28     | 2028-01-15      | 4.7500%  | 0.0000% | $28000.00          | $28028.16          | Corporate Debt Securities                         |
| SUTTER HEALTH                  2023A BD5.164%33    | 2033-08-15      | 5.1640%  | 0.0000% | $2960000.00        | $3061927.60        | Corporate Debt Securities                         |
| TIME WARNER CABLE INC          SR GLBL DB5.5%41    | 2041-09-01      | 5.5000%  | 0.0000% | $507000.00         | $467626.66         | Corporate Debt Securities                         |
| TORONTO DOMINION BK ONT        LW TIER II GLBL     | 2031-09-15      | 3.6250%  | 0.0000% | $1328000.00        | $1319023.27        | Corporate Debt Securities                         |
| TENET HEALTHCARE CORP          SR SEC GLBL NT29    | 2029-06-01      | 4.2500%  | 0.0000% | $1084000.00        | $1074697.77        | Corporate Debt Securities                         |
| TALEN ENERGY SUPPLY LLC        SR SEC 144A NT30    | 2030-06-01      | 8.6250%  | 0.0000% | $8163000.00        | $8911468.87        | Corporate Debt Securities                         |
| LCPR SR SECD FING DESIGNATED A SR SEC GLBL 27      | 2027-10-15      | 6.7500%  | 0.0000% | $47439000.00       | $29156839.58       | Corporate Debt Securities                         |
| SOUTHERN CO                    JR SB GLBL 55       | 2055-03-15      | 6.3750%  | 0.0000% | $882000.00         | $942069.71         | Corporate Debt Securities                         |
| LPL HLDGS INC                  SR GLBL NT 28       | 2028-11-17      | 6.7500%  | 0.0000% | $6000.00           | $6551.74           | Corporate Debt Securities                         |
| GTCR W-2 MERGER SUB LLC        SR SEC REGS NT31    | 2031-01-15      | 7.5000%  | 0.0000% | $600000.00         | $645675.00         | Corporate Debt Securities                         |
| KOHLS CORP                     SR GLBL NT 37       | 2037-12-15      | 6.8750%  | 0.0000% | $1349000.00        | $1045572.24        | Corporate Debt Securities                         |
| NETFLIX INC.                   SR GLBL REGS 29     | 2029-11-15      | 5.3750%  | 0.0000% | $295000.00         | $313421.89         | Corporate Debt Securities                         |
| SYNCHRONY FINANCIAL            LW TIER II 33       | 2033-02-02      | 7.2500%  | 0.0000% | $70000.00          | $75591.64          | Corporate Debt Securities                         |
| HILTON DOMESTIC OPER CO INC    SR GLBL REGS 33     | 2033-09-15      | 5.7500%  | 0.0000% | $10000.00          | $10257.57          | Corporate Debt Securities                         |
| KEURIG DR PEPPER INC           GLBL NT 3.2%30      | 2030-05-01      | 3.2000%  | 0.0000% | $45000.00          | $43015.70          | Corporate Debt Securities                         |
| PENSKE TRUCK LEASING CO LP / P SR GLBL REGS 29     | 2029-03-30      | 5.3500%  | 0.0000% | $130000.00         | $133874.00         | Corporate Debt Securities                         |
| TENET HEALTHCARE CORP          SR SEC GLBL NT27    | 2027-02-01      | 6.2500%  | 0.0000% | $832000.00         | $840181.10         | Corporate Debt Securities                         |
| SYSCO CORP                     SR GLBL NT 35       | 2035-09-21      | 5.3750%  | 0.0000% | $50000.00          | $51596.19          | Corporate Debt Securities                         |
| VIAVI SOLUTIONS INC            SR GLBL 144A 29     | 2029-10-01      | 3.7500%  | 0.0000% | $48000.00          | $46124.44          | Corporate Debt Securities                         |
| GRUBHUB HLDGS INC              SR SEC PIK 30       | 2030-07-31      | 13.0000% | 0.0000% | $1191000.00        | $1192720.33        | Corporate Debt Securities                         |
| VICI PROPERTIES LP             GLBL NT 6.125%54    | 2054-04-01      | 6.1250%  | 0.0000% | $200000.00         | $209516.97         | Corporate Debt Securities                         |
| URBAN ONE INC                  SR SEC GLBL 28      | 2028-02-01      | 7.3750%  | 0.0000% | $1615000.00        | $858690.34         | Corporate Debt Securities                         |
| PHILIP MORRIS INTL INC         SR GLBL NT 28       | 2028-02-15      | 4.8750%  | 0.0000% | $37000.00          | $37881.48          | Corporate Debt Securities                         |
| SUNCOR ENERGY INC NEW          SR GLBL NT 34       | 2034-12-01      | 5.9500%  | 0.0000% | $44000.00          | $47200.47          | Corporate Debt Securities                         |
| LIVE NATION ENTERTAINMENT INC  SR SEC GLBL 28      | 2028-01-15      | 3.7500%  | 0.0000% | $65000.00          | $63824.31          | Corporate Debt Securities                         |
| CEMEX SA EURO MTN BE 144A      SR GLBL REGS 30     | 2030-09-17      | 5.2000%  | 0.0000% | $10465000.00       | $10550685.10       | Corporate Debt Securities                         |
| REPUBLIC SVCS INC              SR GLBL NT 30       | 2030-07-15      | 4.7500%  | 0.0000% | $65000.00          | $67239.63          | Corporate Debt Securities                         |
| ZF NORTH AMER CAP INC          144A NT 6.75%30     | 2030-04-23      | 6.7500%  | 0.0000% | $1138000.00        | $1144495.14        | Corporate Debt Securities                         |
| LATAM AIRLINES GROUP SA        SR SEC GLBL 30      | 2030-04-15      | 7.8750%  | 0.0000% | $783000.00         | $845885.67         | Corporate Debt Securities                         |
| GENERAL MTRS CO                SR GLBL NT5.4%29    | 2029-10-15      | 5.4000%  | 0.0000% | $144000.00         | $152182.08         | Corporate Debt Securities                         |
| GGAM FIN LTD                   SR 144A NT 29       | 2029-04-15      | 6.8750%  | 0.0000% | $1982000.00        | $2119571.45        | Corporate Debt Securities                         |
| FRONTIER COMMUNICATIONS HLDGS  SR SEC GLBL 29      | 2029-05-01      | 6.7500%  | 0.0000% | $17698000.00       | $18364639.41       | Corporate Debt Securities                         |
| FOUNDATION BLDG MATLS INC      SR GLBL 144A 29     | 2029-03-01      | 6.0000%  | 0.0000% | $11117000.00       | $11311362.22       | Corporate Debt Securities                         |
| FISH POND RE LTD               -A-20241 144A 27    | 2027-01-08      | 7.9683%  | 0.0000% | $900000.00         | $928142.57         | Corporate Debt Securities                         |
| FINANCE OF AMERICA FUNDING LLC EXT SR SEC STP27    | 2027-11-30      | 7.8750%  | 0.0000% | $12237000.00       | $11579261.25       | Corporate Debt Securities                         |
| ENTERPRISE PRODS OPER LLC      JR SB GLBL NT 67    | 2067-06-01      | 7.2103%  | 0.0000% | $43000.00          | $43023.58          | Corporate Debt Securities                         |
| EAST LANE RE VII LTD           FLT BD 26           | 2026-03-31      | 12.8383% | 0.0000% | $1040000.00        | $1056224.00        | Corporate Debt Securities                         |
| ENBRIDGE INC                   SUB GLBL COCO 83    | 2083-01-15      | 7.3750%  | 0.0000% | $671000.00         | $707874.53         | Corporate Debt Securities                         |
| ERP OPER LTD PARTNERSHIP       GLBL NT 4.95%32     | 2032-06-15      | 4.9500%  | 0.0000% | $49000.00          | $51202.79          | Corporate Debt Securities                         |
| ERAC USA FINANCE COMPANY       SR GLBL 144A 34     | 2034-06-01      | 6.7000%  | 0.0000% | $100000.00         | $115541.72         | Corporate Debt Securities                         |
| ENERGY TRANSFER L P            SR GLBL NT 33       | 2033-02-15      | 5.7500%  | 0.0000% | $665000.00         | $702770.34         | Corporate Debt Securities                         |
| DYE & DURHAM CORP              SR SEC 144A NT29    | 2029-04-15      | 8.6250%  | 0.0000% | $495000.00         | $511098.02         | Corporate Debt Securities                         |
| CIENA CORP                     SR GLBL 144A 30     | 2030-01-31      | 4.0000%  | 0.0000% | $49000.00          | $47083.94          | Corporate Debt Securities                         |
| CHARTER COMMUNICATIONS OPER    SR SEC GLBL NT34    | 2034-06-01      | 6.5500%  | 0.0000% | $100000.00         | $108857.14         | Corporate Debt Securities                         |
| CARVANA CO                     SR GLBL 144A 27     | 2027-04-15      | 5.5000%  | 0.0000% | $12452000.00       | $12579114.17       | Corporate Debt Securities                         |
| CITIGROUP INC                  PERP SR GLBL -DD    | 2500-12-31      | 7.0000%  | 0.0000% | $280000.00         | $299630.80         | Corporate Debt Securities                         |
| CITIGROUP INC                  SR GLBL NT 39       | 2039-07-15      | 8.1250%  | 0.0000% | $1249000.00        | $1624770.50        | Corporate Debt Securities                         |
| JOHN DEERE CAPITAL CORPORATION FR 4.55%060530      | 2030-06-05      | 4.5500%  | 0.0000% | $75000.00          | $77259.35          | Corporate Debt Securities                         |
| COTY INC / HFC PRESTIGE P      SR SEC GLBL 30      | 2030-07-15      | 6.6250%  | 0.0000% | $2245000.00        | $2331190.23        | Corporate Debt Securities                         |
| DOW CHEMICAL CO                SR GLBL NT3.6%50    | 2050-11-15      | 3.6000%  | 0.0000% | $25246000.00       | $17579294.72       | Corporate Debt Securities                         |
| ENERGY TRANSFER L P            PERP JR GLBL -H     | 2079-12-31      | 6.5000%  | 0.0000% | $35000.00          | $35996.97          | Corporate Debt Securities                         |
| BANK NEW YORK MELLON CORP      FR 5.606%072139     | 2039-07-21      | 5.6060%  | 0.0000% | $200000.00         | $211458.97         | Corporate Debt Securities                         |
| BANK AMERICA CORP              SR NT FXD/FLT 28    | 2028-04-24      | 3.7050%  | 0.0000% | $97000.00          | $97894.83          | Corporate Debt Securities                         |
| CHARTER COMMUNICATIONS OPER    SR SEC GLBL NT28    | 2028-03-15      | 4.2000%  | 0.0000% | $281000.00         | $280353.70         | Corporate Debt Securities                         |
| CENTENE CORP DEL               SR GLBL NT 31       | 2031-08-01      | 2.6250%  | 0.0000% | $50000.00          | $43153.60          | Corporate Debt Securities                         |
| CLARIOS GLOBAL LP / CLARIOS US SR SEC GLBL 28      | 2028-05-15      | 6.7500%  | 0.0000% | $261000.00         | $273429.47         | Corporate Debt Securities                         |
| AZORRA FIN LTD                 SR GLBL 144A 30     | 2030-04-15      | 7.7500%  | 0.0000% | $28000.00          | $30441.34          | Corporate Debt Securities                         |
| BALL CORP                      SR GLBL NT 30       | 2030-08-15      | 2.8750%  | 0.0000% | $297000.00         | $270811.65         | Corporate Debt Securities                         |
| AVERY DENNISON CORP            SR GLBL NT 32       | 2032-02-15      | 2.2500%  | 0.0000% | $1053000.00        | $914785.85         | Corporate Debt Securities                         |
| BX TR 2022-FOX2 2022-FOX2      D      20390415 FLT | 2039-04-15      | 6.2611%  | 0.0000% | $9620000.00        | $6724214.18        | Private Label Collateralized Mortgage Obligations |
| BNP PARIBAS                    ALT TIER I PERP     | 2500-12-31      | 7.0000%  | 0.0000% | $1920000.00        | $1986653.87        | Corporate Debt Securities                         |
| BANK AMERICA CORP              FR 5.819%091529     | 2029-09-15      | 5.8190%  | 0.0000% | $99000.00          | $103734.63         | Corporate Debt Securities                         |
| BOEING CO                      CR SEN SR GLBL40    | 2040-05-01      | 5.7050%  | 0.0000% | $9850000.00        | $10306767.76       | Corporate Debt Securities                         |
| BOEING CO                      CR SEN SR GLBL34    | 2034-05-01      | 6.5280%  | 0.0000% | $8088000.00        | $9183994.10        | Corporate Debt Securities                         |
| CSC HLDGS LLC                  SR GLBL 144A 28     | 2028-04-01      | 7.5000%  | 0.0000% | $58029000.00       | $41968603.81       | Corporate Debt Securities                         |
| BP CAP MKTS AMER INC           GLBL NT 5.017%27    | 2027-11-17      | 5.0170%  | 0.0000% | $263000.00         | $273100.52         | Corporate Debt Securities                         |
| BOYNE USA INC                  SR GLBL 144A 29     | 2029-05-15      | 4.7500%  | 0.0000% | $1330000.00        | $1332437.23        | Corporate Debt Securities                         |
| BOMBARDIER INC                 SR 144A NT 26       | 2026-06-15      | 7.1250%  | 0.0000% | $999000.00         | $1025484.74        | Corporate Debt Securities                         |
| BANK NEW YORK MELLON CORP      FR 5.06%072232      | 2032-07-22      | 5.0600%  | 0.0000% | $1030000.00        | $1072897.21        | Corporate Debt Securities                         |
| CB RICHARD ELLIS SVCS INC      SR GLBL NT5.5%29    | 2029-04-01      | 5.5000%  | 0.0000% | $771000.00         | $820673.39         | Corporate Debt Securities                         |
| BRISTOL-MYERS SQUIBB CO        SR GLBL NT 53       | 2053-11-15      | 6.2500%  | 0.0000% | $75000.00          | $84063.56          | Corporate Debt Securities                         |
| BLUE RACER MIDSTREAM LLC/ BLUE SR 144A NT 32       | 2032-07-15      | 7.2500%  | 0.0000% | $2999000.00        | $3201115.11        | Corporate Debt Securities                         |
| BLUE RACER MIDSTREAM LLC/ BLUE SR GLBL 144A 26     | 2026-07-15      | 6.6250%  | 0.0000% | $25000.00          | $25340.55          | Corporate Debt Securities                         |
| BROOKFIELD RESIDENTIAL PPTYS   SR GLBL 144A 29     | 2029-06-15      | 5.0000%  | 0.0000% | $7512000.00        | $7258945.76        | Corporate Debt Securities                         |
| ADAPTHEALTH LLC                SR GLBL 144A 28     | 2028-08-01      | 6.1250%  | 0.0000% | $99000.00          | $99656.19          | Corporate Debt Securities                         |
| ALLIANT HLDGS INTER LLC / ALL  SR 144A NT 32       | 2032-10-01      | 7.3750%  | 0.0000% | $373000.00         | $399389.80         | Corporate Debt Securities                         |
| AMERICAN HONDA FIN CORP MTN    FR 4.85%102331      | 2031-10-23      | 4.8500%  | 0.0000% | $51000.00          | $52867.18          | Corporate Debt Securities                         |
| ALUMINA PTY LTD                SR GLBL 144A 32     | 2032-09-15      | 6.3750%  | 0.0000% | $997000.00         | $1028880.32        | Corporate Debt Securities                         |
| ADVANCE AUTO PARTS INC         GLBL NT 5.95%28     | 2028-03-09      | 5.9500%  | 0.0000% | $84000.00          | $86129.47          | Corporate Debt Securities                         |
| AMERICAN EXPRESS CO            SR GLBL NT 33       | 2033-08-03      | 4.4200%  | 0.0000% | $22000.00          | $21978.18          | Corporate Debt Securities                         |
| AMERICAN AIRLINES              SR SEC GLBL 29      | 2029-05-15      | 8.5000%  | 0.0000% | $1213000.00        | $1306564.75        | Corporate Debt Securities                         |
| AMERICAN ELEC PWR CO INC       GLBL O NT5.75%27    | 2027-11-01      | 5.7500%  | 0.0000% | $62000.00          | $65455.17          | Corporate Debt Securities                         |
| ALLY FINL INC                  JR SB GLBL NT 25    | 2025-11-20      | 5.7500%  | 0.0000% | $8000.00           | $8161.79           | Corporate Debt Securities                         |
| ALLY FINL INC                  ALT TIER I PERP     | 2500-12-31      | 4.7000%  | 0.0000% | $478000.00         | $445216.37         | Corporate Debt Securities                         |
| ALTICE FINANCING S.A.          SR SEC GLBL 29      | 2029-08-15      | 5.7500%  | 0.0000% | $4949000.00        | $3759693.44        | Corporate Debt Securities                         |
| ALLIANT ENERGY FIN LLC         SR GLBL 144A 29     | 2029-03-30      | 5.9500%  | 0.0000% | $81000.00          | $84700.89          | Corporate Debt Securities                         |
| AECOM                          SR GLBL 144A 33     | 2033-08-01      | 6.0000%  | 0.0000% | $668000.00         | $688957.39         | Corporate Debt Securities                         |
| AMERIPRISE FINL INC            SR GLBL NT4.5%32    | 2032-05-13      | 4.5000%  | 0.0000% | $83000.00          | $84831.40          | Corporate Debt Securities                         |
| ANTOFAGASTA PLC                SR GLBL 144A 35     | 2035-09-09      | 5.6250%  | 0.0000% | $60000.00          | $61390.88          | Corporate Debt Securities                         |
| DISCOVERY COMMUNICATIONS LLC   SR GLBL NT 29       | 2029-05-15      | 4.1250%  | 0.0000% | $183000.00         | $179606.95         | Corporate Debt Securities                         |
| CITIGROUP INC                  PERP SUB -T NT      | 2500-12-31      | 6.2500%  | 0.0000% | $165000.00         | $167310.41         | Corporate Debt Securities                         |
| CREDIT SUISSE USA INC          BD 7.125%32         | 2032-07-15      | 7.1250%  | 0.0000% | $433000.00         | $504645.80         | Corporate Debt Securities                         |
| COREBRIDGE FINL INC            SR GLBL NT 27       | 2027-04-05      | 3.6500%  | 0.0000% | $684000.00         | $690089.69         | Corporate Debt Securities                         |
| UBS GROUP AG                   GLBL COCO 28        | 2028-08-11      | 6.4420%  | 0.0000% | $605000.00         | $633742.51         | Corporate Debt Securities                         |
| CONSOLIDATED EDISON CO N Y INC SR GLBL 2024 B54    | 2054-05-15      | 5.7000%  | 0.0000% | $49000.00          | $51410.56          | Corporate Debt Securities                         |
| CITIGROUP INC                  PERP GLBL -GG NT    | 2500-12-31      | 6.8750%  | 0.0000% | $602000.00         | $629297.77         | Corporate Debt Securities                         |
| DTE ENERGY CO                  SR GLBL -A NT 30    | 2030-04-01      | 5.2000%  | 0.0000% | $690000.00         | $733237.70         | Corporate Debt Securities                         |
| CUMMINS INC                    SR GLBL NT4.7%31    | 2031-02-15      | 4.7000%  | 0.0000% | $760000.00         | $788050.33         | Corporate Debt Securities                         |
| DIAGEO CAP PLC                 GLBL NT 5.375%26    | 2026-10-05      | 5.3750%  | 0.0000% | $900000.00         | $935008.62         | Corporate Debt Securities                         |
| ENTERPRISE PRODS OPER LLC      SR GLBL NT5.2%36    | 2036-01-15      | 5.2000%  | 0.0000% | $11318000.00       | $11684187.60       | Corporate Debt Securities                         |
| COUSINS PPTYS LP               SR GLBL NT 32       | 2032-02-15      | 5.3750%  | 0.0000% | $69000.00          | $71167.89          | Corporate Debt Securities                         |
| DOMINION ENERGY SOUTH CAROLINA 1M GLBL BD 53       | 2053-10-15      | 6.2500%  | 0.0000% | $240000.00         | $272060.60         | Corporate Debt Securities                         |
| EXELON CORP                    GLBL NT 5.875%55    | 2055-03-15      | 5.8750%  | 0.0000% | $648000.00         | $664192.17         | Corporate Debt Securities                         |
| LAUDER ESTEE COS INC           SR GLBL NT2.6%30    | 2030-04-15      | 2.6000%  | 0.0000% | $214000.00         | $202025.99         | Corporate Debt Securities                         |
| LAUDER ESTEE COS INC           SR GLBL NT 28       | 2028-05-15      | 4.3750%  | 0.0000% | $874000.00         | $894387.14         | Corporate Debt Securities                         |
| GENERAL MTRS FINL CO INC       SR GLBL NT5.6%31    | 2031-06-18      | 5.6000%  | 0.0000% | $305000.00         | $320608.88         | Corporate Debt Securities                         |
| GENERAL MTRS FINL CO INC       SR GLBL NT 32       | 2032-04-04      | 5.6250%  | 0.0000% | $80000.00          | $85195.80          | Corporate Debt Securities                         |
| GLOBAL NET LEASE INC & GLOBAL  SR GLBL 144A 27     | 2027-12-15      | 3.7500%  | 0.0000% | $3370000.00        | $3320553.67        | Corporate Debt Securities                         |
| GATEWAY RE LTD                 -A-20252 144A 28    | 2028-07-07      | 11.0000% | 0.0000% | $4750000.00        | $4934300.00        | Corporate Debt Securities                         |
| GETTY IMAGES INC               SR GLBL 144A 27     | 2027-03-01      | 9.7500%  | 0.0000% | $28000.00          | $26949.28          | Corporate Debt Securities                         |
| GENERAL MTRS FINL CO INC       SR GLBL NT4.3%29    | 2029-04-06      | 4.3000%  | 0.0000% | $976000.00         | $989198.77         | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        PERP -W NT 7.5%     | 2500-12-31      | 7.5000%  | 0.0000% | $73000.00          | $78279.85          | Corporate Debt Securities                         |
| GENERAL MTRS CO                SR GLBL NT6.8%27    | 2027-10-01      | 6.8000%  | 0.0000% | $202000.00         | $217489.58         | Corporate Debt Securities                         |
| GEORGIA PWR CO                 SR GLBL 2023A 28    | 2028-05-16      | 4.6500%  | 0.0000% | $62000.00          | $63982.04          | Corporate Debt Securities                         |
| FORD MOTOR CREDIT COMPANY      SR GLBL NT5.8%29    | 2029-03-08      | 5.8000%  | 0.0000% | $1189000.00        | $1210704.53        | Corporate Debt Securities                         |
| FOUR LAKES RE LTD              -A-20241 144A 28    | 2028-01-07      | 9.4483%  | 0.0000% | $6050000.00        | $6128650.00        | Corporate Debt Securities                         |
| FREEPORT MCMORAN INC           SR GLBL NT5.4%34    | 2034-11-14      | 5.4000%  | 0.0000% | $443000.00         | $463045.75         | Corporate Debt Securities                         |
| FORD MOTOR CREDIT COMPANY      SR GLBL NT 31       | 2031-11-05      | 6.0540%  | 0.0000% | $4599000.00        | $4809331.43        | Corporate Debt Securities                         |
| FISERV INC                     SR GLBL NT 34       | 2034-03-15      | 5.4500%  | 0.0000% | $74000.00          | $76676.64          | Corporate Debt Securities                         |
| SANDERS RE III LTD SER 20232   EXTND-A 144A 29     | 2029-06-05      | 11.6683% | 0.0000% | $1195000.00        | $1246174.82        | Corporate Debt Securities                         |
| LD HOLDINGS GROUP LLC          SR SEC 144A NT27    | 2027-11-01      | 8.7500%  | 0.0000% | $1310000.00        | $1342324.61        | Corporate Debt Securities                         |
| MAGIC MERGECO INC              SR SEC 144A NT28    | 2028-05-01      | 5.2500%  | 0.0000% | $19000.00          | $17911.28          | Corporate Debt Securities                         |
| T MOBILE USA INC               SR GLBL NT 34       | 2034-04-15      | 5.1500%  | 0.0000% | $63000.00          | $66004.73          | Corporate Debt Securities                         |
| TARGA RES CORP                 SR GLBL NT 29       | 2029-03-01      | 6.1500%  | 0.0000% | $33000.00          | $34931.96          | Corporate Debt Securities                         |
| ONEOK INC NEW                  SR GLBL NT5.7%54    | 2054-11-01      | 5.7000%  | 0.0000% | $24000.00          | $23353.00          | Corporate Debt Securities                         |
| ONEOK INC NEW                  SR GLBL NT5.4%35    | 2035-10-15      | 5.4000%  | 0.0000% | $1548000.00        | $1567876.32        | Corporate Debt Securities                         |
| UDR INC                        FR 3%081531         | 2031-08-15      | 3.0000%  | 0.0000% | $99000.00          | $91785.87          | Corporate Debt Securities                         |
| UNITEDHEALTH GROUP INC         SR NT 6.5%37        | 2037-06-15      | 6.5000%  | 0.0000% | $300000.00         | $342098.50         | Corporate Debt Securities                         |
| PAPA JOHNS INTL INC            SR GLBL 144A 29     | 2029-09-15      | 3.8750%  | 0.0000% | $4823000.00        | $4606324.72        | Corporate Debt Securities                         |
| JELD-WEN HLDG INC              SR GLBL 144A 32     | 2032-09-01      | 7.0000%  | 0.0000% | $127000.00         | $109560.22         | Corporate Debt Securities                         |
| PUBLIC SVC ELEC & GAS CO       FR 5.2%030134       | 2034-03-01      | 5.2000%  | 0.0000% | $1900000.00        | $1975617.89        | Corporate Debt Securities                         |
| HERC HLDGS INC                 SR GLBL 144A 27     | 2027-07-15      | 5.5000%  | 0.0000% | $3320000.00        | $3354422.87        | Corporate Debt Securities                         |
| MITSUBISHI UFJ FINANCIAL GROUP SR GLBL NT 33       | 2033-07-20      | 5.1330%  | 0.0000% | $455000.00         | $472854.58         | Corporate Debt Securities                         |
| MICRON TECHNOLOGY INC          SR GLBL NT 28       | 2028-04-15      | 5.3750%  | 0.0000% | $90000.00          | $94973.89          | Corporate Debt Securities                         |
| HERSHEY CO                     SR GLBL NT5.1%35    | 2035-02-24      | 5.1000%  | 0.0000% | $143000.00         | $148200.91         | Corporate Debt Securities                         |
| TRI POINTE HOMES INC           GLBL NT 5.7%28      | 2028-06-15      | 5.7000%  | 0.0000% | $99000.00          | $102496.18         | Corporate Debt Securities                         |
| HESTIA RE LTD                  -A-20251 144A 28    | 2028-03-13      | 10.6983% | 0.0000% | $14500000.00       | $14782750.00       | Corporate Debt Securities                         |
| POLESTAR RE LTD                -A-20243 144A 28    | 2028-01-07      | 14.4483% | 0.0000% | $15900000.00       | $16464450.00       | Corporate Debt Securities                         |
| PREMIER ENTMT SUB LLC / PREMIE SR GLBL 144A 29     | 2029-09-01      | 5.6250%  | 0.0000% | $2722000.00        | $1482214.06        | Corporate Debt Securities                         |
| HSBC HLDGS PLC                 LW TIER II GLBL     | 2034-06-20      | 6.5470%  | 0.0000% | $11990000.00       | $13166771.87       | Corporate Debt Securities                         |
| HERITAGE PETE CO LTD           GLBL 144A NT9%29    | 2029-08-12      | 9.0000%  | 0.0000% | $300000.00         | $312225.00         | Corporate Debt Securities                         |
| PREMIER ENTMT SUB LLC / PREMIE SR GLBL 144A 31     | 2031-09-01      | 5.8750%  | 0.0000% | $1298000.00        | $668122.97         | Corporate Debt Securities                         |
| RAILWORKS HLDGS LP / RAILWORKS SR SEC 144A NT28    | 2028-11-15      | 8.2500%  | 0.0000% | $250000.00         | $261061.88         | Corporate Debt Securities                         |
| SVENSKA HANDELSBANKEN AB NY BR SNR PREF 144A 27    | 2027-06-10      | 3.9500%  | 0.0000% | $497000.00         | $503301.68         | Corporate Debt Securities                         |
| HONEYWELL INTL INC             SR GLBL NT5.7%36    | 2036-03-15      | 5.7000%  | 0.0000% | $30000.00          | $32056.05          | Corporate Debt Securities                         |
| HA SUSTAINABLE INFRA CAP INC   SR GLBL NT 31       | 2031-01-15      | 6.1500%  | 0.0000% | $180000.00         | $187536.60         | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 31       | 2031-04-23      | 5.2180%  | 0.0000% | $81000.00          | $85616.70          | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 36       | 2036-01-28      | 5.5360%  | 0.0000% | $3921000.00        | $4140514.13        | Corporate Debt Securities                         |
| HONEYWELL INTL INC             SR GLBL NT 5%33     | 2033-02-15      | 5.0000%  | 0.0000% | $52000.00          | $53872.00          | Corporate Debt Securities                         |
| HUNTINGTON BANCSHARES INC      SUB GLBL NT 39      | 2039-11-18      | 6.1410%  | 0.0000% | $51000.00          | $54303.12          | Corporate Debt Securities                         |
| MINERAL RES LTD                SR GLBL 144A 27     | 2027-05-01      | 8.1250%  | 0.0000% | $3981000.00        | $4115671.15        | Corporate Debt Securities                         |
| MATCH GROUP HOLDINGS II LLC    SR 144A NT 31       | 2031-10-01      | 3.6250%  | 0.0000% | $955000.00         | $882748.81         | Corporate Debt Securities                         |
| MIDAMERICAN ENERGY COMPANY     1M GLBL BD3.1%27    | 2027-05-01      | 3.1000%  | 0.0000% | $13000.00          | $13010.93          | Corporate Debt Securities                         |
| MCDONALDS CORP                 FR 4.95%081433      | 2033-08-14      | 4.9500%  | 0.0000% | $450000.00         | $467151.75         | Corporate Debt Securities                         |
| GREAT LAKES DREDGE & DOCK CORP SR GLBL 144A 29     | 2029-06-01      | 5.2500%  | 0.0000% | $21000.00          | $20647.50          | Corporate Debt Securities                         |
| METLIFE INC                    SR GLBL NT5.3%34    | 2034-12-15      | 5.3000%  | 0.0000% | $206000.00         | $217609.82         | Corporate Debt Securities                         |
| PRICOA GLOBAL FDG I            144A NT 5.35%35     | 2035-05-28      | 5.3500%  | 0.0000% | $350000.00         | $369453.19         | Corporate Debt Securities                         |
| METLIFE INC                    SR GLBL NT 30       | 2030-03-23      | 4.5500%  | 0.0000% | $5682000.00        | $5782030.03        | Corporate Debt Securities                         |
| METLIFE INC                    SR GLBL NT 33       | 2033-07-15      | 5.3750%  | 0.0000% | $95000.00          | $101253.65         | Corporate Debt Securities                         |
| INTERNATIONAL BUSINESS MACHS   SR GLBL NT3.5%29    | 2029-05-15      | 3.5000%  | 0.0000% | $768000.00         | $762021.12         | Corporate Debt Securities                         |
| MCKESSON CORP                  GLBL NT 4.25%29     | 2029-09-15      | 4.2500%  | 0.0000% | $88000.00          | $88513.99          | Corporate Debt Securities                         |
| MASTERCARD INCORPORATED        SR GLBL NT4.1%28    | 2028-01-15      | 4.1000%  | 0.0000% | $1190000.00        | $1206126.48        | Corporate Debt Securities                         |
| METHANEX CORP                  SR GLBL NT 29       | 2029-12-15      | 5.2500%  | 0.0000% | $105000.00         | $106313.81         | Corporate Debt Securities                         |
| HUNTSMAN INTERNATIONAL LLC     GLBL NT 2.95%31     | 2031-06-15      | 2.9500%  | 0.0000% | $7859000.00        | $6716569.92        | Corporate Debt Securities                         |
| MCDONALDS CORP                 FR 3.5%070127       | 2027-07-01      | 3.5000%  | 0.0000% | $220000.00         | $220049.01         | Corporate Debt Securities                         |
| FORD MTR CO                    SR GLBL NT 46       | 2046-12-08      | 5.2910%  | 0.0000% | $2961000.00        | $2551141.01        | Corporate Debt Securities                         |
| FREEDOM MTG HLDGS LLC          SR 144A NT 31       | 2031-05-15      | 9.1250%  | 0.0000% | $1399000.00        | $1536142.22        | Corporate Debt Securities                         |
| GGAM FIN LTD                   SR 144A NT 8%27     | 2027-02-15      | 8.0000%  | 0.0000% | $65000.00          | $68200.82          | Corporate Debt Securities                         |
| FLORIDA PWR & LT CO            1M GLBL BD5.1%33    | 2033-04-01      | 5.1000%  | 0.0000% | $400000.00         | $424315.33         | Corporate Debt Securities                         |
| MURPHY OIL USA INC             SR GLBL 144A 31     | 2031-02-15      | 3.7500%  | 0.0000% | $16000.00          | $14905.72          | Corporate Debt Securities                         |
| MORGAN STANLEY DIRECT LENDING  SR GLBL NT 6%30     | 2030-05-19      | 6.0000%  | 0.0000% | $1504000.00        | $1575053.97        | Corporate Debt Securities                         |
| PROLOGIS L P                   SR GLBL NT 35       | 2035-05-15      | 5.2500%  | 0.0000% | $41000.00          | $43131.35          | Corporate Debt Securities                         |
| VITAL ENERGY INC               SR GLBL 144A 29     | 2029-07-31      | 7.7500%  | 0.0000% | $55000.00          | $55553.12          | Corporate Debt Securities                         |
| HERC HLDGS INC                 SR 144A NT 7%30     | 2030-06-15      | 7.0000%  | 0.0000% | $3015000.00        | $3208485.95        | Corporate Debt Securities                         |
| REGAL REXNORD CORPORATION      CR SEN SR GLBL33    | 2033-04-15      | 6.4000%  | 0.0000% | $99000.00          | $109333.95         | Corporate Debt Securities                         |
| NCL CORP LTD                   SR GLBL 144A 30     | 2030-03-01      | 6.2500%  | 0.0000% | $92000.00          | $93715.31          | Corporate Debt Securities                         |
| QUALCOMM INC                   SR GLBL NT 32       | 2032-05-20      | 4.7500%  | 0.0000% | $1132000.00        | $1174416.98        | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 5.32%071935      | 2035-07-19      | 5.3200%  | 0.0000% | $1353000.00        | $1412115.58        | Corporate Debt Securities                         |
| LIBERTY MUT GROUP INC          JR SB GLBL 61       | 2061-02-01      | 4.3000%  | 0.0000% | $1521000.00        | $978637.59         | Corporate Debt Securities                         |
| LD HOLDINGS GROUP LLC          SR GLBL 144A 25     | 2025-11-01      | 6.5000%  | 0.0000% | $686000.00         | $690735.31         | Corporate Debt Securities                         |
| KYNDRYL HLDGS INC              SR GLBL NT 34       | 2034-02-20      | 6.3500%  | 0.0000% | $33000.00          | $35519.40          | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 6.296%101828     | 2028-10-18      | 6.2960%  | 0.0000% | $247000.00         | $264305.31         | Corporate Debt Securities                         |
| MINERVA LUXEMBOURG S A         SR GLBL 144A 31     | 2031-03-18      | 4.3750%  | 0.0000% | $1000000.00        | $917978.33         | Corporate Debt Securities                         |
| QUIKRETE HLDGS INC             SR 144A NT 33       | 2033-03-01      | 6.7500%  | 0.0000% | $450000.00         | $470037.38         | Corporate Debt Securities                         |
| TRANSCANADA PIPELINE STRIP     FR 4.25%051528      | 2028-05-15      | 4.2500%  | 0.0000% | $80000.00          | $81250.20          | Corporate Debt Securities                         |
| TRAVELERS COMPANIES INC        SR GLBL NT5.7%55    | 2055-07-24      | 5.7000%  | 0.0000% | $1509000.00        | $1585415.76        | Corporate Debt Securities                         |
| MITER BRANDS ACQUISITION HOLDC SR SEC 144A NT32    | 2032-04-01      | 6.7500%  | 0.0000% | $3937000.00        | $4178584.16        | Corporate Debt Securities                         |
| TOYOTA MTR CR CORP             FR 4.8%010534       | 2034-01-05      | 4.8000%  | 0.0000% | $698000.00         | $716569.13         | Corporate Debt Securities                         |
| TORONTO DOMINION BK ONT        FR 4.861%013128     | 2028-01-31      | 4.8610%  | 0.0000% | $10000.00          | $10251.72          | Corporate Debt Securities                         |
| HONEYWELL INTL INC             SR GLBL NT 28       | 2028-02-15      | 4.9500%  | 0.0000% | $100000.00         | $102768.75         | Corporate Debt Securities                         |
| QUALCOMM INC                   SR GLBL NT 5%35     | 2035-05-20      | 5.0000%  | 0.0000% | $1533000.00        | $1592459.96        | Corporate Debt Securities                         |
| GENERAL MTRS FINL CO INC       SR GLBL NT5.8%28    | 2028-06-23      | 5.8000%  | 0.0000% | $13000.00          | $13669.99          | Corporate Debt Securities                         |
| NISSAN MTR ACCEP CO LLC        FR 5.3%091327       | 2027-09-13      | 5.3000%  | 0.0000% | $143000.00         | $143067.61         | Corporate Debt Securities                         |
| TWILIO INC                     SR GLBL NT 29       | 2029-03-15      | 3.6250%  | 0.0000% | $28000.00          | $26720.41          | Corporate Debt Securities                         |
| TOYOTA MTR CR CORP             FR 4.8%051530       | 2030-05-15      | 4.8000%  | 0.0000% | $114000.00         | $118793.70         | Corporate Debt Securities                         |
| REINSURANCE GROUP AMER INC     SR GLBL NT 6%33     | 2033-09-15      | 6.0000%  | 0.0000% | $97000.00          | $104055.78         | Corporate Debt Securities                         |
| TRAVELERS COMPANIES INC        SR GLBL NT 50       | 2050-04-27      | 2.5500%  | 0.0000% | $445000.00         | $279512.29         | Corporate Debt Securities                         |
| NUTRIEN LTD                    SR GLBL NT 32       | 2032-03-12      | 5.2500%  | 0.0000% | $878000.00         | $908813.41         | Corporate Debt Securities                         |
| OCCIDENTAL PETE CORP           SR GLBL NT4.2%48    | 2048-03-15      | 4.2000%  | 0.0000% | $100000.00         | $73962.00          | Corporate Debt Securities                         |
| RYDER SYS INC                  FR 5.375%031529     | 2029-03-15      | 5.3750%  | 0.0000% | $25000.00          | $25917.49          | Corporate Debt Securities                         |
| HUNTINGTON BANCSHARES INC      GLBL NT 5.709%35    | 2035-02-02      | 5.7090%  | 0.0000% | $1331000.00        | $1399969.54        | Corporate Debt Securities                         |
| UNDER ARMOUR INC               SR GLBL NT 26       | 2026-06-15      | 3.2500%  | 0.0000% | $371000.00         | $370072.19         | Corporate Debt Securities                         |
| GOLUB CAP BDC INC              SR GLBL NT 28       | 2028-12-05      | 7.0500%  | 0.0000% | $68000.00          | $73410.14          | Corporate Debt Securities                         |
| HILCORP ENERGY I L P / HILCORP SR 144A NT 35       | 2035-02-15      | 7.2500%  | 0.0000% | $28000.00          | $27704.39          | Corporate Debt Securities                         |
| LOCKHEED MARTIN CORP           SR GLBL NT 34       | 2034-02-15      | 4.7500%  | 0.0000% | $83000.00          | $84413.28          | Corporate Debt Securities                         |
| SA RE II LTD SEGR ACCT 25-1    CL A-2 144A 30      | 2030-04-08      | 8.1983%  | 0.0000% | $390000.00         | $407706.00         | Corporate Debt Securities                         |
| SEALED AIR CORP NEW            SR GLBL 144A 27     | 2027-12-01      | 4.0000%  | 0.0000% | $45000.00          | $44819.20          | Corporate Debt Securities                         |
| MCGRAW-HILL ED INC             SR 144A NT 8%29     | 2029-08-01      | 8.0000%  | 0.0000% | $37000.00          | $38173.68          | Corporate Debt Securities                         |
| MARSH & MCLENNAN COS INC       SR GLBL NT5.4%33    | 2033-09-15      | 5.4000%  | 0.0000% | $70000.00          | $73534.30          | Corporate Debt Securities                         |
| TORONTO DOMINION BK ONT        FR 5.523%071728     | 2028-07-17      | 5.5230%  | 0.0000% | $2077000.00        | $2178501.78        | Corporate Debt Securities                         |
| TOYOTA MOTOR CORP              GLBL NT 2.362%31    | 2031-03-25      | 2.3620%  | 0.0000% | $180000.00         | $163468.45         | Corporate Debt Securities                         |
| SANDERS RE III LTD ACTING IN R EXTND-B 144A 29     | 2029-04-09      | 14.7583% | 0.0000% | $2000000.00        | $2045200.00        | Corporate Debt Securities                         |
| PACIFIC GAS & ELEC CO          1M GLBL BD5.8%34    | 2034-05-15      | 5.8000%  | 0.0000% | $218000.00         | $230829.30         | Corporate Debt Securities                         |
| TRANE TECHNOLOGIES FINANCING L SR GLBL NT5.1%34    | 2034-06-13      | 5.1000%  | 0.0000% | $67000.00          | $69901.66          | Corporate Debt Securities                         |
| PACIFIC GAS & ELEC CO          1M GLBL BD5.9%54    | 2054-10-01      | 5.9000%  | 0.0000% | $324000.00         | $326772.18         | Corporate Debt Securities                         |
| RRD INTER HLDGS INC            SR PIK 144A NT30    | 2030-12-01      | 11.0000% | 0.0000% | $300000.00         | $301908.33         | Corporate Debt Securities                         |
| WELLS FARGO & CO               SB GLBL DB5.5%35    | 2035-08-01      | 5.5000%  | 0.0000% | $1025000.00        | $1065706.74        | Corporate Debt Securities                         |
| SMBC AVIATION CAP FIN          SR GLBL 144A 28     | 2028-05-03      | 5.4500%  | 0.0000% | $1200000.00        | $1254869.00        | Corporate Debt Securities                         |
| WINSTON RE LTD                 EXTND-A 144A 32     | 2032-02-20      | 10.4483% | 0.0000% | $5250000.00        | $5442150.00        | Corporate Debt Securities                         |
| ROLLER BEARING CO AMER INC     SR GLBL 144A 29     | 2029-10-15      | 4.3750%  | 0.0000% | $2803000.00        | $2780245.48        | Corporate Debt Securities                         |
| WASTE MGMT INC DEL             SR GLBL NT 34       | 2034-02-15      | 4.8750%  | 0.0000% | $57000.00          | $58695.96          | Corporate Debt Securities                         |
| WISCONSIN ELEC PWR CO          GLBL DEB 4.75%32    | 2032-09-30      | 4.7500%  | 0.0000% | $22000.00          | $22539.66          | Corporate Debt Securities                         |
| WELLS FARGO & CO               FR 5.605%042336     | 2036-04-23      | 5.6050%  | 0.0000% | $2813000.00        | $3024211.37        | Corporate Debt Securities                         |
| WELLS FARGO & CO               FR 5.499%012335     | 2035-01-23      | 5.4990%  | 0.0000% | $53000.00          | $55856.40          | Corporate Debt Securities                         |
| REPUBLIC SVCS INC              GLBL NT 5.2%34      | 2034-11-15      | 5.2000%  | 0.0000% | $67000.00          | $70845.80          | Corporate Debt Securities                         |
| PITNEY BOWES INC               SR GLBL 144A 29     | 2029-03-15      | 7.2500%  | 0.0000% | $7743000.00        | $7868443.05        | Corporate Debt Securities                         |
| URSA RE LTD                    EXTND-E 144A 30     | 2026-12-07      | 13.1983% | 0.0000% | $1500000.00        | $1563900.00        | Corporate Debt Securities                         |
| V F CORP                       SR GLBL NT 30       | 2030-04-23      | 2.9500%  | 0.0000% | $28000.00          | $25006.95          | Corporate Debt Securities                         |
| PHILIP MORRIS INTL INC         SR GLBL NT 29       | 2029-02-13      | 4.8750%  | 0.0000% | $21000.00          | $21576.34          | Corporate Debt Securities                         |
| VM CONS INCORPORATED           SR GLBL 144A 29     | 2029-04-15      | 5.5000%  | 0.0000% | $19000.00          | $19372.94          | Corporate Debt Securities                         |
| CLEARWAY ENERGY OPER LLC       SR GLBL 144A 32     | 2032-01-15      | 3.7500%  | 0.0000% | $62000.00          | $56236.64          | Corporate Debt Securities                         |
| CONCENTRIX CORP                GLBL NT 6.6%28      | 2028-08-02      | 6.6000%  | 0.0000% | $6112000.00        | $6457409.49        | Corporate Debt Securities                         |
| CUSHMAN & WAKEFIELD U S BRRWR  SR SEC GLBL 28      | 2028-05-15      | 6.7500%  | 0.0000% | $5190000.00        | $5369016.08        | Corporate Debt Securities                         |
| BURFORD CAPITAL GLOBAL FIN LLC SR GLBL 144A 31     | 2031-07-01      | 9.2500%  | 0.0000% | $544000.00         | $590723.10         | Corporate Debt Securities                         |
| BORR IHC LTD / BORR FIN LLC    SR SEC 144A 28      | 2028-11-15      | 10.0000% | 0.0000% | $1097000.00        | $1012917.23        | Corporate Debt Securities                         |
| COMPASS GROUP DIVERSIFIED HLDG SR GLBL PIK 29      | 2029-04-15      | 5.2500%  | 0.0000% | $112000.00         | $106293.88         | Corporate Debt Securities                         |
| LAUDER ESTEE COS INC           SR GLBL NT 33       | 2033-05-15      | 4.6500%  | 0.0000% | $80000.00          | $81670.20          | Corporate Debt Securities                         |
| CROWN CASTLE INC               SR GLBL NT5.2%49    | 2049-02-15      | 5.2000%  | 0.0000% | $50000.00          | $46570.50          | Corporate Debt Securities                         |
| EMERA US FINANCE LP            SR GLBL NT 26       | 2026-06-15      | 3.5500%  | 0.0000% | $75000.00          | $75335.56          | Corporate Debt Securities                         |
| ESAB CORPORATION               SR GLBL 144A 29     | 2029-04-15      | 6.2500%  | 0.0000% | $484000.00         | $511174.58         | Corporate Debt Securities                         |
| CONOCOPHILLIPS COMPANY         SR GLBL NT 5%35     | 2035-01-15      | 5.0000%  | 0.0000% | $19000.00          | $19441.88          | Corporate Debt Securities                         |
| JOHN DEERE CAPITAL CORPORATION FR 4.9%030328       | 2028-03-03      | 4.9000%  | 0.0000% | $586000.00         | $601414.73         | Corporate Debt Securities                         |
| EQUINIX EUROPE 2 FI COR LLC    SR GLBL NT5.5%34    | 2034-06-15      | 5.5000%  | 0.0000% | $83000.00          | $87549.37          | Corporate Debt Securities                         |
| FMC CORP                       SUB GLBL NT 55      | 2055-11-01      | 8.4500%  | 0.0000% | $828000.00         | $899142.45         | Corporate Debt Securities                         |
| CLEVELAND-CLIFFS INC NEW       SR 144A NT 7%32     | 2032-03-15      | 7.0000%  | 0.0000% | $7327000.00        | $7431531.87        | Corporate Debt Securities                         |
| DELL INTL LLC/EMC CORP         CR SEN SR SEC 36    | 2036-07-15      | 8.1000%  | 0.0000% | $5833000.00        | $7205067.42        | Corporate Debt Securities                         |
| CAPITAL ONE FINL CORP          SR GLBL NT6.7%32    | 2032-11-29      | 6.7000%  | 0.0000% | $302000.00         | $341111.85         | Corporate Debt Securities                         |
| BRIGHTHOUSE FINL INC           SR GLBL NT 30       | 2030-05-15      | 5.6250%  | 0.0000% | $944000.00         | $988786.90         | Corporate Debt Securities                         |
| CMG MEDIA CORP                 SR SEC GLBL 29      | 2029-06-18      | 8.8750%  | 0.0000% | $4637250.00        | $4404392.42        | Corporate Debt Securities                         |
| CARDINAL HEALTH INC            SR GLBL NT 34       | 2034-02-15      | 5.4500%  | 0.0000% | $97000.00          | $101409.86         | Corporate Debt Securities                         |
| BRASKEM AMERICA FINANCE CO     SR GLBL 144A 41     | 2041-07-22      | 7.1250%  | 0.0000% | $1346000.00        | $553149.92         | Corporate Debt Securities                         |
| BRANDYWINE OPER PARTNERSHIP L  GLBL NT 8.875%29    | 2029-04-12      | 8.8750%  | 0.0000% | $2659000.00        | $3010457.76        | Corporate Debt Securities                         |
| BP CAP MKTS AMER INC           GLBL NT 4.699%29    | 2029-04-10      | 4.6990%  | 0.0000% | $334000.00         | $347503.53         | Corporate Debt Securities                         |
| BLACKSTONE PRIVATE CREDIT FUND SR GLBL NT5.6%29    | 2029-11-22      | 5.6000%  | 0.0000% | $400000.00         | $415032.44         | Corporate Debt Securities                         |
| BROWN & BROWN INC              SR GLBL NT 35       | 2035-06-23      | 5.5500%  | 0.0000% | $276000.00         | $288183.79         | Corporate Debt Securities                         |
| AMEREN ILL CO                  1M GLBL BD5.9%52    | 2052-12-01      | 5.9000%  | 0.0000% | $174000.00         | $186591.12         | Corporate Debt Securities                         |
| ANALOG DEVICES INC             SR GLBL NT2.1%31    | 2031-10-01      | 2.1000%  | 0.0000% | $140000.00         | $125212.03         | Corporate Debt Securities                         |
| ASTRAZENECA FINANCE LLC        GLBL NT 4.875%33    | 2033-03-03      | 4.8750%  | 0.0000% | $1564000.00        | $1616654.01        | Corporate Debt Securities                         |
| CDW LLC / CDW FIN CORP         SR GLBL NT 28       | 2028-12-01      | 3.2760%  | 0.0000% | $64000.00          | $62501.06          | Corporate Debt Securities                         |
| C&S GROUP ENTERPRISES LLC      SR GLBL 144A 28     | 2028-12-15      | 5.0000%  | 0.0000% | $50000.00          | $45686.67          | Corporate Debt Securities                         |
| CMS ENERGY CORP                JR SB GLBL NT 50    | 2050-12-01      | 3.7500%  | 0.0000% | $52000.00          | $48495.50          | Corporate Debt Securities                         |
| BRASKEM NETH FIN B V           SR GLBL 144A 31     | 2031-01-12      | 8.5000%  | 0.0000% | $1530000.00        | $622965.00         | Corporate Debt Securities                         |
| FAIRFAX FINL HLDGS LTD         SR GLBL NT 6%33     | 2033-12-07      | 6.0000%  | 0.0000% | $83000.00          | $89848.61          | Corporate Debt Securities                         |
| EXTRA SPACE STORAGE LP         SR NT 5.4%34        | 2034-02-01      | 5.4000%  | 0.0000% | $464000.00         | $482151.68         | Corporate Debt Securities                         |
| SEALED AIR CORP / SEALED AIR C SR GLBL 144A 31     | 2031-02-15      | 7.2500%  | 0.0000% | $151000.00         | $162862.18         | Corporate Debt Securities                         |
| APPLOVIN CORP                  SR GLBL NT 29       | 2029-12-01      | 5.1250%  | 0.0000% | $67000.00          | $69647.91          | Corporate Debt Securities                         |
| ALLY FINL INC                  SR GLBL NT 31       | 2031-01-17      | 5.5430%  | 0.0000% | $8000.00           | $8250.80           | Corporate Debt Securities                         |
| AMERICAN HONDA FIN CORP MTN    FR 5.125%070728     | 2028-07-07      | 5.1250%  | 0.0000% | $1093000.00        | $1133950.31        | Corporate Debt Securities                         |
| AON NORTH AMERICA INC.         SR GLBL NT 29       | 2029-03-01      | 5.1500%  | 0.0000% | $84000.00          | $86745.84          | Corporate Debt Securities                         |
| ALTRIA GROUP INC               SR GLBL NT 35       | 2035-02-06      | 5.6250%  | 0.0000% | $93000.00          | $97417.27          | Corporate Debt Securities                         |
| ANGLO AMERICAN CAPITAL PLC     SR 144A NT 34       | 2034-04-05      | 5.7500%  | 0.0000% | $29986000.00       | $32339342.93       | Corporate Debt Securities                         |
| AMERICAN BLDRS & CONTRACTORS   SR 144A NT 29       | 2029-11-15      | 3.8750%  | 0.0000% | $515000.00         | $497006.54         | Corporate Debt Securities                         |
| ALLY FINL INC                  JR SB NT 6.7%33     | 2033-02-14      | 6.7000%  | 0.0000% | $14719000.00       | $15499712.11       | Corporate Debt Securities                         |
| AMERICAN HOMES 4 RENT L P      SR GLBL NT5.5%34    | 2034-02-01      | 5.5000%  | 0.0000% | $39000.00          | $40660.77          | Corporate Debt Securities                         |
| CENCORA INC                    SR GLBL NT 29       | 2029-12-15      | 4.8500%  | 0.0000% | $7000.00           | $7241.82           | Corporate Debt Securities                         |
| AIR PRODUCTS AND CHEMICALS INC GLBL NT 4.75%31     | 2031-02-08      | 4.7500%  | 0.0000% | $16000.00          | $16492.82          | Corporate Debt Securities                         |
| ELEVANCE HEALTH INC FORMERLY A GLBL NT 5.65%54     | 2054-06-15      | 5.6500%  | 0.0000% | $2938000.00        | $2947839.85        | Corporate Debt Securities                         |
| AMERICAN INTL GROUP INC        JR SB GLBL-A9 48    | 2048-04-01      | 5.7500%  | 0.0000% | $409000.00         | $430709.83         | Corporate Debt Securities                         |
| AMGEN INC                      SR GLBL NT 53       | 2053-09-01      | 2.7700%  | 0.0000% | $85000.00          | $52077.07          | Corporate Debt Securities                         |
| AMERICAN HONDA FIN CORP MTN    FR 5.65%111528      | 2028-11-15      | 5.6500%  | 0.0000% | $664000.00         | $706301.78         | Corporate Debt Securities                         |
| AMSTED INDS INC                SR 144A NT 33       | 2033-03-15      | 6.3750%  | 0.0000% | $50000.00          | $51631.31          | Corporate Debt Securities                         |
| AIR PRODUCTS AND CHEMICALS INC GLBL NT 4.85%34     | 2034-02-08      | 4.8500%  | 0.0000% | $40000.00          | $40937.02          | Corporate Debt Securities                         |
| AMGEN INC                      SR NT 5.65%42       | 2042-06-15      | 5.6500%  | 0.0000% | $37000.00          | $38541.39          | Corporate Debt Securities                         |
| SANTANDER HOLDINGS USA INC     SR GLBL NT 31       | 2031-03-20      | 5.7410%  | 0.0000% | $899000.00         | $929147.72         | Corporate Debt Securities                         |
| AMER STATES WTR CO             7.23%31             | 2031-12-15      | 7.2300%  | 0.0000% | $5000000.00        | $5864337.50        | Corporate Debt Securities                         |
| SOUTHWESTERN ELEC PWR CO       SR GLBL -H NT 40    | 2040-03-15      | 6.2000%  | 0.0000% | $30000.00          | $31851.40          | Corporate Debt Securities                         |
| SERVICE CORP INTL              SR GLBL NT 4%31     | 2031-05-15      | 4.0000%  | 0.0000% | $86000.00          | $82495.50          | Corporate Debt Securities                         |
| OCCIDENTAL PETE CORP           SR GLBL NT8.5%27    | 2027-07-15      | 8.5000%  | 0.0000% | $1637000.00        | $1743696.93        | Corporate Debt Securities                         |
| BLUE OWL CAPITAL CORPORATION   SR GLBL NT 29       | 2029-03-15      | 5.9500%  | 0.0000% | $92000.00          | $94035.88          | Corporate Debt Securities                         |
| SOUTHWESTERN ELEC PWR CO       SR GLBL -M NT 28    | 2028-09-15      | 4.1000%  | 0.0000% | $1389000.00        | $1386955.85        | Corporate Debt Securities                         |
| MOSAIC CO                      SR NT 5.45%33       | 2033-11-15      | 5.4500%  | 0.0000% | $95000.00          | $100178.21         | Corporate Debt Securities                         |
| WELLS FARGO & CO               FR 4.9%012428       | 2028-01-24      | 4.9000%  | 0.0000% | $7000.00           | $7124.55           | Corporate Debt Securities                         |
| WHIRLPOOL CORP                 SR GLBL NT 43       | 2043-03-01      | 5.1500%  | 0.0000% | $199000.00         | $167892.04         | Corporate Debt Securities                         |
| HERC HLDGS INC                 SR GLBL 144A 29     | 2029-06-15      | 6.6250%  | 0.0000% | $992000.00         | $1040204.17        | Corporate Debt Securities                         |
| HERBIE RE LTD                  -A FL 144A BD 27    | 2027-06-07      | 34.9483% | 0.0000% | $3500000.00        | $3770200.00        | Corporate Debt Securities                         |
| WESTERN MIDSTREAM OPER LP      SR GLBL NT 28       | 2028-08-15      | 4.7500%  | 0.0000% | $49000.00          | $49689.80          | Corporate Debt Securities                         |
| VORTEX OPCO LLC                SR SEC 144A NT30    | 2030-04-30      | 8.0000%  | 0.0000% | $8002000.00        | $1046928.33        | Corporate Debt Securities                         |
| WELLS FARGO & CO               PERP JR SB GLBL     | 2079-12-31      | 3.9000%  | 0.0000% | $87000.00          | $86288.77          | Corporate Debt Securities                         |
| NINE ENERGY SERVICE INC        SR SEC GLBL NT28    | 2028-02-01      | 13.0000% | 0.0000% | $628000.00         | $327379.89         | Corporate Debt Securities                         |
| NRG ENERGY INC                 SR GLBL 144A 29     | 2029-06-15      | 5.2500%  | 0.0000% | $28000.00          | $28353.15          | Corporate Debt Securities                         |
| HP INC                         SR GLBL NT5.4%30    | 2030-04-25      | 5.4000%  | 0.0000% | $150000.00         | $159168.00         | Corporate Debt Securities                         |
| NXP B V / NXP FDG LLC / NXP US SR GLBL NT4.3%28    | 2028-08-19      | 4.3000%  | 0.0000% | $85000.00          | $85494.46          | Corporate Debt Securities                         |
| NEW ENTERPRISE STONE & LIME CO SR GLBL 144A 28     | 2028-07-15      | 9.7500%  | 0.0000% | $373000.00         | $381509.06         | Corporate Debt Securities                         |
| MYLAN INC                      SR GLBL NT 28       | 2028-04-15      | 4.5500%  | 0.0000% | $59000.00          | $59986.14          | Corporate Debt Securities                         |
| NETFLIX INC.                   SR NT 4.375%26      | 2026-11-15      | 4.3750%  | 0.0000% | $20000.00          | $20406.33          | Corporate Debt Securities                         |
| LOCKHEED MARTIN CORP           SR GLBL NT4.4%30    | 2030-08-15      | 4.4000%  | 0.0000% | $50000.00          | $50807.89          | Corporate Debt Securities                         |
| ANYWHERE REAL ESTATE GROUP LLC 2LIEN GLBL 30       | 2030-04-15      | 9.7500%  | 0.0000% | $518000.00         | $581003.48         | Corporate Debt Securities                         |
| NEW YORK LIFE GLOBAL FDG       144A NT 4.9%28      | 2028-06-13      | 4.9000%  | 0.0000% | $18000.00          | $18657.43          | Corporate Debt Securities                         |
| QUICKEN LNS LLC/QUICKEN LNS CO SR GLBL 144A 31     | 2031-03-01      | 3.8750%  | 0.0000% | $330000.00         | $310362.20         | Corporate Debt Securities                         |
| GAP INC                        SR GLBL 144A 29     | 2029-10-01      | 3.6250%  | 0.0000% | $1354000.00        | $1291193.77        | Corporate Debt Securities                         |
| HOME PT CAPITAL INCORPORATED   SR GLBL 144A 26     | 2026-02-01      | 5.0000%  | 0.0000% | $2189000.00        | $2203719.81        | Corporate Debt Securities                         |
| NRG ENERGY INC                 SR GLBL 144A 31     | 2031-02-15      | 3.6250%  | 0.0000% | $99000.00          | $91901.82          | Corporate Debt Securities                         |
| ONEOK INC NEW                  SR GLBL NT5.8%30    | 2030-11-01      | 5.8000%  | 0.0000% | $100000.00         | $107714.56         | Corporate Debt Securities                         |
| UNITED RENTALS NORTH AMER INC  SR GLBL 144A 34     | 2034-03-15      | 6.1250%  | 0.0000% | $2576000.00        | $2685124.73        | Corporate Debt Securities                         |
| INDIANAPOLIS PWR & LT CO       1M 144A BD6.6%37    | 2037-06-01      | 6.6000%  | 0.0000% | $75000.00          | $84948.50          | Corporate Debt Securities                         |
| RESIDENTIAL REINS 2023 LTD     EXTND-5 144A 30     | 2030-12-06      | 9.9183%  | 0.0000% | $1250000.00        | $1312500.00        | Corporate Debt Securities                         |
| UNITED AIR LINES INC           SR SEC GLBL 29      | 2029-04-15      | 4.6250%  | 0.0000% | $76000.00          | $76474.08          | Corporate Debt Securities                         |
| OCCIDENTAL PETE CORP           SR GLBL NT 31       | 2031-01-01      | 6.1250%  | 0.0000% | $69000.00          | $73529.32          | Corporate Debt Securities                         |
| US FOODS INC                   SR GLBL 144A 32     | 2032-01-15      | 7.2500%  | 0.0000% | $447000.00         | $474984.06         | Corporate Debt Securities                         |
| S&P GLOBAL INC                 GLBL NT 5.25%33     | 2033-09-15      | 5.2500%  | 0.0000% | $57000.00          | $59950.18          | Corporate Debt Securities                         |
| LONG RIDGE ENERGY LLC          SR SEC GLBL 32      | 2032-02-15      | 8.7500%  | 0.0000% | $5439000.00        | $5627284.58        | Corporate Debt Securities                         |
| GLENCORE FDG LLC               SR 144A NT 55       | 2055-04-01      | 6.1410%  | 0.0000% | $77000.00          | $83364.39          | Corporate Debt Securities                         |
| INGEVITY CORP                  SR GLBL 144A 28     | 2028-11-01      | 3.8750%  | 0.0000% | $7000.00           | $6831.92           | Corporate Debt Securities                         |
| PG&E CORP                      SR SEC GLBL NT30    | 2030-07-01      | 5.2500%  | 0.0000% | $3932000.00        | $3933097.68        | Corporate Debt Securities                         |
| ONEMAIN FIN CORP               SR GLBL NT 28       | 2028-09-15      | 3.8750%  | 0.0000% | $40000.00          | $38571.38          | Corporate Debt Securities                         |
| ONEMAIN FIN CORP               SR GLBL NT7.5%31    | 2031-05-15      | 7.5000%  | 0.0000% | $187000.00         | $201499.05         | Corporate Debt Securities                         |
| MARATHON PETE CORP             GLBL NT 6.5%41      | 2041-03-01      | 6.5000%  | 0.0000% | $1115000.00        | $1209837.56        | Corporate Debt Securities                         |
| TYSON FOODS INC                SR GLBL NT5.4%29    | 2029-03-15      | 5.4000%  | 0.0000% | $95000.00          | $98457.05          | Corporate Debt Securities                         |
| TARGA RES CORP                 GLBL NT 6.5%34      | 2034-03-30      | 6.5000%  | 0.0000% | $81000.00          | $88249.50          | Corporate Debt Securities                         |
| TRANSDIGM INC                  SR SB GLBL 33       | 2033-05-31      | 6.3750%  | 0.0000% | $8634000.00        | $8951997.41        | Corporate Debt Securities                         |
| TRUIST FINL CORP               FR 5.9%102826       | 2026-10-28      | 5.9000%  | 0.0000% | $10000.00          | $10257.81          | Corporate Debt Securities                         |
| MEDLINE BOR LLP/ CO-IS INC     SR SEC 144A NT29    | 2029-04-01      | 6.2500%  | 0.0000% | $192000.00         | $202974.03         | Corporate Debt Securities                         |
| ORANGE S A                     CR SEN SR GLBL31    | 2031-03-01      | 9.0000%  | 0.0000% | $62000.00          | $75814.84          | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        FR 5.95%011527      | 2027-01-15      | 5.9500%  | 0.0000% | $99000.00          | $102624.97         | Corporate Debt Securities                         |
| FIRST QUANTUM MINERALS LTD     SR 144A NT 34       | 2034-02-15      | 7.2500%  | 0.0000% | $17671000.00       | $18403384.41       | Corporate Debt Securities                         |
| GOLDMAN SACHS CAP I            JR SB GLBL DB 34    | 2034-02-15      | 6.3450%  | 0.0000% | $387000.00         | $416164.80         | Corporate Debt Securities                         |
| GLOBAL ATLANTIC FINANCE CO     SR 144A NT 33       | 2033-06-15      | 7.9500%  | 0.0000% | $33000.00          | $39048.49          | Corporate Debt Securities                         |

### Security 647: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 4.530000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1A2HN8, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP1A2HN8
- **C.18 - Value (incl. sponsor support):** $304980647.75
- **C.18.a - Value (excl. sponsor support):** $304980647.75
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.5500%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-12-29
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                          |
|:---|:---|:---|:---|:---|:---|:---|
| GO DADDY OPER CO LLC / GD FIN  SR GLBL 144A 29     | 2029-03-01      | 3.5000%  | 0.0000% | $128000.00         | $121666.49         | Corporate Debt Securities                         |
| SENSATA TECHNOLOGIES INC       SR GLBL 144A 30     | 2030-02-15      | 4.3750%  | 0.0000% | $100000.00         | $96993.88          | Corporate Debt Securities                         |
| PNC FINL SVCS GROUP INC        SR GLBL NT 36       | 2036-07-21      | 5.3730%  | 0.0000% | $600000.00         | $624256.95         | Corporate Debt Securities                         |
| HYUNDAI CAP AMER               FR 5.4%062332       | 2032-06-23      | 5.4000%  | 0.0000% | $698000.00         | $728879.52         | Corporate Debt Securities                         |
| OHIO PWR CO                    SR GLBL S NT5%33    | 2033-06-01      | 5.0000%  | 0.0000% | $30000.00          | $30915.53          | Corporate Debt Securities                         |
| HSBC HLDGS PLC                 SR GLBL COCO 36     | 2036-05-13      | 5.7900%  | 0.0000% | $200000.00         | $215456.83         | Corporate Debt Securities                         |
| RADIATE HOLDCO LLC/RADIATE FI  PIK 144A NT 6%30    | 2030-03-25      | 9.2500%  | 0.0000% | $484000.00         | $303710.00         | Corporate Debt Securities                         |
| JPMBB COML MTG SEC TR 2015-C33 A-S    20481217 4.0 | 2048-12-17      | 4.0226%  | 0.0000% | $600000.00         | $598641.26         | Private Label Collateralized Mortgage Obligations |
| NORTHERN STS PWR CO MINN       1M GLBL BD2.9%50    | 2050-03-01      | 2.9000%  | 0.0000% | $1731000.00        | $1170356.99        | Corporate Debt Securities                         |
| MORGAN STANLEY RESI 2024-1     B-3    20531225 FLT | 2053-12-25      | 6.7559%  | 0.0000% | $3325360.00        | $3391077.18        | Private Label Collateralized Mortgage Obligations |
| UNITED ARLNS 2020-1B PSTR TRS  B      20270715 4.8 | 2027-07-15      | 4.8750%  | 0.0000% | $720000.00         | $204199.65         | Asset-Backed Securities                           |
| REPUBLIC SVCS INC              SR GLBL NT6.2%40    | 2040-03-01      | 6.2000%  | 0.0000% | $3000.00           | $3336.70           | Corporate Debt Securities                         |
| ALPHABET INC                   SR GLBL NT1.9%40    | 2040-08-15      | 1.9000%  | 0.0000% | $1108000.00        | $761146.14         | Corporate Debt Securities                         |
| ABBVIE INC                     GLBL NT 4.75%45     | 2045-03-15      | 4.7500%  | 0.0000% | $4000.00           | $3720.80           | Corporate Debt Securities                         |
| ALEXANDRIA REAL ESTATE EQ INC  SR GLBL NT 31       | 2031-08-15      | 3.3750%  | 0.0000% | $1293000.00        | $1213724.55        | Corporate Debt Securities                         |
| AMERICAN HONDA FIN CORP MTN    FR 5.8%100325       | 2025-10-03      | 5.8000%  | 0.0000% | $100000.00         | $102862.67         | Corporate Debt Securities                         |
| AMCOR FLEXIBLES NORTH AMER INC SR GLBL NT5.5%35    | 2035-03-17      | 5.5000%  | 0.0000% | $18612000.00       | $19222587.34       | Corporate Debt Securities                         |
| CARRIER GLOBAL CORPORATION     GLBL NT 3.377%40    | 2040-04-05      | 3.3770%  | 0.0000% | $29000.00          | $23890.95          | Corporate Debt Securities                         |
| THE CIGNA GROUP                SR GLBL NT3.2%40    | 2040-03-15      | 3.2000%  | 0.0000% | $2943000.00        | $2310176.52        | Corporate Debt Securities                         |
| ECOPETROL S A                  SR GLBL NT 30       | 2030-04-29      | 6.8750%  | 0.0000% | $69000.00          | $72751.31          | Corporate Debt Securities                         |
| DELL INC                       SR DEB    7.1%28    | 2028-04-15      | 7.1000%  | 0.0000% | $11000.00          | $12104.75          | Corporate Debt Securities                         |
| DH EUROPE FIN II S A R L       SR GLBL NT 39       | 2039-11-15      | 3.2500%  | 0.0000% | $359000.00         | $298801.98         | Corporate Debt Securities                         |
| PETROLEOS MEXICANOS            PERP FR 6.625%      | 2500-12-31      | 6.6250%  | 0.0000% | $254000.00         | $194141.87         | Corporate Debt Securities                         |
| ROCKIES EXPRESS PIPELINE LLC   SR 144A NT 40       | 2040-04-15      | 6.8750%  | 0.0000% | $189000.00         | $199276.01         | Corporate Debt Securities                         |
| WELLS FARGO & CO               FR 3.584%052228     | 2028-05-22      | 3.5840%  | 0.0000% | $664000.00         | $666259.67         | Corporate Debt Securities                         |
| YOSEMITE RE LTD                -A-20251 144A 28    | 2028-06-07      | 11.1983% | 0.0000% | $4250000.00        | $4391950.00        | Corporate Debt Securities                         |
| TIME WARNER INC                SR GLBL NT 26       | 2026-07-15      | 2.9500%  | 0.0000% | $13000.00          | $12813.40          | Corporate Debt Securities                         |
| MAGNOLIA OIL & GAS OPER LLC    SR GLBL 144A 32     | 2032-12-01      | 6.8750%  | 0.0000% | $132000.00         | $138728.79         | Corporate Debt Securities                         |
| INTERNATIONAL BUSINESS MACHS   SR GLBL DEB 32      | 2032-11-29      | 5.8750%  | 0.0000% | $2000.00           | $2205.91           | Corporate Debt Securities                         |
| HYUNDAI CAP AMER               SR GLBL REGS 25     | 2025-10-15      | 1.8000%  | 0.0000% | $45000.00          | $45320.40          | Corporate Debt Securities                         |
| TOWD PT MTG TR 2016-2          M2     20550825 FLT | 2055-08-25      | 3.0000%  | 0.0000% | $207000.00         | $199966.90         | Private Label Collateralized Mortgage Obligations |
| MYSTIC RE IV LIMITED           EXTND-A 144A 32     | 2032-01-12      | 7.9483%  | 0.0000% | $470000.00         | $475922.00         | Corporate Debt Securities                         |
| PUBLIC SVC ELEC & GAS CO       FR 3.1%031532       | 2032-03-15      | 3.1000%  | 0.0000% | $1046000.00        | $969560.06         | Corporate Debt Securities                         |
| ELI LILLY & CO                 GLBL NT 4.25%31     | 2031-03-15      | 4.2500%  | 0.0000% | $80000.00          | $80477.78          | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 6.375%072442     | 2042-07-24      | 6.3750%  | 0.0000% | $257000.00         | $292133.83         | Corporate Debt Securities                         |
| METROPOLITAN LIFE GLOBAL FDG I FR 5.15%032833      | 2033-03-28      | 5.1500%  | 0.0000% | $200000.00         | $207587.22         | Corporate Debt Securities                         |
| GUARDIAN LIFE GLOBAL FDG MTN   FR 5.737%100228     | 2028-10-02      | 5.7370%  | 0.0000% | $50000.00          | $53686.81          | Corporate Debt Securities                         |
| MIDAMERICAN ENERGY COMPANY     1M GLBL BD 48       | 2048-08-01      | 3.6500%  | 0.0000% | $338000.00         | $260233.62         | Corporate Debt Securities                         |
| PROLOGIS L P                   SR GLBL NT 33       | 2033-01-15      | 4.6250%  | 0.0000% | $1062000.00        | $1078774.73        | Corporate Debt Securities                         |
| LAMB WESTON HLDGS INC          SR GLBL 144A 32     | 2032-01-31      | 4.3750%  | 0.0000% | $1542000.00        | $1472304.17        | Corporate Debt Securities                         |
| TOWD PT MTG TR 2016-2          B1     20550825 FLT | 2055-08-25      | 3.5466%  | 0.0000% | $211000.00         | $200357.58         | Private Label Collateralized Mortgage Obligations |
| LYB INTERNATIONAL FIN III LLC  SR GLBL NT 40       | 2040-10-01      | 3.3750%  | 0.0000% | $616000.00         | $467162.85         | Corporate Debt Securities                         |
| SUMITOMO MITSUI FIN GRP INC    GLBL NT 1.902%28    | 2028-09-17      | 1.9020%  | 0.0000% | $1234000.00        | $1158882.51        | Corporate Debt Securities                         |
| NEXTERA ENERGY CAP HLDGS INC   SR GLBL DEB 35      | 2035-03-15      | 5.4500%  | 0.0000% | $102000.00         | $105785.30         | Corporate Debt Securities                         |
| PROTECTIVE LIFE GLOBAL FUNDING FR 1.9%070628       | 2028-07-06      | 1.9000%  | 0.0000% | $220000.00         | $207913.93         | Corporate Debt Securities                         |
| PROLOGIS L P                   SR GLBL NT 3%50     | 2050-04-15      | 3.0000%  | 0.0000% | $78000.00          | $53592.24          | Corporate Debt Securities                         |
| RCKT MTG TR 2021-3             A-1    20510725 FLT | 2051-07-25      | 2.5000%  | 0.0000% | $564998.00         | $325005.58         | Private Label Collateralized Mortgage Obligations |
| PROCTER & GAMBLE CO            SR GLBL NT5.5%34    | 2034-02-01      | 5.5000%  | 0.0000% | $3000.00           | $3255.07           | Corporate Debt Securities                         |
| US BANCORP                     FR 5.85%102133      | 2033-10-21      | 5.8500%  | 0.0000% | $410000.00         | $447969.08         | Corporate Debt Securities                         |
| TARGET CORP                    SR GLBL NT 30       | 2030-02-15      | 2.3500%  | 0.0000% | $2032000.00        | $1896013.48        | Corporate Debt Securities                         |
| FLORIDA PWR & LT CO            1M GLBL BD 42       | 2042-02-01      | 4.1250%  | 0.0000% | $75000.00          | $65850.78          | Corporate Debt Securities                         |
| COMMONWEALTH BANK OF AUSTRALIA FR 4.608%031430     | 2030-03-14      | 4.6080%  | 0.0000% | $1182000.00        | $1210826.62        | Corporate Debt Securities                         |
| CONOCOPHILLIPS CDA FDG CO II   SR NT 5.95%36       | 2036-10-15      | 5.9500%  | 0.0000% | $12000.00          | $13244.89          | Corporate Debt Securities                         |
| COOPERATIEVE RABOBANK U.A.     SUB NT 5.25%45      | 2045-08-04      | 5.2500%  | 0.0000% | $376000.00         | $363850.19         | Corporate Debt Securities                         |
| ADOBE INC                      SR GLBL NT5.3%35    | 2035-01-17      | 5.3000%  | 0.0000% | $1457000.00        | $1559044.23        | Corporate Debt Securities                         |
| AEROPUERTO INTERNACIONAL       SR SEC GLBL 61      | 2061-08-11      | 5.1250%  | 0.0000% | $471000.00         | $377071.15         | Corporate Debt Securities                         |
| ALUMINA PTY LTD                SR GLBL 144A 30     | 2030-03-15      | 6.1250%  | 0.0000% | $200000.00         | $205240.42         | Corporate Debt Securities                         |
| PEPSICO INC                    SR GLBL NT4.2%52    | 2052-07-18      | 4.2000%  | 0.0000% | $199000.00         | $168618.67         | Corporate Debt Securities                         |
| BOEING CO                      SR GLBL NT 39       | 2039-03-15      | 6.8750%  | 0.0000% | $8000.00           | $9078.28           | Corporate Debt Securities                         |
| BRAVO RES FDG TR 2025-NQ37     A-1    20650725 FLT | 2065-07-25      | 5.4590%  | 0.0000% | $450000.00         | $444117.39         | Private Label Collateralized Mortgage Obligations |
| BROWN UNIV                     SR GLBL 2020A 30    | 2030-09-01      | 1.9140%  | 0.0000% | $4390000.00        | $3956188.25        | Corporate Debt Securities                         |
| BROADCOM INC                   SR GLBL 144A 51     | 2051-02-15      | 3.7500%  | 0.0000% | $820000.00         | $648134.15         | Corporate Debt Securities                         |
| BOSTON PPTYS LTD PARTNERSHIP   SR GLBL NT3.4%29    | 2029-06-21      | 3.4000%  | 0.0000% | $642000.00         | $622142.94         | Corporate Debt Securities                         |
| AVALONBAY CMNTYS INC           FR 3.9%101546       | 2046-10-15      | 3.9000%  | 0.0000% | $39000.00          | $32133.47          | Corporate Debt Securities                         |
| BANK AMERICA CORP              SR NT FXD/FLT 38    | 2038-04-24      | 4.2440%  | 0.0000% | $107000.00         | $101932.55         | Corporate Debt Securities                         |
| BANCO SANTANDER S.A.           SNR NPF GLBL 30     | 2030-01-17      | 5.5650%  | 0.0000% | $7200000.00        | $7595169.00        | Corporate Debt Securities                         |
| BX COMMERCIAL MTG TR 2021-XL2  D      20381015 FLT | 2038-10-15      | 5.6612%  | 0.0000% | $360000.00         | $252279.48         | Private Label Collateralized Mortgage Obligations |
| BERKLEY W R CORP               SR GLBL NT 4%50     | 2050-05-12      | 4.0000%  | 0.0000% | $1910000.00        | $1536327.60        | Corporate Debt Securities                         |
| CARRIER GLOBAL CORPORATION     GLBL NT 6.2%54      | 2054-03-15      | 6.2000%  | 0.0000% | $180000.00         | $196778.40         | Corporate Debt Securities                         |
| CITIGROUP MTG LN TR 2015-PS1   A-1    20420925 FLT | 2042-09-25      | 3.7500%  | 0.0000% | $699985.00         | $17852.09          | Asset-Backed Securities                           |
| DNB BANK ASA                   FR 4.853%110530     | 2030-11-05      | 4.8530%  | 0.0000% | $606000.00         | $629807.80         | Corporate Debt Securities                         |
| CITADEL SECURITIES GLOBAL      CR SEN SR SEC 30    | 2030-06-18      | 5.5000%  | 0.0000% | $257000.00         | $267907.94         | Corporate Debt Securities                         |
| CLEARWAY ENERGY OPER LLC       SR GLBL 144A 28     | 2028-03-15      | 4.7500%  | 0.0000% | $63000.00          | $62436.73          | Corporate Debt Securities                         |
| DOMINION ENERGY INC            SR GLBL -C NT 28    | 2028-05-15      | 4.6000%  | 0.0000% | $5427000.00        | $5574101.85        | Corporate Debt Securities                         |
| CAPITAL ONE FINL CORP          SR GLBL NT 34       | 2034-06-08      | 6.3770%  | 0.0000% | $4542000.00        | $5015456.06        | Corporate Debt Securities                         |
| PRIMERICA INC                  SR GLBL NT2.8%31    | 2031-11-19      | 2.8000%  | 0.0000% | $14000.00          | $12788.70          | Corporate Debt Securities                         |
| GRAPHIC PACKAGING INTL LLC     SR GLBL 144A 30     | 2030-02-01      | 3.7500%  | 0.0000% | $99000.00          | $93286.30          | Corporate Debt Securities                         |
| TJX COS INC NEW                SR GLBL NT4.5%50    | 2050-04-15      | 4.5000%  | 0.0000% | $55000.00          | $49938.62          | Corporate Debt Securities                         |
| SOUTHERN CALIF EDISON CO       1M GLBL 2009A 39    | 2039-03-15      | 6.0500%  | 0.0000% | $70000.00          | $72200.86          | Corporate Debt Securities                         |
| CANTOR FITZGERALD L P          SR GLBL REGS 28     | 2028-12-12      | 7.2000%  | 0.0000% | $100000.00         | $109061.00         | Corporate Debt Securities                         |
| KINROSS GOLD CORP              SR GLBL NT 41       | 2041-09-01      | 6.8750%  | 0.0000% | $87000.00          | $96950.03          | Corporate Debt Securities                         |
| PNC FINL SVCS GROUP INC        SR GLBL NT 33       | 2033-10-28      | 6.0370%  | 0.0000% | $17000.00          | $18786.35          | Corporate Debt Securities                         |
| ST ENGR URBAN SOLUTIONS USA    FR 3.75%050532      | 2032-05-05      | 3.7500%  | 0.0000% | $200000.00         | $196666.83         | Corporate Debt Securities                         |
| PACIFIC GAS & ELEC CO          1M GLBL BD5.9%32    | 2032-06-15      | 5.9000%  | 0.0000% | $252000.00         | $268467.78         | Corporate Debt Securities                         |
| PECO ENERGY CO                 1M GLBL BD4.8%43    | 2043-10-15      | 4.8000%  | 0.0000% | $63000.00          | $59677.38          | Corporate Debt Securities                         |
| LOCKHEED MARTIN CORP           SR GLBL -B NT 42    | 2042-12-15      | 4.0700%  | 0.0000% | $3000.00           | $2631.87           | Corporate Debt Securities                         |
| LOWES COS INC                  SR GLBL NT 47       | 2047-05-03      | 4.0500%  | 0.0000% | $27000.00          | $22275.74          | Corporate Debt Securities                         |
| KYNDRYL HLDGS INC              SR GLBL NT 31       | 2031-10-15      | 3.1500%  | 0.0000% | $94000.00          | $86917.80          | Corporate Debt Securities                         |
| HUMANA INC                     SR GLBL NT 35       | 2035-05-01      | 5.5500%  | 0.0000% | $80000.00          | $84097.93          | Corporate Debt Securities                         |
| HEALTHCARE TRUST OF AMER HLDGS GLBL NT 3.625%28    | 2028-01-15      | 3.6250%  | 0.0000% | $222000.00         | $219898.12         | Corporate Debt Securities                         |
| LEVEL 3 FING INC               GLBL 144A NT 29     | 2029-06-15      | 4.8750%  | 0.0000% | $6034.00           | $5714.39           | Corporate Debt Securities                         |
| GENERAL MTRS FINL CO INC       SR GLBL NT 5%27     | 2027-04-09      | 5.0000%  | 0.0000% | $2778000.00        | $2869090.62        | Corporate Debt Securities                         |
| PECO ENERGY CO                 1M GLBL BD 54       | 2054-09-15      | 5.2500%  | 0.0000% | $4636000.00        | $4527737.81        | Corporate Debt Securities                         |
| J P MORGAN MTG TR 2024-6       A-7    20541225 FLT | 2054-12-25      | 6.0000%  | 0.0000% | $350000.00         | $360512.02         | Private Label Collateralized Mortgage Obligations |
| PAYPAL HLDGS INC               SR GLBL NT3.9%27    | 2027-06-01      | 3.9000%  | 0.0000% | $27000.00          | $27332.15          | Corporate Debt Securities                         |
| LUMEN TECHNOLOGIES INC         GLBL 144A NT 29     | 2029-04-15      | 4.1250%  | 0.0000% | $99622.00          | $98143.24          | Corporate Debt Securities                         |
| UNITEDHEALTH GROUP INC         SR GLBL NT 29       | 2029-08-15      | 2.8750%  | 0.0000% | $80000.00          | $76617.10          | Corporate Debt Securities                         |
| PEPSICO INC                    SR GLBL NT 26       | 2026-11-10      | 5.1250%  | 0.0000% | $2000.00           | $2066.22           | Corporate Debt Securities                         |
| VIATRIS INC                    SR GLBL NT 40       | 2040-06-22      | 3.8500%  | 0.0000% | $211000.00         | $163909.14         | Corporate Debt Securities                         |
| VIASAT INC                     SR SEC 144A NT31    | 2031-05-30      | 7.5000%  | 0.0000% | $74000.00          | $70907.54          | Corporate Debt Securities                         |
| RATE MTG TR 2021-J4            A-7    20511125 FLT | 2051-11-25      | 2.5000%  | 0.0000% | $2300000.00        | $1545255.62        | Private Label Collateralized Mortgage Obligations |
| LOCKHEED MARTIN CORP           SR NT 3.8%45        | 2045-03-01      | 3.8000%  | 0.0000% | $85000.00          | $69762.14          | Corporate Debt Securities                         |
| KIMBERLY-CLARK CORP            SR GLBL NT 27       | 2027-09-15      | 1.0500%  | 0.0000% | $3000.00           | $2846.09           | Corporate Debt Securities                         |
| RANGE RES CORP                 SR GLBL NT 29       | 2029-01-15      | 8.2500%  | 0.0000% | $100000.00         | $104097.75         | Corporate Debt Securities                         |
| NORTHRIVER MIDSTREAM FINANCE L SR SEC 144A NT26    | 2026-02-15      | 5.6250%  | 0.0000% | $2998000.00        | $3063989.73        | Corporate Debt Securities                         |
| HSBC HLDGS PLC                 SR GLBL NT 33       | 2033-08-11      | 5.4020%  | 0.0000% | $432000.00         | $452102.14         | Corporate Debt Securities                         |
| HALLIBURTON CO                 SR GLBL NT 39       | 2039-09-15      | 7.4500%  | 0.0000% | $6000.00           | $7191.45           | Corporate Debt Securities                         |
| SUTTER HEALTH                  2025A BD5.537%35    | 2035-08-15      | 5.5370%  | 0.0000% | $19960000.00       | $21151237.75       | Corporate Debt Securities                         |
| PETROLEOS MEXICANOS            SR GLBL BD6.5%41    | 2041-06-02      | 6.5000%  | 0.0000% | $444000.00         | $399522.55         | Corporate Debt Securities                         |
| PACIFIC GAS & ELEC CO          1M GLBL BD2.5%31    | 2031-02-01      | 2.5000%  | 0.0000% | $1507000.00        | $1348127.87        | Corporate Debt Securities                         |
| JOHNSON & JOHNSON              SR GLBL NT1.3%30    | 2030-09-01      | 1.3000%  | 0.0000% | $93000.00          | $82312.18          | Corporate Debt Securities                         |
| GRAFTECH GLOBAL ENTERPRISES I  SR SEC GLBL 29      | 2029-12-23      | 9.8750%  | 0.0000% | $95000.00          | $83515.23          | Corporate Debt Securities                         |
| GENERAL MTRS FINL CO INC       SR GLBL NT 30       | 2030-04-06      | 5.8500%  | 0.0000% | $1034000.00        | $1110686.61        | Corporate Debt Securities                         |
| MARS INC                       SR GLBL 144A 28     | 2028-03-01      | 4.6000%  | 0.0000% | $300000.00         | $304684.67         | Corporate Debt Securities                         |
| JP MRGN CHASE COM TR 2022-NLP  D      20370415 FLT | 2037-04-15      | 6.5666%  | 0.0000% | $34300000.00       | $32573418.63       | Private Label Collateralized Mortgage Obligations |
| ABBVIE INC                     4.875%48            | 2048-11-14      | 4.8750%  | 0.0000% | $1750000.00        | $1663404.17        | Corporate Debt Securities                         |
| ALTRIA GROUP INC               SR NT 6.875%33      | 2033-11-01      | 6.8750%  | 0.0000% | $39000.00          | $45241.36          | Corporate Debt Securities                         |
| DUKE ENERGY OHIO INC           1M GLBL BD 30       | 2030-06-01      | 2.1250%  | 0.0000% | $100000.00         | $91999.43          | Corporate Debt Securities                         |
| KINDER MORGAN INC DEL          FR 7.8%080131       | 2031-08-01      | 7.8000%  | 0.0000% | $90000.00          | $105544.20         | Corporate Debt Securities                         |
| ENTERGY CORP NEW               SR GLBL NT2.4%31    | 2031-06-15      | 2.4000%  | 0.0000% | $679000.00         | $611846.90         | Corporate Debt Securities                         |
| ENERGY TRANSFER L P            SR GLBL NT7.5%38    | 2038-07-01      | 7.5000%  | 0.0000% | $424000.00         | $502173.59         | Corporate Debt Securities                         |
| ENERGY TRANSFER L P            SR NT 4.9%35        | 2035-03-15      | 4.9000%  | 0.0000% | $177000.00         | $172853.19         | Corporate Debt Securities                         |
| ELEMENT FLEET MGMT CORP        SR 144A NT 28       | 2028-12-04      | 6.3190%  | 0.0000% | $70000.00          | $75472.69          | Corporate Debt Securities                         |
| CONE 2024-DWF1                 D      20410815 FLT | 2041-08-15      | 7.1899%  | 0.0000% | $6000000.00        | $6012658.68        | Private Label Collateralized Mortgage Obligations |
| CHARTER COMMUNICATIONS OPER    SR SEC GLBL NT41    | 2041-06-01      | 3.5000%  | 0.0000% | $67000.00          | $49825.85          | Corporate Debt Securities                         |
| CONNECTICUT LT & PWR CO        1M GLBL -A BD 27    | 2027-03-15      | 3.2000%  | 0.0000% | $15000.00          | $14851.25          | Corporate Debt Securities                         |
| BELL CDA                       SR GLBL-US6 NT52    | 2052-02-15      | 3.2000%  | 0.0000% | $404000.00         | $270296.20         | Corporate Debt Securities                         |
| BLACKROCK INC                  GLBL NT 4.6%27      | 2027-07-26      | 4.6000%  | 0.0000% | $88000.00          | $89876.84          | Corporate Debt Securities                         |
| CITRUS RE LTD                  EXT GLBL 144A 32    | 2028-06-07      | 8.4224%  | 0.0000% | $500000.00         | $517200.00         | Corporate Debt Securities                         |
| CITIGROUP COML MTG TR 2019-C7  A-4    20721216 3.1 | 2072-12-16      | 3.1020%  | 0.0000% | $400000.00         | $380772.73         | Private Label Collateralized Mortgage Obligations |
| CALFRAC HLDGS LP               2LIEN GLBL 26       | 2026-03-15      | 10.8750% | 0.0000% | $58800.00          | $58919.44          | Corporate Debt Securities                         |
| COCA COLA CO                   SR GLBL NT 31       | 2031-03-15      | 1.3750%  | 0.0000% | $393000.00         | $341938.66         | Corporate Debt Securities                         |
| CATERPILLAR INC                SR GLBL NT5.2%35    | 2035-05-15      | 5.2000%  | 0.0000% | $48000.00          | $50673.60          | Corporate Debt Securities                         |
| DISNEY WALT CO                 SR GLBL NT 26       | 2026-10-01      | 7.4300%  | 0.0000% | $5000.00           | $5342.32           | Corporate Debt Securities                         |
| EFMT 2025-NQM3                 A-1    20700825 FLT | 2070-08-25      | 5.4940%  | 0.0000% | $600000.00         | $599800.58         | Private Label Collateralized Mortgage Obligations |
| DUKE ENERGY IND LLC            1M GLBL -BBBB 34    | 2034-03-01      | 5.2500%  | 0.0000% | $90000.00          | $93381.23          | Corporate Debt Securities                         |
| ABN AMRO BANK N.V.             FR 5.515%120335     | 2035-12-03      | 5.5150%  | 0.0000% | $16800000.00       | $17741031.00       | Corporate Debt Securities                         |
| AT&T INC                       SR GLBL NT 28       | 2028-01-15      | 6.9500%  | 0.0000% | $16000.00          | $17069.59          | Corporate Debt Securities                         |
| ADOBE INC                      SR GLBL NT 27       | 2027-02-01      | 2.1500%  | 0.0000% | $4000.00           | $3927.73           | Corporate Debt Securities                         |
| BANK AMERICA CORP              FR 2.496%021331     | 2031-02-13      | 2.4960%  | 0.0000% | $255000.00         | $236938.01         | Corporate Debt Securities                         |
| WELLS FARGO & CO               SUB NT  6.605%25    | 2025-10-01      | 6.6050%  | 0.0000% | $87000.00          | $89861.56          | Corporate Debt Securities                         |
| WARNERMEDIA HLDGS INC          SR GLBL NT 42       | 2042-03-15      | 5.0500%  | 0.0000% | $151000.00         | $109037.73         | Corporate Debt Securities                         |
| UWM MORTGAGE TRUST 2021-INV5   B-3    20520125 FLT | 2052-01-25      | 3.2273%  | 0.0000% | $311000.00         | $240486.42         | Private Label Collateralized Mortgage Obligations |
| LLOYDS BANKING GROUP PLC       SR GLBL NT 28       | 2028-11-26      | 5.0870%  | 0.0000% | $240000.00         | $248410.05         | Corporate Debt Securities                         |
| TORONTO DOMINION BK ONT        FR 1.25%091026      | 2026-09-10      | 1.2500%  | 0.0000% | $9000.00           | $8776.75           | Corporate Debt Securities                         |
| METROCAT RE LTD                EXTND-A 144A 27     | 2027-05-10      | 5.7500%  | 0.0000% | $4800000.00        | $5029335.33        | Corporate Debt Securities                         |
| MUELLER WTR PRODS INC          SR GLBL 144A 29     | 2029-06-15      | 4.0000%  | 0.0000% | $42000.00          | $40970.44          | Corporate Debt Securities                         |
| DISNEY WALT CO                 SR GLBL NT3.5%40    | 2040-05-13      | 3.5000%  | 0.0000% | $14110000.00       | $12022699.85       | Corporate Debt Securities                         |
| BX CML MTG TR 2021-CIP         A      20381215 FLT | 2038-12-15      | 5.1855%  | 0.0000% | $360000.00         | $317158.58         | Private Label Collateralized Mortgage Obligations |
| PETROLEOS MEXICANOS            FR 10%020733        | 2033-02-07      | 10.0000% | 0.0000% | $110000.00         | $129666.04         | Corporate Debt Securities                         |
| KNDR TRUST 2021-KIND           A      20380816 FLT | 2038-08-16      | 5.2200%  | 0.0000% | $4360000.00        | $4311683.76        | Private Label Collateralized Mortgage Obligations |
| ATMOS ENERGY CORP              SR NT 5.5%41        | 2041-06-15      | 5.5000%  | 0.0000% | $4206000.00        | $4417947.35        | Corporate Debt Securities                         |
| BHP BILLITON FIN USA LTD       SR GLBL NT 28       | 2028-02-28      | 4.7500%  | 0.0000% | $464000.00         | $473299.59         | Corporate Debt Securities                         |
| BANCO MERCANTILE DEL NORTE SA  ALT TIER I PERP     | 2500-12-31      | 8.3750%  | 0.0000% | $300000.00         | $326943.17         | Corporate Debt Securities                         |
| CHEVRON USA INC                SR GLBL NT 28       | 2028-08-13      | 4.0500%  | 0.0000% | $709000.00         | $716371.83         | Corporate Debt Securities                         |
| COMCAST CORP NEW               SR GLBL NT 56       | 2056-11-01      | 2.9370%  | 0.0000% | $1437000.00        | $875313.94         | Corporate Debt Securities                         |
| CMS ENERGY CORP                JR SB GLBL NT 55    | 2055-06-01      | 6.5000%  | 0.0000% | $6000.00           | $6351.52           | Corporate Debt Securities                         |
| COMCAST CORP NEW               SR NT 4.55%29       | 2029-01-15      | 4.5500%  | 0.0000% | $2000.00           | $2050.22           | Corporate Debt Securities                         |
| CONSTELLATION SOFTWARE INC     SR 144A NT 34       | 2034-02-16      | 5.4610%  | 0.0000% | $980000.00         | $1014059.46        | Corporate Debt Securities                         |
| CSMC TRUST 2021-RPL3           A-1    20600125 FLT | 2060-01-25      | 2.0000%  | 0.0000% | $9945000.00        | $4258749.31        | Private Label Collateralized Mortgage Obligations |
| AON CORP                       SR GLBL NT4.5%28    | 2028-12-15      | 4.5000%  | 0.0000% | $2063000.00        | $2110170.50        | Corporate Debt Securities                         |
| HUTCHISON WHAMPOA INTL         SR GLBL REGS 33     | 2033-11-24      | 7.4500%  | 0.0000% | $100000.00         | $120570.50         | Corporate Debt Securities                         |
| FEDEX CORP                     GLBL NT 2.4%31      | 2031-05-15      | 2.4000%  | 0.0000% | $182000.00         | $165612.72         | Corporate Debt Securities                         |
| ONCOR ELEC DELIVERY CO LLC     SR SEC GLBL NT45    | 2045-04-01      | 3.7500%  | 0.0000% | $1715000.00        | $1390154.70        | Corporate Debt Securities                         |
| ONEOK INC NEW                  SR GLBL NT 29       | 2029-03-15      | 4.3500%  | 0.0000% | $994000.00         | $995016.36         | Corporate Debt Securities                         |
| SOUTHWESTERN PUB SVC CO        1M GLBL 12 BD 35    | 2035-05-15      | 5.3000%  | 0.0000% | $1678000.00        | $1750387.06        | Corporate Debt Securities                         |
| OPEN TEXT CORP                 SR SEC GLBL 27      | 2027-12-01      | 6.9000%  | 0.0000% | $465000.00         | $494880.12         | Corporate Debt Securities                         |
| OBX 2023-INV1 TR 2023-INV1     A-1    20520125 FLT | 2052-01-25      | 3.0000%  | 0.0000% | $100000.00         | $75809.92          | Private Label Collateralized Mortgage Obligations |
| TARGA RES CORP                 SR GLBL NT 52       | 2052-04-15      | 4.9500%  | 0.0000% | $6000.00           | $5288.38           | Corporate Debt Securities                         |
| GALILEO RE LTD                 -B VR 144A NT 30    | 2030-01-08      | 10.9483% | 0.0000% | $12500000.00       | $12876479.26       | Corporate Debt Securities                         |
| GEORGIA PWR CO                 SR GLBL 2025B 31    | 2031-03-15      | 4.8500%  | 0.0000% | $2123000.00        | $2180174.16        | Corporate Debt Securities                         |
| NIKE INC                       SR GLBL NT 30       | 2030-03-27      | 2.8500%  | 0.0000% | $5000.00           | $4749.94           | Corporate Debt Securities                         |
| NORTH HAVEN PRIVATE INCOME FD  SR GLBL NT 30       | 2030-02-01      | 5.7500%  | 0.0000% | $55000.00          | $55715.75          | Corporate Debt Securities                         |
| HOST HOTELS & RESORTS LP       CR SEN SR GLBL30    | 2030-09-15      | 3.5000%  | 0.0000% | $34238000.00       | $32248715.13       | Corporate Debt Securities                         |
| WABTEC                         SR GLBL NT 34       | 2034-03-11      | 5.6110%  | 0.0000% | $78000.00          | $82148.93          | Corporate Debt Securities                         |
| SYSTEM ENERGY RESOURCES INC    1M GLBL BD 6%28     | 2028-04-15      | 6.0000%  | 0.0000% | $54000.00          | $57639.60          | Corporate Debt Securities                         |
| FORD MOTOR CREDIT COMPANY      SR GLBL NT 31       | 2031-06-17      | 3.6250%  | 0.0000% | $285000.00         | $261943.94         | Corporate Debt Securities                         |
| UNITEDHEALTH GROUP INC         SR GLBL NT 25       | 2025-10-15      | 5.1500%  | 0.0000% | $7000.00           | $7166.84           | Corporate Debt Securities                         |
| UNITEDHEALTH GROUP INC         SR GLBL NT 26       | 2026-01-15      | 1.2500%  | 0.0000% | $3000.00           | $2980.06           | Corporate Debt Securities                         |
| SOCIETE GENERALE               ALT TIER I PERP     | 2500-12-31      | 9.3750%  | 0.0000% | $277000.00         | $304941.91         | Corporate Debt Securities                         |
| SANTANDER HOLDINGS USA INC     SR GLBL NT 31       | 2031-11-09      | 7.6600%  | 0.0000% | $200000.00         | $230162.33         | Corporate Debt Securities                         |
| SIRIUS XM RADIO INC            SR GLBL 144A 29     | 2029-07-01      | 5.5000%  | 0.0000% | $28000.00          | $28368.12          | Corporate Debt Securities                         |
| TRUIST FINL CORP               FR 5.071%052031     | 2031-05-20      | 5.0710%  | 0.0000% | $75000.00          | $78248.40          | Corporate Debt Securities                         |
| INGERSOLL RAND INC             SR GLBL NT 27       | 2027-06-15      | 5.1970%  | 0.0000% | $106000.00         | $109355.74         | Corporate Debt Securities                         |
| ORACLE CORP                    SR GLBL NT 45       | 2045-05-15      | 4.1250%  | 0.0000% | $83000.00          | $68281.51          | Corporate Debt Securities                         |
| FORD MTR CO                    SR GLBL NT 32       | 2032-02-12      | 3.2500%  | 0.0000% | $30000.00          | $26373.40          | Corporate Debt Securities                         |
| GOLUB CAPITAL PARTNERS 2023-69 A      20361110 FLT | 2036-11-09      | 6.5760%  | 0.0000% | $490000.00         | $494421.43         | Asset-Backed Securities                           |
| LOWES COS INC                  SR GLBL NT 33       | 2033-07-01      | 5.1500%  | 0.0000% | $98000.00          | $102600.31         | Corporate Debt Securities                         |
| NEW RESI MTG TR 2018-4         B-2    20480127 FLT | 2048-01-27      | 5.4724%  | 0.0000% | $6267000.00        | $3522171.93        | Private Label Collateralized Mortgage Obligations |
| NISOURCE INC                   SR NT 5.8%42        | 2042-02-01      | 5.8000%  | 0.0000% | $200000.00         | $210937.11         | Corporate Debt Securities                         |
| JOHNSON & JOHNSON              SR GLBL NT 26       | 2026-03-01      | 2.4500%  | 0.0000% | $24000.00          | $23902.65          | Corporate Debt Securities                         |
| NEXTERA ENERGY CAP HLDGS INC   SR GLBL 71 DB 33    | 2033-02-28      | 5.0500%  | 0.0000% | $303000.00         | $310759.49         | Corporate Debt Securities                         |
| NESTLE HLDGS INC               SR 144A NT 33       | 2033-03-14      | 4.8500%  | 0.0000% | $277000.00         | $285233.98         | Corporate Debt Securities                         |
| THE CIGNA GROUP                SR GLBL NT 31       | 2031-05-15      | 5.1250%  | 0.0000% | $5000.00           | $5273.89           | Corporate Debt Securities                         |
| CWHEQ REVOLVING HEQ 2005-H     2-A    20351215 FLT | 2035-12-15      | 4.5046%  | 0.0000% | $243020000.00      | $60054.56          | Asset-Backed Securities                           |
| UNITEDHEALTH GROUP INC         SR GLBL FL NT 26    | 2026-07-15      | 4.8295%  | 0.0000% | $4000.00           | $4046.32           | Corporate Debt Securities                         |
| DISNEY WALT CO                 SR GLBL NT 28       | 2028-11-30      | 7.6250%  | 0.0000% | $28000.00          | $31439.99          | Corporate Debt Securities                         |
| DEVON ENERGY CORP NEW          GLBL NT 5.25%27     | 2027-10-15      | 5.2500%  | 0.0000% | $59000.00          | $60422.64          | Corporate Debt Securities                         |
| FMG RESOURCES AUGUST 2006 PTY  SR GLBL 144A 27     | 2027-09-15      | 4.5000%  | 0.0000% | $113000.00         | $112657.04         | Corporate Debt Securities                         |
| COOPER-STANDARD AUTOMOTIVE INC SR GLBL 144A 26     | 2026-11-15      | 5.6250%  | 0.0000% | $700000.00         | $651765.62         | Corporate Debt Securities                         |
| COMCAST CORP NEW               SR GLBL NT5.5%64    | 2064-05-15      | 5.5000%  | 0.0000% | $7207000.00        | $6972520.25        | Corporate Debt Securities                         |
| CIM TR 2022-R2                 A1     20611225 FLT | 2061-12-25      | 3.7500%  | 0.0000% | $530000.00         | $334068.91         | Private Label Collateralized Mortgage Obligations |
| TUCSON ELEC PWR CO             4.85%48             | 2048-12-01      | 4.8500%  | 0.0000% | $53000.00          | $47993.19          | Corporate Debt Securities                         |
| TOWD PT MTG TR 2018-4          A1     20580625 FLT | 2058-06-25      | 3.0000%  | 0.0000% | $2976000.00        | $864669.30         | Private Label Collateralized Mortgage Obligations |
| STAR PARENT INC                SR SEC 144A NT30    | 2030-10-01      | 9.0000%  | 0.0000% | $28000.00          | $30842.00          | Corporate Debt Securities                         |
| UPMC HEALTH SYS                -2023 BD5.377%43    | 2043-05-15      | 5.3770%  | 0.0000% | $142000.00         | $141986.33         | Corporate Debt Securities                         |
| STANFORD UNIV CALIF            SR GLBL 2020 A50    | 2050-06-01      | 2.4130%  | 0.0000% | $27000.00          | $16674.29          | Corporate Debt Securities                         |
| STANDARD BLDG SOLUTIONS INC    SR GLBL REGS 32     | 2032-08-15      | 6.5000%  | 0.0000% | $200000.00         | $206023.00         | Corporate Debt Securities                         |
| UWM MORTGAGE TRUST 2021-INV4   B-4    20511225 FLT | 2051-12-25      | 3.2138%  | 0.0000% | $324000.00         | $240775.54         | Private Label Collateralized Mortgage Obligations |
| NORINCHUKIN BANK LTD           GLBL 144A NT 32     | 2032-09-14      | 5.0710%  | 0.0000% | $200000.00         | $202908.76         | Corporate Debt Securities                         |
| MIDAMERICAN ENERGY COMPANY     1M GLBL BD 34       | 2034-01-15      | 5.3500%  | 0.0000% | $89000.00          | $94006.77          | Corporate Debt Securities                         |
| OCCIDENTAL PETE CORP           SR GLBL NT 36       | 2036-09-15      | 6.4500%  | 0.0000% | $65000.00          | $69125.39          | Corporate Debt Securities                         |
| INTEL CORP                     SR GLBL NT 30       | 2030-02-10      | 5.1250%  | 0.0000% | $16429000.00       | $17028133.69       | Corporate Debt Securities                         |
| INTEL CORP                     SR GLBL NT 27       | 2027-05-11      | 3.1500%  | 0.0000% | $724000.00         | $720917.57         | Corporate Debt Securities                         |
| SHELL INTERNATIONAL FIN BV     GLBL NT 2.875%41    | 2041-11-26      | 2.8750%  | 0.0000% | $98000.00          | $73813.87          | Corporate Debt Securities                         |
| SNAP ON INC                    SR GLBL NT 27       | 2027-03-01      | 3.2500%  | 0.0000% | $5000.00           | $4955.69           | Corporate Debt Securities                         |
| MARRIOTT INTL INC NEW          SR GLBL PP NT 30    | 2030-03-15      | 4.8000%  | 0.0000% | $612000.00         | $624166.56         | Corporate Debt Securities                         |
| MMAF EQUIP FIN 2020-A          A-3    20270409 0.9 | 2027-04-09      | 0.9700%  | 0.0000% | $1400000.00        | $345372.70         | Asset-Backed Securities                           |
| MITSUBISHI UFJ FINANCIAL GROUP SR GLBL NT 28       | 2028-09-13      | 5.3540%  | 0.0000% | $260000.00         | $266353.95         | Corporate Debt Securities                         |
| STELLANTIS FINANCE US INC      SR GLBL 144A 35     | 2035-03-18      | 6.4500%  | 0.0000% | $2085000.00        | $2144318.25        | Corporate Debt Securities                         |
| WELLS FARGO COM MTG 2021-FCMT  A      20310515 FLT | 2031-05-15      | 5.4655%  | 0.0000% | $7561000.00        | $7559858.92        | Private Label Collateralized Mortgage Obligations |
| EMPRESAS PUBLICAS DE MEDELLIN  SR GLBL REGS 31     | 2031-02-15      | 4.3750%  | 0.0000% | $225000.00         | $209866.22         | Corporate Debt Securities                         |
| OCEAN TRAILS CLO LTD 2024-25   D1     20370115 FLT | 2037-01-15      | 9.0176%  | 0.0000% | $1000000.00        | $1026250.10        | Asset-Backed Securities                           |
| INTEL CORP                     SR GLBL NT 26       | 2026-02-10      | 4.8750%  | 0.0000% | $24000.00          | $24209.54          | Corporate Debt Securities                         |
| JOHNSON & JOHNSON              SR GLBL NT 47       | 2047-03-03      | 3.7500%  | 0.0000% | $46000.00          | $37961.61          | Corporate Debt Securities                         |
| PROSUS N V                     FR 3.061%071331     | 2031-07-13      | 3.0610%  | 0.0000% | $400000.00         | $366334.86         | Corporate Debt Securities                         |
| MARS INC                       SR GLBL REGS 55     | 2055-05-01      | 5.7000%  | 0.0000% | $70000.00          | $73390.80          | Corporate Debt Securities                         |
| UNITEDHEALTH GROUP INC         SR GLBL NT4.7%29    | 2029-04-15      | 4.7000%  | 0.0000% | $80000.00          | $83164.13          | Corporate Debt Securities                         |
| WELLS FARGO & CO               PERP JR SB GLBL     | 2500-12-31      | 7.6250%  | 0.0000% | $23000.00          | $24679.39          | Corporate Debt Securities                         |
| PRESIDENT&FELLOW HARVARD COLL  GLBL 2025B BD 30    | 2030-03-15      | 4.8870%  | 0.0000% | $285000.00         | $294552.13         | Corporate Debt Securities                         |
| TRANSOCEAN POSEIDON LTD        SR SEC GLBL 27      | 2027-02-01      | 6.8750%  | 0.0000% | $2763000.00        | $1258826.42        | Corporate Debt Securities                         |
| SOUTHERN CALIF EDISON CO       1M GLBL 2010B 40    | 2040-09-01      | 4.5000%  | 0.0000% | $1818000.00        | $1617465.51        | Corporate Debt Securities                         |
| AMERICAN HOMES 4 RENT L P      SR GLBL NT4.3%52    | 2052-04-15      | 4.3000%  | 0.0000% | $61000.00          | $50283.42          | Corporate Debt Securities                         |
| AMERICA MOVIL SAB DE CV        SR NT6.375%35       | 2035-03-01      | 6.3750%  | 0.0000% | $5665000.00        | $6271582.24        | Corporate Debt Securities                         |
| BREAD FINANCIAL HOLDINGS INC   SUB GLBL 144A 35    | 2035-06-15      | 8.3750%  | 0.0000% | $500000.00         | $527653.54         | Corporate Debt Securities                         |
| ANHEUSER BUSCH COS INC         SR GLBL DB6.5%43    | 2043-02-01      | 6.5000%  | 0.0000% | $54000.00          | $60086.49          | Corporate Debt Securities                         |
| ANHEUSER-BUSCH INBEV WLDW INC  FR 8.2%011539       | 2039-01-15      | 8.2000%  | 0.0000% | $721000.00         | $945060.36         | Corporate Debt Securities                         |
| ASSURANT INC                   CR SEN SR GLBL30    | 2030-02-22      | 3.7000%  | 0.0000% | $10365000.00       | $10080331.04       | Corporate Debt Securities                         |
| ARCHES BUYER INC               SR SEC GLBL 28      | 2028-06-01      | 4.2500%  | 0.0000% | $28000.00          | $27839.80          | Corporate Debt Securities                         |
| ARES COMMER MTG TR 2024-IND    D      20410715 FLT | 2041-07-15      | 7.0401%  | 0.0000% | $10000000.00       | $10063713.66       | Private Label Collateralized Mortgage Obligations |
| GALLAGHER ARTHUR J & CO        SR GLBL NT 54       | 2054-02-15      | 6.7500%  | 0.0000% | $171000.00         | $194867.75         | Corporate Debt Securities                         |
| ATMOS ENERGY CORP              SR GLBL NT4.3%48    | 2048-10-01      | 4.3000%  | 0.0000% | $2000.00           | $1752.48           | Corporate Debt Securities                         |
| JOHN DEERE CAPITAL CORPORATION FR 3.05%010628      | 2028-01-06      | 3.0500%  | 0.0000% | $545000.00         | $538638.03         | Corporate Debt Securities                         |
| TARGET CORP                    SR DEB 6.65%28      | 2028-08-01      | 6.6500%  | 0.0000% | $35000.00          | $37762.50          | Corporate Debt Securities                         |
| EVERGLADES RE II LTD           -C-20251 144A 28    | 2028-05-19      | 11.2500% | 0.0000% | $5250000.00        | $5537700.00        | Corporate Debt Securities                         |

### Security 648: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 4.480000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1A2HO6, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP1A2HO6
- **C.18 - Value (incl. sponsor support):** $500391880.00
- **C.18.a - Value (excl. sponsor support):** $500391880.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-12-29
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category   |
|:---|:---|:---|:---|:---|:---|:---|
| TCW ETF TRUST                  AAA CLO ETF      | 2500-12-31      | N/A      | 0.0000% | $1917.00           | $96731.82          | Equities   |
| AMERICAN CENTY ETF TR          AVANTIS RESPONSI | 2500-12-31      | N/A      | 0.0000% | $4403.00           | $278592.78         | Equities   |
| SSGA ACTIVE TR                 SPDR GALAXY TRAN | 2500-12-31      | N/A      | 0.0000% | $565.00            | $22673.79          | Equities   |
| SPDR SERIES TRUST              S&P REGL BKG     | 2500-12-31      | N/A      | 0.0000% | $396074.00         | $25178424.18       | Equities   |
| RBB FD INC                     US TREAS 5 YR NT | 2500-12-31      | N/A      | 0.0000% | $2752.00           | $135764.69         | Equities   |
| YHN ACQUISITION I LTD          SHS              | 2500-12-31      | N/A      | 0.0000% | $9997.00           | $104468.65         | Equities   |
| VANGUARD INDEX FDS             S&P 500 ETF SHS  | 2500-12-31      | N/A      | 0.0000% | $41267.00          | $25178234.71       | Equities   |
| WISDOMTREE TR                  VOYA YLD ENHNCD  | 2500-12-31      | N/A      | 0.0000% | $10554.00          | $519626.19         | Equities   |
| LIVE OAK ACQUISITION CORP V    CL A SHS         | 2500-12-31      | N/A      | 0.0000% | $28609.00          | $291525.71         | Equities   |
| ISHARES TR                     IBONDS OCT 2034  | 2500-12-31      | N/A      | 0.0000% | $899.00            | $23562.79          | Equities   |
| FERROVIAL SE                   ORD SHS          | 2500-12-31      | N/A      | 0.0000% | $278082.00         | $15925756.14       | Equities   |
| SIMPLIFY EXCHANGE TRADED FUNDS SIMPLIFY INTERST | 2500-12-31      | N/A      | 0.0000% | $36220.00          | $1729142.80        | Equities   |
| INVESCO EXCH TRD SLF IDX FD TR BULSHS 2025 CB   | 2500-12-31      | N/A      | 0.0000% | $19387.00          | $401020.09         | Equities   |
| ISHARES TR                     0-5YR HI YL CP   | 2500-12-31      | N/A      | 0.0000% | $50405.00          | $2184552.70        | Equities   |
| ISHARES TR                     PARIS ALIGNED CL | 2500-12-31      | N/A      | 0.0000% | $6892.00           | $431265.52         | Equities   |
| GLOBAL X FDS                   SHORT-TERM TREAS | 2500-12-31      | N/A      | 0.0000% | $133.00            | $6696.55           | Equities   |
| LISTED FDS TR                  TEUCRIUM AGRI ST | 2500-12-31      | N/A      | 0.0000% | $701.00            | $12540.89          | Equities   |
| NUSHARES ETF TR                NUVEEN ENHNC YLD | 2500-12-31      | N/A      | 0.0000% | $4987.00           | $106272.97         | Equities   |
| IMMUNOCORE HLDGS PLC           ADS              | 2500-12-31      | N/A      | 0.0000% | $11770.00          | $404181.80         | Equities   |
| NUSHARES ETF TR                NUVEEN HIGH YIEL | 2500-12-31      | N/A      | 0.0000% | $3013.00           | $74270.45          | Equities   |
| INVESCO EXCH TRADED FD TR II   GLOBAL WATER     | 2500-12-31      | N/A      | 0.0000% | $7954.00           | $351842.80         | Equities   |
| LATTICE STRATEGIES TR          HARTFRD EMRG ETF | 2500-12-31      | N/A      | 0.0000% | $3011.00           | $83641.97          | Equities   |
| FLEXSHARES TR                  ESG & CLM INVEST | 2500-12-31      | N/A      | 0.0000% | $2684.00           | $112140.47         | Equities   |
| FRANKLIN TEMPLETON ETF TR      FTSE BRAZIL      | 2500-12-31      | N/A      | 0.0000% | $67695.00          | $1292108.00        | Equities   |
| VANGUARD BD INDEX FDS          SHORT TRM BOND   | 2500-12-31      | N/A      | 0.0000% | $19000.00          | $1498910.00        | Equities   |
| VEON LTD                       SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $176802.00         | $9554380.08        | Equities   |
| WISDOMTREE TR                  INTL SMCAP DIV   | 2500-12-31      | N/A      | 0.0000% | $2454.00           | $194111.40         | Equities   |
| WISDOMTREE TR                  CORE LADDERED MU | 2500-12-31      | N/A      | 0.0000% | $928.00            | $23793.92          | Equities   |
| WISDOMTREE TR                  TRUE EMERGING MK | 2500-12-31      | N/A      | 0.0000% | $9718.00           | $336987.20         | Equities   |
| PROSHARES TR                   ULTRA MSCI BRAZI | 2500-12-31      | N/A      | 0.0000% | $357.00            | $8680.35           | Equities   |
| VANECK ETF TRUST               BRAZIL SMALL CAP | 2500-12-31      | N/A      | 0.0000% | $5554.00           | $90935.64          | Equities   |
| ISHARES TR                     GL TIMB FORE ETF | 2500-12-31      | N/A      | 0.0000% | $156.00            | $11422.88          | Equities   |
| ISHARES INC                    EM MKTS DIV ETF  | 2500-12-31      | N/A      | 0.0000% | $160668.00         | $4754166.12        | Equities   |
| SCHWAB STRATEGIC TR            FUNDAMENTAL INTL | 2500-12-31      | N/A      | 0.0000% | $48793.00          | $2170556.60        | Equities   |
| ARCHIMEDES TECH SPAC PARTNERS  ORD SHS          | 2500-12-31      | N/A      | 0.0000% | $50985.00          | $520556.85         | Equities   |
| DIREXION SHS ETF TR            DLY SCOND 3XBU   | 2500-12-31      | N/A      | 0.0000% | $473016.00         | $16092004.32       | Equities   |
| AURA MINERALS INC              SHS NEW          | 2500-12-31      | N/A      | 0.0000% | $173460.00         | $6454446.60        | Equities   |
| AMPLIFY ETF TR                 AMPLIFY TRAVEL T | 2500-12-31      | N/A      | 0.0000% | $3152.00           | $70730.88          | Equities   |
| AMPLIFY ETF TR                 WEIGHT LOSS DRUG | 2500-12-31      | N/A      | 0.0000% | $2352.00           | $53916.54          | Equities   |
| KRANESHARES TRUST              CSI CHI INTERNET | 2500-12-31      | N/A      | 0.0000% | $17072.00          | $716170.40         | Equities   |
| KRANESHARES TRUST              EUROPEAN CARBON  | 2500-12-31      | N/A      | 0.0000% | $1163.00           | $29854.21          | Equities   |
| ISHARES TR                     MSCI INTL VLU FT | 2500-12-31      | N/A      | 0.0000% | $8040.00           | $284455.20         | Equities   |
| ISHARES TR                     COPPER & METALS  | 2500-12-31      | N/A      | 0.0000% | $12789.00          | $477697.29         | Equities   |
| NEUBERGER BERMAN ETF TRUST     ENERGY TRANSITN  | 2500-12-31      | N/A      | 0.0000% | $1060.00           | $34973.64          | Equities   |
| ISHARES TR                     MSCI ACWI EXUS   | 2500-12-31      | N/A      | 0.0000% | $22338.00          | $841794.13         | Equities   |
| SCHWAB STRATEGIC TR            FUNDAMENTAL US S | 2500-12-31      | N/A      | 0.0000% | $29167.00          | $908260.38         | Equities   |
| FRANKLIN TEMPLETON ETF TR      FRANKLIN DYN MUN | 2500-12-31      | N/A      | 0.0000% | $114156.00         | $2820794.76        | Equities   |
| FLEXSHARES TR                  DEV MRK EX LOW   | 2049-12-31      | N/A      | 0.0000% | $3122.00           | $96485.41          | Equities   |
| AGRICULTURE & NAT SOL ACQ CORP SHS CL A         | 2500-12-31      | N/A      | 0.0000% | $43270.00          | $474671.90         | Equities   |
| NVIDIA CORPORATION             COM              | 2500-12-31      | N/A      | 0.0000% | $427.00            | $77649.95          | Equities   |
| ZHIHU INC                      SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $34575.00          | $179098.50         | Equities   |
| SIMPLIFY EXCHANGE TRADED FUNDS TARA INDIA OPPO  | 2500-12-31      | N/A      | 0.0000% | $1042.00           | $28200.69          | Equities   |
| SIMPLIFY EXCHANGE TRADED FUNDS CHINA A SHS PLUS | 2500-12-31      | N/A      | 0.0000% | $259.00            | $9050.50           | Equities   |
| PROSHARES TR                   SHT 7-10 YR TR   | 2500-12-31      | N/A      | 0.0000% | $2366.00           | $66035.53          | Equities   |
| JANUS DETROIT STR TR           HENDERSON CORPOR | 2500-12-31      | N/A      | 0.0000% | $148.00            | $6252.26           | Equities   |
| SIMPLIFY EXCHANGE TRADED FUNDS BOND BULL ETF    | 2500-12-31      | N/A      | 0.0000% | $78361.00          | $3410270.72        | Equities   |
| INNOVATOR ETFS TRUST           INNOVATOR INTER  | 2500-12-31      | N/A      | 0.0000% | $1202.00           | $38181.53          | Equities   |
| ISHARES TR                     GOV/CRED BD ETF  | 2500-12-31      | N/A      | 0.0000% | $1724.00           | $181718.22         | Equities   |
| KRANESHARES TRUST              BOSERA MSCI CHIN | 2500-12-31      | N/A      | 0.0000% | $1577.00           | $47357.31          | Equities   |
| GOLDMAN SACHS ETF TR           MUNI INCOME ETF  | 2500-12-31      | N/A      | 0.0000% | $10852.00          | $551173.08         | Equities   |
| GOLDMAN SACHS ETF TR           DYNAMIC NY MUNI  | 2500-12-31      | N/A      | 0.0000% | $4116.00           | $204778.41         | Equities   |
| VASTA PLATFORM LTD             CL A             | 2500-12-31      | N/A      | 0.0000% | $19862.00          | $98912.76          | Equities   |
| VANECK ETF TRUST               AA BB CLO ETF    | 2500-12-31      | N/A      | 0.0000% | $18980.00          | $966353.41         | Equities   |
| DIREXION SHS ETF TR            DAILY MSCI EMERG | 2500-12-31      | N/A      | 0.0000% | $1932.00           | $57648.75          | Equities   |
| EXCHANGE TRADED CONCEPTS TRUST ROBO GBL HLTCR   | 2500-12-31      | N/A      | 0.0000% | $6226.00           | $188759.25         | Equities   |
| ENGENE HOLDINGS INC            COM              | 2500-12-31      | N/A      | 0.0000% | $72322.00          | $466476.90         | Equities   |
| DBX ETF TR                     XTRACK MSCI EURO | 2500-12-31      | N/A      | 0.0000% | $4911.00           | $259805.16         | Equities   |
| DIREXION SHS ETF TR            7 10YR TRES BULL | 2500-12-31      | N/A      | 0.0000% | $3659.00           | $94091.18          | Equities   |
| DIMENSIONAL ETF TRUST          EMERGING MARKETS | 2500-12-31      | N/A      | 0.0000% | $6277.00           | $256603.76         | Equities   |
| DIMENSIONAL ETF TRUST          INTERNATNAL VAL  | 2500-12-31      | N/A      | 0.0000% | $372928.00         | $17191980.80       | Equities   |
| MADISON ETFS TRUST             SHORT TERM STRAT | 2500-12-31      | N/A      | 0.0000% | $1415.00           | $29212.67          | Equities   |
| SPDR S&P 500 ETF TR            TR UNIT          | 2500-12-31      | N/A      | 0.0000% | $37936.00          | $25177364.48       | Equities   |
| RBB FUND TRUST                 TWEEDY BROWNE    | 2500-12-31      | N/A      | 0.0000% | $94198.00          | $1159577.38        | Equities   |
| BLACKROCK ETF TRUST            ISHARES FINTECH  | 2500-12-31      | N/A      | 0.0000% | $3992.00           | $129906.07         | Equities   |
| ACUMEN PHARMACEUTICALS INC     COM              | 2500-12-31      | N/A      | 0.0000% | $411528.00         | $650214.24         | Equities   |
| ABIVAX SA                      SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $784.00            | $65330.72          | Equities   |
| ALPS ETF TR                    EM SECT DIV DG   | 2500-12-31      | N/A      | 0.0000% | $2518.00           | $58202.06          | Equities   |
| AB ACTIVE ETFS INC             TAX AWARE LONG M | 2500-12-31      | N/A      | 0.0000% | $3599.00           | $89903.02          | Equities   |
| DIMENSIONAL ETF TRUST          DIMENSIONAL INTL | 2500-12-31      | N/A      | 0.0000% | $3524.00           | $215902.79         | Equities   |
| CAPITAL GROUP GLOBAL EQUITY ET SHS              | 2500-12-31      | N/A      | 0.0000% | $165233.00         | $5052825.14        | Equities   |
| CLEAR CHANNEL OUTDOOR HLDGS IN COM              | 2500-12-31      | N/A      | 0.0000% | $1700912.00        | $2670431.84        | Equities   |
| COMPANIA DE MINAS BUENAVENTURA SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $159809.00         | $3888152.97        | Equities   |
| BONDBLOXX ETF TRUST            USD HI YLD HEALT | 2500-12-31      | N/A      | 0.0000% | $3335.00           | $119459.70         | Equities   |
| AB ACTIVE ETFS INC             CORPORATE BD ETF | 2500-12-31      | N/A      | 0.0000% | $326.00            | $11807.72          | Equities   |
| ABSOLUTE SHS TR                WBI BBR VAL 3000 | 2500-12-31      | N/A      | 0.0000% | $1649.00           | $51194.36          | Equities   |
| EA SERIES TRUST                CAMBRIA ENDOWM   | 2500-12-31      | N/A      | 0.0000% | $3996.00           | $120375.50         | Equities   |
| ALLSPRING EXCHANGE TRADED FUND BROAD MARKET COR | 2500-12-31      | N/A      | 0.0000% | $10241.00          | $258534.04         | Equities   |
| AIM ETF PRODUCTS TRUST         US LRGCP B20 JUL | 2500-12-31      | N/A      | 0.0000% | $12828.00          | $492082.08         | Equities   |
| INVESCO EXCHANGE TRADED FD TR  RAFI US 1000 ETF | 2500-12-31      | N/A      | 0.0000% | $5059.00           | $228515.03         | Equities   |
| GRAFTECH INTL LTD              COM NEW          | 2500-12-31      | N/A      | 0.0000% | $37385.00          | $490491.20         | Equities   |
| GLOBAL X FDS                   SOCIAL MED ETF   | 2500-12-31      | N/A      | 0.0000% | $3754.00           | $230232.82         | Equities   |
| FLEXSHARES TR                  REAL ASST IDX    | 2500-12-31      | N/A      | 0.0000% | $576.00            | $19249.57          | Equities   |
| FLEXSHARES TR                  STOXX GLOBR INF  | 2500-12-31      | N/A      | 0.0000% | $10535.00          | $660333.80         | Equities   |
| FIRST TR EXCHANGE-TRADED FD II INDXX NEXTG ETF  | 2500-12-31      | N/A      | 0.0000% | $371.00            | $38229.25          | Equities   |
| FIRST TR EXCH TRD ALPHDX FD II INDIA NFTY50 EQW | 2500-12-31      | N/A      | 0.0000% | $4568.00           | $260878.48         | Equities   |
| FIRST TR EXCHNG TRADED FD VIII ACTIVE GLOBAL    | 2500-12-31      | N/A      | 0.0000% | $3046.00           | $48492.32          | Equities   |
| FIRST TR EXCH TRD ALPHDX FD II EM SML CP ALPH   | 2500-12-31      | N/A      | 0.0000% | $7986.00           | $350984.70         | Equities   |
| SSGA ACTIVE TR                 SPDR SSGA MY2032 | 2500-12-31      | N/A      | 0.0000% | $1468.00           | $36846.80          | Equities   |
| STRUCTURE THERAPEUTICS INC     SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $632.00            | $15989.60          | Equities   |
| KRANESHARES TRUST              QUADRATIC DEFLAI | 2500-12-31      | N/A      | 0.0000% | $68.00             | $6839.33           | Equities   |
| RBB FD INC                     US TRSRY 6 MNTH  | 2500-12-31      | N/A      | 0.0000% | $23941.00          | $1201479.08        | Equities   |
| PROSHARES TR                   UL MSCI JP ETF   | 2500-12-31      | N/A      | 0.0000% | $1973.00           | $97039.05          | Equities   |
| LISTED FDS TR                  WAHED DOW JONES  | 2500-12-31      | N/A      | 0.0000% | $10510.00          | $286450.05         | Equities   |
| PALMER SQUARE FUNDS TRUST      CLO SR DEBT ETF  | 2500-12-31      | N/A      | 0.0000% | $8415.00           | $170950.73         | Equities   |
| USCF ETF TR                    SUSTAINABLE BAT  | 2500-12-31      | N/A      | 0.0000% | $278.00            | $4578.66           | Equities   |
| MATTHEWS INTL FDS              EMERGING MARKETS | 2500-12-31      | N/A      | 0.0000% | $3044.00           | $88588.62          | Equities   |
| RBB FD INC                     F M 10 YEAR INVE | 2500-12-31      | N/A      | 0.0000% | $1049.00           | $54052.45          | Equities   |
| VIRTUS ETF TR II               VIRTUS NEWFLEET  | 2500-12-31      | N/A      | 0.0000% | $1302.00           | $28624.47          | Equities   |
| VERONA PHARMA PLC              SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $236170.00         | $25178083.70       | Equities   |
| VANGUARD MUN BD FDS            TAX EXEMPT BD    | 2500-12-31      | N/A      | 0.0000% | $22200.00          | $1111110.00        | Equities   |
| USCF ETF TR                    ENERGY COMMODITY | 2500-12-31      | N/A      | 0.0000% | $310.00            | $9015.89           | Equities   |
| ISHARES TR                     ESG ADV TTL USD  | 2500-12-31      | N/A      | 0.0000% | $1687.00           | $74118.35          | Equities   |
| NEW YORK LIFE INVTS ACTIVE ETF NYLI MACKAY SECU | 2500-12-31      | N/A      | 0.0000% | $2876.00           | $75437.48          | Equities   |
| MACQUARIE ETF TRUST            ENERGY TRANSITIO | 2500-12-31      | N/A      | 0.0000% | $324.00            | $10680.69          | Equities   |
| KRANESHARES TRUST              ASIA PACIFIC ETF | 2500-12-31      | N/A      | 0.0000% | $3036.00           | $74222.61          | Equities   |
| VANECK ETF TRUST               DIGITAL INDIA ET | 2500-12-31      | N/A      | 0.0000% | $4043.00           | $161760.43         | Equities   |
| VANECK ETF TRUST               SEMICONDUCTR ETF | 2500-12-31      | N/A      | 0.0000% | $20579.00          | $6640020.14        | Equities   |
| VANGUARD INDEX FDS             VALUE ETF        | 2500-12-31      | N/A      | 0.0000% | $4202.00           | $780563.52         | Equities   |
| VANECK ETF TRUST               CHINA BOND ETF   | 2500-12-31      | N/A      | 0.0000% | $1069.00           | $23865.42          | Equities   |
| TIDAL COMMODITIES TRUST I      HASHDEX BITCOIN  | 2500-12-31      | N/A      | 0.0000% | $1028.00           | $132968.41         | Equities   |
| VIOMI TECHNOLOGY CO LTD        SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $77002.00          | $257956.70         | Equities   |
| PUTNAM ETF TRUST               PANAGORA ESG     | 2500-12-31      | N/A      | 0.0000% | $2308.00           | $63331.52          | Equities   |
| TIDAL TRUST I                  UPAR ULTRA RISK  | 2500-12-31      | N/A      | 0.0000% | $5022.00           | $75571.56          | Equities   |
| TIDAL TRUST II                 YIELDMAX R2000   | 2500-12-31      | N/A      | 0.0000% | $2816.00           | $124500.71         | Equities   |
| GOLDMAN SACHS ETF TR           FUTURE TECH LEAD | 2500-12-31      | N/A      | 0.0000% | $6894.00           | $269141.76         | Equities   |
| SCHWAB STRATEGIC TR            INT-TRM U.S TRES | 2500-12-31      | N/A      | 0.0000% | $591400.00         | $14850054.00       | Equities   |
| LISTED FDS TR                  HORIZON KINETICS | 2500-12-31      | N/A      | 0.0000% | $4015.00           | $113646.98         | Equities   |
| SIBANYE STILLWATER LTD         SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $276928.00         | $3112670.72        | Equities   |
| SPDR SERIES TRUST              BLOOMBERG EMG MK | 2500-12-31      | N/A      | 0.0000% | $19654.00          | $496066.96         | Equities   |
| SSGA ACTIVE TR                 SPDR SSGA MY2030 | 2500-12-31      | N/A      | 0.0000% | $3395.00           | $85044.75          | Equities   |
| DIMENSIONAL ETF TRUST          EMERGING MRKTETS | 2500-12-31      | N/A      | 0.0000% | $1711.00           | $96466.18          | Equities   |
| DBX ETF TR                     XTRACKERS FTSE   | 2500-12-31      | N/A      | 0.0000% | $1050.00           | $36050.70          | Equities   |
| CENTESSA PHARMACEUTICALS PLC   SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $1031900.00        | $25178360.00       | Equities   |
| CAPITAL GROUP INTERNATIONAL EQ SHS              | 2500-12-31      | N/A      | 0.0000% | $29253.00          | $981730.68         | Equities   |
| BITWISE FUNDS TRUST            TRENDWISE BTC    | 2500-12-31      | N/A      | 0.0000% | $2998.00           | $106819.04         | Equities   |
| BARCLAYS BANK PLC              IPATH SER B ETN  | 2049-12-31      | N/A      | 0.0000% | $1021.00           | $31120.08          | Equities   |
| ETF SER SOLUTIONS              U S GLOBAL SEA T | 2500-12-31      | N/A      | 0.0000% | $10221.00          | $145700.36         | Equities   |
| FIRST TR EXCHANGE-TRADED FD II ALERIAN DISRUPT  | 2500-12-31      | N/A      | 0.0000% | $1369.00           | $54013.89          | Equities   |
| FIDELITY MERRIMACK STR TR      TACTICAL BOND    | 2500-12-31      | N/A      | 0.0000% | $2013.00           | $100573.30         | Equities   |
| GUINNESS ATKINSON FDS          SMARTETF TRASP   | 2500-12-31      | N/A      | 0.0000% | $391.00            | $19882.82          | Equities   |
| BONDBLOXX ETF TRUST            IR M TAX AWARE   | 2500-12-31      | N/A      | 0.0000% | $1530.00           | $77066.10          | Equities   |
| BONDBLOXX ETF TRUST            USD HI YLD FINAN | 2500-12-31      | N/A      | 0.0000% | $3553.00           | $135776.12         | Equities   |
| BITWISE FUNDS TRUST            BITCOIN STANDARD | 2500-12-31      | N/A      | 0.0000% | $9262.00           | $310740.10         | Equities   |
| BONDBLOXX ETF TRUST            USD HI YLD ENERG | 2500-12-31      | N/A      | 0.0000% | $1001.00           | $39069.93          | Equities   |
| AMPLIFY ETF TR                 VIDEO GAME LEADE | 2500-12-31      | N/A      | 0.0000% | $1202.00           | $116538.59         | Equities   |
| ARM HOLDINGS PLC               SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $25441.00          | $3556651.80        | Equities   |
| BONDBLOXX ETF TRUST            USD HI YLD INDUS | 2500-12-31      | N/A      | 0.0000% | $4612.00           | $177661.16         | Equities   |
| AMERICAN CENTY ETF TR          AVANTIS EMERGING | 2500-12-31      | N/A      | 0.0000% | $825.00            | $49249.61          | Equities   |
| AMERICAN CENTY ETF TR          CALIF MUN BD ETF | 2500-12-31      | N/A      | 0.0000% | $7621.00           | $380516.53         | Equities   |
| COMPASS PATHWAYS PLC           SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $4948.00           | $29044.76          | Equities   |
| DBX ETF TR                     XTRACK HRVST CSI | 2500-12-31      | N/A      | 0.0000% | $766702.00         | $25178493.68       | Equities   |
| DBX ETF TR                     XTRACKERS RISK M | 2500-12-31      | N/A      | 0.0000% | $2553.00           | $60531.63          | Equities   |
| DBX ETF TR                     XTKR EMGRIN MKTS | 2500-12-31      | N/A      | 0.0000% | $2225.00           | $80356.32          | Equities   |
| FRANKLIN TEMPLETON ETF TR      SUSTAINABLE INTL | 2500-12-31      | N/A      | 0.0000% | $1703.00           | $24235.90          | Equities   |
| FIDELITY COVINGTON TRUST       ENHANCED U S ALL | 2500-12-31      | N/A      | 0.0000% | $1318.00           | $37153.89          | Equities   |
| PGIM ETF TR                    MUNICIPAL INCOME | 2500-12-31      | N/A      | 0.0000% | $1332.00           | $67818.78          | Equities   |
| TIDAL TRUST I                  SOFI SELECT 500  | 2500-12-31      | N/A      | 0.0000% | $11824.00          | $1518438.08        | Equities   |
| TAIWAN SEMICONDUCTOR MFG LTD   SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $92150.00          | $25178144.50       | Equities   |
| PROSHARES TR                   SUPPLY CHAIN LOG | 2500-12-31      | N/A      | 0.0000% | $239.00            | $8964.89           | Equities   |
| MARTIN MIDSTREAM PRTNRS L P    UNIT L P INT     | 2500-12-31      | N/A      | 0.0000% | $29497.00          | $94095.43          | Equities   |
| PRECIDIAN ETFS TR              SHELL PLC ADRHED | 2500-12-31      | N/A      | 0.0000% | $2110.00           | $110787.87         | Equities   |
| ISHARES TR                     SELF DRIVNG EV   | 2500-12-31      | N/A      | 0.0000% | $30903.00          | $1131049.80        | Equities   |
| INVESCO EXCH TRADED FD TR II   INTL CORP BD     | 2500-12-31      | N/A      | 0.0000% | $68094.00          | $1620637.20        | Equities   |
| GUINNESS ATKINSON FDS          SMARTETFS DIVID  | 2500-12-31      | N/A      | 0.0000% | $2510.00           | $77107.20          | Equities   |
| ISHARES INC                    MSCI STH KOR ETF | 2500-12-31      | N/A      | 0.0000% | $24471.00          | $1963553.04        | Equities   |
| INVESCO ACTIVELY MANAGED EXCHA S&P500 DOWNSID   | 2500-12-31      | N/A      | 0.0000% | $903.00            | $33745.11          | Equities   |
| GOLDMAN SACHS ETF TR           ACES INVSTMNT GR | 2500-12-31      | N/A      | 0.0000% | $2179.00           | $104246.85         | Equities   |
| GLOBAL X FDS                   AUTONMOUS EV ETF | 2500-12-31      | N/A      | 0.0000% | $59184.00          | $1658927.52        | Equities   |
| GOLDMAN SACHS ETF TRUST II     MARKETBETA TOTAL | 2500-12-31      | N/A      | 0.0000% | $97.00             | $5162.16           | Equities   |
| GOLDMAN SACHS ETF TR           FUTURE HEALTH    | 2500-12-31      | N/A      | 0.0000% | $1282.00           | $40353.00          | Equities   |
| GLOBAL X FDS                   LONG-TERM TREAS  | 2500-12-31      | N/A      | 0.0000% | $547.00            | $25353.89          | Equities   |
| GLOBAL X FDS                   MSCI SUPR EM ETF | 2500-12-31      | N/A      | 0.0000% | $1032.00           | $29005.80          | Equities   |
| FIRST TR EXCH TRD ALPHDX FD II UNIT KING ALPH   | 2500-12-31      | N/A      | 0.0000% | $4230.00           | $202172.85         | Equities   |
| FRANKLIN TEMPLETON ETF TR      US CORE BOND ETF | 2500-12-31      | N/A      | 0.0000% | $105326.00         | $2289787.24        | Equities   |
| FIRST TR EXCHANGE-TRADED FD IV EIP POWER SOLUTI | 2049-12-31      | N/A      | 0.0000% | $95.00             | $3158.03           | Equities   |
| FIRST TR EXCHANGE TRADED FD II INDXX NAT RE ETF | 2500-12-31      | N/A      | 0.0000% | $33728.00          | $508112.32         | Equities   |
| FIRST TR EXCH TRADED FD III    RIVR FRNT DYN    | 2500-12-31      | N/A      | 0.0000% | $2215.00           | $167387.99         | Equities   |
| FIRST TR EXCHANGE TRADED FD VI RISNG DIVD ACHIV | 2500-12-31      | N/A      | 0.0000% | $51343.00          | $3454870.47        | Equities   |
| KRANESHARES TRUST              SUSTAINABLE ULTR | 2500-12-31      | N/A      | 0.0000% | $9336.00           | $234426.96         | Equities   |
| ISHARES TR                     MSCI QATAR ETF   | 2500-12-31      | N/A      | 0.0000% | $16967.00          | $329583.98         | Equities   |
| GRUPO CIBEST SA                SPON ADS         | 2500-12-31      | N/A      | 0.0000% | $211459.00         | $10902826.04       | Equities   |
| ISHARES TR                     JPMORGAN USD EMG | 2500-12-31      | N/A      | 0.0000% | $263952.00         | $25178381.28       | Equities   |
| ISHARES TR                     CORE 40/60 MODER | 2500-12-31      | N/A      | 0.0000% | $7151.00           | $339600.99         | Equities   |
| ISHARES TR                     MSCI KOKUSAI ETF | 2500-12-31      | N/A      | 0.0000% | $1245.00           | $167190.43         | Equities   |
| ISHARES BITCOIN TRUST ETF      SHS BEN INT      | 2500-12-31      | N/A      | 0.0000% | $387536.00         | $25178213.92       | Equities   |
| ISHARES ETHEREUM TR            SHS              | 2500-12-31      | N/A      | 0.0000% | $793760.00         | $25178067.20       | Equities   |
| GLOBAL X FDS                   CLEANTECH ETF NW | 2500-12-31      | N/A      | 0.0000% | $948.00            | $47285.10          | Equities   |
| GLOBAL X FDS                   AGTECH AND FOOD  | 2500-12-31      | N/A      | 0.0000% | $73.00             | $2308.65           | Equities   |
| INVESCO EXCH TRD SLF IDX FD TR BULLETSHS 31 MUN | 2500-12-31      | N/A      | 0.0000% | $16783.00          | $352275.17         | Equities   |
| TIDAL TRUST I                  SONICSHARES GBL  | 2500-12-31      | N/A      | 0.0000% | $5274.00           | $165123.67         | Equities   |
| TEXAS CAPITAL FUNDS TRUST      TEXAS OIL INDEX  | 2500-12-31      | N/A      | 0.0000% | $3471.00           | $81325.53          | Equities   |
| MANAGER DIRECTED PORTFOLIOS    SANJAC ALPHA LOW | 2500-12-31      | N/A      | 0.0000% | $550.00            | $13933.75          | Equities   |
| SSGA ACTIVE TR                 SPDR SSGA MY2034 | 2500-12-31      | N/A      | 0.0000% | $1916.00           | $47813.78          | Equities   |
| SPDR INDEX SHS FDS             PORTFLO EURP ETF | 2500-12-31      | N/A      | 0.0000% | $147876.00         | $7308031.92        | Equities   |
| WISDOMTREE TR                  HIGH INCOME LADD | 2500-12-31      | N/A      | 0.0000% | $1030.00           | $26172.30          | Equities   |
| WISDOMTREE TR                  CYBERSECURITY FD | 2500-12-31      | N/A      | 0.0000% | $13055.00          | $414692.08         | Equities   |
| WISDOMTREE TR                  INDIA HEDGED EQU | 2500-12-31      | N/A      | 0.0000% | $1187.00           | $50379.01          | Equities   |
| VANECK ETF TRUST               LOW CARBN ENERGY | 2500-12-31      | N/A      | 0.0000% | $1902.00           | $240650.55         | Equities   |
| VANECK ETF TRUST               CHINEXT ETF      | 2500-12-31      | N/A      | 0.0000% | $2203.00           | $96932.00          | Equities   |
| EXCHANGE TRADED CONCEPTS TRUST FMQQ THE NEXT FR | 2500-12-31      | N/A      | 0.0000% | $3091.00           | $47230.48          | Equities   |
| DOUBLEDOWN INTERACTIVE CO LTD  ADS              | 2500-12-31      | N/A      | 0.0000% | $1838.00           | $17111.78          | Equities   |
| COLUMBIA ETF TR II             INDIA CONSMR ETF | 2500-12-31      | N/A      | 0.0000% | $1660.00           | $107435.20         | Equities   |
| BONDBLOXX ETF TRUST            USD HI YLD NON C | 2500-12-31      | N/A      | 0.0000% | $2760.00           | $106218.60         | Equities   |
| EXCHANGE LISTED FDS TR         BANCREEK INT LC  | 2500-12-31      | N/A      | 0.0000% | $7161.00           | $205595.17         | Equities   |
| AMERICAN CENTY ETF TR          REAL ESTATE ETF  | 2500-12-31      | N/A      | 0.0000% | $44163.00          | $1952887.86        | Equities   |
| AMERICAN CENTY ETF TR          MULTISECTOR FLOA | 2500-12-31      | N/A      | 0.0000% | $1058.00           | $53719.95          | Equities   |
| SCHWAB STRATEGIC TR            SHT TM US TRES   | 2500-12-31      | N/A      | 0.0000% | $1031900.00        | $25178360.00       | Equities   |
| PIMCO ETF TR                   1-5 US TIP IDX   | 2500-12-31      | N/A      | 0.0000% | $27357.00          | $1481655.12        | Equities   |
| HARTFORD FDS EXCHANGE TRADED T SCHRDRS TAX BD   | 2500-12-31      | N/A      | 0.0000% | $9516.00           | $182041.08         | Equities   |
| ZEEKR INTELLIGENT TECHNOLOGY   SPON ADS         | 2500-12-31      | N/A      | 0.0000% | $456404.00         | $13363509.12       | Equities   |
| ISHARES INC                    MSCI ITALY ETF   | 2500-12-31      | N/A      | 0.0000% | $6329.00           | $325943.50         | Equities   |
| ISHARES TR                     RUS MDCP VAL ETF | 2500-12-31      | N/A      | 0.0000% | $1981.00           | $276052.35         | Equities   |
| ISHARES INC                    GLB ENR PROD ETF | 2500-12-31      | N/A      | 0.0000% | $7006.00           | $177391.92         | Equities   |
| INVESCO EXCH TRD SLF IDX FD TR INVSCO BLSH 28   | 2500-12-31      | N/A      | 0.0000% | $309922.00         | $6368897.10        | Equities   |
| NEUBERGER BERMAN ETF TRUST     FLEXIBLE CREDIT  | 2500-12-31      | N/A      | 0.0000% | $714.00            | $36860.39          | Equities   |
| NEUBERGER BERMAN ETF TRUST     TOTAL RETURN BD  | 2500-12-31      | N/A      | 0.0000% | $96.00             | $4894.20           | Equities   |
| REDDIT INC                     CL A             | 2500-12-31      | N/A      | 0.0000% | $2412.00           | $583655.76         | Equities   |
| ISHARES TR                     IBONDS DEC 2044  | 2500-12-31      | N/A      | 0.0000% | $10334.00          | $259581.81         | Equities   |
| SPDR SERIES TRUST              S&P PHARMAC      | 2500-12-31      | N/A      | 0.0000% | $11369.00          | $540254.88         | Equities   |
| GLOBAL X FDS                   DAX GERMANY ETF  | 2500-12-31      | N/A      | 0.0000% | $190.00            | $8434.10           | Equities   |
| SPDR INDEX SHS FDS             MSCI EMR MKT ETF | 2500-12-31      | N/A      | 0.0000% | $5922.00           | $246382.44         | Equities   |
| SERIES PORTFOLIOS TR           ELDRIDGE AAA CLO | 2500-12-31      | N/A      | 0.0000% | $9202.00           | $235230.73         | Equities   |
| SPDR INDEX SHS FDS             S&P INTL SMLCP   | 2500-12-31      | N/A      | 0.0000% | $35816.00          | $1439086.88        | Equities   |
| INVESCO EXCH TRADED FD TR II   GBL CLEAN ENRG   | 2500-12-31      | N/A      | 0.0000% | $12717.00          | $189610.47         | Equities   |
| INVESCO EXCHANGE TRADED FD TR  S&P500 EQL WGT   | 2500-12-31      | N/A      | 0.0000% | $133078.00         | $25178357.60       | Equities   |
| MATTHEWS INTL FDS              INDIA ACTIVE ETF | 2500-12-31      | N/A      | 0.0000% | $1515.00           | $44503.12          | Equities   |
| FIRST TR EXCH TRD ALPHDX FD II EX US SML CP     | 2500-12-31      | N/A      | 0.0000% | $387.00            | $21669.02          | Equities   |
| INVESCO ACTIVELY MANAGED EXCHA ULTRA SHRT DUR   | 2500-12-31      | N/A      | 0.0000% | $5358.00           | $269078.76         | Equities   |
| ISHARES TR                     CORE S&P500 ETF  | 2500-12-31      | N/A      | 0.0000% | $37760.00          | $25176857.60       | Equities   |

### Security 649: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 4.280000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1A6U12, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP1A6U12
- **C.18 - Value (incl. sponsor support):** $575011080.25
- **C.18.a - Value (excl. sponsor support):** $575011080.25
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2025-10-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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   |
|:---|:---|:---|:---|:---|:---|:---|
| ISHARES TR                     CORE S&P500 ETF  | 2500-12-31      | N/A      | 0.0000% | $43376.00          | $28921381.76       | Equities   |
| INVESCO EXCH TRADED FD TR II   CALIF AMT MUN    | 2500-12-31      | N/A      | 0.0000% | $119232.00         | $2852029.44        | Equities   |
| INVESCO EXCH TRADED FD TR II   MSCI GBL TIMBR   | 2500-12-31      | N/A      | 0.0000% | $3611.00           | $106153.29         | Equities   |
| GOLDMAN SACHS ETF TR           FUTURE HEALTH    | 2500-12-31      | N/A      | 0.0000% | $1282.00           | $40353.00          | Equities   |
| FIDELITY COVINGTON TRUST       METAVERSE ETF    | 2500-12-31      | N/A      | 0.0000% | $2375.00           | $90189.44          | Equities   |
| MATTHEWS INTL FDS              INDIA ACTIVE ETF | 2500-12-31      | N/A      | 0.0000% | $1515.00           | $44503.12          | Equities   |
| SIMPLIFY EXCHANGE TRADED FUNDS CHINA A SHS PLUS | 2500-12-31      | N/A      | 0.0000% | $259.00            | $9050.50           | Equities   |
| NEW YORK LIFE INVTS ACTIVE ETF NYLI MACKAY HIGH | 2500-12-31      | N/A      | 0.0000% | $1626.00           | $43292.25          | Equities   |
| SPDR INDEX SHS FDS             MSCI EMR MKT ETF | 2500-12-31      | N/A      | 0.0000% | $5922.00           | $246382.44         | Equities   |
| ISHARES TR                     IBONDS DEC 2044  | 2500-12-31      | N/A      | 0.0000% | $1135.00           | $28510.29          | Equities   |
| REDDIT INC                     CL A             | 2500-12-31      | N/A      | 0.0000% | $2412.00           | $583655.76         | Equities   |
| NEUBERGER BERMAN ETF TRUST     TOTAL RETURN BD  | 2500-12-31      | N/A      | 0.0000% | $96.00             | $4894.20           | Equities   |
| NEOS ETF TRUST                 FIS CHRISTIAN    | 2500-12-31      | N/A      | 0.0000% | $4435.00           | $138833.24         | Equities   |
| NVIDIA CORPORATION             COM              | 2500-12-31      | N/A      | 0.0000% | $18576.00          | $3378045.60        | Equities   |
| SPDR S&P MIDCAP 400 ETF TR     UTSER1 S&PDCRP   | 2500-12-31      | N/A      | 0.0000% | $30655.00          | $18250147.70       | Equities   |
| AMERICAN CENTY ETF TR          MULTISECTOR FLOA | 2500-12-31      | N/A      | 0.0000% | $1058.00           | $53719.95          | Equities   |
| BRAINSWAY LTD                  SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $23862.00          | $364849.98         | Equities   |
| BONDBLOXX ETF TRUST            USD HI YLD NON C | 2500-12-31      | N/A      | 0.0000% | $2760.00           | $106218.60         | Equities   |
| DIREXION SHS ETF TR            DLY SMCAP BULL3X | 2500-12-31      | N/A      | 0.0000% | $19852.00          | $894332.60         | Equities   |
| SSGA ACTIVE TR                 SPDR SSGA MY2034 | 2500-12-31      | N/A      | 0.0000% | $1916.00           | $47813.78          | Equities   |
| WISDOMTREE TR                  ITL HDG QTLY DIV | 2500-12-31      | N/A      | 0.0000% | $42714.00          | $1968261.12        | Equities   |
| SPDR INDEX SHS FDS             MSCI EAFE FS ETF | 2500-12-31      | N/A      | 0.0000% | $10973.00          | $537667.12         | Equities   |
| SPDR S&P 500 ETF TR            TR UNIT          | 2500-12-31      | N/A      | 0.0000% | $43582.00          | $28924501.76       | Equities   |
| SPDR INDEX SHS FDS             PORTFLO EURP ETF | 2500-12-31      | N/A      | 0.0000% | $131325.00         | $6490081.50        | Equities   |
| WISDOMTREE TR                  HIGH INCOME LADD | 2500-12-31      | N/A      | 0.0000% | $1030.00           | $26172.30          | Equities   |
| MANAGER DIRECTED PORTFOLIOS    SANJAC ALPHA LOW | 2500-12-31      | N/A      | 0.0000% | $550.00            | $13933.75          | Equities   |
| TORTOISE CAPITAL SERIES TRUST  GLOBAL WATER FD  | 2500-12-31      | N/A      | 0.0000% | $2649.00           | $139705.61         | Equities   |
| GLOBAL X FDS                   CLEANTECH ETF NW | 2500-12-31      | N/A      | 0.0000% | $2100.00           | $104745.48         | Equities   |
| GLOBAL X FDS                   AGTECH AND FOOD  | 2500-12-31      | N/A      | 0.0000% | $936.00            | $29601.37          | Equities   |
| ISHARES BITCOIN TRUST ETF      SHS BEN INT      | 2500-12-31      | N/A      | 0.0000% | $445200.00         | $28924644.00       | Equities   |
| ISHARES TR                     JPMORGAN USD EMG | 2500-12-31      | N/A      | 0.0000% | $303224.00         | $28924537.36       | Equities   |
| ISHARES TR                     GLOBAL EQUITY    | 2500-12-31      | N/A      | 0.0000% | $12618.00          | $648565.20         | Equities   |
| ISHARES TR                     CORE MSCI INTL   | 2500-12-31      | N/A      | 0.0000% | $4875.00           | $389268.75         | Equities   |
| ISHARES ETHEREUM TR            SHS              | 2500-12-31      | N/A      | 0.0000% | $911872.00         | $28924579.84       | Equities   |
| PROSHARES TR                   ULTRAPRO SHT QQQ | 2500-12-31      | N/A      | 0.0000% | $66058.00          | $1013329.72        | Equities   |
| NEW YORK LIFE INVTS ACTIVE ETF NYLI MACKAY CALI | 2500-12-31      | N/A      | 0.0000% | $3184.00           | $69060.96          | Equities   |
| FLEXSHARES TR                  FLEXSHARES ULTRA | 2500-12-31      | N/A      | 0.0000% | $1958.00           | $148083.54         | Equities   |
| FIDELITY COVINGTON TRUST       MSCI ENERGY IDX  | 2500-12-31      | N/A      | 0.0000% | $83256.00          | $2079734.88        | Equities   |
| FIRST TR EXCH TRD ALPHDX FD II UNIT KING ALPH   | 2500-12-31      | N/A      | 0.0000% | $4230.00           | $202172.85         | Equities   |
| FRANKLIN TEMPLETON ETF TR      FTSE UNTD KGDM   | 2500-12-31      | N/A      | 0.0000% | $54473.00          | $1745859.65        | Equities   |
| GOLDMAN SACHS ETF TRUST II     MARKETBETA TOTAL | 2500-12-31      | N/A      | 0.0000% | $97.00             | $5162.16           | Equities   |
| GLOBAL X FDS                   LONG-TERM TREAS  | 2500-12-31      | N/A      | 0.0000% | $547.00            | $25353.89          | Equities   |
| INVESCO EXCHANGE TRADED FD TR  NEXT GEN CONNECT | 2500-12-31      | N/A      | 0.0000% | $772.00            | $97959.31          | Equities   |
| INVESCO EXCH TRADED FD TR II   S&P INTL LOW     | 2500-12-31      | N/A      | 0.0000% | $32773.00          | $1090357.71        | Equities   |
| ISHARES TR                     SELF DRIVNG EV   | 2500-12-31      | N/A      | 0.0000% | $30903.00          | $1131049.80        | Equities   |
| ISHARES TR                     INTL DEV RE ETF  | 2500-12-31      | N/A      | 0.0000% | $10246.00          | $234787.09         | Equities   |
| GUINNESS ATKINSON FDS          SMARTETFS DIVID  | 2500-12-31      | N/A      | 0.0000% | $2510.00           | $77107.20          | Equities   |
| ISHARES TR                     INTL TREA BD ETF | 2500-12-31      | N/A      | 0.0000% | $43710.00          | $1860297.60        | Equities   |
| MARTIN MIDSTREAM PRTNRS L P    UNIT L P INT     | 2500-12-31      | N/A      | 0.0000% | $15548.00          | $49598.12          | Equities   |
| PROSHARES TR                   SUPPLY CHAIN LOG | 2500-12-31      | N/A      | 0.0000% | $239.00            | $8964.89           | Equities   |
| TAIWAN SEMICONDUCTOR MFG LTD   SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $105862.00         | $28924674.26       | Equities   |
| TEXAS CAPITAL FUNDS TRUST      TEXAS OIL INDEX  | 2500-12-31      | N/A      | 0.0000% | $3471.00           | $81325.53          | Equities   |
| STMICROELECTRONICS N V         NY REGISTRY      | 2500-12-31      | N/A      | 0.0000% | $1029724.00        | $28924947.16       | Equities   |
| VANGUARD WORLD FD              INF TECH ETF     | 2500-12-31      | N/A      | 0.0000% | $1040.00           | $772886.40         | Equities   |
| FIDELITY COVINGTON TRUST       ENHANCED U S ALL | 2500-12-31      | N/A      | 0.0000% | $2448.00           | $69008.14          | Equities   |
| FRANKLIN TEMPLETON ETF TR      SUSTAINABLE INTL | 2500-12-31      | N/A      | 0.0000% | $1703.00           | $24235.90          | Equities   |
| FIRST TR EXCHANGE-TRADED ALPHA COM SHS          | 2500-12-31      | N/A      | 0.0000% | $2870.00           | $359094.40         | Equities   |
| DIMENSIONAL ETF TRUST          EMERGING MKTS HI | 2500-12-31      | N/A      | 0.0000% | $29044.00          | $881485.40         | Equities   |
| DBX ETF TR                     XTKR EMGRIN MKTS | 2500-12-31      | N/A      | 0.0000% | $2225.00           | $80356.32          | Equities   |
| DIMENSIONAL ETF TRUST          GLOBAL SUSTAINA  | 2500-12-31      | N/A      | 0.0000% | $28414.00          | $1514213.32        | Equities   |
| DBX ETF TR                     XTRACKRS S&P 500 | 2500-12-31      | N/A      | 0.0000% | $1678.00           | $100277.28         | Equities   |
| DBX ETF TR                     XTRACK HRVST CSI | 2500-12-31      | N/A      | 0.0000% | $124730.00         | $4096133.20        | Equities   |
| DBX ETF TR                     XTRACKERS RISK M | 2500-12-31      | N/A      | 0.0000% | $2670.00           | $63305.70          | Equities   |
| EXCHANGE LISTED FDS TR         BANCREEK INT LC  | 2500-12-31      | N/A      | 0.0000% | $16077.00          | $461577.10         | Equities   |
| ALLIED GOLD CORP               COM NEW          | 2500-12-31      | N/A      | 0.0000% | $446528.00         | $7818705.28        | Equities   |
| AMERICAN CENTY ETF TR          CALIF MUN BD ETF | 2500-12-31      | N/A      | 0.0000% | $5205.00           | $259885.65         | Equities   |
| BONDBLOXX ETF TRUST            IR M TAX AWARE   | 2500-12-31      | N/A      | 0.0000% | $309.00            | $15564.33          | Equities   |
| BONDBLOXX ETF TRUST            USD HI YLD INDUS | 2500-12-31      | N/A      | 0.0000% | $506.00            | $19491.88          | Equities   |
| ARM HOLDINGS PLC               SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $6110.00           | $854178.00         | Equities   |
| GUINNESS ATKINSON FDS          SMARTETF TRASP   | 2500-12-31      | N/A      | 0.0000% | $391.00            | $19882.82          | Equities   |
| FIDELITY MERRIMACK STR TR      TACTICAL BOND    | 2500-12-31      | N/A      | 0.0000% | $2013.00           | $100573.30         | Equities   |
| FIDELITY MERRIMACK STR TR      SUSTAINABLE CORE | 2500-12-31      | N/A      | 0.0000% | $373.00            | $17805.79          | Equities   |
| FIRST TR EXCH TRADED FD III    ULTRA SHT DUR MU | 2500-12-31      | N/A      | 0.0000% | $10169.00          | $204549.43         | Equities   |
| FLEXSHARES TR                  REAL ASST IDX    | 2500-12-31      | N/A      | 0.0000% | $576.00            | $19249.57          | Equities   |
| ETF OPPORTUNITIES TRUST        REX BITCOIN CORP | 2500-12-31      | N/A      | 0.0000% | $7216.00           | $204240.22         | Equities   |
| DOUBLELINE ETF TRUST           FORTUNE 500 EQUA | 2500-12-31      | N/A      | 0.0000% | $812.00            | $25481.94          | Equities   |
| EDAP TMS S A                   SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $44175.00          | $104694.75         | Equities   |
| AUTOLUS THERAPEUTICS PLC       SPON ADS         | 2500-12-31      | N/A      | 0.0000% | $297091.00         | $472374.69         | Equities   |
| BARCLAYS BANK PLC              IPATH SER B ETN  | 2049-12-31      | N/A      | 0.0000% | $1021.00           | $31120.08          | Equities   |
| DBX ETF TR                     XTRACKERS FTSE   | 2500-12-31      | N/A      | 0.0000% | $1050.00           | $36050.70          | Equities   |
| CENTESSA PHARMACEUTICALS PLC   SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $1168100.00        | $28501640.00       | Equities   |
| DIMENSIONAL ETF TRUST          EMERGING MRKTETS | 2500-12-31      | N/A      | 0.0000% | $11986.00          | $675770.68         | Equities   |
| DIREXION SHS ETF TR            DAILY MSCI EMERG | 2500-12-31      | N/A      | 0.0000% | $3000.00           | $89516.70          | Equities   |
| TIDAL TRUST I                  UPAR ULTRA RISK  | 2500-12-31      | N/A      | 0.0000% | $5022.00           | $75571.56          | Equities   |
| GOLDMAN SACHS ETF TR           FUTURE TECH LEAD | 2500-12-31      | N/A      | 0.0000% | $6226.00           | $243063.04         | Equities   |
| VANECK ETF TRUST               LOW CARBN ENERGY | 2500-12-31      | N/A      | 0.0000% | $1902.00           | $240650.55         | Equities   |
| PETROLEO BRASILEIRO SA PETROBR SP ADR NON VTG   | 2500-12-31      | N/A      | 0.0000% | $364161.00         | $4337157.51        | Equities   |
| PRECIDIAN ETFS TR              ASTRAZENECA PLC  | 2500-12-31      | N/A      | 0.0000% | $840.00            | $37501.13          | Equities   |
| KRANESHARES TRUST              ASIA PACIFIC ETF | 2500-12-31      | N/A      | 0.0000% | $3036.00           | $74222.61          | Equities   |
| ISHARES TR                     IBONDS OCT 2027  | 2500-12-31      | N/A      | 0.0000% | $127.00            | $3333.75           | Equities   |
| PGIM ETF TR                    JENNISON INT OPP | 2500-12-31      | N/A      | 0.0000% | $2784.00           | $178263.42         | Equities   |
| PACER FDS TR                   TRENDPILOT INTL  | 2500-12-31      | N/A      | 0.0000% | $2489.00           | $75753.46          | Equities   |
| TIDAL TRUST III                ROCKEFELLER GLOB | 2500-12-31      | N/A      | 0.0000% | $463.00            | $13584.42          | Equities   |
| MACQUARIE ETF TRUST            ENERGY TRANSITIO | 2500-12-31      | N/A      | 0.0000% | $324.00            | $10680.69          | Equities   |
| VANECK ETF TRUST               CHINA BOND ETF   | 2500-12-31      | N/A      | 0.0000% | $1675.00           | $37394.38          | Equities   |
| VANECK ETF TRUST               GREEN METALS ETF | 2500-12-31      | N/A      | 0.0000% | $2097.00           | $65514.68          | Equities   |
| VANGUARD MUN BD FDS            TAX EXEMPT BD    | 2500-12-31      | N/A      | 0.0000% | $577921.00         | $28924946.05       | Equities   |
| VANECK ETF TRUST               DIGITAL INDIA ET | 2500-12-31      | N/A      | 0.0000% | $4242.00           | $169722.42         | Equities   |
| USCF ETF TR                    SUSTAINABLE BAT  | 2500-12-31      | N/A      | 0.0000% | $278.00            | $4578.66           | Equities   |
| TIDAL COMMODITIES TRUST I      HASHDEX BITCOIN  | 2500-12-31      | N/A      | 0.0000% | $175.00            | $22635.67          | Equities   |
| PGIM ETF TR                    MUNICIPAL INCOME | 2500-12-31      | N/A      | 0.0000% | $1332.00           | $67818.78          | Equities   |
| SSGA ACTIVE TR                 SPDR SSGA MY2032 | 2500-12-31      | N/A      | 0.0000% | $1468.00           | $36846.80          | Equities   |
| PUTNAM ETF TRUST               PANAGORA ESG     | 2500-12-31      | N/A      | 0.0000% | $2308.00           | $63331.52          | Equities   |
| KRANESHARES TRUST              QUADRATIC DEFLAI | 2500-12-31      | N/A      | 0.0000% | $368.00            | $37012.85          | Equities   |
| PIMCO ETF TR                   ENHNCD LW DUR AC | 2500-12-31      | N/A      | 0.0000% | $2629.00           | $252568.03         | Equities   |
| JANUS DETROIT STR TR           HENDRSON AAA CL  | 2500-12-31      | N/A      | 0.0000% | $275026.00         | $13965820.28       | Equities   |
| PRECIDIAN ETFS TR              SHELL PLC ADRHED | 2500-12-31      | N/A      | 0.0000% | $4000.00           | $210024.40         | Equities   |
| GRUPO TELEVISA S A B           SPON ADR REP ORD | 2500-12-31      | N/A      | 0.0000% | $551784.00         | $1456709.76        | Equities   |
| FRANKLIN TEMPLETON ETF TR      INTL DIV BOOSTER | 2500-12-31      | N/A      | 0.0000% | $2131.00           | $68589.22          | Equities   |
| FRANKLIN TEMPLETON ETF TR      FRANKLN SWZLND   | 2500-12-31      | N/A      | 0.0000% | $1068.00           | $40386.74          | Equities   |
| FIRST TR EXCHANGE TRADED FD VI DORSEY WRIGHT    | 2500-12-31      | N/A      | 0.0000% | $5521.00           | $134270.72         | Equities   |
| FIDELITY COVINGTON TRUST       DISRUPTIVE TECH  | 2500-12-31      | N/A      | 0.0000% | $6364.00           | $258317.94         | Equities   |
| FIRST TR EXCHANGE-TRADED FD IV EIP POWER SOLUTI | 2049-12-31      | N/A      | 0.0000% | $3255.00           | $108204.01         | Equities   |
| GOLDMAN SACHS ETF TR           ACES INVSTMNT GR | 2500-12-31      | N/A      | 0.0000% | $379.00            | $18131.97          | Equities   |
| GLOBAL X FDS                   MSCI SUPR EM ETF | 2500-12-31      | N/A      | 0.0000% | $5428.00           | $152561.54         | Equities   |
| EA SERIES TRUST                CAMBRIA ENDOWM   | 2500-12-31      | N/A      | 0.0000% | $3996.00           | $120375.50         | Equities   |
| ABSOLUTE SHS TR                WBI PWR FCTR ETF | 2500-12-31      | N/A      | 0.0000% | $6358.00           | $196005.70         | Equities   |
| BLACKROCK ETF TRUST            ISHARES DEFENSE  | 2500-12-31      | N/A      | 0.0000% | $20019.00          | $628396.41         | Equities   |
| DOUBLELINE ETF TRUST           COMMODITY STRATE | 2500-12-31      | N/A      | 0.0000% | $5263.00           | $142613.62         | Equities   |
| BONDBLOXX ETF TRUST            USD HI YLD HEALT | 2500-12-31      | N/A      | 0.0000% | $491.00            | $17587.62          | Equities   |
| BONDBLOXX ETF TRUST            USD HI YLD CONSU | 2500-12-31      | N/A      | 0.0000% | $3096.00           | $116626.94         | Equities   |
| BONDBLOXX ETF TRUST            USD HI YLD ENERG | 2500-12-31      | N/A      | 0.0000% | $1111.00           | $43363.33          | Equities   |
| BONDBLOXX ETF TRUST            USD HI YLD FINAN | 2500-12-31      | N/A      | 0.0000% | $3553.00           | $135776.12         | Equities   |
| COMPANIA DE MINAS BUENAVENTURA SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $88052.00          | $2142305.16        | Equities   |
| AB ACTIVE ETFS INC             CORPORATE BD ETF | 2500-12-31      | N/A      | 0.0000% | $326.00            | $11807.72          | Equities   |
| ACUMEN PHARMACEUTICALS INC     COM              | 2500-12-31      | N/A      | 0.0000% | $39850.00          | $62963.00          | Equities   |
| ALPS ETF TR                    EM SECT DIV DG   | 2500-12-31      | N/A      | 0.0000% | $2785.00           | $64373.60          | Equities   |
| ABIVAX SA                      SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $347112.00         | $28924842.96       | Equities   |
| BITWISE BITCOIN ETF TR         SHS BEN INT      | 2500-12-31      | N/A      | 0.0000% | $445834.00         | $27748708.16       | Equities   |
| BLACKROCK ETF TRUST            ISHARES FINTECH  | 2500-12-31      | N/A      | 0.0000% | $3992.00           | $129906.07         | Equities   |
| ABSOLUTE SHS TR                WBI BBR VAL 3000 | 2500-12-31      | N/A      | 0.0000% | $1649.00           | $51194.36          | Equities   |
| ABSOLUTE SHS TR                WBI BBR YLD 3000 | 2500-12-31      | N/A      | 0.0000% | $926.00            | $21378.93          | Equities   |
| ALLSPRING EXCHANGE TRADED FUND INCOME PLUS ETF  | 2500-12-31      | N/A      | 0.0000% | $9450.00           | $240975.00         | Equities   |
| VERONA PHARMA PLC              SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $271310.00         | $28924359.10       | Equities   |
| VIRTUS ETF TR II               VIRTUS NEWFLEET  | 2500-12-31      | N/A      | 0.0000% | $1302.00           | $28624.47          | Equities   |
| VICTORY PORTFOLIOS II          VICTORYSHS EMERG | 2500-12-31      | N/A      | 0.0000% | $2504.00           | $138097.10         | Equities   |
| USCF ETF TR                    ENERGY COMMODITY | 2500-12-31      | N/A      | 0.0000% | $310.00            | $9015.89           | Equities   |
| NANO DIMENSION LTD             SPONSORD ADS NEW | 2500-12-31      | N/A      | 0.0000% | $2079256.00        | $3306017.04        | Equities   |
| ITURAN LOCATION AND CONTROL    SHS              | 2500-12-31      | N/A      | 0.0000% | $5313.00           | $187230.12         | Equities   |
| WISDOMTREE TR                  TRUE EMERGING MK | 2500-12-31      | N/A      | 0.0000% | $9718.00           | $336987.20         | Equities   |
| SSGA ACTIVE TR                 SPDR GALAXY TRAN | 2500-12-31      | N/A      | 0.0000% | $565.00            | $22673.79          | Equities   |
| SSGA ACTIVE TR                 SPDR SSGA MY2030 | 2500-12-31      | N/A      | 0.0000% | $3395.00           | $85044.75          | Equities   |
| JANUS DETROIT STR TR           HENDRSN SHRT ETF | 2500-12-31      | N/A      | 0.0000% | $31838.00          | $1568976.64        | Equities   |
| VASTA PLATFORM LTD             CL A             | 2500-12-31      | N/A      | 0.0000% | $28804.00          | $143443.92         | Equities   |
| ENTERA BIO LTD                 SHS              | 2500-12-31      | N/A      | 0.0000% | $44376.00          | $86533.20          | Equities   |
| CALAMOS ETF TR                 CONVERTIBLE EQTY | 2500-12-31      | N/A      | 0.0000% | $4284.00           | $154813.48         | Equities   |
| FIRST TR EXCHANGE-TRADED FD II ALERIAN DISRUPT  | 2500-12-31      | N/A      | 0.0000% | $1369.00           | $54013.89          | Equities   |
| MFS ACTIVE EXCHANGE TRADED FUN INTERMEDITE MUNI | 2500-12-31      | N/A      | 0.0000% | $3728.00           | $92901.76          | Equities   |
| LATTICE STRATEGIES TR          HARTFRD EMRG ETF | 2500-12-31      | N/A      | 0.0000% | $6029.00           | $167478.39         | Equities   |
| LISTED FDS TR                  TEUCRIUM AGRI ST | 2500-12-31      | N/A      | 0.0000% | $3357.00           | $60056.73          | Equities   |
| INTERCONTINENTAL HOTELS GROUP  SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $196543.00         | $24129584.11       | Equities   |
| NUSHARES ETF TR                NUVEEN ENHNC YLD | 2500-12-31      | N/A      | 0.0000% | $4987.00           | $106272.97         | Equities   |
| INVESCO EXCHANGE TRADED FD TR  LARGE CAP VALUE  | 2500-12-31      | N/A      | 0.0000% | $6109.00           | $398520.61         | Equities   |
| PROSHARES TR                   SHT 7-10 YR TR   | 2500-12-31      | N/A      | 0.0000% | $6963.00           | $194338.72         | Equities   |
| JANUS DETROIT STR TR           HENDERSON CORPOR | 2500-12-31      | N/A      | 0.0000% | $148.00            | $6252.26           | Equities   |
| THEMES ETF TR                  GENERATIVE ARTIF | 2500-12-31      | N/A      | 0.0000% | $942.00            | $41165.40          | Equities   |
| SIMPLIFY EXCHANGE TRADED FUNDS TARA INDIA OPPO  | 2500-12-31      | N/A      | 0.0000% | $1042.00           | $28200.69          | Equities   |
| WISDOMTREE TR                  INDIA HEDGED EQU | 2500-12-31      | N/A      | 0.0000% | $1187.00           | $50379.01          | Equities   |
| ARCHIMEDES TECH SPAC PARTNERS  ORD SHS          | 2500-12-31      | N/A      | 0.0000% | $22863.00          | $233431.23         | Equities   |
| AGRICULTURE & NAT SOL ACQ CORP SHS CL A         | 2500-12-31      | N/A      | 0.0000% | $43270.00          | $474671.90         | Equities   |
| HUYA INC                       ADS REP SHS A    | 2500-12-31      | N/A      | 0.0000% | $361353.00         | $1203305.49        | Equities   |
| WISDOMTREE TR                  EMERGING MARKETS | 2500-12-31      | N/A      | 0.0000% | $3463.00           | $124979.67         | Equities   |
| TIDAL TRUST I                  AZTLAN NORTH AME | 2500-12-31      | N/A      | 0.0000% | $2722.00           | $62271.47          | Equities   |
| VANECK ETF TRUST               BRAZIL SMALL CAP | 2500-12-31      | N/A      | 0.0000% | $5554.00           | $90935.64          | Equities   |
| TIDAL TRUST I                  ACADEMY VETERAN  | 2500-12-31      | N/A      | 0.0000% | $1245.00           | $24937.35          | Equities   |
| STONERIDGE INC                 COM              | 2500-12-31      | N/A      | 0.0000% | $192681.00         | $1468229.22        | Equities   |
| NEUBERGER BERMAN ETF TRUST     FLEXIBLE CREDIT  | 2500-12-31      | N/A      | 0.0000% | $714.00            | $36860.39          | Equities   |
| KRANESHARES TRUST              EUROPEAN CARBON  | 2500-12-31      | N/A      | 0.0000% | $1163.00           | $29854.21          | Equities   |
| GOLDMAN SACHS ETF TR           INNOVAT EQ ETF   | 2500-12-31      | N/A      | 0.0000% | $169.00            | $12463.75          | Equities   |
| GOLDMAN SACHS ETF TR           DYNAMIC NY MUNI  | 2500-12-31      | N/A      | 0.0000% | $4116.00           | $204778.41         | Equities   |
| FIRST TR EXCH TRD ALPHDX FD II EX US SML CP     | 2500-12-31      | N/A      | 0.0000% | $387.00            | $21669.02          | Equities   |
| FLEXSHARES TR                  ESG & CLM INVEST | 2500-12-31      | N/A      | 0.0000% | $2684.00           | $112140.47         | Equities   |
| ISHARES TR                     CORE MSCI EURO   | 2500-12-31      | N/A      | 0.0000% | $224109.00         | $15160973.85       | Equities   |
| AMERICAN CENTY ETF TR          AVANTIS INTL SML | 2500-12-31      | N/A      | 0.0000% | $4989.00           | $336308.49         | Equities   |
| AMPLIFY ETF TR                 WEIGHT LOSS DRUG | 2500-12-31      | N/A      | 0.0000% | $2352.00           | $53916.54          | Equities   |
| AMPLIFY ETF TR                 AMPLIFY TRAVEL T | 2500-12-31      | N/A      | 0.0000% | $9216.00           | $206807.04         | Equities   |
| AGORA INC                      ADS              | 2500-12-31      | N/A      | 0.0000% | $17209.00          | $65394.20          | Equities   |
| VANGUARD INDEX FDS             GROWTH ETF       | 2500-12-31      | N/A      | 0.0000% | $6562.00           | $3136964.10        | Equities   |
| VANECK ETF TRUST               ENERGY INCME ET  | 2500-12-31      | N/A      | 0.0000% | $1022.00           | $101269.98         | Equities   |
| COLUMBIA ETF TR II             RESEARCH ENHANCD | 2500-12-31      | N/A      | 0.0000% | $661.00            | $17493.70          | Equities   |
| DIMENSIONAL ETF TRUST          EMERGING MKTS CO | 2500-12-31      | N/A      | 0.0000% | $78380.00          | $2507376.20        | Equities   |
| DIMENSIONAL ETF TRUST          WORLD EX US CORE | 2500-12-31      | N/A      | 0.0000% | $713441.00         | $22302165.66       | Equities   |
| ISHARES INC                    EM MKTS DIV ETF  | 2500-12-31      | N/A      | 0.0000% | $160668.00         | $4754166.12        | Equities   |
| ISHARES GOLD TR                ISHARES NEW      | 2500-12-31      | N/A      | 0.0000% | $110987.00         | $8008821.92        | Equities   |
| ISHARES TR                     MSCI EAFE ETF    | 2500-12-31      | N/A      | 0.0000% | $204760.00         | $19040632.40       | Equities   |
| PROSHARES TR                   ULTRA MSCI BRAZI | 2500-12-31      | N/A      | 0.0000% | $1986.00           | $48288.99          | Equities   |
| 2023 ETF SERIES TRUST II       GMO INTL VALUE   | 2500-12-31      | N/A      | 0.0000% | $230.00            | $7247.30           | Equities   |
| VANECK ETF TRUST               RETAIL ETF       | 2500-12-31      | N/A      | 0.0000% | $1823.00           | $457754.21         | Equities   |
| FRANKLIN TEMPLETON ETF TR      FTSE BRAZIL      | 2500-12-31      | N/A      | 0.0000% | $29971.00          | $572062.47         | Equities   |
| NUSHARES ETF TR                NUVEEN ESG 1-5   | 2500-12-31      | N/A      | 0.0000% | $4377.00           | $102553.11         | Equities   |
| KRANESHARES TRUST              CSI CHI INTERNET | 2500-12-31      | N/A      | 0.0000% | $17072.00          | $716170.40         | Equities   |
| IMMUNOCORE HLDGS PLC           ADS              | 2500-12-31      | N/A      | 0.0000% | $358130.00         | $12298184.20       | Equities   |
| LISTED FDS TR                  ROUNDHILL VIDEO  | 2500-12-31      | N/A      | 0.0000% | $7378.00           | $208818.06         | Equities   |
| JOYY INC                       ADS REPSTG COM A | 2500-12-31      | N/A      | 0.0000% | $77532.00          | $4580590.56        | Equities   |
| ISHARES TR                     PARIS ALIGNED CL | 2500-12-31      | N/A      | 0.0000% | $15968.00          | $999194.41         | Equities   |
| ISHARES TR                     EUROPE ETF       | 2500-12-31      | N/A      | 0.0000% | $2202.00           | $143174.04         | Equities   |
| PIMCO ETF TR                   PREFERRED AND CP | 2500-12-31      | N/A      | 0.0000% | $11779.00          | $610623.36         | Equities   |
| SIMPLIFY EXCHANGE TRADED FUNDS NATL MUNI BD ETF | 2500-12-31      | N/A      | 0.0000% | $2504.00           | $63200.96          | Equities   |
| MATERIALISE NV                 SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $106897.00         | $594347.32         | Equities   |
| GLOBAL X FDS                   HEALTHTECH ETF   | 2500-12-31      | N/A      | 0.0000% | $4092.00           | $130289.28         | Equities   |
| GLOBAL X FDS                   SHORT-TERM TREAS | 2500-12-31      | N/A      | 0.0000% | $1521.00           | $76582.35          | Equities   |
| FERROVIAL SE                   ORD SHS          | 2500-12-31      | N/A      | 0.0000% | $277312.00         | $15881658.24       | Equities   |
| ISHARES TR                     ESG MSCI USA ETF | 2500-12-31      | N/A      | 0.0000% | $3027.00           | $172599.54         | Equities   |
| ISHARES TR                     BRAZIL SM-CP ETF | 2500-12-31      | N/A      | 0.0000% | $170327.00         | $2382023.09        | Equities   |
| WISDOMTREE TR                  CORE LADDERED MU | 2500-12-31      | N/A      | 0.0000% | $928.00            | $23793.92          | Equities   |
| WISDOMTREE TR                  INTL MIDCAP DV   | 2500-12-31      | N/A      | 0.0000% | $3248.00           | $250128.48         | Equities   |
| VANGUARD INDEX FDS             S&P 500 ETF SHS  | 2500-12-31      | N/A      | 0.0000% | $47407.00          | $28924432.91       | Equities   |
| YHN ACQUISITION I LTD          SHS              | 2500-12-31      | N/A      | 0.0000% | $9997.00           | $104468.65         | Equities   |
| WISDOMTREE TR                  US MIDCAP DIVID  | 2500-12-31      | N/A      | 0.0000% | $5112.00           | $266386.32         | Equities   |
| DIMENSIONAL ETF TRUST          EMERGING MKTS VA | 2500-12-31      | N/A      | 0.0000% | $8754.00           | $277939.50         | Equities   |
| DIMENSIONAL ETF TRUST          INTL CORE EQT MK | 2500-12-31      | N/A      | 0.0000% | $129165.00         | $4674481.35        | Equities   |

### Security 650: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** WELLS FARGO SECURITIES LLC 4.810000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1AAHZ3, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: ARP1AAHZ3
- **C.18 - Value (incl. sponsor support):** $500096295.00
- **C.18.a - Value (excl. sponsor support):** $500096295.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.7600%
- **C.11 - Maturity Date (WAM):** 2026-02-11
- **C.12 - Maturity Date (WAL):** 2026-02-11
- **C.13 - Final Legal Maturity Date:** 2026-02-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                          |
|:---|:---|:---|:---|:---|:---|:---|
| DRYDEN 115 C 12.40142 18APR37 144A                 | 2037-04-18      | 11.4290% | 0.0000% | $150000.00         | $154999.94         | Asset-Backed Securities                           |
| DRYDEN CLO LTD 2023-107        SUB    20350815 FLT | 2035-08-15      | 0.0000%  | 0.0000% | $4397000.00        | $3222108.41        | Asset-Backed Securities                           |
| EXETER ATMBL REC TR 2022-4     E      20300315 8.2 | 2030-03-15      | 8.2300%  | 0.0000% | $6282000.00        | $6442518.71        | Asset-Backed Securities                           |
| COMMERCIAL EQUI FIN LLC 2024-1 C      20310415 7.3 | 2031-04-15      | 7.3600%  | 0.0000% | $150000.00         | $154041.70         | Asset-Backed Securities                           |
| CEDAR  VIII CLO 2017-8R2       E-RR   20380119 FLT | 2038-01-19      | 10.7424% | 0.0000% | $7675000.00        | $7703781.25        | Asset-Backed Securities                           |
| FLATIRON CLO LTD 2020-20       SUB    20331121 FLT | 2033-11-21      | 0.0000%  | 0.0000% | $10625000.00       | $6218844.38        | Asset-Backed Securities                           |
| ICG US CLO LTD 2018-1          SUB    20310421 FLT | 2031-04-21      | 0.0000%  | 0.0000% | $3500000.00        | $584710.00         | Asset-Backed Securities                           |
| MADISON PARK FUNDING 2019-32   SUB    20310122 FLT | 2031-01-22      | 0.0000%  | 0.0000% | $5361301.00        | $2212984.21        | Asset-Backed Securities                           |
| NEW RESI MTG TR 2020-RPL1      X      20591125 FLT | 2059-11-25      | 0.0000%  | 0.0000% | $59440800.00       | $311411.43         | Asset-Backed Securities                           |
| MORGAN STANLEY CAP 2021-230P   C      20381215 FLT | 2038-12-15      | 6.0630%  | 0.0000% | $4000000.00        | $3630105.67        | Private Label Collateralized Mortgage Obligations |
| GREENSKY HOME IMPRT TR 2025-1  A-4    20600325 5.2 | 2060-03-25      | 5.2200%  | 0.0000% | $755000.00         | $584076.78         | Asset-Backed Securities                           |
| THL CREDIT WIND RIVER 2014-3R2 E-R2   20311022 FLT | 2031-10-22      | 10.8136% | 0.0000% | $2575000.00        | $2490505.09        | Asset-Backed Securities                           |
| TABERNA PREF FDG V 2006-5      A-2L   20360805 FLT | 2036-08-05      | 5.3828%  | 0.0000% | $12000000.00       | $866884.52         | Asset-Backed Securities                           |
| JPMCC COML MTG SEC TR 2016-JP3 F      20490817 FLT | 2049-08-17      | 4.3037%  | 0.0000% | $2000000.00        | $1829469.75        | Private Label Collateralized Mortgage Obligations |
| MARBLE POINT CLO  LTD 2022-25  SUB    20341020 FLT | 2034-10-20      | 0.0000%  | 0.0000% | $8000000.00        | $5066336.00        | Asset-Backed Securities                           |
| GREENPOINT MTG FDG 2005-HE3    M1     20300915 FLT | 2030-09-15      | 7.2646%  | 0.0000% | $4554000.00        | $14240.05          | Asset-Backed Securities                           |
| OHA CREDIT PARTNRS LTD 2021-16 SUB    20341018 FLT | 2034-10-18      | 0.0000%  | 0.0000% | $375000.00         | $255000.00         | Asset-Backed Securities                           |
| STONE TOWER CDO II 2005-2      B-1L   20401117 FLT | 2040-11-17      | 4.7541%  | 0.0000% | $986149.00         | $7616.08           | Asset-Backed Securities                           |
| HPS LOAN MANAGEMENT 11-2017    F      20300506 FLT | 2030-05-06      | 12.3663% | 0.0000% | $1501750.00        | $403320.97         | Asset-Backed Securities                           |
| MARBLE POINT CLO XV LTD        INC    20490606 FLT | 2049-06-06      | 0.0000%  | 0.0000% | $6750000.00        | $2941197.75        | Asset-Backed Securities                           |
| PROGRESS RES 2021-SFR3 TR      E-2    20380519 2.6 | 2038-05-19      | 2.6880%  | 0.0000% | $4927000.00        | $4877775.98        | Asset-Backed Securities                           |
| PROGRESS RES 2021-SFR3 TR      H      20380519 4.7 | 2038-05-19      | 4.7500%  | 0.0000% | $1250000.00        | $1238611.74        | Asset-Backed Securities                           |
| RFR TRUST 2025-SGRM            E      20410313 7.5 | 2041-03-13      | 7.5128%  | 0.0000% | $6892000.00        | $7085630.40        | Private Label Collateralized Mortgage Obligations |
| VOYA CLO LTD 2015-3R           D-R    20311020 FLT | 2031-10-20      | 10.7871% | 0.0000% | $1000000.00        | $1018374.56        | Asset-Backed Securities                           |
| VERUS SECURITIZATION TR 2025-5 B-2    20700625 FLT | 2070-06-25      | 7.3339%  | 0.0000% | $5752000.00        | $5738597.07        | Asset-Backed Securities                           |
| JP MORGAN MTG TR 2021-12       B-5    20520225 FLT | 2052-02-25      | 3.1582%  | 0.0000% | $6587000.00        | $4915199.96        | Private Label Collateralized Mortgage Obligations |
| SUNBIT ASSET SEC TR 2025-1     D      20300715 7.9 | 2030-07-15      | 7.9200%  | 0.0000% | $2470000.00        | $2520625.12        | Asset-Backed Securities                           |
| VENTURE XIX CLO LTD 2015-19    SUBFEE 20270115 FLT | 2027-01-15      | 0.1000%  | 0.0000% | $364227.00         | $10679.84          | Asset-Backed Securities                           |
| VOYA CLO 2018-2 LTD            F      20310715 FLT | 2031-07-15      | 11.8692% | 0.0000% | $2000000.00        | $1586593.63        | Asset-Backed Securities                           |
| PROGRESS RES TR 2021-SFR9      F      20401119 4.0 | 2040-11-19      | 4.0530%  | 0.0000% | $160000.00         | $152461.75         | Asset-Backed Securities                           |
| HONO MORTGAGE TRUST 2021-LULU  A      20361215 FLT | 2036-12-15      | 5.4155%  | 0.0000% | $5000000.00        | $4989407.25        | Private Label Collateralized Mortgage Obligations |
| EFMT 2025-INV1                 B-2    20700325 FLT | 2070-03-25      | 7.3161%  | 0.0000% | $1662000.00        | $1663486.67        | Private Label Collateralized Mortgage Obligations |
| ELMWOOD CLO LTD 22-15R         E-R    20350423 FLT | 2035-04-23      | 10.2577% | 0.0000% | $2460000.00        | $2513861.11        | Asset-Backed Securities                           |
| FRTKL SFR1 2021-1              F      20380917 3.1 | 2038-09-17      | 3.1710%  | 0.0000% | $480000.00         | $466156.52         | Asset-Backed Securities                           |
| AFFIRM ASSET SEC TR 2024-A     A      20290215 5.6 | 2029-02-15      | 5.6100%  | 0.0000% | $1682000.00        | $1693623.46        | Asset-Backed Securities                           |
| AFFIRM ASSET SEC 2024-A        D      20290215 6.8 | 2029-02-15      | 6.8900%  | 0.0000% | $3500000.00        | $3530862.42        | Asset-Backed Securities                           |
| AFFIRM MASTER TRUST 2025-2     E      20330715 7.6 | 2033-07-15      | 7.6500%  | 0.0000% | $5000000.00        | $5057932.50        | Asset-Backed Securities                           |
| BARINGS CLO LTD 2019-IV        SUB NT 20330118 FLT | 2033-01-18      | 0.0000%  | 0.0000% | $3700000.00        | $2148904.50        | Asset-Backed Securities                           |
| BRIDGECREST LD AUTO SEC 2023-1 E      20300715 10. | 2030-07-15      | 10.3700% | 0.0000% | $5000000.00        | $5461369.17        | Asset-Backed Securities                           |
| COMM MORTGAGE TRUST 2019-521F  E      20340615 FLT | 2034-06-15      | 6.2980%  | 0.0000% | $5000000.00        | $4013120.85        | Private Label Collateralized Mortgage Obligations |
| CARVANA AUTO RECIEV TR 2024-N3 E      20320412 7.6 | 2032-04-12      | 7.6600%  | 0.0000% | $1740000.00        | $1813794.37        | Asset-Backed Securities                           |
| PROGRESS RES TR 2021-SFR10     F      20401219 4.6 | 2040-12-19      | 4.6080%  | 0.0000% | $12620000.00       | $10409066.43       | Asset-Backed Securities                           |
| ROCKFORD TOWER CLO 2022-3R     E-R    20370720 FLT | 2037-07-20      | 11.7455% | 0.0000% | $2175000.00        | $2214464.76        | Asset-Backed Securities                           |
| AMSR TR 2025-SFR1              E-1    20300617 3.6 | 2030-06-17      | 3.6550%  | 0.0000% | $4400000.00        | $4050122.14        | Asset-Backed Securities                           |
| AIG CLO 2021-2 INCOME NT LTD                       | 2034-07-20      | 0.0000%  | 0.0000% | $2500000.00        | $1523530.00        | Asset-Backed Securities                           |
| AMMC CLO 21 LTD 2017-21        SUB NT 20301104 FLT | 2030-11-04      | 0.0000%  | 0.0000% | $2750000.00        | $440000.00         | Asset-Backed Securities                           |
| AMSR TR 2025-SFR1              F-2    20300617 3.6 | 2030-06-17      | 3.6550%  | 0.0000% | $2300000.00        | $2044268.30        | Asset-Backed Securities                           |
| AMSR TR 2023-SFR2              F-1    20400817 3.9 | 2040-08-17      | 3.9500%  | 0.0000% | $7980000.00        | $7484968.23        | Asset-Backed Securities                           |
| AMMC CLO 26 LTD 2023-26        SUB-A  20360415 FLT | 2036-04-15      | 0.0000%  | 0.0000% | $5370000.00        | $3597900.00        | Asset-Backed Securities                           |
| ACRES LTD 2021-FL1             C      20361020 FLT | 2036-10-20      | 6.4003%  | 0.0000% | $2500000.00        | $2505273.60        | Asset-Backed Securities                           |
| BLUEMNT CLO LTD 2021-33        SUB    20341120 FLT | 2034-11-20      | 0.0000%  | 0.0000% | $5400569.00        | $2052216.22        | Asset-Backed Securities                           |
| ATALAYA EQPMNT LSNG TR 2021-1  C      20280615 2.6 | 2028-06-15      | 2.6900%  | 0.0000% | $8691000.00        | $5246566.88        | Asset-Backed Securities                           |
| BARCLAYS MTG TR 2021-NPL1      A      20511125 2.0 | 2051-11-25      | 5.0000%  | 0.0000% | $2420000.00        | $701640.58         | Asset-Backed Securities                           |
| BENEFIT STR PRTNR CLO 2021-21R E-R    20341016 FLT | 2034-10-16      | 11.2792% | 0.0000% | $1000000.00        | $1026704.87        | Asset-Backed Securities                           |
| CLICKLEASE EQP REC LLC 2024-1  C      20300215 8.4 | 2030-02-15      | 8.4000%  | 0.0000% | $19000000.00       | $19362900.00       | Asset-Backed Securities                           |
| CARLYLE US CLO 2017-2 LTD      SUB NT 20310721 FLT | 2031-07-21      | 0.0000%  | 0.0000% | $2250000.00        | $315000.00         | Asset-Backed Securities                           |
| FREDDIE MAC MSCR TR 2025-MN11  M-2    20450725 FLT | 2045-07-25      | 7.0060%  | 0.0000% | $5000000.00        | $5001405.30        | Private Label Collateralized Mortgage Obligations |
| JP MRGN CHASE COM TR 2021-NYAH H      20380615 FLT | 2038-06-15      | 7.9055%  | 0.0000% | $3880000.00        | $2838921.31        | Private Label Collateralized Mortgage Obligations |
| JER CRE CDO 2006-2             H-FL   20450325 FLT | 2045-03-25      | 6.7724%  | 0.0000% | $3000000.00        | $546790.19         | Asset-Backed Securities                           |
| NEUBERGER BER LN ADV CLO       SUB    20321020 FLT | 2032-10-20      | 0.0000%  | 0.0000% | $4550000.00        | $2158975.00        | Asset-Backed Securities                           |
| OPORTUN FUNDING TR 2024-3      A      20290815 5.2 | 2029-08-15      | 5.2600%  | 0.0000% | $1641000.00        | $454457.65         | Asset-Backed Securities                           |
| OAKTREE CLO LTD 2019-4         SUB    20321020 FLT | 2032-10-20      | 0.0000%  | 0.0000% | $5000000.00        | $3187105.00        | Asset-Backed Securities                           |
| TABERNA PREF FDG I 2005-1      C-1    20350705 FLT | 2035-07-05      | 6.3474%  | 0.0000% | $2000000.00        | $407950.31         | Asset-Backed Securities                           |
| SHACKLETON CLO 2015-7-R        E      20310715 FLT | 2031-07-15      | 10.7792% | 0.0000% | $7600000.00        | $7522217.24        | Asset-Backed Securities                           |
| MARBLE PT CLO XII INCOME NT LTD                    | 2031-07-16      | 0.0000%  | 0.0000% | $6150000.00        | $1046650.05        | Asset-Backed Securities                           |
| SIERRA TIMSHR REC FDG 2022-2   D      20400620 9.2 | 2040-06-20      | 9.2200%  | 0.0000% | $1000000.00        | $197620.44         | Asset-Backed Securities                           |
| GOODLEAP HOME IMPROV SL 2025-1 A      20490220 5.3 | 2049-02-20      | 5.3800%  | 0.0000% | $2348000.00        | $1843449.71        | Asset-Backed Securities                           |
| MOUNTIA VIEW CLO LTD  2019-15R E-R    20370715 FLT | 2037-07-15      | 12.3875% | 0.0000% | $3500000.00        | $3509049.58        | Asset-Backed Securities                           |
| MILL CITY MTG LN TR 2018-2     B4     20580525 FLT | 2058-05-25      | 3.9324%  | 0.0000% | $10912000.00       | $7856408.97        | Asset-Backed Securities                           |
| RR 8 LTD 2020-8                SUB    20330415 FLT | 2033-04-15      | 0.0000%  | 0.0000% | $12375000.00       | $7458140.25        | Asset-Backed Securities                           |
| NEW RESI MTG TR 2020-RPL1      B-3    20591125 FLT | 2059-11-25      | 3.8441%  | 0.0000% | $2199350.00        | $1746332.28        | Asset-Backed Securities                           |
| OCTAGON 2021-57 LTD            SUB    20341016 FLT | 2034-10-16      | 0.0000%  | 0.0000% | $5000000.00        | $2285950.00        | Asset-Backed Securities                           |
| SWCH COMM MTG TR  2025-DATA    E      20420218 FLT | 2042-02-18      | 7.4904%  | 0.0000% | $500000.00         | $499373.00         | Private Label Collateralized Mortgage Obligations |
| MAGNETITE XX LTD 2018-20       SUB NT 20310421 FLT | 2031-04-21      | 0.0000%  | 0.0000% | $2383000.00        | $405110.00         | Asset-Backed Securities                           |
| CSMC TRUST 2017-CALI           A      20321112 3.4 | 2032-11-12      | 3.4313%  | 0.0000% | $4500000.00        | $3567438.61        | Private Label Collateralized Mortgage Obligations |
| CBRE REALTY FIN CDO 2007-1     E      20520407 FLT | 2052-04-07      | 5.4463%  | 0.0000% | $2000000.00        | $43260.66          | Asset-Backed Securities                           |
| CWCAPITAL COBALT II 2006-2     H      20500426 FLT | 2050-04-26      | 6.4754%  | 0.0000% | $2000000.00        | $3509546.04        | Asset-Backed Securities                           |
| CF MTG  2019-CF1 TR            65A    20520517 4.4 | 2052-05-17      | 4.4114%  | 0.0000% | $3600000.00        | $1836128.26        | Private Label Collateralized Mortgage Obligations |
| CWCAPITAL COBALT II 2006-2     K      20500426 FLT | 2050-04-26      | 8.0754%  | 0.0000% | $4000000.00        | $128323.45         | Asset-Backed Securities                           |
| COMM MTG TR 2025-180W          E      20420812 FLT | 2042-08-12      | 7.6090%  | 0.0000% | $1786000.00        | $1799436.86        | Private Label Collateralized Mortgage Obligations |
| AREIT 2022-CRE6 LTD 2022-CRE6  D      20370121 FLT | 2037-01-21      | 7.2365%  | 0.0000% | $1500000.00        | $1502042.02        | Asset-Backed Securities                           |
| AMERICAN CR ACCEPT REC 2024-3  E      20320312 7.9 | 2032-03-12      | 7.9200%  | 0.0000% | $11700000.00       | $11803275.90       | Asset-Backed Securities                           |
| AVANT LOANS FUNDING 2025-REV1  D      20340515 8.3 | 2034-05-15      | 8.3900%  | 0.0000% | $970000.00         | $993635.83         | Asset-Backed Securities                           |
| APEX CREDIT CLO LTD  2019-RR   E-RR   20370720 FLT | 2037-07-20      | 12.4590% | 0.0000% | $5000000.00        | $4935500.83        | Asset-Backed Securities                           |
| RISERVA CLO 2016               SUB    20281018 FLT | 2028-10-18      | 0.0000%  | 0.0000% | $3200000.00        | $1085571.20        | Asset-Backed Securities                           |
| OCTAGON LTD 2024-71            SUB    20370420 FLT | 2037-04-20      | 0.0000%  | 0.0000% | $5000000.00        | $2770000.00        | Asset-Backed Securities                           |
| LEGACY MTG ASSET TR 2021-GS5   A1     20670725 FLT | 2067-07-25      | 5.2500%  | 0.0000% | $560000.00         | $332426.10         | Asset-Backed Securities                           |
| LAKE SHORE MM CLO LLC 2022-5R  C-R    20370115 FLT | 2037-01-15      | 12.6275% | 0.0000% | $1200000.00        | $1200230.31        | Asset-Backed Securities                           |
| REDWOOD FDG TRUST 2025-3       A      20561228 FLT | 2056-12-28      | 6.2310%  | 0.0000% | $49419054.00       | $49434336.84       | Private Label Collateralized Mortgage Obligations |
| MARLETTE FUNDING TRUST 2021-1  D      20310616 2.4 | 2031-06-16      | 2.4700%  | 0.0000% | $8860000.00        | $833310.87         | Asset-Backed Securities                           |
| MILL CITY MTG LN TR 2019-1     B4     20691025 FLT | 2069-10-25      | 3.5438%  | 0.0000% | $1300000.00        | $916720.88         | Asset-Backed Securities                           |
| GREENSKY HME IMP ISSUER 2024-1 D      20590625 7.3 | 2059-06-25      | 7.3300%  | 0.0000% | $6000000.00        | $5767635.60        | Asset-Backed Securities                           |
| MARLETTE FDING TR 2023-2       B      20330615 6.5 | 2033-06-15      | 6.5400%  | 0.0000% | $180000.00         | $8385.28           | Asset-Backed Securities                           |
| GCAT 2025-NQM3 TRUST           B-1    20700525 FLT | 2070-05-25      | 7.1449%  | 0.0000% | $1133609.00        | $1150413.18        | Private Label Collateralized Mortgage Obligations |
| AFFIRM ASSET SEC TR 2023-X1    D      20281115 9.5 | 2028-11-15      | 9.5500%  | 0.0000% | $2000000.00        | $2021292.33        | Asset-Backed Securities                           |
| AFFIRM MASTER TRUST 2025-1     E      20330215 7.1 | 2033-02-15      | 7.1800%  | 0.0000% | $5000000.00        | $5013493.33        | Asset-Backed Securities                           |
| AMERIQUEST MTG SECS 2004-R11   M-2    20341225 FLT | 2034-12-25      | 4.0858%  | 0.0000% | $15750000.00       | $2495802.58        | Asset-Backed Securities                           |
| AMMC CLO 2025-31 LTD           E      20380222 FLT | 2038-02-22      | 9.7755%  | 0.0000% | $2500000.00        | $2367038.60        | Asset-Backed Securities                           |
| BANK 2019-BNK16                H      20520216 FLT | 2052-02-16      | 3.8343%  | 0.0000% | $1158000.00        | $610713.88         | Private Label Collateralized Mortgage Obligations |
| BLUEMOUNTAIN CLO 2015-4        SUB NT 20270120 FLT | 2027-01-20      | 0.0000%  | 0.0000% | $2500000.00        | $272690.00         | Asset-Backed Securities                           |
| COREVEST AMERIC FIN TR 2021-2  X-B    20540717 FLT | 2054-07-17      | 1.8167%  | 0.0000% | $3150000.00        | $177626.88         | Asset-Backed Securities                           |
| COREVEST AMCR FIN TR 2020-3    D      20530815 2.9 | 2053-08-15      | 2.9500%  | 0.0000% | $605000.00         | $528703.08         | Private Label Collateralized Mortgage Obligations |
| GENERATE CLO LTD 2022-10       SUB    20350723 FLT | 2035-07-23      | 0.0000%  | 0.0000% | $4000000.00        | $2953064.00        | Asset-Backed Securities                           |
| FLAGSHIP CR AUTO TR 2022-1     E      20290615 5.3 | 2029-06-15      | 5.3700%  | 0.0000% | $1756000.00        | $1443225.67        | Asset-Backed Securities                           |
| FIGRE TRUST 2025-HE3           XS     20550525 FLT | 2055-05-25      | 3.7123%  | 0.0000% | $29385978.00       | $2394060.74        | Asset-Backed Securities                           |
| FLAGSHIP CR AUTO TR 2023-3     D      20290815 6.5 | 2029-08-15      | 6.5800%  | 0.0000% | $1337000.00        | $1315380.26        | Asset-Backed Securities                           |
| GLS AUTO REC ISS TR 2025-1     E      20320315 7.1 | 2032-03-15      | 7.1900%  | 0.0000% | $7800000.00        | $8021378.31        | Asset-Backed Securities                           |
| GS MTG SECS CORP TR 2018-RIVR  G      20350716 FLT | 2035-07-16      | 7.0470%  | 0.0000% | $995000.00         | $3817.48           | Private Label Collateralized Mortgage Obligations |
| HERTZ VEHICLE FIN 2025-2       D      20310925 8.3 | 2031-09-25      | 8.3400%  | 0.0000% | $3330000.00        | $3347440.32        | Asset-Backed Securities                           |
| PRET LLC 2022-RN1              A-1    20520225 FLT | 2052-02-25      | 6.7210%  | 0.0000% | $435000.00         | $286141.90         | Asset-Backed Securities                           |
| GSCG TRUST 2019-600C           C      20340912 FLT | 2034-09-12      | 3.4616%  | 0.0000% | $1000000.00        | $83298.51          | Private Label Collateralized Mortgage Obligations |
| JP MORGAN CHASE CMBS 2018-PHH  D      20350615 FLT | 2035-06-15      | 6.2070%  | 0.0000% | $10000000.00       | $4331836.67        | Private Label Collateralized Mortgage Obligations |
| EXETER AUTO REC TR 2024-4      E      20320217 7.6 | 2032-02-17      | 7.6500%  | 0.0000% | $13848000.00       | $14456391.11       | Asset-Backed Securities                           |
| BXMT LTD 2020-FL3              D      20371118 FLT | 2037-11-18      | 7.5574%  | 0.0000% | $3800000.00        | $3683754.37        | Private Label Collateralized Mortgage Obligations |
| B2R MTG TRUST 2015-2           H      20481118 FLT | 2048-11-18      | 5.8083%  | 0.0000% | $1103000.00        | $473692.40         | Asset-Backed Securities                           |
| ATLAS SENIOR LN FD LTD 2018-10 E      20310115 FLT | 2031-01-15      | 10.2792% | 0.0000% | $3910000.00        | $3809106.29        | Asset-Backed Securities                           |
| BFLD TRUST 2020-EYP            B      20351015 FLT | 2035-10-15      | 5.9655%  | 0.0000% | $6800000.00        | $696900.84         | Private Label Collateralized Mortgage Obligations |
| PROGRESS RESIDENTIAL 2022-SFR5 E-2    20390617 6.8 | 2039-06-17      | 6.8630%  | 0.0000% | $1000000.00        | $1006420.53        | Asset-Backed Securities                           |
| EXETER AUTO REC TR 2024-2      E      20311015 7.9 | 2031-10-15      | 7.9800%  | 0.0000% | $7500000.00        | $8021962.50        | Asset-Backed Securities                           |
| ELMWOOD CLO LTD 2021-8         SUB    20340120 FLT | 2034-01-20      | 0.0000%  | 0.0000% | $1764706.00        | $573529.45         | Asset-Backed Securities                           |
| ASSURANT CLO 2018-3            E      20311020 FLT | 2031-10-20      | 10.7371% | 0.0000% | $2750000.00        | $2801221.35        | Asset-Backed Securities                           |
| BALLYROCK CLO 2021-17 LTD      SUB    20341020 FLT | 2034-10-20      | 0.0000%  | 0.0000% | $5000000.00        | $2620270.00        | Asset-Backed Securities                           |
| ARES TR 2025-IND3              E      20420415 FLT | 2042-04-15      | 7.7002%  | 0.0000% | $18000000.00       | $18069001.20       | Private Label Collateralized Mortgage Obligations |
| BANK 2017-BNK8                 D      20501117 2.6 | 2050-11-17      | 2.6000%  | 0.0000% | $819000.00         | $458566.65         | Private Label Collateralized Mortgage Obligations |
| COMM MTG TR 2015-CCRE27        E      20481013 3.2 | 2048-10-13      | 3.2500%  | 0.0000% | $1450000.00        | $1084482.63        | Private Label Collateralized Mortgage Obligations |
| CSMC TRUST 2017-PFHP           G      20301216 FLT | 2030-12-16      | 10.3480% | 0.0000% | $8363000.00        | $6981136.91        | Private Label Collateralized Mortgage Obligations |
| CPS AUTO RECEIVABLES TR 2025-C E      20330215 6.5 | 2033-02-15      | 6.5900%  | 0.0000% | $5900000.00        | $5859153.31        | Asset-Backed Securities                           |
| COREVEST AMCR FIN TR 2020-4    D      20521217 2.7 | 2052-12-17      | 2.7120%  | 0.0000% | $1325000.00        | $1180411.58        | Private Label Collateralized Mortgage Obligations |
| CSWF 2021-SOP2                 E      20340615 FLT | 2034-06-15      | 7.7315%  | 0.0000% | $6420000.00        | $3614580.65        | Private Label Collateralized Mortgage Obligations |
| CARVANA AUTO RECEIVABLES 2023- E      20300910 9.4 | 2030-09-10      | 9.4900%  | 0.0000% | $1000000.00        | $1081064.22        | Asset-Backed Securities                           |
| GENERATE CLO 0.01 22APR37 144A FRN                 | 2037-04-22      | 11.0690% | 0.0000% | $960000.00         | $983455.71         | Asset-Backed Securities                           |
| MILL CITY MTG LN TR 2018-1     B4     20620525 FLT | 2062-05-25      | 3.7117%  | 0.0000% | $7639000.00        | $5405515.44        | Asset-Backed Securities                           |
| JP MORGAN MTG TR 2021-INV6     B-5    20520425 FLT | 2052-04-25      | 3.3437%  | 0.0000% | $4707650.00        | $3175121.05        | Private Label Collateralized Mortgage Obligations |
| KKR CLO LTD 2022-49R           E-R    20371015 FLT | 2037-10-15      | 11.1455% | 0.0000% | $2175000.00        | $2221330.51        | Asset-Backed Securities                           |
| VENTURE XVIII CLO 2014-18R     SUB    20291015 FLT | 2029-10-15      | 0.0000%  | 0.0000% | $7500000.00        | $750.00            | Asset-Backed Securities                           |
| VERUS SECURITIZATION TR 2025-3 B-2    20700525 FLT | 2070-05-25      | 7.5146%  | 0.0000% | $1941000.00        | $1947380.83        | Asset-Backed Securities                           |
| VERUS SECURITIZATION TR 2025-1 B-2    20700125 FLT | 2070-01-25      | 7.3514%  | 0.0000% | $6526000.00        | $6526345.80        | Asset-Backed Securities                           |
| VERUS SECURITIZAT TR 2024-8    B-2    20691025 FLT | 2069-10-25      | 7.6107%  | 0.0000% | $5000000.00        | $5038170.92        | Asset-Backed Securities                           |
| HOME PART AMERICA TR 2021-2    G      20381217 4.5 | 2038-12-17      | 4.5050%  | 0.0000% | $1164569.00        | $1088419.24        | Asset-Backed Securities                           |
| ARES CLO LTD 2021-61           SUB    20341020 FLT | 2034-10-20      | 6.7294%  | 0.0000% | $2550000.00        | $1222388.40        | Asset-Backed Securities                           |
| VERUS SECURITIZATION TR 2024-9 B-2    20691125 FLT | 2069-11-25      | 7.3610%  | 0.0000% | $9500000.00        | $9517598.39        | Asset-Backed Securities                           |
| AMERICAN CR ACCEPT RECV 2025-1 E      20321213 7.3 | 2032-12-13      | 7.3900%  | 0.0000% | $52880000.00       | $51916685.04       | Asset-Backed Securities                           |
| ARES CLO LTD 2019-51           SUB    20340417 FLT | 2034-04-17      | 0.0000%  | 0.0000% | $2760000.00        | $1165357.56        | Asset-Backed Securities                           |
| CARVANA AUTO RECV TR 2024-N1   E      20300510 0.0 | 2031-03-10      | 8.2800%  | 0.0000% | $3779000.00        | $3981369.23        | Asset-Backed Securities                           |
| CIFC FUNDING LTD 2019-6        SUB    20330118 FLT | 2033-01-18      | 0.0000%  | 0.0000% | $2500000.00        | $1625000.00        | Asset-Backed Securities                           |
| BBCMS TRUST 2021-AGW           E      20360616 FLT | 2036-06-16      | 7.4145%  | 0.0000% | $7372000.00        | $6735595.76        | Private Label Collateralized Mortgage Obligations |
| BAIN CAPITAL CREDIT CLO 2022-5 SUB    20370126 FLT | 2037-01-26      | 0.0000%  | 0.0000% | $1000000.00        | $610000.00         | Asset-Backed Securities                           |
| AMERIQUEST MTG SECS 2004-R11   M-5    20341225 FLT | 2034-12-25      | 4.0858%  | 0.0000% | $12250000.00       | $4305690.88        | Asset-Backed Securities                           |
| AMERICAN CR ACCE REC TR 2024-4 E      20320412 7.1 | 2032-04-12      | 7.1900%  | 0.0000% | $16430000.00       | $16450307.48       | Asset-Backed Securities                           |
| JPMBB COML MTG SEC TR 2015-C29 C      20480515 FLT | 2048-05-15      | 4.4252%  | 0.0000% | $8927000.00        | $8449501.30        | Private Label Collateralized Mortgage Obligations |
| NEW RESI MTG TR 2020-RPL1      B-4    20591125 FLT | 2059-11-25      | 3.8441%  | 0.0000% | $2942300.00        | $2185096.14        | Asset-Backed Securities                           |
| KRFF 2021-FL2 LTD              C      20390217 FLT | 2039-02-17      | 6.2574%  | 0.0000% | $3900000.00        | $3859165.45        | Asset-Backed Securities                           |
| NEUBERGER BR LN A CL 2020-24R2 E-R2   20381019 FLT | 2038-10-19      | 11.3255% | 0.0000% | $660000.00         | $683282.41         | Asset-Backed Securities                           |
| KKR CLO LTD 2021-34            E      20340717 FLT | 2034-07-17      | 11.4292% | 0.0000% | $1400000.00        | $1407931.98        | Asset-Backed Securities                           |
| TREMAN PARK CLO LTD 2015       SUB    20270420 FLT | 2027-04-20      | 0.0000%  | 0.0000% | $11243568.00       | $1124.36           | Asset-Backed Securities                           |
| GS MTG SECS TR 2014-GC22       D      20470612 FLT | 2047-06-12      | 4.7255%  | 0.0000% | $12365300.00       | $2380699.28        | Private Label Collateralized Mortgage Obligations |
| OCTAGON INV PRT 2020-50R LTD   E-R    20350116 FLT | 2035-01-16      | 11.3792% | 0.0000% | $3000000.00        | $3046184.27        | Asset-Backed Securities                           |
| REPUBLIC FINAN ISSUANCE 2024-B C      20371120 6.6 | 2037-11-20      | 6.6000%  | 0.0000% | $115000.00         | $117975.09         | Asset-Backed Securities                           |
| WORLDWIDE MEDIA SVCS GROUP INC SR ZRO 144A NT25    | 2025-10-31      | 0.0000%  | 0.0000% | $9224000.00        | $9200940.00        | Corporate Debt Securities                         |
| SCULPTOR CLO LTD 2021-29R      E-R    20380722 FLT | 2038-07-22      | 11.5171% | 0.0000% | $3330000.00        | $3356099.86        | Asset-Backed Securities                           |
| VERUS SEC TRUST 2023-INV3      B-1    20681125 FLT | 2068-11-25      | 8.1839%  | 0.0000% | $1125000.00        | $1151387.56        | Private Label Collateralized Mortgage Obligations |
| FLAGSHIP CR AT TR 2022-2       E      20290615 8.2 | 2029-06-15      | 8.2000%  | 0.0000% | $9500000.00        | $1785369.84        | Asset-Backed Securities                           |

### Security 651: BNP PARIBAS SA

- **C.1 - Title:** BNP PARIBAS SA 4.520000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1ABJZ9, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: ARP1ABJZ9
- **C.18 - Value (incl. sponsor support):** $900067068.00
- **C.18.a - Value (excl. sponsor support):** $900067068.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-11-04
- **C.13 - Final Legal Maturity Date:** 2026-03-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                  |
|:---|:---|:---|:---|:---|:---|:---|
| CARMAX SELECT REC TR 2025-B    E      20320915 6.8 | 2032-09-15      | 6.8900%  | 0.0000% | $922000.00         | $922937.06         | Asset-Backed Securities   |
| EATON VANCE CLO LTD 2014-1R    E      20300715 FLT | 2030-07-15      | 10.2792% | 0.0000% | $500000.00         | $482167.99         | Asset-Backed Securities   |
| ELARA HGV TIMESHARE 2023-A     D      20380225 10. | 2038-02-25      | 10.1000% | 0.0000% | $1089000.00        | $597679.26         | Asset-Backed Securities   |
| BARINGS CLO LTD  2021-III      E      20350118 FLT | 2035-01-18      | 11.2406% | 0.0000% | $1000000.00        | $988865.70         | Asset-Backed Securities   |
| BATTALION CLO XXVIII LTD       E      20380120 FLT | 2038-01-20      | 10.0255% | 0.0000% | $1650000.00        | $1681321.12        | Asset-Backed Securities   |
| AVIS BUDGET RENT CAR FDG 23-4  D      20290620 7.3 | 2029-06-20      | 7.3100%  | 0.0000% | $1479000.00        | $1516820.33        | Asset-Backed Securities   |
| ECAF I LTD 2015-1              A-1    20400615 3.4 | 2040-06-15      | 3.4730%  | 0.0000% | $2850000.00        | $126120.30         | Asset-Backed Securities   |
| CARRINGTON MTG LN 2007-FRE1    A-4    20361225 FLT | 2036-12-25      | 4.6924%  | 0.0000% | $13201000.00       | $11600045.04       | Asset-Backed Securities   |
| NISSAN MTR ACCEP CO LLC        FR 5.625%092928     | 2028-09-29      | 5.6250%  | 0.0000% | $34100000.00       | $34108056.12       | Corporate Debt Securities |
| PETROLEOS MEXICANOS            FR 8.75%060229      | 2029-06-02      | 8.7500%  | 0.0000% | $5100000.00        | $5657636.84        | Corporate Debt Securities |
| POST CLO 202 10.01476 15OCT34 144A                 | 2034-10-15      | 10.0176% | 0.0000% | $1500000.00        | $1459605.64        | Asset-Backed Securities   |
| NISSAN MTR ACCEP CO LLC        FR 2%030926         | 2026-03-09      | 2.0000%  | 0.0000% | $579000.00         | $570272.54         | Corporate Debt Securities |
| STRUCTURED ASSET SECS 2006-WF1 M6     20360225 FLT | 2036-02-25      | 5.0674%  | 0.0000% | $901000.00         | $890084.21         | Asset-Backed Securities   |
| JP MORGAN MTG ACQ 2007-CH2     MV-5   20370125 FLT | 2037-01-25      | 5.1724%  | 0.0000% | $5470831.00        | $4682940.45        | Asset-Backed Securities   |
| MCF CLO LTD 2023-10R           E-R    20370415 FLT | 2037-04-15      | 10.7676% | 0.0000% | $5488000.00        | $5069060.31        | Asset-Backed Securities   |
| JP MORGAN MTG ACQ 2006-NC1     M-2    20360425 FLT | 2036-04-25      | 4.7824%  | 0.0000% | $1886352.00        | $1703397.02        | Asset-Backed Securities   |
| NISSAN MTR ACCEP CO LLC        FR 7.05%091528      | 2028-09-15      | 7.0500%  | 0.0000% | $1090000.00        | $1135504.77        | Corporate Debt Securities |
| BLUEMOUNTAIN CLO 2013-2R       E-R    20301022 FLT | 2030-10-22      | 10.8936% | 0.0000% | $5289747.00        | $5360587.29        | Asset-Backed Securities   |
| BRIDGECREST LD AUTO SEC 2023-1 E      20300715 10. | 2030-07-15      | 10.3700% | 0.0000% | $10000000.00       | $10922738.33       | Asset-Backed Securities   |
| BAIN CAPITAL CR LTD 2019-2R3   E-R-3  20321018 FLT | 2032-10-18      | 10.2224% | 0.0000% | $1200000.00        | $1211168.00        | Asset-Backed Securities   |
| BATT CLO VIII 2020-8R2 LTD     D-1-R2 20300718 FLT | 2030-07-18      | 11.3406% | 0.0000% | $3500000.00        | $3573574.39        | Asset-Backed Securities   |
| EXETER AUTOMOBILE TR 2022-6    E      20300617 11. | 2030-06-17      | 11.6100% | 0.0000% | $46994000.00       | $51225269.27       | Asset-Backed Securities   |
| EXETER AUTOMOBILE REC 2022-3   E      20300115 9.0 | 2030-01-15      | 9.0900%  | 0.0000% | $14949000.00       | $15475346.82       | Asset-Backed Securities   |
| EXETER AUTO REC TR 2023-3      E      20310115 9.9 | 2031-01-15      | 9.9800%  | 0.0000% | $5691000.00        | $6194547.27        | Asset-Backed Securities   |
| ALLO ISSUER LLC 2023-1         C      20530620 12. | 2053-06-20      | 12.1800% | 0.0000% | $4351000.00        | $4655871.67        | Asset-Backed Securities   |
| AEGIS ABS 2004-3               M3     20340925 FLT | 2034-09-25      | 6.3724%  | 0.0000% | $4000000.00        | $728766.56         | Asset-Backed Securities   |
| EXETER AUTO REC TR 2023-4      E      20310218 9.5 | 2031-02-18      | 9.5700%  | 0.0000% | $4250000.00        | $4645685.62        | Asset-Backed Securities   |
| EXETER AUTO RECV TR 2023-2     E      20301115 9.7 | 2030-11-15      | 9.7500%  | 0.0000% | $4818000.00        | $5242998.19        | Asset-Backed Securities   |
| AVIS BUDGET RENT 8.03 20FEB30 144A                 | 2030-02-20      | 7.5200%  | 0.0000% | $3165000.00        | $3229087.73        | Asset-Backed Securities   |
| AIM AVIATION FIN LTD 2015      A-1    20400215 FLT | 2040-02-15      | 6.2130%  | 0.0000% | $12746000.00       | $2024609.23        | Asset-Backed Securities   |
| AIM AVIATION FIN LTD 2015      A-1    20400215 FLT | 2040-02-15      | 6.2130%  | 0.0000% | $133605000.00      | $21222180.79       | Asset-Backed Securities   |
| VOYA CLO LTD 2024-5            E-2    20371015 FLT | 2037-10-15      | 11.2476% | 0.0000% | $2202400.00        | $2231833.45        | Asset-Backed Securities   |
| WIND RIVER CLO 2019-3 LTD      E-2-R  20310715 FLT | 2031-07-15      | 11.3292% | 0.0000% | $3000000.00        | $3022775.44        | Asset-Backed Securities   |
| RAD CLO 3 LT 10.5359 15JUL37 144A F                | 2037-07-15      | 10.1976% | 0.0000% | $2500000.00        | $2338821.07        | Asset-Backed Securities   |
| RAPTOR AIRCRAFT FIN I LTD 2019 A      20440823 4.2 | 2044-08-23      | 4.2130%  | 0.0000% | $17100000.00       | $8898260.80        | Asset-Backed Securities   |
| HALCYON LN ADV FDG LTD 2018-2  D      20310122 FLT | 2031-01-22      | 11.4936% | 0.0000% | $3900000.00        | $3968010.80        | Asset-Backed Securities   |
| MCF CLO LLC 2017-5RR           E-R2   20371020 FLT | 2037-10-20      | 11.8255% | 0.0000% | $4261600.00        | $4142631.02        | Asset-Backed Securities   |
| UNITED AIRLINES PTC 2016-1B    B      20270707 3.6 | 2027-07-07      | 3.6500%  | 0.0000% | $1647000.00        | $590789.07         | Asset-Backed Securities   |
| HUNTINGT BK AT CR LK NT 2024-1 D      20320520 FLT | 2032-05-20      | 9.6388%  | 0.0000% | $2733000.00        | $1424246.78        | Asset-Backed Securities   |
| MADISON PARK FUNDING 2024-67   E      20370427 FLT | 2037-04-27      | 11.1185% | 0.0000% | $1942000.00        | $1973766.63        | Asset-Backed Securities   |
| FIRST NLC TRUST 2005-4         M-1    20360225 FLT | 2036-02-25      | 5.0074%  | 0.0000% | $9240000.00        | $8346671.91        | Asset-Backed Securities   |
| SYMPHONY CLO LTD 2020-23R2     E-R2   20340117 FLT | 2034-01-17      | 9.8176%  | 0.0000% | $4755000.00        | $4706682.78        | Asset-Backed Securities   |
| SYCAMORE TREE CLO 2023-2R      E-R    20370121 FLT | 2037-01-20      | 12.0055% | 0.0000% | $1000000.00        | $1024877.49        | Asset-Backed Securities   |
| SYMPHONY CLO LTD 2021-26R      E-R    20330420 FLT | 2033-04-20      | 12.0871% | 0.0000% | $12500000.00       | $12022230.59       | Asset-Backed Securities   |
| HARBOURVIEW CLO LTD 2018-7R    E      20310718 FLT | 2031-07-18      | 10.6906% | 0.0000% | $3800000.00        | $3847367.54        | Asset-Backed Securities   |
| HINNT LLC 2024-A               D      20430316 7.0 | 2043-03-16      | 7.0000%  | 0.0000% | $7500000.00        | $3894790.27        | Asset-Backed Securities   |
| HINNT LLC 2024-A               E      20430316 8.0 | 2043-03-16      | 8.0000%  | 0.0000% | $2150000.00        | $1080775.94        | Asset-Backed Securities   |
| HERTZ VEH FING III LLC 2023-4  D      20300325 9.4 | 2030-03-25      | 9.4400%  | 0.0000% | $2340000.00        | $2445634.88        | Asset-Backed Securities   |
| OCTAGON INV PTNS 2018-36       E      20310415 FLT | 2031-04-15      | 10.0092% | 0.0000% | $7250000.00        | $7370628.99        | Asset-Backed Securities   |
| NAVIENT CORPORATION            FR 5.625%080133     | 2033-08-01      | 5.6250%  | 0.0000% | $89000.00          | $81991.14          | Corporate Debt Securities |
| ROCKFORD TOWER CLO 2017-2R     E-R    20291015 FLT | 2029-10-15      | 10.8292% | 0.0000% | $4000000.00        | $4078169.48        | Asset-Backed Securities   |
| LCM LTD 2022-37                E      20340417 FLT | 2034-04-17      | 11.9476% | 0.0000% | $8000000.00        | $7488275.86        | Asset-Backed Securities   |
| OZLM LTD 2017-19R              D-R    20350116 FLT | 2035-01-16      | 12.2092% | 0.0000% | $1500000.00        | $1512186.06        | Asset-Backed Securities   |
| GLS AUTO RECV ISSUER TR 2025-2 E      20320315 7.7 | 2032-03-15      | 7.7300%  | 0.0000% | $1590000.00        | $1654975.09        | Asset-Backed Securities   |
| THL CREDIT WIND RIVER 2015-1RR E-R    20301021 FLT | 2030-10-21      | 10.3871% | 0.0000% | $7000000.00        | $7027059.68        | Asset-Backed Securities   |
| LIBERTY MUT GROUP INC          EXT JR SB GLBL87    | 2087-03-07      | 7.8000%  | 0.0000% | $873000.00         | $1000449.27        | Corporate Debt Securities |
| TRYSAIL CLO LTD 2021-1         E      20320720 FLT | 2032-07-20      | 11.9671% | 0.0000% | $5000000.00        | $5124163.90        | Asset-Backed Securities   |
| STRUCTURED ASSET SECS 2005-NC2 M7     20350525 FLT | 2035-05-25      | 5.3224%  | 0.0000% | $4500000.00        | $3673211.27        | Asset-Backed Securities   |
| HUNTINGTON AUTO TRUST 2024-2   D      20321020 FLT | 2032-10-20      | 8.3888%  | 0.0000% | $1800000.00        | $1156152.16        | Asset-Backed Securities   |
| HILTON GRAND VAC TRUST 2024-1B D      20390915 8.8 | 2039-09-15      | 8.8500%  | 0.0000% | $2840000.00        | $1247869.34        | Asset-Backed Securities   |
| KKR FINAL CLO LTD 2013-1R2     D-R2   20290416 FLT | 2029-04-16      | 10.5676% | 0.0000% | $4765500.00        | $4855343.09        | Asset-Backed Securities   |
| SYMPHONY CLO XV LTD 2014-15RR  E-R2   20320120 FLT | 2032-01-20      | 10.9140% | 0.0000% | $8350000.00        | $8263907.49        | Asset-Backed Securities   |
| MARBLE POINT CLO 2021-20 LTD   E      20340424 FLT | 2034-04-24      | 11.6906% | 0.0000% | $700000.00         | $712961.89         | Asset-Backed Securities   |
| PIKES PEK CLO  LTD 2021-7R     E-R    20370225 FLT | 2037-02-25      | 11.1758% | 0.0000% | $4176000.00        | $4190602.80        | Asset-Backed Securities   |
| ADAMS OUTDOOR ADVT LP 2023-1   C      20530715 11. | 2053-07-15      | 11.7100% | 0.0000% | $31800000.00       | $33299884.08       | Asset-Backed Securities   |
| ALLO ISSUER LLC 2023-1         C      20530620 12. | 2053-06-20      | 12.1800% | 0.0000% | $5000000.00        | $5350346.67        | Asset-Backed Securities   |
| ANCHORAGE CAP 0.01 20OCT34 144A FRN                | 2034-10-20      | 10.5755% | 0.0000% | $590000.00         | $600016.56         | Asset-Backed Securities   |
| AMER AIRLINES PT TR 2017-2B    B      20270415 3.7 | 2027-04-15      | 3.7000%  | 0.0000% | $2415000.00        | $717142.81         | Asset-Backed Securities   |
| CFG INVESTMENTS LTD 2025-1     B      20360325 9.1 | 2036-03-25      | 9.1600%  | 0.0000% | $4245000.00        | $4341944.01        | Asset-Backed Securities   |
| BIRCH GROVE CLO 2023-7 LTD     E      20361020 FLT | 2036-10-20      | 12.9655% | 0.0000% | $1200000.00        | $1226184.99        | Asset-Backed Securities   |
| EXETER AUTO REC TR 2025-4      E      20330415 6.9 | 2033-04-15      | 6.9900%  | 0.0000% | $5000000.00        | $5009172.50        | Asset-Backed Securities   |
| FORTRESS CR BSL 2024-21        E      20370424 FLT | 2037-04-24      | 12.1487% | 0.0000% | $875000.00         | $895411.59         | Asset-Backed Securities   |
| FORTRESS CRE BSL LTD 2015-6R   E-R    20310723 FLT | 2031-07-23      | 10.9840% | 0.0000% | $8000000.00        | $8182895.86        | Asset-Backed Securities   |
| IVY HILL MID MKT CR FD 2024-22 E      20360421 FLT | 2036-04-20      | 12.1755% | 0.0000% | $5587800.00        | $5665709.42        | Asset-Backed Securities   |
| KKR CLO 2014-9R                E-R    20300715 FLT | 2030-07-15      | 11.4292% | 0.0000% | $3675889.00        | $3764201.14        | Asset-Backed Securities   |
| RAMP SERIES TRUST 2006-RS4     M-1    20360725 FLT | 2036-07-25      | 4.7974%  | 0.0000% | $2013500.00        | $1508124.50        | Asset-Backed Securities   |
| OZLM VI LTD2018-6              D-S    20310417 FLT | 2031-04-17      | 10.6340% | 0.0000% | $14875000.00       | $14209406.05       | Asset-Backed Securities   |
| UTD AUTO CR SEC TR 2023-1      E      20290910 10. | 2029-09-10      | 10.9800% | 0.0000% | $18081000.00       | $19334664.22       | Asset-Backed Securities   |
| PPM CLO 2019-3R LTD            E-R    20340717 FLT | 2034-07-17      | 11.1940% | 0.0000% | $6500000.00        | $6057615.55        | Asset-Backed Securities   |
| MARBLE POINT CLO LTD 2022-25R  E-R    20361020 FLT | 2036-10-20      | 13.0255% | 0.0000% | $7600000.00        | $7688282.82        | Asset-Backed Securities   |
| GLS AUTO RECEIVABLES 2023-4    E      20300815 9.7 | 2030-08-15      | 9.7200%  | 0.0000% | $3010000.00        | $3308905.04        | Asset-Backed Securities   |
| INVESCO CLO LTD 2021-3         E      20341023 FLT | 2034-10-23      | 10.8436% | 0.0000% | $6500000.00        | $6612676.06        | Asset-Backed Securities   |
| TIKEHAU US CLO LTD 2023-R      ER     20360122 FLT | 2036-01-22      | 12.9055% | 0.0000% | $3000000.00        | $3076657.48        | Asset-Backed Securities   |
| TRICOLOR AUTO SEC TR 2023-1    E      20280615 13. | 2028-06-15      | 13.4500% | 0.0000% | $1000000.00        | $514977.17         | Asset-Backed Securities   |
| REGIONAL MTG ISS TR 2021-2     D      20330815 4.9 | 2033-08-15      | 4.9400%  | 0.0000% | $8413000.00        | $7982905.01        | Asset-Backed Securities   |
| NMEF FUNDING LLC 2025-B        E      20330118 7.6 | 2033-01-18      | 7.6600%  | 0.0000% | $3500000.00        | $3538663.33        | Asset-Backed Securities   |
| ML MTG INV TR 2006-OPT1        A-2D   20370825 FLT | 2037-08-25      | 4.7524%  | 0.0000% | $863249.00         | $737500.43         | Asset-Backed Securities   |
| LABRADOR AVIA FIN LTD 2016-1   A-1    20420115 FLT | 2042-01-15      | 4.3000%  | 0.0000% | $16350000.00       | $6104256.00        | Asset-Backed Securities   |
| MP CLO VIII LTD 2015-8RR       E-RR   20340428 FLT | 2034-04-28      | 11.7954% | 0.0000% | $1500000.00        | $1491809.45        | Asset-Backed Securities   |
| MOUNTIA VIEW CLO LTD  2019-15R E-R    20370715 FLT | 2037-07-15      | 12.3875% | 0.0000% | $3500000.00        | $3509049.58        | Asset-Backed Securities   |
| MILL CITY MTG LN TR 2017-2     B5     20590725 FLT | 2059-07-25      | 4.1682%  | 0.0000% | $788473.00         | $534204.80         | Asset-Backed Securities   |
| SLM PRIVATE ST LN TR 2003-C    A-4    20320915 FLT | 2032-09-15      | 0.0100%  | 0.0000% | $11408462.00       | $11438046.29       | Asset-Backed Securities   |
| UNITED AIRLINES PTC 2016-2B    B      20270407 3.6 | 2027-04-07      | 3.6500%  | 0.0000% | $505000.00         | $183710.53         | Asset-Backed Securities   |
| MARINER FIN ISSUANCE TR 2025-A E      20380520 8.6 | 2038-05-20      | 8.6400%  | 0.0000% | $1819000.00        | $1895976.44        | Asset-Backed Securities   |
| BLUEMOUNTAIN CLO 2018-3        E      20301025 FLT | 2030-10-25      | 10.5301% | 0.0000% | $10500000.00       | $10001120.13       | Asset-Backed Securities   |
| EXETER AUTO RECV TR 2022-5     E      20300415 10. | 2030-04-15      | 10.4500% | 0.0000% | $11278000.00       | $12028101.66       | Asset-Backed Securities   |
| DRYDEN XXVI SR LN FD 2013-26R  E-R    20290416 FLT | 2029-04-16      | 10.1192% | 0.0000% | $11100000.00       | $10898354.71       | Asset-Backed Securities   |
| DRYDEN CLO LTD 2020-86R        E-R    20340717 FLT | 2034-07-17      | 11.0840% | 0.0000% | $6000000.00        | $5967370.12        | Asset-Backed Securities   |
| EXTER AUTOMOBILE REC TR 2025-3 E      20321215 7.5 | 2032-12-15      | 7.5200%  | 0.0000% | $20977000.00       | $21328266.85       | Asset-Backed Securities   |
| ALLY BANK CR LKD NT 2024-B     E      20320915 6.6 | 2032-09-15      | 6.6780%  | 0.0000% | $2331065.00        | $1554048.77        | Asset-Backed Securities   |
| ATLAS SR LN FD LTD 2022-1      E      20300715 FLT | 2030-07-15      | 12.8276% | 0.0000% | $5670000.00        | $5745987.66        | Asset-Backed Securities   |
| OPORTUN ISSUANCE TRUST 2025-B  E      20330509 9.4 | 2033-05-09      | 9.4000%  | 0.0000% | $2250000.00        | $2284876.00        | Asset-Backed Securities   |
| NATIONAL COLL ST LN TR 2006-4  A-4    20320525 FLT | 2032-05-25      | 4.5824%  | 0.0000% | $31106000.00       | $2416682.55        | Asset-Backed Securities   |
| MOUNTAIN VIEW CLO I 2016-1R    E-R    20330414 FLT | 2033-04-14      | 12.0419% | 0.0000% | $4125000.00        | $4268445.80        | Asset-Backed Securities   |
| NISSAN MTR ACCEP CO LLC        VR 091324-091327    | 2027-09-13      | 6.2501%  | 0.0000% | $16820000.00       | $16836600.93       | Corporate Debt Securities |
| NATIONAL COLL ST LN TR 2005-3  B      20370725 FLT | 2037-07-25      | 4.7724%  | 0.0000% | $32033797.00       | $21227359.07       | Asset-Backed Securities   |
| OZLM XXII 2018-22              D      20310117 FLT | 2031-01-17      | 9.8840%  | 0.0000% | $5816836.00        | $5526527.53        | Asset-Backed Securities   |
| CARLYLE GLOBAL MKT CLO 2013-3R D-R    20301015 FLT | 2030-10-15      | 10.0792% | 0.0000% | $2400000.00        | $2442619.69        | Asset-Backed Securities   |
| DRYDEN 65 CLO 2018-65          E      20300718 FLT | 2030-07-18      | 10.3406% | 0.0000% | $2275000.00        | $2314711.71        | Asset-Backed Securities   |
| EXETER AUTOMOBLE REC TR 2025-2 E      20321015 7.8 | 2032-10-15      | 7.8100%  | 0.0000% | $10261000.00       | $10597747.20       | Asset-Backed Securities   |
| EXETER ATMBL REC TR 2022-4     E      20300315 8.2 | 2030-03-15      | 8.2300%  | 0.0000% | $25713000.00       | $26370022.87       | Asset-Backed Securities   |
| EXETER AUTOMBL REC TR 2025-1   E      20320915 7.4 | 2032-09-15      | 7.4800%  | 0.0000% | $2432000.00        | $2499543.12        | Asset-Backed Securities   |
| EXETER AUTOMBL REC TR 2025-1   E      20320915 7.4 | 2032-09-15      | 7.4800%  | 0.0000% | $12500000.00       | $12847158.32       | Asset-Backed Securities   |
| DRYDEN 2019-68R CLO LTD        E-R    20350716 FLT | 2035-07-16      | 11.3292% | 0.0000% | $5000000.00        | $4989459.08        | Asset-Backed Securities   |
| DRYDEN 55 CLO LTD 2018-55      E      20310415 FLT | 2031-04-15      | 9.9792%  | 0.0000% | $1000000.00        | $1003734.31        | Asset-Backed Securities   |
| VOYA CLO 2023-1 LTD            E      20370121 FLT | 2037-01-21      | 11.7255% | 0.0000% | $4407000.00        | $4538470.82        | Asset-Backed Securities   |
| SARANAC CLO VI LTD 2018-6      D      20310813 FLT | 2031-08-13      | 7.8394%  | 0.0000% | $4000000.00        | $3927385.70        | Asset-Backed Securities   |
| BAYVIEW FINANCIAL TR 2006-D    M-1    20361228 FLT | 2036-12-28      | 4.8200%  | 0.0000% | $6500000.00        | $4724799.12        | Asset-Backed Securities   |
| CARRINGTON MTG LN 2006-OPT1    M-2    20360225 FLT | 2036-02-25      | 4.8124%  | 0.0000% | $5213000.00        | $4421236.37        | Asset-Backed Securities   |
| CEDAR FUNDING II CLO LTD       E-R3   20380722 FLT | 2038-07-22      | 10.5375% | 0.0000% | $259500.00         | $259832.96         | Asset-Backed Securities   |
| CATAMARAN CLO 2014-1R LTD      D-R    20300422 FLT | 2030-04-22      | 11.3736% | 0.0000% | $6200000.00        | $5553807.06        | Asset-Backed Securities   |
| CARLYLE US CLO 2024-4 LTD      E      20370720 FLT | 2037-07-20      | 10.2755% | 0.0000% | $8779900.00        | $8453415.47        | Asset-Backed Securities   |
| CWABS INC 2004-SD3             M-1    20340725 FLT | 2034-07-25      | 5.5474%  | 0.0000% | $7512000.00        | $38627.05          | Asset-Backed Securities   |
| COLUMBIA CENT CLO 30 LTD 2020  E      20340120 FLT | 2034-01-20      | 11.5271% | 0.0000% | $1889200.00        | $1796957.93        | Asset-Backed Securities   |
| CARLYLE GLBL MRKT STGS 2015-5R D-R    20320120 FLT | 2032-01-20      | 11.2871% | 0.0000% | $3470000.00        | $3542768.22        | Asset-Backed Securities   |
| BRYANT PK FD 11.19947 20JAN38 144A                 | 2038-01-20      | 11.2555% | 0.0000% | $3000000.00        | $3066834.98        | Asset-Backed Securities   |
| BNC MTG LN TR 2007-2           A4     20370525 FLT | 2037-05-25      | 4.5624%  | 0.0000% | $16250000.00       | $13921678.31       | Asset-Backed Securities   |
| NISSAN MTR ACCEP CO LLC        FR 1.85%091626      | 2026-09-16      | 1.8500%  | 0.0000% | $500000.00         | $483194.72         | Corporate Debt Securities |
| OCTAGON INVT PART LTD 2019-40R E-R    20350122 FLT | 2035-01-22      | 11.5871% | 0.0000% | $7250000.00        | $7076814.44        | Asset-Backed Securities   |
| OCP CLO 2024-31 LTD            E      20370420 FLT | 2037-04-20      | 11.2255% | 0.0000% | $1557000.00        | $1620897.97        | Asset-Backed Securities   |
| OPORTUN ISSUANCE TRUST 2025-C  E      20330708 9.2 | 2033-07-08      | 9.2000%  | 0.0000% | $1240000.00        | $1259256.79        | Asset-Backed Securities   |
| LCM LTD 2013-13R               E-R    20340720 FLT | 2034-07-20      | 11.5755% | 0.0000% | $3000000.00        | $2834008.32        | Asset-Backed Securities   |
| MCF CLO IX LTD 2019-1RR        E-R    20360417 FLT | 2036-04-17      | 12.3824% | 0.0000% | $2719200.00        | $2803268.60        | Asset-Backed Securities   |
| HERTZ VEHICLE FIN 2021-2 LLC   D      20271225 4.3 | 2027-12-25      | 4.3400%  | 0.0000% | $10106000.00       | $9884908.79        | Asset-Backed Securities   |
| NISSAN MTR ACCEP CO LLC        FR 6.125%093030     | 2030-09-30      | 6.1250%  | 0.0000% | $28765000.00       | $28761839.85       | Corporate Debt Securities |
| NATIONAL COLL ST LN TR 2006-3  B      20320126 FLT | 2032-01-26      | 4.6324%  | 0.0000% | $17894000.00       | $16725265.11       | Asset-Backed Securities   |
| SPIRIT AIRLINES INC 2015-1     A      20291001 4.1 | 2029-10-01      | 4.1000%  | 0.0000% | $6696000.00        | $3183698.18        | Asset-Backed Securities   |
| APIDOS CLO 2018-30R            D-R    20311020 FLT | 2031-10-20      | 10.0790% | 0.0000% | $5900000.00        | $6001172.88        | Asset-Backed Securities   |
| ASSURANT CLO 2018-3            E      20311020 FLT | 2031-10-20      | 10.7371% | 0.0000% | $3875000.00        | $3947175.54        | Asset-Backed Securities   |
| AMER AIRLINES PT TR 2016-3B    B      20270415 3.7 | 2027-04-15      | 3.7500%  | 0.0000% | $13126000.00       | $4497211.90        | Asset-Backed Securities   |
| AMUR EQUIP FIN RECEV 2024-2    E      20321020 8.8 | 2032-10-20      | 8.8800%  | 0.0000% | $1085000.00        | $1115028.10        | Asset-Backed Securities   |
| AMUR EQPMNT FIN REC LLC 2025-1 E      20340120 8.3 | 2034-01-20      | 8.3500%  | 0.0000% | $854000.00         | $867900.94         | Asset-Backed Securities   |
| ARES CLO LTD 2016-41R2         E-R    20340417 FLT | 2034-04-17      | 11.3292% | 0.0000% | $5000000.00        | $5124359.07        | Asset-Backed Securities   |
| FLAGSHIP CR AUTO TR 2023-1     E      20300415 11. | 2030-04-15      | 11.4400% | 0.0000% | $7700000.00        | $7273671.53        | Asset-Backed Securities   |
| GALLATIN CLO VIII LTD 2017-1R  D-2-R  20310715 6.0 | 2031-07-15      | 6.0000%  | 0.0000% | $4378000.00        | $3724456.54        | Asset-Backed Securities   |
| GSAMP TRUST 2004-AR1           M-4    20340625 FLT | 2034-06-25      | 6.1474%  | 0.0000% | $15500000.00       | $1174092.61        | Asset-Backed Securities   |
| GALAXY XXIV 11.2061 15APR37 144A FR                | 2037-04-15      | 11.2676% | 0.0000% | $6017600.00        | $6105818.24        | Asset-Backed Securities   |
| NISSAN MTR ACCEP CO LLC        FR 2.75%030928      | 2028-03-09      | 2.7500%  | 0.0000% | $1178000.00        | $1107748.99        | Corporate Debt Securities |
| OCTAGON LTD 2022-59            E      20350515 FLT | 2035-05-15      | 11.8114% | 0.0000% | $5000000.00        | $4928711.59        | Asset-Backed Securities   |
| SARATOGA INV CORP 2013-1R3     E-R3   20290122 FLT | 2029-01-22      | 12.0871% | 0.0000% | $10000000.00       | $8145784.47        | Asset-Backed Securities   |
| OCTAGON 2021-53 LTD            E      20340417 FLT | 2034-04-17      | 11.0792% | 0.0000% | $4925000.00        | $4807179.68        | Asset-Backed Securities   |
| SOUND POINT CLO LTD 2020-28    E      20320126 FLT | 2032-01-26      | 11.4801% | 0.0000% | $6500000.00        | $6508616.96        | Asset-Backed Securities   |
| SOLRR AIRCRAFT LTD 2021-1      C      20461015 5.6 | 2046-10-15      | 5.6820%  | 0.0000% | $4100000.00        | $1776299.66        | Asset-Backed Securities   |
| OCTANE REC TRUST 2023-3        E      20310520 10. | 2031-05-20      | 10.9200% | 0.0000% | $5568000.00        | $6154824.51        | Asset-Backed Securities   |
| SOUND POINT CLO LTD 2021-30    E      20340725 FLT | 2034-07-25      | 10.9401% | 0.0000% | $4500000.00        | $4170693.09        | Asset-Backed Securities   |
| SYM CLO XVIII LTD 2016-18R4    E-R4   20371023 FLT | 2037-10-23      | 10.1258% | 0.0000% | $4000000.00        | $4043431.33        | Asset-Backed Securities   |
| INVESCO CLO LTD 2021-2         E      20340717 FLT | 2034-07-17      | 10.7292% | 0.0000% | $12250000.00       | $12292664.25       | Asset-Backed Securities   |
| SCULPTOR CLO LTD 2024-33       E      20370720 FLT | 2037-07-20      | 10.9755% | 0.0000% | $16200000.00       | $15558076.70       | Asset-Backed Securities   |
| SOUND POINT CLO  LTD 2020-27R  E-R    20341025 FLT | 2034-10-25      | 11.1401% | 0.0000% | $5300000.00        | $5312920.91        | Asset-Backed Securities   |
| BANCO DO BRASIL S A GRAND CAYM FR 4.875%011129     | 2029-01-11      | 4.8750%  | 0.0000% | $200000.00         | $200115.58         | Corporate Debt Securities |
| ZAYO ISSUER LLC 2025-2         C      20550620 9.4 | 2055-06-20      | 9.4890%  | 0.0000% | $30128280.00       | $32025633.56       | Asset-Backed Securities   |
| Z CAP CR PART BSL CLO 2024-1   E      20360416 FLT | 2036-04-16      | 11.6678% | 0.0000% | $4900000.00        | $5033593.40        | Asset-Backed Securities   |
| TRALEE CLO VI LTD 2019-6       E      20321025 FLT | 2032-10-25      | 12.3301% | 0.0000% | $5000000.00        | $4976388.15        | Asset-Backed Securities   |
| TRIMAR CAVU LTD 2023-2         E      20361020 FLT | 2036-10-20      | 12.3755% | 0.0000% | $1000000.00        | $1027757.22        | Asset-Backed Securities   |
| ZAIS CLO LTD 2017-6            E      20290716 FLT | 2029-07-16      | 11.5792% | 0.0000% | $5020000.00        | $5130639.81        | Asset-Backed Securities   |
| WELLFLEET CLO 2019-1           D      20320720 FLT | 2032-07-20      | 11.4871% | 0.0000% | $3250000.00        | $3257199.12        | Asset-Backed Securities   |
| BANCO DO BRASIL S A            FR 6.25%041830      | 2030-04-18      | 6.2500%  | 0.0000% | $4300000.00        | $4553377.50        | Corporate Debt Securities |
| VERUS SECURITIZATION TR 2025-3 B-2    20700525 FLT | 2070-05-25      | 7.5146%  | 0.0000% | $7125000.00        | $7148422.66        | Asset-Backed Securities   |
| SLM PRIVATE ST LN TR 2003-A    A-4    20320615 FLT | 2032-06-15      | 1.5810%  | 0.0000% | $5700000.00        | $5702336.17        | Asset-Backed Securities   |
| NEWARK BSL CLO 2 LTD           D      20300725 FLT | 2030-07-25      | 10.8801% | 0.0000% | $950000.00         | $964068.57         | Asset-Backed Securities   |
| NORTHWOOD CAPITAL 2019-18      E      20320520 FLT | 2032-05-20      | 11.0452% | 0.0000% | $7480000.00        | $7528015.61        | Asset-Backed Securities   |
| HUNTINGT BK AT CR LK NT 2024-1 C      20320520 FLT | 2032-05-20      | 7.5388%  | 0.0000% | $1173000.00        | $602579.34         | Asset-Backed Securities   |
| KKR CLO 22                     E      20310721 FLT | 2031-07-21      | 10.5871% | 0.0000% | $1000000.00        | $1011770.11        | Asset-Backed Securities   |
| NOMURA HEQ LN TR 2006-HE3      II-A-4 20360725 FLT | 2036-07-25      | 4.8324%  | 0.0000% | $3500000.00        | $3004264.08        | Asset-Backed Securities   |
| LCM LTD 2019-30R               E-R    20310421 FLT | 2031-04-21      | 11.0871% | 0.0000% | $3600000.00        | $3369946.41        | Asset-Backed Securities   |
| HUNTINGTON AUTO TRUST 2024-2   C      20321020 FLT | 2032-10-20      | 6.9888%  | 0.0000% | $3200000.00        | $2039953.41        | Asset-Backed Securities   |
| KKR CLO LTD 2016-15R2          E-R2   20320120 FLT | 2032-01-20      | 10.8290% | 0.0000% | $4750000.00        | $4686371.90        | Asset-Backed Securities   |
| KKR CLO LTD 2019-24            E      20320420 FLT | 2032-04-20      | 10.9671% | 0.0000% | $3000000.00        | $3029638.68        | Asset-Backed Securities   |
| SIXTH STREET CLO LTD 2025-13   E-R2   20380121 FLT | 2038-01-21      | 9.1255%  | 0.0000% | $1000000.00        | $1011607.49        | Asset-Backed Securities   |
| SAXON ASSET SEC TR 2006-3      A-4    20361125 FLT | 2036-11-25      | 4.7524%  | 0.0000% | $933639.00         | $825551.66         | Asset-Backed Securities   |
| SOUND POINT CLO 2017-15        E      20290123 FLT | 2029-01-23      | 10.5406% | 0.0000% | $2950000.00        | $3019102.22        | Asset-Backed Securities   |
| SHACKLETON CLO 2014-V-R LTD    E      20310507 FLT | 2031-05-07      | 10.6535% | 0.0000% | $9900000.00        | $9602803.88        | Asset-Backed Securities   |
| CARVAL CLO LTD 2018-1          E      20310716 FLT | 2031-07-16      | 10.3494% | 0.0000% | $2500000.00        | $2482621.73        | Asset-Backed Securities   |
| EXETER AUTOMOBILE REC 2022-2   E      20291015 6.3 | 2029-10-15      | 6.3400%  | 0.0000% | $3730000.00        | $3666182.18        | Asset-Backed Securities   |
| ECAF I LTD 2015-1              A-2    20400615 4.9 | 2040-06-15      | 4.9470%  | 0.0000% | $5000000.00        | $1342452.86        | Asset-Backed Securities   |
| SLM PRIVATE ST LN TR 2007-A    C-1    20411215 FLT | 2041-12-15      | 4.7294%  | 0.0000% | $15000000.00       | $7150387.91        | Asset-Backed Securities   |
| HUNTINGTON CR LKD NT 2025-1    D      20330420 FLT | 2033-04-20      | 7.8888%  | 0.0000% | $7326116.00        | $5955890.17        | Asset-Backed Securities   |
| SOUTHWICK PRK CLO LTD 2019-1RR E-RR   20320720 FLT | 2032-07-20      | 10.5755% | 0.0000% | $2000000.00        | $2034754.43        | Asset-Backed Securities   |

### Security 652: BNP PARIBAS SA

- **C.1 - Title:** BNP PARIBAS SA 4.520000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1ABK20, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: ARP1ABK20
- **C.18 - Value (incl. sponsor support):** $610080239.40
- **C.18.a - Value (excl. sponsor support):** $610080239.40
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-11-04
- **C.13 - Final Legal Maturity Date:** 2026-03-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                  |
|:---|:---|:---|:---|:---|:---|:---|
| TASEKO MINES LTD               SR SEC GLBL 30   | 2030-05-01      | 8.2500%  | 0.0000% | $877000.00         | $960390.28         | Corporate Debt Securities |
| TASEKO MINES LTD               SR SEC GLBL 30   | 2030-05-01      | 8.2500%  | 0.0000% | $748000.00         | $819124.20         | Corporate Debt Securities |
| ZIPRECRUITER INC               SR GLBL 144A 30  | 2030-01-15      | 5.0000%  | 0.0000% | $200000.00         | $164947.33         | Corporate Debt Securities |
| ARDONAGH FINCO LTD             SR SEC 144A NT31 | 2031-02-15      | 7.7500%  | 0.0000% | $6447000.00        | $6857066.81        | Corporate Debt Securities |
| VIRGIN MEDIA FINANCE PLC       SR GLBL 144A 30  | 2030-07-15      | 5.0000%  | 0.0000% | $5320000.00        | $5009294.27        | Corporate Debt Securities |
| RRD PARENT INC                 SR GLBL PIK 31   | 2031-10-15      | 10.0000% | 0.0000% | $43679469.00       | $79041639.11       | Corporate Debt Securities |
| CVR ENERGY INC                 SR GLBL 144A 28  | 2028-02-15      | 5.7500%  | 0.0000% | $3310000.00        | $3282485.62        | Corporate Debt Securities |
| TRANSDIGM INC                  SR SB GLBL 34    | 2034-01-31      | 6.7500%  | 0.0000% | $1625000.00        | $1693310.94        | Corporate Debt Securities |
| STATION CASINOS LLC            SR GLBL 144A 28  | 2028-02-15      | 4.5000%  | 0.0000% | $1231000.00        | $1216788.10        | Corporate Debt Securities |
| ROCKET SOFTWARE INC            SR SEC 144A NT28 | 2028-11-28      | 9.0000%  | 0.0000% | $1100000.00        | $1175339.00        | Corporate Debt Securities |
| ROCKET SOFTWARE INC            SR SEC 144A NT28 | 2028-11-28      | 9.0000%  | 0.0000% | $200000.00         | $213698.00         | Corporate Debt Securities |
| RITHM CAPITAL CORP             SR GLBL 144A 30  | 2030-07-15      | 8.0000%  | 0.0000% | $5438000.00        | $5679350.52        | Corporate Debt Securities |
| RITHM CAPITAL CORP             SR GLBL 144A 29  | 2029-04-01      | 8.0000%  | 0.0000% | $12532000.00       | $13312590.43       | Corporate Debt Securities |
| SHELF DRILLING HLDGS LTD       SR SEC 144A 29   | 2029-04-15      | 9.6250%  | 0.0000% | $2437000.00        | $2660995.85        | Corporate Debt Securities |
| CARRIAGE SVCS INC              SR GLBL 144A 29  | 2029-05-15      | 4.2500%  | 0.0000% | $2000000.00        | $1926955.00        | Corporate Debt Securities |
| CD&R SMOKEY BUYER INC / RADIO  SR SEC 144A NT29 | 2029-10-15      | 9.5000%  | 0.0000% | $16000.00          | $13334.91          | Corporate Debt Securities |
| CLARIOS GLOBAL LP / CLARIOS US SR 144A NT 32    | 2032-09-15      | 6.7500%  | 0.0000% | $147000.00         | $150675.00         | Corporate Debt Securities |
| RITHM CAPITAL CORP             SR GLBL 144A 30  | 2030-07-15      | 8.0000%  | 0.0000% | $15835000.00       | $16537792.49       | Corporate Debt Securities |
| BKV UPSTREAM MIDSTREAM         SR 144A NT7.5%30 | 2030-10-15      | 7.5000%  | 0.0000% | $5341000.00        | $5359284.02        | Corporate Debt Securities |
| TRANSPORTADORA DE GAS DEL SUR  REGS NT 8.5%31   | 2031-07-24      | 8.5000%  | 0.0000% | $2700000.00        | $2814651.00        | Corporate Debt Securities |
| TOTAL PLAY TELECOMUNICACIONES  SR SEC GLBL 28   | 2028-12-31      | 10.5000% | 0.0000% | $800000.00         | $803232.00         | Corporate Debt Securities |
| CONNECT HLDG II LLC            SR SEC 144A NT31 | 2031-04-03      | 10.5000% | 0.0000% | $210100000.00      | $215783205.00      | Corporate Debt Securities |
| ALTA EQUIPMENT GROUP INC       SR SEC GLBL 29   | 2029-06-01      | 9.0000%  | 0.0000% | $570000.00         | $553669.50         | Corporate Debt Securities |
| PAMPA ENERGIA SA               SR GLBL REGS 31  | 2031-09-10      | 7.9500%  | 0.0000% | $6500000.00        | $6670408.33        | Corporate Debt Securities |
| YPF SOCIEDAD ANONIMA           GLBL AMZ REGS 31 | 2031-09-11      | 8.7500%  | 0.0000% | $116.00            | $118.59            | Corporate Debt Securities |
| YPF SOCIEDAD ANONIMA           GLBL AMZ REGS 31 | 2031-09-11      | 8.7500%  | 0.0000% | $500000.00         | $511179.03         | Corporate Debt Securities |
| CAESARS ENTERTAINMENT INC NEW  SR GLBL 144A 32  | 2032-10-15      | 6.0000%  | 0.0000% | $423000.00         | $427894.11         | Corporate Debt Securities |
| ENBRIDGE INC                   SUB GLBL COCO 84 | 2084-01-15      | 8.5000%  | 0.0000% | $19169000.00       | $22283547.17       | Corporate Debt Securities |
| XEROX HOLDINGS CORP            SR GLBL 144A 29  | 2029-11-30      | 8.8750%  | 0.0000% | $1541000.00        | $885448.33         | Corporate Debt Securities |
| EMPIRE COMMUNITIES CORPORATION SR 144A NT 29    | 2029-05-01      | 9.7500%  | 0.0000% | $617000.00         | $668207.40         | Corporate Debt Securities |
| ENOVA INTL INC                 SR GLBL 144A 28  | 2028-12-15      | 11.2500% | 0.0000% | $266000.00         | $291823.95         | Corporate Debt Securities |
| ECHOSTAR CORP                  SR SEC GLBL 30   | 2030-11-30      | 6.7500%  | 0.0000% | $19838855.00       | $20838733.29       | Corporate Debt Securities |
| ENOVA INTL INC                 SR GLBL 144A 29  | 2029-08-01      | 9.1250%  | 0.0000% | $25116000.00       | $26841591.29       | Corporate Debt Securities |
| CVR ENERGY INC                 SR GLBL 144A 28  | 2028-02-15      | 5.7500%  | 0.0000% | $2000.00           | $1983.38           | Corporate Debt Securities |
| MPT OPER PTSHP LP/MPT FIN CORP SR SEC GLBL 32   | 2032-02-15      | 8.5000%  | 0.0000% | $600000.00         | $643671.00         | Corporate Debt Securities |
| SCRIPPS E W CO OHIO            2LIEN GLBL 30    | 2030-08-15      | 9.8750%  | 0.0000% | $11510000.00       | $11032363.78       | Corporate Debt Securities |
| XEROX HOLDINGS CORP            SR GLBL 144A 29  | 2029-11-30      | 8.8750%  | 0.0000% | $1879000.00        | $1079660.87        | Corporate Debt Securities |
| XEROX HOLDINGS CORP            SR GLBL 144A 29  | 2029-11-30      | 8.8750%  | 0.0000% | $150000.00         | $86189.00          | Corporate Debt Securities |
| RRD INTER HLDGS INC            SR PIK 144A NT30 | 2030-12-01      | 11.0000% | 0.0000% | $25242000.00       | $25402567.17       | Corporate Debt Securities |
| VENTURE GLOBAL LNG INC         PERP A 144A NT9% | 2500-12-31      | 9.0000%  | 0.0000% | $20687000.00       | $20545087.18       | Corporate Debt Securities |
| ANYWHERE REAL ESTATE GROUP LLC 2LIEN GLBL 30    | 2030-04-15      | 9.7500%  | 0.0000% | $24709000.00       | $27714314.49       | Corporate Debt Securities |
| U S ACUTE CARE SOLUTIONS LLC   SR SEC 144A NT29 | 2029-05-15      | 9.7500%  | 0.0000% | $131000.00         | $138907.49         | Corporate Debt Securities |
| SABRE GLBL INC                 SR SEC GLBL 27   | 2027-06-01      | 8.6250%  | 0.0000% | $116000.00         | $118574.96         | Corporate Debt Securities |
| TRANSDIGM INC                  SR SB GLBL 33    | 2033-05-31      | 6.3750%  | 0.0000% | $550000.00         | $570256.96         | Corporate Debt Securities |
| HSBC HLDGS PLC                 ALT TIER I PERP  | 2079-12-31      | 6.5000%  | 0.0000% | $13626000.00       | $13949806.75       | Corporate Debt Securities |
| MOZART DEBT MERGER SUB INC     SR 144A NT 29    | 2029-10-01      | 5.2500%  | 0.0000% | $45000.00          | $45869.59          | Corporate Debt Securities |
| ALTA EQUIPMENT GROUP INC       SR SEC GLBL 29   | 2029-06-01      | 9.0000%  | 0.0000% | $1275000.00        | $1238471.25        | Corporate Debt Securities |
| COMSTOCK RES INC               SR GLBL 144A 29  | 2029-03-01      | 6.7500%  | 0.0000% | $4098000.00        | $4102128.73        | Corporate Debt Securities |
| MOHEGAN ESCROW ISSUER LLC      SR SEC GLBL 31   | 2031-04-15      | 11.8750% | 0.0000% | $2656000.00        | $2944405.45        | Corporate Debt Securities |
| MOHEGAN ESCROW ISSUER LLC      SR SEC GLBL 31   | 2031-04-15      | 11.8750% | 0.0000% | $1802000.00        | $1997672.67        | Corporate Debt Securities |
| MERCER INTL INC                SR GLBL NT 29    | 2029-02-01      | 5.1250%  | 0.0000% | $22000.00          | $16515.38          | Corporate Debt Securities |
| HEARTLAND DENTAL LLC / HEAR    SR SEC 144A NT28 | 2028-04-30      | 10.5000% | 0.0000% | $204000.00         | $223646.22         | Corporate Debt Securities |
| LUNA 1 5 S A R L               SR GLBL PIK 32   | 2032-07-01      | 12.0000% | 0.0000% | $3757000.00        | $3940830.01        | Corporate Debt Securities |
| LUNA 1 5 S A R L               SR GLBL PIK 32   | 2032-07-01      | 12.0000% | 0.0000% | $14929000.00       | $15659475.97       | Corporate Debt Securities |
| PRIME HEALTHCARE SVCS INC      SR SEC 144A NT29 | 2029-09-01      | 9.3750%  | 0.0000% | $83000.00          | $86946.82          | Corporate Debt Securities |
| TEAM HEALTH HOLDING INC        SR SEC GLBL 28   | 2028-06-30      | 13.5000% | 0.0000% | $19628000.00       | $21870499.00       | Corporate Debt Securities |
| TRANSOCEAN INC                 SR GLBL 144A 27  | 2027-02-01      | 8.0000%  | 0.0000% | $17898000.00       | $18135526.35       | Corporate Debt Securities |
| OLYMPUS WTR US HLDG CORP       SR SEC 144A NT28 | 2028-10-01      | 4.2500%  | 0.0000% | $3794000.00        | $3722528.42        | Corporate Debt Securities |
| TEAM HEALTH HOLDING INC        SR SEC GLBL 28   | 2028-06-30      | 13.5000% | 0.0000% | $3800000.00        | $4234150.00        | Corporate Debt Securities |
| HARROW INC                     SR GLBL 144A 30  | 2030-09-15      | 8.6250%  | 0.0000% | $5042000.00        | $5263154.72        | Corporate Debt Securities |
| PETSMART INC / PETSMART FINAN  SR GLBL 144A 33  | 2033-09-15      | 10.0000% | 0.0000% | $19177000.00       | $19603432.56       | Corporate Debt Securities |
| ADVANTAGE SALES & MRKTNG INC   SR SEC GLBL 28   | 2028-11-15      | 6.5000%  | 0.0000% | $600000.00         | $532119.00         | Corporate Debt Securities |
| BCPE FLAVOR DEBT MERGER SUB    SR SEC GLBL 32   | 2032-07-01      | 9.5000%  | 0.0000% | $990000.00         | $1058134.00        | Corporate Debt Securities |
| ENEL FIN INTL N.V.             SR 144A NT 5%35  | 2035-09-30      | 5.0000%  | 0.0000% | $1000.00           | $985.61            | Corporate Debt Securities |
| ELLUCIAN HLDGS INC             SR SEC GLBL 29   | 2029-12-01      | 6.5000%  | 0.0000% | $2323000.00        | $2409662.10        | Corporate Debt Securities |
| CENTRAL PARENT LLC / CDK GLOBA 144A NT 8%29     | 2029-06-15      | 8.0000%  | 0.0000% | $3732000.00        | $3375718.40        | Corporate Debt Securities |
| COMMSCOPE LLC                  144A NT 9.5%31   | 2031-12-15      | 9.5000%  | 0.0000% | $142000.00         | $150907.42         | Corporate Debt Securities |
| DISH NETWORK CORPORATION       SR SEC GLBL 27   | 2027-11-15      | 11.7500% | 0.0000% | $25339000.00       | $27898048.96       | Corporate Debt Securities |
| UKG INC                        SR SEC 144A NT31 | 2031-02-01      | 6.8750%  | 0.0000% | $700000.00         | $729881.15         | Corporate Debt Securities |
| MUVICO LLC                     1LIEN GLBL PIK29 | 2029-02-19      | 15.0000% | 0.0000% | $4313320.00        | $4739260.35        | Corporate Debt Securities |
| MUVICO LLC                     1LIEN GLBL PIK29 | 2029-02-19      | 15.0000% | 0.0000% | $1154.00           | $1267.96           | Corporate Debt Securities |
| PARAMOUNT GLOBAL               SR GLBL DB5.5%33 | 2033-05-15      | 5.5000%  | 0.0000% | $1000.00           | $1010.99           | Corporate Debt Securities |
| CORNERSTONE BLDG BRANDS INC    SR SEC GLBL 28   | 2028-08-01      | 8.7500%  | 0.0000% | $1288000.00        | $1269181.25        | Corporate Debt Securities |
| CORNERSTONE BLDG BRANDS INC    SR SEC GLBL 28   | 2028-08-01      | 8.7500%  | 0.0000% | $1382000.00        | $1361807.83        | Corporate Debt Securities |
| ASTON MARTIN CAP HLDGS LTD     SR SEC GLBL 29   | 2029-03-31      | 10.0000% | 0.0000% | $2760000.00        | $2819833.73        | Corporate Debt Securities |
| BAUSCH HEALTH COS INC          SR SEC GLBL 28   | 2028-06-01      | 4.8750%  | 0.0000% | $25351000.00       | $23161043.30       | Corporate Debt Securities |
| ASTON MARTIN CAP HLDGS LTD     SR SEC GLBL 29   | 2029-03-31      | 10.0000% | 0.0000% | $803000.00         | $820408.15         | Corporate Debt Securities |

### Security 653: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 4.480000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1AK832, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP1AK832
- **C.18 - Value (incl. sponsor support):** $800921096.00
- **C.18.a - Value (excl. sponsor support):** $800921096.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-12-29
- **C.13 - Final Legal Maturity Date:** 2026-02-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category   |
|:---|:---|:---|:---|:---|:---|:---|
| FIRST TR EXCHANGE-TRADED FD II INDXX NEXTG ETF  | 2500-12-31      | N/A      | 0.0000% | $6299.00           | $649072.90         | Equities   |
| MATTHEWS INTL FDS              INDIA ACTIVE ETF | 2500-12-31      | N/A      | 0.0000% | $1515.00           | $44503.12          | Equities   |
| SIMPLIFY EXCHANGE TRADED FUNDS CHINA A SHS PLUS | 2500-12-31      | N/A      | 0.0000% | $259.00            | $9050.50           | Equities   |
| GLOBAL X FDS                   DISRUPTIVE MATLS | 2500-12-31      | N/A      | 0.0000% | $931.00            | $22269.52          | Equities   |
| SPDR INDEX SHS FDS             MSCI EMR MKT ETF | 2500-12-31      | N/A      | 0.0000% | $5922.00           | $246382.44         | Equities   |
| NEUBERGER BERMAN ETF TRUST     TOTAL RETURN BD  | 2500-12-31      | N/A      | 0.0000% | $96.00             | $4894.20           | Equities   |
| SSGA ACTIVE TR                 SPDR SSGA MY2031 | 2500-12-31      | N/A      | 0.0000% | $1729.00           | $43509.77          | Equities   |
| INVESCO EXCHANGE TRADED FD TR  S&P500 EQL WGT   | 2500-12-31      | N/A      | 0.0000% | $86579.00          | $16380746.80       | Equities   |
| INVESCO EXCH TRADED FD TR II   GBL CLEAN ENRG   | 2500-12-31      | N/A      | 0.0000% | $20185.00          | $300958.35         | Equities   |
| REDDIT INC                     CL A             | 2500-12-31      | N/A      | 0.0000% | $2412.00           | $583655.76         | Equities   |
| ISHARES TR                     IBONDS DEC 2033  | 2500-12-31      | N/A      | 0.0000% | $75127.00          | $1971332.48        | Equities   |
| BONDBLOXX ETF TRUST            USD HI YLD NON C | 2500-12-31      | N/A      | 0.0000% | $2760.00           | $106218.60         | Equities   |
| ARM HOLDINGS PLC               SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $6110.00           | $854178.00         | Equities   |
| AMERICAN CENTY ETF TR          MULTISECTOR FLOA | 2500-12-31      | N/A      | 0.0000% | $1058.00           | $53719.95          | Equities   |
| AMERICAN CENTY ETF TR          REAL ESTATE ETF  | 2500-12-31      | N/A      | 0.0000% | $45392.00          | $2007234.24        | Equities   |
| AMERICAN CENTY ETF TR          AVANTIS CR ETF   | 2500-12-31      | N/A      | 0.0000% | $652.00            | $33441.08          | Equities   |
| MATTHEWS INTL FDS              EMERGING MARKETS | 2500-12-31      | N/A      | 0.0000% | $4114.00           | $119728.51         | Equities   |
| RBB FUND TRUST                 LONGVIEW ADVANTG | 2500-12-31      | N/A      | 0.0000% | $4139.00           | $226108.60         | Equities   |
| SCHWAB STRATEGIC TR            SHT TM US TRES   | 2500-12-31      | N/A      | 0.0000% | $1228960.00        | $29986624.00       | Equities   |
| WISDOMTREE TR                  HIGH INCOME LADD | 2500-12-31      | N/A      | 0.0000% | $1030.00           | $26172.30          | Equities   |
| SCHWAB STRATEGIC TR            5 10YR CORP BD   | 2500-12-31      | N/A      | 0.0000% | $203370.00         | $4691745.90        | Equities   |
| TORTOISE CAPITAL SERIES TRUST  GLOBAL WATER FD  | 2500-12-31      | N/A      | 0.0000% | $2649.00           | $139705.61         | Equities   |
| MANAGER DIRECTED PORTFOLIOS    SANJAC ALPHA LOW | 2500-12-31      | N/A      | 0.0000% | $550.00            | $13933.75          | Equities   |
| INVESCO INDIA EXCHANGE-TRADED  INDIA ETF        | 2500-12-31      | N/A      | 0.0000% | $13308.00          | $334030.80         | Equities   |
| ISHARES TR                     GLOBAL TECH ETF  | 2500-12-31      | N/A      | 0.0000% | $29414.00          | $3009052.20        | Equities   |
| ISHARES TR                     MSCI KOKUSAI ETF | 2500-12-31      | N/A      | 0.0000% | $1664.00           | $223457.73         | Equities   |
| ISHARES TR                     JPMORGAN USD EMG | 2500-12-31      | N/A      | 0.0000% | $421120.00         | $40170636.80       | Equities   |
| ISHARES BITCOIN TRUST ETF      SHS BEN INT      | 2500-12-31      | N/A      | 0.0000% | $618288.00         | $40170171.36       | Equities   |
| GLOBAL X FDS                   LONG-TERM TREAS  | 2500-12-31      | N/A      | 0.0000% | $547.00            | $25353.89          | Equities   |
| INVESCO ACTIVELY MANAGED EXCHA TOTAL RETURN     | 2500-12-31      | N/A      | 0.0000% | $52716.00          | $2504537.16        | Equities   |
| GOLDMAN SACHS ETF TR           FUTURE HEALTH    | 2500-12-31      | N/A      | 0.0000% | $1282.00           | $40353.00          | Equities   |
| NEW YORK LIFE INVTS ACTIVE ETF NYLI MACKAY CALI | 2500-12-31      | N/A      | 0.0000% | $5784.00           | $125454.96         | Equities   |
| ISHARES ETHEREUM TR            SHS              | 2500-12-31      | N/A      | 0.0000% | $1266416.00        | $40170715.52       | Equities   |
| PROSHARES TR                   ULTRA 20YR TRE   | 2500-12-31      | N/A      | 0.0000% | $16778.00          | $291601.64         | Equities   |
| FIRST TR EXCH TRD ALPHDX FD II UNIT KING ALPH   | 2500-12-31      | N/A      | 0.0000% | $4230.00           | $202172.85         | Equities   |
| FIRST TR EXCHANGE-TRADED FD IV EIP POWER SOLUTI | 2049-12-31      | N/A      | 0.0000% | $3255.00           | $108204.01         | Equities   |
| GUINNESS ATKINSON FDS          SMARTETFS DIVID  | 2500-12-31      | N/A      | 0.0000% | $2510.00           | $77107.20          | Equities   |
| MARTIN MIDSTREAM PRTNRS L P    UNIT L P INT     | 2500-12-31      | N/A      | 0.0000% | $20870.00          | $66575.30          | Equities   |
| PROSHARES TR                   SUPPLY CHAIN LOG | 2500-12-31      | N/A      | 0.0000% | $239.00            | $8964.89           | Equities   |
| GOLDMAN SACHS ETF TRUST II     MARKETBETA TOTAL | 2500-12-31      | N/A      | 0.0000% | $97.00             | $5162.16           | Equities   |
| GOLDMAN SACHS ETF TR           ACES INVSTMNT GR | 2500-12-31      | N/A      | 0.0000% | $2179.00           | $104246.85         | Equities   |
| PGIM ETF TR                    MUNICIPAL INCOME | 2500-12-31      | N/A      | 0.0000% | $1332.00           | $67818.78          | Equities   |
| PROSHARES TR                   ULTRA FNCLS NEW  | 2500-12-31      | N/A      | 0.0000% | $2433.00           | $243421.65         | Equities   |
| LISTED FDS TR                  HORZN KINTCS BL  | 2500-12-31      | N/A      | 0.0000% | $2694.00           | $84296.34          | Equities   |
| TEXAS CAPITAL FUNDS TRUST      TEXAS OIL INDEX  | 2500-12-31      | N/A      | 0.0000% | $3471.00           | $81325.53          | Equities   |
| TAIWAN SEMICONDUCTOR MFG LTD   SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $147022.00         | $40170821.06       | Equities   |
| TIDAL TRUST I                  SOFI SELECT 500  | 2500-12-31      | N/A      | 0.0000% | $26279.00          | $3374749.18        | Equities   |
| FRANKLIN TEMPLETON ETF TR      US TREASURY BOND | 2500-12-31      | N/A      | 0.0000% | $17710.00          | $365888.60         | Equities   |
| FRANKLIN TEMPLETON ETF TR      SUSTAINABLE INTL | 2500-12-31      | N/A      | 0.0000% | $1703.00           | $24235.90          | Equities   |
| GLOBAL X FDS                   AGTECH AND FOOD  | 2500-12-31      | N/A      | 0.0000% | $936.00            | $29601.37          | Equities   |
| DIMENSIONAL ETF TRUST          GLOBAL SUSTAINA  | 2500-12-31      | N/A      | 0.0000% | $34599.00          | $1843818.77        | Equities   |
| DBX ETF TR                     XTRACKERS RISK M | 2500-12-31      | N/A      | 0.0000% | $2670.00           | $63305.70          | Equities   |
| DIMENSIONAL ETF TRUST          CORE FIXED INCOM | 2500-12-31      | N/A      | 0.0000% | $590006.00         | $25228656.56       | Equities   |
| ADVISORSHARES TR               PURE US CANNABIS | 2500-12-31      | N/A      | 0.0000% | $197343.00         | $1041971.04        | Equities   |
| AMERICAN CENTY ETF TR          CALIF MUN BD ETF | 2500-12-31      | N/A      | 0.0000% | $7621.00           | $380516.53         | Equities   |
| BNY MELLON ETF TRUST           ULTRA SHORT INCM | 2500-12-31      | N/A      | 0.0000% | $2337.00           | $116686.41         | Equities   |
| BITWISE ETHEREUM ETF           SHS              | 2500-12-31      | N/A      | 0.0000% | $149422.00         | $4493119.54        | Equities   |
| BONDBLOXX ETF TRUST            USD HI YLD FINAN | 2500-12-31      | N/A      | 0.0000% | $3553.00           | $135776.12         | Equities   |
| BRITISH AMERN TOB PLC          SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $760380.00         | $40170875.40       | Equities   |
| BICYCLE THERAPEUTICS PLC       SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $269040.00         | $2047394.40        | Equities   |
| BONDBLOXX ETF TRUST            USD HI YLD CONSU | 2500-12-31      | N/A      | 0.0000% | $4614.00           | $173810.30         | Equities   |
| BONDBLOXX ETF TRUST            USD HI YLD ENERG | 2500-12-31      | N/A      | 0.0000% | $1111.00           | $43363.33          | Equities   |
| DIMENSIONAL ETF TRUST          EMERGING MRKTETS | 2500-12-31      | N/A      | 0.0000% | $11986.00          | $675770.68         | Equities   |
| ETF SER SOLUTIONS              U S GLOBAL SEA T | 2500-12-31      | N/A      | 0.0000% | $10767.00          | $153483.59         | Equities   |
| CENTESSA PHARMACEUTICALS PLC   SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $1168100.00        | $28501640.00       | Equities   |
| BP PLC                         SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $1155990.00        | $40170652.50       | Equities   |
| BITWISE FUNDS TRUST            TRENDWISE BTC    | 2500-12-31      | N/A      | 0.0000% | $2319.00           | $82626.20          | Equities   |
| FIDELITY MERRIMACK STR TR      TACTICAL BOND    | 2500-12-31      | N/A      | 0.0000% | $2013.00           | $100573.30         | Equities   |
| FIRST TR EXCHANGE-TRADED FD II ALERIAN DISRUPT  | 2500-12-31      | N/A      | 0.0000% | $1369.00           | $54013.89          | Equities   |
| FLEXSHARES TR                  REAL ASST IDX    | 2500-12-31      | N/A      | 0.0000% | $576.00            | $19249.57          | Equities   |
| GUINNESS ATKINSON FDS          SMARTETF TRASP   | 2500-12-31      | N/A      | 0.0000% | $391.00            | $19882.82          | Equities   |
| FRANKLIN TEMPLETON ETF TR      FTSE BRAZIL      | 2500-12-31      | N/A      | 0.0000% | $67695.00          | $1292108.00        | Equities   |
| ENTERA BIO LTD                 SHS              | 2500-12-31      | N/A      | 0.0000% | $106563.00         | $207797.85         | Equities   |
| TIDAL TRUST I                  UPAR ULTRA RISK  | 2500-12-31      | N/A      | 0.0000% | $5022.00           | $75571.56          | Equities   |
| PROSHARES TR                   ULSH 20YRTRE NEW | 2500-12-31      | N/A      | 0.0000% | $462.00            | $31339.72          | Equities   |
| VANGUARD ADMIRAL FDS INC       MIDCP 400 GRTH   | 2500-12-31      | N/A      | 0.0000% | $1883.00           | $224858.07         | Equities   |
| VANECK ETF TRUST               CHINA BOND ETF   | 2500-12-31      | N/A      | 0.0000% | $1675.00           | $37394.38          | Equities   |
| TIDAL COMMODITIES TRUST I      HASHDEX BITCOIN  | 2500-12-31      | N/A      | 0.0000% | $1028.00           | $132968.41         | Equities   |
| VANECK ETF TRUST               AGRIBUSINESS ETF | 2500-12-31      | N/A      | 0.0000% | $12916.00          | $946871.96         | Equities   |
| VANGUARD SCOTTSDALE FDS        MTG-BKD SECS ETF | 2500-12-31      | N/A      | 0.0000% | $111786.00         | $5255059.86        | Equities   |
| PACER FDS TR                   AMERCN ENRGY IND | 2500-12-31      | N/A      | 0.0000% | $3430.00           | $136754.10         | Equities   |
| STRATEGY SHS                   DAY HAGAN SMART  | 2500-12-31      | N/A      | 0.0000% | $1073.00           | $36371.48          | Equities   |
| KRANESHARES TRUST              ASIA PACIFIC ETF | 2500-12-31      | N/A      | 0.0000% | $3036.00           | $74222.61          | Equities   |
| PUTNAM ETF TRUST               PANAGORA ESG     | 2500-12-31      | N/A      | 0.0000% | $2308.00           | $63331.52          | Equities   |
| PRECIDIAN ETFS TR              ASTRAZENECA PLC  | 2500-12-31      | N/A      | 0.0000% | $3600.00           | $160719.12         | Equities   |
| NEW YORK LIFE INVTS ACTIVE ETF NYLI MACKAY SECU | 2500-12-31      | N/A      | 0.0000% | $3610.00           | $94690.30          | Equities   |
| MFS ACTIVE EXCHANGE TRADED FUN INTERMEDITE MUNI | 2500-12-31      | N/A      | 0.0000% | $3749.00           | $93425.08          | Equities   |
| INVESCO EXCH TRD SLF IDX FD TR BULETSHS 2029 HG | 2500-12-31      | N/A      | 0.0000% | $4389.00           | $94846.29          | Equities   |
| MACQUARIE ETF TRUST            ENERGY TRANSITIO | 2500-12-31      | N/A      | 0.0000% | $324.00            | $10680.69          | Equities   |
| VANECK ETF TRUST               GREEN METALS ETF | 2500-12-31      | N/A      | 0.0000% | $2321.00           | $72512.91          | Equities   |
| VIRTUS ETF TR II               VIRTUS NEWFLEET  | 2500-12-31      | N/A      | 0.0000% | $1302.00           | $28624.47          | Equities   |
| VERONA PHARMA PLC              SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $376800.00         | $40170648.00       | Equities   |
| KRANESHARES TRUST              QUADRATIC DEFLAI | 2500-12-31      | N/A      | 0.0000% | $368.00            | $37012.85          | Equities   |
| SSGA ACTIVE TR                 SPDR SSGA MY2032 | 2500-12-31      | N/A      | 0.0000% | $1468.00           | $36846.80          | Equities   |
| JANUS DETROIT STR TR           HENDRSON AAA CL  | 2500-12-31      | N/A      | 0.0000% | $791076.00         | $40170839.28       | Equities   |
| PRECIDIAN ETFS TR              SHELL PLC ADRHED | 2500-12-31      | N/A      | 0.0000% | $4000.00           | $210024.40         | Equities   |
| PROSHARES TR                   UL MSCI JP ETF   | 2500-12-31      | N/A      | 0.0000% | $2630.00           | $129352.61         | Equities   |
| PGIM ETF TR                    JENNISON INT OPP | 2500-12-31      | N/A      | 0.0000% | $2784.00           | $178263.42         | Equities   |
| PACER FDS TR                   METAURUS CAP 400 | 2500-12-31      | N/A      | 0.0000% | $9380.00           | $393960.00         | Equities   |
| FIDELITY MERRIMACK STR TR      TOTAL BD ETF     | 2500-12-31      | N/A      | 0.0000% | $44142.00          | $2042008.92        | Equities   |
| FIRST TR EXCHNG TRADED FD VIII ACTIVE GLOBAL    | 2500-12-31      | N/A      | 0.0000% | $4217.00           | $67134.64          | Equities   |
| FIRST TR EXCH TRADED FD III    MANAGD MUN ETF   | 2500-12-31      | N/A      | 0.0000% | $62811.00          | $3184517.70        | Equities   |
| FLEXSHARES TR                  STOXX GLOBR INF  | 2500-12-31      | N/A      | 0.0000% | $132698.00         | $8317510.64        | Equities   |
| FLEXSHARES TR                  HIG YLD VL ETF   | 2500-12-31      | N/A      | 0.0000% | $3922.00           | $161821.72         | Equities   |
| FIDELITY MERRIMACK STR TR      SUSTAINABLE CORE | 2500-12-31      | N/A      | 0.0000% | $878.00            | $41912.82          | Equities   |
| FINVOLUTION GROUP              SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $385146.00         | $2900149.38        | Equities   |
| GLOBAL X FDS                   MSCI SUPR EM ETF | 2500-12-31      | N/A      | 0.0000% | $5428.00           | $152561.54         | Equities   |
| TIDAL TRUST III                ROCKEFELLER GLOB | 2500-12-31      | N/A      | 0.0000% | $7418.00           | $217644.12         | Equities   |
| INVESCO EXCHANGE TRADED FD TR  NEXT GEN CONNECT | 2500-12-31      | N/A      | 0.0000% | $892.00            | $113186.15         | Equities   |
| DINGDONG CAYMAN LTD            ADS              | 2500-12-31      | N/A      | 0.0000% | $534024.00         | $1110769.92        | Equities   |
| DBX ETF TR                     XTKR EMGRIN MKTS | 2500-12-31      | N/A      | 0.0000% | $2225.00           | $80356.32          | Equities   |
| COMPANIA DE MINAS BUENAVENTURA SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $159809.00         | $3888152.97        | Equities   |
| BLACKROCK ETF TRUST            ISHARES FINTECH  | 2500-12-31      | N/A      | 0.0000% | $3992.00           | $129906.07         | Equities   |
| CHIPMOS TECHNOLOGIES INC       SPONSORD ADS NEW | 2500-12-31      | N/A      | 0.0000% | $18978.00          | $362859.36         | Equities   |
| AB ACTIVE ETFS INC             CORPORATE BD ETF | 2500-12-31      | N/A      | 0.0000% | $326.00            | $11807.72          | Equities   |
| AB ACTIVE ETFS INC             TAX AWARE LONG M | 2500-12-31      | N/A      | 0.0000% | $11656.00          | $291166.88         | Equities   |
| ABSOLUTE SHS TR                WBI BBR VAL 3000 | 2500-12-31      | N/A      | 0.0000% | $1649.00           | $51194.36          | Equities   |
| ABSOLUTE SHS TR                WBI BBR YLD 3000 | 2500-12-31      | N/A      | 0.0000% | $2544.00           | $58734.35          | Equities   |
| ALLSPRING EXCHANGE TRADED FUND INCOME PLUS ETF  | 2500-12-31      | N/A      | 0.0000% | $10944.00          | $279072.00         | Equities   |
| BARCLAYS BANK PLC              IPATH SER B ETN  | 2049-12-31      | N/A      | 0.0000% | $1021.00           | $31120.08          | Equities   |
| VICTORY PORTFOLIOS II          VICTORYSHS EMERG | 2500-12-31      | N/A      | 0.0000% | $10454.00          | $576544.37         | Equities   |
| SPDR SERIES TRUST              FACTST INV ETF   | 2500-12-31      | N/A      | 0.0000% | $1403.00           | $270677.42         | Equities   |
| SPDR S&P 500 ETF TR            TR UNIT          | 2500-12-31      | N/A      | 0.0000% | $60526.00          | $40169895.68       | Equities   |
| USCF ETF TR                    ENERGY COMMODITY | 2500-12-31      | N/A      | 0.0000% | $310.00            | $9015.89           | Equities   |
| USCF ETF TR                    SUSTAINABLE BAT  | 2500-12-31      | N/A      | 0.0000% | $278.00            | $4578.66           | Equities   |
| DOUBLELINE ETF TRUST           MULTI SECTOR INC | 2500-12-31      | N/A      | 0.0000% | $6222.00           | $315610.95         | Equities   |
| DBX ETF TR                     XTRACKERS FTSE   | 2500-12-31      | N/A      | 0.0000% | $1050.00           | $36050.70          | Equities   |
| T ROWE PRICE ETF INC           HEDGED EQUTY ETF | 2500-12-31      | N/A      | 0.0000% | $3129.00           | $86832.25          | Equities   |
| VASTA PLATFORM LTD             CL A             | 2500-12-31      | N/A      | 0.0000% | $28715.00          | $143000.70         | Equities   |
| SSGA ACTIVE TR                 SPDR GALAXY TRAN | 2500-12-31      | N/A      | 0.0000% | $565.00            | $22673.79          | Equities   |
| SSGA ACTIVE TR                 SPDR SSGA MY2030 | 2500-12-31      | N/A      | 0.0000% | $3395.00           | $85044.75          | Equities   |
| SPDR SERIES TRUST              S&P REGL BKG     | 2500-12-31      | N/A      | 0.0000% | $335854.00         | $21350238.78       | Equities   |
| CAPITAL GROUP GROWTH ETF       SHS CREATION UNI | 2500-12-31      | N/A      | 0.0000% | $516637.00         | $22675197.93       | Equities   |
| CALAMOS ETF TR                 CONVERTIBLE EQTY | 2500-12-31      | N/A      | 0.0000% | $4289.00           | $154994.17         | Equities   |
| HARBOR ETF TRUST               DISCIPLINED BOND | 2500-12-31      | N/A      | 0.0000% | $2722.00           | $113426.28         | Equities   |
| LATTICE STRATEGIES TR          HARTFRD EMRG ETF | 2500-12-31      | N/A      | 0.0000% | $6029.00           | $167478.39         | Equities   |
| INVESCO EXCH TRADED FD TR II   S&P INTL QULTY   | 2500-12-31      | N/A      | 0.0000% | $30488.00          | $1016774.80        | Equities   |
| ISHARES TR                     ISHS 1-5YR INVS  | 2500-12-31      | N/A      | 0.0000% | $413459.00         | $21917461.59       | Equities   |
| PROSHARES TR                   SHT 7-10 YR TR   | 2500-12-31      | N/A      | 0.0000% | $6963.00           | $194338.72         | Equities   |
| SP FUNDS TRUST                 S&P WORLD EX US  | 2500-12-31      | N/A      | 0.0000% | $9713.00           | $255937.55         | Equities   |
| WISDOMTREE TR                  INDIA HEDGED EQU | 2500-12-31      | N/A      | 0.0000% | $1187.00           | $50379.01          | Equities   |
| SSGA ACTIVE TR                 SPDR SSGA MY2034 | 2500-12-31      | N/A      | 0.0000% | $1916.00           | $47813.78          | Equities   |
| AGRICULTURE & NAT SOL ACQ CORP SHS CL A         | 2500-12-31      | N/A      | 0.0000% | $43270.00          | $474671.90         | Equities   |
| WISDOMTREE TR                  EMERGING MARKETS | 2500-12-31      | N/A      | 0.0000% | $2659.00           | $95963.31          | Equities   |
| SPDR SERIES TRUST              BLOOMBERG 3-12 M | 2500-12-31      | N/A      | 0.0000% | $32831.00          | $3266684.50        | Equities   |
| PGIM ETF TR                    PGIM ULTRA SH BD | 2500-12-31      | N/A      | 0.0000% | $15398.00          | $767128.36         | Equities   |
| FIRST TR EXCH TRD ALPHDX FD II EX US SML CP     | 2500-12-31      | N/A      | 0.0000% | $387.00            | $21669.02          | Equities   |
| FIRST TR EXCHANGE-TRADED FD    NASDAQ 100 EX    | 2500-12-31      | N/A      | 0.0000% | $2323.00           | $229884.08         | Equities   |
| TIDAL TRUST I                  AZTLAN NORTH AME | 2500-12-31      | N/A      | 0.0000% | $4433.00           | $101414.18         | Equities   |
| NVIDIA CORPORATION             COM              | 2500-12-31      | N/A      | 0.0000% | $117274.00         | $21326276.90       | Equities   |
| ISHARES TR                     S&P MC 400GR ETF | 2500-12-31      | N/A      | 0.0000% | $2659.00           | $254944.92         | Equities   |
| ISHARES TR                     IBONDS OCT 2026  | 2500-12-31      | N/A      | 0.0000% | $1315.00           | $34111.10          | Equities   |
| ITAU UNIBANCO HLDG S A         SPON ADR REP PFD | 2500-12-31      | N/A      | 0.0000% | $5480320.00        | $40170745.60       | Equities   |
| INVESCO EXCH TRADED FD TR II   S&P EMRNG MKTS   | 2500-12-31      | N/A      | 0.0000% | $29475.00          | $781382.25         | Equities   |
| ISHARES INC                    MSCI HONG KG ETF | 2500-12-31      | N/A      | 0.0000% | $17178.00          | $369327.00         | Equities   |
| ISHARES TR                     MSCI ACWI EXUS   | 2500-12-31      | N/A      | 0.0000% | $22338.00          | $841794.13         | Equities   |
| ISHARES INC                    MSCI JPN ETF NEW | 2500-12-31      | N/A      | 0.0000% | $383812.00         | $30900704.12       | Equities   |
| SIMPLIFY EXCHANGE TRADED FUNDS TARA INDIA OPPO  | 2500-12-31      | N/A      | 0.0000% | $1042.00           | $28200.69          | Equities   |
| ISHARES TR                     MSCI LW CRB TG   | 2500-12-31      | N/A      | 0.0000% | $9829.00           | $2220567.68        | Equities   |
| ISHARES TR                     CORE S&P500 ETF  | 2500-12-31      | N/A      | 0.0000% | $60240.00          | $40165622.40       | Equities   |
| JD.COM INC                     SPON ADS CL A    | 2500-12-31      | N/A      | 0.0000% | $1127128.00        | $40170841.92       | Equities   |
| NEUBERGER BERMAN ETF TRUST     FLEXIBLE CREDIT  | 2500-12-31      | N/A      | 0.0000% | $714.00            | $36860.39          | Equities   |
| ISHARES TR                     IBONDS DEC 2044  | 2500-12-31      | N/A      | 0.0000% | $10334.00          | $259581.81         | Equities   |
| KRANESHARES TRUST              CSI CHI INTERNET | 2500-12-31      | N/A      | 0.0000% | $17072.00          | $716170.40         | Equities   |
| INNOVATOR ETFS TRUST           INTERNATIONAL DV | 2500-12-31      | N/A      | 0.0000% | $1907.00           | $64776.59          | Equities   |
| KRANESHARES TRUST              EUROPEAN CARBON  | 2500-12-31      | N/A      | 0.0000% | $1163.00           | $29854.21          | Equities   |
| VANECK ETF TRUST               BRAZIL SMALL CAP | 2500-12-31      | N/A      | 0.0000% | $919.00            | $15046.79          | Equities   |
| VANGUARD INDEX FDS             S&P 500 ETF SHS  | 2500-12-31      | N/A      | 0.0000% | $65839.00          | $40170349.07       | Equities   |
| I MAB                          SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $1794104.00        | $6135835.68        | Equities   |
| SASOL LTD                      SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $598375.00         | $3715908.75        | Equities   |
| LISTED FDS TR                  TEUCRIUM AGRI ST | 2500-12-31      | N/A      | 0.0000% | $3357.00           | $60056.73          | Equities   |
| NUSHARES ETF TR                NUVEEN ENHNC YLD | 2500-12-31      | N/A      | 0.0000% | $4987.00           | $106272.97         | Equities   |
| LISTED FDS TR                  ROUNDHILL VIDEO  | 2500-12-31      | N/A      | 0.0000% | $5299.00           | $149976.54         | Equities   |
| SPDR SERIES TRUST              PORTFOLIO LN TSR | 2500-12-31      | N/A      | 0.0000% | $106672.00         | $2880144.00        | Equities   |
| ISHARES TR                     INTL EQTY FACTOR | 2500-12-31      | N/A      | 0.0000% | $18215.00          | $651914.85         | Equities   |
| GLOBAL X FDS                   SHORT-TERM TREAS | 2500-12-31      | N/A      | 0.0000% | $1521.00           | $76582.35          | Equities   |
| GLOBAL X FDS                   HEALTHTECH ETF   | 2500-12-31      | N/A      | 0.0000% | $8124.00           | $258668.16         | Equities   |
| YHN ACQUISITION I LTD          SHS              | 2500-12-31      | N/A      | 0.0000% | $9997.00           | $104468.65         | Equities   |
| ISHARES INC                    EM MKTS DIV ETF  | 2500-12-31      | N/A      | 0.0000% | $160668.00         | $4754166.12        | Equities   |
| WISDOMTREE TR                  GLB US QTLY DIV  | 2500-12-31      | N/A      | 0.0000% | $940.00            | $37750.40          | Equities   |
| FERROVIAL SE                   ORD SHS          | 2500-12-31      | N/A      | 0.0000% | $270110.00         | $15469199.70       | Equities   |
| ISHARES TR                     CYBERSECURITY    | 2500-12-31      | N/A      | 0.0000% | $14733.00          | $775064.82         | Equities   |
| JANUS DETROIT STR TR           HENDERSON CORPOR | 2500-12-31      | N/A      | 0.0000% | $148.00            | $6252.26           | Equities   |
| PROSHARES TR                   PSHS ULTSH 20YRS | 2500-12-31      | N/A      | 0.0000% | $496.00            | $16675.52          | Equities   |
| VANGUARD INTL EQUITY INDEX FDS ALLWRLD EX US    | 2500-12-31      | N/A      | 0.0000% | $5001.00           | $355671.12         | Equities   |
| VANGUARD BD INDEX FDS          SHORT TRM BOND   | 2500-12-31      | N/A      | 0.0000% | $66274.00          | $5228355.86        | Equities   |
| WISDOMTREE TR                  CORE LADDERED MU | 2500-12-31      | N/A      | 0.0000% | $928.00            | $23793.92          | Equities   |
| WISDOMTREE TR                  INTL MIDCAP DV   | 2500-12-31      | N/A      | 0.0000% | $6434.00           | $495482.34         | Equities   |
| WISDOMTREE TR                  TRUE EMERGING MK | 2500-12-31      | N/A      | 0.0000% | $9718.00           | $336987.20         | Equities   |
| 2023 ETF SERIES TRUST II       GMO INTL QUALITY | 2500-12-31      | N/A      | 0.0000% | $7667.00           | $194722.63         | Equities   |
| ANGEL OAK FUNDS TRUST          MORTGAGE BACKED  | 2500-12-31      | N/A      | 0.0000% | $13542.00          | $118763.34         | Equities   |
| AMPLIFY ETF TR                 WEIGHT LOSS DRUG | 2500-12-31      | N/A      | 0.0000% | $2352.00           | $53916.54          | Equities   |
| AMERICAN CENTY ETF TR          AVANTIS INTL SML | 2500-12-31      | N/A      | 0.0000% | $10626.00          | $716298.66         | Equities   |
| AMERICAN CENTY ETF TR          AVANTIS RESPONSI | 2500-12-31      | N/A      | 0.0000% | $6165.00           | $390080.51         | Equities   |
| DBX ETF TR                     XTRACKERS ARTIFI | 2500-12-31      | N/A      | 0.0000% | $25982.00          | $1079552.10        | Equities   |
| DIREXION SHS ETF TR            DAILY MSCI EMERG | 2500-12-31      | N/A      | 0.0000% | $3000.00           | $89516.70          | Equities   |
| DOUBLELINE ETF TRUST           FORTUNE 500 EQUA | 2500-12-31      | N/A      | 0.0000% | $3686.00           | $115672.95         | Equities   |
| FLEXSHARES TR                  ESG & CLM INVEST | 2500-12-31      | N/A      | 0.0000% | $2684.00           | $112140.47         | Equities   |

### Security 654: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** WELLS FARGO SECURITIES LLC 4.800000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1AP1Q7, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: ARP1AP1Q7
- **C.18 - Value (incl. sponsor support):** $100015706.00
- **C.18.a - Value (excl. sponsor support):** $100015706.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.7500%
- **C.11 - Maturity Date (WAM):** 2026-01-30
- **C.12 - Maturity Date (WAL):** 2026-01-30
- **C.13 - Final Legal Maturity Date:** 2026-01-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                                          |
|:---|:---|:---|:---|:---|:---|:---|
| SOHO TRUST 2021-SOHO           B      20380812 FLT | 2038-08-12      | 2.7865%  | 0.0000% | $12591000.00       | $9715463.14        | Private Label Collateralized Mortgage Obligations |
| GS MTG-BACKED SECS 2025-NQM2   B-1    20650625 FLT | 2065-06-25      | 7.4108%  | 0.0000% | $1000000.00        | $1033211.77        | Private Label Collateralized Mortgage Obligations |
| BX COML  MTG TR 2020-VIVA      E      20440311 3.6 | 2044-03-11      | 3.6670%  | 0.0000% | $1389000.00        | $1252882.18        | Private Label Collateralized Mortgage Obligations |
| BXMT 2020-FL2 LTD              E      20380218 FLT | 2038-02-18      | 6.5574%  | 0.0000% | $3000000.00        | $2817263.81        | Private Label Collateralized Mortgage Obligations |
| CFCRE COML MTG TR 2016-C3      D      20480110 3.0 | 2048-01-10      | 3.0520%  | 0.0000% | $10964000.00       | $10388801.76       | Private Label Collateralized Mortgage Obligations |
| CALI COMMERCIAL MG TR 2024-SUN E      20410715 FLT | 2041-07-15      | 8.8413%  | 0.0000% | $15938000.00       | $16038598.73       | Private Label Collateralized Mortgage Obligations |
| GS MTG SECS TR 2013-PEMB       A      20330307 FLT | 2033-03-07      | 3.6678%  | 0.0000% | $5000000.00        | $4239773.15        | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COML TR 2015-NXS2  D      20580717 FLT | 2058-07-17      | 4.1055%  | 0.0000% | $4090000.00        | $2815933.03        | Private Label Collateralized Mortgage Obligations |
| GSCG TRUST 2019-600C           A      20340912 FLT | 2034-09-12      | 2.9359%  | 0.0000% | $4000000.00        | $3166660.12        | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COML MTG 2025-5C5  E      20580717 4.2 | 2058-07-17      | 4.2500%  | 0.0000% | $5033000.00        | $4129831.23        | Private Label Collateralized Mortgage Obligations |
| BSREP COMM MTG TR 2021-DC      D      20380816 FLT | 2038-08-16      | 6.1655%  | 0.0000% | $7200000.00        | $4954648.31        | Private Label Collateralized Mortgage Obligations |
| BXMT LTD 2020-FL3              C      20371118 FLT | 2037-11-18      | 7.3074%  | 0.0000% | $4600000.00        | $4522576.34        | Private Label Collateralized Mortgage Obligations |
| EFMT 2024-INV2                 B-2    20691025 FLT | 2069-10-25      | 7.6636%  | 0.0000% | $560000.00         | $559579.67         | Private Label Collateralized Mortgage Obligations |
| COMM MTG TR 2019- GC44         F      20570817 FLT | 2057-08-17      | 2.7500%  | 0.0000% | $4243000.00        | $2256988.66        | Private Label Collateralized Mortgage Obligations |
| VONTIVE MTG TR 2025-RTL1       A1     20300325 FLT | 2030-03-25      | 6.5070%  | 0.0000% | $5000000.00        | $5091173.75        | Private Label Collateralized Mortgage Obligations |
| JP MORGAN MTG TR 2021-INV2     B-6    20511225 FLT | 2051-12-25      | 2.7564%  | 0.0000% | $338000.00         | $134364.35         | Private Label Collateralized Mortgage Obligations |
| BHMS COML MTG TRUST 2025-ATLS  A      20420815 FLT | 2042-08-15      | 6.0002%  | 0.0000% | $15000000.00       | $15079725.99       | Private Label Collateralized Mortgage Obligations |
| BWAY MTG TR 2013-1515          E      20330310 3.7 | 2033-03-10      | 3.7172%  | 0.0000% | $1096858.00        | $936835.64         | Private Label Collateralized Mortgage Obligations |
| HUDSONS BAY JV TR 2015-HBS     D-7    20340807 FLT | 2034-08-07      | 5.2379%  | 0.0000% | $2384500.00        | $2213243.84        | Private Label Collateralized Mortgage Obligations |
| JP MRGN CHASE COM 2020-MKST    D      20361215 FLT | 2036-12-15      | 6.2645%  | 0.0000% | $3750000.00        | $102758.56         | Private Label Collateralized Mortgage Obligations |
| MOFT TRUST 2020-ABC            D      20420212 FLT | 2042-02-12      | 3.5926%  | 0.0000% | $12204000.00       | $7647356.29        | Private Label Collateralized Mortgage Obligations |
| MULTIF CONT AVE SEC TR 2025-01 M-2    20550525 FLT | 2055-05-25      | 7.4560%  | 0.0000% | $5000000.00        | $5027972.80        | Private Label Collateralized Mortgage Obligations |
| MS BOFA ML TRUST 2013-C11      B      20460817 FLT | 2046-08-17      | 4.2120%  | 0.0000% | $5240000.00        | $3174879.35        | Private Label Collateralized Mortgage Obligations |
| MORGAN STANLEY CAP I 2013-ALTM D      20350207 FLT | 2035-02-07      | 3.8282%  | 0.0000% | $2174000.00        | $1846451.82        | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COML MTG 2025-NYCH C      20420616 FLT | 2042-06-16      | 7.0908%  | 0.0000% | $3500000.00        | $3503662.71        | Private Label Collateralized Mortgage Obligations |
| FREDDIE MAC SEASONED 2025-1    A-1    20350525 3.0 | 2035-05-25      | 3.0000%  | 0.0000% | $24000.00          | $21214.46          | Private Label Collateralized Mortgage Obligations |
| MORGAN STANLEY CAP TR 2020-L4  F      20530218 FLT | 2053-02-18      | 2.2500%  | 0.0000% | $2500000.00        | $1749146.25        | Private Label Collateralized Mortgage Obligations |
| MSWF COML MTG TR 2023-2        F      20561215 4.0 | 2056-12-15      | 4.0000%  | 0.0000% | $5000000.00        | $2848336.11        | Private Label Collateralized Mortgage Obligations |

### Security 655: BOFA SECURITIES INC

- **C.1 - Title:** BOFA SECURITIES INC 4.560000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1AQCS9, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: ARP1AQCS9
- **C.18 - Value (incl. sponsor support):** $575106271.50
- **C.18.a - Value (excl. sponsor support):** $575106271.50
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-01-05
- **C.13 - Final Legal Maturity Date:** 2026-01-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? 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                |
|:---|:---|:---|:---|:---|:---|:---|
| CARVANA AUTO REC TR 2023-N1    E      20300410 10. | 2030-04-10      | 10.4600% | 0.0000% | $19298000.00       | $21015582.04       | Asset-Backed Securities |
| BARINGS CLO LTD 2016-II        SUB NT 20280720 FLT | 2028-07-20      | 0.0000%  | 0.0000% | $3000000.00        | $1079802.00        | Asset-Backed Securities |
| ASSURANT CLO 2018-2            SUB    20310421 FLT | 2031-04-21      | 0.0000%  | 0.0000% | $2000000.00        | $684322.00         | Asset-Backed Securities |
| CARLYLE US CLO 2017-1          SUB NT 20310421 FLT | 2031-04-21      | 0.0000%  | 0.0000% | $5750000.00        | $28750.00          | Asset-Backed Securities |
| CROWN CITY CLO II              SUB    20320120 FLT | 2032-01-20      | 0.0000%  | 0.0000% | $4364776.00        | $1614967.12        | Asset-Backed Securities |
| GALLERIA CDO CDO 2002-3        C-2    20370919 FLT | 2037-09-19      | 11.0210% | 0.0000% | $8100000.00        | $1298272.28        | Asset-Backed Securities |
| BALLYROCK CLO LTD 2022-19      SUB    20350420 FLT | 2035-04-20      | 0.0000%  | 0.0000% | $1000000.00        | $423100.00         | Asset-Backed Securities |
| DRYDEN LOAN FUND 2016-45R      F-R    20301015 FLT | 2030-10-15      | 12.6992% | 0.0000% | $1650000.00        | $1352887.95        | Asset-Backed Securities |
| DRYDEN CLO LTD 2018-61         SUB    20320120 FLT | 2032-01-20      | 0.0000%  | 0.0000% | $2000000.00        | $765126.00         | Asset-Backed Securities |
| DUKE FUNDING V LTD                                 | 2038-08-07      | 8.8500%  | 0.0000% | $8000000.00        | $732184.00         | Asset-Backed Securities |
| FIRST NLC TRUST 2005-4         M-1    20360225 FLT | 2036-02-25      | 5.0074%  | 0.0000% | $2500000.00        | $2258298.68        | Asset-Backed Securities |
| GS MTG BCKD SEC TR 2018-RPL1   A2     20571025 FLT | 2057-10-25      | 3.1856%  | 0.0000% | $2724000.00        | $2432673.35        | Asset-Backed Securities |
| VMC FIN LL 2021-FL4            C      20360618 FLT | 2036-06-18      | 6.5003%  | 0.0000% | $4000000.00        | $3870987.10        | Asset-Backed Securities |
| TABERNA PREF FDG I 2005-1      E      20350705 FLT | 2035-07-05      | 7.6974%  | 0.0000% | $2000000.00        | $64773.80          | Asset-Backed Securities |
| TABERNA PREF FDG II 2005-2     A2 144 20351105 FLT | 2035-11-05      | 5.2328%  | 0.0000% | $4500000.00        | $3123961.98        | Asset-Backed Securities |
| TRIANGLE RE  2023-1 LTD        M-1B   20331125 FLT | 2033-11-25      | 9.6060%  | 0.0000% | $1850000.00        | $1929833.37        | Asset-Backed Securities |
| MARBLE POINT CLO XI LTD        INC NT 20301218 FLT | 2030-12-18      | 0.0000%  | 0.0000% | $5000000.00        | $62500.00          | Asset-Backed Securities |
| STRUCTURED ASSET SECS 2005-AR1 M3     20350925 FLT | 2035-09-25      | 5.0224%  | 0.0000% | $4385000.00        | $2538309.36        | Asset-Backed Securities |
| PARK PLACE NIM 2005 WHQN1                          | 2035-02-25      | 4.0000%  | 0.0000% | $69600000.00       | $2025094.72        | Asset-Backed Securities |
| NATIONAL COLL ST LN TR 2007-4  A3-AR4 20380325 0.0 | 2038-03-25      | 0.0100%  | 0.0000% | $8000000.00        | $1643080.00        | Asset-Backed Securities |
| NATIONAL COLL ST LN TR 2007-3  A3-AR3 20380325 0.0 | 2038-03-25      | 0.0100%  | 0.0000% | $3275000.00        | $485038.88         | Asset-Backed Securities |
| SUNNOVA HELIOS II ISS 2018-1   B      20480720 7.7 | 2048-07-20      | 7.7100%  | 0.0000% | $14218000.00       | $6822453.96        | Asset-Backed Securities |
| LEXN 2007-5A E                                     | 2051-04-10      | 8.3378%  | 0.0000% | $9225000.00        | $403731.83         | Asset-Backed Securities |
| MP CLO VII LTD 2015-7RR        E-RR   20281018 FLT | 2028-10-18      | 10.3406% | 0.0000% | $3500000.00        | $3264959.94        | Asset-Backed Securities |
| SAYBROOK PT CBO II 2002-2      A      20350208 FLT | 2035-02-08      | 5.8681%  | 0.0000% | $94014000.00       | $9413588.94        | Asset-Backed Securities |
| RASC SERIES TRUST 2006-KS5     M-2    20360725 FLT | 2036-07-25      | 4.5724%  | 0.0000% | $10609776.00       | $6458627.44        | Asset-Backed Securities |
| ICG US CLO 2021-1 LTD          SUB    20340417 FLT | 2034-04-17      | 0.0000%  | 0.0000% | $15000000.00       | $3750000.00        | Asset-Backed Securities |
| GSAMP TRUST 2006-SD1           M-2    20450725 FLT | 2045-07-25      | 5.6224%  | 0.0000% | $7211000.00        | $4218650.10        | Asset-Backed Securities |
| FIELDSTONE MTG INV 2006-S1     M2     20370125 FLT | 2037-01-25      | 5.0974%  | 0.0000% | $10678272.00       | $7666.69           | Asset-Backed Securities |
| FLEXENTIAL ISSUER LLC 2021-1   A-2    20511127 3.2 | 2051-11-27      | 3.2500%  | 0.0000% | $600000.00         | $582818.63         | Asset-Backed Securities |
| TROPIC CDO V 2006-5            A2L 14 20360715 FLT | 2036-07-15      | 5.1792%  | 0.0000% | $15663312.00       | $11216147.62       | Asset-Backed Securities |
| TRINITAS CLO LTD 2018-8        SUB    21170720 FLT | 2117-07-20      | 0.0000%  | 0.0000% | $4500000.00        | $1567462.50        | Asset-Backed Securities |
| KNOLLWOOD CDO LTD 2004-1       A-1    20390108 FLT | 2039-01-08      | 7.9500%  | 0.0000% | $50000000.00       | $1733394.33        | Asset-Backed Securities |
| TABERNA PREF FDG IV 2005-4     D-1    20360505 FLT | 2036-05-05      | 7.1828%  | 0.0000% | $7500000.00        | $197892.93         | Asset-Backed Securities |
| ONDECK ASSET SEC IV LLC 2024-2 D      20311017 9.4 | 2031-10-17      | 9.4900%  | 0.0000% | $2450000.00        | $2491324.02        | Asset-Backed Securities |
| TRINITAS CLO 2019-11 LTD       SUB    20320715 FLT | 2032-07-15      | 0.0000%  | 0.0000% | $4000000.00        | $1374644.00        | Asset-Backed Securities |
| KNOLLWOOD CDO LTD 2004-1       A-2    20390108 FLT | 2039-01-08      | 8.3000%  | 0.0000% | $18000000.00       | $348618.01         | Asset-Backed Securities |
| SBA IO 2018- 2.66919 25MAR44 144A F                | 2044-03-25      | 2.6685%  | 0.0000% | $72737664.00       | $683947.17         | Asset-Backed Securities |
| RCKT MTG TR 2025-CES5          B-1A   20550525 FLT | 2055-05-25      | 6.8780%  | 0.0000% | $10744000.00       | $9763487.64        | Asset-Backed Securities |
| PARK PLACE SECS 2005-WHQ4      M-4    20350925 FLT | 2035-09-25      | 5.1874%  | 0.0000% | $6500000.00        | $3462335.19        | Asset-Backed Securities |
| PORT JACKSON CDO 2007-1        D      20521119 FLT | 2052-11-19      | 5.6526%  | 0.0000% | $9000000.00        | $196839.19         | Asset-Backed Securities |
| PAGAYA AI DEBT TR 2024-1       D      20310715 9.0 | 2031-07-15      | 9.0000%  | 0.0000% | $2600000.00        | $601621.65         | Asset-Backed Securities |
| TRAPEZA CDO XII 2007-12        E-1    20420406 FLT | 2042-04-06      | 6.9474%  | 0.0000% | $5000000.00        | $161117.63         | Asset-Backed Securities |
| MKP CBO I 2001-1               A-1L   20360208 FLT | 2036-02-08      | 4.9428%  | 0.0000% | $25000000.00       | $190202.68         | Asset-Backed Securities |
| LEXN 2007                                          | 2051-04-10      | 7.3378%  | 0.0000% | $13000000.00       | $444193.34         | Asset-Backed Securities |
| LENOX CDO 2006-1               A-1J   20431116 FLT | 2043-11-16      | 5.9602%  | 0.0000% | $18225000.00       | $62600.39          | Asset-Backed Securities |
| TERWIN MTG TRUST 2006-5        I-A-2C 20370725 FLT | 2037-07-25      | 4.8724%  | 0.0000% | $1000000.00        | $918869.60         | Asset-Backed Securities |
| WELLFLEET CLO 2018-3 LTD       SUB    20320120 FLT | 2032-01-20      | 0.0000%  | 0.0000% | $3125000.00        | $565796.88         | Asset-Backed Securities |
| BEAR STEARNS ASSET BK 2005-HE4 M-4    20350425 FLT | 2035-04-25      | 4.8079%  | 0.0000% | $1840000.00        | $1481248.95        | Asset-Backed Securities |
| BELLEMEADE RE LTD 2022-2       M-2    20320927 FLT | 2032-09-27      | 13.6060% | 0.0000% | $999999.00         | $1129427.60        | Asset-Backed Securities |
| BELLE HAVEN ABS CDO            D      20460705 FLT | 2046-07-05      | 10.8000% | 0.0000% | $4000000.00        | $264163.85         | Asset-Backed Securities |
| COLUMBIA CENT CLO 30 LTD 2020  SUB    20340120 FLT | 2034-01-20      | 0.0000%  | 0.0000% | $11120000.00       | $1779200.00        | Asset-Backed Securities |
| CITIGROUP MTG LN TR 2004-OPT1  M-4    20341025 FLT | 2034-10-25      | 5.2774%  | 0.0000% | $1500000.00        | $541644.29         | Asset-Backed Securities |
| COOPR RESIDENT MORT 2025-CES3  B-3    20600925 FLT | 2060-09-25      | 8.6885%  | 0.0000% | $4203656.00        | $3904814.18        | Asset-Backed Securities |
| EQUIFIRST MTG LN TR 2004-3     M-9    20341225 FLT | 2034-12-25      | 8.1724%  | 0.0000% | $575000.00         | $189360.81         | Asset-Backed Securities |
| ALESCO PREF FDG XI 2006-11     C1 144 20361223 FLT | 2036-12-23      | 5.4741%  | 0.0000% | $1250000.00        | $355027.10         | Asset-Backed Securities |
| AEGIS ABS 2006-1               M7     20370125 FLT | 2037-01-25      | 5.9974%  | 0.0000% | $4997120.00        | $4212.43           | Asset-Backed Securities |
| ACE SECS HEQ 2004-HE2          M-6    20341025 FLT | 2034-10-25      | 9.3724%  | 0.0000% | $2680000.00        | $294663.86         | Asset-Backed Securities |
| ACCREDITED MTG LN TR 2007-1    M-7    20370225 FLT | 2037-02-25      | 5.1224%  | 0.0000% | $2000000.00        | $1442.89           | Asset-Backed Securities |
| AMSR TR 2023-SFR2              F-2    20400817 3.9 | 2040-08-17      | 3.9500%  | 0.0000% | $9010000.00        | $8432584.64        | Asset-Backed Securities |
| ACACIA CDO 7 2005-7            B      20450112 FLT | 2045-01-12      | 5.1619%  | 0.0000% | $13780000.00       | $1152127.43        | Asset-Backed Securities |
| CITIGROUP MTG LN TR 2007-AMC1  A-2C   20361226 FLT | 2036-12-26      | 4.7124%  | 0.0000% | $14946000.00       | $2551376.53        | Asset-Backed Securities |
| CENTRE SQUARE CDO LT           B      20511119 FLT | 2051-11-19      | 1.7523%  | 0.0000% | $27500000.00       | $2187096.45        | Asset-Backed Securities |
| CENT CLO 17 LTD 2013-17        SUB NT 20310430 FLT | 2031-04-30      | 0.0000%  | 0.0000% | $15000000.00       | $1630935.00        | Asset-Backed Securities |
| CROWN CITY CLO 2021-3          SUB    20340720 FLT | 2034-07-20      | 0.0000%  | 0.0000% | $6249208.00        | $2124730.72        | Asset-Backed Securities |
| BEAR STEARNS ASSET 2004-HE10   M-6    20341225 FLT | 2034-12-25      | 5.5568%  | 0.0000% | $1485000.00        | $296015.76         | Asset-Backed Securities |
| ADIRONDACK LTD 2005-1          A-2    20400709 FLT | 2040-07-09      | 5.3602%  | 0.0000% | $15000000.00       | $2136456.21        | Asset-Backed Securities |
| ACCREDITED MTG LN TR 2006-1    M-5    20360425 FLT | 2036-04-25      | 1.5007%  | 0.0000% | $9000000.00        | $6030.49           | Asset-Backed Securities |
| ACCREDITED MTG LN TR 2006-1    M-9    20360425 FLT | 2036-04-25      | 1.5007%  | 0.0000% | $3538000.00        | $3166.70           | Asset-Backed Securities |
| ABFS MORTGAGE LOAN TR 2002-4   M-1    20331215 FLT | 2033-12-15      | 6.9420%  | 0.0000% | $4500000.00        | $880150.69         | Asset-Backed Securities |
| AAMES MTG TR 2004-1            M8     20350125 FLT | 2035-01-25      | 7.2724%  | 0.0000% | $1000000.00        | $117712.44         | Asset-Backed Securities |
| AMSR TRUST 2021-SFR3           I      20261009 5.8 | 2026-10-09      | 5.8840%  | 0.0000% | $1237000.00        | $1235451.14        | Asset-Backed Securities |
| ALESCO PREFERRED FDG X 2006-10 D-1    20360923 FLT | 2036-09-23      | 7.1241%  | 0.0000% | $1000000.00        | $86288.41          | Asset-Backed Securities |
| ARES XXXVR CLO LTD 2018-35R    SUB NT 20300715 FLT | 2030-07-15      | 0.0000%  | 0.0000% | $1500000.00        | $400188.00         | Asset-Backed Securities |
| AMMC CLO XIII 2013-13R         B3L-R  20290724 FLT | 2029-07-24      | 12.8803% | 0.0000% | $5261000.00        | $103769.86         | Asset-Backed Securities |
| RCKT MTG TR 2025-CES7          B-2R   20550725 FLT | 2055-07-25      | 8.0610%  | 0.0000% | $340000.00         | $321596.00         | Asset-Backed Securities |
| VOYA CLO 2018-2 LTD            F      20310715 FLT | 2031-07-15      | 11.8692% | 0.0000% | $1207500.00        | $957905.90         | Asset-Backed Securities |
| WELLFLEET CLO 2022-1 LTD       SUB    20340417 FLT | 2034-04-17      | 0.0000%  | 0.0000% | $3000000.00        | $1170000.00        | Asset-Backed Securities |
| TRAPEZA CDO X 2006-10          C-2    20410708 FLT | 2041-07-08      | 5.8974%  | 0.0000% | $2500000.00        | $2039630.42        | Asset-Backed Securities |
| TRAPEZA CDO X 2006-10          D-2    20410708 FLT | 2041-07-08      | 7.6974%  | 0.0000% | $14500000.00       | $906137.31         | Asset-Backed Securities |
| MORGAN STAN CLO LTD 2023-19    SUB    20360721 FLT | 2036-07-21      | 0.0000%  | 0.0000% | $29330000.00       | $18884941.74       | Asset-Backed Securities |
| US CAP FDG VI LTD 2007-6       C-1    20430710 FLT | 2043-07-10      | 6.5901%  | 0.0000% | $3000000.00        | $4812891.80        | Asset-Backed Securities |
| AMERIQUEST MTG SECS 2003-AR3   M-5    20330725 FLT | 2033-07-25      | 2.8255%  | 0.0000% | $2000000.00        | $233223.26         | Asset-Backed Securities |
| AEGIS ABS 2006-1               M3     20370125 FLT | 2037-01-25      | 4.8124%  | 0.0000% | $2498557.00        | $1694.99           | Asset-Backed Securities |
| BERNOULLI CDO I 2006-1         B      20420707 FLT | 2042-07-07      | 5.4437%  | 0.0000% | $35000000.00       | $2945814.52        | Asset-Backed Securities |
| BLUEMOUNTAIN CLO LTD 2014-2R2  E-R2   20301021 FLT | 2030-10-21      | 10.5871% | 0.0000% | $3700000.00        | $3552074.42        | Asset-Backed Securities |
| BOYCE PK CLO L 0.0 21APR35 144A FRN                | 2035-04-21      | 0.0000%  | 0.0000% | $375000.00         | $2812.50           | Asset-Backed Securities |
| BRAVO RESIDENTIAL 2023-RPL1    B-2    20630525 FLT | 2063-05-25      | 5.0784%  | 0.0000% | $11467000.00       | $8681910.51        | Asset-Backed Securities |
| COMMODORE CDO III 2005         B 144A 20400306 FLT | 2040-03-06      | 9.2300%  | 0.0000% | $27500000.00       | $1739127.50        | Asset-Backed Securities |
| COMPASS DATACENTERS 2024-2     A-1    20490825 5.0 | 2049-08-25      | 5.0220%  | 0.0000% | $3750000.00        | $3766679.91        | Asset-Backed Securities |
| CWABS INC NIM 2006-BC2N        N 144A 20470225 6.5 | 2047-02-25      | 6.5000%  | 0.0000% | $1000000.00        | $306.71            | Asset-Backed Securities |
| CWCAPITAL COBALT VR 2007-5     A-2    20321126 FLT | 2032-11-26      | 5.9200%  | 0.0000% | $100000000.00      | $657777.80         | Asset-Backed Securities |
| DRYDEN 64 CLO LTD 2018-64      F      20310418 FLT | 2031-04-18      | 11.7406% | 0.0000% | $4901000.00        | $4674958.42        | Asset-Backed Securities |
| FBR SEC TRUST 2005-2           M-10   20350925 FLT | 2035-09-25      | 7.6474%  | 0.0000% | $31420000.00       | $33686.58          | Asset-Backed Securities |
| FIELDSTONE MTG INV 2006-2      M8     20360725 FLT | 2036-07-25      | 0.0000%  | 0.0000% | $2297856.00        | $1913.09           | Asset-Backed Securities |
| FREMONT HM LN TR 2004-4        M-6    20350325 FLT | 2035-03-25      | 5.9974%  | 0.0000% | $1500000.00        | $3962.15           | Asset-Backed Securities |
| GS MORTGAGE-BKD SEC TR 25-HE1  A-1    20551025 FLT | 2055-10-25      | 5.9060%  | 0.0000% | $5500000.00        | $5297980.67        | Asset-Backed Securities |
| HORIZON AIRCRAFT FINANCE II LT C      20390715 6.9 | 2039-07-15      | 6.9000%  | 0.0000% | $9275000.00        | $8255595.00        | Asset-Backed Securities |
| MARLETTE FUNDING TRUST 2023-4  B      20331215 8.1 | 2033-12-15      | 8.1500%  | 0.0000% | $5500000.00        | $5713074.59        | Asset-Backed Securities |
| PRET 2024-NPL5 LLC             A-2    20540925 FLT | 2054-09-25      | 8.8350%  | 0.0000% | $1500000.00        | $1503262.62        | Asset-Backed Securities |
| GSAMP TRUST 2007-SEA1          M-1    20361225 FLT | 2036-12-25      | 5.5000%  | 0.0000% | $2000000.00        | $1941739.11        | Asset-Backed Securities |
| STRUCTURED ASSET SECS 2007-BC3 1-A4   20370625 FLT | 2037-06-25      | 4.5724%  | 0.0000% | $7123710.00        | $6105312.85        | Asset-Backed Securities |
| MADISON PARK FDNG 2018-31      SUB    20310123 FLT | 2031-01-23      | 0.0000%  | 0.0000% | $3000000.00        | $1335000.00        | Asset-Backed Securities |
| LEXN 2007-5A B                                     | 2051-04-10      | 2.9378%  | 0.0000% | $6000000.00        | $40155.25          | Asset-Backed Securities |
| SLM PRIVATE ST LN TR 2003-B    C      20330315 FLT | 2033-03-15      | 5.8991%  | 0.0000% | $11313900.00       | $3121926.31        | Asset-Backed Securities |
| TAILWIND 2019-1 LTD            B      20441215 5.1 | 2044-12-15      | 5.1930%  | 0.0000% | $3000000.00        | $1580863.66        | Asset-Backed Securities |
| RCKT MORTGAGE TR 2025-CES3     B-X-2B 20550325 FLT | 2055-03-25      | 2.0000%  | 0.0000% | $5839000.00        | $471786.01         | Asset-Backed Securities |
| PRET 2025-NPL1 LLC             A-2    20550225 FLT | 2055-02-25      | 8.3530%  | 0.0000% | $44945000.00       | $45145595.78       | Asset-Backed Securities |
| GSAMP TRUST 2007-HSBC1         M-8    20370225 FLT | 2037-02-25      | 7.6474%  | 0.0000% | $6229576.00        | $4583971.45        | Asset-Backed Securities |
| TRICON RES 2021-SFR1           F      20380719 3.6 | 2038-07-19      | 3.6920%  | 0.0000% | $5000000.00        | $4945150.55        | Asset-Backed Securities |
| GALAXY CLO XVI 2013-16         A SUB  20251117 FLT | 2025-11-17      | 0.0000%  | 0.0000% | $2250000.00        | $402113.25         | Asset-Backed Securities |
| RADNOR RE LTD 2023-1           M-1B   20330725 FLT | 2033-07-25      | 8.7060%  | 0.0000% | $150000.00         | $153547.83         | Asset-Backed Securities |
| NATIONAL COLL ST LN TR 2007-3  A-3-L  20380325 FLT | 2038-03-25      | 5.8002%  | 0.0000% | $69538000.00       | $4063097.52        | Asset-Backed Securities |
| MILL CITY MTG LN TR 2019-1     B3     20691025 FLT | 2069-10-25      | 3.5438%  | 0.0000% | $11836000.00       | $8982375.17        | Asset-Backed Securities |
| NEW CENTURY HEQ TR 2005-4      M-6    20350925 FLT | 2035-09-25      | 5.3974%  | 0.0000% | $8324592.00        | $4205162.08        | Asset-Backed Securities |
| NEW CENTURY HEQ TR 2005-B      M-3    20351025 FLT | 2035-10-25      | 5.0374%  | 0.0000% | $15437160.00       | $3933378.43        | Asset-Backed Securities |
| MORGAN STANLEY CAP 2004-HE6    B-2    20340825 FLT | 2034-08-25      | 7.1974%  | 0.0000% | $250000.00         | $33966.99          | Asset-Backed Securities |
| HSI ASSET SEC TR 2007-WF1      M-2    20370525 FLT | 2037-05-25      | 4.6774%  | 0.0000% | $6000000.00        | $4473389.91        | Asset-Backed Securities |
| JP MORGAN MTG ACQ 2007-CH1     MV10 1 20361125 FLT | 2036-11-25      | 4.2073%  | 0.0000% | $5412000.00        | $5780799.96        | Asset-Backed Securities |
| NELNET STUDENT LOAN TR 2025-B  B      20550517 4.9 | 2055-05-17      | 4.9800%  | 0.0000% | $1000000.00        | $1005733.00        | Asset-Backed Securities |
| SECURITIZED ASSET REC 2004-DO1 M-2    20340725 FLT | 2034-07-25      | 6.2224%  | 0.0000% | $4000000.00        | $698447.62         | Asset-Backed Securities |
| MID OCEAN CBO 2001-1           A1L 14 20361105 FLT | 2036-11-05      | 2.3905%  | 0.0000% | $33499967.00       | $237676.40         | Asset-Backed Securities |
| SOUND POINT CLO 2018-6R        E      20311020 FLT | 2031-10-20      | 10.6771% | 0.0000% | $2000000.00        | $1157252.49        | Asset-Backed Securities |
| SLM PRIVATE ST LN TR 2003-C    B      20320915 FLT | 2032-09-15      | 5.0991%  | 0.0000% | $5485000.00        | $293740.18         | Asset-Backed Securities |
| ROCKFORD TOWER CLO 2017-2      SUB NT 20291015 FLT | 2029-10-15      | 0.0000%  | 0.0000% | $5833328.00        | $758332.64         | Asset-Backed Securities |
| SALT TR 2021-1                 D      20330228 7.1 | 2033-02-28      | 7.1420%  | 0.0000% | $11740000.00       | $3207571.77        | Asset-Backed Securities |
| ROCKFORD TOWER CLO 2017-1      SUB    20290416 FLT | 2029-04-16      | 0.0000%  | 0.0000% | $11000000.00       | $3520000.00        | Asset-Backed Securities |
| SANTANDER BANK N.A 2024-A      F      20320615 10. | 2032-06-15      | 10.1710% | 0.0000% | $3700000.00        | $2817749.56        | Asset-Backed Securities |
| RAMP SERIES TRUST 2006-RZ3     M-2    20360825 FLT | 2036-08-25      | 4.6524%  | 0.0000% | $2000000.00        | $1304410.11        | Asset-Backed Securities |
| REPUBLIC FINAN ISSUANCE 2024-B D      20371120 8.8 | 2037-11-20      | 8.8300%  | 0.0000% | $1360000.00        | $1404615.86        | Asset-Backed Securities |
| RCKT MORTGAGE TRUST 2024-CES4  B-2    20440625 FLT | 2044-06-25      | 9.1847%  | 0.0000% | $4466020.00        | $4529655.39        | Asset-Backed Securities |
| NATIONAL COLL ST LN TR 2003-AR AR14   20430601 0.0 | 2043-06-01      | 0.0100%  | 0.0000% | $5000000.00        | $193950.00         | Asset-Backed Securities |
| PAGAYA AI DEBT TRUST 2023-7    C1     20310715 8.7 | 2031-07-15      | 8.7980%  | 0.0000% | $15143000.00       | $8997994.76        | Asset-Backed Securities |
| SOUNDVIEW HM LN 2004-WMC1      M-5    20350125 FLT | 2035-01-25      | 5.6224%  | 0.0000% | $6800000.00        | $1263200.83        | Asset-Backed Securities |
| SOUNDVIEW HM LN 2005-OPT1      M-2    20350625 FLT | 2035-06-25      | 4.9474%  | 0.0000% | $384958.00         | $6886.26           | Asset-Backed Securities |
| SMB PRIVATE EDU LN TR  2024-D  ER     20530715 FLT | 2053-07-15      | 0.0000%  | 0.0000% | $35869720.00       | $27144912.79       | Asset-Backed Securities |
| STRUCTURED ASSET SECS 2007-BC1 M1     20370225 FLT | 2037-02-25      | 4.6174%  | 0.0000% | $4587096.00        | $2471564.93        | Asset-Backed Securities |
| SMB PRIV EDU LN TR 2023-C      B      20521115 6.3 | 2052-11-15      | 6.3600%  | 0.0000% | $200000.00         | $209881.20         | Asset-Backed Securities |
| TABERNA PREF FDG IX 2007-9     B-1L   20380505 FLT | 2038-05-05      | 7.7721%  | 0.0000% | $44000000.00       | $1196014.02        | Asset-Backed Securities |
| BRAVO RESI FDG TR 2024-RPL1    B-1    20631025 FLT | 2063-10-25      | 3.5605%  | 0.0000% | $13363000.00       | $8838290.94        | Asset-Backed Securities |
| CBASS CBO XII LTD 2004-12      A      20341215 FLT | 2034-12-15      | 7.8400%  | 0.0000% | $35918000.00       | $243029.23         | Asset-Backed Securities |
| C-BASS CBO X 2004-10           D 144  20390607 FLT | 2039-06-07      | 7.6537%  | 0.0000% | $7500000.00        | $756868.91         | Asset-Backed Securities |
| CARRINGTON MTG LN 2006-NC2     M-1    20360625 FLT | 2036-06-25      | 4.6774%  | 0.0000% | $7040344.00        | $5723022.69        | Asset-Backed Securities |
| C-BASS CBO XVI 2006-16         A      20410906 FLT | 2041-09-06      | 7.7500%  | 0.0000% | $46300000.00       | $206755.35         | Asset-Backed Securities |
| CENTEX HM EQ LN TR 2005-A      M-5    20350125 FLT | 2035-01-25      | 5.5174%  | 0.0000% | $10000000.00       | $1840968.75        | Asset-Backed Securities |
| BRAVO RESI FDG TR 2024-RPL1    B      20631025 FLT | 2063-10-25      | 0.0000%  | 0.0000% | $45958528.00       | $14630747.77       | Asset-Backed Securities |
| C-BASS CBO XVIII 2007-18       C      20470313 FLT | 2047-03-13      | 6.4207%  | 0.0000% | $250000.00         | $26639.41          | Asset-Backed Securities |
| CWABS INC 2007-13              1-M-2  20370625 FLT | 2037-06-25      | 6.0224%  | 0.0000% | $7609664.00        | $1467692.89        | Asset-Backed Securities |
| CSFB COML MTG PTC 2004-CF1     M-2    20430525 FLT | 2043-05-25      | 7.1224%  | 0.0000% | $8273000.00        | $564438.62         | Asset-Backed Securities |
| COGENT IPV4 LLC, 2024-1        A-2    20540525 7.9 | 2054-05-25      | 7.9240%  | 0.0000% | $2878320.00        | $2993080.22        | Asset-Backed Securities |
| ELEVATION CLO LTD 2017-8       E      20301025 FLT | 2030-10-25      | 10.2301% | 0.0000% | $1525000.00        | $1432812.68        | Asset-Backed Securities |
| MONTAUK POT CDO II LTD 2006-02 A-2    20460406 FLT | 2046-04-06      | 8.0300%  | 0.0000% | $28500000.00       | $5411315.58        | Asset-Backed Securities |
| GS MTG-BCD SECS TR 2024-HE2    A-1    20550125 FLT | 2055-01-25      | 5.8560%  | 0.0000% | $6533000.00        | $4934930.22        | Asset-Backed Securities |
| RCKT MTG TR 2024-CES7          B-3    20441025 FLT | 2044-10-25      | 9.4418%  | 0.0000% | $6854784.00        | $6195079.76        | Asset-Backed Securities |
| MORTGAGE EQU CONV TR 2010-1    B      20600725 0.0 | 2060-07-25      | 0.0000%  | 0.0000% | $24468000.00       | $1851982.43        | Asset-Backed Securities |
| MORGAN STANLEY CAP 2004-NC5    B-1    20340525 FLT | 2034-05-25      | 7.2724%  | 0.0000% | $5000000.00        | $787405.55         | Asset-Backed Securities |
| TRAPEZA CDO XII 2007-12        C-1    20420406 FLT | 2042-04-06      | 5.6974%  | 0.0000% | $2015000.00        | $1420858.54        | Asset-Backed Securities |
| RR 7 LTD 2019-7                SUB    20330118 FLT | 2033-01-18      | 0.0000%  | 0.0000% | $1000000.00        | $300000.00         | Asset-Backed Securities |
| SLM PRIVATE ST LN TR 2003-C    C      20320915 FLT | 2032-09-15      | 5.8991%  | 0.0000% | $8020000.00        | $1983934.15        | Asset-Backed Securities |
| WELLFLEET CLO LTD 2020-1       SUB    20330415 FLT | 2033-04-15      | 0.0000%  | 0.0000% | $15975000.00       | $4313250.00        | Asset-Backed Securities |
| WIND RIVER CLO LTD 2016-1K     F-R2   20341016 FLT | 2034-10-16      | 12.4792% | 0.0000% | $3000000.00        | $2013484.61        | Asset-Backed Securities |
| ECAF I LTD 2015-1              B-1    20400615 5.8 | 2040-06-15      | 5.8020%  | 0.0000% | $15750000.00       | $3663023.71        | Asset-Backed Securities |
| DUKE FUNDING V LTD                                 | 2033-08-07      | 8.1400%  | 0.0000% | $139300000.00      | $3750080.73        | Asset-Backed Securities |
| CSFB HEQ PTC 2004-AA1          M-7    20350225 FLT | 2035-02-25      | 5.0764%  | 0.0000% | $1999999.00        | $40247.04          | Asset-Backed Securities |
| ELEVATION CLO LTD 2018-9       SUB    20310715 FLT | 2031-07-15      | 0.0000%  | 0.0000% | $11165000.00       | $1820419.75        | Asset-Backed Securities |
| DUKE FDG V LTD                                     | 2033-08-07      | 8.0500%  | 0.0000% | $64700000.00       | $1856021.83        | Asset-Backed Securities |
| CMO HLDG II BSABS HE11 2005-11 A-1    20351125 5.5 | 2035-11-25      | 5.5000%  | 0.0000% | $704000.00         | $86802.91          | Asset-Backed Securities |
| CPS AUTO RECV TR 2023-D        E      20310515 10. | 2031-05-15      | 10.1300% | 0.0000% | $9900000.00        | $10907303.55       | Asset-Backed Securities |
| C-BASS ABS 2005-RP2            B-2    20350901 FLT | 2035-09-01      | 6.5000%  | 0.0000% | $3505000.00        | $3800475.39        | Asset-Backed Securities |
| CWABS INC 2004-10              MV-5   20341125 FLT | 2034-11-25      | 3.9433%  | 0.0000% | $10000000.00       | $2426739.02        | Asset-Backed Securities |
| CSMC SERIES 2014-2R            16-A-3 20370827 FLT | 2037-08-27      | 2.7500%  | 0.0000% | $2196040.00        | $761234.34         | Asset-Backed Securities |
| ATHILON CAP CORP               SUB C VR 144A 47    | 2047-06-20      | 0.0000%  | 0.0000% | $24900000.00       | $8848257.88        | Asset-Backed Securities |
| ANSONIA CDO 2006-1             B 144A 20460728 5.8 | 2046-07-28      | 5.8120%  | 0.0000% | $14000000.00       | $135546.45         | Asset-Backed Securities |
| ANSONIA CDO 2006-1             C 144A 20460728 5.9 | 2046-07-28      | 5.9610%  | 0.0000% | $10000000.00       | $48029.17          | Asset-Backed Securities |
| OZLM LTD 2014-9                SUB    20311020 FLT | 2031-10-20      | 0.0000%  | 0.0000% | $6000000.00        | $737958.00         | Asset-Backed Securities |
| JP MORGAN MTG ACQ 2006-CH1     M-8    20360725 FLT | 2036-07-25      | 5.6674%  | 0.0000% | $1298000.00        | $1137758.18        | Asset-Backed Securities |
| MP CLO III LTD 2013-3R         SUB    20301021 FLT | 2030-10-21      | 0.0000%  | 0.0000% | $2981888.00        | $298.19            | Asset-Backed Securities |
| NEW CENTURY HEQ TR 2006-1      A-2C   20360525 FLT | 2036-05-25      | 4.8324%  | 0.0000% | $12080000.00       | $11405744.71       | Asset-Backed Securities |
| PIONEER AIR FIN 2019           C      20440615 6.9 | 2044-06-15      | 6.9000%  | 0.0000% | $335000.00         | $393977.34         | Asset-Backed Securities |
| UNITED AIRLS INC 2018-1B       B      20270901 4.6 | 2027-09-01      | 4.6000%  | 0.0000% | $24000.00          | $8289.58           | Asset-Backed Securities |
| FIRST FRANKLIN MTG 2007-FF1    A-2D   20380125 FLT | 2038-01-25      | 4.7124%  | 0.0000% | $25000000.00       | $4762109.62        | Asset-Backed Securities |
| MLMI CAYMAN NIM 2004-WMC3      N1     20350125 4.5 | 2035-01-25      | 4.5000%  | 0.0000% | $63995903.00       | $4771.28           | Asset-Backed Securities |
| MASTR ABS TRUST 2007-HE1       A-4    20370525 FLT | 2037-05-25      | 4.8324%  | 0.0000% | $1500000.00        | $1280447.09        | Asset-Backed Securities |
| REGATTA FUNDING LTD 27         SUB NT 20370427 FLT | 2037-04-27      | 0.0000%  | 0.0000% | $2000000.00        | $1472420.00        | Asset-Backed Securities |
| KKR CLO LTD 2021-34            SUB    20340717 FLT | 2034-07-17      | 0.0000%  | 0.0000% | $650000.00         | $227500.00         | Asset-Backed Securities |
| SOUTH COAST FDG VII 2005-7     B      20410107 FLT | 2041-01-07      | 0.7943%  | 0.0000% | $18050000.00       | $185219.19         | Asset-Backed Securities |
| MONTAUK POT CDO II LTD 2006-02 A-1J   20460406 FLT | 2046-04-06      | 7.9200%  | 0.0000% | $10372000.00       | $1697543.75        | Asset-Backed Securities |
| SOUND POINT CLO XXIV LTD 2019  SUB    20321025 FLT | 2032-10-25      | 0.0000%  | 0.0000% | $5920000.00        | $1857565.76        | Asset-Backed Securities |
| STRUCTURED ASSET INV 2004-8    B2     20340925 FLT | 2034-09-25      | 5.5000%  | 0.0000% | $5415888.00        | $2786232.72        | Asset-Backed Securities |
| SIXTH STREET CLO LTD 2023-22R  E-R    20380421 FLT | 2038-04-21      | 9.0755%  | 0.0000% | $1500000.00        | $1533793.32        | Asset-Backed Securities |
| TABERNA PREF FDG IV 2005-4     C-2    20360505 FLT | 2036-05-05      | 6.0328%  | 0.0000% | $5000000.00        | $91442.37          | Asset-Backed Securities |
| PK BLUE CLO 2023-III LTD 2023- SUB    20360421 FLT | 2036-04-21      | 0.0000%  | 0.0000% | $16500000.00       | $9734323.50        | Asset-Backed Securities |
| PAGAYA AI DEBT TR 2022-2       C      20300115 7.5 | 2030-01-15      | 7.5000%  | 0.0000% | $8900000.00        | $6275188.20        | Asset-Backed Securities |
| TREMAN PARK CLO LTD 2015       SUB    20270420 FLT | 2027-04-20      | 0.0000%  | 0.0000% | $1998847.00        | $199.88            | Asset-Backed Securities |
| PIONEER AIR FIN 2019           B      20440615 4.9 | 2044-06-15      | 4.9480%  | 0.0000% | $2500000.00        | $2259327.76        | Asset-Backed Securities |
| SAXON ASSET SEC CO 2004-1      M-4    20350325 FLT | 2035-03-25      | 4.5787%  | 0.0000% | $4000000.00        | $90561.58          | Asset-Backed Securities |
| ISCHUS CDO LTD 2004-1          A-2    20400105 FLT | 2040-01-05      | 8.0500%  | 0.0000% | $21865000.00       | $1573085.75        | Asset-Backed Securities |
| WILLIS ENGINE SEC 2021-A TR    B      20460515 5.4 | 2046-05-15      | 5.4380%  | 0.0000% | $8700000.00        | $6891099.82        | Asset-Backed Securities |
| ORION CLO LTD 2023-1           SUB    20361027 FLT | 2036-10-27      | 0.0000%  | 0.0000% | $8800670.00        | $4261662.84        | Asset-Backed Securities |
| ARES XLII CLO LTD 2017-42      SUB    20280124 FLT | 2028-01-24      | 0.0000%  | 0.0000% | $5000000.00        | $25000.00          | Asset-Backed Securities |
| ARES XXXVII CLO LTD 15-37R     SUB NT 20261015 FLT | 2026-10-15      | 0.0000%  | 0.0000% | $3000000.00        | $15000.00          | Asset-Backed Securities |
| APIDOS CLO XXVII 2017-27       SUB    20300717 FLT | 2030-07-17      | 0.0000%  | 0.0000% | $3500000.00        | $1004685.50        | Asset-Backed Securities |
| ASSET BACKED FDG 2005-WF1      M-9    20340225 FLT | 2034-02-25      | 6.8224%  | 0.0000% | $2923000.00        | $792192.24         | Asset-Backed Securities |
| APL FINANCE 2023-1 LLC         C      20310721 8.5 | 2031-07-21      | 8.5000%  | 0.0000% | $5324000.00        | $5463239.16        | Asset-Backed Securities |
| COLLEGE AVE ST LN 2017-A       C      20461126 5.0 | 2046-11-26      | 5.0000%  | 0.0000% | $500000.00         | $102332.36         | Asset-Backed Securities |
| CWABS ASSET BACKED CERTFICATES TRUST 2005 10       | 2037-01-25      | 6.0000%  | 0.0000% | $60913000.00       | $892326.37         | Asset-Backed Securities |
| COOF SECURITIZ TR II  2016-1   A-1    20420425 FLT | 2042-04-25      | 2.7649%  | 0.0000% | $475065344.00      | $2143997.21        | Asset-Backed Securities |
| FIRSTKEY HOMES TRUST 2021-SFR2 E1     20380917 2.2 | 2038-09-17      | 2.2580%  | 0.0000% | $255000.00         | $247800.83         | Asset-Backed Securities |
| OCTAGON INV PTNS 32 2017-32    SUB NT 20290716 FLT | 2029-07-16      | 0.0000%  | 0.0000% | $13881056.00       | $2863745.14        | Asset-Backed Securities |
| NOVASTAR HM EQ LN TR 2004-3    M-6    20341225 FLT | 2034-12-25      | 6.3724%  | 0.0000% | $1700000.00        | $15781.32          | Asset-Backed Securities |
| OCTAGON 2021-52 LTD            VAR DI 20340420 FLT | 2034-04-20      | 0.0000%  | 0.0000% | $9000000.00        | $5434983.00        | Asset-Backed Securities |
| PALMER SQUARE CLO LTD 2021-4R  E-R    20380715 FLT | 2038-07-15      | 10.0218% | 0.0000% | $2145000.00        | $2223568.94        | Asset-Backed Securities |
| SOUND PNT CLO IV-R LTD 2018-4R E      20310418 FLT | 2031-04-18      | 10.8406% | 0.0000% | $3000000.00        | $1736796.24        | Asset-Backed Securities |
| SATURN VENTURES I LTD 2003-1   A-3    20381103 FLT | 2038-11-03      | 5.9622%  | 0.0000% | $26000000.00       | $1790295.96        | Asset-Backed Securities |
| OCTAGON LTD 2021-51            F      20340720 FLT | 2034-07-20      | 11.1151% | 0.0000% | $1262750.00        | $1102104.77        | Asset-Backed Securities |
| ISCHUS CDO LTD 2004-1          C-1    20400105 FLT | 2040-01-05      | 10.6000% | 0.0000% | $12000000.00       | $157313.04         | Asset-Backed Securities |
| SOUND POINT CLO 2018-21        SUB NT 20311027 FLT | 2031-10-27      | 0.0000%  | 0.0000% | $5000000.00        | $356365.00         | Asset-Backed Securities |
| SWITCH ABS ISSUER LLC 2024-2   A-2    20540625 5.4 | 2054-06-25      | 5.4360%  | 0.0000% | $630000.00         | $633437.28         | Asset-Backed Securities |
| SANTANDER BK NA 2023-A         F      20330615 13. | 2033-06-15      | 13.7520% | 0.0000% | $488000.00         | $522892.98         | Asset-Backed Securities |
| SANTANDER BANK N.A 2024-A      E      20320615 7.7 | 2032-06-15      | 7.7620%  | 0.0000% | $1600000.00        | $1204895.98        | Asset-Backed Securities |
| SASCO ARC 2004-4               B      20340427 7.5 | 2034-04-27      | 7.5000%  | 0.0000% | $2998271.00        | $1169.35           | Asset-Backed Securities |
| KODIAK CDO II LTD 2007-2       C-1    20421107 FLT | 2042-11-07      | 5.9035%  | 0.0000% | $2200000.00        | $1240481.42        | Asset-Backed Securities |
| PUTNAM STRUCT PROD 2003-1      B 144A 20381115 FLT | 2038-11-15      | 5.6646%  | 0.0000% | $27500000.00       | $8323954.51        | Asset-Backed Securities |
| OAKTOWN RE VII LTD 2021-2      M-1C   20340425 FLT | 2034-04-25      | 7.7060%  | 0.0000% | $2548000.00        | $2592516.83        | Asset-Backed Securities |
| SOUND PNT CLO VI LTD 2014-6    SUB    20261020 FLT | 2026-10-20      | 0.0000%  | 0.0000% | $10521200.00       | $449055.34         | Asset-Backed Securities |
| SOUTH COAST FDG VII 2005-7     D-1A   20410107 FLT | 2041-01-07      | 2.8443%  | 0.0000% | $16500000.00       | $4349676.02        | Asset-Backed Securities |
| JP MORGAN MTG ACQ 2006-WMC2    A-1    20360625 FLT | 2036-06-25      | 4.5424%  | 0.0000% | $1600000.00        | $127840.80         | Asset-Backed Securities |
| STRUCTURED ASSET SECS 2005-NC1 M6     20350225 FLT | 2035-02-25      | 4.3643%  | 0.0000% | $2136000.00        | $1187153.50        | Asset-Backed Securities |
| FIRST FRANKLIN MTG 2006-FF15   A5     20361125 FLT | 2036-11-25      | 4.4324%  | 0.0000% | $11586000.00       | $116866.45         | Asset-Backed Securities |
| GLACIER FDG CDO I 2004-1       C      20390310 FLT | 2039-03-10      | 4.1960%  | 0.0000% | $9000000.00        | $123719.55         | Asset-Backed Securities |
| THL CR LK SHORE MM CLO 2019-2  SUB    20311017 FLT | 2031-10-17      | 0.0000%  | 0.0000% | $21850000.00       | $7716851.90        | Asset-Backed Securities |
| GSAMP TRUST 2006-FM1           A-2D   20360425 FLT | 2036-04-25      | 4.8124%  | 0.0000% | $1000000.00        | $358831.91         | Asset-Backed Securities |
| KODIAK CDO I LTD 2006-1        D-3    20370807 FLT | 2037-08-07      | 6.5940%  | 0.0000% | $8500000.00        | $1941256.66        | Asset-Backed Securities |
| LCM 34 INCOME 0.0 20OCT34 144A FRN                 | 2034-10-20      | 0.0000%  | 0.0000% | $250000.00         | $128014.50         | Asset-Backed Securities |
| PROGRESS RES TR 2024-SFR2      E-2    20410418 3.6 | 2041-04-18      | 3.6500%  | 0.0000% | $122000.00         | $113279.72         | Asset-Backed Securities |
| PREFER TERM SEC XXIII 2006-23  D-FP   20361222 FLT | 2036-12-22      | 5.8994%  | 0.0000% | $3375000.00        | $484370.07         | Asset-Backed Securities |
| MORGAN STANLEY CAP 2004-HE9    M-6    20341125 FLT | 2034-11-25      | 6.1474%  | 0.0000% | $8611000.00        | $1540807.39        | Asset-Backed Securities |
| NOVASTAR HM EQ LN TR 2004-3    M-4    20341225 FLT | 2034-12-25      | 5.8474%  | 0.0000% | $2600000.00        | $1569425.94        | Asset-Backed Securities |
| OCTAGON INV PTNS XXII 2014-22  SUB    20251125 FLT | 2025-11-25      | 0.0000%  | 0.0000% | $21770000.00       | $2224001.43        | Asset-Backed Securities |
| CARRINGTON MTG LN 2006-OPT1    M-4    20360225 FLT | 2036-02-25      | 4.9774%  | 0.0000% | $10692208.00       | $5984989.31        | Asset-Backed Securities |
| CWABS INC 2006-22              M-1    20351225 FLT | 2035-12-25      | 4.6174%  | 0.0000% | $18161376.00       | $7842525.46        | Asset-Backed Securities |
| DRYDEN SENIOR LN FUND 2015-41R F-R    20310415 FLT | 2031-04-15      | 11.7792% | 0.0000% | $716750.00         | $338825.15         | Asset-Backed Securities |
| DUKE FUNDING V LTD                                 | 2033-08-07      | 8.1400%  | 0.0000% | $8000000.00        | $215367.16         | Asset-Backed Securities |
| DRYDEN CLO LTD 2020-85R2       E-R2   20370715 FLT | 2037-07-15      | 11.3176% | 0.0000% | $3000000.00        | $3117440.95        | Asset-Backed Securities |
| DUNHILL ABS CDO 2004           A-2    20410104 FLT | 2041-01-04      | 5.4037%  | 0.0000% | $2750000.00        | $85205.85          | Asset-Backed Securities |
| DRYDEN 55 CLO LTD 2018-55      INC    20310415 FLT | 2031-04-15      | 0.0000%  | 0.0000% | $2800000.00        | $28000.00          | Asset-Backed Securities |
| DRYDEN 42 SENIOR LOAN 2016-RR  F-RR   20370715 FLT | 2037-07-15      | 12.3576% | 0.0000% | $5955000.00        | $5659181.96        | Asset-Backed Securities |
| DUKE FDG V LTD                                     | 2033-08-07      | 8.6000%  | 0.0000% | $15000000.00       | $1386720.00        | Asset-Backed Securities |
| ASSET BACKED FDG 2004-HE1      M-5    20330825 FLT | 2033-08-25      | 7.0474%  | 0.0000% | $3000000.00        | $379452.90         | Asset-Backed Securities |
| ATLAS SENIOR LOAN FND 2019-15  SUB    20321025 FLT | 2032-10-25      | 0.0000%  | 0.0000% | $2313920.00        | $516698.34         | Asset-Backed Securities |
| US CAP FDG V LTD 2006-5        B-1    20401010 FLT | 2040-10-10      | 5.8401%  | 0.0000% | $15600000.00       | $2016702.43        | Asset-Backed Securities |
| ACACIA CDO 7 2005-7            A      20450112 FLT | 2045-01-12      | 4.8719%  | 0.0000% | $25000000.00       | $872399.57         | Asset-Backed Securities |
| RFC CDO II LTD 2005-2          C      20400315 FLT | 2040-03-15      | 1.4028%  | 0.0000% | $4500000.00        | $3603502.95        | Asset-Backed Securities |
| LNR CDO 2007-5                 E      20490426 FLT | 2049-04-26      | 5.2530%  | 0.0000% | $13517000.00       | $2303427.40        | Asset-Backed Securities |
| SYMPHONY CLO 2021-25 LTD       SUB    20340419 FLT | 2034-04-19      | 0.0000%  | 0.0000% | $1500000.00        | $550156.50         | Asset-Backed Securities |
| TABERNA PREF FDG V 2006-5      B-1L   20360805 FLT | 2036-08-05      | 7.3328%  | 0.0000% | $500000.00         | $14012.39          | Asset-Backed Securities |
| ROCKFORD TOWER CLO 2017-3      SUB NT 20301021 FLT | 2030-10-21      | 0.0000%  | 0.0000% | $4083328.00        | $469582.72         | Asset-Backed Securities |
| PREFER TERM SEC XXVI 2007-26   C-1    20370922 FLT | 2037-09-22      | 5.1494%  | 0.0000% | $4000000.00        | $2298788.20        | Asset-Backed Securities |

### Security 656: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** WELLS FARGO SECURITIES LLC 4.650000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1ARFT2, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: ARP1ARFT2
- **C.18 - Value (incl. sponsor support):** $200201692.00
- **C.18.a - Value (excl. sponsor support):** $200201692.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2026-01-06
- **C.12 - Maturity Date (WAL):** 2026-01-06
- **C.13 - Final Legal Maturity Date:** 2026-01-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                  |
|:---|:---|:---|:---|:---|:---|:---|
| GOLDMAN SACHS GROUP INC        SR GLBL NT 30    | 2030-07-23      | 5.0490%  | 0.0000% | $618000.00         | $639417.87         | Corporate Debt Securities |
| GLENCORE FDG LLC               SR 144A NT 51    | 2051-09-23      | 3.3750%  | 0.0000% | $65000.00          | $44702.86          | Corporate Debt Securities |
| REINSURANCE GROUP AMER INC     SR GLBL NT 6%33  | 2033-09-15      | 6.0000%  | 0.0000% | $40000.00          | $42909.60          | Corporate Debt Securities |
| MID-AMERICA APTS LP            SR GLBL NT1.7%31 | 2031-02-15      | 1.7000%  | 0.0000% | $30000.00          | $26119.65          | Corporate Debt Securities |
| NATIONAL RURAL UTILS COOP FIN  GLBL BD 2.75%32  | 2032-04-15      | 2.7500%  | 0.0000% | $34000.00          | $31139.38          | Corporate Debt Securities |
| NARRAGANSETT ELEC CO           SR GLBL 144A 34  | 2034-05-01      | 5.3500%  | 0.0000% | $15000.00          | $15747.95          | Corporate Debt Securities |
| GEORGIA PAC CORP               SR GLBL 144A 30  | 2030-04-30      | 2.3000%  | 0.0000% | $50000.00          | $46447.67          | Corporate Debt Securities |
| HCA INC.                       SR GLBL NT5.2%28 | 2028-06-01      | 5.2000%  | 0.0000% | $3004000.00        | $3127070.54        | Corporate Debt Securities |
| MIDMICHIGAN HEALTH             SR SEC GLBL 50   | 2050-06-01      | 3.4090%  | 0.0000% | $1565000.00        | $1126719.62        | Corporate Debt Securities |
| HCA INC.                       SR GLBL NT 28    | 2028-09-01      | 5.6250%  | 0.0000% | $3590000.00        | $3719962.49        | Corporate Debt Securities |
| HAT HLDGS I LLC / HAT HLDGS II SR GLBL 144A 26  | 2026-06-15      | 3.3750%  | 0.0000% | $4690000.00        | $4687531.89        | Corporate Debt Securities |
| GENERAL MTRS FINL CO INC       SR GLBL NT2.7%31 | 2031-06-10      | 2.7000%  | 0.0000% | $2033000.00        | $1832871.48        | Corporate Debt Securities |
| GLENCORE FDG LLC               SR 144A NT 54    | 2054-04-04      | 5.8930%  | 0.0000% | $50000.00          | $52139.51          | Corporate Debt Securities |
| PUBLIC STORAGE OPER CO         SR GLBL NT 53    | 2053-08-01      | 5.3500%  | 0.0000% | $185000.00         | $185190.19         | Corporate Debt Securities |
| ALLEGION US HLDG CO INC        SR GLBL NT 32    | 2032-07-01      | 5.4110%  | 0.0000% | $126000.00         | $133277.41         | Corporate Debt Securities |
| AMERICAN EXPRESS CO            SUB GLBL NT 34   | 2034-07-28      | 5.6250%  | 0.0000% | $15000.00          | $15874.01          | Corporate Debt Securities |
| EXTRA SPACE STORAGE LP         SR NT 5.4%34     | 2034-02-01      | 5.4000%  | 0.0000% | $74000.00          | $76894.88          | Corporate Debt Securities |
| BLOCK FINL LLC                 CR SEN SR GLBL28 | 2028-07-15      | 2.5000%  | 0.0000% | $65000.00          | $61951.39          | Corporate Debt Securities |
| BROADCOM CORP/BROADCOM CAYMAN  SR GLBL NT 27    | 2027-01-15      | 3.8750%  | 0.0000% | $5843000.00        | $5886897.97        | Corporate Debt Securities |
| BP CAP MKTS AMER INC           GLBL NT 5.017%27 | 2027-11-17      | 5.0170%  | 0.0000% | $16000.00          | $16614.48          | Corporate Debt Securities |
| BURLINGTON NORTHN SANTA FE CP  SR GLBL DB5.4%41 | 2041-06-01      | 5.4000%  | 0.0000% | $376000.00         | $391506.24         | Corporate Debt Securities |
| CONOCOPHILLIPS COMPANY         SR GLBL NT5.3%53 | 2053-05-15      | 5.3000%  | 0.0000% | $38000.00          | $37137.59          | Corporate Debt Securities |
| HCA INC.                       SR SEC GLBL NT49 | 2049-06-15      | 5.2500%  | 0.0000% | $5000.00           | $4657.81           | Corporate Debt Securities |
| MARKEL GROUP INC               SR GLBL NT 5%49  | 2049-05-20      | 5.0000%  | 0.0000% | $18000.00          | $16585.48          | Corporate Debt Securities |
| LPL HLDGS INC                  SR GLBL NT 30    | 2030-06-15      | 5.1500%  | 0.0000% | $165000.00         | $170389.04         | Corporate Debt Securities |
| VOLKSWAGEN GROUP AMER FIN LLC  SR GLBL 144A 26  | 2026-03-20      | 5.0098%  | 0.0000% | $1500000.00        | $1504921.98        | Corporate Debt Securities |
| HEALTHCARE TRUST OF AMER HLDGS SR GLBL NT 27    | 2027-07-01      | 3.7500%  | 0.0000% | $70000.00          | $70078.46          | Corporate Debt Securities |
| PACIFICORP                     1M GLBL BD5.1%29 | 2029-02-15      | 5.1000%  | 0.0000% | $13000.00          | $13411.00          | Corporate Debt Securities |
| SAMMONS FINANCIAL GROUP INC    SR 144A NT 34    | 2034-04-15      | 6.8750%  | 0.0000% | $4317000.00        | $4890213.06        | Corporate Debt Securities |
| MARS INC                       SR GLBL 144A 27  | 2027-03-01      | 4.4500%  | 0.0000% | $200000.00         | $202022.94         | Corporate Debt Securities |
| FIFTH THIRD BANCORP            SR GLBL NT 30    | 2030-07-28      | 4.7720%  | 0.0000% | $292000.00         | $297827.87         | Corporate Debt Securities |
| FLORIDA PWR & LT CO            1M GLBL BD 39    | 2039-04-01      | 5.9600%  | 0.0000% | $5000.00           | $5549.67           | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        SR NT FXD/FLT 28 | 2028-06-05      | 3.6910%  | 0.0000% | $26000.00          | $26115.98          | Corporate Debt Securities |
| HYUNDAI CAP AMER               SR REGS NT1.8%28 | 2028-01-10      | 1.8000%  | 0.0000% | $33000.00          | $31349.34          | Corporate Debt Securities |
| IBM INTL CAP PTE LTD           GLBL NT 4.75%31  | 2031-02-05      | 4.7500%  | 0.0000% | $103000.00         | $105813.65         | Corporate Debt Securities |
| PLAINS ALL AMERN PIPELINE L P  SR NT 6.65%37    | 2037-01-15      | 6.6500%  | 0.0000% | $135000.00         | $149025.71         | Corporate Debt Securities |
| KAISER FNDTN HOSP/HLTH MTN BE  SR -2021 BD 41   | 2041-06-01      | 2.8100%  | 0.0000% | $1490000.00        | $1119181.63        | Corporate Debt Securities |
| KINDER MORGAN ENERGY PARTNERS  SR GLBL NT5.4%44 | 2044-09-01      | 5.4000%  | 0.0000% | $13000.00          | $12489.36          | Corporate Debt Securities |
| T MOBILE USA INC               SR GLBL NT 26    | 2026-04-15      | 2.6250%  | 0.0000% | $51000.00          | $51182.64          | Corporate Debt Securities |
| SAN DIEGO GAS & ELEC CO        1M GLBL -AAAA 28 | 2028-08-15      | 4.9500%  | 0.0000% | $132000.00         | $135958.35         | Corporate Debt Securities |
| LINDE INC                      SR GLBL NT1.1%30 | 2030-08-10      | 1.1000%  | 0.0000% | $53000.00          | $46151.75          | Corporate Debt Securities |
| PHILLIPS EDISON GROCERY CTR OP SR GLBL NT 32    | 2032-08-15      | 5.2500%  | 0.0000% | $100000.00         | $103829.08         | Corporate Debt Securities |
| NIAGARA MOHAWK PWR CORP        SR GLBL 144A 28  | 2028-12-15      | 4.2780%  | 0.0000% | $1815000.00        | $1837374.41        | Corporate Debt Securities |
| PHYSICIANS RLTY LP             SR GLBL NT4.3%27 | 2027-03-15      | 4.3000%  | 0.0000% | $27000.00          | $27032.72          | Corporate Debt Securities |
| OCHSNER LSU HEALTH SYS NORTH   SR -2021 BD 31   | 2031-05-15      | 2.5100%  | 0.0000% | $1500000.00        | $1274283.75        | Corporate Debt Securities |
| ONCOR ELEC DELIVERY CO LLC     SR SEC GLBL NT28 | 2028-11-15      | 3.7000%  | 0.0000% | $15000.00          | $15024.98          | Corporate Debt Securities |
| FLORIDA PWR & LT CO            1M GLBL BD 30    | 2030-05-15      | 4.6250%  | 0.0000% | $114000.00         | $118118.11         | Corporate Debt Securities |
| BOEING CO                      CR SEN SR GLBL54 | 2054-05-01      | 6.8580%  | 0.0000% | $30000.00          | $35281.04          | Corporate Debt Securities |
| BP CAP MKTS AMER INC           GLBL NT 3.543%27 | 2027-04-06      | 3.5430%  | 0.0000% | $1169000.00        | $1180929.06        | Corporate Debt Securities |
| BLACKSTONE SECD LENDING FD     SR GLBL NT 28    | 2028-04-13      | 5.3500%  | 0.0000% | $5000.00           | $5192.29           | Corporate Debt Securities |
| BURLINGTON NORTHN SANTA FE CP  SR GLBL DEB 50   | 2050-02-15      | 3.5500%  | 0.0000% | $127000.00         | $96065.02          | Corporate Debt Securities |
| AIRCASTLE LTD / AIRCASTLE IREL SR GLBL 144A 30  | 2030-03-15      | 5.2500%  | 0.0000% | $3288000.00        | $3360459.30        | Corporate Debt Securities |
| AMERICAN EXPRESS CO            SUB GLBL NT 35   | 2035-04-25      | 5.9150%  | 0.0000% | $328000.00         | $358057.05         | Corporate Debt Securities |
| CUBESMART L P                  SR GLBL NT 35    | 2035-11-01      | 5.1250%  | 0.0000% | $4775000.00        | $4786767.72        | Corporate Debt Securities |
| CITIGROUP INC                  SR GLBL NT 27    | 2027-01-28      | 1.1220%  | 0.0000% | $74000.00          | $73368.95          | Corporate Debt Securities |
| ENTERGY MISSISSIPPI LLC        1M GLBL 47 BD 55 | 2055-04-15      | 5.8000%  | 0.0000% | $137000.00         | $145444.53         | Corporate Debt Securities |
| ENTERPRISE PRODS OPER LLC      SR NT 4.85%42    | 2042-08-15      | 4.8500%  | 0.0000% | $40000.00          | $37593.30          | Corporate Debt Securities |
| EXTRA SPACE STORAGE LP         SR GLBL NT3.5%26 | 2026-07-01      | 3.5000%  | 0.0000% | $2000.00           | $2008.17           | Corporate Debt Securities |
| CONSTELLATION ENERGY GENERATI  SR GLBL BD5.6%42 | 2042-06-15      | 5.6000%  | 0.0000% | $6000.00           | $6195.38           | Corporate Debt Securities |
| NORTHWESTERN MUT LIFE INS CO   SUB REGS NT 40   | 2040-03-30      | 6.0630%  | 0.0000% | $1260000.00        | $1337049.00        | Corporate Debt Securities |
| T MOBILE USA INC               GLBL NT 6%54     | 2054-06-15      | 6.0000%  | 0.0000% | $27000.00          | $28550.07          | Corporate Debt Securities |
| T MOBILE USA INC               SR GLBL NT 55    | 2055-06-15      | 5.2500%  | 0.0000% | $7545000.00        | $7170937.76        | Corporate Debt Securities |
| MITSUBISHI HC FIN AMER LLC     GLBL REGS NT 29  | 2029-10-24      | 5.1500%  | 0.0000% | $340000.00         | $355900.67         | Corporate Debt Securities |
| UNUM GROUP                     SR GLBL NT 25    | 2025-11-05      | 3.8750%  | 0.0000% | $75000.00          | $76091.07          | Corporate Debt Securities |
| VIRGINIA ELEC & PWR CO         SR GLBL -C NT 52 | 2052-05-15      | 4.6250%  | 0.0000% | $189000.00         | $167382.89         | Corporate Debt Securities |
| UNUM GROUP                     SR GLBL NT 6%54  | 2054-06-15      | 6.0000%  | 0.0000% | $6000.00           | $6184.32           | Corporate Debt Securities |
| PRINCIPAL FINANCIAL GROUP INC  SR GLBL NT 30    | 2030-06-15      | 2.1250%  | 0.0000% | $16000.00          | $14597.41          | Corporate Debt Securities |
| PUBLIC SERVICE CO COLO         1M GLBL 44 BD 35 | 2035-09-15      | 5.1500%  | 0.0000% | $10000.00          | $10221.92          | Corporate Debt Securities |
| VALERO ENERGY PARTNERS LP      SR GLBL NT4.5%28 | 2028-03-15      | 4.5000%  | 0.0000% | $2000.00           | $2018.29           | Corporate Debt Securities |
| GOLDMAN SACHS BDC INC          SR GLBL NT 30    | 2030-09-09      | 5.6500%  | 0.0000% | $70000.00          | $70715.11          | Corporate Debt Securities |
| ROP SUKUK TR                   GLBL REGS 29     | 2029-06-06      | 5.0450%  | 0.0000% | $300000.00         | $311899.75         | Corporate Debt Securities |
| FIFTH THIRD BANCORP            SR GLBL NT 28    | 2028-10-27      | 6.3610%  | 0.0000% | $11000.00          | $11765.21          | Corporate Debt Securities |
| BAT CAPITAL CORP               SR GLBL NT 32    | 2032-10-19      | 7.7500%  | 0.0000% | $185000.00         | $222153.50         | Corporate Debt Securities |
| CAPITAL ONE FINL CORP          SR GLBL NT 27    | 2027-11-02      | 1.8780%  | 0.0000% | $166000.00         | $162970.61         | Corporate Debt Securities |
| DUKE ENERGY CAROLINAS LLC      1M GLBL BD 33    | 2033-01-15      | 4.9500%  | 0.0000% | $75000.00          | $77940.94          | Corporate Debt Securities |
| DOW CHEMICAL CO                SR GLBL NT 34    | 2034-10-01      | 4.2500%  | 0.0000% | $3000.00           | $2824.93           | Corporate Debt Securities |
| DTE ELEC CO                    1M GLBL -C BD 34 | 2034-03-01      | 5.2000%  | 0.0000% | $6000.00           | $6238.91           | Corporate Debt Securities |
| CITIGROUP INC                  SUB GLBL NT 34   | 2034-11-19      | 5.5920%  | 0.0000% | $120000.00         | $125313.44         | Corporate Debt Securities |
| DUKE ENERGY CAROLINAS LLC      1M GLBL BD 28    | 2028-11-15      | 3.9500%  | 0.0000% | $41000.00          | $41584.76          | Corporate Debt Securities |
| EMD FINANCE LLC                SR 144A NT 28    | 2028-08-15      | 4.1250%  | 0.0000% | $34000.00          | $34172.93          | Corporate Debt Securities |
| COMERICA INC                   SR GLBL NT 4%29  | 2029-02-01      | 4.0000%  | 0.0000% | $3000.00           | $2981.00           | Corporate Debt Securities |
| BAT CAPITAL CORP               SR GLBL NT 35    | 2035-08-15      | 5.6250%  | 0.0000% | $8000.00           | $8376.41           | Corporate Debt Securities |
| AEP TRANSMISSION CO LLC        SR GLBL -O NT 52 | 2052-06-15      | 4.5000%  | 0.0000% | $50000.00          | $44015.25          | Corporate Debt Securities |
| ACCENTURE CAPITAL INC          GLBL NT 4.05%29  | 2029-10-04      | 4.0500%  | 0.0000% | $95000.00          | $96818.30          | Corporate Debt Securities |
| BMW US CAP LLC                 SR 144A NT 31    | 2031-08-13      | 4.8500%  | 0.0000% | $95000.00          | $97332.43          | Corporate Debt Securities |
| ASTRAZENECA FINANCE LLC        GLBL NT 4.8%27   | 2027-02-26      | 4.8000%  | 0.0000% | $3000.00           | $3048.46           | Corporate Debt Securities |
| KINDER MORGAN ENERGY PARTNERS  SR GLBL NT 38    | 2038-01-15      | 6.9500%  | 0.0000% | $24000.00          | $27365.50          | Corporate Debt Securities |
| MASSACHUSETTS MUT LIFE         SUB 144A NT 70   | 2070-10-15      | 3.7290%  | 0.0000% | $408000.00         | $282307.95         | Corporate Debt Securities |
| BANK NEW YORK MELLON CORP      PERP GLBL -L NT  | 2500-12-31      | 5.9500%  | 0.0000% | $1597000.00        | $1621091.63        | Corporate Debt Securities |
| BERKSHIRE HATHAWAY FIN CORP    SR GLBL NT2.5%51 | 2051-01-15      | 2.5000%  | 0.0000% | $52000.00          | $32035.55          | Corporate Debt Securities |
| BLACKROCK INC                  GLBL NT 4.9%35   | 2035-01-08      | 4.9000%  | 0.0000% | $174000.00         | $180462.55         | Corporate Debt Securities |
| BERKSHIRE HATHAWAY FIN CORP    SR GLBL NT4.2%48 | 2048-08-15      | 4.2000%  | 0.0000% | $782000.00         | $673075.22         | Corporate Debt Securities |
| CHUBB INA HLDGS INC            SR GLBL NT4.9%35 | 2035-08-15      | 4.9000%  | 0.0000% | $5000.00           | $5073.55           | Corporate Debt Securities |
| CITIGROUP INC                  SR GLBL NT 31    | 2031-01-29      | 2.6660%  | 0.0000% | $1185000.00        | $1106632.86        | Corporate Debt Securities |
| CENTERPOINT ENERGY RES CORP    SR GLBL NT5.4%33 | 2033-03-01      | 5.4000%  | 0.0000% | $2000.00           | $2072.68           | Corporate Debt Securities |
| COLUMBIA PIPELINES OPER CO LLC SR 144A NT 53    | 2053-11-15      | 6.5440%  | 0.0000% | $20000.00          | $22042.60          | Corporate Debt Securities |
| ENTERPRISE PRODS OPER LLC      SR GLBL NT3.3%53 | 2053-02-15      | 3.3000%  | 0.0000% | $1640000.00        | $1127803.40        | Corporate Debt Securities |
| ENTERPRISE PRODS OPER LLC      SR GLBL NT 60    | 2060-01-31      | 3.9500%  | 0.0000% | $42000.00          | $31763.90          | Corporate Debt Securities |
| DUKE ENERGY FLA LLC            1M GLBL BD 52    | 2052-11-15      | 5.9500%  | 0.0000% | $35000.00          | $37639.09          | Corporate Debt Securities |
| ENTERPRISE PRODS OPER LLC      SR GLBL NT4.2%50 | 2050-01-31      | 4.2000%  | 0.0000% | $2000.00           | $1656.48           | Corporate Debt Securities |
| CITIBANK N A                   SR NT 4.876%27   | 2027-11-19      | 4.8760%  | 0.0000% | $1500000.00        | $1537789.83        | Corporate Debt Securities |
| COBANK ACB                     PERP GLBL -L NT  | 2079-12-31      | 7.2500%  | 0.0000% | $289000.00         | $302815.24         | Corporate Debt Securities |
| ENEL FIN INTL N.V.             SR 144A NT 28    | 2028-09-30      | 4.1250%  | 0.0000% | $1000000.00        | $997260.00         | Corporate Debt Securities |
| PACIFICORP                     1M GLBL BD 53    | 2053-12-01      | 5.3500%  | 0.0000% | $13000.00          | $12204.46          | Corporate Debt Securities |
| JPMORGAN CHASE & CO            ALT TIER I PERP  | 2079-12-31      | 3.6500%  | 0.0000% | $4000.00           | $3958.20           | Corporate Debt Securities |
| GLENCORE FDG LLC               SR 144A NT5.7%33 | 2033-05-08      | 5.7000%  | 0.0000% | $231000.00         | $249148.13         | Corporate Debt Securities |
| HCA INC.                       SR GLBL NT 30    | 2030-03-01      | 5.2500%  | 0.0000% | $25000.00          | $25904.23          | Corporate Debt Securities |
| GENERAL MTRS FINL CO INC       SR GLBL NT 31    | 2031-01-08      | 2.3500%  | 0.0000% | $105000.00         | $93611.99          | Corporate Debt Securities |
| PROVIDENCE ST JOSEPH HEALTH    2025A BD5.369%32 | 2032-10-01      | 5.3690%  | 0.0000% | $14325000.00       | $14976949.45       | Corporate Debt Securities |
| ULTRATECH CEMENT LTD           GLBL REGS NT 31  | 2031-02-16      | 2.8000%  | 0.0000% | $4372000.00        | $3997853.95        | Corporate Debt Securities |
| PUBLIC STORAGE OPER CO         SR GLBL NT 28    | 2028-05-01      | 1.8500%  | 0.0000% | $18000.00          | $17193.90          | Corporate Debt Securities |
| LEIDOS INC                     SR GLBL NT 33    | 2033-03-15      | 5.7500%  | 0.0000% | $144000.00         | $152509.80         | Corporate Debt Securities |
| XIAOMI BEST TIME INTERNATIONAL SR REGS BD4.1%51 | 2051-07-14      | 4.1000%  | 0.0000% | $1525000.00        | $1257004.97        | Corporate Debt Securities |
| JPMORGAN CHASE & CO            PERP JR SB GLBL  | 2500-12-31      | 6.8750%  | 0.0000% | $1133000.00        | $1200513.42        | Corporate Debt Securities |
| PFIZER INVT ENTERPRISES        SR GLBL NT 28    | 2028-05-19      | 4.4500%  | 0.0000% | $24000.00          | $24655.75          | Corporate Debt Securities |
| PHILLIPS 66 CO                 SR GLBL NT 54    | 2054-06-15      | 5.6500%  | 0.0000% | $1116000.00        | $1089694.95        | Corporate Debt Securities |
| RELX CAPITAL INC               SR GLBL NT 35    | 2035-03-27      | 5.2500%  | 0.0000% | $115000.00         | $118860.26         | Corporate Debt Securities |
| T MOBILE USA INC               SR GLBL NT3.3%51 | 2051-02-15      | 3.3000%  | 0.0000% | $4873000.00        | $3353622.96        | Corporate Debt Securities |
| BUNGE LTD FIN CORP             SR GLBL NT 31    | 2031-05-14      | 2.7500%  | 0.0000% | $105000.00         | $97224.63          | Corporate Debt Securities |
| BESTFOODS                      SR -E NT 7.25%26 | 2026-12-15      | 7.2500%  | 0.0000% | $105000.00         | $111192.46         | Corporate Debt Securities |
| COX COMMUNICATIONS INC NEW     SR DEB 6.8%28    | 2028-08-01      | 6.8000%  | 0.0000% | $5000.00           | $5320.12           | Corporate Debt Securities |
| DELL INC                       SR NT 5.4%40     | 2040-09-10      | 5.4000%  | 0.0000% | $6000.00           | $5912.34           | Corporate Debt Securities |
| DUKE ENERGY PROGRESS LLC       1M GLBL BD 27    | 2027-03-06      | 4.3500%  | 0.0000% | $47000.00          | $47476.58          | Corporate Debt Securities |
| BAYER US FIN LLC               SR 144A NT 30    | 2030-11-21      | 6.3750%  | 0.0000% | $593000.00         | $648145.29         | Corporate Debt Securities |
| BANK AMERICA CORP              PERP SUB -DD NT  | 2500-12-31      | 6.3000%  | 0.0000% | $3343000.00        | $3375527.39        | Corporate Debt Securities |
| BRIXMOR OPERATING PRTSHP LP    SR GLBL NT5.5%34 | 2034-02-15      | 5.5000%  | 0.0000% | $25000.00          | $25964.12          | Corporate Debt Securities |
| CNH INDUSTRIAL CAPITAL LLC     SR GLBL NT 28    | 2028-03-21      | 4.7500%  | 0.0000% | $47000.00          | $47567.64          | Corporate Debt Securities |
| ARES STRATEGIC INCOME FD       SR GLBL NT 29    | 2029-08-15      | 6.3500%  | 0.0000% | $6000.00           | $6263.32           | Corporate Debt Securities |
| EQUITABLE HLDGS INC            4.35%28          | 2028-04-20      | 4.3500%  | 0.0000% | $2029000.00        | $2075470.86        | Corporate Debt Securities |
| SINOPEC CAP 2013 LTD           GLBL REGS NT 43  | 2043-04-24      | 4.2500%  | 0.0000% | $1214000.00        | $1136773.41        | Corporate Debt Securities |
| ARIZONA PUB SVC CO             SR GLBL NT 33    | 2033-08-01      | 5.5500%  | 0.0000% | $98000.00          | $103535.61         | Corporate Debt Securities |
| ASIAN INFRASTRUCTURE INVT BK   GLBL NT 4.5%30   | 2030-01-16      | 4.5000%  | 0.0000% | $10000000.00       | $10374100.00       | Corporate Debt Securities |
| PROLOGIS L P                   SR GLBL NT 5%35  | 2035-01-31      | 5.0000%  | 0.0000% | $7000.00           | $7162.56           | Corporate Debt Securities |
| PROLOGIS L P                   SR GLBL NT 5%34  | 2034-03-15      | 5.0000%  | 0.0000% | $60000.00          | $61191.20          | Corporate Debt Securities |
| SINOPEC GROUP OVERSEAS DEV2013 GLBL REGS NT 43  | 2043-10-17      | 5.3750%  | 0.0000% | $3626000.00        | $3935358.74        | Corporate Debt Securities |
| TSMC ARIZ CORP                 SR GLBL NT2.5%31 | 2031-10-25      | 2.5000%  | 0.0000% | $5364000.00        | $4927659.46        | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 45    | 2045-10-21      | 4.7500%  | 0.0000% | $199000.00         | $186397.16         | Corporate Debt Securities |
| HEALTHPEAK PROPERTIES INC      SR GLBL NT 3%30  | 2030-01-15      | 3.0000%  | 0.0000% | $51000.00          | $48515.28          | Corporate Debt Securities |
| SIMON PPTY GROUP LP            SR GLBL NT 30    | 2030-07-15      | 2.6500%  | 0.0000% | $37000.00          | $34668.66          | Corporate Debt Securities |
| SHELL FIN US INC               SR GLBL NT 50    | 2050-04-06      | 3.2500%  | 0.0000% | $13000.00          | $9466.96           | Corporate Debt Securities |
| LEIDOS INC                     SR GLBL NT 32    | 2032-07-01      | 7.1250%  | 0.0000% | $106000.00         | $120509.77         | Corporate Debt Securities |
| SIERRA PAC PWR CO              JR SB GLBL 55    | 2055-12-15      | 6.2000%  | 0.0000% | $1735000.00        | $1739509.07        | Corporate Debt Securities |
| JBS USA LUX S A / JBS USA FOOD SR GLBL NT 53    | 2053-11-15      | 7.2500%  | 0.0000% | $5000.00           | $5879.04           | Corporate Debt Securities |
| JBS USA HOLDING LUX            SR GLBL 144A 35  | 2035-04-20      | 5.9500%  | 0.0000% | $160000.00         | $175019.87         | Corporate Debt Securities |
| T MOBILE USA INC               SR GLBL NT5.5%55 | 2055-01-15      | 5.5000%  | 0.0000% | $80000.00          | $78587.87          | Corporate Debt Securities |
| TARGA RES PARTNERS / TARGA RES SR NT 4%32       | 2032-01-15      | 4.0000%  | 0.0000% | $189000.00         | $181177.92         | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 26    | 2026-02-25      | 3.7500%  | 0.0000% | $596000.00         | $596974.96         | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 33    | 2033-02-15      | 6.1250%  | 0.0000% | $28000.00          | $31116.85          | Corporate Debt Securities |
| PENSKE TRUCK LEASING CO LP / P SR 144A NT 28    | 2028-08-01      | 6.0500%  | 0.0000% | $23000.00          | $24238.21          | Corporate Debt Securities |
| CK HUTCHISON INTL 25 LTD       SR REGS NT 30    | 2030-09-26      | 4.2500%  | 0.0000% | $200000.00         | $199332.44         | Corporate Debt Securities |
| THREE GORGES FINANCE I         GLBL REGS NT 26  | 2026-06-02      | 3.1500%  | 0.0000% | $200000.00         | $200817.00         | Corporate Debt Securities |
| PROLOGIS TA US LOG FD L P      SR 144A NT 35    | 2035-01-15      | 5.2500%  | 0.0000% | $70000.00          | $72358.82          | Corporate Debt Securities |
| PROLOGIS L P                   SR GLBL NT 48    | 2048-09-15      | 4.3750%  | 0.0000% | $16000.00          | $13620.53          | Corporate Debt Securities |
| WESTERN MIDSTREAM OPER LP      CR SEN SR GLBL30 | 2030-02-01      | 4.0500%  | 0.0000% | $41000.00          | $40250.83          | Corporate Debt Securities |
| HAT HLDGS I LLC / HAT HLDGS II SR GLBL REGS 27  | 2027-06-15      | 8.0000%  | 0.0000% | $1000000.00        | $1064043.33        | Corporate Debt Securities |
| SABINE PASS LIQUEFACTION LLC   SR SEC GLBL NT28 | 2028-03-15      | 4.2000%  | 0.0000% | $450000.00         | $450045.00         | Corporate Debt Securities |
| PEPSICO SINGAPORE FING I PTE L SR NT 4.55%29    | 2029-02-16      | 4.5500%  | 0.0000% | $16000.00          | $16354.10          | Corporate Debt Securities |
| GEORGIA PAC CORP               SR GLBL 144A 28  | 2028-06-30      | 4.4000%  | 0.0000% | $22000.00          | $22493.51          | Corporate Debt Securities |
| SYSTEM ENERGY RESOURCES INC    1M GLBL BD5.3%34 | 2034-12-15      | 5.3000%  | 0.0000% | $582000.00         | $595635.29         | Corporate Debt Securities |
| NSTAR ELEC CO                  SR GLBL DB5.4%34 | 2034-06-01      | 5.4000%  | 0.0000% | $2000.00           | $2116.48           | Corporate Debt Securities |
| LIBERTY MUT GROUP INC          SR GLBL 144A 29  | 2029-02-01      | 4.5690%  | 0.0000% | $3550000.00        | $3598202.20        | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        SUB NT 6.75%37   | 2037-10-01      | 6.7500%  | 0.0000% | $16596000.00       | $19205264.61       | Corporate Debt Securities |
| NORTHERN STS PWR CO MINN       1M GLBL BD2.6%51 | 2051-06-01      | 2.6000%  | 0.0000% | $5000.00           | $3182.77           | Corporate Debt Securities |
| NORTHERN STS PWR CO MINN       1M GLBL -2035 35 | 2035-05-15      | 5.0500%  | 0.0000% | $251000.00         | $261145.49         | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 29    | 2029-05-01      | 4.2230%  | 0.0000% | $3000.00           | $3053.88           | Corporate Debt Securities |
| KRAFT HEINZ FOODS CO           SR GLBL NT 3%26  | 2026-06-01      | 3.0000%  | 0.0000% | $13000.00          | $13019.72          | Corporate Debt Securities |
| DUKE ENERGY FLA LLC            1M GLBL BD6.4%38 | 2038-06-15      | 6.4000%  | 0.0000% | $119000.00         | $136072.53         | Corporate Debt Securities |
| AMERICOLD RLTY OPER PARTNERSHI SR GLBL NT5.6%32 | 2032-05-15      | 5.6000%  | 0.0000% | $10279000.00       | $10689371.94       | Corporate Debt Securities |
| ASTRAZENECA FINANCE LLC        GLBL NT 1.2%26   | 2026-05-28      | 1.2000%  | 0.0000% | $552000.00         | $544242.56         | Corporate Debt Securities |
| APPALACHIAN PWR CO             SR GLBL BB NT 32 | 2032-08-01      | 4.5000%  | 0.0000% | $4000.00           | $3989.14           | Corporate Debt Securities |
| ARES STRATEGIC INCOME FD       SR GLBL 144A 29  | 2029-01-15      | 4.8500%  | 0.0000% | $5000000.00        | $4961204.17        | Corporate Debt Securities |
| AVOLON HLDGS FDG LTD           SR 144A NT 30    | 2030-05-30      | 5.3750%  | 0.0000% | $4379000.00        | $4572230.67        | Corporate Debt Securities |
| AON CORP                       SR GLBL NT2.8%30 | 2030-05-15      | 2.8000%  | 0.0000% | $110000.00         | $104412.00         | Corporate Debt Securities |
| DIGITAL RLTY TR LP             SR GLBL NT 28    | 2028-07-15      | 4.4500%  | 0.0000% | $86000.00          | $87422.51          | Corporate Debt Securities |
| BROWN & BROWN INC              SR GLBL NT 34    | 2034-06-11      | 5.6500%  | 0.0000% | $2089000.00        | $2202321.87        | Corporate Debt Securities |
| CDW LLC / CDW FIN CORP         SR GLBL NT 31    | 2031-12-01      | 3.5690%  | 0.0000% | $14000.00          | $13232.07          | Corporate Debt Securities |
| CB RICHARD ELLIS SVCS INC      SR GLBL NT5.5%29 | 2029-04-01      | 5.5000%  | 0.0000% | $54000.00          | $57479.07          | Corporate Debt Securities |
| BRITISH COLUMBIA PROV CDA      GLBL BCUSG-19 30 | 2030-08-27      | 3.9000%  | 0.0000% | $28760000.00       | $28855914.60       | Corporate Debt Securities |
| BOEING CO                      CR SEN SR GLBL31 | 2031-05-01      | 6.3880%  | 0.0000% | $225000.00         | $251221.32         | Corporate Debt Securities |
| BURLINGTON NORTHN SANTA FE CP  SR DEB 4.9%44    | 2044-04-01      | 4.9000%  | 0.0000% | $76000.00          | $74468.14          | Corporate Debt Securities |
| DCP MIDSTREAM OPERATING LP     SR GLBL NT 29    | 2029-05-15      | 5.1250%  | 0.0000% | $45000.00          | $46858.44          | Corporate Debt Securities |
| DOW CHEMICAL CO                CR SEN SR GLBL39 | 2039-05-15      | 9.4000%  | 0.0000% | $28000.00          | $37519.44          | Corporate Debt Securities |
| EATON CORP OHIO                SR GLBL NT 27    | 2027-09-15      | 3.1030%  | 0.0000% | $3000.00           | $2963.86           | Corporate Debt Securities |
| VISTRA OPERATIONS CO LLC       SR SEC GLBL 33   | 2033-10-15      | 6.9500%  | 0.0000% | $454000.00         | $521130.33         | Corporate Debt Securities |
| WILLIS NORTH AMER INC          SR GLBL NT 27    | 2027-06-15      | 4.6500%  | 0.0000% | $1914000.00        | $1953662.86        | Corporate Debt Securities |
| STATE STR CORP                 PERP GLBL -K NT  | 2500-12-31      | 6.4500%  | 0.0000% | $2969000.00        | $3074926.50        | Corporate Debt Securities |
| PLAINS ALL AMERN PIPELINE L P  SR NT 5.15%42    | 2042-06-01      | 5.1500%  | 0.0000% | $3000.00           | $2787.70           | Corporate Debt Securities |
| PROLOGIS L P                   SR GLBL NT 31    | 2031-01-15      | 4.7500%  | 0.0000% | $3000.00           | $3119.90           | Corporate Debt Securities |
| WILLIS NORTH AMER INC          SR GLBL NT4.5%28 | 2028-09-15      | 4.5000%  | 0.0000% | $42000.00          | $42449.19          | Corporate Debt Securities |
| CHINA STHRN PWR GRID INTL FIN  GLBL REGS NT 27  | 2027-05-08      | 3.5000%  | 0.0000% | $330000.00         | $331955.43         | Corporate Debt Securities |
| PEACEHEALTH                    SR GLBL -2020 25 | 2025-11-15      | 1.3750%  | 0.0000% | $1905000.00        | $1907355.06        | Corporate Debt Securities |
| PACIFIC LIFE GLOBAL FDG II MED 144A NT 4.5%29   | 2029-08-28      | 4.5000%  | 0.0000% | $750000.00         | $759315.00         | Corporate Debt Securities |
| GEORGIA PWR CO                 GLBL 2025A FL 26 | 2026-09-15      | 4.4801%  | 0.0000% | $13000.00          | $13026.36          | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 32    | 2032-04-22      | 2.6150%  | 0.0000% | $6381000.00        | $5861375.67        | Corporate Debt Securities |
| BLUE OWL CR INCOME CORP        SR GLBL NT 27    | 2027-09-16      | 7.7500%  | 0.0000% | $30000.00          | $31610.52          | Corporate Debt Securities |
| KENTUCKY UTILS CO              1M GLBL BD 40    | 2040-11-01      | 5.1250%  | 0.0000% | $30000.00          | $30088.55          | Corporate Debt Securities |
| KITE RLTY GROUP L P            GLBL NT 5.5%34   | 2034-03-01      | 5.5000%  | 0.0000% | $29000.00          | $29988.63          | Corporate Debt Securities |
| TEACHERS INS & ANNUITY ASSN AM JR SB GLBL 50    | 2050-05-15      | 3.3000%  | 0.0000% | $4000.00           | $2821.46           | Corporate Debt Securities |
| PHILLIPS 66 CO                 JR SB GLBL -A 56 | 2056-03-15      | 5.8750%  | 0.0000% | $500000.00         | $497924.17         | Corporate Debt Securities |

### Security 657: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 4.480000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1ASEL8, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP1ASEL8
- **C.18 - Value (incl. sponsor support):** $527808233.55
- **C.18.a - Value (excl. sponsor support):** $527808233.55
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-12-29
- **C.13 - Final Legal Maturity Date:** 2026-03-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category   |
|:---|:---|:---|:---|:---|:---|:---|
| VANECK ETF TRUST               GREEN METALS ETF | 2500-12-31      | N/A      | 0.0000% | $2321.00           | $72512.91          | Equities   |
| VERONA PHARMA PLC              SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $247820.00         | $26420090.20       | Equities   |
| T ROWE PRICE ETF INC           HEDGED EQUTY ETF | 2500-12-31      | N/A      | 0.0000% | $1746.00           | $48452.90          | Equities   |
| TOUCHSTONE ETF TRUST           SECURITIZED INCO | 2500-12-31      | N/A      | 0.0000% | $2924.00           | $76579.27          | Equities   |
| USCF ETF TR                    SUSTAINABLE BAT  | 2500-12-31      | N/A      | 0.0000% | $278.00            | $4578.66           | Equities   |
| SSGA ACTIVE TR                 SPDR SSGA MY2032 | 2500-12-31      | N/A      | 0.0000% | $1468.00           | $36846.80          | Equities   |
| LISTED FDS TR                  WAHED DOW JONES  | 2500-12-31      | N/A      | 0.0000% | $39107.00          | $1065861.28        | Equities   |
| PROSHARES TR                   ULTRPRO DOW30    | 2500-12-31      | N/A      | 0.0000% | $6947.00           | $740619.67         | Equities   |
| FRANKLIN TEMPLETON ETF TR      EMER MKT COR DIV | 2500-12-31      | N/A      | 0.0000% | $4698.00           | $150469.89         | Equities   |
| FIRST TR EXCHNG TRADED FD VIII ACTIVE GLOBAL    | 2500-12-31      | N/A      | 0.0000% | $4217.00           | $67134.64          | Equities   |
| FIRST TR EXCHANGE-TRADED FD IV SENIOR LN FD     | 2500-12-31      | N/A      | 0.0000% | $32825.00          | $1505354.50        | Equities   |
| FIDELITY COVINGTON TRUST       DISRUPTIVE FIN E | 2500-12-31      | N/A      | 0.0000% | $4805.00           | $176590.48         | Equities   |
| GOLDMAN SACHS ETF TR           ACES INVSTMNT GR | 2500-12-31      | N/A      | 0.0000% | $2179.00           | $104246.85         | Equities   |
| MFS ACTIVE EXCHANGE TRADED FUN INTERMEDITE MUNI | 2500-12-31      | N/A      | 0.0000% | $3749.00           | $93425.08          | Equities   |
| NEW YORK LIFE INVESTMENTS ETF  NYLI MERGER ARBI | 2500-12-31      | N/A      | 0.0000% | $15084.00          | $539554.68         | Equities   |
| DIMENSIONAL ETF TRUST          EMERGING MRKTETS | 2500-12-31      | N/A      | 0.0000% | $11986.00          | $675770.68         | Equities   |
| ETF OPPORTUNITIES TRUST        REX BITCOIN CORP | 2500-12-31      | N/A      | 0.0000% | $7216.00           | $204240.22         | Equities   |
| ETF SER SOLUTIONS              CLEARSHS ULTRA   | 2500-12-31      | N/A      | 0.0000% | $1607.00           | $160748.21         | Equities   |
| CELLECTIS S A                  SPON ADS         | 2500-12-31      | N/A      | 0.0000% | $141354.00         | $401445.36         | Equities   |
| BARCLAYS BANK PLC              IPATH SER B ETN  | 2049-12-31      | N/A      | 0.0000% | $1021.00           | $31120.08          | Equities   |
| BITWISE FUNDS TRUST            TRENDWISE BTC    | 2500-12-31      | N/A      | 0.0000% | $2998.00           | $106819.04         | Equities   |
| AB ACTIVE ETFS INC             CORPORATE BD ETF | 2500-12-31      | N/A      | 0.0000% | $326.00            | $11807.72          | Equities   |
| ALPS ETF TR                    EM SECT DIV DG   | 2500-12-31      | N/A      | 0.0000% | $2785.00           | $64373.60          | Equities   |
| USCF ETF TR                    ENERGY COMMODITY | 2500-12-31      | N/A      | 0.0000% | $310.00            | $9015.89           | Equities   |
| EA SERIES TRUST                CAMBRIA ENDOWM   | 2500-12-31      | N/A      | 0.0000% | $3806.00           | $114651.94         | Equities   |
| ABSOLUTE SHS TR                WBI BBR VAL 3000 | 2500-12-31      | N/A      | 0.0000% | $1649.00           | $51194.36          | Equities   |
| ABSOLUTE SHS TR                WBI BBR YLD 3000 | 2500-12-31      | N/A      | 0.0000% | $2544.00           | $58734.35          | Equities   |
| ALLSPRING EXCHANGE TRADED FUND BROAD MARKET COR | 2500-12-31      | N/A      | 0.0000% | $11837.00          | $298825.07         | Equities   |
| BLACKROCK ETF TRUST            ISHARES FINTECH  | 2500-12-31      | N/A      | 0.0000% | $3992.00           | $129906.07         | Equities   |
| BICYCLE THERAPEUTICS PLC       SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $269040.00         | $2047394.40        | Equities   |
| CLEAR CHANNEL OUTDOOR HLDGS IN COM              | 2500-12-31      | N/A      | 0.0000% | $3526672.00        | $5536875.04        | Equities   |
| COMPANIA DE MINAS BUENAVENTURA SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $159809.00         | $3888152.97        | Equities   |
| SSGA ACTIVE TR                 SPDR SSGA MY2030 | 2500-12-31      | N/A      | 0.0000% | $3395.00           | $85044.75          | Equities   |
| ENTERA BIO LTD                 SHS              | 2500-12-31      | N/A      | 0.0000% | $106553.00         | $207778.35         | Equities   |
| VANECK ETF TRUST               CHINA BOND ETF   | 2500-12-31      | N/A      | 0.0000% | $1675.00           | $37394.38          | Equities   |
| VANECK ETF TRUST               LOW CARBN ENERGY | 2500-12-31      | N/A      | 0.0000% | $868.00            | $109823.70         | Equities   |
| VANGUARD WORLD FD              MEGA GRWTH IND   | 2500-12-31      | N/A      | 0.0000% | $11737.00          | $4700081.65        | Equities   |
| PUTNAM ETF TRUST               ESG CORE BOND    | 2500-12-31      | N/A      | 0.0000% | $6379.00           | $315345.86         | Equities   |
| VASTA PLATFORM LTD             CL A             | 2500-12-31      | N/A      | 0.0000% | $28721.00          | $143030.58         | Equities   |
| TIDAL COMMODITIES TRUST I      HASHDEX BITCOIN  | 2500-12-31      | N/A      | 0.0000% | $1028.00           | $132968.41         | Equities   |
| TIDAL TRUST I                  UPAR ULTRA RISK  | 2500-12-31      | N/A      | 0.0000% | $5022.00           | $75571.56          | Equities   |
| ISHARES TR                     IBONDS 25 TRM TS | 2500-12-31      | N/A      | 0.0000% | $84041.00          | $1963617.97        | Equities   |
| PRECIDIAN ETFS TR              ASTRAZENECA PLC  | 2500-12-31      | N/A      | 0.0000% | $3600.00           | $160719.12         | Equities   |
| KRANESHARES TRUST              ASIA PACIFIC ETF | 2500-12-31      | N/A      | 0.0000% | $3036.00           | $74222.61          | Equities   |
| PUTNAM ETF TRUST               PANAGORA ESG     | 2500-12-31      | N/A      | 0.0000% | $2308.00           | $63331.52          | Equities   |
| MACQUARIE ETF TRUST            ENERGY TRANSITIO | 2500-12-31      | N/A      | 0.0000% | $324.00            | $10680.69          | Equities   |
| ISHARES TR                     IBONDS OCT 2027  | 2500-12-31      | N/A      | 0.0000% | $8518.00           | $223597.50         | Equities   |
| SPDR INDEX SHS FDS             MSCI EMR MKT ETF | 2500-12-31      | N/A      | 0.0000% | $5922.00           | $246382.44         | Equities   |
| PACER FDS TR                   TRENDPILOT INTL  | 2500-12-31      | N/A      | 0.0000% | $15563.00          | $473664.57         | Equities   |
| STRATEGY SHS                   DAY HAGAN SMART  | 2500-12-31      | N/A      | 0.0000% | $6862.00           | $232601.21         | Equities   |
| ISHARES INC                    MSCI EMRG CHN    | 2500-12-31      | N/A      | 0.0000% | $169593.00         | $11420392.62       | Equities   |
| ISHARES TR                     CORE LT USDB ETF | 2500-12-31      | N/A      | 0.0000% | $5598.00           | $283291.27         | Equities   |
| FIDELITY MERRIMACK STR TR      TACTICAL BOND    | 2500-12-31      | N/A      | 0.0000% | $2013.00           | $100573.30         | Equities   |
| FIDELITY MERRIMACK STR TR      SUSTAINABLE CORE | 2500-12-31      | N/A      | 0.0000% | $878.00            | $41912.82          | Equities   |
| FLEXSHARES TR                  REAL ASST IDX    | 2500-12-31      | N/A      | 0.0000% | $576.00            | $19249.57          | Equities   |
| FIRST TR EXCHANGE-TRADED FD II ALERIAN DISRUPT  | 2500-12-31      | N/A      | 0.0000% | $1369.00           | $54013.89          | Equities   |
| GUINNESS ATKINSON FDS          SMARTETF TRASP   | 2500-12-31      | N/A      | 0.0000% | $391.00            | $19882.82          | Equities   |
| DBX ETF TR                     XTRACKERS FTSE   | 2500-12-31      | N/A      | 0.0000% | $1050.00           | $36050.70          | Equities   |
| DIMENSIONAL ETF TRUST          GLOBAL CORE PLUS | 2500-12-31      | N/A      | 0.0000% | $116088.00         | $6452751.48        | Equities   |
| DIREXION SHS ETF TR            DAILY MSCI EMERG | 2500-12-31      | N/A      | 0.0000% | $3000.00           | $89516.70          | Equities   |
| CENTESSA PHARMACEUTICALS PLC   SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $1082800.00        | $26420320.00       | Equities   |
| VANECK ETF TRUST               CHINEXT ETF      | 2500-12-31      | N/A      | 0.0000% | $19193.00          | $844492.00         | Equities   |
| WISDOMTREE TR                  INDIA ERNGS FD   | 2500-12-31      | N/A      | 0.0000% | $373.00            | $16482.87          | Equities   |
| WISDOMTREE TR                  INDIA HEDGED EQU | 2500-12-31      | N/A      | 0.0000% | $1187.00           | $50379.01          | Equities   |
| SPDR S&P 500 ETF TR            TR UNIT          | 2500-12-31      | N/A      | 0.0000% | $39808.00          | $26419773.44       | Equities   |
| SPDR INDEX SHS FDS             MSCI EAFE FS ETF | 2500-12-31      | N/A      | 0.0000% | $17964.00          | $880219.83         | Equities   |
| VIRTUS ETF TR II               VIRTUS NEWFLEET  | 2500-12-31      | N/A      | 0.0000% | $1302.00           | $28624.47          | Equities   |
| WISDOMTREE TR                  FUTRE STRAT FD   | 2500-12-31      | N/A      | 0.0000% | $1326.00           | $50222.52          | Equities   |
| TORTOISE CAPITAL SERIES TRUST  GLOBAL WATER FD  | 2500-12-31      | N/A      | 0.0000% | $2462.00           | $129843.42         | Equities   |
| MANAGER DIRECTED PORTFOLIOS    SANJAC ALPHA LOW | 2500-12-31      | N/A      | 0.0000% | $550.00            | $13933.75          | Equities   |
| TEXAS CAPITAL FUNDS TRUST      TEXAS OIL INDEX  | 2500-12-31      | N/A      | 0.0000% | $3471.00           | $81325.53          | Equities   |
| TIDAL TRUST II                 YIELDMAX DIS OPT | 2500-12-31      | N/A      | 0.0000% | $7330.00           | $93897.30          | Equities   |
| ONDAS HLDGS INC                COM NEW          | 2500-12-31      | N/A      | 0.0000% | $1050126.00        | $8264491.62        | Equities   |
| MFS ACTIVE EXCHANGE TRADED FUN GROWTH ETF       | 2500-12-31      | N/A      | 0.0000% | $398.00            | $11140.02          | Equities   |
| PROSHARES TR                   SUPPLY CHAIN LOG | 2500-12-31      | N/A      | 0.0000% | $239.00            | $8964.89           | Equities   |
| NEW YORK LIFE INVTS ACTIVE ETF NYLI MACKAY CALI | 2500-12-31      | N/A      | 0.0000% | $5784.00           | $125454.96         | Equities   |
| RBB FD INC                     US TREAS 20YR BD | 2500-12-31      | N/A      | 0.0000% | $1212.00           | $53648.09          | Equities   |
| TIDAL TRUST I                  SP DWJNS SUKUK   | 2500-12-31      | N/A      | 0.0000% | $109356.00         | $2029647.36        | Equities   |
| PROSHARES TR                   ULTR MSCI ETF    | 2500-12-31      | N/A      | 0.0000% | $4190.00           | $247109.02         | Equities   |
| ISHARES BITCOIN TRUST ETF      SHS BEN INT      | 2500-12-31      | N/A      | 0.0000% | $406656.00         | $26420440.32       | Equities   |
| ISHARES TR                     INTL TREA BD ETF | 2500-12-31      | N/A      | 0.0000% | $408179.00         | $17372098.24       | Equities   |
| GUINNESS ATKINSON FDS          SMARTETFS DIVID  | 2500-12-31      | N/A      | 0.0000% | $2510.00           | $77107.20          | Equities   |
| ISHARES TR                     JPMORGAN USD EMG | 2500-12-31      | N/A      | 0.0000% | $276976.00         | $26420740.64       | Equities   |
| GOLDMAN SACHS ETF TR           FUTURE HEALTH    | 2500-12-31      | N/A      | 0.0000% | $1282.00           | $40353.00          | Equities   |
| GLOBAL X FDS                   CLEANTECH ETF NW | 2500-12-31      | N/A      | 0.0000% | $2100.00           | $104745.48         | Equities   |
| GLOBAL X FDS                   AGTECH AND FOOD  | 2500-12-31      | N/A      | 0.0000% | $936.00            | $29601.37          | Equities   |
| WISDOMTREE TR                  HIGH INCOME LADD | 2500-12-31      | N/A      | 0.0000% | $1030.00           | $26172.30          | Equities   |
| WORLD GOLD TR                  SPDR GLD MINIS   | 2500-12-31      | N/A      | 0.0000% | $60886.00          | $4616376.52        | Equities   |
| MORGAN STANLEY PATHWAY FDS     SMALL MID CAP EQ | 2500-12-31      | N/A      | 0.0000% | $148.00            | $7492.77           | Equities   |
| SCHWAB STRATEGIC TR            SHT TM US TRES   | 2500-12-31      | N/A      | 0.0000% | $629320.00         | $15355408.00       | Equities   |
| SCHWAB STRATEGIC TR            INT-TRM U.S TRES | 2500-12-31      | N/A      | 0.0000% | $1052212.00        | $26421043.32       | Equities   |
| BONDBLOXX ETF TRUST            BB RT USD HI YLD | 2500-12-31      | N/A      | 0.0000% | $669.00            | $27673.25          | Equities   |
| BONDBLOXX ETF TRUST            USD HI YLD NON C | 2500-12-31      | N/A      | 0.0000% | $2760.00           | $106218.60         | Equities   |
| GLOBAL X FDS                   EMERGING MKT GRT | 2500-12-31      | N/A      | 0.0000% | $5095.00           | $158128.42         | Equities   |
| FIRST TR EXCH TRD ALPHDX FD II ASIA EX JAPAN    | 2500-12-31      | N/A      | 0.0000% | $3659.00           | $136216.52         | Equities   |
| FIDELITY COVINGTON TRUST       CONSMR STAPLES   | 2500-12-31      | N/A      | 0.0000% | $9320.00           | $462831.20         | Equities   |
| INVESCO EXCH TRADED FD TR II   DORSEY WRGT EMRG | 2500-12-31      | N/A      | 0.0000% | $13258.00          | $318949.03         | Equities   |
| INVESCO EXCH TRADED FD TR II   MSCI GBL TIMBR   | 2500-12-31      | N/A      | 0.0000% | $3611.00           | $106153.29         | Equities   |
| INVESCO EXCH TRD SLF IDX FD TR INVSC 30 MUNI BD | 2500-12-31      | N/A      | 0.0000% | $15968.00          | $349699.20         | Equities   |
| ISHARES TR                     EAFE SML CP ETF  | 2500-12-31      | N/A      | 0.0000% | $243973.00         | $18666374.23       | Equities   |
| ISHARES ETHEREUM TR            SHS              | 2500-12-31      | N/A      | 0.0000% | $832944.00         | $26420983.68       | Equities   |
| NEUBERGER BERMAN ETF TRUST     FLEXIBLE CREDIT  | 2500-12-31      | N/A      | 0.0000% | $714.00            | $36860.39          | Equities   |
| ISHARES TR                     MSCI LW CRB TG   | 2500-12-31      | N/A      | 0.0000% | $5768.00           | $1303106.56        | Equities   |
| ISHARES TR                     0-5 YR TIPS ETF  | 2500-12-31      | N/A      | 0.0000% | $7945.00           | $821036.30         | Equities   |
| NEW YORK LIFE INVTS ACTIVE ETF NYLI MACKAY HIGH | 2500-12-31      | N/A      | 0.0000% | $8255.00           | $219789.38         | Equities   |
| PGIM ETF TR                    MUNICIPAL INCOME | 2500-12-31      | N/A      | 0.0000% | $1332.00           | $67818.78          | Equities   |
| TAIWAN SEMICONDUCTOR MFG LTD   SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $96698.00          | $26420794.54       | Equities   |
| T ROWE PRICE ETF INC           TECHNOLOGY ETF   | 2500-12-31      | N/A      | 0.0000% | $9084.00           | $292314.04         | Equities   |
| LISTED FDS TR                  HORZN KINTCS BL  | 2500-12-31      | N/A      | 0.0000% | $2694.00           | $84296.34          | Equities   |
| GOLDMAN SACHS ETF TRUST II     MARKETBETA TOTAL | 2500-12-31      | N/A      | 0.0000% | $97.00             | $5162.16           | Equities   |
| GLOBAL X FDS                   LONG-TERM TREAS  | 2500-12-31      | N/A      | 0.0000% | $547.00            | $25353.89          | Equities   |
| INVESCO EXCH TRD SLF IDX FD TR BULSHS 2025 HY   | 2500-12-31      | N/A      | 0.0000% | $4983.00           | $114957.81         | Equities   |
| INVESCO EXCH TRD SLF IDX FD TR BULETSHS 2031 CP | 2500-12-31      | N/A      | 0.0000% | $306848.00         | $5115156.16        | Equities   |
| ISHARES INC                    MSCI STH KOR ETF | 2500-12-31      | N/A      | 0.0000% | $329275.00         | $26421026.00       | Equities   |
| FIRST TR EXCHANGE-TRADED FD    CAP STRENGTH ETF | 2500-12-31      | N/A      | 0.0000% | $2431.00           | $226642.13         | Equities   |
| FIRST TR EXCHANGE TRADED FD II NASDAQ CYB ETF   | 2500-12-31      | N/A      | 0.0000% | $11069.00          | $842461.59         | Equities   |
| FRANKLIN TEMPLETON ETF TR      SUSTAINABLE INTL | 2500-12-31      | N/A      | 0.0000% | $1703.00           | $24235.90          | Equities   |
| FLEXSHARES TR                  DEV MRK EX LOW   | 2049-12-31      | N/A      | 0.0000% | $4607.00           | $142379.34         | Equities   |
| FIRST TR EXCHANGE-TRADED ALPHA COM SHS          | 2500-12-31      | N/A      | 0.0000% | $1112.00           | $121007.84         | Equities   |
| EA SERIES TRUST                STRIVE TOTAL RET | 2500-12-31      | N/A      | 0.0000% | $31912.00          | $645579.76         | Equities   |
| EA SERIES TRUST                FREEDOM DAY      | 2500-12-31      | N/A      | 0.0000% | $3056.00           | $106883.60         | Equities   |
| BONDBLOXX ETF TRUST            USD HI YLD INDUS | 2500-12-31      | N/A      | 0.0000% | $4612.00           | $177661.16         | Equities   |
| BONDBLOXX ETF TRUST            USD HI YLD ENERG | 2500-12-31      | N/A      | 0.0000% | $1111.00           | $43363.33          | Equities   |
| BLACKROCK ETF TRUST            ISHARES US EQUIT | 2500-12-31      | N/A      | 0.0000% | $11430.00          | $674712.90         | Equities   |
| BONDBLOXX ETF TRUST            USD HI YLD FINAN | 2500-12-31      | N/A      | 0.0000% | $3553.00           | $135776.12         | Equities   |
| ARM HOLDINGS PLC               SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $6110.00           | $854178.00         | Equities   |
| AMERICAN CENTY ETF TR          CALIF MUN BD ETF | 2500-12-31      | N/A      | 0.0000% | $7621.00           | $380516.53         | Equities   |
| DIMENSIONAL ETF TRUST          EMERGING MKTS HI | 2500-12-31      | N/A      | 0.0000% | $29044.00          | $881485.40         | Equities   |
| DBX ETF TR                     XTKR EMGRIN MKTS | 2500-12-31      | N/A      | 0.0000% | $2225.00           | $80356.32          | Equities   |
| MATTHEWS INTL FDS              INDIA ACTIVE ETF | 2500-12-31      | N/A      | 0.0000% | $1515.00           | $44503.12          | Equities   |
| VANECK ETF TRUST               OIL SERVICES ETF | 2500-12-31      | N/A      | 0.0000% | $14999.00          | $3968735.40        | Equities   |
| TIDAL TRUST I                  AZTLAN NORTH AME | 2500-12-31      | N/A      | 0.0000% | $4433.00           | $101414.18         | Equities   |
| TIDAL TRUST I                  ACADEMY VETERAN  | 2500-12-31      | N/A      | 0.0000% | $4559.00           | $91316.77          | Equities   |
| ISHARES TR                     IBONDS OCT 2026  | 2500-12-31      | N/A      | 0.0000% | $10368.00          | $268945.92         | Equities   |
| INVESCO EXCH TRD SLF IDX FD TR INVSCO BLSH 26   | 2500-12-31      | N/A      | 0.0000% | $157624.00         | $3687676.53        | Equities   |
| INVESTMENT MANAGERS SER TR II  AXS GREEN ALPHA  | 2500-12-31      | N/A      | 0.0000% | $1269.00           | $48667.67          | Equities   |
| ISHARES TR                     MSCI UAE ETF     | 2500-12-31      | N/A      | 0.0000% | $57031.00          | $1073323.42        | Equities   |
| ISHARES TR                     MSCI ACWI EXUS   | 2500-12-31      | N/A      | 0.0000% | $9676.00           | $364634.25         | Equities   |
| ISHARES TR                     MSCI GBL SUS DEV | 2500-12-31      | N/A      | 0.0000% | $199.00            | $16421.50          | Equities   |
| ISHARES INC                    MSCI JPN ETF NEW | 2500-12-31      | N/A      | 0.0000% | $328170.00         | $26420966.70       | Equities   |
| PACER FDS TR                   INDUSTRIAL RELET | 2500-12-31      | N/A      | 0.0000% | $7075.00           | $262411.75         | Equities   |
| INVESCO EXCHANGE TRADED FD TR  S&P SMCP VLU MNT | 2500-12-31      | N/A      | 0.0000% | $6413.00           | $361564.94         | Equities   |
| SIMPLIFY EXCHANGE TRADED FUNDS TARA INDIA OPPO  | 2500-12-31      | N/A      | 0.0000% | $1042.00           | $28200.69          | Equities   |
| SIMPLIFY EXCHANGE TRADED FUNDS CHINA A SHS PLUS | 2500-12-31      | N/A      | 0.0000% | $259.00            | $9050.50           | Equities   |
| INVESCO EXCH TRADED FD TR II   VAR RATE PFD     | 2500-12-31      | N/A      | 0.0000% | $105237.00         | $2599353.90        | Equities   |
| INVESCO EXCH TRADED FD TR II   S&P EMRNG MKTS   | 2500-12-31      | N/A      | 0.0000% | $57502.00          | $1524378.02        | Equities   |
| NEUBERGER BERMAN ETF TRUST     TOTAL RETURN BD  | 2500-12-31      | N/A      | 0.0000% | $96.00             | $4894.20           | Equities   |
| SSGA ACTIVE TR                 SPDR SSGA MY2031 | 2500-12-31      | N/A      | 0.0000% | $816.00            | $20534.40          | Equities   |
| KRANESHARES TRUST              EUROPEAN CARBON  | 2500-12-31      | N/A      | 0.0000% | $1163.00           | $29854.21          | Equities   |
| KRANESHARES TRUST              CSI CHI INTERNET | 2500-12-31      | N/A      | 0.0000% | $17072.00          | $716170.40         | Equities   |
| NEUBERGER BERMAN ETF TRUST     ENERGY TRANSITN  | 2500-12-31      | N/A      | 0.0000% | $2039.00           | $67274.77          | Equities   |
| NEW YORK LIFE INVESTMENTS ETF  NYLI FTSE INTERN | 2500-12-31      | N/A      | 0.0000% | $3651.00           | $112560.33         | Equities   |
| ISHARES TR                     USD GRN BOND ETF | 2500-12-31      | N/A      | 0.0000% | $531.00            | $25559.79          | Equities   |
| FIRST TR EXCH TRD ALPHDX FD II EX US SML CP     | 2500-12-31      | N/A      | 0.0000% | $387.00            | $21669.02          | Equities   |
| GOLDMAN SACHS ETF TR           DYNAMIC NY MUNI  | 2500-12-31      | N/A      | 0.0000% | $2636.00           | $131145.74         | Equities   |
| ISHARES TR                     GENOMICS IMMUN   | 2500-12-31      | N/A      | 0.0000% | $24157.00          | $556818.85         | Equities   |
| INVESCO EXCH TRADED FD TR II   S&P500 HDL VOL   | 2500-12-31      | N/A      | 0.0000% | $9553.00           | $467905.94         | Equities   |
| SSGA ACTIVE TR                 SPDR SSGA MY2034 | 2500-12-31      | N/A      | 0.0000% | $1916.00           | $47813.78          | Equities   |
| WISDOMTREE TR                  INTRST RATE HDGE | 2500-12-31      | N/A      | 0.0000% | $1124.00           | $25256.28          | Equities   |
| WISDOMTREE TR                  US QTLY DIV GRT  | 2500-12-31      | N/A      | 0.0000% | $1405.00           | $124595.40         | Equities   |
| ISHARES INC                    EM MKTS DIV ETF  | 2500-12-31      | N/A      | 0.0000% | $160668.00         | $4754166.12        | Equities   |
| INVESCO EXCHANGE TRADED FD TR  HIG YLD EQ DIV   | 2500-12-31      | N/A      | 0.0000% | $6126.00           | $128400.96         | Equities   |
| SPDR SERIES TRUST              BLOOMBERG 1-3 MO | 2500-12-31      | N/A      | 0.0000% | $167933.00         | $15407852.75       | Equities   |
| AGRICULTURE & NAT SOL ACQ CORP SHS CL A         | 2500-12-31      | N/A      | 0.0000% | $43270.00          | $474671.90         | Equities   |
| INVESCO EXCH TRADED FD TR II   FNDMNTL IG CRP   | 2500-12-31      | N/A      | 0.0000% | $10868.00          | $263549.00         | Equities   |
| PROSHARES TR                   ULTRA MSCI BRAZI | 2500-12-31      | N/A      | 0.0000% | $1986.00           | $48288.99          | Equities   |
| VANGUARD INDEX FDS             GROWTH ETF       | 2500-12-31      | N/A      | 0.0000% | $55268.00          | $26420867.40       | Equities   |
| WISDOMTREE TR                  ITL HIGH DIV FD  | 2500-12-31      | N/A      | 0.0000% | $13376.00          | $655156.48         | Equities   |
| DIMENSIONAL ETF TRUST          US MKTWIDE VALUE | 2500-12-31      | N/A      | 0.0000% | $19866.00          | $886222.26         | Equities   |
| EXCHANGE TRADED CONCEPTS TRUST FMQQ THE NEXT FR | 2500-12-31      | N/A      | 0.0000% | $4561.00           | $69692.08          | Equities   |
| INVESCO EXCH TRADED FD TR II   GLOBAL WATER     | 2500-12-31      | N/A      | 0.0000% | $418.00            | $18490.10          | Equities   |
| NUSHARES ETF TR                NUVEEN ENHNC YLD | 2500-12-31      | N/A      | 0.0000% | $4925.00           | $104951.75         | Equities   |
| LISTED FDS TR                  TEUCRIUM AGRI ST | 2500-12-31      | N/A      | 0.0000% | $3357.00           | $60056.73          | Equities   |
| INVESCO EXCH TRADED FD TR II   RAFI DVLPD MRKTS | 2500-12-31      | N/A      | 0.0000% | $15878.00          | $651871.29         | Equities   |
| GLOBAL X FDS                   GB MSCI AR ETF   | 2500-12-31      | N/A      | 0.0000% | $34180.00          | $2477708.20        | Equities   |
| UNITED STS BRENT OIL FD LP     UNIT             | 2500-12-31      | N/A      | 0.0000% | $18616.00          | $564809.44         | Equities   |
| SPROTT FDS TR                  URANIUM MINERS E | 2500-12-31      | N/A      | 0.0000% | $22329.00          | $1347331.86        | Equities   |
| GLOBAL X FDS                   SUPERDIVIDEND    | 2500-12-31      | N/A      | 0.0000% | $63760.00          | $1518125.60        | Equities   |
| GLOBAL X FDS                   GLBX MSCI COLUM  | 2500-12-31      | N/A      | 0.0000% | $14113.00          | $461353.97         | Equities   |
| PIMCO ETF TR                   PREFERRED AND CP | 2500-12-31      | N/A      | 0.0000% | $15611.00          | $809274.24         | Equities   |
| PIMCO ETF TR                   25YR+ ZERO U S   | 2500-12-31      | N/A      | 0.0000% | $370.00            | $25333.90          | Equities   |
| ISHARES GOLD TR                ISHARES NEW      | 2500-12-31      | N/A      | 0.0000% | $251600.00         | $18155456.00       | Equities   |
| ISHARES TR                     MSCI EAFE ETF    | 2500-12-31      | N/A      | 0.0000% | $284128.00         | $26421062.72       | Equities   |
| VANGUARD SPECIALIZED FUNDS     DIV APP ETF      | 2500-12-31      | N/A      | 0.0000% | $228.00            | $48926.52          | Equities   |
| VANGUARD INDEX FDS             S&P 500 ETF SHS  | 2500-12-31      | N/A      | 0.0000% | $43304.00          | $26421069.52       | Equities   |
| SSGA ACTIVE TR                 SPDR GALAXY TRAN | 2500-12-31      | N/A      | 0.0000% | $565.00            | $22673.79          | Equities   |
| WISDOMTREE TR                  CORE LADDERED MU | 2500-12-31      | N/A      | 0.0000% | $928.00            | $23793.92          | Equities   |
| 2023 ETF SERIES TRUST II       GMO INTL VALUE   | 2500-12-31      | N/A      | 0.0000% | $35718.00          | $1125474.18        | Equities   |
| FLEXSHARES TR                  ESG & CLM INVEST | 2500-12-31      | N/A      | 0.0000% | $2684.00           | $112140.47         | Equities   |
| FIRST TR EXCH TRD ALPHDX FD II UNIT KING ALPH   | 2500-12-31      | N/A      | 0.0000% | $4230.00           | $202172.85         | Equities   |
| DIREXION SHS ETF TR            20YR TRES BEAR   | 2500-12-31      | N/A      | 0.0000% | $70949.00          | $2465477.75        | Equities   |
| DEUTSCHE BK AG LONDON BRH      DB GOLD DBL LNG  | 2500-12-31      | N/A      | 0.0000% | $174.00            | $22721.79          | Equities   |
| AMPLIFY ETF TR                 AMPLIFY DGTL PAY | 2500-12-31      | N/A      | 0.0000% | $6473.00           | $375563.46         | Equities   |
| AMERICAN CENTY ETF TR          MULTISECTOR FLOA | 2500-12-31      | N/A      | 0.0000% | $1058.00           | $53719.95          | Equities   |
| ISHARES TR                     GLB CNS DISC ETF | 2500-12-31      | N/A      | 0.0000% | $100.00            | $20792.63          | Equities   |
| JANUS DETROIT STR TR           HENDERSON CORPOR | 2500-12-31      | N/A      | 0.0000% | $148.00            | $6252.26           | Equities   |
| GLOBAL X FDS                   VDEO GAM ESPRT   | 2500-12-31      | N/A      | 0.0000% | $7111.00           | $241347.34         | Equities   |
| GLOBAL X FDS                   SHORT-TERM TREAS | 2500-12-31      | N/A      | 0.0000% | $1521.00           | $76582.35          | Equities   |
| GLOBAL X FDS                   HEALTHTECH ETF   | 2500-12-31      | N/A      | 0.0000% | $8124.00           | $258668.16         | Equities   |
| NORTHERN LTS FD TR IV          INSPIRE GBL HOPE | 2500-12-31      | N/A      | 0.0000% | $10766.00          | $455617.12         | Equities   |
| ISHARES TR                     U.S. TECH ETF    | 2500-12-31      | N/A      | 0.0000% | $51800.00          | $10097374.00       | Equities   |
| INVESCO EXCH TRD SLF IDX FD TR BULETSHS 2029 HG | 2500-12-31      | N/A      | 0.0000% | $85629.00          | $1850442.69        | Equities   |
| HARBOR ETF TRUST               DISCIPLINED BOND | 2500-12-31      | N/A      | 0.0000% | $875.00            | $36461.43          | Equities   |
| GLOBAL X FDS                   BLOCKCHAIN & BIT | 2500-12-31      | N/A      | 0.0000% | $1039.00           | $100707.67         | Equities   |
| YHN ACQUISITION I LTD          SHS              | 2500-12-31      | N/A      | 0.0000% | $9997.00           | $104468.65         | Equities   |
| AMPLIFY ETF TR                 WEIGHT LOSS DRUG | 2500-12-31      | N/A      | 0.0000% | $2352.00           | $53916.54          | Equities   |
| AMERICAN CENTY ETF TR          AVANTIS RESPONSI | 2500-12-31      | N/A      | 0.0000% | $6165.00           | $390080.51         | Equities   |
| CALAMOS ETF TR                 S&P 500 STRUCTUR | 2500-12-31      | N/A      | 0.0000% | $4789.00           | $127219.79         | Equities   |
| CALAMOS ETF TR                 CONVERTIBLE EQTY | 2500-12-31      | N/A      | 0.0000% | $4289.00           | $154994.17         | Equities   |
| WISDOMTREE TR                  TRUE EMERGING MK | 2500-12-31      | N/A      | 0.0000% | $9718.00           | $336987.20         | Equities   |
| CAPITAL GROUP INTERNATIONAL C  SHS              | 2500-12-31      | N/A      | 0.0000% | $100021.00         | $3073645.33        | Equities   |
| CATERPILLAR INC                COM              | 2500-12-31      | N/A      | 0.0000% | $1238.00           | $583853.18         | Equities   |
| DIMENSIONAL ETF TRUST          SHORT DURATION F | 2500-12-31      | N/A      | 0.0000% | $91209.00          | $4393537.53        | Equities   |
| DOUBLELINE ETF TRUST           MULTI SECTOR INC | 2500-12-31      | N/A      | 0.0000% | $2508.00           | $127218.30         | Equities   |
| DIMENSIONAL ETF TRUST          GLOBAL EX US COR | 2500-12-31      | N/A      | 0.0000% | $63556.00          | $3431668.09        | Equities   |
| EXCHANGE TRADED CONCEPTS TRUST ROBO GBL HLTCR   | 2500-12-31      | N/A      | 0.0000% | $3377.00           | $102383.55         | Equities   |
| DBX ETF TR                     XTRACKERS MSCI   | 2500-12-31      | N/A      | 0.0000% | $1738.00           | $201811.00         | Equities   |
| DBX ETF TR                     XTRACK MSCI JAPN | 2500-12-31      | N/A      | 0.0000% | $3507.00           | $300820.29         | Equities   |

### Security 658: CITIGROUP GLOBAL MARKETS INC

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC 4.440000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1ASQN1, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: ARP1ASQN1
- **C.18 - Value (incl. sponsor support):** $2497905903.37
- **C.18.a - Value (excl. sponsor support):** $2497905903.37
- **C.19 - Percentage of Net Assets:** 0.6500%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-11-04
- **C.13 - Final Legal Maturity Date:** 2025-12-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| PRIORITY TECHNOLOGY HLDGS INC  COM              | 2500-12-31      | N/A      | 0.0000% | $3382.00           | $23234.34          | Equities                           |
| GLOBAL NET LEASE INC           COM NEW          | 2500-12-31      | N/A      | 0.0000% | $7.00              | $56.28             | Equities                           |
| MYRIAD GENETICS INC            COM              | 2500-12-31      | N/A      | 0.0000% | $1820161.00        | $13168864.83       | Equities                           |
| RADWARE LTD                    ORD              | 2500-12-31      | N/A      | 0.0000% | $26176.00          | $702302.08         | Equities                           |
| VINCI COMPASS INVESTMENTS LTD  COM CL A         | 2500-12-31      | N/A      | 0.0000% | $163.00            | $1742.47           | Equities                           |
| SOUTHERN MO BANCORP INC        COM              | 2500-12-31      | N/A      | 0.0000% | $965.00            | $51405.55          | Equities                           |
| COPA HOLDINGS SA               CL A             | 2500-12-31      | N/A      | 0.0000% | $50.00             | $5962.00           | Equities                           |
| COPA HOLDINGS SA               CL A             | 2500-12-31      | N/A      | 0.0000% | $3606.00           | $429979.44         | Equities                           |
| ORION S.A.                     COM              | 2500-12-31      | N/A      | 0.0000% | $583479.00         | $4376092.50        | Equities                           |
| STONECO LTD                    COM CL A         | 2500-12-31      | N/A      | 0.0000% | $7406.00           | $144120.76         | Equities                           |
| ISHARES INC                    MSCI SWEDEN ETF  | 2500-12-31      | N/A      | 0.0000% | $120.00            | $5666.40           | Equities                           |
| PINNACLE WEST CAP CORP         COM              | 2500-12-31      | N/A      | 0.0000% | $215.00            | $18844.75          | Equities                           |
| PORTLAND GEN ELEC CO           COM NEW          | 2500-12-31      | N/A      | 0.0000% | $59044.00          | $2560738.28        | Equities                           |
| SIMULATIONS PLUS INC           COM              | 2500-12-31      | N/A      | 0.0000% | $53690.00          | $799981.00         | Equities                           |
| SPORTSMANS WHSE HLDGS INC      COM              | 2500-12-31      | N/A      | 0.0000% | $1538.00           | $4444.82           | Equities                           |
| SPORTSMANS WHSE HLDGS INC      COM              | 2500-12-31      | N/A      | 0.0000% | $240999.00         | $696487.11         | Equities                           |
| OPEN LENDING CORP              COM              | 2500-12-31      | N/A      | 0.0000% | $8238.00           | $17876.46          | Equities                           |
| OIL STS INTL INC               COM              | 2500-12-31      | N/A      | 0.0000% | $60104.00          | $380458.32         | Equities                           |
| ORION GROUP HLDGS INC          COM              | 2500-12-31      | N/A      | 0.0000% | $1402.00           | $11832.88          | Equities                           |
| SILVACO GROUP INC              COM              | 2500-12-31      | N/A      | 0.0000% | $99.00             | $555.39            | Equities                           |
| ORANGE CNTY BANCORP INC        COM              | 2500-12-31      | N/A      | 0.0000% | $61235.00          | $1534549.10        | Equities                           |
| MORNINGSTAR INC                COM              | 2500-12-31      | N/A      | 0.0000% | $149.00            | $34883.88          | Equities                           |
| ISHARES TR                     CORE S&P US VLU  | 2500-12-31      | N/A      | 0.0000% | $12646.00          | $1260300.36        | Equities                           |
| OXFORD INDS INC                COM              | 2500-12-31      | N/A      | 0.0000% | $71623.00          | $2905745.11        | Equities                           |
| OIL DRI CORP AMER              COM              | 2500-12-31      | N/A      | 0.0000% | $48792.00          | $2956307.28        | Equities                           |
| ISHARES SILVER TR              ISHARES          | 2500-12-31      | N/A      | 0.0000% | $90684.00          | $3854070.00        | Equities                           |
| ISHARES TR                     MSCI EURO FL ETF | 2500-12-31      | N/A      | 0.0000% | $206718.00         | $7061486.88        | Equities                           |
| INVESCO EXCH TRADED FD TR II   RAFI DVLPD MRKTS | 2500-12-31      | N/A      | 0.0000% | $28.00             | $1708.28           | Equities                           |
| ISHARES TR                     GLB INFRASTR ETF | 2500-12-31      | N/A      | 0.0000% | $14359.00          | $874606.69         | Equities                           |
| GOSSAMER BIO INC               COM              | 2500-12-31      | N/A      | 0.0000% | $436046.00         | $1229649.72        | Equities                           |
| ENVIRI CORP                    COM              | 2500-12-31      | N/A      | 0.0000% | $37947.00          | $477373.26         | Equities                           |
| LEGGETT & PLATT INC            COM              | 2500-12-31      | N/A      | 0.0000% | $293551.00         | $2571506.76        | Equities                           |
| HEIDRICK & STRUGGLES INTL INC  COM              | 2500-12-31      | N/A      | 0.0000% | $2081.00           | $103009.50         | Equities                           |
| HEALTHCARE SVCS GROUP INC      COM              | 2500-12-31      | N/A      | 0.0000% | $37967.00          | $626075.83         | Equities                           |
| HEALTHSTREAM INC               COM              | 2500-12-31      | N/A      | 0.0000% | $571.00            | $16536.16          | Equities                           |
| KULICKE & SOFFA INDS INC       COM              | 2500-12-31      | N/A      | 0.0000% | $308832.00         | $12526225.92       | Equities                           |
| G III APPAREL GROUP LTD        COM              | 2500-12-31      | N/A      | 0.0000% | $37115.00          | $991712.80         | Equities                           |
| HEALTHSTREAM INC               COM              | 2500-12-31      | N/A      | 0.0000% | $11783.00          | $341235.68         | Equities                           |
| HUDBAY MINERALS INC            COM              | 2500-12-31      | N/A      | 0.0000% | $169316.00         | $2575296.36        | Equities                           |
| LG DISPLAY CO LTD              SPONS ADR REP    | 2500-12-31      | N/A      | 0.0000% | $1312.00           | $6861.76           | Equities                           |
| HERITAGE COMM CORP             COM              | 2500-12-31      | N/A      | 0.0000% | $233342.00         | $2324086.32        | Equities                           |
| OLYMPIC STEEL INC              COM              | 2500-12-31      | N/A      | 0.0000% | $63293.00          | $1901954.65        | Equities                           |
| ISHARES INC                    MSCI STH AFR ETF | 2500-12-31      | N/A      | 0.0000% | $2095.00           | $132864.90         | Equities                           |
| FIRST TR EXCHANGE-TRADED FD IV NO AMER ENERGY   | 2500-12-31      | N/A      | 0.0000% | $50.00             | $1911.50           | Equities                           |
| FIRST FINL BANCORP OH          COM              | 2500-12-31      | N/A      | 0.0000% | $49156.00          | $1252003.32        | Equities                           |
| FIRSTSERVICE CORP NEW          COM              | 2500-12-31      | N/A      | 0.0000% | $23240.00          | $4406768.80        | Equities                           |
| FRANKLIN COVEY CO              COM              | 2500-12-31      | N/A      | 0.0000% | $91143.00          | $1798251.39        | Equities                           |
| UPBOUND GROUP INC              COM              | 2500-12-31      | N/A      | 0.0000% | $375219.00         | $9091556.37        | Equities                           |
| CODERE ONLINE LUXEMBOURG S A   ORDINARY SHARES  | 2500-12-31      | N/A      | 0.0000% | $51446.00          | $364237.68         | Equities                           |
| ITURAN LOCATION AND CONTROL    SHS              | 2500-12-31      | N/A      | 0.0000% | $237.00            | $8351.88           | Equities                           |
| AERCAP HOLDINGS NV             SHS              | 2500-12-31      | N/A      | 0.0000% | $300685.00         | $36524206.95       | Equities                           |
| UROGEN PHARMA LTD              COM              | 2500-12-31      | N/A      | 0.0000% | $86814.00          | $1661619.96        | Equities                           |
| TRANSCAT INC                   COM              | 2500-12-31      | N/A      | 0.0000% | $9380.00           | $682207.40         | Equities                           |
| VANGUARD STAR FDS              VG TL INTL STK F | 2500-12-31      | N/A      | 0.0000% | $47.00             | $3437.58           | Equities                           |
| SOUTHERN MO BANCORP INC        COM              | 2500-12-31      | N/A      | 0.0000% | $1829.00           | $97430.83          | Equities                           |
| STAAR SURGICAL CO              COM PAR $0.01    | 2500-12-31      | N/A      | 0.0000% | $70127.00          | $1882909.95        | Equities                           |
| JOHNSON OUTDOORS INC           CL A             | 2500-12-31      | N/A      | 0.0000% | $59748.00          | $2420391.48        | Equities                           |
| IREN LIMITED                   ORDINARY SHARES  | 2500-12-31      | N/A      | 0.0000% | $2717613.00        | $124819965.09      | Equities                           |
| NANO X IMAGING LTD             ORD SHS          | 2500-12-31      | N/A      | 0.0000% | $10.00             | $37.50             | Equities                           |
| INMODE LTD                     SHS              | 2500-12-31      | N/A      | 0.0000% | $65729.00          | $985935.00         | Equities                           |
| INTERCORP FINL SVCS INC        SHS              | 2500-12-31      | N/A      | 0.0000% | $200.00            | $8030.00           | Equities                           |
| ALLOT LTD                      SHS              | 2500-12-31      | N/A      | 0.0000% | $244092.00         | $2389660.68        | Equities                           |
| STAR BULK CARRIERS CORP.       SHS PAR          | 2500-12-31      | N/A      | 0.0000% | $6448.00           | $120835.52         | Equities                           |
| ADC THERAPEUTICS SA            SHS              | 2500-12-31      | N/A      | 0.0000% | $4837.00           | $19444.74          | Equities                           |
| SAPIENS INTL CORP N V          SHS              | 2500-12-31      | N/A      | 0.0000% | $79140.00          | $3399063.00        | Equities                           |
| AVADEL PHARMACEUTICALS PLC     COM SHS          | 2500-12-31      | N/A      | 0.0000% | $7.00              | $107.17            | Equities                           |
| YORK WTR CO                    COM              | 2500-12-31      | N/A      | 0.0000% | $12555.00          | $381923.10         | Equities                           |
| WHEELS UP EXPERIENCE INC       COM CL A         | 2500-12-31      | N/A      | 0.0000% | $7657.00           | $14012.31          | Equities                           |
| ASSOCIATED BANC CORP           COM              | 2500-12-31      | N/A      | 0.0000% | $621267.00         | $16115665.98       | Equities                           |
| ASSERTIO HOLDINGS INC          COM NEW          | 2500-12-31      | N/A      | 0.0000% | $116.00            | $103.16            | Equities                           |
| BCB BANCORP INC                COM              | 2500-12-31      | N/A      | 0.0000% | $9276.00           | $79495.32          | Equities                           |
| BCB BANCORP INC                COM              | 2500-12-31      | N/A      | 0.0000% | $22454.00          | $192430.78         | Equities                           |
| AVALO THERAPEUTICS INC         COM NEW          | 2500-12-31      | N/A      | 0.0000% | $1469.00           | $19126.38          | Equities                           |
| ATLANTICUS HOLDINGS CORP       COM              | 2500-12-31      | N/A      | 0.0000% | $1150.00           | $70115.50          | Equities                           |
| ATLANTICUS HOLDINGS CORP       COM              | 2500-12-31      | N/A      | 0.0000% | $5494.00           | $334969.18         | Equities                           |
| ARKO CORP                      COM              | 2500-12-31      | N/A      | 0.0000% | $96.00             | $435.84            | Equities                           |
| BASSETT FURNITURE INDS INC     COM              | 2500-12-31      | N/A      | 0.0000% | $14737.00          | $232402.49         | Equities                           |
| BANK FIRST CORP                COM              | 2500-12-31      | N/A      | 0.0000% | $3782.00           | $457130.34         | Equities                           |
| COVENANT LOGISTICS GROUP INC   CL A             | 2500-12-31      | N/A      | 0.0000% | $42327.00          | $911723.58         | Equities                           |
| CTS CORP                       COM              | 2500-12-31      | N/A      | 0.0000% | $22294.00          | $864561.32         | Equities                           |
| CASS INFORMATION SYS INC       COM              | 2500-12-31      | N/A      | 0.0000% | $3477.00           | $138002.13         | Equities                           |
| DONNELLEY FINL SOLUTIONS INC   COM              | 2500-12-31      | N/A      | 0.0000% | $161.00            | $8278.62           | Equities                           |
| DOCGO INC                      COM              | 2500-12-31      | N/A      | 0.0000% | $22177.00          | $30604.26          | Equities                           |
| CALAVO GROWERS INC             COM              | 2500-12-31      | N/A      | 0.0000% | $75071.00          | $1945840.32        | Equities                           |
| COMMUNITY TR BANCORP INC       COM              | 2500-12-31      | N/A      | 0.0000% | $1912.00           | $106288.08         | Equities                           |
| CNO FINL GROUP INC             COM              | 2500-12-31      | N/A      | 0.0000% | $187262.00         | $7400594.24        | Equities                           |
| CARTER BANKSHARES INC          COM NEW          | 2500-12-31      | N/A      | 0.0000% | $1702.00           | $33120.92          | Equities                           |
| CORVEL CORP                    COM              | 2500-12-31      | N/A      | 0.0000% | $8977.00           | $693203.94         | Equities                           |
| DONEGAL GROUP INC              CL A             | 2500-12-31      | N/A      | 0.0000% | $5743.00           | $110380.46         | Equities                           |
| ASML HOLDING N V               N Y REGISTRY SHS | 2500-12-31      | N/A      | 0.0000% | $125800.00         | $121096338.00      | Equities                           |
| VANGUARD WORLD FD              CONSUM STP ETF   | 2500-12-31      | N/A      | 0.0000% | $109.00            | $23232.26          | Equities                           |
| VANGUARD WORLD FD              CONSUM STP ETF   | 2500-12-31      | N/A      | 0.0000% | $307.00            | $65433.98          | Equities                           |
| VIRCO MFG CO                   COM              | 2500-12-31      | N/A      | 0.0000% | $375.00            | $2902.50           | Equities                           |
| VIRCO MFG CO                   COM              | 2500-12-31      | N/A      | 0.0000% | $18156.00          | $140527.44         | Equities                           |
| WILLDAN GROUP INC              COM              | 2500-12-31      | N/A      | 0.0000% | $41412.00          | $3984662.64        | Equities                           |
| VANGUARD SCOTTSDALE FDS        VNG RUS1000IDX   | 2500-12-31      | N/A      | 0.0000% | $40.00             | $12063.20          | Equities                           |
| VANGUARD WORLD FD              FINANCIALS ETF   | 2500-12-31      | N/A      | 0.0000% | $125973.00         | $16628436.00       | Equities                           |
| VANGUARD WORLD FD              CONSUM DIS ETF   | 2500-12-31      | N/A      | 0.0000% | $3884.00           | $1550881.20        | Equities                           |
| WABASH NATL CORP               COM              | 2500-12-31      | N/A      | 0.0000% | $245674.00         | $2437086.08        | Equities                           |
| ITURAN LOCATION AND CONTROL    SHS              | 2500-12-31      | N/A      | 0.0000% | $11406.00          | $401947.44         | Equities                           |
| UNITIL CORP                    COM              | 2500-12-31      | N/A      | 0.0000% | $31255.00          | $1481487.00        | Equities                           |
| TSCAN THERAPEUTICS INC         COM              | 2500-12-31      | N/A      | 0.0000% | $18975.00          | $33016.50          | Equities                           |
| TUTOR PERINI CORP              COM              | 2500-12-31      | N/A      | 0.0000% | $75448.00          | $4936562.64        | Equities                           |
| TOWNEBANK PORTSMOUTH VA        COM              | 2500-12-31      | N/A      | 0.0000% | $6715.00           | $233346.25         | Equities                           |
| STRAWBERRY FIELDS REIT INC     COM              | 2500-12-31      | N/A      | 0.0000% | $1662.00           | $20442.60          | Equities                           |
| TRUECAR INC                    COM              | 2500-12-31      | N/A      | 0.0000% | $8015.00           | $15549.10          | Equities                           |
| PROASSURANCE CORP              COM              | 2500-12-31      | N/A      | 0.0000% | $456474.00         | $10941681.78       | Equities                           |
| PRECISION BIOSCIENCES INC      COM NEW          | 2500-12-31      | N/A      | 0.0000% | $65.00             | $330.85            | Equities                           |
| PRIMEENERGY RESOURCES CORP     COM              | 2500-12-31      | N/A      | 0.0000% | $2.00              | $321.82            | Equities                           |
| UNITED FIRE GROUP INC          COM              | 2500-12-31      | N/A      | 0.0000% | $46384.00          | $1395694.56        | Equities                           |
| VANGUARD WHITEHALL FDS         INTL DVD ETF     | 2500-12-31      | N/A      | 0.0000% | $225.00            | $20009.25          | Equities                           |
| IROBOT CORP                    COM              | 2500-12-31      | N/A      | 0.0000% | $2778.00           | $9695.22           | Equities                           |
| SHORE BANCSHARES INC           COM              | 2500-12-31      | N/A      | 0.0000% | $56746.00          | $939146.30         | Equities                           |
| CRESCENT BIOPHARMA INC.        COM              | 2500-12-31      | N/A      | 0.0000% | $216.00            | $2654.64           | Equities                           |
| DLOCAL LTD                     CLASS A COM      | 2500-12-31      | N/A      | 0.0000% | $547177.00         | $7988784.20        | Equities                           |
| INTELLICHECK INC               COM NEW          | 2500-12-31      | N/A      | 0.0000% | $161468.00         | $849321.68         | Equities                           |
| SCHWAB STRATEGIC TR            US LCAP GR ETF   | 2500-12-31      | N/A      | 0.0000% | $822025.00         | $26123954.50       | Equities                           |
| INVESTAR HLDG CORP             COM              | 2500-12-31      | N/A      | 0.0000% | $35733.00          | $826504.29         | Equities                           |
| ICHOR HOLDINGS                 SHS              | 2500-12-31      | N/A      | 0.0000% | $681516.00         | $11708444.88       | Equities                           |
| INTERNATIONAL MNY EXPRESS INC  COM              | 2500-12-31      | N/A      | 0.0000% | $161360.00         | $2276789.60        | Equities                           |
| ZEEKR INTELLIGENT TECHNOLOGY   SPON ADS         | 2500-12-31      | N/A      | 0.0000% | $753.00            | $22047.84          | Equities                           |
| SHORE BANCSHARES INC           COM              | 2500-12-31      | N/A      | 0.0000% | $10453.00          | $172997.15         | Equities                           |
| ST JOE CO                      COM              | 2500-12-31      | N/A      | 0.0000% | $10688.00          | $528735.36         | Equities                           |
| BED BATH & BEYOND INC          COM              | 2500-12-31      | N/A      | 0.0000% | $165854.00         | $1530832.42        | Equities                           |
| PEAPACK-GLADSTONE FINL CORP    COM              | 2500-12-31      | N/A      | 0.0000% | $83926.00          | $2343213.92        | Equities                           |
| PERFORMANT HEALTHCARE INC      COM              | 2500-12-31      | N/A      | 0.0000% | $144314.00         | $1111217.80        | Equities                           |
| PENNYMAC MTG INVT TR           COM              | 2500-12-31      | N/A      | 0.0000% | $39632.00          | $481925.12         | Equities                           |
| NATIONAL RESH CORP             COM NEW          | 2500-12-31      | N/A      | 0.0000% | $23191.00          | $296149.07         | Equities                           |
| PAR TECHNOLOGY CORP            COM              | 2500-12-31      | N/A      | 0.0000% | $7897.00           | $316985.58         | Equities                           |
| PCB BANCORP                    COM              | 2500-12-31      | N/A      | 0.0000% | $2051.00           | $42660.80          | Equities                           |
| ESTABLISHMENT LABS HLDGS INC   COM              | 2500-12-31      | N/A      | 0.0000% | $142072.00         | $5877518.64        | Equities                           |
| WIX COM LTD                    SHS              | 2500-12-31      | N/A      | 0.0000% | $231167.00         | $41767253.56       | Equities                           |
| PAGSEGURO DIGITAL LTD          COM CL A         | 2500-12-31      | N/A      | 0.0000% | $3469.00           | $35800.08          | Equities                           |
| ISHARES TR                     US HLTHCARE ETF  | 2500-12-31      | N/A      | 0.0000% | $54.00             | $3094.20           | Equities                           |
| EXPONENT INC                   COM              | 2500-12-31      | N/A      | 0.0000% | $3156.00           | $218963.28         | Equities                           |
| DESCARTES SYS GROUP INC        COM              | 2500-12-31      | N/A      | 0.0000% | $157247.00         | $14988784.04       | Equities                           |
| EASTMAN KODAK CO               COM NEW          | 2500-12-31      | N/A      | 0.0000% | $10759.00          | $69287.96          | Equities                           |
| EASTMAN KODAK CO               COM NEW          | 2500-12-31      | N/A      | 0.0000% | $3754.00           | $24175.76          | Equities                           |
| EAGLE FINL SVCS INC            COM              | 2500-12-31      | N/A      | 0.0000% | $7662.00           | $292765.02         | Equities                           |
| DIODES INC                     COM              | 2500-12-31      | N/A      | 0.0000% | $15.00             | $791.40            | Equities                           |
| DIODES INC                     COM              | 2500-12-31      | N/A      | 0.0000% | $35108.00          | $1852298.08        | Equities                           |
| DINE BRANDS GLOBAL INC         COM              | 2500-12-31      | N/A      | 0.0000% | $97530.00          | $2408015.70        | Equities                           |
| DICKS SPORTING GOODS INC       COM              | 2500-12-31      | N/A      | 0.0000% | $46.00             | $10114.48          | Equities                           |
| DIREXION SHS ETF TR            DLY MAG 7 BULL 2 | 2500-12-31      | N/A      | 0.0000% | $775.00            | $45531.25          | Equities                           |
| DIAMOND HILL INVT GROUP INC    COM NEW          | 2500-12-31      | N/A      | 0.0000% | $37261.00          | $5235170.50        | Equities                           |
| ARTESIAN RES CORP              CL A             | 2500-12-31      | N/A      | 0.0000% | $3.00              | $96.60             | Equities                           |
| ARTESIAN RES CORP              CL A             | 2500-12-31      | N/A      | 0.0000% | $20322.00          | $654368.40         | Equities                           |
| WESTAMERICA BANCORPORATION     COM              | 2500-12-31      | N/A      | 0.0000% | $24009.00          | $1196128.38        | Equities                           |
| WATERSTONE FINL INC MD         COM              | 2500-12-31      | N/A      | 0.0000% | $1959.00           | $30658.35          | Equities                           |
| VERASTEM INC                   COM NEW          | 2500-12-31      | N/A      | 0.0000% | $617.00            | $5330.88           | Equities                           |
| VOYAGER THERAPEUTICS INC       COM              | 2500-12-31      | N/A      | 0.0000% | $1334.00           | $6283.14           | Equities                           |
| VOYAGER THERAPEUTICS INC       COM              | 2500-12-31      | N/A      | 0.0000% | $213188.00         | $1004115.48        | Equities                           |
| WORKIVA INC                    COM CL A         | 2500-12-31      | N/A      | 0.0000% | $70122.00          | $5975095.62        | Equities                           |
| TOPGOLF CALLAWAY BRANDS CORP   COM              | 2500-12-31      | N/A      | 0.0000% | $1227122.00        | $11633116.56       | Equities                           |
| CABALETTA BIO INC              COM              | 2500-12-31      | N/A      | 0.0000% | $13591.00          | $32346.58          | Equities                           |
| CAMECO CORP                    COM              | 2500-12-31      | N/A      | 0.0000% | $75739.00          | $6396915.94        | Equities                           |
| CIVEO CORP CDA                 COM NEW          | 2500-12-31      | N/A      | 0.0000% | $8.00              | $181.20            | Equities                           |
| CRA INTL INC                   COM              | 2500-12-31      | N/A      | 0.0000% | $21912.00          | $4496780.64        | Equities                           |
| CNB FINL CORP PA               COM              | 2500-12-31      | N/A      | 0.0000% | $2039.00           | $49812.77          | Equities                           |
| COTERRA ENERGY INC             COM              | 2500-12-31      | N/A      | 0.0000% | $91.00             | $2151.24           | Equities                           |
| CNB FINL CORP PA               COM              | 2500-12-31      | N/A      | 0.0000% | $8266.00           | $201938.38         | Equities                           |
| AUTOLIV INC                    COM              | 2500-12-31      | N/A      | 0.0000% | $193180.00         | $24087614.20       | Equities                           |
| AVIDBANK HLDGS INC             COM              | 2500-12-31      | N/A      | 0.0000% | $5016.00           | $127356.24         | Equities                           |
| BALCHEM CORP                   COM              | 2500-12-31      | N/A      | 0.0000% | $52870.00          | $7879744.80        | Equities                           |
| CENTRAL PAC FINL CORP          COM NEW          | 2500-12-31      | N/A      | 0.0000% | $2274.00           | $69038.64          | Equities                           |
| CHOICEONE FINL SVCS INC        COM              | 2500-12-31      | N/A      | 0.0000% | $2509.00           | $73162.44          | Equities                           |
| CHOICEONE FINL SVCS INC        COM              | 2500-12-31      | N/A      | 0.0000% | $13013.00          | $379459.08         | Equities                           |
| CITIZENS & NORTHN CORP         COM              | 2500-12-31      | N/A      | 0.0000% | $2623.00           | $51725.56          | Equities                           |
| CITIZENS & NORTHN CORP         COM              | 2500-12-31      | N/A      | 0.0000% | $28791.00          | $567758.52         | Equities                           |
| STRATEGIC ED INC               COM              | 2500-12-31      | N/A      | 0.0000% | $12.00             | $1028.40           | Equities                           |
| SYNCHRONOSS TECHNOLOGIES INC   COM NEW          | 2500-12-31      | N/A      | 0.0000% | $1301.00           | $8079.21           | Equities                           |
| THE REALREAL INC               COM              | 2500-12-31      | N/A      | 0.0000% | $325646.00         | $3497438.04        | Equities                           |
| SKILLZ INC                     COM CL A         | 2500-12-31      | N/A      | 0.0000% | $175.00            | $1433.25           | Equities                           |
| TETRA TECHNOLOGIES INC DEL     COM              | 2500-12-31      | N/A      | 0.0000% | $273757.00         | $1593265.74        | Equities                           |
| TAL EDUCATION GROUP            SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $827712.00         | $9328314.24        | Equities                           |
| SILICON LABORATORIES INC       COM              | 2500-12-31      | N/A      | 0.0000% | $8917.00           | $1149222.96        | Equities                           |
| SUPERIOR GROUP OF CO INC       COM              | 2500-12-31      | N/A      | 0.0000% | $1436.00           | $15365.20          | Equities                           |
| AMERICAN COASTAL INS CORP      COM              | 2500-12-31      | N/A      | 0.0000% | $26841.00          | $302229.66         | Equities                           |
| FVCBANKCORP INC                COM              | 2500-12-31      | N/A      | 0.0000% | $3116.00           | $40445.68          | Equities                           |
| FIRST INTERNET BANCORP         COM              | 2500-12-31      | N/A      | 0.0000% | $28251.00          | $657118.26         | Equities                           |
| FIRST TR EXCHANGE-TRADED FD    DJ INTERNT IDX   | 2500-12-31      | N/A      | 0.0000% | $5254.00           | $1490139.48        | Equities                           |
| ARCHIMEDES TECH SPAC PARTNERS  ORD SHS          | 2500-12-31      | N/A      | 0.0000% | $50985.00          | $520556.85         | Equities                           |
| WORTHINGTON ENTERPRISES INC    COM              | 2500-12-31      | N/A      | 0.0000% | $4162.00           | $227786.26         | Equities                           |
| CREDO TECHNOLOGY GROUP HOLDING ORDINARY SHARES  | 2500-12-31      | N/A      | 0.0000% | $854872.00         | $124819860.72      | Equities                           |
| CREDICORP LTD                  COM              | 2500-12-31      | N/A      | 0.0000% | $5596.00           | $1496762.12        | Equities                           |
| INTELLICHECK INC               COM NEW          | 2500-12-31      | N/A      | 0.0000% | $17.00             | $89.42             | Equities                           |
| CYBERARK SOFTWARE LTD          SHS              | 2500-12-31      | N/A      | 0.0000% | $257988.00         | $124819754.16      | Equities                           |
| ALPHA & OMEGA SEMICONDUCTOR LT SHS              | 2500-12-31      | N/A      | 0.0000% | $86.00             | $2383.06           | Equities                           |
| NATIONAL BK HLDGS CORP         CL A             | 2500-12-31      | N/A      | 0.0000% | $97790.00          | $3830434.30        | Equities                           |
| NPK INTERNATIONAL INC          COM SHS          | 2500-12-31      | N/A      | 0.0000% | $330190.00         | $3724543.20        | Equities                           |
| NBT BANCORP INC                COM              | 2500-12-31      | N/A      | 0.0000% | $18941.00          | $792491.44         | Equities                           |
| HORIZON BANCORP INC            COM              | 2500-12-31      | N/A      | 0.0000% | $216334.00         | $3489467.42        | Equities                           |
| HUDSON TECHNOLOGIES INC        COM              | 2500-12-31      | N/A      | 0.0000% | $18.00             | $174.78            | Equities                           |
| ALLEGION PLC                   ORD SHS          | 2500-12-31      | N/A      | 0.0000% | $3067.00           | $536847.68         | Equities                           |
| XENON PHARMACEUTICALS INC      COM              | 2500-12-31      | N/A      | 0.0000% | $74422.00          | $2906923.32        | Equities                           |
| XENCOR INC                     COM              | 2500-12-31      | N/A      | 0.0000% | $3712.00           | $42873.60          | Equities                           |
| LUXFER HLDGS PLC               SHS              | 2500-12-31      | N/A      | 0.0000% | $2149.00           | $30000.04          | Equities                           |
| HUYA INC                       ADS REP SHS A    | 2500-12-31      | N/A      | 0.0000% | $8171.00           | $27209.43          | Equities                           |
| CHINA YUCHAI INTL LTD          COM              | 2500-12-31      | N/A      | 0.0000% | $57759.00          | $2374472.49        | Equities                           |
| CORECARD CORPORATION           COM              | 2500-12-31      | N/A      | 0.0000% | $1031.00           | $28239.09          | Equities                           |
| CORECARD CORPORATION           COM              | 2500-12-31      | N/A      | 0.0000% | $3106.00           | $85073.34          | Equities                           |
| HILLENBRAND INC                COM              | 2500-12-31      | N/A      | 0.0000% | $98465.00          | $2603414.60        | Equities                           |
| SAFETY INS GROUP INC           COM              | 2500-12-31      | N/A      | 0.0000% | $4202.00           | $296367.06         | Equities                           |
| MONARCH CASINO & RESORT INC    COM              | 2500-12-31      | N/A      | 0.0000% | $8213.00           | $863268.43         | Equities                           |
| SILVERCREST ASSET MGMT GROUP I CL A             | 2500-12-31      | N/A      | 0.0000% | $21486.00          | $338619.36         | Equities                           |
| TURKCELL ILETISIM HIZMETLERI   SPON ADR NEW     | 2500-12-31      | N/A      | 0.0000% | $53279.00          | $317010.05         | Equities                           |
| ULTRA CLEAN HLDGS INC          COM              | 2500-12-31      | N/A      | 0.0000% | $110944.00         | $2975518.08        | Equities                           |
| STONERIDGE INC                 COM              | 2500-12-31      | N/A      | 0.0000% | $320293.00         | $2440632.66        | Equities                           |
| MERCHANTS BANCORP IND          COM              | 2500-12-31      | N/A      | 0.0000% | $360.00            | $11530.80          | Equities                           |
| MERCANTILE BK CORP             COM              | 2500-12-31      | N/A      | 0.0000% | $6084.00           | $273293.28         | Equities                           |
| ISHARES INC                    MSCI TAIWAN ETF  | 2500-12-31      | N/A      | 0.0000% | $46.00             | $2901.68           | Equities                           |
| ISHARES TR                     U.S. MED DVC ETF | 2500-12-31      | N/A      | 0.0000% | $29129.00          | $1731427.76        | Equities                           |
| ORRSTOWN FINL SVCS INC         COM              | 2500-12-31      | N/A      | 0.0000% | $4593.00           | $156437.58         | Equities                           |
| ORRSTOWN FINL SVCS INC         COM              | 2500-12-31      | N/A      | 0.0000% | $86812.00          | $2956816.72        | Equities                           |
| PEBBLEBROOK HOTEL TR           COM              | 2500-12-31      | N/A      | 0.0000% | $247831.00         | $2864926.36        | Equities                           |
| SMITHFIELD FOODS INC           COM              | 2500-12-31      | N/A      | 0.0000% | $47.00             | $1099.33           | Equities                           |
| SCHWAB STRATEGIC TR            US BRD MKT ETF   | 2500-12-31      | N/A      | 0.0000% | $25095.00          | $643184.85         | Equities                           |
| M-TRON INDS INC                COM              | 2500-12-31      | N/A      | 0.0000% | $281.00            | $14921.10          | Equities                           |
| SCHWAB STRATEGIC TR            US LCAP VA ETF   | 2500-12-31      | N/A      | 0.0000% | $43.00             | $1248.29           | Equities                           |
| MARCUS CORP DEL                COM              | 2500-12-31      | N/A      | 0.0000% | $47045.00          | $725433.90         | Equities                           |
| SANARA MEDTECH INC             COM              | 2500-12-31      | N/A      | 0.0000% | $375.00            | $11940.00          | Equities                           |
| OPPENHEIMER HLDGS INC          CL A NON VTG     | 2500-12-31      | N/A      | 0.0000% | $57434.00          | $4356368.90        | Equities                           |
| ISHARES INC                    MSCI MEXICO ETF  | 2500-12-31      | N/A      | 0.0000% | $110993.00         | $7487587.78        | Equities                           |
| SPS COMM INC                   COM              | 2500-12-31      | N/A      | 0.0000% | $67258.00          | $7065452.90        | Equities                           |
| SCHWAB STRATEGIC TR            US DIVIDEND EQ   | 2500-12-31      | N/A      | 0.0000% | $142601.00         | $3864487.10        | Equities                           |
| SCHWAB STRATEGIC TR            FUNDAMENTAL INTL | 2500-12-31      | N/A      | 0.0000% | $12.00             | $515.28            | Equities                           |
| ONE GAS INC                    COM              | 2500-12-31      | N/A      | 0.0000% | $43.00             | $3473.97           | Equities                           |
| SERVICE PPTYS TR               COM SH BEN INT   | 2500-12-31      | N/A      | 0.0000% | $160557.00         | $428687.19         | Equities                           |
| MATERIALISE NV                 SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $5842.00           | $32481.52          | Equities                           |
| KLAVIYO INC                    COM SER A        | 2500-12-31      | N/A      | 0.0000% | $2094408.00        | $65952907.92       | Equities                           |
| GIBRALTAR INDS INC             COM              | 2500-12-31      | N/A      | 0.0000% | $9436.00           | $599091.64         | Equities                           |
| GOLDMAN SACHS ETF TR           ACTIVEBETA US LG | 2500-12-31      | N/A      | 0.0000% | $7.00              | $910.21            | Equities                           |
| GETTY RLTY CORP NEW            COM              | 2500-12-31      | N/A      | 0.0000% | $19357.00          | $511992.65         | Equities                           |
| KEARNY FINL CORP MD            COM              | 2500-12-31      | N/A      | 0.0000% | $51604.00          | $339554.32         | Equities                           |
| GSK PLC                        SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $42.00             | $1726.20           | Equities                           |
| KIMBALL ELECTRONICS INC        COM              | 2500-12-31      | N/A      | 0.0000% | $151720.00         | $4513670.00        | Equities                           |
| FIRST TR EXCHANGE-TRADED FD    SHS              | 2500-12-31      | N/A      | 0.0000% | $45.00             | $1938.15           | Equities                           |
| FIRST CMNTY BANKSHARES INC VA  COM              | 2500-12-31      | N/A      | 0.0000% | $3091.00           | $106701.32         | Equities                           |
| USANA HEALTH SCIENCES INC      COM              | 2500-12-31      | N/A      | 0.0000% | $62385.00          | $1725569.10        | Equities                           |
| NATIONAL HEALTH INVS INC       COM              | 2500-12-31      | N/A      | 0.0000% | $104911.00         | $8244955.49        | Equities                           |
| SOUTHWEST GAS HLDGS INC        COM              | 2500-12-31      | N/A      | 0.0000% | $11577.00          | $903353.31         | Equities                           |
| NATIONAL BEVERAGE CORP         COM              | 2500-12-31      | N/A      | 0.0000% | $87249.00          | $3216870.63        | Equities                           |
| SKYWEST INC                    COM              | 2500-12-31      | N/A      | 0.0000% | $22737.00          | $2299165.44        | Equities                           |
| ISHARES TR                     RUS TP200 VL ETF | 2500-12-31      | N/A      | 0.0000% | $19.00             | $1666.74           | Equities                           |
| ONE STOP SYS INC               COM              | 2500-12-31      | N/A      | 0.0000% | $162982.00         | $909439.56         | Equities                           |
| MIDLAND STATES BANCORP INC     COM              | 2500-12-31      | N/A      | 0.0000% | $9175.00           | $156892.50         | Equities                           |
| MIDLAND STATES BANCORP INC     COM              | 2500-12-31      | N/A      | 0.0000% | $114384.00         | $1955966.40        | Equities                           |
| METHODE ELECTRS INC            COM              | 2500-12-31      | N/A      | 0.0000% | $4127.00           | $30952.50          | Equities                           |
| METHODE ELECTRS INC            COM              | 2500-12-31      | N/A      | 0.0000% | $152234.00         | $1141755.00        | Equities                           |
| ONE STOP SYS INC               COM              | 2500-12-31      | N/A      | 0.0000% | $2909.00           | $16232.22          | Equities                           |
| MCGRATH RENTCORP               COM              | 2500-12-31      | N/A      | 0.0000% | $3498.00           | $408846.24         | Equities                           |
| SELECTIVE INS GROUP INC        COM              | 2500-12-31      | N/A      | 0.0000% | $171822.00         | $13632357.48       | Equities                           |
| SIGA TECHNOLOGIES INC          COM              | 2500-12-31      | N/A      | 0.0000% | $112935.00         | $1011897.60        | Equities                           |
| SUI GROUP HOLDINGS LIMITED     COM NEW          | 2500-12-31      | N/A      | 0.0000% | $983.00            | $3971.32           | Equities                           |
| MIDWESTONE FINL GROUP INC NEW  COM              | 2500-12-31      | N/A      | 0.0000% | $2367.00           | $67364.82          | Equities                           |
| MIDWESTONE FINL GROUP INC NEW  COM              | 2500-12-31      | N/A      | 0.0000% | $4057.00           | $115462.22         | Equities                           |
| FRANKLIN ELEC INC              COM              | 2500-12-31      | N/A      | 0.0000% | $2560.00           | $241126.40         | Equities                           |
| FRANKLIN COVEY CO              COM              | 2500-12-31      | N/A      | 0.0000% | $2143.00           | $42281.39          | Equities                           |
| GRAVITY CO LTD                 SPONSORED ADS NE | 2500-12-31      | N/A      | 0.0000% | $435.00            | $28275.00          | Equities                           |
| GRAY MEDIA INC                 COM              | 2500-12-31      | N/A      | 0.0000% | $49843.00          | $282609.81         | Equities                           |
| GOLDMAN SACHS GROUP INC        COM              | 2500-12-31      | N/A      | 0.0000% | $30417.00          | $24458918.04       | Equities                           |
| INTERDIGITAL INC               COM              | 2500-12-31      | N/A      | 0.0000% | $17271.00          | $6021361.44        | Equities                           |
| LANTRONIX INC                  COM NEW          | 2500-12-31      | N/A      | 0.0000% | $25.00             | $112.25            | Equities                           |
| LANTRONIX INC                  COM NEW          | 2500-12-31      | N/A      | 0.0000% | $25204.00          | $113165.96         | Equities                           |
| IRSA INVERSIONES Y REP S A     SPON GDS ECH  10 | 2500-12-31      | N/A      | 0.0000% | $2418.00           | $29523.78          | Equities                           |
| IDT CORP                       CL B NEW         | 2500-12-31      | N/A      | 0.0000% | $199098.00         | $12760190.82       | Equities                           |
| INOGEN INC                     COM              | 2500-12-31      | N/A      | 0.0000% | $74517.00          | $604332.87         | Equities                           |
| INDEPENDENT BK CORP MICH       COM NEW          | 2500-12-31      | N/A      | 0.0000% | $7565.00           | $234439.35         | Equities                           |
| INDUSTRIAL LOGISTICS PPTYS TR  COM SHS BEN INT  | 2500-12-31      | N/A      | 0.0000% | $7697.00           | $45335.33          | Equities                           |
| HCI GROUP INC                  COM              | 2500-12-31      | N/A      | 0.0000% | $2530.00           | $472654.60         | Equities                           |
| INVESCO EXCHANGE TRADED FD TR  S&P500 EQL MAT   | 2500-12-31      | N/A      | 0.0000% | $3.00              | $97.84             | Equities                           |
| ISHARES TR                     GLOB HLTHCRE ETF | 2500-12-31      | N/A      | 0.0000% | $1739.00           | $150614.79         | Equities                           |
| MARTEN TRANS LTD               COM              | 2500-12-31      | N/A      | 0.0000% | $139543.00         | $1486132.95        | Equities                           |
| SCHWAB STRATEGIC TR            US LCAP VA ETF   | 2500-12-31      | N/A      | 0.0000% | $67968.00          | $1973111.04        | Equities                           |
| OLYMPIC STEEL INC              COM              | 2500-12-31      | N/A      | 0.0000% | $553.00            | $16617.65          | Equities                           |
| MANCHESTER UTD PLC NEW         ORD CL A         | 2500-12-31      | N/A      | 0.0000% | $5.00              | $77.65             | Equities                           |
| GRAB HOLDINGS LIMITED          CLASS A ORD      | 2500-12-31      | N/A      | 0.0000% | $1086674.00        | $6639578.14        | Equities                           |
| GRAB HOLDINGS LIMITED          CLASS A ORD      | 2500-12-31      | N/A      | 0.0000% | $6426544.00        | $39266183.84       | Equities                           |
| ZILLOW GROUP INC               CL A             | 2500-12-31      | N/A      | 0.0000% | $208.00            | $16213.60          | Equities                           |
| MERUS N V                      COM              | 2500-12-31      | N/A      | 0.0000% | $416417.00         | $39005780.39       | Equities                           |
| APTIV PLC                      COM SHS          | 2500-12-31      | N/A      | 0.0000% | $2341.00           | $200787.57         | Equities                           |
| SOUTHERN FIRST BANCSHARES      COM              | 2500-12-31      | N/A      | 0.0000% | $1278.00           | $56653.74          | Equities                           |
| ISHARES TR                     U.S. FINLS ETF   | 2500-12-31      | N/A      | 0.0000% | $11094.00          | $1410713.04        | Equities                           |
| KORNIT DIGITAL LTD             SHS              | 2500-12-31      | N/A      | 0.0000% | $15285.00          | $206500.35         | Equities                           |
| ITRON INC                      COM              | 2500-12-31      | N/A      | 0.0000% | $377.00            | $46808.32          | Equities                           |
| ITRON INC                      COM              | 2500-12-31      | N/A      | 0.0000% | $44240.00          | $5492838.40        | Equities                           |
| HELEN OF TROY LTD              COM              | 2500-12-31      | N/A      | 0.0000% | $8263.00           | $212606.99         | Equities                           |
| IROBOT CORP                    COM              | 2500-12-31      | N/A      | 0.0000% | $211060.00         | $736599.40         | Equities                           |
| THERAVANCE BIOPHARMA INC       COM              | 2500-12-31      | N/A      | 0.0000% | $46479.00          | $670691.97         | Equities                           |
| SOUTHERN FIRST BANCSHARES      COM              | 2500-12-31      | N/A      | 0.0000% | $15463.00          | $685474.79         | Equities                           |
| ISHARES TR                     US HLTHCARE ETF  | 2500-12-31      | N/A      | 0.0000% | $2654.00           | $152074.20         | Equities                           |
| ISHARES INC                    MSCI AUST ETF    | 2500-12-31      | N/A      | 0.0000% | $3087.00           | $83287.26          | Equities                           |
| READY CAPITAL CORP             COM              | 2500-12-31      | N/A      | 0.0000% | $74.00             | $298.96            | Equities                           |
| PRIMEENERGY RESOURCES CORP     COM              | 2500-12-31      | N/A      | 0.0000% | $12872.00          | $2071233.52        | Equities                           |
| PREMIER INC                    CL A             | 2500-12-31      | N/A      | 0.0000% | $109448.00         | $3042654.40        | Equities                           |
| SELECT MED HLDGS CORP          COM              | 2500-12-31      | N/A      | 0.0000% | $18825.00          | $235312.50         | Equities                           |
| SOUNDTHINKING INC              COM              | 2500-12-31      | N/A      | 0.0000% | $324.00            | $3891.24           | Equities                           |
| JAMES RIV GROUP LTD            COM              | 2500-12-31      | N/A      | 0.0000% | $3158.00           | $17842.70          | Equities                           |
| JAMES RIV GROUP LTD            COM              | 2500-12-31      | N/A      | 0.0000% | $42315.00          | $239079.75         | Equities                           |
| ROCKET PHARMACEUTICALS INC     COM              | 2500-12-31      | N/A      | 0.0000% | $30561.00          | $100240.08         | Equities                           |
| PUBMATIC INC                   COM CL A         | 2500-12-31      | N/A      | 0.0000% | $31.00             | $262.57            | Equities                           |
| RIVERVIEW BANCORP INC          COM              | 2500-12-31      | N/A      | 0.0000% | $476.00            | $2546.60           | Equities                           |
| RIVERVIEW BANCORP INC          COM              | 2500-12-31      | N/A      | 0.0000% | $126568.00         | $677138.80         | Equities                           |
| ROCKY BRANDS INC               COM              | 2500-12-31      | N/A      | 0.0000% | $32122.00          | $948562.66         | Equities                           |
| ROCKET PHARMACEUTICALS INC     COM              | 2500-12-31      | N/A      | 0.0000% | $865791.00         | $2839794.48        | Equities                           |
| VERINT SYS INC                 COM              | 2500-12-31      | N/A      | 0.0000% | $849565.00         | $17229178.20       | Equities                           |
| ZURA BIO LTD                   CLASS A ORD SHS  | 2500-12-31      | N/A      | 0.0000% | $12414.00          | $37117.86          | Equities                           |
| XBIOTECH INC                   COM              | 2500-12-31      | N/A      | 0.0000% | $80098.00          | $215463.62         | Equities                           |
| JAMES HARDIE INDS PLC          ORD SHS          | 2500-12-31      | N/A      | 0.0000% | $174161.00         | $3275968.41        | Equities                           |
| WATERSTONE FINL INC MD         COM              | 2500-12-31      | N/A      | 0.0000% | $11048.00          | $172901.20         | Equities                           |
| CURIOSITYSTREAM INC            COM CL A         | 2500-12-31      | N/A      | 0.0000% | $1119.00           | $6053.79           | Equities                           |
| BANK HAWAII CORP               COM              | 2500-12-31      | N/A      | 0.0000% | $220450.00         | $14454906.50       | Equities                           |
| ASSURANT INC                   COM              | 2500-12-31      | N/A      | 0.0000% | $15.00             | $3216.75           | Equities                           |
| APPLIED DIGITAL CORP           COM NEW          | 2500-12-31      | N/A      | 0.0000% | $25.00             | $553.75            | Equities                           |
| AVIAT NETWORKS INC             COM NEW          | 2500-12-31      | N/A      | 0.0000% | $1631.00           | $37056.32          | Equities                           |
| DONEGAL GROUP INC              CL A             | 2500-12-31      | N/A      | 0.0000% | $2647.00           | $50875.34          | Equities                           |
| CUSTOMERS BANCORP INC          COM              | 2500-12-31      | N/A      | 0.0000% | $5510.00           | $361456.00         | Equities                           |
| DBX ETF TR                     XTRACK MSCI EAFE | 2500-12-31      | N/A      | 0.0000% | $849.00            | $39283.23          | Equities                           |
| EUROPEAN WAX CTR INC           CLASS A COM      | 2500-12-31      | N/A      | 0.0000% | $20743.00          | $81105.13          | Equities                           |
| CRYOPORT INC                   COM PAR $0.001   | 2500-12-31      | N/A      | 0.0000% | $5432.00           | $51115.12          | Equities                           |
| ENOVA INTL INC                 COM              | 2500-12-31      | N/A      | 0.0000% | $19224.00          | $2344559.04        | Equities                           |
| EVENTBRITE INC                 COM CL A         | 2500-12-31      | N/A      | 0.0000% | $9790.00           | $26433.00          | Equities                           |
| EVOLUS INC                     COM              | 2500-12-31      | N/A      | 0.0000% | $25026.00          | $153659.64         | Equities                           |
| CAPITOL FED FINL INC           COM              | 2500-12-31      | N/A      | 0.0000% | $178535.00         | $1131911.90        | Equities                           |
| CINEMARK HLDGS INC             COM              | 2500-12-31      | N/A      | 0.0000% | $288178.00         | $7942185.68        | Equities                           |
| CAPITAL GROUP INTL FOCUS EQTY  SHS CREATION UNI | 2500-12-31      | N/A      | 0.0000% | $40.00             | $1182.40           | Equities                           |
| CONMED CORP                    COM              | 2500-12-31      | N/A      | 0.0000% | $7026.00           | $320877.42         | Equities                           |
| CENTURY ALUM CO                COM              | 2500-12-31      | N/A      | 0.0000% | $134700.00         | $3959506.50        | Equities                           |
| APOGEE ENTERPRISES INC         COM              | 2500-12-31      | N/A      | 0.0000% | $69.00             | $3032.55           | Equities                           |
| APOGEE ENTERPRISES INC         COM              | 2500-12-31      | N/A      | 0.0000% | $9879.00           | $434182.05         | Equities                           |
| CANTALOUPE INC                 COM              | 2500-12-31      | N/A      | 0.0000% | $519962.00         | $5511597.20        | Equities                           |
| FORMFACTOR INC                 COM              | 2500-12-31      | N/A      | 0.0000% | $51047.00          | $1850453.75        | Equities                           |
| SELECTQUOTE INC                COM              | 2500-12-31      | N/A      | 0.0000% | $3098.00           | $6226.98           | Equities                           |
| STEALTHGAS INC                 SHS              | 2500-12-31      | N/A      | 0.0000% | $337.00            | $2251.16           | Equities                           |
| STEALTHGAS INC                 SHS              | 2500-12-31      | N/A      | 0.0000% | $88253.00          | $589530.04         | Equities                           |
| DNOW INC                       COM              | 2500-12-31      | N/A      | 0.0000% | $3.00              | $45.72             | Equities                           |
| NEXTCURE INC                   COM NEW          | 2500-12-31      | N/A      | 0.0000% | $1.00              | $5.72              | Equities                           |
| TITAN MACHY INC                COM              | 2500-12-31      | N/A      | 0.0000% | $5071.00           | $85750.61          | Equities                           |
| RLX TECHNOLOGY INC             SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $17.00             | $42.67             | Equities                           |
| STAR HLDGS                     SHS BEN INT      | 2500-12-31      | N/A      | 0.0000% | $1959.00           | $16220.52          | Equities                           |
| KFORCE INC                     COM              | 2500-12-31      | N/A      | 0.0000% | $1090.00           | $32612.80          | Equities                           |
| NOAH HLDGS LTD                 SPON ADS         | 2500-12-31      | N/A      | 0.0000% | $38873.00          | $446650.77         | Equities                           |
| NUSCALE PWR CORP               CL A COM         | 2500-12-31      | N/A      | 0.0000% | $38.00             | $1450.08           | Equities                           |
| GOPRO INC                      CL A             | 2500-12-31      | N/A      | 0.0000% | $34210.00          | $73209.40          | Equities                           |
| VANGUARD INTL EQUITY INDEX FDS FTSE EMR MKT ETF | 2500-12-31      | N/A      | 0.0000% | $73658.00          | $3973112.52        | Equities                           |
| VANGUARD SCOTTSDALE FDS        VNG RUS1000VAL   | 2500-12-31      | N/A      | 0.0000% | $41.00             | $3656.38           | Equities                           |
| GRANITE CONSTR INC             COM              | 2500-12-31      | N/A      | 0.0000% | $33827.00          | $3689172.62        | Equities                           |
| PREFERRED BK LOS ANGELES CA    COM NEW          | 2500-12-31      | N/A      | 0.0000% | $3190.00           | $288535.50         | Equities                           |
| VIPSHOP HLDGS LTD              SPONSORED ADS A  | 2500-12-31      | N/A      | 0.0000% | $464655.00         | $8870263.95        | Equities                           |
| VAREX IMAGING CORP             COM              | 2500-12-31      | N/A      | 0.0000% | $3962.00           | $48019.44          | Equities                           |
| VERMILION ENERGY INC           COM              | 2500-12-31      | N/A      | 0.0000% | $19533.00          | $157240.65         | Equities                           |
| LAZARD INC                     COM              | 2500-12-31      | N/A      | 0.0000% | $13319.00          | $707505.28         | Equities                           |
| TIPTREE INC                    COM              | 2500-12-31      | N/A      | 0.0000% | $12345.00          | $241036.12         | Equities                           |
| TIPTREE INC                    COM              | 2500-12-31      | N/A      | 0.0000% | $19320.00          | $377223.00         | Equities                           |
| SUNSTONE HOTEL INVS INC NEW    COM              | 2500-12-31      | N/A      | 0.0000% | $696340.00         | $6657010.40        | Equities                           |
| KINROSS GOLD CORP              COM              | 2500-12-31      | N/A      | 0.0000% | $62907.00          | $1533043.59        | Equities                           |
| TENNANT CO                     COM              | 2500-12-31      | N/A      | 0.0000% | $200.00            | $16062.00          | Equities                           |
| TENNANT CO                     COM              | 2500-12-31      | N/A      | 0.0000% | $2663.00           | $213865.53         | Equities                           |
| GROUP 1 AUTOMOTIVE INC         COM              | 2500-12-31      | N/A      | 0.0000% | $37292.00          | $16311893.72       | Equities                           |
| GREEN DOT CORP                 CL A             | 2500-12-31      | N/A      | 0.0000% | $2052.00           | $29158.92          | Equities                           |
| GREEN DOT CORP                 CL A             | 2500-12-31      | N/A      | 0.0000% | $272676.00         | $3874725.96        | Equities                           |
| M/I HOMES INC                  COM              | 2500-12-31      | N/A      | 0.0000% | $30007.00          | $4359416.96        | Equities                           |
| 1 800 FLOWERS COM INC          CL A             | 2500-12-31      | N/A      | 0.0000% | $606089.00         | $2945592.54        | Equities                           |
| ISHARES TR                     MSCI SAUDI ARBIA | 2500-12-31      | N/A      | 0.0000% | $504.00            | $20235.60          | Equities                           |
| OPTICAL CABLE CORP             COM NEW          | 2500-12-31      | N/A      | 0.0000% | $804.00            | $6584.76           | Equities                           |
| DISTRIBUTION SOLUTIONS GRP INC COM              | 2500-12-31      | N/A      | 0.0000% | $11176.00          | $325445.12         | Equities                           |
| KELLY SVCS INC                 CL A             | 2500-12-31      | N/A      | 0.0000% | $233191.00         | $3064129.74        | Equities                           |
| SURMODICS INC                  COM              | 2500-12-31      | N/A      | 0.0000% | $36079.00          | $1079122.89        | Equities                           |
| HEARTLAND EXPRESS INC          COM              | 2500-12-31      | N/A      | 0.0000% | $43402.00          | $368048.96         | Equities                           |
| NAPCO SEC TECHNOLOGIES INC     COM              | 2500-12-31      | N/A      | 0.0000% | $3360.00           | $142766.40         | Equities                           |
| GRUPO TELEVISA S A B           SPON ADR REP ORD | 2500-12-31      | N/A      | 0.0000% | $16726.00          | $44156.64          | Equities                           |
| PARAMOUNT GROUP INC            COM              | 2500-12-31      | N/A      | 0.0000% | $2079812.00        | $13560374.24       | Equities                           |
| PIPER SANDLER COMPANIES        COM              | 2500-12-31      | N/A      | 0.0000% | $19808.00          | $6985489.28        | Equities                           |
| HELIX ENERGY SOLUTIONS GRP INC COM              | 2500-12-31      | N/A      | 0.0000% | $18610.00          | $124873.10         | Equities                           |
| PRA GROUP INC                  COM              | 2500-12-31      | N/A      | 0.0000% | $87342.00          | $1395725.16        | Equities                           |
| NATIONAL HEALTHCARE CORP       COM              | 2500-12-31      | N/A      | 0.0000% | $14374.00          | $1760383.78        | Equities                           |
| NMI HLDGS INC                  COM              | 2500-12-31      | N/A      | 0.0000% | $184645.00         | $7143915.05        | Equities                           |
| GRANITESHARES ETF TR           2X LONG TSLA DAI | 2500-12-31      | N/A      | 0.0000% | $285.00            | $9635.85           | Equities                           |
| PTC THERAPEUTICS INC           COM              | 2500-12-31      | N/A      | 0.0000% | $272863.00         | $16549140.95       | Equities                           |
| STEELCASE INC                  CL A             | 2500-12-31      | N/A      | 0.0000% | $1753349.00        | $30140069.31       | Equities                           |
| GREIF INC                      CL B             | 2500-12-31      | N/A      | 0.0000% | $121.00            | $7419.72           | Equities                           |
| OPTICAL CABLE CORP             COM NEW          | 2500-12-31      | N/A      | 0.0000% | $22282.00          | $182489.58         | Equities                           |
| PARK-OHIO HLDGS CORP           COM              | 2500-12-31      | N/A      | 0.0000% | $1590.00           | $32992.50          | Equities                           |
| PARK-OHIO HLDGS CORP           COM              | 2500-12-31      | N/A      | 0.0000% | $14550.00          | $301912.50         | Equities                           |
| GREENBRIER COS INC             COM              | 2500-12-31      | N/A      | 0.0000% | $157226.00         | $7226106.96        | Equities                           |
| CYTOMX THERAPEUTICS INC        COM              | 2500-12-31      | N/A      | 0.0000% | $65888.00          | $212818.24         | Equities                           |
| CHEMUNG FINL CORP              COM              | 2500-12-31      | N/A      | 0.0000% | $3431.00           | $180779.39         | Equities                           |
| CALIX INC                      COM              | 2500-12-31      | N/A      | 0.0000% | $71648.00          | $4397754.24        | Equities                           |
| CERUS CORP                     COM              | 2500-12-31      | N/A      | 0.0000% | $32057.00          | $48726.64          | Equities                           |
| ASHLAND INC                    COM              | 2500-12-31      | N/A      | 0.0000% | $194.00            | $9238.28           | Equities                           |
| BAUSCH PLUS LOMB CORP          COMMON SHARES    | 2500-12-31      | N/A      | 0.0000% | $20.00             | $299.20            | Equities                           |
| BRP INC                        COM SUN VTG      | 2500-12-31      | N/A      | 0.0000% | $8463.00           | $512434.65         | Equities                           |
| BITFARMS LTD                   COM              | 2500-12-31      | N/A      | 0.0000% | $178809.00         | $504241.38         | Equities                           |
| BANK MARIN BANCORP             COM              | 2500-12-31      | N/A      | 0.0000% | $1574.00           | $38248.20          | Equities                           |
| CENTRAIS ELETRICAS BRASILEIRAS SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $423.00            | $4191.93           | Equities                           |
| EAGLE BANCORP INC MD           COM              | 2500-12-31      | N/A      | 0.0000% | $7605.00           | $153544.95         | Equities                           |
| EAGLE BANCORP INC MD           COM              | 2500-12-31      | N/A      | 0.0000% | $74924.00          | $1512715.56        | Equities                           |
| AXOGEN INC                     COM              | 2500-12-31      | N/A      | 0.0000% | $87480.00          | $1509904.80        | Equities                           |
| 89BIO INC                      COM              | 2500-12-31      | N/A      | 0.0000% | $2404583.00        | $35347370.10       | Equities                           |
| DUCOMMUN INC DEL               COM              | 2500-12-31      | N/A      | 0.0000% | $74911.00          | $6999683.84        | Equities                           |
| CIVISTA BANCSHARES INC         COM NO PAR       | 2500-12-31      | N/A      | 0.0000% | $90915.00          | $1848301.95        | Equities                           |
| CERIBELL INC                   COM              | 2500-12-31      | N/A      | 0.0000% | $1407.00           | $16180.50          | Equities                           |
| GRANITESHARES ETF TR           2X LONG PLTR     | 2500-12-31      | N/A      | 0.0000% | $969.00            | $30252.18          | Equities                           |
| FUELCELL ENERGY INC            COM NEW          | 2500-12-31      | N/A      | 0.0000% | $502705.00         | $3911044.90        | Equities                           |
| FIRST BUSEY CORP               COM NEW          | 2500-12-31      | N/A      | 0.0000% | $379462.00         | $8917357.00        | Equities                           |
| FIDELITY COVINGTON TRUST       MSCI UTILS INDEX | 2500-12-31      | N/A      | 0.0000% | $643.00            | $36226.62          | Equities                           |
| FIRST BK WILLIAMSTOWN NEW JERS COM              | 2500-12-31      | N/A      | 0.0000% | $48342.00          | $776855.94         | Equities                           |
| FIVE9 INC                      COM              | 2500-12-31      | N/A      | 0.0000% | $127553.00         | $3248774.91        | Equities                           |
| FLEXSHARES TR                  MORNSTAR UPSTR   | 2500-12-31      | N/A      | 0.0000% | $90.00             | $3940.20           | Equities                           |
| FINANCIAL INSTNS INC           COM              | 2500-12-31      | N/A      | 0.0000% | $34534.00          | $935871.40         | Equities                           |
| FRANKLIN RESOURCES INC         COM              | 2500-12-31      | N/A      | 0.0000% | $99.00             | $2313.63           | Equities                           |
| SPDR SERIES TRUST              SPDR S&P 500 ETF | 2500-12-31      | N/A      | 0.0000% | $1.00              | $54.63             | Equities                           |
| SAUL CTRS INC                  COM              | 2500-12-31      | N/A      | 0.0000% | $6901.00           | $216415.36         | Equities                           |
| SOHU COM LTD                   SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $45.00             | $724.50            | Equities                           |
| MYERS INDS INC                 COM              | 2500-12-31      | N/A      | 0.0000% | $107124.00         | $1786828.32        | Equities                           |
| MEDIAALPHA INC                 CL A             | 2500-12-31      | N/A      | 0.0000% | $498.00            | $5722.02           | Equities                           |
| NATURES SUNSHINE PRODS INC     COM              | 2500-12-31      | N/A      | 0.0000% | $1709.00           | $25993.89          | Equities                           |
| MOTORCAR PTS AMER INC          COM              | 2500-12-31      | N/A      | 0.0000% | $21898.00          | $355623.52         | Equities                           |
| MOTORCAR PTS AMER INC          COM              | 2500-12-31      | N/A      | 0.0000% | $1451.00           | $23564.24          | Equities                           |
| MATRIX SVC CO                  COM              | 2500-12-31      | N/A      | 0.0000% | $167542.00         | $2144537.60        | Equities                           |
| MAXLINEAR INC                  COM              | 2500-12-31      | N/A      | 0.0000% | $229534.00         | $3661067.30        | Equities                           |
| AMERICAN COASTAL INS CORP      COM              | 2500-12-31      | N/A      | 0.0000% | $3028.00           | $34095.28          | Equities                           |
| UNITED NAT FOODS INC           COM              | 2500-12-31      | N/A      | 0.0000% | $21522.00          | $683538.72         | Equities                           |
| WALKER & DUNLOP INC            COM              | 2500-12-31      | N/A      | 0.0000% | $2.00              | $166.22            | Equities                           |
| WEST BANCORPORATION INC        CAP STK          | 2500-12-31      | N/A      | 0.0000% | $33538.00          | $685516.72         | Equities                           |
| VIRTUS INVT PARTNERS INC       COM              | 2500-12-31      | N/A      | 0.0000% | $14671.00          | $2807589.27        | Equities                           |
| RECURSION PHARMACEUTICALS INC  CL A             | 2500-12-31      | N/A      | 0.0000% | $31668.00          | $155489.88         | Equities                           |
| WAFD INC                       COM              | 2500-12-31      | N/A      | 0.0000% | $48313.00          | $1472580.24        | Equities                           |
| HAWTHORN BANCSHARES INC        COM              | 2500-12-31      | N/A      | 0.0000% | $106.00            | $3269.04           | Equities                           |
| WEIS MKTS INC                  COM              | 2500-12-31      | N/A      | 0.0000% | $4990.00           | $362074.40         | Equities                           |
| WINNEBAGO INDS INC             COM              | 2500-12-31      | N/A      | 0.0000% | $56791.00          | $1922375.35        | Equities                           |
| WESBANCO INC                   COM              | 2500-12-31      | N/A      | 0.0000% | $162201.00         | $5190432.00        | Equities                           |
| ALPS ETF TR                    ALERIAN MLP      | 2500-12-31      | N/A      | 0.0000% | $55.00             | $2583.90           | Equities                           |
| ABEONA THERAPEUTICS INC        COM NEW          | 2500-12-31      | N/A      | 0.0000% | $444.00            | $2366.52           | Equities                           |
| AERSALE CORPORATION            COM              | 2500-12-31      | N/A      | 0.0000% | $4477.00           | $36890.48          | Equities                           |
| ALICO INC                      COM              | 2500-12-31      | N/A      | 0.0000% | $2883.00           | $96710.24          | Equities                           |
| AMN HEALTHCARE SVCS INC        COM              | 2500-12-31      | N/A      | 0.0000% | $255051.00         | $4720994.01        | Equities                           |
| A10 NETWORKS INC               COM              | 2500-12-31      | N/A      | 0.0000% | $404003.00         | $7304374.24        | Equities                           |
| AEGON LTD                      AMER REG 1 CERT  | 2500-12-31      | N/A      | 0.0000% | $3303.00           | $26159.76          | Equities                           |
| ACI WORLDWIDE INC              COM              | 2500-12-31      | N/A      | 0.0000% | $78713.00          | $4119838.42        | Equities                           |
| BERRY CORP                     COM              | 2049-01-01      | N/A      | 0.0000% | $13570.00          | $51837.40          | Equities                           |
| BANK MARIN BANCORP             COM              | 2500-12-31      | N/A      | 0.0000% | $5260.00           | $127818.00         | Equities                           |
| BLACKLINE INC                  COM              | 2500-12-31      | N/A      | 0.0000% | $24.00             | $1269.36           | Equities                           |
| BAR HBR BANKSHARES             COM              | 2500-12-31      | N/A      | 0.0000% | $3437.00           | $105619.01         | Equities                           |
| BAR HBR BANKSHARES             COM              | 2500-12-31      | N/A      | 0.0000% | $8774.00           | $269625.02         | Equities                           |
| BANKUNITED INC                 COM              | 2500-12-31      | N/A      | 0.0000% | $179320.00         | $6850024.00        | Equities                           |
| BEACON FINANCIAL CORP.         COM              | 2500-12-31      | N/A      | 0.0000% | $164650.00         | $3898912.00        | Equities                           |
| BLUE RIDGE BANKSHARES INC VA   COM              | 2500-12-31      | N/A      | 0.0000% | $58166.00          | $247787.16         | Equities                           |
| BERKSHIRE HATHAWAY INC DEL     CL A             | 2500-12-31      | N/A      | 0.0000% | $2.00              | $1498600.00        | Equities                           |
| BITCOIN DEPOT INC              COM              | 2500-12-31      | N/A      | 0.0000% | $7924.00           | $27971.72          | Equities                           |
| BLUE RIDGE BANKSHARES INC VA   COM              | 2500-12-31      | N/A      | 0.0000% | $4599.00           | $19591.74          | Equities                           |
| BERRY CORP                     COM              | 2049-01-01      | N/A      | 0.0000% | $519276.00         | $1983634.32        | Equities                           |
| DIAMONDROCK HOSPITALITY CO     COM              | 2500-12-31      | N/A      | 0.0000% | $851389.00         | $6879223.12        | Equities                           |
| CENTERRA GOLD INC              COM              | 2500-12-31      | N/A      | 0.0000% | $779085.00         | $8102484.00        | Equities                           |
| COHU INC                       COM              | 2500-12-31      | N/A      | 0.0000% | $189864.00         | $3810570.48        | Equities                           |
| COHEN & STEERS INC             COM              | 2500-12-31      | N/A      | 0.0000% | $2000.00           | $133060.00         | Equities                           |
| CLEARFIELD INC                 COM              | 2500-12-31      | N/A      | 0.0000% | $11755.00          | $396496.15         | Equities                           |
| CLEARWATER PAPER CORP          COM              | 2500-12-31      | N/A      | 0.0000% | $45191.00          | $935453.70         | Equities                           |
| CLEARWATER PAPER CORP          COM              | 2500-12-31      | N/A      | 0.0000% | $138.00            | $2856.60           | Equities                           |
| CHART INDS INC                 COM              | 2500-12-31      | N/A      | 0.0000% | $624662.00         | $124819960.84      | Equities                           |
| EZCORP INC                     CL A NON VTG     | 2500-12-31      | N/A      | 0.0000% | $37382.00          | $715865.30         | Equities                           |
| EPSILON ENERGY LTD             COM              | 2500-12-31      | N/A      | 0.0000% | $5022.00           | $25210.44          | Equities                           |
| ELECTROMED INC                 COM              | 2500-12-31      | N/A      | 0.0000% | $224.00            | $5496.96           | Equities                           |
| COLONY BANKCORP INC            COM              | 2500-12-31      | N/A      | 0.0000% | $48001.00          | $831857.33         | Equities                           |
| CHATHAM LODGING TR             COM              | 2500-12-31      | N/A      | 0.0000% | $60430.00          | $413945.50         | Equities                           |
| ELECTROMED INC                 COM              | 2500-12-31      | N/A      | 0.0000% | $58131.00          | $1426534.74        | Equities                           |
| EMPLOYERS HLDGS INC            COM              | 2500-12-31      | N/A      | 0.0000% | $8543.00           | $358293.42         | Equities                           |
| ENERGY SVCS ACQUISITION CORP   COM              | 2500-12-31      | N/A      | 0.0000% | $14923.00          | $158631.49         | Equities                           |
| EASTGROUP PPTYS INC            COM              | 2500-12-31      | N/A      | 0.0000% | $29.00             | $4911.44           | Equities                           |
| ENDEAVOUR SILVER CORP          COM              | 2500-12-31      | N/A      | 0.0000% | $192417.00         | $1523942.64        | Equities                           |
| ADTRAN HOLDINGS INC            COM              | 2500-12-31      | N/A      | 0.0000% | $2071.00           | $19115.33          | Equities                           |
| ALSET INC                      COM NEW          | 2500-12-31      | N/A      | 0.0000% | $14.00             | $36.54             | Equities                           |
| ACCURAY INC                    COM              | 2500-12-31      | N/A      | 0.0000% | $4553.00           | $7421.39           | Equities                           |
| AFFILIATED MANAGERS GROUP INC  COM              | 2500-12-31      | N/A      | 0.0000% | $4.00              | $954.92            | Equities                           |
| ACCO BRANDS CORP               COM              | 2500-12-31      | N/A      | 0.0000% | $245413.00         | $979197.87         | Equities                           |
| ADOBE INC                      COM              | 2500-12-31      | N/A      | 0.0000% | $72389.00          | $26018054.38       | Equities                           |
| ADDUS HOMECARE CORP            COM              | 2500-12-31      | N/A      | 0.0000% | $591.00            | $69613.89          | Equities                           |
| ACADIA PHARMACEUTICALS INC     COM              | 2500-12-31      | N/A      | 0.0000% | $250081.00         | $5331726.92        | Equities                           |
| BLACKBAUD INC                  COM              | 2500-12-31      | N/A      | 0.0000% | $87656.00          | $5538982.64        | Equities                           |
| BLUE FOUNDRY BANCORP           COM              | 2500-12-31      | N/A      | 0.0000% | $3780.00           | $34700.40          | Equities                           |
| ALLETE INC                     COM NEW          | 2500-12-31      | N/A      | 0.0000% | $51790.00          | $3434194.90        | Equities                           |
| ALLY FINL INC                  COM              | 2500-12-31      | N/A      | 0.0000% | $703.00            | $28021.58          | Equities                           |
| EHEALTH INC                    COM              | 2500-12-31      | N/A      | 0.0000% | $4848.00           | $19198.08          | Equities                           |
| CONTINEUM THERAPEUTICS INC     CL A             | 2500-12-31      | N/A      | 0.0000% | $124.00            | $1465.68           | Equities                           |
| CUMBERLAND PHARMACEUTICALS INC COM              | 2500-12-31      | N/A      | 0.0000% | $23.00             | $72.68             | Equities                           |
| COMMSCOPE HLDG CO INC          COM              | 2500-12-31      | N/A      | 0.0000% | $562291.00         | $8659281.40        | Equities                           |
| DOCEBO INC                     COM              | 2500-12-31      | N/A      | 0.0000% | $7026.00           | $195393.06         | Equities                           |
| CITIZENS FINL GROUP INC        COM              | 2500-12-31      | N/A      | 0.0000% | $417.00            | $22372.05          | Equities                           |
| CLARUS CORP NEW                COM              | 2500-12-31      | N/A      | 0.0000% | $61825.00          | $219478.75         | Equities                           |
| COLUMBUS MCKINNON CORP N Y     COM              | 2500-12-31      | N/A      | 0.0000% | $152117.00         | $2193527.14        | Equities                           |
| TRUBRIDGE INC                  COM              | 2500-12-31      | N/A      | 0.0000% | $69676.00          | $1417906.60        | Equities                           |
| CONNECTONE BANCORP INC         COM              | 2500-12-31      | N/A      | 0.0000% | $178399.00         | $4474246.92        | Equities                           |
| CITY HLDG CO                   COM              | 2500-12-31      | N/A      | 0.0000% | $6328.00           | $785621.20         | Equities                           |
| CITI TRENDS INC                COM              | 2500-12-31      | N/A      | 0.0000% | $14202.00          | $441540.18         | Equities                           |
| BJS RESTAURANTS INC            COM              | 2500-12-31      | N/A      | 0.0000% | $5378.00           | $163114.74         | Equities                           |
| BRIDGEWATER BANCSHARES INC     COM              | 2500-12-31      | N/A      | 0.0000% | $1728.00           | $29255.04          | Equities                           |
| BENCHMARK ELECTRS INC          COM              | 2500-12-31      | N/A      | 0.0000% | $22152.00          | $842662.08         | Equities                           |
| BUILD-A-BEAR WORKSHOP INC      COM              | 2500-12-31      | N/A      | 0.0000% | $33465.00          | $2368987.35        | Equities                           |
| BRINKER INTL INC               COM              | 2500-12-31      | N/A      | 0.0000% | $15528.00          | $2064758.16        | Equities                           |
| BRINKS CO                      COM              | 2500-12-31      | N/A      | 0.0000% | $28072.00          | $3258878.48        | Equities                           |
| ENERSYS                        COM              | 2500-12-31      | N/A      | 0.0000% | $8941.00           | $993792.15         | Equities                           |
| EXTREME NETWORKS               COM              | 2500-12-31      | N/A      | 0.0000% | $60.00             | $1224.00           | Equities                           |
| EXACT SCIENCES CORP            COM              | 2500-12-31      | N/A      | 0.0000% | $136.00            | $7259.68           | Equities                           |
| PC CONNECTION INC              COM              | 2500-12-31      | N/A      | 0.0000% | $5882.00           | $362390.02         | Equities                           |
| PLEXUS CORP                    COM              | 2500-12-31      | N/A      | 0.0000% | $12821.00          | $1836864.67        | Equities                           |
| VERITEX HLDGS INC              COM              | 2500-12-31      | N/A      | 0.0000% | $23196.00          | $780777.36         | Equities                           |
| VANGUARD WHITEHALL FDS         INTL HIGH ETF    | 2500-12-31      | N/A      | 0.0000% | $69.00             | $5821.22           | Equities                           |
| VISHAY INTERTECHNOLOGY INC     COM              | 2500-12-31      | N/A      | 0.0000% | $257263.00         | $3900107.08        | Equities                           |
| UNIVERSAL INS HLDGS INC        COM              | 2500-12-31      | N/A      | 0.0000% | $88885.00          | $2306565.75        | Equities                           |
| PRIME MEDICINE INC             COM              | 2500-12-31      | N/A      | 0.0000% | $27.00             | $143.64            | Equities                           |
| TITAN INTL INC ILL             COM              | 2500-12-31      | N/A      | 0.0000% | $62989.00          | $483125.63         | Equities                           |
| VNET GROUP INC                 SPONSORED ADS A  | 2500-12-31      | N/A      | 0.0000% | $443400.00         | $4615794.00        | Equities                           |
| ARRAY DIGITAL INFRASTRUCTURE I COM              | 2500-12-31      | N/A      | 0.0000% | $57718.00          | $2843765.86        | Equities                           |
| TITAN INTL INC ILL             COM              | 2500-12-31      | N/A      | 0.0000% | $4695.00           | $36010.65          | Equities                           |
| TWIN DISC INC                  COM              | 2500-12-31      | N/A      | 0.0000% | $15842.00          | $223689.04         | Equities                           |
| VISTAGEN THERAPEUTICS INC      COM              | 2500-12-31      | N/A      | 0.0000% | $5006.00           | $17721.24          | Equities                           |
| VIEMED HEALTHCARE INC          COM              | 2500-12-31      | N/A      | 0.0000% | $1935.00           | $12809.70          | Equities                           |
| PUMA BIOTECHNOLOGY INC         COM              | 2500-12-31      | N/A      | 0.0000% | $25906.00          | $130825.30         | Equities                           |
| TRANSMEDICS GROUP INC          COM              | 2500-12-31      | N/A      | 0.0000% | $4.00              | $450.56            | Equities                           |
| LIFEVANTAGE CORP               COM NEW          | 2500-12-31      | N/A      | 0.0000% | $4877.00           | $47599.52          | Equities                           |
| UNITED STATES TREASURY                          | 2054-02-15      | 2.1250%  | 0.0000% | $100.00            | $97.65             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                          | 2055-05-15      | 4.7500%  | 0.0000% | $11271000.00       | $11535536.01       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                          | 2035-02-15      | 4.6250%  | 0.0000% | $15544000.00       | $16262603.01       | U.S. Treasuries (including strips) |
| ORION PROPERTIES INC           COM              | 2500-12-31      | N/A      | 0.0000% | $614.00            | $1657.80           | Equities                           |
| OWENS CORNING NEW              COM              | 2500-12-31      | N/A      | 0.0000% | $7.00              | $987.42            | Equities                           |
| USCB FINANCIAL HOLDINGS INC    CLASS A COM      | 2500-12-31      | N/A      | 0.0000% | $1887.00           | $32701.71          | Equities                           |
| TOWNSQUARE MEDIA INC           CL A             | 2500-12-31      | N/A      | 0.0000% | $92794.00          | $627287.44         | Equities                           |
| NORWOOD FINANCIAL CORP         COM              | 2500-12-31      | N/A      | 0.0000% | $19649.00          | $503800.36         | Equities                           |
| OCEANFIRST FINL CORP           COM              | 2500-12-31      | N/A      | 0.0000% | $25015.00          | $439763.70         | Equities                           |
| UFP TECHNOLOGIES INC           COM              | 2500-12-31      | N/A      | 0.0000% | $29992.00          | $5980404.80        | Equities                           |
| NU SKIN ENTERPRISES INC        CL A             | 2500-12-31      | N/A      | 0.0000% | $433305.00         | $5234324.40        | Equities                           |
| OMNICELL COM                   COM              | 2500-12-31      | N/A      | 0.0000% | $46360.00          | $1406562.40        | Equities                           |
| GORMAN RUPP CO                 COM              | 2500-12-31      | N/A      | 0.0000% | $21009.00          | $955069.14         | Equities                           |
| LADDER CAP CORP                CL A             | 2500-12-31      | N/A      | 0.0000% | $3635.00           | $41002.80          | Equities                           |
| STRATTEC SEC CORP              COM              | 2500-12-31      | N/A      | 0.0000% | $8895.00           | $591072.75         | Equities                           |
| RESOURCES CONNECTION INC       COM              | 2500-12-31      | N/A      | 0.0000% | $46562.00          | $235138.10         | Equities                           |
| LINDBLAD EXPEDITIONS HLDGS INC COM              | 2500-12-31      | N/A      | 0.0000% | $1706.00           | $21580.90          | Equities                           |
| RADIAN GROUP INC               COM              | 2500-12-31      | N/A      | 0.0000% | $822324.00         | $29965486.56       | Equities                           |
| SUPERNUS PHARMACEUTICALS INC   COM              | 2500-12-31      | N/A      | 0.0000% | $751691.00         | $35780491.60       | Equities                           |
| KFORCE INC                     COM              | 2500-12-31      | N/A      | 0.0000% | $17549.00          | $525066.08         | Equities                           |
| KVH INDS INC                   COM              | 2500-12-31      | N/A      | 0.0000% | $20600.00          | $116390.00         | Equities                           |
| STEM INC                       COM NEW          | 2500-12-31      | N/A      | 0.0000% | $2907.00           | $49884.12          | Equities                           |
| RMR GROUP INC                  CL A             | 2500-12-31      | N/A      | 0.0000% | $1144.00           | $17686.24          | Equities                           |
| ASCENT INDUSTRIES CO           COM              | 2500-12-31      | N/A      | 0.0000% | $15799.00          | $200173.33         | Equities                           |
| STITCH FIX INC                 COM CL A         | 2500-12-31      | N/A      | 0.0000% | $883726.00         | $4029790.56        | Equities                           |
| GREAT LAKES DREDGE & DOCK CORP COM              | 2500-12-31      | N/A      | 0.0000% | $21707.00          | $258747.44         | Equities                           |
| HANESBRANDS INC                COM              | 2500-12-31      | N/A      | 0.0000% | $165295.00         | $1082682.25        | Equities                           |
| HAIN CELESTIAL GROUP INC       COM              | 2500-12-31      | N/A      | 0.0000% | $1470.00           | $2381.40           | Equities                           |
| PHIBRO ANIMAL HEALTH CORP      CL A COM         | 2500-12-31      | N/A      | 0.0000% | $24215.00          | $948017.25         | Equities                           |
| PLUMAS BANCORP                 COM              | 2500-12-31      | N/A      | 0.0000% | $2717.00           | $116776.66         | Equities                           |
| PLUMAS BANCORP                 COM              | 2500-12-31      | N/A      | 0.0000% | $3499.00           | $150387.02         | Equities                           |
| MERCADOLIBRE INC               COM              | 2500-12-31      | N/A      | 0.0000% | $2419.00           | $6050668.89        | Equities                           |
| PREFORMED LINE PRODS CO        COM              | 2500-12-31      | N/A      | 0.0000% | $652.00            | $127498.60         | Equities                           |
| JOINT CORP                     COM              | 2500-12-31      | N/A      | 0.0000% | $63121.00          | $621110.64         | Equities                           |
| PEOPLES BANCORP N C INC        COM              | 2500-12-31      | N/A      | 0.0000% | $8276.00           | $258045.68         | Equities                           |
| MARCUS & MILLICHAP INC         COM              | 2500-12-31      | N/A      | 0.0000% | $439.00            | $12994.40          | Equities                           |
| MEDALLION FINL CORP            COM              | 2500-12-31      | N/A      | 0.0000% | $24536.00          | $246586.80         | Equities                           |
| JOINT CORP                     COM              | 2500-12-31      | N/A      | 0.0000% | $1211.00           | $11916.24          | Equities                           |
| OWENS & MINOR INC NEW          COM              | 2500-12-31      | N/A      | 0.0000% | $377568.00         | $1767018.24        | Equities                           |
| MAYVILLE ENGR CO INC           COM              | 2500-12-31      | N/A      | 0.0000% | $23.00             | $313.95            | Equities                           |
| JACK IN THE BOX INC            COM              | 2500-12-31      | N/A      | 0.0000% | $11265.00          | $215612.10         | Equities                           |
| IAMGOLD CORP                   COM              | 2500-12-31      | N/A      | 0.0000% | $955679.00         | $12261361.57       | Equities                           |
| HUDSON PAC PPTYS INC           COM              | 2500-12-31      | N/A      | 0.0000% | $1549800.00        | $4230954.00        | Equities                           |
| MECHANICS BANCORP              CL A             | 2500-12-31      | N/A      | 0.0000% | $135395.00         | $1831894.35        | Equities                           |
| HANMI FINL CORP                COM NEW          | 2500-12-31      | N/A      | 0.0000% | $5819.00           | $143612.92         | Equities                           |
| HNI CORP                       COM              | 2500-12-31      | N/A      | 0.0000% | $130468.00         | $6066762.00        | Equities                           |
| HACKETT GROUP INC              COM              | 2500-12-31      | N/A      | 0.0000% | $66184.00          | $1260143.36        | Equities                           |
| HERITAGE FINL CORP WASH        COM              | 2500-12-31      | N/A      | 0.0000% | $4877.00           | $120169.28         | Equities                           |
| FIRST UTD CORP                 COM              | 2500-12-31      | N/A      | 0.0000% | $680.00            | $24969.60          | Equities                           |
| 1ST SOURCE CORP                COM              | 2500-12-31      | N/A      | 0.0000% | $1577.00           | $97080.12          | Equities                           |
| 1ST SOURCE CORP                COM              | 2500-12-31      | N/A      | 0.0000% | $1908.00           | $117456.48         | Equities                           |
| FIRST UTD CORP                 COM              | 2500-12-31      | N/A      | 0.0000% | $11405.00          | $418791.60         | Equities                           |
| FLUOR CORP NEW                 COM              | 2500-12-31      | N/A      | 0.0000% | $207323.00         | $8840252.72        | Equities                           |
| FREIGHTCAR AMER INC            COM              | 2500-12-31      | N/A      | 0.0000% | $66520.00          | $634600.80         | Equities                           |
| FIRST TR EXCHANGE-TRADED FD    CAP STRENGTH ETF | 2500-12-31      | N/A      | 0.0000% | $122.00            | $11374.06          | Equities                           |
| ULTRALIFE CORP                 COM              | 2500-12-31      | N/A      | 0.0000% | $214.00            | $1461.62           | Equities                           |
| TXNM ENERGY INC                COM              | 2500-12-31      | N/A      | 0.0000% | $1247299.00        | $70559704.43       | Equities                           |
| PARAMOUNT SKYDANCE CORP        COM CL B         | 2500-12-31      | N/A      | 0.0000% | $444163.00         | $8661178.50        | Equities                           |
| LENDINGTREE INC NEW            COM              | 2500-12-31      | N/A      | 0.0000% | $152941.00         | $10351046.88       | Equities                           |
| OFG BANCORP                    COM              | 2500-12-31      | N/A      | 0.0000% | $10954.00          | $481209.22         | Equities                           |
| SABRE CORP                     COM              | 2500-12-31      | N/A      | 0.0000% | $41945.00          | $77178.80          | Equities                           |
| SANDSTORM GOLD LTD             COM NEW          | 2500-12-31      | N/A      | 0.0000% | $5017777.00        | $61969545.95       | Equities                           |
| HUB GROUP INC                  CL A             | 2500-12-31      | N/A      | 0.0000% | $169274.00         | $5850109.44        | Equities                           |
| NORTHERN TECHNOLOGIES INTL COR COM              | 2500-12-31      | N/A      | 0.0000% | $17824.00          | $135462.40         | Equities                           |
| NORTHFIELD BANCORP INC DEL     COM              | 2500-12-31      | N/A      | 0.0000% | $29780.00          | $351701.80         | Equities                           |
| TEXAS CAP BANCSHARES INC       COM              | 2500-12-31      | N/A      | 0.0000% | $300606.00         | $25689788.76       | Equities                           |
| NORTHERN TECHNOLOGIES INTL COR COM              | 2500-12-31      | N/A      | 0.0000% | $1.00              | $7.60              | Equities                           |
| NORTHWESTERN ENERGY GROUP INC  COM NEW          | 2500-12-31      | N/A      | 0.0000% | $134112.00         | $7793248.32        | Equities                           |
| PLIANT THERAPEUTICS INC        COM              | 2500-12-31      | N/A      | 0.0000% | $4941.00           | $7362.09           | Equities                           |
| NEOGENOMICS INC                COM NEW          | 2500-12-31      | N/A      | 0.0000% | $393081.00         | $3054239.37        | Equities                           |
| HOPE BANCORP INC               COM              | 2500-12-31      | N/A      | 0.0000% | $98767.00          | $1057794.57        | Equities                           |
| HARMONIC INC                   COM              | 2500-12-31      | N/A      | 0.0000% | $119939.00         | $1204187.56        | Equities                           |
| GOODRX HLDGS INC               COM CL A         | 2500-12-31      | N/A      | 0.0000% | $292.00            | $1252.68           | Equities                           |
| ISHARES TR                     S&P 500 VAL ETF  | 2500-12-31      | N/A      | 0.0000% | $11096.00          | $2283556.80        | Equities                           |
| MAGNITE INC                    COM              | 2500-12-31      | N/A      | 0.0000% | $48.00             | $1069.44           | Equities                           |
| GRANITESHARES ETF TR           2X LONG META DAI | 2500-12-31      | N/A      | 0.0000% | $268.00            | $11947.44          | Equities                           |
| GUESS INC                      COM              | 2500-12-31      | N/A      | 0.0000% | $51670.00          | $862889.00         | Equities                           |
| MERIT MED SYS INC              COM              | 2500-12-31      | N/A      | 0.0000% | $38278.00          | $3094967.69        | Equities                           |
| MERCURY SYS INC                COM              | 2500-12-31      | N/A      | 0.0000% | $42.00             | $3161.76           | Equities                           |
| PRECIGEN INC                   COM              | 2500-12-31      | N/A      | 0.0000% | $3123.00           | $11336.49          | Equities                           |
| FUTUREFUEL CORP                COM              | 2500-12-31      | N/A      | 0.0000% | $21805.00          | $84167.30          | Equities                           |
| FIRST BUSINESS FINL SVCS INC W COM              | 2500-12-31      | N/A      | 0.0000% | $13457.00          | $686441.57         | Equities                           |
| FEDERATED HERMES INC           CL B             | 2500-12-31      | N/A      | 0.0000% | $6143.00           | $318944.56         | Equities                           |
| FLUSHING FINL CORP             COM              | 2500-12-31      | N/A      | 0.0000% | $239650.00         | $3302377.00        | Equities                           |
| FULL HSE RESORTS INC           COM              | 2500-12-31      | N/A      | 0.0000% | $30395.00          | $99999.55          | Equities                           |
| FIRST INTST BANCSYSTEM INC     COM              | 2500-12-31      | N/A      | 0.0000% | $15063.00          | $483974.19         | Equities                           |
| FIRST TR EXCHANGE TRADED FD VI RISNG DIVD ACHIV | 2500-12-31      | N/A      | 0.0000% | $28.00             | $1884.12           | Equities                           |
| FIRST TR EXCHANGE-TRADED FD    CAP STRENGTH ETF | 2500-12-31      | N/A      | 0.0000% | $110328.00         | $10285879.44       | Equities                           |
| GLADSTONE COMMERCIAL CORP      COM              | 2500-12-31      | N/A      | 0.0000% | $186026.00         | $2271377.46        | Equities                           |
| GENESCO INC                    COM              | 2500-12-31      | N/A      | 0.0000% | $7739.00           | $224972.73         | Equities                           |
| FLEXSTEEL INDS INC             COM              | 2500-12-31      | N/A      | 0.0000% | $542.00            | $25940.12          | Equities                           |
| FLEXSTEEL INDS INC             COM              | 2500-12-31      | N/A      | 0.0000% | $2630.00           | $125871.80         | Equities                           |
| FIRST WESTN FINL INC           COM              | 2500-12-31      | N/A      | 0.0000% | $157.00            | $3563.90           | Equities                           |
| FORWARD AIR CORP               COM              | 2500-12-31      | N/A      | 0.0000% | $10.00             | $262.50            | Equities                           |
| EVERTEC INC                    COM              | 2500-12-31      | N/A      | 0.0000% | $318632.00         | $10970499.76       | Equities                           |
| CREDIT ACCEP CORP MICH         COM              | 2500-12-31      | N/A      | 0.0000% | $11.00             | $4946.70           | Equities                           |
| FARMERS NATIONAL BANC CORP     COM              | 2500-12-31      | N/A      | 0.0000% | $98556.00          | $1409350.80        | Equities                           |
| EVERSPIN TECHNOLOGIES INC      COM              | 2500-12-31      | N/A      | 0.0000% | $3559.00           | $32351.31          | Equities                           |
| EVERSPIN TECHNOLOGIES INC      COM              | 2500-12-31      | N/A      | 0.0000% | $58643.00          | $533064.87         | Equities                           |
| EXAGEN INC                     COM              | 2500-12-31      | N/A      | 0.0000% | $2813.00           | $30296.01          | Equities                           |
| EXAGEN INC                     COM              | 2500-12-31      | N/A      | 0.0000% | $127664.00         | $1374941.28        | Equities                           |
| CROSS CTRY HEALTHCARE INC      COM              | 2500-12-31      | N/A      | 0.0000% | $295606.00         | $4067538.56        | Equities                           |
| CREXENDO INC                   COM              | 2500-12-31      | N/A      | 0.0000% | $37896.00          | $255419.04         | Equities                           |
| DYCOM INDS INC                 COM              | 2500-12-31      | N/A      | 0.0000% | $8542.00           | $2511433.42        | Equities                           |
| COMMUNITY HEALTH SYS INC NEW   COM              | 2500-12-31      | N/A      | 0.0000% | $345530.00         | $1084964.20        | Equities                           |
| CONDUENT INC                   COM              | 2500-12-31      | N/A      | 0.0000% | $172050.00         | $485181.00         | Equities                           |
| COTY INC                       COM CL A         | 2500-12-31      | N/A      | 0.0000% | $166355.00         | $667083.55         | Equities                           |
| CONDUENT INC                   COM              | 2500-12-31      | N/A      | 0.0000% | $32910.00          | $92806.20          | Equities                           |
| CREXENDO INC                   COM              | 2500-12-31      | N/A      | 0.0000% | $428.00            | $2884.72           | Equities                           |
| COMPASS DIVERSIFIED            SH BEN INT       | 2500-12-31      | N/A      | 0.0000% | $8558.00           | $56397.22          | Equities                           |
| CRITEO S A                     SPONS ADS        | 2500-12-31      | N/A      | 0.0000% | $157.00            | $3516.80           | Equities                           |
| CITY OFFICE REIT INC           COM              | 2500-12-31      | N/A      | 0.0000% | $452897.00         | $3147634.15        | Equities                           |
| DIGIMARC CORP NEW              COM              | 2500-12-31      | N/A      | 0.0000% | $126580.00         | $1277192.20        | Equities                           |
| ENCORE ENERGY CORP             COM NEW          | 2500-12-31      | N/A      | 0.0000% | $50485.00          | $155998.65         | Equities                           |
| EUPRAXIA PHARMACEUTICALS INC   COM              | 2500-12-31      | N/A      | 0.0000% | $34771.00          | $199933.25         | Equities                           |
| AZENTA INC                     COM              | 2500-12-31      | N/A      | 0.0000% | $37482.00          | $1055867.94        | Equities                           |
| BRAEMAR HOTELS & RESORTS INC   COM              | 2500-12-31      | N/A      | 0.0000% | $304.00            | $848.16            | Equities                           |
| BRADY CORP                     CL A             | 2500-12-31      | N/A      | 0.0000% | $10911.00          | $836873.70         | Equities                           |
| ALPHATEC HLDGS INC             COM NEW          | 2500-12-31      | N/A      | 0.0000% | $3865.00           | $57008.75          | Equities                           |
| ALERUS FINL CORP               COM              | 2500-12-31      | N/A      | 0.0000% | $76888.00          | $1695380.40        | Equities                           |
| ALLIENT INC                    COM              | 2500-12-31      | N/A      | 0.0000% | $7575.00           | $327883.88         | Equities                           |
| AMERICAN AXLE & MFG HLDGS INC  COM              | 2500-12-31      | N/A      | 0.0000% | $934742.00         | $5636494.26        | Equities                           |
| AMERICAN WOODMARK CORPORATION  COM              | 2500-12-31      | N/A      | 0.0000% | $10680.00          | $726400.20         | Equities                           |
| BREAD FINANCIAL HOLDINGS INC   COM              | 2500-12-31      | N/A      | 0.0000% | $102734.00         | $5965763.38        | Equities                           |
| ALTICE USA INC                 CL A             | 2500-12-31      | N/A      | 0.0000% | $8298.00           | $19583.28          | Equities                           |
| AMBAC FINL GROUP INC           COM NEW          | 2500-12-31      | N/A      | 0.0000% | $45493.00          | $442191.96         | Equities                           |
| AMER STATES WTR CO             COM              | 2500-12-31      | N/A      | 0.0000% | $6657.00           | $478238.88         | Equities                           |
| AMPHASTAR PHARMACEUTICALS INC  COM              | 2500-12-31      | N/A      | 0.0000% | $116425.00         | $3134161.00        | Equities                           |
| ANHEUSER BUSCH INBEV SA/NV     SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $19176.00          | $1147683.60        | Equities                           |
| AMERICAN VANGUARD CORP         COM              | 2500-12-31      | N/A      | 0.0000% | $3870.00           | $22175.10          | Equities                           |
| AMERICAN VANGUARD CORP         COM              | 2500-12-31      | N/A      | 0.0000% | $33062.00          | $189445.26         | Equities                           |
| UNITY BANCORP INC              COM              | 2500-12-31      | N/A      | 0.0000% | $1098.00           | $53802.00          | Equities                           |
| UNITY BANCORP INC              COM              | 2500-12-31      | N/A      | 0.0000% | $29662.00          | $1453438.00        | Equities                           |
| RIBBON COMMUNICATIONS INC      COM              | 2500-12-31      | N/A      | 0.0000% | $211.00            | $793.36            | Equities                           |
| RIBBON COMMUNICATIONS INC      COM              | 2500-12-31      | N/A      | 0.0000% | $181623.00         | $682902.48         | Equities                           |
| STEWART INFORMATION SVCS CORP  COM              | 2500-12-31      | N/A      | 0.0000% | $2743.00           | $201994.52         | Equities                           |
| SIERRA BANCORP                 COM              | 2500-12-31      | N/A      | 0.0000% | $3455.00           | $99884.05          | Equities                           |
| SIERRA BANCORP                 COM              | 2500-12-31      | N/A      | 0.0000% | $5240.00           | $151488.40         | Equities                           |
| MATIV HOLDINGS INC             COM              | 2500-12-31      | N/A      | 0.0000% | $156127.00         | $1754867.48        | Equities                           |
| NACCO INDS INC                 CL A             | 2500-12-31      | N/A      | 0.0000% | $552.00            | $23598.00          | Equities                           |
| NAVIENT CORPORATION            COM              | 2500-12-31      | N/A      | 0.0000% | $126370.00         | $1654183.30        | Equities                           |
| NORTHRIM BANCORP INC           COM              | 2500-12-31      | N/A      | 0.0000% | $5777.00           | $125476.44         | Equities                           |
| NATURES SUNSHINE PRODS INC     COM              | 2500-12-31      | N/A      | 0.0000% | $21578.00          | $328201.38         | Equities                           |
| NATHANS FAMOUS INC NEW         COM              | 2500-12-31      | N/A      | 0.0000% | $1292.00           | $140130.32         | Equities                           |
| NATIONAL RESH CORP             COM NEW          | 2500-12-31      | N/A      | 0.0000% | $2604.00           | $33253.08          | Equities                           |
| NORTHRIM BANCORP INC           COM              | 2500-12-31      | N/A      | 0.0000% | $9522.00           | $206817.84         | Equities                           |
| HORACE MANN EDUCATORS CORP NEW COM              | 2500-12-31      | N/A      | 0.0000% | $179051.00         | $8042970.92        | Equities                           |
| HILLTOP HOLDINGS INC           COM              | 2500-12-31      | N/A      | 0.0000% | $94691.00          | $3191086.70        | Equities                           |
| MIDDLESEX WTR CO               COM              | 2500-12-31      | N/A      | 0.0000% | $4141.00           | $220922.35         | Equities                           |
| COPT DEFENSE PROPERTIES        SHS BEN INT      | 2500-12-31      | N/A      | 0.0000% | $203864.00         | $5948751.52        | Equities                           |
| EQUITY BANCSHARES INC          COM CL A         | 2500-12-31      | N/A      | 0.0000% | $351.00            | $14422.59          | Equities                           |
| COOPER STD HLDGS INC           COM              | 2500-12-31      | N/A      | 0.0000% | $214401.00         | $7834212.54        | Equities                           |
| EAGLE FINL SVCS INC            COM              | 2500-12-31      | N/A      | 0.0000% | $185.00            | $7068.85           | Equities                           |
| CENTRAL GARDEN & PET CO        COM              | 2500-12-31      | N/A      | 0.0000% | $24410.00          | $800159.80         | Equities                           |
| CAMDEN NATL CORP               COM              | 2500-12-31      | N/A      | 0.0000% | $366.00            | $14171.52          | Equities                           |
| CARRIAGE SVCS INC              COM              | 2500-12-31      | N/A      | 0.0000% | $4117.00           | $185759.04         | Equities                           |
| CAMDEN NATL CORP               COM              | 2500-12-31      | N/A      | 0.0000% | $1729.00           | $66946.88          | Equities                           |
| COEUR MNG INC                  COM NEW          | 2500-12-31      | N/A      | 0.0000% | $1004748.00        | $18818930.04       | Equities                           |
| DEERE & CO                     COM              | 2500-12-31      | N/A      | 0.0000% | $43.00             | $20016.07          | Equities                           |
| AMERISAFE INC                  COM              | 2500-12-31      | N/A      | 0.0000% | $21241.00          | $922496.63         | Equities                           |
| AUTONATION INC                 COM              | 2500-12-31      | N/A      | 0.0000% | $29.00             | $6305.47           | Equities                           |
| AMREP CORP                     COM              | 2500-12-31      | N/A      | 0.0000% | $7881.00           | $191271.87         | Equities                           |
| ANDERSONS INC                  COM              | 2500-12-31      | N/A      | 0.0000% | $95785.00          | $3799790.95        | Equities                           |
| AMTECH SYS INC                 COM PAR $0.01N   | 2500-12-31      | N/A      | 0.0000% | $269.00            | $2485.56           | Equities                           |
| AMTECH SYS INC                 COM PAR $0.01N   | 2500-12-31      | N/A      | 0.0000% | $21769.00          | $201145.56         | Equities                           |
| CAPITAL CITY BK GROUP INC      COM              | 2500-12-31      | N/A      | 0.0000% | $22740.00          | $949167.60         | Equities                           |
| CAPITAL CITY BK GROUP INC      COM              | 2500-12-31      | N/A      | 0.0000% | $2152.00           | $89824.48          | Equities                           |
| BUCKLE INC                     COM              | 2500-12-31      | N/A      | 0.0000% | $93349.00          | $5511324.96        | Equities                           |
| BROOKDALE SR LIVING INC        COM              | 2500-12-31      | N/A      | 0.0000% | $19266.00          | $158751.84         | Equities                           |
| BRAINSWAY LTD                  SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $128.00            | $1957.12           | Equities                           |
| CARTERS INC                    COM              | 2500-12-31      | N/A      | 0.0000% | $43052.00          | $1229134.60        | Equities                           |
| WD 40 CO                       COM              | 2500-12-31      | N/A      | 0.0000% | $65122.00          | $12716372.94       | Equities                           |
| HELLO GROUP INC                ADS              | 2500-12-31      | N/A      | 0.0000% | $5702.00           | $42536.92          | Equities                           |
| RIO TINTO PLC                  SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $49.00             | $3230.08           | Equities                           |
| WISDOMTREE TR                  WISDOMTREE US VA | 2500-12-31      | N/A      | 0.0000% | $299.00            | $27217.97          | Equities                           |
| WISDOMTREE TR                  WISDOMTREE US VA | 2500-12-31      | N/A      | 0.0000% | $1649.00           | $150108.47         | Equities                           |
| HILLTOP HOLDINGS INC           COM              | 2500-12-31      | N/A      | 0.0000% | $1.00              | $33.70             | Equities                           |
| WORLD ACCEP CORPORATION        COM              | 2500-12-31      | N/A      | 0.0000% | $5659.00           | $960954.79         | Equities                           |
| SPDR SERIES TRUST              S&P RETAIL ETF   | 2500-12-31      | N/A      | 0.0000% | $27.00             | $2343.87           | Equities                           |
| TUYA INC                       SPONSERED ADS    | 2500-12-31      | N/A      | 0.0000% | $1719.00           | $4280.31           | Equities                           |
| TRUPANION INC                  COM              | 2500-12-31      | N/A      | 0.0000% | $46986.00          | $2058926.52        | Equities                           |
| ULTRALIFE CORP                 COM              | 2500-12-31      | N/A      | 0.0000% | $18731.00          | $127932.73         | Equities                           |
| TOMPKINS FINL CORP             COM              | 2500-12-31      | N/A      | 0.0000% | $11116.00          | $738880.52         | Equities                           |
| SCHWAB STRATEGIC TR            US MID-CAP ETF   | 2500-12-31      | N/A      | 0.0000% | $3361.00           | $99552.82          | Equities                           |
| SCHWAB STRATEGIC TR            US MID-CAP ETF   | 2500-12-31      | N/A      | 0.0000% | $633.00            | $18749.46          | Equities                           |
| LIVEONE INC                    COM NEW          | 2500-12-31      | N/A      | 0.0000% | $128.00            | $576.00            | Equities                           |
| RUNWAY GROWTH FINANCE CORP     COM              | 2500-12-31      | N/A      | 0.0000% | $16295.00          | $165883.10         | Equities                           |
| SAGA COMMUNICATIONS INC        CL A NEW         | 2500-12-31      | N/A      | 0.0000% | $1628.00           | $20252.32          | Equities                           |
| SPDR SERIES TRUST              S&P BK ETF       | 2500-12-31      | N/A      | 0.0000% | $399756.00         | $23921399.04       | Equities                           |
| SPDR SERIES TRUST              PRTFLO S&P500 VL | 2500-12-31      | N/A      | 0.0000% | $6054.00           | $333878.10         | Equities                           |
| PAMPA ENERGIA S A              SPONS ADR LVL I  | 2500-12-31      | N/A      | 0.0000% | $376.00            | $22710.40          | Equities                           |
| HURCO CO                       COM              | 2500-12-31      | N/A      | 0.0000% | $8276.00           | $143340.32         | Equities                           |
| INSTEEL INDS INC               COM              | 2500-12-31      | N/A      | 0.0000% | $22974.00          | $870714.60         | Equities                           |
| INSTEEL INDS INC               COM              | 2500-12-31      | N/A      | 0.0000% | $2.00              | $75.80             | Equities                           |
| MOVADO GROUP INC               COM              | 2500-12-31      | N/A      | 0.0000% | $2223.00           | $41948.01          | Equities                           |
| MOVADO GROUP INC               COM              | 2500-12-31      | N/A      | 0.0000% | $32354.00          | $610519.98         | Equities                           |
| LSI INDS INC OHIO              COM              | 2500-12-31      | N/A      | 0.0000% | $6116.00           | $143542.52         | Equities                           |
| MARZETTI COMPANY               COM              | 2500-12-31      | N/A      | 0.0000% | $4196.00           | $719991.64         | Equities                           |
| PROVIDENT BANCORP INC          COM NEW          | 2500-12-31      | N/A      | 0.0000% | $1557.00           | $19462.50          | Equities                           |
| MILLERKNOLL INC                COM              | 2500-12-31      | N/A      | 0.0000% | $64766.00          | $1154130.12        | Equities                           |
| GSI TECHNOLOGY INC             COM              | 2500-12-31      | N/A      | 0.0000% | $600.00            | $2232.00           | Equities                           |
| GSI TECHNOLOGY INC             COM              | 2500-12-31      | N/A      | 0.0000% | $102018.00         | $379506.96         | Equities                           |
| MID PENN BANCORP INC           COM              | 2500-12-31      | N/A      | 0.0000% | $112313.00         | $3253707.61        | Equities                           |
| RGC RES INC                    COM              | 2500-12-31      | N/A      | 0.0000% | $1295.00           | $28839.65          | Equities                           |
| LCNB CORP                      COM              | 2500-12-31      | N/A      | 0.0000% | $199.00            | $3002.91           | Equities                           |
| MINERALS TECHNOLOGIES INC      COM              | 2500-12-31      | N/A      | 0.0000% | $21755.00          | $1336844.75        | Equities                           |
| RGC RES INC                    COM              | 2500-12-31      | N/A      | 0.0000% | $6695.00           | $149097.65         | Equities                           |
| LIMONEIRA CO                   COM              | 2500-12-31      | N/A      | 0.0000% | $557.00            | $8349.43           | Equities                           |
| RPC INC                        COM              | 2500-12-31      | N/A      | 0.0000% | $344702.00         | $1668357.68        | Equities                           |
| THE REAL BROKERAGE INC         COM NEW          | 2500-12-31      | N/A      | 0.0000% | $28947.00          | $126787.86         | Equities                           |
| TREEHOUSE FOODS INC            COM              | 2500-12-31      | N/A      | 0.0000% | $357728.00         | $6954232.32        | Equities                           |
| RUSH ENTERPRISES INC           CL B             | 2500-12-31      | N/A      | 0.0000% | $257.00            | $14646.43          | Equities                           |
| RANGER ENERGY SVCS INC         COM CL A         | 2500-12-31      | N/A      | 0.0000% | $3362.00           | $48076.60          | Equities                           |
| TUCOWS INC                     COM NEW          | 2500-12-31      | N/A      | 0.0000% | $7460.00           | $139651.20         | Equities                           |
| IMMUNOVANT INC                 COM              | 2500-12-31      | N/A      | 0.0000% | $685226.00         | $11004729.56       | Equities                           |
| NWPX INFRASTRUCTURE INC        COM              | 2500-12-31      | N/A      | 0.0000% | $2082.00           | $108513.84         | Equities                           |
| NUTANIX INC                    CL A             | 2500-12-31      | N/A      | 0.0000% | $11.00             | $846.01            | Equities                           |
| TRINITY INDS INC               COM              | 2500-12-31      | N/A      | 0.0000% | $25841.00          | $719413.44         | Equities                           |
| HOWMET AEROSPACE INC           COM              | 2500-12-31      | N/A      | 0.0000% | $58.00             | $11131.36          | Equities                           |
| ISHARES TR                     CORE S&P500 ETF  | 2500-12-31      | N/A      | 0.0000% | $187203.00         | $124819472.28      | Equities                           |
| ISHARES TR                     CORE HIGH DV ETF | 2500-12-31      | N/A      | 0.0000% | $8838.00           | $1077087.06        | Equities                           |
| FIRST MERCHANTS CORP           COM              | 2500-12-31      | N/A      | 0.0000% | $36053.00          | $1349824.32        | Equities                           |
| FIRST SVGS FINL GROUP INC      COM              | 2500-12-31      | N/A      | 0.0000% | $415.00            | $12931.40          | Equities                           |
| FIRST SVGS FINL GROUP INC      COM              | 2500-12-31      | N/A      | 0.0000% | $6537.00           | $203692.92         | Equities                           |
| SIMMONS 1ST NATL CORP          CL A $1 PAR      | 2500-12-31      | N/A      | 0.0000% | $43571.00          | $843534.56         | Equities                           |
| SCOTTS MIRACLE-GRO CO          CL A             | 2500-12-31      | N/A      | 0.0000% | $759.00            | $42367.38          | Equities                           |
| TAIWAN SEMICONDUCTOR MFG LTD   SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $456831.00         | $124819934.13      | Equities                           |
| SHOE CARNIVAL INC              COM              | 2500-12-31      | N/A      | 0.0000% | $20500.00          | $431730.00         | Equities                           |
| SCANSOURCE INC                 COM              | 2500-12-31      | N/A      | 0.0000% | $10942.00          | $483526.98         | Equities                           |
| SILVERCREST ASSET MGMT GROUP I CL A             | 2500-12-31      | N/A      | 0.0000% | $3421.00           | $53914.96          | Equities                           |
| SOLUNA HOLDINGS INC            COM NEW          | 2500-12-31      | N/A      | 0.0000% | $608070.00         | $1532336.40        | Equities                           |
| MERCANTILE BK CORP             COM              | 2500-12-31      | N/A      | 0.0000% | $3334.00           | $149763.28         | Equities                           |
| MOBILEYE GLOBAL INC            COMMON CLASS A   | 2500-12-31      | N/A      | 0.0000% | $1225689.00        | $17331242.46       | Equities                           |
| SILICON MOTION TECHNOLOGY CORP SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $337334.00         | $31638555.86       | Equities                           |
| RIDENOW GROUP INC              COM CL B         | 2500-12-31      | N/A      | 0.0000% | $122069.00         | $556634.64         | Equities                           |
| OLD SECOND BANCORP INC ILL     COM              | 2500-12-31      | N/A      | 0.0000% | $31763.00          | $549499.90         | Equities                           |
| IMPINJ INC                     COM              | 2500-12-31      | N/A      | 0.0000% | $11.00             | $1982.20           | Equities                           |
| RUSH ENTERPRISES INC           CL B             | 2500-12-31      | N/A      | 0.0000% | $1378.00           | $78532.22          | Equities                           |
| RIDENOW GROUP INC              COM CL B         | 2500-12-31      | N/A      | 0.0000% | $447432.00         | $2040289.92        | Equities                           |
| OP BANCORP                     COM              | 2500-12-31      | N/A      | 0.0000% | $192.00            | $2682.24           | Equities                           |
| RENTOKIL INITIAL PLC           SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $49.00             | $1209.81           | Equities                           |
| RAMACO RES INC                 COM CL B         | 2500-12-31      | N/A      | 0.0000% | $40.00             | $672.40            | Equities                           |
| LIMONEIRA CO                   COM              | 2500-12-31      | N/A      | 0.0000% | $8699.00           | $130398.01         | Equities                           |
| NEURONETICS INC                COM              | 2500-12-31      | N/A      | 0.0000% | $89069.00          | $236923.54         | Equities                           |
| NEURONETICS INC                COM              | 2500-12-31      | N/A      | 0.0000% | $17192.00          | $45730.72          | Equities                           |
| HELIOS TECHNOLOGIES INC        COM              | 2500-12-31      | N/A      | 0.0000% | $5.00              | $263.35            | Equities                           |
| ISHARES TR                     20 YR TR BD ETF  | 2500-12-31      | N/A      | 0.0000% | $22038.00          | $1975265.94        | Equities                           |
| ISHARES INC                    MSCI CDA ETF     | 2500-12-31      | N/A      | 0.0000% | $4928.00           | $248666.88         | Equities                           |
| IMAX CORP                      COM              | 2500-12-31      | N/A      | 0.0000% | $85.00             | $2749.75           | Equities                           |
| INTERNATIONAL BANCSHARES CORP  COM              | 2500-12-31      | N/A      | 0.0000% | $12697.00          | $875458.15         | Equities                           |
| ISHARES INC                    MSCI SWITZERLAND | 2500-12-31      | N/A      | 0.0000% | $7084.00           | $386573.88         | Equities                           |
| FB BANCORP INC                 COM              | 2500-12-31      | N/A      | 0.0000% | $629.00            | $7566.87           | Equities                           |

### Security 659: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** WELLS FARGO SECURITIES LLC 4.730000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1ATMK9, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: ARP1ATMK9
- **C.18 - Value (incl. sponsor support):** $500045615.00
- **C.18.a - Value (excl. sponsor support):** $500045615.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.7100%
- **C.11 - Maturity Date (WAM):** 2026-04-08
- **C.12 - Maturity Date (WAL):** 2026-04-08
- **C.13 - Final Legal Maturity Date:** 2026-04-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? 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                |
|:---|:---|:---|:---|:---|:---|:---|
| HILTON GRAND VAC TR 2023-1     C      20380125 6.9 | 2038-01-25      | 6.9400%  | 0.0000% | $220000.00         | $90918.29          | Asset-Backed Securities |
| SANTANDER CONS AUTO 2021-A     D      20270115 1.5 | 2027-01-15      | 1.5700%  | 0.0000% | $2235000.00        | $895653.39         | Asset-Backed Securities |
| WESTLK AUT REC TR 2021-3       D      20270115 2.1 | 2027-01-15      | 2.1200%  | 0.0000% | $14000000.00       | $3568085.30        | Asset-Backed Securities |
| HILTON GRAND VACATIONS TR 2019 B      20330725 2.5 | 2033-07-25      | 2.5400%  | 0.0000% | $1500000.00        | $168751.00         | Asset-Backed Securities |
| TEXAS DEBT C 5.80961 24APR38 144A F                | 2038-04-24      | 5.8096%  | 0.0000% | $30000000.00       | $30020400.00       | Asset-Backed Securities |
| SANTANDER DRIVE AUTO 2024-1    C      20300315 5.4 | 2030-03-15      | 5.4500%  | 0.0000% | $160000.00         | $162473.41         | Asset-Backed Securities |
| SBNA AUTO LEASE TRUST 2023-A   A-3    20270420 6.5 | 2027-04-20      | 6.5100%  | 0.0000% | $1200000.00        | $486414.55         | Asset-Backed Securities |
| NEXTGEAR FLPLN MT OW TR 2025-1 A      20300215 4.5 | 2030-02-15      | 4.5500%  | 0.0000% | $10655000.00       | $10783902.42       | Asset-Backed Securities |
| OWL ROCK CLO XVI LLC           C      20360421 FLT | 2036-04-21      | 7.6255%  | 0.0000% | $1000000.00        | $1013549.16        | Asset-Backed Securities |
| GLS AUTO REC TR 2021-3         D      20270715 1.4 | 2027-07-15      | 1.4800%  | 0.0000% | $4375000.00        | $1766800.14        | Asset-Backed Securities |
| JOHN DEERE OWNER TR 2022       A-4    20290116 2.4 | 2029-01-16      | 2.4900%  | 0.0000% | $153000.00         | $153012.32         | Asset-Backed Securities |
| NP SPE II LLC 2016-1           A-2    20460420 5.4 | 2046-04-20      | 5.4380%  | 0.0000% | $1500000.00        | $1474013.33        | Asset-Backed Securities |
| HONDA AUTO REC OWR TR 2024-1   A-3    20280815 5.2 | 2028-08-15      | 5.2100%  | 0.0000% | $9835000.00        | $9882772.05        | Asset-Backed Securities |
| NP SPE X LP 2021-1             A1     20510319 2.2 | 2051-03-19      | 2.2300%  | 0.0000% | $290000.00         | $238010.40         | Asset-Backed Securities |
| GLS AT SELECT REC IS TR 2025-1 A2     20300415 4.7 | 2030-04-15      | 4.7100%  | 0.0000% | $3480000.00        | $3064365.07        | Asset-Backed Securities |
| GALLATIN CLO XI LTD 2024-1     B      20371020 FLT | 2037-10-20      | 6.2755%  | 0.0000% | $725000.00         | $739507.00         | Asset-Backed Securities |
| ONEMAIN FIN ISSUANCE TR 2022-3 A      20340515 5.9 | 2034-05-15      | 5.9400%  | 0.0000% | $5530000.00        | $2301106.39        | Asset-Backed Securities |
| VOLVO FINL EQUIP LLC 2024-1    A-4    20310715 4.2 | 2031-07-15      | 4.2900%  | 0.0000% | $80000.00          | $80555.64          | Asset-Backed Securities |
| WESTLAKE AT REC TR 2024-1      D      20291015 6.0 | 2029-10-15      | 6.0200%  | 0.0000% | $3205000.00        | $3283235.12        | Asset-Backed Securities |
| AMERICAN CR ACCEP RECV TR 24-1 D      20300513 5.8 | 2030-05-13      | 5.8600%  | 0.0000% | $16090000.00       | $16411043.77       | Asset-Backed Securities |
| AMUR EQUIP FIN REC LLC 2022-2  A-2    20280621 5.3 | 2028-06-21      | 5.3000%  | 0.0000% | $1480000.00        | $220871.47         | Asset-Backed Securities |
| AMERICREDIT AUTO REC 2022-1    B      20270419 2.7 | 2027-04-19      | 2.7700%  | 0.0000% | $25000.00          | $5680.19           | Asset-Backed Securities |
| AMERICAN CR ACCPT RE TR 2025-3 D      20320712 5.1 | 2032-07-12      | 5.1900%  | 0.0000% | $5100000.00        | $5139856.50        | Asset-Backed Securities |
| AMERICAN CR ACCEP TR 2022-2    D      20280613 4.8 | 2028-06-13      | 4.8500%  | 0.0000% | $34115000.00       | $6759919.18        | Asset-Backed Securities |
| ANTARES CLO LTD 2020-1R        A-1-R  20331024 FLT | 2033-10-24      | 6.0406%  | 0.0000% | $1840000.00        | $1862425.58        | Asset-Backed Securities |
| AMERICAN CREDIT ACCEPTANCE 202 B      20271213 6.1 | 2027-12-13      | 6.1000%  | 0.0000% | $750000.00         | $596333.95         | Asset-Backed Securities |
| AREX  CLO LTD 2016-39R3        A-R3   20370720 FLT | 2037-07-20      | 5.7490%  | 0.0000% | $5000000.00        | $5078786.95        | Asset-Backed Securities |
| CHASE AUTO OWNER TRUST 2024-4  A-2    20270927 5.2 | 2027-09-27      | 5.2500%  | 0.0000% | $415000.00         | $115083.13         | Asset-Backed Securities |
| BRIDGECREST AUTO SEC TR 2025-1 A-2    20270915 4.7 | 2027-09-15      | 4.7100%  | 0.0000% | $10800000.00       | $5531324.78        | Asset-Backed Securities |
| CSMC TRUST 2021-RPL6           A-1    20601025 FLT | 2060-10-25      | 2.0000%  | 0.0000% | $2528848.00        | $1154934.57        | Asset-Backed Securities |
| CARVANA AUTO REC 2021-P2       B      20270310 1.2 | 2027-03-10      | 1.2700%  | 0.0000% | $164000.00         | $162359.76         | Asset-Backed Securities |
| CITIGROUP MTG LOAN 2024-RP2    A-1    20630225 FLT | 2063-02-25      | 4.1000%  | 0.0000% | $1000000.00        | $825232.00         | Asset-Backed Securities |
| CCG RECEIVABLES TR 2025-1      B      20321014 4.6 | 2032-10-14      | 4.6900%  | 0.0000% | $2801000.00        | $2837044.51        | Asset-Backed Securities |
| CARVANA AUTO REC TR 2022-P1    A-4    20280210 3.5 | 2028-02-10      | 3.5200%  | 0.0000% | $1000000.00        | $906256.62         | Asset-Backed Securities |
| CPS AUTO RCVBLS TR 2021-C      D      20270615 1.6 | 2027-06-15      | 1.6900%  | 0.0000% | $210000.00         | $30925.04          | Asset-Backed Securities |
| EXETER AUTOMOBILE REC 2022-3   C      20270915 5.3 | 2027-09-15      | 5.3000%  | 0.0000% | $9527000.00        | $545327.40         | Asset-Backed Securities |
| CPS AUTO RECV TR 2024-A        B      20280515 5.6 | 2028-05-15      | 5.6500%  | 0.0000% | $11000000.00       | $8999128.50        | Asset-Backed Securities |
| ELMWOOD CLO LTD 2024-32        C      20371019 FLT | 2037-10-19      | 6.2290%  | 0.0000% | $2050000.00        | $2078892.81        | Asset-Backed Securities |
| EFMT 2025-CES4                 A-1    20600625 FLT | 2060-06-25      | 5.4310%  | 0.0000% | $17000000.00       | $16543273.90       | Asset-Backed Securities |
| SIGNAL PEAK CLO LTD 2024-11    B      20370720 FLT | 2037-07-20      | 6.1790%  | 0.0000% | $2000000.00        | $2032642.55        | Asset-Backed Securities |
| GARRISON MML CLO 2019-1 LP     A-1T-S 20310721 FLT | 2031-07-21      | 6.9871%  | 0.0000% | $5000000.00        | $1711426.36        | Asset-Backed Securities |
| OCP CLO LTD 2017-14R           A-1R   20370720 FLT | 2037-07-20      | 5.6955%  | 0.0000% | $500000.00         | $506646.39         | Asset-Backed Securities |
| NISSAN AUTO REC TR 2024-B      A-2B   20270615 FLT | 2027-06-15      | 4.7521%  | 0.0000% | $20055000.00       | $12386206.57       | Asset-Backed Securities |
| ICG US CLO 2020-1R LTD         C-RR   20350122 FLT | 2035-01-22      | 6.5255%  | 0.0000% | $5000000.00        | $5065248.58        | Asset-Backed Securities |
| FIRST INV AUTO OWN TR 2021-2   D      20271215 1.6 | 2027-12-15      | 1.6600%  | 0.0000% | $5340000.00        | $5237288.66        | Asset-Backed Securities |
| GOLUB CAP PART CLO LT 2024-74B D-2    20370727 FLT | 2037-07-27      | 8.8185%  | 0.0000% | $1650000.00        | $1691375.62        | Asset-Backed Securities |
| OCCU AUTO REC TR 2022-1        A-3    20271015 5.5 | 2027-10-15      | 5.5000%  | 0.0000% | $270000.00         | $43736.83          | Asset-Backed Securities |
| HYUNDAI AUTO REC TR 2022-C     A-4    20281016 5.5 | 2028-10-16      | 5.5200%  | 0.0000% | $928000.00         | $941045.82         | Asset-Backed Securities |
| SFS AR REC SEC TR 2025-1       A-3    20300722 4.7 | 2030-07-22      | 4.7500%  | 0.0000% | $197000.00         | $199466.33         | Asset-Backed Securities |
| CREDIT ACCEP AT LN TR 2022-3   C      20330215 8.4 | 2033-02-15      | 8.4500%  | 0.0000% | $2000000.00        | $2023511.67        | Asset-Backed Securities |
| ELMWOOD CLO XII LTD            D-1-R  20371015 FLT | 2037-10-15      | 7.4176%  | 0.0000% | $500000.00         | $510197.66         | Asset-Backed Securities |
| EXETER AUTOMOBILE RECEV 2023-1 C      20280215 5.8 | 2028-02-15      | 5.8200%  | 0.0000% | $1780000.00        | $451656.58         | Asset-Backed Securities |
| AVIS BUDGT RENL FD LC 2020-2   A      20270220 2.0 | 2027-02-20      | 2.0200%  | 0.0000% | $3944000.00        | $3924943.03        | Asset-Backed Securities |
| ARES LXI CLO LTD 2021-61R      D-R    20370420 FLT | 2037-04-20      | 8.2255%  | 0.0000% | $1000000.00        | $1023442.49        | Asset-Backed Securities |
| AMERICAN CR ACC RECV TR 2022-4 D      20290213 8.0 | 2029-02-13      | 8.0000%  | 0.0000% | $165000.00         | $114702.32         | Asset-Backed Securities |
| AMERICREDIT AUTO  2021-2 TR    D      20270618 1.2 | 2027-06-18      | 1.2900%  | 0.0000% | $7510000.00        | $7444452.72        | Asset-Backed Securities |
| CREDIT ACCEPT AT LN TR 2024-3  A      20340915 4.6 | 2034-09-15      | 4.6800%  | 0.0000% | $9400000.00        | $9462679.20        | Asset-Backed Securities |
| CARVANA AUTO REC TR 2024-P1    A-2    20270810 5.5 | 2027-08-10      | 5.5000%  | 0.0000% | $1300000.00        | $6421.48           | Asset-Backed Securities |
| CPS AUTO REC TR 2022-B         D      20280815 5.1 | 2028-08-15      | 5.1900%  | 0.0000% | $12050000.00       | $12094856.12       | Asset-Backed Securities |
| CEDAR FDG CLO LTD 2018-9R      A-R    20370720 FLT | 2037-07-20      | 5.7455%  | 0.0000% | $13685000.00       | $13887830.63       | Asset-Backed Securities |
| DRYDEN CLO LTD 2019-80R        D-R    20330118 FLT | 2033-01-18      | 7.4224%  | 0.0000% | $1000000.00        | $992473.33         | Asset-Backed Securities |
| DRIVE AUTO REC TR 2021-2       D      20290315 1.3 | 2029-03-15      | 1.3900%  | 0.0000% | $4800000.00        | $1572273.61        | Asset-Backed Securities |
| VOYA CLO 202 7.0561 15JUL34 144A FR                | 2034-07-15      | 7.1176%  | 0.0000% | $2000000.00        | $2029747.30        | Asset-Backed Securities |
| CARVANA AUTO RECB TR 2021-N1   C      20280110 1.3 | 2028-01-10      | 1.3000%  | 0.0000% | $1660000.00        | $146803.70         | Asset-Backed Securities |
| CAPITAL ONE MUL EX TR 2024-1   A      20290917 3.9 | 2029-09-17      | 3.9200%  | 0.0000% | $1875000.00        | $1879519.37        | Asset-Backed Securities |
| TESLA LS ELECTRIC VH 2025-A    A-3    20281120 4.2 | 2028-11-20      | 4.2700%  | 0.0000% | $7000000.00        | $7002762.28        | Asset-Backed Securities |
| PROGRESS RES TRUST 2025-SFR5   C      20421017 4.0 | 2042-10-17      | 4.0000%  | 0.0000% | $3136000.00        | $2978577.68        | Asset-Backed Securities |
| OCP CLO LTD 2021-21R           A-R    20380120 FLT | 2038-01-20      | 5.5055%  | 0.0000% | $1000000.00        | $1011078.05        | Asset-Backed Securities |
| GM FIN CONS AUTO REC TR 2021-4 C      20280316 1.3 | 2028-03-16      | 1.3700%  | 0.0000% | $60000.00          | $59643.29          | Asset-Backed Securities |
| GLS AT SELECT REC IS TR 2025-1 B      20310218 5.0 | 2031-02-18      | 5.0400%  | 0.0000% | $1586000.00        | $1616189.51        | Asset-Backed Securities |
| GOLDENTREE LN OPP XII 2016-12R D-R    20300722 FLT | 2030-07-22      | 7.4871%  | 0.0000% | $2500000.00        | $2544665.56        | Asset-Backed Securities |
| LCM LTD 2022-39R               D-R    20341016 FLT | 2034-10-16      | 7.5676%  | 0.0000% | $490000.00         | $497813.61         | Asset-Backed Securities |
| MADISON PARK FUNDING 2021-59R  B-R    20370420 FLT | 2037-04-20      | 6.2490%  | 0.0000% | $500000.00         | $508172.58         | Asset-Backed Securities |
| SILVER POINT CLO LTD 2025-8    B      20380415 FLT | 2038-04-15      | 5.7222%  | 0.0000% | $2000000.00        | $2055306.74        | Asset-Backed Securities |
| KUBOTA CREDIT OWNER TR 2024-1  A-4    20300115 5.2 | 2030-01-15      | 5.2000%  | 0.0000% | $6273000.00        | $6433856.44        | Asset-Backed Securities |
| LAD AUTO RECEIVABLES TR 2024-3 C      20300315 4.9 | 2030-03-15      | 4.9300%  | 0.0000% | $100000.00         | $101182.92         | Asset-Backed Securities |
| GREATAMERICA REC 2021-2        A-4    20270915 1.0 | 2027-09-15      | 1.0400%  | 0.0000% | $639000.00         | $135705.69         | Asset-Backed Securities |
| HALSEYPOINT CLO II LTD 2020-2R A-R    20370720 FLT | 2037-07-20      | 5.8455%  | 0.0000% | $10000000.00       | $10144986.05       | Asset-Backed Securities |
| KKR CLO 32 LTD                 B-R    20370415 FLT | 2037-04-15      | 6.4176%  | 0.0000% | $750000.00         | $761899.82         | Asset-Backed Securities |
| GM FINANCIAL CONSUMER 2024-1   A-2-B  20270216 FLT | 2027-02-16      | 4.7738%  | 0.0000% | $8994000.00        | $37902.27          | Asset-Backed Securities |
| GLS AUTO RECEIVABLES 2020-4 TR E      20271015 3.5 | 2027-10-15      | 3.5100%  | 0.0000% | $4850000.00        | $2790401.94        | Asset-Backed Securities |
| GM FINL CONSUMER AUTOMOBILE RE A-3    20280616 5.4 | 2028-06-16      | 5.4500%  | 0.0000% | $4200000.00        | $3055997.46        | Asset-Backed Securities |
| FOURSIGHT CAP ATML REC 2022-2  C      20280815 5.7 | 2028-08-15      | 5.7500%  | 0.0000% | $5770000.00        | $3851030.52        | Asset-Backed Securities |
| FLAGSHIP CR AUTO TRUST 2021-3  D      20270915 1.6 | 2027-09-15      | 1.6500%  | 0.0000% | $1000000.00        | $973862.50         | Asset-Backed Securities |
| BENEFIT STREET PARTNERS 2024-3 B      20380125 FLT | 2038-01-25      | 5.9685%  | 0.0000% | $2595000.00        | $2633738.07        | Asset-Backed Securities |
| CARMAX AUTO OWNER TR 2022-4    D      20290416 8.0 | 2029-04-16      | 8.0800%  | 0.0000% | $35000.00          | $36548.35          | Asset-Backed Securities |
| CARVANA AUTO RECIEV TR 2024-N3 A-2    20271210 4.8 | 2027-12-10      | 4.8400%  | 0.0000% | $2640000.00        | $907897.12         | Asset-Backed Securities |
| BAIN CAPITAL CREDIT 2023-4     B      20361021 FLT | 2036-10-21      | 6.8255%  | 0.0000% | $525000.00         | $532035.73         | Asset-Backed Securities |
| BATTERY PK CLO 2022-2R LTD     B-R    20371020 FLT | 2037-10-20      | 6.2255%  | 0.0000% | $2000000.00        | $2032016.10        | Asset-Backed Securities |
| BMW VEH OWNER TR 2023-A        A3     20280225 5.4 | 2028-02-25      | 5.4700%  | 0.0000% | $450000.00         | $262550.40         | Asset-Backed Securities |
| BAIN CAPITAL CREDIT LTD 2021-4 D      20341020 FLT | 2034-10-20      | 7.6871%  | 0.0000% | $4000000.00        | $4034042.68        | Asset-Backed Securities |
| EXTER AUTOMOBILE REC TR 2025-3 D      20311015 5.5 | 2031-10-15      | 5.5700%  | 0.0000% | $2950000.00        | $3003595.11        | Asset-Backed Securities |
| DRIVE AUTO RECEI TR 2025-2     D      20321215 4.9 | 2032-12-15      | 4.9000%  | 0.0000% | $1680000.00        | $1679547.52        | Asset-Backed Securities |
| GOLUB CAP PARTNERS 2025-79(B)  A      20380420 FLT | 2038-04-20      | 5.4218%  | 0.0000% | $1800000.00        | $1852249.45        | Asset-Backed Securities |
| VENTURE 2015-19RR CLO LTD      D-RR   20320115 FLT | 2032-01-15      | 8.0792%  | 0.0000% | $2000000.00        | $2000860.85        | Asset-Backed Securities |
| VERIZON MASTER TR 2023-4       A-1A   20290620 5.1 | 2029-06-20      | 5.1600%  | 0.0000% | $180000.00         | $181611.78         | Asset-Backed Securities |
| VENTURE CLO LTD 2013-15R2      D-R2   20320715 FLT | 2032-07-15      | 8.4992%  | 0.0000% | $3000000.00        | $3047306.28        | Asset-Backed Securities |
| PROGRESS RES TRUS 2024-SFR4    D      20410718 3.3 | 2041-07-18      | 3.3250%  | 0.0000% | $6000000.00        | $5625998.83        | Asset-Backed Securities |
| TESLA AUTO LEASE TRUST 2024-A  A-3    20270621 5.3 | 2027-06-21      | 5.3000%  | 0.0000% | $500000.00         | $413632.42         | Asset-Backed Securities |
| LCM LTD 2021-32                D      20340720 FLT | 2034-07-20      | 7.9871%  | 0.0000% | $4000000.00        | $3902889.34        | Asset-Backed Securities |
| MADISON PARK FDG LTD 2024-60R  B-R    20371026 FLT | 2037-10-26      | 6.0685%  | 0.0000% | $250000.00         | $253603.52         | Asset-Backed Securities |
| MMAF EQUIP FIN LLC 2023-A      A-2    20261113 5.7 | 2026-11-13      | 5.7900%  | 0.0000% | $17911000.00       | $2441766.99        | Asset-Backed Securities |
| GREAT LAKES CLO LTD  2024-8    A      20370715 FLT | 2037-07-15      | 6.1176%  | 0.0000% | $10000000.00       | $10158247.59       | Asset-Backed Securities |
| NMEF FUNDING LLC 2025-B        D      20330118 5.4 | 2033-01-18      | 5.4700%  | 0.0000% | $2000000.00        | $2015284.33        | Asset-Backed Securities |
| HINNT LLC 2024-A               A      20430316 5.4 | 2043-03-16      | 5.4900%  | 0.0000% | $100000.00         | $53107.14          | Asset-Backed Securities |
| PRESTIGE AUTO RECEIVABLES 2023 B      20271215 6.6 | 2027-12-15      | 6.6400%  | 0.0000% | $3100000.00        | $2366897.38        | Asset-Backed Securities |
| PFS FINANCING CORP 2025-A      A      20290116 FLT | 2029-01-16      | 5.0221%  | 0.0000% | $17000000.00       | $17035505.08       | Asset-Backed Securities |
| ELMWOOD CLO LTD 2025-39        A-1    20380419 FLT | 2038-04-19      | 5.4239%  | 0.0000% | $20100000.00       | $20649568.77       | Asset-Backed Securities |
| ELARA HGV TIMESHARE 2023-A     A      20380225 6.1 | 2038-02-25      | 6.1600%  | 0.0000% | $200000.00         | $108586.40         | Asset-Backed Securities |
| CARVANA AUTO REC TR 2021-P1    D      20271210 1.8 | 2027-12-10      | 1.8200%  | 0.0000% | $265000.00         | $261585.77         | Asset-Backed Securities |
| CIFC FUNDING LTD 2018-2R       A-1-R  20371020 FLT | 2037-10-20      | 5.6955%  | 0.0000% | $1960000.00        | $1990993.03        | Asset-Backed Securities |
| REGIONAL MGT ISSUANC TR 2025-1 D      20340417 6.5 | 2034-04-17      | 6.5800%  | 0.0000% | $2000000.00        | $2040073.33        | Asset-Backed Securities |
| RCKT MORTGAGE TRUST 2024-CES5  A-1B   20440725 FLT | 2044-07-25      | 6.0470%  | 0.0000% | $15500000.00       | $11602166.77       | Asset-Backed Securities |
| VEROS AUTO RECE TR 2024-1      A      20271115 6.2 | 2027-11-15      | 6.2800%  | 0.0000% | $500000.00         | $110072.72         | Asset-Backed Securities |
| WESTLAKE AT MBL RECV TR 23-P1  B      20270315 6.1 | 2027-03-15      | 6.1100%  | 0.0000% | $100000.00         | $100805.68         | Asset-Backed Securities |
| WF CARD ISSUANCE 2024-1        A      20290215 4.9 | 2029-02-15      | 4.9400%  | 0.0000% | $23375000.00       | $23755155.43       | Asset-Backed Securities |
| MADISON PK FD 0.00 25JUL37 144A FRN                | 2037-07-25      | 6.2685%  | 0.0000% | $1000000.00        | $1015866.30        | Asset-Backed Securities |
| MERCEDES BENZ AUTO REC 2022-1  A-3    20270816 5.2 | 2027-08-16      | 5.2100%  | 0.0000% | $2005000.00        | $573649.25         | Asset-Backed Securities |
| CARVANA AR REC TR 2025-N1      A-2    20280510 4.7 | 2028-05-10      | 4.7800%  | 0.0000% | $4115000.00        | $2920949.25        | Asset-Backed Securities |
| CHASE HOME LD MTG TR 2024-RPL2 A-1-B  20640825 FLT | 2064-08-25      | 3.2500%  | 0.0000% | $6000000.00        | $4800777.71        | Asset-Backed Securities |
| AMERICAN CR ACCEPT REC 2024-3  A      20271112 5.7 | 2027-11-12      | 5.7600%  | 0.0000% | $3500000.00        | $411841.88         | Asset-Backed Securities |
| AGL CLO LTD 2024-35            D-1    20380121 FLT | 2038-01-21      | 7.1755%  | 0.0000% | $4000000.00        | $4067966.64        | Asset-Backed Securities |
| AIMCO CLO LTD 2022-17R         A-1-R  20370720 FLT | 2037-07-20      | 5.6820%  | 0.0000% | $523000.00         | $529926.26         | Asset-Backed Securities |
| AFFIRM MASTER TRUST 2025-3     A      20341016 4.4 | 2034-10-16      | 4.4500%  | 0.0000% | $2000000.00        | $1998038.56        | Asset-Backed Securities |
| ELEVATION CLO LTD 2020-11R     B-R    20371015 FLT | 2037-10-15      | 6.3176%  | 0.0000% | $650000.00         | $659673.65         | Asset-Backed Securities |
| EXETER AUTO REC TR 2024-4      D      20301216 5.8 | 2030-12-16      | 5.8100%  | 0.0000% | $3242000.00        | $3306816.76        | Asset-Backed Securities |
| LAD AUTO REC TR 2025-1         C      20300715 5.1 | 2030-07-15      | 5.1100%  | 0.0000% | $1000000.00        | $1020800.17        | Asset-Backed Securities |
| TRINITYR RAIL LEAS 2021-1 LLC  A      20510719 2.5 | 2051-07-19      | 2.2600%  | 0.0000% | $200000.00         | $154836.84         | Asset-Backed Securities |
| VERIZON MASTER TRUST           A      20310922 5.3 | 2031-09-22      | 5.3500%  | 0.0000% | $1000000.00        | $1038048.11        | Asset-Backed Securities |
| MAD PAR FDG XXII LTD 2016-22RR B-R2   20380115 FLT | 2038-01-15      | 5.9676%  | 0.0000% | $1400000.00        | $1420613.50        | Asset-Backed Securities |
| RR LTD 2022-21R                A-1A-R 20390715 FLT | 2039-07-15      | 5.7176%  | 0.0000% | $570000.00         | $578954.25         | Asset-Backed Securities |
| PRESTIGE AUTO REC TR 2025-1    C      20300215 5.5 | 2030-02-15      | 5.5200%  | 0.0000% | $14000000.00       | $14232162.00       | Asset-Backed Securities |
| LAD AUTO RECEIVABLES TR 2023-3 A-3    20270915 6.1 | 2027-09-15      | 6.1200%  | 0.0000% | $16475000.00       | $1864674.65        | Asset-Backed Securities |
| TOYOTA AUTO REC OWN 2021-C TR  A-4    20270115 0.7 | 2027-01-15      | 0.7200%  | 0.0000% | $356000.00         | $99165.97          | Asset-Backed Securities |
| TRINITAS CLO XIX LTD / TRINITAS CLO XIX LL         | 2033-10-20      | 7.2755%  | 0.0000% | $410000.00         | $415977.34         | Asset-Backed Securities |
| MARINER FIN ISSUANCE TR 2025-A C      20380520 5.6 | 2038-05-20      | 5.6900%  | 0.0000% | $4310000.00        | $4397568.67        | Asset-Backed Securities |
| MMAF EQUIP FIN LLC 2017-B      A-5    20400615 2.7 | 2040-06-15      | 2.7200%  | 0.0000% | $20528000.00       | $307825.11         | Asset-Backed Securities |
| HYUNDAI AUTO REC TR 2023-A     A-3    20270415 4.5 | 2027-04-15      | 4.5800%  | 0.0000% | $400000.00         | $133808.93         | Asset-Backed Securities |
| MAN US CLO LTD 2023-1          A      20351015 FLT | 2035-10-15      | 6.6255%  | 0.0000% | $7640136.00        | $7741420.82        | Asset-Backed Securities |
| DLLAA LLC  2025-1              A-4    20330420 5.0 | 2033-04-20      | 5.0800%  | 0.0000% | $7200000.00        | $7412364.80        | Asset-Backed Securities |
| DT AUTO OWNER TR 2023-3        C      20290515 6.4 | 2029-05-15      | 6.4000%  | 0.0000% | $2387000.00        | $2424143.31        | Asset-Backed Securities |
| AMERICREDIT AM RECV TR 2024-1  A-2-A  20280218 5.7 | 2028-02-18      | 5.7500%  | 0.0000% | $1495000.00        | $256846.50         | Asset-Backed Securities |
| ALLY AUTO RECEIVABLES 2024-2   A3     20290716 4.1 | 2029-07-16      | 4.1400%  | 0.0000% | $16300000.00       | $16351866.60       | Asset-Backed Securities |
| ALLEGRO CLO LTD 2022-15R       B-R    20380420 FLT | 2038-04-20      | 5.9455%  | 0.0000% | $4000000.00        | $4047343.31        | Asset-Backed Securities |
| AFFIRM MASTER TRUST 2025-3     C      20341016 4.8 | 2034-10-16      | 4.8900%  | 0.0000% | $1000000.00        | $999356.83         | Asset-Backed Securities |
| HILTON GR VACATIONS TR 2024-2  C      20380325 5.9 | 2038-03-25      | 5.9900%  | 0.0000% | $100000.00         | $61144.67          | Asset-Backed Securities |
| MER-BENZ  AUTO LEA TR 2023-A   A-3    20270115 4.7 | 2027-01-15      | 4.7400%  | 0.0000% | $530000.00         | $79295.47          | Asset-Backed Securities |
| PALMER SQUARE CLO 2020-3R2     A-1-R2 20361117 FLT | 2036-11-17      | 5.8614%  | 0.0000% | $430000.00         | $433340.90         | Asset-Backed Securities |
| WESTLAKE AUTO REC TR 2023-2    C      20280315 6.2 | 2028-03-15      | 6.2900%  | 0.0000% | $1560000.00        | $1572939.94        | Asset-Backed Securities |
| HOME PART AMERICA TR 2021-2    A      20381217 1.9 | 2038-12-17      | 1.9010%  | 0.0000% | $4200000.00        | $3206697.51        | Asset-Backed Securities |
| PRPM LLC 2025-RPL2             A-2    20550425 FLT | 2055-04-25      | 3.7500%  | 0.0000% | $2500000.00        | $2395347.08        | Asset-Backed Securities |
| MMAF EQUIP FIN 2019-B          A-5    20411112 2.2 | 2041-11-12      | 2.2900%  | 0.0000% | $2960000.00        | $2558215.47        | Asset-Backed Securities |
| 37 CAP CLO LTD 2021-1          D      20341016 FLT | 2034-10-16      | 8.0992%  | 0.0000% | $3885000.00        | $3945540.75        | Asset-Backed Securities |
| GLS AUTO REC ISSUER TR 2025-3  C      20310515 4.6 | 2031-05-15      | 4.6900%  | 0.0000% | $5250000.00        | $5282892.12        | Asset-Backed Securities |
| GLS AUTO REC TR 2022-1         D      20280118 3.9 | 2028-01-18      | 3.9700%  | 0.0000% | $1550000.00        | $1111894.08        | Asset-Backed Securities |
| GOLU  CAPITAL PARTNER 2024-76B B      20371026 FLT | 2037-10-26      | 5.9885%  | 0.0000% | $250000.00         | $253421.30         | Asset-Backed Securities |
| GLS AUTO SELECT REC TR 2024-3  D      20310815 6.3 | 2031-08-15      | 6.3400%  | 0.0000% | $100000.00         | $104023.47         | Asset-Backed Securities |
| TESLA AUTO LEASE TRUST 2023-B  A-3    20260921 6.1 | 2026-09-21      | 6.1300%  | 0.0000% | $3322000.00        | $604637.05         | Asset-Backed Securities |
| HONDA AUTO REC OWN TR  2023-1  A-3    20270421 5.0 | 2027-04-21      | 5.0400%  | 0.0000% | $400000.00         | $154123.74         | Asset-Backed Securities |
| GREENSTATE AUTO RECV TR 2024-1 A-2    20270816 5.5 | 2027-08-16      | 5.5300%  | 0.0000% | $6000000.00        | $1109848.04        | Asset-Backed Securities |
| KUBOTA CR OWNER TR 2025-2      A-4    20301115 4.5 | 2030-11-15      | 4.5700%  | 0.0000% | $833000.00         | $846327.31         | Asset-Backed Securities |
| LENDMARK FDG TR 2024-2         D      20340221 5.6 | 2034-02-21      | 5.6900%  | 0.0000% | $483000.00         | $483991.87         | Asset-Backed Securities |
| MERCEDES-BENZ  AUTO 2024-1     A-2A   20270517 5.0 | 2027-05-17      | 5.0600%  | 0.0000% | $737000.00         | $5292.60           | Asset-Backed Securities |
| GM FIN CONS AUTO REC TR 2022-4 A-3    20270816 4.8 | 2027-08-16      | 4.8200%  | 0.0000% | $750000.00         | $203726.41         | Asset-Backed Securities |
| CREDIT ACCEPT AUT LN TR 2024-1 A      20340315 5.6 | 2034-03-15      | 5.6800%  | 0.0000% | $4590000.00        | $4652491.32        | Asset-Backed Securities |
| ENT AUTO RECEIVABLES 2023-1    A-3    20290116 6.2 | 2029-01-16      | 6.2400%  | 0.0000% | $300000.00         | $249530.39         | Asset-Backed Securities |
| CCG REC TR 2022-1              B      20290716 4.4 | 2029-07-16      | 4.4200%  | 0.0000% | $450000.00         | $450780.95         | Asset-Backed Securities |
| BRAVO RESDNTIL FDG TR 2021-HE3 A-1    20690826 FLT | 2069-08-26      | 5.2060%  | 0.0000% | $6736000.00        | $1872663.29        | Asset-Backed Securities |
| CNH EQUIPMENT TR 2021-C        B      20290416 1.4 | 2029-04-16      | 1.4100%  | 0.0000% | $250000.00         | $247773.12         | Asset-Backed Securities |
| BATTERY PK CLO LTD 2019-1R     D-R    20360715 FLT | 2036-07-15      | 8.0676%  | 0.0000% | $900000.00         | $916178.03         | Asset-Backed Securities |
| NEUBERGER BERMAN LOAN 2019-30R A1-R2  20370121 FLT | 2037-01-21      | 5.5655%  | 0.0000% | $3000000.00        | $3039679.15        | Asset-Backed Securities |
| OWL ROCK CLO III, LLC 2020-3   A-R    20360421 FLT | 2036-04-21      | 6.1755%  | 0.0000% | $890000.00         | $905930.50         | Asset-Backed Securities |
| SANTANDER DRV AUTO TR 2023-1   B      20280215 4.9 | 2028-02-15      | 4.9800%  | 0.0000% | $285000.00         | $14900.45          | Asset-Backed Securities |
| ALLY AUTO REC TR 2022-3        A-3    20270415 5.0 | 2027-04-15      | 5.0700%  | 0.0000% | $1500000.00        | $262311.05         | Asset-Backed Securities |
| AMERICAN CR ACCE REC TR 2024-4 A      20280313 4.8 | 2028-03-13      | 4.8100%  | 0.0000% | $11000000.00       | $2809319.65        | Asset-Backed Securities |
| MOUNTIA VIEW CLO LTD  2019-15R A-1-R  20370715 FLT | 2037-07-15      | 5.9876%  | 0.0000% | $3250000.00        | $3298576.79        | Asset-Backed Securities |
| MMAF EQUIP FIN 2021-A          A-5    20431113 1.1 | 2043-11-13      | 1.1900%  | 0.0000% | $440000.00         | $434100.02         | Asset-Backed Securities |
| SANTANDER DRIVE AUTO 2021-4    D      20271015 1.6 | 2027-10-15      | 1.6700%  | 0.0000% | $6645000.00        | $2017083.08        | Asset-Backed Securities |
| SBNA AUTO LEASE TRUST 2024-A   A-3    20261120 5.3 | 2026-11-20      | 5.3900%  | 0.0000% | $60000.00          | $26491.14          | Asset-Backed Securities |
| SFS AUTO RECEIVABLES 2024-2    A-2    20271020 5.7 | 2027-10-20      | 5.7100%  | 0.0000% | $287000.00         | $28550.33          | Asset-Backed Securities |
| OHA CR FUNDING LTD 2022-13R    A-R    20370720 FLT | 2037-07-20      | 5.6755%  | 0.0000% | $271000.00         | $274588.94         | Asset-Backed Securities |
| ORCHARD PK CLO LTD 2024-1      B-1    20371020 FLT | 2037-10-20      | 6.0255%  | 0.0000% | $500000.00         | $507431.80         | Asset-Backed Securities |
| SLM PRIVATE ST LN TR 2006-A    A-5    20390615 FLT | 2039-06-15      | 4.5894%  | 0.0000% | $184000.00         | $42734.66          | Asset-Backed Securities |
| TESLA LS ELECTRIC VH 2025-A    C      20290620 5.0 | 2029-06-20      | 5.0900%  | 0.0000% | $4000000.00        | $4001965.56        | Asset-Backed Securities |
| TOYOTA AUTO RECEIVABLES 2024-B A-3    20290116 5.3 | 2029-01-16      | 5.3300%  | 0.0000% | $9436000.00        | $9581992.23        | Asset-Backed Securities |
| GOLUB  CAP PARTNERS 2025-77B   A-1    20380125 FLT | 2038-01-25      | 5.5685%  | 0.0000% | $1350000.00        | $1365637.76        | Asset-Backed Securities |
| FIRST NATL MASTER NT TR 2025-1 A      20300215 4.8 | 2030-02-15      | 4.8500%  | 0.0000% | $36500000.00       | $37258719.44       | Asset-Backed Securities |

### Security 660: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** WELLS FARGO SECURITIES LLC 4.830000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1ATRG3, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: ARP1ATRG3
- **C.18 - Value (incl. sponsor support):** $146486990.88
- **C.18.a - Value (excl. sponsor support):** $146486990.88
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.7100%
- **C.11 - Maturity Date (WAM):** 2026-04-08
- **C.12 - Maturity Date (WAL):** 2026-04-08
- **C.13 - Final Legal Maturity Date:** 2026-04-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                          |
|:---|:---|:---|:---|:---|:---|:---|
| MORGAN STAN CAP I TR 2017-ASHF F      20341115 FLT | 2034-11-15      | 8.7980%  | 0.0000% | $2500000.00        | $2388162.08        | Private Label Collateralized Mortgage Obligations |
| OBX TR 2024-NQM13              B-3    20640625 FLT | 2064-06-25      | 7.7035%  | 0.0000% | $286000.00         | $197759.17         | Private Label Collateralized Mortgage Obligations |
| JP MORGAN CHASE CMBS 2018-PHH  E      20350615 FLT | 2035-06-15      | 6.9070%  | 0.0000% | $13700000.00       | $1657362.06        | Private Label Collateralized Mortgage Obligations |
| JP MORGAN CHASE CMBS 2018-PHH  B      20350615 FLT | 2035-06-15      | 5.6570%  | 0.0000% | $4750000.00        | $3491223.88        | Private Label Collateralized Mortgage Obligations |
| BBCMS MTG TR 2018-TALL         E      20370316 FLT | 2037-03-16      | 6.7850%  | 0.0000% | $13750000.00       | $11269322.46       | Private Label Collateralized Mortgage Obligations |
| COMM MTG TR 2014-UBS4          C      20470812 FLT | 2047-08-12      | 4.8069%  | 0.0000% | $15385000.00       | $11752174.26       | Private Label Collateralized Mortgage Obligations |
| SG COML MTG SECS TR 2016-C5    D      20481013 FLT | 2048-10-13      | 4.9709%  | 0.0000% | $4000000.00        | $2937253.39        | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO CO MTG TR 2017-C40 D      20501017 2.7 | 2050-10-17      | 2.7000%  | 0.0000% | $6550000.00        | $5520215.55        | Private Label Collateralized Mortgage Obligations |
| HOMES TR 2025-NQM1             B-2    20700125 FLT | 2070-01-25      | 7.2168%  | 0.0000% | $3380000.00        | $3366110.68        | Private Label Collateralized Mortgage Obligations |
| JPMBB COML MTG SEC TR 2015-C29 D      20480515 FLT | 2048-05-15      | 3.9252%  | 0.0000% | $9700000.00        | $5248747.15        | Private Label Collateralized Mortgage Obligations |
| COREVEST AMCR FIN TR 2020-3    B      20530815 2.2 | 2053-08-15      | 2.2030%  | 0.0000% | $100000.00         | $90982.86          | Private Label Collateralized Mortgage Obligations |
| COMM MTG TR 2018-HCLV          E      20330915 FLT | 2033-09-15      | 6.9460%  | 0.0000% | $9747000.00        | $1011682.44        | Private Label Collateralized Mortgage Obligations |
| LOANCORE 2021-CRE5 ISSUER LTD  D      20360715 FLT | 2036-07-15      | 7.2646%  | 0.0000% | $7823000.00        | $7775412.17        | Private Label Collateralized Mortgage Obligations |
| J.P. MRG COMM TR 2022-OPO      D      20390107 FLT | 2039-01-07      | 3.5646%  | 0.0000% | $1480000.00        | $1202383.74        | Private Label Collateralized Mortgage Obligations |
| DEEPHAVEN RES MTG TR 2021-1    B-2    20650525 3.9 | 2065-05-25      | 3.9550%  | 0.0000% | $4320000.00        | $3854481.00        | Private Label Collateralized Mortgage Obligations |
| CITIGRP COML MTG TR 2016-P3    C      20490416 FLT | 2049-04-16      | 5.0705%  | 0.0000% | $1500000.00        | $1341888.81        | Private Label Collateralized Mortgage Obligations |
| MOFT TRUST 2020-ABC            A      20420212 3.3 | 2042-02-12      | 3.3580%  | 0.0000% | $5205000.00        | $4265544.64        | Private Label Collateralized Mortgage Obligations |
| MKT MORTGAGE TRUST 2020-525M   F      20400212 FLT | 2040-02-12      | 3.0386%  | 0.0000% | $5423000.00        | $3914059.89        | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COM MTG TR 2015-P2 E      20481217 FLT | 2048-12-17      | 4.8161%  | 0.0000% | $1500000.00        | $1423724.47        | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COML TR 2015-LC20  C      20500415 FLT | 2050-04-15      | 4.0560%  | 0.0000% | $112996.00         | $26179.55          | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COML TR 2015-NXS4  F      20481217 3.3 | 2048-12-17      | 3.3340%  | 0.0000% | $9361000.00        | $4504482.51        | Private Label Collateralized Mortgage Obligations |
| MORGAN STANLEY CAP I 2014-150E C      20320913 FLT | 2032-09-13      | 4.4382%  | 0.0000% | $5350000.00        | $4255535.60        | Private Label Collateralized Mortgage Obligations |
| NEW RESIDENTIAL MORTGAGE 2023- B-2    20631025 FLT | 2063-10-25      | 7.5065%  | 0.0000% | $6665000.00        | $5968426.77        | Private Label Collateralized Mortgage Obligations |
| BANK 2022-BNK40                H      20640317 FLT | 2064-03-17      | 2.0036%  | 0.0000% | $2500000.00        | $1059372.60        | Private Label Collateralized Mortgage Obligations |
| BX COML MTG TR 2025-COPT       D      20420815 FLT | 2042-08-15      | 7.4002%  | 0.0000% | $8000000.00        | $8029667.20        | Private Label Collateralized Mortgage Obligations |
| CITIGROUP COML MTG TR 2016-P6  D      20491210 3.2 | 2049-12-10      | 3.2500%  | 0.0000% | $2820000.00        | $2012101.18        | Private Label Collateralized Mortgage Obligations |
| CITGRP COML MTG TR 2015-GC35   C      20481113 FLT | 2048-11-13      | 4.5531%  | 0.0000% | $3122000.00        | $2261388.81        | Private Label Collateralized Mortgage Obligations |
| BSREP COMM MTG TR 2021-DC      F      20380816 FLT | 2038-08-16      | 7.1155%  | 0.0000% | $7000000.00        | $2433324.58        | Private Label Collateralized Mortgage Obligations |
| ARBOR RLTY CRE NT 2022-FL1 LTD D      20370115 FLT | 2037-01-15      | 7.3721%  | 0.0000% | $8000000.00        | $8025533.60        | Private Label Collateralized Mortgage Obligations |
| COREVEST AMCR FIN TR 2020-4    C      20521217 2.2 | 2052-12-17      | 2.2500%  | 0.0000% | $700000.00         | $650274.45         | Private Label Collateralized Mortgage Obligations |
| CF MTG  2019-CF1 TR            65B    20520517 4.1 | 2052-05-17      | 4.1396%  | 0.0000% | $900000.00         | $215835.01         | Private Label Collateralized Mortgage Obligations |
| COMM MTG TR 2013-CCRE13        D      20461113 FLT | 2046-11-13      | 5.1091%  | 0.0000% | $6866000.00        | $3804558.38        | Private Label Collateralized Mortgage Obligations |
| VERUS SEC TRUST 2024-2         B-2    20690225 FLT | 2069-02-25      | 8.6696%  | 0.0000% | $1850000.00        | $1893802.16        | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO CO MTG TR 2017-C40 G      20501017 FLT | 2050-10-17      | 4.4386%  | 0.0000% | $4001000.00        | $1200230.23        | Private Label Collateralized Mortgage Obligations |
| VRTX TR 2025-HQ                A      20420807 FLT | 2042-08-07      | 5.0905%  | 0.0000% | $19500000.00       | $19663890.46       | Private Label Collateralized Mortgage Obligations |
| WFRBS COML MTG TR 2013-C15     C      20460817 FLT | 2046-08-17      | 4.2840%  | 0.0000% | $6867000.00        | $6204066.82        | Private Label Collateralized Mortgage Obligations |
| MORGAN STAN CAP I TR 2019-PLND B      20360515 FLT | 2036-05-15      | 5.5655%  | 0.0000% | $4385000.00        | $573641.10         | Private Label Collateralized Mortgage Obligations |
| COLT MTG LN TR 2024-INV2       B-2    20690527 FLT | 2069-05-27      | 8.0996%  | 0.0000% | $4080000.00        | $3905251.11        | Private Label Collateralized Mortgage Obligations |
| VERUS SECURITIZATION TR 2024-1 B-1    20690125 FLT | 2069-01-25      | 7.9090%  | 0.0000% | $5281000.00        | $5409608.93        | Private Label Collateralized Mortgage Obligations |
| MORGAN STAN CAP I TR 2019-PLND H      20360515 FLT | 2036-05-15      | 8.9155%  | 0.0000% | $5000000.00        | $291573.91         | Private Label Collateralized Mortgage Obligations |
| MORGAN STN CAP I TR 2019-NUGS  C      20361215 FLT | 2036-12-15      | 5.7655%  | 0.0000% | $3000000.00        | $354267.25         | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COML MTG 2025-DWHP F      20380415 FLT | 2038-04-15      | 11.5842% | 0.0000% | $16960000.00       | $16703950.50       | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO MTG TR 2017-SMP    C      20341215 FLT | 2034-12-15      | 5.5210%  | 0.0000% | $750000.00         | $459476.87         | Private Label Collateralized Mortgage Obligations |
| OBX TR 2024-NQM13              B-2    20640625 FLT | 2064-06-25      | 7.7035%  | 0.0000% | $570000.00         | $488612.91         | Private Label Collateralized Mortgage Obligations |

### Security 661: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** WELLS FARGO SECURITIES LLC 4.820000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1AV7Y1, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: ARP1AV7Y1
- **C.18 - Value (incl. sponsor support):** $250137062.50
- **C.18.a - Value (excl. sponsor support):** $250137062.50
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.7100%
- **C.11 - Maturity Date (WAM):** 2026-04-09
- **C.12 - Maturity Date (WAL):** 2026-04-09
- **C.13 - Final Legal Maturity Date:** 2026-04-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                                          |
|:---|:---|:---|:---|:---|:---|:---|
| ONE NEW YORK PLAZATR 2020-1NYP D      20360115 FLT | 2036-01-15      | 7.0155%  | 0.0000% | $1168000.00        | $1139324.34        | Private Label Collateralized Mortgage Obligations |
| GS MTG SECS TR 2013-PEMB       C      20330307 FLT | 2033-03-07      | 3.6678%  | 0.0000% | $3070000.00        | $1014495.71        | Private Label Collateralized Mortgage Obligations |
| SEQUOIA MORTGAGE TRUST 2025-9  B-6    20551025 FLT | 2055-10-25      | 6.2806%  | 0.0000% | $2070737.00        | $1158963.35        | Private Label Collateralized Mortgage Obligations |
| MORGAN STNLY BAML TR 2025-5C1  F      20580315 FLT | 2058-03-15      | 4.0000%  | 0.0000% | $5000000.00        | $3557746.11        | Private Label Collateralized Mortgage Obligations |
| GS MTG SECS TR 2013-GC13       D      20460712 FLT | 2046-07-12      | 4.0044%  | 0.0000% | $4792000.00        | $3519607.91        | Private Label Collateralized Mortgage Obligations |
| MOFT TRUST 2020-ABC            C      20420212 FLT | 2042-02-12      | 3.5926%  | 0.0000% | $6315000.00        | $4615974.71        | Private Label Collateralized Mortgage Obligations |
| JP MORGAN MTG TR 2014-IVR6     B-5    20440825 FLT | 2044-08-25      | 5.8106%  | 0.0000% | $300000.00         | $289171.58         | Private Label Collateralized Mortgage Obligations |
| JP MORGAN MTG TR 2021-INV6     B-6    20520425 FLT | 2052-04-25      | 2.6243%  | 0.0000% | $356000.00         | $151700.97         | Private Label Collateralized Mortgage Obligations |
| JP MORGAN CHASE CMBS 2018-PHH  F      20350615 FLT | 2035-06-15      | 7.5070%  | 0.0000% | $1890000.00        | $17640.00          | Private Label Collateralized Mortgage Obligations |
| COREVEST AMERICA FIN TR 2021-3 B      20541019 2.4 | 2054-10-19      | 2.4940%  | 0.0000% | $135000.00         | $131683.87         | Private Label Collateralized Mortgage Obligations |
| CSWF 2021-SOP2                 D      20340615 FLT | 2034-06-15      | 6.6815%  | 0.0000% | $12060000.00       | $8040025.64        | Private Label Collateralized Mortgage Obligations |
| CSAIL COML MTG TR 2016-C6      NR     20490115 FLT | 2049-01-15      | 4.0875%  | 0.0000% | $5000000.00        | $4282906.66        | Private Label Collateralized Mortgage Obligations |
| JP MRGN CHASE COM 2020-MKST    E      20361215 FLT | 2036-12-15      | 7.0145%  | 0.0000% | $7800000.00        | $60175.31          | Private Label Collateralized Mortgage Obligations |
| MAC TR 2025-8 5.95 15OCT40 144A FRN                | 2040-10-15      | 5.9500%  | 0.0000% | $5250000.00        | $5260941.00        | Private Label Collateralized Mortgage Obligations |
| GREAT WOLF TRUST 2024-WOLF     G      20390315 FLT | 2039-03-15      | 9.5862%  | 0.0000% | $20500000.00       | $20730035.30       | Private Label Collateralized Mortgage Obligations |
| JPMDB COML MTG SEC TR 2016-C2  D      20490617 FLT | 2049-06-17      | 3.4715%  | 0.0000% | $6000000.00        | $2868572.69        | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COML TR 2015-C31   E      20481118 FLT | 2048-11-18      | 4.7756%  | 0.0000% | $5864000.00        | $3228964.83        | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO CO TR 2017-C42     D      20501216 2.8 | 2050-12-16      | 2.8000%  | 0.0000% | $1499797.00        | $1002864.09        | Private Label Collateralized Mortgage Obligations |
| CITGRP COML MTG TR 2015-GC35   B      20481113 FLT | 2048-11-13      | 4.3460%  | 0.0000% | $2000000.00        | $1848345.89        | Private Label Collateralized Mortgage Obligations |
| CWMBS INC 2004-20              3-A-1  20340925 FLT | 2034-09-25      | 4.9537%  | 0.0000% | $113492000.00      | $1114125.71        | Private Label Collateralized Mortgage Obligations |
| COMM MTG TR 2014-UBS5          C      20470912 FLT | 2047-09-12      | 4.8801%  | 0.0000% | $525000.00         | $485063.87         | Private Label Collateralized Mortgage Obligations |
| COMM MTG TR 2014-UBS2          E      20470312 FLT | 2047-03-12      | 4.9113%  | 0.0000% | $3617822.00        | $185091.16         | Private Label Collateralized Mortgage Obligations |
| BWAY MTG TR 2013-1515          D      20330310 3.6 | 2033-03-10      | 3.6332%  | 0.0000% | $2830000.00        | $2582603.51        | Private Label Collateralized Mortgage Obligations |
| BWAY MTG TR 2013-1515          B      20330310 3.4 | 2033-03-10      | 3.4729%  | 0.0000% | $5000000.00        | $4676113.07        | Private Label Collateralized Mortgage Obligations |
| COMM MTG TR 2015-DC1           D      20480212 FLT | 2048-02-12      | 4.4323%  | 0.0000% | $10000000.00       | $6835704.82        | Private Label Collateralized Mortgage Obligations |
| COREVEST AMERICA FIN TR 2021-3 E      20541019 FLT | 2054-10-19      | 4.4199%  | 0.0000% | $2574000.00        | $2300437.24        | Private Label Collateralized Mortgage Obligations |
| DBJPM MTG TR 2016-C3           D      20490812 FLT | 2049-08-12      | 3.6159%  | 0.0000% | $5000000.00        | $2911324.05        | Private Label Collateralized Mortgage Obligations |
| COMM MTG TR 2014-LC15          E      20470412 3.5 | 2047-04-12      | 3.5000%  | 0.0000% | $3000000.00        | $2618458.33        | Private Label Collateralized Mortgage Obligations |
| CSMC TRUST 2017-RPL3           B-2    20570825 FLT | 2057-08-25      | 4.4079%  | 0.0000% | $5000000.00        | $2981778.56        | Private Label Collateralized Mortgage Obligations |
| RIDE 2025-SHRE                 E      20470214 FLT | 2047-02-14      | 8.0690%  | 0.0000% | $6611000.00        | $6800887.72        | Private Label Collateralized Mortgage Obligations |
| IMPAC CMB TR 2005-1            B      20350425 FLT | 2035-04-25      | 6.2224%  | 0.0000% | $3187500.00        | $61547.60          | Private Label Collateralized Mortgage Obligations |
| JP MORGAN MTG TR 2019-HYB1     B-5    20491025 FLT | 2049-10-25      | 4.9463%  | 0.0000% | $1115000.00        | $1069207.50        | Private Label Collateralized Mortgage Obligations |
| JP MORGAN CHASE CMBS 2018-PHH  C      20350615 FLT | 2035-06-15      | 5.8570%  | 0.0000% | $5300000.00        | $3053212.51        | Private Label Collateralized Mortgage Obligations |
| JP MORGAN MRTG TR 2021-INV4    B-5    20520125 FLT | 2052-01-25      | 3.2082%  | 0.0000% | $1688000.00        | $1131054.12        | Private Label Collateralized Mortgage Obligations |
| MORGAN STAN CAP I TR 2017-ASHF G      20341115 FLT | 2034-11-15      | 11.3480% | 0.0000% | $4010000.00        | $3815327.87        | Private Label Collateralized Mortgage Obligations |
| ONE NEW YORK PLAZATR 2020-1NYP C      20360115 FLT | 2036-01-15      | 6.4655%  | 0.0000% | $2160000.00        | $2119974.66        | Private Label Collateralized Mortgage Obligations |
| OBX TR 2024-NQM13              B-1B   20640625 FLT | 2064-06-25      | 7.4790%  | 0.0000% | $21251000.00       | $20537088.59       | Private Label Collateralized Mortgage Obligations |
| LCCM MORTGAGE TR 2017-LC26     D      20500712 3.3 | 2050-07-12      | 3.3270%  | 0.0000% | $8000000.00        | $6153312.66        | Private Label Collateralized Mortgage Obligations |
| OBX TRUST 2024-NQM4            B-2    20640125 FLT | 2064-01-25      | 7.8840%  | 0.0000% | $3134000.00        | $2765638.61        | Private Label Collateralized Mortgage Obligations |
| MKT MORTGAGE TRUST 2020-525M   F      20400212 FLT | 2040-02-12      | 3.0386%  | 0.0000% | $7057000.00        | $5093402.29        | Private Label Collateralized Mortgage Obligations |
| CITIGRP COML MTG TR 2015-GC33  C      20580912 FLT | 2058-09-12      | 4.5446%  | 0.0000% | $3250000.00        | $2774397.93        | Private Label Collateralized Mortgage Obligations |
| COMM MTG TR 2024-CBM           B      20411212 FLT | 2041-12-12      | 6.5110%  | 0.0000% | $800000.00         | $815927.98         | Private Label Collateralized Mortgage Obligations |
| CITIGROUP COML MTG TR 2017-P8  D      20500916 3.0 | 2050-09-16      | 3.0000%  | 0.0000% | $500000.00         | $307946.33         | Private Label Collateralized Mortgage Obligations |
| COREVEST AMER FIN TR 2019-1    D      20520315 4.8 | 2052-03-15      | 4.8180%  | 0.0000% | $2500000.00        | $1088318.31        | Private Label Collateralized Mortgage Obligations |
| CITGRP COML MTG TR 2014-GC23   F      20470712 FLT | 2047-07-12      | 3.2080%  | 0.0000% | $2908450.00        | $1615865.67        | Private Label Collateralized Mortgage Obligations |
| BANK 2018-BNK12                E      20610517 FLT | 2061-05-17      | 3.0340%  | 0.0000% | $3000000.00        | $1886994.25        | Private Label Collateralized Mortgage Obligations |
| BANK 2021-BNK34                F      20630615 FLT | 2063-06-15      | 2.2500%  | 0.0000% | $7000000.00        | $3418159.50        | Private Label Collateralized Mortgage Obligations |
| BSREP COMM MTG TR 2021-DC      G      20380816 FLT | 2038-08-16      | 8.1155%  | 0.0000% | $2500000.00        | $774707.69         | Private Label Collateralized Mortgage Obligations |
| BANK 2017-BNK9                 C      20541117 FLT | 2054-11-17      | 4.3922%  | 0.0000% | $1500000.00        | $1304479.73        | Private Label Collateralized Mortgage Obligations |
| BENCHMARK MTG TR 2019-B14      225B-D 20621215 FLT | 2062-12-15      | 3.4041%  | 0.0000% | $1500000.00        | $41073.30          | Private Label Collateralized Mortgage Obligations |
| BANK 2019-BNK16                G      20520216 FLT | 2052-02-16      | 3.8343%  | 0.0000% | $2315000.00        | $1300737.77        | Private Label Collateralized Mortgage Obligations |
| VRTX TR 2025-HQ                D      20420807 FLT | 2042-08-07      | 6.8155%  | 0.0000% | $8500000.00        | $8697576.13        | Private Label Collateralized Mortgage Obligations |
| VRTX TR 2025-HQ                B      20420807 FLT | 2042-08-07      | 5.6701%  | 0.0000% | $3000000.00        | $3042970.71        | Private Label Collateralized Mortgage Obligations |
| IMPERIAL FUND MTG TR 2022-NQM1 B-2    20670225 FLT | 2067-02-25      | 4.0750%  | 0.0000% | $6240000.00        | $4561674.87        | Private Label Collateralized Mortgage Obligations |
| GSCG TRUST 2019-600C           B      20340912 FLT | 2034-09-12      | 3.1584%  | 0.0000% | $4000000.00        | $622217.07         | Private Label Collateralized Mortgage Obligations |
| JPMCC COML MTG SEC TR 2018-AON C      20310708 4.5 | 2031-07-08      | 4.5798%  | 0.0000% | $1000000.00        | $668935.28         | Private Label Collateralized Mortgage Obligations |
| FREDDIE MAC MSCR TR 2025-MN11  M-1    20450725 FLT | 2045-07-25      | 6.0060%  | 0.0000% | $2100000.00        | $2096787.79        | Private Label Collateralized Mortgage Obligations |
| GCAT 2025-NQM3 TRUST           B-2    20700525 FLT | 2070-05-25      | 7.1449%  | 0.0000% | $2800000.00        | $2559036.52        | Private Label Collateralized Mortgage Obligations |
| OBX TRUST 2025-NQM11           B-3    20650525 FLT | 2065-05-25      | 7.2031%  | 0.0000% | $975165.00         | $658595.17         | Private Label Collateralized Mortgage Obligations |
| JPMBB COML MTG SEC TR 2015-C27 E      20480218 FLT | 2048-02-18      | 2.8050%  | 0.0000% | $4000000.00        | $409038.33         | Private Label Collateralized Mortgage Obligations |
| GS MORTGAGE SECS TR 2019-GC40  C      20520712 FLT | 2052-07-12      | 3.9460%  | 0.0000% | $3205000.00        | $2658822.24        | Private Label Collateralized Mortgage Obligations |
| MCR TR 2024-HF1                F      20411216 FLT | 2041-12-16      | 9.5882%  | 0.0000% | $6600000.00        | $6654641.84        | Private Label Collateralized Mortgage Obligations |
| LSTAR COML MTG TR 2017-5       C      20500311 FLT | 2050-03-11      | 4.8217%  | 0.0000% | $4169000.00        | $3894476.09        | Private Label Collateralized Mortgage Obligations |
| MOFT MTG TR 2020-B6            B      20400810 FLT | 2040-08-10      | 3.3922%  | 0.0000% | $1000000.00        | $705179.61         | Private Label Collateralized Mortgage Obligations |
| BX COML MTG TR 2025-COPT       E      20420815 FLT | 2042-08-15      | 8.6502%  | 0.0000% | $5900000.00        | $5955579.37        | Private Label Collateralized Mortgage Obligations |
| BXMT 2021-FL4 LTD              B      20380517 FLT | 2038-05-17      | 5.8074%  | 0.0000% | $5018000.00        | $4927009.12        | Private Label Collateralized Mortgage Obligations |
| BFLD TRUST 2020-EYP            A      20351015 FLT | 2035-10-15      | 5.4155%  | 0.0000% | $12250000.00       | $9499584.06        | Private Label Collateralized Mortgage Obligations |
| BANK 2022-BNK40                G      20640317 FLT | 2064-03-17      | 2.0036%  | 0.0000% | $2500000.00        | $607917.60         | Private Label Collateralized Mortgage Obligations |
| BENCHMARK MTG TR 2020-B18      F      20530717 FLT | 2053-07-17      | 2.5000%  | 0.0000% | $3000000.00        | $1290410.67        | Private Label Collateralized Mortgage Obligations |
| CSMC TRUST 2017-PFHP           F      20301216 FLT | 2030-12-16      | 8.6880%  | 0.0000% | $9900000.00        | $9004218.30        | Private Label Collateralized Mortgage Obligations |
| WFRBS COML MTG TR 2011-C3      D      20440317 FLT | 2044-03-17      | 6.0497%  | 0.0000% | $5712000.00        | $524717.35         | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO MTG TR 2017-SMP    D      20341215 FLT | 2034-12-15      | 5.9710%  | 0.0000% | $390000.00         | $161001.10         | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COML TR 2015-LC20  D      20500415 FLT | 2050-04-15      | 4.8027%  | 0.0000% | $7203000.00        | $6762672.28        | Private Label Collateralized Mortgage Obligations |
| MORGAN STAN CAP I TR 2019-PLND F      20360515 FLT | 2036-05-15      | 7.0655%  | 0.0000% | $6512000.00        | $497803.00         | Private Label Collateralized Mortgage Obligations |
| GS MTG SECS CORP TR 2018-RIVR  H      20350716 FLT | 2035-07-16      | 7.8470%  | 0.0000% | $1261000.00        | $4375.67           | Private Label Collateralized Mortgage Obligations |
| GPMT LTD 2021-FL4              D      20361222 FLT | 2036-12-22      | 7.0999%  | 0.0000% | $3875000.00        | $3596533.82        | Private Label Collateralized Mortgage Obligations |
| GS MTG SECS CORP TR 2021-DM    F      20361115 FLT | 2036-11-15      | 7.7005%  | 0.0000% | $110000.00         | $109445.42         | Private Label Collateralized Mortgage Obligations |
| MS BOFAML TRUST 2014-C16       D      20470617 FLT | 2047-06-17      | 4.7318%  | 0.0000% | $13630000.00       | $10714638.11       | Private Label Collateralized Mortgage Obligations |
| OBX TRUST 2024-NQM4            B-1    20640125 FLT | 2064-01-25      | 7.8630%  | 0.0000% | $18123000.00       | $17800593.33       | Private Label Collateralized Mortgage Obligations |
| MS BOFA ML TRUST 2015-C22      D      20480417 FLT | 2048-04-17      | 4.1132%  | 0.0000% | $8549676.00        | $5158134.09        | Private Label Collateralized Mortgage Obligations |
| MORGAN STANLEY CAP I 2013-ALTM D      20350207 FLT | 2035-02-07      | 3.8282%  | 0.0000% | $2326000.00        | $1975550.56        | Private Label Collateralized Mortgage Obligations |
| BX TRUST 2017-CQHP             B      20341115 FLT | 2034-11-15      | 5.2980%  | 0.0000% | $5000000.00        | $4647537.50        | Private Label Collateralized Mortgage Obligations |
| CD MTG TR 2016-CD2             C      20491115 FLT | 2049-11-15      | 4.1065%  | 0.0000% | $1625000.00        | $964850.23         | Private Label Collateralized Mortgage Obligations |
| FARM MORTGAGE TRUST 2024-1     A      20530525 FLT | 2053-05-25      | 4.6937%  | 0.0000% | $6250000.00        | $5300915.67        | Private Label Collateralized Mortgage Obligations |
| MS BOFA ML TRUST 2015-C21      D      20480317 FLT | 2048-03-17      | 3.9470%  | 0.0000% | $3800000.00        | $2748082.19        | Private Label Collateralized Mortgage Obligations |
| MORGAN STN CAP I TR 2019-NUGS  D      20361215 FLT | 2036-12-15      | 6.0655%  | 0.0000% | $4000000.00        | $273256.33         | Private Label Collateralized Mortgage Obligations |
| SALUDA GRD ALT MTG TR 24-RTL4  A-1    20300225 FLT | 2030-02-25      | 7.5000%  | 0.0000% | $8190000.00        | $8289661.38        | Private Label Collateralized Mortgage Obligations |

### Security 662: ROYAL BANK OF CANADA

- **C.1 - Title:** ROYAL BANK OF CANADA 4.160000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1AYXC4, C.3 - LEI: ES7IP3U3RHIGC71XBU11, C.5 - Other ID: ARP1AYXC4
- **C.18 - Value (incl. sponsor support):** $3260000000.00
- **C.18.a - Value (excl. sponsor support):** $3260000000.00
- **C.19 - Percentage of Net Assets:** 0.8500%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2025-10-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2028-06-15      | 3.8750%  | 0.0000% | $199067100.00      | $202550486.00      | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2027-04-30      | 3.7500%  | 0.0000% | $224242700.00      | $228001239.29      | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2027-05-31      | 2.6250%  | 0.0000% | $200746600.00      | $199107102.52      | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2041-11-15      | 3.1250%  | 0.0000% | $850100.00         | $718867.30         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2042-02-15      | 3.1250%  | 0.0000% | $88000.00          | $73438.13          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2043-05-15      | 3.8750%  | 0.0000% | $2775900.00        | $2559355.51        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2039-05-15      | 4.2500%  | 0.0000% | $39000.00          | $39048.18          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2039-11-15      | 4.3750%  | 0.0000% | $1439000.00        | $1452384.50        | U.S. Treasuries (including strips)        |
| GNII SF AR8429 C       | 2037-05-20      | 5.5000%  | 0.0000% | $6180363.00        | $692186.93         | Agency Mortgage-Backed Securities         |
| GNII ET DE0808 C       | 2064-01-20      | 3.0000%  | 0.0000% | $205028.00         | $178450.32         | Agency Mortgage-Backed Securities         |
| GNII SF MA6872 M       | 2050-09-20      | 6.0000%  | 0.0000% | $823809.00         | $136939.47         | Agency Mortgage-Backed Securities         |
| GNII ET DD5420 C       | 2064-08-20      | 4.0000%  | 0.0000% | $840904.00         | $776475.26         | Agency Mortgage-Backed Securities         |
| GNII SF BT9272 C       | 2050-05-20      | 4.0000%  | 0.0000% | $1304938.00        | $501802.87         | Agency Mortgage-Backed Securities         |
| GNII SF BU3391 C       | 2050-05-20      | 5.0000%  | 0.0000% | $813982.00         | $468651.08         | Agency Mortgage-Backed Securities         |
| GNII SF BT9465 C       | 2050-04-20      | 4.0000%  | 0.0000% | $2104531.00        | $1083185.87        | Agency Mortgage-Backed Securities         |
| GNII SF BU3284 C       | 2050-04-20      | 4.0000%  | 0.0000% | $7429479.00        | $5257641.14        | Agency Mortgage-Backed Securities         |
| GNII SF BU3325 C       | 2050-05-20      | 3.0000%  | 0.0000% | $1108844.00        | $878964.16         | Agency Mortgage-Backed Securities         |
| GNII RG CG2269 C       | 2040-08-20      | 5.0000%  | 0.0000% | $1646711.00        | $1072950.28        | Agency Mortgage-Backed Securities         |
| GNII FS MA6584 M       | 2050-04-20      | 3.5000%  | 0.0000% | $185260.00         | $95551.76          | Agency Mortgage-Backed Securities         |
| GNII FS MA6504 M       | 2050-01-20      | 3.5000%  | 0.0000% | $500740.00         | $253165.76         | Agency Mortgage-Backed Securities         |
| GNII SF MA6873 M       | 2037-10-20      | 6.5000%  | 0.0000% | $417185.00         | $134411.66         | Agency Mortgage-Backed Securities         |
| GNII SF CW7620 C       | 2054-01-20      | 7.5000%  | 0.0000% | $3194499.00        | $3312625.66        | Agency Mortgage-Backed Securities         |
| GNII SF CR2393 C       | 2053-05-20      | 6.0000%  | 0.0000% | $8481684.00        | $8754999.42        | Agency Mortgage-Backed Securities         |
| GNII SF CU7790 C       | 2053-11-20      | 7.0000%  | 0.0000% | $1136741.00        | $1165559.36        | Agency Mortgage-Backed Securities         |
| GNII SF MA6871 M       | 2050-09-20      | 5.5000%  | 0.0000% | $733117.00         | $263691.75         | Agency Mortgage-Backed Securities         |
| GNII SF CU1540 C       | 2053-09-20      | 7.5000%  | 0.0000% | $1314152.00        | $1358807.84        | Agency Mortgage-Backed Securities         |
| GNII SF CU0485 C       | 2053-04-20      | 7.5000%  | 0.0000% | $1051771.00        | $870017.47         | Agency Mortgage-Backed Securities         |
| GNII SF CZ3124 C       | 2053-12-20      | 8.0000%  | 0.0000% | $10571327.00       | $10046845.07       | Agency Mortgage-Backed Securities         |
| GNII SF CY2938 C       | 2053-10-20      | 7.5000%  | 0.0000% | $5891268.00        | $5915511.44        | Agency Mortgage-Backed Securities         |
| GNII SF CP5275 C       | 2053-01-20      | 7.5000%  | 0.0000% | $1532931.00        | $689892.27         | Agency Mortgage-Backed Securities         |
| GNII SF BT9466 C       | 2050-04-20      | 4.0000%  | 0.0000% | $2131633.00        | $732250.93         | Agency Mortgage-Backed Securities         |
| GNII SF DC1404 C       | 2054-05-20      | 6.5000%  | 0.0000% | $1845331.00        | $1918986.19        | Agency Mortgage-Backed Securities         |
| GNII SF MA5819 M       | 2049-03-20      | 5.0000%  | 0.0000% | $1621998.00        | $111096.32         | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2054-08-15      | 4.2500%  | 0.0000% | $362700.00         | $338131.61         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2055-02-15      | 4.6250%  | 0.0000% | $2738000.00        | $2717468.42        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2046-11-15      | 2.8750%  | 0.0000% | $624000.00         | $474659.48         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2044-08-15      | 3.1250%  | 0.0000% | $5049600.00        | $4069928.37        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2043-08-15      | 3.6250%  | 0.0000% | $100.00            | $87.82             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2041-08-15      | 3.7500%  | 0.0000% | $384000.00         | $351175.49         | U.S. Treasuries (including strips)        |
| FEPC 03.500 CLZL2862   | 2042-03-01      | 3.5000%  | 0.0000% | $2415.00           | $260.83            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZL9627   | 2045-01-01      | 3.5000%  | 0.0000% | $1024.00           | $261.03            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 3LZL0755   | 2037-02-01      | 4.5000%  | 0.0000% | $1430095.00        | $38058.93          | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZA6729   | 2049-05-01      | 4.5000%  | 0.0000% | $505898.00         | $113488.01         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLZI9526   | 2039-12-01      | 5.0000%  | 0.0000% | $20212908.00       | $1186554.70        | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZL9003   | 2045-02-01      | 3.5000%  | 0.0000% | $3948.00           | $374.90            | Agency Mortgage-Backed Securities         |
| GNII SF BT9271 C       | 2050-05-20      | 4.0000%  | 0.0000% | $2118072.00        | $1008216.06        | Agency Mortgage-Backed Securities         |
| GNII SF BT3782 C       | 2050-04-20      | 4.0000%  | 0.0000% | $2664319.00        | $520096.78         | Agency Mortgage-Backed Securities         |
| GNII SF BT1002 C       | 2050-06-20      | 4.5000%  | 0.0000% | $600000.00         | $452124.32         | Agency Mortgage-Backed Securities         |
| GNII SF BT9274 C       | 2050-05-20      | 4.0000%  | 0.0000% | $2116218.00        | $684411.60         | Agency Mortgage-Backed Securities         |
| GNII SF DH7157 C       | 2055-01-20      | 6.0000%  | 0.0000% | $1074747.00        | $1113427.89        | Agency Mortgage-Backed Securities         |
| GNII SF BU5005 C       | 2050-05-20      | 3.5000%  | 0.0000% | $2641770.00        | $1219020.53        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2032-03-31      | 4.1250%  | 0.0000% | $246665000.00      | $249999910.80      | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2047-05-15      | 3.0000%  | 0.0000% | $4257900.00        | $3296359.73        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2046-02-15      | 2.5000%  | 0.0000% | $4399800.00        | $3124201.18        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2027-09-30      | 3.5000%  | 0.0000% | $250638800.00      | $249999921.70      | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2043-02-15      | 3.1250%  | 0.0000% | $2100.00           | $1724.62           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2042-08-15      | 2.7500%  | 0.0000% | $403900.00         | $316161.41         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2041-02-15      | 4.7500%  | 0.0000% | $81145100.00       | $83870804.48       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2041-05-15      | 4.3750%  | 0.0000% | $663400.00         | $663437.98         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2054-02-15      | 4.2500%  | 0.0000% | $984000.00         | $917277.42         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2027-12-31      | 3.8750%  | 0.0000% | $184973500.00      | $187704911.19      | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2041-05-15      | 2.2500%  | 0.0000% | $689100.00         | $517260.86         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2052-05-15      | 2.8750%  | 0.0000% | $74460900.00       | $54138603.02       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2040-05-15      | 1.1250%  | 0.0000% | $204400.00         | $131219.64         | U.S. Treasuries (including strips)        |
| GNII SF CZ7381 C       | 2054-01-20      | 8.0000%  | 0.0000% | $1117412.00        | $1161320.07        | Agency Mortgage-Backed Securities         |
| GNII SF MA6716 M       | 2050-05-20      | 6.0000%  | 0.0000% | $1888947.00        | $317950.20         | Agency Mortgage-Backed Securities         |
| GNII SF CW7625 C       | 2054-01-20      | 8.0000%  | 0.0000% | $2900041.00        | $3020632.02        | Agency Mortgage-Backed Securities         |
| GNII SF CX7264 C       | 2054-01-20      | 7.5000%  | 0.0000% | $2442392.00        | $2130336.71        | Agency Mortgage-Backed Securities         |
| GNII SF MA6481 M       | 2038-03-20      | 6.5000%  | 0.0000% | $3087557.00        | $608814.53         | Agency Mortgage-Backed Securities         |
| GNII SF MA6512 M       | 2035-03-20      | 2.5000%  | 0.0000% | $4480.00           | $786.46            | Agency Mortgage-Backed Securities         |
| GNII RG CL8529 C       | 2039-07-20      | 5.5000%  | 0.0000% | $1138430.00        | $687517.59         | Agency Mortgage-Backed Securities         |
| GNII SF DH5696 C       | 2055-03-20      | 6.0000%  | 0.0000% | $15742741.00       | $16153236.35       | Agency Mortgage-Backed Securities         |
| GNMI SF 705648 X       | 2038-12-15      | 6.5000%  | 0.0000% | $2337478.00        | $113275.79         | Agency Mortgage-Backed Securities         |
| GNII SF BU3283 C       | 2050-04-20      | 4.0000%  | 0.0000% | $5617731.00        | $3549998.86        | Agency Mortgage-Backed Securities         |
| GNII SF BT3780 C       | 2050-04-20      | 4.0000%  | 0.0000% | $1044528.00        | $440172.53         | Agency Mortgage-Backed Securities         |
| GNII SF BT3783 C       | 2050-04-20      | 4.0000%  | 0.0000% | $1109550.00        | $463668.16         | Agency Mortgage-Backed Securities         |
| GNII ET DE7724 C       | 2063-12-20      | 7.5000%  | 0.0000% | $413245.00         | $425766.35         | Agency Mortgage-Backed Securities         |
| GNII ET DE0802 C       | 2064-08-20      | 3.0000%  | 0.0000% | $169215.00         | $147302.94         | Agency Mortgage-Backed Securities         |
| GNII ET DE0844 C       | 2064-08-20      | 4.0000%  | 0.0000% | $546534.00         | $294288.14         | Agency Mortgage-Backed Securities         |
| GNII ET DD5359 C       | 2064-08-20      | 3.5000%  | 0.0000% | $871119.00         | $655011.91         | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2049-11-15      | 2.3750%  | 0.0000% | $1137200.00        | $756695.44         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2049-08-15      | 2.2500%  | 0.0000% | $8776100.00        | $5644282.89        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2048-05-15      | 3.1250%  | 0.0000% | $2100000.00        | $1648161.38        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2048-08-15      | 3.0000%  | 0.0000% | $149800.00         | $113498.82         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2025-10-30      | 0.0000%  | 0.0000% | $9362900.00        | $9331318.94        | U.S. Treasuries (including strips)        |
| 07.500 FGPC G20028 G   | 2036-12-01      | 7.5000%  | 0.0000% | $11336.00          | $242.71            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCA1256   | 2048-02-01      | 4.5000%  | 0.0000% | $83364108.00       | $21947658.02       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQF8195   | 2053-02-01      | 6.0000%  | 0.0000% | $810510.00         | $568332.38         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQE8140   | 2052-08-01      | 5.0000%  | 0.0000% | $26400.00          | $20536.96          | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQF1989   | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $573.16            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBM5135   | 2048-07-01      | 4.0000%  | 0.0000% | $92822912.00       | $27428699.23       | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CL735676   | 2035-07-01      | 5.0000%  | 0.0000% | $203681218.00      | $2054154.95        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2051-08-15      | 2.0000%  | 0.0000% | $200.00            | $118.17            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2026-02-15      | 6.0000%  | 0.0000% | $28700.00          | $29110.41          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2036-02-15      | 4.5000%  | 0.0000% | $7147700.00        | $7422107.35        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2027-11-15      | 6.1250%  | 0.0000% | $257300.00         | $276079.49         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2027-08-15      | 6.3750%  | 0.0000% | $56300.00          | $59525.98          | U.S. Treasuries (including strips)        |
| GNII ET CX3997 C       | 2063-05-20      | 1.5000%  | 0.0000% | $144797.00         | $98119.16          | Agency Mortgage-Backed Securities         |
| GNII SF 705308 C       | 2039-01-20      | 7.2500%  | 0.0000% | $1310308.00        | $188148.95         | Agency Mortgage-Backed Securities         |
| GNII SF CZ3121 C       | 2053-12-20      | 8.0000%  | 0.0000% | $1489746.00        | $1393645.34        | Agency Mortgage-Backed Securities         |
| GNII ET CX3996 C       | 2063-08-20      | 2.0000%  | 0.0000% | $371491.00         | $224379.32         | Agency Mortgage-Backed Securities         |
| GNII SF DH8875 C       | 2055-02-20      | 6.5000%  | 0.0000% | $1067980.00        | $1119658.53        | Agency Mortgage-Backed Securities         |
| GNII SF BT9270 C       | 2050-05-20      | 4.0000%  | 0.0000% | $1576419.00        | $719778.28         | Agency Mortgage-Backed Securities         |
| GNII SF BT9273 C       | 2050-05-20      | 4.0000%  | 0.0000% | $2245289.00        | $980613.92         | Agency Mortgage-Backed Securities         |
| GNII SF BU3285 C       | 2050-04-20      | 4.0000%  | 0.0000% | $11569747.00       | $6523506.85        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2053-11-15      | 4.7500%  | 0.0000% | $4469300.00        | $4574058.16        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2026-08-15      | 6.7500%  | 0.0000% | $144200.00         | $149131.28         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2026-01-08      | 0.0000%  | 0.0000% | $609700.00         | $603267.66         | U.S. Treasuries (including strips)        |
| FEPC 05.500 CLRA8209   | 2053-01-01      | 5.5000%  | 0.0000% | $3829124.00        | $3352095.77        | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLQA8719   | 2050-04-01      | 3.5000%  | 0.0000% | $2112048.00        | $605887.15         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQE8861   | 2052-09-01      | 5.0000%  | 0.0000% | $3717547.00        | $3146928.53        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQI2213   | 2054-03-01      | 5.0000%  | 0.0000% | $1993493.00        | $1838606.57        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQJ5685   | 2054-10-01      | 6.5000%  | 0.0000% | $2016.00           | $1547.18           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQG3914   | 2053-06-01      | 6.0000%  | 0.0000% | $321576.00         | $244682.85         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQH8856   | 2054-02-01      | 6.0000%  | 0.0000% | $636642.00         | $539816.77         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD4698   | 2054-01-01      | 6.0000%  | 0.0000% | $7230944.00        | $6457363.79        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDB0064   | 2054-04-01      | 6.0000%  | 0.0000% | $290109.00         | $259225.72         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRA9433   | 2053-07-01      | 5.5000%  | 0.0000% | $28714311.00       | $26467770.23       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQI6376   | 2054-06-01      | 6.0000%  | 0.0000% | $969340.00         | $943118.85         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQE9297   | 2052-09-01      | 5.0000%  | 0.0000% | $942577.00         | $852330.97         | Agency Mortgage-Backed Securities         |
| GNII SF BU3326 C       | 2050-05-20      | 3.0000%  | 0.0000% | $1669077.00        | $1180345.28        | Agency Mortgage-Backed Securities         |
| GNII SF MA4782 M       | 2047-10-20      | 5.5000%  | 0.0000% | $3540861.00        | $382165.80         | Agency Mortgage-Backed Securities         |
| GNII SF CF7447 C       | 2051-08-20      | 4.0000%  | 0.0000% | $1028306.00        | $428317.78         | Agency Mortgage-Backed Securities         |
| GNII SF BY1855 C       | 2050-12-20      | 4.0000%  | 0.0000% | $1396540.00        | $652642.89         | Agency Mortgage-Backed Securities         |
| GNII SF MA5266 M       | 2048-06-20      | 5.0000%  | 0.0000% | $15000000.00       | $1148252.20        | Agency Mortgage-Backed Securities         |
| 05.500 FGPC G05899 G   | 2040-05-01      | 5.5000%  | 0.0000% | $11710.00          | $520.44            | Agency Mortgage-Backed Securities         |
| 06.000 FGPC G07137 G   | 2039-10-01      | 6.0000%  | 0.0000% | $5961431.00        | $371038.37         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRA9478   | 2053-07-01      | 5.5000%  | 0.0000% | $2104876.00        | $1973684.45        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQG6251   | 2053-07-01      | 6.0000%  | 0.0000% | $240088.00         | $214132.84         | Agency Mortgage-Backed Securities         |
| 08.500 FGPC G60687 G   | 2031-05-01      | 8.5000%  | 0.0000% | $100000.00         | $3319.51           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQG7496   | 2053-07-01      | 6.0000%  | 0.0000% | $3946552.00        | $3850247.73        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQF2389   | 2052-10-01      | 5.5000%  | 0.0000% | $90000.00          | $74311.31          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQH2022   | 2053-10-01      | 6.0000%  | 0.0000% | $2348884.00        | $1937310.18        | Agency Mortgage-Backed Securities         |
| 04.000 FGPC G60081 G   | 2045-06-01      | 4.0000%  | 0.0000% | $2000.00           | $302.88            | Agency Mortgage-Backed Securities         |
| 08.000 FGPC G01903 G   | 2034-01-01      | 8.0000%  | 0.0000% | $21309545.00       | $174629.07         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD1872   | 2052-11-01      | 5.5000%  | 0.0000% | $47151962.00       | $37614117.27       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQF6330   | 2053-01-01      | 5.5000%  | 0.0000% | $1162435.00        | $932291.52         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQH1710   | 2053-10-01      | 6.0000%  | 0.0000% | $2067636.00        | $2014509.24        | Agency Mortgage-Backed Securities         |
| GNII SF CL3171 C       | 2052-01-20      | 4.0000%  | 0.0000% | $1482893.00        | $816343.24         | Agency Mortgage-Backed Securities         |
| GNMI SF CJ2187 X       | 2052-06-15      | 5.5000%  | 0.0000% | $1519206.00        | $1527591.35        | Agency Mortgage-Backed Securities         |
| GNII SF CD0710 C       | 2051-05-20      | 2.5000%  | 0.0000% | $1670725.00        | $778443.33         | Agency Mortgage-Backed Securities         |
| GNII SF AE2211 C       | 2036-04-20      | 5.5000%  | 0.0000% | $1412965.00        | $113564.80         | Agency Mortgage-Backed Securities         |
| GNMI SF AP7290 X       | 2045-10-15      | 4.5000%  | 0.0000% | $1444208.00        | $384564.37         | Agency Mortgage-Backed Securities         |
| GNII FS MA7180 M       | 2051-01-20      | 2.5000%  | 0.0000% | $216328.00         | $162529.91         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDC1817   | 2054-11-01      | 5.5000%  | 0.0000% | $155000.00         | $155969.50         | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2042-05-15      | 3.0000%  | 0.0000% | $184800.00         | $152199.80         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2047-02-15      | 3.0000%  | 0.0000% | $1415900.00        | $1088365.52        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2042-11-15      | 2.7500%  | 0.0000% | $55885600.00       | $43917279.62       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2044-05-15      | 3.3750%  | 0.0000% | $35100.00          | $29783.48          | U.S. Treasuries (including strips)        |
| GNRA 2024-097 FT       | 2054-06-20      | 5.5388%  | 0.0000% | $4187.00           | $3918.26           | Agency Collateralized Mortgage Obligation |
| GNII FS MA8304 M       | 2045-10-20      | 3.5000%  | 0.0000% | $110557.00         | $82402.90          | Agency Mortgage-Backed Securities         |
| GNII FS MA8997 M       | 2053-07-20      | 6.0000%  | 0.0000% | $87330.00          | $86098.81          | Agency Mortgage-Backed Securities         |
| GNII SF CC0198 C       | 2051-04-20      | 3.0000%  | 0.0000% | $9468212.00        | $4940784.18        | Agency Mortgage-Backed Securities         |
| GNII SF AF3174 C       | 2035-08-20      | 5.5000%  | 0.0000% | $2760925.00        | $187678.98         | Agency Mortgage-Backed Securities         |
| GNII SF CJ2186 C       | 2052-06-20      | 6.0000%  | 0.0000% | $1716347.00        | $1203471.14        | Agency Mortgage-Backed Securities         |
| GNMI SF 733533 X       | 2041-01-15      | 3.5000%  | 0.0000% | $799920.00         | $91228.97          | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLBH5752   | 2047-11-01      | 3.5000%  | 0.0000% | $172383593.00      | $27669655.15       | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLQF0250   | 2052-09-01      | 4.5000%  | 0.0000% | $40000.00          | $31101.15          | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2043-02-15      | 3.8750%  | 0.0000% | $36640400.00       | $33494482.74       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2048-11-15      | 3.3750%  | 0.0000% | $153000.00         | $125180.35         | U.S. Treasuries (including strips)        |
| FEPC 05.500 CLQI7511   | 2054-06-01      | 5.5000%  | 0.0000% | $2000.00           | $1920.82           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLQE8833   | 2052-09-01      | 4.5000%  | 0.0000% | $882506.00         | $553565.86         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRA9384   | 2053-07-01      | 6.0000%  | 0.0000% | $31994336.00       | $25534731.33       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CNRD5139   | 2033-01-01      | 5.5000%  | 0.0000% | $253852.00         | $78397.65          | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2042-08-15      | 3.3750%  | 0.0000% | $1317700.00        | $1130571.78        | U.S. Treasuries (including strips)        |
| GNII SF MA6870 M       | 2050-09-20      | 5.0000%  | 0.0000% | $1108209.00        | $260026.24         | Agency Mortgage-Backed Securities         |
| GNII SF MA6714 M       | 2050-06-20      | 5.0000%  | 0.0000% | $2212820.00        | $369865.15         | Agency Mortgage-Backed Securities         |
| GNII FS MA7556 M       | 2051-08-20      | 3.0000%  | 0.0000% | $213780.00         | $124401.75         | Agency Mortgage-Backed Securities         |
| GNII FS MA7612 M       | 2041-07-20      | 7.0000%  | 0.0000% | $62513.00          | $55684.68          | Agency Mortgage-Backed Securities         |
| GNMI SF CR2394 X       | 2053-05-15      | 6.0000%  | 0.0000% | $3692183.00        | $3833745.55        | Agency Mortgage-Backed Securities         |
| GNII SF CY2937 C       | 2053-10-20      | 7.5000%  | 0.0000% | $1430184.00        | $1496619.07        | Agency Mortgage-Backed Securities         |
| GNII SF CY6018 C       | 2053-10-20      | 7.5000%  | 0.0000% | $1266090.00        | $1327784.33        | Agency Mortgage-Backed Securities         |
| GNII SF CY2978 C       | 2053-10-20      | 7.5000%  | 0.0000% | $2712629.00        | $2838539.68        | Agency Mortgage-Backed Securities         |
| GNII ET CW7531 C       | 2063-06-20      | 2.0000%  | 0.0000% | $104592.00         | $79812.94          | Agency Mortgage-Backed Securities         |
| GNII SF CU3426 C       | 2053-05-20      | 6.0000%  | 0.0000% | $1427328.00        | $924496.01         | Agency Mortgage-Backed Securities         |
| GNII ET CT5358 C       | 2063-03-20      | 5.5000%  | 0.0000% | $654623.00         | $394824.61         | Agency Mortgage-Backed Securities         |
| GNII SF CU7816 C       | 2053-11-20      | 7.5000%  | 0.0000% | $2077250.00        | $2152406.93        | Agency Mortgage-Backed Securities         |
| GNII SF CU9140 C       | 2053-06-20      | 6.0000%  | 0.0000% | $1411464.00        | $954265.52         | Agency Mortgage-Backed Securities         |
| GNII SF CW7624 C       | 2054-01-20      | 8.0000%  | 0.0000% | $2151226.00        | $2242387.35        | Agency Mortgage-Backed Securities         |
| GNII ET CQ3338 C       | 2062-09-20      | 4.5000%  | 0.0000% | $695780.00         | $543777.57         | Agency Mortgage-Backed Securities         |
| GNII SF CW7627 C       | 2054-01-20      | 7.5000%  | 0.0000% | $1741287.00        | $1807972.51        | Agency Mortgage-Backed Securities         |
| GNII SF CU1539 C       | 2053-09-20      | 7.5000%  | 0.0000% | $1502353.00        | $1552062.25        | Agency Mortgage-Backed Securities         |
| GNII SF CU3444 C       | 2053-05-20      | 6.0000%  | 0.0000% | $1049867.00        | $965046.58         | Agency Mortgage-Backed Securities         |
| GNII SF CU1534 C       | 2053-09-20      | 7.5000%  | 0.0000% | $7259145.00        | $7415493.36        | Agency Mortgage-Backed Securities         |
| GNII SF CY2423 C       | 2053-11-20      | 7.5000%  | 0.0000% | $1438120.00        | $1108509.31        | Agency Mortgage-Backed Securities         |
| GNII ET DE0915 C       | 2064-08-20      | 2.5000%  | 0.0000% | $624596.00         | $505460.24         | Agency Mortgage-Backed Securities         |
| GNII ET DE7736 C       | 2062-04-20      | 4.0000%  | 0.0000% | $66574.00          | $60789.50          | Agency Mortgage-Backed Securities         |
| GNMI SP 784794 X       | 2042-06-15      | 4.0000%  | 0.0000% | $2000000.00        | $586884.24         | Agency Mortgage-Backed Securities         |
| GNII SP 785035 C       | 2050-06-20      | 5.5000%  | 0.0000% | $13199269.00       | $4107490.24        | Agency Mortgage-Backed Securities         |
| GNII SF CU7815 C       | 2053-11-20      | 7.5000%  | 0.0000% | $2931230.00        | $2684912.09        | Agency Mortgage-Backed Securities         |
| GNII SF BT3786 C       | 2050-04-20      | 4.0000%  | 0.0000% | $1107108.00        | $289610.37         | Agency Mortgage-Backed Securities         |
| GNII SF BU0673 C       | 2050-04-20      | 4.0000%  | 0.0000% | $1283345.00        | $693881.76         | Agency Mortgage-Backed Securities         |
| GNII SF BT3781 C       | 2050-04-20      | 4.0000%  | 0.0000% | $1299716.00        | $247523.67         | Agency Mortgage-Backed Securities         |
| GNII SF BW9306 C       | 2050-08-20      | 2.0000%  | 0.0000% | $1033106.00        | $423817.95         | Agency Mortgage-Backed Securities         |
| GNII SF CF7063 C       | 2051-08-20      | 4.0000%  | 0.0000% | $1097365.00        | $583846.75         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD2871   | 2053-04-01      | 5.5000%  | 0.0000% | $1399000.00        | $1116559.66        | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD5578   | 2052-09-01      | 3.5000%  | 0.0000% | $1210000.00        | $1032118.48        | Agency Mortgage-Backed Securities         |
| FEPC 07.500 CLZS0468   | 2029-10-01      | 7.5000%  | 0.0000% | $66275096.00       | $28513.03          | Agency Mortgage-Backed Securities         |
| 03.500 FGPC C04052 G   | 2042-06-01      | 3.5000%  | 0.0000% | $1000.00           | $137.28            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 3VZN0457   | 2042-09-01      | 3.5000%  | 0.0000% | $24969800.00       | $3695761.87        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8277   | 2052-12-01      | 5.5000%  | 0.0000% | $24724649.00       | $19600471.95       | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZM3524   | 2047-06-01      | 4.5000%  | 0.0000% | $577294.00         | $158838.51         | Agency Mortgage-Backed Securities         |
| 05.500 FGPC A48052 G   | 2035-12-01      | 5.5000%  | 0.0000% | $5000000.00        | $317812.62         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD3650   | 2053-08-01      | 6.0000%  | 0.0000% | $182408032.00      | $150650806.34      | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD1868   | 2052-11-01      | 5.5000%  | 0.0000% | $118412.00         | $101979.14         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQG6156   | 2053-07-01      | 6.0000%  | 0.0000% | $1861289.00        | $1397962.09        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQE5829   | 2052-07-01      | 5.0000%  | 0.0000% | $185245.00         | $147611.89         | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2029-01-31      | 4.0000%  | 0.0000% | $75977600.00       | $77276698.06       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2053-05-15      | 3.6250%  | 0.0000% | $245100.00         | $206534.92         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2055-08-15      | 4.7500%  | 0.0000% | $17000.00          | $17224.39          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2055-08-15      | 4.7500%  | 0.0000% | $28206900.00       | $28579216.98       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2042-02-15      | 2.3750%  | 0.0000% | $187600.00         | $139821.61         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2027-06-15      | 4.6250%  | 0.0000% | $199362900.00      | $205172967.88      | U.S. Treasuries (including strips)        |
| GNII ET DA9234 C       | 2063-06-20      | 2.0000%  | 0.0000% | $153612.00         | $118138.17         | Agency Mortgage-Backed Securities         |
| GNII SF CZ3123 C       | 2053-12-20      | 8.0000%  | 0.0000% | $1692827.00        | $1539975.46        | Agency Mortgage-Backed Securities         |
| GNII SF CZ3122 C       | 2053-12-20      | 8.0000%  | 0.0000% | $1343470.00        | $1397241.24        | Agency Mortgage-Backed Securities         |
| GNII SF CY2424 C       | 2053-11-20      | 7.5000%  | 0.0000% | $3248957.00        | $2630088.06        | Agency Mortgage-Backed Securities         |
| GNII SF CZ7383 C       | 2054-01-20      | 8.0000%  | 0.0000% | $7192814.00        | $7153468.86        | Agency Mortgage-Backed Securities         |
| GNII SF CU7813 C       | 2053-11-20      | 7.5000%  | 0.0000% | $27841108.00       | $24402832.79       | Agency Mortgage-Backed Securities         |
| GNII ET DE0871 C       | 2064-02-20      | 3.5000%  | 0.0000% | $119952.00         | $106867.87         | Agency Mortgage-Backed Securities         |
| GNII SF CW6047 C       | 2053-11-20      | 6.5000%  | 0.0000% | $2159119.00        | $1013344.48        | Agency Mortgage-Backed Securities         |
| GNII ET DE7709 C       | 2064-10-20      | 4.0000%  | 0.0000% | $147103.00         | $137189.88         | Agency Mortgage-Backed Securities         |
| GNII ET DC2608 C       | 2064-06-20      | 2.5000%  | 0.0000% | $815327.00         | $659628.60         | Agency Mortgage-Backed Securities         |
| GNII FS MA7811 M       | 2051-12-20      | 2.5000%  | 0.0000% | $551547.00         | $95101.65          | Agency Mortgage-Backed Securities         |
| GNII FS MA7867 M       | 2051-08-20      | 3.0000%  | 0.0000% | $118034.00         | $97122.98          | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HYBS9275   | 2033-09-01      | 4.2700%  | 0.0000% | $30880453.00       | $30727524.41       | Agency Mortgage-Backed Securities         |
| GNII FS MA7299 M       | 2051-03-20      | 2.5000%  | 0.0000% | $221346.00         | $166918.47         | Agency Mortgage-Backed Securities         |
| GNII ET DE7706 C       | 2063-10-20      | 4.5000%  | 0.0000% | $40486.00          | $37453.27          | Agency Mortgage-Backed Securities         |
| GNII SF DE7806 C       | 2054-12-20      | 5.5000%  | 0.0000% | $2075856.00        | $2097814.31        | Agency Mortgage-Backed Securities         |
| GNII ET DE0896 C       | 2064-08-20      | 4.0000%  | 0.0000% | $384684.00         | $333050.77         | Agency Mortgage-Backed Securities         |
| GNII ET DF5602 C       | 2064-10-20      | 6.5000%  | 0.0000% | $9169559.00        | $6234211.90        | Agency Mortgage-Backed Securities         |
| GNII SF CR9823 C       | 2053-01-20      | 7.5000%  | 0.0000% | $1988324.00        | $1520887.12        | Agency Mortgage-Backed Securities         |
| GNII SF DH3157 C       | 2055-03-20      | 6.5000%  | 0.0000% | $3634330.00        | $3774716.81        | Agency Mortgage-Backed Securities         |
| GNII SF 736306 C       | 2031-02-20      | 7.0000%  | 0.0000% | $1628331.00        | $139919.55         | Agency Mortgage-Backed Securities         |
| GNII SF DH6287 C       | 2055-02-20      | 6.5000%  | 0.0000% | $1237103.00        | $1311256.84        | Agency Mortgage-Backed Securities         |
| GNII FS MA8299 M       | 2052-05-20      | 4.0000%  | 0.0000% | $60241.00          | $53224.88          | Agency Mortgage-Backed Securities         |
| 05.000 FGPC G05398 G   | 2033-11-01      | 5.0000%  | 0.0000% | $121763.00         | $7115.98           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQF6431   | 2053-01-01      | 6.0000%  | 0.0000% | $1036579.00        | $837930.91         | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQG9455   | 2053-08-01      | 6.5000%  | 0.0000% | $79575.00          | $60876.08          | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRA7932   | 2052-09-01      | 5.0000%  | 0.0000% | $106736903.00      | $82934021.04       | Agency Mortgage-Backed Securities         |
| 04.000 FGPC Q29019 G   | 2044-10-01      | 4.0000%  | 0.0000% | $2000.00           | $335.62            | Agency Mortgage-Backed Securities         |
| 04.000 FGPC Q63567 G   | 2049-05-01      | 4.0000%  | 0.0000% | $2052.00           | $371.63            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD8258   | 2052-10-01      | 5.0000%  | 0.0000% | $196262585.00      | $154729083.43      | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZS4717   | 2047-05-01      | 3.5000%  | 0.0000% | $1139769.00        | $119857.43         | Agency Mortgage-Backed Securities         |
| 03.500 FGPC Q18603 G   | 2043-06-01      | 3.5000%  | 0.0000% | $11541104.00       | $1517321.63        | Agency Mortgage-Backed Securities         |
| FEPC 04.500 3LZL0757   | 2037-05-01      | 4.5000%  | 0.0000% | $47219660.00       | $36891.46          | Agency Mortgage-Backed Securities         |
| FEPC 05.000 4PZL0907   | 2035-01-01      | 5.0000%  | 0.0000% | $725000.00         | $27153.75          | Agency Mortgage-Backed Securities         |
| FEPC 08.000 CLZJ4912   | 2031-02-01      | 8.0000%  | 0.0000% | $3660189.00        | $36127.17          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 3UZM9884   | 2026-09-01      | 3.5000%  | 0.0000% | $3033894.00        | $26999.25          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD4462   | 2053-11-01      | 6.0000%  | 0.0000% | $1840976.00        | $1528886.13        | Agency Mortgage-Backed Securities         |
| FEPC 04.000 3PRE6016   | 2049-10-01      | 4.0000%  | 0.0000% | $458809.00         | $30381.47          | Agency Mortgage-Backed Securities         |
| 04.500 FGPC Q24207 G   | 2044-01-01      | 4.5000%  | 0.0000% | $3033.00           | $169.95            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQI4763   | 2054-04-01      | 6.0000%  | 0.0000% | $761913.00         | $712224.75         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLQA8603   | 2050-04-01      | 3.5000%  | 0.0000% | $2108934.00        | $870279.03         | Agency Mortgage-Backed Securities         |
| 04.000 FGPC Q17952 G   | 2043-05-01      | 4.0000%  | 0.0000% | $4033.00           | $607.57            | Agency Mortgage-Backed Securities         |
| 04.000 FGPC Q28932 G   | 2044-10-01      | 4.0000%  | 0.0000% | $15129157.00       | $2185557.33        | Agency Mortgage-Backed Securities         |
| FEPC 03.500 3VZT1100   | 2042-12-01      | 3.5000%  | 0.0000% | $219653.00         | $28792.69          | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZA6243   | 2049-01-01      | 4.5000%  | 0.0000% | $2669073.00        | $611462.76         | Agency Mortgage-Backed Securities         |
| 08.000 FGPC P20472 G   | 2031-03-01      | 8.0000%  | 0.0000% | $42621.00          | $595.54            | Agency Mortgage-Backed Securities         |
| 03.500 FGPC G07351 G   | 2042-08-01      | 3.5000%  | 0.0000% | $10926.00          | $1793.11           | Agency Mortgage-Backed Securities         |
| 05.500 FGPC G05566 G   | 2038-12-01      | 5.5000%  | 0.0000% | $15598682.00       | $373151.61         | Agency Mortgage-Backed Securities         |
| 06.000 FGPC P20586 G   | 2034-11-01      | 6.0000%  | 0.0000% | $127078.00         | $1700.20           | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX SOBM7274   | 2052-08-01      | 3.3500%  | 0.0000% | $38223218.00       | $31754606.65       | Agency Mortgage-Backed Securities         |
| GNII SF DG7348 C       | 2055-04-20      | 6.5000%  | 0.0000% | $9024903.00        | $9441147.13        | Agency Mortgage-Backed Securities         |
| GNII SF CN3251 C       | 2052-04-20      | 5.0000%  | 0.0000% | $1296625.00        | $1182882.23        | Agency Mortgage-Backed Securities         |
| GNII ET DE0829 C       | 2064-07-20      | 3.5000%  | 0.0000% | $621621.00         | $552763.60         | Agency Mortgage-Backed Securities         |
| GNMI SF 798441 X       | 2042-05-15      | 4.5000%  | 0.0000% | $1033579.00        | $277270.59         | Agency Mortgage-Backed Securities         |
| GNII SF CO9570 C       | 2052-07-20      | 4.5000%  | 0.0000% | $1811398.00        | $862387.28         | Agency Mortgage-Backed Securities         |
| GNII SF DE7807 C       | 2054-12-20      | 5.5000%  | 0.0000% | $2351415.00        | $2372610.56        | Agency Mortgage-Backed Securities         |
| GNII SF DH5694 C       | 2055-03-20      | 6.0000%  | 0.0000% | $1857037.00        | $1902347.77        | Agency Mortgage-Backed Securities         |
| GNII SF DH7090 C       | 2055-01-20      | 7.0000%  | 0.0000% | $2062218.00        | $2195889.33        | Agency Mortgage-Backed Securities         |
| GNII ET DC2577 C       | 2064-05-20      | 3.5000%  | 0.0000% | $1117177.00        | $992371.93         | Agency Mortgage-Backed Securities         |
| GNII FS MA7690 M       | 2051-10-20      | 2.5000%  | 0.0000% | $445304.00         | $234682.77         | Agency Mortgage-Backed Securities         |
| GNII SF DB0433 C       | 2054-03-20      | 6.0000%  | 0.0000% | $1701643.00        | $1620565.82        | Agency Mortgage-Backed Securities         |
| GNII FS MA7461 M       | 2045-04-20      | 3.5000%  | 0.0000% | $88868.00          | $71272.00          | Agency Mortgage-Backed Securities         |
| GNII ET DC2650 C       | 2064-05-20      | 3.5000%  | 0.0000% | $1367409.00        | $1202926.19        | Agency Mortgage-Backed Securities         |
| GNII ET DE0900 C       | 2064-08-20      | 3.0000%  | 0.0000% | $877777.00         | $764104.13         | Agency Mortgage-Backed Securities         |
| GNMI SF BD7084 X       | 2047-10-15      | 4.0000%  | 0.0000% | $8159150.00        | $1298393.03        | Agency Mortgage-Backed Securities         |
| GNII FS MA5177 M       | 2048-05-20      | 3.5000%  | 0.0000% | $822182.00         | $176725.71         | Agency Mortgage-Backed Securities         |
| GNII ET DF4407 C       | 2064-11-20      | 4.0000%  | 0.0000% | $900835.00         | $839192.44         | Agency Mortgage-Backed Securities         |
| GNII FS MA8411 M       | 2052-10-20      | 5.0000%  | 0.0000% | $65414.00          | $63043.14          | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2027-10-15      | 3.8750%  | 0.0000% | $244429900.00      | $249865259.58      | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2044-02-15      | 3.6250%  | 0.0000% | $926900.00         | $809986.63         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2038-05-15      | 4.5000%  | 0.0000% | $5486000.00        | $5698258.83        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2040-11-15      | 1.3750%  | 0.0000% | $1784100.00        | $1174473.48        | U.S. Treasuries (including strips)        |
| GNII SP 785053 C       | 2050-06-20      | 4.5000%  | 0.0000% | $204740371.00      | $67467485.28       | Agency Mortgage-Backed Securities         |
| GNMI SF 736644 X       | 2031-05-15      | 6.5000%  | 0.0000% | $1231390.00        | $151412.77         | Agency Mortgage-Backed Securities         |
| GNII SF DG6307 C       | 2054-11-20      | 5.5000%  | 0.0000% | $1037298.00        | $1046873.10        | Agency Mortgage-Backed Securities         |
| GNMI SP 787165 X       | 2052-02-15      | 3.5000%  | 0.0000% | $1256000.00        | $1062673.23        | Agency Mortgage-Backed Securities         |
| GNMI SP 783274 X       | 2036-05-15      | 6.0000%  | 0.0000% | $18900000.00       | $778543.75         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAS8689   | 2047-01-01      | 3.5000%  | 0.0000% | $2038330.00        | $467227.24         | Agency Mortgage-Backed Securities         |
| GNII SF MA7481 M       | 2038-08-20      | 7.0000%  | 0.0000% | $84789.00          | $75219.61          | Agency Mortgage-Backed Securities         |
| GNII FS MA7866 M       | 2052-01-20      | 2.5000%  | 0.0000% | $632123.00         | $485794.25         | Agency Mortgage-Backed Securities         |
| GNII FS MA7691 M       | 2051-10-20      | 3.0000%  | 0.0000% | $130158.00         | $106630.22         | Agency Mortgage-Backed Securities         |
| GNII SF CY6019 C       | 2053-10-20      | 7.5000%  | 0.0000% | $2603526.00        | $2432303.25        | Agency Mortgage-Backed Securities         |
| GNII SF CZ4872 C       | 2054-01-20      | 6.0000%  | 0.0000% | $1577139.00        | $1611835.69        | Agency Mortgage-Backed Securities         |
| GNII SF DG7347 C       | 2055-04-20      | 6.0000%  | 0.0000% | $9722385.00        | $10038145.73       | Agency Mortgage-Backed Securities         |
| GNII SF CZ0778 C       | 2054-01-20      | 6.5000%  | 0.0000% | $2184622.00        | $1692473.60        | Agency Mortgage-Backed Securities         |
| GNII FS MA8030 M       | 2051-08-20      | 3.0000%  | 0.0000% | $264449.00         | $218489.87         | Agency Mortgage-Backed Securities         |
| GNII ET DE0878 C       | 2063-08-20      | 4.0000%  | 0.0000% | $300788.00         | $279764.68         | Agency Mortgage-Backed Securities         |
| GNII FS MA9058 M       | 2050-08-20      | 3.0000%  | 0.0000% | $370372.00         | $309842.67         | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HYBS9273   | 2033-09-01      | 4.2700%  | 0.0000% | $33857190.00       | $33689519.78       | Agency Mortgage-Backed Securities         |
| GNII SF CO9534 C       | 2052-07-20      | 4.5000%  | 0.0000% | $1118654.00        | $699908.05         | Agency Mortgage-Backed Securities         |
| GNII SF BT3785 C       | 2050-04-20      | 4.0000%  | 0.0000% | $4620313.00        | $1075207.15        | Agency Mortgage-Backed Securities         |
| GNII SF BT3788 C       | 2050-04-20      | 4.0000%  | 0.0000% | $1112549.00        | $194100.98         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLBH9312   | 2047-09-01      | 3.5000%  | 0.0000% | $250000000.00      | $24633267.54       | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDC6532   | 2054-11-01      | 5.0000%  | 0.0000% | $34091699.00       | $32711656.09       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRA9621   | 2053-08-01      | 5.5000%  | 0.0000% | $25333702.00       | $21887793.44       | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRA9611   | 2053-08-01      | 5.0000%  | 0.0000% | $606000.00         | $526844.94         | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLRA8431   | 2053-01-01      | 6.5000%  | 0.0000% | $150360.00         | $105545.39         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRA9056   | 2053-05-01      | 5.0000%  | 0.0000% | $100000.00         | $84473.48          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD3740   | 2053-09-01      | 6.0000%  | 0.0000% | $2048.00           | $1684.62           | Agency Mortgage-Backed Securities         |
| 03.500 FGPC Q52446 G   | 2047-11-01      | 3.5000%  | 0.0000% | $4089443.00        | $1448680.83        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQE4746   | 2052-06-01      | 5.0000%  | 0.0000% | $2562392.00        | $2440633.65        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQE5777   | 2052-07-01      | 5.0000%  | 0.0000% | $3104532.00        | $1862933.69        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQF6976   | 2053-02-01      | 5.5000%  | 0.0000% | $1380875.00        | $1010973.51        | Agency Mortgage-Backed Securities         |
| GNII SF CP5373 C       | 2052-12-20      | 7.5000%  | 0.0000% | $1182272.00        | $953452.08         | Agency Mortgage-Backed Securities         |
| GNII SF BT3787 C       | 2050-04-20      | 4.0000%  | 0.0000% | $10927060.00       | $643072.57         | Agency Mortgage-Backed Securities         |
| GNII SF BT3784 C       | 2050-04-20      | 4.0000%  | 0.0000% | $2231288.00        | $481793.39         | Agency Mortgage-Backed Securities         |
| GNII SF BM9834 C       | 2049-06-20      | 6.0000%  | 0.0000% | $1094008.00        | $402209.54         | Agency Mortgage-Backed Securities         |
| GNII FS MA8381 M       | 2052-09-20      | 5.0000%  | 0.0000% | $70343.00          | $67461.38          | Agency Mortgage-Backed Securities         |
| GNII ET DE7746 C       | 2056-03-20      | 3.0000%  | 0.0000% | $108616.00         | $93867.33          | Agency Mortgage-Backed Securities         |
| GNII SF DI3274 C       | 2055-03-20      | 6.0000%  | 0.0000% | $7681996.00        | $7878587.90        | Agency Mortgage-Backed Securities         |
| GNII FS MA8379 M       | 2052-06-20      | 5.0000%  | 0.0000% | $76997.00          | $74352.29          | Agency Mortgage-Backed Securities         |
| GNII ET CV4691 C       | 2063-07-20      | 6.0000%  | 0.0000% | $743234.00         | $346365.72         | Agency Mortgage-Backed Securities         |
| GNII SF MA6157 M       | 2049-09-20      | 5.0000%  | 0.0000% | $1042529.00        | $132389.60         | Agency Mortgage-Backed Securities         |
| GNII SF CR0057 C       | 2052-12-20      | 7.5000%  | 0.0000% | $1813857.00        | $1165452.19        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2050-02-15      | 2.0000%  | 0.0000% | $424000.00         | $255429.05         | U.S. Treasuries (including strips)        |
| GNII ET DC2613 C       | 2064-06-20      | 3.5000%  | 0.0000% | $858467.00         | $544796.22         | Agency Mortgage-Backed Securities         |
| GNII ET DB6276 C       | 2064-06-20      | 3.5000%  | 0.0000% | $919015.00         | $313197.78         | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2042-11-15      | 4.0000%  | 0.0000% | $1805500.00        | $1699073.00        | U.S. Treasuries (including strips)        |
| GNMI SF 736641 X       | 2032-05-15      | 6.5000%  | 0.0000% | $1422657.00        | $184351.69         | Agency Mortgage-Backed Securities         |
| GNII SF CW7626 C       | 2054-01-20      | 8.0000%  | 0.0000% | $3177055.00        | $2735666.68        | Agency Mortgage-Backed Securities         |
| GNII SF CS5067 C       | 2053-01-20      | 7.5000%  | 0.0000% | $818436.00         | $850321.01         | Agency Mortgage-Backed Securities         |
| GNII SF DI3138 C       | 2055-03-20      | 6.0000%  | 0.0000% | $11917283.00       | $12236918.89       | Agency Mortgage-Backed Securities         |
| GNII SF CZ7380 C       | 2054-01-20      | 7.5000%  | 0.0000% | $7644325.00        | $6388869.33        | Agency Mortgage-Backed Securities         |
| GNII SF CW7621 C       | 2054-01-20      | 7.5000%  | 0.0000% | $2246326.00        | $2325029.32        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2030-06-30      | 3.8750%  | 0.0000% | $15885900.00       | $16134156.90       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2027-02-15      | 6.6250%  | 0.0000% | $26000.00          | $27307.05          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2039-02-15      | 3.5000%  | 0.0000% | $2226500.00        | $2048368.87        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2028-08-15      | 5.5000%  | 0.0000% | $449000.00         | $475062.21         | U.S. Treasuries (including strips)        |
| 05.000 FGPC P00062 G   | 2035-01-01      | 5.0000%  | 0.0000% | $12913.00          | $484.21            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQF2151   | 2052-10-01      | 5.5000%  | 0.0000% | $4070690.00        | $3712193.60        | Agency Mortgage-Backed Securities         |
| FEPC 04.500 3TZT0906   | 2034-06-01      | 4.5000%  | 0.0000% | $1000000.00        | $114940.85         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQF6198   | 2053-01-01      | 6.0000%  | 0.0000% | $2898852.00        | $1729006.38        | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLQE2763   | 2052-05-01      | 4.5000%  | 0.0000% | $1759255.00        | $1411545.10        | Agency Mortgage-Backed Securities         |
| 03.000 FGPC N35004 G   | 2045-05-01      | 3.0000%  | 0.0000% | $685000.00         | $43352.48          | Agency Mortgage-Backed Securities         |
| 04.500 FGPC G07692 G   | 2044-03-01      | 4.5000%  | 0.0000% | $470656.00         | $58795.20          | Agency Mortgage-Backed Securities         |
| 06.000 FGPC A50739 G   | 2036-07-01      | 6.0000%  | 0.0000% | $1693660.00        | $16761.85          | Agency Mortgage-Backed Securities         |
| 06.000 FGPC P50525 G   | 2036-10-01      | 6.0000%  | 0.0000% | $2827.00           | $48.88             | Agency Mortgage-Backed Securities         |
| 06.500 FGPC P51237 G   | 2036-11-01      | 6.5000%  | 0.0000% | $7947.00           | $342.23            | Agency Mortgage-Backed Securities         |
| FEPC 07.500 CLZJ4914   | 2031-02-01      | 7.5000%  | 0.0000% | $8574058.00        | $35075.11          | Agency Mortgage-Backed Securities         |

### Security 663: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** WELLS FARGO SECURITIES LLC 4.690000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1AZ3X8, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: ARP1AZ3X8
- **C.18 - Value (incl. sponsor support):** $399958104.00
- **C.18.a - Value (excl. sponsor support):** $399958104.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.7100%
- **C.11 - Maturity Date (WAM):** 2026-04-14
- **C.12 - Maturity Date (WAL):** 2026-04-14
- **C.13 - Final Legal Maturity Date:** 2026-04-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                |
|:---|:---|:---|:---|:---|:---|:---|
| TOYOTA AUTO RECEIVABLES 2025-A A-2A   20271115 4.4 | 2027-11-15      | 4.4800%  | 0.0000% | $567000.00         | $448966.25         | Asset-Backed Securities |
| MARANON LOAN FUNDING 2023-2    A-1    20360115 FLT | 2036-01-15      | 6.8176%  | 0.0000% | $13000000.00       | $13211145.77       | Asset-Backed Securities |
| 37 CAPITAL CLO 4 LTD           B-R    20350415 FLT | 2035-04-15      | 5.8176%  | 0.0000% | $2050000.00        | $2074421.84        | Asset-Backed Securities |
| SCCU AUTO RECEIVABLES 2024-1   A-2    20271215 5.4 | 2027-12-15      | 5.4500%  | 0.0000% | $515000.00         | $135698.02         | Asset-Backed Securities |
| JOHN DEERE OWNER TR 2023-B     A-3    20280315 5.1 | 2028-03-15      | 5.1800%  | 0.0000% | $467000.00         | $338670.99         | Asset-Backed Securities |
| RR LTD 2025-38                 A-2    20400416 FLT | 2040-04-16      | 5.8176%  | 0.0000% | $5000000.00        | $5059565.46        | Asset-Backed Securities |
| MONROE CAPITAL MML 2020-10RR   A-R2   20370820 FLT | 2037-08-20      | 5.9844%  | 0.0000% | $20000000.00       | $20408317.60       | Asset-Backed Securities |
| WESTLAKE AT MBL RECV TR 23-P1  D      20290815 7.0 | 2029-08-15      | 7.0500%  | 0.0000% | $5491000.00        | $5538692.08        | Asset-Backed Securities |
| WENDYS FDG LLC 2019-1          A-2-I  20490615 3.7 | 2049-06-15      | 3.7830%  | 0.0000% | $426000.00         | $374138.93         | Asset-Backed Securities |
| CROSSROADS ASSET TR 2025-A     C      20320220 5.5 | 2032-02-20      | 5.5100%  | 0.0000% | $2500000.00        | $2549418.89        | Asset-Backed Securities |
| HOTWIRE FUNDING LLC 2021-1     A-2    20511120 2.3 | 2051-11-20      | 2.3110%  | 0.0000% | $1801000.00        | $1754993.35        | Asset-Backed Securities |
| GLS AUTO REC ISSUER TR 2025-3  D      20310616 5.1 | 2031-06-16      | 5.1600%  | 0.0000% | $5800000.00        | $5827480.40        | Asset-Backed Securities |
| OCTAGON ALTO LTD 2023-70       D      20361020 FLT | 2036-10-20      | 8.4155%  | 0.0000% | $3000000.00        | $3047061.65        | Asset-Backed Securities |
| OCP CLO 2023-27R2 LTD          B-R2   20380715 FLT | 2038-07-15      | 5.9409%  | 0.0000% | $9750000.00        | $9852483.09        | Asset-Backed Securities |
| OAKTREE CLO 2024-27 LTD        A-2    20371022 FLT | 2037-10-22      | 5.9020%  | 0.0000% | $250000.00         | $252941.52         | Asset-Backed Securities |
| SANTANDER DRIVE AUTO TR 2020-4 E      20280417 2.8 | 2028-04-17      | 2.8500%  | 0.0000% | $3100000.00        | $1496031.37        | Asset-Backed Securities |
| MARINER FIN ISSUANCE TR 2024-A B      20360922 5.6 | 2036-09-22      | 5.6800%  | 0.0000% | $125000.00         | $127547.22         | Asset-Backed Securities |
| WF CARD ISSUANCE TR 2025-1     A      20300515 4.3 | 2030-05-15      | 4.3400%  | 0.0000% | $2600000.00        | $2631109.87        | Asset-Backed Securities |
| PPM CLO LTD 2025-8             A-1    20380420 FLT | 2038-04-20      | 5.5955%  | 0.0000% | $6250000.00        | $6323659.69        | Asset-Backed Securities |
| NEUBERGER BERMAN LN ADV 21-42R D-R    20360716 FLT | 2036-07-16      | 6.8178%  | 0.0000% | $1160000.00        | $1180268.76        | Asset-Backed Securities |
| HERTZ VEHICLE FIN 2021-2 LLC   A      20271225 1.6 | 2027-12-25      | 1.6800%  | 0.0000% | $4000000.00        | $3898545.33        | Asset-Backed Securities |
| RR 34 LTD                      A-2A-R 20391017 FLT | 2039-10-17      | 6.0176%  | 0.0000% | $305000.00         | $310237.12         | Asset-Backed Securities |
| MCF CLO LLC 2024-8R            A-R    20360418 FLT | 2036-04-18      | 6.2790%  | 0.0000% | $5250000.00        | $5322118.38        | Asset-Backed Securities |
| SYCAMORE TREE CLO LTD 2021-1R  C-R    20380120 FLT | 2038-01-20      | 6.3755%  | 0.0000% | $2800000.00        | $2848394.87        | Asset-Backed Securities |
| GLS AUTO RECV ISSUER TR 2023-1 C      20281215 6.3 | 2028-12-15      | 6.3800%  | 0.0000% | $5365000.00        | $2982340.96        | Asset-Backed Securities |
| FORD CR AUTO LEA TR 2024-A     A-4    20270615 5.0 | 2027-06-15      | 5.0500%  | 0.0000% | $235000.00         | $237014.22         | Asset-Backed Securities |
| FLAGSHIP CR AUTO TR 2020-2     E      20270915 8.2 | 2027-09-15      | 8.2200%  | 0.0000% | $9350000.00        | $5044685.16        | Asset-Backed Securities |
| CARVANA AUTO RECEIV 2024-N2    A-2    20270810 5.9 | 2027-08-10      | 5.9000%  | 0.0000% | $12198000.00       | $1566218.01        | Asset-Backed Securities |
| CLOVER CLO LLC 2021-3R         D-R    20350125 FLT | 2035-01-25      | 6.8685%  | 0.0000% | $250000.00         | $253493.24         | Asset-Backed Securities |
| FORD CREDIT AUTO 2023-B        C      20270415 6.4 | 2027-04-15      | 6.4300%  | 0.0000% | $5000000.00        | $5059425.83        | Asset-Backed Securities |
| FORD CREDIT AUTO 2023-B        A-3    20261015 5.9 | 2026-10-15      | 5.9100%  | 0.0000% | $460000.00         | $13438.33          | Asset-Backed Securities |
| MADISON PARK FDG LTD 2017-42R  A-R    20301121 FLT | 2030-11-21      | 5.4690%  | 0.0000% | $1500000.00        | $785335.64         | Asset-Backed Securities |
| MAN US CLO LTD 2023-1          A      20351015 FLT | 2035-10-15      | 6.6255%  | 0.0000% | $2359864.00        | $2391148.57        | Asset-Backed Securities |
| MAN US CLO LTD 2023-1          C      20351015 FLT | 2035-10-15      | 8.3255%  | 0.0000% | $250000.00         | $254029.93         | Asset-Backed Securities |
| TWIN BROOK CLO LLC 2025-1      A      20370420 FLT | 2037-04-20      | 5.7655%  | 0.0000% | $1000000.00        | $1011690.83        | Asset-Backed Securities |
| RCKT MORTGAGE TRUST 2024-CES4  A-1A   20440625 FLT | 2044-06-25      | 6.1470%  | 0.0000% | $100000.00         | $74871.03          | Asset-Backed Securities |
| SYMPHONY CLO 2022-37R LTD      B-1-R  20370121 FLT | 2037-01-21      | 6.7255%  | 0.0000% | $500000.00         | $507172.08         | Asset-Backed Securities |
| TOYOTA LEASE OWNER TR 2023-B   A-3    20261120 5.6 | 2026-11-20      | 5.6600%  | 0.0000% | $125000.00         | $46243.23          | Asset-Backed Securities |
| THL CR WIND RIVER CLO 2018-1   D      20300715 FLT | 2030-07-15      | 7.4792%  | 0.0000% | $850000.00         | $862951.53         | Asset-Backed Securities |
| VENTURE 33 CLO 2018            D      20310715 FLT | 2031-07-15      | 7.7392%  | 0.0000% | $2500000.00        | $2424483.01        | Asset-Backed Securities |
| PENFED AUTO REC TR 2022-A      A-4    20281215 4.1 | 2028-12-15      | 4.1800%  | 0.0000% | $133000.00         | $29305.30          | Asset-Backed Securities |
| EXETER AUTO REC 2021-1         E      20280215 2.2 | 2028-02-15      | 2.2100%  | 0.0000% | $10655000.00       | $9223359.13        | Asset-Backed Securities |
| FDF LTD 2019-5R                D-R    20380125 5.7 | 2038-01-25      | 5.7690%  | 0.0000% | $2000000.00        | $1938792.50        | Asset-Backed Securities |
| AGL CORE CLO LTD 2023-27       A      20361021 FLT | 2036-10-21      | 6.0555%  | 0.0000% | $12325000.00       | $12477494.41       | Asset-Backed Securities |
| AMERICAN CR REC TR 2023-4      C      20300912 6.9 | 2030-09-12      | 6.9900%  | 0.0000% | $12730000.00       | $12030863.40       | Asset-Backed Securities |
| CARVANA AUTO RECV TR 2024-N1   B      20300510 5.6 | 2030-05-10      | 5.6300%  | 0.0000% | $860000.00         | $872733.83         | Asset-Backed Securities |
| CARVANA AUTO RCV TR 2021-N4    D      20280910 2.3 | 2028-09-10      | 2.3000%  | 0.0000% | $6465000.00        | $1088541.18        | Asset-Backed Securities |
| CARLYLE DIRECT LENDNG 2015-1RR B-R    20360715 FLT | 2036-07-15      | 7.0676%  | 0.0000% | $1300000.00        | $1316336.72        | Asset-Backed Securities |
| CARMAX AUTO OWNER TRUST 2022-2 A-3    20270216 3.4 | 2027-02-16      | 3.4900%  | 0.0000% | $3078000.00        | $201320.44         | Asset-Backed Securities |
| BCC MIDDLE MKT CLO LLC 2024-1  C      20360717 FLT | 2036-07-17      | 7.0724%  | 0.0000% | $3750000.00        | $3819428.12        | Asset-Backed Securities |
| BLACKROCK ELBERT CLO 2020-5R   A-1-R  20340615 FLT | 2034-06-15      | 5.8878%  | 0.0000% | $5000000.00        | $4967955.99        | Asset-Backed Securities |
| BENEFIT STR PT CLO LTD 2025-39 D-2    20380415 FLT | 2038-04-15      | 7.9065%  | 0.0000% | $1046000.00        | $1088160.22        | Asset-Backed Securities |
| VERIZON MASTER TRUST 2025-6    A      20330621 4.6 | 2033-06-21      | 4.6200%  | 0.0000% | $27882000.00       | $28430169.40       | Asset-Backed Securities |
| REGIONAL MGNT ISSUA TR 2024-1  B      20360715 6.4 | 2036-07-15      | 6.4500%  | 0.0000% | $800000.00         | $825877.20         | Asset-Backed Securities |
| NP SPE II LLC 2017-1           A-2    20471020 4.2 | 2047-10-20      | 4.2190%  | 0.0000% | $2000000.00        | $1851675.89        | Asset-Backed Securities |
| ELARA HGV TIMESHARE 2025-A     A      20400125 4.5 | 2040-01-25      | 4.5400%  | 0.0000% | $9250000.00        | $9207194.08        | Asset-Backed Securities |
| EFMT 2025-CES2                 A-1A   20600225 FLT | 2060-02-25      | 5.6550%  | 0.0000% | $2925000.00        | $2744290.26        | Asset-Backed Securities |
| ENTERPRISE FLEET FIN 2024-3    A-3    20280820 4.9 | 2028-08-20      | 4.9800%  | 0.0000% | $127000.00         | $129072.17         | Asset-Backed Securities |
| BBAM US CLO 2022-1R LLC        A-R    20380330 FLT | 2038-03-30      | 5.5176%  | 0.0000% | $830000.00         | $839562.78         | Asset-Backed Securities |
| AGL CLO 2021-10 LTD            D      20340417 FLT | 2034-04-17      | 7.4792%  | 0.0000% | $500000.00         | $508543.55         | Asset-Backed Securities |
| AGL CLO LTD 2022-22R           D-1R   20370121 FLT | 2037-01-21      | 7.0255%  | 0.0000% | $510000.00         | $518672.97         | Asset-Backed Securities |
| PALMER SQUAR 6.8059 15JUL37 144A FR                | 2037-07-15      | 6.4676%  | 0.0000% | $5795000.00        | $5905472.23        | Asset-Backed Securities |
| PALMER SQUARE CLO 2022-3R      B-1-R  20370720 FLT | 2037-07-20      | 5.9255%  | 0.0000% | $250000.00         | $253084.10         | Asset-Backed Securities |
| PROGRESS RESIDENTIAL 2025-SFR4 B      20300819 4.7 | 2030-08-19      | 4.7000%  | 0.0000% | $4000000.00        | $3974988.44        | Asset-Backed Securities |
| HYUNDAI AUTO REC TR 2024-C     A-2-A  20270915 4.5 | 2027-09-15      | 4.5300%  | 0.0000% | $616000.00         | $385355.00         | Asset-Backed Securities |
| PRPM LLC 2024-RPL1             A-1    20641225 FLT | 2064-12-25      | 4.2000%  | 0.0000% | $146646.00         | $121025.06         | Asset-Backed Securities |
| MMAF EQUIPMENT FINANCE 2024-A  A-4    20490713 5.1 | 2049-07-13      | 5.1000%  | 0.0000% | $229642.00         | $237392.72         | Asset-Backed Securities |
| PRESTIGE AUTO REC 2024-2       B      20290215 4.5 | 2029-02-15      | 4.5600%  | 0.0000% | $2220000.00        | $2230835.82        | Asset-Backed Securities |
| OCTAGON INVT PARTNRS 2017-32R3 A-1-R3 20371102 FLT | 2037-11-02      | 5.6976%  | 0.0000% | $400000.00         | $405734.57         | Asset-Backed Securities |
| CPS AUTO RECEIVABLES TR 2024-D D      20310115 5.1 | 2031-01-15      | 5.1400%  | 0.0000% | $410000.00         | $412780.07         | Asset-Backed Securities |
| DRYDEN CLO LTD 2022-113R2      A-R2   20371020 FLT | 2037-10-20      | 5.5676%  | 0.0000% | $370000.00         | $374665.10         | Asset-Backed Securities |
| CPS AUTO RECEIVABLES TR 2021-D D      20271215 2.3 | 2027-12-15      | 2.3100%  | 0.0000% | $18900000.00       | $3837359.77        | Asset-Backed Securities |
| CARMAX AUTO OWNER TRUST 2025-3 D      20320517 5.2 | 2032-05-17      | 5.2200%  | 0.0000% | $4229000.00        | $4294460.69        | Asset-Backed Securities |
| CROWN CITY CLO 2021-3          A-1A   20340720 FLT | 2034-07-20      | 5.7571%  | 0.0000% | $500000.00         | $506437.14         | Asset-Backed Securities |
| CARMAX AUTO OWN TR 2021-4      B      20270517 1.0 | 2027-05-17      | 1.0400%  | 0.0000% | $98000.00          | $97313.35          | Asset-Backed Securities |
| BMW VEHICLE LEASE TR 2023-2    A-3    20260925 5.9 | 2026-09-25      | 5.9900%  | 0.0000% | $2956000.00        | $229533.59         | Asset-Backed Securities |
| BENEFIT STREET PRTNR 2015-6BR  A-1-R  20380420 FLT | 2038-04-20      | 5.5055%  | 0.0000% | $8820000.00        | $8917796.59        | Asset-Backed Securities |
| GS MTG BCKD SEC TR 2018-RPL1   A1A    20571025 3.7 | 2057-10-25      | 3.7500%  | 0.0000% | $9300000.00        | $1962855.75        | Asset-Backed Securities |
| HOME PART OF AMER TR 2022-1    A      20390419 3.9 | 2039-04-19      | 3.9300%  | 0.0000% | $400000.00         | $104819.77         | Asset-Backed Securities |
| LENDMARK FDG TR 2024-2         C      20340221 5.2 | 2034-02-21      | 5.2500%  | 0.0000% | $147000.00         | $147564.53         | Asset-Backed Securities |
| ISLAND FINANCE TR 2025-1       B      20350319 7.9 | 2035-03-19      | 7.9500%  | 0.0000% | $2500000.00        | $2547702.08        | Asset-Backed Securities |
| OAKTREE CLO  LTD 2019-2RR      B-RR   20371015 FLT | 2037-10-15      | 6.5176%  | 0.0000% | $2390000.00        | $2422911.05        | Asset-Backed Securities |
| OAKTREE CLO 2020-1RR LTD       A-RR   20380115 FLT | 2038-01-15      | 5.5076%  | 0.0000% | $23195000.00       | $23450145.86       | Asset-Backed Securities |
| OHA LOAN FUNDING LTD 2013-1R3  C-R3   20370423 FLT | 2037-04-23      | 6.6690%  | 0.0000% | $250000.00         | $253343.06         | Asset-Backed Securities |
| OCTANE RECEIVABLES TR 2023-1   A      20290521 5.8 | 2029-05-21      | 5.8700%  | 0.0000% | $165000.00         | $10334.58          | Asset-Backed Securities |
| PRESTIGE AUTO REC TR 2024-1    B      20280515 5.7 | 2028-05-15      | 5.7100%  | 0.0000% | $1330000.00        | $1114179.00        | Asset-Backed Securities |
| TRP LLC 2021-1                 A      20510617 2.0 | 2051-06-17      | 2.0700%  | 0.0000% | $5050000.00        | $4153119.73        | Asset-Backed Securities |
| WORLD OMNI AUTO REC TR 2021-D  C      20280615 1.7 | 2028-06-15      | 1.7200%  | 0.0000% | $40000.00          | $39882.43          | Asset-Backed Securities |
| CARVANA AUTO REC 2021-P2       A-4    20270110 0.8 | 2027-01-10      | 0.8000%  | 0.0000% | $6950000.00        | $713862.75         | Asset-Backed Securities |
| CARVANA AUTO REC TR 2022-P2    A-4    20280210 4.6 | 2028-02-10      | 4.6800%  | 0.0000% | $5550000.00        | $5195713.50        | Asset-Backed Securities |
| CARMAX AUTO OWN TR 2021-3      A-4    20270115 0.7 | 2027-01-15      | 0.7400%  | 0.0000% | $5750000.00        | $3010570.32        | Asset-Backed Securities |
| CARVANA AUTO REC TR 2022-P3    A-3    20271110 4.6 | 2027-11-10      | 4.6100%  | 0.0000% | $2650000.00        | $736130.71         | Asset-Backed Securities |
| CARLYLE US CLO LTD 2021-2R     D-2R   20380420 FLT | 2038-04-20      | 8.2755%  | 0.0000% | $4250000.00        | $4345013.45        | Asset-Backed Securities |
| CAPITAL ONE PRIME TR 2022-1    A-3    20270415 3.1 | 2027-04-15      | 3.1700%  | 0.0000% | $1069000.00        | $174716.88         | Asset-Backed Securities |
| AMERN CR ACCEP REC TR 2023-2   C      20290813 5.9 | 2029-08-13      | 5.9600%  | 0.0000% | $1976000.00        | $612156.38         | Asset-Backed Securities |
| ANTARES CLO LTD 2020-1R        C-R    20331024 FLT | 2033-10-24      | 7.0306%  | 0.0000% | $3000000.00        | $3031335.95        | Asset-Backed Securities |
| CPS AUTO RECEIVABLES TR 2025-C C      20311015 4.9 | 2031-10-15      | 4.9100%  | 0.0000% | $1195000.00        | $1199611.31        | Asset-Backed Securities |
| CCG REC TR 2022-1              A-2    20290716 3.9 | 2029-07-16      | 3.9100%  | 0.0000% | $31127000.00       | $415428.66         | Asset-Backed Securities |
| CIFC FUNDING LTD 2021-5R       C-R    20380115 FLT | 2038-01-15      | 6.1176%  | 0.0000% | $3000000.00        | $3047354.28        | Asset-Backed Securities |
| CARMAX AUTO OWNER TR 2022-1    C      20271115 2.2 | 2027-11-15      | 2.2000%  | 0.0000% | $200000.00         | $197984.73         | Asset-Backed Securities |
| ENTERPRISE FLEET FIN 2022-1    A-3    20280120 3.2 | 2028-01-20      | 3.2700%  | 0.0000% | $2074000.00        | $1147005.21        | Asset-Backed Securities |
| DT AUTO OWNER TR 2023-2        B      20290215 5.4 | 2029-02-15      | 5.4100%  | 0.0000% | $13102000.00       | $341421.99         | Asset-Backed Securities |
| VERDANT RECEIVBALES LLC 2025-1 B      20330512 5.3 | 2033-05-12      | 5.3700%  | 0.0000% | $100000.00         | $102439.30         | Asset-Backed Securities |
| SANTR DRIVE AUTO REC TR 2023-2 B      20280515 5.2 | 2028-05-15      | 5.2400%  | 0.0000% | $135000.00         | $83938.98          | Asset-Backed Securities |
| VERUS SECURITIZATION TR 2025-7 A-1B   20700825 FLT | 2070-08-25      | 5.1290%  | 0.0000% | $3200000.00        | $3180272.53        | Asset-Backed Securities |
| FORTRESS CR BSL LTD 2023-19R   C-1-R  20360724 FLT | 2036-07-24      | 6.6212%  | 0.0000% | $2000000.00        | $2020856.04        | Asset-Backed Securities |
| SANTANDER DR AUT REC TR 2024-4 A-3    20290116 4.8 | 2029-01-16      | 4.8500%  | 0.0000% | $25000.00          | $25136.37          | Asset-Backed Securities |
| KKR CLO LTD 2025-37R           D-2R   20380420 FLT | 2038-04-20      | 8.5755%  | 0.0000% | $2400000.00        | $2443501.85        | Asset-Backed Securities |
| KUBOTA CR OWN TR 2022-1        A-3    20261015 2.6 | 2026-10-15      | 2.6700%  | 0.0000% | $170000.00         | $14690.64          | Asset-Backed Securities |
| SANT DR AUTOREC TR 2024-3      B      20290917 5.5 | 2029-09-17      | 5.5500%  | 0.0000% | $50000.00          | $50853.82          | Asset-Backed Securities |
| DT AUTO OWNER TRUST 2022-1     D      20271215 3.4 | 2027-12-15      | 3.4000%  | 0.0000% | $5320000.00        | $2947996.77        | Asset-Backed Securities |
| EXETER ATM REC TR 2022-1       D      20280615 3.0 | 2028-06-15      | 3.0200%  | 0.0000% | $3805000.00        | $2282889.54        | Asset-Backed Securities |
| COOPR RES MTG TR 2025-CES2     A-1A   20600625 FLT | 2060-06-25      | 5.5020%  | 0.0000% | $39453000.00       | $38896496.35       | Asset-Backed Securities |
| CARVANA AUTO RECEIV 2024-N2    D      20300910 6.4 | 2030-09-10      | 6.4400%  | 0.0000% | $6000000.00        | $6186640.67        | Asset-Backed Securities |
| APIDOS CLO 2021-35             A      20340420 FLT | 2034-04-20      | 5.6371%  | 0.0000% | $21000000.00       | $21271899.89       | Asset-Backed Securities |
| AMERICAN CR ACCEP TR 2022-2    E      20280613 6.5 | 2028-06-13      | 6.5700%  | 0.0000% | $7000000.00        | $7035626.50        | Asset-Backed Securities |
| AMERICAN EXPRESS CREDIT 2024-2 A      20310415 5.2 | 2031-04-15      | 5.2400%  | 0.0000% | $654000.00         | $683651.92         | Asset-Backed Securities |
| BAIN CAPITAL CREDIT 2020-4R    D1A-R  20361020 FLT | 2036-10-20      | 9.0755%  | 0.0000% | $1000000.00        | $1018058.88        | Asset-Backed Securities |
| AMERICAN CR ACCEP RECV TR 24-1 C      20300114 5.6 | 2030-01-14      | 5.6300%  | 0.0000% | $2500000.00        | $2447714.34        | Asset-Backed Securities |
| WORLD OMNI SELECT AT TR 2025-A A-3    20310815 4.0 | 2031-08-15      | 4.0800%  | 0.0000% | $30000.00          | $29947.62          | Asset-Backed Securities |
| VALLEY STREAM PARK CLO 2022-1R D-RR   20370121 FLT | 2037-01-21      | 7.0255%  | 0.0000% | $640000.00         | $649104.53         | Asset-Backed Securities |
| GOLDEN TREE LN MGMT US CLO 15  D-R    20361020 FLT | 2036-10-20      | 8.7255%  | 0.0000% | $500000.00         | $508229.30         | Asset-Backed Securities |
| GM FINANCIAL CONSUMER 2024-1   A-2-A  20270216 5.1 | 2027-02-16      | 5.1200%  | 0.0000% | $900000.00         | $3794.59           | Asset-Backed Securities |
| GLS AUTO RECV ISSUER 2020-3    E      20270715 4.3 | 2027-07-15      | 4.3100%  | 0.0000% | $5300000.00        | $1571179.70        | Asset-Backed Securities |
| SANTANDER DRIVE REC TR 2022-5  C      20281016 4.7 | 2028-10-16      | 4.7400%  | 0.0000% | $21077000.00       | $10100368.83       | Asset-Backed Securities |
| NEW RESI MTG TR 2020-RPL1      M-1    20591125 FLT | 2059-11-25      | 3.2500%  | 0.0000% | $3447600.00        | $3068274.56        | Asset-Backed Securities |
| OWL ROCK CLO LTD 2022-7        A-R    20380420 FLT | 2038-04-20      | 5.7255%  | 0.0000% | $45250000.00       | $45713447.74       | Asset-Backed Securities |
| SANTANDER DRIVE REC TR 2022-5  D      20301216 5.6 | 2030-12-16      | 5.6700%  | 0.0000% | $270000.00         | $273222.59         | Asset-Backed Securities |
| PFS FINANCING CORP 2024-E      A      20280717 FLT | 2028-07-17      | 5.2221%  | 0.0000% | $1450000.00        | $1456490.01        | Asset-Backed Securities |
| WORLD OMNI SLCT AUTO T R2021-A D      20271115 1.4 | 2027-11-15      | 1.4400%  | 0.0000% | $2000000.00        | $1998130.00        | Asset-Backed Securities |
| HERTZ VEH FING III LLC 2023-4  A      20300325 6.1 | 2030-03-25      | 6.1500%  | 0.0000% | $7203000.00        | $7525004.11        | Asset-Backed Securities |
| NEW RESI MTG TR 2020-RPL1      A-2    20591125 FLT | 2059-11-25      | 3.0000%  | 0.0000% | $3567000.00        | $3265148.57        | Asset-Backed Securities |
| PALMER SQUARE CLO 2021-1R LTD  A-1A-R 20380420 FLT | 2038-04-20      | 5.4755%  | 0.0000% | $530000.00         | $535569.71         | Asset-Backed Securities |

### Security 664: BANK OF MONTREAL

- **C.1 - Title:** BANK OF MONTREAL 4.170000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1B1WY8, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16, C.5 - Other ID: ARP1B1WY8
- **C.18 - Value (incl. sponsor support):** $407000000.00
- **C.18.a - Value (excl. sponsor support):** $407000000.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2025-10-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEPC 03.000 CLSL1039 | 2052-08-01      | 3.0000%  | 0.0000% | $6436112.00        | $5523712.58        | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSL2650 | 2054-01-01      | 2.5000%  | 0.0000% | $72271519.00       | $61616882.29       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA2890 | 2055-09-01      | 5.5000%  | 0.0000% | $56882880.00       | $57754983.06       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB6852 | 2053-08-01      | 4.5000%  | 0.0000% | $71268217.00       | $62166236.07       | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD8531 | 2055-05-01      | 4.5000%  | 0.0000% | $63172426.00       | $59945643.20       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRA8276 | 2052-12-01      | 5.5000%  | 0.0000% | $59225283.00       | $48000994.30       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSL1574 | 2055-03-01      | 6.0000%  | 0.0000% | $63661545.00       | $62209470.81       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSL2015 | 2055-07-01      | 6.0000%  | 0.0000% | $61929962.00       | $63011806.11       | Agency Mortgage-Backed Securities |

### Security 665: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 4.150000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1B4KS8, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP1B4KS8
- **C.18 - Value (incl. sponsor support):** $5000000000.00
- **C.18.a - Value (excl. sponsor support):** $5000000000.00
- **C.19 - Percentage of Net Assets:** 1.3100%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2025-10-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                          |
|:---|:---|:---|:---|:---|:---|:---|
| GNII SF DM3501 C     | 2055-09-20      | 5.0000%  | 0.0000% | $3775524.00        | $3793709.86        | Agency Mortgage-Backed Securities |
| GNII SF DJ5832 C     | 2055-05-20      | 5.5000%  | 0.0000% | $1084844.00        | $1106704.14        | Agency Mortgage-Backed Securities |
| GNII SF DJ2836 C     | 2055-07-20      | 6.5000%  | 0.0000% | $10052544.00       | $10481241.98       | Agency Mortgage-Backed Securities |
| GNII SP 784519 C     | 2047-11-20      | 3.5000%  | 0.0000% | $6900000.00        | $2073655.73        | Agency Mortgage-Backed Securities |
| GNII SF CX6597 C     | 2053-10-20      | 7.0000%  | 0.0000% | $6823584.00        | $6034356.80        | Agency Mortgage-Backed Securities |
| GNII SF CY6902 C     | 2053-11-20      | 7.5000%  | 0.0000% | $1493694.00        | $1549652.35        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CIRR0030 | 2040-09-01      | 4.0000%  | 0.0000% | $23831584.00       | $23505287.24       | Agency Mortgage-Backed Securities |
| GNII SF MA8769 M     | 2038-04-20      | 4.5000%  | 0.0000% | $132765.00         | $77438.57          | Agency Mortgage-Backed Securities |
| GNII SF CZ7451 C     | 2054-01-20      | 8.0000%  | 0.0000% | $3948552.00        | $4101883.24        | Agency Mortgage-Backed Securities |
| GNII SF MA8490 M     | 2052-12-20      | 5.0000%  | 0.0000% | $46545280.00       | $36517764.40       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSL2855 | 2055-09-01      | 6.0000%  | 0.0000% | $38079552.00       | $39800874.68       | Agency Mortgage-Backed Securities |
| GNII SF CX6562 C     | 2053-09-20      | 7.5000%  | 0.0000% | $1385840.00        | $1411728.93        | Agency Mortgage-Backed Securities |
| GNII SF MA8645 M     | 2053-02-20      | 4.0000%  | 0.0000% | $29168704.00       | $22835879.88       | Agency Mortgage-Backed Securities |
| GNII SF DL6650 C     | 2055-08-20      | 6.5000%  | 0.0000% | $1315032.00        | $1376616.20        | Agency Mortgage-Backed Securities |
| GNII SF DE5817 C     | 2054-12-20      | 7.0000%  | 0.0000% | $4725192.00        | $5010040.86        | Agency Mortgage-Backed Securities |
| GNCL CL DD4695       | 2055-10-15      | 5.5400%  | 0.0000% | $17886240.00       | $17903657.23       | Agency Mortgage-Backed Securities |
| GNII SF CZ7448 C     | 2054-01-20      | 7.5000%  | 0.0000% | $1335420.00        | $1403458.54        | Agency Mortgage-Backed Securities |
| GNII ET DL3384 C     | 2065-07-20      | 5.5000%  | 0.0000% | $295431.00         | $297494.60         | Agency Mortgage-Backed Securities |
| GNII SF DM0773 C     | 2055-08-20      | 7.0000%  | 0.0000% | $3241128.00        | $3444641.73        | Agency Mortgage-Backed Securities |
| GNII SF DF1038 C     | 2054-11-20      | 5.0000%  | 0.0000% | $2240208.00        | $1961025.75        | Agency Mortgage-Backed Securities |
| GNII SF DL3144 C     | 2055-09-20      | 6.0000%  | 0.0000% | $1358474.00        | $1407424.35        | Agency Mortgage-Backed Securities |
| GNII SF DL4786 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1190108.00        | $1249072.61        | Agency Mortgage-Backed Securities |
| GNII SF DD1691 C     | 2054-07-20      | 7.0000%  | 0.0000% | $20743968.00       | $20486315.52       | Agency Mortgage-Backed Securities |
| GNII SF MA8802 M     | 2053-04-20      | 6.0000%  | 0.0000% | $240000.00         | $148932.38         | Agency Mortgage-Backed Securities |
| GNII SF MA8643 M     | 2053-02-20      | 3.0000%  | 0.0000% | $600000.00         | $419599.01         | Agency Mortgage-Backed Securities |
| GNII SF CX0279 C     | 2053-09-20      | 6.5000%  | 0.0000% | $1278358.00        | $1309026.81        | Agency Mortgage-Backed Securities |
| GNII SF DA0829 C     | 2054-05-20      | 6.5000%  | 0.0000% | $1449492.00        | $1175417.58        | Agency Mortgage-Backed Securities |
| GNII SF CY1078 C     | 2053-11-20      | 7.0000%  | 0.0000% | $1759510.00        | $1836260.96        | Agency Mortgage-Backed Securities |
| GNII SF MA8428 M     | 2052-11-20      | 5.0000%  | 0.0000% | $2235568.00        | $1754982.26        | Agency Mortgage-Backed Securities |
| GNII SF MA8485 M     | 2052-03-20      | 2.5000%  | 0.0000% | $891075.00         | $601079.17         | Agency Mortgage-Backed Securities |
| GNII SF MA8646 M     | 2053-02-20      | 4.5000%  | 0.0000% | $13723968.00       | $10996402.43       | Agency Mortgage-Backed Securities |
| GNII SF 778108 C     | 2026-12-20      | 3.5000%  | 0.0000% | $905000.00         | $6422.16           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIFS8493 | 2038-07-01      | 6.0000%  | 0.0000% | $75000.00          | $56680.53          | Agency Mortgage-Backed Securities |
| GNII SF MA6973 M     | 2034-07-20      | 5.0000%  | 0.0000% | $147909.00         | $48415.25          | Agency Mortgage-Backed Securities |
| GNII SF MA7417 M     | 2051-06-20      | 2.0000%  | 0.0000% | $70780544.00       | $38871513.08       | Agency Mortgage-Backed Securities |
| GNII SF MA7941 M     | 2048-07-20      | 5.0000%  | 0.0000% | $25000.00          | $15023.90          | Agency Mortgage-Backed Securities |
| GNII SF MA7368 M     | 2051-05-20      | 3.0000%  | 0.0000% | $12566192.00       | $6172475.66        | Agency Mortgage-Backed Securities |
| GNII SF DL4774 C     | 2055-07-20      | 7.0000%  | 0.0000% | $1454112.00        | $1512563.02        | Agency Mortgage-Backed Securities |
| GNII SF DM3506 C     | 2055-09-20      | 5.0000%  | 0.0000% | $1259386.00        | $1260778.60        | Agency Mortgage-Backed Securities |
| GNII SF DL2099 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1296014.00        | $1351023.38        | Agency Mortgage-Backed Securities |
| GNII SF DL8958 C     | 2055-08-20      | 6.5000%  | 0.0000% | $1927434.00        | $2011434.81        | Agency Mortgage-Backed Securities |
| GNII SF DL4887 C     | 2055-08-20      | 6.5000%  | 0.0000% | $1306794.00        | $1368038.47        | Agency Mortgage-Backed Securities |
| GNII SF CY8715 C     | 2053-12-20      | 7.0000%  | 0.0000% | $4669488.00        | $626816.45         | Agency Mortgage-Backed Securities |
| GNII SF CW9249 C     | 2055-05-20      | 6.5000%  | 0.0000% | $1069938.00        | $1119015.63        | Agency Mortgage-Backed Securities |
| GNPL PN DE6503       | 2060-04-15      | 5.3400%  | 0.0000% | $338215.00         | $348220.81         | Agency Mortgage-Backed Securities |
| GNII SF DM3054 C     | 2055-09-20      | 6.5000%  | 0.0000% | $1208238.00        | $1262147.30        | Agency Mortgage-Backed Securities |
| GNII SF DG2202 C     | 2054-11-20      | 6.5000%  | 0.0000% | $3478096.00        | $3474779.09        | Agency Mortgage-Backed Securities |
| GNII ET DM2763 C     | 2065-07-20      | 3.0000%  | 0.0000% | $317459.00         | $279774.29         | Agency Mortgage-Backed Securities |
| GNII SF DL8572 C     | 2055-06-20      | 7.5000%  | 0.0000% | $349963.00         | $363535.58         | Agency Mortgage-Backed Securities |
| GNII SF CE6237 C     | 2051-08-20      | 2.5000%  | 0.0000% | $6770000.00        | $3449213.29        | Agency Mortgage-Backed Securities |
| GNII SF CH0843 C     | 2051-10-20      | 3.0000%  | 0.0000% | $338269.00         | $278175.94         | Agency Mortgage-Backed Securities |
| GNII SF DM3846 C     | 2055-08-20      | 6.5000%  | 0.0000% | $3029440.00        | $3164729.29        | Agency Mortgage-Backed Securities |
| GNII SP 788099 C     | 2055-08-20      | 5.5000%  | 0.0000% | $121606016.00      | $123566623.84      | Agency Mortgage-Backed Securities |
| GNII SF DL7057 C     | 2055-08-20      | 5.5000%  | 0.0000% | $2753096.00        | $2803552.23        | Agency Mortgage-Backed Securities |
| GNMI SP 784398 X     | 2047-08-15      | 4.5000%  | 0.0000% | $56000.00          | $7125.49           | Agency Mortgage-Backed Securities |
| GNII SF MA3005 M     | 2030-08-20      | 2.5000%  | 0.0000% | $235500.00         | $16950.91          | Agency Mortgage-Backed Securities |
| GNII SF DM6723 C     | 2055-09-20      | 6.5000%  | 0.0000% | $4789264.00        | $5002932.76        | Agency Mortgage-Backed Securities |
| GNII SF MB0026 M     | 2054-11-20      | 5.5000%  | 0.0000% | $10000000.00       | $9633942.12        | Agency Mortgage-Backed Securities |
| GNII SF DL8840 C     | 2055-09-20      | 6.5000%  | 0.0000% | $4075696.00        | $4257545.86        | Agency Mortgage-Backed Securities |
| GNII SF DL2477 C     | 2055-07-20      | 6.5000%  | 0.0000% | $2556036.00        | $2664066.18        | Agency Mortgage-Backed Securities |
| GNAR AR 080968 M     | 2034-07-20      | 4.6250%  | 0.0000% | $660000.00         | $6347.79           | Agency Mortgage-Backed Securities |
| GNII SF DK7548 C     | 2055-08-20      | 5.5000%  | 0.0000% | $1167926.00        | $1193346.83        | Agency Mortgage-Backed Securities |
| GNII SF MA9491 M     | 2053-12-20      | 7.0000%  | 0.0000% | $3400944.00        | $1511243.55        | Agency Mortgage-Backed Securities |
| GNII SF DH4873 C     | 2055-06-20      | 6.5000%  | 0.0000% | $1121446.00        | $1168325.01        | Agency Mortgage-Backed Securities |
| GNII SF DG7223 C     | 2055-04-20      | 6.5000%  | 0.0000% | $1094650.00        | $1126344.78        | Agency Mortgage-Backed Securities |
| GNII SF DG2299 C     | 2055-01-20      | 7.0000%  | 0.0000% | $20610040.00       | $21773202.25       | Agency Mortgage-Backed Securities |
| GNII SF MA8648 M     | 2053-02-20      | 5.5000%  | 0.0000% | $208401000.00      | $150391778.71      | Agency Mortgage-Backed Securities |
| GNII SF DG9247 C     | 2055-02-20      | 7.5000%  | 0.0000% | $1566804.00        | $1630457.76        | Agency Mortgage-Backed Securities |
| GNII SF DG4538 C     | 2054-11-20      | 4.0000%  | 0.0000% | $1967952.00        | $1810605.33        | Agency Mortgage-Backed Securities |
| GNII SF DJ1432 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1025148.00        | $1072213.01        | Agency Mortgage-Backed Securities |
| GNII SF MA9780 M     | 2054-07-20      | 6.0000%  | 0.0000% | $32825600.00       | $26527621.67       | Agency Mortgage-Backed Securities |
| GNII SF DG9948 C     | 2054-12-20      | 7.0000%  | 0.0000% | $1629392.00        | $1688484.77        | Agency Mortgage-Backed Securities |
| GNII SF MA9017 M     | 2053-07-20      | 5.5000%  | 0.0000% | $5932936.00        | $4731001.26        | Agency Mortgage-Backed Securities |
| GNII SF DH8527 C     | 2055-02-20      | 6.5000%  | 0.0000% | $1012318.00        | $1051290.41        | Agency Mortgage-Backed Securities |
| GNII SF CM0319 C     | 2052-06-20      | 4.0000%  | 0.0000% | $1023754.00        | $833973.81         | Agency Mortgage-Backed Securities |
| GNII SF DM1226 C     | 2055-09-20      | 6.0000%  | 0.0000% | $10173620.00       | $10587028.44       | Agency Mortgage-Backed Securities |
| GNMI SF 462682 X     | 2028-04-15      | 6.5000%  | 0.0000% | $17948672.00       | $8181.27           | Agency Mortgage-Backed Securities |
| GNAR AR 080312 M     | 2029-08-20      | 4.6250%  | 0.0000% | $5476352.00        | $5056.31           | Agency Mortgage-Backed Securities |
| GNII SF DH2674 C     | 2055-01-20      | 5.0000%  | 0.0000% | $1505656.00        | $1499946.20        | Agency Mortgage-Backed Securities |
| GNAR AR 080123 M     | 2027-10-20      | 4.7500%  | 0.0000% | $17711104.00       | $5737.94           | Agency Mortgage-Backed Securities |
| GNII SF DH5800 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1029524.00        | $1073712.55        | Agency Mortgage-Backed Securities |
| GNII SF DH9417 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1325988.00        | $1385700.96        | Agency Mortgage-Backed Securities |
| GNII SF DH9001 C     | 2052-01-20      | 5.5000%  | 0.0000% | $1313618.00        | $1313466.09        | Agency Mortgage-Backed Securities |
| GNPL PN CQ7060       | 2058-05-15      | 4.9400%  | 0.0000% | $25000.00          | $24764.95          | Agency Mortgage-Backed Securities |
| GNII SF MB0308 M     | 2055-04-20      | 5.5000%  | 0.0000% | $112279552.00      | $111940044.01      | Agency Mortgage-Backed Securities |
| GNII SF DM7166 C     | 2055-09-20      | 6.0000%  | 0.0000% | $5773568.00        | $5903088.37        | Agency Mortgage-Backed Securities |
| GNII SF MA9906 M     | 2054-09-20      | 5.5000%  | 0.0000% | $129203840.00      | $121273651.53      | Agency Mortgage-Backed Securities |
| GNII SF CQ7639 C     | 2039-11-20      | 5.5000%  | 0.0000% | $1495322.00        | $1226931.18        | Agency Mortgage-Backed Securities |
| GNII SF DM1227 C     | 2055-09-20      | 6.0000%  | 0.0000% | $20197920.00       | $20912044.39       | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZN4700 | 2049-04-01      | 3.5000%  | 0.0000% | $43079488.00       | $10325398.83       | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZM6448 | 2048-05-01      | 4.5000%  | 0.0000% | $400000.00         | $37568.69          | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQA1013 | 2049-07-01      | 3.5000%  | 0.0000% | $20000000.00       | $2453476.13        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSD3825 | 2053-09-01      | 6.5000%  | 0.0000% | $53379968.00       | $37826498.05       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQH0592 | 2053-09-01      | 5.5000%  | 0.0000% | $1154640.00        | $947838.94         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZA1331 | 2042-06-01      | 3.5000%  | 0.0000% | $849000.00         | $67836.43          | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLRA8631 | 2053-01-01      | 6.5000%  | 0.0000% | $7417608.00        | $5765222.30        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIAL9937 | 2030-09-01      | 3.0000%  | 0.0000% | $407000.00         | $41401.70          | Agency Mortgage-Backed Securities |
| FEPC 07.500 CLQI2697 | 2054-02-01      | 7.5000%  | 0.0000% | $1643992.00        | $1699128.62        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLRA8624 | 2052-09-01      | 3.0000%  | 0.0000% | $21750.00          | $15797.92          | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD6395 | 2052-08-01      | 3.0000%  | 0.0000% | $26334432.00       | $21991114.42       | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD8122 | 2050-12-01      | 2.5000%  | 0.0000% | $398000.00         | $188290.13         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQF4662 | 2052-12-01      | 6.0000%  | 0.0000% | $4415720.00        | $3513073.38        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCA4385 | 2049-07-01      | 6.0000%  | 0.0000% | $350000.00         | $45568.74          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFS4645 | 2051-11-01      | 4.0000%  | 0.0000% | $100000.00         | $68747.89          | Agency Mortgage-Backed Securities |
| GNII SF DL7867 C     | 2055-08-20      | 6.0000%  | 0.0000% | $6493024.00        | $6698437.68        | Agency Mortgage-Backed Securities |
| GNII SF 005331 M     | 2042-03-20      | 3.5000%  | 0.0000% | $1020504.00        | $71113.23          | Agency Mortgage-Backed Securities |
| GNII SF DL4153 C     | 2055-07-20      | 6.5000%  | 0.0000% | $11580912.00       | $11933222.69       | Agency Mortgage-Backed Securities |
| GNII SF DL2202 C     | 2055-09-20      | 5.5000%  | 0.0000% | $5099960.00        | $5195643.19        | Agency Mortgage-Backed Securities |
| GNII SF DL6857 C     | 2055-08-20      | 6.5000%  | 0.0000% | $4371888.00        | $4565105.86        | Agency Mortgage-Backed Securities |
| GNII SF DL7011 C     | 2055-08-20      | 5.5000%  | 0.0000% | $81088.00          | $82484.18          | Agency Mortgage-Backed Securities |
| GNII SF DH3948 C     | 2055-02-20      | 7.0000%  | 0.0000% | $1029506.00        | $1077616.67        | Agency Mortgage-Backed Securities |
| GNII SF DH4505 C     | 2055-03-20      | 6.5000%  | 0.0000% | $1110984.00        | $1153873.27        | Agency Mortgage-Backed Securities |
| GNII SF DG9177 C     | 2055-01-20      | 7.0000%  | 0.0000% | $1742620.00        | $1492377.10        | Agency Mortgage-Backed Securities |
| GNII SF DM3500 C     | 2055-09-20      | 5.0000%  | 0.0000% | $3134484.00        | $3154525.19        | Agency Mortgage-Backed Securities |
| GNII SF BV7358 C     | 2036-01-20      | 5.0000%  | 0.0000% | $1832080.00        | $298531.76         | Agency Mortgage-Backed Securities |
| GNII SF CL1953 C     | 2052-01-20      | 2.5000%  | 0.0000% | $1665280.00        | $1301241.75        | Agency Mortgage-Backed Securities |
| GNII SF CH0830 C     | 2051-10-20      | 3.0000%  | 0.0000% | $536873.00         | $442480.84         | Agency Mortgage-Backed Securities |
| GNII SF DM0622 C     | 2055-08-20      | 5.0000%  | 0.0000% | $4363592.00        | $4371094.47        | Agency Mortgage-Backed Securities |
| GNII SF DL8255 C     | 2055-09-20      | 6.0000%  | 0.0000% | $2755832.00        | $2865435.11        | Agency Mortgage-Backed Securities |
| GNII SF BZ8535 C     | 2046-01-20      | 2.5000%  | 0.0000% | $72091.00          | $27143.14          | Agency Mortgage-Backed Securities |
| GNII SF CC9793 C     | 2051-04-20      | 3.0000%  | 0.0000% | $149971.00         | $96672.46          | Agency Mortgage-Backed Securities |
| GNII SF MA8394 M     | 2037-11-20      | 3.0000%  | 0.0000% | $44041.00          | $31834.91          | Agency Mortgage-Backed Securities |
| GNII SF 005202 M     | 2041-10-20      | 3.5000%  | 0.0000% | $219352.00         | $15001.55          | Agency Mortgage-Backed Securities |
| GNII SF CY6906 C     | 2053-11-20      | 7.5000%  | 0.0000% | $1465320.00        | $1506387.90        | Agency Mortgage-Backed Securities |
| GNII SF CR5194 C     | 2055-05-20      | 5.0000%  | 0.0000% | $1778412.00        | $1728175.12        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQY6055 | 2055-06-01      | 6.5000%  | 0.0000% | $3652724.00        | $3857762.83        | Agency Mortgage-Backed Securities |
| GNII SF MA6130 M     | 2034-01-20      | 4.5000%  | 0.0000% | $516452.00         | $120486.45         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQY5866 | 2055-06-01      | 4.5000%  | 0.0000% | $22263.00          | $21685.80          | Agency Mortgage-Backed Securities |
| GNII SF DB6699 C     | 2054-05-20      | 6.0000%  | 0.0000% | $1179490.00        | $1172387.52        | Agency Mortgage-Backed Securities |
| GNII SF DD7537 C     | 2054-09-20      | 7.5000%  | 0.0000% | $3639876.00        | $3858435.46        | Agency Mortgage-Backed Securities |
| GNII SF CW4861 C     | 2053-07-20      | 6.5000%  | 0.0000% | $1783424.00        | $1814613.37        | Agency Mortgage-Backed Securities |
| GNII SF DD0482 C     | 2054-11-20      | 7.0000%  | 0.0000% | $1957204.00        | $2056262.46        | Agency Mortgage-Backed Securities |
| GNII SF DK8361 C     | 2055-06-20      | 7.5000%  | 0.0000% | $1688502.00        | $1804386.71        | Agency Mortgage-Backed Securities |
| GNII SF CT0158 C     | 2055-03-20      | 6.5000%  | 0.0000% | $1622694.00        | $1685791.66        | Agency Mortgage-Backed Securities |
| GNII SF CW1339 C     | 2053-10-20      | 7.0000%  | 0.0000% | $1272906.00        | $1311898.33        | Agency Mortgage-Backed Securities |
| GNII SF DL3136 C     | 2055-09-20      | 5.5000%  | 0.0000% | $1364038.00        | $1398480.72        | Agency Mortgage-Backed Securities |
| GNII SF DL3133 C     | 2055-09-20      | 5.5000%  | 0.0000% | $1904550.00        | $1952640.95        | Agency Mortgage-Backed Securities |
| GNII SF MA6687 M     | 2035-06-20      | 4.5000%  | 0.0000% | $102477.00         | $48397.55          | Agency Mortgage-Backed Securities |
| GNII SF CR2372 C     | 2053-01-20      | 7.0000%  | 0.0000% | $2023264.00        | $1716740.28        | Agency Mortgage-Backed Securities |
| GNII SF CW6849 C     | 2053-08-20      | 5.0000%  | 0.0000% | $3417916.00        | $3044254.52        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLRJ3709 | 2055-03-01      | 5.0000%  | 0.0000% | $13119.00          | $12793.04          | Agency Mortgage-Backed Securities |
| GNII SF CX2369 C     | 2053-09-20      | 7.0000%  | 0.0000% | $4316912.00        | $1989981.52        | Agency Mortgage-Backed Securities |
| GNII SF CV9047 C     | 2053-09-20      | 7.0000%  | 0.0000% | $1289250.00        | $1114900.74        | Agency Mortgage-Backed Securities |
| GNII SF DL4851 C     | 2055-08-20      | 6.5000%  | 0.0000% | $1420564.00        | $1482731.60        | Agency Mortgage-Backed Securities |
| GNII SF MA6153 M     | 2049-08-20      | 3.0000%  | 0.0000% | $2964608.00        | $426953.13         | Agency Mortgage-Backed Securities |
| GNII SF DK5706 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1069858.00        | $1118050.20        | Agency Mortgage-Backed Securities |
| GNII SF BI4636 C     | 2048-07-20      | 5.0000%  | 0.0000% | $1195030.00        | $546056.90         | Agency Mortgage-Backed Securities |
| GNII SF DK7591 C     | 2055-06-20      | 7.0000%  | 0.0000% | $3049900.00        | $3233751.12        | Agency Mortgage-Backed Securities |
| GNII SF BV3600 C     | 2050-07-20      | 2.5000%  | 0.0000% | $400000.00         | $89980.24          | Agency Mortgage-Backed Securities |
| GNII SF DK7158 C     | 2055-06-20      | 5.0000%  | 0.0000% | $1804866.00        | $1800139.21        | Agency Mortgage-Backed Securities |
| GNII SF DL8066 C     | 2055-09-20      | 6.5000%  | 0.0000% | $3229228.00        | $3376032.29        | Agency Mortgage-Backed Securities |
| GNII SF DL5879 C     | 2055-08-20      | 7.0000%  | 0.0000% | $2554310.00        | $2677088.18        | Agency Mortgage-Backed Securities |
| GNII SF DL6856 C     | 2055-08-20      | 6.5000%  | 0.0000% | $3742892.00        | $3904966.53        | Agency Mortgage-Backed Securities |
| GNII SF BS6433 C     | 2050-01-20      | 3.5000%  | 0.0000% | $1568108.00        | $407076.73         | Agency Mortgage-Backed Securities |
| GNII SF 518955 C     | 2029-09-20      | 3.5000%  | 0.0000% | $1127130.00        | $42913.87          | Agency Mortgage-Backed Securities |
| GNAR AR 080143 M     | 2027-12-20      | 4.7500%  | 0.0000% | $14745600.00       | $6211.60           | Agency Mortgage-Backed Securities |
| GNII SF BY6448 C     | 2050-11-20      | 3.0000%  | 0.0000% | $958499.00         | $623735.39         | Agency Mortgage-Backed Securities |
| GNII SF DK5098 C     | 2055-06-20      | 6.5000%  | 0.0000% | $3180052.00        | $3312339.62        | Agency Mortgage-Backed Securities |
| GNII SF DL4804 C     | 2055-07-20      | 7.0000%  | 0.0000% | $2530936.00        | $2637549.04        | Agency Mortgage-Backed Securities |
| GNII SF DM0600 C     | 2055-08-20      | 5.5000%  | 0.0000% | $6311896.00        | $6422924.50        | Agency Mortgage-Backed Securities |
| GNII SF DL6651 C     | 2055-08-20      | 6.5000%  | 0.0000% | $1883546.00        | $1965893.76        | Agency Mortgage-Backed Securities |
| GNII SF DK1825 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1488118.00        | $1551826.22        | Agency Mortgage-Backed Securities |
| GNII SF DL8220 C     | 2055-09-20      | 5.5000%  | 0.0000% | $2013432.00        | $2047790.32        | Agency Mortgage-Backed Securities |
| GNII SF DM3338 C     | 2055-08-20      | 6.5000%  | 0.0000% | $1079078.00        | $1136356.68        | Agency Mortgage-Backed Securities |
| GNII SF DK7630 C     | 2055-07-20      | 6.0000%  | 0.0000% | $1099786.00        | $1136558.78        | Agency Mortgage-Backed Securities |
| GNII SF BY6418 C     | 2045-10-20      | 2.5000%  | 0.0000% | $218309.00         | $111596.70         | Agency Mortgage-Backed Securities |
| GNII SF DM3503 C     | 2055-09-20      | 5.0000%  | 0.0000% | $5479376.00        | $5494245.81        | Agency Mortgage-Backed Securities |
| GNII SF DM3502 C     | 2055-09-20      | 5.0000%  | 0.0000% | $2500684.00        | $2510101.02        | Agency Mortgage-Backed Securities |
| GNII SF DL8256 C     | 2055-09-20      | 6.0000%  | 0.0000% | $1218006.00        | $1266448.94        | Agency Mortgage-Backed Securities |
| GNII SF 711773 C     | 2033-06-20      | 3.5000%  | 0.0000% | $2817308.00        | $788720.45         | Agency Mortgage-Backed Securities |
| GNII SF DE0178 C     | 2054-12-20      | 5.0000%  | 0.0000% | $1314444.00        | $1308456.02        | Agency Mortgage-Backed Securities |
| GNII SF MA8347 M     | 2052-10-20      | 4.5000%  | 0.0000% | $95719424.00       | $74739122.38       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLRJ3011 | 2054-12-01      | 5.0000%  | 0.0000% | $2603884.00        | $2466311.32        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSL2489 | 2055-08-01      | 6.5000%  | 0.0000% | $61691136.00       | $64585999.40       | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIMA2845 | 2031-12-01      | 2.0000%  | 0.0000% | $51000.00          | $8488.82           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA2932 | 2055-09-01      | 5.5000%  | 0.0000% | $74765360.00       | $76566274.80       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA2048 | 2048-07-01      | 4.5000%  | 0.0000% | $3500000.00        | $538686.43         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBE7213 | 2047-04-01      | 4.0000%  | 0.0000% | $149679.00         | $14190.15          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBE2103 | 2046-12-01      | 3.5000%  | 0.0000% | $195000.00         | $65394.39          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBP0647 | 2050-03-01      | 4.5000%  | 0.0000% | $8316672.00        | $1721893.06        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBR2667 | 2051-02-01      | 2.0000%  | 0.0000% | $75000.00          | $37564.77          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CIQO4266 | 2040-09-01      | 6.0000%  | 0.0000% | $2701384.00        | $2811606.77        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLRA2569 | 2050-01-01      | 4.0000%  | 0.0000% | $600000.00         | $114294.63         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLRA6433 | 2051-12-01      | 2.5000%  | 0.0000% | $87296.00          | $61694.11          | Agency Mortgage-Backed Securities |
| FEPC 03.000 CIQO1405 | 2038-06-01      | 3.0000%  | 0.0000% | $3045736.00        | $2323517.51        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD8202 | 2052-03-01      | 3.5000%  | 0.0000% | $11000.00          | $7480.91           | Agency Mortgage-Backed Securities |
| FEPC 02.000 CTRB5121 | 2041-08-01      | 2.0000%  | 0.0000% | $14705000.00       | $8993863.82        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBK4740 | 2048-08-01      | 4.0000%  | 0.0000% | $404000.00         | $43275.26          | Agency Mortgage-Backed Securities |
| FEPC 04.000 CTZA6860 | 2039-05-01      | 4.0000%  | 0.0000% | $549000.00         | $57856.37          | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLZM1459 | 2046-07-01      | 3.0000%  | 0.0000% | $994725.00         | $233987.46         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD6985 | 2054-11-01      | 5.0000%  | 0.0000% | $12716.00          | $11772.98          | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLRA2650 | 2050-05-01      | 3.0000%  | 0.0000% | $12425000.00       | $5191808.40        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZS3780 | 2043-06-01      | 3.5000%  | 0.0000% | $1225884.00        | $171667.77         | Agency Mortgage-Backed Securities |
| GNII SP 786366 C     | 2052-08-20      | 4.5000%  | 0.0000% | $100000.00         | $77932.71          | Agency Mortgage-Backed Securities |
| GNII ET DM3069 C     | 2065-09-20      | 5.0000%  | 0.0000% | $1322732.00        | $1315602.18        | Agency Mortgage-Backed Securities |
| GNII SF DK0421 C     | 2055-06-20      | 5.5000%  | 0.0000% | $2086560.00        | $2132715.00        | Agency Mortgage-Backed Securities |
| GNII SF CO1899 C     | 2052-07-20      | 6.0000%  | 0.0000% | $1644026.00        | $1507543.42        | Agency Mortgage-Backed Securities |
| GNII SF DK1822 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1158014.00        | $1208346.07        | Agency Mortgage-Backed Securities |
| GNAR AF 082794 M     | 2041-04-20      | 5.6250%  | 0.0000% | $30000000.00       | $781182.48         | Agency Mortgage-Backed Securities |
| GNAR AF 082888 M     | 2041-07-20      | 4.6250%  | 0.0000% | $6705904.00        | $167370.70         | Agency Mortgage-Backed Securities |
| GNII SF DI7976 C     | 2055-05-20      | 5.5000%  | 0.0000% | $1967166.00        | $2007431.20        | Agency Mortgage-Backed Securities |
| GNII SF DI3916 C     | 2055-03-20      | 5.5000%  | 0.0000% | $4172024.00        | $4186967.44        | Agency Mortgage-Backed Securities |
| GNII SF DI3144 C     | 2055-03-20      | 7.0000%  | 0.0000% | $2107968.00        | $2190608.66        | Agency Mortgage-Backed Securities |
| GNII SF DI4120 C     | 2055-05-20      | 6.5000%  | 0.0000% | $1216144.00        | $1262692.65        | Agency Mortgage-Backed Securities |
| GNII SF DI2181 C     | 2055-02-20      | 5.0000%  | 0.0000% | $3039940.00        | $3035753.33        | Agency Mortgage-Backed Securities |
| GNII SF DI5725 C     | 2055-03-20      | 7.0000%  | 0.0000% | $2874508.00        | $3041833.53        | Agency Mortgage-Backed Securities |
| GNII SF DI0932 C     | 2055-02-20      | 7.0000%  | 0.0000% | $3456430.00        | $3411079.60        | Agency Mortgage-Backed Securities |
| GNII SF DI1214 C     | 2055-02-20      | 5.5000%  | 0.0000% | $4128660.00        | $4140544.09        | Agency Mortgage-Backed Securities |
| GNII SF CZ0473 C     | 2054-04-20      | 7.0000%  | 0.0000% | $1040312.00        | $320180.75         | Agency Mortgage-Backed Securities |
| GNII SF CY6905 C     | 2053-11-20      | 7.5000%  | 0.0000% | $3358152.00        | $2378945.69        | Agency Mortgage-Backed Securities |
| GNII SF DI0891 C     | 2055-05-20      | 6.0000%  | 0.0000% | $1168182.00        | $1201783.48        | Agency Mortgage-Backed Securities |
| GNII SF DK0294 C     | 2055-05-20      | 6.5000%  | 0.0000% | $4226936.00        | $4395477.00        | Agency Mortgage-Backed Securities |
| GNII SF DK5349 C     | 2055-06-20      | 5.0000%  | 0.0000% | $1702866.00        | $1704978.81        | Agency Mortgage-Backed Securities |
| GNII SF DK4686 C     | 2055-04-20      | 7.0000%  | 0.0000% | $2073316.00        | $2159289.79        | Agency Mortgage-Backed Securities |
| GNII SF DK2756 C     | 2055-06-20      | 7.0000%  | 0.0000% | $5404888.00        | $5628120.62        | Agency Mortgage-Backed Securities |
| GNII SF DK0396 C     | 2055-06-20      | 5.5000%  | 0.0000% | $5164416.00        | $5242974.71        | Agency Mortgage-Backed Securities |
| GNII SF DK4067 C     | 2055-06-20      | 6.5000%  | 0.0000% | $1239158.00        | $1294475.96        | Agency Mortgage-Backed Securities |
| GNII SF DK5532 C     | 2055-09-20      | 6.0000%  | 0.0000% | $1221194.00        | $1271986.31        | Agency Mortgage-Backed Securities |
| GNII SF MB0487 M     | 2055-07-20      | 6.5000%  | 0.0000% | $6862440.00        | $7063686.86        | Agency Mortgage-Backed Securities |
| GNII SF 635171 C     | 2047-02-20      | 3.0000%  | 0.0000% | $5454976.00        | $2501677.66        | Agency Mortgage-Backed Securities |
| GNII SF DK5626 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1686944.00        | $1759229.46        | Agency Mortgage-Backed Securities |
| GNII SF DI9109 C     | 2055-09-20      | 6.0000%  | 0.0000% | $1835610.00        | $1895524.92        | Agency Mortgage-Backed Securities |
| GNII SF DI8892 C     | 2055-08-20      | 6.5000%  | 0.0000% | $2599196.00        | $2719269.89        | Agency Mortgage-Backed Securities |
| GNII SF DK6585 C     | 2055-07-20      | 7.0000%  | 0.0000% | $4182720.00        | $4070625.57        | Agency Mortgage-Backed Securities |
| GNII ET DK5125 C     | 2055-10-20      | 5.5000%  | 0.0000% | $1088724.00        | $1086184.75        | Agency Mortgage-Backed Securities |
| GNII SF DK5769 C     | 2055-07-20      | 7.0000%  | 0.0000% | $2253636.00        | $2348649.94        | Agency Mortgage-Backed Securities |
| GNII SF DK5711 C     | 2055-07-20      | 7.0000%  | 0.0000% | $3144124.00        | $3277111.77        | Agency Mortgage-Backed Securities |
| GNII SF DJ9410 C     | 2055-06-20      | 6.5000%  | 0.0000% | $2951728.00        | $3042787.65        | Agency Mortgage-Backed Securities |
| GNII SF CV5806 C     | 2054-01-20      | 8.0000%  | 0.0000% | $21678848.00       | $20907673.43       | Agency Mortgage-Backed Securities |
| GNII SF DK3962 C     | 2055-05-20      | 7.0000%  | 0.0000% | $1362898.00        | $1147912.02        | Agency Mortgage-Backed Securities |
| GNII SF DK6972 C     | 2055-06-20      | 5.5000%  | 0.0000% | $1206462.00        | $1233105.66        | Agency Mortgage-Backed Securities |
| GNII SF DK6598 C     | 2055-06-20      | 7.0000%  | 0.0000% | $3891884.00        | $4011440.79        | Agency Mortgage-Backed Securities |
| GNII SF DK6145 C     | 2055-07-20      | 6.5000%  | 0.0000% | $3421500.00        | $3603489.84        | Agency Mortgage-Backed Securities |
| GNII SF DL0106 C     | 2055-07-20      | 6.5000%  | 0.0000% | $5769672.00        | $5966730.11        | Agency Mortgage-Backed Securities |
| GNII SF DI0791 C     | 2055-03-20      | 7.0000%  | 0.0000% | $1511330.00        | $1567742.78        | Agency Mortgage-Backed Securities |
| GNII SF CX3733 C     | 2053-10-20      | 7.0000%  | 0.0000% | $1785832.00        | $1258107.82        | Agency Mortgage-Backed Securities |
| GNII SF DI2010 C     | 2055-06-20      | 6.5000%  | 0.0000% | $3495000.00        | $3644724.27        | Agency Mortgage-Backed Securities |
| GNII SF CY1079 C     | 2053-11-20      | 7.0000%  | 0.0000% | $2074704.00        | $1394107.21        | Agency Mortgage-Backed Securities |
| GNII SF DI1631 C     | 2055-03-20      | 7.0000%  | 0.0000% | $2711096.00        | $2817335.82        | Agency Mortgage-Backed Securities |
| GNII SF DK5729 C     | 2055-07-20      | 5.5000%  | 0.0000% | $1296042.00        | $1325162.82        | Agency Mortgage-Backed Securities |
| GNII SF DK6540 C     | 2055-07-20      | 7.0000%  | 0.0000% | $2751660.00        | $2896597.86        | Agency Mortgage-Backed Securities |
| GNII SF AX4343 C     | 2046-10-20      | 3.5000%  | 0.0000% | $113910.00         | $30205.55          | Agency Mortgage-Backed Securities |
| GNII SF CX4164 C     | 2054-02-20      | 7.5000%  | 0.0000% | $2870500.00        | $2573702.53        | Agency Mortgage-Backed Securities |
| GNII SF DA5833 C     | 2054-03-20      | 7.5000%  | 0.0000% | $3827220.00        | $4022547.07        | Agency Mortgage-Backed Securities |
| GNII SF DI7987 C     | 2055-05-20      | 7.0000%  | 0.0000% | $1131490.00        | $1182464.92        | Agency Mortgage-Backed Securities |
| GNII SF DI6960 C     | 2055-03-20      | 7.0000%  | 0.0000% | $1210396.00        | $1255026.61        | Agency Mortgage-Backed Securities |
| GNII SF DI9107 C     | 2055-09-20      | 6.0000%  | 0.0000% | $1315956.00        | $1362866.32        | Agency Mortgage-Backed Securities |
| GNII SF DI8727 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1033898.00        | $1079162.84        | Agency Mortgage-Backed Securities |
| GNII SF DK6036 C     | 2055-08-20      | 6.5000%  | 0.0000% | $1049334.00        | $1097892.28        | Agency Mortgage-Backed Securities |
| GNII SF DK6571 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1796268.00        | $1870880.49        | Agency Mortgage-Backed Securities |
| GNII SF 004469 M     | 2039-06-20      | 5.0000%  | 0.0000% | $26243936.00       | $779745.79         | Agency Mortgage-Backed Securities |
| GNII SF DN0643 C     | 2055-09-20      | 6.0000%  | 0.0000% | $14200160.00       | $14702225.59       | Agency Mortgage-Backed Securities |
| GNII RG CN0929 C     | 2034-09-20      | 6.0000%  | 0.0000% | $1444624.00        | $795280.62         | Agency Mortgage-Backed Securities |
| GNII SF CT8354 C     | 2053-04-20      | 5.0000%  | 0.0000% | $2154252.00        | $1887836.81        | Agency Mortgage-Backed Securities |
| GNII SF DJ5878 C     | 2055-04-20      | 5.5000%  | 0.0000% | $12693952.00       | $12580326.91       | Agency Mortgage-Backed Securities |
| GNII SF DK3976 C     | 2050-05-20      | 6.5000%  | 0.0000% | $1407688.00        | $1462905.34        | Agency Mortgage-Backed Securities |
| GNII SF DL8251 C     | 2055-09-20      | 6.5000%  | 0.0000% | $6381744.00        | $6651737.15        | Agency Mortgage-Backed Securities |
| GNII SF DN0579 C     | 2055-09-20      | 6.5000%  | 0.0000% | $5708104.00        | $5979667.68        | Agency Mortgage-Backed Securities |
| GNII SF DJ8921 C     | 2055-05-20      | 6.0000%  | 0.0000% | $30133984.00       | $30995316.33       | Agency Mortgage-Backed Securities |
| GNII SF DG9215 C     | 2055-01-20      | 7.0000%  | 0.0000% | $1664728.00        | $1725203.94        | Agency Mortgage-Backed Securities |
| GNII SF DK1885 C     | 2055-03-20      | 6.5000%  | 0.0000% | $1393518.00        | $1450652.18        | Agency Mortgage-Backed Securities |
| GNII SF DK1941 C     | 2055-06-20      | 5.5000%  | 0.0000% | $5335336.00        | $5419226.33        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRQ0013 | 2055-06-01      | 5.5000%  | 0.0000% | $154002688.00      | $151362797.36      | Agency Mortgage-Backed Securities |
| GNII SF MA8611 M     | 2038-06-20      | 2.5000%  | 0.0000% | $271264.00         | $186473.15         | Agency Mortgage-Backed Securities |
| GNII SF DG5193 C     | 2054-12-20      | 5.0000%  | 0.0000% | $2406612.00        | $2398703.39        | Agency Mortgage-Backed Securities |
| GNII SF DJ9123 C     | 2055-05-20      | 6.5000%  | 0.0000% | $4560320.00        | $4758808.36        | Agency Mortgage-Backed Securities |
| GNII SF DJ9133 C     | 2055-05-20      | 7.0000%  | 0.0000% | $1598246.00        | $1673804.89        | Agency Mortgage-Backed Securities |
| GNII SF DK1491 C     | 2055-06-20      | 6.5000%  | 0.0000% | $4075336.00        | $4239506.47        | Agency Mortgage-Backed Securities |
| GNII SF DF4828 C     | 2054-07-20      | 7.0000%  | 0.0000% | $7016940.00        | $2388897.91        | Agency Mortgage-Backed Securities |
| GNPL PN CK5725       | 2065-04-15      | 5.7000%  | 0.0000% | $58143.00          | $61498.45          | Agency Mortgage-Backed Securities |
| GNII SF DI5726 C     | 2055-03-20      | 7.0000%  | 0.0000% | $1980152.00        | $2094793.67        | Agency Mortgage-Backed Securities |
| GNII SF MA9697 M     | 2039-06-20      | 6.5000%  | 0.0000% | $1253506.00        | $977853.40         | Agency Mortgage-Backed Securities |
| GNII SF CO2819 C     | 2052-07-20      | 2.5000%  | 0.0000% | $1218852.00        | $966978.47         | Agency Mortgage-Backed Securities |
| GNII SF DH1814 C     | 2055-03-20      | 6.5000%  | 0.0000% | $1360004.00        | $1217047.68        | Agency Mortgage-Backed Securities |
| GNII SF DH6837 C     | 2055-02-20      | 7.0000%  | 0.0000% | $3208650.00        | $2580912.08        | Agency Mortgage-Backed Securities |
| GNII SF DH4640 C     | 2055-04-20      | 7.0000%  | 0.0000% | $1043730.00        | $1084415.27        | Agency Mortgage-Backed Securities |
| GNII SF CN6028 C     | 2052-11-20      | 5.0000%  | 0.0000% | $1246698.00        | $1107326.96        | Agency Mortgage-Backed Securities |
| GNII SF DH5580 C     | 2055-01-20      | 5.0000%  | 0.0000% | $2241216.00        | $2223449.42        | Agency Mortgage-Backed Securities |
| GNII SF DE1090 C     | 2054-10-20      | 7.0000%  | 0.0000% | $4523712.00        | $1188170.37        | Agency Mortgage-Backed Securities |
| GNII SF DI6464 C     | 2055-05-20      | 6.5000%  | 0.0000% | $1708640.00        | $1779933.40        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRQ0050 | 2055-09-01      | 6.0000%  | 0.0000% | $198889216.00      | $202050357.14      | Agency Mortgage-Backed Securities |
| GNII SF DH8886 C     | 2055-02-20      | 7.0000%  | 0.0000% | $24526496.00       | $25930727.68       | Agency Mortgage-Backed Securities |
| GNII SF DH5291 C     | 2055-02-20      | 5.5000%  | 0.0000% | $1555476.00        | $1556487.85        | Agency Mortgage-Backed Securities |
| GNII SF DG9261 C     | 2055-02-20      | 7.0000%  | 0.0000% | $2412628.00        | $2525407.80        | Agency Mortgage-Backed Securities |
| GNII SF BW4478 C     | 2035-10-20      | 5.0000%  | 0.0000% | $3450468.00        | $1021814.05        | Agency Mortgage-Backed Securities |
| GNII SF DH1813 C     | 2055-02-20      | 6.5000%  | 0.0000% | $1136616.00        | $1185239.98        | Agency Mortgage-Backed Securities |
| GNII SF CN3265 C     | 2052-06-20      | 4.5000%  | 0.0000% | $1030846.00        | $1000712.57        | Agency Mortgage-Backed Securities |
| GNII SF DG9173 C     | 2055-01-20      | 7.5000%  | 0.0000% | $1164804.00        | $979425.66         | Agency Mortgage-Backed Securities |
| GNII SF BR8839 C     | 2050-02-20      | 4.0000%  | 0.0000% | $1338380.00        | $968070.96         | Agency Mortgage-Backed Securities |
| GNII SF BV8707 C     | 2050-07-20      | 2.5000%  | 0.0000% | $1159914.00        | $448204.99         | Agency Mortgage-Backed Securities |
| GNII SF MA9426 M     | 2053-12-20      | 7.0000%  | 0.0000% | $146735360.00      | $58956246.61       | Agency Mortgage-Backed Securities |
| GNII SF DH4861 C     | 2055-06-20      | 6.5000%  | 0.0000% | $2887324.00        | $3008386.87        | Agency Mortgage-Backed Securities |
| GNII SF DI2447 C     | 2055-05-20      | 5.5000%  | 0.0000% | $14890976.00       | $15197131.24       | Agency Mortgage-Backed Securities |
| GNII SF DJ8639 C     | 2055-06-20      | 6.5000%  | 0.0000% | $4083000.00        | $4253214.45        | Agency Mortgage-Backed Securities |
| GNII SF DH4874 C     | 2055-06-20      | 6.5000%  | 0.0000% | $1192480.00        | $1239772.61        | Agency Mortgage-Backed Securities |
| GNII SF DK0077 C     | 2055-05-20      | 6.5000%  | 0.0000% | $4751232.00        | $4944036.56        | Agency Mortgage-Backed Securities |
| GNII SF DI1585 C     | 2055-03-20      | 7.0000%  | 0.0000% | $1045778.00        | $1083301.32        | Agency Mortgage-Backed Securities |
| GNII SF DG1168 C     | 2054-12-20      | 7.0000%  | 0.0000% | $1071922.00        | $1108324.66        | Agency Mortgage-Backed Securities |
| FEPC 06.500 3PQU8246 | 2054-12-01      | 6.5000%  | 0.0000% | $3868624.00        | $3823291.48        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CIRC3561 | 2040-08-01      | 6.0000%  | 0.0000% | $4828144.00        | $4914245.32        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CTRB1178 | 2045-06-01      | 6.5000%  | 0.0000% | $3108744.00        | $3201855.54        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBN3899 | 2048-12-01      | 4.0000%  | 0.0000% | $115945.00         | $7803.49           | Agency Mortgage-Backed Securities |
| GNII SF MA1231 M     | 2038-05-20      | 7.0000%  | 0.0000% | $421761.00         | $33386.74          | Agency Mortgage-Backed Securities |
| GNII SF BM7542 C     | 2050-03-20      | 3.0000%  | 0.0000% | $61000.00          | $19112.01          | Agency Mortgage-Backed Securities |
| GNAR FB MA1114 M     | 2043-06-20      | 6.2500%  | 0.0000% | $1364762.00        | $68544.53          | Agency Mortgage-Backed Securities |
| GNII SF MA1598 M     | 2043-10-20      | 2.5000%  | 0.0000% | $130000.00         | $31911.99          | Agency Mortgage-Backed Securities |
| GNII SF BT6867 C     | 2050-05-20      | 3.0000%  | 0.0000% | $3355000.00        | $833831.01         | Agency Mortgage-Backed Securities |
| GNII SF BX4961 C     | 2050-09-20      | 3.0000%  | 0.0000% | $168849.00         | $102279.90         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY7335 | 2055-06-01      | 6.0000%  | 0.0000% | $21341.00          | $21860.30          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY2534 | 2055-05-01      | 6.0000%  | 0.0000% | $27206144.00       | $27911408.40       | Agency Mortgage-Backed Securities |
| GNII SF MA2645 M     | 2030-03-20      | 3.0000%  | 0.0000% | $2768000.00        | $134703.68         | Agency Mortgage-Backed Securities |
| GNII SF 737682 C     | 2040-11-20      | 3.5000%  | 0.0000% | $2240000.00        | $98457.89          | Agency Mortgage-Backed Securities |
| GNAR AR 080095 M     | 2027-07-20      | 4.6250%  | 0.0000% | $25001984.00       | $7007.29           | Agency Mortgage-Backed Securities |
| GNII SF DM3499 C     | 2055-09-20      | 5.0000%  | 0.0000% | $1165628.00        | $1173044.63        | Agency Mortgage-Backed Securities |
| GNII SF DM3053 C     | 2055-09-20      | 6.5000%  | 0.0000% | $1505366.00        | $1572532.59        | Agency Mortgage-Backed Securities |
| GNII SF DM3507 C     | 2055-09-20      | 5.0000%  | 0.0000% | $1365142.00        | $1366651.54        | Agency Mortgage-Backed Securities |
| GNII SF DN0581 C     | 2055-09-20      | 6.5000%  | 0.0000% | $10599600.00       | $11031704.47       | Agency Mortgage-Backed Securities |
| GNII SF DM8167 C     | 2055-09-20      | 6.5000%  | 0.0000% | $1557156.00        | $1647735.94        | Agency Mortgage-Backed Securities |
| GNII SF DN0628 C     | 2055-09-20      | 6.0000%  | 0.0000% | $2649828.00        | $2757501.99        | Agency Mortgage-Backed Securities |
| GNAR AF 082373 M     | 2039-08-20      | 4.6250%  | 0.0000% | $45000000.00       | $711614.34         | Agency Mortgage-Backed Securities |
| GNII ET DJ5522 C     | 2065-04-20      | 2.0000%  | 0.0000% | $1204612.00        | $940636.35         | Agency Mortgage-Backed Securities |
| GNII SF DJ9840 C     | 2055-06-20      | 7.0000%  | 0.0000% | $2109036.00        | $2198414.41        | Agency Mortgage-Backed Securities |
| GNII SF DJ7145 C     | 2055-06-20      | 4.5000%  | 0.0000% | $5137896.00        | $4982743.94        | Agency Mortgage-Backed Securities |
| GNII EP 787495 C     | 2064-04-20      | 2.5000%  | 0.0000% | $70857856.00       | $52281486.64       | Agency Mortgage-Backed Securities |
| GNII SF DM1529 C     | 2055-08-20      | 6.5000%  | 0.0000% | $2072540.00        | $2163242.53        | Agency Mortgage-Backed Securities |
| GNII SF DN0630 C     | 2055-09-20      | 6.0000%  | 0.0000% | $3062190.00        | $3167763.08        | Agency Mortgage-Backed Securities |
| GNII SF DL3143 C     | 2055-09-20      | 6.0000%  | 0.0000% | $1744442.00        | $1807300.06        | Agency Mortgage-Backed Securities |
| GNII SF DL5886 C     | 2055-08-20      | 6.5000%  | 0.0000% | $1291088.00        | $1350534.46        | Agency Mortgage-Backed Securities |
| GNII SF DK5670 C     | 2055-06-20      | 6.5000%  | 0.0000% | $1052992.00        | $1099490.84        | Agency Mortgage-Backed Securities |
| GNII SF DI1700 C     | 2055-03-20      | 7.0000%  | 0.0000% | $4236480.00        | $4398554.69        | Agency Mortgage-Backed Securities |
| GNII SF DL8259 C     | 2055-09-20      | 6.0000%  | 0.0000% | $1988288.00        | $2067356.91        | Agency Mortgage-Backed Securities |
| GNII SF CI0180 C     | 2032-07-20      | 7.0000%  | 0.0000% | $1128454.00        | $441599.47         | Agency Mortgage-Backed Securities |
| GNII SF DH3837 C     | 2055-01-20      | 6.5000%  | 0.0000% | $3561516.00        | $3692548.40        | Agency Mortgage-Backed Securities |
| GNII SF DK8322 C     | 2055-06-20      | 6.5000%  | 0.0000% | $27849696.00       | $29315222.75       | Agency Mortgage-Backed Securities |
| GNII SF MB0623 M     | 2055-04-20      | 5.5000%  | 0.0000% | $246676992.00      | $249999868.23      | Agency Mortgage-Backed Securities |
| GNII SF DM0767 C     | 2055-08-20      | 6.5000%  | 0.0000% | $1280200.00        | $1350394.30        | Agency Mortgage-Backed Securities |
| GNII SF CL4863 C     | 2052-03-20      | 2.5000%  | 0.0000% | $4709552.00        | $2090865.13        | Agency Mortgage-Backed Securities |
| GNII SF DI0788 C     | 2055-03-20      | 7.0000%  | 0.0000% | $1019254.00        | $1060151.10        | Agency Mortgage-Backed Securities |
| GNII SF MA5438 M     | 2033-08-20      | 4.5000%  | 0.0000% | $172802.00         | $8695.98           | Agency Mortgage-Backed Securities |
| GNII SF DI1917 C     | 2055-05-20      | 6.5000%  | 0.0000% | $10263936.00       | $10683478.88       | Agency Mortgage-Backed Securities |
| GNII SF MB0178 M     | 2040-02-20      | 4.5000%  | 0.0000% | $221582.00         | $207774.20         | Agency Mortgage-Backed Securities |
| GNII SF DM3533 C     | 2055-09-20      | 6.0000%  | 0.0000% | $2157968.00        | $2228404.79        | Agency Mortgage-Backed Securities |
| GNII SF DI0599 C     | 2055-02-20      | 6.5000%  | 0.0000% | $1112190.00        | $1150606.99        | Agency Mortgage-Backed Securities |
| GNII SF MA9605 M     | 2054-04-20      | 5.5000%  | 0.0000% | $23436448.00       | $20806029.96       | Agency Mortgage-Backed Securities |
| GNII SF DJ1590 C     | 2055-04-20      | 5.5000%  | 0.0000% | $1138788.00        | $1142215.19        | Agency Mortgage-Backed Securities |
| GNII SF DH4867 C     | 2055-06-20      | 6.5000%  | 0.0000% | $3161540.00        | $3293189.18        | Agency Mortgage-Backed Securities |
| GNII SF DJ3154 C     | 2055-08-20      | 6.0000%  | 0.0000% | $27565248.00       | $28529497.00       | Agency Mortgage-Backed Securities |
| GNII SF DH6071 C     | 2055-02-20      | 4.5000%  | 0.0000% | $1068926.00        | $1026523.18        | Agency Mortgage-Backed Securities |
| GNII SF DJ9057 C     | 2055-04-20      | 3.5000%  | 0.0000% | $2696380.00        | $2462257.19        | Agency Mortgage-Backed Securities |
| GNII SF MA9641 M     | 2036-06-20      | 7.0000%  | 0.0000% | $156424.00         | $153887.39         | Agency Mortgage-Backed Securities |
| GNAR AR 080107 M     | 2027-08-20      | 4.6250%  | 0.0000% | $17850368.00       | $6144.15           | Agency Mortgage-Backed Securities |
| GNII SF DJ8638 C     | 2055-06-20      | 6.5000%  | 0.0000% | $1293642.00        | $1347899.04        | Agency Mortgage-Backed Securities |
| GNII SF DJ9247 C     | 2055-05-20      | 7.0000%  | 0.0000% | $2009796.00        | $1981397.24        | Agency Mortgage-Backed Securities |
| GNII SF DJ2829 C     | 2055-06-20      | 6.5000%  | 0.0000% | $5057360.00        | $5265496.61        | Agency Mortgage-Backed Securities |
| GNII SF AO4762 C     | 2045-08-20      | 3.5000%  | 0.0000% | $1040000.00        | $185462.62         | Agency Mortgage-Backed Securities |
| GNII SF DH6859 C     | 2055-02-20      | 7.0000%  | 0.0000% | $1325744.00        | $1376339.29        | Agency Mortgage-Backed Securities |
| GNII SF MA8695 M     | 2038-03-20      | 5.0000%  | 0.0000% | $155721.00         | $93618.89          | Agency Mortgage-Backed Securities |
| GNII SF DH6918 C     | 2050-02-20      | 6.5000%  | 0.0000% | $1111728.00        | $1151911.60        | Agency Mortgage-Backed Securities |
| GNII SF DH6930 C     | 2055-02-20      | 7.0000%  | 0.0000% | $1031736.00        | $973001.12         | Agency Mortgage-Backed Securities |
| GNII SF DK2770 C     | 2055-06-20      | 6.5000%  | 0.0000% | $1842782.00        | $1919844.13        | Agency Mortgage-Backed Securities |
| GNII SF DM7246 C     | 2055-09-20      | 5.5000%  | 0.0000% | $10044736.00       | $10298391.26       | Agency Mortgage-Backed Securities |
| GNII SF MB0236 M     | 2040-03-20      | 6.5000%  | 0.0000% | $437912.00         | $413616.16         | Agency Mortgage-Backed Securities |
| GNII SF DJ5204 C     | 2055-04-20      | 6.5000%  | 0.0000% | $12126704.00       | $12615139.46       | Agency Mortgage-Backed Securities |
| GNII SF DJ8287 C     | 2055-08-20      | 6.5000%  | 0.0000% | $3387748.00        | $3535742.14        | Agency Mortgage-Backed Securities |
| GNII SF DB6700 C     | 2054-05-20      | 6.0000%  | 0.0000% | $1917252.00        | $1786080.39        | Agency Mortgage-Backed Securities |
| GNII SF MA9355 M     | 2051-11-20      | 2.0000%  | 0.0000% | $592926.00         | $297619.26         | Agency Mortgage-Backed Securities |
| GNII SF DD8451 C     | 2054-07-20      | 7.0000%  | 0.0000% | $1020858.00        | $1077004.12        | Agency Mortgage-Backed Securities |
| GNII SF MA9132 M     | 2031-05-20      | 2.5000%  | 0.0000% | $53713.00          | $36290.83          | Agency Mortgage-Backed Securities |
| GNII SF DD7758 C     | 2055-02-20      | 7.0000%  | 0.0000% | $1472566.00        | $1018659.77        | Agency Mortgage-Backed Securities |
| GNII SF DA5789 C     | 2054-01-20      | 8.0000%  | 0.0000% | $1110214.00        | $1201649.60        | Agency Mortgage-Backed Securities |
| GNII SF DD0561 C     | 2054-08-20      | 7.0000%  | 0.0000% | $1028916.00        | $809472.22         | Agency Mortgage-Backed Securities |
| GNII SF MA9846 M     | 2046-10-20      | 3.0000%  | 0.0000% | $15456416.00       | $13039362.68       | Agency Mortgage-Backed Securities |
| GNII SF MA9309 M     | 2053-11-20      | 7.5000%  | 0.0000% | $5377456.00        | $1707188.40        | Agency Mortgage-Backed Securities |
| GNII SF MA9241 M     | 2053-10-20      | 5.5000%  | 0.0000% | $142114000.00      | $115124120.64      | Agency Mortgage-Backed Securities |
| GNII SF MA8770 M     | 2038-04-20      | 5.0000%  | 0.0000% | $64314.00          | $39478.29          | Agency Mortgage-Backed Securities |
| GNII SF MA8844 M     | 2033-09-20      | 3.5000%  | 0.0000% | $615660.00         | $481076.89         | Agency Mortgage-Backed Securities |
| GNII SF DB6427 C     | 2054-09-20      | 4.5000%  | 0.0000% | $2334448.00        | $2251072.20        | Agency Mortgage-Backed Securities |
| GNII SF MA8764 M     | 2037-09-20      | 2.0000%  | 0.0000% | $96073.00          | $69492.38          | Agency Mortgage-Backed Securities |
| GNII SF MA8798 M     | 2053-03-20      | 4.0000%  | 0.0000% | $2494188.00        | $1991806.56        | Agency Mortgage-Backed Securities |
| GNII SF MA9776 M     | 2054-06-20      | 4.0000%  | 0.0000% | $339685.00         | $307087.82         | Agency Mortgage-Backed Securities |
| GNII SF DD3227 C     | 2054-09-20      | 7.0000%  | 0.0000% | $1311956.00        | $1391612.68        | Agency Mortgage-Backed Securities |
| GNII SF DD1696 C     | 2054-07-20      | 7.0000%  | 0.0000% | $4005384.00        | $4202425.54        | Agency Mortgage-Backed Securities |
| GNII SF MA8570 M     | 2053-01-20      | 5.5000%  | 0.0000% | $8875648.00        | $6294756.12        | Agency Mortgage-Backed Securities |
| GNII SF DB8865 C     | 2054-05-20      | 6.5000%  | 0.0000% | $2949984.00        | $2930704.14        | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQZ3108 | 2055-09-01      | 7.0000%  | 0.0000% | $1885666.00        | $1995319.15        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSL0673 | 2055-03-01      | 6.5000%  | 0.0000% | $67632256.00       | $63751503.06       | Agency Mortgage-Backed Securities |
| GNII SF DM3055 C     | 2055-09-20      | 6.5000%  | 0.0000% | $1042874.00        | $1095831.26        | Agency Mortgage-Backed Securities |
| GNII SF DB6463 C     | 2054-11-20      | 5.5000%  | 0.0000% | $1278014.00        | $1290591.61        | Agency Mortgage-Backed Securities |
| GNII SF DG2404 C     | 2054-12-20      | 4.5000%  | 0.0000% | $1804320.00        | $1725005.81        | Agency Mortgage-Backed Securities |
| GNII SF DN0605 C     | 2055-09-20      | 6.0000%  | 0.0000% | $2226436.00        | $2319715.50        | Agency Mortgage-Backed Securities |
| GNII SF DB6753 C     | 2054-06-20      | 5.5000%  | 0.0000% | $1708364.00        | $1709913.99        | Agency Mortgage-Backed Securities |
| GNII SF CY6898 C     | 2053-11-20      | 7.5000%  | 0.0000% | $11021296.00       | $8299567.52        | Agency Mortgage-Backed Securities |
| GNII SF DM7797 C     | 2055-09-20      | 5.5000%  | 0.0000% | $2045240.00        | $2083298.96        | Agency Mortgage-Backed Securities |
| GNII SF DG1999 C     | 2054-12-20      | 5.0000%  | 0.0000% | $1201914.00        | $1197270.22        | Agency Mortgage-Backed Securities |
| GNII SF DM3341 C     | 2055-08-20      | 6.5000%  | 0.0000% | $7699712.00        | $8071810.52        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ4587 | 2055-09-01      | 6.0000%  | 0.0000% | $25212128.00       | $25980349.94       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSL0233 | 2054-11-01      | 5.0000%  | 0.0000% | $4547624.00        | $4077634.70        | Agency Mortgage-Backed Securities |
| GNII SF CX4169 C     | 2054-02-20      | 7.5000%  | 0.0000% | $1577160.00        | $1564852.17        | Agency Mortgage-Backed Securities |
| GNII SF DG4542 C     | 2054-12-20      | 4.5000%  | 0.0000% | $1744800.00        | $1671620.13        | Agency Mortgage-Backed Securities |
| GNII SF DM7171 C     | 2055-09-20      | 5.5000%  | 0.0000% | $6723328.00        | $6832854.75        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA4842 | 2052-12-01      | 5.5000%  | 0.0000% | $21000.00          | $16496.74          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFS1564 | 2051-04-01      | 2.0000%  | 0.0000% | $76134.00          | $52586.33          | Agency Mortgage-Backed Securities |
| GNII SF MA9851 M     | 2054-08-20      | 5.5000%  | 0.0000% | $17728608.00       | $16361243.79       | Agency Mortgage-Backed Securities |
| GNII SF MA2936 M     | 2030-07-20      | 3.5000%  | 0.0000% | $100000.00         | $6061.05           | Agency Mortgage-Backed Securities |
| GNII SF MA9274 M     | 2038-11-20      | 7.0000%  | 0.0000% | $132230.00         | $82138.70          | Agency Mortgage-Backed Securities |
| GNII SF MA9171 M     | 2053-09-20      | 5.5000%  | 0.0000% | $86990720.00       | $68550351.65       | Agency Mortgage-Backed Securities |
| GNII SF MA8801 M     | 2053-04-20      | 5.5000%  | 0.0000% | $71382912.00       | $53454624.33       | Agency Mortgage-Backed Securities |
| FEPC 04.000 CIRR0023 | 2040-09-01      | 4.0000%  | 0.0000% | $3413688.00        | $3341375.89        | Agency Mortgage-Backed Securities |
| FNMS 02.000 ZTFP0028 | 2040-08-25      | 2.0000%  | 0.0000% | $100000.00         | $70832.99          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIBM5336 | 2032-03-01      | 2.5000%  | 0.0000% | $8160736.00        | $1769626.28        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS3298 | 2051-10-01      | 2.5000%  | 0.0000% | $95000.00          | $67907.36          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBK5363 | 2048-05-01      | 4.0000%  | 0.0000% | $271835.00         | $50584.22          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIAR3040 | 2028-01-01      | 2.0000%  | 0.0000% | $1037694.00        | $50383.92          | Agency Mortgage-Backed Securities |
| FNMS 03.000 I4BF0177 | 2057-02-01      | 3.0000%  | 0.0000% | $2000000.00        | $682576.72         | Agency Mortgage-Backed Securities |
| GNII SF MA9725 M     | 2054-06-20      | 5.5000%  | 0.0000% | $34650000.00       | $31490398.66       | Agency Mortgage-Backed Securities |
| GNII SF CP0483 C     | 2052-07-20      | 4.0000%  | 0.0000% | $1004370.00        | $879468.73         | Agency Mortgage-Backed Securities |
| GNII SF MA9606 M     | 2054-02-20      | 6.0000%  | 0.0000% | $10441392.00       | $7819046.66        | Agency Mortgage-Backed Securities |
| GNII SF MA9383 M     | 2031-10-20      | 2.5000%  | 0.0000% | $48928.00          | $36198.97          | Agency Mortgage-Backed Securities |
| GNII SF MA0008 M     | 2027-04-20      | 3.5000%  | 0.0000% | $2574824.00        | $23776.02          | Agency Mortgage-Backed Securities |
| GNII SF MA9164 M     | 2053-09-20      | 2.0000%  | 0.0000% | $409000.00         | $301112.61         | Agency Mortgage-Backed Securities |
| GNII SF MA9602 M     | 2054-01-20      | 4.0000%  | 0.0000% | $16547616.00       | $14900808.72       | Agency Mortgage-Backed Securities |
| GNMI SF BJ5779 X     | 2048-09-15      | 5.5000%  | 0.0000% | $936298.00         | $188270.49         | Agency Mortgage-Backed Securities |
| GNAR AS MA0107 M     | 2042-05-20      | 5.6250%  | 0.0000% | $637901.00         | $44011.20          | Agency Mortgage-Backed Securities |
| GNII SF MA2754 M     | 2045-04-20      | 3.5000%  | 0.0000% | $30455960.00       | $2264906.09        | Agency Mortgage-Backed Securities |
| GNMI SF BA7886 X     | 2047-05-15      | 4.0000%  | 0.0000% | $77762.00          | $23861.38          | Agency Mortgage-Backed Securities |
| GNII SF DF2412 C     | 2054-10-20      | 7.0000%  | 0.0000% | $1103258.00        | $620696.02         | Agency Mortgage-Backed Securities |
| GNII SF MA3216 M     | 2030-11-20      | 2.5000%  | 0.0000% | $79400.00          | $7034.72           | Agency Mortgage-Backed Securities |
| GNII SF MA9542 M     | 2054-03-20      | 6.0000%  | 0.0000% | $40219776.00       | $27601310.19       | Agency Mortgage-Backed Securities |
| GNII SF MA9855 M     | 2054-08-20      | 7.5000%  | 0.0000% | $1430580.00        | $545067.38         | Agency Mortgage-Backed Securities |
| GNII SF DE1089 C     | 2054-10-20      | 7.0000%  | 0.0000% | $14236432.00       | $6985558.09        | Agency Mortgage-Backed Securities |
| GNII SF DG2247 C     | 2054-12-20      | 7.0000%  | 0.0000% | $14288880.00       | $15085873.08       | Agency Mortgage-Backed Securities |
| GNII SF MA9243 M     | 2053-10-20      | 6.5000%  | 0.0000% | $20000000.00       | $10325954.63       | Agency Mortgage-Backed Securities |
| GNII SF DG1153 C     | 2054-12-20      | 6.5000%  | 0.0000% | $2365040.00        | $2451307.48        | Agency Mortgage-Backed Securities |
| GNII SF MA9878 M     | 2039-09-20      | 5.0000%  | 0.0000% | $90314.00          | $77366.42          | Agency Mortgage-Backed Securities |
| GNII SF MA9387 M     | 2039-01-20      | 4.5000%  | 0.0000% | $391737.00         | $359842.83         | Agency Mortgage-Backed Securities |
| GNII SF DG4625 C     | 2054-12-20      | 4.0000%  | 0.0000% | $1012708.00        | $946923.29         | Agency Mortgage-Backed Securities |
| GNII SF MA9421 M     | 2053-12-20      | 4.5000%  | 0.0000% | $40000.00          | $36510.85          | Agency Mortgage-Backed Securities |
| GNII JM MA5978 M     | 2049-06-20      | 4.5000%  | 0.0000% | $1887232.00        | $129311.67         | Agency Mortgage-Backed Securities |
| GNII SF DI1642 C     | 2055-03-20      | 7.5000%  | 0.0000% | $1058008.00        | $1113620.63        | Agency Mortgage-Backed Securities |
| GNII SF DJ2837 C     | 2055-07-20      | 6.5000%  | 0.0000% | $9050192.00        | $9437706.18        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRQ0049 | 2055-09-01      | 5.5000%  | 0.0000% | $21727.00          | $21927.71          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLRJ3283 | 2055-02-01      | 5.0000%  | 0.0000% | $52366320.00       | $51807558.08       | Agency Mortgage-Backed Securities |
| GNII SF MA8323 M     | 2037-10-20      | 6.5000%  | 0.0000% | $189355.00         | $168124.46         | Agency Mortgage-Backed Securities |
| GNII SF DI3653 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1178290.00        | $1227887.75        | Agency Mortgage-Backed Securities |
| GNII SF DI8922 C     | 2055-08-20      | 6.0000%  | 0.0000% | $1731864.00        | $1768464.06        | Agency Mortgage-Backed Securities |
| GNII SF MA9935 M     | 2033-09-20      | 3.5000%  | 0.0000% | $215530.00         | $198186.75         | Agency Mortgage-Backed Securities |
| GNII SF MA4781 M     | 2047-10-20      | 5.0000%  | 0.0000% | $2235000.00        | $211376.35         | Agency Mortgage-Backed Securities |
| GNII SF DM7184 C     | 2055-09-20      | 6.0000%  | 0.0000% | $10130620.00       | $10426883.22       | Agency Mortgage-Backed Securities |
| GNII SF DI0939 C     | 2055-02-20      | 6.5000%  | 0.0000% | $1525144.00        | $1557906.23        | Agency Mortgage-Backed Securities |
| GNII SF DM3504 C     | 2055-09-20      | 5.0000%  | 0.0000% | $6000840.00        | $6010025.95        | Agency Mortgage-Backed Securities |
| GNII SF DM1237 C     | 2055-09-20      | 5.5000%  | 0.0000% | $15303136.00       | $15590261.95       | Agency Mortgage-Backed Securities |
| GNII SF DL6990 C     | 2055-07-20      | 6.5000%  | 0.0000% | $2417512.00        | $2519729.44        | Agency Mortgage-Backed Securities |
| GNII SF DH0333 C     | 2055-02-20      | 5.0000%  | 0.0000% | $1259712.00        | $1255430.64        | Agency Mortgage-Backed Securities |
| GNII SF DG7582 C     | 2054-12-20      | 5.0000%  | 0.0000% | $3428280.00        | $3412682.34        | Agency Mortgage-Backed Securities |
| GNII SF DE1091 C     | 2054-10-20      | 7.0000%  | 0.0000% | $11239952.00       | $3053417.26        | Agency Mortgage-Backed Securities |
| GNII SF DH4259 C     | 2055-07-20      | 4.5000%  | 0.0000% | $31767232.00       | $30806781.54       | Agency Mortgage-Backed Securities |
| GNII SF DD4241 C     | 2054-10-20      | 7.0000%  | 0.0000% | $1441022.00        | $1494415.29        | Agency Mortgage-Backed Securities |
| GNII SF DN0608 C     | 2055-09-20      | 6.0000%  | 0.0000% | $8718560.00        | $9026816.31        | Agency Mortgage-Backed Securities |
| GNII SF DF1317 C     | 2054-10-20      | 6.5000%  | 0.0000% | $4408464.00        | $4607755.91        | Agency Mortgage-Backed Securities |
| GNII SF DE5250 C     | 2054-11-20      | 4.5000%  | 0.0000% | $1201928.00        | $1158219.20        | Agency Mortgage-Backed Securities |
| GNII SF DI2013 C     | 2055-06-20      | 6.5000%  | 0.0000% | $3548484.00        | $3685674.47        | Agency Mortgage-Backed Securities |
| GNII SF DJ2120 C     | 2055-04-20      | 7.0000%  | 0.0000% | $1175590.00        | $1223278.35        | Agency Mortgage-Backed Securities |
| GNII SF MB0343 M     | 2040-02-20      | 6.5000%  | 0.0000% | $185373.00         | $189959.03         | Agency Mortgage-Backed Securities |
| GNII SF DH4974 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1795622.00        | $1868986.86        | Agency Mortgage-Backed Securities |
| GNII SF DJ2498 C     | 2055-08-20      | 7.0000%  | 0.0000% | $4206784.00        | $4346604.51        | Agency Mortgage-Backed Securities |
| GNII SF DJ1858 C     | 2055-05-20      | 6.5000%  | 0.0000% | $2058232.00        | $2142066.44        | Agency Mortgage-Backed Securities |
| GNII SF DN0607 C     | 2055-09-20      | 6.0000%  | 0.0000% | $4716648.00        | $4908310.56        | Agency Mortgage-Backed Securities |
| GNII SF MA9752 M     | 2032-08-20      | 7.0000%  | 0.0000% | $52913.00          | $48753.79          | Agency Mortgage-Backed Securities |
| GNII SF MA9422 M     | 2054-01-20      | 5.0000%  | 0.0000% | $11400000.00       | $10360065.96       | Agency Mortgage-Backed Securities |
| GNII SF MB0027 M     | 2054-09-20      | 6.0000%  | 0.0000% | $5730000.00        | $5075205.58        | Agency Mortgage-Backed Securities |
| GNII SF DG5192 C     | 2051-11-20      | 4.5000%  | 0.0000% | $1249418.00        | $1191290.38        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIFS5093 | 2037-04-01      | 2.5000%  | 0.0000% | $23000.00          | $15440.28          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQX9900 | 2055-04-01      | 5.5000%  | 0.0000% | $21713.00          | $21915.37          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQX1397 | 2054-12-01      | 6.0000%  | 0.0000% | $229611.00         | $233846.37         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQX8909 | 2055-02-01      | 5.0000%  | 0.0000% | $1838116.00        | $1821402.02        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQJ8481 | 2054-11-01      | 5.0000%  | 0.0000% | $1094904.00        | $1080489.60        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIAS5614 | 2030-08-01      | 2.5000%  | 0.0000% | $379142.00         | $34792.06          | Agency Mortgage-Backed Securities |
| GNII SF DJ6265 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1251362.00        | $1305016.29        | Agency Mortgage-Backed Securities |
| GNCL CL CN0554       | 2066-08-15      | 5.6200%  | 0.0000% | $13395792.00       | $13283672.19       | Agency Mortgage-Backed Securities |
| GNII SF MA9849 M     | 2054-08-20      | 4.5000%  | 0.0000% | $14338368.00       | $13572937.70       | Agency Mortgage-Backed Securities |
| GNII SF MA8489 M     | 2052-12-20      | 4.5000%  | 0.0000% | $100124640.00      | $79677652.26       | Agency Mortgage-Backed Securities |
| GNII SF DI1691 C     | 2055-03-20      | 7.0000%  | 0.0000% | $1168400.00        | $1225284.43        | Agency Mortgage-Backed Securities |
| GNII SF DJ9248 C     | 2055-05-20      | 7.0000%  | 0.0000% | $4543464.00        | $4447716.88        | Agency Mortgage-Backed Securities |
| GNII SF MA8465 M     | 2029-08-20      | 7.5000%  | 0.0000% | $35476.00          | $23200.18          | Agency Mortgage-Backed Securities |
| GNII SF DK6343 C     | 2055-06-20      | 5.0000%  | 0.0000% | $1232550.00        | $1237367.13        | Agency Mortgage-Backed Securities |
| GNII SF DH2454 C     | 2055-01-20      | 7.0000%  | 0.0000% | $1145698.00        | $1188682.35        | Agency Mortgage-Backed Securities |
| GNII SF DK1645 C     | 2055-05-20      | 6.5000%  | 0.0000% | $1559662.00        | $1623968.00        | Agency Mortgage-Backed Securities |
| GNII SF DK4116 C     | 2055-06-20      | 6.5000%  | 0.0000% | $1356008.00        | $1412681.24        | Agency Mortgage-Backed Securities |
| GNII SF DK5701 C     | 2055-07-20      | 5.5000%  | 0.0000% | $1135182.00        | $1161173.03        | Agency Mortgage-Backed Securities |
| GNII SF DK5686 C     | 2055-07-20      | 6.5000%  | 0.0000% | $2195452.00        | $2289471.01        | Agency Mortgage-Backed Securities |
| GNII SF CB4544 C     | 2051-04-20      | 2.5000%  | 0.0000% | $73015.00          | $41129.83          | Agency Mortgage-Backed Securities |
| GNII SF DH6797 C     | 2055-03-20      | 6.5000%  | 0.0000% | $1567714.00        | $1628596.30        | Agency Mortgage-Backed Securities |
| GNII SF DH6952 C     | 2050-03-20      | 7.0000%  | 0.0000% | $1050712.00        | $1088869.21        | Agency Mortgage-Backed Securities |
| GNII SF MA1838 M     | 2044-04-20      | 3.5000%  | 0.0000% | $5648808.00        | $380325.59         | Agency Mortgage-Backed Securities |
| GNII SF DH6870 C     | 2055-03-20      | 6.5000%  | 0.0000% | $1783594.00        | $1831550.73        | Agency Mortgage-Backed Securities |
| GNII SF BT8614 C     | 2050-07-20      | 2.5000%  | 0.0000% | $3073720.00        | $843704.59         | Agency Mortgage-Backed Securities |
| GNII SF DH7395 C     | 2055-05-20      | 6.5000%  | 0.0000% | $1071018.00        | $1128713.65        | Agency Mortgage-Backed Securities |
| GNII SF CC9794 C     | 2051-04-20      | 3.0000%  | 0.0000% | $124977.00         | $91650.91          | Agency Mortgage-Backed Securities |
| GNMI SF 711707 X     | 2028-01-15      | 2.5000%  | 0.0000% | $1057558.00        | $11959.65          | Agency Mortgage-Backed Securities |
| GNII SF DK7027 C     | 2055-06-20      | 7.0000%  | 0.0000% | $1075074.00        | $1122954.71        | Agency Mortgage-Backed Securities |
| GNII SF MB0529 M     | 2040-08-20      | 5.5000%  | 0.0000% | $698778.00         | $712482.08         | Agency Mortgage-Backed Securities |
| GNII SF MB0427 M     | 2055-06-20      | 7.0000%  | 0.0000% | $50000000.00       | $51493215.21       | Agency Mortgage-Backed Securities |
| GNII SF DI1247 C     | 2055-02-20      | 5.5000%  | 0.0000% | $1333302.00        | $1337292.98        | Agency Mortgage-Backed Securities |
| GNII ET DJ3059 C     | 2065-08-20      | 5.5000%  | 0.0000% | $58371264.00       | $58844359.87       | Agency Mortgage-Backed Securities |
| GNII SF MA9881 M     | 2038-09-20      | 6.5000%  | 0.0000% | $214778.00         | $164045.06         | Agency Mortgage-Backed Securities |
| GNII SF DH6963 C     | 2055-03-20      | 7.0000%  | 0.0000% | $2403056.00        | $2498172.35        | Agency Mortgage-Backed Securities |
| GNII SF DK3974 C     | 2055-05-20      | 6.5000%  | 0.0000% | $1994496.00        | $2075124.69        | Agency Mortgage-Backed Securities |
| GNII SF DK0503 C     | 2055-05-20      | 5.5000%  | 0.0000% | $2155296.00        | $2200723.14        | Agency Mortgage-Backed Securities |
| GNII SF DK2598 C     | 2055-05-20      | 5.0000%  | 0.0000% | $3214850.00        | $3215257.41        | Agency Mortgage-Backed Securities |
| GNII SF DH6363 C     | 2055-03-20      | 7.0000%  | 0.0000% | $1534230.00        | $1594249.57        | Agency Mortgage-Backed Securities |
| GNII SF DK8396 C     | 2055-07-20      | 7.0000%  | 0.0000% | $2426844.00        | $2576157.48        | Agency Mortgage-Backed Securities |
| GNII SF DK5763 C     | 2055-07-20      | 6.5000%  | 0.0000% | $5417480.00        | $5649222.82        | Agency Mortgage-Backed Securities |
| GNII SF DK5605 C     | 2055-07-20      | 6.5000%  | 0.0000% | $2702480.00        | $2817780.05        | Agency Mortgage-Backed Securities |
| GNII SF DJ1828 C     | 2055-04-20      | 7.0000%  | 0.0000% | $1337704.00        | $1392086.50        | Agency Mortgage-Backed Securities |
| GNII SF DK5583 C     | 2055-06-20      | 7.0000%  | 0.0000% | $2659932.00        | $2770229.42        | Agency Mortgage-Backed Securities |
| GNII SF DK0071 C     | 2055-05-20      | 5.5000%  | 0.0000% | $2136200.00        | $2144016.38        | Agency Mortgage-Backed Securities |
| GNII SF DJ1894 C     | 2055-04-20      | 6.5000%  | 0.0000% | $1685070.00        | $1752125.36        | Agency Mortgage-Backed Securities |
| GNII SF MA9781 M     | 2054-07-20      | 6.5000%  | 0.0000% | $190504000.00      | $119586014.94      | Agency Mortgage-Backed Securities |
| GNII SF DK7326 C     | 2055-07-20      | 5.5000%  | 0.0000% | $1023800.00        | $1046091.65        | Agency Mortgage-Backed Securities |
| GNII SF 005018 M     | 2041-04-20      | 5.0000%  | 0.0000% | $1730000.00        | $57332.06          | Agency Mortgage-Backed Securities |
| GNII SF AG4295 C     | 2055-09-20      | 5.5000%  | 0.0000% | $1027056.00        | $1036169.64        | Agency Mortgage-Backed Securities |
| GNII SF DI9237 C     | 2055-06-20      | 6.5000%  | 0.0000% | $3170420.00        | $3303096.77        | Agency Mortgage-Backed Securities |
| GNII SF CV0620 C     | 2053-09-20      | 7.0000%  | 0.0000% | $2092088.00        | $2146628.26        | Agency Mortgage-Backed Securities |
| GNII SF MB0309 M     | 2055-03-20      | 6.0000%  | 0.0000% | $206829568.00      | $208537352.92      | Agency Mortgage-Backed Securities |
| GNII SF MB0480 M     | 2055-07-20      | 3.0000%  | 0.0000% | $12282272.00       | $10984607.32       | Agency Mortgage-Backed Securities |
| GNII SF CT4233 C     | 2053-03-20      | 5.0000%  | 0.0000% | $1985052.00        | $1540153.09        | Agency Mortgage-Backed Securities |
| GNII SF DM7725 C     | 2055-09-20      | 6.5000%  | 0.0000% | $1027164.00        | $1081852.38        | Agency Mortgage-Backed Securities |
| GNII SF MB0457 M     | 2040-07-20      | 4.5000%  | 0.0000% | $96459.00          | $94953.92          | Agency Mortgage-Backed Securities |
| GNII SF MB0335 M     | 2036-11-20      | 2.5000%  | 0.0000% | $129662.00         | $109655.57         | Agency Mortgage-Backed Securities |
| GNII SF CY5518 C     | 2053-12-20      | 6.5000%  | 0.0000% | $1594346.00        | $1669383.06        | Agency Mortgage-Backed Securities |
| GNII SF MB0399 M     | 2040-06-20      | 5.0000%  | 0.0000% | $1060054.00        | $1016867.44        | Agency Mortgage-Backed Securities |
| GNII SF CX4160 C     | 2054-02-20      | 8.0000%  | 0.0000% | $1530730.00        | $1630753.41        | Agency Mortgage-Backed Securities |
| GNII SF DI1918 C     | 2055-05-20      | 6.5000%  | 0.0000% | $2100148.00        | $2186478.40        | Agency Mortgage-Backed Securities |
| GNII SF CW3790 C     | 2053-08-20      | 6.5000%  | 0.0000% | $1281080.00        | $1083625.67        | Agency Mortgage-Backed Securities |
| GNII SF DN0629 C     | 2055-09-20      | 6.0000%  | 0.0000% | $2788016.00        | $2886587.23        | Agency Mortgage-Backed Securities |
| GNII SF MB0358 M     | 2052-01-20      | 1.5000%  | 0.0000% | $5555400.00        | $4378583.27        | Agency Mortgage-Backed Securities |
| GNII SF DI0929 C     | 2055-02-20      | 7.0000%  | 0.0000% | $10447488.00       | $11048125.27       | Agency Mortgage-Backed Securities |
| GNII SF CX5801 C     | 2053-10-20      | 7.5000%  | 0.0000% | $1033926.00        | $526237.22         | Agency Mortgage-Backed Securities |
| GNII SF CZ1216 C     | 2054-03-20      | 7.5000%  | 0.0000% | $1917686.00        | $1793001.83        | Agency Mortgage-Backed Securities |
| GNII SF CX5783 C     | 2053-10-20      | 7.5000%  | 0.0000% | $1121820.00        | $982357.12         | Agency Mortgage-Backed Securities |
| GNII SF DK4044 C     | 2055-06-20      | 5.5000%  | 0.0000% | $1194036.00        | $1218006.49        | Agency Mortgage-Backed Securities |
| GNII SF DK6647 C     | 2055-06-20      | 6.5000%  | 0.0000% | $1646918.00        | $1716878.20        | Agency Mortgage-Backed Securities |
| GNII SF DF2517 C     | 2054-12-20      | 6.5000%  | 0.0000% | $1420730.00        | $1129510.39        | Agency Mortgage-Backed Securities |
| GNII SF DK7632 C     | 2055-07-20      | 6.5000%  | 0.0000% | $3638300.00        | $3753589.49        | Agency Mortgage-Backed Securities |
| GNII SF DK6141 C     | 2055-07-20      | 4.5000%  | 0.0000% | $18175904.00       | $17628979.82       | Agency Mortgage-Backed Securities |
| GNII SF DD7720 C     | 2054-08-20      | 7.0000%  | 0.0000% | $1260448.00        | $804928.46         | Agency Mortgage-Backed Securities |
| GNII SF DD6930 C     | 2054-10-20      | 6.5000%  | 0.0000% | $3600940.00        | $1840149.13        | Agency Mortgage-Backed Securities |
| GNII SF DF1313 C     | 2054-09-20      | 4.5000%  | 0.0000% | $1278170.00        | $1239814.47        | Agency Mortgage-Backed Securities |
| GNMI SF BR6259 X     | 2050-01-15      | 3.5000%  | 0.0000% | $596987.00         | $17976.31          | Agency Mortgage-Backed Securities |
| GNII SF DK8324 C     | 2055-06-20      | 7.0000%  | 0.0000% | $1471348.00        | $1561262.74        | Agency Mortgage-Backed Securities |
| GNII SF DL3101 C     | 2055-08-20      | 6.5000%  | 0.0000% | $4909576.00        | $5122514.46        | Agency Mortgage-Backed Securities |
| GNII SF DL2514 C     | 2055-07-20      | 5.5000%  | 0.0000% | $3935952.00        | $3998551.83        | Agency Mortgage-Backed Securities |
| FEPC 02.000 CTSC0112 | 2040-12-01      | 2.0000%  | 0.0000% | $23997000.00       | $13758075.19       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CISB8368 | 2040-02-01      | 6.0000%  | 0.0000% | $57000.00          | $46111.09          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLZT2161 | 2049-03-01      | 5.0000%  | 0.0000% | $5000000.00        | $1845448.36        | Agency Mortgage-Backed Securities |
| FEPC 02.500 CISB0479 | 2035-10-01      | 2.5000%  | 0.0000% | $275000.00         | $122461.43         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CTRB5288 | 2044-04-01      | 6.5000%  | 0.0000% | $46694.00          | $20655.35          | Agency Mortgage-Backed Securities |
| FEPC 03.000 CIQO1607 | 2038-09-01      | 3.0000%  | 0.0000% | $341471.00         | $284873.76         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQI4797 | 2054-05-01      | 5.5000%  | 0.0000% | $3020124.00        | $3013291.90        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA1863 | 2055-06-01      | 6.0000%  | 0.0000% | $24801728.00       | $25019913.37       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIFA2916 | 2040-10-01      | 6.0000%  | 0.0000% | $34551424.00       | $36109186.46       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CTMA0214 | 2029-10-01      | 5.0000%  | 0.0000% | $4000000.00        | $54610.17          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ3528 | 2055-09-01      | 6.0000%  | 0.0000% | $21477.00          | $22181.09          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB9904 | 2055-01-01      | 5.5000%  | 0.0000% | $64983.00          | $61988.79          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDA4221 | 2053-11-01      | 5.5000%  | 0.0000% | $49819.00          | $49310.79          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQJ5602 | 2054-10-01      | 5.5000%  | 0.0000% | $2716016.00        | $2388269.93        | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDC1697 | 2054-09-01      | 7.0000%  | 0.0000% | $1039744.00        | $1052111.42        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CIDD3356 | 2040-02-01      | 6.5000%  | 0.0000% | $97924.00          | $98035.13          | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQJ8691 | 2054-11-01      | 4.5000%  | 0.0000% | $3771160.00        | $3362865.64        | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLRA4206 | 2050-12-01      | 2.5000%  | 0.0000% | $650000.00         | $375561.47         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD4977 | 2053-11-01      | 5.0000%  | 0.0000% | $4173000.00        | $3724628.55        | Agency Mortgage-Backed Securities |
| FEPC 02.000 CTSC0093 | 2040-10-01      | 2.0000%  | 0.0000% | $600000.00         | $305840.25         | Agency Mortgage-Backed Securities |
| GNII SF DI1654 C     | 2055-03-20      | 7.0000%  | 0.0000% | $2246580.00        | $2334400.91        | Agency Mortgage-Backed Securities |
| GNII SF AR9014 C     | 2046-05-20      | 3.0000%  | 0.0000% | $4669584.00        | $1137394.31        | Agency Mortgage-Backed Securities |
| GNMI SF 672353 X     | 2037-10-15      | 7.0000%  | 0.0000% | $1200000.00        | $39238.42          | Agency Mortgage-Backed Securities |
| GNII SF DI8318 C     | 2055-04-20      | 7.0000%  | 0.0000% | $1847910.00        | $1920872.62        | Agency Mortgage-Backed Securities |
| GNII SF DI7288 C     | 2055-03-20      | 5.5000%  | 0.0000% | $2003136.00        | $2010961.47        | Agency Mortgage-Backed Securities |
| GNII SF DI8311 C     | 2055-04-20      | 7.0000%  | 0.0000% | $1572072.00        | $1633055.00        | Agency Mortgage-Backed Securities |
| GNII SF DL2643 C     | 2055-04-20      | 7.0000%  | 0.0000% | $1619430.00        | $1686628.89        | Agency Mortgage-Backed Securities |
| GNII SF DK8326 C     | 2055-06-20      | 7.0000%  | 0.0000% | $2731700.00        | $2896867.57        | Agency Mortgage-Backed Securities |
| GNII SF DL0490 C     | 2055-08-20      | 6.5000%  | 0.0000% | $1439210.00        | $1501016.20        | Agency Mortgage-Backed Securities |
| GNII SF DI8236 C     | 2055-03-20      | 6.5000%  | 0.0000% | $1465160.00        | $1517537.47        | Agency Mortgage-Backed Securities |
| GNII SF DI7731 C     | 2055-03-20      | 6.5000%  | 0.0000% | $1465670.00        | $1517580.19        | Agency Mortgage-Backed Securities |
| GNII JM 004827 M     | 2040-10-20      | 4.0000%  | 0.0000% | $3368184.00        | $62949.40          | Agency Mortgage-Backed Securities |
| GNII SF CY6903 C     | 2053-11-20      | 7.5000%  | 0.0000% | $2404460.00        | $2275255.55        | Agency Mortgage-Backed Securities |
| GNII SF DI0823 C     | 2055-04-20      | 6.5000%  | 0.0000% | $1334232.00        | $1375892.07        | Agency Mortgage-Backed Securities |
| GNII SF CU0858 C     | 2053-05-20      | 5.0000%  | 0.0000% | $1173938.00        | $966333.78         | Agency Mortgage-Backed Securities |
| GNII SF DL2576 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1111084.00        | $1159107.89        | Agency Mortgage-Backed Securities |
| GNCL CL CN7571       | 2066-11-15      | 5.6850%  | 0.0000% | $89889.00          | $92403.52          | Agency Mortgage-Backed Securities |
| GNII SF DJ5199 C     | 2055-03-20      | 6.5000%  | 0.0000% | $1720148.00        | $1794291.54        | Agency Mortgage-Backed Securities |
| GNII SF DJ4714 C     | 2055-04-20      | 7.0000%  | 0.0000% | $2974184.00        | $3148815.22        | Agency Mortgage-Backed Securities |
| GNII SF DJ3196 C     | 2055-08-20      | 6.5000%  | 0.0000% | $6088640.00        | $6414705.08        | Agency Mortgage-Backed Securities |
| GNII SF DL1187 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1458976.00        | $1521281.98        | Agency Mortgage-Backed Securities |
| GNII SF DJ6831 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1476240.00        | $1520536.94        | Agency Mortgage-Backed Securities |
| GNII SF 004772 M     | 2040-08-20      | 5.0000%  | 0.0000% | $1739000.00        | $69364.60          | Agency Mortgage-Backed Securities |
| GNII SF DI4712 C     | 2055-08-20      | 7.0000%  | 0.0000% | $5464816.00        | $5733230.79        | Agency Mortgage-Backed Securities |
| GNII SF DI6407 C     | 2055-05-20      | 6.5000%  | 0.0000% | $1818112.00        | $1892812.23        | Agency Mortgage-Backed Securities |
| GNII SF AU6346 C     | 2046-09-20      | 3.0000%  | 0.0000% | $7684824.00        | $1533943.19        | Agency Mortgage-Backed Securities |
| GNII SF DD2719 C     | 2054-08-20      | 6.5000%  | 0.0000% | $1023344.00        | $819071.72         | Agency Mortgage-Backed Securities |
| GNII SF DI6057 C     | 2055-04-20      | 5.5000%  | 0.0000% | $21797984.00       | $21901799.02       | Agency Mortgage-Backed Securities |
| GNII SF MA8026 M     | 2032-06-20      | 7.0000%  | 0.0000% | $136613.00         | $68569.30          | Agency Mortgage-Backed Securities |
| GNII SF DI2717 C     | 2055-06-20      | 6.5000%  | 0.0000% | $3987596.00        | $4155372.26        | Agency Mortgage-Backed Securities |
| GNII SF DI2182 C     | 2055-02-20      | 5.0000%  | 0.0000% | $1906292.00        | $1901047.04        | Agency Mortgage-Backed Securities |
| GNII SF BW8884 C     | 2032-07-20      | 7.5000%  | 0.0000% | $1094792.00        | $385280.01         | Agency Mortgage-Backed Securities |
| GNII ET DL3446 C     | 2065-06-20      | 5.5000%  | 0.0000% | $402314.00         | $404594.51         | Agency Mortgage-Backed Securities |
| GNII SF DL3173 C     | 2055-09-20      | 7.0000%  | 0.0000% | $1447624.00        | $1511223.75        | Agency Mortgage-Backed Securities |
| GNMI SF BU8315 X     | 2050-05-15      | 2.5000%  | 0.0000% | $10233520.00       | $4206017.44        | Agency Mortgage-Backed Securities |
| GNII SF DL3672 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1886572.00        | $1967524.18        | Agency Mortgage-Backed Securities |
| GNII SF BU8612 C     | 2050-07-20      | 3.0000%  | 0.0000% | $700000.00         | $360625.15         | Agency Mortgage-Backed Securities |
| GNII SF DL4913 C     | 2055-08-20      | 6.5000%  | 0.0000% | $1479800.00        | $1548077.78        | Agency Mortgage-Backed Securities |
| GNII SF DL4477 C     | 2055-08-20      | 7.0000%  | 0.0000% | $1156910.00        | $1209971.45        | Agency Mortgage-Backed Securities |
| GNII SF DL4787 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1227852.00        | $1272994.31        | Agency Mortgage-Backed Securities |
| GNII SF BW8883 C     | 2031-05-20      | 7.0000%  | 0.0000% | $1225350.00        | $389675.96         | Agency Mortgage-Backed Securities |
| GNII SF DL0887 C     | 2055-09-20      | 6.0000%  | 0.0000% | $1303504.00        | $1352891.59        | Agency Mortgage-Backed Securities |
| GNII SF DK9378 C     | 2055-07-20      | 6.5000%  | 0.0000% | $3108010.00        | $3239223.73        | Agency Mortgage-Backed Securities |
| GNII ET DL3441 C     | 2065-06-20      | 5.5000%  | 0.0000% | $373812.00         | $376444.16         | Agency Mortgage-Backed Securities |
| GNII SF DF7401 C     | 2054-12-20      | 7.0000%  | 0.0000% | $1776856.00        | $1673756.90        | Agency Mortgage-Backed Securities |
| GNII SF DG4653 C     | 2039-12-20      | 4.0000%  | 0.0000% | $1277694.00        | $1190505.12        | Agency Mortgage-Backed Securities |
| GNII SF DG6567 C     | 2055-01-20      | 6.0000%  | 0.0000% | $3953048.00        | $4089723.73        | Agency Mortgage-Backed Securities |
| GNII SF DG4525 C     | 2054-12-20      | 5.0000%  | 0.0000% | $1591684.00        | $1583395.37        | Agency Mortgage-Backed Securities |
| GNII SF DF9631 C     | 2054-12-20      | 5.5000%  | 0.0000% | $3688152.00        | $3723143.69        | Agency Mortgage-Backed Securities |
| GNII SF DG3522 C     | 2054-11-20      | 7.0000%  | 0.0000% | $2104748.00        | $1771389.20        | Agency Mortgage-Backed Securities |
| GNII SF DF6283 C     | 2054-11-20      | 7.0000%  | 0.0000% | $1129628.00        | $1170490.12        | Agency Mortgage-Backed Securities |
| GNII SF MA9963 M     | 2054-10-20      | 4.5000%  | 0.0000% | $67096960.00       | $62761659.12       | Agency Mortgage-Backed Securities |
| GNII SF AG2675 C     | 2043-10-20      | 4.0000%  | 0.0000% | $11457184.00       | $840773.85         | Agency Mortgage-Backed Securities |
| GNII SF MA7170 M     | 2035-09-20      | 5.0000%  | 0.0000% | $384283.00         | $241004.32         | Agency Mortgage-Backed Securities |
| GNII SF DK1497 C     | 2055-06-20      | 6.0000%  | 0.0000% | $17113344.00       | $17364730.07       | Agency Mortgage-Backed Securities |
| GNII SF DH6977 C     | 2055-05-20      | 7.0000%  | 0.0000% | $1273272.00        | $1339476.85        | Agency Mortgage-Backed Securities |
| GNII SF AL5850 C     | 2045-02-20      | 3.5000%  | 0.0000% | $14369328.00       | $1995400.41        | Agency Mortgage-Backed Securities |
| GNII SF AM4381 C     | 2045-05-20      | 3.5000%  | 0.0000% | $299388.00         | $48904.29          | Agency Mortgage-Backed Securities |
| GNII SF DK3171 C     | 2055-08-20      | 6.5000%  | 0.0000% | $2334912.00        | $2459457.09        | Agency Mortgage-Backed Securities |
| GNII SF DJ5925 C     | 2055-04-20      | 5.5000%  | 0.0000% | $4036168.00        | $4054663.75        | Agency Mortgage-Backed Securities |
| GNII SF CK2711 C     | 2052-02-20      | 3.5000%  | 0.0000% | $774500.00         | $632199.13         | Agency Mortgage-Backed Securities |
| GNII SF DJ2849 C     | 2055-07-20      | 6.5000%  | 0.0000% | $10136432.00       | $10570474.97       | Agency Mortgage-Backed Securities |
| GNII SF DJ8284 C     | 2055-08-20      | 6.5000%  | 0.0000% | $1901876.00        | $1984927.71        | Agency Mortgage-Backed Securities |
| GNII SF DJ8368 C     | 2055-06-20      | 7.5000%  | 0.0000% | $2421980.00        | $2511737.93        | Agency Mortgage-Backed Securities |
| GNII SF DJ4813 C     | 2055-04-20      | 5.5000%  | 0.0000% | $1688854.00        | $1713318.48        | Agency Mortgage-Backed Securities |
| GNII SF AD1744 C     | 2043-02-20      | 3.0000%  | 0.0000% | $647000.00         | $110114.78         | Agency Mortgage-Backed Securities |
| GNII SF DK2768 C     | 2055-06-20      | 6.5000%  | 0.0000% | $1364096.00        | $1421929.04        | Agency Mortgage-Backed Securities |
| GNII SF DK3156 C     | 2055-08-20      | 5.5000%  | 0.0000% | $1707704.00        | $1721159.44        | Agency Mortgage-Backed Securities |
| GNII SF DJ1869 C     | 2055-04-20      | 5.5000%  | 0.0000% | $1057844.00        | $1060737.66        | Agency Mortgage-Backed Securities |
| GNII SF DK3951 C     | 2055-05-20      | 6.5000%  | 0.0000% | $1568072.00        | $1632576.14        | Agency Mortgage-Backed Securities |
| GNII SF DJ1418 C     | 2055-08-20      | 6.5000%  | 0.0000% | $3597880.00        | $3765400.60        | Agency Mortgage-Backed Securities |
| GNII SF MA9323 M     | 2035-03-20      | 3.0000%  | 0.0000% | $301008.00         | $154945.50         | Agency Mortgage-Backed Securities |
| GNII SF DJ5429 C     | 2055-05-20      | 4.5000%  | 0.0000% | $813502.00         | $784161.89         | Agency Mortgage-Backed Securities |
| GNII SF DK7137 C     | 2055-06-20      | 6.5000%  | 0.0000% | $3781644.00        | $3946847.74        | Agency Mortgage-Backed Securities |
| GNII SF DJ3088 C     | 2055-08-20      | 6.5000%  | 0.0000% | $11930656.00       | $12451462.05       | Agency Mortgage-Backed Securities |
| GNII SF DK1836 C     | 2055-08-20      | 6.5000%  | 0.0000% | $1277138.00        | $1333724.44        | Agency Mortgage-Backed Securities |
| GNII SF DJ1827 C     | 2055-04-20      | 7.0000%  | 0.0000% | $2405616.00        | $2502534.46        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSL1586 | 2053-05-01      | 6.0000%  | 0.0000% | $253123584.00      | $249999647.78      | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSL2561 | 2054-07-01      | 6.0000%  | 0.0000% | $21433.00          | $22098.07          | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQZ1429 | 2055-08-01      | 6.5000%  | 0.0000% | $1059870.00        | $1113645.33        | Agency Mortgage-Backed Securities |
| GNII SF MA5019 M     | 2048-02-20      | 3.5000%  | 0.0000% | $382000.00         | $47844.16          | Agency Mortgage-Backed Securities |
| GNII JM MA6213 M     | 2049-10-20      | 5.0000%  | 0.0000% | $536222.00         | $27543.09          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ1015 | 2055-08-01      | 6.0000%  | 0.0000% | $1292806.00        | $1321353.14        | Agency Mortgage-Backed Securities |
| GNII SF CA0502 C     | 2050-12-20      | 2.0000%  | 0.0000% | $2750000.00        | $1629605.17        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CI890696 | 2030-09-01      | 3.0000%  | 0.0000% | $5290000.00        | $490719.33         | Agency Mortgage-Backed Securities |
| GNII SF CM3934 C     | 2052-05-20      | 2.5000%  | 0.0000% | $2120304.00        | $1669359.22        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBU4276 | 2053-10-01      | 6.0000%  | 0.0000% | $3943288.00        | $3973348.12        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CICA4890 | 2034-12-01      | 3.0000%  | 0.0000% | $96966.00          | $32474.11          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDD2557 | 2055-02-01      | 5.0000%  | 0.0000% | $2605308.00        | $2435371.10        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIFM2500 | 2035-03-01      | 2.5000%  | 0.0000% | $32000.00          | $9386.14           | Agency Mortgage-Backed Securities |
| GNII SF MA4586 M     | 2047-07-20      | 3.5000%  | 0.0000% | $8629000.00        | $1061956.67        | Agency Mortgage-Backed Securities |
| GNII SF BZ6343 C     | 2050-11-20      | 2.0000%  | 0.0000% | $525000.00         | $271211.92         | Agency Mortgage-Backed Securities |
| GNII SF BZ8531 C     | 2051-01-20      | 2.5000%  | 0.0000% | $91000.00          | $63381.97          | Agency Mortgage-Backed Securities |
| GNII SF CC3188 C     | 2036-06-20      | 3.0000%  | 0.0000% | $1388734.00        | $1014895.23        | Agency Mortgage-Backed Securities |
| GNII SF MA4322 M     | 2047-03-20      | 4.0000%  | 0.0000% | $1150546.00        | $102438.39         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQF8729 | 2053-03-01      | 5.5000%  | 0.0000% | $6267560.00        | $4779289.12        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD1218 | 2049-07-01      | 4.0000%  | 0.0000% | $4748840.00        | $3242725.66        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD1502 | 2052-07-01      | 4.0000%  | 0.0000% | $6200000.00        | $4890692.05        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLRA6988 | 2052-03-01      | 3.0000%  | 0.0000% | $3150744.00        | $2064880.40        | Agency Mortgage-Backed Securities |
| FEPC 01.500 CISB8110 | 2036-07-01      | 1.5000%  | 0.0000% | $18914080.00       | $10360939.40       | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQA8662 | 2050-04-01      | 3.5000%  | 0.0000% | $1058496.00        | $355185.02         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQG4998 | 2053-06-01      | 3.0000%  | 0.0000% | $61160.00          | $48885.30          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CIQO4172 | 2040-09-01      | 5.0000%  | 0.0000% | $1102878.00        | $1122281.79        | Agency Mortgage-Backed Securities |
| GNII SF AR0791 C     | 2046-05-20      | 3.5000%  | 0.0000% | $500438.00         | $61518.70          | Agency Mortgage-Backed Securities |
| GNII SF 003432 M     | 2033-08-20      | 6.5000%  | 0.0000% | $618862.00         | $7955.25           | Agency Mortgage-Backed Securities |
| GNII SF DL6913 C     | 2055-08-20      | 6.5000%  | 0.0000% | $3739264.00        | $3902914.11        | Agency Mortgage-Backed Securities |
| GNII SF DL4513 C     | 2055-08-20      | 6.5000%  | 0.0000% | $3964496.00        | $4129564.04        | Agency Mortgage-Backed Securities |
| GNII SF DL8059 C     | 2055-09-20      | 5.5000%  | 0.0000% | $1847082.00        | $1893723.69        | Agency Mortgage-Backed Securities |
| GNII ET DI4080 C     | 2065-05-20      | 6.5000%  | 0.0000% | $3934624.00        | $4050756.66        | Agency Mortgage-Backed Securities |
| GNII SF DI8380 C     | 2055-05-20      | 5.5000%  | 0.0000% | $1191082.00        | $1211600.00        | Agency Mortgage-Backed Securities |
| GNII SF 003446 M     | 2033-09-20      | 6.5000%  | 0.0000% | $7722080.00        | $55755.89          | Agency Mortgage-Backed Securities |
| GNII SF DL3739 C     | 2055-08-20      | 6.5000%  | 0.0000% | $3029600.00        | $3161934.03        | Agency Mortgage-Backed Securities |
| GNII SF DL5983 C     | 2055-08-20      | 7.0000%  | 0.0000% | $1202216.00        | $1257768.85        | Agency Mortgage-Backed Securities |
| GNII SF DL4034 C     | 2055-07-20      | 6.5000%  | 0.0000% | $2046828.00        | $2135509.61        | Agency Mortgage-Backed Securities |
| GNII SF DL6012 C     | 2055-08-20      | 6.5000%  | 0.0000% | $1477984.00        | $1541461.52        | Agency Mortgage-Backed Securities |
| GNII SF DL2510 C     | 2055-07-20      | 6.5000%  | 0.0000% | $2276128.00        | $2367257.28        | Agency Mortgage-Backed Securities |
| GNII SF DG9995 C     | 2055-01-20      | 7.0000%  | 0.0000% | $3044600.00        | $2708219.04        | Agency Mortgage-Backed Securities |
| GNII SF DG5191 C     | 2054-11-20      | 4.0000%  | 0.0000% | $1181322.00        | $1102414.90        | Agency Mortgage-Backed Securities |
| GNII SF DE8770 C     | 2054-10-20      | 5.0000%  | 0.0000% | $1771474.00        | $1656371.87        | Agency Mortgage-Backed Securities |
| GNII SF DD6905 C     | 2054-08-20      | 7.0000%  | 0.0000% | $2002072.00        | $1413613.42        | Agency Mortgage-Backed Securities |
| GNII SF DD4244 C     | 2054-11-20      | 7.0000%  | 0.0000% | $1881950.00        | $1954224.98        | Agency Mortgage-Backed Securities |
| GNII SF DE9991 C     | 2054-10-20      | 7.0000%  | 0.0000% | $1117894.00        | $1156156.14        | Agency Mortgage-Backed Securities |
| GNII SF DL4739 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1370952.00        | $1428511.76        | Agency Mortgage-Backed Securities |
| GNII SF DL3108 C     | 2055-08-20      | 6.5000%  | 0.0000% | $2159832.00        | $2254156.38        | Agency Mortgage-Backed Securities |
| GNII SF DL4051 C     | 2055-07-20      | 6.5000%  | 0.0000% | $6282048.00        | $6547882.83        | Agency Mortgage-Backed Securities |
| GNII SF DL3099 C     | 2055-08-20      | 6.5000%  | 0.0000% | $3088092.00        | $3222753.85        | Agency Mortgage-Backed Securities |
| GNII SF BV9803 C     | 2035-12-20      | 5.5000%  | 0.0000% | $4041144.00        | $1283251.25        | Agency Mortgage-Backed Securities |
| GNII ET DL9723 C     | 2065-08-20      | 3.0000%  | 0.0000% | $975788.00         | $874787.24         | Agency Mortgage-Backed Securities |
| GNII SF DL4414 C     | 2055-07-20      | 7.0000%  | 0.0000% | $1599984.00        | $1666169.09        | Agency Mortgage-Backed Securities |
| GNII SF DL8258 C     | 2055-09-20      | 6.5000%  | 0.0000% | $2004668.00        | $2100280.86        | Agency Mortgage-Backed Securities |
| GNII SF DL8219 C     | 2055-09-20      | 5.5000%  | 0.0000% | $2588272.00        | $2636834.60        | Agency Mortgage-Backed Securities |
| GNII SF DG4442 C     | 2054-12-20      | 5.0000%  | 0.0000% | $1816722.00        | $1808321.84        | Agency Mortgage-Backed Securities |
| GNII SF DG2405 C     | 2054-12-20      | 5.0000%  | 0.0000% | $1723542.00        | $1622255.96        | Agency Mortgage-Backed Securities |
| GNII SF DG3904 C     | 2055-07-20      | 5.5000%  | 0.0000% | $1617646.00        | $1628661.61        | Agency Mortgage-Backed Securities |
| GNII SF DG9769 C     | 2054-12-20      | 4.5000%  | 0.0000% | $2040560.00        | $1952797.71        | Agency Mortgage-Backed Securities |
| GNII SF 004700 M     | 2040-05-20      | 6.5000%  | 0.0000% | $3602236.00        | $56534.53          | Agency Mortgage-Backed Securities |
| GNII SF AD8825 C     | 2043-03-20      | 3.5000%  | 0.0000% | $25920000.00       | $3103454.59        | Agency Mortgage-Backed Securities |
| GNII SF CX0271 C     | 2053-09-20      | 6.5000%  | 0.0000% | $1598266.00        | $1641833.26        | Agency Mortgage-Backed Securities |
| GNII SF AD2190 C     | 2043-02-20      | 3.5000%  | 0.0000% | $3875000.00        | $265576.44         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQY1815 | 2055-05-01      | 6.5000%  | 0.0000% | $20860.00          | $21757.69          | Agency Mortgage-Backed Securities |
| GNII SF CT9598 C     | 2053-04-20      | 5.0000%  | 0.0000% | $1057058.00        | $858251.31         | Agency Mortgage-Backed Securities |
| GNII SF DK9873 C     | 2055-08-20      | 6.5000%  | 0.0000% | $1220930.00        | $1274320.39        | Agency Mortgage-Backed Securities |
| GNII SF CU9631 C     | 2053-05-20      | 6.5000%  | 0.0000% | $2335324.00        | $1763319.08        | Agency Mortgage-Backed Securities |
| GNII SF 003335 M     | 2033-01-20      | 6.5000%  | 0.0000% | $5065224.00        | $23847.53          | Agency Mortgage-Backed Securities |
| GNII SF DJ5943 C     | 2055-04-20      | 5.5000%  | 0.0000% | $4689104.00        | $4712353.40        | Agency Mortgage-Backed Securities |
| GNII SF DK0291 C     | 2055-05-20      | 6.5000%  | 0.0000% | $2507140.00        | $2608811.87        | Agency Mortgage-Backed Securities |
| GNMI SF BA7937 X     | 2047-06-15      | 4.0000%  | 0.0000% | $71978.00          | $9286.84           | Agency Mortgage-Backed Securities |
| GNII SF DJ9322 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1278012.00        | $1333975.25        | Agency Mortgage-Backed Securities |
| GNII SF DJ2758 C     | 2055-04-20      | 5.5000%  | 0.0000% | $2221272.00        | $2232207.12        | Agency Mortgage-Backed Securities |
| GNII SF DJ5960 C     | 2055-04-20      | 5.0000%  | 0.0000% | $2954684.00        | $2956190.54        | Agency Mortgage-Backed Securities |
| GNII SF DJ5846 C     | 2055-05-20      | 5.5000%  | 0.0000% | $6233224.00        | $6363255.86        | Agency Mortgage-Backed Securities |
| GNII SF DL4743 C     | 2055-07-20      | 7.0000%  | 0.0000% | $1432778.00        | $1502422.41        | Agency Mortgage-Backed Securities |
| GNII SF DK2017 C     | 2055-07-20      | 6.5000%  | 0.0000% | $6479320.00        | $6757050.96        | Agency Mortgage-Backed Securities |
| GNII SF DK0118 C     | 2055-06-20      | 5.5000%  | 0.0000% | $1628280.00        | $1662117.98        | Agency Mortgage-Backed Securities |
| GNII SF DL3142 C     | 2055-09-20      | 6.0000%  | 0.0000% | $1322026.00        | $1369663.00        | Agency Mortgage-Backed Securities |
| GNII SF DK1977 C     | 2055-06-20      | 7.0000%  | 0.0000% | $1231654.00        | $1283864.66        | Agency Mortgage-Backed Securities |
| GNII ET DJ9658 C     | 2065-06-20      | 6.0000%  | 0.0000% | $4147584.00        | $4224838.73        | Agency Mortgage-Backed Securities |
| GNII SF DK4921 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1572766.00        | $1652825.38        | Agency Mortgage-Backed Securities |
| GNII SF DJ5314 C     | 2055-06-20      | 6.5000%  | 0.0000% | $1627816.00        | $1694777.95        | Agency Mortgage-Backed Securities |
| GNII SF DL6983 C     | 2055-07-20      | 5.5000%  | 0.0000% | $3613484.00        | $3675364.08        | Agency Mortgage-Backed Securities |
| GNII SF DJ9732 C     | 2055-06-20      | 6.5000%  | 0.0000% | $2757772.00        | $2873022.57        | Agency Mortgage-Backed Securities |
| GNII SF DL4768 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1246596.00        | $1300395.76        | Agency Mortgage-Backed Securities |
| GNII SF DJ6808 C     | 2055-06-20      | 5.5000%  | 0.0000% | $1684772.00        | $1722021.90        | Agency Mortgage-Backed Securities |
| GNII SF DJ9121 C     | 2055-05-20      | 6.5000%  | 0.0000% | $3638732.00        | $3817635.24        | Agency Mortgage-Backed Securities |
| GNII SF 005055 M     | 2041-05-20      | 4.5000%  | 0.0000% | $2075000.00        | $82512.73          | Agency Mortgage-Backed Securities |
| GNII SP 787214 C     | 2054-01-20      | 6.5000%  | 0.0000% | $10500000.00       | $7681060.75        | Agency Mortgage-Backed Securities |
| GNII SF DI3884 C     | 2055-03-20      | 5.5000%  | 0.0000% | $3719492.00        | $3734072.76        | Agency Mortgage-Backed Securities |
| GNII SF DA7479 C     | 2054-04-20      | 5.0000%  | 0.0000% | $1493922.00        | $1256157.47        | Agency Mortgage-Backed Securities |
| GNMI SF AS4933 X     | 2046-05-15      | 4.5000%  | 0.0000% | $168000.00         | $32974.67          | Agency Mortgage-Backed Securities |
| GNII SF DA7475 C     | 2054-04-20      | 5.0000%  | 0.0000% | $1285452.00        | $1192070.34        | Agency Mortgage-Backed Securities |
| GNII SF 002673 M     | 2028-11-20      | 6.5000%  | 0.0000% | $35938250.00       | $31310.11          | Agency Mortgage-Backed Securities |
| GNII SF DK0348 C     | 2055-06-20      | 5.0000%  | 0.0000% | $1127084.00        | $1124455.54        | Agency Mortgage-Backed Securities |
| GNII SF DK1865 C     | 2055-03-20      | 5.5000%  | 0.0000% | $1245278.00        | $1263239.03        | Agency Mortgage-Backed Securities |
| GNII SF AD8821 C     | 2043-03-20      | 3.5000%  | 0.0000% | $2342000.00        | $418147.34         | Agency Mortgage-Backed Securities |
| GNAR AF MA6421 M     | 2050-01-20      | 4.0000%  | 0.0000% | $766090.00         | $113250.93         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CI890826 | 2032-12-01      | 4.0000%  | 0.0000% | $210000.00         | $18848.70          | Agency Mortgage-Backed Securities |
| GNII SF DJ9132 C     | 2055-05-20      | 7.0000%  | 0.0000% | $1465570.00        | $1540319.39        | Agency Mortgage-Backed Securities |
| GNII SF CL0623 C     | 2052-06-20      | 4.0000%  | 0.0000% | $1073472.00        | $777742.07         | Agency Mortgage-Backed Securities |
| GNII SF CK8200 C     | 2052-02-20      | 3.5000%  | 0.0000% | $386727.00         | $169409.40         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSL0209 | 2054-12-01      | 5.0000%  | 0.0000% | $11356208.00       | $10827348.00       | Agency Mortgage-Backed Securities |
| GNII SF DK0297 C     | 2055-05-20      | 6.5000%  | 0.0000% | $6629824.00        | $6901762.13        | Agency Mortgage-Backed Securities |
| GNII SF DJ1853 C     | 2055-05-20      | 6.5000%  | 0.0000% | $2769152.00        | $2881962.61        | Agency Mortgage-Backed Securities |
| GNII SF CQ9879 C     | 2052-10-20      | 5.0000%  | 0.0000% | $1535194.00        | $1518346.51        | Agency Mortgage-Backed Securities |
| GNII SF MA6934 M     | 2050-10-20      | 4.0000%  | 0.0000% | $9046704.00        | $2787527.87        | Agency Mortgage-Backed Securities |
| GNII SF DK4967 C     | 2052-07-20      | 6.5000%  | 0.0000% | $1270380.00        | $1325472.73        | Agency Mortgage-Backed Securities |
| GNII SF CX4168 C     | 2054-02-20      | 7.5000%  | 0.0000% | $1621730.00        | $1520137.61        | Agency Mortgage-Backed Securities |
| GNII SF DK6389 C     | 2055-06-20      | 5.5000%  | 0.0000% | $8482112.00        | $8600616.58        | Agency Mortgage-Backed Securities |
| GNII SF DK7936 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1317934.00        | $1378417.29        | Agency Mortgage-Backed Securities |
| GNII SF DK6721 C     | 2055-06-20      | 7.0000%  | 0.0000% | $2451660.00        | $2552930.45        | Agency Mortgage-Backed Securities |
| GNII SF CZ1171 C     | 2054-03-20      | 7.5000%  | 0.0000% | $17053952.00       | $16978751.03       | Agency Mortgage-Backed Securities |
| GNII SF DK6384 C     | 2055-06-20      | 5.5000%  | 0.0000% | $1980768.00        | $2014882.40        | Agency Mortgage-Backed Securities |
| GNII SF DK5757 C     | 2055-07-20      | 6.5000%  | 0.0000% | $4564440.00        | $4759970.51        | Agency Mortgage-Backed Securities |
| GNII SF DJ9125 C     | 2055-05-20      | 6.5000%  | 0.0000% | $10796096.00       | $11239763.48       | Agency Mortgage-Backed Securities |
| GNII SF MA9964 M     | 2054-10-20      | 5.0000%  | 0.0000% | $4638880.00        | $4435734.52        | Agency Mortgage-Backed Securities |
| GNII RG CL7221 C     | 2046-04-20      | 4.5000%  | 0.0000% | $4928656.00        | $3031773.17        | Agency Mortgage-Backed Securities |
| GNII SF DK4115 C     | 2055-06-20      | 6.5000%  | 0.0000% | $1206818.00        | $1260437.02        | Agency Mortgage-Backed Securities |
| GNII SF DK5754 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1500356.00        | $1418315.02        | Agency Mortgage-Backed Securities |
| GNII SF DK6440 C     | 2055-07-20      | 7.0000%  | 0.0000% | $1256310.00        | $1306309.54        | Agency Mortgage-Backed Securities |
| GNII SF DK5864 C     | 2055-05-20      | 7.0000%  | 0.0000% | $1115946.00        | $1162704.43        | Agency Mortgage-Backed Securities |
| GNII SF CY1860 C     | 2053-12-20      | 6.5000%  | 0.0000% | $1522754.00        | $1363141.42        | Agency Mortgage-Backed Securities |
| GNII SF CV6328 C     | 2053-06-20      | 5.5000%  | 0.0000% | $2902684.00        | $2206988.28        | Agency Mortgage-Backed Securities |
| GNII SF AJ9335 C     | 2044-10-20      | 3.5000%  | 0.0000% | $9448336.00        | $1167839.96        | Agency Mortgage-Backed Securities |
| GNII SF MA6864 M     | 2050-09-20      | 2.0000%  | 0.0000% | $42000.00          | $19300.75          | Agency Mortgage-Backed Securities |
| GNII SF MA8070 M     | 2037-06-20      | 1.5000%  | 0.0000% | $382912.00         | $190203.41         | Agency Mortgage-Backed Securities |
| GNII SF MA6037 M     | 2049-07-20      | 2.5000%  | 0.0000% | $260000.00         | $52514.95          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CQMA3432 | 2048-07-01      | 4.0000%  | 0.0000% | $174000.00         | $58522.16          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSL2849 | 2055-09-01      | 5.5000%  | 0.0000% | $156586496.00      | $160914633.74      | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQZ5081 | 2055-10-01      | 6.5000%  | 0.0000% | $20864.00          | $21872.63          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIAO4375 | 2027-07-01      | 2.5000%  | 0.0000% | $1550000.00        | $32405.43          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CTFM6771 | 2041-02-01      | 2.0000%  | 0.0000% | $60000.00          | $33564.40          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA3082 | 2047-07-01      | 3.0000%  | 0.0000% | $31000.00          | $5349.43           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA5294 | 2054-03-01      | 5.0000%  | 0.0000% | $11000.00          | $9949.93           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCB3674 | 2052-05-01      | 3.5000%  | 0.0000% | $2021444.00        | $1607086.28        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB4167 | 2052-07-01      | 5.0000%  | 0.0000% | $2000000.00        | $1517390.55        | Agency Mortgage-Backed Securities |

### Security 666: ROYAL BANK OF CANADA

- **C.1 - Title:** ROYAL BANK OF CANADA 4.170000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1B5PP6, C.3 - LEI: ES7IP3U3RHIGC71XBU11, C.5 - Other ID: ARP1B5PP6
- **C.18 - Value (incl. sponsor support):** $1250000000.00
- **C.18.a - Value (excl. sponsor support):** $1250000000.00
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2025-10-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2031-12-31      | 4.5000%  | 0.0000% | $45598500.00       | $47700134.87       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-01-31      | 4.3750%  | 0.0000% | $98470200.00       | $101922765.89      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-03-31      | 2.5000%  | 0.0000% | $254351900.00      | $249999938.99      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-04-30      | 4.6250%  | 0.0000% | $234464700.00      | $246372444.65      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-30      | 4.2500%  | 0.0000% | $151605100.00      | $154635180.65      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-03-31      | 3.8750%  | 0.0000% | $231432000.00      | $232063809.36      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-15      | 3.7500%  | 0.0000% | $242923300.00      | $247031740.31      | U.S. Treasuries (including strips) |

### Security 667: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 4.150000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1B87P0, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP1B87P0
- **C.18 - Value (incl. sponsor support):** $1629000000.00
- **C.18.a - Value (excl. sponsor support):** $1629000000.00
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2025-10-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMS 06.500 CLDD7120 | 2055-08-01      | 6.5000%  | 0.0000% | $1725508.00        | $1798452.07        | Agency Mortgage-Backed Securities |
| GNII SF MA7106 M     | 2036-01-20      | 2.0000%  | 0.0000% | $90000.00          | $38359.34          | Agency Mortgage-Backed Securities |
| GNII SF MA5712 M     | 2049-01-20      | 5.0000%  | 0.0000% | $2022150.00        | $122259.27         | Agency Mortgage-Backed Securities |
| GNII SF MA5594 M     | 2048-11-20      | 3.5000%  | 0.0000% | $151900000.00      | $18556993.92       | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQZ2305 | 2055-09-01      | 7.0000%  | 0.0000% | $2119400.00        | $2233580.55        | Agency Mortgage-Backed Securities |
| GNII SF MA7991 M     | 2052-04-20      | 4.5000%  | 0.0000% | $385721.00         | $278029.09         | Agency Mortgage-Backed Securities |
| GNII SF MA7472 M     | 2051-07-20      | 2.5000%  | 0.0000% | $434897600.00      | $249999737.02      | Agency Mortgage-Backed Securities |
| GNAR AF MA9977 M     | 2054-10-20      | 6.0000%  | 0.0000% | $1629552.00        | $1486505.59        | Agency Mortgage-Backed Securities |
| GNII SF MA4836 M     | 2047-11-20      | 3.0000%  | 0.0000% | $1775000.00        | $239654.69         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQX5918 | 2055-02-01      | 6.0000%  | 0.0000% | $2194768.00        | $1792279.64        | Agency Mortgage-Backed Securities |
| GNII SF MA7024 M     | 2035-12-20      | 2.5000%  | 0.0000% | $300000.00         | $103787.50         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQY8753 | 2055-07-01      | 5.0000%  | 0.0000% | $1656284.00        | $1648637.58        | Agency Mortgage-Backed Securities |
| GNII SF MA7470 M     | 2051-07-20      | 1.5000%  | 0.0000% | $126560.00         | $76156.16          | Agency Mortgage-Backed Securities |
| GNII SF MA7001 M     | 2049-02-20      | 5.5000%  | 0.0000% | $301142.00         | $87912.45          | Agency Mortgage-Backed Securities |
| GNAR AF MA6297 M     | 2049-08-20      | 5.0000%  | 0.0000% | $365278.00         | $119021.51         | Agency Mortgage-Backed Securities |
| GNII SF MA6765 M     | 2050-07-20      | 2.5000%  | 0.0000% | $4450000.00        | $1436569.13        | Agency Mortgage-Backed Securities |
| GNII SF MA6283 M     | 2049-11-20      | 3.0000%  | 0.0000% | $16336096.00       | $2724654.70        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQY2426 | 2055-05-01      | 5.5000%  | 0.0000% | $1242586.00        | $1230831.37        | Agency Mortgage-Backed Securities |
| GNII SF MA6218 M     | 2049-10-20      | 3.0000%  | 0.0000% | $1574644.00        | $248306.57         | Agency Mortgage-Backed Securities |
| GNII SF DK7724 C     | 2055-06-20      | 5.5000%  | 0.0000% | $5784536.00        | $5875912.06        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQX8033 | 2055-03-01      | 4.5000%  | 0.0000% | $1092432.00        | $1059460.10        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQX6225 | 2055-02-01      | 6.5000%  | 0.0000% | $2051164.00        | $2061267.80        | Agency Mortgage-Backed Securities |
| GNPL PN CL4456       | 2064-03-15      | 2.6500%  | 0.0000% | $1147282.00        | $970410.06         | Agency Mortgage-Backed Securities |
| GNMI SF AN6559 X     | 2045-07-15      | 4.5000%  | 0.0000% | $7503128.00        | $165276.47         | Agency Mortgage-Backed Securities |
| GNII SF MA6135 M     | 2032-12-20      | 7.0000%  | 0.0000% | $159895.00         | $50408.63          | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQY8398 | 2055-07-01      | 4.5000%  | 0.0000% | $1211002.00        | $1182215.12        | Agency Mortgage-Backed Securities |
| GNII SF MA5709 M     | 2049-01-20      | 3.5000%  | 0.0000% | $14641968.00       | $1926204.79        | Agency Mortgage-Backed Securities |
| GNPL PN BY2815       | 2063-06-15      | 2.7800%  | 0.0000% | $721875.00         | $618433.74         | Agency Mortgage-Backed Securities |
| GNPL PN CH2695       | 2057-07-15      | 3.2300%  | 0.0000% | $76780.00          | $67537.24          | Agency Mortgage-Backed Securities |
| GNPL LM CA7651       | 2058-12-15      | 3.1700%  | 0.0000% | $85987.00          | $75551.64          | Agency Mortgage-Backed Securities |
| GNPL LM CE7007       | 2060-08-15      | 3.2400%  | 0.0000% | $83357.00          | $73796.33          | Agency Mortgage-Backed Securities |
| GNPL PN DF8943       | 2060-01-15      | 5.4900%  | 0.0000% | $626155.00         | $651151.75         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CIQO4157 | 2040-09-01      | 5.0000%  | 0.0000% | $2938360.00        | $2984094.92        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CIQO3877 | 2040-07-01      | 6.0000%  | 0.0000% | $1940224.00        | $1999961.16        | Agency Mortgage-Backed Securities |
| FEPC 01.500 CTRB5117 | 2041-07-01      | 1.5000%  | 0.0000% | $1200000.00        | $728933.32         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CIRC3560 | 2040-08-01      | 6.0000%  | 0.0000% | $3795484.00        | $3934683.41        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CIQO4153 | 2040-09-01      | 5.5000%  | 0.0000% | $3365680.00        | $3462424.98        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLRA7189 | 2052-04-01      | 3.5000%  | 0.0000% | $1403798.00        | $1049943.89        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLZT0511 | 2048-08-01      | 3.0000%  | 0.0000% | $18154304.00       | $4860301.07        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD1694 | 2052-10-01      | 4.5000%  | 0.0000% | $50000.00          | $39490.02          | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQG9043 | 2053-08-01      | 4.5000%  | 0.0000% | $721271.00         | $595905.54         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD8288 | 2053-01-01      | 5.0000%  | 0.0000% | $2681000.00        | $2195323.92        | Agency Mortgage-Backed Securities |
| GNII SF BY6450 C     | 2050-11-20      | 3.0000%  | 0.0000% | $825727.00         | $536002.51         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQY1873 | 2055-05-01      | 6.5000%  | 0.0000% | $2067828.00        | $2156989.09        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY3774 | 2055-05-01      | 6.0000%  | 0.0000% | $165101056.00      | $168431793.02      | Agency Mortgage-Backed Securities |
| GNPL PN CA4910       | 2063-05-15      | 2.5700%  | 0.0000% | $50000.00          | $42239.32          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBY2488 | 2053-05-01      | 6.5000%  | 0.0000% | $1031348.00        | $750416.45         | Agency Mortgage-Backed Securities |
| GNII SF MA3874 M     | 2046-08-20      | 3.5000%  | 0.0000% | $29150000.00       | $3408564.93        | Agency Mortgage-Backed Securities |
| GNII SF MA6039 M     | 2049-07-20      | 3.5000%  | 0.0000% | $50000000.00       | $5414936.15        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRJ2667 | 2054-10-01      | 5.5000%  | 0.0000% | $1284914.00        | $1148032.38        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ4536 | 2055-10-01      | 6.0000%  | 0.0000% | $30010624.00       | $31441720.61       | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQZ1289 | 2055-08-01      | 7.0000%  | 0.0000% | $1027932.00        | $976798.89         | Agency Mortgage-Backed Securities |
| GNII SF MA4962 M     | 2048-01-20      | 3.5000%  | 0.0000% | $927000.00         | $110149.61         | Agency Mortgage-Backed Securities |
| GNII SF MA5111 M     | 2033-04-20      | 3.5000%  | 0.0000% | $400587.00         | $41965.91          | Agency Mortgage-Backed Securities |
| GNII SF BZ8529 C     | 2046-01-20      | 2.5000%  | 0.0000% | $70238.00          | $50465.77          | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQX8818 | 2055-03-01      | 7.0000%  | 0.0000% | $1072236.00        | $1144133.92        | Agency Mortgage-Backed Securities |
| GNCL CL CJ1373       | 2065-03-15      | 5.3900%  | 0.0000% | $8615872.00        | $8665318.01        | Agency Mortgage-Backed Securities |
| GNII SF MA6217 M     | 2049-10-20      | 2.5000%  | 0.0000% | $1700000.00        | $306410.42         | Agency Mortgage-Backed Securities |
| GNII SF MA5194 M     | 2048-04-20      | 5.0000%  | 0.0000% | $3023060.00        | $230408.85         | Agency Mortgage-Backed Securities |
| GNII SF MA5851 M     | 2034-04-20      | 4.5000%  | 0.0000% | $830938.00         | $127721.00         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQZ4756 | 2055-10-01      | 4.5000%  | 0.0000% | $1158024.00        | $1134972.37        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ3171 | 2055-09-01      | 6.0000%  | 0.0000% | $19946440.00       | $20897592.63       | Agency Mortgage-Backed Securities |
| GNCL CL CN0552       | 2065-06-15      | 6.2600%  | 0.0000% | $217324.00         | $228035.63         | Agency Mortgage-Backed Securities |
| GNII SF MA5303 M     | 2033-07-20      | 5.0000%  | 0.0000% | $182164.00         | $80041.53          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA5587 | 2055-01-01      | 6.0000%  | 0.0000% | $121000.00         | $111742.24         | Agency Mortgage-Backed Securities |
| GNPL PN CC1884       | 2063-05-15      | 2.5800%  | 0.0000% | $1519996.00        | $1269552.05        | Agency Mortgage-Backed Securities |
| GNPL PN CL6600       | 2064-02-15      | 2.7800%  | 0.0000% | $53500.00          | $45852.64          | Agency Mortgage-Backed Securities |
| GNII SF MA2222 M     | 2044-08-20      | 3.0000%  | 0.0000% | $6488000.00        | $680017.40         | Agency Mortgage-Backed Securities |
| GNII SF MA6158 M     | 2049-09-20      | 5.5000%  | 0.0000% | $6385960.00        | $961783.41         | Agency Mortgage-Backed Securities |
| GNII SF MA6656 M     | 2050-05-20      | 3.0000%  | 0.0000% | $60416064.00       | $14807119.98       | Agency Mortgage-Backed Securities |
| GNCL CL CQ7052       | 2065-07-15      | 5.3500%  | 0.0000% | $6830408.00        | $6928326.83        | Agency Mortgage-Backed Securities |
| GNII SF MA6598 M     | 2050-04-20      | 2.5000%  | 0.0000% | $14598920.00       | $3601985.25        | Agency Mortgage-Backed Securities |
| GNII SF MA5531 M     | 2048-10-20      | 5.5000%  | 0.0000% | $20640000.00       | $1719191.63        | Agency Mortgage-Backed Securities |
| GNII SF MA5653 M     | 2048-12-20      | 5.0000%  | 0.0000% | $3200000.00        | $200172.25         | Agency Mortgage-Backed Securities |
| GNPL PN CK5802       | 2058-05-15      | 4.7400%  | 0.0000% | $50000.00          | $48866.09          | Agency Mortgage-Backed Securities |
| GNPL PN BU2235       | 2063-11-15      | 3.0000%  | 0.0000% | $53457.00          | $46562.38          | Agency Mortgage-Backed Securities |
| GNII SF MA7313 M     | 2051-04-20      | 3.0000%  | 0.0000% | $58923840.00       | $26813740.21       | Agency Mortgage-Backed Securities |
| GNCL CL CZ7777       | 2066-03-15      | 5.6500%  | 0.0000% | $17156128.00       | $17270686.14       | Agency Mortgage-Backed Securities |
| GNPL PN CP1101       | 2058-02-15      | 5.5500%  | 0.0000% | $87089.00          | $89129.15          | Agency Mortgage-Backed Securities |
| GNII SF MA7052 M     | 2050-12-20      | 2.5000%  | 0.0000% | $6425000.00        | $2691628.69        | Agency Mortgage-Backed Securities |
| GNAR AS 082775 M     | 2041-03-20      | 5.7500%  | 0.0000% | $1969426.00        | $103006.81         | Agency Mortgage-Backed Securities |
| GNAR AF 082137 M     | 2038-08-20      | 4.6250%  | 0.0000% | $50000000.00       | $77539.88          | Agency Mortgage-Backed Securities |
| GNCL CL CX6396       | 2066-01-15      | 5.7400%  | 0.0000% | $15099520.00       | $16065223.23       | Agency Mortgage-Backed Securities |
| GNAR AF MB0566 M     | 2055-08-20      | 5.0000%  | 0.0000% | $95358848.00       | $96168594.70       | Agency Mortgage-Backed Securities |
| FEPC 06.000 3PQU8237 | 2054-12-01      | 6.0000%  | 0.0000% | $3075492.00        | $3088512.70        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD5855 | 2053-08-01      | 3.5000%  | 0.0000% | $228655.00         | $191304.60         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE8761 | 2055-09-01      | 5.5000%  | 0.0000% | $54960.00          | $56170.53          | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLRA7290 | 2052-04-01      | 3.5000%  | 0.0000% | $2222792.00        | $1192841.42        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CIQO3764 | 2040-05-01      | 5.5000%  | 0.0000% | $1409540.00        | $1433607.22        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDC3824 | 2054-11-01      | 5.0000%  | 0.0000% | $676114.00         | $647996.10         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDC9857 | 2055-02-01      | 5.0000%  | 0.0000% | $1780558.00        | $1714544.70        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQZ1203 | 2055-08-01      | 4.5000%  | 0.0000% | $1102290.00        | $1077898.94        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ1308 | 2055-07-01      | 5.5000%  | 0.0000% | $2311396.00        | $2358353.37        | Agency Mortgage-Backed Securities |
| GNII SF MA4075 M     | 2038-10-20      | 6.5000%  | 0.0000% | $6000000.00        | $1098678.02        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ1854 | 2055-08-01      | 5.5000%  | 0.0000% | $7470770.00        | $7623216.63        | Agency Mortgage-Backed Securities |
| GNII SF MA2864 M     | 2030-06-20      | 3.0000%  | 0.0000% | $2800000.00        | $167696.89         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQY9928 | 2055-06-01      | 5.0000%  | 0.0000% | $2781320.00        | $2792238.51        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQX9990 | 2055-04-01      | 5.5000%  | 0.0000% | $7633584.00        | $7451757.27        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQY3387 | 2055-04-01      | 5.5000%  | 0.0000% | $2005444.00        | $2024880.87        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQY7277 | 2055-06-01      | 6.5000%  | 0.0000% | $2518864.00        | $2545913.38        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQI7223 | 2054-06-01      | 6.0000%  | 0.0000% | $159389.00         | $142597.30         | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQI7737 | 2054-06-01      | 7.0000%  | 0.0000% | $2281740.00        | $2409530.16        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLRA6664 | 2052-02-01      | 3.0000%  | 0.0000% | $213000.00         | $144672.80         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CIQO0004 | 2037-04-01      | 3.0000%  | 0.0000% | $220763.00         | $172767.94         | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD8032 | 2049-12-01      | 4.0000%  | 0.0000% | $738090.00         | $109938.25         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQE8277 | 2052-07-01      | 3.5000%  | 0.0000% | $156995.00         | $136143.99         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQD9875 | 2052-03-01      | 3.5000%  | 0.0000% | $362533.00         | $230899.82         | Agency Mortgage-Backed Securities |
| FEPC 01.500 CISB0557 | 2036-10-01      | 1.5000%  | 0.0000% | $1000000.00        | $562882.59         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLZM6435 | 2048-05-01      | 5.0000%  | 0.0000% | $1711670.00        | $178068.50         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD5389 | 2054-04-01      | 5.0000%  | 0.0000% | $3225000.00        | $2917001.28        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZS4744 | 2047-11-01      | 4.0000%  | 0.0000% | $8204928.00        | $971955.89         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD7526 | 2050-10-01      | 2.5000%  | 0.0000% | $5068000.00        | $2506234.98        | Agency Mortgage-Backed Securities |
| FEPC 02.500 CISB0861 | 2037-02-01      | 2.5000%  | 0.0000% | $602956.00         | $402987.31         | Agency Mortgage-Backed Securities |
| FEPC 01.500 CISB0510 | 2036-04-01      | 1.5000%  | 0.0000% | $1801604.00        | $794099.12         | Agency Mortgage-Backed Securities |
| GNPL PN DE6504       | 2060-04-15      | 5.3400%  | 0.0000% | $389820.00         | $401352.50         | Agency Mortgage-Backed Securities |
| GNPL PN DF3882       | 2059-11-15      | 4.9800%  | 0.0000% | $344250.00         | $344848.22         | Agency Mortgage-Backed Securities |
| GNPL PN BP2036       | 2062-07-15      | 3.6600%  | 0.0000% | $369490.00         | $336480.13         | Agency Mortgage-Backed Securities |
| GNII SF MA6512 M     | 2035-03-20      | 2.5000%  | 0.0000% | $600000.00         | $105329.98         | Agency Mortgage-Backed Securities |
| GNII SF MA6655 M     | 2050-05-20      | 2.5000%  | 0.0000% | $830000.00         | $231081.22         | Agency Mortgage-Backed Securities |
| GNPL PN CV1946       | 2065-04-15      | 5.5000%  | 0.0000% | $28588560.00       | $29695458.91       | Agency Mortgage-Backed Securities |
| GNPL PN CY1378       | 2059-02-15      | 6.3600%  | 0.0000% | $397584.00         | $428471.27         | Agency Mortgage-Backed Securities |
| GNCL CL CS8941       | 2066-12-15      | 5.6400%  | 0.0000% | $20603424.00       | $20978062.92       | Agency Mortgage-Backed Securities |
| GNII JM MA8479 M     | 2052-11-20      | 4.0000%  | 0.0000% | $6000000.00        | $4720407.05        | Agency Mortgage-Backed Securities |
| GNII SF AC0071 C     | 2042-10-20      | 3.5000%  | 0.0000% | $3810450.00        | $412790.93         | Agency Mortgage-Backed Securities |
| GNII SF MA0697 M     | 2043-01-20      | 2.5000%  | 0.0000% | $781239.00         | $100917.55         | Agency Mortgage-Backed Securities |
| GNPL PN CF6704       | 2064-02-15      | 2.5500%  | 0.0000% | $461482.00         | $384551.63         | Agency Mortgage-Backed Securities |
| GNII SF MA3777 M     | 2031-07-20      | 2.5000%  | 0.0000% | $950000.00         | $89081.19          | Agency Mortgage-Backed Securities |
| GNAR AF MA1775 M     | 2044-03-20      | 5.6250%  | 0.0000% | $71215616.00       | $1754331.39        | Agency Mortgage-Backed Securities |
| GNPL LM CD9017       | 2060-04-15      | 3.3000%  | 0.0000% | $99983.00          | $88852.63          | Agency Mortgage-Backed Securities |
| GNPL PN CG6812       | 2064-07-15      | 2.7700%  | 0.0000% | $5934744.00        | $5029784.70        | Agency Mortgage-Backed Securities |
| GNPL PN CC5104       | 2063-06-15      | 2.9900%  | 0.0000% | $56772.00          | $49320.74          | Agency Mortgage-Backed Securities |
| GNII SF MA1090 M     | 2043-03-20      | 3.5000%  | 0.0000% | $1530584.00        | $158147.81         | Agency Mortgage-Backed Securities |
| GNAR AF MA2533 M     | 2045-01-20      | 5.6250%  | 0.0000% | $36709760.00       | $898176.22         | Agency Mortgage-Backed Securities |
| GNII SF MA9883 M     | 2039-11-20      | 7.5000%  | 0.0000% | $76312.00          | $20702.81          | Agency Mortgage-Backed Securities |
| GNII SF MA4126 M     | 2046-11-20      | 3.0000%  | 0.0000% | $3372000.00        | $469537.06         | Agency Mortgage-Backed Securities |
| GNII SF MA4261 M     | 2047-02-20      | 3.0000%  | 0.0000% | $72190208.00       | $11151881.95       | Agency Mortgage-Backed Securities |
| FEPC 02.500 3PQU7491 | 2050-08-01      | 2.5000%  | 0.0000% | $175000.00         | $106100.45         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLRA5917 | 2051-09-01      | 3.0000%  | 0.0000% | $310000.00         | $198442.95         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLRA8694 | 2053-04-01      | 5.0000%  | 0.0000% | $200000.00         | $163372.76         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD3914 | 2053-09-01      | 5.5000%  | 0.0000% | $500000.00         | $413175.96         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQD0918 | 2051-11-01      | 3.0000%  | 0.0000% | $3442390.00        | $2548145.45        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD2060 | 2052-09-01      | 4.5000%  | 0.0000% | $2471868.00        | $1953015.15        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZS9385 | 2044-01-01      | 3.5000%  | 0.0000% | $101609000.00      | $15897835.54       | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQX4059 | 2054-12-01      | 4.5000%  | 0.0000% | $1183774.00        | $1144072.07        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQY0247 | 2055-03-01      | 5.0000%  | 0.0000% | $1491244.00        | $1484637.56        | Agency Mortgage-Backed Securities |
| GNII SF MA0461 M     | 2042-10-20      | 3.0000%  | 0.0000% | $1810000.00        | $195376.03         | Agency Mortgage-Backed Securities |
| GNII SF AA3019 C     | 2042-10-20      | 3.5000%  | 0.0000% | $8032736.00        | $599942.02         | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQY8956 | 2055-07-01      | 7.0000%  | 0.0000% | $1211798.00        | $1284346.67        | Agency Mortgage-Backed Securities |
| GNII SF MA1157 M     | 2043-07-20      | 3.5000%  | 0.0000% | $1243664.00        | $126464.63         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQY0424 | 2055-03-01      | 4.5000%  | 0.0000% | $1802974.00        | $1746284.84        | Agency Mortgage-Backed Securities |
| GNII SF MA1204 M     | 2028-08-20      | 3.5000%  | 0.0000% | $5000000.00        | $143900.89         | Agency Mortgage-Backed Securities |
| GNPL PN DD4693       | 2049-11-15      | 5.4400%  | 0.0000% | $283695.00         | $290471.49         | Agency Mortgage-Backed Securities |
| GNPL PN DC7223       | 2060-02-15      | 5.2500%  | 0.0000% | $149539.00         | $152942.05         | Agency Mortgage-Backed Securities |
| GNCL CL DC7207       | 2067-04-15      | 5.3000%  | 0.0000% | $7805048.00        | $7892023.12        | Agency Mortgage-Backed Securities |
| GNII SF MA7797 M     | 2037-01-20      | 2.0000%  | 0.0000% | $179025.00         | $96489.60          | Agency Mortgage-Backed Securities |
| GNII SF MA9330 M     | 2038-12-20      | 6.5000%  | 0.0000% | $77990.00          | $36515.17          | Agency Mortgage-Backed Securities |
| GNPL PN DF9974       | 2059-11-15      | 4.9800%  | 0.0000% | $247500.00         | $247451.09         | Agency Mortgage-Backed Securities |
| GNPL PN DC4402       | 2059-07-15      | 5.8900%  | 0.0000% | $119943.00         | $127644.22         | Agency Mortgage-Backed Securities |
| GNII SF MA7473 M     | 2051-07-20      | 3.0000%  | 0.0000% | $9581000.00        | $5169450.49        | Agency Mortgage-Backed Securities |
| GNII SF MA5652 M     | 2048-12-20      | 4.5000%  | 0.0000% | $368229888.00      | $25264825.52       | Agency Mortgage-Backed Securities |
| GNPL PN CJ1929       | 2064-05-15      | 2.7000%  | 0.0000% | $1173286.00        | $996944.30         | Agency Mortgage-Backed Securities |
| GNII SF MA2444 M     | 2044-12-20      | 3.0000%  | 0.0000% | $350000.00         | $28350.55          | Agency Mortgage-Backed Securities |
| GNII SF MA0941 M     | 2036-08-20      | 7.0000%  | 0.0000% | $750000.00         | $47097.72          | Agency Mortgage-Backed Securities |
| GNII SF MA2935 M     | 2030-06-20      | 3.0000%  | 0.0000% | $925000.00         | $55014.00          | Agency Mortgage-Backed Securities |
| GNCL CL CP2692       | 2066-12-15      | 5.4500%  | 0.0000% | $119943.00         | $124488.87         | Agency Mortgage-Backed Securities |
| GNII SF MA2598 M     | 2043-10-20      | 2.0000%  | 0.0000% | $183586.00         | $55322.60          | Agency Mortgage-Backed Securities |
| GNII SF MA0601 M     | 2027-12-20      | 2.5000%  | 0.0000% | $2000000.00        | $50268.16          | Agency Mortgage-Backed Securities |
| GNII SF MA0939 M     | 2043-04-20      | 6.0000%  | 0.0000% | $2023000.00        | $104154.16         | Agency Mortgage-Backed Securities |
| GNAR AF MA1536 M     | 2043-12-20      | 4.7500%  | 0.0000% | $43964992.00       | $690244.43         | Agency Mortgage-Backed Securities |
| GNII SF MA0154 M     | 2042-06-20      | 3.5000%  | 0.0000% | $3027280.00        | $231862.38         | Agency Mortgage-Backed Securities |
| GNII SF AA1032 C     | 2042-05-20      | 3.5000%  | 0.0000% | $3554540.00        | $369316.10         | Agency Mortgage-Backed Securities |
| GNAR AS MA0552 M     | 2042-11-20      | 5.8750%  | 0.0000% | $3030532.00        | $350012.92         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQY4581 | 2055-05-01      | 5.5000%  | 0.0000% | $2194324.00        | $2223278.83        | Agency Mortgage-Backed Securities |
| GNAR AF MA1611 M     | 2044-01-20      | 5.6250%  | 0.0000% | $1957964.00        | $103945.67         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY7972 | 2055-06-01      | 6.0000%  | 0.0000% | $3251836.00        | $3322478.05        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIFS6127 | 2037-02-01      | 2.5000%  | 0.0000% | $591235.00         | $443052.26         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB6854 | 2053-08-01      | 4.5000%  | 0.0000% | $228475.00         | $195050.74         | Agency Mortgage-Backed Securities |
| GNII SF MA0850 M     | 2043-03-20      | 2.5000%  | 0.0000% | $4115144.00        | $578049.85         | Agency Mortgage-Backed Securities |
| GNII SF MA0220 M     | 2042-07-20      | 3.5000%  | 0.0000% | $15370880.00       | $1188995.30        | Agency Mortgage-Backed Securities |
| GNII SF MA0781 M     | 2043-02-20      | 2.5000%  | 0.0000% | $3399000.00        | $466335.19         | Agency Mortgage-Backed Securities |
| GNII SF MA0783 M     | 2043-02-20      | 3.5000%  | 0.0000% | $2369820.00        | $223683.96         | Agency Mortgage-Backed Securities |
| FEPC 07.500 CLQZ3584 | 2055-08-01      | 7.5000%  | 0.0000% | $1029374.00        | $1100961.47        | Agency Mortgage-Backed Securities |
| GNII SF MA6474 M     | 2050-02-20      | 3.0000%  | 0.0000% | $36684000.00       | $6114294.77        | Agency Mortgage-Backed Securities |
| GNII SF MA6708 M     | 2050-05-20      | 2.0000%  | 0.0000% | $350000.00         | $132035.12         | Agency Mortgage-Backed Securities |
| GNPL PN DA8491       | 2059-09-15      | 5.4800%  | 0.0000% | $152353.00         | $157430.55         | Agency Mortgage-Backed Securities |
| GNII SF MA7533 M     | 2051-08-20      | 2.0000%  | 0.0000% | $2338164.00        | $1340617.58        | Agency Mortgage-Backed Securities |
| GNPL PN DF3884       | 2059-11-15      | 4.9800%  | 0.0000% | $310500.00         | $311039.57         | Agency Mortgage-Backed Securities |
| GNPL PN DC1515       | 2059-07-15      | 5.4500%  | 0.0000% | $32220.00          | $33227.95          | Agency Mortgage-Backed Securities |
| GNPL PN DJ2715       | 2060-05-15      | 5.1600%  | 0.0000% | $985155.00         | $1002927.07        | Agency Mortgage-Backed Securities |
| GNAR AF MB0568 M     | 2055-07-20      | 6.0000%  | 0.0000% | $462500.00         | $473140.55         | Agency Mortgage-Backed Securities |
| GNII SF MA5686 M     | 2034-04-20      | 5.0000%  | 0.0000% | $490525.00         | $131414.35         | Agency Mortgage-Backed Securities |
| GNII SF MA4719 M     | 2047-09-20      | 3.5000%  | 0.0000% | $2750000.00        | $324285.37         | Agency Mortgage-Backed Securities |
| GNII SF MA4559 M     | 2032-07-20      | 3.0000%  | 0.0000% | $1102508.00        | $112776.57         | Agency Mortgage-Backed Securities |
| GNII SF MA5135 M     | 2048-04-20      | 3.0000%  | 0.0000% | $374347.00         | $58768.67          | Agency Mortgage-Backed Securities |
| GNII SF MA3802 M     | 2046-07-20      | 3.0000%  | 0.0000% | $10151888.00       | $1221286.16        | Agency Mortgage-Backed Securities |
| GNII SF MA5140 M     | 2048-04-20      | 5.5000%  | 0.0000% | $5489024.00        | $605841.89         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS7784 | 2054-04-01      | 5.0000%  | 0.0000% | $820000.00         | $739416.20         | Agency Mortgage-Backed Securities |
| GNII SF MA1447 M     | 2043-11-20      | 3.0000%  | 0.0000% | $1070662.00        | $148768.03         | Agency Mortgage-Backed Securities |
| GNII SF MA4426 M     | 2032-05-20      | 3.5000%  | 0.0000% | $215000.00         | $21597.65          | Agency Mortgage-Backed Securities |
| GNII SF MA3936 M     | 2046-09-20      | 3.0000%  | 0.0000% | $4873536.00        | $625207.73         | Agency Mortgage-Backed Securities |
| GNII SF MA3145 M     | 2030-10-20      | 2.5000%  | 0.0000% | $556849.00         | $38277.27          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQY8692 | 2055-04-01      | 5.0000%  | 0.0000% | $3792444.00        | $3769355.00        | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQY8112 | 2055-05-01      | 7.0000%  | 0.0000% | $1470014.00        | $1549300.64        | Agency Mortgage-Backed Securities |
| GNII SF MA4904 M     | 2047-12-20      | 5.5000%  | 0.0000% | $4537696.00        | $604427.49         | Agency Mortgage-Backed Securities |
| GNII SF MA3037 M     | 2045-08-20      | 5.0000%  | 0.0000% | $540000.00         | $45291.70          | Agency Mortgage-Backed Securities |
| GNII SF MA5369 M     | 2033-08-20      | 4.5000%  | 0.0000% | $1432328.00        | $202264.72         | Agency Mortgage-Backed Securities |
| GNII SF MA4068 M     | 2046-10-20      | 3.0000%  | 0.0000% | $5552088.00        | $749056.12         | Agency Mortgage-Backed Securities |
| GNII SF MA3173 M     | 2045-10-20      | 3.5000%  | 0.0000% | $3298000.00        | $308296.47         | Agency Mortgage-Backed Securities |
| GNPL PN BK3082       | 2061-12-15      | 3.2400%  | 0.0000% | $69601.00          | $61683.34          | Agency Mortgage-Backed Securities |
| GNAR AF MA4332 M     | 2047-03-20      | 5.5000%  | 0.0000% | $693492.00         | $36003.68          | Agency Mortgage-Backed Securities |
| GNII SF MA5023 M     | 2048-02-20      | 5.5000%  | 0.0000% | $3963760.00        | $515082.37         | Agency Mortgage-Backed Securities |
| GNII SF MA4558 M     | 2032-07-20      | 2.5000%  | 0.0000% | $2303240.00        | $247144.13         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQI3223 | 2054-04-01      | 6.0000%  | 0.0000% | $15393264.00       | $13586798.19       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CNQS0320 | 2035-05-01      | 6.0000%  | 0.0000% | $1009930.00        | $1007541.99        | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLQC2901 | 2051-06-01      | 2.0000%  | 0.0000% | $642469.00         | $393059.81         | Agency Mortgage-Backed Securities |
| GNPL PN DF8947       | 2060-02-15      | 4.6300%  | 0.0000% | $3371200.00        | $3307544.55        | Agency Mortgage-Backed Securities |
| GNII SF MB0485 M     | 2055-07-20      | 5.5000%  | 0.0000% | $125046784.00      | $125980245.63      | Agency Mortgage-Backed Securities |
| GNPL PN DH1760       | 2060-03-15      | 5.6000%  | 0.0000% | $1291148.00        | $1352478.08        | Agency Mortgage-Backed Securities |
| GNPL PN CP8492       | 2065-04-15      | 4.7600%  | 0.0000% | $412723.00         | $403053.33         | Agency Mortgage-Backed Securities |
| GNCL CL CN7569       | 2065-06-15      | 5.5100%  | 0.0000% | $55328.00          | $57951.52          | Agency Mortgage-Backed Securities |
| GNII SF MA5985 M     | 2049-06-20      | 3.5000%  | 0.0000% | $100000000.00      | $10226304.47       | Agency Mortgage-Backed Securities |
| GNPL PN CS8952       | 2065-05-15      | 6.1300%  | 0.0000% | $129202.00         | $142326.04         | Agency Mortgage-Backed Securities |
| GNPL PN DI7401       | 2060-05-15      | 5.7800%  | 0.0000% | $1429500.00        | $1516558.41        | Agency Mortgage-Backed Securities |
| GNAR AS 082709 M     | 2040-12-20      | 6.3750%  | 0.0000% | $1771470.00        | $304118.50         | Agency Mortgage-Backed Securities |
| GNII SF DM7215 C     | 2055-09-20      | 6.5000%  | 0.0000% | $7276816.00        | $7601501.06        | Agency Mortgage-Backed Securities |
| GNPL PN DF3879       | 2059-11-15      | 4.9800%  | 0.0000% | $274500.00         | $274977.01         | Agency Mortgage-Backed Securities |
| GNII SP 788195 C     | 2055-09-20      | 5.5000%  | 0.0000% | $114595712.00      | $115812094.55      | Agency Mortgage-Backed Securities |
| GNPL PN CY1385       | 2059-04-15      | 5.5000%  | 0.0000% | $89264.00          | $92226.68          | Agency Mortgage-Backed Securities |
| GNAR AF MB0632 M     | 2055-09-20      | 4.5000%  | 0.0000% | $1361274.00        | $1361400.60        | Agency Mortgage-Backed Securities |
| GNPL PN BA0358       | 2062-03-15      | 2.9200%  | 0.0000% | $94266.00          | $80534.59          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZA0924 | 2033-11-01      | 5.5000%  | 0.0000% | $4051000.00        | $31097.56          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD6569 | 2054-10-01      | 5.5000%  | 0.0000% | $735000.00         | $703601.26         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQE0316 | 2052-04-01      | 3.5000%  | 0.0000% | $155700.00         | $128823.23         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD8016 | 2049-10-01      | 3.0000%  | 0.0000% | $1351810.00        | $202511.37         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD8016 | 2049-10-01      | 3.0000%  | 0.0000% | $5695000.00        | $853154.09         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD8529 | 2055-03-01      | 3.5000%  | 0.0000% | $33000.00          | $29362.64          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD6337 | 2054-09-01      | 6.0000%  | 0.0000% | $4950000.00        | $4776372.45        | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLZN6549 | 2048-03-01      | 2.5000%  | 0.0000% | $2621444.00        | $386861.21         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CTZK9936 | 2033-06-01      | 3.5000%  | 0.0000% | $1625450.00        | $226353.69         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD8336 | 2053-04-01      | 3.5000%  | 0.0000% | $76000.00          | $61374.25          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CIQO4147 | 2040-09-01      | 6.0000%  | 0.0000% | $1600334.00        | $1661150.43        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQJ0590 | 2054-08-01      | 6.5000%  | 0.0000% | $1891330.00        | $1970673.84        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE2538 | 2052-05-01      | 5.0000%  | 0.0000% | $241174.00         | $221002.15         | Agency Mortgage-Backed Securities |
| FEPC 02.000 3PQU8041 | 2051-12-01      | 2.0000%  | 0.0000% | $5018424.00        | $3123377.42        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQF3686 | 2052-11-01      | 6.0000%  | 0.0000% | $3161220.00        | $2642725.54        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM6293 | 2051-01-01      | 3.0000%  | 0.0000% | $126750.00         | $62969.24          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE2192 | 2055-07-01      | 6.0000%  | 0.0000% | $29135.00          | $29044.92          | Agency Mortgage-Backed Securities |
| GNII SF MA7648 M     | 2051-10-20      | 2.0000%  | 0.0000% | $3916270.00        | $2348780.90        | Agency Mortgage-Backed Securities |
| GNII SF MA8019 M     | 2037-05-20      | 3.5000%  | 0.0000% | $368341.00         | $194444.16         | Agency Mortgage-Backed Securities |
| GNII SF MA7232 M     | 2034-04-20      | 5.0000%  | 0.0000% | $149774.00         | $47744.49          | Agency Mortgage-Backed Securities |
| GNAR AF MA1688 M     | 2044-01-20      | 5.6250%  | 0.0000% | $249903.00         | $26863.47          | Agency Mortgage-Backed Securities |
| GNPL PN DE5569       | 2060-02-15      | 5.3600%  | 0.0000% | $2546520.00        | $2625039.48        | Agency Mortgage-Backed Securities |
| GNPL PN DF9971       | 2059-11-15      | 4.9800%  | 0.0000% | $453375.00         | $454162.85         | Agency Mortgage-Backed Securities |
| GNII SF MA2891 M     | 2045-06-20      | 3.0000%  | 0.0000% | $2805000.00        | $277757.40         | Agency Mortgage-Backed Securities |
| GNII SF AC0107 C     | 2042-11-20      | 3.5000%  | 0.0000% | $3008250.00        | $249998.68         | Agency Mortgage-Backed Securities |
| GNPL PN BV3342       | 2062-08-15      | 3.0200%  | 0.0000% | $51206.00          | $44646.34          | Agency Mortgage-Backed Securities |
| GNPL PN BP9045       | 2061-10-15      | 3.0800%  | 0.0000% | $46117.00          | $40402.72          | Agency Mortgage-Backed Securities |
| GNII SF AE5433 C     | 2043-08-20      | 3.5000%  | 0.0000% | $4011000.00        | $526105.35         | Agency Mortgage-Backed Securities |
| GNII SF MA7568 M     | 2035-08-20      | 5.5000%  | 0.0000% | $964503.00         | $328300.56         | Agency Mortgage-Backed Securities |
| GNII SF MA7053 M     | 2050-12-20      | 3.0000%  | 0.0000% | $84803200.00       | $29637076.90       | Agency Mortgage-Backed Securities |
| GNII SF MA7704 M     | 2051-11-20      | 2.0000%  | 0.0000% | $136699648.00      | $83032516.07       | Agency Mortgage-Backed Securities |
| GNII SF MA8181 M     | 2032-01-20      | 6.5000%  | 0.0000% | $286755.00         | $44047.30          | Agency Mortgage-Backed Securities |
| GNPL PN CQ8772       | 2064-12-15      | 5.7000%  | 0.0000% | $31036.00          | $32770.90          | Agency Mortgage-Backed Securities |
| GNII SF MA7591 M     | 2051-09-20      | 3.5000%  | 0.0000% | $1073554.00        | $640242.13         | Agency Mortgage-Backed Securities |
| GNII SF MA7254 M     | 2051-03-20      | 2.0000%  | 0.0000% | $45206528.00       | $23405280.84       | Agency Mortgage-Backed Securities |
| GNII SF MA6793 M     | 2035-08-20      | 2.5000%  | 0.0000% | $800000.00         | $222434.18         | Agency Mortgage-Backed Securities |
| GNII SF MA7193 M     | 2051-02-20      | 2.5000%  | 0.0000% | $250000.00         | $114167.97         | Agency Mortgage-Backed Securities |
| GNPL PN DC7222       | 2060-02-15      | 5.2800%  | 0.0000% | $306959.00         | $314606.18         | Agency Mortgage-Backed Securities |
| GNCL CL DD8086       | 2067-05-15      | 5.8400%  | 0.0000% | $16690432.00       | $17244845.49       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQY3886 | 2055-05-01      | 5.0000%  | 0.0000% | $2824692.00        | $2732636.55        | Agency Mortgage-Backed Securities |
| GNPL PN CV6100       | 2059-02-15      | 6.7000%  | 0.0000% | $390390.00         | $429042.03         | Agency Mortgage-Backed Securities |
| GNII SF MA5654 M     | 2048-12-20      | 5.5000%  | 0.0000% | $1183108.00        | $90030.66          | Agency Mortgage-Backed Securities |
| GNPL LM CF7692       | 2060-04-15      | 3.4100%  | 0.0000% | $42928.00          | $38386.15          | Agency Mortgage-Backed Securities |
| GNPL PN CC9269       | 2063-04-15      | 2.7200%  | 0.0000% | $56656.00          | $48159.90          | Agency Mortgage-Backed Securities |
| GNPL PN CG6819       | 2057-06-15      | 3.0600%  | 0.0000% | $46571.00          | $40395.37          | Agency Mortgage-Backed Securities |
| GNCL CL DM1417       | 2068-01-15      | 5.8300%  | 0.0000% | $2480000.00        | $2591273.60        | Agency Mortgage-Backed Securities |
| GNPL PN DH1763       | 2060-04-15      | 5.8100%  | 0.0000% | $388756.00         | $414169.86         | Agency Mortgage-Backed Securities |
| GNPL PN DH1758       | 2060-03-15      | 5.6000%  | 0.0000% | $1295588.00        | $1359032.83        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD1117 | 2052-06-01      | 4.5000%  | 0.0000% | $1367450.00        | $883633.60         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD8238 | 2052-08-01      | 4.5000%  | 0.0000% | $4676776.00        | $3635986.94        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE8668 | 2052-08-01      | 5.0000%  | 0.0000% | $1766080.00        | $1067918.87        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CIQO3711 | 2040-06-01      | 5.0000%  | 0.0000% | $2529980.00        | $2530343.17        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQJ0923 | 2054-08-01      | 6.0000%  | 0.0000% | $7349952.00        | $6588044.26        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD2688 | 2053-04-01      | 5.5000%  | 0.0000% | $199000.00         | $162968.85         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSD7572 | 2054-05-01      | 6.5000%  | 0.0000% | $24100256.00       | $20430458.73       | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD7509 | 2049-11-01      | 3.0000%  | 0.0000% | $14794656.00       | $5104825.17        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD3324 | 2052-08-01      | 3.5000%  | 0.0000% | $1774158.00        | $1454022.71        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZN4056 | 2049-03-01      | 5.5000%  | 0.0000% | $1008754.00        | $165426.47         | Agency Mortgage-Backed Securities |
| FEPC 04.000 3PZN6641 | 2047-12-01      | 4.0000%  | 0.0000% | $3266556.00        | $1358217.71        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLZA0842 | 2032-08-01      | 6.5000%  | 0.0000% | $52297422.00       | $115653.75         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CIQO3458 | 2040-04-01      | 5.0000%  | 0.0000% | $399108.00         | $374483.77         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CIQO2876 | 2039-12-01      | 5.5000%  | 0.0000% | $1137986.00        | $1133463.74        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CIQO2898 | 2039-12-01      | 5.5000%  | 0.0000% | $1822590.00        | $1515015.67        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQJ5530 | 2054-09-01      | 5.5000%  | 0.0000% | $2976260.00        | $2808181.54        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CIQO3775 | 2040-07-01      | 6.0000%  | 0.0000% | $2117612.00        | $2165504.53        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQJ7684 | 2054-11-01      | 4.5000%  | 0.0000% | $1691558.00        | $1626602.12        | Agency Mortgage-Backed Securities |
| GNII SF DM2606 C     | 2055-09-20      | 6.5000%  | 0.0000% | $3210540.00        | $3370117.04        | Agency Mortgage-Backed Securities |
| GNII SF 540678 C     | 2030-07-20      | 3.5000%  | 0.0000% | $1156002.00        | $49833.56          | Agency Mortgage-Backed Securities |
| GNPL PN DF9972       | 2059-11-15      | 4.9800%  | 0.0000% | $503438.00         | $504312.85         | Agency Mortgage-Backed Securities |
| GNII SF MA3735 M     | 2046-06-20      | 3.0000%  | 0.0000% | $64125440.00       | $7480182.05        | Agency Mortgage-Backed Securities |
| GNII SF MA4382 M     | 2047-04-20      | 3.5000%  | 0.0000% | $50000000.00       | $5806293.51        | Agency Mortgage-Backed Securities |
| GNPL PN DF9973       | 2059-11-15      | 4.9800%  | 0.0000% | $339750.00         | $339682.86         | Agency Mortgage-Backed Securities |
| GNII SF MA6995 M     | 2050-11-20      | 2.5000%  | 0.0000% | $1495000.00        | $603050.07         | Agency Mortgage-Backed Securities |
| GNII SF MA6996 M     | 2050-11-20      | 3.0000%  | 0.0000% | $21235808.00       | $7144454.60        | Agency Mortgage-Backed Securities |
| GNII SF MA6740 M     | 2035-08-20      | 2.5000%  | 0.0000% | $900000.00         | $229392.62         | Agency Mortgage-Backed Securities |
| GNII SF MA6658 M     | 2050-05-20      | 4.0000%  | 0.0000% | $9974608.00        | $2058529.17        | Agency Mortgage-Backed Securities |
| GNII SF MA7995 M     | 2038-02-20      | 6.5000%  | 0.0000% | $363456.00         | $203533.38         | Agency Mortgage-Backed Securities |
| GNII SF MA5328 M     | 2048-07-20      | 3.0000%  | 0.0000% | $1979906.00        | $310571.35         | Agency Mortgage-Backed Securities |
| GNII SF MA1010 M     | 2043-04-20      | 2.5000%  | 0.0000% | $2796910.00        | $448134.13         | Agency Mortgage-Backed Securities |
| GNII SP 788188 C     | 2055-09-20      | 5.5000%  | 0.0000% | $65913120.00       | $66612758.47       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQX0931 | 2054-12-01      | 5.0000%  | 0.0000% | $2571392.00        | $2526520.46        | Agency Mortgage-Backed Securities |
| GNII SF 790722 C     | 2055-06-20      | 5.5000%  | 0.0000% | $1561398.00        | $1596019.25        | Agency Mortgage-Backed Securities |
| GNII SF MA8647 M     | 2053-02-20      | 5.0000%  | 0.0000% | $65107456.00       | $51188253.70       | Agency Mortgage-Backed Securities |
| GNII SF MA8021 M     | 2037-05-20      | 4.5000%  | 0.0000% | $141434.00         | $110616.23         | Agency Mortgage-Backed Securities |
| GNAR AF MA7779 M     | 2051-12-20      | 2.0000%  | 0.0000% | $684019.00         | $417442.63         | Agency Mortgage-Backed Securities |
| GNII SF MA7742 M     | 2035-07-20      | 4.5000%  | 0.0000% | $56409.00          | $18379.69          | Agency Mortgage-Backed Securities |
| GNII SF MA7737 M     | 2036-12-20      | 2.0000%  | 0.0000% | $251091.00         | $134938.05         | Agency Mortgage-Backed Securities |
| GNII SF MA6931 M     | 2050-10-20      | 2.5000%  | 0.0000% | $8575000.00        | $3395956.99        | Agency Mortgage-Backed Securities |
| GNII SF MA6409 M     | 2050-01-20      | 3.0000%  | 0.0000% | $30915712.00       | $5561861.50        | Agency Mortgage-Backed Securities |
| GNPL PN DF8938       | 2059-12-15      | 5.4800%  | 0.0000% | $260253.00         | $270064.96         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQZ0438 | 2055-08-01      | 6.5000%  | 0.0000% | $1068588.00        | $1123156.85        | Agency Mortgage-Backed Securities |
| GNPL PN DF4296       | 2060-05-15      | 5.3900%  | 0.0000% | $9000000.00        | $9317218.43        | Agency Mortgage-Backed Securities |
| GNPL PN DA0297       | 2059-06-15      | 5.9800%  | 0.0000% | $99953.00          | $106995.48         | Agency Mortgage-Backed Securities |

### Security 668: WELLS FARGO BANK NA

- **C.1 - Title:** WELLS FARGO BANK NA 4.170000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1B88F1, C.3 - LEI: KB1H1DSPRFMYMCUFXT09, C.5 - Other ID: ARP1B88F1
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| FNMS 04.500 CLBJ3507     | 2047-11-01      | 4.5000%  | 0.0000% | $2122443.00        | $917924.26         | Agency Mortgage-Backed Securities   |
| FNMS 03.500 CRAT6319     | 2043-06-01      | 3.5000%  | 0.0000% | $6600000.00        | $1215962.28        | Agency Mortgage-Backed Securities   |
| Fannie Mae               | 2027-05-15      | 0.0000%  | 0.0000% | $2920000.00        | $2747130.16        | Agency Debentures and Agency Strips |
| Fannie Mae               | 2026-04-24      | 2.1250%  | 0.0000% | $400000.00         | $399789.73         | Agency Debentures and Agency Strips |
| Farm Federal Credit Bank | 2036-05-20      | 3.0400%  | 0.0000% | $5180000.00        | $4539118.89        | Agency Debentures and Agency Strips |
| 4.00 FHLB 33 FU          | 2033-06-10      | 4.0000%  | 0.0000% | $17090000.00       | $17190527.18       | Agency Debentures and Agency Strips |
| 2.50 FHLB 41 AS          | 2041-12-13      | 2.5000%  | 0.0000% | $5000000.00        | $3568602.78        | Agency Debentures and Agency Strips |
| 3.625 FHLB 37 BE         | 2037-06-12      | 3.6250%  | 0.0000% | $6815000.00        | $6284077.42        | Agency Debentures and Agency Strips |
| Farm Federal Credit Bank | 2036-02-26      | 3.1250%  | 0.0000% | $6000000.00        | $5324888.33        | Agency Debentures and Agency Strips |
| Farm Federal Credit Bank | 2034-09-27      | 2.4000%  | 0.0000% | $721000.00         | $610175.09         | Agency Debentures and Agency Strips |
| Farm Federal Credit Bank | 2036-02-19      | 3.3000%  | 0.0000% | $5000000.00        | $4511341.67        | Agency Debentures and Agency Strips |
| Farm Federal Credit Bank | 2037-02-25      | 3.5700%  | 0.0000% | $5000000.00        | $4559704.17        | Agency Debentures and Agency Strips |
| FNMS 03.500 CLAB4888     | 2042-04-01      | 3.5000%  | 0.0000% | $8831843.00        | $1592383.54        | Agency Mortgage-Backed Securities   |
| FNMS 04.500 CLCA2339     | 2048-09-01      | 4.5000%  | 0.0000% | $123583786.00      | $26727245.87       | Agency Mortgage-Backed Securities   |
| FNMS 03.500 CLCA0244     | 2047-08-01      | 3.5000%  | 0.0000% | $45001604.00       | $12531261.49       | Agency Mortgage-Backed Securities   |
| FNMS 06.000 CLBY7307     | 2053-09-01      | 6.0000%  | 0.0000% | $721396.00         | $591355.49         | Agency Mortgage-Backed Securities   |
| FNMS 03.500 CLAL4434     | 2043-02-01      | 3.5000%  | 0.0000% | $59194740.00       | $10289480.78       | Agency Mortgage-Backed Securities   |
| Fannie Mae               | 2037-07-15      | 5.6250%  | 0.0000% | $12434000.00       | $13867002.96       | Agency Debentures and Agency Strips |
| FNMS 02.000 CLCB1107     | 2046-07-01      | 2.0000%  | 0.0000% | $75398000.00       | $48685287.61       | Agency Mortgage-Backed Securities   |
| FNMS 06.000 CLMA5647     | 2055-03-01      | 6.0000%  | 0.0000% | $1837467.00        | $1737583.13        | Agency Mortgage-Backed Securities   |
| FNMS 04.000 CLCA3717     | 2049-06-01      | 4.0000%  | 0.0000% | $154145594.00      | $38624921.83       | Agency Mortgage-Backed Securities   |
| FNMS 03.500 CLAS8121     | 2046-10-01      | 3.5000%  | 0.0000% | $64051023.00       | $15903860.71       | Agency Mortgage-Backed Securities   |
| TVIN 01/15/34            | 2034-01-15      | 0.0000%  | 0.0000% | $469000.00         | $328271.86         | Agency Debentures and Agency Strips |
| TVIN 03/15/36            | 2036-03-15      | 0.0000%  | 0.0000% | $4954000.00        | $3050985.30        | Agency Debentures and Agency Strips |
| 4.875 TVBD 35 B          | 2035-05-15      | 4.8750%  | 0.0000% | $47000000.00       | $49288187.15       | Agency Debentures and Agency Strips |
| FNMS 06.000 CLMA5701     | 2055-05-01      | 6.0000%  | 0.0000% | $1547707.00        | $1501427.33        | Agency Mortgage-Backed Securities   |
| Freddie Mac              | 2032-10-29      | 1.5000%  | 0.0000% | $10000000.00       | $8443716.67        | Agency Debentures and Agency Strips |
| 5.125 FHLB 38 D          | 2038-06-11      | 5.1250%  | 0.0000% | $5000000.00        | $5325856.81        | Agency Debentures and Agency Strips |
| FHDN 12/10/25            | 2025-12-10      | 0.0000%  | 0.0000% | $1330000.00        | $1319719.10        | Agency Debentures and Agency Strips |
| 4.875 FHLB 37 CA         | 2037-09-11      | 4.8750%  | 0.0000% | $5000000.00        | $5163394.58        | Agency Debentures and Agency Strips |
| 5.25 FHLB 44 AY          | 2044-03-11      | 5.2500%  | 0.0000% | $6165000.00        | $6366532.82        | Agency Debentures and Agency Strips |
| 4.75 FHLB 34 HS          | 2034-03-10      | 4.7500%  | 0.0000% | $20000000.00       | $20780117.78       | Agency Debentures and Agency Strips |
| TVIN 04/01/26            | 2026-04-01      | 0.0000%  | 0.0000% | $987000.00         | $966796.11         | Agency Debentures and Agency Strips |
| FNMS 04.500 CLCA3058     | 2049-02-01      | 4.5000%  | 0.0000% | $150161950.00      | $28130802.09       | Agency Mortgage-Backed Securities   |
| FNMS 07.000 CLCB7819     | 2054-01-01      | 7.0000%  | 0.0000% | $26378000.00       | $22137762.16       | Agency Mortgage-Backed Securities   |
| FNMS 06.000 CLCB9809     | 2055-01-01      | 6.0000%  | 0.0000% | $33277000.00       | $32508275.47       | Agency Mortgage-Backed Securities   |
| FNMS 05.500 CLCB8989     | 2054-08-01      | 5.5000%  | 0.0000% | $150805263.00      | $144192485.01      | Agency Mortgage-Backed Securities   |
| FNMS 06.000 CLDA5003     | 2053-11-01      | 6.0000%  | 0.0000% | $399441.00         | $242075.93         | Agency Mortgage-Backed Securities   |
| FNMS 06.000 CLDB0970     | 2054-04-01      | 6.0000%  | 0.0000% | $10168375.00       | $9817682.38        | Agency Mortgage-Backed Securities   |
| FNMS 06.000 CLDB3788     | 2054-05-01      | 6.0000%  | 0.0000% | $1311838.00        | $1217499.46        | Agency Mortgage-Backed Securities   |
| 03.500 FGPC Z40288 G     | 2055-09-01      | 3.5000%  | 0.0000% | $54853650.00       | $50991319.15       | Agency Mortgage-Backed Securities   |
| FHDN 11/28/25            | 2025-11-28      | 0.0000%  | 0.0000% | $105000.00         | $104330.10         | Agency Debentures and Agency Strips |
| FKAR 04.250 WNWN2623     | 2031-09-01      | 4.2500%  | 0.0000% | $3000000.00        | $2999158.83        | Agency Mortgage-Backed Securities   |
| FHDN 10/17/25            | 2025-10-17      | 0.0000%  | 0.0000% | $1264000.00        | $1261472.00        | Agency Debentures and Agency Strips |
| TVIN 01/15/37            | 2037-01-15      | 0.0000%  | 0.0000% | $2322000.00        | $1368284.94        | Agency Debentures and Agency Strips |
| 4.250 TVBD 52 A          | 2052-09-15      | 4.2500%  | 0.0000% | $4750000.00        | $4073228.71        | Agency Debentures and Agency Strips |
| TVIN 10/01/27            | 2027-10-01      | 0.0000%  | 0.0000% | $312000.00         | $289223.38         | Agency Debentures and Agency Strips |
| TVIN 12/15/31            | 2031-12-15      | 0.0000%  | 0.0000% | $421000.00         | $323845.41         | Agency Debentures and Agency Strips |
| 3.315 FHLB 35 Y          | 2035-11-13      | 3.3150%  | 0.0000% | $12900000.00       | $11866302.58       | Agency Debentures and Agency Strips |
| 3.375 FHLB 32 GY         | 2032-09-10      | 3.3750%  | 0.0000% | $5000000.00        | $4780275.00        | Agency Debentures and Agency Strips |
| 6.750 TVBD GB 25 E       | 2025-11-01      | 6.7500%  | 0.0000% | $34000.00          | $35013.42          | Agency Debentures and Agency Strips |
| TVIN 03/15/32            | 2032-03-15      | 0.0000%  | 0.0000% | $110000.00         | $83673.04          | Agency Debentures and Agency Strips |
| FNMS 04.000 CLBK7727     | 2048-07-01      | 4.0000%  | 0.0000% | $5135915.00        | $1597714.94        | Agency Mortgage-Backed Securities   |
| FNMS 06.000 CLFS5833     | 2053-10-01      | 6.0000%  | 0.0000% | $28101249.00       | $22834905.56       | Agency Mortgage-Backed Securities   |
| Farm Federal Credit Bank | 2036-12-22      | 1.9800%  | 0.0000% | $21340000.00       | $16563681.20       | Agency Debentures and Agency Strips |
| Farm Federal Credit Bank | 2032-04-12      | 2.9000%  | 0.0000% | $10000000.00       | $9481133.33        | Agency Debentures and Agency Strips |
| Farm Federal Credit Bank | 2025-12-19      | 4.2500%  | 0.0000% | $227000.00         | $229736.17         | Agency Debentures and Agency Strips |
| Fannie Mae               | 2025-10-27      | 0.5400%  | 0.0000% | $25000.00          | $24988.95          | Agency Debentures and Agency Strips |
| Fannie Mae               | 2031-03-15      | 0.0000%  | 0.0000% | $2580000.00        | $2076314.34        | Agency Debentures and Agency Strips |
| Farm Federal Credit Bank | 2037-04-28      | 3.3300%  | 0.0000% | $7500000.00        | $6804090.00        | Agency Debentures and Agency Strips |
| Farm Federal Credit Bank | 2036-04-21      | 1.9800%  | 0.0000% | $6500000.00        | $5165062.50        | Agency Debentures and Agency Strips |
| Farm Federal Credit Bank | 2034-08-01      | 3.6900%  | 0.0000% | $2031000.00        | $1943824.40        | Agency Debentures and Agency Strips |
| Farm Federal Credit Bank | 2036-01-04      | 3.4800%  | 0.0000% | $1520000.00        | $1405047.47        | Agency Debentures and Agency Strips |
| Farm Federal Credit Bank | 2037-02-23      | 2.6600%  | 0.0000% | $25000000.00       | $20824347.22       | Agency Debentures and Agency Strips |
| Farm Federal Credit Bank | 2037-03-30      | 3.0800%  | 0.0000% | $10000000.00       | $8552200.00        | Agency Debentures and Agency Strips |
| Fannie Mae               | 2033-10-03      | 0.0000%  | 0.0000% | $679000.00         | $478362.29         | Agency Debentures and Agency Strips |
| Farm Federal Credit Bank | 2036-10-06      | 2.0800%  | 0.0000% | $30000000.00       | $23827900.00       | Agency Debentures and Agency Strips |
| Farm Federal Credit Bank | 2036-12-26      | 3.2100%  | 0.0000% | $7000000.00        | $6211601.67        | Agency Debentures and Agency Strips |
| Freddie Mac              | 2032-10-29      | 1.3000%  | 0.0000% | $4620000.00        | $3837015.23        | Agency Debentures and Agency Strips |
| FHDN 02/02/26            | 2026-02-02      | 0.0000%  | 0.0000% | $8342000.00        | $8231643.68        | Agency Debentures and Agency Strips |
| 3.50 FHLB 35 M           | 2035-06-01      | 3.5000%  | 0.0000% | $6000000.00        | $5631536.67        | Agency Debentures and Agency Strips |
| 3.60 FHLB 38 U           | 2038-05-10      | 3.6000%  | 0.0000% | $15000000.00       | $13807800.00       | Agency Debentures and Agency Strips |
| FNMS 05.500 CLBX8127     | 2053-04-01      | 5.5000%  | 0.0000% | $50000000.00       | $40468465.20       | Agency Mortgage-Backed Securities   |
| FNMS 02.500 ZLFP0135     | 2043-08-01      | 2.5000%  | 0.0000% | $41300744.00       | $37356105.36       | Agency Mortgage-Backed Securities   |
| FNAR XX.XXX SOBM7224     | 2053-06-01      | 5.0970%  | 0.0000% | $15367011.00       | $13433137.89       | Agency Mortgage-Backed Securities   |
| FNMS 05.500 CLDE0229     | 2055-06-01      | 5.5000%  | 0.0000% | $1536587.00        | $1558839.54        | Agency Mortgage-Backed Securities   |
| FNMS 05.000 CLBW4951     | 2053-02-01      | 5.0000%  | 0.0000% | $14182467.00       | $10335002.08       | Agency Mortgage-Backed Securities   |
| FNMS 06.000 CLMA5674     | 2055-04-01      | 6.0000%  | 0.0000% | $948062.00         | $912539.12         | Agency Mortgage-Backed Securities   |
| FNMS 04.000 CLAB4604     | 2042-03-01      | 4.0000%  | 0.0000% | $19249671.00       | $1264376.13        | Agency Mortgage-Backed Securities   |
| FNMS 06.000 CLDC1999     | 2054-09-01      | 6.0000%  | 0.0000% | $3277039.00        | $3108558.78        | Agency Mortgage-Backed Securities   |
| FNMS 06.000 CLDB5991     | 2054-06-01      | 6.0000%  | 0.0000% | $1366653.00        | $1337292.49        | Agency Mortgage-Backed Securities   |
| FNMS 05.500 CLBW9762     | 2053-05-01      | 5.5000%  | 0.0000% | $20554607.00       | $15497455.59       | Agency Mortgage-Backed Securities   |
| FNMS 03.500 CLCB3253     | 2052-04-01      | 3.5000%  | 0.0000% | $39072065.00       | $26683937.06       | Agency Mortgage-Backed Securities   |
| TVIN 03/15/26            | 2026-03-15      | 0.0000%  | 0.0000% | $2051000.00        | $2012031.00        | Agency Debentures and Agency Strips |
| TVIN 09/15/27            | 2027-09-15      | 0.0000%  | 0.0000% | $1313000.00        | $1219196.65        | Agency Debentures and Agency Strips |
| 4.875 FHLB 31 SV         | 2031-09-12      | 4.8750%  | 0.0000% | $15825000.00       | $16650392.44       | Agency Debentures and Agency Strips |
| Freddie Mac              | 2026-02-25      | 0.6600%  | 0.0000% | $2000000.00        | $1975013.33        | Agency Debentures and Agency Strips |
| 4.75 FHLB 25 35          | 2025-12-12      | 4.7500%  | 0.0000% | $105000.00         | $106631.70         | Agency Debentures and Agency Strips |
| 2.50 FHLB 39 UU          | 2039-12-09      | 2.5000%  | 0.0000% | $765000.00         | $589954.48         | Agency Debentures and Agency Strips |
| 3.125 FHLB 37 AW         | 2037-03-13      | 3.1250%  | 0.0000% | $3805000.00        | $3313377.62        | Agency Debentures and Agency Strips |
| 5.00 FHLB 39 BQ          | 2039-03-11      | 5.0000%  | 0.0000% | $58935000.00       | $61119890.71       | Agency Debentures and Agency Strips |
| FNMS 04.500 CLCB6510     | 2053-06-01      | 4.5000%  | 0.0000% | $35790860.00       | $29840351.87       | Agency Mortgage-Backed Securities   |
| FNMS 06.000 CLCB9008     | 2054-08-01      | 6.0000%  | 0.0000% | $200811352.00      | $186765061.55      | Agency Mortgage-Backed Securities   |
| FNMS 06.000 CLDA1604     | 2053-11-01      | 6.0000%  | 0.0000% | $800000.00         | $690978.06         | Agency Mortgage-Backed Securities   |
| FNMS 06.000 CLDC7035     | 2054-12-01      | 6.0000%  | 0.0000% | $9027051.00        | $8374802.91        | Agency Mortgage-Backed Securities   |
| FNMS 05.500 CLFA1562     | 2055-04-01      | 5.5000%  | 0.0000% | $63283862.00       | $62394603.05       | Agency Mortgage-Backed Securities   |
| FNMS 06.500 CLDA4246     | 2053-12-01      | 6.5000%  | 0.0000% | $4649528.00        | $3678478.95        | Agency Mortgage-Backed Securities   |
| FNMS 06.500 CLDA4708     | 2053-12-01      | 6.5000%  | 0.0000% | $3690138.00        | $3277464.63        | Agency Mortgage-Backed Securities   |
| FNAR XX.XXX HYAN3417     | 2026-11-01      | 2.4400%  | 0.0000% | $2000000.00        | $1972075.11        | Agency Mortgage-Backed Securities   |
| FNMS 04.500 CLCA7778     | 2050-11-01      | 4.5000%  | 0.0000% | $5333505.00        | $2477872.33        | Agency Mortgage-Backed Securities   |
| FNMS 03.000 CLBV4151     | 2052-03-01      | 3.0000%  | 0.0000% | $27272956.00       | $18629432.01       | Agency Mortgage-Backed Securities   |
| FNMS 02.500 CLMA4493     | 2051-12-01      | 2.5000%  | 0.0000% | $239817835.00      | $154695063.69      | Agency Mortgage-Backed Securities   |
| FNMS 06.000 CLCB9057     | 2054-08-01      | 6.0000%  | 0.0000% | $226277468.00      | $212667964.69      | Agency Mortgage-Backed Securities   |
| FHDN 10/29/25            | 2025-10-29      | 0.0000%  | 0.0000% | $212000.00         | $211294.04         | Agency Debentures and Agency Strips |
| FHDN 02/10/26            | 2026-02-10      | 0.0000%  | 0.0000% | $23559000.00       | $23227854.70       | Agency Debentures and Agency Strips |
| FKAR 04.750 WNWN0179     | 2045-01-01      | 4.7500%  | 0.0000% | $10000000.00       | $9609513.89        | Agency Mortgage-Backed Securities   |
| Fannie Mae               | 2032-07-15      | 0.0000%  | 0.0000% | $26964000.00       | $20398589.57       | Agency Debentures and Agency Strips |
| 3.80 FHLB 35 R           | 2035-06-29      | 3.8000%  | 0.0000% | $11910000.00       | $11426162.87       | Agency Debentures and Agency Strips |
| 1.375 FHLB 35 AY         | 2035-03-09      | 1.3750%  | 0.0000% | $3000000.00        | $2281158.25        | Agency Debentures and Agency Strips |
| 2.60 FHLB 25 VJ          | 2025-12-04      | 2.6000%  | 0.0000% | $11975000.00       | $12041195.14       | Agency Debentures and Agency Strips |
| 2.98 FHLB 25 YQ          | 2025-12-03      | 2.9800%  | 0.0000% | $1820000.00        | $1833713.70        | Agency Debentures and Agency Strips |
| 3.75 FHLB 38 X           | 2038-06-11      | 3.7500%  | 0.0000% | $10000000.00       | $9317041.67        | Agency Debentures and Agency Strips |
| FNMS 04.000 CLAS0419     | 2043-09-01      | 4.0000%  | 0.0000% | $6773028.00        | $1032247.23        | Agency Mortgage-Backed Securities   |
| FNAR XX.XXX H2AN3800     | 2027-04-01      | 2.6200%  | 0.0000% | $3000000.00        | $2479793.35        | Agency Mortgage-Backed Securities   |
| 5.00 FHLB 28 XX          | 2028-06-09      | 5.0000%  | 0.0000% | $80000.00          | $83830.13          | Agency Debentures and Agency Strips |
| FNMS 03.500 CLAL2158     | 2042-04-01      | 3.5000%  | 0.0000% | $88577740.00       | $11281940.30       | Agency Mortgage-Backed Securities   |
| FNMS 06.000 CLDD0835     | 2055-01-01      | 6.0000%  | 0.0000% | $2059289.00        | $2056757.59        | Agency Mortgage-Backed Securities   |
| FNMS 03.500 CLAL8746     | 2046-06-01      | 3.5000%  | 0.0000% | $79870940.00       | $16476210.52       | Agency Mortgage-Backed Securities   |
| Farm Federal Credit Bank | 2036-07-07      | 2.6000%  | 0.0000% | $5940000.00        | $4989982.80        | Agency Debentures and Agency Strips |
| Farm Federal Credit Bank | 2036-08-11      | 3.4600%  | 0.0000% | $6786000.00        | $6181363.63        | Agency Debentures and Agency Strips |
| Farm Federal Credit Bank | 2032-05-19      | 3.3000%  | 0.0000% | $10000000.00       | $9663283.33        | Agency Debentures and Agency Strips |
| Farm Federal Credit Bank | 2025-10-28      | 1.9500%  | 0.0000% | $50000.00          | $50327.17          | Agency Debentures and Agency Strips |
| FNMS 05.000 CLFA2292     | 2055-08-01      | 5.0000%  | 0.0000% | $165178087.00      | $163721361.60      | Agency Mortgage-Backed Securities   |
| FNMS 04.500 CLCA2776     | 2048-12-01      | 4.5000%  | 0.0000% | $9854607.00        | $2422581.40        | Agency Mortgage-Backed Securities   |
| FNMS 04.000 CLAK6757     | 2042-03-01      | 4.0000%  | 0.0000% | $170000000.00      | $11062271.28       | Agency Mortgage-Backed Securities   |
| Farm Federal Credit Bank | 2038-01-13      | 4.3750%  | 0.0000% | $500000.00         | $495792.82         | Agency Debentures and Agency Strips |
| Farm Federal Credit Bank | 2026-06-23      | 4.3750%  | 0.0000% | $1000000.00        | $1015751.19        | Agency Debentures and Agency Strips |
| Farm Federal Credit Bank | 2039-08-03      | 4.8400%  | 0.0000% | $733000.00         | $740706.27         | Agency Debentures and Agency Strips |
| Farm Federal Credit Bank | 2041-09-16      | 3.3100%  | 0.0000% | $7120000.00        | $5784695.42        | Agency Debentures and Agency Strips |
| Farm Federal Credit Bank | 2037-01-26      | 3.1900%  | 0.0000% | $6900000.00        | $6082840.67        | Agency Debentures and Agency Strips |
| Farm Federal Credit Bank | 2037-09-08      | 4.0000%  | 0.0000% | $6716000.00        | $6395663.22        | Agency Debentures and Agency Strips |
| Farm Federal Credit Bank | 2038-01-26      | 3.3100%  | 0.0000% | $7300000.00        | $6401183.44        | Agency Debentures and Agency Strips |
| TVIN 06/15/32            | 2032-06-15      | 0.0000%  | 0.0000% | $662000.00         | $498254.96         | Agency Debentures and Agency Strips |
| TVIN 03/15/33            | 2033-03-15      | 0.0000%  | 0.0000% | $2535000.00        | $1849660.22        | Agency Debentures and Agency Strips |

### Security 669: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** WELLS FARGO SECURITIES LLC 4.710000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1B8AM3, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: ARP1B8AM3
- **C.18 - Value (incl. sponsor support):** $782757814.80
- **C.18.a - Value (excl. sponsor support):** $782757814.80
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2026-04-22
- **C.12 - Maturity Date (WAL):** 2026-04-22
- **C.13 - Final Legal Maturity Date:** 2026-04-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                  |
|:---|:---|:---|:---|:---|:---|:---|
| NGPL PIPECO LLC                SR GLBL 3 144A37 | 2037-12-15      | 7.7680%  | 0.0000% | $11000.00          | $12964.67          | Corporate Debt Securities |
| NLG GLOBAL FDG                 -20251 144A NT30 | 2030-01-23      | 5.4000%  | 0.0000% | $879000.00         | $920084.46         | Corporate Debt Securities |
| HEALTH CARE SVC CORP           SR GLBL 144A 54  | 2054-06-15      | 5.8750%  | 0.0000% | $5000.00           | $5015.28           | Corporate Debt Securities |
| NASDAQ INC                     CR SEN SR NT 50  | 2050-04-28      | 3.2500%  | 0.0000% | $170000.00         | $121463.68         | Corporate Debt Securities |
| HEALTHPEAK OP LLC              SR GLBL NT3.5%29 | 2029-07-15      | 3.5000%  | 0.0000% | $2057000.00        | $2009219.32        | Corporate Debt Securities |
| INTER-AMERICAN INVESTMENT CORP GLBL NT 4.25%29  | 2029-02-14      | 4.2500%  | 0.0000% | $254000.00         | $258488.32         | Corporate Debt Securities |
| INTERCONTINENTAL EXCHANGE INC  SR GLBL NT 28    | 2028-09-01      | 3.6250%  | 0.0000% | $257000.00         | $252338.57         | Corporate Debt Securities |
| HYUNDAI CAP AMER               SR REGS NT5.4%31 | 2031-06-24      | 5.4000%  | 0.0000% | $8584000.00        | $8964872.08        | Corporate Debt Securities |
| MID-AMERICA APTS LP            SR GLBL NT 4%25  | 2025-11-15      | 4.0000%  | 0.0000% | $34000.00          | $34469.88          | Corporate Debt Securities |
| TYCO ELECTRONICS GROUP S A     SR GLBL NT2.5%32 | 2032-02-04      | 2.5000%  | 0.0000% | $1327000.00        | $1193966.78        | Corporate Debt Securities |
| MERCEDES-BENZ FIN NORTH AMER   144A NT 4.75%27  | 2027-08-01      | 4.7500%  | 0.0000% | $997000.00         | $1015578.82        | Corporate Debt Securities |
| GLENCORE FDG LLC               SR 144A NT 27    | 2027-10-27      | 3.8750%  | 0.0000% | $20000.00          | $20168.58          | Corporate Debt Securities |
| PEPSICO SINGAPORE FING I PTE L SR NT 4.7%34     | 2034-02-16      | 4.7000%  | 0.0000% | $7000.00           | $7067.02           | Corporate Debt Securities |
| PACIFIC GAS & ELEC CO          1M GLBL 31 NT 40 | 2040-07-01      | 4.5000%  | 0.0000% | $37000.00          | $32480.63          | Corporate Debt Securities |
| PHYSICIANS RLTY LP             SR GLBL NT 28    | 2028-01-15      | 3.9500%  | 0.0000% | $377000.00         | $377041.16         | Corporate Debt Securities |
| VIRGINIA ELEC & PWR CO         SR GLBL -B NT 48 | 2048-12-01      | 4.6000%  | 0.0000% | $25000.00          | $22236.64          | Corporate Debt Securities |
| T MOBILE USA INC               SR GLBL NT 54    | 2054-01-15      | 5.7500%  | 0.0000% | $2287000.00        | $2323247.04        | Corporate Debt Securities |
| INTERCONTINENTAL EXCHANGE INC  SR GLBL NT5.2%62 | 2062-06-15      | 5.2000%  | 0.0000% | $40000.00          | $37451.59          | Corporate Debt Securities |
| RENAISSANCERE HLDGS LTD        SR GLBL NT 33    | 2033-06-05      | 5.7500%  | 0.0000% | $95000.00          | $101555.77         | Corporate Debt Securities |
| NUVEEN LLC                     SR GLBL 144A 30  | 2030-01-15      | 5.5500%  | 0.0000% | $18261000.00       | $19286035.58       | Corporate Debt Securities |
| REXFORD INDUSTRIAL REALTY L P  SR GLBL NT 31    | 2031-09-01      | 2.1500%  | 0.0000% | $10747000.00       | $9362807.30        | Corporate Debt Securities |
| MORGAN STANLEY PRIVATE BK NATL SR NT 4.734%31   | 2031-07-18      | 4.7340%  | 0.0000% | $454000.00         | $465505.95         | Corporate Debt Securities |
| LPL HLDGS INC                  SR GLBL NT5.7%27 | 2027-05-20      | 5.7000%  | 0.0000% | $8000.00           | $8312.59           | Corporate Debt Securities |
| NATIONAL RURAL UTILS COOP FIN  SUB GLBL BD 32   | 2032-12-15      | 4.1500%  | 0.0000% | $550000.00         | $542610.29         | Corporate Debt Securities |
| CHUBB INA HLDGS INC            SR GLBL NT 30    | 2030-09-15      | 1.3750%  | 0.0000% | $89000.00          | $78028.34          | Corporate Debt Securities |
| BURLINGTON NORTHN SANTA FE CP  SR DEB 6.15%37   | 2037-05-01      | 6.1500%  | 0.0000% | $6000.00           | $6830.37           | Corporate Debt Securities |
| BURLINGTON NORTHN SANTA FE CP  SR GLBL DEB 48   | 2048-06-15      | 4.0500%  | 0.0000% | $35000.00          | $29240.14          | Corporate Debt Securities |
| BURLINGTON NORTHN SANTA FE CP  SR DEB 7%25      | 2025-12-15      | 7.0000%  | 0.0000% | $10000.00          | $10258.37          | Corporate Debt Securities |
| CDW LLC / CDW FIN CORP         SR GLBL NT 28    | 2028-12-01      | 3.2760%  | 0.0000% | $37000.00          | $36133.42          | Corporate Debt Securities |
| BP CAP MKTS AMER INC           GLBL NT 3.06%41  | 2041-06-17      | 3.0600%  | 0.0000% | $911000.00         | $702977.70         | Corporate Debt Securities |
| BOSTON PPTYS LTD PARTNERSHIP   SR GLBL NT 27    | 2027-12-01      | 6.7500%  | 0.0000% | $807000.00         | $864839.71         | Corporate Debt Securities |
| BRITISH COLUMBIA PROV CDA      GLBL BCUSG-18 35 | 2035-06-11      | 4.8000%  | 0.0000% | $5196000.00        | $5396427.04        | Corporate Debt Securities |
| BP CAP MKTS AMER INC           GLBL NT 4.699%29 | 2029-04-10      | 4.6990%  | 0.0000% | $130000.00         | $135255.86         | Corporate Debt Securities |
| BOSTON GAS CO                  SR GLBL 144A 35  | 2035-01-10      | 5.8430%  | 0.0000% | $120000.00         | $128698.13         | Corporate Debt Securities |
| BRIGHTHOUSE FINL INC           SR GLBL NT 51    | 2051-12-22      | 3.8500%  | 0.0000% | $9634000.00        | $6449390.32        | Corporate Debt Securities |
| ARES STRATEGIC INCOME FD       SR GLBL NT5.7%28 | 2028-03-15      | 5.7000%  | 0.0000% | $2000.00           | $2032.67           | Corporate Debt Securities |
| AVIATION CAP GROUP LLC         SR GLBL 144A 27  | 2027-04-14      | 4.7500%  | 0.0000% | $254000.00         | $261323.24         | Corporate Debt Securities |
| COUSINS PPTYS LP               SR GLBL NT 30    | 2030-07-15      | 5.2500%  | 0.0000% | $25654000.00       | $26679518.65       | Corporate Debt Securities |
| COLUMBIA PIPELINES HLDG CO LLC SR 144A NT 28    | 2028-08-15      | 6.0420%  | 0.0000% | $78000.00          | $81935.29          | Corporate Debt Securities |
| CONOCOPHILLIPS COMPANY         SR GLBL NT4.3%44 | 2044-11-15      | 4.3000%  | 0.0000% | $62000.00          | $54754.99          | Corporate Debt Securities |
| BURLINGTON NORTHN SANTA FE CP  SR GLBL DEB 41   | 2041-03-01      | 5.0500%  | 0.0000% | $18000.00          | $17833.65          | Corporate Debt Securities |
| DUKE ENERGY PROGRESS LLC       1M GLBL BD 53    | 2053-03-15      | 5.3500%  | 0.0000% | $75000.00          | $73529.94          | Corporate Debt Securities |
| BURLINGTON NORTHN SANTA FE CP  SR GLBL DEB 43   | 2043-09-01      | 5.1500%  | 0.0000% | $12000.00          | $11874.10          | Corporate Debt Securities |
| EUROPEAN INVT BK               GLBL NT 1.25%31  | 2031-02-14      | 1.2500%  | 0.0000% | $2045000.00        | $1794604.52        | Corporate Debt Securities |
| CUBESMART L P                  SR GLBL NT 4%25  | 2025-11-15      | 4.0000%  | 0.0000% | $465000.00         | $471333.30         | Corporate Debt Securities |
| DTE ELEC CO                    1M GLBL -B BD 53 | 2053-04-01      | 5.4000%  | 0.0000% | $98000.00          | $100020.76         | Corporate Debt Securities |
| DELL INTL LLC/EMC CORP         CR SEN SR SEC 36 | 2036-07-15      | 8.1000%  | 0.0000% | $120000.00         | $148227.00         | Corporate Debt Securities |
| ESSEX PORTFOLIO L P            SR GLBL NT4.5%48 | 2048-03-15      | 4.5000%  | 0.0000% | $4854000.00        | $4213199.19        | Corporate Debt Securities |
| DTE ELEC CO                    1M GLBL -C BD 31 | 2031-03-01      | 2.6250%  | 0.0000% | $152000.00         | $139874.14         | Corporate Debt Securities |
| EUROPEAN INVT BK               SR GLBL NT 30    | 2030-09-23      | 0.7500%  | 0.0000% | $28000.00          | $24163.88          | Corporate Debt Securities |
| DOW CHEMICAL CO                SR GLBL NT4.8%49 | 2049-05-15      | 4.8000%  | 0.0000% | $35000.00          | $29251.95          | Corporate Debt Securities |
| CONOCOPHILLIPS COMPANY         SR GLBL NT 33    | 2033-09-15      | 5.0500%  | 0.0000% | $22000.00          | $22731.59          | Corporate Debt Securities |
| CONSTELLATION ENERGY GENERATI  SR GLBL NT 34    | 2034-01-15      | 6.1250%  | 0.0000% | $18000.00          | $19830.43          | Corporate Debt Securities |
| ENTERPRISE PRODS OPER LLC      GLBL NT 4.85%34  | 2034-01-31      | 4.8500%  | 0.0000% | $714000.00         | $726254.62         | Corporate Debt Securities |
| NORTHROP GRUMMAN CORP          SR GLBL DEB 31   | 2031-02-15      | 7.7500%  | 0.0000% | $757000.00         | $881729.00         | Corporate Debt Securities |
| WYNNTON FDG TR II              SR 144A NT 55    | 2055-08-15      | 5.9910%  | 0.0000% | $15295000.00       | $15848552.82       | Corporate Debt Securities |
| REGENCY CTRS L P               SR GLBL NT 29    | 2029-09-15      | 2.9500%  | 0.0000% | $5000.00           | $4780.30           | Corporate Debt Securities |
| AMERICAN HOMES 4 RENT L P      SR GLBL NT 28    | 2028-02-15      | 4.2500%  | 0.0000% | $5000.00           | $5013.01           | Corporate Debt Securities |
| ANHEUSER-BUSCH INBEV WLDW INC  SR GLBL NT 42    | 2042-01-15      | 4.9500%  | 0.0000% | $190000.00         | $185136.48         | Corporate Debt Securities |
| ATHENE HOLDING LTD             JR SB GLBL DB 54 | 2054-10-15      | 6.6250%  | 0.0000% | $215000.00         | $223861.14         | Corporate Debt Securities |
| ASTRAZENECA FINANCE LLC        GLBL NT 4.875%33 | 2033-03-03      | 4.8750%  | 0.0000% | $289000.00         | $298729.55         | Corporate Debt Securities |
| AMERICAN FINANCIAL GROUP INC   SR GLBL NT4.5%47 | 2047-06-15      | 4.5000%  | 0.0000% | $50000.00          | $42944.75          | Corporate Debt Securities |
| ASSURED GTY US HLDGS INC       SR GLBL NT 31    | 2031-06-15      | 3.1500%  | 0.0000% | $47000.00          | $44510.76          | Corporate Debt Securities |
| ANHEUSER-BUSCH INBEV WLDW INC  SR GLBL NT5.8%59 | 2059-01-23      | 5.8000%  | 0.0000% | $163000.00         | $172350.40         | Corporate Debt Securities |
| MONTEFIORE MED CTR NEW YORK    TAX BD AGM-CR 48 | 2048-11-01      | 5.2460%  | 0.0000% | $1040000.00        | $966235.52         | Corporate Debt Securities |
| PROLOGIS L P                   SR GLBL NT 35    | 2035-05-15      | 5.2500%  | 0.0000% | $83000.00          | $87314.69          | Corporate Debt Securities |
| PLAINS ALL AMERN PIPELINE L P  SR GLBL NT 29    | 2029-12-15      | 3.5500%  | 0.0000% | $20000.00          | $19507.68          | Corporate Debt Securities |
| BANK AMERICA CORP              SUB GLBL NT 26   | 2026-09-15      | 6.2200%  | 0.0000% | $1885000.00        | $1925153.64        | Corporate Debt Securities |
| MORGAN STANLEY                 PERP JR GLBL -M  | 2099-12-31      | 5.8750%  | 0.0000% | $30000.00          | $29980.44          | Corporate Debt Securities |
| HUNTINGTON BANCSHARES INC      SUB GLBL NT 39   | 2039-11-18      | 6.1410%  | 0.0000% | $71000.00          | $75598.46          | Corporate Debt Securities |
| TAKEDA US FING INC             SR GLBL NT5.2%35 | 2035-07-07      | 5.2000%  | 0.0000% | $532000.00         | $548263.83         | Corporate Debt Securities |
| TSMC ARIZ CORP                 SR GLBL NT 26    | 2026-10-25      | 1.7500%  | 0.0000% | $494000.00         | $485722.89         | Corporate Debt Securities |
| T MOBILE USA INC               SR GLBL NT4.8%28 | 2028-07-15      | 4.8000%  | 0.0000% | $269000.00         | $276486.27         | Corporate Debt Securities |
| NORTHWEST PIPELINE CORP        4%27             | 2027-04-01      | 4.0000%  | 0.0000% | $49000.00          | $49846.67          | Corporate Debt Securities |
| NEXTERA ENERGY CAP HLDGS INC   SR GLBL DEB 27   | 2027-07-15      | 4.6250%  | 0.0000% | $6000.00           | $6115.17           | Corporate Debt Securities |
| RELX CAPITAL INC               SR GLBL NT 32    | 2032-05-20      | 4.7500%  | 0.0000% | $28000.00          | $29021.80          | Corporate Debt Securities |
| NEWMONT CORP/NEWCREST FIN P    SR GLBL NT 34    | 2034-03-15      | 5.3500%  | 0.0000% | $73000.00          | $76397.36          | Corporate Debt Securities |
| PACCAR FINANCIAL CORP          SR NT 4%28       | 2028-08-08      | 4.0000%  | 0.0000% | $50000.00          | $50413.89          | Corporate Debt Securities |
| TENNESSEE GAS PIPELINE CO      SR 144A NT2.9%30 | 2030-03-01      | 2.9000%  | 0.0000% | $101000.00         | $94848.71          | Corporate Debt Securities |
| TEACHERS INS & ANNUITY ASSN AM SB 144A NT4.9%44 | 2044-09-15      | 4.9000%  | 0.0000% | $80000.00          | $74321.73          | Corporate Debt Securities |
| HEALTHPEAK OP LLC              SR GLBL NT 32    | 2032-12-15      | 5.2500%  | 0.0000% | $6000.00           | $6264.02           | Corporate Debt Securities |
| BEAM INC                       SR GLBL NT 36    | 2036-01-15      | 5.8750%  | 0.0000% | $12000.00          | $12620.39          | Corporate Debt Securities |
| FIRST CTZNS BANCSHARES INC DEL SUB GLBL NT 40   | 2040-03-12      | 6.2540%  | 0.0000% | $16392000.00       | $16629470.90       | Corporate Debt Securities |
| FLORIDA PWR & LT CO            1M GLBL BD 42    | 2042-02-01      | 4.1250%  | 0.0000% | $2000.00           | $1756.02           | Corporate Debt Securities |
| GLENCORE FDG LLC               GLBL 144A NT 30  | 2030-04-01      | 5.1860%  | 0.0000% | $40000.00          | $42279.84          | Corporate Debt Securities |
| GENERAL MTRS FINL CO INC       SR GLBL NT 34    | 2034-09-06      | 5.4500%  | 0.0000% | $7000.00           | $7068.83           | Corporate Debt Securities |
| GENERAL MTRS FINL CO INC       SR GLBL NT 27    | 2027-01-17      | 4.3500%  | 0.0000% | $4000.00           | $4037.60           | Corporate Debt Securities |
| CONOCOPHILLIPS                 SR NT 6.95%29    | 2029-04-15      | 6.9500%  | 0.0000% | $250000.00         | $281301.04         | Corporate Debt Securities |
| COBANK ACB                     PERP JR -I 144A  | 2500-12-31      | 6.2500%  | 0.0000% | $400000.00         | $413498.56         | Corporate Debt Securities |
| CONNECTICUT LT & PWR CO        1M GLBL A BD4%48 | 2048-04-01      | 4.0000%  | 0.0000% | $23000.00          | $19099.17          | Corporate Debt Securities |
| CREDIT SUISSE USA INC          BD 7.125%32      | 2032-07-15      | 7.1250%  | 0.0000% | $132000.00         | $153841.21         | Corporate Debt Securities |
| ERAC USA FINANCE COMPANY       SR GLBL 144A 29  | 2029-02-15      | 5.0000%  | 0.0000% | $100000.00         | $103157.00         | Corporate Debt Securities |
| CUBESMART L P                  SR GLBL NT 28    | 2028-12-15      | 2.2500%  | 0.0000% | $4000.00           | $3792.53           | Corporate Debt Securities |
| CONSUMERS ENERGY CO            1M GLBL BD3.5%51 | 2051-08-01      | 3.5000%  | 0.0000% | $70000.00          | $52540.33          | Corporate Debt Securities |
| EUROPEAN INVT BK               SR GLBL NT 27    | 2027-03-19      | 4.3750%  | 0.0000% | $26000.00          | $26263.04          | Corporate Debt Securities |
| ENTERGY LA LLC                 1M GLBL BD 27    | 2027-09-01      | 3.1200%  | 0.0000% | $750000.00         | $741190.00         | Corporate Debt Securities |
| BRIXMOR OPERATING PRTSHP LP    SR GLBL NT 26    | 2026-06-15      | 4.1250%  | 0.0000% | $15000.00          | $15154.67          | Corporate Debt Securities |
| BOSTON PPTYS LTD PARTNERSHIP   SR GLBL NT 26    | 2026-10-01      | 2.7500%  | 0.0000% | $782000.00         | $780219.86         | Corporate Debt Securities |
| BP CAP MKTS AMER INC           GLBL NT 4.868%29 | 2029-11-25      | 4.8680%  | 0.0000% | $91000.00          | $94900.51          | Corporate Debt Securities |
| BP CAP MKTS AMER INC           SR GLBL NT 27    | 2027-04-14      | 3.5880%  | 0.0000% | $116000.00         | $117237.10         | Corporate Debt Securities |
| BON SECOURS MERCY HEALTH INC   GLBL 2020 SNK 30 | 2030-06-01      | 3.4640%  | 0.0000% | $3500000.00        | $3435286.56        | Corporate Debt Securities |
| BOEING CO                      CR SEN SR GLBL64 | 2064-05-01      | 7.0080%  | 0.0000% | $5000.00           | $5957.03           | Corporate Debt Securities |
| BLACKROCK INC                  GLBL NT 5.35%55  | 2055-01-08      | 5.3500%  | 0.0000% | $62000.00          | $62349.44          | Corporate Debt Securities |
| BERKSHIRE HATHAWAY FIN CORP    SR NT 4.4%42     | 2042-05-15      | 4.4000%  | 0.0000% | $81000.00          | $77438.43          | Corporate Debt Securities |
| BP CAP MKTS AMER INC           GLBL NT 4.97%29  | 2029-10-17      | 4.9700%  | 0.0000% | $256000.00         | $269225.74         | Corporate Debt Securities |
| APPALACHIAN PWR CO             SR GLBL AA NT 31 | 2031-04-01      | 2.7000%  | 0.0000% | $58000.00          | $53599.83          | Corporate Debt Securities |
| ALLSTATE CORP                  SR GLBL NT 49    | 2049-08-10      | 3.8500%  | 0.0000% | $416000.00         | $329375.16         | Corporate Debt Securities |
| AMERICAN WTR CAP CORP          SR GLBL NT2.8%30 | 2030-05-01      | 2.8000%  | 0.0000% | $315000.00         | $300191.50         | Corporate Debt Securities |
| MASSMUTUAL GLBL FDG II MTN     -20235 144A NT28 | 2028-06-14      | 5.0500%  | 0.0000% | $1740000.00        | $1808537.63        | Corporate Debt Securities |
| PROLOGIS TA US LOG FD L P      SR 144A NT 29    | 2029-04-01      | 5.2500%  | 0.0000% | $50000.00          | $52912.21          | Corporate Debt Securities |
| UNION ELEC CO                  1M GLBL BD5.2%34 | 2034-04-01      | 5.2000%  | 0.0000% | $59000.00          | $62383.39          | Corporate Debt Securities |
| PLAINS ALL AMERN PIPELINE L P  SR GLBL NT5.7%34 | 2034-09-15      | 5.7000%  | 0.0000% | $18000.00          | $18627.93          | Corporate Debt Securities |
| VIRGINIA ELEC & PWR CO         -2014B 4.45%44   | 2044-02-15      | 4.4500%  | 0.0000% | $60000.00          | $53049.75          | Corporate Debt Securities |
| PROVIDENCE ST JOSEPH HEALTH    2025A BD5.369%32 | 2032-10-01      | 5.3690%  | 0.0000% | $4150000.00        | $4338871.92        | Corporate Debt Securities |
| PUBLIC SERVICE CO COLO         1M GLBL 35 BD 51 | 2051-01-15      | 2.7000%  | 0.0000% | $320000.00         | $199675.20         | Corporate Debt Securities |
| VICI PROPERTIES LP             GLBL NT 4.95%30  | 2030-02-15      | 4.9500%  | 0.0000% | $62000.00          | $63087.32          | Corporate Debt Securities |
| VICI PPTYS INC                 SR GLBL 144A 27  | 2027-02-01      | 5.7500%  | 0.0000% | $62000.00          | $63341.28          | Corporate Debt Securities |
| VIRGINIA ELEC & PWR CO         SR GLBL A NT5%33 | 2033-04-01      | 5.0000%  | 0.0000% | $31000.00          | $32340.47          | Corporate Debt Securities |
| HCA INC.                       SR GLBL NT 27    | 2027-03-15      | 3.1250%  | 0.0000% | $26791000.00       | $26446255.64       | Corporate Debt Securities |
| BERKSHIRE HATHAWAY ENERGY CO   SR BD 6.125%36   | 2036-04-01      | 6.1250%  | 0.0000% | $185000.00         | $207121.35         | Corporate Debt Securities |
| MARS INC                       SR GLBL 144A 55  | 2055-05-01      | 5.7000%  | 0.0000% | $6000.00           | $6290.64           | Corporate Debt Securities |
| LYB INTERNATIONAL FIN III LLC  SR GLBL NT4.2%50 | 2050-05-01      | 4.2000%  | 0.0000% | $180000.00         | $136953.60         | Corporate Debt Securities |
| JPMORGAN CHASE & CO            ALT TIER I PERP  | 2099-12-31      | 7.1378%  | 0.0000% | $2527000.00        | $2571870.25        | Corporate Debt Securities |
| T MOBILE USA INC               SR GLBL NT 28    | 2028-02-01      | 4.7500%  | 0.0000% | $350000.00         | $353134.15         | Corporate Debt Securities |
| LPL HLDGS INC                  SR GLBL NT 35    | 2035-06-15      | 5.7500%  | 0.0000% | $56000.00          | $58347.01          | Corporate Debt Securities |
| T MOBILE USA INC               SR GLBL NT 27    | 2027-04-15      | 3.7500%  | 0.0000% | $27000.00          | $27293.69          | Corporate Debt Securities |
| PFIZER INVT ENTERPRISES        GLBL NT 5.3%53   | 2053-05-19      | 5.3000%  | 0.0000% | $5000.00           | $4936.73           | Corporate Debt Securities |
| NEWMONT CORP/NEWCREST FIN P    SR GLBL NT 41    | 2041-11-15      | 5.7500%  | 0.0000% | $1300000.00        | $1370320.25        | Corporate Debt Securities |
| PACIFICORP                     1M GLBL BD2.7%30 | 2030-09-15      | 2.7000%  | 0.0000% | $3342000.00        | $3091634.07        | Corporate Debt Securities |
| NATIONAL RURAL UTILS COOP FIN  SR SEC GLBL BD30 | 2030-03-15      | 2.4000%  | 0.0000% | $95000.00          | $88355.70          | Corporate Debt Securities |
| HCA INC.                       SR SEC GLBL NT29 | 2029-06-15      | 4.1250%  | 0.0000% | $49000.00          | $49166.66          | Corporate Debt Securities |
| SYMETRA LIFE INSURANCE COMPANY SUB 144A NT 55   | 2055-10-01      | 6.5500%  | 0.0000% | $5370000.00        | $5790515.75        | Corporate Debt Securities |
| HCA INC.                       SR GLBL NT 31    | 2031-04-01      | 5.4500%  | 0.0000% | $23000.00          | $24541.66          | Corporate Debt Securities |
| OHIOHEALTH CORP                SR SEC GLBL 41   | 2041-11-15      | 2.8340%  | 0.0000% | $1000000.00        | $757727.50         | Corporate Debt Securities |
| PACIFIC LIFE INS CO            SUB 144A NT 55   | 2055-09-15      | 5.9500%  | 0.0000% | $3895000.00        | $4051561.69        | Corporate Debt Securities |
| MASSACHUSETTS MUT LIFE         SB 144A NT4.9%77 | 2077-04-01      | 4.9000%  | 0.0000% | $3686000.00        | $3233557.83        | Corporate Debt Securities |
| INTERCONTINENTAL EXCHANGE INC  SR GLBL NT 29    | 2029-06-15      | 4.3500%  | 0.0000% | $22000.00          | $22243.66          | Corporate Debt Securities |
| HOST HOTELS & RESORTS LP       SR -H NT3.375%29 | 2029-12-15      | 3.3750%  | 0.0000% | $441000.00         | $423511.59         | Corporate Debt Securities |
| HEALTHPEAK PROPERTIES INC      SR GLBL NT 31    | 2031-01-15      | 2.8750%  | 0.0000% | $27000.00          | $25016.57          | Corporate Debt Securities |
| HCA INC.                       SR GLBL NT5.5%33 | 2033-06-01      | 5.5000%  | 0.0000% | $129000.00         | $136405.96         | Corporate Debt Securities |
| HCA INC.                       SR GLBL NT5.6%34 | 2034-04-01      | 5.6000%  | 0.0000% | $100000.00         | $106765.44         | Corporate Debt Securities |
| GEORGIA PWR CO                 SR GLBL 2024A 27 | 2027-02-23      | 5.0040%  | 0.0000% | $138000.00         | $140629.31         | Corporate Debt Securities |
| BUNGE LTD FIN CORP             SR GLBL NT 26    | 2026-08-15      | 3.2500%  | 0.0000% | $40000.00          | $39851.30          | Corporate Debt Securities |
| BRIXMOR OPERATING PRTSHP LP    GLBL NT 4.05%30  | 2030-07-01      | 4.0500%  | 0.0000% | $2962000.00        | $2935171.69        | Corporate Debt Securities |
| BLUE OWL CR INCOME CORP        SR GLBL NT6.6%29 | 2029-09-15      | 6.6000%  | 0.0000% | $500000.00         | $523820.00         | Corporate Debt Securities |
| BERKSHIRE HATHAWAY FIN CORP    SR GLBL NT 50    | 2050-10-15      | 2.8500%  | 0.0000% | $11424000.00       | $7677756.24        | Corporate Debt Securities |
| BP CAP MKTS AMER INC           SR GLBL NT 27    | 2027-01-16      | 3.0170%  | 0.0000% | $37000.00          | $36819.50          | Corporate Debt Securities |
| BOOZ ALLEN HAMILTON INC        SR GLBL NT 33    | 2033-08-04      | 5.9500%  | 0.0000% | $101000.00         | $107081.77         | Corporate Debt Securities |
| BOEING CO                      CR SEN SR GLBL27 | 2027-05-01      | 6.2590%  | 0.0000% | $14000.00          | $14765.31          | Corporate Debt Securities |
| BOSTON PPTYS LTD PARTNERSHIP   SR GLBL NT3.4%29 | 2029-06-21      | 3.4000%  | 0.0000% | $43000.00          | $41670.01          | Corporate Debt Securities |
| COUNCIL EUROPE DEV BK          SR GLBL NT 28    | 2028-05-08      | 3.6250%  | 0.0000% | $3969000.00        | $4017098.77        | Corporate Debt Securities |
| DOW CHEMICAL CO                SR NT 5.25%41    | 2041-11-15      | 5.2500%  | 0.0000% | $100000.00         | $94252.75          | Corporate Debt Securities |
| AMCOR FLEXIBLES NORTH AMER INC SR GLBL NT5.1%30 | 2030-03-17      | 5.1000%  | 0.0000% | $5000.00           | $5124.36           | Corporate Debt Securities |
| BERKSHIRE HATHAWAY ENERGY CO   SR GLBL NT4.6%53 | 2053-05-01      | 4.6000%  | 0.0000% | $72000.00          | $63565.84          | Corporate Debt Securities |
| BANK AMERICA CORP              PERP GLBL -UU NT | 2500-12-31      | 6.2500%  | 0.0000% | $5864000.00        | $6012642.63        | Corporate Debt Securities |
| ALABAMA PWR CO                 SR -2009A NT6%39 | 2039-03-01      | 6.0000%  | 0.0000% | $160000.00         | $173875.73         | Corporate Debt Securities |
| AGREE LTD PARTNERSHIP          SR GLBL NT2.6%33 | 2033-06-15      | 2.6000%  | 0.0000% | $1513000.00        | $1307267.30        | Corporate Debt Securities |
| EUROPEAN INVT BK               GLBL NT 4.5%30   | 2030-03-14      | 4.5000%  | 0.0000% | $84015000.00       | $86733725.40       | Corporate Debt Securities |
| ESSEX PORTFOLIO L P            SR GLBL NT 27    | 2027-05-01      | 3.6250%  | 0.0000% | $1768000.00        | $1781213.10        | Corporate Debt Securities |
| EUROPEAN INVT BK               SR GLBL BD 30    | 2030-05-17      | 0.8750%  | 0.0000% | $8590000.00        | $7568757.57        | Corporate Debt Securities |
| ENTERGY LA LLC                 1M GLBL BD 34    | 2034-03-15      | 5.3500%  | 0.0000% | $9000.00           | $9359.99           | Corporate Debt Securities |
| ENSTAR GROUP LTD               SR GLBL NT3.1%31 | 2031-09-01      | 3.1000%  | 0.0000% | $188000.00         | $168184.28         | Corporate Debt Securities |
| ESSEX PORTFOLIO L P            SR GLBL NT5.5%34 | 2034-04-01      | 5.5000%  | 0.0000% | $5408000.00        | $5767454.74        | Corporate Debt Securities |
| EUROPEAN INVT BK               GLBL NT 3.75%33  | 2033-02-14      | 3.7500%  | 0.0000% | $7294000.00        | $7224573.28        | Corporate Debt Securities |
| ALABAMA PWR CO                 SR GLBL 2022A 32 | 2032-03-15      | 3.0500%  | 0.0000% | $27000.00          | $24982.31          | Corporate Debt Securities |
| BMW US CAP LLC                 GLBL 144A NT 30  | 2030-08-11      | 4.5000%  | 0.0000% | $20000.00          | $20152.10          | Corporate Debt Securities |
| ASTRAZENECA FINANCE LLC        GLBL NT 4.85%29  | 2029-02-26      | 4.8500%  | 0.0000% | $27000.00          | $27820.01          | Corporate Debt Securities |
| BERKSHIRE HATHAWAY ENERGY CO   SR GLBL NT 28    | 2028-04-15      | 3.2500%  | 0.0000% | $43000.00          | $42839.00          | Corporate Debt Securities |
| CHUBB INA HLDGS INC            SR GLBL NT 45    | 2045-11-03      | 4.3500%  | 0.0000% | $7000.00           | $6318.22           | Corporate Debt Securities |
| AGREE LTD PARTNERSHIP          SR GLBL NT4.8%32 | 2032-10-01      | 4.8000%  | 0.0000% | $8860000.00        | $9139946.47        | Corporate Debt Securities |
| BERKSHIRE HATHAWAY FIN CORP    SR NT 4.3%43     | 2043-05-15      | 4.3000%  | 0.0000% | $108000.00         | $99349.74          | Corporate Debt Securities |
| BLACKSTONE PRIVATE CREDIT FUND SR GLBL NT7.3%28 | 2028-11-27      | 7.3000%  | 0.0000% | $363000.00         | $396705.16         | Corporate Debt Securities |
| BAYER US FIN II LLC            GLBL 144A NT 25  | 2025-12-15      | 4.2500%  | 0.0000% | $29135000.00       | $29471679.19       | Corporate Debt Securities |
| BERKSHIRE HATHAWAY FIN CORP    SR GLBL NT 49    | 2049-01-15      | 4.2500%  | 0.0000% | $33000.00          | $28702.88          | Corporate Debt Securities |
| BERRY GLOBAL INC               SR SEC GLBL NT34 | 2034-01-15      | 5.6500%  | 0.0000% | $2000000.00        | $2110101.67        | Corporate Debt Securities |
| CHEVRON USA INC                SR GLBL NT4.3%30 | 2030-10-15      | 4.3000%  | 0.0000% | $49000.00          | $49520.57          | Corporate Debt Securities |
| CAPITAL PWR US HLDGS INC       SR 144A NT 35    | 2035-06-01      | 6.1890%  | 0.0000% | $77000.00          | $82457.29          | Corporate Debt Securities |
| DELL INTL LLC/EMC CORP         SR GLBL NT 5%30  | 2030-04-01      | 5.0000%  | 0.0000% | $1672000.00        | $1753562.02        | Corporate Debt Securities |
| CITIGROUP INC                  GLBL SB NT 33    | 2033-10-31      | 6.0000%  | 0.0000% | $174000.00         | $191661.00         | Corporate Debt Securities |
| BOSTON GAS CO                  SR 144A NT 42    | 2042-02-15      | 4.4870%  | 0.0000% | $359000.00         | $312308.01         | Corporate Debt Securities |
| CHEVRON USA INC                SR GLBL NT4.5%32 | 2032-10-15      | 4.5000%  | 0.0000% | $62000.00          | $62877.61          | Corporate Debt Securities |
| CITIGROUP INC                  JR SB GLBL NT 33 | 2033-02-22      | 5.8750%  | 0.0000% | $1000.00           | $1070.48           | Corporate Debt Securities |
| CITIGROUP INC                  JR SB GLBL NT 34 | 2034-05-25      | 6.1740%  | 0.0000% | $2366000.00        | $2563058.23        | Corporate Debt Securities |
| ENTERGY LA LLC                 1M GLBL BD 4%33  | 2033-03-15      | 4.0000%  | 0.0000% | $8000.00           | $7705.01           | Corporate Debt Securities |
| ENTERGY LA LLC                 4.2%48           | 2048-09-01      | 4.2000%  | 0.0000% | $199000.00         | $164645.30         | Corporate Debt Securities |
| ENTERPRISE PRODS OPER LLC      JR SB GLBL NT 77 | 2077-08-16      | 7.4328%  | 0.0000% | $4407000.00        | $4442524.61        | Corporate Debt Securities |
| DUKE ENERGY CAROLINAS LLC      1M GLBL BD 53    | 2053-01-15      | 5.3500%  | 0.0000% | $2178000.00        | $2169997.66        | Corporate Debt Securities |
| EATON CORP OHIO                SR NT 4%32       | 2032-11-02      | 4.0000%  | 0.0000% | $95000.00          | $94670.77          | Corporate Debt Securities |
| METLIFE INC                    PERP JR SB GLBL  | 2079-12-31      | 5.8750%  | 0.0000% | $14000.00          | $14383.99          | Corporate Debt Securities |
| RGA GLOBAL FUNDING             144A NT 4.35%28  | 2028-08-25      | 4.3500%  | 0.0000% | $635000.00         | $638028.42         | Corporate Debt Securities |
| WESTERN MIDSTREAM OPER LP      SR GLBL NT 34    | 2034-11-15      | 5.4500%  | 0.0000% | $516000.00         | $527923.47         | Corporate Debt Securities |
| VICI PPTYS INC                 SR GLBL 144A 29  | 2029-12-01      | 4.6250%  | 0.0000% | $2737000.00        | $2750762.17        | Corporate Debt Securities |
| VIRGINIA ELEC & PWR CO         SR GLBL -D NT 53 | 2053-08-15      | 5.7000%  | 0.0000% | $9000.00           | $9201.92           | Corporate Debt Securities |
| VIRGINIA ELEC & PWR CO         SR GLBL C NT4%46 | 2046-11-15      | 4.0000%  | 0.0000% | $660000.00         | $542256.00         | Corporate Debt Securities |
| NORTHERN STS PWR CO MINN       1M GLBL BD3.6%47 | 2047-09-15      | 3.6000%  | 0.0000% | $45000.00          | $34349.85          | Corporate Debt Securities |
| LABORATORY CORP AMER HLDGS     SR NT 4.7%45     | 2045-02-01      | 4.7000%  | 0.0000% | $25000.00          | $22672.07          | Corporate Debt Securities |
| T MOBILE USA INC               SR GLBL NT 31    | 2031-11-15      | 2.2500%  | 0.0000% | $1724000.00        | $1531286.97        | Corporate Debt Securities |
| LG CHEM LTD                    GLBL REGS NT 31  | 2031-07-07      | 2.3750%  | 0.0000% | $19584000.00       | $17409504.15       | Corporate Debt Securities |
| KIMCO RLTY OP LLC              SR GLBL NT 35    | 2035-03-01      | 4.8500%  | 0.0000% | $9088000.00        | $9070977.67        | Corporate Debt Securities |
| PT FREEPORT INDONESIA          SR GLBL REGS 27  | 2027-04-14      | 4.7630%  | 0.0000% | $200000.00         | $204792.54         | Corporate Debt Securities |
| KEYSPAN GAS EAST CORP MTN BE   SR 144A NT 33    | 2033-03-06      | 5.9940%  | 0.0000% | $10000.00          | $10618.26          | Corporate Debt Securities |
| LYB INTERNATIONAL FIN III LLC  SR GLBL NT 30    | 2030-10-01      | 2.2500%  | 0.0000% | $106000.00         | $95713.49          | Corporate Debt Securities |
| KILROY RLTY L P                SR GLBL NT 29    | 2029-08-15      | 4.2500%  | 0.0000% | $2000.00           | $1971.98           | Corporate Debt Securities |
| THREE GORGES FINANCE I         GLBL REGS NT 30  | 2030-09-22      | 2.1500%  | 0.0000% | $583000.00         | $537548.02         | Corporate Debt Securities |
| PT INDONESIA ASAHAN ALUMINIUM  SR GLBL REGS 30  | 2030-05-15      | 5.4500%  | 0.0000% | $3300000.00        | $3479775.75        | Corporate Debt Securities |
| PG&E RECOVERY FDG LLC          EXTND SR SEC 40  | 2040-01-15      | 5.2560%  | 0.0000% | $1000000.00        | $1042740.00        | Corporate Debt Securities |
| PROLOGIS L P                   SR GLBL NT 26    | 2026-10-01      | 3.2500%  | 0.0000% | $3000.00           | $3026.43           | Corporate Debt Securities |
| PRUDENTIAL FINL INC            JR SB GLBL NT 54 | 2054-03-15      | 6.5000%  | 0.0000% | $3745000.00        | $4016693.51        | Corporate Debt Securities |
| PUBLIC STORAGE OPER CO         SR GLBL NT1.5%26 | 2026-11-09      | 1.5000%  | 0.0000% | $664000.00         | $650285.08         | Corporate Debt Securities |
| SOUTHERN CALIF GAS CO          1M GLBL XX BD 30 | 2030-02-01      | 2.5500%  | 0.0000% | $1000.00           | $938.45            | Corporate Debt Securities |
| PROLOGIS L P                   SR GLBL NT 30    | 2030-10-15      | 1.2500%  | 0.0000% | $10000.00          | $8736.79           | Corporate Debt Securities |
| PPL ELEC UTILS CORP            1M GLBL BD 5%33  | 2033-05-15      | 5.0000%  | 0.0000% | $2000.00           | $2096.32           | Corporate Debt Securities |
| PNC FINL SVCS GROUP INC        PERP SUB GLBL -V | 2500-12-31      | 6.2000%  | 0.0000% | $5000.00           | $5086.92           | Corporate Debt Securities |
| PACIFICORP                     4.125%49         | 2049-01-15      | 4.1250%  | 0.0000% | $42000.00          | $33196.54          | Corporate Debt Securities |
| PNC FINL SVCS GROUP INC        PERP JR SB GLBL  | 2079-12-31      | 6.0000%  | 0.0000% | $1000.00           | $1015.05           | Corporate Debt Securities |
| PECO ENERGY CO                 1M GLBL BD 54    | 2054-09-15      | 5.2500%  | 0.0000% | $57000.00          | $55668.91          | Corporate Debt Securities |
| PACIFIC GAS & ELEC CO          SR NT 4.45%42    | 2042-04-15      | 4.4500%  | 0.0000% | $24000.00          | $20595.26          | Corporate Debt Securities |
| HUTCHISON WHAMPOA INTL         SR GLBL REGS 33  | 2033-11-24      | 7.4500%  | 0.0000% | $39725000.00       | $47896631.12       | Corporate Debt Securities |
| SINOCHEM OVERSEAS CAPITAL COMP SR GLBL REGS 40  | 2040-11-12      | 6.3000%  | 0.0000% | $25824000.00       | $30233448.00       | Corporate Debt Securities |
| STELLANTIS FINL SVC US CORP    SR GLBL REGS 30  | 2030-09-15      | 5.4000%  | 0.0000% | $2000000.00        | $2011920.00        | Corporate Debt Securities |
| SHELL FIN US INC               SR GLBL NT 46    | 2046-09-12      | 3.7500%  | 0.0000% | $375000.00         | $299326.88         | Corporate Debt Securities |
| LABORATORY CORP AMER HLDGS     SR GLBL NT4.8%34 | 2034-10-01      | 4.8000%  | 0.0000% | $37000.00          | $37634.80          | Corporate Debt Securities |
| BERRY GLOBAL INC               SR SEC GLBL NT31 | 2031-06-15      | 5.8000%  | 0.0000% | $2360000.00        | $2537086.53        | Corporate Debt Securities |
| BAT CAPITAL CORP               GLBL NT 5.834%31 | 2031-02-20      | 5.8340%  | 0.0000% | $158000.00         | $168117.09         | Corporate Debt Securities |
| CHUBB INA HLDGS INC            SR GLBL NT 5%34  | 2034-03-15      | 5.0000%  | 0.0000% | $48000.00          | $49370.56          | Corporate Debt Securities |
| CENTERPOINT ENERGY HOUSTON ELE 1M GLBL AP BD 30 | 2030-03-15      | 4.8000%  | 0.0000% | $7000.00           | $7168.56           | Corporate Debt Securities |
| DELL INTL LLC/EMC CORP         CR SEN 1LIEN 29  | 2029-10-01      | 5.3000%  | 0.0000% | $51000.00          | $54011.18          | Corporate Debt Securities |
| COUNCIL EUROPE DEV BK          GLBL NT 0.875%26 | 2026-09-22      | 0.8750%  | 0.0000% | $1150000.00        | $1117161.11        | Corporate Debt Securities |
| ENTERPRISE PRODS OPER LLC      SR GLBL NT2.8%30 | 2030-01-31      | 2.8000%  | 0.0000% | $769000.00         | $729901.48         | Corporate Debt Securities |
| EATON CORP OHIO                SR GLBL NT 42    | 2042-11-02      | 4.1500%  | 0.0000% | $32000.00          | $28866.28          | Corporate Debt Securities |
| DUKE ENERGY PROGRESS LLC       1M GLBL BD3.4%32 | 2032-04-01      | 3.4000%  | 0.0000% | $2000.00           | $1923.03           | Corporate Debt Securities |
| DUKE ENERGY CAROLINAS LLC      1M GLBL BD 4%42  | 2042-09-30      | 4.0000%  | 0.0000% | $25000.00          | $21276.50          | Corporate Debt Securities |
| ENEL FIN INTL N.V.             SR 144A NT 30    | 2030-09-30      | 4.3750%  | 0.0000% | $118000.00         | $117190.52         | Corporate Debt Securities |
| ERP OPER LTD PARTNERSHIP       SR GLBL NT2.5%30 | 2030-02-15      | 2.5000%  | 0.0000% | $25000.00          | $23378.12          | Corporate Debt Securities |
| DUKE ENERGY CAROLINAS LLC      1MTG BD 5.3%40   | 2040-02-15      | 5.3000%  | 0.0000% | $196000.00         | $200458.02         | Corporate Debt Securities |
| ERP OPER LTD PARTNERSHIP       GLBL NT 4.95%32  | 2032-06-15      | 4.9500%  | 0.0000% | $96000.00          | $100315.68         | Corporate Debt Securities |
| DUKE ENERGY CAROLINAS LLC      1M GLBL BD 30    | 2030-02-01      | 2.4500%  | 0.0000% | $134000.00         | $125360.39         | Corporate Debt Securities |
| GENERAL MTRS FINL CO INC       SR GLBL NT 5%27  | 2027-04-09      | 5.0000%  | 0.0000% | $3000.00           | $3098.37           | Corporate Debt Securities |
| FIFTH THIRD BANCORP            JR SB GLBL NT 38 | 2038-03-01      | 8.2500%  | 0.0000% | $329000.00         | $410432.71         | Corporate Debt Securities |
| GLOBAL ATLANTIC FINANCE CO     SR 144A NT 31    | 2031-06-15      | 3.1250%  | 0.0000% | $30000.00          | $27362.54          | Corporate Debt Securities |
| NEVADA POWER CO                SR SEC -CC NT 29 | 2029-05-01      | 3.7000%  | 0.0000% | $46000.00          | $45967.98          | Corporate Debt Securities |
| SOUTHERN CALIF GAS CO          1M GLBL EEE BD55 | 2055-06-15      | 6.0000%  | 0.0000% | $65000.00          | $69711.42          | Corporate Debt Securities |
| NOVARTIS CAPITAL CORP          SR GLBL NT3.1%27 | 2027-05-17      | 3.1000%  | 0.0000% | $4000.00           | $4001.93           | Corporate Debt Securities |
| SINOPEC GRP OVERSEAS DEV 2018  SR GLBL REGS 49  | 2049-11-12      | 3.4400%  | 0.0000% | $5600000.00        | $4550037.34        | Corporate Debt Securities |
| PRINCIPAL LIFE GLOBAL FDG II   47 144A NT5.1%29 | 2029-01-25      | 5.1000%  | 0.0000% | $139000.00         | $143810.56         | Corporate Debt Securities |
| SPECTRA ENERGY PARTNERS LP     SR GLBL NT 26    | 2026-10-15      | 3.3750%  | 0.0000% | $965000.00         | $971618.69         | Corporate Debt Securities |
| MASS GEN BRIGHAM INC           GLBL -2020 BD 60 | 2060-07-01      | 3.3420%  | 0.0000% | $9395000.00        | $6378755.61        | Corporate Debt Securities |
| MONONGAHELA PWR CO             1M 144A BD5.4%43 | 2043-12-15      | 5.4000%  | 0.0000% | $65000.00          | $65392.60          | Corporate Debt Securities |
| BERKSHIRE HATHAWAY ENERGY CO   SR NT 5.15%43    | 2043-11-15      | 5.1500%  | 0.0000% | $4000.00           | $3973.41           | Corporate Debt Securities |
| MOLEX ELECTRONIC TECHNOLOGIES  SR 144A NT 28    | 2028-04-30      | 4.7500%  | 0.0000% | $116000.00         | $119515.64         | Corporate Debt Securities |
| ONCOR ELEC DELIVERY CO LLC     SR SEC NT4.95%52 | 2052-09-15      | 4.9500%  | 0.0000% | $12000.00          | $11000.55          | Corporate Debt Securities |
| SHELL FIN US INC               SR GLBL NT 4%46  | 2046-05-10      | 4.0000%  | 0.0000% | $5000.00           | $4205.13           | Corporate Debt Securities |
| OGLETHORPE POWER CORP          -2018A 5.05%48   | 2048-10-01      | 5.0500%  | 0.0000% | $25000.00          | $23426.74          | Corporate Debt Securities |
| INTERCONTINENTAL EXCHANGE INC  SR GLBL NT 4%27  | 2027-09-15      | 4.0000%  | 0.0000% | $5000.00           | $5005.88           | Corporate Debt Securities |
| ONCOR ELEC DELIVERY CO LLC     SR SEC GLBL NT29 | 2029-11-01      | 4.6500%  | 0.0000% | $14000.00          | $14498.76          | Corporate Debt Securities |
| ONCOR ELEC DELIVERY CO LLC     SR SEC NT 7.5%38 | 2038-09-01      | 7.5000%  | 0.0000% | $614000.00         | $753827.24         | Corporate Debt Securities |
| LPL HLDGS INC                  SR GLBL NT 35    | 2035-03-15      | 5.6500%  | 0.0000% | $35000.00          | $35790.45          | Corporate Debt Securities |
| LYB INTERNATIONAL FIN III LLC  SR GLBL NT3.8%60 | 2060-10-01      | 3.8000%  | 0.0000% | $4790000.00        | $3187478.89        | Corporate Debt Securities |
| HENNEMAN TR                    SR GLBL 144A 55  | 2055-05-15      | 6.5800%  | 0.0000% | $3000000.00        | $3275301.67        | Corporate Debt Securities |
| FIRST CTZNS BANCSHARES INC DEL SB GLBL NT5.6%35 | 2035-09-05      | 5.6000%  | 0.0000% | $38197000.00       | $38272205.65       | Corporate Debt Securities |
| FORT BENNING FAMILY CMNTYS LLC -I FL SNK 144A36 | 2036-01-15      | 4.6150%  | 0.0000% | $1110000.00        | $744022.81         | Corporate Debt Securities |
| DUKE ENERGY FLA LLC            3.8%28           | 2028-07-15      | 3.8000%  | 0.0000% | $8000.00           | $8026.05           | Corporate Debt Securities |
| DRAWBRIDGE SPL OPPORTUNITIES   SR 144A NT 30    | 2030-09-17      | 5.9500%  | 0.0000% | $2000000.00        | $1962497.22        | Corporate Debt Securities |
| EUROPEAN INVT BK               GLBL NT 4%29     | 2029-02-15      | 4.0000%  | 0.0000% | $19990000.00       | $20269260.30       | Corporate Debt Securities |
| ENSTAR GROUP LTD               JR SB GLBL 45    | 2045-04-01      | 7.5000%  | 0.0000% | $455000.00         | $493238.20         | Corporate Debt Securities |
| DELL INTL LLC/EMC CORP         CR SEN 1LIEN 30  | 2030-07-15      | 6.2000%  | 0.0000% | $249000.00         | $270019.75         | Corporate Debt Securities |
| DUKE ENERGY FLA LLC            1M GLBL BD2.4%31 | 2031-12-15      | 2.4000%  | 0.0000% | $46000.00          | $41664.04          | Corporate Debt Securities |
| ENTERPRISE PRODS OPER LLC      4.15%28          | 2028-10-16      | 4.1500%  | 0.0000% | $2000.00           | $2041.53           | Corporate Debt Securities |
| EUROPEAN INVT BK               GLBL NT 4.25%32  | 2032-08-16      | 4.2500%  | 0.0000% | $69530000.00       | $71051625.39       | Corporate Debt Securities |
| CONSUMERS ENERGY CO            1M GLBL BD 35    | 2035-05-15      | 5.0500%  | 0.0000% | $121000.00         | $125767.53         | Corporate Debt Securities |
| CITIGROUP INC                  JR SB GLBL NT 28 | 2028-07-25      | 4.1250%  | 0.0000% | $165000.00         | $166011.11         | Corporate Debt Securities |
| BAT CAPITAL CORP               SR GLBL NT 32    | 2032-08-15      | 5.3500%  | 0.0000% | $43000.00          | $44825.67          | Corporate Debt Securities |
| BAT CAPITAL CORP               SR GLBL NT 33    | 2033-08-02      | 6.4210%  | 0.0000% | $104000.00         | $115302.19         | Corporate Debt Securities |
| BARRICK NORTH AMERICA FIN LLC  SR NT 5.7%41     | 2041-05-30      | 5.7000%  | 0.0000% | $50000.00          | $52426.00          | Corporate Debt Securities |
| BMW US CAP LLC                 SR FL 144A NT 27 | 2027-08-13      | 5.1903%  | 0.0000% | $2679000.00        | $2711957.65        | Corporate Debt Securities |
| APOLLO GLOBAL MGMT INC         JR SB GLBL NT 54 | 2054-12-15      | 6.0000%  | 0.0000% | $435000.00         | $440154.75         | Corporate Debt Securities |
| BAKER HUGHES HLDGS LLC / BAKER SR GLBL NT 26    | 2026-12-15      | 2.0610%  | 0.0000% | $3000.00           | $2946.03           | Corporate Debt Securities |
| WYETH                          CR SEN SR GLBL34 | 2034-02-01      | 6.5000%  | 0.0000% | $1000.00           | $1142.35           | Corporate Debt Securities |
| SCHLUMBERGER HLDGS CORP        SR GLBL 144A 29  | 2029-05-01      | 4.3000%  | 0.0000% | $3703000.00        | $3784529.77        | Corporate Debt Securities |
| ADANI PORTS & SPL ECONOMIC     GLBL REGS NT 31  | 2031-02-02      | 3.1000%  | 0.0000% | $13861000.00       | $12400250.81       | Corporate Debt Securities |
| PUBLIC SVC ELEC & GAS CO       FR 5.2%080133    | 2033-08-01      | 5.2000%  | 0.0000% | $30000.00          | $31428.97          | Corporate Debt Securities |
| SANTANDER HOLDINGS USA INC     SR GLBL NT 30    | 2030-01-09      | 6.1740%  | 0.0000% | $20000.00          | $21111.03          | Corporate Debt Securities |
| SOUTHERN CALIF EDISON CO       1M GLBL 2025C 30 | 2030-03-15      | 5.2500%  | 0.0000% | $83000.00          | $84878.91          | Corporate Debt Securities |
| ATHENE GLOBAL FDG              144A NT 5.349%27 | 2027-07-09      | 5.3490%  | 0.0000% | $300000.00         | $309106.57         | Corporate Debt Securities |
| BANK AMERICA CORP              PERP GLBL -OO NT | 2149-12-31      | 6.6250%  | 0.0000% | $4341000.00        | $4561338.91        | Corporate Debt Securities |
| AON CORP                       SR GLBL NT 29    | 2029-05-02      | 3.7500%  | 0.0000% | $494000.00         | $494363.91         | Corporate Debt Securities |
| CONSOLIDATED EDISON CO N Y INC SR GLBL 2019 B59 | 2059-11-15      | 3.7000%  | 0.0000% | $10000.00          | $7330.25           | Corporate Debt Securities |
| BURLINGTON NORTHN SANTA FE CP  SR GLBL DEB 47   | 2047-06-15      | 4.1250%  | 0.0000% | $36000.00          | $30761.33          | Corporate Debt Securities |
| COMMONWEALTH EDISON CO         1M GLBL 125 BD28 | 2028-08-15      | 3.7000%  | 0.0000% | $21000.00          | $20917.37          | Corporate Debt Securities |
| CNH INDUSTRIAL CAPITAL LLC     SR GLBL NT5.1%29 | 2029-04-20      | 5.1000%  | 0.0000% | $85000.00          | $88997.27          | Corporate Debt Securities |
| MERCEDES-BENZ FIN NORTH AMER   8.5%31           | 2031-01-18      | 8.5000%  | 0.0000% | $487000.00         | $587959.97         | Corporate Debt Securities |
| ENTERPRISE PRODS OPER LLC      SR NT 6.45%40    | 2040-09-01      | 6.4500%  | 0.0000% | $4000.00           | $4462.06           | Corporate Debt Securities |
| DELL INTL LLC/EMC CORP         SR GLBL NT 51    | 2051-12-15      | 3.4500%  | 0.0000% | $2000.00           | $1430.80           | Corporate Debt Securities |
| EMERA US FINANCE LP            SR GLBL NT 46    | 2046-06-15      | 4.7500%  | 0.0000% | $30000.00          | $26248.93          | Corporate Debt Securities |
| FLORIDA PWR & LT CO            1M GLBL BD4.4%28 | 2028-05-15      | 4.4000%  | 0.0000% | $99000.00          | $101701.71         | Corporate Debt Securities |
| FLORIDA PWR & LT CO            1M GLBL BD4.8%33 | 2033-05-15      | 4.8000%  | 0.0000% | $7000.00           | $7254.03           | Corporate Debt Securities |
| TSMC GLOBAL LTD                SR GLBL REGS 31  | 2031-04-23      | 2.2500%  | 0.0000% | $58094000.00       | $52956892.81       | Corporate Debt Securities |
| SINOPEC GRP OVERSEAS DEV 2018  SR REGS NT 50    | 2050-05-13      | 3.3500%  | 0.0000% | $7316000.00        | $5829086.00        | Corporate Debt Securities |
| SINOPEC GRP OVERSEAS DEV 2017  SR GLBL REGS 47  | 2047-04-12      | 4.2500%  | 0.0000% | $18900000.00       | $17695187.99       | Corporate Debt Securities |
| VICI PROPERTIES LP             GLBL NT 4.75%28  | 2028-02-15      | 4.7500%  | 0.0000% | $64000.00          | $64935.52          | Corporate Debt Securities |
| CK HUTCHISON INTL 24 LTD       SR GLBL REGS 29  | 2029-04-26      | 5.3750%  | 0.0000% | $400000.00         | $423825.22         | Corporate Debt Securities |
| WISCONSIN PWR & LT CO          SR GLBL DEB 32   | 2032-09-01      | 3.9500%  | 0.0000% | $7000.00           | $6747.66           | Corporate Debt Securities |
| VISTRA OPERATIONS CO LLC       SR SEC GLBL 27   | 2027-01-30      | 3.7000%  | 0.0000% | $26000.00          | $25923.73          | Corporate Debt Securities |
| PTTEP TREAS CTR CO LTD         SR GLBL REGS 42  | 2042-06-12      | 6.3500%  | 0.0000% | $362000.00         | $402341.28         | Corporate Debt Securities |
| GOODMAN US FIN FIVE LLC        SR REGS NT 32    | 2032-05-04      | 4.6250%  | 0.0000% | $1125000.00        | $1138552.81        | Corporate Debt Securities |
| PLAINS ALL AMERN PIPELINE L P  SR GLBL NT4.5%26 | 2026-12-15      | 4.5000%  | 0.0000% | $1960000.00        | $1988861.00        | Corporate Debt Securities |
| SCHLUMBERGER HLDGS CORP        SR 144A NT 30    | 2030-06-26      | 2.6500%  | 0.0000% | $313000.00         | $293969.43         | Corporate Debt Securities |
| SCHWAB CHARLES CORP            PERP SUB -I NT4% | 2079-12-31      | 4.0000%  | 0.0000% | $2922000.00        | $2894364.37        | Corporate Debt Securities |
| PPL ELEC UTILS CORP            1M GLBL -29TH 55 | 2055-08-15      | 5.5500%  | 0.0000% | $769000.00         | $784075.60         | Corporate Debt Securities |
| SIMON PPTY GROUP LP            GLBL NT 5.5%33   | 2033-03-08      | 5.5000%  | 0.0000% | $11339000.00       | $12015610.73       | Corporate Debt Securities |
| PENSKE TRUCK LEASING CO LP / P SR 144A NT 27    | 2027-01-12      | 5.3500%  | 0.0000% | $25000.00          | $25594.04          | Corporate Debt Securities |
| PACIFIC GAS & ELEC CO          1M GLBL 28 BD 50 | 2050-07-01      | 4.9500%  | 0.0000% | $1745000.00        | $1529627.74        | Corporate Debt Securities |
| NXP B V / NXP FDG LLC / NXP US SR GLBL NT4.4%27 | 2027-06-01      | 4.4000%  | 0.0000% | $184000.00         | $187126.98         | Corporate Debt Securities |
| TR FIN LLC                     SR GLBL NT 26    | 2026-05-15      | 3.3500%  | 0.0000% | $4000.00           | $4023.85           | Corporate Debt Securities |
| TPG OPER GROUP II LP           SR GLBL NT 36    | 2036-01-15      | 5.3750%  | 0.0000% | $250000.00         | $252822.01         | Corporate Debt Securities |
| TC PIPELINES LP                SR GLBL NT3.9%27 | 2027-05-25      | 3.9000%  | 0.0000% | $95000.00          | $95584.41          | Corporate Debt Securities |
| HCA INC.                       SR SEC GLBL NT31 | 2031-07-15      | 2.3750%  | 0.0000% | $29000.00          | $25872.29          | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        SUB NT 6.45%36   | 2036-05-01      | 6.4500%  | 0.0000% | $402000.00         | $453546.78         | Corporate Debt Securities |
| KEYBANK NATIONAL ASSOCIATION   SUB NT 3.9%29    | 2029-04-13      | 3.9000%  | 0.0000% | $412000.00         | $410744.09         | Corporate Debt Securities |
| LPL HLDGS INC                  SR GLBL NT4.9%28 | 2028-04-03      | 4.9000%  | 0.0000% | $605000.00         | $625915.86         | Corporate Debt Securities |
| HYUNDAI CAP AMER               SR 144A NT5.3%29 | 2029-06-24      | 5.3000%  | 0.0000% | $24000.00          | $24941.60          | Corporate Debt Securities |
| MARKEL GROUP INC               SR GLBL NT 52    | 2052-05-07      | 3.4500%  | 0.0000% | $1000000.00        | $704294.17         | Corporate Debt Securities |
| NOVARTIS CAPITAL CORP          SR GLBL NT 4%45  | 2045-11-20      | 4.0000%  | 0.0000% | $9000.00           | $7784.50           | Corporate Debt Securities |
| SANTANDER HOLDINGS USA INC     SR GLBL NT 29    | 2029-03-09      | 6.4990%  | 0.0000% | $15000.00          | $15703.37          | Corporate Debt Securities |
| GEORGIA PWR CO                 SR GLBL 2024D 30 | 2030-03-15      | 4.5500%  | 0.0000% | $94000.00          | $95580.69          | Corporate Debt Securities |
| PACIFIC GAS & ELEC CO          1M GLBL BD2.1%27 | 2027-08-01      | 2.1000%  | 0.0000% | $215000.00         | $207256.06         | Corporate Debt Securities |
| NEXTERA ENERGY CAP HLDGS INC   JR SB GLBL -S 55 | 2055-08-15      | 6.3750%  | 0.0000% | $17000.00          | $17831.45          | Corporate Debt Securities |
| SCHLUMBERGER HLDGS CORP        SR GLBL 144A 28  | 2028-05-17      | 3.9000%  | 0.0000% | $131000.00         | $132235.11         | Corporate Debt Securities |
| IBM INTL CAP PTE LTD           GLBL NT 4.6%27   | 2027-02-05      | 4.6000%  | 0.0000% | $457000.00         | $463287.30         | Corporate Debt Securities |
| SAFEHOLD OPER PARTNERSHIP LP   SR GLBL NT2.8%31 | 2031-06-15      | 2.8000%  | 0.0000% | $9000.00           | $8322.00           | Corporate Debt Securities |
| WILLIS NORTH AMER INC          SR GLBL NT 33    | 2033-05-15      | 5.3500%  | 0.0000% | $49000.00          | $51740.20          | Corporate Debt Securities |
| SIMON PPTY GROUP LP            GLBL NT 4.75%34  | 2034-09-26      | 4.7500%  | 0.0000% | $3000.00           | $2986.37           | Corporate Debt Securities |
| XIAOMI BEST TIME INTERNATIONAL SR GLBL REGS 31  | 2031-07-14      | 2.8750%  | 0.0000% | $585000.00         | $542277.12         | Corporate Debt Securities |
| T MOBILE USA INC               SR GLBL NT4.2%29 | 2029-10-01      | 4.2000%  | 0.0000% | $279000.00         | $284394.00         | Corporate Debt Securities |
| T MOBILE USA INC               SR GLBL NT 29    | 2029-01-15      | 4.8500%  | 0.0000% | $266000.00         | $274013.03         | Corporate Debt Securities |
| VENTAS RLTY LTD PARTNERSHIP    SR GLBL NT 34    | 2034-07-01      | 5.6250%  | 0.0000% | $595000.00         | $627812.02         | Corporate Debt Securities |
| SODEXO INC                     SR 144A NT5.8%35 | 2035-08-15      | 5.8000%  | 0.0000% | $200000.00         | $213827.33         | Corporate Debt Securities |
| SOUTHERN CALIF EDISON CO       1M GLBL 2024B 34 | 2034-06-01      | 5.2000%  | 0.0000% | $2000.00           | $2026.04           | Corporate Debt Securities |
| GALLAGHER ARTHUR J & CO        SR GLBL NT3.5%51 | 2051-05-20      | 3.5000%  | 0.0000% | $244000.00         | $176868.01         | Corporate Debt Securities |
| UNILEVER CAP CORP              SR GLBL NT 30    | 2030-09-14      | 1.3750%  | 0.0000% | $141000.00         | $124408.69         | Corporate Debt Securities |
| NOVARTIS CAPITAL CORP          SR NT 3.7%42     | 2042-09-21      | 3.7000%  | 0.0000% | $301000.00         | $252871.61         | Corporate Debt Securities |
| SANTANDER HOLDINGS USA INC     GLBL NT 5.353%30 | 2030-09-06      | 5.3530%  | 0.0000% | $355000.00         | $363636.68         | Corporate Debt Securities |
| GEORGIA PWR CO                 SR GLBL 2025B 31 | 2031-03-15      | 4.8500%  | 0.0000% | $23000.00          | $23619.41          | Corporate Debt Securities |
| MID-AMERICA APTS LP            SR GLBL NT1.1%26 | 2026-09-15      | 1.1000%  | 0.0000% | $2503000.00        | $2436040.58        | Corporate Debt Securities |
| HOLCIM FINANCE US LLC          SR GLBL 144A 35  | 2035-04-07      | 5.4000%  | 0.0000% | $2000.00           | $2114.40           | Corporate Debt Securities |
| NEVADA POWER CO                JR SB GLBL NT 55 | 2055-05-15      | 6.2500%  | 0.0000% | $9000.00           | $9327.85           | Corporate Debt Securities |
| HOLCIM FINANCE US LLC          SR GLBL 144A 28  | 2028-04-07      | 4.7000%  | 0.0000% | $23000.00          | $23784.67          | Corporate Debt Securities |
| SANTANDER HOLDINGS USA INC     4.4%27           | 2027-07-13      | 4.4000%  | 0.0000% | $2000.00           | $2022.68           | Corporate Debt Securities |
| SAN DIEGO GAS & ELEC CO        1M GLBL VVV BD30 | 2030-10-01      | 1.7000%  | 0.0000% | $59000.00          | $52555.00          | Corporate Debt Securities |
| FLORIDA PWR & LT CO            1M GLBL BD5.7%55 | 2055-03-15      | 5.7000%  | 0.0000% | $34000.00          | $35521.67          | Corporate Debt Securities |
| TRUSTEES OF PRINCETON UNIV     -A SNK BD3.84%48 | 2048-07-01      | 3.8400%  | 0.0000% | $3257000.00        | $2557081.56        | Corporate Debt Securities |
| TRAVELERS INS GROUP HLDGS INC  SR NT 6.375%33   | 2033-03-15      | 6.3750%  | 0.0000% | $10000.00          | $11256.66          | Corporate Debt Securities |
| VENTAS RLTY LTD PARTNERSHIP    SR GLBL NT4.4%29 | 2029-01-15      | 4.4000%  | 0.0000% | $61000.00          | $61726.92          | Corporate Debt Securities |
| WRKCO INC                      4.2%32           | 2032-06-01      | 4.2000%  | 0.0000% | $4900000.00        | $4835826.33        | Corporate Debt Securities |
| VIRGINIA ELEC & PWR CO         SR GLBL -A NT 50 | 2050-12-15      | 2.4500%  | 0.0000% | $10000.00          | $5911.36           | Corporate Debt Securities |
| VOLKSWAGEN GROUP AMER FIN LLC  SR 144A NT 27    | 2027-06-08      | 4.3500%  | 0.0000% | $340000.00         | $344512.93         | Corporate Debt Securities |
| TRANSCONTINENTAL GAS PIPE LINE SR GLBL NT 50    | 2050-05-15      | 3.9500%  | 0.0000% | $20000.00          | $16008.65          | Corporate Debt Securities |
| VIRGINIA ELEC & PWR CO         SR GLBL -B NT 27 | 2027-05-15      | 3.7500%  | 0.0000% | $9336000.00        | $9422194.62        | Corporate Debt Securities |
| PLAINS ALL AMERN PIPELINE L P  SR GLBL NT 25    | 2025-10-15      | 4.6500%  | 0.0000% | $46000.00          | $46980.38          | Corporate Debt Securities |
| PROLOGIS L P                   SR GLBL NT 27    | 2027-04-15      | 2.1250%  | 0.0000% | $34000.00          | $33377.45          | Corporate Debt Securities |
| INTERCONTINENTAL EXCHANGE INC  SR GLBL NT 31    | 2031-06-15      | 5.2500%  | 0.0000% | $67000.00          | $71147.47          | Corporate Debt Securities |
| PROLOGIS L P                   SR GLBL NT 34    | 2034-01-15      | 5.1250%  | 0.0000% | $24000.00          | $24935.69          | Corporate Debt Securities |
| SAN DIEGO GAS & ELEC CO        1M GLBL HHH BD40 | 2040-05-15      | 5.3500%  | 0.0000% | $3558000.00        | $3635786.77        | Corporate Debt Securities |
| CK HUTCHISON INTERNATIONAL 19  SR REGS NT 29    | 2029-04-11      | 3.6250%  | 0.0000% | $280000.00         | $278854.06         | Corporate Debt Securities |
| APA CORPORATION                GLBL NT 6.1%35   | 2035-02-15      | 6.1000%  | 0.0000% | $20000.00          | $20632.70          | Corporate Debt Securities |
| ANHEUSER BUSCH COS INC         SR GLBL DEB 37   | 2037-09-01      | 6.4500%  | 0.0000% | $2000.00           | $2222.79           | Corporate Debt Securities |
| ARIZONA PUB SVC CO             SR GLBL NT5.7%34 | 2034-08-15      | 5.7000%  | 0.0000% | $494000.00         | $521414.53         | Corporate Debt Securities |
| ANHEUSER BUSCH COS INC         SR GLBL DEB 27   | 2027-12-15      | 6.7500%  | 0.0000% | $5000.00           | $5330.64           | Corporate Debt Securities |
| AMERICO LIFE INC               SR 144A NT 31    | 2031-04-15      | 3.4500%  | 0.0000% | $6000000.00        | $5504775.00        | Corporate Debt Securities |
| AON CORP                       SR GLBL NT4.5%28 | 2028-12-15      | 4.5000%  | 0.0000% | $18000.00          | $18411.57          | Corporate Debt Securities |
| BAT CAPITAL CORP               SR GLBL NT 55    | 2055-08-15      | 6.2500%  | 0.0000% | $79000.00          | $83520.58          | Corporate Debt Securities |
| BURLINGTON NORTHN SANTA FE CP  SR GLBL DEB 48   | 2048-12-15      | 4.1500%  | 0.0000% | $31000.00          | $26301.15          | Corporate Debt Securities |
| CNH INDUSTRIAL CAPITAL LLC     SR NT 4.5%30     | 2030-10-16      | 4.5000%  | 0.0000% | $10500000.00       | $10482307.50       | Corporate Debt Securities |
| DELL INC                       6.5%38           | 2038-04-15      | 6.5000%  | 0.0000% | $24000.00          | $26797.24          | Corporate Debt Securities |
| ESSENT GROUP LTD               SR GLBL NT 29    | 2029-07-01      | 6.2500%  | 0.0000% | $276000.00         | $293355.26         | Corporate Debt Securities |
| EUROPEAN INVT BK               SR GLBL NT 26    | 2026-03-26      | 0.3750%  | 0.0000% | $50000.00          | $49134.58          | Corporate Debt Securities |
| DUKE ENERGY FLA LLC            1M GLBL BD6.2%53 | 2053-11-15      | 6.2000%  | 0.0000% | $27000.00          | $30226.50          | Corporate Debt Securities |
| DIAGEO INVT CORP               SR NT 4.25%42    | 2042-05-11      | 4.2500%  | 0.0000% | $178000.00         | $158701.19         | Corporate Debt Securities |
| CONSOLIDATED EDISON CO N Y INC SR GLBL 2023 B34 | 2034-03-15      | 5.5000%  | 0.0000% | $66000.00          | $69754.19          | Corporate Debt Securities |
| DIGITAL RLTY TR LP             SR GLBL NT3.6%29 | 2029-07-01      | 3.6000%  | 0.0000% | $3673000.00        | $3615333.90        | Corporate Debt Securities |

### Security 670: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA 4.170000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1B8AP6, C.3 - LEI: 1VUV7VQFKUOQSJ21A208, C.5 - Other ID: ARP1B8AP6
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2044-08-15      | 4.1250%  | 0.0000% | $267330400.00      | $249999971.66      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-11-15      | 3.3750%  | 0.0000% | $91676700.00       | $75007331.91       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-02-15      | 4.7500%  | 0.0000% | $246533600.00      | $249999985.68      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-05-15      | 2.3750%  | 0.0000% | $381612200.00      | $249999971.81      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-08-15      | 1.3750%  | 0.0000% | $377372600.00      | $191161392.54      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-11-15      | 4.7500%  | 0.0000% | $4521900.00        | $4658445.55        | U.S. Treasuries (including strips) |

### Security 671: GOLDMAN SACHS & CO LLC

- **C.1 - Title:** GOLDMAN SACHS & CO LLC 4.160000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1B8NO5, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: ARP1B8NO5
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FNMS 05.500 CLDC2715 | 2054-12-01      | 5.5000%  | 0.0000% | $25289.00          | $25404.56          | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLMA4307 | 2051-04-01      | 3.0000%  | 0.0000% | $23000.00          | $10693.23          | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD8288 | 2053-01-01      | 5.0000%  | 0.0000% | $25000.00          | $20471.13          | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLFA1086 | 2052-03-01      | 2.0000%  | 0.0000% | $16070000.00       | $12619987.25       | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLMA3467 | 2048-09-01      | 4.0000%  | 0.0000% | $11765888.00       | $850429.75         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQZ4388 | 2055-09-01      | 6.0000%  | 0.0000% | $1959044.00        | $2038681.75        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDB3801 | 2054-06-01      | 5.5000%  | 0.0000% | $1067816.00        | $1069402.52        | Agency Mortgage-Backed Securities         |
| GNRA 2014-107 WX     | 2039-07-20      | 6.5154%  | 0.0000% | $13406832.00       | $1122569.12        | Agency Collateralized Mortgage Obligation |
| FNMS 02.000 CICB0428 | 2036-05-01      | 2.0000%  | 0.0000% | $278894.00         | $138884.49         | Agency Mortgage-Backed Securities         |
| GNRA 2023-053 TF     | 2053-04-20      | 5.2388%  | 0.0000% | $300000000.00      | $183010779.10      | Agency Collateralized Mortgage Obligation |
| GNRA 2023-148 FA     | 2053-10-20      | 5.8388%  | 0.0000% | $100000000.00      | $50351674.74       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-167 CF     | 2054-05-20      | 5.5888%  | 0.0000% | $400000.00         | $324136.84         | Agency Collateralized Mortgage Obligation |
| FEPC 06.500 CLSD8455 | 2054-08-01      | 6.5000%  | 0.0000% | $151114080.00      | $114226468.30      | Agency Mortgage-Backed Securities         |
| 03.500 FGPC Q49504 G | 2047-07-01      | 3.5000%  | 0.0000% | $49838000.00       | $10762985.93       | Agency Mortgage-Backed Securities         |
| GNII SF 737727 C     | 2040-12-20      | 4.0000%  | 0.0000% | $835817.00         | $92951.11          | Agency Mortgage-Backed Securities         |
| GNRA 2014-129 AF     | 2041-10-20      | 4.6947%  | 0.0000% | $20000000.00       | $1510341.12        | Agency Collateralized Mortgage Obligation |
| GNRM 2020-080 AK     | 2062-05-16      | 1.8000%  | 0.0000% | $12160000.00       | $4750686.34        | Agency Collateralized Mortgage Obligation |
| GNRA 2018-099 AN     | 2059-09-16      | 3.2000%  | 0.0000% | $15800000.00       | $2906897.39        | Agency Collateralized Mortgage Obligation |
| GNRM 2025-134 BV     | 2036-09-20      | 4.5000%  | 0.0000% | $10327000.00       | $10153222.41       | Agency Collateralized Mortgage Obligation |
| FNMS 02.000 CICA7136 | 2035-09-01      | 2.0000%  | 0.0000% | $303552.00         | $138252.24         | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDF1094 | 2055-10-01      | 6.5000%  | 0.0000% | $2209550.00        | $2313233.38        | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLRA7326 | 2052-05-01      | 3.5000%  | 0.0000% | $51000.00          | $39082.63          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSL1281 | 2055-04-01      | 5.5000%  | 0.0000% | $31000.00          | $31058.88          | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSL1165 | 2055-01-01      | 4.5000%  | 0.0000% | $70000.00          | $67147.55          | Agency Mortgage-Backed Securities         |
| GNII SF MA9537 M     | 2047-08-20      | 3.5000%  | 0.0000% | $38999999.00       | $29188557.00       | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLCA7457 | 2050-10-01      | 2.5000%  | 0.0000% | $590000.00         | $298712.11         | Agency Mortgage-Backed Securities         |
| GNII SF MB0365 M     | 2055-05-20      | 5.0000%  | 0.0000% | $56782848.00       | $56300836.11       | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCB9630 | 2054-12-01      | 4.5000%  | 0.0000% | $479004.00         | $453411.66         | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLCC0279 | 2055-04-01      | 6.5000%  | 0.0000% | $26345824.00       | $26231815.10       | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBP1418 | 2050-03-01      | 3.0000%  | 0.0000% | $667000.00         | $150194.86         | Agency Mortgage-Backed Securities         |
| GNII SF 005269 M     | 2038-10-20      | 6.0000%  | 0.0000% | $308029.00         | $8888.23           | Agency Mortgage-Backed Securities         |
| GNMI SF 756631 X     | 2040-12-15      | 4.0000%  | 0.0000% | $64077.00          | $10395.88          | Agency Mortgage-Backed Securities         |
| GNRM 2014-108 PA     | 2039-12-20      | 2.6250%  | 0.0000% | $4075000.00        | $209132.37         | Agency Collateralized Mortgage Obligation |
| GNRA 2014-003 QF     | 2043-03-20      | 4.5999%  | 0.0000% | $22755280.00       | $1052145.44        | Agency Collateralized Mortgage Obligation |

### Security 672: SMBC NIKKO SECURITIES AMERICA INC

- **C.1 - Title:** SMBC NIKKO SECURITIES AMERICA INC 4.170000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1B8PG0, C.3 - LEI: 6PJDTY319315T5LR2241, C.5 - Other ID: ARP1B8PG0
- **C.18 - Value (incl. sponsor support):** $704000000.00
- **C.18.a - Value (excl. sponsor support):** $704000000.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2028-05-31      | 3.6250%  | 0.0000% | $4000000.00        | $4049685.33        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-15      | 4.0000%  | 0.0000% | $100.00            | $102.01            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-03-31      | 3.8750%  | 0.0000% | $44936000.00       | $45077009.17       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-11-15      | 2.7500%  | 0.0000% | $327600.00         | $257379.76         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-05-15      | 4.2500%  | 0.0000% | $1165600.00        | $1167068.07        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-11-30      | 4.8750%  | 0.0000% | $18999100.00       | $19330026.32       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-31      | 3.8750%  | 0.0000% | $12245800.00       | $12376588.01       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-08-15      | 2.2500%  | 0.0000% | $35700.00          | $23937.65          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-12-31      | 4.3750%  | 0.0000% | $13047600.00       | $13535025.72       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-11-15      | 1.8750%  | 0.0000% | $748400.00         | $429767.39         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-11-15      | 4.6250%  | 0.0000% | $3040400.00        | $3068456.05        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-30      | 1.2500%  | 0.0000% | $71821500.00       | $70121676.64       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-30      | 1.6250%  | 0.0000% | $100.00            | $98.19             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-04-30      | 2.8750%  | 0.0000% | $123857400.00      | $122092199.82      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-02-15      | 4.7500%  | 0.0000% | $915900.00         | $946235.98         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-08-15      | 1.3750%  | 0.0000% | $200.00            | $101.15            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-30      | 0.6250%  | 0.0000% | $3039000.00        | $2858499.61        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-31      | 3.1250%  | 0.0000% | $3422000.00        | $3399568.03        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-08-15      | 3.8750%  | 0.0000% | $8584600.00        | $8504675.23        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-02-15      | 2.2500%  | 0.0000% | $100.00            | $62.45             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-15      | 5.2500%  | 0.0000% | $5000000.00        | $5332512.50        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-02-15      | 3.6250%  | 0.0000% | $518400.00         | $431975.07         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-08-15      | 2.0000%  | 0.0000% | $650300.00         | $383693.26         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-15      | 4.1250%  | 0.0000% | $1025500.00        | $1052104.29        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-08-15      | 4.3750%  | 0.0000% | $6000.00           | $5831.30           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2037-02-15      | 4.7500%  | 0.0000% | $4000000.00        | $4226958.00        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-02-28      | 4.2500%  | 0.0000% | $12902600.00       | $13246378.15       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-02-15      | 4.6250%  | 0.0000% | $153600.00         | $160700.97         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-05-31      | 4.0000%  | 0.0000% | $34913600.00       | $35810018.31       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-02-15      | 1.8750%  | 0.0000% | $148000.00         | $131760.22         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-08-15      | 3.3750%  | 0.0000% | $463100.00         | $397093.78         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-05-15      | 5.0000%  | 0.0000% | $49887700.00       | $52818203.27       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-15      | 4.5000%  | 0.0000% | $2000.00           | $2029.79           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-06-30      | 0.8750%  | 0.0000% | $15456600.00       | $15159856.46       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-02-15      | 4.0000%  | 0.0000% | $273500.00         | $274461.63         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-12-31      | 3.7500%  | 0.0000% | $5000000.00        | $5044560.00        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-03-31      | 4.1250%  | 0.0000% | $1000000.00        | $1015397.00        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 3.7500%  | 0.0000% | $151913600.00      | $154523480.66      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-15      | 4.2500%  | 0.0000% | $120000.00         | $122719.64         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-07-31      | 4.1250%  | 0.0000% | $50000000.00       | $51139981.80       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-05-15      | 2.3750%  | 0.0000% | $100.00            | $65.42             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-05-15      | 2.5000%  | 0.0000% | $504000.00         | $359413.99         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-31      | 0.7500%  | 0.0000% | $1541100.00        | $1500836.52        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-02-15      | 4.6250%  | 0.0000% | $31159300.00       | $30882675.52       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-08-15      | 1.1250%  | 0.0000% | $100.00            | $63.26             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-02-15      | 1.0000%  | 0.0000% | $100.00            | $98.39             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2038-02-15      | 4.3750%  | 0.0000% | $2939200.00        | $2982869.90        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-02-15      | 3.6250%  | 0.0000% | $100.00            | $87.34             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-11-30      | 4.1250%  | 0.0000% | $18268100.00       | $18791992.57       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-05-15      | 4.3750%  | 0.0000% | $1345200.00        | $1344671.67        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-02-15      | 4.6250%  | 0.0000% | $581000.00         | $595148.66         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-06-30      | 4.2500%  | 0.0000% | $7874700.00        | $8118524.34        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-07-15      | 1.8750%  | 0.0000% | $1589900.00        | $1619835.50        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-03-31      | 2.2500%  | 0.0000% | $306400.00         | $303967.18         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-05-15      | 4.6250%  | 0.0000% | $3000100.00        | $3033985.38        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-05-15      | 2.8750%  | 0.0000% | $37600.00          | $27891.20          | U.S. Treasuries (including strips) |

### Security 673: BOFA SECURITIES INC

- **C.1 - Title:** BOFA SECURITIES INC 4.630000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1B8PK1, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: ARP1B8PK1
- **C.18 - Value (incl. sponsor support):** $272159794.56
- **C.18.a - Value (excl. sponsor support):** $272159794.56
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-12-29
- **C.13 - Final Legal Maturity Date:** 2026-01-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category   |
|:---|:---|:---|:---|:---|:---|:---|
| SPDR INDEX SHS FDS             PORTFLI MSCI GBL | 2500-12-31      | N/A      | 0.0000% | $41947.00          | $3130924.08        | Equities   |
| ZENTALIS PHARMACEUTICALS INC   COM              | 2500-12-31      | N/A      | 0.0000% | $472556.00         | $704108.44         | Equities   |
| MURAL ONCOLOGY PUB LTD CO      ORD SHS          | 2500-12-31      | N/A      | 0.0000% | $3400.00           | $7072.00           | Equities   |
| ALAUNOS THERAPEUTICS INC       COM NEW          | 2500-12-31      | N/A      | 0.0000% | $6523.00           | $16372.73          | Equities   |
| AC IMMUNE SA                   SHS              | 2500-12-31      | N/A      | 0.0000% | $13213.00          | $40167.52          | Equities   |
| EBANG INTL HLDGS INC           CL A ORD SH NEW  | 2500-12-31      | N/A      | 0.0000% | $2182.00           | $10429.96          | Equities   |
| STELLANTIS N.V                 SHS              | 2500-12-31      | N/A      | 0.0000% | $849881.00         | $7946387.35        | Equities   |
| INNOVIZ TECHNOLOGIES LTD       SHS              | 2500-12-31      | N/A      | 0.0000% | $167597.00         | $325138.18         | Equities   |
| KINROSS GOLD CORP              COM              | 2500-12-31      | N/A      | 0.0000% | $75.00             | $1827.75           | Equities   |
| BITFUFU INC                    CL A ORD SHS     | 2500-12-31      | N/A      | 0.0000% | $700.00            | $2590.00           | Equities   |
| ORIENTAL RISE HLDGS LTD        SHS              | 2500-12-31      | N/A      | 0.0000% | $26000.00          | $5278.00           | Equities   |
| ARTIVA BIOTHERAPEUTICS INC     COM              | 2500-12-31      | N/A      | 0.0000% | $9400.00           | $27448.00          | Equities   |
| RANGE CAP ACQUISITION CORP     ORD SHS          | 2500-12-31      | N/A      | 0.0000% | $5993.00           | $62746.71          | Equities   |
| PAINREFORM LTD                 SHS NEW          | 2500-12-31      | N/A      | 0.0000% | $8500.00           | $12070.00          | Equities   |
| PERFECT CORP                   CL A ORD SHS     | 2500-12-31      | N/A      | 0.0000% | $5505.00           | $10514.55          | Equities   |
| INTERCORP FINL SVCS INC        SHS              | 2500-12-31      | N/A      | 0.0000% | $34.00             | $1365.10           | Equities   |
| ENTERA BIO LTD                 SHS              | 2500-12-31      | N/A      | 0.0000% | $106563.00         | $207797.85         | Equities   |
| STAK INC                       SHS CL A         | 2500-12-31      | N/A      | 0.0000% | $5126.00           | $3941.89           | Equities   |
| BANK MONTREAL QUE              COM              | 2500-12-31      | N/A      | 0.0000% | $4310.00           | $559438.00         | Equities   |
| BARRICK MNG CORP               COM SHS          | 2500-12-31      | N/A      | 0.0000% | $76.00             | $2518.64           | Equities   |
| ASSERTIO HOLDINGS INC          COM NEW          | 2500-12-31      | N/A      | 0.0000% | $256904.00         | $228464.73         | Equities   |
| CARDLYTICS INC                 COM              | 2500-12-31      | N/A      | 0.0000% | $151123.00         | $398964.72         | Equities   |
| AUREUS GREENWAY HLDGS INC      COM              | 2500-12-31      | N/A      | 0.0000% | $500.00            | $1585.00           | Equities   |
| DIREXION SHS ETF TR            DAILY PANW BEAR  | 2500-12-31      | N/A      | 0.0000% | $2174.00           | $47794.09          | Equities   |
| CASSAVA SCIENCES INC           COM              | 2500-12-31      | N/A      | 0.0000% | $375300.00         | $1178442.00        | Equities   |
| CISO GLOBAL INC                COM NEW          | 2500-12-31      | N/A      | 0.0000% | $1064.00           | $1149.12           | Equities   |
| DIREXION SHS ETF TR            DAILY S&P 500 B  | 2500-12-31      | N/A      | 0.0000% | $56912.00          | $2185420.80        | Equities   |
| DIREXION SHS ETF TR            DAILY BRKB BEAR  | 2500-12-31      | N/A      | 0.0000% | $1486.00           | $34322.14          | Equities   |
| ERO COPPER CORP                COM              | 2500-12-31      | N/A      | 0.0000% | $11400.00          | $227658.00         | Equities   |
| ONKURE THERAPEUTICS INC        COM CL A         | 2500-12-31      | N/A      | 0.0000% | $7300.00           | $19491.00          | Equities   |
| SMARTRENT INC                  COM CL A         | 2500-12-31      | N/A      | 0.0000% | $31300.00          | $45385.00          | Equities   |
| SMARTRENT INC                  COM CL A         | 2500-12-31      | N/A      | 0.0000% | $280666.00         | $406965.70         | Equities   |
| MOMENTUS INC                   CL A NEW         | 2500-12-31      | N/A      | 0.0000% | $1600.00           | $2144.00           | Equities   |
| PGIM ETF TR                    ACTIVE AGGREGATE | 2500-12-31      | N/A      | 0.0000% | $14200.00          | $609963.84         | Equities   |
| SKYE BIOSCIENCE INC            COM NEW          | 2500-12-31      | N/A      | 0.0000% | $9158.00           | $35533.04          | Equities   |
| SKYE BIOSCIENCE INC            COM NEW          | 2500-12-31      | N/A      | 0.0000% | $200069.00         | $776267.72         | Equities   |
| ISHARES TR                     MSCI INTL QUALTY | 2500-12-31      | N/A      | 0.0000% | $309936.00         | $13599991.68       | Equities   |
| SUNATION ENERGY INC            COM NEW          | 2500-12-31      | N/A      | 0.0000% | $11100.00          | $15762.00          | Equities   |
| PAN AMERN SILVER CORP          COM              | 2500-12-31      | N/A      | 0.0000% | $56602.00          | $2196723.62        | Equities   |
| ISHARES TR                     MBS ETF          | 2500-12-31      | N/A      | 0.0000% | $6349.00           | $604361.31         | Equities   |
| SPORTSMANS WHSE HLDGS INC      COM              | 2500-12-31      | N/A      | 0.0000% | $14767.00          | $42676.63          | Equities   |
| SEABRIDGE GOLD INC             COM              | 2500-12-31      | N/A      | 0.0000% | $13004.00          | $308064.76         | Equities   |
| SOL STRATEGIES INC             COM              | 2500-12-31      | N/A      | 0.0000% | $4511.00           | $21833.24          | Equities   |
| INVESCO EXCH TRD SLF IDX FD TR BULSHS 2027 CB   | 2500-12-31      | N/A      | 0.0000% | $545.00            | $10736.50          | Equities   |
| ISHARES TR                     GLOBAL ENERG ETF | 2500-12-31      | N/A      | 0.0000% | $2532.00           | $106825.08         | Equities   |
| GROVE COLLABORATIVE HOLD INC   COM CL A         | 2500-12-31      | N/A      | 0.0000% | $4900.00           | $7252.00           | Equities   |
| PRECISION DRILLING CORP        COM NEW          | 2500-12-31      | N/A      | 0.0000% | $943.00            | $53590.69          | Equities   |
| THERAPEUTICSMD INC             COM NEW          | 2500-12-31      | N/A      | 0.0000% | $14786.00          | $15968.88          | Equities   |
| SUNCOR ENERGY INC NEW          COM              | 2500-12-31      | N/A      | 0.0000% | $151845.00         | $6372934.65        | Equities   |
| WEARABLE DEVICES LTD           SHS              | 2500-12-31      | N/A      | 0.0000% | $2000.00           | $9200.00           | Equities   |
| FIREFLY NEUROSCIENCE INC       COM              | 2500-12-31      | N/A      | 0.0000% | $38700.00          | $112230.00         | Equities   |
| VENUS CONCEPT INC              COM              | 2500-12-31      | N/A      | 0.0000% | $1600.00           | $3664.00           | Equities   |
| COOL CO LTD                    COMMON SHARES    | 2500-12-31      | N/A      | 0.0000% | $2400.00           | $22800.00          | Equities   |
| ZIM INTEGRATED SHIPPING SERV   SHS              | 2500-12-31      | N/A      | 0.0000% | $999264.00         | $13599983.04       | Equities   |
| VENTYX BIOSCIENCES INC         COM              | 2500-12-31      | N/A      | 0.0000% | $204846.00         | $619659.15         | Equities   |
| RAFAEL HLDGS INC               COM CL B         | 2500-12-31      | N/A      | 0.0000% | $9707.00           | $13298.59          | Equities   |
| RENOVORX INC                   COM NEW          | 2500-12-31      | N/A      | 0.0000% | $11327.00          | $13365.86          | Equities   |
| RBB FD INC                     SGI ENHANCED GLB | 2500-12-31      | N/A      | 0.0000% | $88.00             | $2552.88           | Equities   |
| ISHARES TR                     BRAZIL SM-CP ETF | 2500-12-31      | N/A      | 0.0000% | $143154.00         | $2002008.69        | Equities   |
| GLOBAVEND HOLDINGS LIMITED     SHS NEW          | 2500-12-31      | N/A      | 0.0000% | $300.00            | $1377.00           | Equities   |
| INVESCO EXCHANGE TRADED FD TR  S&P SML600 VAL   | 2500-12-31      | N/A      | 0.0000% | $1120.00           | $131766.99         | Equities   |
| VEEA INC                       COM              | 2500-12-31      | N/A      | 0.0000% | $1800.00           | $1186.02           | Equities   |
| PROSHARES TR                   PSHS ULTRA UTIL  | 2500-12-31      | N/A      | 0.0000% | $56.00             | $5094.64           | Equities   |
| PLAYBOY INC                    COM              | 2500-12-31      | N/A      | 0.0000% | $28900.00          | $43928.00          | Equities   |
| PYXIS ONCOLOGY INC             COMMON STOCK     | 2500-12-31      | N/A      | 0.0000% | $200561.00         | $441234.20         | Equities   |
| PYXIS ONCOLOGY INC             COMMON STOCK     | 2500-12-31      | N/A      | 0.0000% | $362730.00         | $798006.00         | Equities   |
| SMARTKEM INC                   COM NEW          | 2500-12-31      | N/A      | 0.0000% | $2100.00           | $3276.00           | Equities   |
| SOLARMAX TECHNOLOGY INC        COM SHS          | 2500-12-31      | N/A      | 0.0000% | $5400.00           | $5508.00           | Equities   |
| MAWSON INFRASTRUCTURE GROUP IN COM              | 2500-12-31      | N/A      | 0.0000% | $101990.00         | $49975.10          | Equities   |
| NOVONIX LIMITED                SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $1362.00           | $1934.04           | Equities   |
| IO BIOTECH INC                 COM              | 2500-12-31      | N/A      | 0.0000% | $792141.00         | $289210.68         | Equities   |
| LIGHTWAVE LOGIC INC            COM              | 2500-12-31      | N/A      | 0.0000% | $117545.00         | $437267.40         | Equities   |
| INSPIRATO INCORPORATED         CL A NEW         | 2500-12-31      | N/A      | 0.0000% | $4594.00           | $13552.30          | Equities   |
| KRANESHARES TRUST              KWEB COVERD CALL | 2500-12-31      | N/A      | 0.0000% | $1400.00           | $46060.00          | Equities   |
| ISHARES TR                     CHINA SM-CAP ETF | 2500-12-31      | N/A      | 0.0000% | $23473.00          | $912630.24         | Equities   |
| JERASH HLDGS US INC            COM              | 2500-12-31      | N/A      | 0.0000% | $1400.00           | $4592.00           | Equities   |
| NATURAL HEALTH TRENDS CORP     COM              | 2500-12-31      | N/A      | 0.0000% | $2319.00           | $10203.60          | Equities   |
| GLOBAL X FDS                   S&P 500 CATHOLIC | 2500-12-31      | N/A      | 0.0000% | $9640.00           | $778644.01         | Equities   |
| GLOBAL X FDS                   ARTIFICIAL ETF   | 2500-12-31      | N/A      | 0.0000% | $100.00            | $4934.00           | Equities   |
| NRX PHARMACEUTICALS INC        COM NEW          | 2500-12-31      | N/A      | 0.0000% | $16847.00          | $54752.75          | Equities   |
| NRX PHARMACEUTICALS INC        COM NEW          | 2500-12-31      | N/A      | 0.0000% | $9400.00           | $30550.00          | Equities   |
| UNIFI INC                      COM NEW          | 2500-12-31      | N/A      | 0.0000% | $25541.00          | $121830.57         | Equities   |
| ONKURE THERAPEUTICS INC        COM CL A         | 2500-12-31      | N/A      | 0.0000% | $4513.00           | $12049.71          | Equities   |
| MEDICINOVA INC                 COM NEW          | 2500-12-31      | N/A      | 0.0000% | $10500.00          | $13125.00          | Equities   |
| SOHO HOUSE & CO INC            COM CL A         | 2500-12-31      | N/A      | 0.0000% | $7780.00           | $68853.00          | Equities   |
| FLEXSHARES TR                  M STAR DEV MKT   | 2500-12-31      | N/A      | 0.0000% | $119.00            | $10531.51          | Equities   |
| FIRST TR EXCH TRD ALPHDX FD II EURO ALPHADEX    | 2500-12-31      | N/A      | 0.0000% | $6594.00           | $385598.66         | Equities   |
| CARIBOU BIOSCIENCES INC        COM              | 2500-12-31      | N/A      | 0.0000% | $368479.00         | $847501.70         | Equities   |
| CARIBOU BIOSCIENCES INC        COM              | 2500-12-31      | N/A      | 0.0000% | $119234.00         | $274238.20         | Equities   |
| CARECLOUD INC                  COM              | 2500-12-31      | N/A      | 0.0000% | $1124.00           | $3799.12           | Equities   |
| CANOPY GROWTH CORP             COM NEW          | 2500-12-31      | N/A      | 0.0000% | $3765844.00        | $5912375.08        | Equities   |
| CANADA GOOSE HLDGS INC         SHS SUB VTG      | 2500-12-31      | N/A      | 0.0000% | $646913.00         | $8895053.75        | Equities   |
| LISATA THERAPEUTICS INC        COM              | 2500-12-31      | N/A      | 0.0000% | $4184.00           | $10585.52          | Equities   |
| CANADIAN PACIFIC KANSAS CITY   COM              | 2500-12-31      | N/A      | 0.0000% | $144983.00         | $10646101.69       | Equities   |
| CANADIAN IMPERIAL BANK OF COMM COM              | 2500-12-31      | N/A      | 0.0000% | $170875.00         | $13599941.25       | Equities   |
| EMERA INC                      COM              | 2500-12-31      | N/A      | 0.0000% | $6500.00           | $308165.00         | Equities   |
| DIMENSIONAL ETF TRUST          INTL CORE EQT MK | 2500-12-31      | N/A      | 0.0000% | $16071.00          | $581609.49         | Equities   |
| DBX ETF TR                     XTRACKERS MSCI   | 2500-12-31      | N/A      | 0.0000% | $2502.00           | $290524.23         | Equities   |
| DIREXION SHS ETF TR            DAILY LLY BEAR   | 2500-12-31      | N/A      | 0.0000% | $4632.00           | $123793.44         | Equities   |
| DIREXION SHS ETF TR            DAILY REAL EST B | 2500-12-31      | N/A      | 0.0000% | $833.00            | $8071.77           | Equities   |
| DIREXION SHS ETF TR            DAILY TSM BULL   | 2500-12-31      | N/A      | 0.0000% | $591.00            | $26648.19          | Equities   |
| DIREXION SHS ETF TR            DAILY NVDA 2X SH | 2500-12-31      | N/A      | 0.0000% | $284.00            | $35383.56          | Equities   |
| EARLYWORKS CO LTD              SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $753.00            | $2055.69           | Equities   |
| AQUABOUNTY TECHNOLOGIES INC    COM              | 2500-12-31      | N/A      | 0.0000% | $1769.00           | $3414.17           | Equities   |
| BANK MONTREAL MEDIUM           MICROSECTORS GOL | 2500-12-31      | N/A      | 0.0000% | $10277.00          | $9129.06           | Equities   |
| BABCOCK & WILCOX ENTERPRISES I COM              | 2500-12-31      | N/A      | 0.0000% | $137214.00         | $436340.52         | Equities   |
| GAXOS.AI INC                   COM              | 2500-12-31      | N/A      | 0.0000% | $49622.00          | $83861.18          | Equities   |
| INSPIREMD INC                  COM              | 2500-12-31      | N/A      | 0.0000% | $608.00            | $1471.36           | Equities   |
| CYBERARK SOFTWARE LTD          SHS              | 2500-12-31      | N/A      | 0.0000% | $28109.00          | $13599696.38       | Equities   |
| LICHEN INTL LTD                SHS NEW CL A     | 2500-12-31      | N/A      | 0.0000% | $338.00            | $1466.92           | Equities   |
| CAMBIUM NETWORKS CORP          SHS              | 2500-12-31      | N/A      | 0.0000% | $3558.00           | $3253.08           | Equities   |
| CARBON REVOLUTION LTD          ORD SHS          | 2500-12-31      | N/A      | 0.0000% | $443.00            | $1909.33           | Equities   |
| CASI PHARMACEUTICALS INC       ORD SHS          | 2500-12-31      | N/A      | 0.0000% | $314341.00         | $411786.71         | Equities   |
| INSPIREMD INC                  COM              | 2500-12-31      | N/A      | 0.0000% | $4667.00           | $11294.14          | Equities   |
| ZENATECH INC                   COM NEW          | 2500-12-31      | N/A      | 0.0000% | $1600.00           | $7664.00           | Equities   |
| SPRUCE POWER HOLDING CORP      COM NEW          | 2500-12-31      | N/A      | 0.0000% | $3839.00           | $8637.75           | Equities   |
| HUYA INC                       ADS REP SHS A    | 2500-12-31      | N/A      | 0.0000% | $9569.00           | $31864.77          | Equities   |
| XENETIC BIOSCIENCES INC        COM              | 2500-12-31      | N/A      | 0.0000% | $2451.00           | $8063.79           | Equities   |
| ZEO ENERGY CORP                CL A             | 2500-12-31      | N/A      | 0.0000% | $2833.00           | $4022.86           | Equities   |
| K WAVE MEDIA LTD               ORD SHS          | 2500-12-31      | N/A      | 0.0000% | $31700.00          | $79567.00          | Equities   |
| ANTELOPE ENTERPRISE HLDGS LTD  SHS NEW CL A     | 2500-12-31      | N/A      | 0.0000% | $1100.00           | $3410.00           | Equities   |
| CHINA YUCHAI INTL LTD          COM              | 2500-12-31      | N/A      | 0.0000% | $12111.00          | $497883.21         | Equities   |
| XTI AEROSPACE INC              COM NEW          | 2500-12-31      | N/A      | 0.0000% | $16700.00          | $24883.00          | Equities   |
| GT BIOPHARMA INC               COM              | 2500-12-31      | N/A      | 0.0000% | $9109.00           | $5373.40           | Equities   |
| MINERVA NEUROSCIENCES INC      COM NEW          | 2500-12-31      | N/A      | 0.0000% | $8370.00           | $17911.80          | Equities   |
| SPERO THERAPEUTICS INC         COM              | 2500-12-31      | N/A      | 0.0000% | $9469.00           | $17991.10          | Equities   |
| SPERO THERAPEUTICS INC         COM              | 2500-12-31      | N/A      | 0.0000% | $17216.00          | $32710.40          | Equities   |
| TIDAL TRUST I                  AZTLAN GBL STOCK | 2500-12-31      | N/A      | 0.0000% | $1392.00           | $39429.93          | Equities   |
| THE ONE GROUP HOSPITALITY INC  COM              | 2500-12-31      | N/A      | 0.0000% | $1006.00           | $3138.72           | Equities   |
| UPLAND SOFTWARE INC            COM              | 2500-12-31      | N/A      | 0.0000% | $680.00            | $1700.00           | Equities   |
| TELUS CORPORATION              COM              | 2500-12-31      | N/A      | 0.0000% | $103686.00         | $1634091.36        | Equities   |
| OBLONG INC                     COM              | 2500-12-31      | N/A      | 0.0000% | $1182.00           | $3108.66           | Equities   |
| SIMPLIFY EXCHANGE TRADED FUNDS GOLD STRATEGY PL | 2500-12-31      | N/A      | 0.0000% | $100.00            | $4018.00           | Equities   |
| INVESTMENT MANAGERS SER TR II  TRADR 1X SHORT   | 2500-12-31      | N/A      | 0.0000% | $248.00            | $7154.80           | Equities   |
| SENSUS HEALTHCARE INC          COM              | 2500-12-31      | N/A      | 0.0000% | $400.00            | $1268.00           | Equities   |
| SERIES PORTFOLIOS TR           INFRASTRCTUR CAP | 2500-12-31      | N/A      | 0.0000% | $100.00            | $3528.81           | Equities   |
| SCHWAB STRATEGIC TR            FUNDAMENTAL INTL | 2500-12-31      | N/A      | 0.0000% | $137477.00         | $5903262.38        | Equities   |
| ISHARES INC                    MSCI MEXICO ETF  | 2500-12-31      | N/A      | 0.0000% | $683.00            | $46075.18          | Equities   |
| ISHARES TR                     MSCI ACWI EXUS   | 2500-12-31      | N/A      | 0.0000% | $22338.00          | $841794.13         | Equities   |
| SCIENTURE HLDGS INC            COM              | 2500-12-31      | N/A      | 0.0000% | $23801.00          | $19959.52          | Equities   |
| MANAGER DIRECTED PORTFOLIOS    SANJAC ALPHA COR | 2500-12-31      | N/A      | 0.0000% | $79.00             | $1985.15           | Equities   |
| JANUS DETROIT STR TR           HENDERSON MTG    | 2500-12-31      | N/A      | 0.0000% | $7396.00           | $337849.28         | Equities   |
| NEXGEN ENERGY LTD              COM              | 2500-12-31      | N/A      | 0.0000% | $41180.00          | $371031.80         | Equities   |
| JASPER THERAPEUTICS INC        COM NEW          | 2500-12-31      | N/A      | 0.0000% | $9200.00           | $22908.00          | Equities   |
| GLOBAL X FDS                   AGING POPULATION | 2500-12-31      | N/A      | 0.0000% | $7109.00           | $233957.19         | Equities   |
| JEWETT CAMERON TRADING LTD     COM NEW          | 2500-12-31      | N/A      | 0.0000% | $349.00            | $1214.52           | Equities   |
| TIDAL TRUST III                IMPACT SHARES WO | 2500-12-31      | N/A      | 0.0000% | $300.00            | $12210.87          | Equities   |
| NEW YORK LIFE INVESTMENTS ETF  NYLI FTSE INTERN | 2500-12-31      | N/A      | 0.0000% | $51162.00          | $1577324.46        | Equities   |
| FIRST TR EXCH TRADED FD III    MERGER ARBITRA   | 2500-12-31      | N/A      | 0.0000% | $1400.00           | $28420.00          | Equities   |
| J P MORGAN EXCHANGE TRADED FD  ACTIVE CHINA ETF | 2500-12-31      | N/A      | 0.0000% | $100.00            | $5915.64           | Equities   |
| ISHARES TR                     CORE 30/70 CONSE | 2500-12-31      | N/A      | 0.0000% | $59386.00          | $2381972.46        | Equities   |
| ISHARES TR                     GLOBAL REIT ETF  | 2500-12-31      | N/A      | 0.0000% | $13067.00          | $331901.80         | Equities   |
| SPINNAKER ETF SERIES           GENTER CAP MUNIC | 2500-12-31      | N/A      | 0.0000% | $6465.00           | $66421.41          | Equities   |
| WEREWOLF THERAPEUTICS INC      COM              | 2500-12-31      | N/A      | 0.0000% | $469970.00         | $1029234.30        | Equities   |
| FRONTLINE PLC                  COM              | 2500-12-31      | N/A      | 0.0000% | $65664.00          | $1497795.84        | Equities   |
| VERITONE INC                   COM              | 2500-12-31      | N/A      | 0.0000% | $56800.00          | $271504.00         | Equities   |
| VERITONE INC                   COM              | 2500-12-31      | N/A      | 0.0000% | $18830.00          | $90007.40          | Equities   |
| STEVANATO GROUP S P A          ORD SHS          | 2500-12-31      | N/A      | 0.0000% | $3508.00           | $89418.92          | Equities   |
| TSCAN THERAPEUTICS INC         COM              | 2500-12-31      | N/A      | 0.0000% | $1601.00           | $2785.74           | Equities   |
| PROSHARES TR                   SP500 EX FINLS   | 2500-12-31      | N/A      | 0.0000% | $839.00            | $60058.14          | Equities   |
| PROSHARES TR                   PSHS ULTSH 20YRS | 2500-12-31      | N/A      | 0.0000% | $198.00            | $6656.76           | Equities   |
| ASPIRE BIOPHARMA HLDGS INC     COM              | 2500-12-31      | N/A      | 0.0000% | $16700.00          | $5218.75           | Equities   |
| METALPHA TECHN HOLDING LTD     SHS              | 2500-12-31      | N/A      | 0.0000% | $290.00            | $1064.30           | Equities   |
| UBS GROUP AG                   SHS              | 2500-12-31      | N/A      | 0.0000% | $40700.00          | $1682131.00        | Equities   |
| SCIENJOY HOLDING CORP          CLASS A ORD      | 2500-12-31      | N/A      | 0.0000% | $12299.00          | $6824.72           | Equities   |
| PROQR THRAPEUTICS N V          SHS EURO         | 2500-12-31      | N/A      | 0.0000% | $4040.00           | $8847.60           | Equities   |
| SHIMMICK CORPORATION           COM              | 2500-12-31      | N/A      | 0.0000% | $700.00            | $1869.00           | Equities   |
| INVESCO EXCH TRADED FD TR II   S&P SMLCP HELT   | 2500-12-31      | N/A      | 0.0000% | $1741.00           | $71662.69          | Equities   |
| VERTICAL AEROSPACE LTD         SHS NEW          | 2500-12-31      | N/A      | 0.0000% | $91288.00          | $492042.32         | Equities   |
| SSGA ACTIVE TR                 SPDR SSGA IG PUB | 2500-12-31      | N/A      | 0.0000% | $64798.00          | $1652996.98        | Equities   |
| SERIES PORTFOLIOS TR           ELDRIDGE BBB B   | 2500-12-31      | N/A      | 0.0000% | $119.00            | $3185.63           | Equities   |
| CHECHE GROUP INC               ORD SHS CL A     | 2500-12-31      | N/A      | 0.0000% | $9506.00           | $12452.86          | Equities   |
| FREIGHTOS LTD                  ORD SHS          | 2500-12-31      | N/A      | 0.0000% | $6700.00           | $22244.00          | Equities   |
| SONO TEK CORP                  COM              | 2500-12-31      | N/A      | 0.0000% | $1500.00           | $6435.00           | Equities   |
| IOTHREE LTD                    SHS              | 2500-12-31      | N/A      | 0.0000% | $2777.00           | $1035.82           | Equities   |
| OWLET INC                      CL A NEW         | 2500-12-31      | N/A      | 0.0000% | $4300.00           | $36292.00          | Equities   |
| PALISADE BIO INC               COM              | 2500-12-31      | N/A      | 0.0000% | $1300.00           | $1198.21           | Equities   |
| OFFERPAD SOLUTIONS INC         COM CL A         | 2500-12-31      | N/A      | 0.0000% | $234396.00         | $1014934.68        | Equities   |
| APTEVO THERAPEUTICS INC        COM SHS          | 2500-12-31      | N/A      | 0.0000% | $131516.00         | $189383.04         | Equities   |
| AMERISERV FINL INC             COM              | 2500-12-31      | N/A      | 0.0000% | $2548.00           | $7593.04           | Equities   |
| AWARE INC MASS                 COM              | 2500-12-31      | N/A      | 0.0000% | $2800.00           | $6664.00           | Equities   |
| WASTE CONNECTIONS INC          COM              | 2500-12-31      | N/A      | 0.0000% | $36300.00          | $6327090.00        | Equities   |
| USIO INC                       COM              | 2500-12-31      | N/A      | 0.0000% | $4597.00           | $6573.71           | Equities   |
| CAYSON ACQUISITION CORP        SHS              | 2500-12-31      | N/A      | 0.0000% | $6302.00           | $66044.96          | Equities   |
| CABALETTA BIO INC              COM              | 2500-12-31      | N/A      | 0.0000% | $504225.00         | $1200055.50        | Equities   |
| C4 THERAPEUTICS INC            COM STK          | 2500-12-31      | N/A      | 0.0000% | $1315470.00        | $2933498.10        | Equities   |
| COHEN & STEERS ETF TRUST       NATURAL RES ACTI | 2500-12-31      | N/A      | 0.0000% | $386.00            | $11283.78          | Equities   |
| CANADIAN NAT RES LTD           COM              | 2500-12-31      | N/A      | 0.0000% | $420922.00         | $13599989.82       | Equities   |
| CENTURY CASINOS INC            COM              | 2500-12-31      | N/A      | 0.0000% | $1234.00           | $3171.38           | Equities   |
| BABCOCK & WILCOX ENTERPRISES I COM              | 2500-12-31      | N/A      | 0.0000% | $24900.00          | $79182.00          | Equities   |
| APPLIED THERAPEUTICS INC       COM              | 2500-12-31      | N/A      | 0.0000% | $55598.00          | $34020.42          | Equities   |
| AMPCO-PITTSBURG CORP           COM              | 2500-12-31      | N/A      | 0.0000% | $3500.00           | $8295.00           | Equities   |
| DIREXION SHS ETF TR            DAILY NYSE FANG  | 2500-12-31      | N/A      | 0.0000% | $21.00             | $5100.40           | Equities   |
| DIREXION SHS ETF TR            DAILY XOM BEAR 1 | 2500-12-31      | N/A      | 0.0000% | $148.00            | $3443.77           | Equities   |
| DIGI PWR X INC                 COM SUB VTG      | 2500-12-31      | N/A      | 0.0000% | $4333.00           | $10355.87          | Equities   |
| COMMERCIAL VEH GROUP INC       COM              | 2500-12-31      | N/A      | 0.0000% | $28800.00          | $48960.00          | Equities   |
| DIMENSIONAL ETF TRUST          US MKTWIDE VALUE | 2500-12-31      | N/A      | 0.0000% | $169.00            | $7539.09           | Equities   |
| DIREXION SHS ETF TR            DAILY XOM BULL 2 | 2500-12-31      | N/A      | 0.0000% | $5000.00           | $132835.50         | Equities   |
| DRILLING TOOLS INTL CORP       COM              | 2500-12-31      | N/A      | 0.0000% | $4000.00           | $9080.00           | Equities   |
| DIREXION SHS ETF TR            DAILY AMD BULL   | 2500-12-31      | N/A      | 0.0000% | $1800.00           | $72786.06          | Equities   |
| DIREXION SHS ETF TR            DLY S&P500 2XS   | 2500-12-31      | N/A      | 0.0000% | $99.00             | $17647.59          | Equities   |
| DIREXION SHS ETF TR            DAILY BA BEAR 1X | 2500-12-31      | N/A      | 0.0000% | $5000.00           | $91508.00          | Equities   |
| DIREXION SHS ETF TR            DLY SCOND 3XBU   | 2500-12-31      | N/A      | 0.0000% | $213825.00         | $7274326.50        | Equities   |
| WATSCO INC                     CL B CONV        | 2500-12-31      | N/A      | 0.0000% | $52.00             | $20594.08          | Equities   |
| SPDR INDEX SHS FDS             S&P CHINA ETF    | 2500-12-31      | N/A      | 0.0000% | $7555.00           | $787835.40         | Equities   |
| SPDR INDEX SHS FDS             DJ GLB RL ES ETF | 2500-12-31      | N/A      | 0.0000% | $54851.00          | $2488041.36        | Equities   |
| UNIVERSAL ELECTRS INC          COM              | 2500-12-31      | N/A      | 0.0000% | $55726.00          | $271942.88         | Equities   |
| SANGAMO THERAPEUTICS INC       COM              | 2500-12-31      | N/A      | 0.0000% | $3318.00           | $2322.60           | Equities   |
| NEWTON GOLF COMPANY INC        COM              | 2500-12-31      | N/A      | 0.0000% | $1048.00           | $1802.56           | Equities   |
| UBS AG LONDON BRANCH           NT LKD 51        | 2500-12-31      | N/A      | 0.0000% | $100.00            | $5638.54           | Equities   |
| TIDAL TRUST II                 YIELDMAX NASDAQ  | 2500-12-31      | N/A      | 0.0000% | $94.00             | $4257.09           | Equities   |
| RESEARCH FRONTIERS INC         COM              | 2500-12-31      | N/A      | 0.0000% | $6300.00           | $9513.00           | Equities   |
| RESEARCH FRONTIERS INC         COM              | 2500-12-31      | N/A      | 0.0000% | $30340.00          | $45813.40          | Equities   |
| TIDAL TRUST II                 YIELDMAX CVNA OP | 2500-12-31      | N/A      | 0.0000% | $51.00             | $2131.29           | Equities   |
| LITMAN GREGORY FDS TR          IMGP DBI MANAGED | 2500-12-31      | N/A      | 0.0000% | $60929.00          | $1662143.12        | Equities   |
| TRINITY BIOTECH PLC            SPONS ADR NEW    | 2500-12-31      | N/A      | 0.0000% | $11919.00          | $12395.76          | Equities   |
| MICROBOT MED INC               COM NEW          | 2500-12-31      | N/A      | 0.0000% | $19808.00          | $63385.60          | Equities   |
| RBB FD INC                     FM OPPORTUNISTIC | 2500-12-31      | N/A      | 0.0000% | $85.00             | $4440.40           | Equities   |
| PROSHARES TR                   ULTRA ENERGY     | 2500-12-31      | N/A      | 0.0000% | $97.00             | $3613.25           | Equities   |
| MESA RTY TR                    UNIT BEN INT     | 2500-12-31      | N/A      | 0.0000% | $1200.00           | $6432.96           | Equities   |
| HARTE HANKS INC                COM              | 2500-12-31      | N/A      | 0.0000% | $3645.00           | $13450.05          | Equities   |
| INVESCO EXCH TRADED FD TR II   ESG NASDAQ NEXT  | 2500-12-31      | N/A      | 0.0000% | $1071.00           | $29009.64          | Equities   |
| ISHARES TR                     JPMORGAN USD EMG | 2500-12-31      | N/A      | 0.0000% | $142572.00         | $13599943.08       | Equities   |
| ISHARES TR                     CLIMATE CONSCI   | 2500-12-31      | N/A      | 0.0000% | $4404.00           | $343452.11         | Equities   |
| HARTE HANKS INC                COM              | 2500-12-31      | N/A      | 0.0000% | $900.00            | $3321.00           | Equities   |
| INNOVATOR ETFS TRUST           QUITY MANAGD FLR | 2500-12-31      | N/A      | 0.0000% | $2100.00           | $75327.00          | Equities   |
| INVESCO INDIA EXCHANGE-TRADED  INDIA ETF        | 2500-12-31      | N/A      | 0.0000% | $511.00            | $12826.10          | Equities   |
| INVESCO ACTVELY MNGD ETC FD TR ELC VEH MTLS CDT | 2500-12-31      | N/A      | 0.0000% | $1072.00           | $17511.12          | Equities   |
| INVESCO EXCH TRADED FD TR II   ESG S&P 500 EQL  | 2500-12-31      | N/A      | 0.0000% | $5563.00           | $160041.39         | Equities   |
| NEW YORK LIFE INVESTMENTS ETF  NYLI CANDRIAM IN | 2500-12-31      | N/A      | 0.0000% | $6489.00           | $219310.03         | Equities   |
| INNOVATOR ETFS TRUST           GRADIENT TACTIC  | 2500-12-31      | N/A      | 0.0000% | $4685.00           | $123702.27         | Equities   |
| INNOVATOR ETFS TRUST           NASDAQ 100  MANA | 2500-12-31      | N/A      | 0.0000% | $3000.00           | $99060.00          | Equities   |
| IAMGOLD CORP                   COM              | 2500-12-31      | N/A      | 0.0000% | $789100.00         | $10124153.00       | Equities   |
| GLOBAL X FDS                   RBTCS ARTFL INTE | 2500-12-31      | N/A      | 0.0000% | $3015.00           | $105766.20         | Equities   |
| CRONOS GROUP INC               COM              | 2500-12-31      | N/A      | 0.0000% | $24213.00          | $71912.61          | Equities   |
| ANIXA BIOSCIENCES INC          COM              | 2500-12-31      | N/A      | 0.0000% | $2900.00           | $9889.00           | Equities   |
| ARTS WAY MFG INC               COM              | 2500-12-31      | N/A      | 0.0000% | $1238.00           | $3008.34           | Equities   |
| BONDBLOXX ETF TRUST            IR M TAX AWARE   | 2500-12-31      | N/A      | 0.0000% | $82.00             | $4107.38           | Equities   |
| CALAMOS ETF TR                 S&P 500 STRUCTUR | 2500-12-31      | N/A      | 0.0000% | $285.00            | $7571.02           | Equities   |
| CHERRY HILL MTG INVT CORP      COM              | 2500-12-31      | N/A      | 0.0000% | $600.00            | $1512.00           | Equities   |
| BRILLIANT EARTH GROUP INC      CL A COM         | 2500-12-31      | N/A      | 0.0000% | $7826.00           | $16199.82          | Equities   |
| SYNTEC OPTICS HLDGS INC        CL A             | 2500-12-31      | N/A      | 0.0000% | $25035.00          | $39304.95          | Equities   |
| SYNTEC OPTICS HLDGS INC        CL A             | 2500-12-31      | N/A      | 0.0000% | $1436.00           | $2254.52           | Equities   |
| EA SERIES TRUST                INTL QUAN VALUE  | 2500-12-31      | N/A      | 0.0000% | $578.00            | $17516.29          | Equities   |
| EA SERIES TRUST                ARGENT MID CAP   | 2500-12-31      | N/A      | 0.0000% | $900.00            | $30516.66          | Equities   |
| ALLURION TECHNOLOGIES INC      COMMON STOCK     | 2500-12-31      | N/A      | 0.0000% | $10400.00          | $20384.00          | Equities   |
| APREA THERAPEUTICS INC         COM NEW          | 2500-12-31      | N/A      | 0.0000% | $700.00            | $1057.00           | Equities   |
| ANIXA BIOSCIENCES INC          COM              | 2500-12-31      | N/A      | 0.0000% | $312.00            | $1063.92           | Equities   |
| EA SERIES TRUST                BURNEY US FCTR   | 2500-12-31      | N/A      | 0.0000% | $1000.00           | $48252.50          | Equities   |
| ANEBULO PHARMACEUTICALS INC    COM              | 2500-12-31      | N/A      | 0.0000% | $13500.00          | $32670.00          | Equities   |
| SIMPLIFY EXCHANGE TRADED FUNDS MANAGED FUTURES  | 2500-12-31      | N/A      | 0.0000% | $367696.00         | $10295488.00       | Equities   |
| SKILLZ INC                     COM CL A         | 2500-12-31      | N/A      | 0.0000% | $5692.00           | $46617.48          | Equities   |
| STRIVE INC                     CL A COM         | 2500-12-31      | N/A      | 0.0000% | $57800.00          | $132940.00         | Equities   |
| WISDOMTREE TR                  INDIA ERNGS FD   | 2500-12-31      | N/A      | 0.0000% | $65400.00          | $2890026.00        | Equities   |
| WEST FRASER TIMBER CO LTD      COM              | 2500-12-31      | N/A      | 0.0000% | $60500.00          | $4097665.00        | Equities   |
| RIDENOW GROUP INC              COM CL B         | 2500-12-31      | N/A      | 0.0000% | $92031.00          | $419661.36         | Equities   |
| IMMUNIC INC                    COM              | 2500-12-31      | N/A      | 0.0000% | $1422900.00        | $1330126.92        | Equities   |
| TIDAL TRUST I                  SOUND EQUITY DIV | 2500-12-31      | N/A      | 0.0000% | $39.00             | $1010.76           | Equities   |
| INVESCO EXCH TRADED FD TR II   GBL CLEAN ENRG   | 2500-12-31      | N/A      | 0.0000% | $4295.00           | $64038.45          | Equities   |
| SENTI BIOSCIENCES INC          COM NEW          | 2500-12-31      | N/A      | 0.0000% | $1700.00           | $2380.00           | Equities   |
| ROYAL BK CDA                   COM              | 2500-12-31      | N/A      | 0.0000% | $42300.00          | $6216408.00        | Equities   |
| GLOBAL X FDS                   INFORMATION TEC  | 2500-12-31      | N/A      | 0.0000% | $200.00            | $7120.46           | Equities   |
| NAUTILUS BIOTECHNOLOGY INC     COM              | 2500-12-31      | N/A      | 0.0000% | $4289.00           | $3440.64           | Equities   |
| TIDAL TRUST II                 YIELDMAX SHORT   | 2500-12-31      | N/A      | 0.0000% | $21900.00          | $132057.00         | Equities   |
| SERITAGE GROWTH PPTYS          CL A             | 2500-12-31      | N/A      | 0.0000% | $20907.00          | $86973.12          | Equities   |
| SERITAGE GROWTH PPTYS          CL A             | 2500-12-31      | N/A      | 0.0000% | $104081.00         | $432976.96         | Equities   |
| MAGNA INTL INC                 COM              | 2500-12-31      | N/A      | 0.0000% | $47.00             | $2206.18           | Equities   |
| TIVIC HEALTH SYSTEMS INC       COM              | 2500-12-31      | N/A      | 0.0000% | $2100.00           | $6132.00           | Equities   |
| ISHARES TR                     PARIS ALIGNED CL | 2500-12-31      | N/A      | 0.0000% | $12245.00          | $874469.33         | Equities   |
| NEUMORA THERAPEUTICS INC.      COM              | 2500-12-31      | N/A      | 0.0000% | $84100.00          | $148016.00         | Equities   |
| GLOBAL X FDS                   MSCI VIETNAM ETF | 2500-12-31      | N/A      | 0.0000% | $500.00            | $11300.00          | Equities   |
| NIXXY INC                      COM NEW          | 2500-12-31      | N/A      | 0.0000% | $2700.00           | $3874.50           | Equities   |
| FIRST TR EXCHANGE-TRADED FD II ALERIAN US NXTGN | 2500-12-31      | N/A      | 0.0000% | $45.00             | $3381.56           | Equities   |
| FRANKLIN TEMPLETON ETF TR      FRANKLIN INDIA   | 2500-12-31      | N/A      | 0.0000% | $149.00            | $5560.68           | Equities   |
| TOMI ENVIRONMENTAL SOLUTIONS I COM NEW          | 2500-12-31      | N/A      | 0.0000% | $3882.00           | $3920.82           | Equities   |
| TEMA ETF TRUST                 ONCOLOGY ETF     | 2500-12-31      | N/A      | 0.0000% | $67.00             | $1877.36           | Equities   |
| Q32 BIO INC                    COM              | 2500-12-31      | N/A      | 0.0000% | $34123.00          | $66198.62          | Equities   |
| PLIANT THERAPEUTICS INC        COM              | 2500-12-31      | N/A      | 0.0000% | $637870.00         | $950426.30         | Equities   |
| SPDR SERIES TRUST              ICE PFD SEC ETF  | 2500-12-31      | N/A      | 0.0000% | $353.00            | $11698.42          | Equities   |
| NEWTON GOLF COMPANY INC        COM              | 2500-12-31      | N/A      | 0.0000% | $900.00            | $1548.00           | Equities   |
| REKOR SYSTEMS INC              COM              | 2500-12-31      | N/A      | 0.0000% | $54100.00          | $91429.00          | Equities   |
| ISHARES TR                     FALN ANGLS USD   | 2500-12-31      | N/A      | 0.0000% | $1096.00           | $30414.00          | Equities   |
| PROSHARES TR                   SP500 EX ENRGY   | 2500-12-31      | N/A      | 0.0000% | $1277.00           | $91675.45          | Equities   |
| PROSHARES TR                   NASDAQ 100 HIGH  | 2500-12-31      | N/A      | 0.0000% | $2215.00           | $97460.00          | Equities   |
| PIONEER PWR SOLUTIONS INC      COM NEW          | 2500-12-31      | N/A      | 0.0000% | $2136.00           | $9441.12           | Equities   |
| INVESCO EXCH TRADED FD TR II   NASDAQ FT GEN200 | 2500-12-31      | N/A      | 0.0000% | $4993.00           | $165667.74         | Equities   |
| GRANITESHARES ETF TR           2X LONG COIN DAI | 2500-12-31      | N/A      | 0.0000% | $85.00             | $3116.10           | Equities   |
| GOODRX HLDGS INC               COM CL A         | 2500-12-31      | N/A      | 0.0000% | $23932.00          | $102668.28         | Equities   |
| MESA AIR GROUP INC             COM NEW          | 2500-12-31      | N/A      | 0.0000% | $7500.00           | $9900.00           | Equities   |
| IBIO INC                       COM NEW          | 2500-12-31      | N/A      | 0.0000% | $4904.00           | $4102.20           | Equities   |
| TIDAL TRUST III                INTECH S&P SMALL | 2500-12-31      | N/A      | 0.0000% | $1300.00           | $29338.79          | Equities   |
| FIRST TR EXCHANGE-TRADED FD IV AAA CMBS ETF     | 2500-12-31      | N/A      | 0.0000% | $96.00             | $1974.72           | Equities   |
| FIRST MAJESTIC SILVER CORP     COM              | 2500-12-31      | N/A      | 0.0000% | $24875.00          | $308698.75         | Equities   |
| FIRST TR EXCHANGE-TRADED FD VI INDXX INOVTV ETF | 2500-12-31      | N/A      | 0.0000% | $1219.00           | $68532.55          | Equities   |
| FLEXSHARES TR                  INT QLTDVDYNAM   | 2500-12-31      | N/A      | 0.0000% | $7070.00           | $238786.42         | Equities   |
| FIRST TR EXCHANGE-TRADED FD IV STRUCTURED CR IN | 2500-12-31      | N/A      | 0.0000% | $700.00            | $14497.00          | Equities   |
| FRANKLIN WIRELESS CORP         COM              | 2500-12-31      | N/A      | 0.0000% | $402.00            | $1668.30           | Equities   |
| EQUILLIUM INC                  COM              | 2500-12-31      | N/A      | 0.0000% | $2095.00           | $3058.70           | Equities   |
| FARMER BROS CO                 COM              | 2500-12-31      | N/A      | 0.0000% | $2103.00           | $3638.19           | Equities   |
| DAWSON GEOPHYSICAL CO NEW      COM              | 2500-12-31      | N/A      | 0.0000% | $1500.00           | $2700.00           | Equities   |
| DIREXION SHS ETF TR            DLY MIDCAP ETF3X | 2500-12-31      | N/A      | 0.0000% | $69.00             | $3484.50           | Equities   |
| CO-DIAGNOSTICS INC             COM              | 2500-12-31      | N/A      | 0.0000% | $3350.00           | $1239.84           | Equities   |
| COHEN & STEERS ETF TRUST       REAL ESTATE ACTI | 2500-12-31      | N/A      | 0.0000% | $300.00            | $7767.00           | Equities   |
| PODCASTONE INC                 COM              | 2500-12-31      | N/A      | 0.0000% | $1244.00           | $2096.14           | Equities   |
| DBX ETF TR                     XTRACK USD HIGH  | 2500-12-31      | N/A      | 0.0000% | $7495.00           | $278214.40         | Equities   |
| DYADIC INTL INC DEL            COM              | 2500-12-31      | N/A      | 0.0000% | $4800.00           | $5592.00           | Equities   |
| DIREXION SHS ETF TR            CSI 300 BULL2X   | 2500-12-31      | N/A      | 0.0000% | $85.00             | $1744.20           | Equities   |
| CULP INC                       COM              | 2500-12-31      | N/A      | 0.0000% | $7173.00           | $31346.01          | Equities   |
| REIN THERAPEUTICS INC          COM NEW          | 2500-12-31      | N/A      | 0.0000% | $4500.00           | $5175.00           | Equities   |
| COMPANHIA SIDERURGICA NACIONAL SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $121947.00         | $185359.44         | Equities   |
| BRAG HSE HLDGS INC             COM              | 2500-12-31      | N/A      | 0.0000% | $22262.00          | $35396.58          | Equities   |
| BNY MELLON ETF TRUST           CONCENTRATED INT | 2500-12-31      | N/A      | 0.0000% | $9770.00           | $500183.94         | Equities   |
| BRAGG GAMING GROUP INC         COM NEW          | 2500-12-31      | N/A      | 0.0000% | $1200.00           | $3780.00           | Equities   |
| ALTO NEUROSCIENCE INC          COM SHS          | 2500-12-31      | N/A      | 0.0000% | $47900.00          | $192079.00         | Equities   |
| AMPLIFY ETF TR                 HIGH INCOME      | 2500-12-31      | N/A      | 0.0000% | $3500.00           | $41125.00          | Equities   |
| EA SERIES TRUST                BUSHIDO CAP U S  | 2500-12-31      | N/A      | 0.0000% | $300.00            | $10428.75          | Equities   |
| EA SERIES TRUST                ASTORIA US QUALI | 2500-12-31      | N/A      | 0.0000% | $1792.00           | $52583.37          | Equities   |
| AMERICAN CENTY ETF TR          CALIF MUN BD ETF | 2500-12-31      | N/A      | 0.0000% | $100.00            | $4993.00           | Equities   |
| APYX MEDICAL CORPORATION       COM              | 2500-12-31      | N/A      | 0.0000% | $6400.00           | $13952.00          | Equities   |
| FLEXSHOPPER INC                COM NEW          | 2500-12-31      | N/A      | 0.0000% | $2600.00           | $1774.50           | Equities   |
| FOREMOST CLEAN ENERGY LTD      COM              | 2500-12-31      | N/A      | 0.0000% | $1000.00           | $3060.00           | Equities   |
| FRANKLIN TEMPLETON ETF TR      SUSTAINABLE INTL | 2500-12-31      | N/A      | 0.0000% | $1703.00           | $24235.90          | Equities   |
| LITE STRATEGY INC              COM              | 2500-12-31      | N/A      | 0.0000% | $11199.00          | $28445.46          | Equities   |
| FIEE INC                       COM NEW          | 2500-12-31      | N/A      | 0.0000% | $3500.00           | $9415.00           | Equities   |
| TWIN HOSPITALITY GROUP INC     SHS CL A         | 2500-12-31      | N/A      | 0.0000% | $6900.00           | $28428.00          | Equities   |
| VIVAKOR INC                    COM NEW          | 2500-12-31      | N/A      | 0.0000% | $10800.00          | $2887.92           | Equities   |
| VIEWBIX INC                    COM              | 2500-12-31      | N/A      | 0.0000% | $1431.00           | $4836.78           | Equities   |
| WHITEHAWK THERAPEUTICS INC     COM              | 2500-12-31      | N/A      | 0.0000% | $8600.00           | $16512.00          | Equities   |
| ABVC BIOPHARMA INC             COM NEW          | 2500-12-31      | N/A      | 0.0000% | $991.00            | $3052.28           | Equities   |
| ADVISORS INNER CIRCLE FD II    3EDGE DYNAMIC US | 2500-12-31      | N/A      | 0.0000% | $200.00            | $5572.00           | Equities   |
| ABCELLERA BIOLOGICS INC        COM              | 2500-12-31      | N/A      | 0.0000% | $15438.00          | $75183.06          | Equities   |
| BIOVIE INC                     COM CL A NEW     | 2500-12-31      | N/A      | 0.0000% | $35464.00          | $67736.24          | Equities   |
| BIOFRONTERA INC                COM NEW          | 2500-12-31      | N/A      | 0.0000% | $15782.00          | $15275.40          | Equities   |
| LUCKY STRIKE ENTERTAINMENT COR CL A COM         | 2500-12-31      | N/A      | 0.0000% | $11200.00          | $116480.00         | Equities   |
| BIOMEA FUSION INC              COM              | 2500-12-31      | N/A      | 0.0000% | $45590.00          | $93915.40          | Equities   |
| BLACKROCK ETF TRUST            ISHARES A I INNO | 2500-12-31      | N/A      | 0.0000% | $48700.00          | $1659209.00        | Equities   |
| DIREXION SHS ETF TR            DL FTSE BULL 3X  | 2500-12-31      | N/A      | 0.0000% | $700.00            | $37548.00          | Equities   |
| DIREXION SHS ETF TR            DLY ENRGY BULL2X | 2500-12-31      | N/A      | 0.0000% | $1531.00           | $88185.60          | Equities   |
| DIREXION SHS ETF TR            HEALTHCARE BUL   | 2500-12-31      | N/A      | 0.0000% | $47.00             | $3658.01           | Equities   |
| CLEAR CHANNEL OUTDOOR HLDGS IN COM              | 2500-12-31      | N/A      | 0.0000% | $674279.00         | $1058618.03        | Equities   |
| ETF OPPORTUNITIES TRUST        REX CRYPTO EQUIT | 2500-12-31      | N/A      | 0.0000% | $1600.00           | $65264.00          | Equities   |
| CONTEXT THERAPEUTICS INC       COM              | 2500-12-31      | N/A      | 0.0000% | $1500.00           | $1453.20           | Equities   |
| EDESA BIOTECH INC              COM NEW          | 2500-12-31      | N/A      | 0.0000% | $1880.00           | $4549.60           | Equities   |
| EXCHANGE TRADED CONCEPTS TRUST RANGE NUCLEAR RE | 2500-12-31      | N/A      | 0.0000% | $34.00             | $2225.30           | Equities   |
| ESTRELLA IMMUNOPHARMA INC      COM              | 2500-12-31      | N/A      | 0.0000% | $1100.00           | $1298.00           | Equities   |
| AETHLON MED INC                COM NEW          | 2500-12-31      | N/A      | 0.0000% | $3093.00           | $2381.61           | Equities   |
| ALTSHARES TRUST                MERGER ARBITRAGE | 2500-12-31      | N/A      | 0.0000% | $6491.00           | $188109.18         | Equities   |
| ALGONQUIN PWR UTILS CORP       COM              | 2500-12-31      | N/A      | 0.0000% | $1483732.00        | $8012152.80        | Equities   |
| AIM ETF PRODUCTS TRUST         U S LRGCP 6M APR | 2500-12-31      | N/A      | 0.0000% | $5418.00           | $183637.69         | Equities   |
| ADICET BIO INC                 COM              | 2500-12-31      | N/A      | 0.0000% | $273748.00         | $227429.84         | Equities   |
| ALX ONCOLOGY HLDGS INC         COM              | 2500-12-31      | N/A      | 0.0000% | $245086.00         | $428900.50         | Equities   |
| ADVISORS INNER CIRCLE FD II    3EDGE DYNAMIC IN | 2500-12-31      | N/A      | 0.0000% | $362.00            | $9993.66           | Equities   |
| EA SERIES TRUST                STRIVE NATURAL   | 2500-12-31      | N/A      | 0.0000% | $100.00            | $3939.10           | Equities   |
| ALLURION TECHNOLOGIES INC      COMMON STOCK     | 2500-12-31      | N/A      | 0.0000% | $2743.00           | $5376.28           | Equities   |
| ALTO NEUROSCIENCE INC          COM SHS          | 2500-12-31      | N/A      | 0.0000% | $1916.00           | $7683.16           | Equities   |
| BIORESTORATIVE THERAPIES INC   COM NEW          | 2500-12-31      | N/A      | 0.0000% | $37301.00          | $53340.43          | Equities   |
| AIRGAIN INC                    COM              | 2500-12-31      | N/A      | 0.0000% | $3100.00           | $12896.00          | Equities   |
| EXICURE INC                    COM              | 2500-12-31      | N/A      | 0.0000% | $1000.00           | $3900.00           | Equities   |
| QUINCE THERAPEUTICS INC        COM              | 2500-12-31      | N/A      | 0.0000% | $188300.00         | $303163.00         | Equities   |
| DRAGONFLY ENERGY HOLDINGS CORP COM NEW          | 2500-12-31      | N/A      | 0.0000% | $32600.00          | $21385.60          | Equities   |
| CUMBERLAND PHARMACEUTICALS INC COM              | 2500-12-31      | N/A      | 0.0000% | $1800.00           | $5688.00           | Equities   |
| CIA ENERGETICA DE MINAS GERAIS SP ADR N-V PFD   | 2500-12-31      | N/A      | 0.0000% | $281662.00         | $594306.82         | Equities   |
| BLINK CHARGING CO              COM              | 2500-12-31      | N/A      | 0.0000% | $770942.00         | $1349148.50        | Equities   |
| BEAM GLOBAL                    COM              | 2049-01-01      | N/A      | 0.0000% | $3573.00           | $9146.88           | Equities   |
| BLACKROCK ETF TRUST II         ISHARES AAA CLO  | 2500-12-31      | N/A      | 0.0000% | $52554.00          | $2731231.38        | Equities   |
| NEUEHEALTH INC                 COM NEW          | 2500-12-31      | N/A      | 0.0000% | $400.00            | $2684.00           | Equities   |
| ARRAY DIGITAL INFRASTRUCTURE I COM              | 2500-12-31      | N/A      | 0.0000% | $65.00             | $3202.55           | Equities   |
| LIGHTSPEED COMMERCE INC        SUB VTG SHS      | 2500-12-31      | N/A      | 0.0000% | $26644.00          | $317063.60         | Equities   |
| LITHIUM AMERS CORP NEW         COM SHS          | 2500-12-31      | N/A      | 0.0000% | $718895.00         | $4126457.30        | Equities   |
| TIDAL TRUST I                  FUNDSTRAT GRANNY | 2500-12-31      | N/A      | 0.0000% | $42800.00          | $1066576.00        | Equities   |
| TIDAL TRUST II                 NICHOLAS GLOBAL  | 2500-12-31      | N/A      | 0.0000% | $7918.00           | $138089.92         | Equities   |
| LOCAL BOUNTI CORP              COM NEW          | 2500-12-31      | N/A      | 0.0000% | $951.00            | $2767.41           | Equities   |
| MAGNACHIP SEMICONDUCTOR CORP N COM              | 2500-12-31      | N/A      | 0.0000% | $14422.00          | $45717.74          | Equities   |
| TIDAL TRUST I                  RPAR RISK PARI   | 2500-12-31      | N/A      | 0.0000% | $2200.00           | $46330.24          | Equities   |
| LM FDG AMER INC                COM NEW          | 2500-12-31      | N/A      | 0.0000% | $12200.00          | $14396.00          | Equities   |
| VIVAKOR INC                    COM NEW          | 2500-12-31      | N/A      | 0.0000% | $10226.00          | $2734.43           | Equities   |
| TIDAL TRUST I                  SP FDS S&P 500   | 2500-12-31      | N/A      | 0.0000% | $2000.00           | $98060.00          | Equities   |
| TUNIU CORP                     SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $235136.00         | $223896.50         | Equities   |
| VYNE THERAPEUTICS INC          COM              | 2500-12-31      | N/A      | 0.0000% | $13472.00          | $4432.29           | Equities   |
| VIOMI TECHNOLOGY CO LTD        SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $31600.00          | $105860.00         | Equities   |
| VROOM INC                      COM NEW          | 2500-12-31      | N/A      | 0.0000% | $7332.00           | $195397.80         | Equities   |
| SURF AIR MOBILITY INC          COM NEW          | 2500-12-31      | N/A      | 0.0000% | $66503.00          | $282637.75         | Equities   |
| J P MORGAN EXCHANGE TRADED FD  BETABUILDERS US  | 2500-12-31      | N/A      | 0.0000% | $648.00            | $48055.87          | Equities   |
| MARCHEX INC                    CL B             | 2500-12-31      | N/A      | 0.0000% | $4700.00           | $8648.00           | Equities   |
| KLAVIYO INC                    COM SER A        | 2500-12-31      | N/A      | 0.0000% | $14423.00          | $454180.27         | Equities   |
| REKOR SYSTEMS INC              COM              | 2500-12-31      | N/A      | 0.0000% | $4678.00           | $7905.82           | Equities   |
| ROCKWELL MED INC               COM NEW          | 2500-12-31      | N/A      | 0.0000% | $48008.00          | $60970.16          | Equities   |
| LISTED FDS TR                  WAHED DOW JONES  | 2500-12-31      | N/A      | 0.0000% | $12579.00          | $342840.64         | Equities   |
| TC ENERGY CORP                 COM              | 2500-12-31      | N/A      | 0.0000% | $254395.00         | $13599956.70       | Equities   |
| TIDAL TRUST II                 YIELDMAX PLTR OP | 2500-12-31      | N/A      | 0.0000% | $100.00            | $6420.00           | Equities   |
| THOR FINL TECHNOLOGIES TR      EQUAL WEIGHT LOW | 2500-12-31      | N/A      | 0.0000% | $100.00            | $2993.00           | Equities   |
| TENAYA THERAPEUTICS INC        COM              | 2500-12-31      | N/A      | 0.0000% | $693791.00         | $1096189.78        | Equities   |
| TENAYA THERAPEUTICS INC        COM              | 2500-12-31      | N/A      | 0.0000% | $696708.00         | $1100798.64        | Equities   |
| LIVEPERSON INC                 COM              | 2500-12-31      | N/A      | 0.0000% | $3838.00           | $2410.65           | Equities   |
| SPDR SERIES TRUST              NUVEEN ICE MUNIC | 2500-12-31      | N/A      | 0.0000% | $4076.00           | $185743.32         | Equities   |
| OUTLOOK THERAPEUTICS INC       COM              | 2500-12-31      | N/A      | 0.0000% | $99393.00          | $105356.58         | Equities   |
| TFI INTL INC                   COM              | 2500-12-31      | N/A      | 0.0000% | $800.00            | $71464.00          | Equities   |
| RAPID MICRO BIOSYSTEMS INC     CLASS A COM      | 2500-12-31      | N/A      | 0.0000% | $1200.00           | $3960.00           | Equities   |
| PMV PHARMACEUTICALS INC        COM              | 2500-12-31      | N/A      | 0.0000% | $37756.00          | $54746.20          | Equities   |
| ORION PROPERTIES INC           COM              | 2500-12-31      | N/A      | 0.0000% | $48759.00          | $131649.30         | Equities   |
| ORION PROPERTIES INC           COM              | 2500-12-31      | N/A      | 0.0000% | $96700.00          | $261090.00         | Equities   |
| PALMER SQUARE FUNDS TRUST      CLO SR DEBT ETF  | 2500-12-31      | N/A      | 0.0000% | $7200.00           | $146268.00         | Equities   |
| FIRST TR EXCHANGE-TRADED FD    SHS              | 2500-12-31      | N/A      | 0.0000% | $43055.00          | $1977946.70        | Equities   |
| FIRST TR EXCH TRD ALPHDX FD II EM SML CP ALPH   | 2500-12-31      | N/A      | 0.0000% | $18178.00          | $798923.10         | Equities   |
| FRANKLIN TEMPLETON ETF TR      FRANKLIN FTSE    | 2500-12-31      | N/A      | 0.0000% | $297.00            | $9462.42           | Equities   |
| FIRST TR EXCHANGE-TRADED FD IV SENIOR LN FD     | 2500-12-31      | N/A      | 0.0000% | $3275.00           | $150191.50         | Equities   |
| HERITAGE GLOBAL INC            COM              | 2500-12-31      | N/A      | 0.0000% | $1430.00           | $2445.30           | Equities   |
| HERITAGE GLOBAL INC            COM              | 2500-12-31      | N/A      | 0.0000% | $7000.00           | $11970.00          | Equities   |
| NEW YORK LIFE INVESTMENTS ETF  NYLI MERGER ARBI | 2500-12-31      | N/A      | 0.0000% | $8237.00           | $294637.49         | Equities   |
| J P MORGAN EXCHANGE TRADED FD  DIVERSFED RTRN   | 2500-12-31      | N/A      | 0.0000% | $842.00            | $90868.39          | Equities   |
| SIDUS SPACE INC                CL A COM NEW     | 2500-12-31      | N/A      | 0.0000% | $5100.00           | $5457.00           | Equities   |
| ROBIN ENERGY LTD               COM              | 2500-12-31      | N/A      | 0.0000% | $43000.00          | $55470.00          | Equities   |
| ORCHESTRA BIOMED HLDGS INC     COM              | 2500-12-31      | N/A      | 0.0000% | $26474.00          | $65126.04          | Equities   |
| MANAGED PORTFOLIO SERIES       TREMBLANT GLOBAL | 2500-12-31      | N/A      | 0.0000% | $4050.00           | $146060.82         | Equities   |
| INNOVATOR ETFS TRUST           IBD 50 ETF       | 2500-12-31      | N/A      | 0.0000% | $3200.00           | $119872.00         | Equities   |
| IVEDA SOLUTIONS INC            COM              | 2500-12-31      | N/A      | 0.0000% | $2100.00           | $2803.50           | Equities   |
| PACER FDS TR                   AMERCN ENRGY IND | 2500-12-31      | N/A      | 0.0000% | $5491.00           | $218926.17         | Equities   |
| SIMPLIFY EXCHANGE TRADED FUNDS CURRENCY STRATEG | 2500-12-31      | N/A      | 0.0000% | $8719.00           | $240147.42         | Equities   |
| SPINNAKER ETF SERIES           GENTER CAP TAXAB | 2500-12-31      | N/A      | 0.0000% | $18600.00          | $192766.68         | Equities   |
| PROSHARES TR                   SP500 EX HLTH    | 2500-12-31      | N/A      | 0.0000% | $1205.00           | $88162.38          | Equities   |
| MUSTANG BIO INC                COM              | 2500-12-31      | N/A      | 0.0000% | $41135.00          | $64581.95          | Equities   |
| GRANITESHARES ETF TR           2X LONG NVDA DAI | 2500-12-31      | N/A      | 0.0000% | $200.00            | $17806.00          | Equities   |
| PEPGEN INC                     COM              | 2500-12-31      | N/A      | 0.0000% | $80534.00          | $373677.76         | Equities   |
| T STAMP INC                    CL A NEW         | 2500-12-31      | N/A      | 0.0000% | $9100.00           | $30030.00          | Equities   |
| TIDAL TRUST II                 DEFIANCE DAILY   | 2500-12-31      | N/A      | 0.0000% | $46.00             | $5879.72           | Equities   |
| KRANESHARES TRUST              QUADRTC INT RT   | 2500-12-31      | N/A      | 0.0000% | $100.00            | $1932.00           | Equities   |
| QUIPT HOME MEDICAL CORP        COM              | 2500-12-31      | N/A      | 0.0000% | $18300.00          | $47946.00          | Equities   |
| KORE GROUP HLDGS INC           COM NEW          | 2500-12-31      | N/A      | 0.0000% | $1200.00           | $2976.00           | Equities   |
| KRANESHARES TRUST              GLOBAL LUXURY ID | 2500-12-31      | N/A      | 0.0000% | $770.00            | $19812.18          | Equities   |
| TECK RESOURCES LTD             CL B             | 2500-12-31      | N/A      | 0.0000% | $19200.00          | $846720.00         | Equities   |
| SAFETY SHOT INC                COM NEW          | 2500-12-31      | N/A      | 0.0000% | $24918.00          | $6334.16           | Equities   |
| VANGUARD WHITEHALL FDS         INTL HIGH ETF    | 2500-12-31      | N/A      | 0.0000% | $7093.00           | $598404.49         | Equities   |
| VERA BRADLEY INC               COM              | 2500-12-31      | N/A      | 0.0000% | $4551.00           | $9193.02           | Equities   |
| GREAT ELM GROUP INC            COM NEW          | 2500-12-31      | N/A      | 0.0000% | $2747.00           | $6812.56           | Equities   |
| VANECK ETF TRUST               INDONESIA INDEX  | 2500-12-31      | N/A      | 0.0000% | $92.00             | $1493.48           | Equities   |
| GRANITE PT MTG TR INC          COM STK          | 2500-12-31      | N/A      | 0.0000% | $5000.00           | $15000.00          | Equities   |
| GRANITE PT MTG TR INC          COM STK          | 2500-12-31      | N/A      | 0.0000% | $59929.00          | $179787.00         | Equities   |
| GREAT ELM GROUP INC            COM NEW          | 2500-12-31      | N/A      | 0.0000% | $2800.00           | $6944.00           | Equities   |
| VANGUARD INTL EQUITY INDEX FDS GLB EX US ETF    | 2500-12-31      | N/A      | 0.0000% | $11342.00          | $539085.26         | Equities   |
| VOC ENERGY TR                  TR UNIT          | 2500-12-31      | N/A      | 0.0000% | $901.00            | $2630.92           | Equities   |
| VERMILION ENERGY INC           COM              | 2500-12-31      | N/A      | 0.0000% | $20517.00          | $165161.85         | Equities   |
| GRANITESHARES ETF TR           2X LONG BABA DAI | 2500-12-31      | N/A      | 0.0000% | $4400.00           | $254320.00         | Equities   |
| FIDELITY COVINGTON TRUST       ENHANCED LARGE   | 2500-12-31      | N/A      | 0.0000% | $10907.00          | $446641.65         | Equities   |
| FIRST TR EXCHANGE-TRADED FD    SHS              | 2500-12-31      | N/A      | 0.0000% | $1018.00           | $233854.96         | Equities   |
| FIDELITY COVINGTON TRUST       HIGH DIVID ETF   | 2500-12-31      | N/A      | 0.0000% | $58770.00          | $3263498.10        | Equities   |
| FLEXSHARES TR                  MORNSTAR UPSTR   | 2500-12-31      | N/A      | 0.0000% | $4476.00           | $195959.28         | Equities   |
| FIRST TR EXCHANGE TRAD FD VII  FST TR GLB FD    | 2500-12-31      | N/A      | 0.0000% | $4370.00           | $113663.70         | Equities   |
| CLIMB BIO INC                  COM              | 2500-12-31      | N/A      | 0.0000% | $32166.00          | $64010.34          | Equities   |
| CLIMB BIO INC                  COM              | 2500-12-31      | N/A      | 0.0000% | $204238.00         | $406433.62         | Equities   |
| CARPARTS COM INC               COM              | 2500-12-31      | N/A      | 0.0000% | $46100.00          | $33127.46          | Equities   |
| CYCLERION THERAPEUTICS INC     COM              | 2500-12-31      | N/A      | 0.0000% | $2400.00           | $5616.00           | Equities   |
| DIREXION SHS ETF TR            DRX S&P500BULL   | 2500-12-31      | N/A      | 0.0000% | $26.00             | $5450.64           | Equities   |
| CENTURY THERAPEUTICS INC       COM              | 2500-12-31      | N/A      | 0.0000% | $61800.00          | $30875.28          | Equities   |
| CARVER BANCORP INC             COM NEW          | 2500-12-31      | N/A      | 0.0000% | $3466.00           | $8318.40           | Equities   |
| AVALON GLOBOCARE CORP          COM              | 2500-12-31      | N/A      | 0.0000% | $3400.00           | $8228.00           | Equities   |
| BTCS INC                       COM NEW          | 2500-12-31      | N/A      | 0.0000% | $103000.00         | $492340.00         | Equities   |
| BCE INC                        COM NEW          | 2500-12-31      | N/A      | 0.0000% | $40106.00          | $933266.62         | Equities   |
| DIREXION SHS ETF TR            DRX S&P500BULL   | 2500-12-31      | N/A      | 0.0000% | $1475.00           | $309219.00         | Equities   |
| DIREXION SHS ETF TR            DLY FIN BULL NEW | 2500-12-31      | N/A      | 0.0000% | $92.00             | $16610.60          | Equities   |
| CAPITAL GROUP GBL GROWTH EQTY  SHS CREATION UNI | 2500-12-31      | N/A      | 0.0000% | $40513.00          | $1377036.87        | Equities   |

### Security 674: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** WELLS FARGO SECURITIES LLC 4.190000%
- **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: ARP1B9GN3, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: ARP1B9GN3
- **C.18 - Value (incl. sponsor support):** $1617000000.00
- **C.18.a - Value (excl. sponsor support):** $1617000000.00
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-10-02
- **C.12 - Maturity Date (WAL):** 2025-10-02
- **C.13 - Final Legal Maturity Date:** 2025-10-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMS 04.500 CLAI1888 | 2041-05-01      | 4.5000%  | 0.0000% | $35630581.00       | $1272785.65        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL745516 | 2036-05-01      | 5.5000%  | 0.0000% | $690000.00         | $5508.24           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAK7464 | 2042-03-01      | 3.5000%  | 0.0000% | $12221821.00       | $2186686.94        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBK9888 | 2048-08-01      | 4.5000%  | 0.0000% | $1040000.00        | $90853.11          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIAL0807 | 2026-07-01      | 5.0000%  | 0.0000% | $1140000.00        | $1295.27           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CKBM6911 | 2052-03-01      | 2.5000%  | 0.0000% | $14840929.00       | $10224096.76       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAH3586 | 2041-01-01      | 4.0000%  | 0.0000% | $64000.00          | $3695.48           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDA1022 | 2053-09-01      | 5.5000%  | 0.0000% | $1470.00           | $1375.11           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBM5477 | 2049-02-01      | 4.5000%  | 0.0000% | $776000.00         | $163132.13         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB7100 | 2053-09-01      | 5.0000%  | 0.0000% | $900000.00         | $818287.64         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDB0818 | 2054-04-01      | 5.5000%  | 0.0000% | $495785.00         | $441626.85         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBU5759 | 2055-03-01      | 5.0000%  | 0.0000% | $2572361.00        | $2568137.67        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBU5244 | 2054-11-01      | 5.0000%  | 0.0000% | $6872266.00        | $6355877.73        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB6132 | 2053-04-01      | 4.5000%  | 0.0000% | $17538400.00       | $14402813.75       | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBU1450 | 2052-01-01      | 2.0000%  | 0.0000% | $130000.00         | $86771.99          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDE5594 | 2055-08-01      | 6.5000%  | 0.0000% | $1329025.00        | $1400839.55        | Agency Mortgage-Backed Securities |
| FNMS 01.500 CLFA0547 | 2052-04-01      | 1.5000%  | 0.0000% | $2263836.00        | $1665541.34        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBU5508 | 2055-02-01      | 4.5000%  | 0.0000% | $3367455.00        | $3018743.82        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CL930920 | 2039-04-01      | 4.5000%  | 0.0000% | $1237000.00        | $44241.79          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB7106 | 2053-09-01      | 5.5000%  | 0.0000% | $1513000.00        | $1340218.57        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDB7820 | 2054-08-01      | 5.0000%  | 0.0000% | $2337835.00        | $2120408.58        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA0005 | 2054-11-01      | 6.0000%  | 0.0000% | $34672800.00       | $32971564.07       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB8483 | 2054-05-01      | 5.5000%  | 0.0000% | $5000.00           | $4520.97           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA0364 | 2055-01-01      | 6.0000%  | 0.0000% | $326902.00         | $321315.13         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBV0272 | 2052-02-01      | 3.5000%  | 0.0000% | $991717.00         | $769625.72         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CNFA3055 | 2035-10-01      | 6.0000%  | 0.0000% | $45717246.00       | $47428046.30       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB4820 | 2052-10-01      | 4.5000%  | 0.0000% | $109900149.00      | $89702932.87       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CRAL3699 | 2043-06-01      | 3.0000%  | 0.0000% | $188980326.00      | $35969182.12       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB8829 | 2054-07-01      | 5.0000%  | 0.0000% | $36939018.00       | $34111245.80       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CTMA0268 | 2029-12-01      | 5.0000%  | 0.0000% | $61927.00          | $1213.12           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW1211 | 2052-10-01      | 5.0000%  | 0.0000% | $12526956.00       | $8320654.97        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL986148 | 2038-01-01      | 5.5000%  | 0.0000% | $200000.00         | $5636.39           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CKAC8137 | 2037-05-01      | 6.0000%  | 0.0000% | $4405940.00        | $263512.00         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA1019 | 2055-03-01      | 5.5000%  | 0.0000% | $150000.00         | $145883.83         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCC0105 | 2055-03-01      | 5.5000%  | 0.0000% | $14415205.00       | $14148050.27       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFS8698 | 2048-11-01      | 4.0000%  | 0.0000% | $13944275.00       | $12067688.87       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS9443 | 2054-02-01      | 4.5000%  | 0.0000% | $22232.00          | $20327.91          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA1578 | 2055-04-01      | 5.5000%  | 0.0000% | $52962.00          | $52379.98          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CTCC0338 | 2045-04-01      | 6.0000%  | 0.0000% | $3833014.00        | $3713164.68        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFS5899 | 2053-09-01      | 6.5000%  | 0.0000% | $2100000.00        | $1399665.30        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFS9860 | 2052-06-01      | 2.0000%  | 0.0000% | $84000.00          | $64984.49          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS9102 | 2054-02-01      | 5.0000%  | 0.0000% | $620000.00         | $555157.21         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB8755 | 2054-06-01      | 6.0000%  | 0.0000% | $11100000.00       | $10280263.15       | Agency Mortgage-Backed Securities |
| FNMS 01.500 CIFS5598 | 2037-08-01      | 1.5000%  | 0.0000% | $4316406.00        | $3083018.86        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCA0995 | 2048-01-01      | 3.5000%  | 0.0000% | $37000.00          | $10762.64          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDC6017 | 2054-12-01      | 5.0000%  | 0.0000% | $2332722.00        | $2123529.78        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDC9636 | 2055-01-01      | 5.0000%  | 0.0000% | $3838458.00        | $3744944.63        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CQAK8657 | 2032-04-01      | 3.5000%  | 0.0000% | $1746913.00        | $57575.00          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC1853 | 2054-09-01      | 5.5000%  | 0.0000% | $14886000.00       | $13327104.59       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDC6727 | 2054-11-01      | 5.0000%  | 0.0000% | $64444.00          | $59640.00          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAL1339 | 2041-08-01      | 4.5000%  | 0.0000% | $75000.00          | $2506.28           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDC6094 | 2055-04-01      | 6.0000%  | 0.0000% | $4195015.00        | $3996746.53        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDC6993 | 2054-12-01      | 5.0000%  | 0.0000% | $30229.00          | $29975.59          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDC3516 | 2054-10-01      | 5.0000%  | 0.0000% | $1356867.00        | $1334258.14        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL254007 | 2031-10-01      | 6.5000%  | 0.0000% | $3350000.00        | $2819.70           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC4803 | 2055-09-01      | 5.5000%  | 0.0000% | $2327728.00        | $2360063.76        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAJ7684 | 2041-12-01      | 4.0000%  | 0.0000% | $40000000.00       | $5330753.73        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CQAK0765 | 2042-03-01      | 4.0000%  | 0.0000% | $3590000.00        | $343023.73         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CT257057 | 2027-12-01      | 5.0000%  | 0.0000% | $666740.00         | $2554.60           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL908916 | 2037-03-01      | 6.5000%  | 0.0000% | $1564902.00        | $23682.85          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL890680 | 2039-04-01      | 6.5000%  | 0.0000% | $26000.00          | $3651.68           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFA2389 | 2052-04-01      | 2.5000%  | 0.0000% | $9000000.00        | $7643931.11        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCC0576 | 2055-06-01      | 6.0000%  | 0.0000% | $49334444.00       | $50823810.64       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL889983 | 2038-10-01      | 6.0000%  | 0.0000% | $2475000.00        | $17830.09          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDE6104 | 2055-08-01      | 5.0000%  | 0.0000% | $1069400.00        | $1077632.13        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDB9499 | 2054-08-01      | 6.0000%  | 0.0000% | $7160000.00        | $6949580.05        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDB8623 | 2054-07-01      | 6.5000%  | 0.0000% | $5779157.00        | $4106957.65        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB8226 | 2054-03-01      | 6.5000%  | 0.0000% | $100000.00         | $75620.56          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBW1128 | 2052-06-01      | 3.0000%  | 0.0000% | $657981.00         | $501548.46         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIDC6023 | 2039-12-01      | 5.0000%  | 0.0000% | $1275059.00        | $1206631.04        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB9635 | 2054-12-01      | 4.5000%  | 0.0000% | $162000.00         | $152928.15         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDE7877 | 2055-09-01      | 5.0000%  | 0.0000% | $3386654.00        | $3380331.71        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CVAL7895 | 2030-12-01      | 3.0000%  | 0.0000% | $1000000.00        | $136861.84         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDA3327 | 2053-10-01      | 6.0000%  | 0.0000% | $1541317.00        | $1278247.84        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDC3282 | 2054-09-01      | 6.5000%  | 0.0000% | $160000.00         | $137166.44         | Agency Mortgage-Backed Securities |
| FNMS 07.000 CL615089 | 2032-01-01      | 7.0000%  | 0.0000% | $700000.00         | $1185.07           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA0608 | 2055-02-01      | 5.5000%  | 0.0000% | $2036000.00        | $1959886.27        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CICA5477 | 2035-03-01      | 3.5000%  | 0.0000% | $750701.00         | $169895.87         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCA5818 | 2049-12-01      | 3.5000%  | 0.0000% | $16523850.00       | $4166031.78        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFM3371 | 2047-07-01      | 4.5000%  | 0.0000% | $133000.00         | $42784.26          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCB2684 | 2052-01-01      | 3.5000%  | 0.0000% | $735460.00         | $425992.48         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CTMA0184 | 2029-09-01      | 5.0000%  | 0.0000% | $1000000.00        | $15931.88          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA3210 | 2047-12-01      | 3.5000%  | 0.0000% | $8846868.00        | $1152367.47        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA0583 | 2040-12-01      | 4.0000%  | 0.0000% | $59000.00          | $2253.99           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS8817 | 2052-05-01      | 3.0000%  | 0.0000% | $90000.00          | $72980.49          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CTMA5865 | 2045-09-01      | 5.5000%  | 0.0000% | $5806352.00        | $5928346.68        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCC0007 | 2055-02-01      | 6.5000%  | 0.0000% | $61411705.00       | $59967892.93       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS5263 | 2053-05-01      | 4.5000%  | 0.0000% | $1909000.00        | $1519658.30        | Agency Mortgage-Backed Securities |
| FNMS 02.500 ZLFP0034 | 2050-10-25      | 2.5000%  | 0.0000% | $552591.00         | $404302.63         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CICC0045 | 2040-02-01      | 5.0000%  | 0.0000% | $2857488.00        | $2719102.60        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CTCC0319 | 2045-04-01      | 5.5000%  | 0.0000% | $2655730.00        | $2540215.54        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDA4667 | 2054-01-01      | 6.5000%  | 0.0000% | $221316.00         | $150148.99         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAE0828 | 2041-02-01      | 3.5000%  | 0.0000% | $55998.00          | $3433.21           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBY4065 | 2053-06-01      | 5.0000%  | 0.0000% | $6932601.00        | $4748984.34        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIFM5377 | 2034-03-01      | 4.0000%  | 0.0000% | $935668.00         | $73472.80          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIFA3061 | 2040-10-01      | 6.0000%  | 0.0000% | $15584541.00       | $16189148.46       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA3444 | 2048-08-01      | 4.5000%  | 0.0000% | $106000.00         | $8700.74           | Agency Mortgage-Backed Securities |
| FNMS 01.500 CIMA4154 | 2035-10-01      | 1.5000%  | 0.0000% | $490000.00         | $215347.42         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA4084 | 2050-07-01      | 4.0000%  | 0.0000% | $4000.00           | $965.77            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFM1727 | 2049-09-01      | 5.0000%  | 0.0000% | $930000.00         | $176311.08         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB2287 | 2051-12-01      | 2.5000%  | 0.0000% | $500000.00         | $311136.94         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CICB2248 | 2036-11-01      | 2.5000%  | 0.0000% | $1520779.00        | $982072.45         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFM1518 | 2048-12-01      | 4.5000%  | 0.0000% | $3106857.00        | $338465.05         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCB3375 | 2052-04-01      | 3.5000%  | 0.0000% | $967617.00         | $755747.82         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA0017 | 2053-06-01      | 5.5000%  | 0.0000% | $23070344.00       | $21572403.20       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFM1534 | 2049-09-01      | 4.5000%  | 0.0000% | $526000.00         | $105108.60         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFM2986 | 2045-04-01      | 4.0000%  | 0.0000% | $14199000.00       | $3724610.12        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CTFM5754 | 2037-03-01      | 3.5000%  | 0.0000% | $100000.00         | $33404.88          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCB3272 | 2052-04-01      | 4.0000%  | 0.0000% | $200000.00         | $143508.61         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIFM1843 | 2034-11-01      | 3.5000%  | 0.0000% | $2200000.00        | $322086.27         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCB2281 | 2051-12-01      | 2.0000%  | 0.0000% | $5000.00           | $3113.98           | Agency Mortgage-Backed Securities |
| FNMS 07.500 CTMA5398 | 2044-04-01      | 7.5000%  | 0.0000% | $1072012.00        | $747438.59         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CRMA1463 | 2043-06-01      | 3.5000%  | 0.0000% | $225000.00         | $35817.50          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFM4817 | 2049-06-01      | 5.0000%  | 0.0000% | $3368000.00        | $784577.92         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CTFM0071 | 2040-02-01      | 3.5000%  | 0.0000% | $300000.00         | $91558.27          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB4167 | 2052-07-01      | 5.0000%  | 0.0000% | $1800000.00        | $1365651.50        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF1225 | 2055-10-01      | 6.0000%  | 0.0000% | $4883985.00        | $5075521.87        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE9501 | 2055-09-01      | 5.5000%  | 0.0000% | $2708851.00        | $2748994.97        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF1642 | 2055-09-01      | 6.0000%  | 0.0000% | $2065450.00        | $2139282.26        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB4035 | 2052-07-01      | 5.0000%  | 0.0000% | $550000.00         | $389048.64         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB3368 | 2052-04-01      | 3.0000%  | 0.0000% | $525000.00         | $366848.25         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDE8759 | 2055-09-01      | 5.0000%  | 0.0000% | $2629920.00        | $2628447.35        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIDE2866 | 2040-06-01      | 4.5000%  | 0.0000% | $12332.00          | $12224.44          | Agency Mortgage-Backed Securities |
| FNMS 01.500 CLCA8005 | 2050-12-01      | 1.5000%  | 0.0000% | $300000.00         | $167125.95         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE1983 | 2055-07-01      | 6.0000%  | 0.0000% | $8122557.00        | $8394573.91        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDD9491 | 2055-07-01      | 5.5000%  | 0.0000% | $11367996.00       | $11085633.02       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDD9164 | 2055-05-01      | 6.5000%  | 0.0000% | $1810814.00        | $1905052.80        | Agency Mortgage-Backed Securities |
| FNMS 01.500 CJMA4272 | 2036-02-01      | 1.5000%  | 0.0000% | $1000000.00        | $433752.38         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CICB2966 | 2037-03-01      | 2.0000%  | 0.0000% | $782805.00         | $480421.43         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA5027 | 2053-05-01      | 4.0000%  | 0.0000% | $9528103.00        | $7918200.08        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA5389 | 2054-06-01      | 6.0000%  | 0.0000% | $3583668.00        | $2967368.36        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFM6004 | 2051-02-01      | 2.0000%  | 0.0000% | $70000.00          | $38926.82          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB2410 | 2051-12-01      | 2.5000%  | 0.0000% | $5360000.00        | $3389795.07        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA4700 | 2052-08-01      | 4.0000%  | 0.0000% | $1000.00           | $777.52            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIFM4742 | 2035-03-01      | 4.0000%  | 0.0000% | $50000.00          | $13380.82          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIFA2746 | 2040-08-01      | 5.5000%  | 0.0000% | $22354706.00       | $22747967.40       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB2775 | 2052-02-01      | 2.5000%  | 0.0000% | $1600000.00        | $1047614.92        | Agency Mortgage-Backed Securities |
| FNMS 01.500 CICB2221 | 2036-12-01      | 1.5000%  | 0.0000% | $195000.00         | $105191.91         | Agency Mortgage-Backed Securities |
| FNMS 01.500 CICB1464 | 2036-08-01      | 1.5000%  | 0.0000% | $10000000.00       | $5889010.08        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA5554 | 2054-12-01      | 6.0000%  | 0.0000% | $55000.00          | $50376.69          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB2319 | 2051-12-01      | 2.5000%  | 0.0000% | $7181000.00        | $4637266.55        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB2408 | 2051-12-01      | 2.5000%  | 0.0000% | $139365.00         | $95281.04          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFM9693 | 2051-12-01      | 2.5000%  | 0.0000% | $3577400.00        | $2547680.33        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA2896 | 2047-02-01      | 3.5000%  | 0.0000% | $193056.00         | $27435.42          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIFM5798 | 2036-01-01      | 2.0000%  | 0.0000% | $51000.00          | $22983.07          | Agency Mortgage-Backed Securities |
| FNMS 05.000 NBAC2343 | 2047-06-01      | 5.0000%  | 0.0000% | $1963931.00        | $112718.02         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CRMA1373 | 2043-03-01      | 3.5000%  | 0.0000% | $130000.00         | $21521.17          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA4655 | 2052-07-01      | 4.0000%  | 0.0000% | $2092000.00        | $1602067.37        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CTMA3612 | 2039-03-01      | 4.0000%  | 0.0000% | $5000000.00        | $485798.39         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBM5568 | 2049-02-01      | 4.5000%  | 0.0000% | $237000.00         | $77237.52          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CTBM4645 | 2038-10-01      | 3.0000%  | 0.0000% | $465000.00         | $74769.01          | Agency Mortgage-Backed Securities |
| FNMS 01.500 CTFS0316 | 2041-11-01      | 1.5000%  | 0.0000% | $208741.00         | $132700.18         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBN0948 | 2048-11-01      | 4.5000%  | 0.0000% | $3413648.00        | $452382.86         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA4327 | 2051-05-01      | 3.0000%  | 0.0000% | $7000.00           | $3201.26           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA5008 | 2053-05-01      | 4.5000%  | 0.0000% | $19345856.00       | $16123869.78       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE5167 | 2055-07-01      | 6.0000%  | 0.0000% | $1817921.00        | $1895957.19        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE6111 | 2055-08-01      | 5.5000%  | 0.0000% | $1782905.00        | $1837270.65        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM9048 | 2051-10-01      | 3.0000%  | 0.0000% | $3450000.00        | $2175949.57        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM7539 | 2051-06-01      | 3.0000%  | 0.0000% | $620000.00         | $307222.21         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFM8691 | 2051-09-01      | 2.5000%  | 0.0000% | $1000000.00        | $628560.14         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDE4710 | 2055-07-01      | 6.5000%  | 0.0000% | $1347912.00        | $1423991.24        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCB2789 | 2052-02-01      | 2.0000%  | 0.0000% | $820000.00         | $555950.01         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE8852 | 2055-09-01      | 6.0000%  | 0.0000% | $1842108.00        | $1929205.32        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB1868 | 2051-10-01      | 2.5000%  | 0.0000% | $928533.00         | $661069.23         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB5380 | 2052-10-01      | 5.0000%  | 0.0000% | $6251344.00        | $5526031.10        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA0985 | 2042-01-01      | 4.5000%  | 0.0000% | $222999.00         | $15860.07          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CJAJ7718 | 2026-12-01      | 3.5000%  | 0.0000% | $3101279.00        | $26460.21          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAJ8480 | 2041-12-01      | 4.0000%  | 0.0000% | $36830.00          | $1420.49           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAJ1413 | 2041-09-01      | 4.5000%  | 0.0000% | $85000.00          | $5703.98           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD2623 | 2055-03-01      | 6.0000%  | 0.0000% | $1951439.00        | $1963498.77        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD1765 | 2055-01-01      | 6.0000%  | 0.0000% | $4957828.00        | $4844315.08        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC3135 | 2054-09-01      | 5.5000%  | 0.0000% | $2502440.00        | $2479179.64        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIDE8893 | 2040-10-01      | 5.5000%  | 0.0000% | $1668229.00        | $1719441.22        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDD5882 | 2055-03-01      | 5.5000%  | 0.0000% | $1581848.00        | $1611901.41        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBU4047 | 2053-07-01      | 5.5000%  | 0.0000% | $100000.00         | $80376.67          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAL8824 | 2046-07-01      | 3.5000%  | 0.0000% | $229000.00         | $52848.91          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIBX1898 | 2037-12-01      | 5.0000%  | 0.0000% | $2072413.00        | $1239438.25        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIDF0647 | 2040-09-01      | 5.0000%  | 0.0000% | $713597.00         | $724620.49         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDE6178 | 2055-09-01      | 5.0000%  | 0.0000% | $1104092.00        | $1108341.40        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBC4714 | 2046-10-01      | 3.0000%  | 0.0000% | $207000.00         | $48120.91          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE5719 | 2055-07-01      | 6.0000%  | 0.0000% | $1124442.00        | $1168575.58        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE5812 | 2055-07-01      | 6.0000%  | 0.0000% | $1123100.00        | $1172732.12        | Agency Mortgage-Backed Securities |
| FNMS 04.000 U3BF0172 | 2041-01-01      | 4.0000%  | 0.0000% | $45000.00          | $8070.20           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBD7056 | 2047-03-01      | 3.5000%  | 0.0000% | $4310000.00        | $840196.37         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CTAS8740 | 2037-02-01      | 3.5000%  | 0.0000% | $600000.00         | $91259.77          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAS9786 | 2047-06-01      | 4.0000%  | 0.0000% | $57000.00          | $9391.47           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLAL7346 | 2038-12-01      | 6.5000%  | 0.0000% | $41000.00          | $5210.99           | Agency Mortgage-Backed Securities |
| FNMS 07.000 CL256774 | 2037-05-01      | 7.0000%  | 0.0000% | $2661162.00        | $9240.06           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL323632 | 2029-04-01      | 6.5000%  | 0.0000% | $18305695.00       | $7005.30           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM6810 | 2051-04-01      | 3.0000%  | 0.0000% | $185510.00         | $128346.24         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFM8426 | 2044-05-01      | 5.5000%  | 0.0000% | $15000.00          | $7015.45           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFM8794 | 2051-09-01      | 2.5000%  | 0.0000% | $700000.00         | $419204.06         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBD1437 | 2046-08-01      | 3.5000%  | 0.0000% | $425000.00         | $88464.29          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CICB4994 | 2037-10-01      | 4.5000%  | 0.0000% | $152000.00         | $93829.79          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB4349 | 2052-08-01      | 5.0000%  | 0.0000% | $6620000.00        | $5113321.77        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBC5694 | 2046-09-01      | 3.0000%  | 0.0000% | $44500.00          | $6647.83           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFS0117 | 2052-01-01      | 2.0000%  | 0.0000% | $2600000.00        | $1627002.51        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIBK2931 | 2035-08-01      | 2.0000%  | 0.0000% | $2750000.00        | $1157733.86        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCB4324 | 2052-08-01      | 3.5000%  | 0.0000% | $34000.00          | $24819.54          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB1275 | 2051-08-01      | 2.5000%  | 0.0000% | $300000.00         | $195740.50         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB2869 | 2052-02-01      | 2.5000%  | 0.0000% | $2000000.00        | $1278722.39        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS1771 | 2050-09-01      | 5.0000%  | 0.0000% | $34225.00          | $21793.30          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDC6374 | 2054-11-01      | 5.0000%  | 0.0000% | $1210670.00        | $1197745.21        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CTMA5098 | 2043-07-01      | 5.5000%  | 0.0000% | $1350000.00        | $873893.49         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBQ0188 | 2050-08-01      | 3.0000%  | 0.0000% | $475000.00         | $134302.02         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFM9411 | 2051-11-01      | 2.0000%  | 0.0000% | $305000.00         | $186113.15         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS0252 | 2052-01-01      | 3.5000%  | 0.0000% | $452000.00         | $281415.63         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFS2185 | 2052-06-01      | 4.0000%  | 0.0000% | $12000000.00       | $8988280.91        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIMA5448 | 2039-08-01      | 5.0000%  | 0.0000% | $1000.00           | $740.83            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB2405 | 2051-12-01      | 2.5000%  | 0.0000% | $937260.00         | $655394.11         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBM5527 | 2048-10-01      | 4.0000%  | 0.0000% | $543000.00         | $73971.77          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE1382 | 2055-06-01      | 6.0000%  | 0.0000% | $2716224.00        | $2796431.40        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDE6820 | 2055-09-01      | 6.5000%  | 0.0000% | $1295857.00        | $1373964.92        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAP3442 | 2042-08-01      | 3.5000%  | 0.0000% | $14300918.00       | $2032862.05        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDE9408 | 2055-09-01      | 6.5000%  | 0.0000% | $8393400.00        | $8723850.05        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL254479 | 2032-10-01      | 6.5000%  | 0.0000% | $1000000.00        | $2409.85           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIAL7256 | 2030-06-01      | 2.0000%  | 0.0000% | $793073.00         | $51043.29          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBC9209 | 2046-08-01      | 3.5000%  | 0.0000% | $1137591.00        | $218107.28         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCA5308 | 2050-03-01      | 3.5000%  | 0.0000% | $12866000.00       | $4774360.28        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBD3004 | 2046-08-01      | 3.0000%  | 0.0000% | $1380000.00        | $383947.19         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE9190 | 2055-09-01      | 5.5000%  | 0.0000% | $2329521.00        | $2363144.27        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE7789 | 2055-08-01      | 6.0000%  | 0.0000% | $2160373.00        | $2250638.55        | Agency Mortgage-Backed Securities |
| FNMS 05.800 ML386641 | 2033-12-01      | 5.8000%  | 0.0000% | $120000.00         | $58864.29          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CRAP2109 | 2032-08-01      | 4.0000%  | 0.0000% | $1005000.00        | $30651.99          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDE9999 | 2055-10-01      | 6.5000%  | 0.0000% | $1019191.00        | $1079475.24        | Agency Mortgage-Backed Securities |
| FNMS 04.000 ZC310241 | 2044-09-25      | 4.0000%  | 0.0000% | $22077959.00       | $21100303.28       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB5142 | 2052-11-01      | 6.0000%  | 0.0000% | $5290000.00        | $3890551.46        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCB3369 | 2052-04-01      | 3.5000%  | 0.0000% | $40000.00          | $26533.92          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB4300 | 2052-08-01      | 4.5000%  | 0.0000% | $74000.00          | $52175.86          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCB3856 | 2052-06-01      | 4.0000%  | 0.0000% | $29000.00          | $22367.76          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS0605 | 2052-02-01      | 2.5000%  | 0.0000% | $874279.00         | $566619.11         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CTMA4607 | 2042-05-01      | 2.5000%  | 0.0000% | $700000.00         | $481828.00         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLMA4623 | 2052-06-01      | 2.5000%  | 0.0000% | $199000.00         | $141736.96         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS1372 | 2052-03-01      | 3.0000%  | 0.0000% | $201529.00         | $152544.30         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS1575 | 2052-04-01      | 3.5000%  | 0.0000% | $7456000.00        | $4804610.75        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDA1046 | 2053-10-01      | 5.5000%  | 0.0000% | $1424.00           | $1403.50           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBH4101 | 2047-10-01      | 3.5000%  | 0.0000% | $8000.00           | $1212.47           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDB8806 | 2054-08-01      | 6.0000%  | 0.0000% | $1015460.00        | $932062.08         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDC0192 | 2054-08-01      | 6.5000%  | 0.0000% | $14000.00          | $10505.14          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL609804 | 2031-09-01      | 6.5000%  | 0.0000% | $1072907.00        | $41281.86          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CKAU4184 | 2043-07-01      | 3.0000%  | 0.0000% | $1000000.00        | $98770.75          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIMA3827 | 2034-11-01      | 2.5000%  | 0.0000% | $130000.00         | $21150.54          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS3886 | 2052-10-01      | 4.5000%  | 0.0000% | $37000.00          | $30844.17          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLMA4598 | 2052-05-01      | 2.5000%  | 0.0000% | $467000.00         | $327678.57         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CNMA5686 | 2035-03-01      | 4.5000%  | 0.0000% | $1411975.00        | $1253840.56        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLMA5140 | 2053-09-01      | 6.5000%  | 0.0000% | $1593586.00        | $1124005.78        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFS9851 | 2051-05-01      | 4.0000%  | 0.0000% | $69720643.00       | $62105455.38       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB6893 | 2053-08-01      | 4.5000%  | 0.0000% | $2153514.00        | $1868944.41        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB7142 | 2053-09-01      | 6.5000%  | 0.0000% | $1463249.00        | $1039457.98        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB6643 | 2053-06-01      | 5.5000%  | 0.0000% | $50051592.00       | $41916770.60       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB6322 | 2053-05-01      | 5.5000%  | 0.0000% | $1540000.00        | $1299994.66        | Agency Mortgage-Backed Securities |
| FNMS 03.500 ZLFP0085 | 2051-04-25      | 3.5000%  | 0.0000% | $15382357.00       | $11864555.33       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCC0715 | 2055-07-01      | 5.5000%  | 0.0000% | $77042250.00       | $76960511.84       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS5799 | 2050-09-01      | 2.5000%  | 0.0000% | $100000.00         | $73406.16          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS9745 | 2053-07-01      | 2.5000%  | 0.0000% | $33874765.00       | $27590810.04       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIDE4734 | 2040-07-01      | 5.0000%  | 0.0000% | $6206129.00        | $6183977.26        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFS9989 | 2054-11-01      | 6.5000%  | 0.0000% | $23564434.00       | $22738916.79       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB1808 | 2051-10-01      | 2.5000%  | 0.0000% | $475000.00         | $298010.69         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCB2850 | 2052-02-01      | 2.0000%  | 0.0000% | $80000.00          | $54733.82          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFS9341 | 2050-03-01      | 4.0000%  | 0.0000% | $50079192.00       | $44292781.10       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL905921 | 2036-12-01      | 6.5000%  | 0.0000% | $446000.00         | $2092.25           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFS6779 | 2053-12-01      | 6.5000%  | 0.0000% | $800000.00         | $613847.22         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCC0419 | 2055-05-01      | 6.5000%  | 0.0000% | $10932274.00       | $11088765.80       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIFS7802 | 2037-03-01      | 2.5000%  | 0.0000% | $28812068.00       | $23324397.35       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS9357 | 2054-10-01      | 5.5000%  | 0.0000% | $7050000.00        | $6702097.37        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS7061 | 2052-04-01      | 3.0000%  | 0.0000% | $2765378.00        | $2190523.28        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCC0133 | 2055-03-01      | 6.5000%  | 0.0000% | $17904440.00       | $18068749.48       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB6548 | 2053-06-01      | 6.5000%  | 0.0000% | $49545970.00       | $38996914.27       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB7197 | 2053-07-01      | 5.5000%  | 0.0000% | $9000000.00        | $7769136.57        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB6867 | 2053-08-01      | 5.5000%  | 0.0000% | $2313000.00        | $1989279.28        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL888219 | 2037-03-01      | 5.5000%  | 0.0000% | $830000.00         | $5582.60           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBM1020 | 2046-11-01      | 4.5000%  | 0.0000% | $80077.00          | $11745.80          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBM5261 | 2048-01-01      | 4.0000%  | 0.0000% | $25000.00          | $3678.17           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBU6901 | 2052-04-01      | 2.5000%  | 0.0000% | $700000.00         | $492926.69         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBK8753 | 2049-06-01      | 4.5000%  | 0.0000% | $55000.00          | $6908.05           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIBJ0664 | 2033-03-01      | 3.0000%  | 0.0000% | $80000.00          | $13878.68          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBT2188 | 2052-03-01      | 2.5000%  | 0.0000% | $3070313.00        | $2282044.55        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB3874 | 2047-06-01      | 3.0000%  | 0.0000% | $75000.00          | $52411.76          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBK0720 | 2049-12-01      | 2.5000%  | 0.0000% | $1248808.00        | $406705.37         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE2156 | 2055-06-01      | 6.0000%  | 0.0000% | $1053200.00        | $1095885.03        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS7956 | 2054-05-01      | 5.5000%  | 0.0000% | $37840000.00       | $33721435.93       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBM5984 | 2049-05-01      | 5.0000%  | 0.0000% | $115000.00         | $16281.67          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS6943 | 2052-06-01      | 3.0000%  | 0.0000% | $203000.00         | $159949.47         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDD5490 | 2055-05-01      | 5.5000%  | 0.0000% | $1935509.00        | $1915392.01        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD8053 | 2055-05-01      | 6.0000%  | 0.0000% | $6371694.00        | $6555192.84        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB8021 | 2054-02-01      | 6.5000%  | 0.0000% | $1026000.00        | $818453.72         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB4794 | 2052-10-01      | 4.5000%  | 0.0000% | $65000.00          | $53271.69          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CICB5181 | 2037-11-01      | 4.5000%  | 0.0000% | $56337.00          | $36266.53          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB7015 | 2053-09-01      | 5.5000%  | 0.0000% | $82902.00          | $71690.02          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCB6470 | 2053-06-01      | 4.0000%  | 0.0000% | $1013030.00        | $876922.74         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD4421 | 2055-03-01      | 6.0000%  | 0.0000% | $100000.00         | $96668.38          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB6475 | 2053-06-01      | 5.0000%  | 0.0000% | $93470.00          | $83316.31          | Agency Mortgage-Backed Securities |
| FNMS 01.500 CTMA4500 | 2041-12-01      | 1.5000%  | 0.0000% | $356639.00         | $221838.13         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CIMA5302 | 2039-03-01      | 6.5000%  | 0.0000% | $26806163.00       | $15702633.75       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA5551 | 2054-12-01      | 4.5000%  | 0.0000% | $28000.00          | $26268.02          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIMA3865 | 2034-12-01      | 3.0000%  | 0.0000% | $900000.00         | $134358.36         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS3347 | 2052-12-01      | 5.0000%  | 0.0000% | $389000.00         | $324561.40         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCB5118 | 2052-11-01      | 4.0000%  | 0.0000% | $7000.00           | $5388.42           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB4032 | 2052-07-01      | 4.5000%  | 0.0000% | $144450.00         | $115473.83         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CICB4760 | 2037-09-01      | 5.0000%  | 0.0000% | $3155000.00        | $1893488.26        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB4103 | 2052-07-01      | 5.0000%  | 0.0000% | $2000000.00        | $1495705.40        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB5693 | 2053-02-01      | 5.5000%  | 0.0000% | $3841000.00        | $2949100.27        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB5700 | 2053-02-01      | 6.0000%  | 0.0000% | $40632765.00       | $30424164.02       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB6821 | 2053-08-01      | 5.5000%  | 0.0000% | $523505.00         | $443456.75         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS2114 | 2052-06-01      | 4.5000%  | 0.0000% | $376000.00         | $273253.37         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA5326 | 2054-04-01      | 4.5000%  | 0.0000% | $2258669.00        | $2039586.13        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CKMA3846 | 2049-11-01      | 3.0000%  | 0.0000% | $1445000.00        | $121536.32         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIFS2506 | 2037-07-01      | 4.0000%  | 0.0000% | $3131225.00        | $1933908.43        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS3587 | 2053-08-01      | 6.0000%  | 0.0000% | $21681902.00       | $16808464.30       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS2480 | 2052-06-01      | 3.0000%  | 0.0000% | $74000.00          | $50586.46          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB3164 | 2052-03-01      | 2.5000%  | 0.0000% | $584643.00         | $398815.12         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIDD8624 | 2040-05-01      | 5.0000%  | 0.0000% | $1506291.00        | $1457706.83        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS4525 | 2053-04-01      | 5.5000%  | 0.0000% | $5000000.00        | $3904931.46        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CICB1489 | 2036-08-01      | 3.5000%  | 0.0000% | $242902.00         | $149962.47         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFM9494 | 2051-11-01      | 2.5000%  | 0.0000% | $7000.00           | $4632.33           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCB4023 | 2052-07-01      | 4.0000%  | 0.0000% | $89491000.00       | $68469516.40       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIFS6191 | 2038-11-01      | 3.5000%  | 0.0000% | $62583.00          | $46001.78          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB2424 | 2051-12-01      | 3.0000%  | 0.0000% | $280000.00         | $182283.67         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CTBM5956 | 2038-09-01      | 4.0000%  | 0.0000% | $14000.00          | $3881.71           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCB4598 | 2052-09-01      | 3.5000%  | 0.0000% | $28000.00          | $20723.47          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS4152 | 2053-03-01      | 5.5000%  | 0.0000% | $41862.00          | $35354.97          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCB3606 | 2052-05-01      | 3.5000%  | 0.0000% | $878728.00         | $683137.61         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB4613 | 2052-09-01      | 4.5000%  | 0.0000% | $90000.00          | $71848.59          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CICB4285 | 2037-07-01      | 2.5000%  | 0.0000% | $2116080.00        | $1458777.79        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBU5322 | 2054-12-01      | 6.0000%  | 0.0000% | $3442908.00        | $3375744.32        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLAD0130 | 2039-08-01      | 6.5000%  | 0.0000% | $147000.00         | $1612.49           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCB0548 | 2051-05-01      | 3.5000%  | 0.0000% | $300000.00         | $143887.77         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBU7223 | 2053-02-01      | 6.0000%  | 0.0000% | $200000.00         | $158312.88         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS6786 | 2054-02-01      | 5.5000%  | 0.0000% | $7746306.00        | $6697218.36        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMB0307 | 2055-03-01      | 5.5000%  | 0.0000% | $46501000.00       | $43457025.37       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBT0482 | 2051-07-01      | 2.5000%  | 0.0000% | $50000.00          | $29815.12          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBD6350 | 2046-09-01      | 4.0000%  | 0.0000% | $5279791.00        | $814053.74         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBR3060 | 2051-03-01      | 2.5000%  | 0.0000% | $25000.00          | $15368.90          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBT8293 | 2052-08-01      | 5.0000%  | 0.0000% | $12903338.00       | $10594019.79       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBT8111 | 2052-03-01      | 2.5000%  | 0.0000% | $438505.00         | $346094.34         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA7224 | 2050-10-01      | 2.0000%  | 0.0000% | $100000.00         | $51209.34          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBC1438 | 2046-07-01      | 3.5000%  | 0.0000% | $59742535.00       | $16282812.48       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBM5468 | 2043-02-01      | 3.0000%  | 0.0000% | $436000.00         | $134481.84         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL651901 | 2032-08-01      | 6.0000%  | 0.0000% | $1000000.00        | $2860.67           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CL745275 | 2036-02-01      | 5.0000%  | 0.0000% | $1546000.00        | $15197.05          | Agency Mortgage-Backed Securities |
| FNMS 08.000 CL546522 | 2030-07-01      | 8.0000%  | 0.0000% | $154241.00         | $744.95            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS8496 | 2047-01-01      | 3.5000%  | 0.0000% | $6326000.00        | $1527384.87        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF0598 | 2055-09-01      | 6.0000%  | 0.0000% | $1150072.00        | $1199806.10        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDA4980 | 2053-11-01      | 6.5000%  | 0.0000% | $34000.00          | $27660.64          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CICB9561 | 2039-11-01      | 5.5000%  | 0.0000% | $6654041.00        | $6171740.77        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBU5661 | 2055-03-01      | 5.0000%  | 0.0000% | $5446175.00        | $5409325.87        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFA0874 | 2054-06-01      | 5.0000%  | 0.0000% | $273596.00         | $264551.35         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBU5328 | 2054-12-01      | 6.0000%  | 0.0000% | $2505157.00        | $2527879.65        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CTBV1733 | 2045-05-01      | 5.5000%  | 0.0000% | $2821967.00        | $2861146.21        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB9427 | 2054-11-01      | 4.5000%  | 0.0000% | $4686203.00        | $4445360.09        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CTCC0337 | 2045-03-01      | 6.0000%  | 0.0000% | $2107126.00        | $2052800.63        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB8162 | 2054-03-01      | 6.0000%  | 0.0000% | $320000.00         | $277286.95         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCA0179 | 2047-08-01      | 3.5000%  | 0.0000% | $75151626.00       | $24336247.72       | Agency Mortgage-Backed Securities |
| FNMS 04.500 GL932652 | 2040-02-01      | 4.5000%  | 0.0000% | $2446722.00        | $213225.69         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB6874 | 2053-08-01      | 6.0000%  | 0.0000% | $1540000.00        | $1318499.17        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBU4804 | 2054-03-01      | 5.5000%  | 0.0000% | $1405300.00        | $1397959.33        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBT1335 | 2051-07-01      | 2.5000%  | 0.0000% | $1000000.00        | $634420.96         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB6078 | 2053-04-01      | 5.5000%  | 0.0000% | $10775452.00       | $9136665.68        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS8686 | 2053-07-01      | 2.5000%  | 0.0000% | $47000.00          | $37042.09          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIBT1296 | 2036-07-01      | 2.0000%  | 0.0000% | $345000.00         | $163499.06         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB6062 | 2053-04-01      | 5.0000%  | 0.0000% | $12400000.00       | $9356670.82        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBU4130 | 2053-09-01      | 6.5000%  | 0.0000% | $3066276.00        | $2456537.24        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB6908 | 2053-08-01      | 5.5000%  | 0.0000% | $42805640.00       | $33437269.07       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CTCC0334 | 2045-04-01      | 5.5000%  | 0.0000% | $3610871.00        | $3644459.89        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CNMA5811 | 2035-07-01      | 5.5000%  | 0.0000% | $385704.00         | $295065.19         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIFS7559 | 2039-03-01      | 6.0000%  | 0.0000% | $34362424.00       | $25585676.54       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIMA5708 | 2040-05-01      | 3.5000%  | 0.0000% | $4000634.00        | $3566828.32        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCB2801 | 2052-02-01      | 2.0000%  | 0.0000% | $500000.00         | $331801.45         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CTCB3077 | 2042-03-01      | 2.5000%  | 0.0000% | $400000.00         | $265168.98         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB5497 | 2053-01-01      | 6.5000%  | 0.0000% | $4700000.00        | $3295493.08        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB5892 | 2053-03-01      | 4.5000%  | 0.0000% | $600000.00         | $517940.03         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBM5091 | 2048-12-01      | 5.5000%  | 0.0000% | $16000.00          | $1371.37           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CICB5005 | 2037-10-01      | 5.0000%  | 0.0000% | $8000.00           | $5098.99           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC1878 | 2054-09-01      | 5.5000%  | 0.0000% | $27983000.00       | $26112637.34       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CNBM4141 | 2028-05-01      | 2.5000%  | 0.0000% | $52444338.00       | $3327240.62        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CTBJ3800 | 2038-01-01      | 3.5000%  | 0.0000% | $2490896.00        | $711778.71         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAZ2867 | 2045-05-01      | 3.5000%  | 0.0000% | $1141736.00        | $139422.28         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAV0692 | 2043-12-01      | 4.0000%  | 0.0000% | $189000.00         | $20415.34          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CT257372 | 2028-09-01      | 6.0000%  | 0.0000% | $910927.00         | $3355.09           | Agency Mortgage-Backed Securities |

### Security 675: WELLS FARGO BANK NA

- **C.1 - Title:** WELLS FARGO BANK NA 4.190000%
- **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: ARP1B9HL6, C.3 - LEI: KB1H1DSPRFMYMCUFXT09, C.5 - Other ID: ARP1B9HL6
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-10-02
- **C.12 - Maturity Date (WAL):** 2025-10-02
- **C.13 - Final Legal Maturity Date:** 2025-10-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                          |
|:---|:---|:---|:---|:---|:---|:---|
| GNII SF DL3421 C | 2055-08-20      | 6.0000%  | 0.0000% | $612679.00         | $636287.85         | Agency Mortgage-Backed Securities |
| GNII SF DJ4644 C | 2055-04-20      | 6.5000%  | 0.0000% | $9927481.00        | $10323457.57       | Agency Mortgage-Backed Securities |
| GNII SF MA8570 M | 2053-01-20      | 5.5000%  | 0.0000% | $352501663.00      | $250000000.02      | Agency Mortgage-Backed Securities |
| GNII SF DH4082 C | 2055-03-20      | 5.5000%  | 0.0000% | $2029127.00        | $2054327.55        | Agency Mortgage-Backed Securities |
| GNII SF DL9276 C | 2055-09-20      | 5.5000%  | 0.0000% | $2755616.00        | $2820939.41        | Agency Mortgage-Backed Securities |
| GNII SF MA8879 M | 2053-05-20      | 5.5000%  | 0.0000% | $280100759.00      | $220034209.44      | Agency Mortgage-Backed Securities |
| GNII SF DL7844 C | 2055-08-20      | 6.5000%  | 0.0000% | $2966930.00        | $3095002.06        | Agency Mortgage-Backed Securities |
| GNII SF DJ1865 C | 2055-04-20      | 5.0000%  | 0.0000% | $1630320.00        | $1150458.86        | Agency Mortgage-Backed Securities |
| GNII SF DK1726 C | 2055-08-20      | 6.0000%  | 0.0000% | $896010.00         | $926251.92         | Agency Mortgage-Backed Securities |
| GNII SF MA8201 M | 2052-08-20      | 4.5000%  | 0.0000% | $1706000.00        | $1294362.88        | Agency Mortgage-Backed Securities |
| GNII SF MA8151 M | 2052-07-20      | 4.5000%  | 0.0000% | $330550012.00      | $249999999.88      | Agency Mortgage-Backed Securities |
| GNII SF MA3735 M | 2046-06-20      | 3.0000%  | 0.0000% | $160516000.00      | $18724064.93       | Agency Mortgage-Backed Securities |
| GNII SF DL8057 C | 2055-09-20      | 6.0000%  | 0.0000% | $818188.00         | $843881.01         | Agency Mortgage-Backed Securities |
| GNII SF DL9277 C | 2055-09-20      | 6.0000%  | 0.0000% | $4959376.00        | $5138078.85        | Agency Mortgage-Backed Securities |
| GNII SF MA7989 M | 2052-04-20      | 3.5000%  | 0.0000% | $354648944.00      | $249999999.50      | Agency Mortgage-Backed Securities |
| GNII SF DK7353 C | 2055-07-20      | 6.0000%  | 0.0000% | $1779596.00        | $1828900.21        | Agency Mortgage-Backed Securities |
| GNII SF MA5020 M | 2048-02-20      | 4.0000%  | 0.0000% | $217683528.00      | $21977089.42       | Agency Mortgage-Backed Securities |

### Security 676: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** WELLS FARGO SECURITIES LLC 4.200000%
- **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: ARP1B9HP7, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: ARP1B9HP7
- **C.18 - Value (incl. sponsor support):** $1220000000.00
- **C.18.a - Value (excl. sponsor support):** $1220000000.00
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-02
- **C.12 - Maturity Date (WAL):** 2025-10-02
- **C.13 - Final Legal Maturity Date:** 2025-10-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMS 05.000 CLCB4138 | 2052-07-01      | 5.0000%  | 0.0000% | $125108738.00      | $91630371.61       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL745818 | 2036-09-01      | 6.5000%  | 0.0000% | $1810381.00        | $11272.95          | Agency Mortgage-Backed Securities |
| FNMS 07.500 CLDA5276 | 2053-12-01      | 7.5000%  | 0.0000% | $1000157.00        | $279633.90         | Agency Mortgage-Backed Securities |
| FNMS 07.500 CL682148 | 2030-10-01      | 7.5000%  | 0.0000% | $101250.00         | $2384.68           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CL726330 | 2033-07-01      | 4.5000%  | 0.0000% | $349314.00         | $6288.89           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDB0099 | 2054-03-01      | 6.0000%  | 0.0000% | $1322461.00        | $1343434.69        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB8656 | 2054-06-01      | 4.5000%  | 0.0000% | $23000.00          | $20893.68          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL889992 | 2038-06-01      | 5.5000%  | 0.0000% | $22990000.00       | $198601.04         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB8522 | 2054-05-01      | 5.0000%  | 0.0000% | $57266249.00       | $53218131.91       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS6101 | 2053-08-01      | 5.5000%  | 0.0000% | $102069.00         | $88273.48          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIFS3849 | 2027-03-01      | 5.0000%  | 0.0000% | $971822.00         | $10853.86          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CKAD4765 | 2036-01-01      | 6.0000%  | 0.0000% | $23332039.00       | $277644.39         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS8772 | 2052-04-01      | 2.5000%  | 0.0000% | $3052520.00        | $2382421.88        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CTCC0322 | 2045-04-01      | 6.0000%  | 0.0000% | $3299768.00        | $3268039.74        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB7459 | 2053-11-01      | 5.0000%  | 0.0000% | $15000.00          | $12902.12          | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDE8963 | 2055-09-01      | 7.0000%  | 0.0000% | $1174534.00        | $1239655.91        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS8021 | 2052-03-01      | 2.5000%  | 0.0000% | $30000.00          | $22707.55          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB8475 | 2054-05-01      | 5.0000%  | 0.0000% | $25697193.00       | $23229230.57       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB7523 | 2053-11-01      | 6.5000%  | 0.0000% | $1651065.00        | $1201299.96        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE8840 | 2055-09-01      | 5.5000%  | 0.0000% | $2382062.00        | $2457100.66        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB8271 | 2054-04-01      | 5.0000%  | 0.0000% | $163849.00         | $141515.93         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB8223 | 2054-03-01      | 6.0000%  | 0.0000% | $100000.00         | $88518.14          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CL890226 | 2040-08-01      | 4.5000%  | 0.0000% | $250000.00         | $15744.30          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB9323 | 2054-10-01      | 5.5000%  | 0.0000% | $50000.00          | $48199.68          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB9667 | 2054-12-01      | 5.5000%  | 0.0000% | $17079319.00       | $15958851.07       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE9305 | 2055-09-01      | 6.0000%  | 0.0000% | $4350025.00        | $4515188.20        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB8992 | 2054-08-01      | 5.5000%  | 0.0000% | $10120500.00       | $9311820.07        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL948634 | 2037-08-01      | 6.5000%  | 0.0000% | $1800000.00        | $23925.74          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCC0001 | 2055-02-01      | 6.5000%  | 0.0000% | $18617965.00       | $18205659.15       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIDD8707 | 2040-09-01      | 5.5000%  | 0.0000% | $2763431.00        | $2853354.58        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBQ3132 | 2050-10-01      | 2.0000%  | 0.0000% | $1017000.00        | $480456.01         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDE1327 | 2055-06-01      | 5.0000%  | 0.0000% | $2546223.00        | $2456188.37        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBP5587 | 2050-06-01      | 3.0000%  | 0.0000% | $20000.00          | $6025.46           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDD7259 | 2055-04-01      | 6.5000%  | 0.0000% | $1141661.00        | $1204479.08        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE0617 | 2050-06-01      | 6.0000%  | 0.0000% | $1601800.00        | $1637794.67        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBH9277 | 2048-02-01      | 3.5000%  | 0.0000% | $21871000.00       | $3348218.09        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBM1732 | 2047-07-01      | 4.5000%  | 0.0000% | $404000.00         | $73971.15          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIBN5294 | 2034-02-01      | 4.0000%  | 0.0000% | $2020058.00        | $384930.87         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBW9765 | 2053-06-01      | 5.5000%  | 0.0000% | $4000000.00        | $3085979.98        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA5419 | 2054-07-01      | 5.0000%  | 0.0000% | $791000.00         | $742321.03         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CIDA6630 | 2038-12-01      | 6.5000%  | 0.0000% | $680660.00         | $256548.62         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBJ4916 | 2048-03-01      | 3.5000%  | 0.0000% | $13000.00          | $1856.72           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFS0348 | 2052-01-01      | 2.0000%  | 0.0000% | $700000.00         | $434056.47         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAT2887 | 2043-04-01      | 3.5000%  | 0.0000% | $8000.00           | $1470.48           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL772646 | 2034-03-01      | 5.5000%  | 0.0000% | $147093.00         | $1597.16           | Agency Mortgage-Backed Securities |
| FNMS 07.500 CL672419 | 2032-09-01      | 7.5000%  | 0.0000% | $917964.00         | $1618.06           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBR4029 | 2051-02-01      | 2.0000%  | 0.0000% | $375000.00         | $214489.24         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBP6715 | 2050-09-01      | 2.0000%  | 0.0000% | $31000.00          | $16996.67          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE9479 | 2055-09-01      | 6.0000%  | 0.0000% | $3819794.00        | $3980379.41        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBN6677 | 2049-06-01      | 4.0000%  | 0.0000% | $14702000.00       | $2124043.54        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS3436 | 2052-12-01      | 5.5000%  | 0.0000% | $33200508.00       | $24584035.66       | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFS4685 | 2051-11-01      | 2.0000%  | 0.0000% | $7517964.00        | $5248307.20        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFS5738 | 2053-08-01      | 6.5000%  | 0.0000% | $1800000.00        | $1325402.42        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB3888 | 2052-02-01      | 2.5000%  | 0.0000% | $4665080.00        | $3245714.90        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS6888 | 2050-11-01      | 2.5000%  | 0.0000% | $50000.00          | $36294.90          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBW3311 | 2052-07-01      | 4.5000%  | 0.0000% | $980000.00         | $717795.07         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCC0895 | 2055-08-01      | 6.5000%  | 0.0000% | $9380136.00        | $9844268.62        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS3642 | 2052-11-01      | 5.0000%  | 0.0000% | $10000.00          | $7931.77           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFS2323 | 2052-07-01      | 4.0000%  | 0.0000% | $200000.00         | $141029.75         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBU5610 | 2055-02-01      | 5.0000%  | 0.0000% | $2509307.00        | $2450314.30        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA6078 | 2050-06-01      | 2.5000%  | 0.0000% | $1329898.00        | $755425.54         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM8911 | 2051-02-01      | 3.5000%  | 0.0000% | $9000.00           | $3961.67           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB5108 | 2052-11-01      | 5.5000%  | 0.0000% | $4200000.00        | $3372913.62        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS1520 | 2052-04-01      | 3.0000%  | 0.0000% | $273434.00         | $179458.25         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIFS1330 | 2037-03-01      | 2.0000%  | 0.0000% | $1289000.00        | $739579.82         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLMA3833 | 2049-11-01      | 2.5000%  | 0.0000% | $67000.00          | $13652.64          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CTMA1270 | 2032-11-01      | 2.5000%  | 0.0000% | $2400000.00        | $245147.41         | Agency Mortgage-Backed Securities |
| FNMS 04.000 ZC310241 | 2044-09-25      | 4.0000%  | 0.0000% | $3422041.00        | $3270506.25        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAS8483 | 2046-12-01      | 3.0000%  | 0.0000% | $24000.00          | $4733.75           | Agency Mortgage-Backed Securities |
| FNMS 07.500 CLDD4562 | 2055-04-01      | 7.5000%  | 0.0000% | $2808108.00        | $3043801.26        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE0761 | 2055-06-01      | 6.0000%  | 0.0000% | $1522093.00        | $1542275.00        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAU2145 | 2043-08-01      | 4.0000%  | 0.0000% | $3000000.00        | $346739.63         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBJ3265 | 2047-11-01      | 4.0000%  | 0.0000% | $30007.00          | $4381.36           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFM8980 | 2051-09-01      | 2.5000%  | 0.0000% | $1178089.00        | $790076.21         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA5040 | 2053-06-01      | 6.0000%  | 0.0000% | $30000.00          | $21901.86          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CNMA4173 | 2030-11-01      | 2.0000%  | 0.0000% | $1500000.00        | $434887.04         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS2676 | 2052-06-01      | 3.0000%  | 0.0000% | $11000.00          | $8024.16           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA5583 | 2055-01-01      | 4.0000%  | 0.0000% | $3000.00           | $2744.45           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLDE4679 | 2055-07-01      | 4.0000%  | 0.0000% | $466523.00         | $440898.27         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFM9696 | 2051-12-01      | 2.5000%  | 0.0000% | $8800000.00        | $5333507.94        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFM9286 | 2051-10-01      | 2.5000%  | 0.0000% | $145000.00         | $90913.37          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA4732 | 2052-09-01      | 4.0000%  | 0.0000% | $1255000.00        | $973320.04         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS3411 | 2053-01-01      | 6.0000%  | 0.0000% | $7991080.00        | $5850551.26        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIMA4639 | 2037-05-01      | 3.5000%  | 0.0000% | $281108.00         | $152323.21         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS3044 | 2052-11-01      | 4.5000%  | 0.0000% | $1005000.00        | $774563.38         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA0243 | 2047-08-01      | 4.5000%  | 0.0000% | $920000.00         | $104289.55         | Agency Mortgage-Backed Securities |
| FNMS 04.000 GLCA1662 | 2048-05-01      | 4.0000%  | 0.0000% | $799188.00         | $251953.25         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CTFS1947 | 2038-08-01      | 3.0000%  | 0.0000% | $7000.00           | $4190.90           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS1337 | 2052-04-01      | 2.5000%  | 0.0000% | $2000000.00        | $1330579.50        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCA4543 | 2049-11-01      | 3.0000%  | 0.0000% | $2960529.00        | $1208068.91        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAL8118 | 2045-03-01      | 3.0000%  | 0.0000% | $50000000.00       | $10865074.40       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CT256855 | 2027-08-01      | 5.5000%  | 0.0000% | $4400000.00        | $8834.28           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE2213 | 2055-07-01      | 6.0000%  | 0.0000% | $1018067.00        | $1066089.73        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE8102 | 2055-08-01      | 6.0000%  | 0.0000% | $19813611.00       | $20393707.30       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDD6524 | 2055-03-01      | 5.0000%  | 0.0000% | $1012319.00        | $934640.09         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIDD0118 | 2040-02-01      | 5.5000%  | 0.0000% | $1050808.00        | $1026630.74        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIDD2301 | 2040-02-01      | 5.0000%  | 0.0000% | $1000001.00        | $953631.51         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC6329 | 2054-12-01      | 5.5000%  | 0.0000% | $1895980.00        | $1914712.18        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CICB0947 | 2036-06-01      | 2.5000%  | 0.0000% | $243782.00         | $148893.17         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD3482 | 2055-03-01      | 6.0000%  | 0.0000% | $1675326.00        | $1581304.14        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS5294 | 2052-07-01      | 2.5000%  | 0.0000% | $822278.00         | $612823.35         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD8940 | 2055-10-01      | 6.0000%  | 0.0000% | $1326522.00        | $1375045.29        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CTFM1688 | 2037-10-01      | 3.5000%  | 0.0000% | $75000.00          | $21469.46          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFA1106 | 2052-04-01      | 4.0000%  | 0.0000% | $1950000.00        | $1780263.16        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFA1548 | 2053-09-01      | 4.5000%  | 0.0000% | $525000.00         | $505844.47         | Agency Mortgage-Backed Securities |
| FNMS 01.500 CLFA2837 | 2055-10-01      | 1.5000%  | 0.0000% | $13169646.00       | $10151931.36       | Agency Mortgage-Backed Securities |
| FNMS 01.500 CNMA4263 | 2031-02-01      | 1.5000%  | 0.0000% | $980000.00         | $344291.72         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIBN7455 | 2035-07-01      | 2.0000%  | 0.0000% | $2609700.00        | $1410553.26        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIMA4099 | 2035-08-01      | 2.5000%  | 0.0000% | $97000.00          | $32099.18          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS0174 | 2052-01-01      | 2.5000%  | 0.0000% | $811697.00         | $561567.50         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIFA2743 | 2039-10-01      | 5.5000%  | 0.0000% | $34230346.00       | $34625132.92       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA2436 | 2055-07-01      | 5.5000%  | 0.0000% | $62035837.00       | $62953302.20       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA3991 | 2050-04-01      | 3.0000%  | 0.0000% | $32000.00          | $6258.79           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CICA7946 | 2035-11-01      | 3.0000%  | 0.0000% | $1871195.00        | $692052.90         | Agency Mortgage-Backed Securities |
| FNMS 07.000 CL934648 | 2038-11-01      | 7.0000%  | 0.0000% | $11250000.00       | $38345.39          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA3537 | 2048-12-01      | 4.5000%  | 0.0000% | $47000.00          | $3486.87           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA0012 | 2054-11-01      | 6.0000%  | 0.0000% | $10598233.00       | $9141143.87        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB1332 | 2051-08-01      | 2.5000%  | 0.0000% | $950000.00         | $608630.90         | Agency Mortgage-Backed Securities |
| FNMS 01.500 CIMA4469 | 2036-11-01      | 1.5000%  | 0.0000% | $1986490.00        | $1186809.06        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA2671 | 2046-07-01      | 3.5000%  | 0.0000% | $12000.00          | $1474.06           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBJ9520 | 2049-06-01      | 5.0000%  | 0.0000% | $1978238.00        | $294981.65         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM3229 | 2047-02-01      | 3.5000%  | 0.0000% | $99000.00          | $36776.85          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFM7786 | 2049-01-01      | 4.0000%  | 0.0000% | $500000.00         | $207753.07         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFA1923 | 2046-02-01      | 4.0000%  | 0.0000% | $1295000.00        | $1240998.44        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA0177 | 2054-12-01      | 5.5000%  | 0.0000% | $85000.00          | $76642.29          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIFA2738 | 2037-03-01      | 2.5000%  | 0.0000% | $19943479.00       | $18587152.77       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFM5673 | 2050-06-01      | 4.5000%  | 0.0000% | $359000.00         | $185014.53         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBX9903 | 2053-05-01      | 6.0000%  | 0.0000% | $3000000.00        | $2065214.12        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFM5847 | 2051-01-01      | 2.0000%  | 0.0000% | $1448000.00        | $799337.40         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFA1848 | 2052-05-01      | 2.5000%  | 0.0000% | $19950900.00       | $16445517.20       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CTAB2795 | 2031-04-01      | 4.5000%  | 0.0000% | $2164000.00        | $79534.42          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFA1201 | 2052-03-01      | 3.0000%  | 0.0000% | $3388000.00        | $2920173.35        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB8298 | 2054-04-01      | 6.0000%  | 0.0000% | $3590787.00        | $3229479.44        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFA0466 | 2052-03-01      | 2.5000%  | 0.0000% | $7640612.00        | $6142573.30        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFA1165 | 2045-10-01      | 3.5000%  | 0.0000% | $2628563.00        | $2361219.07        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB8530 | 2054-05-01      | 5.5000%  | 0.0000% | $38727730.00       | $35037046.67       | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLFA0251 | 2054-08-01      | 7.0000%  | 0.0000% | $695549.00         | $592477.16         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDB0175 | 2054-03-01      | 6.0000%  | 0.0000% | $2389610.00        | $2143073.91        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIDC8989 | 2040-01-01      | 5.5000%  | 0.0000% | $1010933.00        | $968738.47         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDC0767 | 2055-03-01      | 6.5000%  | 0.0000% | $1000462.00        | $1043666.18        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIDE8891 | 2040-10-01      | 5.0000%  | 0.0000% | $1595975.00        | $1625232.06        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIDF0942 | 2040-10-01      | 5.0000%  | 0.0000% | $1086270.00        | $1103678.32        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDE3195 | 2055-07-01      | 6.5000%  | 0.0000% | $2862040.00        | $2985662.95        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC8249 | 2054-12-01      | 5.5000%  | 0.0000% | $4948050.00        | $5017004.88        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CICB7402 | 2038-10-01      | 6.0000%  | 0.0000% | $2204882.00        | $1760113.25        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBV9977 | 2052-06-01      | 3.5000%  | 0.0000% | $13325000.00       | $9968769.64        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDB3313 | 2054-05-01      | 5.5000%  | 0.0000% | $3618721.00        | $3478391.05        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA0095 | 2054-12-01      | 6.0000%  | 0.0000% | $40000.00          | $38539.53          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAL5123 | 2043-07-01      | 4.0000%  | 0.0000% | $42000.00          | $5807.15           | Agency Mortgage-Backed Securities |
| FNMS 07.500 CL564478 | 2030-12-01      | 7.5000%  | 0.0000% | $20000000.00       | $24059.49          | Agency Mortgage-Backed Securities |
| FNMS 07.500 CLDA7771 | 2054-01-01      | 7.5000%  | 0.0000% | $502865.00         | $195707.51         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFA2609 | 2048-04-01      | 3.0000%  | 0.0000% | $14216143.00       | $12987064.85       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB8667 | 2054-06-01      | 5.0000%  | 0.0000% | $5655098.00        | $4733821.82        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB9151 | 2054-09-01      | 6.0000%  | 0.0000% | $9404355.00        | $8949039.22        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAE4309 | 2040-09-01      | 4.0000%  | 0.0000% | $49986.00          | $2157.70           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCC0594 | 2055-06-01      | 6.5000%  | 0.0000% | $56628943.00       | $58773042.04       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS9465 | 2052-12-01      | 5.5000%  | 0.0000% | $73637326.00       | $66987789.08       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIAL2683 | 2026-09-01      | 4.0000%  | 0.0000% | $385000.00         | $1023.47           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDC8840 | 2054-12-01      | 6.0000%  | 0.0000% | $200000.00         | $204979.81         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIAS0907 | 2028-11-01      | 3.5000%  | 0.0000% | $128000.00         | $4716.06           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFA0551 | 2055-01-01      | 5.0000%  | 0.0000% | $4038603.00        | $3862752.21        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIFA0766 | 2040-02-01      | 6.0000%  | 0.0000% | $24978785.00       | $24382525.98       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA2771 | 2046-10-01      | 3.0000%  | 0.0000% | $650000.00         | $107771.12         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CQMA2590 | 2046-03-01      | 3.5000%  | 0.0000% | $154850.00         | $31128.68          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CICB9760 | 2039-12-01      | 5.0000%  | 0.0000% | $4935231.00        | $4691274.75        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CICB8781 | 2039-06-01      | 6.0000%  | 0.0000% | $3528832.00        | $3042740.90        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFA0171 | 2050-09-01      | 4.5000%  | 0.0000% | $8689351.00        | $7768513.54        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBW9823 | 2052-09-01      | 4.5000%  | 0.0000% | $45667.00          | $39986.14          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB8173 | 2054-03-01      | 6.5000%  | 0.0000% | $44100000.00       | $38734231.85       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CICB9563 | 2039-11-01      | 5.5000%  | 0.0000% | $5816632.00        | $5491427.51        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDF0662 | 2055-09-01      | 6.5000%  | 0.0000% | $1077938.00        | $1135129.20        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFA2842 | 2055-10-01      | 6.5000%  | 0.0000% | $240498132.00      | $249999999.39      | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA2364 | 2053-07-01      | 5.5000%  | 0.0000% | $146070651.00      | $146979814.65      | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA0414 | 2055-01-01      | 6.0000%  | 0.0000% | $115000.00         | $111339.62         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB8255 | 2054-01-01      | 5.5000%  | 0.0000% | $5235090.00        | $4727665.19        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBT3132 | 2051-10-01      | 3.0000%  | 0.0000% | $893011.00         | $725198.07         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBV6816 | 2053-09-01      | 5.0000%  | 0.0000% | $150000.00         | $142397.09         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDC5709 | 2054-11-01      | 4.5000%  | 0.0000% | $1235053.00        | $1162889.58        | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDB0349 | 2054-03-01      | 7.0000%  | 0.0000% | $1063650.00        | $1109619.37        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBR5587 | 2051-03-01      | 2.0000%  | 0.0000% | $100000.00         | $54774.73          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD4212 | 2055-02-01      | 6.0000%  | 0.0000% | $4805914.00        | $4642789.54        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDD8431 | 2055-06-01      | 5.5000%  | 0.0000% | $1116930.00        | $1080372.00        | Agency Mortgage-Backed Securities |

### Security 677: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 4.150000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1B9JO8, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP1B9JO8
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2025-10-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEPC 06.000 CLQZ1273 | 2055-08-01      | 6.0000%  | 0.0000% | $30206528.00       | $31016701.47       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CTMA2749 | 2036-09-01      | 2.5000%  | 0.0000% | $1000000.00        | $142810.57         | Agency Mortgage-Backed Securities |
| GNII SF DL4506 C     | 2055-08-20      | 6.5000%  | 0.0000% | $3509436.00        | $3678108.41        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CIQO4080 | 2040-09-01      | 5.0000%  | 0.0000% | $2941228.00        | $2977690.16        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CIQO3893 | 2040-07-01      | 6.0000%  | 0.0000% | $4246510.00        | $4363330.79        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQJ9728 | 2054-11-01      | 5.5000%  | 0.0000% | $8664910.00        | $8362606.56        | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQJ0062 | 2054-06-01      | 7.0000%  | 0.0000% | $1299282.00        | $1362410.29        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CIQO4084 | 2040-09-01      | 5.0000%  | 0.0000% | $1991012.00        | $2018741.99        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQJ5275 | 2054-10-01      | 5.0000%  | 0.0000% | $975000.00         | $923560.49         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CIQO3891 | 2040-07-01      | 6.0000%  | 0.0000% | $2435950.00        | $2509243.02        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CIQO3961 | 2040-07-01      | 6.0000%  | 0.0000% | $1272162.00        | $1311763.53        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CIQO3563 | 2040-05-01      | 4.0000%  | 0.0000% | $3165900.00        | $3074429.06        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZA6520 | 2049-04-01      | 4.0000%  | 0.0000% | $8650000.00        | $1282454.65        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD8420 | 2054-04-01      | 5.5000%  | 0.0000% | $550000.00         | $476675.41         | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD8305 | 2053-03-01      | 4.0000%  | 0.0000% | $339475.00         | $276476.70         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD4082 | 2052-07-01      | 3.5000%  | 0.0000% | $10594000.00       | $8454685.52        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD8030 | 2049-12-01      | 3.0000%  | 0.0000% | $1896000.00        | $333036.47         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLRA7587 | 2052-06-01      | 3.5000%  | 0.0000% | $532000.00         | $379401.77         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD5780 | 2052-08-01      | 3.5000%  | 0.0000% | $19500000.00       | $16138513.73       | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLRA7675 | 2052-07-01      | 4.5000%  | 0.0000% | $40715000.00       | $30612141.56       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CIQO3887 | 2040-07-01      | 5.5000%  | 0.0000% | $1766450.00        | $1800103.86        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQI2490 | 2054-04-01      | 5.5000%  | 0.0000% | $1843846.00        | $1682470.54        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLRA6600 | 2052-01-01      | 3.5000%  | 0.0000% | $4003392.00        | $2920045.46        | Agency Mortgage-Backed Securities |
| FEPC 04.000 ZLSI2017 | 2048-12-01      | 4.0000%  | 0.0000% | $3823772.00        | $1314982.69        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CICA5039 | 2035-01-01      | 3.0000%  | 0.0000% | $228753.00         | $70848.74          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CIQO3625 | 2040-05-01      | 5.5000%  | 0.0000% | $1255240.00        | $1264242.66        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIAS8251 | 2031-11-01      | 2.0000%  | 0.0000% | $183000.00         | $30626.74          | Agency Mortgage-Backed Securities |
| GNII SF DM4289 C     | 2055-09-20      | 6.5000%  | 0.0000% | $1478602.00        | $1548214.75        | Agency Mortgage-Backed Securities |
| GNII SF DM3990 C     | 2055-09-20      | 5.0000%  | 0.0000% | $3757504.00        | $3776997.10        | Agency Mortgage-Backed Securities |
| GNII SF CX0792 C     | 2053-09-20      | 7.0000%  | 0.0000% | $1070256.00        | $1114665.53        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CIQO4049 | 2040-08-01      | 6.0000%  | 0.0000% | $1330400.00        | $1376421.27        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CIQO3830 | 2040-07-01      | 5.5000%  | 0.0000% | $2215488.00        | $2259403.57        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLRA8175 | 2052-10-01      | 4.5000%  | 0.0000% | $186671.00         | $174514.27         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQE6776 | 2052-08-01      | 4.5000%  | 0.0000% | $41738304.00       | $32387708.00       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD6572 | 2054-10-01      | 5.5000%  | 0.0000% | $15395020.00       | $14310810.95       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CIQO3960 | 2040-06-01      | 6.0000%  | 0.0000% | $1992354.00        | $2054602.20        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD6704 | 2053-07-01      | 4.5000%  | 0.0000% | $5778208.00        | $5152474.88        | Agency Mortgage-Backed Securities |
| FEPC 06.000 3PQU8325 | 2055-08-01      | 6.0000%  | 0.0000% | $7915416.00        | $8116545.97        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD7073 | 2054-04-01      | 6.0000%  | 0.0000% | $23696416.00       | $22471852.33       | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD8167 | 2051-09-01      | 2.5000%  | 0.0000% | $428000.00         | $263439.54         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLZM1825 | 2046-08-01      | 3.0000%  | 0.0000% | $893235.00         | $138947.08         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZI7623 | 2035-05-01      | 5.5000%  | 0.0000% | $3250000.00        | $125129.21         | Agency Mortgage-Backed Securities |
| GNMI SP 782726 X     | 2039-08-15      | 5.5000%  | 0.0000% | $99999999.00       | $1900136.37        | Agency Mortgage-Backed Securities |
| FEPC 06.500 3PQU8326 | 2055-09-01      | 6.5000%  | 0.0000% | $5610792.00        | $5814264.55        | Agency Mortgage-Backed Securities |
| FEPC 02.000 CIRC2190 | 2036-08-01      | 2.0000%  | 0.0000% | $84317696.00       | $46649428.84       | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLRA6015 | 2051-10-01      | 3.0000%  | 0.0000% | $390578.00         | $248406.45         | Agency Mortgage-Backed Securities |
| FEPC 02.000 CTRB5114 | 2041-06-01      | 2.0000%  | 0.0000% | $289399.00         | $172142.18         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQI2316 | 2054-04-01      | 5.0000%  | 0.0000% | $1134370.00        | $772136.22         | Agency Mortgage-Backed Securities |
| FEPC 02.000 CNRD5068 | 2031-09-01      | 2.0000%  | 0.0000% | $734040.00         | $310975.62         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA0869 | 2053-05-01      | 6.0000%  | 0.0000% | $108377088.00      | $101315697.80      | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY7192 | 2055-07-01      | 6.0000%  | 0.0000% | $13452112.00       | $13793257.65       | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQY7587 | 2055-07-01      | 6.5000%  | 0.0000% | $49137600.00       | $51149772.59       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQX4564 | 2055-01-01      | 5.5000%  | 0.0000% | $1776176.00        | $1791878.65        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQY4196 | 2055-06-01      | 5.0000%  | 0.0000% | $10095520.00       | $10005088.00       | Agency Mortgage-Backed Securities |
| GNII SF DL6673 C     | 2055-09-20      | 7.0000%  | 0.0000% | $1184062.00        | $1236081.26        | Agency Mortgage-Backed Securities |
| GNII SF DM3839 C     | 2055-08-20      | 6.5000%  | 0.0000% | $1192612.00        | $1255579.95        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS3045 | 2052-10-01      | 5.0000%  | 0.0000% | $15251000.00       | $12170526.08       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQX1082 | 2054-11-01      | 5.5000%  | 0.0000% | $990017.00         | $1000939.76        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQX4053 | 2055-01-01      | 4.5000%  | 0.0000% | $1023410.00        | $988436.04         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQX0991 | 2054-12-01      | 4.5000%  | 0.0000% | $4400592.00        | $4165709.16        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIAY3416 | 2030-04-01      | 2.5000%  | 0.0000% | $398150.00         | $28644.44          | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQY5276 | 2055-06-01      | 6.5000%  | 0.0000% | $27292448.00       | $27528001.34       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQX5853 | 2055-01-01      | 5.0000%  | 0.0000% | $1112476.00        | $1106660.82        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ0965 | 2055-08-01      | 6.0000%  | 0.0000% | $24062784.00       | $24708050.07       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQY9642 | 2055-07-01      | 5.5000%  | 0.0000% | $1090350.00        | $1116969.19        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQX9903 | 2055-03-01      | 5.5000%  | 0.0000% | $1041050.00        | $1049909.14        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQY9944 | 2055-06-01      | 5.5000%  | 0.0000% | $6352152.00        | $6512561.95        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQY8887 | 2055-07-01      | 5.0000%  | 0.0000% | $2156008.00        | $2152920.75        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQY8249 | 2055-07-01      | 5.5000%  | 0.0000% | $6859040.00        | $6941987.95        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQX9207 | 2055-04-01      | 6.5000%  | 0.0000% | $1421128.00        | $1478906.18        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLZS3569 | 2036-10-01      | 6.0000%  | 0.0000% | $14000000.00       | $640296.95         | Agency Mortgage-Backed Securities |
| FEPC 03.500 3RZA3096 | 2032-04-01      | 3.5000%  | 0.0000% | $1553644.00        | $407754.53         | Agency Mortgage-Backed Securities |
| FEPC 04.000 3PQU7236 | 2049-05-01      | 4.0000%  | 0.0000% | $9060096.00        | $445899.27         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CIQO4050 | 2040-08-01      | 5.5000%  | 0.0000% | $1111444.00        | $1134811.30        | Agency Mortgage-Backed Securities |
| GNMI SP 781216 X     | 2030-12-15      | 6.5000%  | 0.0000% | $15468315.00       | $35125.52          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQF7015 | 2053-01-01      | 5.5000%  | 0.0000% | $2122924.00        | $1529918.78        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CISB8182 | 2037-10-01      | 3.0000%  | 0.0000% | $60489856.00       | $39551068.27       | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZA6716 | 2049-04-01      | 4.5000%  | 0.0000% | $2341632.00        | $275122.96         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZS4510 | 2043-02-01      | 3.5000%  | 0.0000% | $8986304.00        | $1304777.91        | Agency Mortgage-Backed Securities |
| FEPC 02.500 CISB0731 | 2037-06-01      | 2.5000%  | 0.0000% | $915000.00         | $554027.67         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQF4046 | 2052-12-01      | 6.0000%  | 0.0000% | $1351970.00        | $496955.74         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQE2363 | 2052-05-01      | 3.5000%  | 0.0000% | $6932960.00        | $5165495.57        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE8504 | 2052-08-01      | 5.0000%  | 0.0000% | $39824128.00       | $28637120.85       | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQD7508 | 2052-02-01      | 3.5000%  | 0.0000% | $6646656.00        | $4782793.91        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQG5124 | 2053-06-01      | 3.0000%  | 0.0000% | $3935104.00        | $2941173.81        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE4067 | 2052-06-01      | 5.0000%  | 0.0000% | $500000.00         | $405817.54         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQF7144 | 2053-02-01      | 5.5000%  | 0.0000% | $1069924.00        | $922528.42         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CISB8287 | 2039-03-01      | 5.0000%  | 0.0000% | $8130000.00        | $5198079.59        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQI9699 | 2054-07-01      | 6.5000%  | 0.0000% | $2000000.00        | $1642454.26        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CIQO3884 | 2040-07-01      | 5.5000%  | 0.0000% | $1887314.00        | $1915439.62        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CIQO4040 | 2040-08-01      | 6.0000%  | 0.0000% | $1054896.00        | $1090883.04        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CIQO3063 | 2040-01-01      | 6.0000%  | 0.0000% | $1501486.00        | $1521879.22        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CIQO3696 | 2040-06-01      | 6.0000%  | 0.0000% | $1553796.00        | $1590099.24        | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQY9553 | 2055-08-01      | 7.0000%  | 0.0000% | $1543000.00        | $1623444.94        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQY8380 | 2055-07-01      | 5.5000%  | 0.0000% | $1168100.00        | $1183225.92        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQZ1111 | 2055-08-01      | 6.5000%  | 0.0000% | $4338984.00        | $4534759.33        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQZ0320 | 2055-08-01      | 5.0000%  | 0.0000% | $4282064.00        | $4228422.15        | Agency Mortgage-Backed Securities |
| FEPC 03.500 3RSF1006 | 2031-12-01      | 3.5000%  | 0.0000% | $2009300.00        | $203612.91         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQF7482 | 2053-02-01      | 5.0000%  | 0.0000% | $25840896.00       | $21706762.11       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CIQO4149 | 2040-09-01      | 6.0000%  | 0.0000% | $1743522.00        | $1810203.58        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CTQK1587 | 2042-08-01      | 3.5000%  | 0.0000% | $1172810.00        | $729936.00         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQE2007 | 2052-05-01      | 3.5000%  | 0.0000% | $8369952.00        | $5889248.05        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD1739 | 2052-10-01      | 4.5000%  | 0.0000% | $1157400.00        | $913687.32         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD5693 | 2054-06-01      | 6.0000%  | 0.0000% | $1661000.00        | $1331310.15        | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD5368 | 2052-07-01      | 2.5000%  | 0.0000% | $172137.00         | $134444.87         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY7927 | 2055-07-01      | 6.0000%  | 0.0000% | $12432864.00       | $11815968.16       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY9850 | 2055-08-01      | 6.0000%  | 0.0000% | $152421120.00      | $155524906.99      | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQY7628 | 2055-07-01      | 5.5000%  | 0.0000% | $2450024.00        | $2496867.49        | Agency Mortgage-Backed Securities |
| GNII SF DJ3087 C     | 2055-08-20      | 6.5000%  | 0.0000% | $8081280.00        | $8433689.11        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQX2247 | 2054-11-01      | 5.5000%  | 0.0000% | $1103458.00        | $1003348.94        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ5068 | 2055-10-01      | 5.5000%  | 0.0000% | $1996210.00        | $2028074.61        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQY2579 | 2055-05-01      | 6.5000%  | 0.0000% | $1486350.00        | $1549627.12        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC7614 | 2054-11-01      | 5.5000%  | 0.0000% | $1208186.00        | $1215976.47        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ0954 | 2055-08-01      | 5.5000%  | 0.0000% | $5486136.00        | $5572928.79        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE5111 | 2055-07-01      | 5.5000%  | 0.0000% | $5065360.00        | $4986924.53        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CIQO3814 | 2040-07-01      | 5.0000%  | 0.0000% | $1112922.00        | $1117384.91        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQX9545 | 2055-04-01      | 5.5000%  | 0.0000% | $10817168.00       | $10904745.78       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSL0284 | 2055-02-01      | 5.5000%  | 0.0000% | $15320432.00       | $15322873.50       | Agency Mortgage-Backed Securities |
| FEPC 02.500 CISB8505 | 2035-10-01      | 2.5000%  | 0.0000% | $126748.00         | $48967.54          | Agency Mortgage-Backed Securities |
| FEPC 03.000 CISB0651 | 2037-04-01      | 3.0000%  | 0.0000% | $1962790.00        | $1117313.62        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD6716 | 2053-07-01      | 4.5000%  | 0.0000% | $17534528.00       | $15391424.06       | Agency Mortgage-Backed Securities |
| FEPC 03.000 3SZN0138 | 2043-07-01      | 3.0000%  | 0.0000% | $3230000.00        | $429008.41         | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZM8351 | 2048-09-01      | 4.0000%  | 0.0000% | $10129248.00       | $1467759.41        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD6203 | 2052-06-01      | 3.0000%  | 0.0000% | $398882.00         | $329974.84         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CISB8155 | 2037-05-01      | 3.0000%  | 0.0000% | $102283520.00      | $64220800.36       | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLSD8199 | 2052-03-01      | 2.0000%  | 0.0000% | $5365832.00        | $3560769.17        | Agency Mortgage-Backed Securities |
| FEPC 06.500 3PQU8216 | 2054-08-01      | 6.5000%  | 0.0000% | $1298610.00        | $1330959.42        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLRA7561 | 2052-06-01      | 4.0000%  | 0.0000% | $2560000.00        | $1929850.40        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQD7421 | 2052-02-01      | 3.0000%  | 0.0000% | $1053880.00        | $731566.11         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CIQO3777 | 2040-05-01      | 5.0000%  | 0.0000% | $2392600.00        | $2402836.76        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CIQO3882 | 2040-07-01      | 5.5000%  | 0.0000% | $1872122.00        | $1907270.09        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQX8438 | 2055-03-01      | 6.5000%  | 0.0000% | $2856560.00        | $3032495.84        | Agency Mortgage-Backed Securities |
| GNII SF DL3636 C     | 2055-09-20      | 6.5000%  | 0.0000% | $1121576.00        | $1171618.60        | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQX8644 | 2055-03-01      | 7.0000%  | 0.0000% | $1217466.00        | $1283847.20        | Agency Mortgage-Backed Securities |
| GNII SF DK6191 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1215662.00        | $1271488.03        | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQZ2924 | 2055-09-01      | 7.0000%  | 0.0000% | $2158170.00        | $2276502.22        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQY8988 | 2055-07-01      | 5.5000%  | 0.0000% | $4728184.00        | $4802785.52        | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQY8953 | 2055-07-01      | 7.0000%  | 0.0000% | $1050920.00        | $1106578.87        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZS2874 | 2039-01-01      | 5.5000%  | 0.0000% | $9850000.00        | $218584.30         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD8212 | 2052-05-01      | 2.5000%  | 0.0000% | $1000000.00        | $699634.68         | Agency Mortgage-Backed Securities |

### Security 678: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA 4.190000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1B9KG3, C.3 - LEI: 1VUV7VQFKUOQSJ21A208, C.5 - Other ID: ARP1B9KG3
- **C.18 - Value (incl. sponsor support):** $889000000.00
- **C.18.a - Value (excl. sponsor support):** $889000000.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-10-02
- **C.12 - Maturity Date (WAL):** 2025-10-02
- **C.13 - Final Legal Maturity Date:** 2025-10-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2055-02-15      | 4.6250%  | 0.0000% | $161930300.00      | $160716025.16      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-05-15      | 3.2500%  | 0.0000% | $292833100.00      | $249999963.21      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-11-15      | 1.6250%  | 0.0000% | $452984900.00      | $246802820.72      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-05-15      | 2.8750%  | 0.0000% | $343843800.00      | $249999973.00      | U.S. Treasuries (including strips) |

### Security 679: GOLDMAN SACHS & CO LLC

- **C.1 - Title:** GOLDMAN SACHS & CO LLC 4.190000%
- **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: ARP1B9L49, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: ARP1B9L49
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-10-02
- **C.12 - Maturity Date (WAL):** 2025-10-02
- **C.13 - Final Legal Maturity Date:** 2025-10-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNRA 2023-064 FA     | 2053-05-20      | 5.3888%  | 0.0000% | $200000000.00      | $93583862.16       | Agency Collateralized Mortgage Obligation |
| GNRM 2021-031 AC     | 2061-01-16      | 1.1000%  | 0.0000% | $248000.00         | $162390.40         | Agency Collateralized Mortgage Obligation |
| GNMI SF AD1378 X     | 2033-04-15      | 3.5000%  | 0.0000% | $1014472.00        | $394960.80         | Agency Mortgage-Backed Securities         |
| GNRM 2022-115 AE     | 2048-09-16      | 2.0000%  | 0.0000% | $74462464.00       | $60215319.92       | Agency Collateralized Mortgage Obligation |
| GNMI SF 670220 X     | 2038-04-15      | 5.0000%  | 0.0000% | $5000000.00        | $222677.48         | Agency Mortgage-Backed Securities         |
| GNII SF DG2215 C     | 2044-12-20      | 6.0000%  | 0.0000% | $1044506.00        | $968801.64         | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQZ0525 | 2055-08-01      | 6.5000%  | 0.0000% | $4414656.00        | $4623056.85        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQZ3563 | 2055-08-01      | 6.0000%  | 0.0000% | $1228630.00        | $1263685.68        | Agency Mortgage-Backed Securities         |
| FNRM CL009EA R24F009 | 2047-02-25      | 5.0000%  | 0.0000% | $16360000.00       | $10812780.14       | Agency Collateralized Mortgage Obligation |
| FEPC 02.500 CIRC1538 | 2035-08-01      | 2.5000%  | 0.0000% | $750000.00         | $243043.54         | Agency Mortgage-Backed Securities         |
| GNMI SF 796307 X     | 2042-11-15      | 4.0000%  | 0.0000% | $4708520.00        | $690265.87         | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX LB907575 | 2036-12-01      | 6.2850%  | 0.0000% | $3898000.00        | $73376.69          | Agency Mortgage-Backed Securities         |
| GNII SF MA8948 M     | 2053-06-20      | 5.5000%  | 0.0000% | $168917248.00      | $133306926.80      | Agency Mortgage-Backed Securities         |
| GNII SF DN0714 C     | 2055-09-20      | 6.5000%  | 0.0000% | $2657016.00        | $2765744.05        | Agency Mortgage-Backed Securities         |
| GNII ET DG8883 C     | 2064-12-20      | 3.0000%  | 0.0000% | $934301.00         | $816449.60         | Agency Mortgage-Backed Securities         |
| GNPL PN CO3158       | 2057-07-15      | 3.2400%  | 0.0000% | $27632895.00       | $24273993.53       | Agency Mortgage-Backed Securities         |
| GNII SF DM1716 C     | 2055-09-20      | 5.5000%  | 0.0000% | $2084010.00        | $2125557.98        | Agency Mortgage-Backed Securities         |
| GNII ET DC2647 C     | 2063-05-20      | 3.0000%  | 0.0000% | $527874.00         | $456202.79         | Agency Mortgage-Backed Securities         |
| GNII SF DJ4629 C     | 2055-04-20      | 6.0000%  | 0.0000% | $11619248.00       | $11862742.29       | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL794230 | 2034-09-01      | 6.0000%  | 0.0000% | $9850110.00        | $86817.80          | Agency Mortgage-Backed Securities         |
| GNII SF MA9173 M     | 2053-09-20      | 6.5000%  | 0.0000% | $30100000.00       | $15570675.52       | Agency Mortgage-Backed Securities         |
| GNII SF MA9106 M     | 2053-06-20      | 5.5000%  | 0.0000% | $160000.00         | $128438.73         | Agency Mortgage-Backed Securities         |
| GNII SF DK7918 C     | 2055-08-20      | 6.5000%  | 0.0000% | $1163088.00        | $1213944.34        | Agency Mortgage-Backed Securities         |
| GNII JM MA1004 M     | 2043-05-20      | 3.0000%  | 0.0000% | $4690440.00        | $258439.19         | Agency Mortgage-Backed Securities         |
| GNII SF DF9084 C     | 2055-03-20      | 6.5000%  | 0.0000% | $939004.00         | $793013.78         | Agency Mortgage-Backed Securities         |
| GNII SF MA7315 M     | 2051-04-20      | 4.0000%  | 0.0000% | $89103232.00       | $35725681.30       | Agency Mortgage-Backed Securities         |
| GNII SF DM1738 C     | 2055-09-20      | 6.5000%  | 0.0000% | $1316060.00        | $1376727.88        | Agency Mortgage-Backed Securities         |
| GNII SF DH3666 C     | 2055-05-20      | 5.0000%  | 0.0000% | $4083184.00        | $4069257.07        | Agency Mortgage-Backed Securities         |
| GNRA 2025-134 QF     | 2055-08-20      | 5.4388%  | 0.0000% | $36121984.00       | $36159153.14       | Agency Collateralized Mortgage Obligation |
| GNMI SF 470009 X     | 2041-09-15      | 4.0000%  | 0.0000% | $5905000.00        | $540623.72         | Agency Mortgage-Backed Securities         |
| GNII SF DM7303 C     | 2055-09-20      | 6.5000%  | 0.0000% | $5401424.00        | $5622461.67        | Agency Mortgage-Backed Securities         |
| GNII ET DL3434 C     | 2065-07-20      | 2.0000%  | 0.0000% | $427645.00         | $335565.05         | Agency Mortgage-Backed Securities         |
| GNII SF DM1736 C     | 2055-09-20      | 6.5000%  | 0.0000% | $1002882.00        | $1057513.11        | Agency Mortgage-Backed Securities         |
| GNRA 2025-134 KF     | 2055-08-20      | 5.5388%  | 0.0000% | $180800320.00      | $180662564.61      | Agency Collateralized Mortgage Obligation |
| GNII SF MA7366 M     | 2051-05-20      | 2.0000%  | 0.0000% | $3200000.00        | $1737310.60        | Agency Mortgage-Backed Securities         |
| 03.500 FGPC U90503 G | 2042-11-01      | 3.5000%  | 0.0000% | $500000.00         | $100498.00         | Agency Mortgage-Backed Securities         |
| Freddie Mac          | 2052-04-25      | 3.0000%  | 0.0000% | $900000.00         | $683966.40         | Agency Collateralized Mortgage Obligation |
| 03.500 FGPC V60642 G | 2029-09-01      | 3.5000%  | 0.0000% | $867296.00         | $34497.01          | Agency Mortgage-Backed Securities         |
| GNRM 2024-167 HA     | 2047-01-20      | 2.5000%  | 0.0000% | $46254000.00       | $38587612.96       | Agency Collateralized Mortgage Obligation |
| GNRM 2022-014 AG     | 2058-01-16      | 1.7500%  | 0.0000% | $200000.00         | $142524.45         | Agency Collateralized Mortgage Obligation |
| GNRM 2018-62 BD      | 2057-09-16      | 2.7500%  | 0.0000% | $485032.00         | $303198.17         | Agency Collateralized Mortgage Obligation |
| GNRA 2024-169 AD     | 2064-10-16      | 4.0000%  | 0.0000% | $147358976.00      | $131368411.69      | Agency Collateralized Mortgage Obligation |
| FEPC 06.500 CLQZ1505 | 2055-08-01      | 6.5000%  | 0.0000% | $18252.00          | $19096.72          | Agency Mortgage-Backed Securities         |
| GNII SF MA7194 M     | 2051-02-20      | 3.0000%  | 0.0000% | $500446720.00      | $187879196.49      | Agency Mortgage-Backed Securities         |
| GNMI SF 755957 X     | 2041-01-15      | 4.0000%  | 0.0000% | $400000.00         | $32145.21          | Agency Mortgage-Backed Securities         |
| GNPL PN BB4404       | 2061-03-15      | 3.8000%  | 0.0000% | $146689.00         | $135154.58         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CTZJ9251 | 2028-05-01      | 5.5000%  | 0.0000% | $14717680.00       | $76319.68          | Agency Mortgage-Backed Securities         |
| GNRM 2022-003 AJ     | 2053-10-16      | 1.7500%  | 0.0000% | $20000000.00       | $14953146.86       | Agency Collateralized Mortgage Obligation |
| GNII SF MA9242 M     | 2053-09-20      | 6.0000%  | 0.0000% | $140000.00         | $95356.05          | Agency Mortgage-Backed Securities         |
| Freddie Mac          | 2036-11-15      | 4.8366%  | 0.0000% | $32500000.00       | $692379.15         | Agency Collateralized Mortgage Obligation |
| FNMS 06.500 CLFA2978 | 2055-07-01      | 6.5000%  | 0.0000% | $7193216.00        | $7550597.35        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDF2225 | 2055-10-01      | 6.0000%  | 0.0000% | $2348700.00        | $2430792.54        | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CISB1638 | 2037-06-01      | 2.5000%  | 0.0000% | $8593.00           | $8120.74           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLAL1312 | 2039-05-01      | 6.0000%  | 0.0000% | $250000.00         | $7889.71           | Agency Mortgage-Backed Securities         |
| GNMI SF AN9975 X     | 2045-08-15      | 4.0000%  | 0.0000% | $2078628.00        | $327369.60         | Agency Mortgage-Backed Securities         |
| GNII SF DI9240 C     | 2055-06-20      | 5.5000%  | 0.0000% | $4124500.00        | $4188810.11        | Agency Mortgage-Backed Securities         |
| GNRM 2021-169 DM     | 2057-10-16      | 1.2500%  | 0.0000% | $1000000.00        | $674527.69         | Agency Collateralized Mortgage Obligation |
| FEPC 02.000 CTSC0774 | 2042-08-01      | 2.0000%  | 0.0000% | $1200000.00        | $1032652.93        | Agency Mortgage-Backed Securities         |

### Security 680: RBC CAPITAL MARKETS LLC

- **C.1 - Title:** RBC CAPITAL MARKETS LLC 4.200000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1B9NQ8, C.3 - LEI: 549300LCO2FLSSVFFR64, C.5 - Other ID: ARP1B9NQ8
- **C.18 - Value (incl. sponsor support):** $700000000.00
- **C.18.a - Value (excl. sponsor support):** $700000000.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-02
- **C.12 - Maturity Date (WAL):** 2025-10-02
- **C.13 - Final Legal Maturity Date:** 2025-10-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                  |
|:---|:---|:---|:---|:---|:---|:---|
| DOW CHEMICAL CO                FR 6.5%051555    | 2055-05-15      | 6.5000%  | 0.0000% | $9000.00           | $9219.83           | Corporate Debt Securities |
| CITIGROUP INC                  FR 10%032834     | 2034-03-28      | 1.0333%  | 0.0000% | $11000.00          | $8445.95           | Corporate Debt Securities |
| AT&T INC                       SR GLBL NT 56    | 2056-08-15      | 6.0500%  | 0.0000% | $5099000.00        | $5405666.61        | Corporate Debt Securities |
| ALBEMARLE CORP                 SR GLBL NT 52    | 2052-06-01      | 5.6500%  | 0.0000% | $1545000.00        | $1400536.92        | Corporate Debt Securities |
| AEP TRANSMISSION CO LLC        SR GLBL -M NT 50 | 2050-04-01      | 3.6500%  | 0.0000% | $20051000.00       | $15580401.19       | Corporate Debt Securities |
| AT&T INC                       SR GLBL NT 55    | 2055-09-15      | 3.5500%  | 0.0000% | $8244000.00        | $5725945.77        | Corporate Debt Securities |
| AES CORP                       SR GLBL NT5.8%32 | 2032-03-15      | 5.8000%  | 0.0000% | $6477000.00        | $6707559.61        | Corporate Debt Securities |
| AEP TRANSMISSION CO LLC        SR GLBL -R NT 35 | 2035-06-15      | 5.3750%  | 0.0000% | $235000.00         | $248008.56         | Corporate Debt Securities |
| BALTIMORE GAS & ELEC CO        SR GLBL NT 35    | 2035-06-01      | 5.4500%  | 0.0000% | $1500000.00        | $1590339.17        | Corporate Debt Securities |
| BECTON DICKINSON & CO          SR GLBL NT 31    | 2031-02-11      | 1.9570%  | 0.0000% | $6734000.00        | $5951736.10        | Corporate Debt Securities |
| BANK AMERICA CORP              FR 4.183%112527  | 2027-11-25      | 4.1830%  | 0.0000% | $105000.00         | $106540.80         | Corporate Debt Securities |
| ALTRIA GROUP INC               SR NT 4.25%42    | 2042-08-09      | 4.2500%  | 0.0000% | $15000000.00       | $12760212.49       | Corporate Debt Securities |
| VICI PPTYS INC                 SR GLBL 144A 29  | 2029-12-01      | 4.6250%  | 0.0000% | $7000000.00        | $7035197.36        | Corporate Debt Securities |
| VERIZON COMMUNICATIONS INC     FR 4.8%081547    | 2047-08-15      | 4.8000%  | 0.0000% | $1000.00           | $886.05            | Corporate Debt Securities |
| HSBC HLDGS PLC                 SUB GLBL COCO 36 | 2036-05-02      | 6.5000%  | 0.0000% | $8310000.00        | $9215392.96        | Corporate Debt Securities |
| WELLS FARGO & CO               FR 4.15%012429   | 2029-01-24      | 4.1500%  | 0.0000% | $37000.00          | $37285.21          | Corporate Debt Securities |
| PULTE GROUP INC                SR GLBL NT 33    | 2033-05-15      | 6.3750%  | 0.0000% | $785000.00         | $876096.31         | Corporate Debt Securities |
| MCDONALDS CORP                 FR 4.7%120935    | 2035-12-09      | 4.7000%  | 0.0000% | $3000.00           | $3024.79           | Corporate Debt Securities |
| MCDONALDS CORP                 FR 6.3%101537    | 2037-10-15      | 6.3000%  | 0.0000% | $8000.00           | $9155.24           | Corporate Debt Securities |
| ENEL FIN INTL N.V.             SR 144A NT7.5%32 | 2032-10-14      | 7.5000%  | 0.0000% | $8804000.00        | $10444038.47       | Corporate Debt Securities |
| EVERSOURCE ENERGY              SR GLBL -R NT 30 | 2030-08-15      | 1.6500%  | 0.0000% | $7700000.00        | $6773093.25        | Corporate Debt Securities |
| DOMINION ENERGY INC            JR SB GLBL -B 54 | 2054-06-01      | 7.0000%  | 0.0000% | $83000.00          | $92087.58          | Corporate Debt Securities |
| BARCLAYS PLC                   LW TIER II GLBL  | 2042-03-10      | 3.8110%  | 0.0000% | $6600000.00        | $5352977.67        | Corporate Debt Securities |
| BANK AMERICA CORP              FR 2.972%020433  | 2033-02-04      | 2.9720%  | 0.0000% | $24277000.00       | $22257229.13       | Corporate Debt Securities |
| CITIGROUP INC                  SR GLBL NT 56    | 2056-03-04      | 5.6120%  | 0.0000% | $7000000.00        | $7125671.78        | Corporate Debt Securities |
| FIDELITY NATL FINL INC         SR GLBL NT4.5%28 | 2028-08-15      | 4.5000%  | 0.0000% | $5200000.00        | $5251090.00        | Corporate Debt Securities |
| RWE FINANCE US LLC             SR 144A NT 35    | 2035-09-18      | 5.1250%  | 0.0000% | $11156000.00       | $11058924.21       | Corporate Debt Securities |
| T MOBILE USA INC               SR GLBL NT3.3%51 | 2051-02-15      | 3.3000%  | 0.0000% | $9637000.00        | $6632231.58        | Corporate Debt Securities |
| PACIFIC GAS & ELEC CO          SR GLBL NT 47    | 2047-12-01      | 3.9500%  | 0.0000% | $784000.00         | $596605.92         | Corporate Debt Securities |
| PHILLIPS 66 CO                 GLBL NT 3.15%29  | 2029-12-15      | 3.1500%  | 0.0000% | $9990000.00        | $9643421.93        | Corporate Debt Securities |
| HSBC HLDGS PLC                 LW TIER II 36    | 2036-09-10      | 5.7410%  | 0.0000% | $2017000.00        | $2064196.68        | Corporate Debt Securities |
| PHILLIPS 66                    SR GLBL NT 42    | 2042-05-01      | 5.8750%  | 0.0000% | $27449000.00       | $28866630.29       | Corporate Debt Securities |
| MCDONALDS CORP                 FR 5%021336      | 2036-02-13      | 5.0000%  | 0.0000% | $738000.00         | $747803.10         | Corporate Debt Securities |
| OTIS WORLDWIDE CORP            GLBL NT 2.565%30 | 2030-02-15      | 2.5650%  | 0.0000% | $25740000.00       | $24055992.68       | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 33    | 2033-02-24      | 3.1020%  | 0.0000% | $224000.00         | $206427.65         | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        SR GLBL FL NT 28 | 2028-03-15      | 6.0501%  | 0.0000% | $20000.00          | $20395.44          | Corporate Debt Securities |
| VERIZON COMMUNICATIONS INC     FR 4.55%071547   | 2047-07-15      | 4.5500%  | 0.0000% | $2000.00           | $1755.74           | Corporate Debt Securities |
| INTEL CORP                     SR GLBL NT2.8%41 | 2041-08-12      | 2.8000%  | 0.0000% | $490000.00         | $347303.83         | Corporate Debt Securities |
| MPLX LP                        SR GLBL NT 32    | 2032-09-01      | 4.9500%  | 0.0000% | $3440000.00        | $3462936.20        | Corporate Debt Securities |
| INDIANA MICH PWR CO            SR GLBL -N NT 48 | 2048-08-15      | 4.2500%  | 0.0000% | $7305000.00        | $6004289.96        | Corporate Debt Securities |
| HYUNDAI CAP AMER               SR REGS NT3.5%26 | 2026-11-02      | 3.5000%  | 0.0000% | $422000.00         | $424316.31         | Corporate Debt Securities |
| ORIX CORP                      SR GLBL NT 30    | 2030-09-09      | 4.4500%  | 0.0000% | $7500000.00        | $7506943.75        | Corporate Debt Securities |
| PNC FINL SVCS GROUP INC        PERP -W NT 6.25% | 2079-12-31      | 6.2500%  | 0.0000% | $7000.00           | $7195.19           | Corporate Debt Securities |
| KRAFT HEINZ FOODS CO           SR NT 5.2%45     | 2045-07-15      | 5.2000%  | 0.0000% | $670000.00         | $629179.13         | Corporate Debt Securities |
| CITIGROUP INC                  SR GLBL FL NT 28 | 2028-05-07      | 5.4209%  | 0.0000% | $5000.00           | $5072.19           | Corporate Debt Securities |
| CRH SMW FIN DESIGNATED ACTIVIT SR GLBL NT 30    | 2030-01-09      | 5.1250%  | 0.0000% | $2603000.00        | $2709518.01        | Corporate Debt Securities |
| CITIGROUP INC                  SR GLBL FL NT 31 | 2031-09-11      | 5.3763%  | 0.0000% | $4868000.00        | $4887569.48        | Corporate Debt Securities |
| BANK AMERICA CORP              FR 2.482%092136  | 2036-09-21      | 2.4820%  | 0.0000% | $2459000.00        | $2138003.37        | Corporate Debt Securities |
| BANK AMERICA CORP              FXD/FLT SR NT 48 | 2048-01-20      | 4.4430%  | 0.0000% | $9255000.00        | $8223244.89        | Corporate Debt Securities |
| BACARDI MARTINI B V DISC COML  SR 144A NT 6%35  | 2035-02-01      | 6.0000%  | 0.0000% | $1318000.00        | $1387001.69        | Corporate Debt Securities |
| CVS HEALTH CORP                SR GLBL NT 40    | 2040-04-01      | 4.1250%  | 0.0000% | $1759000.00        | $1537595.40        | Corporate Debt Securities |
| ONEOK INC NEW                  SR GLBL NT 34    | 2034-11-01      | 5.0500%  | 0.0000% | $5845000.00        | $5895275.12        | Corporate Debt Securities |
| LOWES COS INC                  SR GLBL NT 53    | 2053-04-15      | 5.6250%  | 0.0000% | $100000.00         | $102442.12         | Corporate Debt Securities |
| NIAGARA MOHAWK PWR CORP        SR 144A NT 55    | 2055-07-03      | 5.9960%  | 0.0000% | $1768000.00        | $1856435.95        | Corporate Debt Securities |
| HSBC HLDGS PLC                 LW TIER II 37    | 2037-09-15      | 6.5000%  | 0.0000% | $5000000.00        | $5456991.67        | Corporate Debt Securities |
| MCDONALDS CORP                 FR 3.625%090149  | 2049-09-01      | 3.6250%  | 0.0000% | $30000.00          | $22642.80          | Corporate Debt Securities |
| JPMORGAN CHASE & CO            SR NT 5.4%42     | 2042-01-06      | 5.4000%  | 0.0000% | $8806000.00        | $9136048.88        | Corporate Debt Securities |
| MPLX LP                        SR GLBL NT5.4%35 | 2035-04-01      | 5.4000%  | 0.0000% | $7130000.00        | $7402080.80        | Corporate Debt Securities |
| GLOBAL PMTS INC                SR GLBL NT 49    | 2049-08-15      | 4.1500%  | 0.0000% | $367000.00         | $283480.89         | Corporate Debt Securities |
| HUMANA INC                     SR GLBL NT 30    | 2030-04-01      | 4.8750%  | 0.0000% | $4022000.00        | $4165382.62        | Corporate Debt Securities |
| GENERAL MTRS CO                SR GLBL NT 43    | 2043-10-02      | 6.2500%  | 0.0000% | $13000.00          | $13650.56          | Corporate Debt Securities |
| FIFTH THIRD BANCORP            JR SB GLBL NT 38 | 2038-03-01      | 8.2500%  | 0.0000% | $50000.00          | $62375.79          | Corporate Debt Securities |
| CONAGRA BRANDS INC             SR GLBL NT5.3%38 | 2038-11-01      | 5.3000%  | 0.0000% | $14153000.00       | $13886019.38       | Corporate Debt Securities |
| CUBESMART L P                  SR GLBL NT 35    | 2035-11-01      | 5.1250%  | 0.0000% | $6500000.00        | $6516018.89        | Corporate Debt Securities |
| CITIGROUP INC                  SR GLBL NT 32    | 2032-11-03      | 2.5200%  | 0.0000% | $8000.00           | $7181.12           | Corporate Debt Securities |
| BRUNSWICK CORP                 SR GLBL NT2.4%31 | 2031-08-18      | 2.4000%  | 0.0000% | $7264000.00        | $6328469.44        | Corporate Debt Securities |
| BOEING CO                      CR SEN SR GLBL54 | 2054-05-01      | 6.8580%  | 0.0000% | $2558000.00        | $3008296.25        | Corporate Debt Securities |
| AMGEN INC                      SR GLBL NT4.2%52 | 2052-02-22      | 4.2000%  | 0.0000% | $355000.00         | $287515.68         | Corporate Debt Securities |
| AIR LEASE CORP                 FR 5.3%020128    | 2028-02-01      | 5.3000%  | 0.0000% | $60000.00          | $61610.77          | Corporate Debt Securities |
| AIR LEASE CORP                 FR 1.875%081526  | 2026-08-15      | 1.8750%  | 0.0000% | $165000.00         | $161847.47         | Corporate Debt Securities |
| AERCAP IRELAND CAP DESIGNATED  JR SB GLBL NT 56 | 2056-01-31      | 6.5000%  | 0.0000% | $5000000.00        | $5219966.67        | Corporate Debt Securities |
| AMERICAN INTL GROUP INC        SR GLBL NT 50    | 2050-06-30      | 4.3750%  | 0.0000% | $6665000.00        | $5749678.89        | Corporate Debt Securities |
| FOUNDRY JV HOLDCO LLC.         SR SEC 144A NT38 | 2038-01-25      | 6.4000%  | 0.0000% | $7532000.00        | $8265432.68        | Corporate Debt Securities |
| FOUNDRY JV HOLDCO LLC.         SR SEC 144A NT35 | 2035-01-25      | 6.2500%  | 0.0000% | $12515000.00       | $13635276.75       | Corporate Debt Securities |
| LYB INTERNATIONAL FIN III LLC  SR GLBL NT 51    | 2051-04-01      | 3.6250%  | 0.0000% | $8000000.00        | $5528914.45        | Corporate Debt Securities |
| GENERAL MTRS FINL CO INC       SR GLBL NT 30    | 2030-01-07      | 5.3500%  | 0.0000% | $8000.00           | $8295.24           | Corporate Debt Securities |
| TELEFONICA EMISONES SA         FR 4.665%030638  | 2038-03-06      | 4.6650%  | 0.0000% | $2979000.00        | $2720959.02        | Corporate Debt Securities |
| WELLS FARGO & CO               FR 5.375%110243  | 2043-11-02      | 5.3750%  | 0.0000% | $3309000.00        | $3314417.57        | Corporate Debt Securities |
| WELLS FARGO & CO               VR 042224-042228 | 2028-04-22      | 5.3827%  | 0.0000% | $645000.00         | $656094.83         | Corporate Debt Securities |
| WELLS FARGO & CO               VR 012425-012428 | 2028-01-24      | 5.0891%  | 0.0000% | $46000.00          | $46534.28          | Corporate Debt Securities |
| CONSTELLATION ENERGY GENERATI  SR NT 6.25%39    | 2039-10-01      | 6.2500%  | 0.0000% | $20000.00          | $22363.53          | Corporate Debt Securities |
| ENEL FIN INTL N.V.             SR 144A NT 28    | 2028-07-12      | 2.1250%  | 0.0000% | $6005000.00        | $5694746.67        | Corporate Debt Securities |
| ENERGY TRANSFER L P            SR GLBL NT 33    | 2033-12-01      | 6.5500%  | 0.0000% | $11315000.00       | $12632308.02       | Corporate Debt Securities |
| UBS GROUP AG                   SR GLBL 144A 31  | 2031-09-23      | 5.2400%  | 0.0000% | $6000000.00        | $6011649.76        | Corporate Debt Securities |
| COMMONSPIRIT HEALTH            2014A BD5.267%64 | 2064-11-01      | 5.2670%  | 0.0000% | $7224000.00        | $6698089.39        | Corporate Debt Securities |
| BOEING CO                      CR SEN SR GLBL34 | 2034-05-01      | 6.5280%  | 0.0000% | $5066000.00        | $5752486.91        | Corporate Debt Securities |
| NISOURCE INC                   SR GLBL NT 55    | 2055-04-01      | 5.8500%  | 0.0000% | $599000.00         | $626492.60         | Corporate Debt Securities |
| LINCOLN NATL CORP IND          LW TIER II 67    | 2067-04-20      | 6.6271%  | 0.0000% | $10137000.00       | $8599462.42        | Corporate Debt Securities |
| XCEL ENERGY INC                SR NT 6.5%36     | 2036-07-01      | 6.5000%  | 0.0000% | $10000.00          | $11204.79          | Corporate Debt Securities |
| STATE STR CORP                 PERP GLBL -I NT  | 2500-12-31      | 6.7000%  | 0.0000% | $71000.00          | $74124.12          | Corporate Debt Securities |
| SNAM S.P.A.                    GLBL A 144A NT30 | 2030-05-28      | 5.0000%  | 0.0000% | $3454000.00        | $3561262.05        | Corporate Debt Securities |
| MID-AMERICA APTS LP            SR GLBL NT1.7%31 | 2031-02-15      | 1.7000%  | 0.0000% | $4300000.00        | $3743816.50        | Corporate Debt Securities |
| MCKESSON CORP                  SR GLBL NT 35    | 2035-05-30      | 5.2500%  | 0.0000% | $33042000.00       | $34628676.84       | Corporate Debt Securities |
| LINCOLN NATL CORP IND          SR NT 7%40       | 2040-06-15      | 7.0000%  | 0.0000% | $4912000.00        | $5686360.43        | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 36    | 2036-01-28      | 5.5360%  | 0.0000% | $3706000.00        | $3913477.53        | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        FR 9.25%032728   | 2028-03-27      | 1.3331%  | 0.0000% | $52000.00          | $45725.94          | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 32    | 2032-01-27      | 1.9920%  | 0.0000% | $4417000.00        | $3912119.23        | Corporate Debt Securities |
| AMGEN INC                      SR GLBL NT 53    | 2053-03-01      | 4.8750%  | 0.0000% | $280000.00         | $252021.58         | Corporate Debt Securities |
| BANK MONTREAL MEDIUM           VR 060523-060526 | 2026-06-05      | 5.5520%  | 0.0000% | $220000.00         | $222458.84         | Corporate Debt Securities |
| COMCAST CORP NEW               SR GLBL NT 37    | 2037-03-15      | 6.4500%  | 0.0000% | $4500000.00        | $5046423.75        | Corporate Debt Securities |
| CAIXABANK S A                  SNR NPF 144A 35  | 2035-06-15      | 6.0370%  | 0.0000% | $4725000.00        | $5112534.66        | Corporate Debt Securities |
| THE CIGNA GROUP                SR GLBL NT3.4%51 | 2051-03-15      | 3.4000%  | 0.0000% | $9647000.00        | $6786439.41        | Corporate Debt Securities |
| HA SUSTAINABLE INFRA CAP INC   SR GLBL NT 35    | 2035-07-15      | 6.7500%  | 0.0000% | $9000000.00        | $9413100.00        | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        SR SEC GLBL FL27 | 2027-10-28      | 6.3254%  | 0.0000% | $5000.00           | $5135.78           | Corporate Debt Securities |
| FLEXTRONICS INTL LTD           SR GLBL NT 30    | 2030-05-12      | 4.8750%  | 0.0000% | $4951000.00        | $5092041.61        | Corporate Debt Securities |
| NISOURCE INC                   SR GLBL NT 35    | 2035-07-15      | 5.3500%  | 0.0000% | $8592000.00        | $8901061.40        | Corporate Debt Securities |
| INTEL CORP                     SR GLBL NT 27    | 2027-05-11      | 3.1500%  | 0.0000% | $5457000.00        | $5433766.82        | Corporate Debt Securities |
| JPMORGAN CHASE & CO            VR 110217-011587 | 2087-01-15      | 5.5122%  | 0.0000% | $1000.00           | $938.69            | Corporate Debt Securities |
| ONEOK INC NEW                  SR GLBL NT 34    | 2034-09-01      | 5.6500%  | 0.0000% | $880000.00         | $907826.82         | Corporate Debt Securities |
| SOUTH BOW USA INFRASTRUCTURE H SR GLBL NT 34    | 2034-10-01      | 5.5840%  | 0.0000% | $14669000.00       | $15174858.84       | Corporate Debt Securities |
| PACIFIC GAS & ELEC CO          1M GLBL BD3.5%50 | 2050-08-01      | 3.5000%  | 0.0000% | $288000.00         | $199101.92         | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        FR 6%031541      | 2041-03-15      | 6.0000%  | 0.0000% | $25000.00          | $26919.75          | Corporate Debt Securities |
| NETAPP INC                     SR GLBL NT2.7%30 | 2030-06-22      | 2.7000%  | 0.0000% | $5343000.00        | $4985446.44        | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        SR GLBL FL NT 28 | 2028-02-24      | 5.3700%  | 0.0000% | $101000.00         | $102257.65         | Corporate Debt Securities |
| JBS USA LUX S A / JBS USA FOOD SR GLBL NT 34    | 2034-03-15      | 6.7500%  | 0.0000% | $6000000.00        | $6659535.00        | Corporate Debt Securities |
| NRG ENERGY INC                 SR SEC GLBL 29   | 2029-06-15      | 4.4500%  | 0.0000% | $9110000.00        | $9152171.71        | Corporate Debt Securities |
| SOUTHERN CALIF EDISON CO       1M GLBL 2025B 55 | 2055-03-01      | 5.9000%  | 0.0000% | $6476000.00        | $6336460.19        | Corporate Debt Securities |
| TRUIST FINL CORP               FR 1.125%080327  | 2027-08-03      | 1.1250%  | 0.0000% | $7000.00           | $6646.86           | Corporate Debt Securities |
| MCDONALDS CORP                 FR 6.3%030138    | 2038-03-01      | 6.3000%  | 0.0000% | $2990000.00        | $3327316.85        | Corporate Debt Securities |
| PNC FINL SVCS GROUP INC        SR GLBL NT 36    | 2036-07-21      | 5.3730%  | 0.0000% | $4807000.00        | $5001338.60        | Corporate Debt Securities |
| CROWN CASTLE INC               SR GLBL NT 27    | 2027-09-01      | 3.6500%  | 0.0000% | $5252000.00        | $5209512.78        | Corporate Debt Securities |
| DELL INTL LLC/EMC CORP         SR GLBL NT5.5%35 | 2035-04-01      | 5.5000%  | 0.0000% | $2000000.00        | $2123874.44        | Corporate Debt Securities |
| DOW CHEMICAL CO                FR 5.75%111554   | 2054-11-15      | 5.7500%  | 0.0000% | $19000.00          | $18677.43          | Corporate Debt Securities |
| EDISON INTL                    SR GLBL NT 28    | 2028-03-15      | 4.1250%  | 0.0000% | $5745000.00        | $5656979.42        | Corporate Debt Securities |
| WASTE MGMT INC DEL             SR GLBL NT1.5%31 | 2031-03-15      | 1.5000%  | 0.0000% | $6652000.00        | $5769445.90        | Corporate Debt Securities |
| ELEVANCE HEALTH INC FORMERLY A SR GLBL NT3.7%49 | 2049-09-15      | 3.7000%  | 0.0000% | $13449000.00       | $9935202.19        | Corporate Debt Securities |
| BAKER HUGHES HLDGS LLC         SR NT 5.125%40   | 2040-09-15      | 5.1250%  | 0.0000% | $8603000.00        | $8435632.22        | Corporate Debt Securities |
| ANALOG DEVICES INC             SR GLBL NT4.5%30 | 2030-06-15      | 4.5000%  | 0.0000% | $4975000.00        | $5103006.75        | Corporate Debt Securities |
| CNA FINL CORP                  SR GLBL NT 34    | 2034-02-15      | 5.1250%  | 0.0000% | $2202000.00        | $2237994.44        | Corporate Debt Securities |
| CITIGROUP INC                  FR 5.35%082837   | 2037-08-28      | 5.3500%  | 0.0000% | $10000.00          | $10064.66          | Corporate Debt Securities |
| JPMORGAN CHASE & CO            JR SB B FL DB 27 | 2027-02-01      | 5.0578%  | 0.0000% | $35000.00          | $34945.39          | Corporate Debt Securities |
| CVS HEALTH CORP                SR GLBL NT5.3%33 | 2033-06-01      | 5.3000%  | 0.0000% | $6038000.00        | $6293705.94        | Corporate Debt Securities |
| BROADCOM INC                   SR GLBL 144A 34  | 2034-04-15      | 3.4690%  | 0.0000% | $6271000.00        | $5828891.89        | Corporate Debt Securities |
| BROOKFIELD FIN INC             SR GLBL NT 55    | 2055-03-03      | 5.8130%  | 0.0000% | $637000.00         | $645586.60         | Corporate Debt Securities |
| VISTRA OPERATIONS CO LLC       SR SEC GLBL 33   | 2033-10-15      | 6.9500%  | 0.0000% | $5000000.00        | $5739320.83        | Corporate Debt Securities |
| STATE STR CORP                 SR SB GLBL NT 31 | 2031-03-03      | 2.2000%  | 0.0000% | $6583000.00        | $5889678.44        | Corporate Debt Securities |
| LG ENERGY SOLUTION LTD         SR GLBL REGS 28  | 2028-04-02      | 5.2500%  | 0.0000% | $1402000.00        | $1426341.06        | Corporate Debt Securities |
| OVINTIV INC                    GLBL NT 7.1%53   | 2053-07-15      | 7.1000%  | 0.0000% | $5000000.00        | $5520208.33        | Corporate Debt Securities |
| XCEL ENERGY INC                SR GLBL NT5.6%35 | 2035-04-15      | 5.6000%  | 0.0000% | $5397000.00        | $5760973.68        | Corporate Debt Securities |
| HYUNDAI CAP AMER               FR 6.375%040830  | 2030-04-08      | 6.3750%  | 0.0000% | $4534000.00        | $4982450.38        | Corporate Debt Securities |
| ORACLE CORP                    SR GLBL NT 6%55  | 2055-08-03      | 6.0000%  | 0.0000% | $2235000.00        | $2279230.65        | Corporate Debt Securities |
| SOUTHERN CALIF EDISON CO       1M GLBL 2008A 38 | 2038-02-01      | 5.9500%  | 0.0000% | $6690000.00        | $6896930.99        | Corporate Debt Securities |
| MOTOROLA SOLUTIONS INC         SR GLBL NT5.6%32 | 2032-06-01      | 5.6000%  | 0.0000% | $6100000.00        | $6541524.78        | Corporate Debt Securities |
| MORGAN STANLEY                 FR 4.375%012247  | 2047-01-22      | 4.3750%  | 0.0000% | $9321000.00        | $8279134.87        | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        SUB GLBL NT 25   | 2025-10-21      | 4.2500%  | 0.0000% | $2000.00           | $2036.50           | Corporate Debt Securities |
| LOCKHEED MARTIN CORP           SR GLBL -B NT 42 | 2042-12-15      | 4.0700%  | 0.0000% | $15000000.00       | $13159362.49       | Corporate Debt Securities |
| SOUTHERN CALIF EDISON CO       1MTG BD 36       | 2036-02-01      | 5.6250%  | 0.0000% | $3352000.00        | $3416890.53        | Corporate Debt Securities |
| MORGAN STANLEY                 FR 2.484%091636  | 2036-09-16      | 2.4840%  | 0.0000% | $4000000.00        | $3478064.00        | Corporate Debt Securities |
| GENERAL MTRS FINL CO INC       SR GLBL NT 34    | 2034-04-04      | 5.9500%  | 0.0000% | $5000000.00        | $5353444.45        | Corporate Debt Securities |
| T MOBILE USA INC               GLBL NT 5.75%34  | 2034-01-15      | 5.7500%  | 0.0000% | $5000000.00        | $5364295.83        | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        FR 9.25%030628   | 2028-03-06      | 2.1702%  | 0.0000% | $50000.00          | $45097.59          | Corporate Debt Securities |
| JEFFERIES FINANCIAL GROUP INC  SR NT FXD/FLT 37 | 2037-12-28      | 5.2256%  | 0.0000% | $60000.00          | $51467.42          | Corporate Debt Securities |
| EVERSOURCE ENERGY              GLBL -FF NT 31   | 2031-04-15      | 5.8500%  | 0.0000% | $3684000.00        | $4002454.17        | Corporate Debt Securities |
| CVS HEALTH CORP                SR GLBL NT 50    | 2050-04-01      | 4.2500%  | 0.0000% | $1100000.00        | $885535.14         | Corporate Debt Securities |
| BANK AMERICA CORP              FR 2.676%061941  | 2041-06-19      | 2.6760%  | 0.0000% | $6344000.00        | $4730896.32        | Corporate Debt Securities |
| ATHENE HOLDING LTD             SR GLBL NT 51    | 2051-05-25      | 3.9500%  | 0.0000% | $35000.00          | $26116.83          | Corporate Debt Securities |
| BARCLAYS PLC                   SR GLBL NT 45    | 2045-08-17      | 5.2500%  | 0.0000% | $285000.00         | $276361.89         | Corporate Debt Securities |
| CANADIAN IMPERIAL BANK OF COMM GLBL NT 6.092%33 | 2033-10-03      | 6.0920%  | 0.0000% | $9745000.00        | $10917930.94       | Corporate Debt Securities |
| CANADIAN PAC RY CO NEW         SR GLBL NT4.3%43 | 2043-05-15      | 4.3000%  | 0.0000% | $485000.00         | $430376.88         | Corporate Debt Securities |
| AUTONATION INC                 SR GLBL NT 35    | 2035-03-15      | 5.8900%  | 0.0000% | $5512000.00        | $5720541.93        | Corporate Debt Securities |
| BPCE                           FR 5.389%052831  | 2031-05-28      | 5.3890%  | 0.0000% | $4713000.00        | $4920290.57        | Corporate Debt Securities |

### Security 681: BOFA SECURITIES INC

- **C.1 - Title:** BOFA SECURITIES INC 4.630000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1BAMW3, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: ARP1BAMW3
- **C.18 - Value (incl. sponsor support):** $449997439.50
- **C.18.a - Value (excl. sponsor support):** $449997439.50
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.6300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-12-29
- **C.13 - Final Legal Maturity Date:** 2026-01-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category   |
|:---|:---|:---|:---|:---|:---|:---|
| PRINCIPAL EXCHANGE TRADED FDS  REAL ESTATE ACTI | 2500-12-31      | N/A      | 0.0000% | $1064.00           | $26738.32          | Equities   |
| PROMIS NEUROSCIENCES INC       COM NEW          | 2500-12-31      | N/A      | 0.0000% | $166011.00         | $73044.84          | Equities   |
| PRIMECH HOLDINGS LTD.          SHS              | 2500-12-31      | N/A      | 0.0000% | $694.00            | $1235.32           | Equities   |
| TELUS INTL CDA INC             SUB VTG SHS      | 2500-12-31      | N/A      | 0.0000% | $47500.00          | $213275.00         | Equities   |
| SUTRO BIOPHARMA INC            COM              | 2500-12-31      | N/A      | 0.0000% | $274691.00         | $240354.62         | Equities   |
| CAESARSTONE LTD                ORD SHS          | 2500-12-31      | N/A      | 0.0000% | $6965.00           | $10447.50          | Equities   |
| KRANESHARES TRUST              GLOBAL LUXURY ID | 2500-12-31      | N/A      | 0.0000% | $770.00            | $19812.18          | Equities   |
| INFLARX NV                     COM              | 2500-12-31      | N/A      | 0.0000% | $257893.00         | $353313.41         | Equities   |
| TIDAL TRUST I                  ADASINA SOCIAL   | 2500-12-31      | N/A      | 0.0000% | $2397.00           | $48515.28          | Equities   |
| ICON ENERGY CORP               COM NEW          | 2500-12-31      | N/A      | 0.0000% | $1098.00           | $2327.76           | Equities   |
| SURF AIR MOBILITY INC          COM NEW          | 2500-12-31      | N/A      | 0.0000% | $3286.00           | $13965.50          | Equities   |
| GRUPO TELEVISA S A B           SPON ADR REP ORD | 2500-12-31      | N/A      | 0.0000% | $78821.00          | $208087.44         | Equities   |
| PROSHARES TR                   SP500 EX HLTH    | 2500-12-31      | N/A      | 0.0000% | $1205.00           | $88162.38          | Equities   |
| PROSHARES TR                   SHRT 20+YR TRE   | 2500-12-31      | N/A      | 0.0000% | $183.00            | $4333.44           | Equities   |
| ISHARES TR                     MSCI INTL QUALTY | 2500-12-31      | N/A      | 0.0000% | $512762.00         | $22499996.56       | Equities   |
| J P MORGAN EXCHANGE TRADED FD  HEDGED EQUITY LA | 2500-12-31      | N/A      | 0.0000% | $83.00             | $5392.51           | Equities   |
| GRANITESHARES ETF TR           2X LONG SMCI DAI | 2500-12-31      | N/A      | 0.0000% | $5090.00           | $69834.80          | Equities   |
| PACER FDS TR                   AMERCN ENRGY IND | 2500-12-31      | N/A      | 0.0000% | $11141.00          | $444191.67         | Equities   |
| ISHARES INC                    MSCI WORLD ETF   | 2500-12-31      | N/A      | 0.0000% | $87669.00          | $15861952.17       | Equities   |
| THORNBURG ETF TR               MULTI SECTOR BD  | 2500-12-31      | N/A      | 0.0000% | $95.00             | $2434.85           | Equities   |
| THEMES ETF TR                  LEVERAGE SHARES  | 2500-12-31      | N/A      | 0.0000% | $500.00            | $9770.20           | Equities   |
| REE AUTOMOTIVE LTD             SHS CL A NEW     | 2500-12-31      | N/A      | 0.0000% | $1831.00           | $1274.93           | Equities   |
| MAXEON SOLAR TECHNOLOGIES LTD  SHS NEW          | 2500-12-31      | N/A      | 0.0000% | $1000.00           | $3550.00           | Equities   |
| EDAP TMS S A                   SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $6693.00           | $15862.41          | Equities   |
| ENTREPRENEURSHARES SERIES TRUS ERSHARES PRIVATE | 2500-12-31      | N/A      | 0.0000% | $3094.00           | $65438.10          | Equities   |
| BAOZUN INC                     SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $1291.00           | $5215.64           | Equities   |
| BALLARD PWR SYS INC NEW        COM              | 2500-12-31      | N/A      | 0.0000% | $201101.00         | $551016.74         | Equities   |
| CENTURY THERAPEUTICS INC       COM              | 2500-12-31      | N/A      | 0.0000% | $262056.00         | $130923.18         | Equities   |
| CAPITAL GROUP INTERNATIONAL EQ SHS              | 2500-12-31      | N/A      | 0.0000% | $100.00            | $3356.00           | Equities   |
| CINEVERSE CORP                 COM CL A         | 2500-12-31      | N/A      | 0.0000% | $14360.00          | $49685.60          | Equities   |
| DIREXION SHS ETF TR            DAILY FINL BEAR  | 2500-12-31      | N/A      | 0.0000% | $50.00             | $1998.50           | Equities   |
| CELESTICA INC                  COM              | 2500-12-31      | N/A      | 0.0000% | $1000.00           | $245950.00         | Equities   |
| FIRST TR EXCHANGE TRADED FD II DJ INTL INTRNT   | 2500-12-31      | N/A      | 0.0000% | $2569.00           | $99805.65          | Equities   |
| FIRST TR EXCHANGE-TRADED FD    INDXX AEROSPACE  | 2500-12-31      | N/A      | 0.0000% | $21105.00          | $858129.30         | Equities   |
| PACER FDS TR                   LUNT MDCAP MLT   | 2500-12-31      | N/A      | 0.0000% | $300.00            | $14071.89          | Equities   |
| TIDAL TRUST I                  AZTLAN GBL STOCK | 2500-12-31      | N/A      | 0.0000% | $1392.00           | $39429.93          | Equities   |
| TEAM INC                       COM NEW          | 2500-12-31      | N/A      | 0.0000% | $700.00            | $11655.00          | Equities   |
| NN INC                         COM              | 2500-12-31      | N/A      | 0.0000% | $53737.00          | $113385.07         | Equities   |
| STABILIS SOLUTIONS INC         COM              | 2500-12-31      | N/A      | 0.0000% | $540.00            | $2349.00           | Equities   |
| STABILIS SOLUTIONS INC         COM              | 2500-12-31      | N/A      | 0.0000% | $895.00            | $3893.25           | Equities   |
| KVH INDS INC                   COM              | 2500-12-31      | N/A      | 0.0000% | $10662.00          | $60240.30          | Equities   |
| PHUNWARE INC                   COM NEW          | 2500-12-31      | N/A      | 0.0000% | $4600.00           | $13018.00          | Equities   |
| SUNSHINE BIOPHARMA INC         COM              | 2500-12-31      | N/A      | 0.0000% | $4548.00           | $6594.60           | Equities   |
| PHIO PHARMACEUTICALS CORP      COM NEW          | 2500-12-31      | N/A      | 0.0000% | $16994.00          | $40105.84          | Equities   |
| PEPGEN INC                     COM              | 2500-12-31      | N/A      | 0.0000% | $55029.00          | $255334.56         | Equities   |
| TELA BIO INC                   COM              | 2500-12-31      | N/A      | 0.0000% | $27800.00          | $41700.00          | Equities   |
| VROOM INC                      COM NEW          | 2500-12-31      | N/A      | 0.0000% | $7332.00           | $195397.80         | Equities   |
| VIVANI MEDICAL INC             COMMON STOCK     | 2500-12-31      | N/A      | 0.0000% | $7268.00           | $10175.20          | Equities   |
| LATTICE STRATEGIES TR          HARTFORD MLT SML | 2500-12-31      | N/A      | 0.0000% | $100.00            | $4540.45           | Equities   |
| TIGO ENERGY INC                COM              | 2500-12-31      | N/A      | 0.0000% | $1948.00           | $4772.60           | Equities   |
| THEMES ETF TR                  LEVERAGE SHARES  | 2500-12-31      | N/A      | 0.0000% | $10800.00          | $113508.00         | Equities   |
| LIGHTSPEED COMMERCE INC        SUB VTG SHS      | 2500-12-31      | N/A      | 0.0000% | $637883.00         | $7590807.70        | Equities   |
| TIDAL TRUST II                 YIELDMAX UNIVERS | 2500-12-31      | N/A      | 0.0000% | $1360.00           | $17476.00          | Equities   |
| TIDAL TRUST I                  FUNDSTRAT GRANNY | 2500-12-31      | N/A      | 0.0000% | $243.00            | $6055.56           | Equities   |
| LOTUS TECHNOLOGY INC           SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $1273.00           | $2507.81           | Equities   |
| PROSHARES TR                   ULTRAPRO SRT DOW | 2500-12-31      | N/A      | 0.0000% | $1416.00           | $50834.40          | Equities   |
| PROSHARES TR                   PROSHARES S&P    | 2500-12-31      | N/A      | 0.0000% | $1729.00           | $66414.18          | Equities   |
| VANGUARD ADMIRAL FDS INC       SMLLCP 600 IDX   | 2500-12-31      | N/A      | 0.0000% | $208.00            | $22938.24          | Equities   |
| VANGUARD SCOTTSDALE FDS        VNG RUS1000VAL   | 2500-12-31      | N/A      | 0.0000% | $107151.00         | $9555726.18        | Equities   |
| TUNIU CORP                     SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $235136.00         | $223896.50         | Equities   |
| U S GLOBAL INVS INC            CL A             | 2500-12-31      | N/A      | 0.0000% | $10635.00          | $29139.90          | Equities   |
| FLEXSHARES TR                  ESG & CLM DEVELP | 2500-12-31      | N/A      | 0.0000% | $50.00             | $2846.05           | Equities   |
| FORIAN INC                     COM              | 2500-12-31      | N/A      | 0.0000% | $3100.00           | $6851.00           | Equities   |
| FOSSIL GROUP INC               COM              | 2500-12-31      | N/A      | 0.0000% | $1247.00           | $3391.84           | Equities   |
| FIRST TR EXCHANGE TRADED FD VI S&P 500 ECONOMIC | 2500-12-31      | N/A      | 0.0000% | $72.00             | $1715.53           | Equities   |
| FIRST TR EXCHANGE-TRADED FD    SHS              | 2500-12-31      | N/A      | 0.0000% | $97945.00          | $22499925.40       | Equities   |
| FIRST TR EXCHANGE-TRADED FD IV EIP POWER SOLUTI | 2049-12-31      | N/A      | 0.0000% | $100.00            | $3324.24           | Equities   |
| JANUS DETROIT STR TR           HENDRSON AAA CL  | 2500-12-31      | N/A      | 0.0000% | $97451.00          | $4948561.78        | Equities   |
| INVESCO ACTIVELY MANAGED EXCHA QQQ INCOME ADVAN | 2500-12-31      | N/A      | 0.0000% | $33410.00          | $1755361.40        | Equities   |
| MAISON SOLUTIONS INC           COM CL A         | 2500-12-31      | N/A      | 0.0000% | $1715.00           | $1920.80           | Equities   |
| NEW YORK LIFE INVESTMENTS ETF  NYLI MERGER ARBI | 2500-12-31      | N/A      | 0.0000% | $34390.00          | $1230130.30        | Equities   |
| RESEARCH SOLUTIONS INC         COM              | 2500-12-31      | N/A      | 0.0000% | $14319.00          | $55414.53          | Equities   |
| LIGHTINTHEBOX HLDG CO LTD      SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $1435.00           | $2925.39           | Equities   |
| ROCKY MTN CHOCOLATE FACTORY IN COM              | 2500-12-31      | N/A      | 0.0000% | $3783.00           | $6204.12           | Equities   |
| VISTAGEN THERAPEUTICS INC      COM              | 2500-12-31      | N/A      | 0.0000% | $133831.00         | $473761.74         | Equities   |
| VIVANI MEDICAL INC             COMMON STOCK     | 2500-12-31      | N/A      | 0.0000% | $9182.00           | $12854.80          | Equities   |
| GIFTIFY INC                    COM              | 2500-12-31      | N/A      | 0.0000% | $4900.00           | $5341.00           | Equities   |
| COHEN & STEERS ETF TRUST       PREFERRED AND IN | 2500-12-31      | N/A      | 0.0000% | $57.00             | $1480.86           | Equities   |
| BITCOIN DEPOT INC              COM              | 2500-12-31      | N/A      | 0.0000% | $74038.00          | $261354.14         | Equities   |
| BIOMEA FUSION INC              COM              | 2500-12-31      | N/A      | 0.0000% | $321791.00         | $662889.46         | Equities   |
| ASSERTIO HOLDINGS INC          COM NEW          | 2500-12-31      | N/A      | 0.0000% | $256904.00         | $228464.73         | Equities   |
| BLACKROCK ETF TRUST            ISHARES FINTECH  | 2500-12-31      | N/A      | 0.0000% | $100.00            | $3254.16           | Equities   |
| BITWISE FUNDS TRUST            COIN OPTION INCM | 2500-12-31      | N/A      | 0.0000% | $376.00            | $12742.64          | Equities   |
| BINGEX LTD                     SPONSORED ADS A  | 2500-12-31      | N/A      | 0.0000% | $2662.00           | $8465.16           | Equities   |
| BANK MONTREAL MEDIUM           MICROSECTORS FA  | 2500-12-31      | N/A      | 0.0000% | $50237.00          | $255203.96         | Equities   |
| ABOVE FOOD INGREDIENTS INC     COM              | 2500-12-31      | N/A      | 0.0000% | $8800.00           | $14168.00          | Equities   |
| AEMETIS INC                    COM NEW          | 2500-12-31      | N/A      | 0.0000% | $437890.00         | $1015904.80        | Equities   |
| BLACKROCK ETF TRUST            ISHARES INTL DIV | 2500-12-31      | N/A      | 0.0000% | $57.00             | $1583.46           | Equities   |
| BLACKROCK ETF TRUST            ISHARES U S INDU | 2500-12-31      | N/A      | 0.0000% | $39.00             | $1231.23           | Equities   |
| BROOKFIELD CORP                CL A LTD VT SH   | 2500-12-31      | N/A      | 0.0000% | $5246.00           | $362708.44         | Equities   |
| BLACKROCK ETF TRUST II         ISHARES FLEXIBLE | 2500-12-31      | N/A      | 0.0000% | $99.00             | $5271.75           | Equities   |
| BOLT PROJS HLDGS INC           COM NEW          | 2500-12-31      | N/A      | 0.0000% | $2576.00           | $9814.56           | Equities   |
| BLACKROCK ETF TRUST II         ISHARES INTERMED | 2500-12-31      | N/A      | 0.0000% | $10900.00          | $260782.50         | Equities   |
| BLACKROCK ETF TRUST            ISHARES TECHNOLO | 2500-12-31      | N/A      | 0.0000% | $1811.00           | $56044.47          | Equities   |
| BLACKROCK ETF TRUST            ISHARES DEFENSE  | 2500-12-31      | N/A      | 0.0000% | $600.00            | $18834.00          | Equities   |
| DIREXION SHS ETF TR            DLY FIN BULL NEW | 2500-12-31      | N/A      | 0.0000% | $1235.00           | $222979.25         | Equities   |
| DIREXION SHS ETF TR            DAILY S&P BULL   | 2500-12-31      | N/A      | 0.0000% | $250.00            | $14710.00          | Equities   |
| DIREXION SHS ETF TR            DAILY NVDA BEAR  | 2500-12-31      | N/A      | 0.0000% | $18440.00          | $741103.60         | Equities   |
| DIREXION SHS ETF TR            DLY GOLD INDX 2X | 2500-12-31      | N/A      | 0.0000% | $55.00             | $8356.15           | Equities   |
| AIM ETF PRODUCTS TRUST         ALLIANZIM BUFFER | 2500-12-31      | N/A      | 0.0000% | $12417.00          | $333586.43         | Equities   |
| ACRIVON THERAPEUTICS INC       COMMON STOCK     | 2500-12-31      | N/A      | 0.0000% | $33892.00          | $61683.44          | Equities   |
| AMERICAN CENTY ETF TR          SELECT HIGH YIEL | 2500-12-31      | N/A      | 0.0000% | $700.00            | $32861.78          | Equities   |
| ENSYSCE BIOSCIENCES INC        COM NEW          | 2500-12-31      | N/A      | 0.0000% | $7900.00           | $18486.00          | Equities   |
| ULTIMUS MANAGERS TR            WESTWOOD SALIENT | 2500-12-31      | N/A      | 0.0000% | $2500.00           | $53350.00          | Equities   |
| SPDR SERIES TRUST              NUVEEN ICE HIGH  | 2500-12-31      | N/A      | 0.0000% | $200.00            | $4984.00           | Equities   |
| MFS ACTIVE EXCHANGE TRADED FUN GROWTH ETF       | 2500-12-31      | N/A      | 0.0000% | $14382.00          | $402552.18         | Equities   |
| PROSHARES TR                   PSHS ULT S&P 500 | 2500-12-31      | N/A      | 0.0000% | $240.00            | $26716.80          | Equities   |
| TC ENERGY CORP                 COM              | 2500-12-31      | N/A      | 0.0000% | $420875.00         | $22499977.50       | Equities   |
| PROSHARES TR                   SP500 EX ENRGY   | 2500-12-31      | N/A      | 0.0000% | $1277.00           | $91675.45          | Equities   |
| PLIANT THERAPEUTICS INC        COM              | 2500-12-31      | N/A      | 0.0000% | $1073082.00        | $1598892.18        | Equities   |
| TIDAL TRUST II                 YIELDMAX SMCI    | 2500-12-31      | N/A      | 0.0000% | $1400.00           | $21168.00          | Equities   |
| PLURI INC                      COM NEW          | 2500-12-31      | N/A      | 0.0000% | $1013.00           | $4781.36           | Equities   |
| RAVE RESTAURANT GROUP INC      COM              | 2500-12-31      | N/A      | 0.0000% | $2600.00           | $8658.00           | Equities   |
| RBB FD INC                     US TREAS 3 YR NT | 2500-12-31      | N/A      | 0.0000% | $200.00            | $9963.00           | Equities   |
| NORTHERN TECHNOLOGIES INTL COR COM              | 2500-12-31      | N/A      | 0.0000% | $17818.00          | $135416.80         | Equities   |
| TIDAL TRUST II                 YIELDMAX MSTR OP | 2500-12-31      | N/A      | 0.0000% | $148100.00         | $2077843.00        | Equities   |
| HARBOR ETF TRUST               LONG SHORT EQUIT | 2500-12-31      | N/A      | 0.0000% | $100.00            | $2820.42           | Equities   |
| HARVARD BIOSCIENCE INC         COM              | 2500-12-31      | N/A      | 0.0000% | $3400.00           | $1495.32           | Equities   |
| INVESCO EXCHANGE TRADED FD TR  INTL DIVI ACHI   | 2500-12-31      | N/A      | 0.0000% | $8512.00           | $180369.28         | Equities   |
| INVESCO DB MULTI-SECTOR COMMOD AGRICULTURE FD   | 2500-12-31      | N/A      | 0.0000% | $42519.00          | $1144186.29        | Equities   |
| INVESCO EXCH TRADED FD TR II   ESG NASDAQ NEXT  | 2500-12-31      | N/A      | 0.0000% | $971.00            | $26300.99          | Equities   |
| INVESCO EXCH TRADED FD TR II   ESG NASDAQ NEXT  | 2500-12-31      | N/A      | 0.0000% | $100.00            | $2708.65           | Equities   |
| KRANESHARES TRUST              GLOBAL CARB STRA | 2500-12-31      | N/A      | 0.0000% | $151.00            | $4952.80           | Equities   |
| INVESCO EXCH TRADED FD TR II   NASDAQ FT GEN200 | 2500-12-31      | N/A      | 0.0000% | $4993.00           | $165667.74         | Equities   |
| J P MORGAN EXCHANGE TRADED FD  U S TECH LEADERS | 2500-12-31      | N/A      | 0.0000% | $12958.00          | $1193319.07        | Equities   |
| MEDICUS PHARMA LTD             COM              | 2500-12-31      | N/A      | 0.0000% | $180100.00         | $452051.00         | Equities   |
| PRIMERICA INC                  COM              | 2500-12-31      | N/A      | 0.0000% | $15913.00          | $4395011.47        | Equities   |
| PICOCELA INC                   SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $5221.00           | $2450.74           | Equities   |
| FULL HSE RESORTS INC           COM              | 2500-12-31      | N/A      | 0.0000% | $40229.00          | $132353.41         | Equities   |
| FIRST TR EXCHANGE-TRADED FD    CAP STRENGTH ETF | 2500-12-31      | N/A      | 0.0000% | $28112.00          | $2620881.76        | Equities   |
| FLEXSHARES TR                  INT QLTDVDYNAM   | 2500-12-31      | N/A      | 0.0000% | $7070.00           | $238786.42         | Equities   |
| FIRST TR EXCHANGE-TRADED FD    WCM INTL EQUITY  | 2500-12-31      | N/A      | 0.0000% | $888.00            | $14811.84          | Equities   |
| FIRST TR EXCH TRADED FD III    EME MRK BD ETF   | 2500-12-31      | N/A      | 0.0000% | $2496.00           | $73182.72          | Equities   |
| FULL HSE RESORTS INC           COM              | 2500-12-31      | N/A      | 0.0000% | $12000.00          | $39480.00          | Equities   |
| FIRST TR EXCHANGE-TRADED FD VI DORSY WR MOMNT   | 2500-12-31      | N/A      | 0.0000% | $3200.00           | $112717.44         | Equities   |
| FRANKLIN TEMPLETON ETF TR      SUSTAINABLE INTL | 2500-12-31      | N/A      | 0.0000% | $1703.00           | $24235.90          | Equities   |
| FIRST TR EXCHANGE TRADED FD II NASDQ CLN EDGE   | 2500-12-31      | N/A      | 0.0000% | $3149.00           | $471279.34         | Equities   |
| ALTSHARES TRUST                MERGER ARBITRAGE | 2500-12-31      | N/A      | 0.0000% | $9965.00           | $288785.70         | Equities   |
| AGORA INC                      ADS              | 2500-12-31      | N/A      | 0.0000% | $1457.00           | $5536.60           | Equities   |
| ADICET BIO INC                 COM              | 2500-12-31      | N/A      | 0.0000% | $466313.00         | $387412.84         | Equities   |
| ADAGIO MED HLDGS INC           COM              | 2500-12-31      | N/A      | 0.0000% | $12567.00          | $25385.34          | Equities   |
| ADVISORS INNER CIRCLE FD III   RAYLIANT QUANTMN | 2500-12-31      | N/A      | 0.0000% | $6403.00           | $179444.08         | Equities   |
| ADVISORS INNER CIRCLE FD II    FRONTIER ASSET U | 2500-12-31      | N/A      | 0.0000% | $185.00            | $5165.20           | Equities   |
| BONDBLOXX ETF TRUST            IR M TAX AWARE   | 2500-12-31      | N/A      | 0.0000% | $100.00            | $5037.00           | Equities   |
| ENBRIDGE INC                   COM              | 2500-12-31      | N/A      | 0.0000% | $445154.00         | $22133056.88       | Equities   |
| DIREXION SHS ETF TR            DAILY JR GOLD MI | 2500-12-31      | N/A      | 0.0000% | $8900.00           | $38804.00          | Equities   |
| COTY INC                       COM CL A         | 2500-12-31      | N/A      | 0.0000% | $183439.00         | $735590.39         | Equities   |
| COTY INC                       COM CL A         | 2500-12-31      | N/A      | 0.0000% | $358141.00         | $1436145.41        | Equities   |
| EXCHANGE LISTED FDS TR         PLUS KOREA DEFE  | 2500-12-31      | N/A      | 0.0000% | $483.00            | $23241.96          | Equities   |
| AMPLIFY ETF TR                 ONLIN RETL ETF   | 2500-12-31      | N/A      | 0.0000% | $53.00             | $4100.71           | Equities   |
| ALTO INGREDIENTS INC           COM              | 2500-12-31      | N/A      | 0.0000% | $151068.00         | $164664.12         | Equities   |
| SIREN ETF TR                   NSD NXGN ECO ETF | 2500-12-31      | N/A      | 0.0000% | $100.00            | $2800.50           | Equities   |
| NANO DIMENSION LTD             SPONSORD ADS NEW | 2500-12-31      | N/A      | 0.0000% | $338771.00         | $538645.89         | Equities   |
| NEUROONE MED TECHNOLOGIES CORP COM NEW          | 2500-12-31      | N/A      | 0.0000% | $26153.00          | $23537.70          | Equities   |
| BNY MELLON ETF TRUST           CONCENTRATED INT | 2500-12-31      | N/A      | 0.0000% | $9770.00           | $500183.94         | Equities   |
| AMPLIFY ETF TR                 CWP GROWTH & INC | 2500-12-31      | N/A      | 0.0000% | $49698.00          | $1440745.02        | Equities   |
| ANEBULO PHARMACEUTICALS INC    COM              | 2500-12-31      | N/A      | 0.0000% | $891.00            | $2156.22           | Equities   |
| DIREXION SHS ETF TR            DLY SMCAP BULL3X | 2500-12-31      | N/A      | 0.0000% | $410894.00         | $18510774.70       | Equities   |
| COMTECH TELECOMMUNICATIONS CP  COM NEW          | 2500-12-31      | N/A      | 0.0000% | $125996.00         | $330109.52         | Equities   |
| CROWN CRAFTS INC               COM              | 2500-12-31      | N/A      | 0.0000% | $2200.00           | $6292.00           | Equities   |
| DIREXION SHS ETF TR            DLY SMCAP BULL3X | 2500-12-31      | N/A      | 0.0000% | $112.00            | $5045.60           | Equities   |
| COLUMBIA ETF TR I              SHORT DURATION   | 2500-12-31      | N/A      | 0.0000% | $900.00            | $17082.00          | Equities   |
| DHI GROUP INC                  COM              | 2500-12-31      | N/A      | 0.0000% | $3968.00           | $11348.48          | Equities   |
| VISION MARINE TECHNOLOGIES INC COM              | 2500-12-31      | N/A      | 0.0000% | $8043.00           | $11501.49          | Equities   |
| WATSCO INC                     CL B CONV        | 2500-12-31      | N/A      | 0.0000% | $15.00             | $5940.60           | Equities   |
| SSGA ACTIVE TR                 SPDR SSGA IG PUB | 2500-12-31      | N/A      | 0.0000% | $141269.00         | $3603772.19        | Equities   |
| SPDR SERIES TRUST              BBG CONV SEC ETF | 2500-12-31      | N/A      | 0.0000% | $33550.00          | $3035268.50        | Equities   |
| HEARTBEAM INC                  COM              | 2500-12-31      | N/A      | 0.0000% | $54392.00          | $90290.72          | Equities   |
| SPDR INDEX SHS FDS             DJ GLB RL ES ETF | 2500-12-31      | N/A      | 0.0000% | $54851.00          | $2488041.36        | Equities   |
| ROGERS COMMUNICATIONS INC      CL B             | 2500-12-31      | N/A      | 0.0000% | $8300.00           | $295563.00         | Equities   |
| TRIVAGO N V                    SPON ADS A SHS N | 2500-12-31      | N/A      | 0.0000% | $580.00            | $1977.80           | Equities   |
| MANAGER DIRECTED PORTFOLIOS    TWIN OAK SHORT   | 2500-12-31      | N/A      | 0.0000% | $2100.00           | $59081.40          | Equities   |
| SHATTUCK LABS INC              COM              | 2500-12-31      | N/A      | 0.0000% | $147368.00         | $334525.36         | Equities   |
| RESEARCH FRONTIERS INC         COM              | 2500-12-31      | N/A      | 0.0000% | $36640.00          | $55326.40          | Equities   |
| TIDAL TRUST I                  SOUND EQUITY DIV | 2500-12-31      | N/A      | 0.0000% | $39.00             | $1010.76           | Equities   |
| RUSSELL INVTS EXCHANGE TRADED  US SMALL CAP EQT | 2500-12-31      | N/A      | 0.0000% | $663.00            | $20129.41          | Equities   |
| SERIES PORTFOLIOS TR           ELDRIDGE AAA CLO | 2500-12-31      | N/A      | 0.0000% | $2389.00           | $61070.01          | Equities   |
| SSGA ACTIVE ETF TR             BLACKSTONE SENR  | 2500-12-31      | N/A      | 0.0000% | $417269.00         | $17345872.33       | Equities   |
| SERITAGE GROWTH PPTYS          CL A             | 2500-12-31      | N/A      | 0.0000% | $124988.00         | $519950.08         | Equities   |
| MACROGENICS INC                COM              | 2500-12-31      | N/A      | 0.0000% | $480196.00         | $840343.00         | Equities   |
| ODYSIGHT AI INC                COM NEW          | 2500-12-31      | N/A      | 0.0000% | $1400.00           | $6132.00           | Equities   |
| NEW YORK LIFE INVESTMENTS ETF  NYLI CANDRIAM IN | 2500-12-31      | N/A      | 0.0000% | $6489.00           | $219310.03         | Equities   |
| INVESCO EXCHANGE TRADED FD TR  S&P500 PUR VAL   | 2500-12-31      | N/A      | 0.0000% | $142.00            | $14100.60          | Equities   |
| INVESCO INDIA EXCHANGE-TRADED  INDIA ETF        | 2500-12-31      | N/A      | 0.0000% | $34309.00          | $861155.90         | Equities   |
| INVESCO ACTVELY MNGD ETC FD TR ELC VEH MTLS CDT | 2500-12-31      | N/A      | 0.0000% | $1072.00           | $17511.12          | Equities   |
| INNOVATOR ETFS TRUST           EQUITY MNGD 100  | 2500-12-31      | N/A      | 0.0000% | $15100.00          | $399624.52         | Equities   |
| ISHARES TR                     JPMORGAN USD EMG | 2500-12-31      | N/A      | 0.0000% | $235872.00         | $22499830.08       | Equities   |
| MOTORSPORT GAMES INC           CL A NEW         | 2500-12-31      | N/A      | 0.0000% | $830.00            | $2315.70           | Equities   |
| ISHARES TR                     MSCI QATAR ETF   | 2500-12-31      | N/A      | 0.0000% | $99.00             | $1923.08           | Equities   |
| GREENFIRE RES LTD NEW          COM SHS          | 2500-12-31      | N/A      | 0.0000% | $7713.00           | $36636.75          | Equities   |
| UBS AG LONDON BRANCH           ETRACS ALERIAN M | 2500-12-31      | N/A      | 0.0000% | $1862.00           | $34511.05          | Equities   |
| TILRAY BRANDS INC              COM              | 2500-12-31      | N/A      | 0.0000% | $7679576.00        | $14207215.60       | Equities   |
| NUTRIEN LTD                    COM              | 2500-12-31      | N/A      | 0.0000% | $91.00             | $5255.25           | Equities   |
| GFL ENVIRONMENTAL INC          SUB VTG SHS      | 2500-12-31      | N/A      | 0.0000% | $140500.00         | $6588045.00        | Equities   |
| INVESCO EXCH TRADED FD TR II   ESG S&P 500 EQL  | 2500-12-31      | N/A      | 0.0000% | $5563.00           | $160041.39         | Equities   |
| ISHARES TR                     SHRT NAT MUN ETF | 2500-12-31      | N/A      | 0.0000% | $4633.00           | $494572.75         | Equities   |
| NEUMORA THERAPEUTICS INC.      COM              | 2500-12-31      | N/A      | 0.0000% | $399602.00         | $703299.52         | Equities   |
| TIDAL TRUST II                 YIELDMAX SHORT   | 2500-12-31      | N/A      | 0.0000% | $3473.00           | $20942.19          | Equities   |
| TRUST FOR PROFESSIONAL MANAGER CROSSINGBRDG PRE | 2500-12-31      | N/A      | 0.0000% | $3591.00           | $77816.97          | Equities   |
| MEREO BIOPHARMA GROUP PLC      SPON ADS         | 2500-12-31      | N/A      | 0.0000% | $274688.00         | $538388.48         | Equities   |
| INVESCO ACTIVELY MANAGED EXCHA S&P 500 EQUAL WE | 2500-12-31      | N/A      | 0.0000% | $8965.00           | $457215.00         | Equities   |
| GAIN THERAPEUTICS INC          COM              | 2500-12-31      | N/A      | 0.0000% | $6300.00           | $11403.00          | Equities   |
| SPAR GROUP INC                 COM              | 2500-12-31      | N/A      | 0.0000% | $3063.00           | $3216.15           | Equities   |
| SENTAGE HOLDINGS INC           SHS NEW CL A     | 2500-12-31      | N/A      | 0.0000% | $6400.00           | $20224.00          | Equities   |
| AUTOZI INTERNET TECHNOLOGY G   SHS CL A         | 2500-12-31      | N/A      | 0.0000% | $30913.00          | $6433.00           | Equities   |
| WISDOMTREE TR                  EM EX ST-OWNED   | 2500-12-31      | N/A      | 0.0000% | $14198.00          | $537678.26         | Equities   |
| CURRENC GROUP INC              CL A ORD SHS     | 2500-12-31      | N/A      | 0.0000% | $29800.00          | $50958.00          | Equities   |
| KANDI TECHNOLOGIES GROUP INC   USD ORD SHS      | 2500-12-31      | N/A      | 0.0000% | $4672.00           | $5653.12           | Equities   |
| CHINA AUTOMOTIVE SYS INC       SHS              | 2500-12-31      | N/A      | 0.0000% | $2267.00           | $10745.58          | Equities   |
| ECARX HOLDINGS INC             CLASS A ORD      | 2500-12-31      | N/A      | 0.0000% | $575.00            | $1219.00           | Equities   |
| ECARX HOLDINGS INC             CLASS A ORD      | 2500-12-31      | N/A      | 0.0000% | $4786.00           | $10146.32          | Equities   |
| ZEO ENERGY CORP                CL A             | 2500-12-31      | N/A      | 0.0000% | $1000.00           | $1420.00           | Equities   |
| YOUDAO INC                     SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $5906.00           | $58233.16          | Equities   |
| SPROTT ETF TRUST               GOLD MINERS ETF  | 2500-12-31      | N/A      | 0.0000% | $1695.00           | $104293.35         | Equities   |
| SIMPLIFY EXCHANGE TRADED FUNDS MANAGED FUTURES  | 2500-12-31      | N/A      | 0.0000% | $367696.00         | $10295488.00       | Equities   |
| FIRST TR EXCH TRADED FD III    PFD SECS INC ETF | 2500-12-31      | N/A      | 0.0000% | $97.00             | $1772.19           | Equities   |
| FIRST TR EXCH TRD ALPHDX FD II EURO ALPHADEX    | 2500-12-31      | N/A      | 0.0000% | $6594.00           | $385598.66         | Equities   |
| OSISKO DEVELOPMENT CORP        COM NEW          | 2500-12-31      | N/A      | 0.0000% | $14200.00          | $48706.00          | Equities   |
| ISHARES TR                     MSCI ACWI EXUS   | 2500-12-31      | N/A      | 0.0000% | $22338.00          | $841794.13         | Equities   |
| INVESCO EXCHANGE TRADED FD TR  S&P SMLCP MOMENT | 2500-12-31      | N/A      | 0.0000% | $93.00             | $6820.62           | Equities   |
| INVESCO EXCH TRADED FD TR II   VAR RATE PFD     | 2500-12-31      | N/A      | 0.0000% | $281.00            | $6940.70           | Equities   |
| STANTEC INC                    COM              | 2500-12-31      | N/A      | 0.0000% | $11600.00          | $1226700.00        | Equities   |
| TRIPLE FLAG PRECIOUS METAL     COM              | 2500-12-31      | N/A      | 0.0000% | $81.00             | $2364.39           | Equities   |
| SMART SAND INC                 COM              | 2500-12-31      | N/A      | 0.0000% | $6600.00           | $14058.00          | Equities   |
| ISHARES TR                     MSCI UAE ETF     | 2500-12-31      | N/A      | 0.0000% | $216.00            | $4065.12           | Equities   |
| SO YOUNG INTERNATIONAL INC     SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $9641.00           | $38371.18          | Equities   |
| ISHARES TR                     MSCI JP VALUE    | 2500-12-31      | N/A      | 0.0000% | $11193.00          | $438465.63         | Equities   |
| FIRST TR EXCH TRADED FD III    LNG/SHT EQUITY   | 2500-12-31      | N/A      | 0.0000% | $189.00            | $13186.53          | Equities   |
| ISHARES TR                     USD INV GRDE ETF | 2500-12-31      | N/A      | 0.0000% | $1158.00           | $60470.76          | Equities   |
| ISHARES INC                    ESG AWR MSCI EM  | 2500-12-31      | N/A      | 0.0000% | $1831.00           | $79172.44          | Equities   |
| ISHARES S&P GSCI COMMODITY- IN UNIT BEN INT     | 2500-12-31      | N/A      | 0.0000% | $339496.00         | $7818592.88        | Equities   |
| GOOD TIMES RESTAURANTS INC     COM NEW          | 2500-12-31      | N/A      | 0.0000% | $992.00            | $1577.28           | Equities   |
| HIVE DIGITAL TECHNOLOGIES LTD  COM NEW          | 2500-12-31      | N/A      | 0.0000% | $997500.00         | $3840375.00        | Equities   |
| ISHARES TR                     IBONDS 1-5 YR TI | 2500-12-31      | N/A      | 0.0000% | $39.00             | $1001.22           | Equities   |
| DIREXION SHS ETF TR            DLY MAG 7 BULL 2 | 2500-12-31      | N/A      | 0.0000% | $68.00             | $3995.00           | Equities   |
| DIREXION SHS ETF TR            DLY SCOND 3XBU   | 2500-12-31      | N/A      | 0.0000% | $661375.00         | $22499977.50       | Equities   |
| ECO WAVE POWER GLOBAL AB       SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $1231.00           | $10315.78          | Equities   |
| DIMENSIONAL ETF TRUST          US HIGH PROFITAB | 2500-12-31      | N/A      | 0.0000% | $50000.00          | $1876000.00        | Equities   |
| DIREXION SHS ETF TR            DAILY BA BEAR 1X | 2500-12-31      | N/A      | 0.0000% | $5000.00           | $91508.00          | Equities   |
| DIREXION SHS ETF TR            DAILY CSI 2X SH  | 2500-12-31      | N/A      | 0.0000% | $700.00            | $40201.00          | Equities   |
| DBX ETF TR                     XTRACKERS MSCI   | 2500-12-31      | N/A      | 0.0000% | $2502.00           | $290524.23         | Equities   |
| ETF OPPORTUNITIES TRUST        BROOKMONT CATAST | 2500-12-31      | N/A      | 0.0000% | $61.00             | $1222.44           | Equities   |
| DIREXION SHS ETF TR            DAILY S&P BIOTEC | 2500-12-31      | N/A      | 0.0000% | $12500.00          | $518500.00         | Equities   |
| DIREXION SHS ETF TR            DAILY XOM BULL 2 | 2500-12-31      | N/A      | 0.0000% | $5000.00           | $132835.50         | Equities   |
| AMPLIFY ETF TR                 AMPLIFY JUNIOR S | 2500-12-31      | N/A      | 0.0000% | $96.00             | $2212.80           | Equities   |
| APPLIED THERAPEUTICS INC       COM              | 2500-12-31      | N/A      | 0.0000% | $275432.00         | $168536.84         | Equities   |
| CARDIOL THERAPEUTICS INC       COM CL A         | 2500-12-31      | N/A      | 0.0000% | $73866.00          | $84207.24          | Equities   |
| HUHUTECH INTL GROUP INC        SHS NEW          | 2500-12-31      | N/A      | 0.0000% | $4900.00           | $23324.00          | Equities   |
| HUHUTECH INTL GROUP INC        SHS NEW          | 2500-12-31      | N/A      | 0.0000% | $9968.00           | $47447.68          | Equities   |
| WILLAMETTE VY VINEYARD INC     COM              | 2500-12-31      | N/A      | 0.0000% | $900.00            | $3240.00           | Equities   |
| MONEYHERO LIMITED              ORD SHS          | 2500-12-31      | N/A      | 0.0000% | $12879.00          | $18674.55          | Equities   |
| WATERDROP INC                  ADS              | 2500-12-31      | N/A      | 0.0000% | $2058.00           | $3971.94           | Equities   |
| CHINA SXT PHARMACEUTICALS INC  SHS NEW JAN 2025 | 2500-12-31      | N/A      | 0.0000% | $2476.00           | $3961.60           | Equities   |
| VANECK ETF TRUST               VIDEO GMNG ESPRT | 2500-12-31      | N/A      | 0.0000% | $283.00            | $34523.17          | Equities   |
| MDXHEALTH SA                   SHS NEW          | 2500-12-31      | N/A      | 0.0000% | $1803.00           | $8383.95           | Equities   |
| CAYSON ACQUISITION CORP        SHS              | 2500-12-31      | N/A      | 0.0000% | $6302.00           | $66044.96          | Equities   |
| MDXHEALTH SA                   SHS NEW          | 2500-12-31      | N/A      | 0.0000% | $10284.00          | $47820.60          | Equities   |
| BAOSHENG MEDIA GROUP HLDNG LTD SHS NEW          | 2500-12-31      | N/A      | 0.0000% | $17000.00          | $60350.00          | Equities   |
| BROOKFIELD WEALTH SOL LTD      CL A EXCHANGEAB  | 2500-12-31      | N/A      | 0.0000% | $73.00             | $5050.14           | Equities   |
| AMERISERV FINL INC             COM              | 2500-12-31      | N/A      | 0.0000% | $10752.00          | $32040.96          | Equities   |
| AMERICAN RES CORP              CL A             | 2500-12-31      | N/A      | 0.0000% | $1731.00           | $5210.31           | Equities   |
| APTEVO THERAPEUTICS INC        COM SHS          | 2500-12-31      | N/A      | 0.0000% | $131516.00         | $189383.04         | Equities   |
| PROSHARES TR                   ULTRASHORT FTSE  | 2500-12-31      | N/A      | 0.0000% | $209.00            | $5199.88           | Equities   |
| PACER FDS TR                   METAURUS NASDAQ  | 2500-12-31      | N/A      | 0.0000% | $2200.00           | $81708.44          | Equities   |
| ISHARES TR                     ASIA 50 ETF      | 2500-12-31      | N/A      | 0.0000% | $7487.00           | $705649.75         | Equities   |
| ROADZEN INC                    ORD SHS          | 2500-12-31      | N/A      | 0.0000% | $7100.00           | $5910.75           | Equities   |
| SENMIAO TECHNOLOGY LTD         COM SHS          | 2500-12-31      | N/A      | 0.0000% | $16200.00          | $35640.00          | Equities   |
| INVESCO EXCH TRADED FD TR II   MSCI GREEN BUIL  | 2500-12-31      | N/A      | 0.0000% | $947.00            | $17406.24          | Equities   |
| ISHARES TR                     1 3 YR TREAS BD  | 2500-12-31      | N/A      | 0.0000% | $75347.00          | $6247773.24        | Equities   |
| CDT ENVIRONMENTAL TECHNOLOGY I SHS              | 2500-12-31      | N/A      | 0.0000% | $1995.00           | $1456.35           | Equities   |
| CHECK CAP LTD                  SHS              | 2500-12-31      | N/A      | 0.0000% | $4400.00           | $10296.00          | Equities   |
| INVESCO ACTVELY MNGD ETC FD TR AGRI CMDTY STRA  | 2500-12-31      | N/A      | 0.0000% | $8897.00           | $318467.23         | Equities   |
| LICHEN INTL LTD                SHS NEW CL A     | 2500-12-31      | N/A      | 0.0000% | $300.00            | $1302.00           | Equities   |
| CYBERARK SOFTWARE LTD          SHS              | 2500-12-31      | N/A      | 0.0000% | $46504.00          | $22499565.28       | Equities   |
| PROSHARES TR                   SP500 EX FINLS   | 2500-12-31      | N/A      | 0.0000% | $839.00            | $60058.14          | Equities   |
| PERMROCK ROYALTY TRUST         TR UNIT          | 2500-12-31      | N/A      | 0.0000% | $7417.00           | $29074.64          | Equities   |
| PROSHARES TR                   PSHS SHORT DOW30 | 2500-12-31      | N/A      | 0.0000% | $1677.00           | $40868.49          | Equities   |
| VINCE HLDG CORP                COM NEW          | 2500-12-31      | N/A      | 0.0000% | $4518.00           | $14502.78          | Equities   |
| SINTX TECHNOLOGIES INC         COM NEW          | 2500-12-31      | N/A      | 0.0000% | $14029.00          | $57939.77          | Equities   |
| TSCAN THERAPEUTICS INC         COM              | 2500-12-31      | N/A      | 0.0000% | $138212.00         | $240488.88         | Equities   |
| GRAYSCALE COINDESK CRYPTO      USD SHS          | 2500-12-31      | N/A      | 0.0000% | $488.00            | $27337.76          | Equities   |
| MAXEON SOLAR TECHNOLOGIES LTD  SHS NEW          | 2500-12-31      | N/A      | 0.0000% | $61681.00          | $218967.55         | Equities   |
| VANGUARD SCOTTSDALE FDS        VNG RUS2000IDX   | 2500-12-31      | N/A      | 0.0000% | $2444.00           | $238705.48         | Equities   |
| WEREWOLF THERAPEUTICS INC      COM              | 2500-12-31      | N/A      | 0.0000% | $469970.00         | $1029234.30        | Equities   |
| SIYATA MOBILE INC              COM              | 2500-12-31      | N/A      | 0.0000% | $17274.00          | $40075.68          | Equities   |
| BOS BETTER ONLINE SOLUTIONS    SHS NEW NIS 80   | 2500-12-31      | N/A      | 0.0000% | $8133.00           | $37981.11          | Equities   |
| INNEOVA HOLDINGS LTD.          ORD SHS          | 2500-12-31      | N/A      | 0.0000% | $4275.00           | $4360.50           | Equities   |
| SIMILARWEB LTD                 SHS              | 2500-12-31      | N/A      | 0.0000% | $264.00            | $2534.40           | Equities   |
| SCISPARC LTD                   COM              | 2500-12-31      | N/A      | 0.0000% | $14300.00          | $63778.00          | Equities   |
| ISHARES U S ETF TR             BLOOMBERG ROLL   | 2500-12-31      | N/A      | 0.0000% | $4823.00           | $254075.64         | Equities   |
| PLAYBOY INC                    COM              | 2500-12-31      | N/A      | 0.0000% | $357764.00         | $543801.28         | Equities   |
| PULMATRIX INC                  COM              | 2500-12-31      | N/A      | 0.0000% | $3624.00           | $16525.44          | Equities   |
| PROSHARES TR                   PSHS ULTRA QQQ   | 2500-12-31      | N/A      | 0.0000% | $3506.00           | $478639.12         | Equities   |
| PROSHARES TR                   ULTRASHORT RUSSE | 2500-12-31      | N/A      | 0.0000% | $100.00            | $3396.00           | Equities   |
| PROSHARES TR                   ULTRASHORT RUSSE | 2500-12-31      | N/A      | 0.0000% | $2606.00           | $88499.76          | Equities   |
| WISDOMTREE TR                  INTL SMCAP DIV   | 2500-12-31      | N/A      | 0.0000% | $4776.00           | $377781.60         | Equities   |
| WHEATON PRECIOUS METALS CORP   COM              | 2500-12-31      | N/A      | 0.0000% | $60368.00          | $6670060.32        | Equities   |
| PYXIS ONCOLOGY INC             COMMON STOCK     | 2500-12-31      | N/A      | 0.0000% | $595956.00         | $1311103.20        | Equities   |
| RENEW ENERGY GLOBAL PLC        CL A SHS         | 2500-12-31      | N/A      | 0.0000% | $117274.00         | $910046.24         | Equities   |
| CERAGON NETWORKS LTD           ORD              | 2500-12-31      | N/A      | 0.0000% | $121600.00         | $284544.00         | Equities   |
| CHINA SXT PHARMACEUTICALS INC  SHS NEW JAN 2025 | 2500-12-31      | N/A      | 0.0000% | $3900.00           | $6240.00           | Equities   |
| REDCLOUD HLDGS PLC             SHS              | 2500-12-31      | N/A      | 0.0000% | $24025.00          | $48290.25          | Equities   |
| BLUE HAT INTERACTIVE ENTMT TEC SHS NEW          | 2500-12-31      | N/A      | 0.0000% | $74883.00          | $135538.23         | Equities   |
| ROBO.AI INC.                   CLASS B ORD SHS  | 2500-12-31      | N/A      | 0.0000% | $9781.00           | $18877.33          | Equities   |
| ZIM INTEGRATED SHIPPING SERV   SHS              | 2500-12-31      | N/A      | 0.0000% | $310254.00         | $4222556.94        | Equities   |
| YSX TECH CO  LTD               SHS CL A         | 2500-12-31      | N/A      | 0.0000% | $10800.00          | $29160.00          | Equities   |
| RANGE CAP ACQUISITION CORP     ORD SHS          | 2500-12-31      | N/A      | 0.0000% | $5993.00           | $62746.71          | Equities   |
| UNIVERSE PHARMACEUTICALS INC   SHS NEW          | 2500-12-31      | N/A      | 0.0000% | $2947.00           | $13320.44          | Equities   |
| 3 E NETWORK TECHNOLOGY GROUP   SHS NEW CL A     | 2500-12-31      | N/A      | 0.0000% | $2300.00           | $1322.27           | Equities   |
| FERRARI N V                    COM              | 2500-12-31      | N/A      | 0.0000% | $400.00            | $192816.00         | Equities   |
| FIVERR INTL LTD                ORD SHS          | 2500-12-31      | N/A      | 0.0000% | $11500.00          | $291640.00         | Equities   |
| SKEENA RES LTD NEW             COM              | 2500-12-31      | N/A      | 0.0000% | $28500.00          | $529815.00         | Equities   |
| UNITED HOMES GROUP INC         CL A             | 2500-12-31      | N/A      | 0.0000% | $973.00            | $3814.16           | Equities   |
| GLOBAL X FDS                   S&P 500 CATHOLIC | 2500-12-31      | N/A      | 0.0000% | $35180.00          | $2841566.00        | Equities   |
| FLEXSHARES TR                  M STAR DEV MKT   | 2500-12-31      | N/A      | 0.0000% | $9161.00           | $810749.42         | Equities   |
| FIRST TR EXCHNG TRADED FD VIII ACTV FCTR SMCP   | 2500-12-31      | N/A      | 0.0000% | $4200.00           | $137508.00         | Equities   |
| GLIMPSE GROUP INC              COM              | 2500-12-31      | N/A      | 0.0000% | $6636.00           | $12011.16          | Equities   |
| KRANESHARES TRUST              HANG SENG TECH   | 2500-12-31      | N/A      | 0.0000% | $134.00            | $2532.60           | Equities   |
| GRABAGUN DIGITAL HLDGS INC     COMMON STOCK     | 2500-12-31      | N/A      | 0.0000% | $41073.00          | $186882.15         | Equities   |
| GLOBAL X FDS                   AGING POPULATION | 2500-12-31      | N/A      | 0.0000% | $9080.00           | $298822.80         | Equities   |
| NEXGEN ENERGY LTD              COM              | 2500-12-31      | N/A      | 0.0000% | $2497220.00        | $22499952.20       | Equities   |
| LANTRONIX INC                  COM NEW          | 2500-12-31      | N/A      | 0.0000% | $8327.00           | $37388.23          | Equities   |
| NEW YORK LIFE INVESTMENTS ETF  NYLI FTSE INTERN | 2500-12-31      | N/A      | 0.0000% | $148711.00         | $4584760.13        | Equities   |
| LANTERN PHARMA INC             COM              | 2500-12-31      | N/A      | 0.0000% | $44167.00          | $200518.18         | Equities   |
| LISTED FDS TR                  YIELDS FOR YOU I | 2500-12-31      | N/A      | 0.0000% | $3300.00           | $32523.48          | Equities   |
| INOVIO PHARMACEUTICALS INC     COM SHS          | 2500-12-31      | N/A      | 0.0000% | $1253694.00        | $3059013.36        | Equities   |
| DIREXION SHS ETF TR            DAILY PANW BEAR  | 2500-12-31      | N/A      | 0.0000% | $2174.00           | $47794.09          | Equities   |
| DOUBLELINE ETF TRUST           ASSET BACKED SEC | 2500-12-31      | N/A      | 0.0000% | $4500.00           | $229702.50         | Equities   |
| DIREXION SHS ETF TR            DAILY XOM BEAR 1 | 2500-12-31      | N/A      | 0.0000% | $148.00            | $3443.77           | Equities   |
| DIMENSIONAL ETF TRUST          US SMALL CAP ETF | 2500-12-31      | N/A      | 0.0000% | $101525.00         | $6935172.75        | Equities   |
| DIREXION SHS ETF TR            DAILY LLY BEAR   | 2500-12-31      | N/A      | 0.0000% | $4632.00           | $123793.44         | Equities   |
| DIREXION SHS ETF TR            BRZ BL 2X SHS    | 2500-12-31      | N/A      | 0.0000% | $31.00             | $2285.63           | Equities   |
| CANADIAN IMPERIAL BANK OF COMM COM              | 2500-12-31      | N/A      | 0.0000% | $282698.00         | $22499933.82       | Equities   |
| CANADIAN NATL RY CO            COM              | 2500-12-31      | N/A      | 0.0000% | $25500.00          | $2394450.00        | Equities   |
| DIREXION SHS ETF TR            DAILY NVDA 2X SH | 2500-12-31      | N/A      | 0.0000% | $36700.00          | $4572453.00        | Equities   |
| DIREXION SHS ETF TR            DAILY S&P BIOTCH | 2500-12-31      | N/A      | 0.0000% | $100.00            | $9151.00           | Equities   |
| DBX ETF TR                     DALY HOM B&S BUL | 2500-12-31      | N/A      | 0.0000% | $81.00             | $6000.48           | Equities   |
| DIREXION SHS ETF TR            DAILY MSCI INDIA | 2500-12-31      | N/A      | 0.0000% | $47.00             | $2541.76           | Equities   |
| DIREXION SHS ETF TR            DLY AAPL BEAR 1X | 2500-12-31      | N/A      | 0.0000% | $1329.00           | $18619.29          | Equities   |
| DIREXION SHS ETF TR            DAILY GOOGL BR1X | 2500-12-31      | N/A      | 0.0000% | $6900.00           | $61205.07          | Equities   |
| DIREXION SHS ETF TR            DAILY DJ BULL    | 2500-12-31      | N/A      | 0.0000% | $38.00             | $1278.70           | Equities   |
| DIREXION SHS ETF TR            DAILY DJ BULL    | 2500-12-31      | N/A      | 0.0000% | $379.00            | $12753.35          | Equities   |
| DIMENSIONAL ETF TRUST          EMERGING MKTS VA | 2500-12-31      | N/A      | 0.0000% | $11651.00          | $369919.25         | Equities   |
| AQUABOUNTY TECHNOLOGIES INC    COM              | 2500-12-31      | N/A      | 0.0000% | $5200.00           | $10036.00          | Equities   |
| AUTOLUS THERAPEUTICS PLC       SPON ADS         | 2500-12-31      | N/A      | 0.0000% | $886646.00         | $1409767.14        | Equities   |
| AURORA MOBILE LTD              SPON ADS         | 2500-12-31      | N/A      | 0.0000% | $500.00            | $4135.00           | Equities   |
| ALTSHARES TRUST                EVENT-DRIVEN ETF | 2500-12-31      | N/A      | 0.0000% | $100.00            | $1178.98           | Equities   |
| ATOSSA THERAPEUTICS INC        COM              | 2500-12-31      | N/A      | 0.0000% | $143002.00         | $124797.85         | Equities   |
| CAPITAL GROUP GROWTH ETF       SHS CREATION UNI | 2500-12-31      | N/A      | 0.0000% | $96914.00          | $4253555.46        | Equities   |
| FUEL TECH INC                  COM              | 2500-12-31      | N/A      | 0.0000% | $1000.00           | $2930.00           | Equities   |
| INVESCO ACTIVELY MANAGED EXCHA INVESCO TOP QQQ  | 2500-12-31      | N/A      | 0.0000% | $3384.00           | $127215.39         | Equities   |
| INVESCO EXCHANGE TRADED FD TR  OIL & GAS SERVIC | 2500-12-31      | N/A      | 0.0000% | $66.00             | $1824.18           | Equities   |
| GREENTREE HOSPITALITY GROUP    SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $3341.00           | $7450.43           | Equities   |
| HUDBAY MINERALS INC            COM              | 2500-12-31      | N/A      | 0.0000% | $80.00             | $1216.80           | Equities   |
| SPINNAKER ETF SERIES           NORTH SHORE EQTY | 2500-12-31      | N/A      | 0.0000% | $100.00            | $1262.87           | Equities   |
| PEMBINA PIPELINE CORP          COM              | 2500-12-31      | N/A      | 0.0000% | $96.00             | $3840.00           | Equities   |
| ISHARES TR                     LITHIUM MINRS    | 2500-12-31      | N/A      | 0.0000% | $200.00            | $2398.00           | Equities   |
| ISHARES TR                     0-3 MNTH TREASRY | 2500-12-31      | N/A      | 0.0000% | $11553.00          | $1163387.10        | Equities   |
| ISHARES TR                     CUR HD EURZN ETF | 2500-12-31      | N/A      | 0.0000% | $3695.00           | $154746.60         | Equities   |
| OR ROYALTIES INC.              COM SHS          | 2500-12-31      | N/A      | 0.0000% | $4116.00           | $161758.80         | Equities   |
| SPROTT FDS TR                  JUNIOR URANIUM   | 2500-12-31      | N/A      | 0.0000% | $556.00            | $16201.84          | Equities   |
| SIMPLIFY EXCHANGE TRADED FUNDS CURRENCY STRATEG | 2500-12-31      | N/A      | 0.0000% | $8719.00           | $240147.42         | Equities   |
| SIMPLIFY EXCHANGE TRADED FUNDS AGGREGATE BOND E | 2500-12-31      | N/A      | 0.0000% | $443.00            | $9187.82           | Equities   |
| YY GROUP HLDG LTD              USD CL A ORD SHS | 2500-12-31      | N/A      | 0.0000% | $9486.00           | $3507.92           | Equities   |
| VANGUARD WORLD FD              MEGA CAP VAL ETF | 2500-12-31      | N/A      | 0.0000% | $5247.00           | $719626.05         | Equities   |
| THERAPEUTICSMD INC             COM NEW          | 2500-12-31      | N/A      | 0.0000% | $32212.00          | $34788.96          | Equities   |
| SNAP INC                       CL A             | 2500-12-31      | N/A      | 0.0000% | $13676.00          | $114878.40         | Equities   |
| GLOBAL X FDS                   US PFD ETF       | 2500-12-31      | N/A      | 0.0000% | $85782.00          | $1677895.92        | Equities   |
| FIRST TR EXCHANGE-TRADED FD IV FIRST TR ENH NEW | 2500-12-31      | N/A      | 0.0000% | $832.00            | $50011.52          | Equities   |
| FOXX DEV HLDGS INC             COM              | 2500-12-31      | N/A      | 0.0000% | $5000.00           | $23900.00          | Equities   |
| FRANKLIN TEMPLETON ETF TR      US CORE DIV TILT | 2500-12-31      | N/A      | 0.0000% | $80.00             | $4171.96           | Equities   |
| CASSAVA SCIENCES INC           COM              | 2500-12-31      | N/A      | 0.0000% | $205226.00         | $644409.64         | Equities   |
| CANADIAN PACIFIC KANSAS CITY   COM              | 2500-12-31      | N/A      | 0.0000% | $306414.00         | $22499980.02       | Equities   |
| CANADIAN NAT RES LTD           COM              | 2500-12-31      | N/A      | 0.0000% | $590134.00         | $19067229.54       | Equities   |
| DIREXION SHS ETF TR            DIREXION 2X SHAR | 2500-12-31      | N/A      | 0.0000% | $800.00            | $28512.00          | Equities   |
| DIREXION SHS ETF TR            DAILY BRKB BEAR  | 2500-12-31      | N/A      | 0.0000% | $1486.00           | $34322.14          | Equities   |
| BANK MONTREAL QUE              CALL BNKU 45     | 2500-12-31      | N/A      | 0.0000% | $100.00            | $2904.00           | Equities   |
| ELUTIA INC                     CL A COM         | 2500-12-31      | N/A      | 0.0000% | $5200.00           | $4836.00           | Equities   |
| ARTIVA BIOTHERAPEUTICS INC     COM              | 2500-12-31      | N/A      | 0.0000% | $11760.00          | $34339.20          | Equities   |
| ENTERA BIO LTD                 SHS              | 2500-12-31      | N/A      | 0.0000% | $106563.00         | $207797.85         | Equities   |
| BIOCERES CROP SOLUTIONS CORP   SHS              | 2500-12-31      | N/A      | 0.0000% | $3964.00           | $5906.36           | Equities   |
| BARFRESH FOOD GROUP INC        COM NEW          | 2500-12-31      | N/A      | 0.0000% | $1800.00           | $6300.00           | Equities   |
| INTERCURE LTD                  COM NEW          | 2500-12-31      | N/A      | 0.0000% | $13404.00          | $20910.24          | Equities   |
| PERFORMANCE SHIPPING INC       COMMON SHARES    | 2500-12-31      | N/A      | 0.0000% | $73500.00          | $142590.00         | Equities   |
| SUTRO BIOPHARMA INC            COM              | 2500-12-31      | N/A      | 0.0000% | $6200.00           | $5425.00           | Equities   |
| INTERCURE LTD                  COM NEW          | 2500-12-31      | N/A      | 0.0000% | $7081.00           | $11046.36          | Equities   |
| VASTA PLATFORM LTD             CL A             | 2500-12-31      | N/A      | 0.0000% | $17183.00          | $85571.34          | Equities   |
| PSYENCE BIOMEDICAL LTD         COM              | 2500-12-31      | N/A      | 0.0000% | $1700.00           | $5423.00           | Equities   |
| SOPHIA GENETICS SA             ORDINARY SHARES  | 2500-12-31      | N/A      | 0.0000% | $5845.00           | $25893.35          | Equities   |
| ZENTALIS PHARMACEUTICALS INC   COM              | 2500-12-31      | N/A      | 0.0000% | $903408.00         | $1346077.92        | Equities   |
| PRESTIGE WEALTH INC            USD CL A ORD SHS | 2500-12-31      | N/A      | 0.0000% | $9412.00           | $6296.63           | Equities   |
| XBP GLOBAL HOLDINGS INC        COM              | 2500-12-31      | N/A      | 0.0000% | $1519698.00        | $1223356.89        | Equities   |
| PROSHARES TR                   ULTST NASD NW20  | 2500-12-31      | N/A      | 0.0000% | $100.00            | $1335.57           | Equities   |

### Security 682: BNP PARIBAS SA

- **C.1 - Title:** BNP PARIBAS SA 4.190000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1BAND4, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: ARP1BAND4
- **C.18 - Value (incl. sponsor support):** $2397600000.00
- **C.18.a - Value (excl. sponsor support):** $2397600000.00
- **C.19 - Percentage of Net Assets:** 0.6300%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-10-03
- **C.12 - Maturity Date (WAL):** 2025-10-03
- **C.13 - Final Legal Maturity Date:** 2025-10-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? 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                                          |
|:---|:---|:---|:---|:---|:---|:---|
| AT&T INC                       GLBL REGS NT 53     | 2053-09-15      | 3.5000%  | 0.0000% | $35000.00          | $24329.49          | Corporate Debt Securities                         |
| VENTAS RLTY LTD PARTNERSHIP    SR GLBL NT4.4%29    | 2029-01-15      | 4.4000%  | 0.0000% | $4262000.00        | $4312788.83        | Corporate Debt Securities                         |
| VERIZON COMMUNICATIONS INC     SR GLBL NT 28       | 2028-09-21      | 4.3290%  | 0.0000% | $1252000.00        | $1262457.02        | Corporate Debt Securities                         |
| WALMART INC                    SR GLBL NT 4%26     | 2026-04-15      | 4.0000%  | 0.0000% | $6355000.00        | $6473986.78        | Corporate Debt Securities                         |
| VERIZON COMMUNICATIONS INC     SR GLBL NT 29       | 2029-12-03      | 4.0160%  | 0.0000% | $367000.00         | $369114.65         | Corporate Debt Securities                         |
| VERIZON COMMUNICATIONS INC     SR GLBL NT 31       | 2031-03-21      | 2.5500%  | 0.0000% | $4853000.00        | $4413791.37        | Corporate Debt Securities                         |
| VERIZON COMMUNICATIONS INC     SR GLBL NT3.7%61    | 2061-03-22      | 3.7000%  | 0.0000% | $88000.00          | $62474.04          | Corporate Debt Securities                         |
| VERIZON COMMUNICATIONS INC     SR GLBL NT3.7%61    | 2061-03-22      | 3.7000%  | 0.0000% | $337000.00         | $239247.16         | Corporate Debt Securities                         |
| VERIZON COMMUNICATIONS INC     SR GLBL NT3.7%61    | 2061-03-22      | 3.7000%  | 0.0000% | $877000.00         | $622610.56         | Corporate Debt Securities                         |
| VERIZON COMMUNICATIONS INC     144A NT 5.401%37    | 2037-07-02      | 5.4010%  | 0.0000% | $609000.00         | $628440.89         | Corporate Debt Securities                         |
| VIRGINIA ELEC & PWR CO         SR -B NT8.875%38    | 2038-11-15      | 8.8750%  | 0.0000% | $1403000.00        | $1935215.77        | Corporate Debt Securities                         |
| VERIZON COMMUNICATIONS INC     SR GLBL NT3.7%61    | 2061-03-22      | 3.7000%  | 0.0000% | $2395000.00        | $1700287.67        | Corporate Debt Securities                         |
| CORPORACION NACIONAL DEL COBRE SR GLBL REGS 51     | 2051-01-15      | 3.1500%  | 0.0000% | $750000.00         | $487261.88         | Corporate Debt Securities                         |
| WASTE CONNECTIONS INC          SR GLBL NT 35       | 2035-09-01      | 5.2500%  | 0.0000% | $1000000.00        | $1049066.67        | Corporate Debt Securities                         |
| WASTE CONNECTIONS INC          SR GLBL NT 35       | 2035-09-01      | 5.2500%  | 0.0000% | $4000000.00        | $4196266.67        | Corporate Debt Securities                         |
| WISCONSIN PWR & LT CO          SR GLBL DEB 31      | 2031-09-16      | 1.9500%  | 0.0000% | $682000.00         | $590358.52         | Corporate Debt Securities                         |
| VERIZON COMMUNICATIONS INC     SR GLBL NT 3%60     | 2060-11-20      | 3.0000%  | 0.0000% | $3000.00           | $1859.08           | Corporate Debt Securities                         |
| US BANCORP                     ALT TIER I PERP     | 2079-12-31      | 5.3000%  | 0.0000% | $2960000.00        | $3019056.93        | Corporate Debt Securities                         |
| VIRGINIA ELEC & PWR CO         SR GLBL -B NT 55    | 2055-03-15      | 5.6500%  | 0.0000% | $3153000.00        | $3190754.55        | Corporate Debt Securities                         |
| VIRGINIA ELEC & PWR CO         SR GLBL -D NT 55    | 2055-09-15      | 5.6000%  | 0.0000% | $664000.00         | $667061.78         | Corporate Debt Securities                         |
| VIRGINIA ELEC & PWR CO         SR GLBL -D NT 55    | 2055-09-15      | 5.6000%  | 0.0000% | $3007000.00        | $3020865.61        | Corporate Debt Securities                         |
| VERIZON COMMUNICATIONS INC     SR GLBL NT 56       | 2056-10-30      | 2.9870%  | 0.0000% | $4199000.00        | $2648039.86        | Corporate Debt Securities                         |
| UBER TECHNOLOGIES INC          SR GLBL NT 31       | 2031-01-15      | 4.1500%  | 0.0000% | $6985000.00        | $6939739.14        | Corporate Debt Securities                         |
| VENTAS RLTY LTD PARTNERSHIP    SR GLBL NT 34       | 2034-07-01      | 5.6250%  | 0.0000% | $1580000.00        | $1667131.07        | Corporate Debt Securities                         |
| VERIZON COMMUNICATIONS INC     SR GLBL NT 35       | 2035-09-15      | 5.8500%  | 0.0000% | $126000.00         | $134765.51         | Corporate Debt Securities                         |
| VERIZON COMMUNICATIONS INC     SR GLBL NT 55       | 2055-03-15      | 4.6720%  | 0.0000% | $40000.00          | $34760.67          | Corporate Debt Securities                         |
| TORONTO DOMINION BK ONT        SUB GLBL COCO 82    | 2082-10-31      | 8.1250%  | 0.0000% | $29583000.00       | $31697937.98       | Corporate Debt Securities                         |
| PIEDMONT NAT GAS CO INC        SR GLBL NT5.1%35    | 2035-02-15      | 5.1000%  | 0.0000% | $39000.00          | $39868.33          | Corporate Debt Securities                         |
| PRINCIPAL FINANCIAL GROUP INC  SR GLBL NT4.3%46    | 2046-11-15      | 4.3000%  | 0.0000% | $128000.00         | $111934.08         | Corporate Debt Securities                         |
| ZOETIS INC                     SR GLBL NT 28       | 2028-08-17      | 4.1500%  | 0.0000% | $400000.00         | $403160.67         | Corporate Debt Securities                         |
| IMPERIAL FD MTG TR 2022-NQM6   B-1    20671025 FLT | 2067-10-25      | 7.1000%  | 0.0000% | $10000000.00       | $10009164.45       | Private Label Collateralized Mortgage Obligations |
| ING GROEP N.V.                 SR GLBL NT 27       | 2027-09-11      | 6.0830%  | 0.0000% | $3384000.00        | $3451410.88        | Corporate Debt Securities                         |
| SMBC AVIATION CAP FIN          SR GLBL REGS 26     | 2026-10-15      | 1.9000%  | 0.0000% | $210000.00         | $206477.95         | Corporate Debt Securities                         |
| PRINCIPAL FINANCIAL GROUP INC  SR GLBL NT4.3%46    | 2046-11-15      | 4.3000%  | 0.0000% | $22000.00          | $19238.67          | Corporate Debt Securities                         |
| BAE SYSTEMS PLC                SR 144A NT 31       | 2031-03-26      | 5.2500%  | 0.0000% | $688000.00         | $714249.49         | Corporate Debt Securities                         |
| AUTODESK INC                   SR GLBL NT2.4%31    | 2031-12-15      | 2.4000%  | 0.0000% | $28000.00          | $25015.76          | Corporate Debt Securities                         |
| AMERICA MOVIL SAB DE CV        SR NT 4.375%42      | 2042-07-16      | 4.3750%  | 0.0000% | $446000.00         | $394559.72         | Corporate Debt Securities                         |
| ARIZONA PUB SVC CO             SR GLBL NT5.9%55    | 2055-08-15      | 5.9000%  | 0.0000% | $4569000.00        | $4722952.46        | Corporate Debt Securities                         |
| AMGEN INC                      SR GLBL NT 48       | 2048-06-15      | 4.5630%  | 0.0000% | $4141000.00        | $3628918.76        | Corporate Debt Securities                         |
| BAE SYSTEMS PLC                SR 144A NT5.3%34    | 2034-03-26      | 5.3000%  | 0.0000% | $1260000.00        | $1310096.20        | Corporate Debt Securities                         |
| AMERICAN INTL GROUP INC        SR GLBL NT 35       | 2035-05-07      | 5.4500%  | 0.0000% | $5000.00           | $5321.24           | Corporate Debt Securities                         |
| BAE SYSTEMS PLC                SR 144A NT5.3%34    | 2034-03-26      | 5.3000%  | 0.0000% | $2512000.00        | $2611874.33        | Corporate Debt Securities                         |
| AMGEN INC                      SR GLBL NT 53       | 2053-03-02      | 5.6500%  | 0.0000% | $4055000.00        | $4085754.92        | Corporate Debt Securities                         |
| ZOETIS INC                     SR GLBL NT 5%35     | 2035-08-17      | 5.0000%  | 0.0000% | $2248000.00        | $2285526.61        | Corporate Debt Securities                         |
| VERIZON COMMUNICATIONS INC     SR GLBL NT 26       | 2026-03-20      | 1.4500%  | 0.0000% | $124000.00         | $122494.98         | Corporate Debt Securities                         |
| VIRGINIA ELEC & PWR CO         SR GLBL -C NT 35    | 2035-09-15      | 4.9000%  | 0.0000% | $3728000.00        | $3720552.28        | Corporate Debt Securities                         |
| VOLKSWAGEN GROUP AMER FIN LLC  SR 144A NT 32       | 2032-03-25      | 5.6500%  | 0.0000% | $1752000.00        | $1811050.67        | Corporate Debt Securities                         |
| WOODSIDE FIN LTD               SR GLBL NT 6%35     | 2035-05-19      | 6.0000%  | 0.0000% | $2921000.00        | $3116453.85        | Corporate Debt Securities                         |
| WOODSIDE FIN LTD               SR GLBL NT 6%35     | 2035-05-19      | 6.0000%  | 0.0000% | $3739000.00        | $3989188.95        | Corporate Debt Securities                         |
| NEW YORK ST ELEC & GAS CORP    SR REGS NT5.3%34    | 2034-08-15      | 5.3000%  | 0.0000% | $300000.00         | $309082.50         | Corporate Debt Securities                         |
| CSX CORP                       SR NT 4.5%54        | 2054-08-01      | 4.5000%  | 0.0000% | $71000.00          | $61389.79          | Corporate Debt Securities                         |
| CB RICHARD ELLIS SVCS INC      SR GLBL NT5.5%35    | 2035-06-15      | 5.5000%  | 0.0000% | $25000.00          | $26297.33          | Corporate Debt Securities                         |
| THE CIGNA GROUP                SR GLBL NT4.9%48    | 2048-12-15      | 4.9000%  | 0.0000% | $150000.00         | $137446.75         | Corporate Debt Securities                         |
| CSX CORP                       SR GLBL NT5.2%33    | 2033-11-15      | 5.2000%  | 0.0000% | $10000.00          | $10655.30          | Corporate Debt Securities                         |
| CSX CORP                       SR GLBL NT 6%36     | 2036-10-01      | 6.0000%  | 0.0000% | $1210000.00        | $1349831.63        | Corporate Debt Securities                         |
| BUNGE LTD FIN CORP             SR GLBL NT 2%26     | 2026-04-21      | 2.0000%  | 0.0000% | $2000.00           | $1993.45           | Corporate Debt Securities                         |
| BROADCOM INC                   SR GLBL 144A 35     | 2035-11-15      | 3.1370%  | 0.0000% | $1154000.00        | $1013354.81        | Corporate Debt Securities                         |
| COLUMBIA PIPELINES OPER CO LLC SR 144A NT 63       | 2063-08-15      | 6.7140%  | 0.0000% | $6000.00           | $6659.35           | Corporate Debt Securities                         |
| CSX CORP                       SR GLBL NT3.8%28    | 2028-03-01      | 3.8000%  | 0.0000% | $3000.00           | $2995.23           | Corporate Debt Securities                         |
| CANADIAN PAC RY CO NEW         SR NT 6.125%15      | 2115-09-15      | 6.1250%  | 0.0000% | $318000.00         | $330081.48         | Corporate Debt Securities                         |
| BAT CAPITAL CORP               SR GLBL NT 33       | 2033-03-22      | 4.6250%  | 0.0000% | $73000.00          | $72358.17          | Corporate Debt Securities                         |
| BAT CAPITAL CORP               SR GLBL NT 33       | 2033-03-22      | 4.6250%  | 0.0000% | $1140000.00        | $1129976.87        | Corporate Debt Securities                         |
| AMERICAN INTL GROUP INC        SR GLBL NT 36       | 2036-05-01      | 6.2500%  | 0.0000% | $500000.00         | $552079.03         | Corporate Debt Securities                         |
| APPALACHIAN PWR CO             SR -Q NT 7%38       | 2038-04-01      | 7.0000%  | 0.0000% | $24000.00          | $28061.41          | Corporate Debt Securities                         |
| APPALACHIAN PWR CO             SR -Q NT 7%38       | 2038-04-01      | 7.0000%  | 0.0000% | $416000.00         | $486397.83         | Corporate Debt Securities                         |
| ARIZONA PUB SVC CO             4.25%49             | 2049-03-01      | 4.2500%  | 0.0000% | $36000.00          | $29599.33          | Corporate Debt Securities                         |
| COMM MTG TR 2017-COR2          D      20500912 3.0 | 2050-09-12      | 3.0000%  | 0.0000% | $11131000.00       | $9928224.96        | Private Label Collateralized Mortgage Obligations |
| BUNGE LTD FIN CORP             GLBL NT 4.2%29      | 2029-09-17      | 4.2000%  | 0.0000% | $1206000.00        | $1203246.30        | Corporate Debt Securities                         |
| BROADCOM INC                   SR GLBL NT4.3%32    | 2032-11-15      | 4.3000%  | 0.0000% | $94000.00          | $94387.75          | Corporate Debt Securities                         |
| COMM MTG TR 2018-COR3          C      20510512 FLT | 2051-05-12      | 4.7155%  | 0.0000% | $13567000.00       | $9481048.56        | Private Label Collateralized Mortgage Obligations |
| THE CIGNA GROUP                SR GLBL NT5.4%33    | 2033-03-15      | 5.4000%  | 0.0000% | $39000.00          | $40820.52          | Corporate Debt Securities                         |
| CSX CORP                       SR GLBL NT 35       | 2035-06-15      | 5.0500%  | 0.0000% | $35000.00          | $36304.42          | Corporate Debt Securities                         |
| CSX CORP                       SR GLBL NT5.2%33    | 2033-11-15      | 5.2000%  | 0.0000% | $4000.00           | $4262.12           | Corporate Debt Securities                         |
| BROADCOM INC                   GLBL NT 4.35%30     | 2030-02-15      | 4.3500%  | 0.0000% | $5000.00           | $5053.94           | Corporate Debt Securities                         |
| BUNGE LTD FIN CORP             GLBL NT 4.65%34     | 2034-09-17      | 4.6500%  | 0.0000% | $1362000.00        | $1337850.61        | Corporate Debt Securities                         |
| BROADCOM INC                   SR GLBL 144A 34     | 2034-04-15      | 3.4690%  | 0.0000% | $1920000.00        | $1784639.20        | Corporate Debt Securities                         |
| DAVINCIRE HLDGS LTD            SR 144A NT 35       | 2035-04-15      | 5.9500%  | 0.0000% | $98000.00          | $104606.37         | Corporate Debt Securities                         |
| COX COMMUNICATIONS INC NEW     SR GLBL 144A 50     | 2050-10-01      | 2.9500%  | 0.0000% | $100000.00         | $60103.81          | Corporate Debt Securities                         |
| ENTERGY CORP NEW               JR SB GLBL DB 54    | 2054-12-01      | 7.1250%  | 0.0000% | $19676000.00       | $21081300.91       | Corporate Debt Securities                         |
| CSX CORP                       SR NT 4.1%44        | 2044-03-15      | 4.1000%  | 0.0000% | $3395000.00        | $2887068.39        | Corporate Debt Securities                         |
| CSX CORP                       SR GLBL NT4.1%32    | 2032-11-15      | 4.1000%  | 0.0000% | $6000.00           | $5990.97           | Corporate Debt Securities                         |
| COLUMBIA PIPELINES OPER CO LLC SR 144A NT 63       | 2063-08-15      | 6.7140%  | 0.0000% | $299000.00         | $331857.86         | Corporate Debt Securities                         |
| CRH AMERICA FINANCE INC        SR GLBL NT5.4%34    | 2034-05-21      | 5.4000%  | 0.0000% | $1373000.00        | $1454158.03        | Corporate Debt Securities                         |
| CSX CORP                       SR GLBL NT 40       | 2040-04-30      | 6.2200%  | 0.0000% | $1815000.00        | $2053049.35        | Corporate Debt Securities                         |
| THE CIGNA GROUP                GLBL NT 3.875%47    | 2047-10-15      | 3.8750%  | 0.0000% | $320000.00         | $254595.33         | Corporate Debt Securities                         |
| CONSTELLATION ENERGY GENERATI  SR GLBL NT 34       | 2034-01-15      | 6.1250%  | 0.0000% | $2000.00           | $2203.38           | Corporate Debt Securities                         |
| DOW CHEMICAL CO                SR GLBL NT5.6%54    | 2054-02-15      | 5.6000%  | 0.0000% | $2829000.00        | $2590458.72        | Corporate Debt Securities                         |
| ENBRIDGE INC                   SUB GLBL NT 55      | 2055-03-15      | 7.3750%  | 0.0000% | $13856000.00       | $14713865.38       | Corporate Debt Securities                         |
| ENBRIDGE INC                   GLBL NT 3.4%51      | 2051-08-01      | 3.4000%  | 0.0000% | $109000.00         | $75718.18          | Corporate Debt Securities                         |
| SOUTHERN CO GAS CAP            SR GLBL 2025A 28    | 2028-09-15      | 4.0500%  | 0.0000% | $500000.00         | $500512.50         | Corporate Debt Securities                         |
| SOUTHERN PWR CO                SR GLBL 2025A 30    | 2030-10-01      | 4.2500%  | 0.0000% | $616000.00         | $613492.02         | Corporate Debt Securities                         |
| MICROSOFT CORP                 SR GLBL NT2.4%26    | 2026-08-08      | 2.4000%  | 0.0000% | $5823000.00        | $5772262.26        | Corporate Debt Securities                         |
| SOUTHERN PWR CO                SR GLBL 2025A 30    | 2030-10-01      | 4.2500%  | 0.0000% | $1021000.00        | $1016843.11        | Corporate Debt Securities                         |
| TRANSURBAN FIN CO PTY LTD      SR SEC GLBL 31      | 2031-03-16      | 2.4500%  | 0.0000% | $375000.00         | $339852.29         | Corporate Debt Securities                         |
| MOODYS CORP                    SR GLBL NT 2%31     | 2031-08-19      | 2.0000%  | 0.0000% | $16000.00          | $14101.72          | Corporate Debt Securities                         |
| SOUTHERN CO GAS CAP            SR GLBL 2025B 35    | 2035-09-15      | 5.1000%  | 0.0000% | $1000000.00        | $1006206.67        | Corporate Debt Securities                         |
| NEXTERA ENERGY CAP HLDGS INC   GLBL -59 DEB 32     | 2032-01-15      | 2.4400%  | 0.0000% | $264000.00         | $234725.92         | Corporate Debt Securities                         |
| OBX TRUST 2025-NQM11           A-1    20650525 FLT | 2065-05-25      | 5.4180%  | 0.0000% | $9050534.00        | $8893508.47        | Private Label Collateralized Mortgage Obligations |
| INTEL CORP                     SR GLBL NT 47       | 2047-12-08      | 3.7340%  | 0.0000% | $50000.00          | $37729.84          | Corporate Debt Securities                         |
| NNN REIT INC                   SR GLBL NT4.8%48    | 2048-10-15      | 4.8000%  | 0.0000% | $1764000.00        | $1615259.52        | Corporate Debt Securities                         |
| NORFOLK SOUTHN CORP            SR GLBL NT 34       | 2034-03-15      | 5.5500%  | 0.0000% | $100000.00         | $106315.25         | Corporate Debt Securities                         |
| ORACLE CORP                    SR GLBL NT4.8%32    | 2032-09-26      | 4.8000%  | 0.0000% | $6157000.00        | $6168349.40        | Corporate Debt Securities                         |
| OHIO PWR CO                    SR GLBL -P NT 30    | 2030-04-01      | 2.6000%  | 0.0000% | $39000.00          | $36758.19          | Corporate Debt Securities                         |
| ORACLE CORP                    SR GLBL NT5.2%35    | 2035-09-26      | 5.2000%  | 0.0000% | $11086000.00       | $11183864.75       | Corporate Debt Securities                         |
| NNN REIT INC                   SR GLBL NT2.5%30    | 2030-04-15      | 2.5000%  | 0.0000% | $65000.00          | $60730.04          | Corporate Debt Securities                         |
| ZOETIS INC                     SR GLBL NT5.6%32    | 2032-11-16      | 5.6000%  | 0.0000% | $2000.00           | $2170.83           | Corporate Debt Securities                         |
| HUNT J B TRANS SVCS INC        3.875%26            | 2026-03-01      | 3.8750%  | 0.0000% | $1470000.00        | $1472780.55        | Corporate Debt Securities                         |
| HUMANA INC                     SR GLBL NT 34       | 2034-03-15      | 5.9500%  | 0.0000% | $8682000.00        | $9155595.87        | Corporate Debt Securities                         |
| INTEL CORP                     SR GLBL NT 49       | 2049-11-15      | 3.2500%  | 0.0000% | $2960000.00        | $2017765.40        | Corporate Debt Securities                         |
| WOODSIDE FIN LTD               SR GLBL NT5.4%30    | 2030-05-19      | 5.4000%  | 0.0000% | $4000.00           | $4186.08           | Corporate Debt Securities                         |
| STARBUCKS CORP                 SR GLBL NT4.8%30    | 2030-05-15      | 4.8000%  | 0.0000% | $1972000.00        | $2049999.17        | Corporate Debt Securities                         |
| SOUTHERN CO                    JR SB GLBL 27       | 2027-08-01      | 5.1130%  | 0.0000% | $403000.00         | $418210.08         | Corporate Debt Securities                         |
| RTX CORPORATION                4.125%28            | 2028-11-16      | 4.1250%  | 0.0000% | $1193000.00        | $1212415.08        | Corporate Debt Securities                         |
| STRYKER CORPORATION            SR NT 4.1%43        | 2043-04-01      | 4.1000%  | 0.0000% | $617000.00         | $539749.20         | Corporate Debt Securities                         |
| RTX CORPORATION                SR GLBL NT 47       | 2047-05-04      | 4.0500%  | 0.0000% | $365000.00         | $303926.38         | Corporate Debt Securities                         |
| RTX CORPORATION                SR GLBL NT 47       | 2047-05-04      | 4.0500%  | 0.0000% | $536000.00         | $446313.80         | Corporate Debt Securities                         |
| STANDARD CHARTERED PLC         SR GLBL REGS 35     | 2035-01-11      | 6.0970%  | 0.0000% | $360000.00         | $391640.23         | Corporate Debt Securities                         |
| MCKESSON CORP                  SR GLBL NT5.1%33    | 2033-07-15      | 5.1000%  | 0.0000% | $13000.00          | $13601.70          | Corporate Debt Securities                         |
| MCKESSON CORP                  SR GLBL NT5.1%33    | 2033-07-15      | 5.1000%  | 0.0000% | $392000.00         | $410143.72         | Corporate Debt Securities                         |
| NEXTERA ENERGY CAP HLDGS INC   -O 5.65%79          | 2079-05-01      | 5.6500%  | 0.0000% | $107000.00         | $110225.49         | Corporate Debt Securities                         |
| SANTANDER HOLDINGS USA INC     SR GLBL NT 35       | 2035-05-31      | 6.3420%  | 0.0000% | $5104000.00        | $5556214.40        | Corporate Debt Securities                         |
| SANTANDER HOLDINGS USA INC     GLBL NT 5.353%30    | 2030-09-06      | 5.3530%  | 0.0000% | $4858000.00        | $4976188.66        | Corporate Debt Securities                         |
| SANTANDER HOLDINGS USA INC     GLBL NT 5.353%30    | 2030-09-06      | 5.3530%  | 0.0000% | $33326000.00       | $34136777.15       | Corporate Debt Securities                         |
| ORACLE CORP                    SR GLBL NT5.5%64    | 2064-09-27      | 5.5000%  | 0.0000% | $4136000.00        | $3807966.95        | Corporate Debt Securities                         |
| OGLETHORPE POWER CORP          1M -2011 A BD 50    | 2050-09-01      | 5.2500%  | 0.0000% | $1000.00           | $938.03            | Corporate Debt Securities                         |
| SCHWAB CHARLES CORP            PERP SUB -I NT4%    | 2079-12-31      | 4.0000%  | 0.0000% | $12065000.00       | $11950891.91       | Corporate Debt Securities                         |
| SKYMILES IP LTD & DELTA AIR LI SR SEC 144A 28      | 2028-10-20      | 4.7500%  | 0.0000% | $15292.00          | $15526.67          | Corporate Debt Securities                         |
| SKYMILES IP LTD & DELTA AIR LI SR SEC 144A 28      | 2028-10-20      | 4.7500%  | 0.0000% | $150000.00         | $152301.92         | Corporate Debt Securities                         |
| SOUTHERN PWR CO                SR GLBL 2025A 30    | 2030-10-01      | 4.2500%  | 0.0000% | $3363000.00        | $3349307.92        | Corporate Debt Securities                         |
| SOUTHWEST GAS CORP             SR GLBL NT 32       | 2032-03-15      | 4.0500%  | 0.0000% | $35000.00          | $33707.01          | Corporate Debt Securities                         |
| GENERAL MTRS FINL CO INC       SR GLBL FL NT 28    | 2028-04-04      | 5.5164%  | 0.0000% | $5000000.00        | $5074593.67        | Corporate Debt Securities                         |
| ORACLE CORP                    SR GLBL NT6.1%65    | 2065-09-26      | 6.1000%  | 0.0000% | $5000000.00        | $5022738.89        | Corporate Debt Securities                         |
| JERSEY CENT PWR & LT CO        SR GLBL 144A 36     | 2036-01-15      | 5.1500%  | 0.0000% | $7077000.00        | $7184283.39        | Corporate Debt Securities                         |
| GENERAL MTRS FINL CO INC       SR GLBL NT 35       | 2035-07-15      | 6.1500%  | 0.0000% | $5952000.00        | $6367271.04        | Corporate Debt Securities                         |
| GENERAL MTRS FINL CO INC       SR GLBL NT5.9%35    | 2035-01-07      | 5.9000%  | 0.0000% | $10334000.00       | $10840084.69       | Corporate Debt Securities                         |
| KIMCO REALTY CORP              SR GLBL NT6.4%34    | 2034-03-01      | 6.4000%  | 0.0000% | $65000.00          | $72318.06          | Corporate Debt Securities                         |
| KIMCO REALTY CORP              SR GLBL NT6.4%34    | 2034-03-01      | 6.4000%  | 0.0000% | $70000.00          | $77880.99          | Corporate Debt Securities                         |
| KIMCO REALTY CORP              SR GLBL NT3.2%32    | 2032-04-01      | 3.2000%  | 0.0000% | $100000.00         | $93817.11          | Corporate Debt Securities                         |
| KIMCO REALTY CORP              SR GLBL NT6.4%34    | 2034-03-01      | 6.4000%  | 0.0000% | $1167000.00        | $1298387.34        | Corporate Debt Securities                         |
| KIMCO REALTY CORP              SR GLBL NT6.4%34    | 2034-03-01      | 6.4000%  | 0.0000% | $1185000.00        | $1318413.88        | Corporate Debt Securities                         |
| KONINKLIJKE PHILIPS N V        SR GLBL NT 38       | 2038-03-11      | 6.8750%  | 0.0000% | $2000.00           | $2267.00           | Corporate Debt Securities                         |
| KONINKLIJKE PHILIPS N V        SR GLBL NT 38       | 2038-03-11      | 6.8750%  | 0.0000% | $98000.00          | $111082.85         | Corporate Debt Securities                         |
| KIMCO REALTY CORP              GLBL NT 2.7%30      | 2030-10-01      | 2.7000%  | 0.0000% | $5000.00           | $4696.07           | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO            PERP JR SB OO NT    | 2500-12-31      | 6.5000%  | 0.0000% | $370000.00         | $389191.69         | Corporate Debt Securities                         |
| NEXTERA ENERGY CAP HLDGS INC   GLBL DEB 5%30       | 2030-02-28      | 5.0000%  | 0.0000% | $841000.00         | $870657.40         | Corporate Debt Securities                         |
| HUBBELL INC                    SR GLBL NT 26       | 2026-03-01      | 3.3500%  | 0.0000% | $17000.00          | $16978.73          | Corporate Debt Securities                         |
| NEXTERA ENERGY CAP HLDGS INC   SR GLBL 71 DB 33    | 2033-02-28      | 5.0500%  | 0.0000% | $8000.00           | $8204.87           | Corporate Debt Securities                         |
| NEXTERA ENERGY CAP HLDGS INC   -O 5.65%79          | 2079-05-01      | 5.6500%  | 0.0000% | $32000.00          | $32964.63          | Corporate Debt Securities                         |
| NORFOLK SOUTHN CORP            SR GLBL NT 48       | 2048-02-28      | 4.1500%  | 0.0000% | $1691000.00        | $1406081.53        | Corporate Debt Securities                         |
| NEXTERA ENERGY CAP HLDGS INC   GLBL -60 DEB3%52    | 2052-01-15      | 3.0000%  | 0.0000% | $15000.00          | $9762.15           | Corporate Debt Securities                         |
| NORFOLK SOUTHN CORP            SR GLBL NT 53       | 2053-06-01      | 4.5500%  | 0.0000% | $10000.00          | $8862.00           | Corporate Debt Securities                         |
| NORFOLK SOUTHN CORP            SR GLBL NT 53       | 2053-06-01      | 4.5500%  | 0.0000% | $2201000.00        | $1950526.81        | Corporate Debt Securities                         |
| NORFOLK SOUTHN CORP            SR GLBL NT2.3%31    | 2031-05-15      | 2.3000%  | 0.0000% | $1872000.00        | $1707067.44        | Corporate Debt Securities                         |
| NORTHWEST NAT HLDG CO          JR SB GLBL DB 55    | 2055-09-15      | 7.0000%  | 0.0000% | $7334000.00        | $7550401.90        | Corporate Debt Securities                         |
| LOWES COS INC                  SR GLBL NT 62       | 2062-04-01      | 4.4500%  | 0.0000% | $631000.00         | $520301.39         | Corporate Debt Securities                         |
| KONINKLIJKE PHILIPS N V        SR NT 5%42          | 2042-03-15      | 5.0000%  | 0.0000% | $2612000.00        | $2465684.47        | Corporate Debt Securities                         |
| INTEL CORP                     SR GLBL NT3.1%60    | 2060-02-15      | 3.1000%  | 0.0000% | $67000.00          | $40328.97          | Corporate Debt Securities                         |
| TPG OPER GROUP II LP           SR GLBL NT 36       | 2036-01-15      | 5.3750%  | 0.0000% | $470000.00         | $475305.39         | Corporate Debt Securities                         |
| SUNCOR ENERGY INC NEW          SR GLBL NT 32       | 2032-02-01      | 7.1500%  | 0.0000% | $983000.00         | $1116499.32        | Corporate Debt Securities                         |
| SOUTHERN CO                    GLBL 2023C NT 33    | 2033-06-15      | 5.2000%  | 0.0000% | $27000.00          | $28210.86          | Corporate Debt Securities                         |
| MICROCHIP TECHNOLOGY INC.      SR GLBL NT 30       | 2030-02-15      | 5.0500%  | 0.0000% | $965000.00         | $992890.91         | Corporate Debt Securities                         |
| SOUTHERN CO                    SR GLBL NT 26       | 2026-07-01      | 3.2500%  | 0.0000% | $14000.00          | $14021.21          | Corporate Debt Securities                         |
| ONEOK INC NEW                  SR GLBL NT 55       | 2055-10-15      | 6.2500%  | 0.0000% | $3755000.00        | $3869164.52        | Corporate Debt Securities                         |
| PHILLIPS 66                    SR GLBL NT 30       | 2030-12-15      | 2.1500%  | 0.0000% | $200000.00         | $180026.17         | Corporate Debt Securities                         |
| SOUTHERN PWR CO                SR GLBL 2025B 35    | 2035-10-01      | 4.9000%  | 0.0000% | $880000.00         | $870607.96         | Corporate Debt Securities                         |
| ORACLE CORP                    SR GLBL NT 30       | 2030-05-15      | 3.2500%  | 0.0000% | $5000000.00        | $4823587.50        | Corporate Debt Securities                         |
| MERCK & CO INC                 SR GLBL NT 27       | 2027-09-15      | 3.8500%  | 0.0000% | $1906000.00        | $1913711.36        | Corporate Debt Securities                         |
| OLD REP INTL CORP              SR GLBL NT 34       | 2034-03-28      | 5.7500%  | 0.0000% | $24104000.00       | $25144315.24       | Corporate Debt Securities                         |
| PERNOD RICARD INTL FINANCE LLC SR GLBL 144A 28     | 2028-04-01      | 1.2500%  | 0.0000% | $1001000.00        | $938552.89         | Corporate Debt Securities                         |
| PHILLIPS 66 CO                 SR GLBL NT5.3%33    | 2033-06-30      | 5.3000%  | 0.0000% | $145000.00         | $151411.90         | Corporate Debt Securities                         |
| ORACLE CORP                    SR GLBL NT6.1%65    | 2065-09-26      | 6.1000%  | 0.0000% | $12325000.00       | $12381051.36       | Corporate Debt Securities                         |
| PHILLIPS 66 CO                 SR GLBL NT 35       | 2035-03-15      | 4.9500%  | 0.0000% | $1150000.00        | $1143160.38        | Corporate Debt Securities                         |
| KONINKLIJKE PHILIPS N V        SR GLBL NT 38       | 2038-03-11      | 6.8750%  | 0.0000% | $689000.00         | $780980.45         | Corporate Debt Securities                         |
| KRAFT HEINZ FOODS CO           SR GLBL NT 3%26     | 2026-06-01      | 3.0000%  | 0.0000% | $4627000.00        | $4634017.62        | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        SUB GLBL NT 25      | 2025-10-21      | 4.2500%  | 0.0000% | $344000.00         | $350278.29         | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        SUB NT 6.45%36      | 2036-05-01      | 6.4500%  | 0.0000% | $26000.00          | $29333.87          | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        SUB NT 6.45%36      | 2036-05-01      | 6.4500%  | 0.0000% | $3555000.00        | $4010842.84        | Corporate Debt Securities                         |
| HSBC HLDGS PLC                 SUB NT 5.25%44      | 2044-03-14      | 5.2500%  | 0.0000% | $3738000.00        | $3669420.16        | Corporate Debt Securities                         |
| NOMURA HLDGS INC               SR GLBL NT 27       | 2027-07-06      | 5.3860%  | 0.0000% | $1000000.00        | $1030357.33        | Corporate Debt Securities                         |
| NEXTERA ENERGY CAP HLDGS INC   SR GLBL DEB 5%32    | 2032-07-15      | 5.0000%  | 0.0000% | $2000.00           | $2066.39           | Corporate Debt Securities                         |
| METLIFE INC                    EXT JR SB GLBL66    | 2066-12-15      | 6.4000%  | 0.0000% | $32000.00          | $34293.65          | Corporate Debt Securities                         |
| OHIO EDISON CO                 SR 144A NT 29       | 2029-12-15      | 4.9500%  | 0.0000% | $3408000.00        | $3541363.56        | Corporate Debt Securities                         |
| NORTHROP GRUMMAN CORP          SR GLBL NT 30       | 2030-07-15      | 4.6500%  | 0.0000% | $375000.00         | $387749.69         | Corporate Debt Securities                         |
| NEXTERA ENERGY CAP HLDGS INC   JR SB GLBL -P 82    | 2082-03-15      | 3.8000%  | 0.0000% | $20000.00          | $19448.87          | Corporate Debt Securities                         |
| NORFOLK SOUTHN CORP            GLBL NT 5.05%30     | 2030-08-01      | 5.0500%  | 0.0000% | $500000.00         | $522518.19         | Corporate Debt Securities                         |
| SCHWAB CHARLES CORP            PERP JR SB GLBL     | 2079-12-31      | 4.0000%  | 0.0000% | $3595000.00        | $3385167.84        | Corporate Debt Securities                         |
| IMPERIAL TOB FIN PLC           SR GLBL 144A 35     | 2035-07-01      | 5.6250%  | 0.0000% | $11910000.00       | $12347290.54       | Corporate Debt Securities                         |
| NORTHROP GRUMMAN CORP          SR GLBL NT 35       | 2035-07-15      | 5.2500%  | 0.0000% | $377000.00         | $397296.11         | Corporate Debt Securities                         |
| INTERSTATE PWR & LT CO         SR GLBL DB5.7%33    | 2033-10-15      | 5.7000%  | 0.0000% | $325000.00         | $349188.12         | Corporate Debt Securities                         |
| NORTHROP GRUMMAN CORP          SR GLBL NT 28       | 2028-01-15      | 3.2500%  | 0.0000% | $742000.00         | $734684.50         | Corporate Debt Securities                         |
| KRAFT HEINZ FOODS CO           SR GLBL NT 31       | 2031-03-01      | 4.2500%  | 0.0000% | $5227000.00        | $5158754.25        | Corporate Debt Securities                         |
| OBX TRUST 2025-NQM15           A-1    20650725 5.1 | 2065-07-25      | 5.1430%  | 0.0000% | $24932501.00       | $24832566.83       | Private Label Collateralized Mortgage Obligations |
| NORTHROP GRUMMAN CORP          SR GLBL NT 53       | 2053-03-15      | 4.9500%  | 0.0000% | $5000.00           | $4611.71           | Corporate Debt Securities                         |
| INGREDION INC                  SR GLBL NT3.9%50    | 2050-06-01      | 3.9000%  | 0.0000% | $176000.00         | $134010.21         | Corporate Debt Securities                         |
| NORFOLK SOUTHN CORP            GLBL NT 4.05%52     | 2052-08-15      | 4.0500%  | 0.0000% | $356000.00         | $287332.05         | Corporate Debt Securities                         |
| INTEL CORP                     SR GLBL NT4.1%46    | 2046-05-19      | 4.1000%  | 0.0000% | $5434000.00        | $4382681.00        | Corporate Debt Securities                         |
| NEXTERA ENERGY CAP HLDGS INC   SR GLBL FL DB 28    | 2028-02-04      | 5.0922%  | 0.0000% | $3470000.00        | $3522936.90        | Corporate Debt Securities                         |
| INTEL CORP                     SR GLBL NT4.9%52    | 2052-08-05      | 4.9000%  | 0.0000% | $3418000.00        | $2992343.17        | Corporate Debt Securities                         |
| OHIO EDISON CO                 SR 144A NT 29       | 2029-12-15      | 4.9500%  | 0.0000% | $792000.00         | $822992.94         | Corporate Debt Securities                         |
| OHIO EDISON CO                 SR 144A NT 29       | 2029-12-15      | 4.9500%  | 0.0000% | $800000.00         | $831306.00         | Corporate Debt Securities                         |
| ROYAL BK CDA                   SUB GLBL COCO 84    | 2084-11-24      | 6.3500%  | 0.0000% | $1667000.00        | $1653197.24        | Corporate Debt Securities                         |
| ROYAL BK CDA                   SUB GLBL COCO 84    | 2084-11-24      | 6.3500%  | 0.0000% | $1359000.00        | $1347747.48        | Corporate Debt Securities                         |
| PRINCIPAL FINANCIAL GROUP INC  SR GLBL NT4.3%46    | 2046-11-15      | 4.3000%  | 0.0000% | $1377000.00        | $1204165.84        | Corporate Debt Securities                         |
| RTX CORPORATION                SR GLBL NT 5%26     | 2026-02-27      | 5.0000%  | 0.0000% | $118000.00         | $118756.77         | Corporate Debt Securities                         |
| PHILLIPS 66                    SR GLBL NT1.3%26    | 2026-02-15      | 1.3000%  | 0.0000% | $242000.00         | $239583.63         | Corporate Debt Securities                         |
| VENTAS RLTY LTD PARTNERSHIP    SR GLBL NT 5%35     | 2035-01-15      | 5.0000%  | 0.0000% | $83000.00          | $83977.46          | Corporate Debt Securities                         |
| GLENCORE FINANCE CANADA LTD    CR SEN GLBL 42      | 2042-10-25      | 5.5500%  | 0.0000% | $8000.00           | $8059.36           | Corporate Debt Securities                         |
| WOODSIDE FIN LTD               SR GLBL NT5.7%32    | 2032-05-19      | 5.7000%  | 0.0000% | $2000.00           | $2120.24           | Corporate Debt Securities                         |
| RAIZEN FUELS FINANCE SA        GLBL REGS NT 34     | 2034-03-05      | 6.4500%  | 0.0000% | $507000.00         | $496372.86         | Corporate Debt Securities                         |
| SOUTHERN CO                    SR GLBL NT 36       | 2036-07-01      | 4.2500%  | 0.0000% | $52000.00          | $48811.72          | Corporate Debt Securities                         |
| SOUTHERN CO                    SR GLBL NT 36       | 2036-07-01      | 4.2500%  | 0.0000% | $3653000.00        | $3429023.41        | Corporate Debt Securities                         |
| DEUTSCHE TELEKOM INTL FIN B V  GLBL REGS NT 28     | 2028-06-21      | 4.3750%  | 0.0000% | $505000.00         | $514166.38         | Corporate Debt Securities                         |
| SOLAR STAR FDG LLC             SR SEC GLBL 35      | 2035-06-30      | 5.3750%  | 0.0000% | $9425000.00        | $6738312.30        | Corporate Debt Securities                         |
| WOODSIDE FIN LTD               SR GLBL REGS 28     | 2028-03-15      | 3.7000%  | 0.0000% | $436000.00         | $429395.33         | Corporate Debt Securities                         |
| BANCO SANTANDER S.A.           SNR NPF GLBL 28     | 2028-04-12      | 4.3790%  | 0.0000% | $1000000.00        | $1023495.33        | Corporate Debt Securities                         |
| ASCOT GROUP LIMITED            SR GLBL 144A 30     | 2030-12-15      | 4.2500%  | 0.0000% | $225000.00         | $207539.06         | Corporate Debt Securities                         |
| APPLE INC                      SR GLBL NT2.8%61    | 2061-02-08      | 2.8000%  | 0.0000% | $6854000.00        | $4186590.74        | Corporate Debt Securities                         |
| BARCLAYS PLC                   SR GLBL COCO 47     | 2047-01-10      | 4.9500%  | 0.0000% | $4000000.00        | $3730360.00        | Corporate Debt Securities                         |
| ATHENE HOLDING LTD             SR GLBL NT 28       | 2028-01-12      | 4.1250%  | 0.0000% | $275000.00         | $276894.06         | Corporate Debt Securities                         |
| ATHENE HOLDING LTD             SR GLBL NT 33       | 2033-02-01      | 6.6500%  | 0.0000% | $26000.00          | $28617.90          | Corporate Debt Securities                         |
| ATHENE HOLDING LTD             SR GLBL NT 33       | 2033-02-01      | 6.6500%  | 0.0000% | $538000.00         | $592170.47         | Corporate Debt Securities                         |
| BARCLAYS PLC                   SR GLBL COCO 47     | 2047-01-10      | 4.9500%  | 0.0000% | $1922000.00        | $1792437.98        | Corporate Debt Securities                         |
| AXIS SPECIALTY FINANCE LLC     JR SB GLBL NT 40    | 2040-01-15      | 4.9000%  | 0.0000% | $145000.00         | $142453.56         | Corporate Debt Securities                         |
| BARCLAYS PLC                   SR GLBL COCO 34     | 2034-09-13      | 6.6920%  | 0.0000% | $1848000.00        | $2052998.85        | Corporate Debt Securities                         |
| CNA FINL CORP                  SR GLBL NT5.2%35    | 2035-08-15      | 5.2000%  | 0.0000% | $15120000.00       | $15263841.59       | Corporate Debt Securities                         |
| CSX CORP                       SR GLBL NT 48       | 2048-11-15      | 4.7500%  | 0.0000% | $529000.00         | $487607.07         | Corporate Debt Securities                         |
| CSX CORP                       SR GLBL NT 66       | 2066-11-01      | 4.2500%  | 0.0000% | $1500000.00        | $1213440.42        | Corporate Debt Securities                         |
| CRH AMERICA FINANCE INC        SR GLBL NT5.5%35    | 2035-01-09      | 5.5000%  | 0.0000% | $452000.00         | $478019.38         | Corporate Debt Securities                         |
| CANADIAN NAT RES LTD MED TERM  SR GLBL 144A 29     | 2029-12-15      | 5.0000%  | 0.0000% | $10000.00          | $10372.83          | Corporate Debt Securities                         |
| CSX CORP                       SR NT 6.15%37       | 2037-05-01      | 6.1500%  | 0.0000% | $20000.00          | $22621.48          | Corporate Debt Securities                         |
| CAPITAL ONE FINL CORP          SR GLBL NT 36       | 2036-09-11      | 5.1970%  | 0.0000% | $7356000.00        | $7318505.45        | Corporate Debt Securities                         |
| DOMINION ENERGY GAS HLDGS LLC  SR GLBL -A NT 54    | 2054-10-15      | 5.6500%  | 0.0000% | $235000.00         | $238437.07         | Corporate Debt Securities                         |
| D R HORTON INC                 SR GLBL NT5.5%35    | 2035-10-15      | 5.5000%  | 0.0000% | $682000.00         | $730929.71         | Corporate Debt Securities                         |
| DOMINION ENERGY GAS HLDGS LLC  SR GLBL -A NT 54    | 2054-10-15      | 5.6500%  | 0.0000% | $774000.00         | $785320.39         | Corporate Debt Securities                         |
| DOMINION ENERGY GAS HLDGS LLC  SR GLBL -A NT 54    | 2054-10-15      | 5.6500%  | 0.0000% | $1036000.00        | $1051152.36        | Corporate Debt Securities                         |
| D R HORTON INC                 SR GLBL NT5.5%35    | 2035-10-15      | 5.5000%  | 0.0000% | $1339000.00        | $1435065.81        | Corporate Debt Securities                         |
| ESSEX PORTFOLIO L P            SR GLBL NT 35       | 2035-04-01      | 5.3750%  | 0.0000% | $2000.00           | $2132.03           | Corporate Debt Securities                         |
| ENGIE SA                       SR 144A NT 54       | 2054-04-10      | 5.8750%  | 0.0000% | $2059000.00        | $2186993.73        | Corporate Debt Securities                         |
| ATHENE HOLDING LTD             SR GLBL NT 54       | 2054-04-01      | 6.2500%  | 0.0000% | $17000.00          | $17916.75          | Corporate Debt Securities                         |
| BANK AMERICA CORP              PERP GLBL -OO NT    | 2149-12-31      | 6.6250%  | 0.0000% | $28899000.00       | $30365845.01       | Corporate Debt Securities                         |
| CSX CORP                       SR GLBL NT 29       | 2029-03-15      | 4.2500%  | 0.0000% | $10000.00          | $10059.81          | Corporate Debt Securities                         |
| CSX CORP                       SR GLBL NT 29       | 2029-03-15      | 4.2500%  | 0.0000% | $52000.00          | $52311.00          | Corporate Debt Securities                         |
| CARRIER GLOBAL CORPORATION     GLBL NT 2.7%31      | 2031-02-15      | 2.7000%  | 0.0000% | $16000.00          | $14742.64          | Corporate Debt Securities                         |
| CSX CORP                       SR GLBL NT 50       | 2050-05-01      | 3.9500%  | 0.0000% | $1198000.00        | $976260.52         | Corporate Debt Securities                         |
| CANADIAN PAC RY CO NEW         SR NT 6.125%15      | 2115-09-15      | 6.1250%  | 0.0000% | $3554000.00        | $3689023.86        | Corporate Debt Securities                         |
| CADENCE DESIGN SYSTEM INC      SR GLBL NT4.7%34    | 2034-09-10      | 4.7000%  | 0.0000% | $43000.00          | $43090.35          | Corporate Debt Securities                         |
| CARRIER GLOBAL CORPORATION     SR GLBL NT 27       | 2027-02-15      | 2.4930%  | 0.0000% | $918000.00         | $901463.38         | Corporate Debt Securities                         |
| CSMC 2021-GATE                 G      20361215 FLT | 2036-12-15      | 11.3224% | 0.0000% | $6700000.00        | $5603749.08        | Private Label Collateralized Mortgage Obligations |
| CANADIAN NAT RES LTD MED TERM  SR GLBL NT 30       | 2030-07-15      | 2.9500%  | 0.0000% | $24000.00          | $22629.74          | Corporate Debt Securities                         |
| CSX CORP                       SR GLBL NT 27       | 2027-06-01      | 3.2500%  | 0.0000% | $1791000.00        | $1787387.65        | Corporate Debt Securities                         |
| CSX CORP                       SR GLBL NT 27       | 2027-06-01      | 3.2500%  | 0.0000% | $838000.00         | $836309.80         | Corporate Debt Securities                         |
| CARDINAL HEALTH INC            SR GLBL NT 54       | 2054-11-15      | 5.7500%  | 0.0000% | $7837000.00        | $8060844.31        | Corporate Debt Securities                         |
| RTX CORPORATION                SR NT 4.5%42        | 2042-06-01      | 4.5000%  | 0.0000% | $230000.00         | $211851.85         | Corporate Debt Securities                         |
| VOLKSWAGEN GROUP AMER FIN LLC  SR GLBL D REGS25    | 2025-11-13      | 4.6250%  | 0.0000% | $600000.00         | $610524.42         | Corporate Debt Securities                         |
| STARBUCKS CORP                 SR GLBL NT4.5%28    | 2028-05-15      | 4.5000%  | 0.0000% | $384000.00         | $394510.08         | Corporate Debt Securities                         |
| RTX CORPORATION                SR GLBL NT5.4%35    | 2035-05-01      | 5.4000%  | 0.0000% | $26000.00          | $27869.92          | Corporate Debt Securities                         |
| RTX CORPORATION                SR GLBL NT5.4%35    | 2035-05-01      | 5.4000%  | 0.0000% | $665000.00         | $712826.80         | Corporate Debt Securities                         |
| VALE OVERSEAS LTD              SR GLBL NT 30       | 2030-07-08      | 3.7500%  | 0.0000% | $400000.00         | $387676.67         | Corporate Debt Securities                         |
| PRINCIPAL FINANCIAL GROUP INC  SR NT 4.35%43       | 2043-05-15      | 4.3500%  | 0.0000% | $1048000.00        | $941934.54         | Corporate Debt Securities                         |
| RTX CORPORATION                SR NT 4.5%42        | 2042-06-01      | 4.5000%  | 0.0000% | $197000.00         | $181455.71         | Corporate Debt Securities                         |
| JONES LANG LASALLE INC         SR GLBL NT 28       | 2028-12-01      | 6.8750%  | 0.0000% | $19000.00          | $20825.63          | Corporate Debt Securities                         |
| JERSEY CENT PWR & LT CO        SR GLBL 144A 31     | 2031-01-15      | 4.4000%  | 0.0000% | $10254000.00       | $10253156.89       | Corporate Debt Securities                         |
| PHILLIPS 66 CO                 SR GLBL NT5.3%33    | 2033-06-30      | 5.3000%  | 0.0000% | $2138000.00        | $2232542.36        | Corporate Debt Securities                         |
| NATIONWIDE FINL SVCS INC       SR 144A NT5.3%44    | 2044-11-18      | 5.3000%  | 0.0000% | $3000000.00        | $2911210.00        | Corporate Debt Securities                         |
| GSK CONSU HEAL CAP US LLC      GLBL NT 3.625%32    | 2032-03-24      | 3.6250%  | 0.0000% | $380000.00         | $360374.58         | Corporate Debt Securities                         |
| NATIONAL RURAL UTILS COOP FIN  SUB GLBL NT 53      | 2053-09-15      | 7.1250%  | 0.0000% | $2239000.00        | $2359119.55        | Corporate Debt Securities                         |
| TARGA RES PARTNERS / TARGA RES SR NT 4%32          | 2032-01-15      | 4.0000%  | 0.0000% | $6897000.00        | $6611556.16        | Corporate Debt Securities                         |
| TPG OPER GROUP II LP           SR GLBL NT 34       | 2034-03-05      | 5.8750%  | 0.0000% | $4701000.00        | $4991051.05        | Corporate Debt Securities                         |
| NEXTERA ENERGY CAP HLDGS INC   JR SB GLBL -Q 54    | 2054-09-01      | 6.7000%  | 0.0000% | $1839000.00        | $1913327.27        | Corporate Debt Securities                         |
| PRUDENTIAL FINL INC            JR SB GLBL NT 47    | 2047-09-15      | 4.5000%  | 0.0000% | $2247000.00        | $2225372.62        | Corporate Debt Securities                         |
| NASDAQ INC                     CR SEN GLBL NT63    | 2063-06-28      | 6.1000%  | 0.0000% | $459000.00         | $494571.99         | Corporate Debt Securities                         |
| GALLAGHER ARTHUR J & CO        SR GLBL NT3.5%51    | 2051-05-20      | 3.5000%  | 0.0000% | $4312000.00        | $3125634.65        | Corporate Debt Securities                         |
| NEXTERA ENERGY CAP HLDGS INC   JR SB GLBL -Q 54    | 2054-09-01      | 6.7000%  | 0.0000% | $3738000.00        | $3889079.58        | Corporate Debt Securities                         |
| NORFOLK SOUTHN CORP            SR GLBL NT2.9%26    | 2026-06-15      | 2.9000%  | 0.0000% | $2000.00           | $1998.82           | Corporate Debt Securities                         |
| NORFOLK SOUTHN CORP            SR GLBL NT2.9%26    | 2026-06-15      | 2.9000%  | 0.0000% | $403000.00         | $402761.56         | Corporate Debt Securities                         |
| NORTHROP GRUMMAN CORP          SR GLBL NT4.7%33    | 2033-03-15      | 4.7000%  | 0.0000% | $2000.00           | $2021.26           | Corporate Debt Securities                         |
| NORTHROP GRUMMAN CORP          SR GLBL NT4.7%33    | 2033-03-15      | 4.7000%  | 0.0000% | $429000.00         | $433559.55         | Corporate Debt Securities                         |
| NEXTERA ENERGY CAP HLDGS INC   SR GLBL DB5.9%55    | 2055-03-15      | 5.9000%  | 0.0000% | $35000.00          | $36297.74          | Corporate Debt Securities                         |
| NEXTERA ENERGY CAP HLDGS INC   GLBL -58 DEB 27     | 2027-01-15      | 1.8750%  | 0.0000% | $96000.00          | $93704.28          | Corporate Debt Securities                         |
| LOWES COS INC                  SR GLBL NT4.5%30    | 2030-04-15      | 4.5000%  | 0.0000% | $2928000.00        | $3026571.12        | Corporate Debt Securities                         |
| OHIO EDISON CO                 SR 144A NT5.5%33    | 2033-01-15      | 5.5000%  | 0.0000% | $301000.00         | $316582.27         | Corporate Debt Securities                         |
| ORACLE CORP                    SR GLBL NT4.1%61    | 2061-03-25      | 4.1000%  | 0.0000% | $2033000.00        | $1472114.50        | Corporate Debt Securities                         |
| OMNICOM GROUP INC              SR GLBL NT2.6%31    | 2031-08-01      | 2.6000%  | 0.0000% | $3000.00           | $2716.56           | Corporate Debt Securities                         |
| SOUTHERN PWR CO                SR GLBL 2025B 35    | 2035-10-01      | 4.9000%  | 0.0000% | $3999000.00        | $3956319.56        | Corporate Debt Securities                         |
| OBX TRUST 2025-NQM15           A-1    20650725 5.1 | 2065-07-25      | 5.1430%  | 0.0000% | $9000000.00        | $8963926.30        | Private Label Collateralized Mortgage Obligations |
| OHIO PWR CO                    SR GLBL -R NT 51    | 2051-10-01      | 2.9000%  | 0.0000% | $24000.00          | $15365.03          | Corporate Debt Securities                         |
| LOWES COS INC                  SR GLBL NT 32       | 2032-04-01      | 3.7500%  | 0.0000% | $6000.00           | $5855.37           | Corporate Debt Securities                         |
| PECO ENERGY CAP TR III         JR SB PFD TR 28     | 2028-04-06      | 7.3800%  | 0.0000% | $400000.00         | $434888.00         | Corporate Debt Securities                         |
| OHIO PWR CO                    SR GLBL -R NT 51    | 2051-10-01      | 2.9000%  | 0.0000% | $50000.00          | $32010.47          | Corporate Debt Securities                         |
| LOWES COS INC                  SR GLBL NT 3%50     | 2050-10-15      | 3.0000%  | 0.0000% | $30000.00          | $19895.70          | Corporate Debt Securities                         |
| PECO ENERGY CAP TR III         JR SB PFD TR 28     | 2028-04-06      | 7.3800%  | 0.0000% | $1400000.00        | $1522108.00        | Corporate Debt Securities                         |
| PECO ENERGY CAP TR III         JR SB PFD TR 28     | 2028-04-06      | 7.3800%  | 0.0000% | $1735000.00        | $1886326.70        | Corporate Debt Securities                         |
| STANDARD CHARTERED PLC         SR GLBL 144A 32     | 2032-06-29      | 2.6780%  | 0.0000% | $228000.00         | $205610.26         | Corporate Debt Securities                         |
| PNC FINL SVCS GROUP INC        PERP SUB GLBL -V    | 2500-12-31      | 6.2000%  | 0.0000% | $29395000.00       | $29905983.07       | Corporate Debt Securities                         |
| ORACLE CORP                    SR GLBL NT4.8%28    | 2028-08-03      | 4.8000%  | 0.0000% | $5696000.00        | $5830311.68        | Corporate Debt Securities                         |
| LOWES COS INC                  SR GLBL NT 31       | 2031-04-01      | 2.6250%  | 0.0000% | $2000.00           | $1850.74           | Corporate Debt Securities                         |
| HIGH STR FDG TR III            SR 144A NT 55       | 2055-02-15      | 5.8070%  | 0.0000% | $100000.00         | $101045.88         | Corporate Debt Securities                         |
| HALLIBURTON CO                 SR GLBL NT 30       | 2030-03-01      | 2.9200%  | 0.0000% | $4569000.00        | $4307891.80        | Corporate Debt Securities                         |
| LLOYDS BANKING GROUP PLC       SUB GLBL COCO 45    | 2045-12-01      | 5.3000%  | 0.0000% | $885000.00         | $862600.16         | Corporate Debt Securities                         |
| LLOYDS BANKING GROUP PLC       SUB GLBL NT 48      | 2048-01-09      | 4.3440%  | 0.0000% | $3750000.00        | $3122115.00        | Corporate Debt Securities                         |
| HIGH STR FDG TR III            SR 144A NT 55       | 2055-02-15      | 5.8070%  | 0.0000% | $1300000.00        | $1313596.37        | Corporate Debt Securities                         |
| LOWES COS INC                  SR GLBL NT 47       | 2047-05-03      | 4.0500%  | 0.0000% | $114000.00         | $94053.13          | Corporate Debt Securities                         |
| LOWES COS INC                  SR GLBL NT 47       | 2047-05-03      | 4.0500%  | 0.0000% | $1006000.00        | $829977.66         | Corporate Debt Securities                         |
| LOWES COS INC                  SR GLBL NT 29       | 2029-04-05      | 3.6500%  | 0.0000% | $3000.00           | $3001.45           | Corporate Debt Securities                         |
| LOWES COS INC                  SR GLBL NT 29       | 2029-04-05      | 3.6500%  | 0.0000% | $6000.00           | $6002.90           | Corporate Debt Securities                         |
| LOWES COS INC                  SR GLBL NT3.7%46    | 2046-04-15      | 3.7000%  | 0.0000% | $100000.00         | $78763.83          | Corporate Debt Securities                         |
| GS MTG SECS TR 2017-GS7        E      20500812 3.0 | 2050-08-12      | 3.0000%  | 0.0000% | $6995000.00        | $5596081.61        | Private Label Collateralized Mortgage Obligations |
| GE HEALTHCARE TECHNOLOGIES INC SR GLBL NT4.8%31    | 2031-01-15      | 4.8000%  | 0.0000% | $12894000.00       | $13305318.60       | Corporate Debt Securities                         |
| WOODSIDE FIN LTD               SR GLBL NT5.7%32    | 2032-05-19      | 5.7000%  | 0.0000% | $498000.00         | $527940.59         | Corporate Debt Securities                         |
| XCEL ENERGY INC                GLBL NT 5.5%34      | 2034-03-15      | 5.5000%  | 0.0000% | $5392000.00        | $5578518.27        | Corporate Debt Securities                         |
| VIRGINIA ELEC & PWR CO         SR -D NT 4.65%43    | 2043-08-15      | 4.6500%  | 0.0000% | $1957000.00        | $1788644.18        | Corporate Debt Securities                         |
| WESTERN ALLIANCE BANCORP       LW TIER II 31       | 2031-06-15      | 3.0000%  | 0.0000% | $13930000.00       | $13666026.50       | Corporate Debt Securities                         |
| PUBLIC SVC CO OKLA             SR GLBL -M NT 35    | 2035-01-15      | 5.2000%  | 0.0000% | $42000.00          | $43017.80          | Corporate Debt Securities                         |
| RELIANCE INC                   SR GLBL NT 30       | 2030-08-15      | 2.1500%  | 0.0000% | $80000.00          | $72048.60          | Corporate Debt Securities                         |
| STANDARD CHARTERED BK          SB GLBL 7 144A31    | 2031-05-30      | 8.0000%  | 0.0000% | $781000.00         | $913712.73         | Corporate Debt Securities                         |
| KEYBANK NATIONAL ASSOCIATION   SUB NT 4.9%32       | 2032-08-08      | 4.9000%  | 0.0000% | $391000.00         | $391292.38         | Corporate Debt Securities                         |
| NIAGARA MOHAWK PWR CORP        SR REGS NT 30       | 2030-10-03      | 4.6470%  | 0.0000% | $350000.00         | $355414.59         | Corporate Debt Securities                         |
| STANDARD CHARTERED PLC         SR GLBL 144A 36     | 2036-08-12      | 5.4000%  | 0.0000% | $4441000.00        | $4544075.61        | Corporate Debt Securities                         |
| STARBUCKS CORP                 SR GLBL NT4.9%31    | 2031-02-15      | 4.9000%  | 0.0000% | $100000.00         | $103477.50         | Corporate Debt Securities                         |
| POSCO HOLDINGS INC             REGS NT 5.75%35     | 2035-05-07      | 5.7500%  | 0.0000% | $568000.00         | $608350.88         | Corporate Debt Securities                         |
| PROSUS N V                     SR GLBL REGS 52     | 2052-01-19      | 4.9870%  | 0.0000% | $2000000.00        | $1638610.94        | Corporate Debt Securities                         |
| PROSUS N V                     SR GLBL REGS 52     | 2052-01-19      | 4.9870%  | 0.0000% | $4000000.00        | $3277221.89        | Corporate Debt Securities                         |
| VOLKSWAGEN GROUP AMER FIN LLC  SR GLBL REGS 27     | 2027-11-24      | 1.6250%  | 0.0000% | $709000.00         | $673690.03         | Corporate Debt Securities                         |
| ARIZONA PUB SVC CO             SR GLBL NT 33       | 2033-08-01      | 5.5500%  | 0.0000% | $225000.00         | $237709.31         | Corporate Debt Securities                         |
| BARCLAYS PLC                   SR GLBL NT 45       | 2045-08-17      | 5.2500%  | 0.0000% | $3888000.00        | $3770157.96        | Corporate Debt Securities                         |
| ARES MANAGEMENT CORPORATION    GLBL NT 5.6%54      | 2054-10-11      | 5.6000%  | 0.0000% | $400000.00         | $398651.56         | Corporate Debt Securities                         |
| EQUITABLE HLDGS INC            SR GLBL NT 5%48     | 2048-04-20      | 5.0000%  | 0.0000% | $350000.00         | $330393.78         | Corporate Debt Securities                         |
| ASSURANT INC                   SR GLBL NT 36       | 2036-02-15      | 5.5500%  | 0.0000% | $5400000.00        | $5508459.00        | Corporate Debt Securities                         |
| ARIZONA PUB SVC CO             SR GLBL NT 50       | 2050-05-15      | 3.3500%  | 0.0000% | $212000.00         | $152534.53         | Corporate Debt Securities                         |
| BARCLAYS PLC                   SR GLBL NT 45       | 2045-08-17      | 5.2500%  | 0.0000% | $745000.00         | $722419.67         | Corporate Debt Securities                         |
| BARCLAYS PLC                   SR GLBL NT 45       | 2045-08-17      | 5.2500%  | 0.0000% | $3027000.00        | $2935254.15        | Corporate Debt Securities                         |
| BFLD TRUST 2020-EYP            A      20351015 FLT | 2035-10-15      | 5.4155%  | 0.0000% | $12000000.00       | $9305715.00        | Private Label Collateralized Mortgage Obligations |
| BAT CAPITAL CORP               GLBL NT 4.906%30    | 2030-04-02      | 4.9060%  | 0.0000% | $24000.00          | $25038.90          | Corporate Debt Securities                         |
| AXIS SPECIALTY FINANCE LLC     JR SB GLBL NT 40    | 2040-01-15      | 4.9000%  | 0.0000% | $2315000.00        | $2274344.74        | Corporate Debt Securities                         |
| BANK MONTREAL MEDIUM           SUB COCO 32         | 2032-12-15      | 3.8030%  | 0.0000% | $357000.00         | $354519.59         | Corporate Debt Securities                         |
| BANK MONTREAL MEDIUM           SUB COCO 32         | 2032-12-15      | 3.8030%  | 0.0000% | $2308000.00        | $2291964.21        | Corporate Debt Securities                         |
| NEW YORK ST ELEC & GAS CORP    SR REGS NT 33       | 2033-08-15      | 5.8500%  | 0.0000% | $12000.00          | $12868.59          | Corporate Debt Securities                         |
| VOLKSWAGEN GROUP AMER FIN LLC  SR REGS NT4.6%29    | 2029-06-08      | 4.6000%  | 0.0000% | $400000.00         | $405264.44         | Corporate Debt Securities                         |
| BOSTON GAS CO                  SR GLBL REGS 29     | 2029-08-01      | 3.0010%  | 0.0000% | $552000.00         | $529885.94         | Corporate Debt Securities                         |
| RWE FINANCE US LLC             SR REGS NT 54       | 2054-04-16      | 6.2500%  | 0.0000% | $3000000.00        | $3211476.67        | Corporate Debt Securities                         |
| CANADIAN PAC RY CO NEW         SR GLBL NT 37       | 2037-05-15      | 5.9500%  | 0.0000% | $1287000.00        | $1409396.92        | Corporate Debt Securities                         |
| CONSTELLATION SOFTWARE INC     SR 144A NT 34       | 2034-02-16      | 5.4610%  | 0.0000% | $5269000.00        | $5452121.75        | Corporate Debt Securities                         |
| CRH SMW FIN DESIGNATED ACTIVIT SR GLBL NT5.2%29    | 2029-05-21      | 5.2000%  | 0.0000% | $1078000.00        | $1132496.49        | Corporate Debt Securities                         |
| BAT CAPITAL CORP               GLBL NT 6%34        | 2034-02-20      | 6.0000%  | 0.0000% | $1907000.00        | $2050571.67        | Corporate Debt Securities                         |
| BAT CAPITAL CORP               GLBL NT 6%34        | 2034-02-20      | 6.0000%  | 0.0000% | $2095000.00        | $2252725.57        | Corporate Debt Securities                         |
| BAT CAPITAL CORP               4.39%37             | 2037-08-15      | 4.3900%  | 0.0000% | $516000.00         | $476488.59         | Corporate Debt Securities                         |
| EQUITABLE HLDGS INC            SR 144A NT 29       | 2029-02-15      | 4.5720%  | 0.0000% | $2000000.00        | $2022190.00        | Corporate Debt Securities                         |
| BANCO SANTANDER S.A.           SNR NPF GLBL 26     | 2026-03-25      | 1.8490%  | 0.0000% | $2400000.00        | $2372392.33        | Corporate Debt Securities                         |
| BANCO SANTANDER S.A.           LW TIER II GLBL     | 2030-12-03      | 2.7490%  | 0.0000% | $1800000.00        | $1649275.65        | Corporate Debt Securities                         |
| BAT CAPITAL CORP               SR GLBL NT 47       | 2047-08-15      | 4.5400%  | 0.0000% | $350000.00         | $296269.75         | Corporate Debt Securities                         |
| DOMINION ENERGY INC            SR GLBL -B NT 52    | 2052-08-15      | 4.8500%  | 0.0000% | $3528000.00        | $3095299.62        | Corporate Debt Securities                         |
| DOMINION ENERGY GAS HLDGS LLC  SR GLBL B NT3%29    | 2029-11-15      | 3.0000%  | 0.0000% | $31000.00          | $29472.63          | Corporate Debt Securities                         |
| DEUTSCHE BK AG N Y             SNR NPF GLBL D31    | 2031-08-04      | 5.5922%  | 0.0000% | $7199000.00        | $7265427.03        | Corporate Debt Securities                         |
| DOMINION ENERGY GAS HLDGS LLC  SR GLBL B NT3%29    | 2029-11-15      | 3.0000%  | 0.0000% | $8000.00           | $7605.84           | Corporate Debt Securities                         |
| DICKS SPORTING GOODS INC       GLBL NT 4.1%52      | 2052-01-15      | 4.1000%  | 0.0000% | $1195000.00        | $903625.14         | Corporate Debt Securities                         |
| DICKS SPORTING GOODS INC       GLBL NT 4.1%52      | 2052-01-15      | 4.1000%  | 0.0000% | $704000.00         | $532344.85         | Corporate Debt Securities                         |
| EQUINIX INC                    SR GLBL NT3.4%52    | 2052-02-15      | 3.4000%  | 0.0000% | $100000.00         | $70720.00          | Corporate Debt Securities                         |
| CITIGROUP INC                  JR SB GLBL NT 28    | 2028-07-25      | 4.1250%  | 0.0000% | $507000.00         | $510106.85         | Corporate Debt Securities                         |
| D R HORTON INC                 SR GLBL NT 30       | 2030-10-15      | 4.8500%  | 0.0000% | $1037000.00        | $1078256.76        | Corporate Debt Securities                         |
| CADENCE DESIGN SYSTEM INC      SR GLBL NT4.3%29    | 2029-09-10      | 4.3000%  | 0.0000% | $66000.00          | $66558.29          | Corporate Debt Securities                         |
| CITIGROUP INC                  JR SB GLBL NT 28    | 2028-07-25      | 4.1250%  | 0.0000% | $3000.00           | $3018.38           | Corporate Debt Securities                         |
| CENTERPOINT ENERGY RES CORP    SR GLBL NT 30       | 2030-10-01      | 1.7500%  | 0.0000% | $99000.00          | $88463.57          | Corporate Debt Securities                         |
| REGENERON PHARMACEUTICALS      SR GLBL NT 30       | 2030-09-15      | 1.7500%  | 0.0000% | $231000.00         | $203732.57         | Corporate Debt Securities                         |
| AMERICAN INTL GROUP INC        SR GLBL NT 33       | 2033-03-27      | 5.1250%  | 0.0000% | $47000.00          | $48409.86          | Corporate Debt Securities                         |
| ALTRIA GROUP INC               SR GLBL NT3.7%51    | 2051-02-04      | 3.7000%  | 0.0000% | $2753000.00        | $2008631.63        | Corporate Debt Securities                         |
| ALEXANDRIA REAL ESTATE EQ INC  SR GLBL NT 31       | 2031-08-15      | 3.3750%  | 0.0000% | $740000.00         | $694629.68         | Corporate Debt Securities                         |
| ALIMENTATION COUCHE-TARD INC   SR 144A NT 35       | 2035-09-29      | 5.0770%  | 0.0000% | $171000.00         | $171075.42         | Corporate Debt Securities                         |
| ALIMENTATION COUCHE-TARD INC   SR GLBL 144A 27     | 2027-07-26      | 3.5500%  | 0.0000% | $4876000.00        | $4858012.98        | Corporate Debt Securities                         |
| SABAL TRAIL TRANSMISSION LLC   SR GLBL 144A 48     | 2048-05-01      | 4.8320%  | 0.0000% | $490000.00         | $436731.66         | Corporate Debt Securities                         |
| WASTE CONNECTIONS INC          SR GLBL NT3.2%32    | 2032-06-01      | 3.2000%  | 0.0000% | $4000.00           | $3755.27           | Corporate Debt Securities                         |
| WISCONSIN PWR & LT CO          SR GLBL DEB 34      | 2034-03-30      | 5.3750%  | 0.0000% | $695000.00         | $721208.45         | Corporate Debt Securities                         |
| WELLS FARGO COML 2025-B33RP    A      20420815 FLT | 2042-08-15      | 5.5002%  | 0.0000% | $9955000.00        | $9977764.43        | Private Label Collateralized Mortgage Obligations |
| MOLSON COORS BEVERAGE CO       SR GLBL NT4.2%46    | 2046-07-15      | 4.2000%  | 0.0000% | $10654000.00       | $8798712.44        | Corporate Debt Securities                         |
| NOMURA HLDGS INC               SR GLBL NT 30       | 2030-07-16      | 2.6790%  | 0.0000% | $488000.00         | $451339.89         | Corporate Debt Securities                         |
| SOLVAY FIN AMER LLC            SR GLBL 144A 34     | 2034-06-04      | 5.8500%  | 0.0000% | $1200000.00        | $1278984.00        | Corporate Debt Securities                         |
| SOUTHERN CO                    JR SB GLBL 27       | 2027-08-01      | 5.1130%  | 0.0000% | $1000.00           | $1037.74           | Corporate Debt Securities                         |
| NEWMONT CORP                   SR GLBL NT 44       | 2044-06-09      | 5.4500%  | 0.0000% | $1035000.00        | $1061562.41        | Corporate Debt Securities                         |
| PACIFIC GAS & ELEC CO          1M GLBL BD3.5%50    | 2050-08-01      | 3.5000%  | 0.0000% | $100000.00         | $69132.61          | Corporate Debt Securities                         |
| SOUTHERN CO                    JR SB GLBL 27       | 2027-08-01      | 5.1130%  | 0.0000% | $396000.00         | $410945.89         | Corporate Debt Securities                         |
| SOUTHERN CO GAS CAP            SR GLBL 2020A 31    | 2031-01-15      | 1.7500%  | 0.0000% | $306000.00         | $268734.04         | Corporate Debt Securities                         |
| SOUTHERN CO GAS CAP            GLBL 2022A NT 32    | 2032-09-15      | 5.1500%  | 0.0000% | $100000.00         | $102883.58         | Corporate Debt Securities                         |
| STATE STR CORP                 PERP GLBL -I NT     | 2500-12-31      | 6.7000%  | 0.0000% | $7125000.00        | $7438511.88        | Corporate Debt Securities                         |
| STATE STR CORP                 PERP GLBL -I NT     | 2500-12-31      | 6.7000%  | 0.0000% | $8758000.00        | $9143366.60        | Corporate Debt Securities                         |
| STATE STR CORP                 PERP GLBL -K NT     | 2500-12-31      | 6.4500%  | 0.0000% | $1421000.00        | $1471697.73        | Corporate Debt Securities                         |
| STATE STR CORP                 PERP GLBL -I NT     | 2500-12-31      | 6.7000%  | 0.0000% | $6000.00           | $6264.01           | Corporate Debt Securities                         |
| STATE STR CORP                 PERP GLBL -I NT     | 2500-12-31      | 6.7000%  | 0.0000% | $6997000.00        | $7304879.66        | Corporate Debt Securities                         |
| NEXTERA ENERGY CAP HLDGS INC   JR SB GLBL -C 67    | 2067-06-15      | 6.4244%  | 0.0000% | $999000.00         | $941903.99         | Corporate Debt Securities                         |
| DTE ENERGY CO                  SR GLBL -D NT 34    | 2034-06-01      | 5.8500%  | 0.0000% | $11511000.00       | $12462355.37       | Corporate Debt Securities                         |
| CITIZENS FINL GROUP INC        SR GLBL NT 32       | 2032-07-23      | 5.7180%  | 0.0000% | $1522000.00        | $1603855.95        | Corporate Debt Securities                         |
| DEUTSCHE TELEKOM INTL FIN B V  CR SEN SR GLBL32    | 2032-06-01      | 9.2500%  | 0.0000% | $29000.00          | $37310.72          | Corporate Debt Securities                         |
| DEUTSCHE TELEKOM INTL FIN B V  CR SEN SR GLBL32    | 2032-06-01      | 9.2500%  | 0.0000% | $94000.00          | $120938.18         | Corporate Debt Securities                         |
| DELL INTL LLC/EMC CORP         SR GLBL NT5.5%35    | 2035-04-01      | 5.5000%  | 0.0000% | $6581000.00        | $6988608.86        | Corporate Debt Securities                         |
| DEUTSCHE TELEKOM INTL FIN B V  CR SEN SR GLBL30    | 2030-06-15      | 8.7500%  | 0.0000% | $704000.00         | $847623.63         | Corporate Debt Securities                         |
| COX COMMUNICATIONS INC NEW     SR 144A NT 54       | 2054-09-01      | 5.9500%  | 0.0000% | $6909000.00        | $6466983.29        | Corporate Debt Securities                         |
| COLUMBIA PIPELINE GROUP INC    SR GLBL NT5.8%45    | 2045-06-01      | 5.8000%  | 0.0000% | $79000.00          | $80375.57          | Corporate Debt Securities                         |
| CORNING INC                    SR GLBL NT 79       | 2079-11-15      | 5.4500%  | 0.0000% | $3005000.00        | $2890471.94        | Corporate Debt Securities                         |
| CITIGRP COML MTG TR 2016-P3    G      20490416 FLT | 2049-04-16      | 5.0705%  | 0.0000% | $15553859.00       | $9452436.30        | Private Label Collateralized Mortgage Obligations |
| CORNING INC                    SR GLBL NT 79       | 2079-11-15      | 5.4500%  | 0.0000% | $2000.00           | $1923.78           | Corporate Debt Securities                         |
| CORNING INC                    SR GLBL NT 79       | 2079-11-15      | 5.4500%  | 0.0000% | $454000.00         | $436696.92         | Corporate Debt Securities                         |
| ESSENTIAL UTILS INC            SR GLBL NT 35       | 2035-08-15      | 5.2500%  | 0.0000% | $14887000.00       | $15081411.82       | Corporate Debt Securities                         |
| COLUMBIA PIPELINE GROUP INC    SR GLBL NT5.8%45    | 2045-06-01      | 5.8000%  | 0.0000% | $2000.00           | $2034.82           | Corporate Debt Securities                         |
| EBAY INC.                      SR GLBL NT2.7%30    | 2030-03-11      | 2.7000%  | 0.0000% | $372000.00         | $348223.62         | Corporate Debt Securities                         |
| COOPERATIEVE RABOBANK U.A.     LW TIER II NT 43    | 2043-12-01      | 5.7500%  | 0.0000% | $383000.00         | $399195.90         | Corporate Debt Securities                         |
| CSX CORP                       SR GLBL NT2.4%30    | 2030-02-15      | 2.4000%  | 0.0000% | $27000.00          | $25214.49          | Corporate Debt Securities                         |
| AMGEN INC                      SR GLBL NT 53       | 2053-09-01      | 2.7700%  | 0.0000% | $50000.00          | $30633.57          | Corporate Debt Securities                         |
| AMERICA MOVIL SAB DE CV        SR NT6.375%35       | 2035-03-01      | 6.3750%  | 0.0000% | $3598000.00        | $3983257.35        | Corporate Debt Securities                         |
| APPALACHIAN PWR CO             SR GLBL -Z NT 50    | 2050-05-01      | 3.7000%  | 0.0000% | $301000.00         | $224270.25         | Corporate Debt Securities                         |
| BROADCOM INC                   SR GLBL NT 5%30     | 2030-04-15      | 5.0000%  | 0.0000% | $53000.00          | $55824.72          | Corporate Debt Securities                         |
| CSMC 2022-NQM5 TR              B-1    20670525 FLT | 2067-05-25      | 5.1690%  | 0.0000% | $15161750.00       | $14041871.56       | Private Label Collateralized Mortgage Obligations |
| THE CIGNA GROUP                SR GLBL NT2.4%30    | 2030-03-15      | 2.4000%  | 0.0000% | $34000.00          | $31416.00          | Corporate Debt Securities                         |
| BROADCOM INC                   SR GLBL NT4.2%30    | 2030-10-15      | 4.2000%  | 0.0000% | $4395000.00        | $4387118.30        | Corporate Debt Securities                         |
| BROADCOM INC                   SR GLBL NT 29       | 2029-04-15      | 4.7500%  | 0.0000% | $65000.00          | $67737.20          | Corporate Debt Securities                         |
| BROADCOM INC                   GLBL NT 4.55%32     | 2032-02-15      | 4.5500%  | 0.0000% | $30000.00          | $30336.22          | Corporate Debt Securities                         |
| BROADCOM INC                   GLBL NT 4.55%32     | 2032-02-15      | 4.5500%  | 0.0000% | $68000.00          | $68762.11          | Corporate Debt Securities                         |
| BROADCOM INC                   SR GLBL 144A 41     | 2041-02-15      | 3.5000%  | 0.0000% | $15000.00          | $12420.98          | Corporate Debt Securities                         |
| BROADCOM INC                   SR GLBL 144A 41     | 2041-02-15      | 3.5000%  | 0.0000% | $274000.00         | $226889.81         | Corporate Debt Securities                         |
| BUNGE LTD FIN CORP             GLBL NT 4.2%29      | 2029-09-17      | 4.2000%  | 0.0000% | $372000.00         | $371150.60         | Corporate Debt Securities                         |
| BROADCOM INC                   SR GLBL NT4.9%32    | 2032-07-15      | 4.9000%  | 0.0000% | $9000.00           | $9300.72           | Corporate Debt Securities                         |
| THE CIGNA GROUP                SR GLBL NT 31       | 2031-05-15      | 5.1250%  | 0.0000% | $38000.00          | $40081.59          | Corporate Debt Securities                         |
| BROADRIDGE FINL SOLUTIONS INC  SR GLBL NT2.6%31    | 2031-05-01      | 2.6000%  | 0.0000% | $6657000.00        | $6088100.18        | Corporate Debt Securities                         |
| BROADCOM INC                   SR GLBL 144A 36     | 2036-11-15      | 3.1870%  | 0.0000% | $85000.00          | $73554.86          | Corporate Debt Securities                         |
| BROADCOM INC                   GLBL NT 4.8%34      | 2034-10-15      | 4.8000%  | 0.0000% | $73000.00          | $75092.18          | Corporate Debt Securities                         |
| ORACLE CORP                    SR GLBL NT 60       | 2060-04-01      | 3.8500%  | 0.0000% | $328000.00         | $233389.40         | Corporate Debt Securities                         |
| MPLX LP                        SR GLBL NT5.4%35    | 2035-09-15      | 5.4000%  | 0.0000% | $6349000.00        | $6423283.30        | Corporate Debt Securities                         |
| T MOBILE USA INC               SR GLBL NT 32       | 2032-05-15      | 5.1250%  | 0.0000% | $18892000.00       | $19808049.46       | Corporate Debt Securities                         |
| SANTANDER UK GROUP HOLDINGS    SR GLBL COCO 27     | 2027-06-14      | 1.6730%  | 0.0000% | $8203000.00        | $8090422.49        | Corporate Debt Securities                         |
| PACIFIC GAS & ELEC CO          1M GLBL BD5.9%54    | 2054-10-01      | 5.9000%  | 0.0000% | $3025000.00        | $3050882.24        | Corporate Debt Securities                         |
| VALE OVERSEAS LTD              SR NT 6.875%39      | 2039-11-10      | 6.8750%  | 0.0000% | $436000.00         | $502405.46         | Corporate Debt Securities                         |
| ORACLE CORP                    SR GLBL NT4.9%33    | 2033-02-06      | 4.9000%  | 0.0000% | $4421000.00        | $4495272.80        | Corporate Debt Securities                         |
| VALE OVERSEAS LTD              SR NT 6.875%39      | 2039-11-10      | 6.8750%  | 0.0000% | $464000.00         | $534670.04         | Corporate Debt Securities                         |
| WEBSTER FINL CORP              SUB GLBL NT 35      | 2035-09-11      | 5.7840%  | 0.0000% | $15147000.00       | $15179909.38       | Corporate Debt Securities                         |
| WP CAREY INC                   SR GLBL NT2.4%31    | 2031-02-01      | 2.4000%  | 0.0000% | $360000.00         | $323590.80         | Corporate Debt Securities                         |
| ZIONS BANCORPORATION NATL ASSN SUB NT 3.25%29      | 2029-10-29      | 3.2500%  | 0.0000% | $500000.00         | $477005.97         | Corporate Debt Securities                         |
| WISCONSIN PWR & LT CO          SR GLBL DEB 33      | 2033-04-01      | 4.9500%  | 0.0000% | $388000.00         | $402741.09         | Corporate Debt Securities                         |
| WASTE CONNECTIONS INC          4.25%28             | 2028-12-01      | 4.2500%  | 0.0000% | $13000.00          | $13258.42          | Corporate Debt Securities                         |
| INTEL CORP                     SR GLBL NT 62       | 2062-08-05      | 5.0500%  | 0.0000% | $5967000.00        | $5209640.18        | Corporate Debt Securities                         |
| INTEL CORP                     SR GLBL NT 62       | 2062-08-05      | 5.0500%  | 0.0000% | $7764000.00        | $6778556.46        | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        SUB NT 5.15%45      | 2045-05-22      | 5.1500%  | 0.0000% | $7869000.00        | $7568412.94        | Corporate Debt Securities                         |
| INGREDION INC                  SR GLBL NT3.2%26    | 2026-10-01      | 3.2000%  | 0.0000% | $10000000.00       | $10048511.11       | Corporate Debt Securities                         |
| INTEL CORP                     SR GLBL NT 29       | 2029-11-15      | 2.4500%  | 0.0000% | $9284000.00        | $8723965.91        | Corporate Debt Securities                         |
| HALLIBURTON CO                 SR GLBL NT 43       | 2043-08-01      | 4.7500%  | 0.0000% | $157000.00         | $142096.73         | Corporate Debt Securities                         |
| HUNTINGTON BANCSHARES INC      GLBL NT 5.709%35    | 2035-02-02      | 5.7090%  | 0.0000% | $877000.00         | $922444.24         | Corporate Debt Securities                         |
| HUMANA INC                     SR GLBL NT 6%55     | 2055-05-01      | 6.0000%  | 0.0000% | $3868000.00        | $3967665.47        | Corporate Debt Securities                         |
| NORFOLK SOUTHN CORP            GLBL NT 3.155%55    | 2055-05-15      | 3.1550%  | 0.0000% | $676000.00         | $458058.45         | Corporate Debt Securities                         |
| QUEST DIAGNOSTICS INC          SR GLBL NT2.8%31    | 2031-06-30      | 2.8000%  | 0.0000% | $1004000.00        | $930376.68         | Corporate Debt Securities                         |
| QUEST DIAGNOSTICS INC          SR GLBL NT 5%34     | 2034-12-15      | 5.0000%  | 0.0000% | $129000.00         | $132495.04         | Corporate Debt Securities                         |
| QUEST DIAGNOSTICS INC          SR GLBL NT 5%34     | 2034-12-15      | 5.0000%  | 0.0000% | $1299000.00        | $1334194.24        | Corporate Debt Securities                         |
| LOWES COS INC                  SR GLBL NT1.7%30    | 2030-10-15      | 1.7000%  | 0.0000% | $1113000.00        | $989247.39         | Corporate Debt Securities                         |
| LOWES COS INC                  SR GLBL NT 62       | 2062-04-01      | 4.4500%  | 0.0000% | $50000.00          | $41228.32          | Corporate Debt Securities                         |
| MS BOFAML TRUST 2014-C16       D      20470617 FLT | 2047-06-17      | 4.7318%  | 0.0000% | $11500000.00       | $9040230.25        | Private Label Collateralized Mortgage Obligations |
| METLIFE INC                    JR SB GLBL DB 55    | 2055-03-15      | 6.3500%  | 0.0000% | $1420000.00        | $1517278.28        | Corporate Debt Securities                         |
| PRUDENTIAL FINL INC            JR SB GLBL NT 50    | 2050-10-01      | 3.7000%  | 0.0000% | $21000.00          | $20044.02          | Corporate Debt Securities                         |
| LOWES COS INC                  SR GLBL NT 33       | 2033-07-01      | 5.1500%  | 0.0000% | $29000.00          | $30361.32          | Corporate Debt Securities                         |
| REYNOLDS AMERICAN INC          SR GLBL NT 45       | 2045-08-15      | 5.8500%  | 0.0000% | $2206000.00        | $2207152.63        | Corporate Debt Securities                         |
| USB REALTY CORP                -A 6.091%           | 2500-12-31      | 5.7262%  | 0.0000% | $6300000.00        | $5153826.01        | Corporate Debt Securities                         |
| ROPER TECHNOLOGIES INC         SR GLBL NT4.5%29    | 2029-10-15      | 4.5000%  | 0.0000% | $6590000.00        | $6786085.45        | Corporate Debt Securities                         |
| OBX TRUST 2025-NQM15           B-1    20650725 FLT | 2065-07-25      | 6.8380%  | 0.0000% | $12350807.00       | $12224845.92       | Private Label Collateralized Mortgage Obligations |
| SAMMONS FINANCIAL GROUP INC    SR GLBL 144A 27     | 2027-05-12      | 4.4500%  | 0.0000% | $569000.00         | $578114.43         | Corporate Debt Securities                         |
| ONEOK INC NEW                  SR GLBL NT 55       | 2055-10-15      | 6.2500%  | 0.0000% | $2833000.00        | $2919132.64        | Corporate Debt Securities                         |
| INTERSTATE PWR & LT CO         SR GLBL DEB 54      | 2054-09-30      | 5.4500%  | 0.0000% | $369000.00         | $357944.76         | Corporate Debt Securities                         |
| INTEL CORP                     SR GLBL NT5.7%53    | 2053-02-10      | 5.7000%  | 0.0000% | $43540000.00       | $42756134.88       | Corporate Debt Securities                         |
| ORACLE CORP                    SR GLBL NT 30       | 2030-09-26      | 4.4500%  | 0.0000% | $13223000.00       | $13225835.59       | Corporate Debt Securities                         |
| JOHNSON CTLS INTL PLC/ TYCO    GLBL NT 5.5%29      | 2029-04-19      | 5.5000%  | 0.0000% | $167000.00         | $177991.48         | Corporate Debt Securities                         |
| JOHNSON CTLS INTL PLC/ TYCO    GLBL NT 5.5%29      | 2029-04-19      | 5.5000%  | 0.0000% | $1331000.00        | $1418602.72        | Corporate Debt Securities                         |
| HARTFORD INSURANCE GROUP INC   SR GLBL NT2.8%29    | 2029-08-19      | 2.8000%  | 0.0000% | $700000.00         | $664628.22         | Corporate Debt Securities                         |
| HEALTHPEAK OP LLC              SR GLBL NT3.5%29    | 2029-07-15      | 3.5000%  | 0.0000% | $42000.00          | $41024.41          | Corporate Debt Securities                         |
| HSBC HLDGS PLC                 SUB GLBL COCO 37    | 2037-09-15      | 6.5000%  | 0.0000% | $3003000.00        | $3243625.38        | Corporate Debt Securities                         |
| GSK CONSU HEAL CAP US LLC      GLBL NT 3.375%27    | 2027-03-24      | 3.3750%  | 0.0000% | $390000.00         | $386069.78         | Corporate Debt Securities                         |
| NATWEST GROUP PLC              LW TIER II 34       | 2034-06-01      | 6.4750%  | 0.0000% | $691000.00         | $741479.95         | Corporate Debt Securities                         |
| HEALTHPEAK OP LLC              SR GLBL NT 35       | 2035-02-15      | 5.3750%  | 0.0000% | $6000.00           | $6174.35           | Corporate Debt Securities                         |
| BANK AMERICA CORP              SUB BD    6.8%28    | 2028-03-15      | 6.8000%  | 0.0000% | $3000.00           | $3187.72           | Corporate Debt Securities                         |
| JOHNSON CTLS INTL PLC/ TYCO    GLBL NT 4.9%32      | 2032-12-01      | 4.9000%  | 0.0000% | $2137000.00        | $2214032.91        | Corporate Debt Securities                         |
| RTX CORPORATION                GLBL NT 3.03%52     | 2052-03-15      | 3.0300%  | 0.0000% | $30000.00          | $19874.78          | Corporate Debt Securities                         |
| REYNOLDS AMERICAN INC          SR GLBL NT 43       | 2043-09-15      | 6.1500%  | 0.0000% | $770000.00         | $794772.82         | Corporate Debt Securities                         |
| REYNOLDS AMERICAN INC          SR GLBL NT 45       | 2045-08-15      | 5.8500%  | 0.0000% | $1247000.00        | $1247651.56        | Corporate Debt Securities                         |
| ROYAL BK CDA                   ALT TIER I          | 2085-11-24      | 6.5000%  | 0.0000% | $6198000.00        | $6169389.34        | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 5.942%020739     | 2039-02-07      | 5.9420%  | 0.0000% | $1490000.00        | $1576700.04        | Corporate Debt Securities                         |
| GENERAL MTRS CO                SR GLBL NT 49       | 2049-04-01      | 5.9500%  | 0.0000% | $6003000.00        | $6058135.89        | Corporate Debt Securities                         |
| NEW ENGLAND POWER CO           SR GLBL 144A 50     | 2050-10-06      | 2.8070%  | 0.0000% | $957000.00         | $615711.95         | Corporate Debt Securities                         |
| LOWES COS INC                  SR GLBL NT4.8%26    | 2026-04-01      | 4.8000%  | 0.0000% | $1182000.00        | $1213129.94        | Corporate Debt Securities                         |
| REPSOL E&P CAPITAL MARKETS US  SR 144A NT 30       | 2030-09-16      | 5.2040%  | 0.0000% | $2300000.00        | $2321950.69        | Corporate Debt Securities                         |
| ROYAL BK CDA                   ALT TIER I          | 2085-11-24      | 6.5000%  | 0.0000% | $1400000.00        | $1393537.44        | Corporate Debt Securities                         |
| FOUNDRY JV HOLDCO LLC.         SR SEC 144A NT39    | 2039-01-25      | 6.3000%  | 0.0000% | $25664000.00       | $27982100.80       | Corporate Debt Securities                         |
| FOUNDRY JV HOLDCO LLC.         SR SEC 144A NT36    | 2036-01-25      | 6.1000%  | 0.0000% | $7204000.00        | $7755998.50        | Corporate Debt Securities                         |
| FOUNDRY JV HOLDCO LLC.         SR SEC 144A NT39    | 2039-01-25      | 6.3000%  | 0.0000% | $6585000.00        | $7179790.12        | Corporate Debt Securities                         |
| FOUNDRY JV HOLDCO LLC.         SR SEC 144A NT39    | 2039-01-25      | 6.3000%  | 0.0000% | $4900000.00        | $5342592.50        | Corporate Debt Securities                         |
| FOUNDRY JV HOLDCO LLC.         SR SEC 144A NT39    | 2039-01-25      | 6.3000%  | 0.0000% | $50368000.00       | $54917489.60       | Corporate Debt Securities                         |
| INTERSTATE PWR & LT CO         SR GLBL DEB 34      | 2034-09-30      | 4.9500%  | 0.0000% | $1201000.00        | $1194874.90        | Corporate Debt Securities                         |
| INTERSTATE PWR & LT CO         4.1%28              | 2028-09-26      | 4.1000%  | 0.0000% | $1580000.00        | $1576248.38        | Corporate Debt Securities                         |
| GLENCORE FDG LLC               GLBL 144A NT 30     | 2030-04-01      | 5.1860%  | 0.0000% | $13000.00          | $13740.95          | Corporate Debt Securities                         |
| GLENCORE FDG LLC               GLBL 144A NT 26     | 2026-04-27      | 1.6250%  | 0.0000% | $278000.00         | $275674.88         | Corporate Debt Securities                         |
| OGLETHORPE POWER CORP          1MTG BD-2016A 46    | 2046-04-01      | 4.2500%  | 0.0000% | $3179000.00        | $2594960.30        | Corporate Debt Securities                         |
| TRANE TECHNOLOGIES FINANCING L SR GLBL NT 33       | 2033-03-03      | 5.2500%  | 0.0000% | $70000.00          | $73200.93          | Corporate Debt Securities                         |
| NOMURA HLDGS INC               LW TIER II 36       | 2036-06-10      | 5.0430%  | 0.0000% | $13196000.00       | $13177679.56       | Corporate Debt Securities                         |
| NEWMONT CORP/NEWCREST FIN P    SR GLBL NT 34       | 2034-03-15      | 5.3500%  | 0.0000% | $442000.00         | $462570.31         | Corporate Debt Securities                         |
| NORFOLK SOUTHN CORP            SR GLBL NT5.1%35    | 2035-05-01      | 5.1000%  | 0.0000% | $1847000.00        | $1926285.55        | Corporate Debt Securities                         |
| NEXTERA ENERGY CAP HLDGS INC   JR SB GLBL -R 54    | 2054-06-15      | 6.7500%  | 0.0000% | $2393000.00        | $2621788.75        | Corporate Debt Securities                         |
| MASTERCARD INCORPORATED        SR GLBL NT3.3%27    | 2027-03-26      | 3.3000%  | 0.0000% | $137000.00         | $135940.53         | Corporate Debt Securities                         |
| NEXTERA ENERGY CAP HLDGS INC   SR GLBL DEB 35      | 2035-03-15      | 5.4500%  | 0.0000% | $47000.00          | $48744.21          | Corporate Debt Securities                         |
| NEXTERA ENERGY CAP HLDGS INC   SR GLBL DEB 35      | 2035-03-15      | 5.4500%  | 0.0000% | $1398000.00        | $1449880.94        | Corporate Debt Securities                         |
| HUMANA INC                     SR GLBL NT 6%55     | 2055-05-01      | 6.0000%  | 0.0000% | $4567000.00        | $4684676.37        | Corporate Debt Securities                         |
| NOVARTIS CAPITAL CORP          SR GLBL NT 3%25     | 2025-11-20      | 3.0000%  | 0.0000% | $10484000.00       | $10576503.82       | Corporate Debt Securities                         |
| NEXTERA ENERGY CAP HLDGS INC   JR SB GLBL -M 77    | 2077-12-01      | 4.8000%  | 0.0000% | $4000.00           | $3952.23           | Corporate Debt Securities                         |
| TEXAS EASTN TRANSMISSION LP    SR NT 7%32          | 2032-07-15      | 7.0000%  | 0.0000% | $48000.00          | $54499.84          | Corporate Debt Securities                         |
| PROTECTIVE LIFE CORP           SR GLBL 144A 30     | 2030-01-15      | 3.4000%  | 0.0000% | $350000.00         | $337950.67         | Corporate Debt Securities                         |
| ROYAL BK CDA                   ALT TIER I GLBL     | 2084-05-02      | 7.5000%  | 0.0000% | $1638000.00        | $1753025.82        | Corporate Debt Securities                         |
| ROYAL BK CDA                   ALT TIER I GLBL     | 2084-05-02      | 7.5000%  | 0.0000% | $6172000.00        | $6605418.41        | Corporate Debt Securities                         |
| ELI LILLY & CO                 SR GLBL NT 37       | 2037-03-15      | 5.5500%  | 0.0000% | $7000000.00        | $7521377.50        | Corporate Debt Securities                         |
| LLOYDS BANKING GROUP PLC       SUB GLBL NT 46      | 2046-12-14      | 3.3690%  | 0.0000% | $6632000.00        | $5017504.81        | Corporate Debt Securities                         |
| SAMMONS FINANCIAL GROUP INC    SR 144A NT 34       | 2034-04-15      | 6.8750%  | 0.0000% | $575000.00         | $651348.74         | Corporate Debt Securities                         |
| LOWES COS INC                  SR GLBL NT 53       | 2053-04-15      | 5.6250%  | 0.0000% | $4012000.00        | $4109978.06        | Corporate Debt Securities                         |
| TAKEDA PHARMACEUTICAL CO LTD   SR GLBL NT 30       | 2030-03-31      | 2.0500%  | 0.0000% | $1028000.00        | $933979.12         | Corporate Debt Securities                         |
| SAMMONS FINANCIAL GROUP INC    SR 144A NT 34       | 2034-04-15      | 6.8750%  | 0.0000% | $98000.00          | $111012.48         | Corporate Debt Securities                         |
| LLOYDS BANKING GROUP PLC       SUB GLBL COCO 25    | 2025-12-10      | 4.5820%  | 0.0000% | $383000.00         | $388285.61         | Corporate Debt Securities                         |
| LOWES COS INC                  SR GLBL NT 53       | 2053-07-01      | 5.7500%  | 0.0000% | $3000.00           | $3079.04           | Corporate Debt Securities                         |
| LOWES COS INC                  SR GLBL NT 53       | 2053-07-01      | 5.7500%  | 0.0000% | $1300000.00        | $1334248.86        | Corporate Debt Securities                         |
| PRINCIPAL FINANCIAL GROUP INC  SR GLBL NT3.7%29    | 2029-05-15      | 3.7000%  | 0.0000% | $2550000.00        | $2536115.25        | Corporate Debt Securities                         |
| MCKESSON CORP                  SR GLBL NT 32       | 2032-05-30      | 4.9500%  | 0.0000% | $434000.00         | $452110.82         | Corporate Debt Securities                         |
| MCKESSON CORP                  SR GLBL NT 32       | 2032-05-30      | 4.9500%  | 0.0000% | $1585000.00        | $1651142.05        | Corporate Debt Securities                         |
| PRINCIPAL FINANCIAL GROUP INC  SR GLBL NT3.7%29    | 2029-05-15      | 3.7000%  | 0.0000% | $585000.00         | $581814.68         | Corporate Debt Securities                         |
| PHILLIPS 66                    SR GLBL NT 34       | 2034-11-15      | 4.6500%  | 0.0000% | $6000.00           | $5966.39           | Corporate Debt Securities                         |
| BANK AMERICA CORP              SUB NT 7.75%38      | 2038-05-14      | 7.7500%  | 0.0000% | $388000.00         | $484859.46         | Corporate Debt Securities                         |
| QUEST DIAGNOSTICS INC          SR GLBL NT 29       | 2029-12-15      | 4.6250%  | 0.0000% | $500000.00         | $514629.79         | Corporate Debt Securities                         |
| KEYSPAN CORP                   SR GLBL NT 8%30     | 2030-11-15      | 8.0000%  | 0.0000% | $4552000.00        | $5340224.32        | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO            PERP JR SB GLBL     | 2500-12-31      | 6.8750%  | 0.0000% | $21709000.00       | $23002600.10       | Corporate Debt Securities                         |
| PUBLIC SVC CO OKLA             SR GLBL -J NT 31    | 2031-08-15      | 2.2000%  | 0.0000% | $127000.00         | $112137.19         | Corporate Debt Securities                         |
| METROPOLITAN EDISON CO         SR 144A NT4.3%29    | 2029-01-15      | 4.3000%  | 0.0000% | $2000000.00        | $2016736.67        | Corporate Debt Securities                         |
| MCKESSON CORP                  SR GLBL NT 30       | 2030-05-30      | 4.6500%  | 0.0000% | $620000.00         | $640119.00         | Corporate Debt Securities                         |
| MCKESSON CORP                  SR GLBL NT 30       | 2030-05-30      | 4.6500%  | 0.0000% | $50000.00          | $51622.50          | Corporate Debt Securities                         |
| HUNTINGTON BANCSHARES INC      GLBL NT 2.55%30     | 2030-02-04      | 2.5500%  | 0.0000% | $258000.00         | $239877.22         | Corporate Debt Securities                         |
| GLENCORE FDG LLC               SR 144A NT 31       | 2031-09-23      | 2.6250%  | 0.0000% | $634000.00         | $569059.64         | Corporate Debt Securities                         |
| HUNTINGTON BANCSHARES INC      GLBL NT 2.55%30     | 2030-02-04      | 2.5500%  | 0.0000% | $2462000.00        | $2289060.91        | Corporate Debt Securities                         |
| FIFTH THIRD BANCORP            SR GLBL NT 27       | 2027-05-05      | 2.5500%  | 0.0000% | $5100000.00        | $5029828.25        | Corporate Debt Securities                         |
| FIFTH THIRD BANCORP            SR GLBL NT 27       | 2027-11-01      | 1.7070%  | 0.0000% | $2000.00           | $1957.43           | Corporate Debt Securities                         |
| FOUNDRY JV HOLDCO LLC.         SR SEC 144A NT37    | 2037-01-25      | 6.2000%  | 0.0000% | $126343000.00      | $136665784.62      | Corporate Debt Securities                         |
| FOUNDRY JV HOLDCO LLC.         SR SEC 144A NT37    | 2037-01-25      | 6.2000%  | 0.0000% | $15108000.00       | $16342390.75       | Corporate Debt Securities                         |
| FISERV INC                     SR GLBL NT3.2%26    | 2026-07-01      | 3.2000%  | 0.0000% | $9320000.00        | $9332219.55        | Corporate Debt Securities                         |
| ORANGE S A                     CR SEN SR GLBL31    | 2031-03-01      | 9.0000%  | 0.0000% | $200000.00         | $244564.00         | Corporate Debt Securities                         |
| GENERAL MTRS FINL CO INC       SR GLBL NT5.6%31    | 2031-06-18      | 5.6000%  | 0.0000% | $5946000.00        | $6250296.46        | Corporate Debt Securities                         |
| DEUTSCHE BK AG N Y             SNR NPF GLBL D27    | 2027-07-13      | 7.1460%  | 0.0000% | $11751000.00       | $12179376.83       | Corporate Debt Securities                         |
| BROADCOM INC                   SR GLBL NT5.2%35    | 2035-07-15      | 5.2000%  | 0.0000% | $1240000.00        | $1294449.78        | Corporate Debt Securities                         |
| DUKE ENERGY CORP NEW           SR GLBL NT5.7%55    | 2055-09-15      | 5.7000%  | 0.0000% | $443000.00         | $444452.30         | Corporate Debt Securities                         |
| CITIGROUP INC                  SR GLBL NT 39       | 2039-01-24      | 3.8780%  | 0.0000% | $2419000.00        | $2150103.15        | Corporate Debt Securities                         |
| CITIZENS FINL GROUP INC        SR GLBL NT 32       | 2032-07-23      | 5.7180%  | 0.0000% | $3000.00           | $3161.35           | Corporate Debt Securities                         |
| CITIZENS FINL GROUP INC        SR GLBL NT 32       | 2032-07-23      | 5.7180%  | 0.0000% | $713000.00         | $751346.45         | Corporate Debt Securities                         |
| COMED FING III                 GTD PFD 6.35%33     | 2033-03-15      | 6.3500%  | 0.0000% | $2724000.00        | $2824831.13        | Corporate Debt Securities                         |
| COX COMMUNICATIONS INC NEW     SR GLBL 144A 39     | 2039-03-01      | 8.3750%  | 0.0000% | $6350000.00        | $7669825.45        | Corporate Debt Securities                         |
| COX COMMUNICATIONS INC NEW     SR 144A NT 54       | 2054-09-01      | 5.9500%  | 0.0000% | $3622000.00        | $3390275.51        | Corporate Debt Securities                         |
| BUNGE LTD FIN CORP             SR GLBL NT 35       | 2035-08-04      | 5.1500%  | 0.0000% | $3611000.00        | $3688062.75        | Corporate Debt Securities                         |
| CGI INC                        SR 144A NT 30       | 2030-03-14      | 4.9500%  | 0.0000% | $126000.00         | $128425.50         | Corporate Debt Securities                         |
| BUNGE LTD FIN CORP             SR GLBL NT 35       | 2035-08-04      | 5.1500%  | 0.0000% | $453000.00         | $462667.52         | Corporate Debt Securities                         |
| THE CIGNA GROUP                SR GLBL NT 28       | 2028-10-15      | 4.3750%  | 0.0000% | $284000.00         | $290986.99         | Corporate Debt Securities                         |
| THE CIGNA GROUP                SR GLBL NT 28       | 2028-10-15      | 4.3750%  | 0.0000% | $1686000.00        | $1727479.11        | Corporate Debt Securities                         |
| BAYER US FIN LLC               SR 144A NT6.5%33    | 2033-11-21      | 6.5000%  | 0.0000% | $5436000.00        | $5991622.62        | Corporate Debt Securities                         |
| CB RICHARD ELLIS SVCS INC      SR GLBL NT 34       | 2034-08-15      | 5.9500%  | 0.0000% | $535000.00         | $575669.36         | Corporate Debt Securities                         |
| BUNGE LTD FIN CORP             SR GLBL NT 32       | 2032-04-21      | 5.2500%  | 0.0000% | $1349000.00        | $1420979.27        | Corporate Debt Securities                         |
| BOSTON GAS CO                  SR 144A NT 42       | 2042-02-15      | 4.4870%  | 0.0000% | $608000.00         | $528922.76         | Corporate Debt Securities                         |
| BROADCOM INC                   SR GLBL NT4.6%30    | 2030-07-15      | 4.6000%  | 0.0000% | $731000.00         | $749497.55         | Corporate Debt Securities                         |
| CB RICHARD ELLIS SVCS INC      SR GLBL NT 34       | 2034-08-15      | 5.9500%  | 0.0000% | $849000.00         | $913538.86         | Corporate Debt Securities                         |
| THE CIGNA GROUP                GLBL NT 4.8%46      | 2046-07-15      | 4.8000%  | 0.0000% | $86000.00          | $78096.60          | Corporate Debt Securities                         |
| BLUE OWL FINANCE LLC           GLBL NT 6.25%34     | 2034-04-18      | 6.2500%  | 0.0000% | $26272000.00       | $28324500.00       | Corporate Debt Securities                         |
| APPALACHIAN PWR CO             SR GLBL AA NT 31    | 2031-04-01      | 2.7000%  | 0.0000% | $16000.00          | $14786.16          | Corporate Debt Securities                         |
| BROADCOM INC                   SR GLBL NT 30       | 2030-11-15      | 4.1500%  | 0.0000% | $2733000.00        | $2762796.53        | Corporate Debt Securities                         |
| BROADCOM INC                   SR GLBL NT 30       | 2030-11-15      | 4.1500%  | 0.0000% | $303000.00         | $306303.46         | Corporate Debt Securities                         |
| THE CIGNA GROUP                SR GLBL NT 25       | 2025-11-15      | 4.1250%  | 0.0000% | $156000.00         | $158325.77         | Corporate Debt Securities                         |
| ALEXANDRIA REAL ESTATE EQ INC  SR NT 4.5%29        | 2029-07-30      | 4.5000%  | 0.0000% | $455000.00         | $459686.50         | Corporate Debt Securities                         |
| AGREE LTD PARTNERSHIP          SR GLBL NT 34       | 2034-06-15      | 5.6250%  | 0.0000% | $91000.00          | $96270.38          | Corporate Debt Securities                         |
| AMERICAN INTL GROUP INC        SR GLBL NT 30       | 2030-05-07      | 4.8500%  | 0.0000% | $1885000.00        | $1964613.50        | Corporate Debt Securities                         |
| AMERICAN INTL GROUP INC        EXT JR SB A-6 68    | 2068-05-15      | 8.1750%  | 0.0000% | $7031000.00        | $8062913.50        | Corporate Debt Securities                         |
| ALIMENTATION COUCHE-TARD INC   SR 144A NT 34       | 2034-02-12      | 5.2670%  | 0.0000% | $50000.00          | $51553.13          | Corporate Debt Securities                         |
| AGREE LTD PARTNERSHIP          SR GLBL NT2.9%30    | 2030-10-01      | 2.9000%  | 0.0000% | $23000.00          | $21776.62          | Corporate Debt Securities                         |
| OMNICOM GROUP INC              SR GLBL NT4.2%30    | 2030-06-01      | 4.2000%  | 0.0000% | $2097000.00        | $2110532.64        | Corporate Debt Securities                         |
| OGLETHORPE POWER CORP          1M GLBL 2024A 54    | 2054-06-01      | 5.8000%  | 0.0000% | $2000.00           | $2037.20           | Corporate Debt Securities                         |
| OGLETHORPE POWER CORP          1M GLBL 2024A 54    | 2054-06-01      | 5.8000%  | 0.0000% | $395000.00         | $402347.88         | Corporate Debt Securities                         |
| 3M CO                          SR GLBL NT4.8%30    | 2030-03-15      | 4.8000%  | 0.0000% | $456000.00         | $467144.64         | Corporate Debt Securities                         |
| 3M CO                          SR GLBL NT 35       | 2035-03-15      | 5.1500%  | 0.0000% | $25000.00          | $25726.15          | Corporate Debt Securities                         |
| NOMURA HLDGS INC               SR GLBL NT 29       | 2029-07-06      | 5.6050%  | 0.0000% | $430000.00         | $453408.48         | Corporate Debt Securities                         |
| OHIO PWR CO                    SR GLBL -N NT 48    | 2048-04-01      | 4.1500%  | 0.0000% | $355000.00         | $289337.33         | Corporate Debt Securities                         |
| REGIONS FINANCIAL CORP NEW     SR GLBL NT1.8%28    | 2028-08-12      | 1.8000%  | 0.0000% | $29000.00          | $27235.06          | Corporate Debt Securities                         |
| KRAFT HEINZ FOODS CO           SR GLBL NT 46       | 2046-06-01      | 4.3750%  | 0.0000% | $5480000.00        | $4647652.70        | Corporate Debt Securities                         |
| KIMCO RLTY OP LLC              SR NT 4.25%45       | 2045-04-01      | 4.2500%  | 0.0000% | $2000.00           | $1744.62           | Corporate Debt Securities                         |
| NNN REIT INC                   SR GLBL NT4.6%31    | 2031-02-15      | 4.6000%  | 0.0000% | $2645000.00        | $2682617.78        | Corporate Debt Securities                         |
| HSBC HLDGS PLC                 LW TIER II 36       | 2036-09-10      | 5.7410%  | 0.0000% | $13961000.00       | $14287679.64       | Corporate Debt Securities                         |
| HEALTHPEAK OP LLC              SR GLBL NT 32       | 2032-12-15      | 5.2500%  | 0.0000% | $2000.00           | $2088.01           | Corporate Debt Securities                         |
| HEALTHPEAK OP LLC              SR GLBL NT 32       | 2032-12-15      | 5.2500%  | 0.0000% | $133000.00         | $138852.33         | Corporate Debt Securities                         |
| HEALTHPEAK OP LLC              SR GLBL NT 32       | 2032-12-15      | 5.2500%  | 0.0000% | $5345000.00        | $5580193.36        | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO            PERP JR SB GLBL     | 2500-12-31      | 6.8750%  | 0.0000% | $11120000.00       | $11782620.72       | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO            PERP JR SB GLBL     | 2500-12-31      | 6.8750%  | 0.0000% | $18420000.00       | $19517614.53       | Corporate Debt Securities                         |
| PRUDENTIAL FINL INC            JR SB GLBL NT 53    | 2053-03-01      | 6.7500%  | 0.0000% | $4533000.00        | $4908547.72        | Corporate Debt Securities                         |
| NEW RES MTG LN TR 2024-NQM2    B-2    20640925 FLT | 2064-09-25      | 7.6416%  | 0.0000% | $13780253.00       | $13961869.58       | Private Label Collateralized Mortgage Obligations |
| PRUDENTIAL FINL INC            JR SB GLBL NT 53    | 2053-03-01      | 6.7500%  | 0.0000% | $635000.00         | $687608.16         | Corporate Debt Securities                         |
| HSBC HLDGS PLC                 LW TIER II 37       | 2037-09-15      | 6.5000%  | 0.0000% | $523000.00         | $570801.33         | Corporate Debt Securities                         |
| NEXTERA ENERGY CAP HLDGS INC   JR SB GLBL -R 54    | 2054-06-15      | 6.7500%  | 0.0000% | $958000.00         | $1049591.99        | Corporate Debt Securities                         |
| HEALTHPEAK OP LLC              SR GLBL NT 33       | 2033-01-15      | 4.7500%  | 0.0000% | $222000.00         | $222008.76         | Corporate Debt Securities                         |
| NEXTERA ENERGY CAP HLDGS INC   JR SB GLBL -R 54    | 2054-06-15      | 6.7500%  | 0.0000% | $1934000.00        | $2118904.90        | Corporate Debt Securities                         |
| HEALTHPEAK OP LLC              SR GLBL NT 33       | 2033-01-15      | 4.7500%  | 0.0000% | $125000.00         | $125004.93         | Corporate Debt Securities                         |
| HEALTHPEAK OP LLC              SR GLBL NT 33       | 2033-01-15      | 4.7500%  | 0.0000% | $191000.00         | $191007.53         | Corporate Debt Securities                         |
| STRYKER CORPORATION            SR GLBL NT 30       | 2030-02-10      | 4.8500%  | 0.0000% | $87000.00          | $89801.93          | Corporate Debt Securities                         |
| NEW YORK ST ELEC & GAS CORP    SR 144A NT 35       | 2035-08-15      | 5.0500%  | 0.0000% | $108000.00         | $109423.95         | Corporate Debt Securities                         |
| STARBUCKS CORP                 SR GLBL NT4.8%33    | 2033-02-15      | 4.8000%  | 0.0000% | $648000.00         | $660772.08         | Corporate Debt Securities                         |
| HEALTHPEAK OP LLC              SR GLBL NT 33       | 2033-01-15      | 4.7500%  | 0.0000% | $2000.00           | $2000.08           | Corporate Debt Securities                         |
| SYSCO CORP                     SR GLBL NT3.3%50    | 2050-02-15      | 3.3000%  | 0.0000% | $56000.00          | $39487.56          | Corporate Debt Securities                         |
| STARBUCKS CORP                 SR GLBL NT 30       | 2030-11-15      | 2.5500%  | 0.0000% | $866000.00         | $802628.29         | Corporate Debt Securities                         |
| KRAFT HEINZ FOODS CO           SR GLBL NT 46       | 2046-06-01      | 4.3750%  | 0.0000% | $5883000.00        | $4989441.75        | Corporate Debt Securities                         |
| RTX CORPORATION                GLBL NT 1.9%31      | 2031-09-01      | 1.9000%  | 0.0000% | $92000.00          | $80188.17          | Corporate Debt Securities                         |
| KRAFT HEINZ FOODS CO           SR GLBL NT 46       | 2046-06-01      | 4.3750%  | 0.0000% | $4350000.00        | $3689286.36        | Corporate Debt Securities                         |
| RAIZEN FUELS FINANCE SA        GLBL 144A NT 54     | 2054-03-05      | 6.9500%  | 0.0000% | $700000.00         | $656128.47         | Corporate Debt Securities                         |
| PUBLIC SVC CO OKLA             SR GLBL -N NT 36    | 2036-01-15      | 5.4500%  | 0.0000% | $834000.00         | $864284.16         | Corporate Debt Securities                         |
| RTX CORPORATION                SR GLBL NT 33       | 2033-02-27      | 5.1500%  | 0.0000% | $70000.00          | $72921.86          | Corporate Debt Securities                         |
| STARBUCKS CORP                 SR GLBL NT 30       | 2030-03-12      | 2.2500%  | 0.0000% | $612000.00         | $562351.50         | Corporate Debt Securities                         |
| PERNOD RICARD SA               GLBL 144A NT 26     | 2026-06-08      | 3.2500%  | 0.0000% | $695000.00         | $697329.02         | Corporate Debt Securities                         |
| WASTE CONNECTIONS INC          SR GLBL NT 52       | 2052-01-15      | 2.9500%  | 0.0000% | $500000.00         | $332132.92         | Corporate Debt Securities                         |
| VERIZON COMMUNICATIONS INC     SR GLBL NT4.4%34    | 2034-11-01      | 4.4000%  | 0.0000% | $40000.00          | $39347.24          | Corporate Debt Securities                         |
| RTX CORPORATION                SR NT 4.5%42        | 2042-06-01      | 4.5000%  | 0.0000% | $3406000.00        | $3137249.57        | Corporate Debt Securities                         |
| VENTAS RLTY LTD PARTNERSHIP    SR GLBL NT 45       | 2045-02-01      | 4.3750%  | 0.0000% | $3487000.00        | $2970819.87        | Corporate Debt Securities                         |
| VODAFONE GROUP PLC             GLBL NT 5.75%63     | 2063-02-10      | 5.7500%  | 0.0000% | $2645000.00        | $2608620.96        | Corporate Debt Securities                         |
| VENTAS RLTY LTD PARTNERSHIP    4.875%49            | 2049-04-15      | 4.8750%  | 0.0000% | $596000.00         | $540615.96         | Corporate Debt Securities                         |
| METLIFE INC                    EXT JR SB GLBL68    | 2068-04-08      | 9.2500%  | 0.0000% | $37340000.00       | $46431335.76       | Corporate Debt Securities                         |
| LIBERTY MUT GROUP INC          SR GLBL 144A 50     | 2050-10-15      | 3.9510%  | 0.0000% | $6220000.00        | $4893826.02        | Corporate Debt Securities                         |
| LOWES COS INC                  SR GLBL NT1.3%28    | 2028-04-15      | 1.3000%  | 0.0000% | $30000.00          | $28205.65          | Corporate Debt Securities                         |
| VERIZON COMMUNICATIONS INC     SR GLBL NT 27       | 2027-03-16      | 4.1250%  | 0.0000% | $283000.00         | $283626.61         | Corporate Debt Securities                         |
| VERIZON COMMUNICATIONS INC     SR NT 4.75%41       | 2041-11-01      | 4.7500%  | 0.0000% | $357000.00         | $335969.03         | Corporate Debt Securities                         |
| VERIZON COMMUNICATIONS INC     SR NT 5.25%35       | 2035-04-02      | 5.2500%  | 0.0000% | $2000.00           | $2090.36           | Corporate Debt Securities                         |
| VOLKSWAGEN GROUP AMER FIN LLC  SR 144A NT 30       | 2030-09-11      | 4.8500%  | 0.0000% | $2300000.00        | $2316007.36        | Corporate Debt Securities                         |
| VERIZON COMMUNICATIONS INC     SR GLBL NT4.5%33    | 2033-08-10      | 4.5000%  | 0.0000% | $2826000.00        | $2804041.98        | Corporate Debt Securities                         |
| VERIZON COMMUNICATIONS INC     SR NT 5.25%35       | 2035-04-02      | 5.2500%  | 0.0000% | $4000.00           | $4180.71           | Corporate Debt Securities                         |
| VERIZON COMMUNICATIONS INC     SR GLBL NT 41       | 2041-09-03      | 2.8500%  | 0.0000% | $1792000.00        | $1311811.20        | Corporate Debt Securities                         |
| HEALTHPEAK OP LLC              SR GLBL NT 41       | 2041-02-01      | 6.7500%  | 0.0000% | $3303000.00        | $3712084.81        | Corporate Debt Securities                         |
| PULTE GROUP INC                SR NT 7.875%32      | 2032-06-15      | 7.8750%  | 0.0000% | $41000.00          | $49323.77          | Corporate Debt Securities                         |
| RTX CORPORATION                SR NT 6.1%34        | 2034-03-15      | 6.1000%  | 0.0000% | $403000.00         | $442704.23         | Corporate Debt Securities                         |
| VERIZON COMMUNICATIONS INC     SR GLBL NT 31       | 2031-01-20      | 1.7500%  | 0.0000% | $313000.00         | $275027.71         | Corporate Debt Securities                         |
| HARTFORD INSURANCE GROUP INC   SR GLBL NT3.6%49    | 2049-08-19      | 3.6000%  | 0.0000% | $1469000.00        | $1120993.90        | Corporate Debt Securities                         |
| FERGUSON ENTERPRISES INC       SR GLBL NT 31       | 2031-03-15      | 4.3500%  | 0.0000% | $1000.00           | $995.77            | Corporate Debt Securities                         |
| FIFTH THIRD BANCORP            SR GLBL NT 32       | 2032-01-29      | 5.6310%  | 0.0000% | $459000.00         | $485342.66         | Corporate Debt Securities                         |
| FEDEX CORP                     GLBL NT 3.25%41     | 2041-05-15      | 3.2500%  | 0.0000% | $15000.00          | $11425.91          | Corporate Debt Securities                         |
| FORTINET INC                   SR GLBL NT 1%26     | 2026-03-15      | 1.0000%  | 0.0000% | $380000.00         | $374142.93         | Corporate Debt Securities                         |
| HANOVER INS GROUP INC          SR GLBL NT5.5%35    | 2035-09-01      | 5.5000%  | 0.0000% | $5310000.00        | $5401482.45        | Corporate Debt Securities                         |
| HOLCIM FINANCE US LLC          SR GLBL 144A 30     | 2030-04-07      | 4.9500%  | 0.0000% | $264000.00         | $276011.34         | Corporate Debt Securities                         |
| HSBC HLDGS PLC                 SUB GLBL NT 33      | 2033-11-03      | 8.1130%  | 0.0000% | $215000.00         | $259078.89         | Corporate Debt Securities                         |
| HALLIBURTON CO                 SR GLBL NT6.7%38    | 2038-09-15      | 6.7000%  | 0.0000% | $778000.00         | $874092.08         | Corporate Debt Securities                         |
| HEWLETT PACKARD ENTERPRISE CO  SR GLBL NT 45       | 2045-10-15      | 6.3500%  | 0.0000% | $2357000.00        | $2557802.65        | Corporate Debt Securities                         |
| LOWES COS INC                  SR GLBL NT 29       | 2029-04-05      | 3.6500%  | 0.0000% | $147000.00         | $147071.01         | Corporate Debt Securities                         |
| INTEL CORP                     SR GLBL NT5.9%63    | 2063-02-10      | 5.9000%  | 0.0000% | $5028000.00        | $4999764.98        | Corporate Debt Securities                         |
| LOWES COS INC                  SR GLBL NT3.7%46    | 2046-04-15      | 3.7000%  | 0.0000% | $1817000.00        | $1431138.85        | Corporate Debt Securities                         |
| INTEL CORP                     SR GLBL NT3.2%61    | 2061-08-12      | 3.2000%  | 0.0000% | $150000.00         | $91387.00          | Corporate Debt Securities                         |
| ING GROEP N.V.                 GLBL COCO 35        | 2035-03-19      | 5.5500%  | 0.0000% | $430000.00         | $447606.71         | Corporate Debt Securities                         |
| PNC FINL SVCS GROUP INC        PERP JR SB GLBL     | 2079-12-31      | 6.0000%  | 0.0000% | $19817000.00       | $20115245.85       | Corporate Debt Securities                         |
| UBS COML MTG TR 2017-C4        D      20501017 FLT | 2050-10-17      | 2.9000%  | 0.0000% | $13455000.00       | $10936050.58       | Private Label Collateralized Mortgage Obligations |
| MOTOROLA SOLUTIONS INC         GLBL NT 5.4%34      | 2034-04-15      | 5.4000%  | 0.0000% | $5267000.00        | $5590867.83        | Corporate Debt Securities                         |
| LOWES COS INC                  SR GLBL NT 5%33     | 2033-04-15      | 5.0000%  | 0.0000% | $52000.00          | $54419.39          | Corporate Debt Securities                         |
| HSBC HLDGS PLC                 SUB GLBL COCO 36    | 2036-05-02      | 6.5000%  | 0.0000% | $150000.00         | $166342.83         | Corporate Debt Securities                         |
| WP CAREY INC                   GLBL NT 5.375%34    | 2034-06-30      | 5.3750%  | 0.0000% | $5000.00           | $5192.19           | Corporate Debt Securities                         |
| VOLKSWAGEN GROUP AMER FIN LLC  SR GLBL 144A 29     | 2029-03-22      | 5.2500%  | 0.0000% | $2025000.00        | $2069563.50        | Corporate Debt Securities                         |
| HSBC HLDGS PLC                 SUB GLBL NT 26      | 2026-11-23      | 4.3750%  | 0.0000% | $621000.00         | $631013.02         | Corporate Debt Securities                         |
| HSBC HLDGS PLC                 SUB GLBL NT 26      | 2026-11-23      | 4.3750%  | 0.0000% | $2651000.00        | $2693744.80        | Corporate Debt Securities                         |
| HARTFORD INSURANCE GROUP INC   SR NT 6.625%40      | 2040-03-30      | 6.6250%  | 0.0000% | $50000.00          | $55787.50          | Corporate Debt Securities                         |
| VIRGINIA ELEC & PWR CO         SR GLBL -B NT 53    | 2053-04-01      | 5.4500%  | 0.0000% | $70000.00          | $70625.70          | Corporate Debt Securities                         |
| WELLS FARGO & CO               SB GLBL DB5.5%35    | 2035-08-01      | 5.5000%  | 0.0000% | $2347000.00        | $2440208.50        | Corporate Debt Securities                         |
| VERIZON COMMUNICATIONS INC     SR NT 5.25%35       | 2035-04-02      | 5.2500%  | 0.0000% | $236000.00         | $246662.09         | Corporate Debt Securities                         |
| VIRGINIA ELEC & PWR CO         SR GLBL -B NT 51    | 2051-11-15      | 2.9500%  | 0.0000% | $1556000.00        | $1019308.37        | Corporate Debt Securities                         |
| HALLIBURTON CO                 SR GLBL NT3.8%25    | 2025-11-15      | 3.8000%  | 0.0000% | $17000.00          | $17222.87          | Corporate Debt Securities                         |
| REYNOLDS AMERICAN INC          SR GLBL NT5.7%35    | 2035-08-15      | 5.7000%  | 0.0000% | $33000.00          | $34620.14          | Corporate Debt Securities                         |
| WELLS FARGO & CO               SB GLBL DB5.5%35    | 2035-08-01      | 5.5000%  | 0.0000% | $2655000.00        | $2760440.38        | Corporate Debt Securities                         |
| VMWARE LLC                     SR GLBL NT1.4%26    | 2026-08-15      | 1.4000%  | 0.0000% | $3000.00           | $2938.32           | Corporate Debt Securities                         |
| VMWARE LLC                     SR GLBL NT2.2%31    | 2031-08-15      | 2.2000%  | 0.0000% | $3000.00           | $2654.10           | Corporate Debt Securities                         |
| WP CAREY INC                   SR GLBL NT2.4%31    | 2031-02-01      | 2.4000%  | 0.0000% | $100000.00         | $89886.33          | Corporate Debt Securities                         |
| VERIZON COMMUNICATIONS INC     SR NT 5.25%35       | 2035-04-02      | 5.2500%  | 0.0000% | $1210000.00        | $1264665.78        | Corporate Debt Securities                         |
| VIRGINIA ELEC & PWR CO         SR GLBL -D NT 53    | 2053-08-15      | 5.7000%  | 0.0000% | $50000.00          | $51121.75          | Corporate Debt Securities                         |
| WP CAREY INC                   GLBL NT 5.375%34    | 2034-06-30      | 5.3750%  | 0.0000% | $245000.00         | $254417.19         | Corporate Debt Securities                         |
| REGIONS FINANCIAL CORP NEW     SR GLBL NT 35       | 2035-09-06      | 5.5020%  | 0.0000% | $2000.00           | $2065.00           | Corporate Debt Securities                         |
| VERIZON COMMUNICATIONS INC     SR GLBL NT 37       | 2037-03-16      | 5.2500%  | 0.0000% | $4116000.00        | $4174371.74        | Corporate Debt Securities                         |
| HALLIBURTON CO                 SR GLBL NT 35       | 2035-11-15      | 4.8500%  | 0.0000% | $2352000.00        | $2358814.92        | Corporate Debt Securities                         |
| VIRGINIA ELEC & PWR CO         SR GLBL -A NT 27    | 2027-03-15      | 3.5000%  | 0.0000% | $168000.00         | $167016.92         | Corporate Debt Securities                         |
| VERIZON COMMUNICATIONS INC     4.812%39            | 2039-03-15      | 4.8120%  | 0.0000% | $90000.00          | $86098.05          | Corporate Debt Securities                         |
| AERCAP IRELAND CAP DESIGNATED  JR SB GLBL NT 55    | 2055-03-10      | 6.9500%  | 0.0000% | $15131000.00       | $15899217.68       | Corporate Debt Securities                         |
| AT&T INC                       GLBL NT 3.5%61      | 2061-02-01      | 3.5000%  | 0.0000% | $228000.00         | $152405.71         | Corporate Debt Securities                         |
| AT&T INC                       GLBL NT 5.55%45     | 2045-11-01      | 5.5500%  | 0.0000% | $2728000.00        | $2712000.28        | Corporate Debt Securities                         |
| AT&T INC                       GLBL NT 5.55%45     | 2045-11-01      | 5.5500%  | 0.0000% | $1202000.00        | $1194950.27        | Corporate Debt Securities                         |
| AT&T INC                       SR GLBL NT 41       | 2041-03-01      | 6.3750%  | 0.0000% | $6263000.00        | $6807288.63        | Corporate Debt Securities                         |
| AKER BP ASA                    SR GLBL 144A 54     | 2054-10-01      | 5.8000%  | 0.0000% | $337000.00         | $314630.31         | Corporate Debt Securities                         |
| AT&T INC                       SR GLBL NT 55       | 2055-09-15      | 3.5500%  | 0.0000% | $15621000.00       | $10849708.75       | Corporate Debt Securities                         |
| BP CAP MKTS P L C              PERP SUB GLBL NT    | 2500-12-31      | 6.4500%  | 0.0000% | $666000.00         | $714835.00         | Corporate Debt Securities                         |
| BARRICK INTL (BARBADOS) CORP   GLBL B 144A NT36    | 2036-10-15      | 6.3500%  | 0.0000% | $1261000.00        | $1423169.85        | Corporate Debt Securities                         |
| BANK NEW YORK MELLON CORP      TIER I PERP GLBL    | 2079-12-31      | 3.7000%  | 0.0000% | $5001000.00        | $4946528.00        | Corporate Debt Securities                         |
| BARRICK NORTH AMERICA FIN LLC  SR GLBL NT 43       | 2043-05-01      | 5.7500%  | 0.0000% | $157000.00         | $166539.10         | Corporate Debt Securities                         |
| BANCO SANTANDER S.A.           SUB GLBL COCO 25    | 2025-11-19      | 5.1790%  | 0.0000% | $200000.00         | $203875.16         | Corporate Debt Securities                         |
| BAT CAPITAL CORP               SR GLBL NT 35       | 2035-08-15      | 5.6250%  | 0.0000% | $1990000.00        | $2083631.99        | Corporate Debt Securities                         |
| BELL CDA                       SR GLBL-US6 NT52    | 2052-02-15      | 3.2000%  | 0.0000% | $2000.00           | $1338.10           | Corporate Debt Securities                         |
| BAE SYS HLDGS INC              SR 144A NT 44       | 2044-10-07      | 4.7500%  | 0.0000% | $2698000.00        | $2576850.06        | Corporate Debt Securities                         |
| BAT CAPITAL CORP               GLBL NT 5.65%52     | 2052-03-16      | 5.6500%  | 0.0000% | $215000.00         | $207033.65         | Corporate Debt Securities                         |
| BAT CAPITAL CORP               GLBL NT 5.65%52     | 2052-03-16      | 5.6500%  | 0.0000% | $569000.00         | $547916.97         | Corporate Debt Securities                         |
| BAYER US FIN LLC               SR 144A NT6.5%33    | 2033-11-21      | 6.5000%  | 0.0000% | $4838000.00        | $5332500.04        | Corporate Debt Securities                         |
| EQUINIX INC                    SR GLBL NT 3%50     | 2050-07-15      | 3.0000%  | 0.0000% | $204000.00         | $135462.12         | Corporate Debt Securities                         |
| EQUINIX INC                    SR GLBL NT 3%50     | 2050-07-15      | 3.0000%  | 0.0000% | $100000.00         | $66403.00          | Corporate Debt Securities                         |
| CITIGROUP INC                  SR GLBL NT 30       | 2030-09-19      | 4.5420%  | 0.0000% | $30000.00          | $30196.73          | Corporate Debt Securities                         |
| ENEL FIN INTL N.V.             GLBL 144A NT 47     | 2047-05-25      | 4.7500%  | 0.0000% | $3000000.00        | $2655069.17        | Corporate Debt Securities                         |
| EBAY INC.                      SR GLBL NT2.6%31    | 2031-05-10      | 2.6000%  | 0.0000% | $2291000.00        | $2105454.46        | Corporate Debt Securities                         |
| E ON INTL FIN                  GLBL 144A NT 38     | 2038-04-30      | 6.6500%  | 0.0000% | $5074000.00        | $5781611.58        | Corporate Debt Securities                         |
| ENERGY TRANSFER L P            SR GLBL NT 34       | 2034-05-15      | 5.5500%  | 0.0000% | $16472000.00       | $17262697.18       | Corporate Debt Securities                         |
| CITIGROUP INC                  JR SB GLBL NT 36    | 2036-01-24      | 6.0200%  | 0.0000% | $11000.00          | $11662.93          | Corporate Debt Securities                         |
| DEUTSCHE BK AG N Y             SNR NPF GLBL D30    | 2030-09-11      | 4.9990%  | 0.0000% | $17000000.00       | $17271632.14       | Corporate Debt Securities                         |
| CITIGROUP INC                  SR GLBL NT 48       | 2048-07-23      | 4.6500%  | 0.0000% | $1678000.00        | $1514804.71        | Corporate Debt Securities                         |
| CITIGROUP INC                  JR SB GLBL NT 27    | 2027-09-29      | 4.4500%  | 0.0000% | $20212000.00       | $20297771.87       | Corporate Debt Securities                         |
| CITIZENS FINL GROUP INC        SR GLBL NT 31       | 2031-03-05      | 5.2530%  | 0.0000% | $50000.00          | $51429.90          | Corporate Debt Securities                         |
| CLOROX CO DEL                  SR GLBL NT3.9%28    | 2028-05-15      | 3.9000%  | 0.0000% | $38000.00          | $38409.45          | Corporate Debt Securities                         |
| BANK NEW YORK MELLON CORP      PERP SR GLBL -J     | 2500-12-31      | 6.3000%  | 0.0000% | $1000.00           | $1032.84           | Corporate Debt Securities                         |
| BARCLAYS PLC                   GLBL NT 7.437%33    | 2033-11-02      | 7.4370%  | 0.0000% | $389000.00         | $458842.75         | Corporate Debt Securities                         |
| BANK AMERICA CORP              ALT TIER I PERP     | 2079-12-31      | 6.1250%  | 0.0000% | $34027000.00       | $34724510.97       | Corporate Debt Securities                         |
| COMM  MORTGAGE TR 2025-SBX     A      20410812 FLT | 2041-08-12      | 5.4322%  | 0.0000% | $6660401.00        | $6726018.88        | Private Label Collateralized Mortgage Obligations |
| COBANK ACB                     PERP JR GLBL -K     | 2500-12-31      | 6.4500%  | 0.0000% | $2831000.00        | $2891288.50        | Corporate Debt Securities                         |
| CITIGROUP INC                  SR GLBL NT 48       | 2048-07-23      | 4.6500%  | 0.0000% | $2692000.00        | $2430187.30        | Corporate Debt Securities                         |
| CITIGROUP INC                  SR GLBL NT 36       | 2036-03-27      | 5.3330%  | 0.0000% | $95000.00          | $97242.42          | Corporate Debt Securities                         |
| COBANK ACB                     PERP JR GLBL -K     | 2500-12-31      | 6.4500%  | 0.0000% | $10996000.00       | $11230168.98       | Corporate Debt Securities                         |
| CITIGROUP INC                  SR GLBL NT 36       | 2036-03-27      | 5.3330%  | 0.0000% | $1509000.00        | $1544619.07        | Corporate Debt Securities                         |
| CITIGROUP INC                  SR GLBL NT 31       | 2031-05-07      | 4.9520%  | 0.0000% | $487000.00         | $505900.69         | Corporate Debt Securities                         |
| CITIGROUP INC                  SR GLBL NT 31       | 2031-05-07      | 4.9520%  | 0.0000% | $4999000.00        | $5193013.41        | Corporate Debt Securities                         |
| COBANK ACB                     PERP JR GLBL NT     | 2079-12-31      | 4.2500%  | 0.0000% | $270000.00         | $265212.07         | Corporate Debt Securities                         |
| CITIGROUP INC                  JR SB GLBL NT 34    | 2034-05-25      | 6.1740%  | 0.0000% | $41000.00          | $44414.79          | Corporate Debt Securities                         |
| CITIGROUP INC                  JR SB GLBL NT 34    | 2034-05-25      | 6.1740%  | 0.0000% | $346000.00         | $374817.47         | Corporate Debt Securities                         |
| CITIGROUP INC                  SR GLBL NT 36       | 2036-09-11      | 5.1740%  | 0.0000% | $2076000.00        | $2105086.26        | Corporate Debt Securities                         |
| CITIZENS FINL GROUP INC        SUB GLBL NT 32      | 2032-09-30      | 2.6380%  | 0.0000% | $2608000.00        | $2231117.92        | Corporate Debt Securities                         |
| CITIZENS FINL GROUP INC        SUB GLBL NT 32      | 2032-09-30      | 2.6380%  | 0.0000% | $23000.00          | $19676.27          | Corporate Debt Securities                         |
| CITIGROUP INC                  SR GLBL NT 28       | 2028-10-27      | 3.5200%  | 0.0000% | $2151000.00        | $2153925.36        | Corporate Debt Securities                         |
| HOWMET AEROSPACE INC           SR NT 5.9%27        | 2027-02-01      | 5.9000%  | 0.0000% | $155000.00         | $160018.81         | Corporate Debt Securities                         |
| ALEXANDRIA REAL ESTATE EQ INC  SR GLBL NT 27       | 2027-01-15      | 3.9500%  | 0.0000% | $44000.00          | $44194.88          | Corporate Debt Securities                         |
| ALEXANDRIA REAL ESTATE EQ INC  SR GLBL NT 2%32     | 2032-05-18      | 2.0000%  | 0.0000% | $444000.00         | $378635.80         | Corporate Debt Securities                         |
| ALEXANDRIA REAL ESTATE EQ INC  SR GLBL NT 2%32     | 2032-05-18      | 2.0000%  | 0.0000% | $856000.00         | $729982.53         | Corporate Debt Securities                         |
| AFFILIATED MANAGERS GROUP      GLBL NT 5.5%34      | 2034-08-20      | 5.5000%  | 0.0000% | $1541000.00        | $1590729.78        | Corporate Debt Securities                         |
| AT&T INC                       GLBL NT 5.7%54      | 2054-11-01      | 5.7000%  | 0.0000% | $5207000.00        | $5180808.79        | Corporate Debt Securities                         |
| ALEXANDRIA REAL ESTATE EQ INC  SR GLBL NT 29       | 2029-12-15      | 2.7500%  | 0.0000% | $43000.00          | $40669.87          | Corporate Debt Securities                         |
| AT&T INC                       GLBL NT 4.9%35      | 2035-11-01      | 4.9000%  | 0.0000% | $5998000.00        | $5968889.71        | Corporate Debt Securities                         |
| A P MOELLER MAERSK A S         SR 144A NT 33       | 2033-09-14      | 5.8750%  | 0.0000% | $190000.00         | $202264.71         | Corporate Debt Securities                         |
| AGREE LTD PARTNERSHIP          SR GLBL NT4.8%32    | 2032-10-01      | 4.8000%  | 0.0000% | $60000.00          | $61895.80          | Corporate Debt Securities                         |
| AT&T INC                       GLBL NT 3.3%52      | 2052-02-01      | 3.3000%  | 0.0000% | $12000.00          | $8144.98           | Corporate Debt Securities                         |
| ALEXANDRIA REAL ESTATE EQ INC  SR GLBL NT 2%32     | 2032-05-18      | 2.0000%  | 0.0000% | $176000.00         | $150089.87         | Corporate Debt Securities                         |
| AKER BP ASA                    SR GLBL 144A 34     | 2034-10-01      | 5.1250%  | 0.0000% | $5094000.00        | $5018162.37        | Corporate Debt Securities                         |
| AGILENT TECHNOLOGIES INC       SR GLBL NT 29       | 2029-09-15      | 2.7500%  | 0.0000% | $3159000.00        | $2990454.19        | Corporate Debt Securities                         |
| AMERICAN INTL GROUP INC        SR GLBL NT4.5%44    | 2044-07-16      | 4.5000%  | 0.0000% | $1061000.00        | $958061.78         | Corporate Debt Securities                         |
| AMERICA MOVIL SAB DE CV        GTD SR 6.125%40     | 2040-03-30      | 6.1250%  | 0.0000% | $400000.00         | $428032.00         | Corporate Debt Securities                         |
| ALTRIA GROUP INC               SR GLBL NT 35       | 2035-08-06      | 5.2500%  | 0.0000% | $5189000.00        | $5286890.49        | Corporate Debt Securities                         |
| ALEXANDRIA REAL ESTATE EQ INC  SR NT 4.5%29        | 2029-07-30      | 4.5000%  | 0.0000% | $378000.00         | $381893.40         | Corporate Debt Securities                         |
| ALIMENTATION COUCHE-TARD INC   SR GLBL 144A 47     | 2047-07-26      | 4.5000%  | 0.0000% | $50000.00          | $43477.50          | Corporate Debt Securities                         |
| ALCON FIN CORP                 SR GLBL 144A 30     | 2030-05-27      | 2.6000%  | 0.0000% | $1025000.00        | $956963.92         | Corporate Debt Securities                         |
| ALEXANDRIA REAL ESTATE EQ INC  SR GLBL NT3.8%26    | 2026-04-15      | 3.8000%  | 0.0000% | $51000.00          | $51691.90          | Corporate Debt Securities                         |
| ALEXANDRIA REAL ESTATE EQ INC  SR GLBL NT 28       | 2028-01-15      | 3.9500%  | 0.0000% | $4000.00           | $4008.96           | Corporate Debt Securities                         |
| AMERICAN INTL GROUP INC        SR GLBL NT4.5%44    | 2044-07-16      | 4.5000%  | 0.0000% | $2665000.00        | $2406441.70        | Corporate Debt Securities                         |
| AMERICAN FINANCIAL GROUP INC   SR GLBL NT 5%35     | 2035-09-23      | 5.0000%  | 0.0000% | $1962000.00        | $1925844.70        | Corporate Debt Securities                         |
| HOWMET AEROSPACE INC           SR GLBL NT 37       | 2037-02-01      | 5.9500%  | 0.0000% | $200000.00         | $218794.28         | Corporate Debt Securities                         |
| AMGEN INC                      SR GLBL NT4.4%62    | 2062-02-22      | 4.4000%  | 0.0000% | $3221000.00        | $2606801.82        | Corporate Debt Securities                         |
| BXMT LTD 2025-FL5              A      20421020 FLT | 2042-10-20      | 5.7746%  | 0.0000% | $20136702.00       | $20025386.92       | Private Label Collateralized Mortgage Obligations |
| CITIGROUP INC                  SUB GLBL NT 39      | 2039-09-19      | 5.4110%  | 0.0000% | $84000.00          | $84512.68          | Corporate Debt Securities                         |
| COMERICA BK DALLAS TEX         SUB NT 5.332%33     | 2033-08-25      | 5.3320%  | 0.0000% | $1300000.00        | $1305725.06        | Corporate Debt Securities                         |
| CITIZENS FINL GROUP INC        SR GLBL NT 30       | 2030-04-30      | 3.2500%  | 0.0000% | $1568000.00        | $1506223.41        | Corporate Debt Securities                         |
| CITIGROUP INC                  SR GLBL NT 48       | 2048-04-24      | 4.2810%  | 0.0000% | $41000.00          | $35665.94          | Corporate Debt Securities                         |
| COMED FING III                 GTD PFD 6.35%33     | 2033-03-15      | 6.3500%  | 0.0000% | $2026000.00        | $2100994.08        | Corporate Debt Securities                         |
| EXPRESS SCRIPTS HLDG CO        SR GLBL NT4.5%26    | 2026-02-25      | 4.5000%  | 0.0000% | $17000.00          | $17077.10          | Corporate Debt Securities                         |
| CITIGROUP INC                  SR GLBL NT 45       | 2045-07-30      | 4.6500%  | 0.0000% | $1000.00           | $913.29            | Corporate Debt Securities                         |
| CITIGROUP INC                  SR GLBL NT 45       | 2045-07-30      | 4.6500%  | 0.0000% | $16000.00          | $14612.64          | Corporate Debt Securities                         |
| COBANK ACB                     PERP GLBL -L NT     | 2079-12-31      | 7.2500%  | 0.0000% | $994000.00         | $1041516.79        | Corporate Debt Securities                         |
| COBANK ACB                     PERP GLBL -L NT     | 2079-12-31      | 7.2500%  | 0.0000% | $4950000.00        | $5186627.87        | Corporate Debt Securities                         |
| CITIZENS FINL GROUP INC        SUB GLBL NT 37      | 2037-05-21      | 5.6410%  | 0.0000% | $96000.00          | $98899.54          | Corporate Debt Securities                         |
| DOW CHEMICAL CO                SR GLBL NT 36       | 2036-03-15      | 5.6500%  | 0.0000% | $4975000.00        | $5023918.07        | Corporate Debt Securities                         |
| CITIGROUP INC                  SR GLBL NT 30       | 2030-09-19      | 4.5420%  | 0.0000% | $2334000.00        | $2349305.98        | Corporate Debt Securities                         |
| COMED FING III                 GTD PFD 6.35%33     | 2033-03-15      | 6.3500%  | 0.0000% | $3000.00           | $3111.05           | Corporate Debt Securities                         |
| CONSTELLATION ENERGY GENERATI  SR GLBL NT6.5%53    | 2053-10-01      | 6.5000%  | 0.0000% | $95000.00          | $109222.40         | Corporate Debt Securities                         |
| CITIGROUP INC                  JR SB GLBL NT 35    | 2035-02-13      | 5.8270%  | 0.0000% | $16702000.00       | $17475260.38       | Corporate Debt Securities                         |
| BEST BUY INC                   SR GLBL NT 30       | 2030-10-01      | 1.9500%  | 0.0000% | $4529000.00        | $4064985.08        | Corporate Debt Securities                         |
| BUNGE LTD FIN CORP             SR GLBL NT 32       | 2032-04-21      | 5.2500%  | 0.0000% | $851000.00         | $896407.23         | Corporate Debt Securities                         |
| CITIGROUP INC                  JR SB GLBL NT 33    | 2033-02-22      | 5.8750%  | 0.0000% | $2457000.00        | $2630172.77        | Corporate Debt Securities                         |
| CITIZENS FINL GROUP INC        SUB GLBL NT 32      | 2032-09-30      | 2.6380%  | 0.0000% | $130000.00         | $111213.70         | Corporate Debt Securities                         |
| CITIGROUP INC                  SR GLBL NT 36       | 2036-03-27      | 5.3330%  | 0.0000% | $1500000.00        | $1535406.63        | Corporate Debt Securities                         |
| CITIGROUP INC                  SUB GLBL NT 32      | 2032-06-15      | 6.6250%  | 0.0000% | $9400000.00        | $10611311.42       | Corporate Debt Securities                         |
| CARRIER GLOBAL CORPORATION     GLBL NT 3.577%50    | 2050-04-05      | 3.5770%  | 0.0000% | $47000.00          | $36144.80          | Corporate Debt Securities                         |
| COCA COLA CONS INC             SR GLBL NT 34       | 2034-06-01      | 5.4500%  | 0.0000% | $137000.00         | $145853.66         | Corporate Debt Securities                         |
| CITIGROUP INC                  JR SB GLBL -D 26    | 2026-11-20      | 4.3000%  | 0.0000% | $108000.00         | $109815.24         | Corporate Debt Securities                         |
| BROADCOM INC                   SR GLBL 144A 33     | 2033-04-15      | 3.4190%  | 0.0000% | $605000.00         | $569432.30         | Corporate Debt Securities                         |
| BLUE OWL FINANCE LLC           GLBL NT 6.25%34     | 2034-04-18      | 6.2500%  | 0.0000% | $11547000.00       | $12449109.38       | Corporate Debt Securities                         |
| BUNGE LTD FIN CORP             SR GLBL NT3.2%31    | 2031-04-21      | 3.2000%  | 0.0000% | $3469000.00        | $3297989.86        | Corporate Debt Securities                         |
| BRISTOL-MYERS SQUIBB CO        SR GLBL NT 49       | 2049-10-26      | 4.2500%  | 0.0000% | $2581000.00        | $2194496.69        | Corporate Debt Securities                         |
| BARCLAYS PLC                   GLBL COCO 30        | 2030-09-10      | 4.9420%  | 0.0000% | $730000.00         | $743187.86         | Corporate Debt Securities                         |
| BAYPORT POLYMERS LLC           SR GLBL 144A 32     | 2032-04-14      | 5.1400%  | 0.0000% | $20000.00          | $20163.62          | Corporate Debt Securities                         |
| BROADCOM INC                   SR GLBL NT 25       | 2025-11-15      | 3.1500%  | 0.0000% | $296000.00         | $299040.66         | Corporate Debt Securities                         |
| BROADCOM INC                   SR GLBL 144A 37     | 2037-05-15      | 4.9260%  | 0.0000% | $82000.00          | $83405.68          | Corporate Debt Securities                         |
| BANK MONTREAL MEDIUM           ALT TIER I 85       | 2085-11-26      | 6.8750%  | 0.0000% | $7833000.00        | $8082632.27        | Corporate Debt Securities                         |
| BANK NEW YORK MELLON CORP      PERP SR GLBL -J     | 2500-12-31      | 6.3000%  | 0.0000% | $76000.00          | $78495.84          | Corporate Debt Securities                         |
| BOSTON GAS CO                  SR 144A NT 42       | 2042-02-15      | 4.4870%  | 0.0000% | $295000.00         | $256631.93         | Corporate Debt Securities                         |
| BANK AMERICA CORP              PERP GLBL -UU NT    | 2500-12-31      | 6.2500%  | 0.0000% | $7433000.00        | $7621414.16        | Corporate Debt Securities                         |
| ESSEX PORTFOLIO L P            SR GLBL NT5.5%34    | 2034-04-01      | 5.5000%  | 0.0000% | $246000.00         | $262350.94         | Corporate Debt Securities                         |
| ESSEX PORTFOLIO L P            SR GLBL NT5.5%34    | 2034-04-01      | 5.5000%  | 0.0000% | $3191000.00        | $3403096.91        | Corporate Debt Securities                         |
| EXELON CORP                    SR GLBL NT4.7%50    | 2050-04-15      | 4.7000%  | 0.0000% | $3073000.00        | $2718995.52        | Corporate Debt Securities                         |
| PRUDENTIAL FINL INC            JR SB GLBL NT 54    | 2054-03-15      | 6.5000%  | 0.0000% | $3280000.00        | $3517958.53        | Corporate Debt Securities                         |
| VERIZON COMMUNICATIONS INC     SR GLBL NT5.5%54    | 2054-02-23      | 5.5000%  | 0.0000% | $100000.00         | $99447.28          | Corporate Debt Securities                         |
| PIEDMONT NAT GAS CO INC        SR GLBL NT3.5%29    | 2029-06-01      | 3.5000%  | 0.0000% | $2000.00           | $1974.04           | Corporate Debt Securities                         |
| PRUDENTIAL FINL INC            JR SB GLBL NT 54    | 2054-03-15      | 6.5000%  | 0.0000% | $139000.00         | $149084.22         | Corporate Debt Securities                         |
| RTX CORPORATION                NT 6.05%36          | 2036-06-01      | 6.0500%  | 0.0000% | $1508000.00        | $1679382.11        | Corporate Debt Securities                         |
| VALE OVERSEAS LTD              SR GLBL NT6.4%54    | 2054-06-28      | 6.4000%  | 0.0000% | $893000.00         | $933815.06         | Corporate Debt Securities                         |
| PRUDENTIAL FINL INC            JR SB GLBL NT 52    | 2052-09-01      | 6.0000%  | 0.0000% | $1238000.00        | $1292042.83        | Corporate Debt Securities                         |
| VERIZON COMMUNICATIONS INC     SR GLBL NT 46       | 2046-08-21      | 4.8620%  | 0.0000% | $140000.00         | $128771.60         | Corporate Debt Securities                         |
| VERIZON COMMUNICATIONS INC     SR GLBL NT 46       | 2046-08-21      | 4.8620%  | 0.0000% | $1024000.00        | $941872.30         | Corporate Debt Securities                         |
| VERIZON COMMUNICATIONS INC     SR GLBL NT 33       | 2033-05-09      | 5.0500%  | 0.0000% | $8000.00           | $8338.95           | Corporate Debt Securities                         |
| RTX CORPORATION                SR GLBL NT 46       | 2046-11-01      | 3.7500%  | 0.0000% | $632000.00         | $505884.93         | Corporate Debt Securities                         |
| RTX CORPORATION                NT 6.05%36          | 2036-06-01      | 6.0500%  | 0.0000% | $1619000.00        | $1802997.10        | Corporate Debt Securities                         |
| RTX CORPORATION                4.625%48            | 2048-11-16      | 4.6250%  | 0.0000% | $101000.00         | $91078.29          | Corporate Debt Securities                         |
| RTX CORPORATION                SR GLBL NT5.4%35    | 2035-05-01      | 5.4000%  | 0.0000% | $1239000.00        | $1328108.88        | Corporate Debt Securities                         |
| PRUDENTIAL FINL INC            JR SB GLBL NT 52    | 2052-09-01      | 6.0000%  | 0.0000% | $2879000.00        | $3004677.95        | Corporate Debt Securities                         |
| VALERO ENERGY PARTNERS LP      SR GLBL NT4.5%28    | 2028-03-15      | 4.5000%  | 0.0000% | $13299000.00       | $13420619.36       | Corporate Debt Securities                         |
| VERIZON COMMUNICATIONS INC     SR GLBL NT 37       | 2037-03-16      | 5.2500%  | 0.0000% | $549000.00         | $556785.74         | Corporate Debt Securities                         |
| SUNCOR ENERGY INC NEW          SR GLBL NT 34       | 2034-12-01      | 5.9500%  | 0.0000% | $200000.00         | $214547.61         | Corporate Debt Securities                         |
| SUNCOR ENERGY INC NEW          SR GLBL NT 34       | 2034-12-01      | 5.9500%  | 0.0000% | $1020000.00        | $1094192.82        | Corporate Debt Securities                         |
| LIBERTY MUT INS CO             SUB 144A NT 97      | 2097-10-15      | 7.6970%  | 0.0000% | $2452000.00        | $2913878.13        | Corporate Debt Securities                         |
| LIBERTY MUT INS CO             SUB 144A NT 97      | 2097-10-15      | 7.6970%  | 0.0000% | $2757000.00        | $3276330.35        | Corporate Debt Securities                         |
| JOHNSON CONTROLS INTERNATION   SR GLBL NT 64       | 2064-07-02      | 4.9500%  | 0.0000% | $1700000.00        | $1509396.00        | Corporate Debt Securities                         |
| KRAFT HEINZ FOODS CO           SR GLBL NT 5%42     | 2042-06-04      | 5.0000%  | 0.0000% | $5110000.00        | $4809231.08        | Corporate Debt Securities                         |
| KRAFT HEINZ FOODS CO           SR GLBL NT 5%42     | 2042-06-04      | 5.0000%  | 0.0000% | $4884000.00        | $4596533.19        | Corporate Debt Securities                         |
| KIMCO RLTY OP LLC              SR GLBL NT 35       | 2035-03-01      | 4.8500%  | 0.0000% | $1407000.00        | $1404364.61        | Corporate Debt Securities                         |
| KIMCO RLTY OP LLC              SR GLBL NT 35       | 2035-03-01      | 4.8500%  | 0.0000% | $2060000.00        | $2056141.50        | Corporate Debt Securities                         |
| RELIANCE INDS LTD              GLBL REGS NT 32     | 2032-01-12      | 2.8750%  | 0.0000% | $969000.00         | $886333.80         | Corporate Debt Securities                         |
| NIAGARA MOHAWK PWR CORP        SR GLBL REGS 28     | 2028-12-15      | 4.2780%  | 0.0000% | $214000.00         | $216638.08         | Corporate Debt Securities                         |
| MASSACHUSETTS ELEC CO          SR REGS NT5.9%39    | 2039-11-15      | 5.9000%  | 0.0000% | $410000.00         | $438562.65         | Corporate Debt Securities                         |
| TAKEDA PHARMACEUTICAL CO LTD   GLBL NT 3.025%40    | 2040-07-09      | 3.0250%  | 0.0000% | $1663000.00        | $1283314.23        | Corporate Debt Securities                         |
| TEXTRON INC                    SR GLBL NT 31       | 2031-03-15      | 2.4500%  | 0.0000% | $9319000.00        | $8398290.56        | Corporate Debt Securities                         |
| LEIDOS INC                     SR GLBL NT 33       | 2033-03-15      | 5.7500%  | 0.0000% | $7512000.00        | $7955927.90        | Corporate Debt Securities                         |
| KEYBANK NATIONAL ASSOCIATION   SUB NT 4.9%32       | 2032-08-08      | 4.9000%  | 0.0000% | $3209000.00        | $3211399.62        | Corporate Debt Securities                         |
| NORTHROP GRUMMAN CORP          SR GLBL NT4.7%33    | 2033-03-15      | 4.7000%  | 0.0000% | $1779000.00        | $1797907.80        | Corporate Debt Securities                         |
| NORTHROP GRUMMAN CORP          SR GLBL NT 43       | 2043-06-01      | 4.7500%  | 0.0000% | $100000.00         | $94332.14          | Corporate Debt Securities                         |
| OGLETHORPE POWER CORP          1M GLBL 2014A 44    | 2044-06-01      | 4.5500%  | 0.0000% | $2053000.00        | $1788779.47        | Corporate Debt Securities                         |
| NEXTERA ENERGY CAP HLDGS INC   GLBL DEB 5.25%34    | 2034-03-15      | 5.2500%  | 0.0000% | $50000.00          | $51526.38          | Corporate Debt Securities                         |
| NORTHROP GRUMMAN CORP          SR GLBL NT4.4%30    | 2030-05-01      | 4.4000%  | 0.0000% | $1808000.00        | $1856347.93        | Corporate Debt Securities                         |
| PTTEP TREAS CTR CO LTD         SR GLBL 144A 42     | 2042-06-12      | 6.3500%  | 0.0000% | $398000.00         | $442353.12         | Corporate Debt Securities                         |
| SOUTHERN CO                    SR GLBL NT 26       | 2026-07-01      | 3.2500%  | 0.0000% | $4207000.00        | $4213372.44        | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO            ALT TIER I PERP     | 2099-12-31      | 7.1378%  | 0.0000% | $101000.00         | $102793.39         | Corporate Debt Securities                         |
| MPLX LP                        SR GLBL NT5.4%35    | 2035-04-01      | 5.4000%  | 0.0000% | $4993000.00        | $5183532.88        | Corporate Debt Securities                         |
| PNC FINL SVCS GROUP INC        PERP JR SB GLBL     | 2079-12-31      | 6.0000%  | 0.0000% | $19652000.00       | $19947762.60       | Corporate Debt Securities                         |
| LOWES COS INC                  SR GLBL NT 31       | 2031-04-01      | 2.6250%  | 0.0000% | $29000.00          | $26835.79          | Corporate Debt Securities                         |
| HUNTINGTON BANCSHARES INC      LW TIER II 36       | 2036-08-15      | 2.4870%  | 0.0000% | $796000.00         | $683086.40         | Corporate Debt Securities                         |
| PHILLIPS 66                    SR GLBL NT 42       | 2042-05-01      | 5.8750%  | 0.0000% | $1398000.00        | $1470201.07        | Corporate Debt Securities                         |
| SYSCO CORP                     SR GLBL NT3.3%50    | 2050-02-15      | 3.3000%  | 0.0000% | $44000.00          | $31025.94          | Corporate Debt Securities                         |
| PUBLIC SVC CO OKLA             SR GLBL -N NT 36    | 2036-01-15      | 5.4500%  | 0.0000% | $97000.00          | $100522.26         | Corporate Debt Securities                         |
| JPMDB COML MTG SEC TR 2016-C4  D      20491217 FLT | 2049-12-17      | 3.1449%  | 0.0000% | $8687428.00        | $6019261.36        | Private Label Collateralized Mortgage Obligations |
| ROCK TR 2024-CNTR              E      20411115 8.8 | 2041-11-15      | 8.8191%  | 0.0000% | $4450190.00        | $4688004.78        | Private Label Collateralized Mortgage Obligations |
| PUBLIC SVC CO OKLA             SR GLBL -N NT 36    | 2036-01-15      | 5.4500%  | 0.0000% | $616000.00         | $638368.16         | Corporate Debt Securities                         |
| NNN REIT INC                   SR GLBL NT5.6%33    | 2033-10-15      | 5.6000%  | 0.0000% | $3000.00           | $3218.27           | Corporate Debt Securities                         |
| STATE STR CORP                 PERP GLBL -J NT     | 2500-12-31      | 6.7000%  | 0.0000% | $3183000.00        | $3329232.33        | Corporate Debt Securities                         |
| ORIX CORP                      SR GLBL NT 30       | 2030-09-09      | 4.4500%  | 0.0000% | $68000.00          | $68062.96          | Corporate Debt Securities                         |
| HALLIBURTON CO                 SR GLBL NT 39       | 2039-09-15      | 7.4500%  | 0.0000% | $527000.00         | $631648.59         | Corporate Debt Securities                         |
| HSBC HLDGS PLC                 LW TIER II 36       | 2036-09-10      | 5.7410%  | 0.0000% | $3500000.00        | $3581898.05        | Corporate Debt Securities                         |
| PHILLIPS 66 CO                 SR GLBL NT 54       | 2054-06-15      | 5.6500%  | 0.0000% | $246000.00         | $240201.58         | Corporate Debt Securities                         |
| NIAGARA MOHAWK PWR CORP        SR REGS NT 55       | 2055-07-03      | 5.9960%  | 0.0000% | $360000.00         | $378007.32         | Corporate Debt Securities                         |
| 3M CO                          SR GLBL NT 29       | 2029-08-26      | 2.3750%  | 0.0000% | $22000.00          | $20653.45          | Corporate Debt Securities                         |
| LYB INTERNATIONAL FIN III LLC  SR GLBL NT4.2%49    | 2049-10-15      | 4.2000%  | 0.0000% | $19000.00          | $14502.70          | Corporate Debt Securities                         |
| RTX CORPORATION                SR GLBL NT 50       | 2050-07-01      | 3.1250%  | 0.0000% | $34000.00          | $23564.57          | Corporate Debt Securities                         |
| FIFTH THIRD BANCORP            JR SB GLBL NT 38    | 2038-03-01      | 8.2500%  | 0.0000% | $120000.00         | $149701.90         | Corporate Debt Securities                         |
| FISERV INC                     SR GLBL NT4.4%49    | 2049-07-01      | 4.4000%  | 0.0000% | $4928000.00        | $4130047.29        | Corporate Debt Securities                         |
| FIFTH THIRD BANCORP            SR GLBL NT 30       | 2030-09-06      | 4.8950%  | 0.0000% | $29000.00          | $29556.90          | Corporate Debt Securities                         |
| FERGUSON FIN PLC               GLBL 144A NT 28     | 2028-10-24      | 4.5000%  | 0.0000% | $794000.00         | $812674.88         | Corporate Debt Securities                         |
| GENERAL MTRS FINL CO INC       SR GLBL NT 5%27     | 2027-04-09      | 5.0000%  | 0.0000% | $8355000.00        | $8628960.45        | Corporate Debt Securities                         |
| CITIGROUP INC                  SR GLBL NT 31       | 2031-09-11      | 4.5030%  | 0.0000% | $3832000.00        | $3843329.63        | Corporate Debt Securities                         |
| CITIGROUP INC                  SR GLBL FL NT 28    | 2028-05-07      | 5.4209%  | 0.0000% | $300000.00         | $304331.20         | Corporate Debt Securities                         |
| CITIGRP COML MTG 2019-GC41     F      20560811 3.0 | 2056-08-11      | 3.0000%  | 0.0000% | $13352000.00       | $8035616.36        | Private Label Collateralized Mortgage Obligations |
| CITIGROUP INC                  SUB GLBL NT 34      | 2034-11-19      | 5.5920%  | 0.0000% | $1000.00           | $1044.28           | Corporate Debt Securities                         |
| CITIGROUP INC                  JR SB NT 4.6%26     | 2026-03-09      | 4.6000%  | 0.0000% | $7402000.00        | $7432742.97        | Corporate Debt Securities                         |
| CARRIER GLOBAL CORPORATION     GLBL NT 2.722%30    | 2030-02-15      | 2.7220%  | 0.0000% | $53000.00          | $49861.47          | Corporate Debt Securities                         |
| DEUTSCHE BK AG N Y             SNR NPF GLBL D29    | 2029-01-10      | 5.3730%  | 0.0000% | $7079000.00        | $7314022.80        | Corporate Debt Securities                         |
| BARRICK NORTH AMERICA FIN LLC  SR NT 5.7%41        | 2041-05-30      | 5.7000%  | 0.0000% | $36000.00          | $37746.72          | Corporate Debt Securities                         |
| ATHENE HOLDING LTD             SR GLBL NT 34       | 2034-01-15      | 5.8750%  | 0.0000% | $246000.00         | $260619.68         | Corporate Debt Securities                         |
| BARCLAYS PLC                   SR GLBL NT 29       | 2029-09-13      | 6.4900%  | 0.0000% | $1267000.00        | $1345496.63        | Corporate Debt Securities                         |
| BAT CAPITAL CORP               SR GLBL NT 43       | 2043-08-02      | 7.0790%  | 0.0000% | $2342000.00        | $2677128.62        | Corporate Debt Securities                         |
| BAYER US FIN LLC               SR 144A NT 53       | 2053-11-21      | 6.8750%  | 0.0000% | $4373000.00        | $4888119.36        | Corporate Debt Securities                         |
| ATHENE HOLDING LTD             SR GLBL NT 52       | 2052-05-15      | 3.4500%  | 0.0000% | $7000.00           | $4722.39           | Corporate Debt Securities                         |
| BARCLAYS PLC                   SR GLBL NT 28       | 2028-08-09      | 5.5010%  | 0.0000% | $600000.00         | $617383.85         | Corporate Debt Securities                         |
| BARRICK INTL (BARBADOS) CORP   GLBL B 144A NT36    | 2036-10-15      | 6.3500%  | 0.0000% | $880000.00         | $993171.67         | Corporate Debt Securities                         |
| BAT CAPITAL CORP               SR GLBL NT 30       | 2030-08-02      | 6.3430%  | 0.0000% | $4215000.00        | $4595569.31        | Corporate Debt Securities                         |
| BP CAP MKTS P L C              PERP SUB GLBL NT    | 2500-12-31      | 6.4500%  | 0.0000% | $300000.00         | $321997.75         | Corporate Debt Securities                         |
| BARRICK NORTH AMERICA FIN LLC  SR NT 5.7%41        | 2041-05-30      | 5.7000%  | 0.0000% | $1325000.00        | $1389289.00        | Corporate Debt Securities                         |
| BAT CAPITAL CORP               SR GLBL NT 30       | 2030-08-02      | 6.3430%  | 0.0000% | $123000.00         | $134105.58         | Corporate Debt Securities                         |
| BARCLAYS PLC                   SR GLBL COCO 28     | 2028-01-10      | 4.3370%  | 0.0000% | $1382000.00        | $1395347.05        | Corporate Debt Securities                         |
| BERKLEY W R CORP               SR GLBL NT 4%50     | 2050-05-12      | 4.0000%  | 0.0000% | $3396000.00        | $2731606.56        | Corporate Debt Securities                         |
| BAE SYS HLDGS INC              SR 144A NT 25       | 2025-12-15      | 3.8500%  | 0.0000% | $513000.00         | $518273.21         | Corporate Debt Securities                         |
| BARCLAYS PLC                   GLBL COCO 35        | 2035-09-10      | 5.3350%  | 0.0000% | $1038000.00        | $1057404.26        | Corporate Debt Securities                         |
| BANK NEW YORK MELLON CORP      PERP SUB GLBL -F    | 2099-12-31      | 4.6250%  | 0.0000% | $5000.00           | $4974.17           | Corporate Debt Securities                         |
| B A T INTL FIN PLC DISC COML   SR GLBL NT 29       | 2029-02-02      | 5.9310%  | 0.0000% | $2000.00           | $2119.19           | Corporate Debt Securities                         |
| BANK AMERICA CORP              FR 2.299%072132     | 2032-07-21      | 2.2990%  | 0.0000% | $6211000.00        | $5536587.37        | Corporate Debt Securities                         |
| BERKLEY W R CORP               SR NT 4.75%44       | 2044-08-01      | 4.7500%  | 0.0000% | $2991000.00        | $2817237.02        | Corporate Debt Securities                         |
| BANK NEW YORK MELLON CORP      PERP SUB GLBL -F    | 2099-12-31      | 4.6250%  | 0.0000% | $3498000.00        | $3479931.86        | Corporate Debt Securities                         |
| CITIGROUP INC                  SR GLBL NT3.7%26    | 2026-01-12      | 3.7000%  | 0.0000% | $389000.00         | $391488.30         | Corporate Debt Securities                         |
| CITIGROUP INC                  JR SB NT 4.6%26     | 2026-03-09      | 4.6000%  | 0.0000% | $1149000.00        | $1153772.18        | Corporate Debt Securities                         |
| CSX CORP                       SR GLBL NT 29       | 2029-03-15      | 4.2500%  | 0.0000% | $77000.00          | $77460.52          | Corporate Debt Securities                         |
| CSX CORP                       SR GLBL NT 49       | 2049-09-15      | 3.3500%  | 0.0000% | $2803000.00        | $2020334.66        | Corporate Debt Securities                         |
| COTERRA ENERGY INC             SR GLBL NT5.9%55    | 2055-02-15      | 5.9000%  | 0.0000% | $8931000.00        | $8724202.70        | Corporate Debt Securities                         |
| ENI SPA                        GLBL B 144A NT40    | 2040-10-01      | 5.7000%  | 0.0000% | $2634000.00        | $2651968.27        | Corporate Debt Securities                         |
| CSX CORP                       SR NT 6.15%37       | 2037-05-01      | 6.1500%  | 0.0000% | $80000.00          | $90485.93          | Corporate Debt Securities                         |
| CORNING INC                    SR GLBL NT 57       | 2057-11-15      | 4.3750%  | 0.0000% | $32000.00          | $27137.48          | Corporate Debt Securities                         |
| DOMINION ENERGY GAS HLDGS LLC  SR GLBL -A NT 35    | 2035-01-15      | 5.8000%  | 0.0000% | $1028000.00        | $1094946.79        | Corporate Debt Securities                         |
| DOMINION ENERGY GAS HLDGS LLC  SR GLBL -A NT 35    | 2035-01-15      | 5.8000%  | 0.0000% | $1669000.00        | $1777690.84        | Corporate Debt Securities                         |

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

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA 4.200000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1BANE2, C.3 - LEI: 1VUV7VQFKUOQSJ21A208, C.5 - Other ID: ARP1BANE2
- **C.18 - Value (incl. sponsor support):** $70054478.20
- **C.18.a - Value (excl. sponsor support):** $70054478.20
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** -5.1400%
- **C.11 - Maturity Date (WAM):** 2025-10-03
- **C.12 - Maturity Date (WAL):** 2025-10-03
- **C.13 - Final Legal Maturity Date:** 2025-10-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? 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                                          |
|:---|:---|:---|:---|:---|:---|:---|
| NOVA CHEMICALS CORP MTN BE     SR 144A NT 7%31     | 2031-12-01      | 7.0000%  | 0.0000% | $8000.00           | $8619.51           | Corporate Debt Securities                         |
| NISSAN MTR ACCEP CO LLC        FR 1.85%091626      | 2026-09-16      | 1.8500%  | 0.0000% | $416000.00         | $402018.01         | Corporate Debt Securities                         |
| KINGPIN INTER HLDGS LLC        SR SEC GLBL 32      | 2032-10-15      | 7.2500%  | 0.0000% | $2000.00           | $1917.92           | Corporate Debt Securities                         |
| BATH & BODY WORKS INC          SR GLBL 144A 30     | 2030-10-01      | 6.6250%  | 0.0000% | $142000.00         | $150067.16         | Corporate Debt Securities                         |
| NAVIENT CORPORATION            SR GLBL NT 5%27     | 2027-03-15      | 5.0000%  | 0.0000% | $901000.00         | $898831.59         | Corporate Debt Securities                         |
| IQVIA INC                      SR GLBL 144A 27     | 2027-05-15      | 5.0000%  | 0.0000% | $273000.00         | $277548.18         | Corporate Debt Securities                         |
| STANDARD BLDG SOLUTIONS INC    SR 144A NT 31       | 2031-01-15      | 3.3750%  | 0.0000% | $4000.00           | $3651.53           | Corporate Debt Securities                         |
| STEELCASE INC                  SR GLBL NT 29       | 2029-01-18      | 5.1250%  | 0.0000% | $324000.00         | $327194.64         | Corporate Debt Securities                         |
| JEFFERSON CAPITAL HOLDINGS LLC SR 144A NT 30       | 2030-05-15      | 8.2500%  | 0.0000% | $174000.00         | $188573.66         | Corporate Debt Securities                         |
| DATA MTG TR 2023-CNTR          B      20430812 FLT | 2043-08-12      | 5.9190%  | 0.0000% | $2306000.00        | $2319303.53        | Private Label Collateralized Mortgage Obligations |
| OLYMPUS WTR US HLDG CORP       SR SEC 144A NT28    | 2028-11-15      | 9.7500%  | 0.0000% | $399000.00         | $438001.92         | Corporate Debt Securities                         |
| ASHTON WOODS USA LLC / ASHTON  SR 144A NT 30       | 2030-04-01      | 4.6250%  | 0.0000% | $142000.00         | $137650.05         | Corporate Debt Securities                         |
| STONEX ESCROW ISSUER LLC       SR SEC GLBL 32      | 2032-07-15      | 6.8750%  | 0.0000% | $220000.00         | $230529.14         | Corporate Debt Securities                         |
| J P MORGAN MTG TR 2025-1       A-4-A  20550625 FLT | 2055-06-25      | 5.5000%  | 0.0000% | $916062.00         | $771388.21         | Private Label Collateralized Mortgage Obligations |
| WESCO DISTR INC                GLBL 144A NT 32     | 2032-03-15      | 6.6250%  | 0.0000% | $320000.00         | $333824.13         | Corporate Debt Securities                         |
| TEVA PHARMACEUTICAL FIN NETH   SR GLBL NT 26       | 2026-10-01      | 3.1500%  | 0.0000% | $63000.00          | $62985.04          | Corporate Debt Securities                         |
| BROWN & BROWN INC              SR GLBL NT4.5%29    | 2029-03-15      | 4.5000%  | 0.0000% | $4000.00           | $4017.54           | Corporate Debt Securities                         |
| BRINKS CO                      SR GLBL 144A 29     | 2029-06-15      | 6.5000%  | 0.0000% | $3740000.00        | $3924525.37        | Corporate Debt Securities                         |
| CF HIPPOLYTA ISSUER 2020-1     B-1    20600715 2.2 | 2060-07-15      | 2.2800%  | 0.0000% | $112552.00         | $70578.60          | Private Label Collateralized Mortgage Obligations |
| PARAMOUNT GLOBAL               SR GLBL NT3.7%28    | 2028-06-01      | 3.7000%  | 0.0000% | $223000.00         | $220654.16         | Corporate Debt Securities                         |
| BX COMMERCIAL MTG TR 2024-GPA2 C      20291115 FLT | 2029-11-15      | 6.3416%  | 0.0000% | $994000.00         | $999111.41         | Private Label Collateralized Mortgage Obligations |
| CACI INTL INC                  SR GLBL 144A 33     | 2033-06-15      | 6.3750%  | 0.0000% | $320000.00         | $337358.67         | Corporate Debt Securities                         |
| XPLR INFRASTRUCTURE            SR GLBL 144A 27     | 2027-09-15      | 4.5000%  | 0.0000% | $56000.00          | $54989.48          | Corporate Debt Securities                         |
| ROCKIES EXPRESS PIPELINE LLC   SR GLBL 144A 29     | 2029-07-15      | 4.9500%  | 0.0000% | $192000.00         | $192115.68         | Corporate Debt Securities                         |
| YUM BRANDS INC                 SR GLBL NT 32       | 2032-04-01      | 5.3750%  | 0.0000% | $390000.00         | $401651.52         | Corporate Debt Securities                         |
| UNITED WHOLESALE MORTGAGE LLC  SR GLBL 144A 29     | 2029-04-15      | 5.5000%  | 0.0000% | $320000.00         | $324165.87         | Corporate Debt Securities                         |
| SHELL INTERNATIONAL FIN BV     SR GLBL NT 38       | 2038-12-15      | 6.3750%  | 0.0000% | $2206000.00        | $2538253.93        | Corporate Debt Securities                         |
| MORGAN STANLEY RES MTG 2023-4  A-1    20531125 FLT | 2053-11-25      | 6.5000%  | 0.0000% | $1473520.00        | $1016712.33        | Private Label Collateralized Mortgage Obligations |
| SIX FLAGS ENTERTAINMENT CORP   SR SEC GLBL 32      | 2032-05-01      | 6.6250%  | 0.0000% | $320000.00         | $334816.04         | Corporate Debt Securities                         |
| KFC HLDG CO/PIZZA HUT HLDGS LL SR GLBL 144A 27     | 2027-06-01      | 4.7500%  | 0.0000% | $220000.00         | $222998.91         | Corporate Debt Securities                         |
| SLM CORP                       SR GLBL NT6.5%30    | 2030-01-31      | 6.5000%  | 0.0000% | $326000.00         | $343797.43         | Corporate Debt Securities                         |
| MF1 LLC 2024-FL16              B      20391118 FLT | 2039-11-18      | 6.2778%  | 0.0000% | $695400.00         | $677098.04         | Private Label Collateralized Mortgage Obligations |
| PRKCM TR 2025-HOME1            A-3    20600225 FLT | 2060-02-25      | 6.0020%  | 0.0000% | $1326900.00        | $1231159.23        | Private Label Collateralized Mortgage Obligations |
| ZIPRECRUITER INC               SR GLBL 144A 30     | 2030-01-15      | 5.0000%  | 0.0000% | $36000.00          | $29690.52          | Corporate Debt Securities                         |
| BRIGHTSTAR LOTTERY PLC         SR SEC GLBL 29      | 2029-01-15      | 5.2500%  | 0.0000% | $320000.00         | $321800.80         | Corporate Debt Securities                         |
| TRAVEL PLUS LEISURE CO         SR SEC GLBL 30      | 2030-03-01      | 4.6250%  | 0.0000% | $150000.00         | $145085.35         | Corporate Debt Securities                         |
| CALPINE CORPORATION            SR SEC GLBL 28      | 2028-02-15      | 4.5000%  | 0.0000% | $2000.00           | $2004.55           | Corporate Debt Securities                         |
| BUILDERS FIRSTSOURCE INC       SR GLBL 144A 34     | 2034-03-01      | 6.3750%  | 0.0000% | $640000.00         | $662153.87         | Corporate Debt Securities                         |
| BSPRT ISSUER 2024-FL11         C      20390715 FLT | 2039-07-15      | 6.7942%  | 0.0000% | $3107000.00        | $3104672.55        | Private Label Collateralized Mortgage Obligations |
| UNITED RENTALS NORTH AMER INC  SR SEC GLBL NT27    | 2027-11-15      | 3.8750%  | 0.0000% | $159000.00         | $158893.67         | Corporate Debt Securities                         |
| VICI PROPERTIES LP             GLBL NT 4.95%30     | 2030-02-15      | 4.9500%  | 0.0000% | $1418000.00        | $1442868.18        | Corporate Debt Securities                         |
| TOWD PT MTG TR 2018-6          M2     20580325 FLT | 2058-03-25      | 3.7500%  | 0.0000% | $344310.00         | $294709.33         | Private Label Collateralized Mortgage Obligations |
| UNITED RENTALS NORTH AMER INC  SR GLBL NT 28       | 2028-01-15      | 4.8750%  | 0.0000% | $346000.00         | $349012.36         | Corporate Debt Securities                         |
| ROBLOX CORP                    SR GLBL 144A 30     | 2030-05-01      | 3.8750%  | 0.0000% | $216000.00         | $209217.21         | Corporate Debt Securities                         |
| SUNOCO LP/SUNOCO FIN CORP      SR GLBL 144A 29     | 2029-05-01      | 7.0000%  | 0.0000% | $330000.00         | $351308.83         | Corporate Debt Securities                         |
| A&D MORTGAGE TRUST 2024-NQM4   M-1    20690825 FLT | 2069-08-25      | 5.9290%  | 0.0000% | $928584.00         | $937356.46         | Private Label Collateralized Mortgage Obligations |
| CAPITAL ONE FINL CORP          SR GLBL NT 31       | 2031-09-11      | 4.4930%  | 0.0000% | $292000.00         | $290738.94         | Corporate Debt Securities                         |
| CLEARWAY ENERGY OPER LLC       SR GLBL 144A 28     | 2028-03-15      | 4.7500%  | 0.0000% | $163000.00         | $161542.64         | Corporate Debt Securities                         |
| WELLS FARGO & CO               FR 3.35%030233      | 2033-03-02      | 3.3500%  | 0.0000% | $23000.00          | $21482.13          | Corporate Debt Securities                         |
| VIRGINIA ELEC & PWR CO         SR GLBL -D NT 37    | 2037-11-30      | 6.3500%  | 0.0000% | $3006000.00        | $3375968.46        | Corporate Debt Securities                         |
| ABBVIE INC                     GLBL NT 4.95%31     | 2031-03-15      | 4.9500%  | 0.0000% | $150000.00         | $155383.88         | Corporate Debt Securities                         |
| COMCAST CORP NEW               GLBL NT 1.5%31      | 2031-02-15      | 1.5000%  | 0.0000% | $3789000.00        | $3283642.12        | Corporate Debt Securities                         |
| EXXON MOBIL CORP               SR GLBL NT 50       | 2050-03-19      | 4.3270%  | 0.0000% | $527000.00         | $454638.76         | Corporate Debt Securities                         |
| FORESEA HLDG S A               SR SEC GLBL 30      | 2030-06-15      | 7.5000%  | 0.0000% | $705.00            | $690.18            | Corporate Debt Securities                         |
| ENCOMPASS HEALTH CORP          SR GLBL NT 31       | 2031-04-01      | 4.6250%  | 0.0000% | $14000.00          | $13956.41          | Corporate Debt Securities                         |
| ONE NEW YORK PLAZATR 2020-1NYP A      20360115 FLT | 2036-01-15      | 5.2155%  | 0.0000% | $696000.00         | $686286.57         | Private Label Collateralized Mortgage Obligations |
| LADDER CAPITAL FIN HLDGS/CORP  SR GLBL 144A 27     | 2027-02-01      | 4.2500%  | 0.0000% | $86000.00          | $85867.15          | Corporate Debt Securities                         |
| HESS MIDSTREAM OPERATIONS LP   SR GLBL 144A 30     | 2030-02-15      | 4.2500%  | 0.0000% | $95000.00          | $92739.24          | Corporate Debt Securities                         |
| PG&E WILDFIRE RECOVERY FDG LLC EXTND SR SEC 49     | 2049-12-01      | 5.2120%  | 0.0000% | $547000.00         | $540763.41         | Corporate Debt Securities                         |
| LEHMAN XS TRUST 2007-16N       1-A1   20470925 FLT | 2047-09-25      | 5.2124%  | 0.0000% | $65351.00          | $7811.79           | Private Label Collateralized Mortgage Obligations |
| J P MORGAN MTG TR 2024-4       A-5-A  20541025 FLT | 2054-10-25      | 6.0000%  | 0.0000% | $2146340.00        | $2205255.60        | Private Label Collateralized Mortgage Obligations |
| ATHENE GLOBAL FDG              SR SEC 144A NT29    | 2029-01-07      | 2.7170%  | 0.0000% | $2000.00           | $1904.37           | Corporate Debt Securities                         |
| BSPRT ISSUER 2024-FL11         B      20390715 FLT | 2039-07-15      | 6.4442%  | 0.0000% | $2834500.00        | $2833862.42        | Private Label Collateralized Mortgage Obligations |
| STARWOOD PPTY TR INC           SR GLBL 144A 27     | 2027-01-15      | 4.3750%  | 0.0000% | $235000.00         | $234641.53         | Corporate Debt Securities                         |
| SHELL FIN US INC               SR GLBL NT 30       | 2030-04-06      | 2.7500%  | 0.0000% | $14000.00          | $13400.68          | Corporate Debt Securities                         |
| BRANDYWINE OPER PARTNERSHIP L  SR GLBL NT 27       | 2027-11-15      | 3.9500%  | 0.0000% | $264000.00         | $262955.22         | Corporate Debt Securities                         |
| EARTHSTONE ENERGY HLDGS LLC    SR GLBL 144A 27     | 2027-04-15      | 8.0000%  | 0.0000% | $426000.00         | $449155.94         | Corporate Debt Securities                         |
| CUSHMAN & WAKEFIELD U S BRRWR  SR SEC GLBL 31      | 2031-09-01      | 8.8750%  | 0.0000% | $431000.00         | $465195.24         | Corporate Debt Securities                         |
| KRAFT HEINZ FOODS CO           SR GLBL NT 39       | 2039-10-01      | 4.6250%  | 0.0000% | $275000.00         | $257187.30         | Corporate Debt Securities                         |
| MORGAN STANLEY RESIDENTIAL 202 A-1    20540225 FLT | 2054-02-25      | 6.5000%  | 0.0000% | $6854800.00        | $3931612.10        | Private Label Collateralized Mortgage Obligations |
| NORTHERN STS PWR CO WIS DISC   1M GLBL BD 54       | 2054-06-15      | 5.6500%  | 0.0000% | $79000.00          | $83173.50          | Corporate Debt Securities                         |
| TOPBUILD COR                   SR GLBL 144A 34     | 2034-01-31      | 5.6250%  | 0.0000% | $5000.00           | $4992.01           | Corporate Debt Securities                         |
| TERRAFORM PWR OPER LLC         SR GLBL 144A 30     | 2030-01-15      | 4.7500%  | 0.0000% | $211000.00         | $205918.24         | Corporate Debt Securities                         |
| TAYLOR MORRISON CMNTYS INC     SR GLBL 144A 27     | 2027-06-15      | 5.8750%  | 0.0000% | $318000.00         | $327319.12         | Corporate Debt Securities                         |
| FIRST CTZNS BANCSHARES INC DEL SR GLBL NT 31       | 2031-03-12      | 5.2310%  | 0.0000% | $5586000.00        | $5681830.62        | Corporate Debt Securities                         |
| INTESA SANPAOLO S P A          FR 6.625%062033     | 2033-06-20      | 6.6250%  | 0.0000% | $1140000.00        | $1277167.97        | Corporate Debt Securities                         |
| SIMON PPTY GROUP LP            SR GLBL NT3.8%50    | 2050-07-15      | 3.8000%  | 0.0000% | $4000.00           | $3106.39           | Corporate Debt Securities                         |
| TOYOTA MOTOR CORP              GLBL NT 2.362%31    | 2031-03-25      | 2.3620%  | 0.0000% | $6707000.00        | $6091016.08        | Corporate Debt Securities                         |
| HEALTH CARE SVC CORP           SR GLBL 144A 54     | 2054-06-15      | 5.8750%  | 0.0000% | $43000.00          | $43131.38          | Corporate Debt Securities                         |
| NRG ENERGY INC                 SR GLBL 144A 29     | 2029-06-15      | 5.2500%  | 0.0000% | $360000.00         | $364540.50         | Corporate Debt Securities                         |
| NRG ENERGY INC                 SR GLBL 144A 33     | 2033-02-01      | 6.0000%  | 0.0000% | $175000.00         | $179268.83         | Corporate Debt Securities                         |
| LIGHTNING PWR LLC              SR SEC 144A NT32    | 2032-08-15      | 7.2500%  | 0.0000% | $918000.00         | $981179.06         | Corporate Debt Securities                         |
| GLAXOSMITHKLINE CAP PLC        SR GLBL NT 29       | 2029-06-01      | 3.3750%  | 0.0000% | $294000.00         | $290288.62         | Corporate Debt Securities                         |
| PIEDMONT OPER PARTNERSHIP LP   SR GLBL NT 30       | 2030-08-15      | 3.1500%  | 0.0000% | $233000.00         | $212581.63         | Corporate Debt Securities                         |
| PFIZER INVT ENTERPRISES        GLBL NT 4.65%30     | 2030-05-19      | 4.6500%  | 0.0000% | $7197000.00        | $7451851.77        | Corporate Debt Securities                         |
| PRIME SEC SVCS BORROWER LLC /  SR SEC GLBL 27      | 2027-08-31      | 3.3750%  | 0.0000% | $34000.00          | $33361.27          | Corporate Debt Securities                         |
| LAMB WESTON HLDGS INC          SR GLBL 144A 28     | 2028-05-15      | 4.8750%  | 0.0000% | $45000.00          | $45700.26          | Corporate Debt Securities                         |
| AETHON UTD BR LP / AETHON UTD  SR 144A NT7.5%29    | 2029-10-01      | 7.5000%  | 0.0000% | $83000.00          | $89846.81          | Corporate Debt Securities                         |
| AON CORP / AON GLOBAL HLDGS    SR GLBL NT3.9%52    | 2052-02-28      | 3.9000%  | 0.0000% | $509000.00         | $389515.64         | Corporate Debt Securities                         |
| BOEING CO                      CR SEN SR GLBL54    | 2054-05-01      | 6.8580%  | 0.0000% | $2908000.00        | $3419908.33        | Corporate Debt Securities                         |
| CORPORACION ANDINA DE FOMENTO  SR GLBL NT 28       | 2028-06-30      | 4.1250%  | 0.0000% | $1206000.00        | $1222235.77        | Corporate Debt Securities                         |
| COLT MTG LOAN TR 2022-5        A-1    20670425 FLT | 2067-04-25      | 4.5500%  | 0.0000% | $100000.00         | $69140.88          | Private Label Collateralized Mortgage Obligations |
| CLEARWAY ENERGY OPER LLC       SR GLBL 144A 31     | 2031-02-15      | 3.7500%  | 0.0000% | $246000.00         | $227359.96         | Corporate Debt Securities                         |
| DIRECTV FING LLC / DIRECTV     SR SEC 144A NT31    | 2031-02-15      | 10.0000% | 0.0000% | $2000.00           | $2022.02           | Corporate Debt Securities                         |
| DOW CHEMICAL CO                SR NT 5.25%41       | 2041-11-15      | 5.2500%  | 0.0000% | $498000.00         | $469378.70         | Corporate Debt Securities                         |
| TELEDYNE FLIR LLC              SR GLBL NT2.5%30    | 2030-08-01      | 2.5000%  | 0.0000% | $400000.00         | $367578.89         | Corporate Debt Securities                         |

### Security 684: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 4.530000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1BANM4, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP1BANM4
- **C.18 - Value (incl. sponsor support):** $749995942.50
- **C.18.a - Value (excl. sponsor support):** $749995942.50
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.5300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-12-29
- **C.13 - Final Legal Maturity Date:** 2026-03-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                          |
|:---|:---|:---|:---|:---|:---|:---|
| DUKE ENERGY CAROLINAS LLC      1M GLBL BD 28       | 2028-11-15      | 3.9500%  | 0.0000% | $2000.00           | $2028.53           | Corporate Debt Securities                         |
| DRIVE AUTO REC TR 2021-2       D      20290315 1.3 | 2029-03-15      | 1.3900%  | 0.0000% | $2000.00           | $655.11            | Asset-Backed Securities                           |
| ESSEX PORTFOLIO L P            SR GLBL NT1.7%28    | 2028-03-01      | 1.7000%  | 0.0000% | $40000.00          | $37768.78          | Corporate Debt Securities                         |
| EXELON CORP                    SR GLBL NT5.1%45    | 2045-06-15      | 5.1000%  | 0.0000% | $4543000.00        | $4312465.46        | Corporate Debt Securities                         |
| DOMINION ENERGY INC            SR NT-E 6.75%32     | 2032-12-15      | 6.7500%  | 0.0000% | $1750000.00        | $1994645.62        | Corporate Debt Securities                         |
| DICKS SPORTING GOODS INC       GLBL NT 4.1%52      | 2052-01-15      | 4.1000%  | 0.0000% | $5000.00           | $3780.86           | Corporate Debt Securities                         |
| DICKS SPORTING GOODS INC       GLBL NT 3.15%32     | 2032-01-15      | 3.1500%  | 0.0000% | $46000.00          | $42469.61          | Corporate Debt Securities                         |
| ENTERPRISE PRODS OPER LLC      SR GLBL NT4.9%46    | 2046-05-15      | 4.9000%  | 0.0000% | $2000.00           | $1878.01           | Corporate Debt Securities                         |
| CROWN CASTLE INC               SR GLBL NT 26       | 2026-07-15      | 1.0500%  | 0.0000% | $65000.00          | $63489.24          | Corporate Debt Securities                         |
| DOLLAR GEN CORP                SR GLBL NT5.2%28    | 2028-07-05      | 5.2000%  | 0.0000% | $4333000.00        | $4485641.96        | Corporate Debt Securities                         |
| DUKE ENERGY IND LLC            1M GLBL -CCCC 55    | 2055-05-15      | 5.9000%  | 0.0000% | $65000.00          | $69751.82          | Corporate Debt Securities                         |
| DELL INTL LLC/EMC CORP         CR SEN SR SEC 26    | 2026-06-15      | 6.0200%  | 0.0000% | $19000.00          | $19486.94          | Corporate Debt Securities                         |
| DISNEY WALT CO                 FR 4.125%060144     | 2044-06-01      | 4.1250%  | 0.0000% | $4000.00           | $3482.50           | Corporate Debt Securities                         |
| EQUINIX INC                    SR GLBL NT 28       | 2028-03-15      | 1.5500%  | 0.0000% | $21000.00          | $19748.73          | Corporate Debt Securities                         |
| DELL INTL LLC/EMC CORP         SR GLBL NT 33       | 2033-02-01      | 5.7500%  | 0.0000% | $5750000.00        | $6138720.76        | Corporate Debt Securities                         |
| CROSS 2024-H8 MORTGAGE 2024-H8 A-2    20691225 FLT | 2069-12-25      | 5.8530%  | 0.0000% | $1250000.00        | $1148206.58        | Private Label Collateralized Mortgage Obligations |
| DELL INTL LLC/EMC CORP         CR SEN 1LIEN 29     | 2029-10-01      | 5.3000%  | 0.0000% | $6430000.00        | $6809645.06        | Corporate Debt Securities                         |
| CWHEQ HEQ LN TR 2006-S5        A-6    20350625 FLT | 2035-06-25      | 5.7500%  | 0.0000% | $8000000.00        | $0.84              | Asset-Backed Securities                           |
| JOHN DEERE CAPITAL CORPORATION FR 5.05%061234      | 2034-06-12      | 5.0500%  | 0.0000% | $873000.00         | $914327.82         | Corporate Debt Securities                         |
| CIVITAS RESOURCES INC          SR REGS NT 30       | 2030-11-01      | 8.6250%  | 0.0000% | $2000.00           | $2147.18           | Corporate Debt Securities                         |
| NORTHERN STAR RESOURCES LTD    REGS NT 6.125%33    | 2033-04-11      | 6.1250%  | 0.0000% | $22000.00          | $23964.90          | Corporate Debt Securities                         |
| JBS USA HOLDING LUX            SR GLBL REGS 56     | 2056-03-01      | 6.2500%  | 0.0000% | $2000.00           | $2085.81           | Corporate Debt Securities                         |
| TEGNA INC                      SR GLBL NT 5%29     | 2029-09-15      | 5.0000%  | 0.0000% | $4140000.00        | $4129663.80        | Corporate Debt Securities                         |
| T MOBILE USA INC               SR GLBL NT 33       | 2033-07-15      | 5.0500%  | 0.0000% | $5480000.00        | $5658488.16        | Corporate Debt Securities                         |
| SOUTHERN NAT GAS CO            SR NT 7.35%31       | 2031-02-15      | 7.3500%  | 0.0000% | $265000.00         | $297612.89         | Corporate Debt Securities                         |
| UBS GROUP AG                   SR GLBL COCO 35     | 2035-02-08      | 5.6990%  | 0.0000% | $5340000.00        | $5674347.49        | Corporate Debt Securities                         |
| SEALED AIR CORP NEW            SR GLBL REGS 29     | 2029-04-15      | 5.0000%  | 0.0000% | $4000.00           | $4076.91           | Corporate Debt Securities                         |
| WALMART INC                    SR GLBL NT 27       | 2027-09-09      | 3.9500%  | 0.0000% | $62000.00          | $62384.66          | Corporate Debt Securities                         |
| WASTE MGMT INC DEL             SR GLBL NT 28       | 2028-03-15      | 1.1500%  | 0.0000% | $85000.00          | $79500.43          | Corporate Debt Securities                         |
| UDR INC                        FR 3.1%110134       | 2034-11-01      | 3.1000%  | 0.0000% | $3000.00           | $2619.15           | Corporate Debt Securities                         |
| CVS HEALTH CORP                SR GLBL NT 5%32     | 2032-09-15      | 5.0000%  | 0.0000% | $85000.00          | $86685.55          | Corporate Debt Securities                         |
| CARGILL INC                    SR 144A NT 32       | 2032-10-11      | 5.1250%  | 0.0000% | $218000.00         | $231690.19         | Corporate Debt Securities                         |
| CATERPILLAR INC                SR NT 4.75%64       | 2064-05-15      | 4.7500%  | 0.0000% | $60000.00          | $55206.15          | Corporate Debt Securities                         |
| CSX CORP                       SR GLBL NT 27       | 2027-06-01      | 3.2500%  | 0.0000% | $30000.00          | $29939.49          | Corporate Debt Securities                         |
| CONSUMERS ENERGY CO            1M GLBL BD3.6%32    | 2032-08-15      | 3.6000%  | 0.0000% | $5000.00           | $4756.95           | Corporate Debt Securities                         |
| CONSUMERS ENERGY CO            1M GLBL BD 35       | 2035-05-15      | 5.0500%  | 0.0000% | $3605000.00        | $3747041.01        | Corporate Debt Securities                         |
| AUTONATION INC                 SR GLBL NT 28       | 2028-08-01      | 1.9500%  | 0.0000% | $32000.00          | $30108.03          | Corporate Debt Securities                         |
| BANK NOVA SCOTIA B C           FR 5.35%120726      | 2026-12-07      | 5.3500%  | 0.0000% | $529000.00         | $545368.88         | Corporate Debt Securities                         |
| ARIZONA PUB SVC CO             SR GLBL NT 32       | 2032-12-15      | 6.3500%  | 0.0000% | $9000.00           | $10009.00          | Corporate Debt Securities                         |
| ARES CAPITAL CORP              SR GLBL NT3.2%31    | 2031-11-15      | 3.2000%  | 0.0000% | $85000.00          | $77148.55          | Corporate Debt Securities                         |
| BANK NEW YORK MELLON CORP      FR 4.596%072630     | 2030-07-26      | 4.5960%  | 0.0000% | $93000.00          | $95288.79          | Corporate Debt Securities                         |
| BAT CAPITAL CORP               SR GLBL NT 32       | 2032-08-15      | 5.3500%  | 0.0000% | $70000.00          | $72972.02          | Corporate Debt Securities                         |
| CIBANCO S A INSTITUCION DE BAN SR GLBL REGS 29     | 2029-07-18      | 4.9620%  | 0.0000% | $303000.00         | $305110.09         | Corporate Debt Securities                         |
| CORPORACION NACIONAL DEL COBRE SR REGS NT 55       | 2055-01-13      | 6.7800%  | 0.0000% | $280000.00         | $303066.87         | Corporate Debt Securities                         |
| PROVINCIA DE RIO NEGRO         GLBL AMZ REGS 28    | 2028-03-10      | 6.8750%  | 0.0000% | $1097.00           | $578.67            | Corporate Debt Securities                         |
| WYNNTON FDG TR                 SR 144A NT 35       | 2035-08-15      | 5.2510%  | 0.0000% | $48709000.00       | $49366250.83       | Corporate Debt Securities                         |
| COINBASE GLOBAL INC            SR GLBL REGS 31     | 2031-10-01      | 3.6250%  | 0.0000% | $2000.00           | $1824.57           | Corporate Debt Securities                         |
| ATHENE GLOBAL FDG              FLT 144A NT 26      | 2026-05-08      | 5.1299%  | 0.0000% | $2000.00           | $2005.60           | Corporate Debt Securities                         |
| APTARGROUP INC                 GLBL NT 3.6%32      | 2032-03-15      | 3.6000%  | 0.0000% | $15000.00          | $13915.80          | Corporate Debt Securities                         |
| ARES CAPITAL CORP              SR GLBL NT 26       | 2026-07-15      | 2.1500%  | 0.0000% | $59000.00          | $58232.36          | Corporate Debt Securities                         |
| ATHENE GLOBAL FDG              REGS NT 5.543%35    | 2035-08-22      | 5.5430%  | 0.0000% | $3000.00           | $3061.05           | Corporate Debt Securities                         |
| ARCHER DANIELS MIDLAND CO      SR GLBL BD 32       | 2032-10-01      | 5.9350%  | 0.0000% | $130000.00         | $145468.72         | Corporate Debt Securities                         |
| ENEL FIN INTL N.V.             SR REGS NT 5%32     | 2032-06-15      | 5.0000%  | 0.0000% | $300000.00         | $309616.00         | Corporate Debt Securities                         |
| GMACM HEQ LN TR 2007-HE2       A-5    20371225 FLT | 2037-12-25      | 7.0510%  | 0.0000% | $50000.00          | $972.96            | Asset-Backed Securities                           |
| GLP CAP LP/GLP FING II INC     SR GLBL NT 33       | 2033-02-15      | 5.2500%  | 0.0000% | $4000.00           | $4020.41           | Corporate Debt Securities                         |
| FIELDSTONE MTG INV 2006-3      M7     20361125 FLT | 2036-11-25      | 0.0000%  | 0.0000% | $3015000.00        | $2321.71           | Asset-Backed Securities                           |
| FIELDSTONE MTG INV 2005-1      M8     20350325 FLT | 2035-03-25      | 6.2974%  | 0.0000% | $3000000.00        | $2653.91           | Asset-Backed Securities                           |
| VERIZON COMMUNICATIONS INC     SR GLBL DEB 28      | 2028-04-15      | 6.9400%  | 0.0000% | $2000.00           | $2181.12           | Corporate Debt Securities                         |
| FLORIDA PWR & LT CO            1M GLBL BD4.8%33    | 2033-05-15      | 4.8000%  | 0.0000% | $63000.00          | $65286.27          | Corporate Debt Securities                         |
| HASBRO INC                     SR NT 6.35%40       | 2040-03-15      | 6.3500%  | 0.0000% | $3000000.00        | $3152657.50        | Corporate Debt Securities                         |
| GOLUB CAP PRIVATE CR FD        SR GLBL NT 30       | 2030-05-01      | 5.8750%  | 0.0000% | $87000.00          | $91507.47          | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 28       | 2028-03-15      | 3.6150%  | 0.0000% | $1000.00           | $993.85            | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        FR 4.8%070844       | 2044-07-08      | 4.8000%  | 0.0000% | $17000.00          | $15992.81          | Corporate Debt Securities                         |
| M & T BK CORP                  FR 7.413%103029     | 2029-10-30      | 7.4130%  | 0.0000% | $770000.00         | $859456.68         | Corporate Debt Securities                         |
| IHS MARKIT LTD                 SR GLBL NT 29       | 2029-05-01      | 4.2500%  | 0.0000% | $3000.00           | $2962.14           | Corporate Debt Securities                         |
| HOME DEPOT INC                 SR GLBL NT1.5%28    | 2028-09-15      | 1.5000%  | 0.0000% | $53000.00          | $49586.00          | Corporate Debt Securities                         |
| HERSHEY CO                     SR GLBL NT 28       | 2028-02-24      | 4.5500%  | 0.0000% | $9000.00           | $9181.17           | Corporate Debt Securities                         |
| LEVEL 3 FING INC               1LIEN GLBL 33       | 2033-06-30      | 6.8750%  | 0.0000% | $919.00            | $952.53            | Corporate Debt Securities                         |
| HOST HOTELS & RESORTS LP       SR GLBL -M NT 32    | 2032-06-15      | 5.7000%  | 0.0000% | $1045000.00        | $1098852.33        | Corporate Debt Securities                         |
| MPH ACQUISITION HLDGS LLC      SR SEC GLBL 31      | 2031-03-31      | 6.7500%  | 0.0000% | $19.00             | $15.60             | Corporate Debt Securities                         |
| ONE GAS INC                    SR GLBL NT4.5%48    | 2048-11-01      | 4.5000%  | 0.0000% | $99000.00          | $87253.15          | Corporate Debt Securities                         |
| LOWES COS INC                  SR GLBL NT4.5%30    | 2030-04-15      | 4.5000%  | 0.0000% | $1335000.00        | $1379942.77        | Corporate Debt Securities                         |
| NUTRIEN LTD                    SR GLBL NT5.2%27    | 2027-06-21      | 5.2000%  | 0.0000% | $4000.00           | $4120.28           | Corporate Debt Securities                         |
| ONCOR ELEC DELIVERY CO LLC     SR SEC GLBL NT30    | 2030-05-15      | 2.7500%  | 0.0000% | $4000.00           | $3793.13           | Corporate Debt Securities                         |
| ONEMAIN FIN CORP               SR GLBL NT3.5%27    | 2027-01-15      | 3.5000%  | 0.0000% | $4000.00           | $3950.09           | Corporate Debt Securities                         |
| MOTOROLA SOLUTIONS INC         SR GLBL NT4.6%28    | 2028-02-23      | 4.6000%  | 0.0000% | $3000.00           | $3044.78           | Corporate Debt Securities                         |
| SOUTHWESTERN PUB SVC CO        1M GLBL -9 BD 52    | 2052-06-01      | 5.1500%  | 0.0000% | $5000.00           | $4422.32           | Corporate Debt Securities                         |
| SPIRE MISSOURI INC             1M GLBL 1ST BD51    | 2051-06-01      | 3.3000%  | 0.0000% | $70000.00          | $49106.28          | Corporate Debt Securities                         |
| MURPHY OIL USA INC             SR GLBL NT 29       | 2029-09-15      | 4.7500%  | 0.0000% | $127000.00         | $125643.53         | Corporate Debt Securities                         |
| SOUTHERN CALIF GAS CO          1M GLBL ZZ BD 33    | 2033-06-01      | 5.2000%  | 0.0000% | $121000.00         | $127293.08         | Corporate Debt Securities                         |
| JERSEY CENT PWR & LT CO        SR GLBL NT5.1%35    | 2035-01-15      | 5.1000%  | 0.0000% | $10000.00          | $10251.45          | Corporate Debt Securities                         |
| J.P.MORGAN MORTGAGE TR 2024-2  A-6-A  20540825 FLT | 2054-08-25      | 6.0000%  | 0.0000% | $238000.00         | $27363.22          | Private Label Collateralized Mortgage Obligations |
| JP MORGAN MTG TR 2007-A6                           | 2037-12-25      | 5.9095%  | 0.0000% | $9705000.00        | $4379.40           | Private Label Collateralized Mortgage Obligations |
| JABIL INC                      SR GLBL NT1.7%26    | 2026-04-15      | 1.7000%  | 0.0000% | $49000.00          | $48715.39          | Corporate Debt Securities                         |
| SOUTHERN COPPER CORP           SR GLBL NT 45       | 2045-04-23      | 5.8750%  | 0.0000% | $971000.00         | $1034699.08        | Corporate Debt Securities                         |
| JBS USA HOLDING LUX            SR GLBL 144A 35     | 2035-04-20      | 5.9500%  | 0.0000% | $2000.00           | $2187.75           | Corporate Debt Securities                         |
| JP MORGAN MTG TR 2007-A6       1-A-2  20371225 FLT | 2037-12-25      | 0.0000%  | 0.0000% | $699000.00         | $4510.26           | Private Label Collateralized Mortgage Obligations |
| GLENCORE FDG LLC               GLBL 144A NT 35     | 2035-04-01      | 5.6730%  | 0.0000% | $301000.00         | $321912.70         | Corporate Debt Securities                         |
| GEORGIA PAC CORP               SR DEB 7.75%29      | 2029-11-15      | 7.7500%  | 0.0000% | $70000.00          | $81459.88          | Corporate Debt Securities                         |
| NEXTERA ENERGY CAP HLDGS INC   GLBL M DEB4.6%27    | 2027-09-01      | 4.6850%  | 0.0000% | $65000.00          | $66160.13          | Corporate Debt Securities                         |
| SYMPHONY CLO LTD 2014-15       SUB    20261019 FLT | 2026-10-19      | 0.0000%  | 0.0000% | $317568.00         | $0.32              | Asset-Backed Securities                           |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 27       | 2027-10-21      | 1.9480%  | 0.0000% | $2000.00           | $1969.15           | Corporate Debt Securities                         |
| SWISS RE SUB FIN PLC           SUB GLBL 144A 35    | 2035-04-05      | 5.6980%  | 0.0000% | $35000.00          | $37230.85          | Corporate Debt Securities                         |
| GLOBAL PMTS INC                SR GLBL NT1.2%26    | 2026-03-01      | 1.2000%  | 0.0000% | $5000.00           | $4937.48           | Corporate Debt Securities                         |
| NISOURCE INC                   SR NT 4.8%44        | 2044-02-15      | 4.8000%  | 0.0000% | $29000.00          | $26621.13          | Corporate Debt Securities                         |
| TAPESTRY INC                   SR GLBL NT 32       | 2032-03-15      | 3.0500%  | 0.0000% | $67000.00          | $60787.15          | Corporate Debt Securities                         |
| NORTHROP GRUMMAN CORP          SR GLBL NT 31       | 2031-02-15      | 7.7500%  | 0.0000% | $65000.00          | $75709.89          | Corporate Debt Securities                         |
| NXP B V / NXP FDG LLC          SR GLBL NT 26       | 2026-03-01      | 5.3500%  | 0.0000% | $118000.00         | $118702.07         | Corporate Debt Securities                         |
| NEW YORK LIFE GLOBAL FDG       VR 060921-060926    | 2026-06-09      | 4.6967%  | 0.0000% | $2000.00           | $2008.96           | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 33       | 2033-02-15      | 6.1250%  | 0.0000% | $2218000.00        | $2464899.44        | Corporate Debt Securities                         |
| SPRINT CAP CORP MTN BE         SR NT 6.875%28      | 2028-11-15      | 6.8750%  | 0.0000% | $122000.00         | $134300.19         | Corporate Debt Securities                         |
| SOLVENTUM CORP                 SR GLBL NT5.6%34    | 2034-03-23      | 5.6000%  | 0.0000% | $600000.00         | $625889.33         | Corporate Debt Securities                         |
| CONTINENTAL RES INC            SR GLBL REGS 31     | 2031-01-15      | 5.7500%  | 0.0000% | $430000.00         | $448554.14         | Corporate Debt Securities                         |
| PROGRESSIVE CORP               SR NT 6.25%32       | 2032-12-01      | 6.2500%  | 0.0000% | $18000.00          | $20422.25          | Corporate Debt Securities                         |
| PRESBYTERIAN HEALTHCARE SVCS   -2022 BD4.875%52    | 2052-08-01      | 4.8750%  | 0.0000% | $20000.00          | $18277.99          | Corporate Debt Securities                         |
| SKYMILES IP LTD & DELTA AIR LI SR SEC GLBL 25      | 2025-10-20      | 4.5000%  | 0.0000% | $48917.00          | $6165.93           | Corporate Debt Securities                         |
| AMERICAN HONDA FIN CORP MTN    FR 4.55%070927      | 2027-07-09      | 4.5500%  | 0.0000% | $100000.00         | $101793.11         | Corporate Debt Securities                         |
| APPALACHIAN PWR CO             SR NT-N 6.375%36    | 2036-04-01      | 6.3750%  | 0.0000% | $1310000.00        | $1457110.27        | Corporate Debt Securities                         |
| ASSURANT INC                   CR SEN SR GLBL32    | 2032-01-15      | 2.6500%  | 0.0000% | $21000.00          | $18583.97          | Corporate Debt Securities                         |
| ATHENE HOLDING LTD             SR GLBL NT 33       | 2033-02-01      | 6.6500%  | 0.0000% | $273000.00         | $300487.99         | Corporate Debt Securities                         |
| APPLE INC                      SR GLBL NT2.9%27    | 2027-09-12      | 2.9000%  | 0.0000% | $64000.00          | $63115.52          | Corporate Debt Securities                         |
| APPLE INC                      SR GLBL NT2.8%61    | 2061-02-08      | 2.8000%  | 0.0000% | $4907000.00        | $2997315.55        | Corporate Debt Securities                         |
| APPLE INC                      SR GLBL NT 61       | 2061-08-05      | 2.8500%  | 0.0000% | $5300000.00        | $3267843.09        | Corporate Debt Securities                         |
| ARCELORMITTAL SA LUXEMBOURG    SR GLBL -2027 27    | 2027-11-29      | 6.5500%  | 0.0000% | $773000.00         | $823009.45         | Corporate Debt Securities                         |
| ANALOG DEVICES INC             SR GLBL NT2.8%41    | 2041-10-01      | 2.8000%  | 0.0000% | $613000.00         | $463190.29         | Corporate Debt Securities                         |
| BANK AMERICA CORP              FR 4.75%042145      | 2045-04-21      | 4.7500%  | 0.0000% | $8000.00           | $7460.47           | Corporate Debt Securities                         |
| ARCELORMITTAL SA LUXEMBOURG    SR GLBL NT 29       | 2029-07-16      | 4.2500%  | 0.0000% | $45000.00          | $45245.52          | Corporate Debt Securities                         |
| ARCELORMITTAL SA LUXEMBOURG    SR GLBL -2032 32    | 2032-11-29      | 6.8000%  | 0.0000% | $480000.00         | $544980.27         | Corporate Debt Securities                         |
| DELL INTL LLC/EMC CORP         SR GLBL NT 28       | 2028-02-01      | 5.2500%  | 0.0000% | $904000.00         | $930834.49         | Corporate Debt Securities                         |
| DOMINION ENERGY SOUTH CAROLINA 1M GLBL -A BD 31    | 2031-12-01      | 2.3000%  | 0.0000% | $4642000.00        | $4141141.10        | Corporate Debt Securities                         |
| CWHEQ REV HEQ RES 2006-RES     05C1A  20350716 FLT | 2035-07-16      | 4.4446%  | 0.0000% | $41755999.00       | $67219.71          | Asset-Backed Securities                           |
| ENERGY TRANSFER L P            SR GLBL NT5.2%30    | 2030-04-01      | 5.2000%  | 0.0000% | $495000.00         | $525227.45         | Corporate Debt Securities                         |
| ENCORE CAP GROUP INC           SR SEC GLBL 30      | 2030-05-15      | 8.5000%  | 0.0000% | $288000.00         | $315473.76         | Corporate Debt Securities                         |
| ENBRIDGE INC                   SUB GLBL COCO 80    | 2080-07-15      | 5.7500%  | 0.0000% | $1189000.00        | $1210615.03        | Corporate Debt Securities                         |
| CREDIT AGRICOLE SA LONDON BRH  FR 5.222%052731     | 2031-05-27      | 5.2220%  | 0.0000% | $6809000.00        | $7106770.05        | Corporate Debt Securities                         |
| CENTERPOINT ENERGY INC         SR GLBL NT5.4%29    | 2029-06-01      | 5.4000%  | 0.0000% | $2000.00           | $2104.64           | Corporate Debt Securities                         |
| CANADIAN PAC RY CO NEW         SR GLBL NT3.5%50    | 2050-05-01      | 3.5000%  | 0.0000% | $3000.00           | $2255.66           | Corporate Debt Securities                         |
| CNH INDUSTRIAL CAPITAL LLC     SR GLBL NT4.5%27    | 2027-10-08      | 4.5000%  | 0.0000% | $1037000.00        | $1065071.59        | Corporate Debt Securities                         |
| COMCAST CABLE COMMUNICATIONS   SR NT 8.5%27        | 2027-05-01      | 8.5000%  | 0.0000% | $3000.00           | $3284.67           | Corporate Debt Securities                         |
| CANADIAN NATL RY CO            SR NT 3.2%46        | 2046-08-02      | 3.2000%  | 0.0000% | $2800000.00        | $2061991.56        | Corporate Debt Securities                         |
| CSX CORP                       SR GLBL NT2.5%51    | 2051-05-15      | 2.5000%  | 0.0000% | $4000.00           | $2422.38           | Corporate Debt Securities                         |
| CVS HEALTH CORP                SR GLBL NT 5%26     | 2026-02-20      | 5.0000%  | 0.0000% | $5000.00           | $5033.18           | Corporate Debt Securities                         |
| THE CIGNA GROUP                SR GLBL NT 6%56     | 2056-01-15      | 6.0000%  | 0.0000% | $1990000.00        | $2086402.23        | Corporate Debt Securities                         |
| FIELDSTONE MTG INV 2006-2      M4     20360725 FLT | 2036-07-25      | 0.0000%  | 0.0000% | $5000000.00        | $3444.02           | Asset-Backed Securities                           |
| RITCHIE BROS HLDGS INC         SR SEC GLBL 28      | 2028-03-15      | 6.7500%  | 0.0000% | $3000.00           | $3075.91           | Corporate Debt Securities                         |
| ROCKWELL AUTOMATION INC        GLBL NT 2.8%61      | 2061-08-15      | 2.8000%  | 0.0000% | $1054000.00        | $635762.26         | Corporate Debt Securities                         |
| ROSS STORES INC                SR GLBL NT 31       | 2031-04-15      | 1.8750%  | 0.0000% | $76000.00          | $66960.09          | Corporate Debt Securities                         |
| PATTERN ENERGY OPERATIONS / P  SR SEC GLBL 28      | 2028-08-15      | 4.5000%  | 0.0000% | $5000.00           | $4910.88           | Corporate Debt Securities                         |
| ROGERS COMMUNICATIONS INC      SR GLBL 144A 32     | 2032-03-15      | 3.8000%  | 0.0000% | $107000.00         | $101319.73         | Corporate Debt Securities                         |
| VERIZON COMMUNICATIONS INC     SR GLBL NT 3%60     | 2060-11-20      | 3.0000%  | 0.0000% | $127000.00         | $78701.05          | Corporate Debt Securities                         |
| WILLIAMS PARTNERS L.P.         SR GLBL NT6.3%40    | 2040-04-15      | 6.3000%  | 0.0000% | $1414000.00        | $1573393.15        | Corporate Debt Securities                         |
| TRUST 1401                     SR 144A NT 37       | 2037-01-23      | 8.2500%  | 0.0000% | $380000.00         | $437020.58         | Corporate Debt Securities                         |
| TOYOTA MTR CR CORP             FR 5.55%112030      | 2030-11-20      | 5.5500%  | 0.0000% | $24000.00          | $25908.04          | Corporate Debt Securities                         |
| VICI PROPERTIES LP             GLBL NT 4.75%28     | 2028-02-15      | 4.7500%  | 0.0000% | $63000.00          | $63920.90          | Corporate Debt Securities                         |
| TRUIST FINL CORP               FR 7.161%103029     | 2029-10-30      | 7.1610%  | 0.0000% | $3000.00           | $3337.61           | Corporate Debt Securities                         |
| WESTLAKE CORPORATION           SR GLBL NT 61       | 2061-08-15      | 3.3750%  | 0.0000% | $655000.00         | $399935.63         | Corporate Debt Securities                         |
| WELLS FARGO CO MTG 2021-C59 TR E      20540417 2.5 | 2054-04-17      | 2.5000%  | 0.0000% | $2500000.00        | $1670454.72        | Private Label Collateralized Mortgage Obligations |
| BOMBARDIER INC                 SR GLBL REGS 27     | 2027-04-15      | 7.8750%  | 0.0000% | $3000.00           | $3117.10           | Corporate Debt Securities                         |
| WISCONSIN PUB SVC CORP         SR GLBL NT3.3%49    | 2049-09-01      | 3.3000%  | 0.0000% | $3000.00           | $2109.44           | Corporate Debt Securities                         |
| APOLLO COML REAL ESTATE FIN    SR SEC GLBL 29      | 2029-06-15      | 4.6250%  | 0.0000% | $4000.00           | $3891.12           | Corporate Debt Securities                         |
| NEXA RES S A                   SR REGS NT 34       | 2034-04-09      | 6.7500%  | 0.0000% | $318000.00         | $347418.97         | Corporate Debt Securities                         |
| ZOETIS INC                     SR GLBL NT 5%35     | 2035-08-17      | 5.0000%  | 0.0000% | $46000.00          | $46767.89          | Corporate Debt Securities                         |
| WOODSIDE FIN LTD               SR GLBL NT 6%35     | 2035-05-19      | 6.0000%  | 0.0000% | $18792000.00       | $20049435.35       | Corporate Debt Securities                         |
| WAMU MTG CERT 2004-AR13        A-2A   20341125 FLT | 2034-11-25      | 5.0124%  | 0.0000% | $11500000.00       | $131178.09         | Private Label Collateralized Mortgage Obligations |
| CLUE OPCO LLC                  SR SEC REGS NT31    | 2031-10-15      | 9.5000%  | 0.0000% | $2000.00           | $2225.72           | Corporate Debt Securities                         |
| JP MORGAN MTG TR 2017-5        A-2    20481025 FLT | 2048-10-25      | 4.9670%  | 0.0000% | $5416000.00        | $3897247.15        | Private Label Collateralized Mortgage Obligations |
| BMW US CAP LLC                 REGS NT 5.05%30     | 2030-03-21      | 5.0500%  | 0.0000% | $10000.00          | $10274.83          | Corporate Debt Securities                         |
| HYUNDAI CAP AMER               FR 5.68%062628      | 2028-06-26      | 5.6800%  | 0.0000% | $51000.00          | $53374.11          | Corporate Debt Securities                         |
| IRON MTN INC DEL               SR GLBL 144A 29     | 2029-02-15      | 7.0000%  | 0.0000% | $2316000.00        | $2403660.60        | Corporate Debt Securities                         |
| BLUE OWL CR INCOME CORP        SR GLBL NT 28       | 2028-06-13      | 7.9500%  | 0.0000% | $1640000.00        | $1796487.43        | Corporate Debt Securities                         |
| PNC FINL SVCS GROUP INC        SR GLBL NT 32       | 2032-04-23      | 2.3070%  | 0.0000% | $10000.00          | $9021.41           | Corporate Debt Securities                         |
| SIMON PPTY GROUP LP            SR GLBL NT 30       | 2030-10-01      | 4.3750%  | 0.0000% | $40000.00          | $40270.51          | Corporate Debt Securities                         |
| PHILIP MORRIS INTL INC         SR NT 6.375%38      | 2038-05-16      | 6.3750%  | 0.0000% | $74000.00          | $85039.26          | Corporate Debt Securities                         |
| JP MORGAN MTG TR 2020-LTV1     A-15   20500625 FLT | 2050-06-25      | 3.5000%  | 0.0000% | $280000.00         | $2351.88           | Private Label Collateralized Mortgage Obligations |
| BERKSHIRE HATHAWAY ENERGY CO   SR GLBL BD6.5%37    | 2037-09-15      | 6.5000%  | 0.0000% | $90000.00          | $100206.75         | Corporate Debt Securities                         |
| SOUTHERN CALIF EDISON CO       1M GLBL 2018B 28    | 2028-03-01      | 3.6500%  | 0.0000% | $3000.00           | $2955.78           | Corporate Debt Securities                         |
| NORTHWESTERN MUT LIFE INS CO   SUB 144A NT 59      | 2059-09-30      | 3.6250%  | 0.0000% | $1000.00           | $698.45            | Corporate Debt Securities                         |
| ONEOK INC NEW                  SR GLBL NT 31       | 2031-01-15      | 6.3500%  | 0.0000% | $34000.00          | $36957.29          | Corporate Debt Securities                         |
| SHERWIN WILLIAMS CO            SR GLBL NT2.2%32    | 2032-03-15      | 2.2000%  | 0.0000% | $3000.00           | $2622.29           | Corporate Debt Securities                         |
| ORACLE CORP                    SR GLBL NT 27       | 2027-11-15      | 3.2500%  | 0.0000% | $3000.00           | $2983.25           | Corporate Debt Securities                         |
| SUMITOMO MITSUI TRUST GROUP IN LW TIER II 36       | 2036-09-11      | 5.4160%  | 0.0000% | $3208000.00        | $3257975.65        | Corporate Debt Securities                         |
| SUMITOMO MITSUI TR BK LTD      FR 4.85%091034      | 2034-09-10      | 4.8500%  | 0.0000% | $200000.00         | $201184.89         | Corporate Debt Securities                         |
| NESTLE HLDGS INC               GLBL 144A NT 51     | 2051-09-14      | 2.6250%  | 0.0000% | $221000.00         | $140301.11         | Corporate Debt Securities                         |
| UNION PAC CORP                 SR GLBL NT4.5%33    | 2033-01-20      | 4.5000%  | 0.0000% | $83000.00          | $84243.34          | Corporate Debt Securities                         |
| UNION PAC CORP                 SR NT 4.1%67        | 2067-09-15      | 4.1000%  | 0.0000% | $12000.00          | $9181.66           | Corporate Debt Securities                         |
| MORGAN STANLEY                 SR GLBL NT 32       | 2032-04-01      | 7.2500%  | 0.0000% | $1264000.00        | $1512121.44        | Corporate Debt Securities                         |
| PACIFICORP                     1M GLBL BD3.3%51    | 2051-03-15      | 3.3000%  | 0.0000% | $5000.00           | $3313.97           | Corporate Debt Securities                         |
| SOUTH JERSEY INDS INC          JR SB A NT3.7%31    | 2031-04-15      | 5.0200%  | 0.0000% | $20000.00          | $17204.63          | Corporate Debt Securities                         |
| NEW RESI MTG TR 2019-RPL3      M2     20590725 FLT | 2059-07-25      | 3.5000%  | 0.0000% | $2956368.00        | $2619387.71        | Private Label Collateralized Mortgage Obligations |
| KBC GROUP NV                   FR 4.932%101630     | 2030-10-16      | 4.9320%  | 0.0000% | $5000000.00        | $5198690.00        | Corporate Debt Securities                         |
| KIMCO REALTY CORP              SR GLBL NT6.4%34    | 2034-03-01      | 6.4000%  | 0.0000% | $7000.00           | $7788.10           | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        SR NT 6.25%41       | 2041-02-01      | 6.2500%  | 0.0000% | $95000.00          | $105592.79         | Corporate Debt Securities                         |
| IHEARTCOMMUNICATIONS INC       SR SEC GLBL NT26    | 2026-05-01      | 6.3750%  | 0.0000% | $1362.00           | $1338.78           | Corporate Debt Securities                         |
| NORDSON CORP                   SR GLBL NT5.8%33    | 2033-09-15      | 5.8000%  | 0.0000% | $8260000.00        | $8844037.07        | Corporate Debt Securities                         |
| JOHNSON & JOHNSON              SR GLBL NT 5%35     | 2035-03-01      | 5.0000%  | 0.0000% | $71000.00          | $74233.89          | Corporate Debt Securities                         |
| KROGER CO                      SR GLBL NT4.5%29    | 2029-01-15      | 4.5000%  | 0.0000% | $2317000.00        | $2365877.12        | Corporate Debt Securities                         |
| IHS MARKIT LTD                 SR GLBL NT 28       | 2028-08-01      | 4.7500%  | 0.0000% | $3000.00           | $2991.13           | Corporate Debt Securities                         |
| L3HARRIS TECHNOLOGIES INC      GLBL NT 5.4%27      | 2027-01-15      | 5.4000%  | 0.0000% | $4000.00           | $4109.08           | Corporate Debt Securities                         |
| NEXTERA ENERGY CAP HLDGS INC   SR GLBL 51 DB 30    | 2030-06-01      | 2.2500%  | 0.0000% | $27000.00          | $24849.38          | Corporate Debt Securities                         |
| HYUNDAI CAP AMER               FR 5.6%033028       | 2028-03-30      | 5.6000%  | 0.0000% | $9000.00           | $9250.11           | Corporate Debt Securities                         |
| NUCOR CORP                     SR GLBL NT 55       | 2055-12-15      | 2.9790%  | 0.0000% | $284000.00         | $182654.25         | Corporate Debt Securities                         |
| MEDTRONIC INC                  SR NT 4%43          | 2043-04-01      | 4.0000%  | 0.0000% | $50000.00          | $44104.94          | Corporate Debt Securities                         |
| NUVEEN CHURCHILL DIRECT LENDIN GLBL NT 6.65%30     | 2030-03-15      | 6.6500%  | 0.0000% | $4000.00           | $4140.48           | Corporate Debt Securities                         |
| METLIFE INC                    EXT JR SB GLBL66    | 2066-12-15      | 6.4000%  | 0.0000% | $2000.00           | $2143.35           | Corporate Debt Securities                         |
| MERCEDES-BENZ AUTO TR 2021-1   A-4    20271215 0.7 | 2027-12-15      | 0.7300%  | 0.0000% | $1000.00           | $504.92            | Asset-Backed Securities                           |
| MELLO MTG CAP ACPTNC 2021-INV1 A-11   20510625 FLT | 2051-06-25      | 5.0000%  | 0.0000% | $1928500.00        | $1328178.39        | Private Label Collateralized Mortgage Obligations |
| MELLO MTG CAP ACCP 2022-INV2   B-1    20520425 FLT | 2052-04-25      | 3.5242%  | 0.0000% | $741000.00         | $588329.74         | Private Label Collateralized Mortgage Obligations |
| SAN DIEGO GAS & ELEC CO        1M GLBL DDD BD26    | 2026-06-01      | 6.0000%  | 0.0000% | $12000.00          | $12376.60          | Corporate Debt Securities                         |
| CROWN CASTLE INC               SR GLBL NT4.8%28    | 2028-09-01      | 4.8000%  | 0.0000% | $78000.00          | $79355.38          | Corporate Debt Securities                         |
| CRESTLINE DENALI XIV 2016-14   SUB NT 20281023 FLT | 2028-10-23      | 0.0000%  | 0.0000% | $250000.00         | $2500.00           | Asset-Backed Securities                           |
| EASTMAN CHEM CO                SR GLBL BD 44       | 2044-10-15      | 4.6500%  | 0.0000% | $59000.00          | $51763.80          | Corporate Debt Securities                         |
| ENERGY TRANSFER L P            SR NT 4.4% 27       | 2027-03-15      | 4.4000%  | 0.0000% | $55000.00          | $55281.23          | Corporate Debt Securities                         |
| DISNEY WALT CO                 SR GLBL NT 2%29     | 2029-09-01      | 2.0000%  | 0.0000% | $87000.00          | $80824.84          | Corporate Debt Securities                         |
| EBAY INC.                      SR GLBL NT5.9%25    | 2025-11-22      | 5.9000%  | 0.0000% | $99000.00          | $101157.98         | Corporate Debt Securities                         |
| CWHEQ REV HEQ RES 2006-RES     04U1B  20340315 FLT | 2034-03-15      | 4.5346%  | 0.0000% | $36634238.00       | $140724.83         | Asset-Backed Securities                           |
| DEUTSCHE BK AG N Y             SNR NPF GLBL D29    | 2029-01-18      | 6.7200%  | 0.0000% | $1119000.00        | $1189832.70        | Corporate Debt Securities                         |
| DEERE & CO                     SR GLBL NT 31       | 2031-03-03      | 7.1250%  | 0.0000% | $112000.00         | $128426.34         | Corporate Debt Securities                         |
| ENI SPA                        GLBL 144A NT 54     | 2054-05-15      | 5.9500%  | 0.0000% | $347000.00         | $355755.68         | Corporate Debt Securities                         |
| DOMINION ENERGY INC            JR SB GLBL -C 55    | 2055-05-15      | 6.6250%  | 0.0000% | $597000.00         | $634332.65         | Corporate Debt Securities                         |
| BURLINGTON NORTHN SANTA FE CP  SR GLBL DEB 45      | 2045-04-01      | 4.1500%  | 0.0000% | $5000.00           | $4377.37           | Corporate Debt Securities                         |
| VOYA FINANCIAL INC             JR SB NT 4.7%48     | 2048-01-23      | 4.7000%  | 0.0000% | $9037000.00        | $8815929.88        | Corporate Debt Securities                         |
| WELLS FARGO BANK NATL ASSN     SUB NT ACRD 36      | 2036-08-26      | 5.9500%  | 0.0000% | $695000.00         | $745331.51         | Corporate Debt Securities                         |
| UNITEDHEALTH GROUP INC         SR GLBL NT 45       | 2045-07-15      | 4.7500%  | 0.0000% | $9000.00           | $8296.25           | Corporate Debt Securities                         |
| WELLTOWER INC                  SR GLBL NT3.1%30    | 2030-01-15      | 3.1000%  | 0.0000% | $40000.00          | $38444.73          | Corporate Debt Securities                         |
| VIRGINIA ELEC & PWR CO         SR GLBL -A NT 35    | 2035-03-15      | 5.1500%  | 0.0000% | $48000.00          | $49003.00          | Corporate Debt Securities                         |
| HESS CORP                      SR GLBL NT 29       | 2029-10-01      | 7.8750%  | 0.0000% | $810000.00         | $949964.96         | Corporate Debt Securities                         |
| AMERICAN WTR CAP CORP          SR GLBL NT 4%46     | 2046-12-01      | 4.0000%  | 0.0000% | $97000.00          | $81067.00          | Corporate Debt Securities                         |
| APOLLO GLOBAL MGMT INC         SR GLBL NT 35       | 2035-08-12      | 5.1500%  | 0.0000% | $639000.00         | $647221.80         | Corporate Debt Securities                         |
| AMERICAN TOWER CORP            SR GLBL NT5.5%28    | 2028-03-15      | 5.5000%  | 0.0000% | $48000.00          | $49584.08          | Corporate Debt Securities                         |
| AMERICAN HONDA FIN CORP MTN    VR 011223-011226    | 2026-01-12      | 5.2511%  | 0.0000% | $2000.00           | $2027.19           | Corporate Debt Securities                         |
| ANGEL OAK MTG TR 2020-5        A-3    20650525 FLT | 2065-05-25      | 2.0410%  | 0.0000% | $2795000.00        | $238027.04         | Private Label Collateralized Mortgage Obligations |
| AMERICAN WTR CAP CORP          SR NT 4.3%42        | 2042-12-01      | 4.3000%  | 0.0000% | $5000.00           | $4448.27           | Corporate Debt Securities                         |
| AMERICAN EXPRESS CO            SR GLBL NT 28       | 2028-02-16      | 5.0980%  | 0.0000% | $41000.00          | $41793.39          | Corporate Debt Securities                         |
| ARIZONA PUB SVC CO             SR GLBL NT5.9%55    | 2055-08-15      | 5.9000%  | 0.0000% | $3000.00           | $3101.09           | Corporate Debt Securities                         |
| AUTODESK INC                   SR GLBL NT2.4%31    | 2031-12-15      | 2.4000%  | 0.0000% | $65000.00          | $58072.30          | Corporate Debt Securities                         |
| APOLLO MGMT HLDGS LP           SR GLBL 144A 30     | 2030-06-05      | 2.6500%  | 0.0000% | $80000.00          | $74710.02          | Corporate Debt Securities                         |
| APPLE INC                      SR GLBL NT4.5%36    | 2036-02-23      | 4.5000%  | 0.0000% | $6000.00           | $6102.57           | Corporate Debt Securities                         |
| CHEVRON CORPORATION            SR GLBL NT 27       | 2027-05-11      | 1.9950%  | 0.0000% | $77000.00          | $75404.78          | Corporate Debt Securities                         |
| CA INC                         SR NT 4.7%27        | 2027-03-15      | 4.7000%  | 0.0000% | $3000.00           | $3013.73           | Corporate Debt Securities                         |
| CIM 2021-J2 TR                 A-4    20510425 FLT | 2051-04-25      | 2.5000%  | 0.0000% | $400000.00         | $207896.89         | Private Label Collateralized Mortgage Obligations |
| CNA FINL CORP                  SR GLBL NT5.2%35    | 2035-08-15      | 5.2000%  | 0.0000% | $65000.00          | $65618.37          | Corporate Debt Securities                         |
| CHEVRON CORPORATION            SR GLBL NT 30       | 2030-05-11      | 2.2360%  | 0.0000% | $634000.00         | $591917.26         | Corporate Debt Securities                         |
| BX TR 2021-SDMF                C      20340915 FLT | 2034-09-15      | 5.1525%  | 0.0000% | $3000000.00        | $2777726.00        | Private Label Collateralized Mortgage Obligations |
| THE CIGNA GROUP                GLBL NT 4.5%26      | 2026-02-25      | 4.5000%  | 0.0000% | $12000.00          | $12053.58          | Corporate Debt Securities                         |
| BROOKFIELD CAP FIN LLC         SR GLBL NT 33       | 2033-06-14      | 6.0870%  | 0.0000% | $15000.00          | $16435.39          | Corporate Debt Securities                         |
| COMM MTG TR 2012-CCRE4         A-3    20451017 2.8 | 2045-10-17      | 2.8530%  | 0.0000% | $465000.00         | $14877.42          | Private Label Collateralized Mortgage Obligations |
| CHEVRON USA INC                GLBL NT 4.819%32    | 2032-04-15      | 4.8190%  | 0.0000% | $509000.00         | $538214.71         | Corporate Debt Securities                         |
| CHUBB INA HLDGS INC            SR GLBL NT 61       | 2061-12-15      | 3.0500%  | 0.0000% | $1413000.00        | $902237.00         | Corporate Debt Securities                         |
| CVR ENERGY INC                 SR GLBL 144A 28     | 2028-02-15      | 5.7500%  | 0.0000% | $5000.00           | $4958.44           | Corporate Debt Securities                         |
| APPLIED MATLS INC              SR GLBL NT 30       | 2030-06-01      | 1.7500%  | 0.0000% | $94000.00          | $85061.98          | Corporate Debt Securities                         |
| APPLE INC                      SR GLBL NT1.7%31    | 2031-08-05      | 1.7000%  | 0.0000% | $61000.00          | $53881.13          | Corporate Debt Securities                         |
| PHILLIPS 66 PARTNERS LP        SR NT 3.75%28       | 2028-03-01      | 3.7500%  | 0.0000% | $5000.00           | $4840.75           | Corporate Debt Securities                         |
| TRINITY ACQUISITION PLC        SR GLBL NT4.4%26    | 2026-03-15      | 4.4000%  | 0.0000% | $68000.00          | $68137.59          | Corporate Debt Securities                         |
| TR FIN LLC                     SR GLBL NT 40       | 2040-04-15      | 5.8500%  | 0.0000% | $8000.00           | $8546.66           | Corporate Debt Securities                         |
| TORONTO DOMINION BK ONT        FR 4.783%121729     | 2029-12-17      | 4.7830%  | 0.0000% | $21000.00          | $21736.57          | Corporate Debt Securities                         |
| TRUIST FINL CORP               SUB NT      6%26    | 2026-02-15      | 6.0000%  | 0.0000% | $2000.00           | $2025.44           | Corporate Debt Securities                         |
| TOYOTA MTR CR CORP             FR 5.2%051526       | 2026-05-15      | 5.2000%  | 0.0000% | $47000.00          | $48264.77          | Corporate Debt Securities                         |
| PNC FINL SVCS GROUP INC        SR GLBL NT 34       | 2034-10-20      | 6.8750%  | 0.0000% | $4000.00           | $4660.10           | Corporate Debt Securities                         |
| VERIZON COMMUNICATIONS INC     SR GLBL NT 35       | 2035-02-15      | 4.7800%  | 0.0000% | $220000.00         | $218113.50         | Corporate Debt Securities                         |
| UNITEDHEALTH GROUP INC         SR GLBL NT 41       | 2041-11-15      | 4.6250%  | 0.0000% | $70000.00          | $66042.46          | Corporate Debt Securities                         |
| VERIZON COMMUNICATIONS INC     SR GLBL NT 29       | 2029-12-03      | 4.0160%  | 0.0000% | $319000.00         | $320838.08         | Corporate Debt Securities                         |
| WELLS FARGO & CO               FR 6.491%102334     | 2034-10-23      | 6.4910%  | 0.0000% | $2000.00           | $2278.24           | Corporate Debt Securities                         |
| VIRGINIA ELEC & PWR CO         SR -B NT8.875%38    | 2038-11-15      | 8.8750%  | 0.0000% | $99000.00          | $136554.78         | Corporate Debt Securities                         |
| TYCO ELECTRONICS GROUP S A     SR GLBL NT3.7%26    | 2026-02-15      | 3.7000%  | 0.0000% | $27000.00          | $27060.08          | Corporate Debt Securities                         |
| KIA CORP                       GLBL REGS NT 26     | 2026-10-16      | 1.7500%  | 0.0000% | $200000.00         | $196412.44         | Corporate Debt Securities                         |
| PHILIP MORRIS INTL INC         SR GLBL NT 5%25     | 2025-11-17      | 5.0000%  | 0.0000% | $17000.00          | $17327.29          | Corporate Debt Securities                         |
| OREILLY AUTOMOTIVE INC         SR GLBL NT3.9%29    | 2029-06-01      | 3.9000%  | 0.0000% | $67000.00          | $67132.10          | Corporate Debt Securities                         |
| WARNERMEDIA HLDGS INC          SR GLBL NT 29       | 2029-03-15      | 4.0540%  | 0.0000% | $16000.00          | $15475.67          | Corporate Debt Securities                         |
| PACIFIC GAS & ELEC CO          1M GLBL BD6.4%33    | 2033-06-15      | 6.4000%  | 0.0000% | $300000.00         | $327896.00         | Corporate Debt Securities                         |
| NATIONAL RURAL UTILS COOP FIN  SR SEC GLBL BD31    | 2031-03-15      | 1.3500%  | 0.0000% | $2000.00           | $1713.35           | Corporate Debt Securities                         |
| PROLOGIS L P                   SR GLBL NT 34       | 2034-01-15      | 5.1250%  | 0.0000% | $80000.00          | $83118.97          | Corporate Debt Securities                         |
| AVIANCA MIDCO 2 LTD            SR SEC GLBL 28      | 2028-12-01      | 9.0000%  | 0.0000% | $24207.00          | $24927.16          | Corporate Debt Securities                         |
| SOUTHERN CO                    SR GLBL 2022B 32    | 2032-10-15      | 5.7000%  | 0.0000% | $85000.00          | $92326.57          | Corporate Debt Securities                         |
| THE HUNTINGTON NATIONAL 2025-2 B-1    20330920 4.8 | 2033-09-20      | 4.8350%  | 0.0000% | $3980000.00        | $3870632.93        | Asset-Backed Securities                           |
| INDUSTRIAS PENOLES S.A.B.      SR GLBL REGS 29     | 2029-09-12      | 4.1500%  | 0.0000% | $465000.00         | $462514.58         | Corporate Debt Securities                         |
| ORBIA ADVANCE CORP S A B DE CV SR GLBL REGS 35     | 2035-05-13      | 7.5000%  | 0.0000% | $2345000.00        | $2537973.96        | Corporate Debt Securities                         |
| SEQUOIA MTG TR 2017-CH2        A-19   20471225 FLT | 2047-12-25      | 4.0000%  | 0.0000% | $107000.00         | $3415.19           | Private Label Collateralized Mortgage Obligations |
| HUNTINGTON INGALLS INDS INC    SR GLBL NT 30       | 2030-01-15      | 5.3530%  | 0.0000% | $57000.00          | $59375.31          | Corporate Debt Securities                         |
| HYUNDAI CAP AMER               FR 5.35%031929      | 2029-03-19      | 5.3500%  | 0.0000% | $25000.00          | $25724.87          | Corporate Debt Securities                         |
| SEMPRA                         JR SB GLBL NT 54    | 2054-10-01      | 6.8750%  | 0.0000% | $1191000.00        | $1279305.54        | Corporate Debt Securities                         |
| TRANE TECHNOLOGIES FINANCING L SR GLBL NT3.8%29    | 2029-03-21      | 3.8000%  | 0.0000% | $6469000.00        | $6401334.26        | Corporate Debt Securities                         |
| ELECTRICITE DE FRANCE SA       SR GLBL REGS 35     | 2035-01-13      | 5.7500%  | 0.0000% | $1130000.00        | $1190487.33        | Corporate Debt Securities                         |
| JP MRGN CHASE COM TR 2021-MHC  A      20380415 FLT | 2038-04-15      | 5.3155%  | 0.0000% | $100000.00         | $86759.59          | Private Label Collateralized Mortgage Obligations |
| GENERAL MTRS FINL CO INC       PERP SUB GLBL -B    | 2500-12-31      | 6.5000%  | 0.0000% | $1000.00           | $995.41            | Corporate Debt Securities                         |
| FISERV INC                     SR GLBL NT5.6%33    | 2033-03-02      | 5.6000%  | 0.0000% | $77000.00          | $81100.68          | Corporate Debt Securities                         |
| HYUNDAI CAP AMER               SR 144A NT5.4%31    | 2031-06-24      | 5.4000%  | 0.0000% | $53000.00          | $55351.61          | Corporate Debt Securities                         |
| EVERGY METRO INC               SR GLBL NT4.2%47    | 2047-06-15      | 4.2000%  | 0.0000% | $2000.00           | $1672.96           | Corporate Debt Securities                         |
| KEURIG DR PEPPER INC           GLBL FLT NT 27      | 2027-03-15      | 5.0801%  | 0.0000% | $2000.00           | $2007.96           | Corporate Debt Securities                         |
| IRV TR 2025-200P               A      20470314 FLT | 2047-03-14      | 5.4711%  | 0.0000% | $1000000.00        | $1027115.26        | Private Label Collateralized Mortgage Obligations |
| NEW YORK LIFE GLOBAL FDG       FR 5%060629         | 2029-06-06      | 5.0000%  | 0.0000% | $32000.00          | $33414.19          | Corporate Debt Securities                         |
| NEW RES MTG LN TR 2021-NQM2R   A-1    20581025 FLT | 2058-10-25      | 0.9405%  | 0.0000% | $692196.00         | $104768.70         | Private Label Collateralized Mortgage Obligations |
| JOHNSON CONTROLS INTERNATION   SR GLBL NT 44       | 2044-07-02      | 4.6250%  | 0.0000% | $99000.00          | $89817.31          | Corporate Debt Securities                         |
| MARSH & MCLENNAN COS INC       SR GLBL NT 31       | 2031-11-15      | 4.8500%  | 0.0000% | $48000.00          | $49947.24          | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        SR GLBL FL NT 28    | 2028-02-24      | 5.3700%  | 0.0000% | $7000.00           | $7087.16           | Corporate Debt Securities                         |
| NEW YORK LIFE GLOBAL FDG       SR SEC 144A NT31    | 2031-08-01      | 1.8500%  | 0.0000% | $5000.00           | $4377.71           | Corporate Debt Securities                         |
| MPLX LP                        SR GLBL NT 5%33     | 2033-01-15      | 5.0000%  | 0.0000% | $97000.00          | $97406.00          | Corporate Debt Securities                         |
| MASTERCARD INCORPORATED        3.95%48             | 2048-02-26      | 3.9500%  | 0.0000% | $10000.00          | $8284.91           | Corporate Debt Securities                         |
| MACQUARIE AIRFINANCE HLDGS LTD SR 144A NT6.4%29    | 2029-03-26      | 6.4000%  | 0.0000% | $14000.00          | $14730.96          | Corporate Debt Securities                         |
| NOMURA ASSET ACCEPT 2005-S4    A-3    20351025 FLT | 2035-10-25      | 4.8724%  | 0.0000% | $942000.00         | $4738.80           | Asset-Backed Securities                           |
| NEWMONT CORP                   GTD NT 6.25%39      | 2039-10-01      | 6.2500%  | 0.0000% | $2000.00           | $2299.43           | Corporate Debt Securities                         |
| NOMURA ASSET ALT LN 2006-S3    A-1    20360825 FLT | 2036-08-25      | 4.5924%  | 0.0000% | $338000.00         | $1869.25           | Asset-Backed Securities                           |
| MPLX LP                        SR GLBL NT 5%33     | 2033-03-01      | 5.0000%  | 0.0000% | $24000.00          | $24119.71          | Corporate Debt Securities                         |
| HYUNDAI CAP AMER               SR REGS NT2.1%28    | 2028-09-15      | 2.1000%  | 0.0000% | $60000.00          | $56274.50          | Corporate Debt Securities                         |
| NEW YORK LIFE GLOBAL FDG       REGS NT 4.85%28     | 2028-01-09      | 4.8500%  | 0.0000% | $100000.00         | $102867.25         | Corporate Debt Securities                         |
| SG COML MTG SECS TR 2016-C5    A-M    20481013 3.3 | 2048-10-13      | 3.3790%  | 0.0000% | $6500000.00        | $6357201.32        | Private Label Collateralized Mortgage Obligations |
| ONEOK INC NEW                  SR GLBL NT 32       | 2032-10-15      | 4.9500%  | 0.0000% | $85000.00          | $85589.05          | Corporate Debt Securities                         |
| OGLETHORPE POWER CORP          1M GLBL-2009B 39    | 2039-11-01      | 5.9500%  | 0.0000% | $3964000.00        | $4245072.93        | Corporate Debt Securities                         |
| OMEGA HEALTHCARE INVS INC      SR GLBL NT 28       | 2028-01-15      | 4.7500%  | 0.0000% | $80000.00          | $81418.07          | Corporate Debt Securities                         |
| ORACLE CORP                    SR GLBL NT 31       | 2031-03-25      | 2.8750%  | 0.0000% | $43000.00          | $39564.27          | Corporate Debt Securities                         |
| PAYPAL HLDGS INC               SR GLBL NT5.1%35    | 2035-04-01      | 5.1000%  | 0.0000% | $1046000.00        | $1100873.16        | Corporate Debt Securities                         |
| BLUE OWL CR INCOME CORP        SR GLBL NT 27       | 2027-09-16      | 7.7500%  | 0.0000% | $3000.00           | $3161.05           | Corporate Debt Securities                         |
| INDEPENDENT BK CORP MASS       SUB GLBL NT 35      | 2035-04-01      | 7.2500%  | 0.0000% | $25000.00          | $26947.42          | Corporate Debt Securities                         |
| SCHWAB CHARLES CORP            SR GLBL NT 29       | 2029-10-01      | 2.7500%  | 0.0000% | $68000.00          | $65480.17          | Corporate Debt Securities                         |
| SKYMILES IP LTD & DELTA AIR LI SR SEC 144A 28      | 2028-10-20      | 4.7500%  | 0.0000% | $6075240.00        | $6168471.31        | Corporate Debt Securities                         |
| MCDONALDS CORP                 FR 6.3%030138       | 2038-03-01      | 6.3000%  | 0.0000% | $233000.00         | $259285.90         | Corporate Debt Securities                         |
| METROPOLITAN LIFE GLOBAL FDG I GLBL 144A NT 34     | 2034-01-08      | 5.0500%  | 0.0000% | $200000.00         | $206838.56         | Corporate Debt Securities                         |
| MARATHON OIL CORP              SR GLBL NT6.8%32    | 2032-03-15      | 6.8000%  | 0.0000% | $4000.00           | $4334.33           | Corporate Debt Securities                         |
| MIZUHO FINANCIAL GROUP INC     SR GLBL COCO 31     | 2031-05-27      | 5.7390%  | 0.0000% | $525000.00         | $563833.33         | Corporate Debt Securities                         |
| TRUIST FINL CORP               FR 5.122%012634     | 2034-01-26      | 5.1220%  | 0.0000% | $13000.00          | $13313.25          | Corporate Debt Securities                         |
| GS MORTGAGE BACKED 2023-PJ5    A-22   20540225 FLT | 2054-02-25      | 6.5000%  | 0.0000% | $5000000.00        | $5188800.55        | Private Label Collateralized Mortgage Obligations |
| GS MTG BACKED SECS TR 2025-PJ1 A-16   20550625 FLT | 2055-06-25      | 6.0000%  | 0.0000% | $10000000.00       | $10234753.34       | Private Label Collateralized Mortgage Obligations |
| ORACLE CORP                    SR GLBL NT6.1%65    | 2065-09-26      | 6.1000%  | 0.0000% | $549000.00         | $551496.73         | Corporate Debt Securities                         |
| SOUTHWEST GAS CORP             SR GLBL NT2.2%30    | 2030-06-15      | 2.2000%  | 0.0000% | $4000.00           | $3659.23           | Corporate Debt Securities                         |
| SUMITOMO LIFE INS CO           SUB GLBL 144A 55    | 2055-09-10      | 5.8750%  | 0.0000% | $76000.00          | $77628.98          | Corporate Debt Securities                         |
| STRYKER CORPORATION            SR NT 4.1%43        | 2043-04-01      | 4.1000%  | 0.0000% | $97000.00          | $84855.22          | Corporate Debt Securities                         |
| SIMON PPTY GROUP LP            SR GLBL NT 42       | 2042-03-15      | 4.7500%  | 0.0000% | $75000.00          | $69401.19          | Corporate Debt Securities                         |
| US BANCORP                     FR 4.967%072233     | 2033-07-22      | 4.9670%  | 0.0000% | $317000.00         | $321587.66         | Corporate Debt Securities                         |
| STARBUCKS CORP                 SR NT 4.5%48        | 2048-11-15      | 4.5000%  | 0.0000% | $43000.00          | $37497.93          | Corporate Debt Securities                         |
| SEQUOIA MORTGAGE TRUST 2025-2  A-5    20550325 FLT | 2055-03-25      | 5.5000%  | 0.0000% | $258000.00         | $214229.14         | Private Label Collateralized Mortgage Obligations |
| TENNESSEE GAS PIPELINE CO      SR GLBL DEB 7%28    | 2028-10-15      | 7.0000%  | 0.0000% | $85000.00          | $94028.13          | Corporate Debt Securities                         |
| TASEKO MINES LTD               SR SEC GLBL 30      | 2030-05-01      | 8.2500%  | 0.0000% | $99000.00          | $108413.50         | Corporate Debt Securities                         |
| STARWOOD MTG RES TR 2020-INV1  B-2    20551125 FLT | 2055-11-25      | 4.2610%  | 0.0000% | $1534000.00        | $1319714.73        | Private Label Collateralized Mortgage Obligations |
| STEWART INFORMATION SVCS CORP  SR GLBL NT3.6%31    | 2031-11-15      | 3.6000%  | 0.0000% | $2000.00           | $1818.94           | Corporate Debt Securities                         |
| TANGER PPTYS LTD PARTNERSHIP   SR GLBL NT 31       | 2031-09-01      | 2.7500%  | 0.0000% | $87000.00          | $78102.97          | Corporate Debt Securities                         |
| MITSUBISHI UFJ FINANCIAL GROUP SR GLBL NT 36       | 2036-09-12      | 5.1880%  | 0.0000% | $28000.00          | $28548.07          | Corporate Debt Securities                         |
| MOLEX ELECTRONIC TECHNOLOGIES  SR 144A NT 32       | 2032-04-30      | 5.2500%  | 0.0000% | $31000.00          | $32262.06          | Corporate Debt Securities                         |
| METLIFE INC                    SR NT 6.5%32        | 2032-12-15      | 6.5000%  | 0.0000% | $5000.00           | $5753.39           | Corporate Debt Securities                         |
| MICROCHIP TECHNOLOGY INC.      SR GLBL NT 30       | 2030-02-15      | 5.0500%  | 0.0000% | $56000.00          | $57618.54          | Corporate Debt Securities                         |
| MOSAIC CO                      SR NT 5.625%43      | 2043-11-15      | 5.6250%  | 0.0000% | $101000.00         | $102245.71         | Corporate Debt Securities                         |
| MICRON TECHNOLOGY INC          SR GLBL NT 33       | 2033-09-15      | 5.8750%  | 0.0000% | $19000.00          | $20260.42          | Corporate Debt Securities                         |
| NORFOLK SOUTHN CORP            SR GLBL NT 34       | 2034-03-15      | 5.5500%  | 0.0000% | $2000.00           | $2126.30           | Corporate Debt Securities                         |
| BERKSHIRE HATHAWAY ENERGY CO   SR GLBL BD 37       | 2037-05-15      | 5.9500%  | 0.0000% | $4000.00           | $4399.85           | Corporate Debt Securities                         |
| ORIX CORP                      NT 2.25%31          | 2031-03-09      | 2.2500%  | 0.0000% | $13000.00          | $11615.79          | Corporate Debt Securities                         |
| OBX TRUST 2021-NQM4            M-1    20611025 3.2 | 2061-10-25      | 3.2480%  | 0.0000% | $12153000.00       | $8470695.01        | Private Label Collateralized Mortgage Obligations |
| MERCK & CO INC                 SR GLBL NT4.5%33    | 2033-05-17      | 4.5000%  | 0.0000% | $84000.00          | $85918.98          | Corporate Debt Securities                         |
| PACKAGING CORP AMER            SR GLBL NT 3%29     | 2029-12-15      | 3.0000%  | 0.0000% | $75000.00          | $72296.25          | Corporate Debt Securities                         |
| PLAINS ALL AMERN PIPELINE L P  SR NT 4.9%45        | 2045-02-15      | 4.9000%  | 0.0000% | $54000.00          | $47554.29          | Corporate Debt Securities                         |
| NEW RES MTG LN TR 2024-NQM2    A-3    20640925 FLT | 2064-09-25      | 5.4210%  | 0.0000% | $2622000.00        | $2087919.13        | Private Label Collateralized Mortgage Obligations |
| NEXTERA ENERGY CAP HLDGS INC   GLBL -59 DEB 32     | 2032-01-15      | 2.4400%  | 0.0000% | $67000.00          | $59570.59          | Corporate Debt Securities                         |
| SCHWAB CHARLES CORP            SR GLBL NT 34       | 2034-05-19      | 5.8530%  | 0.0000% | $11000.00          | $12021.33          | Corporate Debt Securities                         |
| HONEYWELL INTL INC             SR GLBL NT4.5%34    | 2034-01-15      | 4.5000%  | 0.0000% | $90000.00          | $90189.45          | Corporate Debt Securities                         |
| SUZANO AUSTRIA GMBH            SR GLBL REGS 26     | 2026-07-14      | 5.7500%  | 0.0000% | $300000.00         | $306668.67         | Corporate Debt Securities                         |
| WABTEC                         4.7%28              | 2028-09-15      | 4.7000%  | 0.0000% | $48000.00          | $48720.40          | Corporate Debt Securities                         |
| WESTPAC BKG CORP               GLBL NT 5.535%28    | 2028-11-17      | 5.5350%  | 0.0000% | $132000.00         | $140817.43         | Corporate Debt Securities                         |
| HYUNDAI CAP AMER               FR 6.375%040830     | 2030-04-08      | 6.3750%  | 0.0000% | $2000.00           | $2197.82           | Corporate Debt Securities                         |
| XTO ENERGY INC                 SR NT 6.75%37       | 2037-08-01      | 6.7500%  | 0.0000% | $1000.00           | $1177.71           | Corporate Debt Securities                         |
| WESTERN MIDSTREAM OPER LP      SR GLBL NT 29       | 2029-01-15      | 6.3500%  | 0.0000% | $4000.00           | $4263.36           | Corporate Debt Securities                         |
| SAN DIEGO GAS & ELEC CO        1M GLBL III BD40    | 2040-08-15      | 4.5000%  | 0.0000% | $1000.00           | $926.25            | Corporate Debt Securities                         |
| WYNNTON FDG TR II              SR 144A NT 55       | 2055-08-15      | 5.9910%  | 0.0000% | $250000.00         | $259047.94         | Corporate Debt Securities                         |
| YALE NEW HAVEN HEALTH SVCS COR SR -2020 BD 50      | 2050-07-01      | 2.4960%  | 0.0000% | $79000.00          | $47327.37          | Corporate Debt Securities                         |
| EBAY INC.                      SR GLBL NT2.7%30    | 2030-03-11      | 2.7000%  | 0.0000% | $66000.00          | $61781.61          | Corporate Debt Securities                         |
| DBWF MORTGAGE TRUST 2024-LCRS  C      20370415 FLT | 2037-04-15      | 6.7902%  | 0.0000% | $1625000.00        | $1630106.70        | Private Label Collateralized Mortgage Obligations |
| EOG RES INC                    SR GLBL NT 5%32     | 2032-07-15      | 5.0000%  | 0.0000% | $90000.00          | $93251.80          | Corporate Debt Securities                         |
| CONSUMERS ENERGY CO            1M GLBL BD 52       | 2052-08-15      | 2.6500%  | 0.0000% | $72000.00          | $45226.26          | Corporate Debt Securities                         |
| DUKE ENERGY CORP NEW           SR GLBL NT 35       | 2035-09-15      | 4.9500%  | 0.0000% | $100000.00         | $99756.25          | Corporate Debt Securities                         |
| DCP MIDSTREAM OPERATING LP     SR NT 5.6%44        | 2044-04-01      | 5.6000%  | 0.0000% | $2000.00           | $2000.41           | Corporate Debt Securities                         |
| COCA COLA CO                   SR GLBL NT 1%28     | 2028-03-15      | 1.0000%  | 0.0000% | $66000.00          | $61800.86          | Corporate Debt Securities                         |
| COMMONWEALTH BANK OF AUSTRALIA FR 3.305%031141     | 2041-03-11      | 3.3050%  | 0.0000% | $200000.00         | $154386.86         | Corporate Debt Securities                         |
| COLONIAL ENTERPRISES INC       SR GLBL 144A 30     | 2030-05-15      | 3.2500%  | 0.0000% | $17000.00          | $16057.99          | Corporate Debt Securities                         |
| CONOCOPHILLIPS                 SR GLBL NT4.3%28    | 2028-08-15      | 4.3000%  | 0.0000% | $23000.00          | $23153.29          | Corporate Debt Securities                         |
| COX COMMUNICATIONS INC NEW     SR GLBL 144A 53     | 2053-12-15      | 5.8000%  | 0.0000% | $86000.00          | $79895.43          | Corporate Debt Securities                         |
| CUBESMART L P                  SR GLBL NT 3%30     | 2030-02-15      | 3.0000%  | 0.0000% | $75000.00          | $71174.25          | Corporate Debt Securities                         |
| APPLE INC                      SR GLBL NT 60       | 2060-08-20      | 2.5500%  | 0.0000% | $1414000.00        | $836173.61         | Corporate Debt Securities                         |
| AMAZON COM INC                 SR GLBL NT 37       | 2037-08-22      | 3.8750%  | 0.0000% | $51000.00          | $47320.87          | Corporate Debt Securities                         |
| AMERICAN HONDA FIN CORP MTN    FR 5.2%030535       | 2035-03-05      | 5.2000%  | 0.0000% | $48000.00          | $49007.57          | Corporate Debt Securities                         |
| AMERICAN TOWER CORP            SR GLBL NT 29       | 2029-03-15      | 3.9500%  | 0.0000% | $2000.00           | $1981.95           | Corporate Debt Securities                         |
| ALLIANT HLDGS INTER LLC / ALL  SR 144A NT 29       | 2029-11-01      | 5.8750%  | 0.0000% | $2000.00           | $2039.61           | Corporate Debt Securities                         |
| AMERICAN HONDA FIN CORP MTN    FR 2.25%011229      | 2029-01-12      | 2.2500%  | 0.0000% | $41000.00          | $38760.38          | Corporate Debt Securities                         |
| ARROW ELECTRS INC              GLBL NT 5.15%29     | 2029-08-21      | 5.1500%  | 0.0000% | $3000.00           | $3088.98           | Corporate Debt Securities                         |
| AMERICAN HONDA FIN CORP MTN    FR 4.9%070927       | 2027-07-09      | 4.9000%  | 0.0000% | $18000.00          | $18438.03          | Corporate Debt Securities                         |
| ASSURED GTY US HLDGS INC       SR GLBL NT 31       | 2031-06-15      | 3.1500%  | 0.0000% | $91000.00          | $86180.41          | Corporate Debt Securities                         |
| BLACKSTONE HLDGS FIN L L C     SR GLBL 144A 45     | 2045-07-15      | 4.4500%  | 0.0000% | $19000.00          | $16708.81          | Corporate Debt Securities                         |
| BRUNSWICK CORP                 SR GLBL NT2.4%31    | 2031-08-18      | 2.4000%  | 0.0000% | $2000.00           | $1742.42           | Corporate Debt Securities                         |
| BROWN FORMAN CORP              SR GLBL NT 33       | 2033-04-15      | 4.7500%  | 0.0000% | $63000.00          | $65174.18          | Corporate Debt Securities                         |
| BRIXMOR OPERATING PRTSHP LP    GLBL NT 2.25%28     | 2028-04-01      | 2.2500%  | 0.0000% | $5000.00           | $4816.69           | Corporate Debt Securities                         |
| CF INDS INC                    SR NT 4.95%43       | 2043-06-01      | 4.9500%  | 0.0000% | $100000.00         | $93860.25          | Corporate Debt Securities                         |
| BURLINGTON NORTHN SANTA FE CP  SR GLBL DEB 41      | 2041-09-15      | 4.9500%  | 0.0000% | $2000.00           | $1933.31           | Corporate Debt Securities                         |
| BRIGHTHOUSE FINL INC           SR GLBL NT 51       | 2051-12-22      | 3.8500%  | 0.0000% | $5000.00           | $3347.20           | Corporate Debt Securities                         |
| BX TR 2021-RISE                D      20361117 FLT | 2036-11-17      | 6.0145%  | 0.0000% | $1620000.00        | $1372009.39        | Private Label Collateralized Mortgage Obligations |
| BMW VEHICLE LEASE TR 2025-1    A-3    20280626 4.4 | 2028-06-26      | 4.4300%  | 0.0000% | $2000.00           | $2016.43           | Asset-Backed Securities                           |
| BOEING CO                      CR SEN SR GLBL54    | 2054-05-01      | 6.8580%  | 0.0000% | $104000.00         | $122307.59         | Corporate Debt Securities                         |
| BRIGHTHOUSE FINANCIAL GLOBAL   FR 5.65%061029      | 2029-06-10      | 5.6500%  | 0.0000% | $1392000.00        | $1452390.37        | Corporate Debt Securities                         |
| BP CAP MKTS AMER INC           GLBL NT 4.868%29    | 2029-11-25      | 4.8680%  | 0.0000% | $54000.00          | $56314.59          | Corporate Debt Securities                         |
| BRIXMOR OPERATING PRTSHP LP    SR GLBL NT 29       | 2029-05-15      | 4.1250%  | 0.0000% | $2000.00           | $2013.26           | Corporate Debt Securities                         |
| BUNGE LTD FIN CORP             SR GLBL NT 35       | 2035-08-04      | 5.1500%  | 0.0000% | $56000.00          | $57195.10          | Corporate Debt Securities                         |
| BROADRIDGE FINL SOLUTIONS INC  SR GLBL NT3.4%26    | 2026-06-27      | 3.4000%  | 0.0000% | $40000.00          | $40118.53          | Corporate Debt Securities                         |
| ALEXANDRIA REAL ESTATE EQ INC  SR GLBL NT 3%51     | 2051-05-18      | 3.0000%  | 0.0000% | $2980000.00        | $1910537.60        | Corporate Debt Securities                         |
| ALTRIA GROUP INC               SR GLBL NT5.8%39    | 2039-02-14      | 5.8000%  | 0.0000% | $10330000.00       | $10816347.88       | Corporate Debt Securities                         |
| ANHEUSER-BUSCH INBEV WLDW INC  SR GLBL NT 35       | 2035-06-15      | 5.8750%  | 0.0000% | $10000.00          | $11088.35          | Corporate Debt Securities                         |
| AMERICAN HONDA FIN CORP MTN    FR 5.25%070726      | 2026-07-07      | 5.2500%  | 0.0000% | $32000.00          | $32654.21          | Corporate Debt Securities                         |
| AMERICAN ELEC PWR CO INC       JR SB GLBL -B 54    | 2054-12-15      | 6.9500%  | 0.0000% | $50000.00          | $55129.54          | Corporate Debt Securities                         |
| AMAZON COM INC                 SR GLBL NT 44       | 2044-12-05      | 4.9500%  | 0.0000% | $571000.00         | $575934.87         | Corporate Debt Securities                         |
| AMCOR GROUP FIN PLC            GLBL NT 5.45%29     | 2029-05-23      | 5.4500%  | 0.0000% | $159000.00         | $167370.78         | Corporate Debt Securities                         |
| AMERICAN EXPRESS CO            SR GLBL NT 28       | 2028-07-26      | 5.0430%  | 0.0000% | $92000.00          | $94362.13          | Corporate Debt Securities                         |
| AIRCASTLE LTD                  SR GLBL NT 26       | 2026-06-15      | 4.2500%  | 0.0000% | $65000.00          | $65689.38          | Corporate Debt Securities                         |
| AMERICAN INTL GROUP INC        SR GLBL NT 30       | 2030-05-07      | 4.8500%  | 0.0000% | $40000.00          | $41689.41          | Corporate Debt Securities                         |
| ALEXANDRIA REAL ESTATE EQ INC  SR GLBL NT 52       | 2052-03-15      | 3.5500%  | 0.0000% | $94000.00          | $65695.58          | Corporate Debt Securities                         |
| HOWMET AEROSPACE INC           SR NT 6.75%28       | 2028-01-15      | 6.7500%  | 0.0000% | $2000.00           | $2142.07           | Corporate Debt Securities                         |
| ALEXANDRIA REAL ESTATE EQ INC  SR GLBL NT5.5%35    | 2035-10-01      | 5.5000%  | 0.0000% | $10000.00          | $10624.71          | Corporate Debt Securities                         |
| UNIVERSITY PA TRUSTEES         2020A BD2.396%50    | 2050-10-01      | 2.3960%  | 0.0000% | $13000.00          | $7959.42           | Corporate Debt Securities                         |
| UNITEDHEALTH GROUP INC         SR GLBL NT4.9%31    | 2031-04-15      | 4.9000%  | 0.0000% | $919000.00         | $962669.35         | Corporate Debt Securities                         |
| FIELDSTONE MTG INV 2006-3      M4     20361125 FLT | 2036-11-25      | 0.0000%  | 0.0000% | $7200000.00        | $4899.39           | Asset-Backed Securities                           |
| GS MTG BKD SEC TRUST 2024-RPL4 A-1    20610925 FLT | 2061-09-25      | 3.9000%  | 0.0000% | $610000.00         | $534081.02         | Asset-Backed Securities                           |
| GCAT LLC 2019-NQM3             B-1    20591125 FLT | 2059-11-25      | 3.9520%  | 0.0000% | $1520000.00        | $1355962.44        | Asset-Backed Securities                           |
| FIRST AMERN FINL CORP          SR GLBL NT2.4%31    | 2031-08-15      | 2.4000%  | 0.0000% | $41000.00          | $35697.47          | Corporate Debt Securities                         |
| FIELDSTONE MTG INV 2006-1      M5     20360525 FLT | 2036-05-25      | 5.0674%  | 0.0000% | $4000000.00        | $2855.22           | Asset-Backed Securities                           |
| FLAGSTAR MTG TR 2021-13INV     A-2    20511225 FLT | 2051-12-25      | 3.0000%  | 0.0000% | $3000000.00        | $2014509.83        | Private Label Collateralized Mortgage Obligations |
| FIRST CASH INC                 SR GLBL 144A 30     | 2030-01-01      | 5.6250%  | 0.0000% | $2000.00           | $2024.03           | Corporate Debt Securities                         |
| L3HARRIS TECHNOLOGIES INC      6.35%28             | 2028-02-01      | 6.3500%  | 0.0000% | $1000.00           | $1050.47           | Corporate Debt Securities                         |
| GLAXOSMITHKLINE CAP PLC        SR GLBL NT 29       | 2029-06-01      | 3.3750%  | 0.0000% | $4694000.00        | $4634744.12        | Corporate Debt Securities                         |
| HOME DEPOT INC                 SR GLBL NT 51       | 2051-03-15      | 2.3750%  | 0.0000% | $133000.00         | $78320.98          | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        SR NT 6.561%34      | 2034-10-24      | 6.5610%  | 0.0000% | $976000.00         | $1122879.22        | Corporate Debt Securities                         |
| HCA INC.                       SR SEC GLBL NT49    | 2049-06-15      | 5.2500%  | 0.0000% | $19000.00          | $17699.69          | Corporate Debt Securities                         |
| JEFFERIES FINANCIAL GROUP INC  SR GLBL NT 31       | 2031-10-15      | 2.6250%  | 0.0000% | $7685000.00        | $6928805.61        | Corporate Debt Securities                         |
| PFIZER INC                     SR NT 4.3%43        | 2043-06-15      | 4.3000%  | 0.0000% | $78000.00          | $69633.07          | Corporate Debt Securities                         |
| JOHNSON & JOHNSON              SR GLBL NT 27       | 2027-09-01      | 0.9500%  | 0.0000% | $24000.00          | $22829.41          | Corporate Debt Securities                         |
| MICRON TECHNOLOGY INC          SR GLBL NT 29       | 2029-02-06      | 5.3270%  | 0.0000% | $12000.00          | $12443.65          | Corporate Debt Securities                         |
| MASTERCARD INCORPORATED        SR GLBL NT3.3%27    | 2027-03-26      | 3.3000%  | 0.0000% | $73000.00          | $72435.47          | Corporate Debt Securities                         |
| MICROSOFT CORP                 SR NT 5.3%41        | 2041-02-08      | 5.3000%  | 0.0000% | $28000.00          | $29912.84          | Corporate Debt Securities                         |
| PROCTER & GAMBLE CO            SR GLBL NT 31       | 2031-04-23      | 1.9500%  | 0.0000% | $72000.00          | $65384.22          | Corporate Debt Securities                         |
| MARTIN MARIETTA MATLS INC      SR GLBL NT3.2%51    | 2051-07-15      | 3.2000%  | 0.0000% | $1038000.00        | $723389.12         | Corporate Debt Securities                         |
| PROLOGIS L P                   SR GLBL NT 50       | 2050-10-15      | 2.1250%  | 0.0000% | $122000.00         | $68401.69          | Corporate Debt Securities                         |
| MERCK & CO INC                 SR GLBL NT 32       | 2032-09-15      | 4.5500%  | 0.0000% | $80000.00          | $80869.93          | Corporate Debt Securities                         |
| PHILIP MORRIS INTL INC         SR GLBL NT 29       | 2029-11-17      | 5.6250%  | 0.0000% | $93000.00          | $99778.89          | Corporate Debt Securities                         |
| MERCEDES-BENZ  AUTO 2024-1     A-2A   20270517 5.0 | 2027-05-17      | 5.0600%  | 0.0000% | $400000.00         | $2872.51           | Asset-Backed Securities                           |
| MID-AMERICA APTS LP            SR GLBL NT 35       | 2035-03-01      | 4.9500%  | 0.0000% | $3000.00           | $3037.43           | Corporate Debt Securities                         |
| MCDONALDS CORP                 FR 5%051729         | 2029-05-17      | 5.0000%  | 0.0000% | $23000.00          | $24103.59          | Corporate Debt Securities                         |
| MCGRAW-HILL ED INC             SR SEC 144A NT28    | 2028-08-01      | 5.7500%  | 0.0000% | $2000.00           | $2015.17           | Corporate Debt Securities                         |
| PILGRIMS PRIDE CORP            SR GLBL NT 31       | 2031-04-15      | 4.2500%  | 0.0000% | $39000.00          | $38480.10          | Corporate Debt Securities                         |
| PFIZER INVT ENTERPRISES        GLBL NT 4.75%33     | 2033-05-19      | 4.7500%  | 0.0000% | $3000.00           | $3084.46           | Corporate Debt Securities                         |
| LINDE INC                      SR NT 3.55%42       | 2042-11-07      | 3.5500%  | 0.0000% | $3000.00           | $2463.90           | Corporate Debt Securities                         |
| PUGET ENERGY INC               SR SEC GLBL NT53    | 2053-06-01      | 5.4480%  | 0.0000% | $105000.00         | $104689.06         | Corporate Debt Securities                         |
| NEWMONT CORP/NEWCREST FIN P    SR GLBL NT 34       | 2034-03-15      | 5.3500%  | 0.0000% | $26000.00          | $27210.02          | Corporate Debt Securities                         |
| TENNESSEE GAS PIPELINE CO      SR DEB 7.625%37     | 2037-04-01      | 7.6250%  | 0.0000% | $2000.00           | $2437.33           | Corporate Debt Securities                         |
| HEWLETT PACKARD ENTERPRISE CO  SR GLBL NT5.6%54    | 2054-10-15      | 5.6000%  | 0.0000% | $3015000.00        | $2974197.00        | Corporate Debt Securities                         |
| PROTECTIVE LIFE CORP           SR GLBL 144A 30     | 2030-01-15      | 3.4000%  | 0.0000% | $3000.00           | $2896.72           | Corporate Debt Securities                         |
| PUBLIC SVC ENTERPRISE GROUP    GLBL NT 8.625%31    | 2031-04-15      | 8.6250%  | 0.0000% | $4174000.00        | $4989897.00        | Corporate Debt Securities                         |
| NISOURCE INC                   SR GLBL NT 28       | 2028-03-30      | 5.2500%  | 0.0000% | $95000.00          | $97451.00          | Corporate Debt Securities                         |
| NEWMONT CORP/NEWCREST FIN P    SR GLBL NT 41       | 2041-11-15      | 5.7500%  | 0.0000% | $4000.00           | $4216.37           | Corporate Debt Securities                         |
| SACO I TRUST 2006-5            I-A    20360425 FLT | 2036-04-25      | 4.5724%  | 0.0000% | $4508000.00        | $3408.21           | Asset-Backed Securities                           |
| PUBLIC SERVICE CO COLO         1M GLBL 37 BD 31    | 2031-06-15      | 1.8750%  | 0.0000% | $71000.00          | $62448.67          | Corporate Debt Securities                         |
| TARGET CORP                    SR GLBL NT 36       | 2036-02-15      | 5.2500%  | 0.0000% | $80000.00          | $83021.00          | Corporate Debt Securities                         |
| LIBERTY MUT GROUP INC          SR 144A NT5.5%52    | 2052-06-15      | 5.5000%  | 0.0000% | $8117000.00        | $7933244.65        | Corporate Debt Securities                         |
| LOCKHEED MARTIN CORP           SR GLBL NT 25       | 2025-10-15      | 4.9500%  | 0.0000% | $54000.00          | $55232.68          | Corporate Debt Securities                         |
| ELI LILLY & CO                 GLBL NT 4.9%32      | 2032-02-12      | 4.9000%  | 0.0000% | $20000.00          | $20803.87          | Corporate Debt Securities                         |
| TRI-STATE GENERATION &TRANSMIS 1M GLBL 144A 40     | 2040-06-15      | 6.0000%  | 0.0000% | $10102000.00       | $10561641.00       | Corporate Debt Securities                         |
| UNITED PARCEL SVCS INC         SR GLBL NT5.2%40    | 2040-04-01      | 5.2000%  | 0.0000% | $6000.00           | $6156.15           | Corporate Debt Securities                         |
| PACIFIC LIFE GLOBAL FDG II MED SR SEC FL 144A26    | 2026-06-04      | 4.8446%  | 0.0000% | $4000.00           | $4025.13           | Corporate Debt Securities                         |
| ONEOK INC NEW                  SR GLBL NT 33       | 2033-09-01      | 6.0500%  | 0.0000% | $72000.00          | $76733.54          | Corporate Debt Securities                         |
| ONCOR ELEC DELIVERY CO LLC     SR SEC NT 4.6%52    | 2052-06-01      | 4.6000%  | 0.0000% | $100000.00         | $87325.56          | Corporate Debt Securities                         |
| ONEOK INC NEW                  SR GLBL NT 27       | 2027-09-24      | 4.2500%  | 0.0000% | $44000.00          | $44073.41          | Corporate Debt Securities                         |
| BLUE OWL CAPITAL CORPORATION   SR GLBL NT 27       | 2027-01-15      | 2.6250%  | 0.0000% | $5000.00           | $4891.74           | Corporate Debt Securities                         |
| MPLX LP                        SR NT 5.2%47        | 2047-12-01      | 5.2000%  | 0.0000% | $20000.00          | $18291.38          | Corporate Debt Securities                         |
| MERCK & CO INC                 SR GLBL NT4.9%44    | 2044-05-17      | 4.9000%  | 0.0000% | $3871000.00        | $3753796.87        | Corporate Debt Securities                         |
| MASCO CORP                     SR NT 6.5%32        | 2032-08-15      | 6.5000%  | 0.0000% | $1000.00           | $1106.32           | Corporate Debt Securities                         |
| TRACTOR SUPPLY CO              GLBL NT 1.75%30     | 2030-11-01      | 1.7500%  | 0.0000% | $39000.00          | $34569.72          | Corporate Debt Securities                         |
| MARRIOTT INTL INC NEW          CR SEN SR GLBL32    | 2032-10-15      | 3.5000%  | 0.0000% | $94000.00          | $88699.50          | Corporate Debt Securities                         |
| MCKESSON CORP                  SR GLBL NT 35       | 2035-05-30      | 5.2500%  | 0.0000% | $2000.00           | $2096.04           | Corporate Debt Securities                         |
| SIEMENS FIN NV                 SR 144A NT3.3%46    | 2046-09-15      | 3.3000%  | 0.0000% | $250000.00         | $188956.25         | Corporate Debt Securities                         |
| OMNICOM GROUP INC              GLBL NT 5.3%34      | 2034-11-01      | 5.3000%  | 0.0000% | $200000.00         | $209681.22         | Corporate Debt Securities                         |
| ONCOR ELEC DELIVERY CO LLC     SR SEC NT 7%32      | 2032-05-01      | 7.0000%  | 0.0000% | $204000.00         | $237531.93         | Corporate Debt Securities                         |
| RGA GLOBAL FUNDING             -20251 REGS NT30    | 2030-01-09      | 5.2500%  | 0.0000% | $70000.00          | $73192.88          | Corporate Debt Securities                         |
| SBL HOLDINGS LLC               SR 144A NT 26       | 2026-11-13      | 5.1250%  | 0.0000% | $82000.00          | $83622.24          | Corporate Debt Securities                         |
| SASCO ARC 2004-1               A      20340627 5.2 | 2034-06-27      | 5.2500%  | 0.0000% | $5920000.00        | $194.50            | Asset-Backed Securities                           |
| SOFI MTG TR 2016-1             1A-4   20461125 FLT | 2046-11-25      | 3.0000%  | 0.0000% | $10500000.00       | $970219.34         | Private Label Collateralized Mortgage Obligations |
| REYNOLDS AMERICAN INC          SR GLBL NT 45       | 2045-08-15      | 5.8500%  | 0.0000% | $12564000.00       | $12570564.69       | Corporate Debt Securities                         |
| ROYAL BK CDA                   VR 012122-012127    | 2027-01-21      | 5.0271%  | 0.0000% | $4000.00           | $4055.21           | Corporate Debt Securities                         |
| NEW RESIDENTIAL MORTGAGE 2023- A-1A   20631025 6.8 | 2063-10-25      | 6.8640%  | 0.0000% | $500000.00         | $322916.75         | Private Label Collateralized Mortgage Obligations |
| MARATHON PETE CORP             SR GLBL NT4.5%48    | 2048-04-01      | 4.5000%  | 0.0000% | $85000.00          | $70775.68          | Corporate Debt Securities                         |
| HYUNDAI CAP AMER               FR 5.4%032932       | 2032-03-29      | 5.4000%  | 0.0000% | $35000000.00       | $36010800.00       | Corporate Debt Securities                         |
| UNION PAC CORP                 SR NT 3.375%35      | 2035-02-01      | 3.3750%  | 0.0000% | $85000.00          | $77442.76          | Corporate Debt Securities                         |
| ILLINOIS TOOL WKS INC          SR GLBL NT 41       | 2041-09-15      | 4.8750%  | 0.0000% | $265000.00         | $257402.78         | Corporate Debt Securities                         |
| ROGERS COMMUNICATIONS INC      SR GLBL NT3.8%32    | 2032-03-15      | 3.8000%  | 0.0000% | $3076000.00        | $2912705.41        | Corporate Debt Securities                         |
| HORMEL FOODS CORP              GLBL NT 1.7%28      | 2028-06-03      | 1.7000%  | 0.0000% | $57000.00          | $53974.73          | Corporate Debt Securities                         |
| JP MORGAN MRTG TR 2021-INV3    A-3    20511225 2.5 | 2051-12-25      | 2.5000%  | 0.0000% | $2500000.00        | $1466167.93        | Private Label Collateralized Mortgage Obligations |
| NATIXIS CMRCL MTG SEC 2022-RRI D      20350315 FLT | 2035-03-15      | 8.0948%  | 0.0000% | $4749000.00        | $3562351.28        | Private Label Collateralized Mortgage Obligations |
| JOHNSON CTLS INTL PLC/ TYCO    GLBL NT 5.5%29      | 2029-04-19      | 5.5000%  | 0.0000% | $304000.00         | $324008.44         | Corporate Debt Securities                         |
| HASBRO INC                     CR SEN SR GLBL29    | 2029-11-19      | 3.9000%  | 0.0000% | $2072000.00        | $2046124.17        | Corporate Debt Securities                         |
| JPMCC COML MTG SEC TR 2018-AON A      20310708 4.1 | 2031-07-08      | 4.1283%  | 0.0000% | $5308000.00        | $4873867.04        | Private Label Collateralized Mortgage Obligations |
| HEWLETT PACKARD ENTERPRISE CO  SR GLBL NT 28       | 2028-09-15      | 4.1500%  | 0.0000% | $54000.00          | $54049.64          | Corporate Debt Securities                         |
| NEW HOME CO INC                SR 144A NT8.5%30    | 2030-11-01      | 8.5000%  | 0.0000% | $194000.00         | $205940.81         | Corporate Debt Securities                         |
| ROYAL BK CDA                   FR 4.875%011226     | 2026-01-12      | 4.8750%  | 0.0000% | $4000.00           | $4047.97           | Corporate Debt Securities                         |
| SBNA AUTO LEASE TRUST 2024-B   A-2    20261120 5.6 | 2026-11-20      | 5.6700%  | 0.0000% | $101000.00         | $3094.54           | Asset-Backed Securities                           |
| ROYAL BK CDA                   FR 4.498%080629     | 2029-08-06      | 4.4980%  | 0.0000% | $97000.00          | $98356.74          | Corporate Debt Securities                         |
| HIGHWOODS RLTY LTD PARTNERSHIP SR GLBL NT4.2%29    | 2029-04-15      | 4.2000%  | 0.0000% | $5000.00           | $4991.40           | Corporate Debt Securities                         |
| KEURIG DR PEPPER INC           GLBL NT 5.05%29     | 2029-03-15      | 5.0500%  | 0.0000% | $75000.00          | $76460.56          | Corporate Debt Securities                         |
| J.P.MORGAN MORTGAGE TR 2024-1  A-8    20540625 FLT | 2054-06-25      | 6.0000%  | 0.0000% | $6000000.00        | $6111080.00        | Private Label Collateralized Mortgage Obligations |
| NATWEST GROUP PLC              SR GLBL COCO 34     | 2034-03-02      | 6.0160%  | 0.0000% | $3530000.00        | $3808831.56        | Corporate Debt Securities                         |
| NEWMONT CORP                   GLBL NT 5.875%35    | 2035-04-01      | 5.8750%  | 0.0000% | $500000.00         | $557000.90         | Corporate Debt Securities                         |
| HOLCIM FINANCE US LLC          SR GLBL 144A 28     | 2028-04-07      | 4.7000%  | 0.0000% | $338000.00         | $349531.25         | Corporate Debt Securities                         |
| GENERAL MTRS FINL CO INC       SR GLBL NT 27       | 2027-07-15      | 5.3500%  | 0.0000% | $23000.00          | $23663.22          | Corporate Debt Securities                         |
| KINDER MORGAN ENERGY PARTNERS  SR GLBL NT 5%43     | 2043-03-01      | 5.0000%  | 0.0000% | $1000.00           | $923.10            | Corporate Debt Securities                         |
| NATIONAL RURAL UTILS COOP FIN  SR SEC GLBL BD31    | 2031-06-15      | 1.6500%  | 0.0000% | $6000.00           | $5208.85           | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        SR GLBL NT2.6%30    | 2030-02-07      | 2.6000%  | 0.0000% | $78000.00          | $73348.69          | Corporate Debt Securities                         |
| INTEL CORP                     SR GLBL NT 32       | 2032-08-05      | 4.1500%  | 0.0000% | $2000.00           | $1947.46           | Corporate Debt Securities                         |
| INTERNATIONAL PAPER CO         CR SEN SR GLBL39    | 2039-11-15      | 7.3000%  | 0.0000% | $1552000.00        | $1850162.48        | Corporate Debt Securities                         |
| FIELDSTONE MTG INV 2006-2      M5     20360725 FLT | 2036-07-25      | 0.0000%  | 0.0000% | $4000000.00        | $2780.22           | Asset-Backed Securities                           |
| GLENCORE FDG LLC               SR FL 144A NT 27    | 2027-04-04      | 5.4064%  | 0.0000% | $62000.00          | $63146.47          | Corporate Debt Securities                         |
| GMACM HEQ LN TR 2007-HE2       A-4    20371225 FLT | 2037-12-25      | 7.4240%  | 0.0000% | $70000.00          | $1362.15           | Asset-Backed Securities                           |
| MERCEDES-BENZ FIN NORTH AMER   GLBL 144A NT 31     | 2031-03-02      | 2.4500%  | 0.0000% | $219000.00         | $197477.90         | Corporate Debt Securities                         |
| JOHN DEERE CAPITAL CORPORATION FR 2.45%010930      | 2030-01-09      | 2.4500%  | 0.0000% | $2000.00           | $1882.38           | Corporate Debt Securities                         |
| CONNECTICUT LT & PWR CO        1M GLBL -A BD 53    | 2053-01-15      | 5.2500%  | 0.0000% | $95000.00          | $92873.66          | Corporate Debt Securities                         |
| FMC CORP                       SR GLBL NT 29       | 2029-10-01      | 3.4500%  | 0.0000% | $717000.00         | $689255.09         | Corporate Debt Securities                         |
| COCA COLA CO                   SR GLBL NT 30       | 2030-03-25      | 3.4500%  | 0.0000% | $12000.00          | $11718.71          | Corporate Debt Securities                         |
| DUKE ENERGY FLA LLC            1M GLBL BD 33       | 2033-11-15      | 5.8750%  | 0.0000% | $210000.00         | $231363.56         | Corporate Debt Securities                         |
| EUROPEAN INVT BK               GLBL NT 1.625%31    | 2031-05-13      | 1.6250%  | 0.0000% | $1000.00           | $894.72            | Corporate Debt Securities                         |
| UBS GROUP AG                   SR GLBL COCO 29     | 2029-01-12      | 3.8690%  | 0.0000% | $338000.00         | $337923.22         | Corporate Debt Securities                         |
| ERAC USA FINANCE COMPANY       SR 144A NT5.4%53    | 2053-05-01      | 5.4000%  | 0.0000% | $570000.00         | $583246.80         | Corporate Debt Securities                         |
| EQT CORP                       SR GLBL NT 34       | 2034-02-01      | 5.7500%  | 0.0000% | $1215000.00        | $1283068.69        | Corporate Debt Securities                         |
| EMPRESA FERROCARRILES ESTADO   GLBL 144A NT 50     | 2050-08-18      | 3.0680%  | 0.0000% | $860000.00         | $541532.83         | Corporate Debt Securities                         |
| EASTERN GAS TRANSMISSION AND S SR GLBL NT4.8%43    | 2043-11-01      | 4.8000%  | 0.0000% | $2000.00           | $1843.41           | Corporate Debt Securities                         |
| CROWN CASTLE INC               SR GLBL NT4.9%29    | 2029-09-01      | 4.9000%  | 0.0000% | $1516000.00        | $1543814.39        | Corporate Debt Securities                         |
| JOHN DEERE CAPITAL CORPORATION FR 4.25%060528      | 2028-06-05      | 4.2500%  | 0.0000% | $12000.00          | $12262.04          | Corporate Debt Securities                         |
| BOOZ ALLEN HAMILTON INC        SR GLBL NT 35       | 2035-04-15      | 5.9500%  | 0.0000% | $155000.00         | $166462.94         | Corporate Debt Securities                         |
| CADENCE DESIGN SYSTEM INC      SR GLBL NT4.2%27    | 2027-09-10      | 4.2000%  | 0.0000% | $56000.00          | $56354.67          | Corporate Debt Securities                         |
| CAPITAL ONE FINL CORP          SR GLBL NT3.8%28    | 2028-01-31      | 3.8000%  | 0.0000% | $49000.00          | $48911.96          | Corporate Debt Securities                         |
| BRITISH AWYS PTC SER 2020-1A   A      20340515 4.2 | 2034-05-15      | 4.2500%  | 0.0000% | $292000.00         | $124596.72         | Asset-Backed Securities                           |
| BX COMMERC MORTG TR 2024-GPA3  C      20391215 FLT | 2039-12-15      | 6.0421%  | 0.0000% | $5000000.00        | $4387224.74        | Private Label Collateralized Mortgage Obligations |
| BOEING CO                      SR GLBL NT 35       | 2035-02-01      | 3.2500%  | 0.0000% | $10000.00          | $8741.66           | Corporate Debt Securities                         |
| CSX CORP                       SR GLBL NT3.8%50    | 2050-04-15      | 3.8000%  | 0.0000% | $29000.00          | $23078.97          | Corporate Debt Securities                         |
| AMERICAN HONDA FIN CORP MTN    FR 4.55%030328      | 2028-03-03      | 4.5500%  | 0.0000% | $83000.00          | $84070.91          | Corporate Debt Securities                         |
| ELEVANCE HEALTH INC FORMERLY A GLBL NT 4.75%30     | 2030-02-15      | 4.7500%  | 0.0000% | $50000.00          | $51139.88          | Corporate Debt Securities                         |
| ARCELORMITTAL SA LUXEMBOURG    CR SEN SR NT7%39    | 2039-10-15      | 7.0000%  | 0.0000% | $11728000.00       | $13578248.37       | Corporate Debt Securities                         |
| BOARDWALK PIPELINES LP         GLBL NT 5.625%34    | 2034-08-01      | 5.6250%  | 0.0000% | $73000.00          | $76474.71          | Corporate Debt Securities                         |
| BP CAP MKTS AMER INC           GLBL NT 4.893%33    | 2033-09-11      | 4.8930%  | 0.0000% | $90000.00          | $91750.72          | Corporate Debt Securities                         |
| BRISTOL-MYERS SQUIBB CO        SR GLBL NT 31       | 2031-02-01      | 5.7500%  | 0.0000% | $400000.00         | $431589.44         | Corporate Debt Securities                         |
| CANADIAN IMPERIAL BANK OF COMM GLBL COCO 28        | 2028-10-03      | 5.9860%  | 0.0000% | $95000.00          | $102741.66         | Corporate Debt Securities                         |
| AUTONATION INC                 SR GLBL NT2.4%31    | 2031-08-01      | 2.4000%  | 0.0000% | $32000.00          | $28091.95          | Corporate Debt Securities                         |
| CENCORA INC                    GLBL NT 2.7%31      | 2031-03-15      | 2.7000%  | 0.0000% | $32000.00          | $29390.24          | Corporate Debt Securities                         |
| CIM TRUST 2021-J3              A-1    20510625 FLT | 2051-06-25      | 2.5000%  | 0.0000% | $205000.00         | $129561.85         | Private Label Collateralized Mortgage Obligations |
| OBX TRUST 2022-NQM5            M-1    20620525 FLT | 2062-05-25      | 4.2333%  | 0.0000% | $18366000.00       | $14981126.11       | Private Label Collateralized Mortgage Obligations |
| SONOCO PRODS CO                SR GLBL NT 27       | 2027-02-01      | 2.2500%  | 0.0000% | $4000.00           | $3909.99           | Corporate Debt Securities                         |
| SOUTHERN CALIF EDISON CO       1M GLBL 2025D 55    | 2055-09-15      | 6.2000%  | 0.0000% | $96000.00          | $97617.92          | Corporate Debt Securities                         |
| PPG INDS INC                   SR GLBL NT2.8%29    | 2029-08-15      | 2.8000%  | 0.0000% | $65000.00          | $62051.60          | Corporate Debt Securities                         |
| SOUTHERN CO GAS CAP            GLBL 2022A NT 32    | 2032-09-15      | 5.1500%  | 0.0000% | $4000.00           | $4115.34           | Corporate Debt Securities                         |
| NVIDIA CORPORATION             SR GLBL NT 2%31     | 2031-06-15      | 2.0000%  | 0.0000% | $1200000.00        | $1085692.00        | Corporate Debt Securities                         |
| NORDEA BK ABP MED TERM NTS     FR 4.625%091333     | 2033-09-13      | 4.6250%  | 0.0000% | $332000.00         | $331835.34         | Corporate Debt Securities                         |
| OHIO EDISON CO                 SR GLBL NT 36       | 2036-07-15      | 6.8750%  | 0.0000% | $542000.00         | $628835.40         | Corporate Debt Securities                         |
| NVENT FIN S A R L              CR SEN SR GLBL31    | 2031-11-15      | 2.7500%  | 0.0000% | $88000.00          | $79416.70          | Corporate Debt Securities                         |
| OCP CLO LTD 2025-40            A      20380416 FLT | 2038-04-16      | 5.4573%  | 0.0000% | $1700000.00        | $1745271.33        | Asset-Backed Securities                           |
| PACIFIC GAS & ELEC CO          1M GLBL BD 33       | 2033-01-15      | 6.1500%  | 0.0000% | $300000.00         | $321180.75         | Corporate Debt Securities                         |
| HEALTHCARE RLTY TR             SR GLBL NT 28       | 2028-01-15      | 3.6250%  | 0.0000% | $5000.00           | $4856.16           | Corporate Debt Securities                         |
| WEYERHAEUSER CO                GLBL NT 3.375%33    | 2033-03-09      | 3.3750%  | 0.0000% | $13000.00          | $11865.73          | Corporate Debt Securities                         |
| ELECTRICITE DE FRANCE SA       SR REGS NT 25       | 2025-10-13      | 3.6250%  | 0.0000% | $4000.00           | $4065.62           | Corporate Debt Securities                         |
| WESCO DISTR INC                GLBL 144A NT 29     | 2029-03-15      | 6.3750%  | 0.0000% | $447000.00         | $462138.21         | Corporate Debt Securities                         |
| NATIONAL FUEL GAS CO           CR SEN SR GLBL30    | 2030-03-15      | 5.5000%  | 0.0000% | $18000.00          | $18608.25          | Corporate Debt Securities                         |
| NXP B V / NXP FDG LLC / NXP US SR GLBL NT4.3%29    | 2029-06-18      | 4.3000%  | 0.0000% | $76000.00          | $76836.25          | Corporate Debt Securities                         |
| TYSON FOODS INC                SR GLBL NT 27       | 2027-06-02      | 3.5500%  | 0.0000% | $50000.00          | $50041.31          | Corporate Debt Securities                         |
| NEVADA POWER CO                GLBL GG NT5.9%53    | 2053-05-01      | 5.9000%  | 0.0000% | $109000.00         | $113934.37         | Corporate Debt Securities                         |
| ARES XXXVIII CLO LTD 18-38     SUB    20270120 FLT | 2027-01-20      | 0.0000%  | 0.0000% | $8000000.00        | $800.00            | Asset-Backed Securities                           |
| ANHEUSER-BUSCH INBEV WLDW INC  FR 4.75%041558      | 2058-04-15      | 4.7500%  | 0.0000% | $88000.00          | $80692.55          | Corporate Debt Securities                         |
| GALLAGHER ARTHUR J & CO        SR GLBL NT 34       | 2034-07-15      | 5.4500%  | 0.0000% | $85000.00          | $89121.15          | Corporate Debt Securities                         |
| AMERICAN EXPRESS CO            SR GLBL NT 27       | 2027-11-05      | 5.8500%  | 0.0000% | $209000.00         | $221561.42         | Corporate Debt Securities                         |
| ALABAMA PWR CO                 SR -2011C NT 41     | 2041-06-01      | 5.2000%  | 0.0000% | $20000.00          | $20326.98          | Corporate Debt Securities                         |
| AMER AIRLINES PT TR 2015-2     AA     20290322 3.6 | 2029-03-22      | 3.6000%  | 0.0000% | $375000.00         | $202155.89         | Asset-Backed Securities                           |
| AMER AIRLINES PT TR 2016-1     A      20290715 4.1 | 2029-07-15      | 4.1000%  | 0.0000% | $3000.00           | $1686.23           | Asset-Backed Securities                           |
| AMERICAN HONDA FIN CORP MTN    FR 4.5%090430       | 2030-09-04      | 4.5000%  | 0.0000% | $5872000.00        | $5897719.36        | Corporate Debt Securities                         |
| AMERICAN HONDA FIN CORP MTN    FR 5.05%071031      | 2031-07-10      | 5.0500%  | 0.0000% | $6344000.00        | $6586481.78        | Corporate Debt Securities                         |
| ATHENE GLOBAL FDG              REGS NT 5.583%29    | 2029-01-09      | 5.5830%  | 0.0000% | $20000.00          | $20925.83          | Corporate Debt Securities                         |
| T MOBILE USA INC               SR GLBL NT 28       | 2028-02-15      | 2.0500%  | 0.0000% | $3121000.00        | $2982279.35        | Corporate Debt Securities                         |
| INGREDION INC                  SR GLBL NT3.2%26    | 2026-10-01      | 3.2000%  | 0.0000% | $30000.00          | $30145.53          | Corporate Debt Securities                         |
| HLF FING SARL LLC / HERBALIFE  SR SEC GLBL 29      | 2029-04-15      | 12.2500% | 0.0000% | $133000.00         | $152457.35         | Corporate Debt Securities                         |
| NGPL PIPECO LLC                SR GLBL 3 144A37    | 2037-12-15      | 7.7680%  | 0.0000% | $4000.00           | $4714.43           | Corporate Debt Securities                         |
| MITSUBISHI UFJ FINANCIAL GROUP SR GLBL NT 36       | 2036-04-24      | 5.6150%  | 0.0000% | $386000.00         | $413842.82         | Corporate Debt Securities                         |
| MINERAL RES LTD                SR 144A NT 8%27     | 2027-11-01      | 8.0000%  | 0.0000% | $2795000.00        | $2939979.76        | Corporate Debt Securities                         |
| GEORGIA PAC CORP               SR DEB 7.375%25     | 2025-12-01      | 7.3750%  | 0.0000% | $4000.00           | $4117.31           | Corporate Debt Securities                         |
| HYUNDAI CAP AMER               FR 5.7%062630       | 2030-06-26      | 5.7000%  | 0.0000% | $4000.00           | $4234.25           | Corporate Debt Securities                         |
| HOME DEPOT INC                 SR GLBL NT 31       | 2031-06-25      | 4.8500%  | 0.0000% | $115000.00         | $120051.79         | Corporate Debt Securities                         |
| HYUNDAI CAP AMER               FR 5.5%033026       | 2026-03-30      | 5.5000%  | 0.0000% | $2000.00           | $2011.00           | Corporate Debt Securities                         |
| NISOURCE INC                   SR GLBL NT1.7%31    | 2031-02-15      | 1.7000%  | 0.0000% | $29000.00          | $25236.81          | Corporate Debt Securities                         |
| HYUNDAI CAP AMER               FR 5.15%032730      | 2030-03-27      | 5.1500%  | 0.0000% | $40000.00          | $40845.57          | Corporate Debt Securities                         |
| HYATT HOTELS CORP              CR SEN SR GLBL27    | 2027-01-30      | 5.7500%  | 0.0000% | $18415000.00       | $18933996.08       | Corporate Debt Securities                         |
| TRANSCANADA PIPELINE STRIP     SR NT 7.25%38       | 2038-08-15      | 7.2500%  | 0.0000% | $50000.00          | $58089.12          | Corporate Debt Securities                         |
| ROYAL CARIBBEAN GROUP          SR GLBL NT7.5%27    | 2027-10-15      | 7.5000%  | 0.0000% | $19000.00          | $20792.94          | Corporate Debt Securities                         |
| ROPER TECHNOLOGIES INC         SR GLBL NT 25       | 2025-12-15      | 3.8500%  | 0.0000% | $80000.00          | $80811.93          | Corporate Debt Securities                         |
| UBER TECHNOLOGIES INC          SR GLBL NT4.8%35    | 2035-09-15      | 4.8000%  | 0.0000% | $33000.00          | $32845.01          | Corporate Debt Securities                         |
| UNITED PARCEL SVCS INC         SR NT 6.2%38        | 2038-01-15      | 6.2000%  | 0.0000% | $46000.00          | $51385.53          | Corporate Debt Securities                         |
| METROPOLITAN EDISON CO         SR 144A NT5.2%28    | 2028-04-01      | 5.2000%  | 0.0000% | $398000.00         | $417006.71         | Corporate Debt Securities                         |
| METLIFE INC                    SR NT  6.375%34     | 2034-06-15      | 6.3750%  | 0.0000% | $4000.00           | $4542.57           | Corporate Debt Securities                         |
| MELLO MORT CAP ACC 2022-INV1   B-1    20520325 FLT | 2052-03-25      | 3.3151%  | 0.0000% | $299000.00         | $235182.28         | Private Label Collateralized Mortgage Obligations |
| GS MTG BACKED SEC 2021-RPL1 TR A-1    20601225 FLT | 2060-12-25      | 1.7500%  | 0.0000% | $250000.00         | $95844.35          | Asset-Backed Securities                           |
| GE HEALTHCARE TECHNOLOGIES INC SR GLBL NT5.5%35    | 2035-06-15      | 5.5000%  | 0.0000% | $3263000.00        | $3438446.07        | Corporate Debt Securities                         |
| TOWD PT MTG TR 2017-1          A2     20561025 FLT | 2056-10-25      | 3.5000%  | 0.0000% | $606000.00         | $141013.05         | Private Label Collateralized Mortgage Obligations |
| TOYOTA MTR CR CORP             FR 3.05%032227      | 2027-03-22      | 3.0500%  | 0.0000% | $2000.00           | $1976.38           | Corporate Debt Securities                         |
| LOCKHEED MARTIN CORP           SR NT 4.85%41       | 2041-09-15      | 4.8500%  | 0.0000% | $9000.00           | $8653.33           | Corporate Debt Securities                         |
| THERMO FISHER SCIENTIFIC INC   SR GLBL NT 32       | 2032-11-21      | 4.9500%  | 0.0000% | $81000.00          | $85271.74          | Corporate Debt Securities                         |
| MPH ACQUISITION HLDGS LLC      SR SEC GLBL 30      | 2030-12-31      | 5.7500%  | 0.0000% | $415.00            | $366.29            | Corporate Debt Securities                         |
| SCCU AUTO RECEIVABLES 2025-1   C      20320217 5.0 | 2032-02-17      | 5.0800%  | 0.0000% | $1250000.00        | $1260562.08        | Asset-Backed Securities                           |
| LOWES COS INC                  SR GLBL NT 53       | 2053-07-01      | 5.7500%  | 0.0000% | $1289000.00        | $1322959.06        | Corporate Debt Securities                         |
| PACIFICORP                     1M GLBL BD7.7%31    | 2031-11-15      | 7.7000%  | 0.0000% | $98000.00          | $116812.57         | Corporate Debt Securities                         |
| LOWES COS INC                  SR GLBL NT4.5%32    | 2032-10-15      | 4.5000%  | 0.0000% | $40000.00          | $39716.40          | Corporate Debt Securities                         |
| REPUBLIC SVCS INC              SR GLBL NT 31       | 2031-02-15      | 1.4500%  | 0.0000% | $190000.00         | $165064.87         | Corporate Debt Securities                         |
| VODAFONE GROUP PLC             SR GLBL NT 48       | 2048-05-30      | 5.2500%  | 0.0000% | $516000.00         | $497836.80         | Corporate Debt Securities                         |
| WELLS FARGO & CO               FR 5.211%120335     | 2035-12-03      | 5.2110%  | 0.0000% | $9000.00           | $9357.26           | Corporate Debt Securities                         |
| HELMERICH & PAYNE INC          SR GLBL NT 27       | 2027-12-01      | 4.6500%  | 0.0000% | $4000.00           | $4077.80           | Corporate Debt Securities                         |
| WISCONSIN ELEC PWR CO          GLBL DEB 5.05%54    | 2054-10-01      | 5.0500%  | 0.0000% | $1529000.00        | $1478252.06        | Corporate Debt Securities                         |
| WELLTOWER INC                  SR GLBL NT 32       | 2032-06-15      | 3.8500%  | 0.0000% | $3271000.00        | $3171820.56        | Corporate Debt Securities                         |
| WEC ENERGY GROUP INC           SR NT 6.2%33        | 2033-04-01      | 6.2000%  | 0.0000% | $2000.00           | $2214.04           | Corporate Debt Securities                         |
| UNION PAC CORP                 SR NT 3.6%37        | 2037-09-15      | 3.6000%  | 0.0000% | $98000.00          | $87114.16          | Corporate Debt Securities                         |
| ATMOS ENERGY CORP              SR GLBL NT 29       | 2029-09-15      | 2.6250%  | 0.0000% | $180000.00         | $170377.88         | Corporate Debt Securities                         |
| BHP BILLITON FIN USA LTD       SR DEB 6.42%26      | 2026-03-01      | 6.4200%  | 0.0000% | $90000.00          | $91321.35          | Corporate Debt Securities                         |
| BX TRUST 2021-LBA              D-JV   20360215 FLT | 2036-02-15      | 5.8655%  | 0.0000% | $4370000.00        | $4369754.19        | Private Label Collateralized Mortgage Obligations |
| BMW US CAP LLC                 144A NT 5.4%35      | 2035-03-21      | 5.4000%  | 0.0000% | $2000.00           | $2075.44           | Corporate Debt Securities                         |
| BANK AMERICA CORP              FR 2.651%031132     | 2032-03-11      | 2.6510%  | 0.0000% | $100000.00         | $91319.91          | Corporate Debt Securities                         |
| BENCHMARK MORTGAGE 2023-B40    A-S    20561215 6.5 | 2056-12-15      | 6.5945%  | 0.0000% | $3000000.00        | $3273723.71        | Private Label Collateralized Mortgage Obligations |
| ASTRAZENECA FINANCE LLC        GLBL NT 2.25%31     | 2031-05-28      | 2.2500%  | 0.0000% | $100000.00         | $91138.50          | Corporate Debt Securities                         |
| ARCH CAP GROUP LTD             SR NT7.35%34        | 2034-05-01      | 7.3500%  | 0.0000% | $99000.00          | $118090.25         | Corporate Debt Securities                         |
| CHENIERE ENERGY PARTNERS L P   SR GLBL NT 33       | 2033-06-30      | 5.9500%  | 0.0000% | $557000.00         | $598515.99         | Corporate Debt Securities                         |
| CAMERON LNG LLC                SR SEC GLBL 35      | 2035-01-15      | 3.3020%  | 0.0000% | $4000.00           | $3518.80           | Corporate Debt Securities                         |
| CITIGROUP INC                  SR GLBL FL NT 27    | 2027-06-09      | 4.9867%  | 0.0000% | $2000.00           | $2008.97           | Corporate Debt Securities                         |
| CHOBANI HOLDCO II LLC          SR GLBL PIK 29      | 2029-10-01      | 8.7500%  | 0.0000% | $73227.00          | $83308.67          | Corporate Debt Securities                         |
| DWIGHT 2025-FL1                A      20421219 FLT | 2042-12-19      | 5.7978%  | 0.0000% | $41375000.00       | $41533990.22       | Private Label Collateralized Mortgage Obligations |
| CHEVRON USA INC                SR GLBL FL NT 30    | 2030-10-15      | 5.1282%  | 0.0000% | $10800000.00       | $10884102.19       | Corporate Debt Securities                         |
| CHEVRON USA INC                GLBL NT 4.95%47     | 2047-08-15      | 4.9500%  | 0.0000% | $3000.00           | $2855.39           | Corporate Debt Securities                         |
| BERKLEY W R CORP               SR NT 4.75%44       | 2044-08-01      | 4.7500%  | 0.0000% | $50000.00          | $47095.24          | Corporate Debt Securities                         |
| BANK5 2025-5YR15               AS     20580717 FLT | 2058-07-17      | 5.7620%  | 0.0000% | $27199.00          | $28323.21          | Private Label Collateralized Mortgage Obligations |
| BNP PARIBAS                    FR 5.894%120534     | 2034-12-05      | 5.8940%  | 0.0000% | $9822000.00        | $10669128.41       | Corporate Debt Securities                         |
| BANK NEW YORK MELLON CORP      FR 4.706%020134     | 2034-02-01      | 4.7060%  | 0.0000% | $52000.00          | $52698.50          | Corporate Debt Securities                         |
| BNSF FUNDING TRUST 1           GTD PFD SECS 55     | 2055-12-15      | 6.6130%  | 0.0000% | $86000.00          | $87270.83          | Corporate Debt Securities                         |
| BLACKSTONE PRIVATE CREDIT FUND SR GLBL NT7.3%28    | 2028-11-27      | 7.3000%  | 0.0000% | $250000.00         | $273212.92         | Corporate Debt Securities                         |
| BANK NEW YORK MELLON CORP      FR 5.225%112035     | 2035-11-20      | 5.2250%  | 0.0000% | $1158000.00        | $1218966.45        | Corporate Debt Securities                         |
| BSREP COMM MTG TR 2021-DC      B      20380816 FLT | 2038-08-16      | 5.6155%  | 0.0000% | $2500000.00        | $1964860.35        | Private Label Collateralized Mortgage Obligations |
| BANK AMERICA CORP              SR GLBL NT 28       | 2028-12-20      | 3.4190%  | 0.0000% | $3775000.00        | $3750829.51        | Corporate Debt Securities                         |
| BERKLEY W R CORP               GLBL NT 3.15%61     | 2061-09-30      | 3.1500%  | 0.0000% | $84000.00          | $53430.72          | Corporate Debt Securities                         |
| BANK AMERICA CORP              JR SB -B DEB 27     | 2027-06-15      | 8.0500%  | 0.0000% | $103000.00         | $111401.62         | Corporate Debt Securities                         |
| DOMINION ENERGY INC            SR GLBL 2014D 44    | 2044-12-01      | 4.7000%  | 0.0000% | $4000.00           | $3584.34           | Corporate Debt Securities                         |
| DUKE ENERGY PROGRESS LLC       1M GLBL BD5.1%34    | 2034-03-15      | 5.1000%  | 0.0000% | $3000.00           | $3095.89           | Corporate Debt Securities                         |
| ERP OPER LTD PARTNERSHIP       SR GLBL NT 31       | 2031-08-01      | 1.8500%  | 0.0000% | $50000.00          | $43918.10          | Corporate Debt Securities                         |
| DUKE ENERGY CAROLINAS LLC      1M GLBL BD 52       | 2052-03-15      | 3.5500%  | 0.0000% | $6558000.00        | $4853373.60        | Corporate Debt Securities                         |
| PHILLIPS 66                    SR GLBL 144A 36     | 2036-11-03      | 6.4500%  | 0.0000% | $35000.00          | $37854.86          | Corporate Debt Securities                         |
| ENDURANCE SPECIALTY HLDGS LTD  SR NT 7%34          | 2034-07-15      | 7.0000%  | 0.0000% | $93000.00          | $105557.17         | Corporate Debt Securities                         |
| ENBRIDGE INC                   SR GLBL NT 35       | 2035-06-20      | 5.5500%  | 0.0000% | $97000.00          | $101660.53         | Corporate Debt Securities                         |
| DUKE ENERGY IND LLC            1M BD-LLL6.35%38    | 2038-08-15      | 6.3500%  | 0.0000% | $1371000.00        | $1534940.75        | Corporate Debt Securities                         |
| ELECTRICITE DE FRANCE SA       SR GLBL 144A 34     | 2034-04-22      | 5.9500%  | 0.0000% | $750000.00         | $818080.42         | Corporate Debt Securities                         |
| DUKE ENERGY PROGRESS LLC       1M GLBL 106TH 31    | 2031-08-15      | 2.0000%  | 0.0000% | $5000.00           | $4415.20           | Corporate Debt Securities                         |
| ELECTRICITE DE FRANCE SA       SR GLBL 144A 28     | 2028-05-23      | 5.7000%  | 0.0000% | $2500000.00        | $2635070.83        | Corporate Debt Securities                         |
| DUKE ENERGY CORP NEW           GLBL NT 2.55%31     | 2031-06-15      | 2.5500%  | 0.0000% | $21000.00          | $19148.80          | Corporate Debt Securities                         |
| THE CAMPBELLS COMPANY          SR GLBL NT5.3%26    | 2026-03-20      | 5.3000%  | 0.0000% | $4000.00           | $4020.41           | Corporate Debt Securities                         |
| CHENIERE ENERGY INC            SR SEC GLBL NT28    | 2028-10-15      | 4.6250%  | 0.0000% | $21000.00          | $21372.71          | Corporate Debt Securities                         |
| CAPITAL ONE FINL CORP          SR GLBL NT 33       | 2033-05-10      | 5.2680%  | 0.0000% | $10094000.00       | $10539717.40       | Corporate Debt Securities                         |
| CHENIERE ENERGY PARTNERS L P   SR GLBL NT4.5%29    | 2029-10-01      | 4.5000%  | 0.0000% | $14000.00          | $14276.29          | Corporate Debt Securities                         |
| CENTURY COMMUNITIES INC        SR GLBL NT 27       | 2027-06-01      | 6.7500%  | 0.0000% | $4000.00           | $4089.65           | Corporate Debt Securities                         |
| CINTAS CORP NO 2               SR GLBL NT3.7%27    | 2027-04-01      | 3.7000%  | 0.0000% | $95000.00          | $96341.14          | Corporate Debt Securities                         |
| CHASE AUTO OWNER TRUST 2024-2  A-3    20290625 5.5 | 2029-06-25      | 5.5200%  | 0.0000% | $250000.00         | $253791.17         | Asset-Backed Securities                           |
| CANADIAN IMPERIAL BK COMM      SR GLBL COCO 26     | 2026-10-02      | 5.5727%  | 0.0000% | $2000.00           | $2043.74           | Corporate Debt Securities                         |
| CATERPILLAR FINL SVCS MTNS BE  FR 4.35%051526      | 2026-05-15      | 4.3500%  | 0.0000% | $50000.00          | $50924.62          | Corporate Debt Securities                         |
| COCA COLA CO                   SR GLBL NT 60       | 2060-06-01      | 2.7500%  | 0.0000% | $2000.00           | $1239.40           | Corporate Debt Securities                         |
| COCA COLA CO                   SR GLBL NT 27       | 2027-06-01      | 1.4500%  | 0.0000% | $161000.00         | $155747.06         | Corporate Debt Securities                         |
| CORPORATE OFFICE PPTYS L P     SR GLBL NT 26       | 2026-03-15      | 2.2500%  | 0.0000% | $5000.00           | $4950.74           | Corporate Debt Securities                         |
| FORTUNE BRANDS INNOVATIONS INC SR GLBL NT 33       | 2033-06-01      | 5.8750%  | 0.0000% | $63000.00          | $68080.33          | Corporate Debt Securities                         |
| GALTON FD MTG TR 2018-1        A33    20571125 FLT | 2057-11-25      | 3.5000%  | 0.0000% | $100000.00         | $3618.45           | Private Label Collateralized Mortgage Obligations |
| FIELDSTONE MTG INV 2006-S1     M5     20370125 FLT | 2037-01-25      | 5.4724%  | 0.0000% | $3981000.00        | $3065.58           | Asset-Backed Securities                           |
| DUKE ENERGY FLA LLC            1M GLBL BD5.9%33    | 2033-03-01      | 5.9000%  | 0.0000% | $5000.00           | $5385.86           | Corporate Debt Securities                         |
| FIELDSTONE MTG INV 2006-1      M7     20360525 FLT | 2036-05-25      | 5.9224%  | 0.0000% | $5000000.00        | $4162.77           | Asset-Backed Securities                           |
| HORIZON MUT HLDGS INC          SR GLBL 144A 34     | 2034-11-15      | 6.2000%  | 0.0000% | $2088000.00        | $2096894.88        | Corporate Debt Securities                         |
| HYUNDAI CAP AMER               SR GLBL 144A 25     | 2025-11-03      | 5.6132%  | 0.0000% | $36000.00          | $36362.39          | Corporate Debt Securities                         |
| HUMANA INC                     SR NT 4.625%42      | 2042-12-01      | 4.6250%  | 0.0000% | $5000.00           | $4417.49           | Corporate Debt Securities                         |
| HEWLETT PACKARD ENTERPRISE CO  SR GLBL FL NT 28    | 2028-09-15      | 5.1601%  | 0.0000% | $4000.00           | $4020.17           | Corporate Debt Securities                         |
| GENERAL MILLS INC              GLBL NT 4.7%27      | 2027-01-30      | 4.7000%  | 0.0000% | $53000.00          | $53778.22          | Corporate Debt Securities                         |
| GEORGIA PWR CO                 SR NT 5.65%37       | 2037-03-01      | 5.6500%  | 0.0000% | $10000.00          | $10283.21          | Corporate Debt Securities                         |
| GENERAL MTRS CO                SR GLBL NT4.2%27    | 2027-10-01      | 4.2000%  | 0.0000% | $112000.00         | $114201.17         | Corporate Debt Securities                         |
| M & T BK CORP                  FR 4.833%011629     | 2029-01-16      | 4.8330%  | 0.0000% | $46000.00          | $47015.89          | Corporate Debt Securities                         |
| ORIX CORP                      SR GLBL NT5.4%35    | 2035-02-25      | 5.4000%  | 0.0000% | $48000.00          | $49815.36          | Corporate Debt Securities                         |
| PNC FINL SVCS GROUP INC        PERP JR SB GLBL     | 2079-12-31      | 6.0000%  | 0.0000% | $5000.00           | $5075.25           | Corporate Debt Securities                         |
| PRPM LLC 2025-RCF4             M-1A   20550825 FLT | 2055-08-25      | 4.5000%  | 0.0000% | $500000.00         | $476272.50         | Asset-Backed Securities                           |
| MPH ACQUISITION HLDGS LLC      SR SEC GLBL 30      | 2030-12-31      | 11.5000% | 0.0000% | $427.00            | $454.15            | Corporate Debt Securities                         |
| MPLX LP                        SR GLBL NT5.4%35    | 2035-04-01      | 5.4000%  | 0.0000% | $90000.00          | $93434.40          | Corporate Debt Securities                         |
| INDUSTRIAS PENOLES S.A.B.      SR GLBL 144A 49     | 2049-09-12      | 5.6500%  | 0.0000% | $470000.00         | $446953.55         | Corporate Debt Securities                         |
| INGERSOLL RAND INC             SR GLBL NT5.7%33    | 2033-08-14      | 5.7000%  | 0.0000% | $820000.00         | $877771.73         | Corporate Debt Securities                         |
| MAUSER PACKAGING SOLUTIONS     SR SEC 144A NT26    | 2026-08-15      | 7.8750%  | 0.0000% | $1000.00           | $1006.17           | Corporate Debt Securities                         |
| ORACLE CORP                    SR GLBL NT3.8%37    | 2037-11-15      | 3.8000%  | 0.0000% | $233000.00         | $204737.10         | Corporate Debt Securities                         |
| NNN REIT INC                   SR GLBL NT5.6%33    | 2033-10-15      | 5.6000%  | 0.0000% | $325000.00         | $348645.92         | Corporate Debt Securities                         |
| NATIONAL FUEL GAS CO           CR SEN SR GLBL31    | 2031-03-01      | 2.9500%  | 0.0000% | $5000.00           | $4561.88           | Corporate Debt Securities                         |
| PENSKE TRUCK LEASING CO LP / P SR GLBL 144A 29     | 2029-11-01      | 3.3500%  | 0.0000% | $4000.00           | $3882.82           | Corporate Debt Securities                         |
| T MOBILE USA INC               SR GLBL NT3.5%31    | 2031-04-15      | 3.5000%  | 0.0000% | $1094000.00        | $1057888.88        | Corporate Debt Securities                         |
| GRACE TR 2020-GRCE             D      20401212 FLT | 2040-12-12      | 2.7692%  | 0.0000% | $250000.00         | $218654.44         | Private Label Collateralized Mortgage Obligations |
| STRYKER CORPORATION            SR GLBL NT 25       | 2025-11-01      | 3.3750%  | 0.0000% | $10000.00          | $10127.79          | Corporate Debt Securities                         |
| MOTOROLA SOLUTIONS INC         SR GLBL NT 30       | 2030-08-15      | 4.8500%  | 0.0000% | $829000.00         | $856092.64         | Corporate Debt Securities                         |
| PFIZER INVT ENTERPRISES        SR GLBL NT 28       | 2028-05-19      | 4.4500%  | 0.0000% | $4000.00           | $4109.29           | Corporate Debt Securities                         |
| MACQUARIE GROUP LIMITED        FR 3.763%112828     | 2028-11-28      | 3.7630%  | 0.0000% | $34000.00          | $34011.64          | Corporate Debt Securities                         |
| JACOBS ENGR GROUP INC          SR GLBL NT5.9%33    | 2033-03-01      | 5.9000%  | 0.0000% | $13000.00          | $13838.28          | Corporate Debt Securities                         |
| PNC FINL SVCS GROUP INC        LW TIER II 33       | 2033-06-06      | 4.6260%  | 0.0000% | $69000.00          | $69491.90          | Corporate Debt Securities                         |
| PACIFIC GAS & ELEC CO          1M GLBL BD 31       | 2031-06-01      | 3.2500%  | 0.0000% | $1330000.00        | $1236797.66        | Corporate Debt Securities                         |
| PARKER-HANNIFIN CORP           SR GLBL NT4.5%29    | 2029-09-15      | 4.5000%  | 0.0000% | $85000.00          | $86288.18          | Corporate Debt Securities                         |
| PARKER-HANNIFIN CORP           SR GLBL NT 27       | 2027-03-01      | 3.2500%  | 0.0000% | $10000.00          | $9914.78           | Corporate Debt Securities                         |
| PACIFIC LIFE GLOBAL FDG II MED 144A NT 4.85%30     | 2030-02-10      | 4.8500%  | 0.0000% | $4000.00           | $4105.18           | Corporate Debt Securities                         |
| JP MORGAN MTG TR 2019-6        A-11   20491225 FLT | 2049-12-25      | 5.1724%  | 0.0000% | $299999.00         | $8745.25           | Private Label Collateralized Mortgage Obligations |
| FREEPORT MCMORAN INC           SR NT 6.125%34      | 2034-03-15      | 6.1250%  | 0.0000% | $1000.00           | $1048.45           | Corporate Debt Securities                         |
| JP MORGAN MTG TR 2016-3        2-A-M  20461025 FLT | 2046-10-25      | 2.9380%  | 0.0000% | $401000.00         | $28878.87          | Private Label Collateralized Mortgage Obligations |
| OCHSNER LSU HEALTH SYS NORTH   SR -2021 BD 31      | 2031-05-15      | 2.5100%  | 0.0000% | $10000.00          | $8495.23           | Corporate Debt Securities                         |
| NOVARTIS CAPITAL CORP          SR GLBL NT4.4%44    | 2044-05-06      | 4.4000%  | 0.0000% | $6500000.00        | $6015165.00        | Corporate Debt Securities                         |
| TAPESTRY INC                   SR GLBL NT5.5%35    | 2035-03-11      | 5.5000%  | 0.0000% | $87000.00          | $89151.75          | Corporate Debt Securities                         |
| STATE STR CORP                 GLBL NT 4.729%30    | 2030-02-28      | 4.7290%  | 0.0000% | $14000.00          | $14360.55          | Corporate Debt Securities                         |
| JOHNSON & JOHNSON              SR GLBL NT 50       | 2050-09-01      | 2.2500%  | 0.0000% | $715000.00         | $434278.49         | Corporate Debt Securities                         |
| TD SYNNEX CORPORATION          CR SEN SR GLBL31    | 2031-08-09      | 2.6500%  | 0.0000% | $5000.00           | $4501.97           | Corporate Debt Securities                         |
| GOLDMAN SACHS PRIVATE CR CORP  SR GLBL 144A 28     | 2028-05-06      | 5.8750%  | 0.0000% | $65000.00          | $67469.35          | Corporate Debt Securities                         |
| GLOBE LIFE INC                 SR GLBL NT 30       | 2030-08-15      | 2.1500%  | 0.0000% | $2017000.00        | $1816928.73        | Corporate Debt Securities                         |
| NEW YORK LIFE GLOBAL FDG       FR 3.9%100127       | 2027-10-01      | 3.9000%  | 0.0000% | $79000.00          | $80464.00          | Corporate Debt Securities                         |
| TEVA PHARMACEUTICAL FIN NETH   SR GLBL NT 29       | 2029-05-09      | 5.1250%  | 0.0000% | $280000.00         | $287040.02         | Corporate Debt Securities                         |
| PROLOGIS L P                   SR GLBL NT 33       | 2033-06-15      | 4.7500%  | 0.0000% | $20000.00          | $20468.48          | Corporate Debt Securities                         |
| VALLEY NATL BANCORP            LW TIER II 31       | 2031-06-15      | 3.0000%  | 0.0000% | $2000.00           | $1879.54           | Corporate Debt Securities                         |
| TAMPA ELEC CO                  SR GLBL NT 49       | 2049-06-15      | 4.4500%  | 0.0000% | $10000.00          | $8594.09           | Corporate Debt Securities                         |
| STRYKER CORPORATION            SR GLBL NT 46       | 2046-03-15      | 4.6250%  | 0.0000% | $50000.00          | $45467.35          | Corporate Debt Securities                         |
| THERMO FISHER SCIENTIFIC INC   SR GLBL NT 5%29     | 2029-01-31      | 5.0000%  | 0.0000% | $18000.00          | $18673.80          | Corporate Debt Securities                         |
| MOLINA HEALTHCARE INC          SR GLBL REGS 30     | 2030-11-15      | 3.8750%  | 0.0000% | $3000.00           | $2829.48           | Corporate Debt Securities                         |
| EMPRESA DE TRANSPORTE DE PASAJ SR REGS NT 61       | 2061-09-13      | 3.6930%  | 0.0000% | $517000.00         | $360263.14         | Corporate Debt Securities                         |
| MSCI INC                       SR GLBL REGS 31     | 2031-11-01      | 3.6250%  | 0.0000% | $38000.00          | $36288.99          | Corporate Debt Securities                         |
| SOUTHERN PWR CO                SR GLBL 2021A 26    | 2026-01-15      | 0.9000%  | 0.0000% | $5000.00           | $4960.93           | Corporate Debt Securities                         |
| EMPRESAS PUBLICAS DE MEDELLIN  SR GLBL REGS 29     | 2029-07-18      | 4.2500%  | 0.0000% | $1051000.00        | $1005418.13        | Corporate Debt Securities                         |
| T MOBILE USA INC               SR GLBL NT2.7%32    | 2032-03-15      | 2.7000%  | 0.0000% | $92000.00          | $82651.42          | Corporate Debt Securities                         |
| LEVEL 3 FING INC               GLBL 144A NT 28     | 2028-07-01      | 4.2500%  | 0.0000% | $4000.00           | $3777.91           | Corporate Debt Securities                         |
| STATE STR CORP                 SR GLBL NT 34       | 2034-01-26      | 4.8210%  | 0.0000% | $35000.00          | $35794.52          | Corporate Debt Securities                         |
| TARGA RES CORP                 SR GLBL NT 33       | 2033-03-15      | 6.1250%  | 0.0000% | $70000.00          | $74658.65          | Corporate Debt Securities                         |
| PARAMOUNT GLOBAL               SR GLBL DB5.5%33    | 2033-05-15      | 5.5000%  | 0.0000% | $3000.00           | $3032.95           | Corporate Debt Securities                         |
| PUBLIC STORAGE OPER CO         SR GLBL NT5.1%33    | 2033-08-01      | 5.1000%  | 0.0000% | $63000.00          | $65981.68          | Corporate Debt Securities                         |
| UNITEDHEALTH GROUP INC         SR GLBL NT 34       | 2034-07-15      | 5.1500%  | 0.0000% | $4215000.00        | $4374660.69        | Corporate Debt Securities                         |
| UNIVERSITY CHICAGO             2021B SNK BD3%52    | 2052-10-01      | 3.0000%  | 0.0000% | $10000.00          | $7004.67           | Corporate Debt Securities                         |
| VOYA FINANCIAL INC             SR GLBL NT 5%34     | 2034-09-20      | 5.0000%  | 0.0000% | $3214000.00        | $3202265.33        | Corporate Debt Securities                         |
| VENTAS RLTY LTD PARTNERSHIP    GLBL NT 2.5%31      | 2031-09-01      | 2.5000%  | 0.0000% | $51000.00          | $45575.84          | Corporate Debt Securities                         |
| WRKCO INC                      3.9%28              | 2028-06-01      | 3.9000%  | 0.0000% | $808000.00         | $811257.59         | Corporate Debt Securities                         |
| PLAINS ALL AMERN PIPELINE L P  SR GLBL NT5.6%36    | 2036-01-15      | 5.6000%  | 0.0000% | $69000.00          | $70193.16          | Corporate Debt Securities                         |
| UNITED AIRLINES PTC 2019-1     A      20330225 4.5 | 2033-02-25      | 4.5500%  | 0.0000% | $1000.00           | $613.31            | Asset-Backed Securities                           |
| QUEST DIAGNOSTICS INC          SR GLBL NT4.6%27    | 2027-12-15      | 4.6000%  | 0.0000% | $3000.00           | $3075.38           | Corporate Debt Securities                         |
| PUBLIC SVC ELEC & GAS CO       FR 2.05%080150      | 2050-08-01      | 2.0500%  | 0.0000% | $40000.00          | $21992.79          | Corporate Debt Securities                         |
| FEDERAL REALTY OP LP           SR GLBL NT 28       | 2028-05-01      | 5.3750%  | 0.0000% | $6000.00           | $6291.46           | Corporate Debt Securities                         |
| NEUQUEN PROV ARGENTINA         SR GLBL STEP 30     | 2030-04-27      | 6.8750%  | 0.0000% | $509.00            | $385.40            | Corporate Debt Securities                         |
| NISSAN MTR ACCEP CO LLC        FR 2.45%091528      | 2028-09-15      | 2.4500%  | 0.0000% | $3000.00           | $2750.82           | Corporate Debt Securities                         |
| RPM INTL INC                   SR GLBL NT 32       | 2032-01-15      | 2.9500%  | 0.0000% | $46000.00          | $41767.35          | Corporate Debt Securities                         |
| ROYAL BK CDA                   VR 012425-012429    | 2029-01-24      | 5.1391%  | 0.0000% | $14000.00          | $14155.39          | Corporate Debt Securities                         |
| QUALCOMM INC                   SR GLBL NT5.4%33    | 2033-05-20      | 5.4000%  | 0.0000% | $95000.00          | $102872.65         | Corporate Debt Securities                         |
| TOWD PT MTG TR 2016-3          M2     20560425 FLT | 2056-04-25      | 4.0000%  | 0.0000% | $225000.00         | $146281.82         | Private Label Collateralized Mortgage Obligations |
| TRAVELERS COMPANIES INC        SR GLBL NT 35       | 2035-07-24      | 5.0500%  | 0.0000% | $300000.00         | $308555.50         | Corporate Debt Securities                         |
| LEVEL 3 FING INC               GLBL 144A NT 30     | 2030-10-15      | 3.8750%  | 0.0000% | $5474.00           | $4837.71           | Corporate Debt Securities                         |
| BANCO ACTINVER SA              SR SEC GLBL 41      | 2041-01-31      | 7.2500%  | 0.0000% | $600000.00         | $640055.97         | Corporate Debt Securities                         |
| META PLATFORMS INC             GLBL NT 4.6%28      | 2028-05-15      | 4.6000%  | 0.0000% | $288000.00         | $298788.48         | Corporate Debt Securities                         |
| CARGILL INC                    SR GLBL 144A 45     | 2045-11-23      | 4.7600%  | 0.0000% | $2000.00           | $1882.90           | Corporate Debt Securities                         |
| ENTERGY TEXAS INC              1M GLBL BD5.8%53    | 2053-09-01      | 5.8000%  | 0.0000% | $1000.00           | $1023.18           | Corporate Debt Securities                         |
| COMERICA INC                   SR GLBL NT 4%29     | 2029-02-01      | 4.0000%  | 0.0000% | $4000.00           | $3974.66           | Corporate Debt Securities                         |
| JOHN DEERE CAPITAL CORPORATION FR 5.15%090826      | 2026-09-08      | 5.1500%  | 0.0000% | $41000.00          | $41627.60          | Corporate Debt Securities                         |
| CITIGROUP INC                  JR SB GLBL NT 35    | 2035-02-13      | 5.8270%  | 0.0000% | $31624000.00       | $33088111.25       | Corporate Debt Securities                         |
| DISNEY WALT CO                 FR 7%030132         | 2032-03-01      | 7.0000%  | 0.0000% | $476000.00         | $546885.39         | Corporate Debt Securities                         |
| COLUMBIA PIPELINES OPER CO LLC SR 144A NT 30       | 2030-08-15      | 5.9270%  | 0.0000% | $10000.00          | $10653.39          | Corporate Debt Securities                         |
| CONSTELLATION ENERGY GENERATI  SR GLBL NT6.5%53    | 2053-10-01      | 6.5000%  | 0.0000% | $11077000.00       | $12735331.51       | Corporate Debt Securities                         |
| BOEING CO                      CR SEN SR GLBL27    | 2027-05-01      | 6.2590%  | 0.0000% | $1640000.00        | $1729651.10        | Corporate Debt Securities                         |
| CHURCH & DWIGHT CO INC         SR GLBL NT 27       | 2027-08-01      | 3.1500%  | 0.0000% | $4000.00           | $3965.33           | Corporate Debt Securities                         |
| EXELON CORP                    SR NT 7.6%32        | 2032-04-01      | 7.6000%  | 0.0000% | $1525000.00        | $1825316.56        | Corporate Debt Securities                         |
| CHARTER COMMUNICATIONS OPER    SR SEC NT6.65%34    | 2034-02-01      | 6.6500%  | 0.0000% | $11000.00          | $11909.24          | Corporate Debt Securities                         |
| LUMEN TECHNOLOGIES INC         SR GLBL 144A 29     | 2029-01-15      | 4.5000%  | 0.0000% | $53000.00          | $48800.01          | Corporate Debt Securities                         |
| CITIGROUP INC                  SUB GLBL NT 32      | 2032-06-15      | 6.6250%  | 0.0000% | $123000.00         | $138850.14         | Corporate Debt Securities                         |
| CONNECTICUT LT & PWR CO        1ST MTG BD 6.35%    | 2036-06-01      | 6.3500%  | 0.0000% | $1000.00           | $1117.74           | Corporate Debt Securities                         |
| DOW CHEMICAL CO                SR NT 5.25%41       | 2041-11-15      | 5.2500%  | 0.0000% | $13000.00          | $12252.86          | Corporate Debt Securities                         |
| CONSUMERS ENERGY CO            1M GLBL BD 48       | 2048-05-15      | 4.0500%  | 0.0000% | $100000.00         | $84562.75          | Corporate Debt Securities                         |
| BROOKLYN UNION GAS CO          SR 144A NT 33       | 2033-09-15      | 6.3880%  | 0.0000% | $156000.00         | $168687.74         | Corporate Debt Securities                         |
| BERRY GLOBAL INC               SR SEC GLBL NT26    | 2026-01-15      | 1.5700%  | 0.0000% | $2313000.00        | $2300164.78        | Corporate Debt Securities                         |
| BLACKSTONE SECD LENDING FD     SR GLBL NT 28       | 2028-04-13      | 5.3500%  | 0.0000% | $7000.00           | $7269.21           | Corporate Debt Securities                         |
| BLACKROCK INC                  GLBL NT 4.9%35      | 2035-01-08      | 4.9000%  | 0.0000% | $945000.00         | $980098.35         | Corporate Debt Securities                         |
| BROOKFIELD FIN INC             SR NT 3.9%28        | 2028-01-25      | 3.9000%  | 0.0000% | $5000.00           | $4997.21           | Corporate Debt Securities                         |
| BLACK HILLS CORP               SR GLBL NT 28       | 2028-03-15      | 5.9500%  | 0.0000% | $2000.00           | $2080.84           | Corporate Debt Securities                         |
| AMERICA MOVIL SAB DE CV        GTD SR 6.125%40     | 2040-03-30      | 6.1250%  | 0.0000% | $2796000.00        | $2991943.68        | Corporate Debt Securities                         |
| ADOBE INC                      SR GLBL NT4.8%29    | 2029-04-04      | 4.8000%  | 0.0000% | $51000.00          | $53523.82          | Corporate Debt Securities                         |
| AMEREN CORP                    SR GLBL NT 27       | 2027-03-15      | 1.9500%  | 0.0000% | $47000.00          | $45598.58          | Corporate Debt Securities                         |
| ALABAMA PWR CO                 SR -2012C NT 42     | 2042-12-01      | 3.8500%  | 0.0000% | $52000.00          | $43495.21          | Corporate Debt Securities                         |
| ALCAN INC                      SR GLBL NT 33       | 2033-12-15      | 6.1250%  | 0.0000% | $111000.00         | $123839.88         | Corporate Debt Securities                         |
| ABBOTT LABORATORIES            SR NT 5.3%40        | 2040-05-27      | 5.3000%  | 0.0000% | $89000.00          | $94071.96          | Corporate Debt Securities                         |
| AIR LEASE CORP                 FR 2.2%011527       | 2027-01-15      | 2.2000%  | 0.0000% | $15000.00          | $14655.20          | Corporate Debt Securities                         |
| ALABAMA PWR CO                 SR GLBL 2025C 31    | 2031-03-15      | 4.3000%  | 0.0000% | $75000.00          | $75210.46          | Corporate Debt Securities                         |
| ALABAMA PWR CO                 SR NT-T   5.7%33    | 2033-02-15      | 5.7000%  | 0.0000% | $91000.00          | $97758.12          | Corporate Debt Securities                         |
| ALGONQUIN POWER & UTILITIES CO GLBL NT 1.18%26     | 2026-06-15      | 5.3650%  | 0.0000% | $3000.00           | $3025.91           | Corporate Debt Securities                         |
| ALTRIA GROUP INC               SR GLBL NT 28       | 2028-02-04      | 4.8750%  | 0.0000% | $10000.00          | $10233.53          | Corporate Debt Securities                         |
| BANK MONTREAL MEDIUM           FR 4.7%091427       | 2027-09-14      | 4.7000%  | 0.0000% | $5127000.00        | $5199797.70        | Corporate Debt Securities                         |
| BIOGEN INC                     SR GLBL NT 30       | 2030-05-01      | 2.2500%  | 0.0000% | $85000.00          | $78271.61          | Corporate Debt Securities                         |
| ALABAMA PWR CO                 SR GLBL 2008A 38    | 2038-05-15      | 6.1250%  | 0.0000% | $163000.00         | $182416.36         | Corporate Debt Securities                         |
| AMER AIRLINES PT TR 2015-2     A      20290322 4.0 | 2029-03-22      | 4.0000%  | 0.0000% | $372000.00         | $199477.10         | Asset-Backed Securities                           |
| ALLSTATE CORP                  SR GLBL DB6.9%38    | 2038-05-15      | 6.9000%  | 0.0000% | $4000.00           | $4688.42           | Corporate Debt Securities                         |
| ALTRIA GROUP INC               SR NT 4.5%43        | 2043-05-02      | 4.5000%  | 0.0000% | $3000.00           | $2652.21           | Corporate Debt Securities                         |
| ABBOTT LABORATORIES            SR NT 4.75%43       | 2043-04-15      | 4.7500%  | 0.0000% | $4611000.00        | $4537320.06        | Corporate Debt Securities                         |
| ALLY FINL INC                  SR GLBL NT 27       | 2027-06-09      | 4.7500%  | 0.0000% | $26000.00          | $26511.05          | Corporate Debt Securities                         |
| AMCOR FLEXIBLES NORTH AMER INC SR GLBL NT4.8%28    | 2028-03-17      | 4.8000%  | 0.0000% | $47000.00          | $47613.51          | Corporate Debt Securities                         |
| AMERICAN HONDA FIN CORP MTN    FR 5.85%100430      | 2030-10-04      | 5.8500%  | 0.0000% | $24000.00          | $26203.92          | Corporate Debt Securities                         |
| ADOBE INC                      SR GLBL NT 34       | 2034-04-04      | 4.9500%  | 0.0000% | $490000.00         | $518787.50         | Corporate Debt Securities                         |
| OVINTIV INC                    SR NT 8.125%30      | 2030-09-15      | 8.1250%  | 0.0000% | $5393000.00        | $6178789.31        | Corporate Debt Securities                         |
| AT&T INC                       SR GLBL NT 35       | 2035-08-15      | 5.3750%  | 0.0000% | $50000.00          | $52413.94          | Corporate Debt Securities                         |
| WASTE CONNECTIONS INC          SR GLBL NT3.5%29    | 2029-05-01      | 3.5000%  | 0.0000% | $36000.00          | $35882.14          | Corporate Debt Securities                         |
| VENTURE 33 CLO 2018            SUB    20310715 FLT | 2031-07-15      | 0.0000%  | 0.0000% | $4250000.00        | $425.00            | Asset-Backed Securities                           |
| VERISK ANALYTICS INC           GLBL NT 5.25%34     | 2034-06-05      | 5.2500%  | 0.0000% | $77000.00          | $80751.50          | Corporate Debt Securities                         |
| VERISIGN INC                   SR GLBL NT2.7%31    | 2031-06-15      | 2.7000%  | 0.0000% | $58000.00          | $52753.61          | Corporate Debt Securities                         |
| RGA GLOBAL FUNDING             REGS NT 5.05%31     | 2031-12-06      | 5.0500%  | 0.0000% | $20000.00          | $20712.63          | Corporate Debt Securities                         |
| VISA INC                       SR GLBL NT 30       | 2030-04-15      | 2.0500%  | 0.0000% | $85000.00          | $78918.75          | Corporate Debt Securities                         |
| WP CAREY INC                   GLBL NT 5.375%34    | 2034-06-30      | 5.3750%  | 0.0000% | $9000.00           | $9345.94           | Corporate Debt Securities                         |
| WELLS FARGO & CO               FR 5.244%012431     | 2031-01-24      | 5.2440%  | 0.0000% | $398000.00         | $415414.09         | Corporate Debt Securities                         |
| WEC ENERGY GROUP INC           GLBL NT 5.6%26      | 2026-09-12      | 5.6000%  | 0.0000% | $45000.00          | $45722.25          | Corporate Debt Securities                         |
| WELLS FARGO & CO               FR 3.35%030233      | 2033-03-02      | 3.3500%  | 0.0000% | $1450000.00        | $1354308.06        | Corporate Debt Securities                         |
| UNION ELEC CO                  1M GLBL BD 32       | 2032-03-15      | 2.1500%  | 0.0000% | $20000.00          | $17454.12          | Corporate Debt Securities                         |
| VODAFONE GROUP PLC             GLBL NT 5.875%64    | 2064-06-28      | 5.8750%  | 0.0000% | $13895000.00       | $14088889.29       | Corporate Debt Securities                         |
| RIO TINTO FIN USA PLC          SR GLBL NT 5%32     | 2032-03-14      | 5.0000%  | 0.0000% | $937000.00         | $965027.75         | Corporate Debt Securities                         |
| REALTY INCOME CORP             SR GLBL NT 32       | 2032-10-13      | 5.6250%  | 0.0000% | $100000.00         | $108768.38         | Corporate Debt Securities                         |
| HSBC BANK USA NA               FR 7%011539         | 2039-01-15      | 7.0000%  | 0.0000% | $910000.00         | $1087653.23        | Corporate Debt Securities                         |
| MONDELEZ INTL INC              SR GLBL NT 3%32     | 2032-03-17      | 3.0000%  | 0.0000% | $60000.00          | $55146.20          | Corporate Debt Securities                         |
| DTE GAS CO DISC COML PAPER     SR SEC NT 5.7%33    | 2033-03-15      | 5.7000%  | 0.0000% | $1000.00           | $1054.36           | Corporate Debt Securities                         |
| MELLO MTG CAP ACCPT 2018-MTG1  A9     20480325 FLT | 2048-03-25      | 3.5000%  | 0.0000% | $4000000.00        | $2536678.13        | Private Label Collateralized Mortgage Obligations |
| MORGAN STANLEY                 FR 4.431%012330     | 2030-01-23      | 4.4310%  | 0.0000% | $1000.00           | $1013.41           | Corporate Debt Securities                         |
| MASCO CORP                     SR GLBL NT1.5%28    | 2028-02-15      | 1.5000%  | 0.0000% | $93000.00          | $87536.71          | Corporate Debt Securities                         |
| UNION ELEC CO                  1M GLBL BD3.9%52    | 2052-04-01      | 3.9000%  | 0.0000% | $577000.00         | $464543.66         | Corporate Debt Securities                         |
| SMURFIT KAPPA TREAS UNLIMITED  SR GLBL NT5.2%30    | 2030-01-15      | 5.2000%  | 0.0000% | $300000.00         | $312034.00         | Corporate Debt Securities                         |
| RIO TINTO FIN USA PLC          SR NT 4.125%42      | 2042-08-21      | 4.1250%  | 0.0000% | $18000.00          | $15741.16          | Corporate Debt Securities                         |
| SEMPRA                         JR SB GLBL NT 54    | 2054-10-01      | 6.4000%  | 0.0000% | $300000.00         | $316692.67         | Corporate Debt Securities                         |
| PFIZER INC                     SR GLBL NT 4%36     | 2036-12-15      | 4.0000%  | 0.0000% | $40000.00          | $37796.67          | Corporate Debt Securities                         |
| AIR LEASE CORP                 PERP JR SB GLBL     | 2500-12-31      | 4.1250%  | 0.0000% | $130000.00         | $125821.64         | Corporate Debt Securities                         |
| AETNA INC NEW                  SR GLBL NT4.5%42    | 2042-05-15      | 4.5000%  | 0.0000% | $67000.00          | $59089.64          | Corporate Debt Securities                         |
| ALABAMA PWR CO                 SR GLBL 2022A 32    | 2032-03-15      | 3.0500%  | 0.0000% | $2000.00           | $1850.54           | Corporate Debt Securities                         |
| ALBEMARLE CORP                 SR GLBL NT 44       | 2044-12-01      | 5.4500%  | 0.0000% | $27000.00          | $24869.84          | Corporate Debt Securities                         |
| AES PANAMA GENERATION HLDGS    SR SEC GLBL 30      | 2030-05-31      | 4.3750%  | 0.0000% | $691000.00         | $624318.03         | Corporate Debt Securities                         |
| AHS HOSP CORP                  SR -2021 BD 51      | 2051-07-01      | 2.7800%  | 0.0000% | $100000.00         | $64298.28          | Corporate Debt Securities                         |
| AEP TEX INC                    SR GLBL -D NT 47    | 2047-10-01      | 3.8000%  | 0.0000% | $1139000.00        | $877581.78         | Corporate Debt Securities                         |
| AES CORP                       GLBL NT 2.45%31     | 2031-01-15      | 2.4500%  | 0.0000% | $24854000.00       | $22425619.22       | Corporate Debt Securities                         |
| ACCENTURE CAPITAL INC          GLBL NT 3.9%27      | 2027-10-04      | 3.9000%  | 0.0000% | $80000.00          | $81626.93          | Corporate Debt Securities                         |
| AGCO CORP                      SR GLBL NT 27       | 2027-03-21      | 5.4500%  | 0.0000% | $74000.00          | $75132.38          | Corporate Debt Securities                         |
| ALBEMARLE CORP                 SR GLBL NT 52       | 2052-06-01      | 5.6500%  | 0.0000% | $82000.00          | $74332.70          | Corporate Debt Securities                         |
| AIG GLOBAL FDG SR SECD MED     REGS NT 4.85%30     | 2030-06-06      | 4.8500%  | 0.0000% | $50000.00          | $51686.42          | Corporate Debt Securities                         |
| ARD FIN S A                    SR SEC GLBL 27      | 2027-06-30      | 6.5000%  | 0.0000% | $249.00            | $10.27             | Corporate Debt Securities                         |
| AT&T INC                       GLBL NT 5.7%54      | 2054-11-01      | 5.7000%  | 0.0000% | $5000.00           | $4974.85           | Corporate Debt Securities                         |
| AETNA INC NEW                  SR GLBL NT 36       | 2036-06-15      | 6.6250%  | 0.0000% | $75000.00          | $84062.47          | Corporate Debt Securities                         |
| BANK NOVA SCOTIA B C           ALT TIER I GLBL     | 2084-01-27      | 8.0000%  | 0.0000% | $200000.00         | $217122.00         | Corporate Debt Securities                         |
| BANK AMERICA CORP              ALT TIER I PERP     | 2079-12-31      | 6.1250%  | 0.0000% | $27000.00          | $27553.47          | Corporate Debt Securities                         |
| BANCO BILBAO VIZCAYA ARGENTARI SNR PREF GLBL 29    | 2029-03-13      | 5.3810%  | 0.0000% | $1400000.00        | $1449323.44        | Corporate Debt Securities                         |
| BWAY MTG TR 2013-1515          A-2    20330310 3.4 | 2033-03-10      | 3.4543%  | 0.0000% | $8250000.00        | $7611653.94        | Private Label Collateralized Mortgage Obligations |
| BEAR STEARNS 2ND LIEN 2007-1A  I-A    20370125 FLT | 2037-01-25      | 4.4624%  | 0.0000% | $2322096.00        | $4849.46           | Asset-Backed Securities                           |
| BBCMS MORTGAGE TRUST 2025-5C37 D      20580917 FLT | 2058-09-17      | 4.5000%  | 0.0000% | $2000000.00        | $1781316.00        | Private Label Collateralized Mortgage Obligations |
| BAXTER INTL INC                SR GLBL NT 31       | 2031-04-01      | 1.7300%  | 0.0000% | $7000.00           | $6077.83           | Corporate Debt Securities                         |
| BACARDI LTD / BACARDI MARTINI  144A NT 5.9%43      | 2043-06-15      | 5.9000%  | 0.0000% | $7646000.00        | $7748749.50        | Corporate Debt Securities                         |
| BANK 2023-BNK46                A-4    20560817 5.7 | 2056-08-17      | 5.7450%  | 0.0000% | $389000.00         | $415075.42         | Private Label Collateralized Mortgage Obligations |
| BANK AMERICA CORP              FR 5.872%091534     | 2034-09-15      | 5.8720%  | 0.0000% | $6000.00           | $6450.58           | Corporate Debt Securities                         |
| EXXON MOBIL CORP               SR GLBL NT 49       | 2049-08-16      | 3.0950%  | 0.0000% | $35000.00          | $24547.35          | Corporate Debt Securities                         |
| ENTERGY TEXAS INC              1M GLBL BD 4%29     | 2029-03-30      | 4.0000%  | 0.0000% | $4000.00           | $3977.76           | Corporate Debt Securities                         |
| EAST OHIO GAS CO               SR GLBL 144A 30     | 2030-06-15      | 2.0000%  | 0.0000% | $36000.00          | $32607.12          | Corporate Debt Securities                         |
| LAUDER ESTEE COS INC           SR GLBL NT 5%34     | 2034-02-14      | 5.0000%  | 0.0000% | $138000.00         | $141034.47         | Corporate Debt Securities                         |
| ENERGY TRANSFER L P            JR SB GLBL NT 54    | 2054-10-01      | 7.1250%  | 0.0000% | $13000.00          | $13943.63          | Corporate Debt Securities                         |
| EXTRA SPACE STORAGE LP         SR GLBL NT 31       | 2031-06-01      | 2.5500%  | 0.0000% | $14000.00          | $12710.73          | Corporate Debt Securities                         |
| ENGIE SA                       SR 144A NT 34       | 2034-04-10      | 5.6250%  | 0.0000% | $3495000.00        | $3733018.24        | Corporate Debt Securities                         |
| ECOLAB INC                     SR GLBL NT1.3%31    | 2031-01-30      | 1.3000%  | 0.0000% | $637000.00         | $549525.04         | Corporate Debt Securities                         |
| ENTERGY MISSISSIPPI LLC        1M GLBL BD 5%33     | 2033-09-01      | 5.0000%  | 0.0000% | $60000.00          | $61427.27          | Corporate Debt Securities                         |
| ENEL FIN INTL N.V.             GLBL 144A NT 47     | 2047-05-25      | 4.7500%  | 0.0000% | $11430000.00       | $10115813.53       | Corporate Debt Securities                         |
| DUKE ENERGY CAROLINAS LLC      1M GLBL BD 29       | 2029-08-15      | 2.4500%  | 0.0000% | $85000.00          | $80257.21          | Corporate Debt Securities                         |
| ENTERGY TEXAS INC              1M GLBL BD 5%52     | 2052-09-15      | 5.0000%  | 0.0000% | $28000.00          | $25316.01          | Corporate Debt Securities                         |
| CATERPILLAR INC                SR GLBL DEB 36      | 2036-08-15      | 6.0500%  | 0.0000% | $63000.00          | $70393.21          | Corporate Debt Securities                         |
| DISNEY WALT CO                 SR GLBL NT7.7%25    | 2025-10-30      | 7.7000%  | 0.0000% | $5000.00           | $5172.22           | Corporate Debt Securities                         |
| CITIGROUP INC                  SR NT 5.875%42      | 2042-01-30      | 5.8750%  | 0.0000% | $200000.00         | $214426.33         | Corporate Debt Securities                         |
| CENTERPOINT ENERGY HOUSTON ELE 1M GLBL AE BD 31    | 2031-04-01      | 2.3500%  | 0.0000% | $71000.00          | $64719.68          | Corporate Debt Securities                         |
| BROADCOM INC                   SR GLBL 144A 37     | 2037-05-15      | 4.9260%  | 0.0000% | $541000.00         | $550274.09         | Corporate Debt Securities                         |
| BANK AMERICA CORP              FR 6.204%111028     | 2028-11-10      | 6.2040%  | 0.0000% | $2160000.00        | $2304194.40        | Corporate Debt Securities                         |
| CITIGROUP INC                  SR GLBL NT 30       | 2030-11-05      | 2.9760%  | 0.0000% | $5000.00           | $4793.98           | Corporate Debt Securities                         |
| CLOROX CO DEL                  SR GLBL NT1.8%30    | 2030-05-15      | 1.8000%  | 0.0000% | $23000.00          | $20782.57          | Corporate Debt Securities                         |
| CARVANA AUTO RCV TR 2021-N4    A-2    20280910 1.8 | 2028-09-10      | 1.8000%  | 0.0000% | $2000.00           | $965.07            | Asset-Backed Securities                           |
| CITIGROUP COML MTG 2019-GC43   C      20521113 FLT | 2052-11-13      | 3.7226%  | 0.0000% | $3000000.00        | $2468081.37        | Private Label Collateralized Mortgage Obligations |
| GATX CORP                      SR GLBL NT1.9%31    | 2031-06-01      | 1.9000%  | 0.0000% | $12000.00          | $10548.73          | Corporate Debt Securities                         |
| GSAMP TRUST 2006-S1            A-2A   20351125 FLT | 2035-11-25      | 4.4524%  | 0.0000% | $300000.00         | $904.41            | Asset-Backed Securities                           |
| HCA INC.                       SR NT 7.5%33        | 2033-11-06      | 7.5000%  | 0.0000% | $1000.00           | $1181.01           | Corporate Debt Securities                         |
| HP INC                         SR GLBL NT 6%41     | 2041-09-15      | 6.0000%  | 0.0000% | $7000.00           | $7269.71           | Corporate Debt Securities                         |
| GEORGIA PAC CORP               SR NT 8.875%31      | 2031-05-15      | 8.8750%  | 0.0000% | $75000.00          | $93855.84          | Corporate Debt Securities                         |
| GENERAL MTRS FINL CO INC       SR GLBL NT2.4%28    | 2028-10-15      | 2.4000%  | 0.0000% | $69000.00          | $66001.26          | Corporate Debt Securities                         |
| HANOVER INS GROUP INC          SR GLBL NT5.5%35    | 2035-09-01      | 5.5000%  | 0.0000% | $1951000.00        | $1984612.48        | Corporate Debt Securities                         |
| HEWLETT PACKARD ENTERPRISE CO  SR GLBL NT 26       | 2026-04-01      | 1.7500%  | 0.0000% | $68000.00          | $67818.53          | Corporate Debt Securities                         |
| TRANE TECHNOLOGIES PLC         DEB     6.443%27    | 2027-11-15      | 6.4430%  | 0.0000% | $105000.00         | $110643.88         | Corporate Debt Securities                         |
| INTEL CORP                     SR GLBL NT3.2%61    | 2061-08-12      | 3.2000%  | 0.0000% | $2208000.00        | $1345216.64        | Corporate Debt Securities                         |
| WELLS FARGO & CO               SUB STEP DEB 26     | 2026-08-01      | 7.5740%  | 0.0000% | $3000.00           | $3118.00           | Corporate Debt Securities                         |
| FLORIDA PWR & LT CO            1M GLBL BD 33       | 2033-02-01      | 5.8500%  | 0.0000% | $25000.00          | $26778.19          | Corporate Debt Securities                         |
| DUKE ENERGY FLA LLC            1M GLBL BD 42       | 2042-11-15      | 3.8500%  | 0.0000% | $50000.00          | $42050.38          | Corporate Debt Securities                         |
| FHLMC SCRTT SERIES 2017-2      M-1    20560825 FLT | 2056-08-25      | 4.0000%  | 0.0000% | $290000.00         | $21718.37          | Private Label Collateralized Mortgage Obligations |
| FIRSTENERGY CORP               SR GLBL -B NT 30    | 2030-03-01      | 2.6500%  | 0.0000% | $69000.00          | $64188.27          | Corporate Debt Securities                         |
| FIELDSTONE MTG INV 2006-S1     M4     20370125 FLT | 2037-01-25      | 5.3224%  | 0.0000% | $4078000.00        | $3055.32           | Asset-Backed Securities                           |
| JP MORGAN MTG TR 2007-A5       1-A-2  20371025 FLT | 2037-10-25      | 0.0000%  | 0.0000% | $1194000.00        | $0.00              | Private Label Collateralized Mortgage Obligations |
| PARTNERRE FINANCE B LLC        JR SB GLBL NT 50    | 2050-10-01      | 4.5000%  | 0.0000% | $94000.00          | $91225.59          | Corporate Debt Securities                         |
| NATIONAL COLL ST LN TR 2006-2  C      20310925 FLT | 2031-09-25      | 4.7724%  | 0.0000% | $7000000.00        | $4646.82           | Asset-Backed Securities                           |
| TAKEDA PHARMACEUTICAL CO LTD   GLBL NT 5.3%34      | 2034-07-05      | 5.3000%  | 0.0000% | $472000.00         | $492651.84         | Corporate Debt Securities                         |
| PENNYMAC FINL SVCS INC NEW     SR GLBL 144A 31     | 2031-09-15      | 5.7500%  | 0.0000% | $3932000.00        | $3901078.10        | Corporate Debt Securities                         |
| SUN CMNTYS OPER LTD PARTNERSHP SR GLBL NT2.7%31    | 2031-07-15      | 2.7000%  | 0.0000% | $90000.00          | $81879.75          | Corporate Debt Securities                         |
| TARGA RES CORP                 SR GLBL NT 55       | 2055-05-15      | 6.1250%  | 0.0000% | $1531000.00        | $1602711.40        | Corporate Debt Securities                         |
| TARGA RES PARTNERS / TARGA RES SR GLBL NT 29       | 2029-01-15      | 6.8750%  | 0.0000% | $25000.00          | $25829.82          | Corporate Debt Securities                         |
| MORGAN STANLEY DIRECT LENDING  SR GLBL NT 29       | 2029-05-17      | 6.1500%  | 0.0000% | $4185000.00        | $4428486.79        | Corporate Debt Securities                         |
| THP MTG TR 2023-THL            C      20341214 FLT | 2034-12-14      | 8.8182%  | 0.0000% | $733280.00         | $747530.94         | Private Label Collateralized Mortgage Obligations |
| HELMERICH & PAYNE INC          SR GLBL NT2.9%31    | 2031-09-29      | 2.9000%  | 0.0000% | $41000.00          | $36284.20          | Corporate Debt Securities                         |
| PRUDENTIAL FINL INC            FR 6.2%111540       | 2040-11-15      | 6.2000%  | 0.0000% | $115000.00         | $126759.90         | Corporate Debt Securities                         |
| NATURE CONSERVANCY             GLBL 2021A BD 30    | 2030-07-01      | 1.6110%  | 0.0000% | $3000.00           | $2640.16           | Corporate Debt Securities                         |
| SYNCHRONY FINANCIAL            SR GLBL NT3.7%26    | 2026-08-04      | 3.7000%  | 0.0000% | $5000.00           | $4997.08           | Corporate Debt Securities                         |
| NATIONAL RURAL UTILS COOP FIN  SR GLBL NT 8%32     | 2032-03-01      | 8.0000%  | 0.0000% | $50000.00          | $59645.22          | Corporate Debt Securities                         |
| NEXTERA ENERGY CAP HLDGS INC   JR SB GLBL -R 54    | 2054-06-15      | 6.7500%  | 0.0000% | $227000.00         | $248702.90         | Corporate Debt Securities                         |
| STARBUCKS CORP                 SR GLBL NT 30       | 2030-11-15      | 2.5500%  | 0.0000% | $46000.00          | $42633.83          | Corporate Debt Securities                         |
| KELLANOVA                      SR GLBL -B DB 31    | 2031-04-01      | 7.4500%  | 0.0000% | $942000.00         | $1113993.24        | Corporate Debt Securities                         |
| KENTUCKY PWR CO                SR J 144A NT7%33    | 2033-11-15      | 7.0000%  | 0.0000% | $4000.00           | $4489.00           | Corporate Debt Securities                         |
| KENVUE INC                     SR GLBL NT5.2%63    | 2063-03-22      | 5.2000%  | 0.0000% | $15000.00          | $13997.63          | Corporate Debt Securities                         |
| PUGET ENERGY INC               SR SEC NT 41        | 2041-04-15      | 5.6380%  | 0.0000% | $33000.00          | $34185.39          | Corporate Debt Securities                         |
| SYSCO CORP                     SR GLBL NT 6%34     | 2034-01-17      | 6.0000%  | 0.0000% | $60000.00          | $65797.60          | Corporate Debt Securities                         |
| UNITED PARCEL SVCS INC         SR GLBL NT 65       | 2065-05-14      | 6.0500%  | 0.0000% | $49000.00          | $52673.80          | Corporate Debt Securities                         |
| PUGET ENERGY INC               MTN AMBAC  12/27    | 2027-12-01      | 7.0200%  | 0.0000% | $4000.00           | $4251.22           | Corporate Debt Securities                         |
| NORTHROP GRUMMAN CORP          SR GLBL NT3.2%27    | 2027-02-01      | 3.2000%  | 0.0000% | $94000.00          | $93473.08          | Corporate Debt Securities                         |
| OMEGA HEALTHCARE INVS INC      SR GLBL NT 33       | 2033-04-15      | 3.2500%  | 0.0000% | $69000.00          | $61916.86          | Corporate Debt Securities                         |
| TRITON CONTAINER INTL LTD / TA SR GLBL NT 32       | 2032-03-15      | 3.2500%  | 0.0000% | $820000.00         | $733239.22         | Corporate Debt Securities                         |
| MCDONALDS CORP                 FR 2.125%030130     | 2030-03-01      | 2.1250%  | 0.0000% | $74000.00          | $67979.49          | Corporate Debt Securities                         |
| MCAFEE CORP                    SR 144A NT 30       | 2030-02-15      | 7.3750%  | 0.0000% | $5000.00           | $4694.44           | Corporate Debt Securities                         |
| TEXAS INSTRS INC               SR GLBL NT5.1%35    | 2035-05-23      | 5.1000%  | 0.0000% | $5000.00           | $5249.96           | Corporate Debt Securities                         |
| TORONTO DOMINION BK ONT        LW TIER II GLBL     | 2034-09-10      | 5.1460%  | 0.0000% | $2000.00           | $2032.38           | Corporate Debt Securities                         |
| TELUS CORPORATION              GLBL NT 3.4%32      | 2032-05-13      | 3.4000%  | 0.0000% | $53000.00          | $49498.76          | Corporate Debt Securities                         |
| TRANSCANADA PIPELINE STRIP     SR NT 5%43          | 2043-10-16      | 5.0000%  | 0.0000% | $5000.00           | $4843.19           | Corporate Debt Securities                         |
| MASTERCARD INCORPORATED        SR GLBL NT 28       | 2028-03-15      | 4.5500%  | 0.0000% | $12000.00          | $12213.79          | Corporate Debt Securities                         |
| TAMPA ELEC CO                  SR GLBL NT 44       | 2044-05-15      | 4.3500%  | 0.0000% | $200000.00         | $176036.50         | Corporate Debt Securities                         |
| UWM MORTGAGE TRUST 2021-INV2   B-2    20510925 FLT | 2051-09-25      | 3.2374%  | 0.0000% | $485000.00         | $372591.52         | Private Label Collateralized Mortgage Obligations |
| TYCO ELECTRONICS GROUP S A     CR SEN SR GLBL37    | 2037-10-01      | 7.1250%  | 0.0000% | $140000.00         | $170705.79         | Corporate Debt Securities                         |
| UNITED AIRLINES PT CERT 2014-2 A      20280303 3.7 | 2028-03-03      | 3.7500%  | 0.0000% | $99000.00          | $43898.71          | Asset-Backed Securities                           |
| HEALTHPEAK OP LLC              SR GLBL NT 41       | 2041-02-01      | 6.7500%  | 0.0000% | $516000.00         | $579907.89         | Corporate Debt Securities                         |
| RACKSPACE TECHNOLOGY GLOBAL    SR SEC GLBL 28      | 2028-02-15      | 3.5000%  | 0.0000% | $13000.00          | $3306.88           | Corporate Debt Securities                         |
| RHP HOTEL PPTY/ RHP FINANCE    SR GLBL NT 27       | 2027-10-15      | 4.7500%  | 0.0000% | $3000.00           | $3052.71           | Corporate Debt Securities                         |
| VALERO ENERGY CORP             SR GLBL NT7.5%32    | 2032-04-15      | 7.5000%  | 0.0000% | $87000.00          | $103701.82         | Corporate Debt Securities                         |
| HCA INC.                       SR GLBL NT 27       | 2027-03-15      | 3.1250%  | 0.0000% | $2000.00           | $1974.26           | Corporate Debt Securities                         |
| VERIZON COMMUNICATIONS INC     SR GLBL NT 46       | 2046-08-21      | 4.8620%  | 0.0000% | $35000.00          | $32192.90          | Corporate Debt Securities                         |
| PUBLIC SVC ELEC & GAS CO       FR 4.9%121532       | 2032-12-15      | 4.9000%  | 0.0000% | $601000.00         | $624253.69         | Corporate Debt Securities                         |
| WALMART INC                    SR GLBL NT 4%30     | 2030-04-15      | 4.0000%  | 0.0000% | $3924000.00        | $4022113.08        | Corporate Debt Securities                         |
| VERUS SEC TRUST 2021-2         B-1    20660225 FLT | 2066-02-25      | 3.1940%  | 0.0000% | $1390000.00        | $1094624.92        | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO & CO               FR 4.75%120746      | 2046-12-07      | 4.7500%  | 0.0000% | $2000.00           | $1809.32           | Corporate Debt Securities                         |
| ELEVANCE HEALTH INC FORMERLY A SR GLBL NT5.1%44    | 2044-01-15      | 5.1000%  | 0.0000% | $7000.00           | $6720.66           | Corporate Debt Securities                         |
| TRANSCONTINENTAL GAS PIPE LINE SR GLBL NT 26       | 2026-02-01      | 7.8500%  | 0.0000% | $3000.00           | $3048.47           | Corporate Debt Securities                         |
| LOWES COS INC                  SR NT 4.65%42       | 2042-04-15      | 4.6500%  | 0.0000% | $95000.00          | $88682.74          | Corporate Debt Securities                         |
| VOYA FINANCIAL INC             SR GLBL NT4.8%46    | 2046-06-15      | 4.8000%  | 0.0000% | $150000.00         | $137170.50         | Corporate Debt Securities                         |
| PHILIP MORRIS INTL INC         SR NT 4.875%43      | 2043-11-15      | 4.8750%  | 0.0000% | $10243000.00       | $9739057.20        | Corporate Debt Securities                         |
| WASTE CONNECTIONS INC          SR GLBL NT2.2%32    | 2032-01-15      | 2.2000%  | 0.0000% | $21000.00          | $18563.23          | Corporate Debt Securities                         |

### Security 685: SMBC NIKKO SECURITIES AMERICA INC

- **C.1 - Title:** SMBC NIKKO SECURITIES AMERICA INC 4.180000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1BAU12, C.3 - LEI: 6PJDTY319315T5LR2241, C.5 - Other ID: ARP1BAU12
- **C.18 - Value (incl. sponsor support):** $454000000.00
- **C.18.a - Value (excl. sponsor support):** $454000000.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-10-03
- **C.12 - Maturity Date (WAL):** 2025-10-03
- **C.13 - Final Legal Maturity Date:** 2025-10-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2049-05-15      | 2.8750%  | 0.0000% | $594100.00         | $440695.81         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-07-15      | 0.1250%  | 0.0000% | $200.00            | $225.19            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-30      | 2.3750%  | 0.0000% | $1000.00           | $1001.54           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-30      | 1.6250%  | 0.0000% | $63800.00          | $62647.62          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-06-30      | 4.2500%  | 0.0000% | $4930700.00        | $5083369.26        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-02-15      | 4.6250%  | 0.0000% | $6637300.00        | $6798933.19        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-11-15      | 4.2500%  | 0.0000% | $9018800.00        | $8917586.52        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-09-15      | 3.3750%  | 0.0000% | $35198000.00       | $35015057.73       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-11-15      | 1.3750%  | 0.0000% | $100.00            | $87.14             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-11-15      | 4.5000%  | 0.0000% | $12000000.00       | $11785152.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-11-30      | 4.1250%  | 0.0000% | $31731900.00       | $32641907.43       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-02-15      | 3.0000%  | 0.0000% | $45400.00          | $34508.18          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-02-19      | 0.0000%  | 0.0000% | $336400.00         | $331495.62         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-10-15      | 1.6250%  | 0.0000% | $17287600.00       | $18238024.91       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-02-15      | 0.7500%  | 0.0000% | $100.00            | $113.54            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-15      | 2.2500%  | 0.0000% | $20931300.00       | $20525682.80       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-02-15      | 1.8750%  | 0.0000% | $644900.00         | $455199.92         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-02-15      | 3.0000%  | 0.0000% | $29100.00          | $22349.24          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-11-20      | 0.0000%  | 0.0000% | $18600.00          | $18497.38          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-06-30      | 0.8750%  | 0.0000% | $33741600.00       | $33093811.89       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-15      | 4.5000%  | 0.0000% | $31263200.00       | $32201346.11       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-02-15      | 4.0000%  | 0.0000% | $58800.00          | $59006.74          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-15      | 1.2500%  | 0.0000% | $200.00            | $217.37            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-02-28      | 4.2500%  | 0.0000% | $16841100.00       | $17289815.94       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-15      | 2.2500%  | 0.0000% | $43838200.00       | $43128349.95       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-12-26      | 0.0000%  | 0.0000% | $102100.00         | $101159.76         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-12-04      | 0.0000%  | 0.0000% | $200.00            | $198.62            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-02-15      | 0.1250%  | 0.0000% | $800.00            | $504.17            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-02-15      | 3.6250%  | 0.0000% | $143400.00         | $119493.10         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-12-09      | 0.0000%  | 0.0000% | $1315200.00        | $1305551.69        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-03-31      | 4.5000%  | 0.0000% | $104700.00         | $105015.78         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-01-15      | 1.7500%  | 0.0000% | $500.00            | $530.10            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-15      | 0.1250%  | 0.0000% | $5466000.00        | $6700411.16        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-08-15      | 1.3750%  | 0.0000% | $7000.00           | $3540.23           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-02-15      | 3.0000%  | 0.0000% | $366400.00         | $276197.08         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-05-15      | 4.3750%  | 0.0000% | $611800.00         | $611559.72         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-31      | 0.5000%  | 0.0000% | $999500.00         | $939757.69         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-08-15      | 1.7500%  | 0.0000% | $100.00            | $68.11             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-11-15      | 1.8750%  | 0.0000% | $2200.00           | $1263.35           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-01-31      | 4.2500%  | 0.0000% | $55310600.00       | $56902706.61       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-05-15      | 3.1250%  | 0.0000% | $98700.00          | $77384.53          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-05-15      | 4.2500%  | 0.0000% | $2243700.00        | $2302387.34        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-07-31      | 3.8750%  | 0.0000% | $4614400.00        | $4674868.18        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-05-15      | 1.1250%  | 0.0000% | $111000.00         | $71241.55          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-08-15      | 3.1250%  | 0.0000% | $2100.00           | $1691.05           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-08-15      | 3.7500%  | 0.0000% | $5900.00           | $5394.29           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-11-15      | 3.7500%  | 0.0000% | $10500.00          | $9456.64           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-11-15      | 4.7500%  | 0.0000% | $850300.00         | $869133.72         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-05-15      | 4.6250%  | 0.0000% | $600.00            | $601.41            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-02-15      | 4.5000%  | 0.0000% | $47442000.00       | $46737438.86       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-04-30      | 4.6250%  | 0.0000% | $2085600.00        | $2212391.84        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-15      | 1.5000%  | 0.0000% | $100.00            | $98.25             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-11-15      | 4.2500%  | 0.0000% | $21000000.00       | $21595255.50       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-05-31      | 4.1250%  | 0.0000% | $827500.00         | $850207.43         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-11-15      | 4.3750%  | 0.0000% | $50000000.00       | $50459112.50       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-05-15      | 4.2500%  | 0.0000% | $300.00            | $300.38            | U.S. Treasuries (including strips) |

### Security 686: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA 4.200000%
- **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: ARP1BAUX2, C.3 - LEI: 1VUV7VQFKUOQSJ21A208, C.5 - Other ID: ARP1BAUX2
- **C.18 - Value (incl. sponsor support):** $325000000.00
- **C.18.a - Value (excl. sponsor support):** $325000000.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-03
- **C.12 - Maturity Date (WAL):** 2025-10-03
- **C.13 - Final Legal Maturity Date:** 2025-10-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMS 05.000 CLMA5552 | 2054-12-01      | 5.0000%  | 0.0000% | $15895943.00       | $15024621.32       | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQY9698 | 2055-08-01      | 6.5000%  | 0.0000% | $14670172.00       | $15264383.31       | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQY9535 | 2055-08-01      | 7.0000%  | 0.0000% | $11700659.00       | $12317036.09       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB8979 | 2054-08-01      | 5.0000%  | 0.0000% | $19345340.00       | $18791941.07       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB8668 | 2054-06-01      | 5.0000%  | 0.0000% | $20868830.00       | $18436645.31       | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSD6954 | 2054-08-01      | 6.5000%  | 0.0000% | $7172152.00        | $6591673.49        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD8532 | 2055-05-01      | 5.0000%  | 0.0000% | $17954494.00       | $17504927.92       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF0784 | 2055-10-01      | 5.5000%  | 0.0000% | $14962520.00       | $15177315.29       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS3441 | 2052-12-01      | 6.0000%  | 0.0000% | $23106951.00       | $17422976.08       | Agency Mortgage-Backed Securities |
| 03.500 FGPC G67706 G | 2047-12-01      | 3.5000%  | 0.0000% | $73945000.00       | $18295368.98       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD8329 | 2053-06-01      | 5.0000%  | 0.0000% | $19774000.00       | $16806539.63       | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD7563 | 2053-05-01      | 4.5000%  | 0.0000% | $23506000.00       | $18454222.98       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCC0141 | 2055-03-01      | 6.5000%  | 0.0000% | $17611800.00       | $16173571.73       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY9960 | 2055-07-01      | 6.0000%  | 0.0000% | $17836416.00       | $17551555.50       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM3752 | 2050-03-01      | 3.5000%  | 0.0000% | $66881966.00       | $15269698.20       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM3982 | 2050-05-01      | 3.5000%  | 0.0000% | $79415000.00       | $17309971.78       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFM2983 | 2049-05-01      | 4.0000%  | 0.0000% | $55594311.00       | $15389284.45       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFM9376 | 2051-10-01      | 2.5000%  | 0.0000% | $34378064.00       | $18815689.72       | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQX7791 | 2055-03-01      | 6.5000%  | 0.0000% | $16051382.00       | $15572652.45       | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSL0590 | 2054-07-01      | 6.5000%  | 0.0000% | $13602776.00       | $13300803.24       | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDD5489 | 2055-04-01      | 7.0000%  | 0.0000% | $15183636.00       | $15552500.91       | Agency Mortgage-Backed Securities |

### Security 687: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** WELLS FARGO SECURITIES LLC 4.820000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1BAVJ2, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: ARP1BAVJ2
- **C.18 - Value (incl. sponsor support):** $299913555.00
- **C.18.a - Value (excl. sponsor support):** $299913555.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.8700%
- **C.11 - Maturity Date (WAM):** 2026-04-24
- **C.12 - Maturity Date (WAL):** 2026-04-24
- **C.13 - Final Legal Maturity Date:** 2026-04-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? 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                  |
|:---|:---|:---|:---|:---|:---|:---|
| DAILYPAY SEC TR 2025-1         D      20280626 8.5 | 2028-06-26      | 8.5300%  | 0.0000% | $2155000.00        | $2178626.82        | Asset-Backed Securities   |
| PROGRESS RESIDENTIAL 2025-SFR1 E2     20420220 3.7 | 2042-02-20      | 3.7500%  | 0.0000% | $4768000.00        | $4373451.97        | Asset-Backed Securities   |
| STAR TR 2021-SFR2              E      20390120 FLT | 2039-01-20      | 6.2646%  | 0.0000% | $1210000.00        | $368912.46         | Asset-Backed Securities   |
| PROGRESS RESIDENTIAL 2025-SFR1 E1     20420220 3.7 | 2042-02-20      | 3.7500%  | 0.0000% | $6250000.00        | $5794048.96        | Asset-Backed Securities   |
| WESTLAKE AT REC TR 2024-1      E      20310515 7.4 | 2031-05-15      | 7.4200%  | 0.0000% | $59790000.00       | $60876304.54       | Asset-Backed Securities   |
| WORLDWIDE MEDIA SVCS GROUP INC SR ZRO 144A NT25    | 2025-10-31      | 0.0000%  | 0.0000% | $10375000.00       | $10349062.50       | Corporate Debt Securities |
| PAGAYA AI DEBT TRUST 2024-7    D      20311215 10. | 2031-12-15      | 10.8950% | 0.0000% | $8400000.00        | $5935859.61        | Asset-Backed Securities   |
| PALMER SQUAR LN FDG LTD 2024-1 D      20321015 FLT | 2032-10-15      | 9.2176%  | 0.0000% | $160000.00         | $162541.65         | Asset-Backed Securities   |
| US CAP FDG V LTD 2006-5        B-1    20401010 FLT | 2040-10-10      | 5.8401%  | 0.0000% | $1999000.00        | $258422.32         | Asset-Backed Securities   |
| NEW RESI MTG TR 2020-RPL1      B-5    20591125 FLT | 2059-11-25      | 3.8441%  | 0.0000% | $2882900.00        | $2158666.50        | Asset-Backed Securities   |
| ANCHORAGE CAP CLO 9 2016-9     SUB    20290116 FLT | 2029-01-16      | 0.0000%  | 0.0000% | $3500000.00        | $831428.50         | Asset-Backed Securities   |
| TABERNA PREF FDG I 2005-1      E      20350705 FLT | 2035-07-05      | 7.6974%  | 0.0000% | $2000000.00        | $64773.80          | Asset-Backed Securities   |
| OCTAGON INVSTMNT PTRS 2018-39  SUB    20301021 FLT | 2030-10-21      | 0.0000%  | 0.0000% | $2800000.00        | $112000.00         | Asset-Backed Securities   |
| MAGNETITE XIX LTD 2017-19      SUB NT 20300717 FLT | 2030-07-17      | 0.0000%  | 0.0000% | $11929792.00       | $5842472.47        | Asset-Backed Securities   |
| AMSR 2020-SFR5 TR              G      20371119 4.1 | 2037-11-19      | 4.1120%  | 0.0000% | $2899000.00        | $2898659.21        | Asset-Backed Securities   |
| AMERICAN CR ACCPT RE TR 2025-3 E      20330613 6.7 | 2033-06-13      | 6.7700%  | 0.0000% | $29930000.00       | $30269466.06       | Asset-Backed Securities   |
| OCTAGON LTD 2022-59            E      20350515 FLT | 2035-05-15      | 11.8114% | 0.0000% | $800119.00         | $788711.16         | Asset-Backed Securities   |
| EXETER AUTOMOBLE REC TR 2025-2 E      20321015 7.8 | 2032-10-15      | 7.8100%  | 0.0000% | $1730000.00        | $1786775.43        | Asset-Backed Securities   |
| ELEVATION CLO LTD 2018-9       SUB    20310715 FLT | 2031-07-15      | 0.0000%  | 0.0000% | $3000000.00        | $489141.00         | Asset-Backed Securities   |
| DRYDEN CLO LTD 2022-108R       E-R    20370720 FLT | 2037-07-20      | 11.8590% | 0.0000% | $5570000.00        | $5812722.97        | Asset-Backed Securities   |
| OCTAGON INVST PART 2021-49     SUB    20330118 FLT | 2033-01-18      | 0.0000%  | 0.0000% | $4250000.00        | $1423750.00        | Asset-Backed Securities   |
| CEDAR FUNDING CLO LTD 2013-2   SUB    20300610 FLT | 2030-06-10      | 0.0000%  | 0.0000% | $10000000.00       | $4105300.00        | Asset-Backed Securities   |
| CARRINGTON MTG LN 2006-NC2     M-1    20360625 FLT | 2036-06-25      | 4.6774%  | 0.0000% | $11000000.00       | $8941786.02        | Asset-Backed Securities   |
| CIFC FUNDING LTD 2013-2R       B-3L-R 20301018 FLT | 2030-10-18      | 12.4706% | 0.0000% | $750000.00         | $759818.27         | Asset-Backed Securities   |
| APIDOS CLO 2020-34             SUB    20330121 FLT | 2033-01-21      | 0.0000%  | 0.0000% | $500000.00         | $220000.00         | Asset-Backed Securities   |
| AVIS BUDGET RENT CAR FDG 23-4  D      20290620 7.3 | 2029-06-20      | 7.3100%  | 0.0000% | $2105000.00        | $2158828.12        | Asset-Backed Securities   |
| PRPM LLC 2024-RCF5             M-2    20540825 FLT | 2054-08-25      | 4.0000%  | 0.0000% | $790000.00         | $720028.56         | Asset-Backed Securities   |
| LEGACY MTG ASSET TR 2021-GS1   A2     20661025 FLT | 2066-10-25      | 7.8440%  | 0.0000% | $660000.00         | $745161.42         | Asset-Backed Securities   |
| GLS AUTO REC TR 2021-4         E      20281016 4.4 | 2028-10-16      | 4.4300%  | 0.0000% | $7240000.00        | $7155131.52        | Asset-Backed Securities   |
| ELEVATION CLO 2021-12R LTD     E-R    20370420 FLT | 2037-04-20      | 11.8055% | 0.0000% | $4031000.00        | $4093654.03        | Asset-Backed Securities   |
| EQUIFIRST MTG LN TR 2004-3     M-9    20341225 FLT | 2034-12-25      | 8.1724%  | 0.0000% | $212000.00         | $69816.51          | Asset-Backed Securities   |
| AJAX MORTGAGE LN TR 2021-F     A      20610625 1.8 | 2060-12-27      | 4.8750%  | 0.0000% | $1364000.00        | $405704.32         | Asset-Backed Securities   |
| AJAX MTG LN TR 2019-F          A-1    20590725 FLT | 2059-07-25      | 2.8600%  | 0.0000% | $2900000.00        | $659191.41         | Asset-Backed Securities   |
| DRYDEN 77 CLO 2020-77 LTD      SUB    20310520 FLT | 2031-05-20      | 0.0000%  | 0.0000% | $5406000.00        | $2553697.09        | Asset-Backed Securities   |
| COREVEST AMCR FIN TR 2021-1    C      20540417 2.8 | 2054-04-17      | 2.8000%  | 0.0000% | $100000.00         | $90086.36          | Asset-Backed Securities   |
| ELMWOOD CLO LTD 2019-1         SUB    20300422 FLT | 2030-04-22      | 0.0000%  | 0.0000% | $2000000.00        | $1197916.00        | Asset-Backed Securities   |
| CARVAL CLO LTD 2019-2R2        E-R2   20320420 FLT | 2032-04-20      | 10.8255% | 0.0000% | $1710000.00        | $1730127.17        | Asset-Backed Securities   |
| CEDAR FUNDING XII CLO 2020-12  SUB    20321025 FLT | 2032-10-25      | 0.0000%  | 0.0000% | $3706425.00        | $2483304.75        | Asset-Backed Securities   |
| HINNT LLC 2022-A               E      20410515 8.0 | 2041-05-15      | 8.0000%  | 0.0000% | $3100000.00        | $881054.16         | Asset-Backed Securities   |
| RAD CLO LTD 2022-16R           E-R    20370715 FLT | 2037-07-15      | 10.8176% | 0.0000% | $3000000.00        | $3043912.61        | Asset-Backed Securities   |
| SIGNAL PEAK CLO LTD 2024-11    SUB NT 20370720 FLT | 2037-07-20      | 0.0000%  | 0.0000% | $1500000.00        | $1110000.00        | Asset-Backed Securities   |
| MISSION LN CR CD MT TR 2024-B  D      20300115 0.0 | 2030-01-15      | 9.1600%  | 0.0000% | $4000000.00        | $4045402.67        | Asset-Backed Securities   |
| MIDOCEAN CR CLO VI 2016-6RR    E-RR   20330420 FLT | 2033-04-20      | 12.6371% | 0.0000% | $2000000.00        | $2045226.34        | Asset-Backed Securities   |
| BARINGS CLO LTD 2021-1         SUB    20340425 FLT | 2034-04-25      | 0.0000%  | 0.0000% | $2000000.00        | $780000.00         | Asset-Backed Securities   |
| B2R MTG TRUST 2015-2           E      20481118 FLT | 2048-11-18      | 5.8083%  | 0.0000% | $100000.00         | $9217.07           | Asset-Backed Securities   |
| FLAGSHIP CR AUT TR 2021-4      E      20290315 4.0 | 2029-03-15      | 4.0300%  | 0.0000% | $1000000.00        | $876871.17         | Asset-Backed Securities   |
| PROGRESS RES TRUST 2025-SFR5   E      20421017 4.8 | 2042-10-17      | 4.8500%  | 0.0000% | $2000000.00        | $1929449.22        | Asset-Backed Securities   |
| PRPM LLC 2025-3                A-1    20300525 FLT | 2030-05-25      | 6.2550%  | 0.0000% | $3100000.00        | $2925295.59        | Asset-Backed Securities   |
| TCI-SYMPHONY CLO 2017-1        INC NT 20300715 FLT | 2030-07-15      | 0.0000%  | 0.0000% | $5000000.00        | $1453520.00        | Asset-Backed Securities   |
| KKR CLO 29 L 12.07094 15JUL37 144A                 | 2037-07-15      | 11.3976% | 0.0000% | $10675000.00       | $10810915.09       | Asset-Backed Securities   |
| KKR CLO LTD 2020-30R2          E-R2   20370417 FLT | 2037-04-17      | 11.1824% | 0.0000% | $3175000.00        | $3151456.32        | Asset-Backed Securities   |
| REPUBLIC FIN ISSUANC TR 2021-A A      20311222 2.3 | 2031-12-22      | 2.3000%  | 0.0000% | $2925000.00        | $256691.46         | Asset-Backed Securities   |
| TEXTAINER MARINE CON 2025-1H   A      20500723 6.4 | 2050-07-23      | 6.4300%  | 0.0000% | $530000.00         | $524991.88         | Asset-Backed Securities   |
| OCTAGON INVEST PARTS 2020-46R  D-R    20360715 FLT | 2036-07-15      | 7.8792%  | 0.0000% | $15500000.00       | $15703866.04       | Asset-Backed Securities   |
| VSTRONG AUTO RECEIVABLES 2023- D      20300215 9.3 | 2030-02-15      | 9.3100%  | 0.0000% | $1255000.00        | $1365487.90        | Asset-Backed Securities   |
| GLS AUTO REC ISSUER TR 2025-3  E      20320816 6.5 | 2032-08-16      | 6.5200%  | 0.0000% | $2250000.00        | $2239973.25        | Asset-Backed Securities   |
| TIKEHAU US CLO I LTD           E      20350118 FLT | 2035-01-18      | 11.5006% | 0.0000% | $1300000.00        | $1190592.19        | Asset-Backed Securities   |
| TCI-SYMPHONY CLO 2017-1        E      20300715 FLT | 2030-07-15      | 11.0292% | 0.0000% | $3250000.00        | $3122470.48        | Asset-Backed Securities   |
| EXETER AUTO RECEV TR 2024-5    E      20320517 7.2 | 2032-05-17      | 7.2200%  | 0.0000% | $3420000.00        | $3546223.08        | Asset-Backed Securities   |
| AFFIRM ASSET SEC TR 2024-A     D      20290215 6.8 | 2029-02-15      | 6.8900%  | 0.0000% | $2750000.00        | $2774249.04        | Asset-Backed Securities   |
| AMERICAN CR ACCEP RECV 2025-2  E      20330214 7.6 | 2033-02-14      | 7.6600%  | 0.0000% | $5200000.00        | $5137714.40        | Asset-Backed Securities   |
| AJAX MORTGAGE LN TR 2021-E     A-2    20601225 2.6 | 2060-12-25      | 2.6930%  | 0.0000% | $1708540.00        | $1315437.46        | Asset-Backed Securities   |
| APEX CREDIT CLO LTD  2019-RR   F-RR   20370720 FLT | 2037-07-20      | 14.7790% | 0.0000% | $4065000.00        | $3990208.29        | Asset-Backed Securities   |
| AIMCO CLO 2018-A               SUB    20310417 FLT | 2031-04-17      | 0.0000%  | 0.0000% | $6000000.00        | $3180000.00        | Asset-Backed Securities   |
| AJAX MORTGAGE LN TR 2021-E     A-1    20601225 1.7 | 2060-12-25      | 1.7400%  | 0.0000% | $6764400.00        | $3581412.93        | Asset-Backed Securities   |
| BLUEMOUNTAIN CLO LTD 2020-29   SUB    20310725 FLT | 2031-07-25      | 0.0000%  | 0.0000% | $7360776.00        | $3091525.92        | Asset-Backed Securities   |
| BLUEMOUNTAIN CLO LTD 2021-28   SUB    20340417 FLT | 2034-04-17      | 0.0000%  | 0.0000% | $5000000.00        | $2050000.00        | Asset-Backed Securities   |
| FIGRE TRUST 2025-HE3           F      20550525 FLT | 2055-05-25      | 9.0810%  | 0.0000% | $2000000.00        | $2147540.50        | Asset-Backed Securities   |
| ISLAND FINANCE TR 2025-1       C      20350319 10. | 2035-03-19      | 10.0000% | 0.0000% | $1140000.00        | $1163022.43        | Asset-Backed Securities   |
| LOBEL AUT RECEIVABLES 2023-2   C      20290615 10. | 2029-06-15      | 10.0400% | 0.0000% | $1480000.00        | $1538670.65        | Asset-Backed Securities   |
| OCTAGON INVST LTD 2019-44R     D-R    20341020 FLT | 2034-10-20      | 7.8292%  | 0.0000% | $5000000.00        | $4958378.51        | Asset-Backed Securities   |
| OPORTUN FUNDING TR 2024-3      A      20290815 5.2 | 2029-08-15      | 5.2600%  | 0.0000% | $1398000.00        | $387161.37         | Asset-Backed Securities   |
| COREVEST AMERIC FIN TR 2021-2  C      20540717 2.4 | 2054-07-17      | 2.4780%  | 0.0000% | $11582000.00       | $10032087.11       | Asset-Backed Securities   |
| DUKE FDG IX 2005-9             B      20450309 FLT | 2045-03-09      | 3.1124%  | 0.0000% | $1000000.00        | $24290.91          | Asset-Backed Securities   |
| AQUA FIN ISSUER  TR 2025-B     B      20510517 5.0 | 2051-05-17      | 5.0400%  | 0.0000% | $3000000.00        | $3040200.00        | Asset-Backed Securities   |
| AMERICAN CR ACCEP RECV TR 24-1 E      20311112 7.9 | 2031-11-12      | 7.9800%  | 0.0000% | $21400000.00       | $22179174.00       | Asset-Backed Securities   |
| MADISON PARK FDG XIV 2014-14RR E-R    20301022 FLT | 2030-10-22      | 10.3936% | 0.0000% | $5711250.00        | $5720786.52        | Asset-Backed Securities   |
| PAGAYA AI DEBT SEC 2021-HG1 TR A1     20290116 1.2 | 2029-01-16      | 1.2200%  | 0.0000% | $5000000.00        | $11083.21          | Asset-Backed Securities   |
| MFA LLC 2024-NPL1              A-2    20540925 FLT | 2054-09-25      | 8.9550%  | 0.0000% | $34493914.00       | $34428573.90       | Asset-Backed Securities   |
| SHACKLETON CLO LTD 2017-X      SUB    20290420 FLT | 2029-04-20      | 0.0000%  | 0.0000% | $5000000.00        | $50000.00          | Asset-Backed Securities   |
| MERCURY FINL CR CARD 2024-2    A      20290720 6.5 | 2029-07-20      | 6.5600%  | 0.0000% | $2000000.00        | $2020826.44        | Asset-Backed Securities   |

### Security 688: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** WELLS FARGO SECURITIES LLC 4.170000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1BB1E4, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: ARP1BB1E4
- **C.18 - Value (incl. sponsor support):** $813000000.00
- **C.18.a - Value (excl. sponsor support):** $813000000.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-10-03
- **C.12 - Maturity Date (WAL):** 2025-10-03
- **C.13 - Final Legal Maturity Date:** 2025-10-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMS 05.000 CIMA5359 | 2039-05-01      | 5.0000%  | 0.0000% | $35000.00          | $23805.69          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CTMA1074 | 2032-05-01      | 4.0000%  | 0.0000% | $619908.00         | $30421.39          | Agency Mortgage-Backed Securities |
| FNMS 06.000 GLAB0462 | 2037-02-01      | 6.0000%  | 0.0000% | $410000.00         | $18399.64          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CTMA0804 | 2031-07-01      | 4.0000%  | 0.0000% | $2940000.00        | $99638.96          | Agency Mortgage-Backed Securities |
| FNMS 07.000 CL929567 | 2038-06-01      | 7.0000%  | 0.0000% | $132000.00         | $2119.76           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB7952 | 2054-02-01      | 4.5000%  | 0.0000% | $9930000.00        | $8598230.57        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFS9774 | 2053-07-01      | 4.0000%  | 0.0000% | $4648631.00        | $4054987.60        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS7221 | 2054-02-01      | 6.0000%  | 0.0000% | $145000.00         | $124678.22         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAX3702 | 2042-06-01      | 4.0000%  | 0.0000% | $2373785.00        | $474788.89         | Agency Mortgage-Backed Securities |
| FNMS 07.500 CL323572 | 2029-01-01      | 7.5000%  | 0.0000% | $3237000.00        | $748.22            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAJ9810 | 2041-12-01      | 4.5000%  | 0.0000% | $101135.00         | $34349.89          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL254639 | 2033-02-01      | 6.5000%  | 0.0000% | $700000.00         | $2206.12           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLAY3370 | 2045-04-01      | 2.5000%  | 0.0000% | $26840.00          | $7275.29           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAW7430 | 2042-01-01      | 4.5000%  | 0.0000% | $30000.00          | $2058.86           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF1773 | 2055-10-01      | 5.5000%  | 0.0000% | $5098534.00        | $5185629.99        | Agency Mortgage-Backed Securities |
| FNMS 07.000 CL535627 | 2029-12-01      | 7.0000%  | 0.0000% | $22466063.00       | $7093.85           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CKMA4575 | 2052-01-01      | 3.5000%  | 0.0000% | $1411904.00        | $1028527.34        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CL888283 | 2034-08-01      | 5.0000%  | 0.0000% | $33710000.00       | $364379.11         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL735415 | 2032-12-01      | 6.5000%  | 0.0000% | $350000.00         | $3058.75           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBM1961 | 2047-11-01      | 3.5000%  | 0.0000% | $533000.00         | $58826.67          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIBR0963 | 2036-04-01      | 2.0000%  | 0.0000% | $1511420.00        | $953690.61         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIBV5422 | 2039-07-01      | 6.0000%  | 0.0000% | $1002187.00        | $996775.67         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIBC5991 | 2031-04-01      | 3.0000%  | 0.0000% | $44671.00          | $1544.37           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBV5403 | 2052-04-01      | 4.0000%  | 0.0000% | $125000.00         | $79918.50          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBT0417 | 2051-06-01      | 2.5000%  | 0.0000% | $1386000.00        | $792640.49         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCA9517 | 2046-10-01      | 3.5000%  | 0.0000% | $35590267.00       | $7385814.43        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBO2245 | 2049-10-01      | 3.5000%  | 0.0000% | $14265406.00       | $6159182.05        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDD4314 | 2055-03-01      | 5.5000%  | 0.0000% | $1522573.00        | $1523952.73        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS5613 | 2052-01-01      | 2.5000%  | 0.0000% | $928400.00         | $678592.68         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBV9701 | 2052-06-01      | 3.0000%  | 0.0000% | $101663.00         | $79434.66          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCC0895 | 2055-08-01      | 6.5000%  | 0.0000% | $5157123.00        | $5412299.37        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CL890587 | 2042-05-01      | 4.5000%  | 0.0000% | $44900000.00       | $4304169.35        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB6110 | 2053-04-01      | 6.5000%  | 0.0000% | $200000.00         | $134189.01         | Agency Mortgage-Backed Securities |
| FNMS 01.500 CICB4005 | 2037-04-01      | 1.5000%  | 0.0000% | $542319.00         | $353472.15         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDE9331 | 2055-10-01      | 6.5000%  | 0.0000% | $1502276.00        | $1580006.93        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CICA9446 | 2036-03-01      | 2.5000%  | 0.0000% | $4025000.00        | $1814730.66        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBN7702 | 2049-08-01      | 3.5000%  | 0.0000% | $775000.00         | $104554.85         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF0736 | 2055-10-01      | 6.0000%  | 0.0000% | $4319190.00        | $4454585.09        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDA1704 | 2053-10-01      | 6.0000%  | 0.0000% | $1345160.00        | $1369288.18        | Agency Mortgage-Backed Securities |
| FNMS 01.500 CIFS4059 | 2037-08-01      | 1.5000%  | 0.0000% | $192701.00         | $130479.55         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS4573 | 2053-05-01      | 6.0000%  | 0.0000% | $340000.00         | $279103.42         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA3686 | 2049-06-01      | 3.5000%  | 0.0000% | $241276.00         | $21003.86          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA3746 | 2049-08-01      | 4.0000%  | 0.0000% | $30000.00          | $3223.41           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFS3394 | 2052-10-01      | 4.0000%  | 0.0000% | $1759340.00        | $1436407.52        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS2694 | 2052-08-01      | 4.5000%  | 0.0000% | $1995000.00        | $1473786.97        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CTMA1459 | 2033-06-01      | 3.0000%  | 0.0000% | $8000.00           | $879.68            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5072 | 2053-07-01      | 5.5000%  | 0.0000% | $141091392.00      | $116235817.95      | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB1878 | 2051-10-01      | 3.0000%  | 0.0000% | $1610000.00        | $958136.16         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS4599 | 2053-03-01      | 5.5000%  | 0.0000% | $15537000.00       | $13428011.67       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA5443 | 2054-08-01      | 5.0000%  | 0.0000% | $45888446.00       | $43107527.24       | Agency Mortgage-Backed Securities |
| FNMS 05.000 NPAC2358 | 2038-03-01      | 5.0000%  | 0.0000% | $4962055.00        | $102672.97         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS1097 | 2052-04-01      | 3.0000%  | 0.0000% | $5000.00           | $3639.65           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAS7568 | 2046-07-01      | 4.5000%  | 0.0000% | $21000.00          | $1851.71           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE4846 | 2055-08-01      | 6.0000%  | 0.0000% | $5341384.00        | $5423645.92        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBD6380 | 2046-09-01      | 4.0000%  | 0.0000% | $4312677.00        | $792741.83         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE1385 | 2055-06-01      | 6.0000%  | 0.0000% | $1042073.00        | $1085426.90        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE0675 | 2055-06-01      | 6.0000%  | 0.0000% | $2314811.00        | $2166926.59        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDC0774 | 2055-03-01      | 6.0000%  | 0.0000% | $1009486.00        | $1027952.10        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CKCA7009 | 2050-09-01      | 2.5000%  | 0.0000% | $239833.00         | $155950.37         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS0332 | 2052-01-01      | 3.0000%  | 0.0000% | $2944000.00        | $1869249.61        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBO8961 | 2050-01-01      | 4.0000%  | 0.0000% | $3000000.00        | $459772.02         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFM4870 | 2050-11-01      | 2.0000%  | 0.0000% | $3852848.00        | $2452624.58        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIDC8987 | 2040-01-01      | 5.0000%  | 0.0000% | $1115365.00        | $1091307.14        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM8685 | 2051-09-01      | 3.0000%  | 0.0000% | $200000.00         | $115783.45         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA5468 | 2054-09-01      | 4.5000%  | 0.0000% | $1016438.00        | $931281.05         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIMA3897 | 2035-01-01      | 3.0000%  | 0.0000% | $1117000.00        | $178627.12         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM8968 | 2048-04-01      | 3.0000%  | 0.0000% | $77668.00          | $43099.08          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFM7340 | 2049-07-01      | 4.0000%  | 0.0000% | $2000.00           | $605.06            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CTMA0818 | 2031-08-01      | 4.0000%  | 0.0000% | $3486000.00        | $118761.13         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFM7031 | 2051-01-01      | 4.0000%  | 0.0000% | $22406556.00       | $6760857.39        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5165 | 2053-10-01      | 5.5000%  | 0.0000% | $16804000.00       | $14122827.02       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBR2219 | 2051-08-01      | 2.5000%  | 0.0000% | $275000.00         | $169416.26         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA4802 | 2052-11-01      | 3.0000%  | 0.0000% | $410172.00         | $324666.19         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDD3506 | 2055-03-01      | 6.5000%  | 0.0000% | $1841761.00        | $1655841.48        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS1507 | 2052-02-01      | 3.0000%  | 0.0000% | $1156691.00        | $827540.73         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS1552 | 2051-11-01      | 2.5000%  | 0.0000% | $85000.00          | $56733.88          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBD2450 | 2047-01-01      | 3.5000%  | 0.0000% | $338000.00         | $48540.45          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBC2457 | 2046-02-01      | 4.0000%  | 0.0000% | $10979000.00       | $2921984.92        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE8117 | 2055-08-01      | 6.0000%  | 0.0000% | $19762245.00       | $20302111.58       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE2399 | 2055-06-01      | 6.0000%  | 0.0000% | $1318651.00        | $1367131.31        | Agency Mortgage-Backed Securities |
| FNMS 07.000 CZ257147 | 2048-02-01      | 7.0000%  | 0.0000% | $528404.00         | $6897.16           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDF0171 | 2055-09-01      | 6.5000%  | 0.0000% | $1663368.00        | $1755540.40        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE6797 | 2055-09-01      | 5.5000%  | 0.0000% | $2341128.00        | $2375822.48        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIAL7548 | 2027-01-01      | 4.5000%  | 0.0000% | $1500000.00        | $2671.58           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBC1128 | 2046-06-01      | 3.5000%  | 0.0000% | $320000.00         | $48279.82          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAS5831 | 2045-09-01      | 4.0000%  | 0.0000% | $16760000.00       | $2040288.86        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE8252 | 2055-09-01      | 6.0000%  | 0.0000% | $5019848.00        | $5219239.16        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLAL4141 | 2043-09-01      | 6.0000%  | 0.0000% | $1500000.00        | $89716.01          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CI890400 | 2026-08-01      | 5.0000%  | 0.0000% | $270000.00         | $872.32            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5853 | 2055-09-01      | 5.5000%  | 0.0000% | $246725811.00      | $249999999.69      | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBM3865 | 2045-12-01      | 4.0000%  | 0.0000% | $200000.00         | $57045.78          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIBM3382 | 2027-03-01      | 5.0000%  | 0.0000% | $25058883.00       | $5684.02           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM7100 | 2050-06-01      | 3.5000%  | 0.0000% | $700000.00         | $315226.21         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFM7812 | 2047-06-01      | 4.5000%  | 0.0000% | $3000.00           | $1450.92           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CT890827 | 2037-12-01      | 3.5000%  | 0.0000% | $400000.00         | $112325.56         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAB1047 | 2040-05-01      | 4.5000%  | 0.0000% | $2021629.00        | $93101.12          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBC3465 | 2046-02-01      | 4.0000%  | 0.0000% | $33547.00          | $5389.55           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIFM1550 | 2027-03-01      | 5.0000%  | 0.0000% | $7040558.00        | $4254.13           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE1618 | 2055-08-01      | 5.5000%  | 0.0000% | $1314457.00        | $1341293.82        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDE3070 | 2055-07-01      | 6.5000%  | 0.0000% | $2040934.00        | $2093513.67        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDD6411 | 2055-04-01      | 6.5000%  | 0.0000% | $1141009.00        | $1125652.52        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB2469 | 2051-12-01      | 2.5000%  | 0.0000% | $450050.00         | $295660.78         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFM5975 | 2051-02-01      | 2.5000%  | 0.0000% | $250000.00         | $141935.25         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDE2171 | 2055-06-01      | 6.5000%  | 0.0000% | $1041250.00        | $1098396.51        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBY6178 | 2053-08-01      | 6.0000%  | 0.0000% | $9033713.00        | $5033058.05        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE8941 | 2055-09-01      | 6.0000%  | 0.0000% | $4542633.00        | $4733606.80        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBE2932 | 2046-12-01      | 4.0000%  | 0.0000% | $14089571.00       | $2973738.61        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL889656 | 2038-06-01      | 6.0000%  | 0.0000% | $2250000.00        | $118058.87         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCC0729 | 2055-07-01      | 6.0000%  | 0.0000% | $75623092.00       | $76205754.82       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFA2367 | 2052-09-01      | 4.5000%  | 0.0000% | $26360171.00       | $25801709.65       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLMA4493 | 2051-12-01      | 2.5000%  | 0.0000% | $420000.00         | $270922.00         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CI890696 | 2030-09-01      | 3.0000%  | 0.0000% | $900000.00         | $83487.22          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLAD1596 | 2040-02-01      | 5.0000%  | 0.0000% | $54999995.00       | $3388243.63        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBU8667 | 2052-05-01      | 4.0000%  | 0.0000% | $3075000.00        | $2191476.53        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDC2491 | 2054-09-01      | 6.0000%  | 0.0000% | $1242210.00        | $1067167.98        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBU8885 | 2052-03-01      | 2.5000%  | 0.0000% | $166527.00         | $130237.13         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE3000 | 2055-06-01      | 6.0000%  | 0.0000% | $1242543.00        | $1288085.04        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBW3918 | 2052-08-01      | 4.5000%  | 0.0000% | $12300000.00       | $9528380.99        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM3278 | 2048-11-01      | 3.5000%  | 0.0000% | $9000.00           | $1697.57           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CTMA3561 | 2039-01-01      | 4.0000%  | 0.0000% | $5075960.00        | $527003.80         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFM1598 | 2049-02-01      | 4.0000%  | 0.0000% | $61000.00          | $5322.15           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CTMA3360 | 2038-05-01      | 3.5000%  | 0.0000% | $1500000.00        | $206910.64         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFM6201 | 2049-09-01      | 4.0000%  | 0.0000% | $10000.00          | $2329.28           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFM4502 | 2050-10-01      | 2.0000%  | 0.0000% | $1730000.00        | $819769.81         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIMA3631 | 2034-04-01      | 3.0000%  | 0.0000% | $1315000.00        | $98625.87          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA4121 | 2050-09-01      | 3.0000%  | 0.0000% | $2000.00           | $623.32            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW9916 | 2052-10-01      | 5.0000%  | 0.0000% | $300000.00         | $218675.33         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDD7468 | 2055-04-01      | 6.5000%  | 0.0000% | $1118085.00        | $1171882.78        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE7853 | 2055-09-01      | 6.0000%  | 0.0000% | $5839546.00        | $5995012.05        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE9488 | 2055-09-01      | 5.5000%  | 0.0000% | $1039579.00        | $1062251.76        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDE4711 | 2055-07-01      | 6.5000%  | 0.0000% | $1235240.00        | $1305343.53        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDC7449 | 2054-11-01      | 5.0000%  | 0.0000% | $3800576.00        | $3763898.44        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDD4460 | 2055-04-01      | 6.5000%  | 0.0000% | $11252495.00       | $10510077.02       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIDB8311 | 2039-12-01      | 4.5000%  | 0.0000% | $2876349.00        | $2661955.15        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDB6392 | 2054-08-01      | 5.5000%  | 0.0000% | $951941.00         | $950817.30         | Agency Mortgage-Backed Securities |
| FNMS 07.000 CL831621 | 2036-07-01      | 7.0000%  | 0.0000% | $230000.00         | $2196.68           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDB4828 | 2054-11-01      | 4.5000%  | 0.0000% | $612001.00         | $589390.72         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA5615 | 2055-02-01      | 6.0000%  | 0.0000% | $358144.00         | $332779.63         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLAD0434 | 2037-03-01      | 6.0000%  | 0.0000% | $155000.00         | $2352.19           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA5789 | 2055-08-01      | 4.0000%  | 0.0000% | $87185635.00       | $82096918.02       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD4218 | 2055-02-01      | 6.0000%  | 0.0000% | $4227370.00        | $4190780.49        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDC3275 | 2054-09-01      | 6.5000%  | 0.0000% | $4433665.00        | $3520363.09        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB6435 | 2053-06-01      | 6.0000%  | 0.0000% | $3048000.00        | $2529915.65        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBQ3331 | 2050-08-01      | 2.0000%  | 0.0000% | $200000.00         | $111806.62         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE1992 | 2055-07-01      | 6.0000%  | 0.0000% | $2149494.00        | $2237856.62        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAL7523 | 2045-10-01      | 3.0000%  | 0.0000% | $261000.00         | $62715.86          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDA6037 | 2054-05-01      | 5.5000%  | 0.0000% | $130012.00         | $121388.54         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIBU5642 | 2040-02-01      | 5.0000%  | 0.0000% | $1783405.00        | $1759668.83        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFA3032 | 2052-02-01      | 3.5000%  | 0.0000% | $17308540.00       | $15924539.53       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CTMA3506 | 2038-09-01      | 5.0000%  | 0.0000% | $179610.00         | $30957.17          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CTMA0457 | 2030-07-01      | 4.0000%  | 0.0000% | $6315000.00        | $97734.07          | Agency Mortgage-Backed Securities |

### Security 689: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** WELLS FARGO SECURITIES LLC 4.150000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1BC4G4, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: ARP1BC4G4
- **C.18 - Value (incl. sponsor support):** $1500000000.00
- **C.18.a - Value (excl. sponsor support):** $1500000000.00
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-10-06
- **C.12 - Maturity Date (WAL):** 2025-10-06
- **C.13 - Final Legal Maturity Date:** 2025-10-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMS 06.000 CL889579 | 2038-05-01      | 6.0000%  | 0.0000% | $30113221.00       | $188751.16         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CTMA1348 | 2033-02-01      | 2.5000%  | 0.0000% | $165000.00         | $17072.10          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS8963 | 2054-09-01      | 5.5000%  | 0.0000% | $75000.00          | $66087.06          | Agency Mortgage-Backed Securities |
| FNMS 04.500 I4BF0108 | 2056-06-01      | 4.5000%  | 0.0000% | $260000.00         | $62345.82          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CZAB8780 | 2053-03-01      | 3.0000%  | 0.0000% | $1000000.00        | $192525.78         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF1167 | 2055-09-01      | 6.0000%  | 0.0000% | $1298544.00        | $1352894.99        | Agency Mortgage-Backed Securities |
| FNMS 07.000 CL991549 | 2038-11-01      | 7.0000%  | 0.0000% | $940000.00         | $19556.10          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIFA0765 | 2040-02-01      | 5.5000%  | 0.0000% | $50555726.00       | $46579075.86       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA2369 | 2048-09-01      | 4.5000%  | 0.0000% | $477000.00         | $63780.50          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CNFA3055 | 2035-10-01      | 6.0000%  | 0.0000% | $8216191.00        | $8523651.82        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL905147 | 2037-02-01      | 6.0000%  | 0.0000% | $1800000.00        | $20153.20          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA8025 | 2050-12-01      | 2.5000%  | 0.0000% | $20568908.00       | $11548783.54       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB5894 | 2053-03-01      | 5.0000%  | 0.0000% | $86491010.00       | $70241930.11       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDC0244 | 2054-08-01      | 6.5000%  | 0.0000% | $6037387.00        | $4965478.91        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB6479 | 2053-06-01      | 5.5000%  | 0.0000% | $41050000.00       | $34863625.46       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBU5531 | 2055-01-01      | 4.5000%  | 0.0000% | $2312561.00        | $2247111.16        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF1326 | 2055-10-01      | 6.0000%  | 0.0000% | $1703275.00        | $1760141.11        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL945916 | 2037-08-01      | 6.5000%  | 0.0000% | $4012363.00        | $13840.30          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFA0679 | 2055-02-01      | 5.0000%  | 0.0000% | $512345.00         | $485660.39         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBD6405 | 2046-09-01      | 4.0000%  | 0.0000% | $3837784.00        | $881592.08         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFA1161 | 2052-03-01      | 3.0000%  | 0.0000% | $374874.00         | $321448.36         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDA0017 | 2053-09-01      | 6.0000%  | 0.0000% | $14045912.00       | $10738594.27       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD3425 | 2055-03-01      | 6.0000%  | 0.0000% | $3301378.00        | $3275964.13        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBP3857 | 2050-03-01      | 2.5000%  | 0.0000% | $12645601.00       | $3607405.75        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLAL4302 | 2038-07-01      | 6.0000%  | 0.0000% | $100000.00         | $7347.29           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDB5211 | 2054-06-01      | 5.5000%  | 0.0000% | $1018734.00        | $1020630.66        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBQ2400 | 2050-09-01      | 2.5000%  | 0.0000% | $90108.00          | $48209.26          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBQ2943 | 2050-11-01      | 2.0000%  | 0.0000% | $200000.00         | $110587.47         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDB2989 | 2054-05-01      | 5.5000%  | 0.0000% | $8509000.00        | $7566044.49        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDD4397 | 2055-05-01      | 6.5000%  | 0.0000% | $1608503.00        | $1666719.41        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CWAL4919 | 2029-03-01      | 3.5000%  | 0.0000% | $5350000.00        | $284082.13         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLAL4324 | 2040-05-01      | 6.5000%  | 0.0000% | $3074424.00        | $200228.09         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CT257204 | 2028-04-01      | 5.5000%  | 0.0000% | $141000.00         | $559.34            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIMA5667 | 2040-03-01      | 3.5000%  | 0.0000% | $734272.00         | $648498.70         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAL9107 | 2046-03-01      | 4.5000%  | 0.0000% | $5965627.00        | $802582.97         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD8060 | 2055-05-01      | 6.0000%  | 0.0000% | $4759031.00        | $4882976.64        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC7743 | 2054-12-01      | 5.5000%  | 0.0000% | $3100692.00        | $3039942.22        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE5039 | 2055-08-01      | 6.0000%  | 0.0000% | $1237260.00        | $1282093.77        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDC8195 | 2055-03-01      | 6.0000%  | 0.0000% | $1692164.00        | $1739656.78        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDC9094 | 2055-06-01      | 6.0000%  | 0.0000% | $1829236.00        | $1909743.26        | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDD4559 | 2055-05-01      | 7.0000%  | 0.0000% | $1294291.00        | $1387674.02        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE4946 | 2055-09-01      | 6.0000%  | 0.0000% | $1088367.00        | $1137815.14        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIBW1860 | 2038-03-01      | 4.0000%  | 0.0000% | $3101760.00        | $1769243.59        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDC9139 | 2055-07-01      | 6.0000%  | 0.0000% | $2079799.00        | $2160491.85        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDD2362 | 2055-02-01      | 6.5000%  | 0.0000% | $1062349.00        | $1112236.98        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDC4235 | 2054-10-01      | 5.0000%  | 0.0000% | $1666977.00        | $1643054.17        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE2028 | 2055-06-01      | 5.5000%  | 0.0000% | $1294247.00        | $1285034.87        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIDE7530 | 2040-09-01      | 4.5000%  | 0.0000% | $1366760.00        | $1370320.41        | Agency Mortgage-Backed Securities |
| FNMS 05.500 I4BF0271 | 2058-05-01      | 5.5000%  | 0.0000% | $1100000.00        | $447992.64         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM2841 | 2050-03-01      | 3.5000%  | 0.0000% | $5982563.00        | $1305236.96        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIFM3297 | 2035-05-01      | 3.5000%  | 0.0000% | $1200000.00        | $326945.68         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFM5137 | 2050-05-01      | 5.0000%  | 0.0000% | $9000.00           | $2884.29           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIFM3936 | 2035-08-01      | 2.5000%  | 0.0000% | $200000.00         | $43875.06          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CICB1493 | 2036-06-01      | 3.5000%  | 0.0000% | $635713.00         | $383016.42         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIFA1073 | 2039-11-01      | 5.5000%  | 0.0000% | $31037067.00       | $27716969.43       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CRMA1582 | 2043-08-01      | 3.5000%  | 0.0000% | $150000.00         | $25490.01          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIDF0355 | 2040-09-01      | 6.0000%  | 0.0000% | $1045492.00        | $1085427.01        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA8021 | 2050-12-01      | 2.5000%  | 0.0000% | $2140000.00        | $1120309.88        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAL0065 | 2041-04-01      | 4.5000%  | 0.0000% | $135000.00         | $6594.46           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIDA4118 | 2038-12-01      | 6.0000%  | 0.0000% | $1389740.00        | $601016.77         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDA1490 | 2053-10-01      | 6.5000%  | 0.0000% | $42283.00          | $25016.13          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBT6607 | 2052-02-01      | 2.5000%  | 0.0000% | $693077.00         | $460720.01         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE4022 | 2055-06-01      | 6.0000%  | 0.0000% | $2122360.00        | $2155664.61        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCA3656 | 2049-06-01      | 3.5000%  | 0.0000% | $26000000.00       | $5970734.08        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCA6291 | 2050-07-01      | 3.0000%  | 0.0000% | $150000.00         | $38937.39          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CICB9568 | 2039-11-01      | 6.0000%  | 0.0000% | $2622966.00        | $2511070.62        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDC5976 | 2054-11-01      | 4.5000%  | 0.0000% | $1365713.00        | $1305022.44        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIDD7442 | 2040-04-01      | 5.0000%  | 0.0000% | $788637.00         | $743447.96         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW5313 | 2053-08-01      | 5.0000%  | 0.0000% | $10625914.00       | $8974351.44        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CICB9873 | 2040-01-01      | 5.0000%  | 0.0000% | $2702664.00        | $2544453.07        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBU8750 | 2052-06-01      | 5.0000%  | 0.0000% | $100000.00         | $76603.95          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIDD0064 | 2040-01-01      | 6.0000%  | 0.0000% | $1038091.00        | $1040028.66        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC3850 | 2054-11-01      | 5.5000%  | 0.0000% | $4427523.00        | $4159409.01        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCA4074 | 2049-08-01      | 3.5000%  | 0.0000% | $36000.00          | $5131.84           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDA5784 | 2054-01-01      | 6.0000%  | 0.0000% | $1516012.00        | $815966.39         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIMA5862 | 2040-09-01      | 6.0000%  | 0.0000% | $7160342.00        | $7428305.86        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM1445 | 2049-08-01      | 3.0000%  | 0.0000% | $601000.00         | $240794.10         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA7365 | 2050-10-01      | 2.5000%  | 0.0000% | $707617.00         | $378096.87         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CICA7944 | 2035-11-01      | 3.0000%  | 0.0000% | $1148000.00        | $488639.94         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA8895 | 2051-02-01      | 2.5000%  | 0.0000% | $2288541.00        | $1327361.83        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIMA3498 | 2033-09-01      | 4.5000%  | 0.0000% | $1141031.00        | $43392.70          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA8099 | 2050-12-01      | 2.0000%  | 0.0000% | $1659000.00        | $942898.77         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFA1404 | 2052-09-01      | 3.0000%  | 0.0000% | $1444196.00        | $1235523.50        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CL914467 | 2037-04-01      | 5.0000%  | 0.0000% | $500000.00         | $2791.68           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL909106 | 2037-10-01      | 5.5000%  | 0.0000% | $338528.00         | $29548.93          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIFS7514 | 2037-06-01      | 2.0000%  | 0.0000% | $24000.00          | $17990.67          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL555424 | 2033-05-01      | 5.5000%  | 0.0000% | $15775000.00       | $64587.79          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL450838 | 2028-12-01      | 5.5000%  | 0.0000% | $550378.00         | $1186.81           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF0608 | 2055-09-01      | 6.0000%  | 0.0000% | $3154022.00        | $3265016.24        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE6165 | 2055-09-01      | 5.5000%  | 0.0000% | $33988089.00       | $34439129.84       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBW4993 | 2053-03-01      | 2.5000%  | 0.0000% | $260417.00         | $208489.85         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD9365 | 2055-06-01      | 6.0000%  | 0.0000% | $5995522.00        | $6214001.88        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIBW1982 | 2037-07-01      | 4.5000%  | 0.0000% | $226693.00         | $131522.54         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDD6521 | 2055-04-01      | 5.5000%  | 0.0000% | $1077723.00        | $1106704.86        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBY4782 | 2053-07-01      | 5.0000%  | 0.0000% | $16367568.00       | $14525788.10       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA6032 | 2050-06-01      | 2.5000%  | 0.0000% | $30000.00          | $14299.82          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE0615 | 2055-06-01      | 6.0000%  | 0.0000% | $4450000.00        | $4471135.43        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCA9529 | 2049-05-01      | 4.0000%  | 0.0000% | $6571619.00        | $2268255.96        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA7724 | 2050-11-01      | 2.5000%  | 0.0000% | $5000000.00        | $2775652.26        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA2374 | 2055-07-01      | 5.5000%  | 0.0000% | $255073687.00      | $249999999.12      | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIMA4517 | 2037-01-01      | 2.5000%  | 0.0000% | $14818626.00       | $8334843.74        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM8033 | 2048-11-01      | 3.5000%  | 0.0000% | $16000.00          | $7912.01           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIFM7042 | 2036-05-01      | 2.0000%  | 0.0000% | $1000000.00        | $511426.33         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFM5898 | 2049-03-01      | 5.0000%  | 0.0000% | $1430727.00        | $513873.66         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS0031 | 2051-10-01      | 2.5000%  | 0.0000% | $3696686.00        | $2331440.36        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIBM4202 | 2029-12-01      | 3.5000%  | 0.0000% | $1576000.00        | $194412.40         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLMA4466 | 2051-11-01      | 2.5000%  | 0.0000% | $4914691.00        | $3114035.44        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBO7245 | 2050-01-01      | 3.0000%  | 0.0000% | $987000.00         | $255550.20         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFM7407 | 2051-04-01      | 2.5000%  | 0.0000% | $701030.00         | $459101.53         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBM5098 | 2048-12-01      | 5.0000%  | 0.0000% | $4000.00           | $780.83            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA4026 | 2050-05-01      | 4.0000%  | 0.0000% | $4167000.00        | $828210.06         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBM4793 | 2046-03-01      | 4.0000%  | 0.0000% | $14000.00          | $3806.17           | Agency Mortgage-Backed Securities |
| FNMS 07.500 CLFA3029 | 2054-04-01      | 7.5000%  | 0.0000% | $41604767.00       | $44442697.50       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIDF1828 | 2040-10-01      | 5.5000%  | 0.0000% | $1122628.00        | $1155223.01        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA6307 | 2050-07-01      | 2.5000%  | 0.0000% | $25000.00          | $10615.25          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCA5176 | 2050-02-01      | 4.0000%  | 0.0000% | $13904178.00       | $3518238.36        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDF1795 | 2055-09-01      | 6.5000%  | 0.0000% | $1113962.00        | $1179858.55        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA3391 | 2049-04-01      | 4.5000%  | 0.0000% | $61466024.00       | $12290420.62       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBM4896 | 2047-02-01      | 3.0000%  | 0.0000% | $186939.00         | $49115.75          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCA6014 | 2050-06-01      | 3.0000%  | 0.0000% | $19000.00          | $6891.94           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDF0615 | 2055-09-01      | 6.5000%  | 0.0000% | $1070250.00        | $1127033.30        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CRAT2032 | 2043-04-01      | 3.5000%  | 0.0000% | $56663.00          | $7803.52           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBY8525 | 2053-08-01      | 6.5000%  | 0.0000% | $700000.00         | $481275.85         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDE9486 | 2055-09-01      | 6.5000%  | 0.0000% | $1187026.00        | $1250242.39        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE2053 | 2055-06-01      | 5.5000%  | 0.0000% | $6372448.00        | $6422037.69        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA6902 | 2050-09-01      | 2.0000%  | 0.0000% | $90000.00          | $48114.33          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCA4563 | 2049-11-01      | 3.5000%  | 0.0000% | $31950588.00       | $7433241.12        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL725423 | 2034-05-01      | 5.5000%  | 0.0000% | $16509422.00       | $123810.42         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CKBM6668 | 2050-12-01      | 4.0000%  | 0.0000% | $2740027.00        | $623892.18         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS1938 | 2052-02-01      | 2.5000%  | 0.0000% | $700000.00         | $455726.93         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFS2216 | 2052-07-01      | 4.0000%  | 0.0000% | $9750000.00        | $6951532.93        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS4377 | 2052-04-01      | 3.0000%  | 0.0000% | $2200829.00        | $1684613.51        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIFS3216 | 2037-10-01      | 4.0000%  | 0.0000% | $500000.00         | $313827.63         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD3428 | 2055-04-01      | 6.0000%  | 0.0000% | $9862456.00        | $9917557.31        | Agency Mortgage-Backed Securities |
| FNMS 04.000 U4BF0201 | 2051-08-01      | 4.0000%  | 0.0000% | $425000.00         | $110965.55         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS8066 | 2053-09-01      | 5.5000%  | 0.0000% | $145000.00         | $126678.39         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS1629 | 2052-04-01      | 2.5000%  | 0.0000% | $664688.00         | $470549.43         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS5115 | 2053-06-01      | 5.5000%  | 0.0000% | $1200000.00        | $1064270.35        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CICB0646 | 2036-05-01      | 2.5000%  | 0.0000% | $500000.00         | $311241.96         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIFS6392 | 2038-11-01      | 5.5000%  | 0.0000% | $868285.00         | $645207.74         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS6711 | 2044-01-01      | 4.5000%  | 0.0000% | $217000.00         | $172707.96         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA5818 | 2055-09-01      | 3.5000%  | 0.0000% | $444861.00         | $407653.58         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA8826 | 2051-02-01      | 2.5000%  | 0.0000% | $30000000.00       | $17546552.34       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS2022 | 2048-07-01      | 3.5000%  | 0.0000% | $28666295.00       | $19199135.70       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS4094 | 2052-11-01      | 5.0000%  | 0.0000% | $1300000.00        | $991580.56         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFS6708 | 2051-07-01      | 4.0000%  | 0.0000% | $590000.00         | $452379.42         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB2088 | 2051-11-01      | 2.5000%  | 0.0000% | $1869296.00        | $1289851.08        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIFS5946 | 2037-03-01      | 2.0000%  | 0.0000% | $168000.00         | $120076.96         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB1134 | 2051-07-01      | 2.5000%  | 0.0000% | $2336628.00        | $1634826.88        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM8480 | 2050-11-01      | 3.0000%  | 0.0000% | $800000.00         | $359828.69         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFM6839 | 2047-05-01      | 4.0000%  | 0.0000% | $9000.00           | $3313.35           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLMA4768 | 2052-09-01      | 2.5000%  | 0.0000% | $110000.00         | $77719.54          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5296 | 2054-03-01      | 5.5000%  | 0.0000% | $1976242.00        | $1700846.15        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCB2191 | 2051-10-01      | 4.0000%  | 0.0000% | $1322320.00        | $364640.86         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIMA5477 | 2039-09-01      | 6.0000%  | 0.0000% | $7596856.00        | $5558155.49        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFM3664 | 2049-03-01      | 4.0000%  | 0.0000% | $1187000.00        | $182810.21         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CTMA5021 | 2043-05-01      | 4.5000%  | 0.0000% | $100000.00         | $76668.89          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB3365 | 2052-04-01      | 3.0000%  | 0.0000% | $393245.00         | $299665.57         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFM7973 | 2050-05-01      | 4.0000%  | 0.0000% | $3263222.00        | $1316816.35        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBY8316 | 2053-08-01      | 6.5000%  | 0.0000% | $200000.00         | $129079.32         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCB3379 | 2052-04-01      | 4.0000%  | 0.0000% | $1548000.00        | $997512.17         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA1560 | 2048-04-01      | 4.5000%  | 0.0000% | $128000.00         | $20133.82          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFM9895 | 2050-10-01      | 4.5000%  | 0.0000% | $23000.00          | $14492.18          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDF0815 | 2055-10-01      | 5.0000%  | 0.0000% | $2599350.00        | $2598416.26        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE6814 | 2055-09-01      | 6.0000%  | 0.0000% | $4268549.00        | $4400585.18        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CTCA4598 | 2039-11-01      | 3.5000%  | 0.0000% | $100000.00         | $31102.23          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBP2129 | 2050-02-01      | 3.0000%  | 0.0000% | $13335000.00       | $3311822.14        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBN4404 | 2048-12-01      | 5.0000%  | 0.0000% | $703767.00         | $44633.59          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBR0999 | 2051-05-01      | 2.5000%  | 0.0000% | $930000.00         | $609621.57         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFS2442 | 2052-07-01      | 4.0000%  | 0.0000% | $500000.00         | $370821.96         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA5108 | 2053-08-01      | 6.0000%  | 0.0000% | $208097544.00      | $160155116.93      | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS2906 | 2052-09-01      | 5.0000%  | 0.0000% | $56000.00          | $39960.77          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFS1598 | 2052-04-01      | 2.0000%  | 0.0000% | $145000.00         | $97008.98          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA4919 | 2053-02-01      | 5.5000%  | 0.0000% | $715744.00         | $550606.93         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS4522 | 2053-05-01      | 5.0000%  | 0.0000% | $115000.00         | $93186.74          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA2417 | 2048-10-01      | 4.5000%  | 0.0000% | $1857796.00        | $393900.73         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS2496 | 2052-08-01      | 4.5000%  | 0.0000% | $600000.00         | $465412.21         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS4932 | 2053-06-01      | 6.0000%  | 0.0000% | $625000.00         | $487203.83         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCA5019 | 2050-01-01      | 3.0000%  | 0.0000% | $12000.00          | $2619.77           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBR4996 | 2051-02-01      | 2.5000%  | 0.0000% | $800000.00         | $420275.50         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA5605 | 2055-01-01      | 3.5000%  | 0.0000% | $16621228.00       | $14808194.13       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA5037 | 2053-06-01      | 4.5000%  | 0.0000% | $77042343.00       | $64919113.13       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBN6710 | 2049-06-01      | 4.5000%  | 0.0000% | $1476000.00        | $447704.00         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIFS0969 | 2037-02-01      | 2.0000%  | 0.0000% | $888010.00         | $542956.04         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS2535 | 2052-08-01      | 2.5000%  | 0.0000% | $132000.00         | $92050.20          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CTFS3314 | 2042-11-01      | 4.0000%  | 0.0000% | $5000000.00        | $3373579.33        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS3433 | 2052-12-01      | 5.5000%  | 0.0000% | $1508000.00        | $1217273.57        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAC8512 | 2039-12-01      | 4.5000%  | 0.0000% | $400000.00         | $8338.52           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CJAL3956 | 2028-08-01      | 2.0000%  | 0.0000% | $700000.00         | $53095.96          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAL6729 | 2044-05-01      | 3.5000%  | 0.0000% | $53000.00          | $9260.94           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC7963 | 2054-12-01      | 5.5000%  | 0.0000% | $2510031.00        | $2523949.80        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIDD6354 | 2040-04-01      | 5.0000%  | 0.0000% | $1092700.00        | $1036834.09        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD6675 | 2055-07-01      | 6.0000%  | 0.0000% | $1193458.00        | $1245018.45        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLDD9125 | 2055-05-01      | 3.5000%  | 0.0000% | $115159.00         | $105156.37         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBX6672 | 2053-02-01      | 5.0000%  | 0.0000% | $156645.00         | $149795.50         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBY6785 | 2053-08-01      | 5.5000%  | 0.0000% | $586278.00         | $491286.07         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDE8278 | 2055-09-01      | 5.0000%  | 0.0000% | $1337021.00        | $1335172.12        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIDE8061 | 2040-08-01      | 5.0000%  | 0.0000% | $1397047.00        | $1413549.07        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF0653 | 2055-09-01      | 6.0000%  | 0.0000% | $1149540.00        | $1196058.82        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFS2943 | 2051-02-01      | 2.0000%  | 0.0000% | $206388.00         | $138198.22         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS2317 | 2052-04-01      | 2.5000%  | 0.0000% | $10000.00          | $6778.33           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CTMA4387 | 2041-07-01      | 2.0000%  | 0.0000% | $26247975.00       | $15585544.09       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS2461 | 2051-12-01      | 3.0000%  | 0.0000% | $1445000.00        | $958439.32         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLMA4379 | 2051-07-01      | 2.5000%  | 0.0000% | $1966000.00        | $1156395.83        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA3692 | 2049-07-01      | 3.5000%  | 0.0000% | $34000.00          | $3109.34           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA3939 | 2050-02-01      | 3.5000%  | 0.0000% | $361000.00         | $50435.88          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIFS3000 | 2035-02-01      | 2.5000%  | 0.0000% | $2500000.00        | $1232408.13        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBT9147 | 2051-10-01      | 2.5000%  | 0.0000% | $1312692.00        | $813334.16         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA5731 | 2055-06-01      | 3.5000%  | 0.0000% | $6000.00           | $5433.85           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS4928 | 2050-06-01      | 3.5000%  | 0.0000% | $2000.00           | $1525.31           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCB4370 | 2052-07-01      | 3.5000%  | 0.0000% | $135975.00         | $117654.48         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCB4113 | 2052-07-01      | 3.5000%  | 0.0000% | $260000.00         | $190877.92         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFS1560 | 2051-09-01      | 2.0000%  | 0.0000% | $29550000.00       | $19057108.02       | Agency Mortgage-Backed Securities |
| FNMS 01.500 CIMA4566 | 2037-03-01      | 1.5000%  | 0.0000% | $4409397.00        | $2723560.28        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA5529 | 2054-11-01      | 4.5000%  | 0.0000% | $217000.00         | $202286.48         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB5384 | 2052-12-01      | 4.5000%  | 0.0000% | $195000.00         | $158805.19         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS2902 | 2052-09-01      | 5.0000%  | 0.0000% | $9949987.00        | $7764878.87        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIMA5201 | 2038-11-01      | 5.5000%  | 0.0000% | $183000.00         | $116516.78         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA3239 | 2048-01-01      | 4.0000%  | 0.0000% | $75000.00          | $9706.82           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS3589 | 2050-01-01      | 4.5000%  | 0.0000% | $100000.00         | $79284.85          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA4684 | 2052-06-01      | 4.5000%  | 0.0000% | $10206841.00       | $7531581.59        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIFS2836 | 2027-01-01      | 4.0000%  | 0.0000% | $545205.00         | $19589.20          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIMA4713 | 2037-07-01      | 4.0000%  | 0.0000% | $415332.00         | $240763.29         | Agency Mortgage-Backed Securities |
| FNMS 01.500 CIMA4122 | 2035-09-01      | 1.5000%  | 0.0000% | $100000.00         | $40244.30          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CTFS2101 | 2038-10-01      | 5.5000%  | 0.0000% | $3704532.00        | $221807.96         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS4679 | 2053-05-01      | 6.0000%  | 0.0000% | $585000.00         | $459345.90         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS2955 | 2051-01-01      | 4.5000%  | 0.0000% | $220000.00         | $152527.42         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS4023 | 2053-03-01      | 5.5000%  | 0.0000% | $38911281.00       | $30555015.48       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLMA5824 | 2055-09-01      | 6.5000%  | 0.0000% | $4266498.00        | $4388531.16        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFM8448 | 2051-07-01      | 2.0000%  | 0.0000% | $5000.00           | $2968.67           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDE8195 | 2055-09-01      | 6.5000%  | 0.0000% | $10009089.00       | $10466735.69       | Agency Mortgage-Backed Securities |
| FNMS 07.000 CL787556 | 2035-02-01      | 7.0000%  | 0.0000% | $360000.00         | $9804.90           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAS4168 | 2044-12-01      | 4.0000%  | 0.0000% | $93000.00          | $11246.87          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF1324 | 2055-10-01      | 6.0000%  | 0.0000% | $1301100.00        | $1352125.67        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDE9094 | 2055-09-01      | 6.5000%  | 0.0000% | $1847893.00        | $1932955.42        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CICA7503 | 2035-10-01      | 3.0000%  | 0.0000% | $1000000.00        | $456470.82         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLAT2717 | 2043-05-01      | 2.5000%  | 0.0000% | $170000.00         | $33141.91          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBR6743 | 2051-03-01      | 4.0000%  | 0.0000% | $1427718.00        | $574859.80         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIBK0705 | 2035-01-01      | 3.0000%  | 0.0000% | $1490140.00        | $611651.99         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBT1897 | 2052-02-01      | 2.0000%  | 0.0000% | $2400000.00        | $1712526.01        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA7730 | 2050-11-01      | 2.5000%  | 0.0000% | $13000000.00       | $6987475.84        | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLCC0302 | 2055-04-01      | 7.0000%  | 0.0000% | $38226052.00       | $37555453.62       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS5209 | 2053-07-01      | 6.0000%  | 0.0000% | $35000.00          | $29592.64          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS6037 | 2053-07-01      | 2.5000%  | 0.0000% | $847684.00         | $641431.69         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA5585 | 2055-01-01      | 5.0000%  | 0.0000% | $37105000.00       | $35243329.22       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBV5727 | 2052-05-01      | 5.0000%  | 0.0000% | $6947000.00        | $5104846.24        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS5507 | 2051-09-01      | 3.5000%  | 0.0000% | $74000.00          | $57262.89          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS8003 | 2053-08-01      | 5.0000%  | 0.0000% | $20000.00          | $17950.57          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS6602 | 2049-09-01      | 5.0000%  | 0.0000% | $6000.00           | $4860.14           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS5752 | 2053-09-01      | 6.0000%  | 0.0000% | $12000.00          | $9372.60           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS3815 | 2051-09-01      | 3.5000%  | 0.0000% | $187600.00         | $140870.14         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIFS4885 | 2037-05-01      | 3.5000%  | 0.0000% | $228000.00         | $138525.44         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIBM4614 | 2033-03-01      | 3.0000%  | 0.0000% | $105000.00         | $20920.40          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBM3330 | 2048-01-01      | 3.5000%  | 0.0000% | $1300000.00        | $323442.85         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS5777 | 2053-08-01      | 5.5000%  | 0.0000% | $17837422.00       | $14840551.35       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBN0887 | 2048-11-01      | 4.0000%  | 0.0000% | $1261397.00        | $738708.51         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS2086 | 2052-05-01      | 3.0000%  | 0.0000% | $1273458.00        | $982021.23         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBM4221 | 2043-01-01      | 3.0000%  | 0.0000% | $307563.00         | $90501.04          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS3298 | 2051-10-01      | 2.5000%  | 0.0000% | $4499614.00        | $3216388.70        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIBM4733 | 2032-07-01      | 3.5000%  | 0.0000% | $298000.00         | $54610.42          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CRBM7844 | 2047-07-01      | 4.0000%  | 0.0000% | $5261656.00        | $5148052.75        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS5313 | 2050-01-01      | 3.5000%  | 0.0000% | $50000.00          | $38340.54          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIFS3489 | 2037-01-01      | 2.0000%  | 0.0000% | $1203064.00        | $771306.27         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBO7534 | 2050-02-01      | 3.0000%  | 0.0000% | $19999820.00       | $5493087.74        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS5342 | 2053-07-01      | 5.5000%  | 0.0000% | $1425000.00        | $1138925.60        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS6879 | 2054-01-01      | 6.0000%  | 0.0000% | $41900965.00       | $34012842.47       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CICB4755 | 2037-09-01      | 5.0000%  | 0.0000% | $2425000.00        | $1564335.42        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB2097 | 2051-11-01      | 3.0000%  | 0.0000% | $455000.00         | $309815.66         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIBK5720 | 2033-05-01      | 3.5000%  | 0.0000% | $505251.00         | $46376.28          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIBE1767 | 2031-12-01      | 2.0000%  | 0.0000% | $3527956.00        | $823795.33         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBM1056 | 2047-04-01      | 4.0000%  | 0.0000% | $27915325.00       | $5330281.57        | Agency Mortgage-Backed Securities |
| FNMS 03.000 U6BF0499 | 2054-12-01      | 3.0000%  | 0.0000% | $3000000.00        | $1680154.42        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCA7242 | 2050-10-01      | 3.0000%  | 0.0000% | $110000.00         | $59699.24          | Agency Mortgage-Backed Securities |
| FNMS 01.500 CICB2488 | 2036-12-01      | 1.5000%  | 0.0000% | $2000000.00        | $1174499.29        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW9720 | 2053-05-01      | 5.0000%  | 0.0000% | $400000.00         | $344208.62         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIBV6003 | 2040-08-01      | 5.5000%  | 0.0000% | $1353593.00        | $1384806.36        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB5484 | 2053-01-01      | 6.0000%  | 0.0000% | $160000.00         | $135856.22         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIBV5436 | 2040-09-01      | 5.5000%  | 0.0000% | $1045205.00        | $1075683.76        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CT930498 | 2029-02-01      | 5.0000%  | 0.0000% | $2327690.00        | $15007.58          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS9462 | 2052-11-01      | 5.0000%  | 0.0000% | $51682256.00       | $48370305.21       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBX3268 | 2053-02-01      | 4.5000%  | 0.0000% | $1454464.00        | $754431.27         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCB3760 | 2052-05-01      | 3.5000%  | 0.0000% | $59000.00          | $41714.91          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS4040 | 2053-02-01      | 5.0000%  | 0.0000% | $6266000.00        | $4876426.94        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFS7235 | 2052-04-01      | 2.0000%  | 0.0000% | $275000.00         | $191467.89         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIFS4069 | 2035-05-01      | 4.0000%  | 0.0000% | $75000.00          | $43678.88          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA4549 | 2052-02-01      | 3.0000%  | 0.0000% | $16000.00          | $10373.83          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS8902 | 2052-10-01      | 2.5000%  | 0.0000% | $400000.00         | $310556.49         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS5784 | 2053-09-01      | 6.0000%  | 0.0000% | $94000.00          | $76149.44          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS6617 | 2049-07-01      | 6.0000%  | 0.0000% | $2749491.00        | $2240367.04        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIFS3969 | 2037-03-01      | 2.0000%  | 0.0000% | $60000.00          | $38370.43          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS6906 | 2049-05-01      | 3.5000%  | 0.0000% | $29000000.00       | $23270622.19       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS5436 | 2053-08-01      | 5.5000%  | 0.0000% | $400000.00         | $372999.32         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS5993 | 2051-02-01      | 3.0000%  | 0.0000% | $7126000.00        | $5419602.31        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CTFS5191 | 2042-08-01      | 2.0000%  | 0.0000% | $3000000.00        | $2168974.01        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA4838 | 2052-12-01      | 3.5000%  | 0.0000% | $2000.00           | $1579.09           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL535717 | 2031-02-01      | 6.5000%  | 0.0000% | $100000000.00      | $66935.82          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAW8992 | 2044-07-01      | 4.5000%  | 0.0000% | $18000.00          | $2172.60           | Agency Mortgage-Backed Securities |
| FNMS 07.000 CL509503 | 2029-11-01      | 7.0000%  | 0.0000% | $635000.00         | $1287.70           | Agency Mortgage-Backed Securities |
| FNMS 08.000 CL535916 | 2031-05-01      | 8.0000%  | 0.0000% | $6182000.00        | $2233.16           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDC1846 | 2054-09-01      | 5.0000%  | 0.0000% | $1804825.00        | $1781346.65        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDB2411 | 2054-06-01      | 5.5000%  | 0.0000% | $250613.00         | $250151.48         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDC0237 | 2054-08-01      | 6.0000%  | 0.0000% | $390000.00         | $323772.40         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC6625 | 2054-10-01      | 5.5000%  | 0.0000% | $2485166.00        | $2513706.59        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDB8276 | 2054-12-01      | 4.5000%  | 0.0000% | $2358161.00        | $2190183.09        | Agency Mortgage-Backed Securities |
| FNMS 07.500 CL633698 | 2031-02-01      | 7.5000%  | 0.0000% | $82861.00          | $706.83            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBM4427 | 2048-04-01      | 3.5000%  | 0.0000% | $705000.00         | $173795.11         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDC0888 | 2055-03-01      | 6.0000%  | 0.0000% | $4270591.00        | $4310440.16        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CJAJ4084 | 2026-10-01      | 3.0000%  | 0.0000% | $1100000.00        | $4694.36           | Agency Mortgage-Backed Securities |
| FNMS 07.500 CL602314 | 2031-09-01      | 7.5000%  | 0.0000% | $2128377.00        | $2182.98           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAJ1506 | 2041-09-01      | 4.5000%  | 0.0000% | $115197.00         | $7383.68           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBX5626 | 2053-01-01      | 5.5000%  | 0.0000% | $225345.00         | $191913.16         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIBQ0310 | 2035-07-01      | 2.0000%  | 0.0000% | $10000000.00       | $3632774.37        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA9121 | 2051-02-01      | 2.5000%  | 0.0000% | $100000.00         | $53967.60          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBU1350 | 2052-02-01      | 3.0000%  | 0.0000% | $3853564.00        | $2621112.43        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB3247 | 2052-04-01      | 3.0000%  | 0.0000% | $67805.00          | $50306.92          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBY4993 | 2053-06-01      | 6.0000%  | 0.0000% | $100000.00         | $79975.05          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDB5990 | 2054-06-01      | 6.0000%  | 0.0000% | $1082936.00        | $810977.95         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCA8679 | 2050-10-01      | 5.0000%  | 0.0000% | $29900.00          | $4275.25           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD4045 | 2055-03-01      | 6.0000%  | 0.0000% | $1087500.00        | $1125000.33        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFS6942 | 2053-12-01      | 6.5000%  | 0.0000% | $240000.00         | $186279.21         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS6835 | 2053-04-01      | 5.5000%  | 0.0000% | $8400000.00        | $7211053.51        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS7940 | 2053-09-01      | 4.5000%  | 0.0000% | $200000.00         | $168750.68         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS8122 | 2052-02-01      | 2.5000%  | 0.0000% | $103000.00         | $78223.12          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS4862 | 2051-10-01      | 2.5000%  | 0.0000% | $12000.00          | $8791.88           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS6809 | 2054-02-01      | 5.5000%  | 0.0000% | $16173000.00       | $13990460.72       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS5879 | 2051-11-01      | 3.5000%  | 0.0000% | $3473382.00        | $2607754.17        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFS8926 | 2052-06-01      | 4.0000%  | 0.0000% | $10529881.00       | $9243578.54        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB8752 | 2054-06-01      | 5.0000%  | 0.0000% | $1200000.00        | $1118558.61        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB3044 | 2052-03-01      | 2.5000%  | 0.0000% | $5000.00           | $3279.60           | Agency Mortgage-Backed Securities |
| FNMS 03.500 ZLFP0044 | 2050-10-25      | 3.5000%  | 0.0000% | $647300.00         | $525022.13         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBT4709 | 2051-09-01      | 2.5000%  | 0.0000% | $403167.00         | $268167.46         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB7520 | 2053-11-01      | 6.5000%  | 0.0000% | $64338495.00       | $50677075.14       | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIBT6681 | 2036-08-01      | 2.0000%  | 0.0000% | $2347585.00        | $1265873.36        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDA0820 | 2053-10-01      | 6.0000%  | 0.0000% | $7500000.00        | $6536930.97        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CICA5083 | 2035-01-01      | 3.5000%  | 0.0000% | $257000.00         | $68686.20          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBY4094 | 2053-06-01      | 6.0000%  | 0.0000% | $246486.00         | $173630.68         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CL994004 | 2039-08-01      | 5.0000%  | 0.0000% | $12188873.00       | $1852991.65        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL944789 | 2037-10-01      | 6.5000%  | 0.0000% | $638038.00         | $19951.21          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA0011 | 2054-12-01      | 6.0000%  | 0.0000% | $465000.00         | $397509.52         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE9081 | 2055-09-01      | 5.5000%  | 0.0000% | $3162210.00        | $3214103.62        | Agency Mortgage-Backed Securities |

### Security 690: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** WELLS FARGO SECURITIES LLC 4.810000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1BCD82, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: ARP1BCD82
- **C.18 - Value (incl. sponsor support):** $350215362.00
- **C.18.a - Value (excl. sponsor support):** $350215362.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.7000%
- **C.11 - Maturity Date (WAM):** 2026-04-27
- **C.12 - Maturity Date (WAL):** 2026-04-27
- **C.13 - Final Legal Maturity Date:** 2026-04-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                          |
|:---|:---|:---|:---|:---|:---|:---|
| FREDDIE MAC MSCR TR 2025-MN10  M-2    20450227 FLT | 2045-02-27      | 7.2047%  | 0.0000% | $3000000.00        | $2996594.51        | Private Label Collateralized Mortgage Obligations |
| OBX TR 2024-NQM13              B-1A   20640625 FLT | 2064-06-25      | 6.6350%  | 0.0000% | $11936000.00       | $11334089.73       | Private Label Collateralized Mortgage Obligations |
| MCR TR 2024-HF1                E      20411216 FLT | 2041-12-16      | 8.3402%  | 0.0000% | $13400000.00       | $13496815.88       | Private Label Collateralized Mortgage Obligations |
| JP MORGAN MTG TR 2019-HYB1     B-6    20491025 FLT | 2049-10-25      | 4.7172%  | 0.0000% | $3345030.00        | $2370130.49        | Private Label Collateralized Mortgage Obligations |
| JP MORGAN CHASE CMBS 2012-WLD  A      20300507 3.9 | 2030-05-07      | 3.9054%  | 0.0000% | $47132000.00       | $32769455.87       | Private Label Collateralized Mortgage Obligations |
| GS MTG SECS TR 2013-PEMB       D      20330307 FLT | 2033-03-07      | 3.6678%  | 0.0000% | $1570000.00        | $314713.77         | Private Label Collateralized Mortgage Obligations |
| GS MTG SECS TR 2014-GC22       C      20470612 FLT | 2047-06-12      | 4.7255%  | 0.0000% | $4792000.00        | $3150886.89        | Private Label Collateralized Mortgage Obligations |
| GS MTG SECS TR 2017-GPTX       B      20340512 3.1 | 2034-05-12      | 3.1039%  | 0.0000% | $3000000.00        | $1729588.13        | Private Label Collateralized Mortgage Obligations |
| GS MTG SECS TR 2015-GC34       B      20481013 FLT | 2048-10-13      | 4.4660%  | 0.0000% | $1800000.00        | $1452439.10        | Private Label Collateralized Mortgage Obligations |
| HONO MORTGAGE TRUST 2021-LULU  F      20361215 FLT | 2036-12-15      | 8.6655%  | 0.0000% | $12000000.00       | $11674615.39       | Private Label Collateralized Mortgage Obligations |
| MOFT TRUST 2020-ABC            B      20420212 FLT | 2042-02-12      | 3.5926%  | 0.0000% | $3812000.00        | $3019313.78        | Private Label Collateralized Mortgage Obligations |
| MORGAN STAN CAP I TR 2019-PLND A      20360515 FLT | 2036-05-15      | 5.2655%  | 0.0000% | $3482000.00        | $1891401.33        | Private Label Collateralized Mortgage Obligations |
| BRAVO RES FDG TR 2025-NQM1     B-2    20641225 FLT | 2064-12-25      | 7.2862%  | 0.0000% | $5096000.00        | $5116880.68        | Private Label Collateralized Mortgage Obligations |
| COREVEST AMERICA FIN TR 2021-3 D      20541019 3.4 | 2054-10-19      | 3.4690%  | 0.0000% | $100000.00         | $90252.05          | Private Label Collateralized Mortgage Obligations |
| COLT MORTGAGE LN TR 2024-4     B-2    20690725 FLT | 2069-07-25      | 7.8363%  | 0.0000% | $3850000.00        | $3682632.47        | Private Label Collateralized Mortgage Obligations |
| CSFB MTG PTC 2003-29           D-B-2  20331225 FLT | 2033-12-25      | 6.1206%  | 0.0000% | $8000000.00        | $606059.35         | Private Label Collateralized Mortgage Obligations |
| COREVEST AMER FIN TR 2019-3    E      20521018 FLT | 2052-10-18      | 4.8578%  | 0.0000% | $3290000.00        | $3048626.72        | Private Label Collateralized Mortgage Obligations |
| GCAT 2025-NQM3 TRUST           B-1    20700525 FLT | 2070-05-25      | 7.1449%  | 0.0000% | $5868391.00        | $5955381.76        | Private Label Collateralized Mortgage Obligations |
| MOFT TRUST 2020-ABC            E      20420212 FLT | 2042-02-12      | 3.5926%  | 0.0000% | $4902000.00        | $2618702.47        | Private Label Collateralized Mortgage Obligations |
| JP MRGN CHASE COM 2020-MKST    G      20361215 FLT | 2036-12-15      | 9.0145%  | 0.0000% | $280000.00         | $1021.47           | Private Label Collateralized Mortgage Obligations |
| JP MORGAN CHASE CMBS 2018-PHH  A      20350615 FLT | 2035-06-15      | 5.4070%  | 0.0000% | $8246000.00        | $6851475.13        | Private Label Collateralized Mortgage Obligations |
| JP MORGAN MORTG TR 2022-4      B-6    20521025 FLT | 2052-10-25      | 1.2657%  | 0.0000% | $1753173.00        | $278031.84         | Private Label Collateralized Mortgage Obligations |
| MOFT MTG TR 2020-B6            A      20400810 FLT | 2040-08-10      | 3.3922%  | 0.0000% | $1500000.00        | $1125263.42        | Private Label Collateralized Mortgage Obligations |
| STDIO COML MTG TR 2025-RLGH    A      20380716 FLT | 2038-07-16      | 5.7197%  | 0.0000% | $2600000.00        | $2613362.85        | Private Label Collateralized Mortgage Obligations |
| COREVEST AMER FIN TR 2018-2    E      20521118 FLT | 2052-11-18      | 6.2368%  | 0.0000% | $1000000.00        | $977996.56         | Private Label Collateralized Mortgage Obligations |
| CITIGRP COML MTG TR 2016-GC37  E      20490412 FLT | 2049-04-12      | 5.0471%  | 0.0000% | $6963239.00        | $4265775.72        | Private Label Collateralized Mortgage Obligations |
| BWAY MTG TR 2013-1515          C      20330310 3.4 | 2033-03-10      | 3.4462%  | 0.0000% | $4862000.00        | $4498332.64        | Private Label Collateralized Mortgage Obligations |
| COMM MTG TR 2018-HCLV          D      20330915 FLT | 2033-09-15      | 6.6226%  | 0.0000% | $1909000.00        | $577967.83         | Private Label Collateralized Mortgage Obligations |
| MS BOFA ML TRUST 2013-C11      C      20460817 FLT | 2046-08-17      | 4.2120%  | 0.0000% | $215000.00         | $12746.71          | Private Label Collateralized Mortgage Obligations |
| VERUS SECURITIZATION TR 2024-1 B-2    20690125 FLT | 2069-01-25      | 8.2615%  | 0.0000% | $10505000.00       | $10658872.13       | Private Label Collateralized Mortgage Obligations |
| WFRBS COML MTG TR 2014-C23     D      20571017 FLT | 2057-10-17      | 4.0562%  | 0.0000% | $6281000.00        | $4966810.74        | Private Label Collateralized Mortgage Obligations |
| DBJPM MTG TR 2016-SFC          A      20360812 2.8 | 2036-08-12      | 2.8330%  | 0.0000% | $4500000.00        | $898974.63         | Private Label Collateralized Mortgage Obligations |
| BAMLL COMMERCIAL MTG 2025-ASHF F      20420218 FLT | 2042-02-18      | 13.1510% | 0.0000% | $4000000.00        | $4034418.33        | Private Label Collateralized Mortgage Obligations |
| BFLD TRUST 2020-EYP            F      20351015 FLT | 2035-10-15      | 8.4655%  | 0.0000% | $1000000.00        | $8168.08           | Private Label Collateralized Mortgage Obligations |
| BBCMS TR 2017-C1               D      20500217 FLT | 2050-02-17      | 3.7140%  | 0.0000% | $3300000.00        | $2285902.85        | Private Label Collateralized Mortgage Obligations |
| BANK 2019-BNK16                F      20520216 FLT | 2052-02-16      | 3.8343%  | 0.0000% | $5522000.00        | $2638288.83        | Private Label Collateralized Mortgage Obligations |
| MSSG TR 2017-237P              C      20390913 FLT | 2039-09-13      | 3.8648%  | 0.0000% | $6495000.00        | $5963405.78        | Private Label Collateralized Mortgage Obligations |
| LSTAR COML MTG TR 2017-5       D      20500311 FLT | 2050-03-11      | 4.8217%  | 0.0000% | $2386000.00        | $2016280.09        | Private Label Collateralized Mortgage Obligations |
| JP MRGN CHASE COM 2020-MKST    H      20361215 FLT | 2036-12-15      | 11.5145% | 0.0000% | $280000.00         | $1313.14           | Private Label Collateralized Mortgage Obligations |
| HOMEWARD OPPT FD TR 2024-RTL1  A-1    20290725 7.1 | 2029-07-25      | 7.1200%  | 0.0000% | $8500000.00        | $8540425.06        | Private Label Collateralized Mortgage Obligations |
| J.P. MORGAN MTG TR 2022-INV3   B-6    20520925 FLT | 2052-09-25      | 2.3160%  | 0.0000% | $260537.00         | $109037.77         | Private Label Collateralized Mortgage Obligations |
| ROCK TR 2024-CNTR              E      20411115 8.8 | 2041-11-15      | 8.8191%  | 0.0000% | $10254000.00       | $10801965.99       | Private Label Collateralized Mortgage Obligations |
| LBA TR 2024-BOLT               E      20390615 FLT | 2039-06-15      | 7.8383%  | 0.0000% | $500000.00         | $501320.47         | Private Label Collateralized Mortgage Obligations |
| VNDO TRUST 2016-350P           E      20350112 FLT | 2035-01-12      | 4.0327%  | 0.0000% | $2500000.00        | $2413028.94        | Private Label Collateralized Mortgage Obligations |
| JP MRGN CHASE COM 2020-MKST    F      20361215 FLT | 2036-12-15      | 7.6145%  | 0.0000% | $8181000.00        | $69536.72          | Private Label Collateralized Mortgage Obligations |
| OBX TRUST 2025-NQM11           B-1    20650525 FLT | 2065-05-25      | 7.1930%  | 0.0000% | $18852000.00       | $18194411.34       | Private Label Collateralized Mortgage Obligations |
| LIFE MORTGAGE TRUST 2022-BMR2  D      20380517 FLT | 2038-05-17      | 6.6921%  | 0.0000% | $3500000.00        | $3192533.27        | Private Label Collateralized Mortgage Obligations |
| GREAT WOLF TRUST 2024-WOLF     F      20390315 FLT | 2039-03-15      | 8.5882%  | 0.0000% | $18000000.00       | $18233161.20       | Private Label Collateralized Mortgage Obligations |
| OBX TRUST 2024-NQM4            B-3    20640125 FLT | 2064-01-25      | 7.8840%  | 0.0000% | $1090000.00        | $803588.18         | Private Label Collateralized Mortgage Obligations |
| BAMLL COML MTG TR 2019-BPR     C-NM   20321105 FLT | 2032-11-05      | 3.8425%  | 0.0000% | $3260000.00        | $2962017.58        | Private Label Collateralized Mortgage Obligations |
| BBCMS MRTG TR 2022-C15         E      20550416 FLT | 2055-04-16      | 2.5000%  | 0.0000% | $1808000.00        | $954435.77         | Private Label Collateralized Mortgage Obligations |
| CITIGRP COML MTG TR 2015-GC33  D      20580912 3.1 | 2058-09-12      | 3.1720%  | 0.0000% | $9000000.00        | $5467997.00        | Private Label Collateralized Mortgage Obligations |
| ELP COMMERCIAL MTG TR 2021-ELP J      20381115 FLT | 2038-11-15      | 7.8804%  | 0.0000% | $380795.00         | $376988.68         | Private Label Collateralized Mortgage Obligations |
| BX TRUST 2021-LBA              G-JV   20360215 FLT | 2036-02-15      | 7.2655%  | 0.0000% | $799425.00         | $797847.80         | Private Label Collateralized Mortgage Obligations |
| COMM MTG TR 2013-LC13          E      20460810 FLT | 2046-08-10      | 3.7191%  | 0.0000% | $2000000.00        | $761437.72         | Private Label Collateralized Mortgage Obligations |
| COLT MTG LN TR 2024-INV1       B-2    20681226 FLT | 2068-12-26      | 8.1152%  | 0.0000% | $5310000.00        | $4870674.63        | Private Label Collateralized Mortgage Obligations |
| CF MTG  2019-CF1 TR            65C    20520517 4.1 | 2052-05-17      | 4.1226%  | 0.0000% | $240000.00         | $31368.72          | Private Label Collateralized Mortgage Obligations |
| CIM TRUST 2020-R5              B3     20591225 FLT | 2059-12-25      | 4.5115%  | 0.0000% | $57193357.00       | $34244395.41       | Private Label Collateralized Mortgage Obligations |
| CFK TR 2020-MF2                E      20390317 FLT | 2039-03-17      | 3.5728%  | 0.0000% | $5000000.00        | $3641730.25        | Private Label Collateralized Mortgage Obligations |
| CITIGRP COML MTG TR 2020-GC46  E      20530218 2.6 | 2053-02-18      | 2.6000%  | 0.0000% | $1000000.00        | $524556.44         | Private Label Collateralized Mortgage Obligations |
| COMM MTG TR 2014-UBS2          D      20470312 FLT | 2047-03-12      | 4.9113%  | 0.0000% | $4086750.00        | $1403520.29        | Private Label Collateralized Mortgage Obligations |
| CSWF TR 2018-TOP               HRR    20350815 FLT | 2035-08-15      | 10.5465% | 0.0000% | $26550000.00       | $19874998.12       | Private Label Collateralized Mortgage Obligations |
| J.P. MRG COMM TR 2022-OPO      D      20390107 FLT | 2039-01-07      | 3.5646%  | 0.0000% | $4496000.00        | $3652646.83        | Private Label Collateralized Mortgage Obligations |
| JP MORGAN MTG TR 2021-INV2     B-5    20511225 FLT | 2051-12-25      | 3.0223%  | 0.0000% | $630000.00         | $361332.05         | Private Label Collateralized Mortgage Obligations |
| WELLS FAR COM MRT TR 2022-JS2  G      20391215 3.4 | 2039-12-15      | 3.5690%  | 0.0000% | $300000.00         | $222315.32         | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COML TR 2015-C30   E      20580917 3.2 | 2058-09-17      | 3.2500%  | 0.0000% | $5000000.00        | $1634532.59        | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COML MTG 2025-5C3  F      20580117 FLT | 2058-01-17      | 4.2500%  | 0.0000% | $2000000.00        | $1491633.22        | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COML TR 2013-LC12  B      20460717 FLT | 2046-07-17      | 3.9130%  | 0.0000% | $40000.00          | $1359.36           | Private Label Collateralized Mortgage Obligations |
| MORGAN STAN CAP I TR 2019-PLND G      20360515 FLT | 2036-05-15      | 7.9155%  | 0.0000% | $5000000.00        | $333990.59         | Private Label Collateralized Mortgage Obligations |
| PRKCM TR 2023-AFC1             B-2    20580225 FLT | 2058-02-25      | 7.4199%  | 0.0000% | $7900000.00        | $7890726.29        | Private Label Collateralized Mortgage Obligations |
| JP MORGAN CHASE CMBS 2018-WPT  E-FL   20330708 FLT | 2033-07-08      | 7.0890%  | 0.0000% | $3000000.00        | $1166770.33        | Private Label Collateralized Mortgage Obligations |
| MULTIFAMILY CONNECT TR 2024-01 B-1    20540727 FLT | 2054-07-27      | 11.1060% | 0.0000% | $21397000.00       | $23534934.83       | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COML TR 2016-NXS5  D      20590117 FLT | 2059-01-17      | 5.1180%  | 0.0000% | $300000.00         | $271344.26         | Private Label Collateralized Mortgage Obligations |
| JP MRGN CHASE COM TR 2021-NYAH E      20380615 FLT | 2038-06-15      | 6.3555%  | 0.0000% | $1000000.00        | $886184.92         | Private Label Collateralized Mortgage Obligations |
| GS MTG SEC CORP 2021-ROSS TR   F      20360616 FLT | 2036-06-16      | 8.3150%  | 0.0000% | $8000000.00        | $4507216.66        | Private Label Collateralized Mortgage Obligations |
| FREDDIE MAC SCRT 2025-1        M      20641125 FLT | 2064-11-25      | 5.0000%  | 0.0000% | $100000.00         | $83955.38          | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COML TR 2015-C27   D      20480218 3.7 | 2048-02-18      | 3.7680%  | 0.0000% | $14008000.00       | $7463957.34        | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COML TR 2015-NXS2  E      20580717 FLT | 2058-07-17      | 3.4190%  | 0.0000% | $3000000.00        | $736317.58         | Private Label Collateralized Mortgage Obligations |
| ARBOR RLTY COM NT 2021-FL4     C      20361117 FLT | 2036-11-17      | 6.5646%  | 0.0000% | $7750000.00        | $7771508.32        | Private Label Collateralized Mortgage Obligations |
| ARBOR RLTY COMM RL NT 2021-FL3 D      20340815 FLT | 2034-08-15      | 6.4646%  | 0.0000% | $3000000.00        | $3003250.80        | Private Label Collateralized Mortgage Obligations |
| BFLD TRUST 2020-EYP            C      20351015 FLT | 2035-10-15      | 6.3655%  | 0.0000% | $4000000.00        | $170648.33         | Private Label Collateralized Mortgage Obligations |
| ARIXA MORTGAGE TRUST 2025-RTL1 A1     20300825 FLT | 2030-08-25      | 5.7350%  | 0.0000% | $14727000.00       | $14792101.12       | Private Label Collateralized Mortgage Obligations |
| WORLDWIDE PLAZA TR 2017-WWP    A      20361112 3.5 | 2036-11-12      | 3.5263%  | 0.0000% | $31944686.00       | $21493682.69       | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COML TR 2015-NXS2  C      20580717 FLT | 2058-07-17      | 4.1055%  | 0.0000% | $4021000.00        | $3713362.07        | Private Label Collateralized Mortgage Obligations |
| CSMC TRUST 2017-PFHP           E      20301216 FLT | 2030-12-16      | 7.6900%  | 0.0000% | $8469000.00        | $7845742.30        | Private Label Collateralized Mortgage Obligations |

### Security 691: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** WELLS FARGO SECURITIES LLC 4.710000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1BCG14, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: ARP1BCG14
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.7100%
- **C.11 - Maturity Date (WAM):** 2026-04-27
- **C.12 - Maturity Date (WAL):** 2026-04-27
- **C.13 - Final Legal Maturity Date:** 2026-04-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| APOLLO DEBT SOLUTIONS BDC      SR GLBL NT6.9%29 | 2029-04-13      | 6.9000%  | 0.0000% | $102000.00         | $110512.75         | Corporate Debt Securities          |
| APA CORPORATION                SR GLBL NT 6%37  | 2037-01-15      | 6.0000%  | 0.0000% | $2300000.00        | $2295331.00        | Corporate Debt Securities          |
| UNITED STATES TREASURY                          | 2025-10-28      | 0.0000%  | 0.0000% | $174935800.00      | $174383002.87      | U.S. Treasuries (including strips) |
| GXO LOGISTICS INCORPORATED     GLBL NT 6.25%29  | 2029-05-06      | 6.2500%  | 0.0000% | $509000.00         | $547175.00         | Corporate Debt Securities          |
| JPMORGAN CHASE & CO            PERP JR SB OO NT | 2500-12-31      | 6.5000%  | 0.0000% | $1948000.00        | $2049041.68        | Corporate Debt Securities          |
| U S BK NATL ASSN               SR GLBL FL ACR28 | 2028-05-15      | 5.1754%  | 0.0000% | $1000000.00        | $1010600.21        | Corporate Debt Securities          |
| ORACLE CORP                    SR GLBL NT4.8%32 | 2032-09-26      | 4.8000%  | 0.0000% | $3500000.00        | $3506451.67        | Corporate Debt Securities          |
| GOLDMAN SACHS GROUP INC        SUB GLBL NT 25   | 2025-10-21      | 4.2500%  | 0.0000% | $304000.00         | $309548.25         | Corporate Debt Securities          |
| JPMORGAN CHASE & CO            SR NT 5.5%40     | 2040-10-15      | 5.5000%  | 0.0000% | $632000.00         | $672276.31         | Corporate Debt Securities          |
| MITSUBISHI CORP                SR 144A NT 4%28  | 2028-09-09      | 4.0000%  | 0.0000% | $6650000.00        | $6663854.16        | Corporate Debt Securities          |
| JPMORGAN CHASE & CO            SR GLBL NT 48    | 2048-11-15      | 3.9640%  | 0.0000% | $37000.00          | $30835.99          | Corporate Debt Securities          |
| JPMORGAN CHASE & CO            SR GLBL NT 30    | 2030-10-15      | 2.7390%  | 0.0000% | $727000.00         | $695683.57         | Corporate Debt Securities          |
| ASPEN INSURANCE HOLDINGS LTD   SR GLBL NT 30    | 2030-07-01      | 5.7500%  | 0.0000% | $3000000.00        | $3193110.83        | Corporate Debt Securities          |
| MORGAN STANLEY                 FR 5%112425      | 2025-11-24      | 5.0000%  | 0.0000% | $342000.00         | $348234.66         | Corporate Debt Securities          |
| ORACLE CORP                    SR GLBL NT5.8%25 | 2025-11-10      | 5.8000%  | 0.0000% | $122000.00         | $124911.60         | Corporate Debt Securities          |
| STATE STR CORP                 SR GLBL FL NT 28 | 2028-04-24      | 5.2591%  | 0.0000% | $1195000.00        | $1213451.14        | Corporate Debt Securities          |
| JPMORGAN CHASE & CO            SR GLBL NT 28    | 2028-07-22      | 4.9790%  | 0.0000% | $100000.00         | $102443.48         | Corporate Debt Securities          |
| JPMORGAN CHASE & CO            SR GLBL NT 31    | 2031-04-22      | 2.5220%  | 0.0000% | $73000.00          | $68505.30          | Corporate Debt Securities          |
| JEFFERIES FINANCIAL GROUP INC  SR GLBL NT6.2%34 | 2034-04-14      | 6.2000%  | 0.0000% | $8000.00           | $8747.75           | Corporate Debt Securities          |
| MONTEFIORE MED CTR NEW YORK    SR -2020B BD 50  | 2050-09-01      | 4.2870%  | 0.0000% | $244000.00         | $168236.39         | Corporate Debt Securities          |
| CAPITAL ONE FINL CORP          SR GLBL NT 35    | 2035-07-26      | 5.8840%  | 0.0000% | $27000.00          | $28675.63          | Corporate Debt Securities          |
| CATERPILLAR FINL SVCS MTNS BE  VR 081525-081528 | 2028-08-15      | 4.9054%  | 0.0000% | $1000000.00        | $1009938.65        | Corporate Debt Securities          |
| AT&T INC                       GLBL NT 5.55%45  | 2045-11-01      | 5.5500%  | 0.0000% | $2000000.00        | $1988270.00        | Corporate Debt Securities          |
| AT&T INC                       GLBL NT 5.7%54   | 2054-11-01      | 5.7000%  | 0.0000% | $1000000.00        | $994970.00         | Corporate Debt Securities          |
| BANK AMERICA CORP              PERP GLBL -UU NT | 2500-12-31      | 6.2500%  | 0.0000% | $37000.00          | $37937.89          | Corporate Debt Securities          |
| MONTEFIORE MED CTR NEW YORK    -2018C SNK BD 48 | 2048-11-01      | 5.2460%  | 0.0000% | $195000.00         | $163336.41         | Corporate Debt Securities          |
| FOUNDRY JV HOLDCO LLC.         SR SEC 144A NT38 | 2038-01-25      | 6.4000%  | 0.0000% | $2500000.00        | $2743438.89        | Corporate Debt Securities          |
| TRUIST BK                      SR FLT NT 28     | 2028-07-24      | 5.0791%  | 0.0000% | $730000.00         | $737329.42         | Corporate Debt Securities          |
| PNC BK N A PITTSBURGH PA DISC  FR 4.2%110125    | 2025-11-01      | 4.2000%  | 0.0000% | $330000.00         | $335574.80         | Corporate Debt Securities          |
| MERCK & CO INC                 SR GLBL FL NT 27 | 2027-09-15      | 4.6760%  | 0.0000% | $1000000.00        | $1005845.94        | Corporate Debt Securities          |
| BROADCOM INC                   SR GLBL NT4.2%30 | 2030-10-15      | 4.2000%  | 0.0000% | $595000.00         | $593932.97         | Corporate Debt Securities          |
| PHILLIPS 66 CO                 JR SB GLBL -B 56 | 2056-03-15      | 6.2000%  | 0.0000% | $1000000.00        | $1007666.67        | Corporate Debt Securities          |
| LOWES COS INC                  SR GLBL NT 27    | 2027-10-15      | 3.9500%  | 0.0000% | $1000000.00        | $998970.00         | Corporate Debt Securities          |
| ROYAL BK CDA                   ALT TIER I       | 2085-11-24      | 6.5000%  | 0.0000% | $1500000.00        | $1493075.83        | Corporate Debt Securities          |

### Security 692: FICC - STATE STREET BANK AND TRUST CO

- **C.1 - Title:** FICC - STATE STREET BANK AND TRUST CO 4.200000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1BD5U0, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: ARP1BD5U0
- **C.18 - Value (incl. sponsor support):** $7046000000.00
- **C.18.a - Value (excl. sponsor support):** $7046000000.00
- **C.19 - Percentage of Net Assets:** 1.8500%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** Fixed Income Clearing Corp

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2027-07-31      | 0.3750%  | 0.0000% | $118450000.00      | $111689620.23      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-31      | 0.5000%  | 0.0000% | $155245900.00      | $146329011.74      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-15      | 0.3750%  | 0.0000% | $533100000.00      | $699463003.00      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-15      | 3.7500%  | 0.0000% | $904620000.00      | $910415230.92      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-31      | 2.7500%  | 0.0000% | $650000000.00      | $642502042.00      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-15      | 4.3750%  | 0.0000% | $2787379500.00     | $2846866972.82     | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-15      | 2.2500%  | 0.0000% | $109800000.00      | $107338078.67      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-31      | 3.8750%  | 0.0000% | $300000000.00      | $303016815.00      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-31      | 3.6250%  | 0.0000% | $1415710000.00     | $1419299391.13     | U.S. Treasuries (including strips) |

### Security 693: FICC - STATE STREET BANK AND TRUST CO

- **C.1 - Title:** FICC - STATE STREET BANK AND TRUST CO 4.200000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1BD5V8, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: ARP1BD5V8
- **C.18 - Value (incl. sponsor support):** $4933000000.00
- **C.18.a - Value (excl. sponsor support):** $4933000000.00
- **C.19 - Percentage of Net Assets:** 1.2900%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** Fixed Income Clearing Corp

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2027-09-30      | 3.5000%  | 0.0000% | $3227065600.00     | $3218871919.09     | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-15      | 1.6250%  | 0.0000% | $1275000000.00     | $1421918849.25     | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-15      | 1.7500%  | 0.0000% | $172098900.00      | $270352927.64      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-09-15      | 3.3750%  | 0.0000% | $120952000.00      | $120516390.16      | U.S. Treasuries (including strips) |

### Security 694: BANK OF MONTREAL

- **C.1 - Title:** BANK OF MONTREAL 4.210000%
- **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: ARP1BD6L9, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16, C.5 - Other ID: ARP1BD6L9
- **C.18 - Value (incl. sponsor support):** $203000000.00
- **C.18.a - Value (excl. sponsor support):** $203000000.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2045-02-15      | 2.5000%  | 0.0000% | $167797100.00      | $120885561.36      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-11-15      | 4.7500%  | 0.0000% | $84224500.00       | $86198680.17       | U.S. Treasuries (including strips) |

### Security 695: SMBC NIKKO SECURITIES AMERICA INC

- **C.1 - Title:** SMBC NIKKO SECURITIES AMERICA INC 4.210000%
- **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: ARP1BD6M7, C.3 - LEI: 6PJDTY319315T5LR2241, C.5 - Other ID: ARP1BD6M7
- **C.18 - Value (incl. sponsor support):** $1423000000.00
- **C.18.a - Value (excl. sponsor support):** $1423000000.00
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2034-05-15      | 4.3750%  | 0.0000% | $8400.00           | $8741.55           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-30      | 4.3750%  | 0.0000% | $2900.00           | $3005.73           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2037-05-15      | 5.0000%  | 0.0000% | $3850900.00        | $4204389.51        | U.S. Treasuries (including strips) |
| GNII SF DI9834 C       | 2055-03-20      | 5.0000%  | 0.0000% | $1000.00           | $896.51            | Agency Mortgage-Backed Securities  |
| GNII SF 004578 M       | 2039-11-20      | 5.0000%  | 0.0000% | $1022.00           | $32.20             | Agency Mortgage-Backed Securities  |
| GNII SF 004040 M       | 2037-10-20      | 6.5000%  | 0.0000% | $1000.00           | $11.08             | Agency Mortgage-Backed Securities  |
| GNII SF 004853 M       | 2040-11-20      | 4.0000%  | 0.0000% | $1001.00           | $50.57             | Agency Mortgage-Backed Securities  |
| GNII SF 004560 M       | 2039-10-20      | 5.5000%  | 0.0000% | $2007.00           | $64.54             | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFA1129   | 2054-06-01      | 6.5000%  | 0.0000% | $28271124.00       | $25633534.53       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFM3279   | 2045-10-01      | 3.5000%  | 0.0000% | $2694594.00        | $957249.32         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA8132   | 2050-12-01      | 2.5000%  | 0.0000% | $153718.00         | $71459.68          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA1451   | 2054-10-01      | 6.0000%  | 0.0000% | $37947776.00       | $37845847.13       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBY4186   | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $839.86            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBX4216   | 2053-01-01      | 5.5000%  | 0.0000% | $3599440.00        | $2307257.98        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA6901   | 2050-09-01      | 2.0000%  | 0.0000% | $16211217.00       | $8547639.21        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIFM6519   | 2036-03-01      | 2.0000%  | 0.0000% | $650000.00         | $297570.72         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFM7973   | 2050-05-01      | 4.0000%  | 0.0000% | $1000.00           | $403.53            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDE4670   | 2055-07-01      | 5.5000%  | 0.0000% | $1008.00           | $1014.00           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFM4216   | 2049-06-01      | 3.5000%  | 0.0000% | $219000.00         | $49210.12          | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLRJ4665   | 2055-08-01      | 4.5000%  | 0.0000% | $16820206.00       | $16486601.68       | Agency Mortgage-Backed Securities  |
| GNII SF MA4778 M       | 2047-10-20      | 3.5000%  | 0.0000% | $1000.00           | $121.71            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CTFM5783   | 2038-06-01      | 3.0000%  | 0.0000% | $160068.00         | $56240.52          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCB2838   | 2052-02-01      | 2.0000%  | 0.0000% | $1165910.00        | $748576.93         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSL0589   | 2055-02-01      | 5.0000%  | 0.0000% | $294000.00         | $283089.95         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCB3274   | 2052-04-01      | 4.0000%  | 0.0000% | $110000.00         | $74655.77          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB2408   | 2051-12-01      | 2.5000%  | 0.0000% | $144000.00         | $98449.89          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA2998   | 2055-10-01      | 5.5000%  | 0.0000% | $1024.00           | $1039.53           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBN5423   | 2049-04-01      | 3.5000%  | 0.0000% | $1024.00           | $299.44            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFM9416   | 2045-07-01      | 3.5000%  | 0.0000% | $15969515.00       | $8656138.36        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS0392   | 2052-01-01      | 2.5000%  | 0.0000% | $1000.00           | $699.75            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS1476   | 2052-03-01      | 3.0000%  | 0.0000% | $88001.00          | $62340.48          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFM8786   | 2051-10-01      | 2.5000%  | 0.0000% | $1000.00           | $634.40            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CIMA4797   | 2037-11-01      | 4.0000%  | 0.0000% | $55000.00          | $35424.83          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCA1692   | 2048-05-01      | 4.0000%  | 0.0000% | $1000.00           | $180.95            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA4600   | 2052-05-01      | 3.5000%  | 0.0000% | $178000.00         | $128578.12         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBX9419   | 2053-03-01      | 5.0000%  | 0.0000% | $1000.00           | $710.28            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBM1578   | 2045-02-01      | 3.5000%  | 0.0000% | $1600000.00        | $333184.40         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CTMA4643   | 2042-05-01      | 3.0000%  | 0.0000% | $400000.00         | $280622.84         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW7328   | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $651.37            | Agency Mortgage-Backed Securities  |
| GNII SF 004772 M       | 2040-08-20      | 5.0000%  | 0.0000% | $1000.00           | $39.89             | Agency Mortgage-Backed Securities  |
| GNII JM 005328 M       | 2042-03-20      | 3.5000%  | 0.0000% | $1000.00           | $25.95             | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSL0255   | 2055-02-01      | 5.0000%  | 0.0000% | $6880580.00        | $6608890.03        | Agency Mortgage-Backed Securities  |
| GNII SF MA9908 M       | 2054-09-20      | 6.5000%  | 0.0000% | $126120897.00      | $84610437.18       | Agency Mortgage-Backed Securities  |
| GNII SF MA6864 M       | 2050-09-20      | 2.0000%  | 0.0000% | $68865.00          | $31646.33          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA2017   | 2044-08-01      | 4.0000%  | 0.0000% | $257512.00         | $25666.47          | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD8213   | 2052-05-01      | 3.0000%  | 0.0000% | $1000.00           | $719.12            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD8206   | 2052-04-01      | 3.0000%  | 0.0000% | $2000.00           | $1408.37           | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD8237   | 2052-08-01      | 4.0000%  | 0.0000% | $102977.00         | $80508.97          | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD3349   | 2053-06-01      | 5.0000%  | 0.0000% | $1000.00           | $751.63            | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLSD7528   | 2050-11-01      | 2.0000%  | 0.0000% | $165790.00         | $87273.54          | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2030-02-15      | 1.5000%  | 0.0000% | $70000.00          | $63990.29          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-10-31      | 4.0685%  | 0.0000% | $100.00            | $100.72            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-02-28      | 4.0000%  | 0.0000% | $699400.00         | $710237.14         | U.S. Treasuries (including strips) |
| GNII SF DI6124 C       | 2055-04-20      | 5.5000%  | 0.0000% | $15080983.00       | $15283197.87       | Agency Mortgage-Backed Securities  |
| GNII SF DI6448 C       | 2055-05-20      | 5.5000%  | 0.0000% | $1024.00           | $1038.92           | Agency Mortgage-Backed Securities  |
| GNII SF 004991 M       | 2038-12-20      | 6.0000%  | 0.0000% | $1000.00           | $34.82             | Agency Mortgage-Backed Securities  |
| GNMI SP 784396 X       | 2047-01-15      | 3.0000%  | 0.0000% | $1000.00           | $332.86            | Agency Mortgage-Backed Securities  |
| GNII SF DL1682 C       | 2055-09-20      | 6.0000%  | 0.0000% | $2071771.00        | $2138727.19        | Agency Mortgage-Backed Securities  |
| GNII SF CF7031 C       | 2051-09-20      | 3.0000%  | 0.0000% | $1000.00           | $804.13            | Agency Mortgage-Backed Securities  |
| GNII SF DI9461 C       | 2055-04-20      | 6.5000%  | 0.0000% | $1040.00           | $1081.48           | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2029-12-31      | 4.3750%  | 0.0000% | $1156000.00        | $1199185.27        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-09-30      | 3.8750%  | 0.0000% | $4608000.00        | $4597102.08        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-09-30      | 3.5000%  | 0.0000% | $7849900.00        | $7834263.00        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-07-31      | 2.6250%  | 0.0000% | $100.00            | $96.71             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-27      | 0.0000%  | 0.0000% | $291400.00         | $287749.34         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-02-15      | 3.1250%  | 0.0000% | $100.00            | $82.06             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-01-15      | 1.7500%  | 0.0000% | $9700.00           | $10283.99          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-02-15      | 0.2500%  | 0.0000% | $100.00            | $74.39             | U.S. Treasuries (including strips) |
| FNMS 02.500 CLFS7695   | 2052-04-01      | 2.5000%  | 0.0000% | $7314131.00        | $5518195.31        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB7617   | 2053-12-01      | 6.0000%  | 0.0000% | $1000.00           | $837.85            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQZ2041   | 2055-09-01      | 6.0000%  | 0.0000% | $2849737.00        | $2955520.68        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS9102   | 2054-02-01      | 5.0000%  | 0.0000% | $99000.00          | $88646.07          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA0103   | 2054-12-01      | 6.0000%  | 0.0000% | $1008.00           | $965.43            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA0969   | 2055-03-01      | 5.0000%  | 0.0000% | $1052.00           | $1045.80           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA6141   | 2050-06-01      | 2.0000%  | 0.0000% | $6904540.00        | $3304487.12        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA1031   | 2055-02-01      | 5.0000%  | 0.0000% | $1024.00           | $988.87            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB9812   | 2055-01-01      | 6.0000%  | 0.0000% | $1000.00           | $985.39            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CTFA1112   | 2043-12-01      | 5.5000%  | 0.0000% | $13123805.00       | $11884009.81       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB8355   | 2054-04-01      | 6.5000%  | 0.0000% | $235000.00         | $212142.96         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7310   | 2050-10-01      | 2.0000%  | 0.0000% | $1000.00           | $546.87            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDB5276   | 2054-06-01      | 5.5000%  | 0.0000% | $9517400.00        | $9097284.50        | Agency Mortgage-Backed Securities  |
| FNMS 07.500 CLCB8902   | 2054-07-01      | 7.5000%  | 0.0000% | $7208936.00        | $6322126.55        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDC5977   | 2054-11-01      | 5.0000%  | 0.0000% | $55543.00          | $54693.38          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB6878   | 2053-08-01      | 6.0000%  | 0.0000% | $325000.00         | $276222.43         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAK6297   | 2042-03-01      | 4.0000%  | 0.0000% | $1000.00           | $141.79            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CRAL3024   | 2043-01-01      | 3.5000%  | 0.0000% | $1000.00           | $135.69            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDB1997   | 2054-10-01      | 6.5000%  | 0.0000% | $3000.00           | $3114.37           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFA1410   | 2052-06-01      | 3.0000%  | 0.0000% | $19268897.00       | $16423410.63       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB6904   | 2053-08-01      | 5.0000%  | 0.0000% | $1046710.00        | $893853.50         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBU7619   | 2051-12-01      | 4.0000%  | 0.0000% | $1000.00           | $696.98            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB8180   | 2054-03-01      | 6.5000%  | 0.0000% | $11304.00          | $8601.10           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA0244   | 2054-12-01      | 5.0000%  | 0.0000% | $18912875.00       | $18239936.10       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA0308   | 2055-01-01      | 5.0000%  | 0.0000% | $1000.00           | $939.11            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA0971   | 2055-03-01      | 6.0000%  | 0.0000% | $1000.00           | $966.74            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CL725589   | 2034-07-01      | 5.0000%  | 0.0000% | $1603.00           | $14.59             | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBP3050   | 2050-03-01      | 2.5000%  | 0.0000% | $1000.00           | $231.90            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDA6086   | 2053-12-01      | 6.0000%  | 0.0000% | $2258560.00        | $1761457.30        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDC5420   | 2054-11-01      | 5.0000%  | 0.0000% | $4000.00           | $3405.86           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD7558   | 2053-02-01      | 5.0000%  | 0.0000% | $1024.00           | $799.66            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD4782   | 2053-11-01      | 5.5000%  | 0.0000% | $100000.00         | $81065.66          | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD8017   | 2049-10-01      | 3.5000%  | 0.0000% | $1000.00           | $133.83            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZT0543   | 2048-08-01      | 4.5000%  | 0.0000% | $81576.00          | $17741.04          | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZN3382   | 2049-02-01      | 4.5000%  | 0.0000% | $35343757.00       | $8446280.61        | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLSD6284   | 2054-01-01      | 2.0000%  | 0.0000% | $2000.00           | $1512.99           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CISB1629   | 2040-09-01      | 5.0000%  | 0.0000% | $1024.00           | $1033.55           | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CISB8511   | 2036-05-01      | 2.0000%  | 0.0000% | $1000.00           | $508.93            | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLSD8199   | 2052-03-01      | 2.0000%  | 0.0000% | $229000.00         | $151964.53         | Agency Mortgage-Backed Securities  |
| GNII SP 784894 C       | 2048-02-20      | 3.5000%  | 0.0000% | $1000.00           | $263.09            | Agency Mortgage-Backed Securities  |
| GNMI SP 781636 X       | 2033-07-15      | 5.5000%  | 0.0000% | $1000.00           | $7.55              | Agency Mortgage-Backed Securities  |
| GNII SF MA7705 M       | 2051-11-20      | 2.5000%  | 0.0000% | $1000.00           | $619.38            | Agency Mortgage-Backed Securities  |
| GNII SF MA7369 M       | 2051-05-20      | 3.5000%  | 0.0000% | $1024.00           | $480.73            | Agency Mortgage-Backed Securities  |
| GNMI SP 783610 X       | 2041-11-15      | 4.5000%  | 0.0000% | $1000.00           | $42.83             | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2052-02-15      | 0.1250%  | 0.0000% | $75800.00          | $47770.21          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-15      | 4.1250%  | 0.0000% | $136900.00         | $140451.56         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-05-15      | 6.2500%  | 0.0000% | $10000.00          | $11296.42          | U.S. Treasuries (including strips) |
| FEPC 05.500 CLQJ2087   | 2054-08-01      | 5.5000%  | 0.0000% | $1061.00           | $966.29            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLQD5311   | 2052-01-01      | 3.0000%  | 0.0000% | $1000.00           | $651.14            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD5726   | 2052-07-01      | 3.0000%  | 0.0000% | $1000.00           | $801.53            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD8255   | 2052-10-01      | 3.5000%  | 0.0000% | $1000.00           | $775.77            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD2284   | 2052-12-01      | 6.0000%  | 0.0000% | $5000.00           | $3810.86           | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD0722   | 2051-10-01      | 3.0000%  | 0.0000% | $1630436.00        | $1006186.09        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD6706   | 2054-01-01      | 4.5000%  | 0.0000% | $5000.00           | $4597.95           | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD2253   | 2052-12-01      | 3.5000%  | 0.0000% | $142000.00         | $110068.55         | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD1087   | 2052-06-01      | 3.5000%  | 0.0000% | $1000.00           | $736.95            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD2355   | 2052-12-01      | 4.5000%  | 0.0000% | $1576.00           | $1211.98           | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD3362   | 2052-05-01      | 3.0000%  | 0.0000% | $1000.00           | $716.71            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLRA6132   | 2051-10-01      | 2.5000%  | 0.0000% | $57000.00          | $35831.36          | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLRA7097   | 2052-04-01      | 3.5000%  | 0.0000% | $1000.00           | $702.45            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAL9546   | 2046-11-01      | 3.5000%  | 0.0000% | $199995.00         | $30153.13          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLDC4979   | 2054-11-01      | 4.5000%  | 0.0000% | $1955370.00        | $1888270.33        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAL9631   | 2046-12-01      | 3.0000%  | 0.0000% | $1000.00           | $276.75            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDC5480   | 2054-11-01      | 5.0000%  | 0.0000% | $4000.00           | $3942.78           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDE4667   | 2055-07-01      | 5.5000%  | 0.0000% | $1008.00           | $1031.37           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAL8174   | 2046-02-01      | 3.5000%  | 0.0000% | $197000.00         | $37460.77          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CTAL4778   | 2032-10-01      | 4.0000%  | 0.0000% | $1000.00           | $53.35             | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDB5289   | 2054-06-01      | 6.0000%  | 0.0000% | $28000.00          | $24796.58          | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDC5779   | 2054-10-01      | 6.5000%  | 0.0000% | $3000.00           | $3113.89           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS9833   | 2054-05-01      | 5.5000%  | 0.0000% | $12031938.00       | $11391373.42       | Agency Mortgage-Backed Securities  |
| GNII SF MA5596 M       | 2048-11-20      | 4.5000%  | 0.0000% | $1001.00           | $75.46             | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA0564   | 2054-05-01      | 5.5000%  | 0.0000% | $1607880.00        | $1577965.08        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS9366   | 2052-04-01      | 2.5000%  | 0.0000% | $168000.00         | $132440.57         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS9203   | 2054-09-01      | 6.0000%  | 0.0000% | $1168140.00        | $1030001.83        | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD8099   | 2050-10-01      | 2.5000%  | 0.0000% | $480000.00         | $205921.04         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8251   | 2052-08-01      | 5.5000%  | 0.0000% | $53000.00          | $39082.43          | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD7564   | 2053-06-01      | 5.0000%  | 0.0000% | $3843684.00        | $3143205.79        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLZT1859   | 2049-03-01      | 5.0000%  | 0.0000% | $1000.00           | $199.64            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD8114   | 2050-12-01      | 2.5000%  | 0.0000% | $1000.00           | $458.69            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD8173   | 2051-10-01      | 2.5000%  | 0.0000% | $1008.00           | $626.26            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD8226   | 2052-07-01      | 3.5000%  | 0.0000% | $1000.00           | $753.16            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQG6211   | 2053-06-01      | 5.5000%  | 0.0000% | $4057061.00        | $2997873.57        | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD1214   | 2051-11-01      | 3.0000%  | 0.0000% | $29110275.00       | $19127155.35       | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD1665   | 2052-09-01      | 4.5000%  | 0.0000% | $3868725.00        | $2788932.88        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD6041   | 2054-08-01      | 5.0000%  | 0.0000% | $1024.00           | $986.28            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD7557   | 2052-12-01      | 4.5000%  | 0.0000% | $7557000.00        | $5820308.32        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD6760   | 2054-11-01      | 5.0000%  | 0.0000% | $5247250.00        | $5023338.14        | Agency Mortgage-Backed Securities  |
| FEPC 07.500 CLQH7836   | 2054-01-01      | 7.5000%  | 0.0000% | $1360525.00        | $481131.25         | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLQD5262   | 2052-01-01      | 2.0000%  | 0.0000% | $12000.00          | $8063.47           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQF8178   | 2053-02-01      | 6.0000%  | 0.0000% | $1000.00           | $532.64            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CISB8032   | 2035-02-01      | 3.0000%  | 0.0000% | $1000.00           | $164.97            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD2892   | 2053-05-01      | 5.5000%  | 0.0000% | $1000.00           | $758.27            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAL2482   | 2042-09-01      | 4.5000%  | 0.0000% | $1027392.00        | $38206.39          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA0644   | 2055-02-01      | 5.5000%  | 0.0000% | $51826048.00       | $51224121.62       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFA0485   | 2054-09-01      | 6.5000%  | 0.0000% | $29129950.00       | $27804522.31       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA0546   | 2054-12-01      | 5.5000%  | 0.0000% | $1343873.00        | $1241132.59        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIFA0569   | 2037-02-01      | 2.5000%  | 0.0000% | $28301098.00       | $23912124.65       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA1123   | 2055-01-01      | 5.5000%  | 0.0000% | $29460020.00       | $28841107.19       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBY0545   | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $820.53            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA1827   | 2055-05-01      | 5.0000%  | 0.0000% | $12679679.00       | $12523318.76       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA2900   | 2055-10-01      | 6.0000%  | 0.0000% | $6508084.00        | $6747544.61        | Agency Mortgage-Backed Securities  |
| FNMS 01.500 CIFM3836   | 2035-09-01      | 1.5000%  | 0.0000% | $1000.00           | $378.35            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFM4681   | 2050-11-01      | 2.5000%  | 0.0000% | $1000.00           | $410.77            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFM4747   | 2048-01-01      | 3.5000%  | 0.0000% | $1000.00           | $288.16            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFM8122   | 2049-06-01      | 3.5000%  | 0.0000% | $1000.00           | $440.72            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIFM7124   | 2034-09-01      | 3.0000%  | 0.0000% | $1310967.00        | $414652.63         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFM4616   | 2049-05-01      | 3.5000%  | 0.0000% | $39669301.00       | $10373918.65       | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CIFM5714   | 2035-11-01      | 4.0000%  | 0.0000% | $185000.00         | $48494.41          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM3118   | 2050-05-01      | 3.0000%  | 0.0000% | $399000.00         | $165393.38         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA5294   | 2054-03-01      | 5.0000%  | 0.0000% | $4351166.00        | $3935798.05        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFA2681   | 2055-08-01      | 6.5000%  | 0.0000% | $18649712.00       | $19483160.06       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB9339   | 2054-10-01      | 6.0000%  | 0.0000% | $1833762.00        | $1749262.99        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBW0022   | 2052-07-01      | 4.0000%  | 0.0000% | $1000.00           | $620.26            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDB1087   | 2054-05-01      | 6.0000%  | 0.0000% | $1000.00           | $896.21            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFA0354   | 2052-03-01      | 2.0000%  | 0.0000% | $1000.00           | $779.64            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAL7306   | 2042-09-01      | 4.5000%  | 0.0000% | $1000.00           | $129.33            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAL3322   | 2043-02-01      | 4.0000%  | 0.0000% | $409000.00         | $30112.01          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 RE813984   | 2035-06-01      | 4.5000%  | 0.0000% | $3600000.00        | $26533.90          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAL7231   | 2045-08-01      | 3.5000%  | 0.0000% | $248998.00         | $43249.13          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDC6401   | 2054-11-01      | 5.0000%  | 0.0000% | $24943.00          | $24456.12          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBR0948   | 2051-04-01      | 2.0000%  | 0.0000% | $67003.00          | $40877.64          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBU5606   | 2055-02-01      | 5.5000%  | 0.0000% | $5591648.00        | $5612910.42        | Agency Mortgage-Backed Securities  |
| GNII SF MA6338 M       | 2049-12-20      | 3.0000%  | 0.0000% | $333273730.00      | $57975755.25       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS9401   | 2054-10-01      | 6.0000%  | 0.0000% | $373000.00         | $347725.31         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIFM3090   | 2035-04-01      | 3.5000%  | 0.0000% | $1000.00           | $206.93            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRJ4616   | 2055-08-01      | 5.0000%  | 0.0000% | $4714961.00        | $4708971.38        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSL2772   | 2055-08-01      | 6.5000%  | 0.0000% | $1052.00           | $1106.87           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CIFA1610   | 2038-03-01      | 4.5000%  | 0.0000% | $2172655.00        | $1977710.23        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQZ2505   | 2055-09-01      | 5.5000%  | 0.0000% | $1008.00           | $1030.72           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7918   | 2050-11-01      | 2.0000%  | 0.0000% | $30647808.00       | $16478547.48       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM3889   | 2050-07-01      | 3.0000%  | 0.0000% | $72000.00          | $25643.55          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB0199   | 2051-04-01      | 3.0000%  | 0.0000% | $1000.00           | $631.54            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLMA4380   | 2051-07-01      | 3.0000%  | 0.0000% | $872385.00         | $449476.76         | Agency Mortgage-Backed Securities  |
| GNII SF MA9781 M       | 2054-07-20      | 6.5000%  | 0.0000% | $181886127.00      | $114176275.04      | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2034-02-15      | 4.0000%  | 0.0000% | $1313500.00        | $1318118.27        | U.S. Treasuries (including strips) |
| GNII SP 785135 M       | 2049-12-20      | 4.5000%  | 0.0000% | $1023.00           | $242.97            | Agency Mortgage-Backed Securities  |
| GNII SP 785228 C       | 2050-12-20      | 3.0000%  | 0.0000% | $19262604.00       | $9101447.86        | Agency Mortgage-Backed Securities  |
| GNII SF DL0834 C       | 2055-09-20      | 6.5000%  | 0.0000% | $1003.00           | $1044.04           | Agency Mortgage-Backed Securities  |
| GNMI SF 716514 X       | 2039-07-15      | 5.0000%  | 0.0000% | $1000.00           | $23.61             | Agency Mortgage-Backed Securities  |
| GNMI SF 723363 X       | 2039-10-15      | 5.0000%  | 0.0000% | $1000.00           | $56.14             | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS1146   | 2052-03-01      | 3.0000%  | 0.0000% | $1025.00           | $682.01            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS1374   | 2052-03-01      | 3.0000%  | 0.0000% | $1000.00           | $706.52            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS1877   | 2052-05-01      | 3.0000%  | 0.0000% | $435000.00         | $305251.06         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFM4638   | 2050-10-01      | 2.5000%  | 0.0000% | $360000.00         | $153988.12         | Agency Mortgage-Backed Securities  |
| GNII SF MA7368 M       | 2051-05-20      | 3.0000%  | 0.0000% | $1000.00           | $491.20            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB3049   | 2052-03-01      | 2.5000%  | 0.0000% | $95000.00          | $66208.42          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB2430   | 2051-12-01      | 3.0000%  | 0.0000% | $1000.00           | $655.96            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIFS8846   | 2032-04-01      | 3.0000%  | 0.0000% | $2797851.00        | $2236531.10        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCB2767   | 2052-01-01      | 2.0000%  | 0.0000% | $322707.00         | $218310.65         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB4339   | 2052-08-01      | 4.5000%  | 0.0000% | $253000.00         | $193187.84         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CTFM6831   | 2037-01-01      | 3.0000%  | 0.0000% | $356285.00         | $144840.34         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS3575   | 2052-09-01      | 4.5000%  | 0.0000% | $63200.00          | $48941.20          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAC8568   | 2040-01-01      | 4.5000%  | 0.0000% | $1303588.00        | $25997.39          | Agency Mortgage-Backed Securities  |
| FNMS 01.500 CIFS2037   | 2037-05-01      | 1.5000%  | 0.0000% | $86226.00          | $54105.34          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS0028   | 2051-09-01      | 2.5000%  | 0.0000% | $1000.00           | $630.26            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS0434   | 2051-11-01      | 2.5000%  | 0.0000% | $1000.00           | $605.70            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD8332   | 2053-06-01      | 6.0000%  | 0.0000% | $1370000.00        | $1061235.20        | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD7548   | 2051-11-01      | 2.5000%  | 0.0000% | $23151736.00       | $14498970.11       | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD8186   | 2051-11-01      | 3.5000%  | 0.0000% | $1000.00           | $525.31            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD3977   | 2053-04-01      | 5.0000%  | 0.0000% | $60000.00          | $53264.18          | Agency Mortgage-Backed Securities  |
| FEPC 01.500 CLSD8139   | 2051-04-01      | 1.5000%  | 0.0000% | $97868.00          | $56551.47          | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD8266   | 2052-11-01      | 4.5000%  | 0.0000% | $652686.00         | $529410.57         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAS6347   | 2045-12-01      | 4.0000%  | 0.0000% | $8586105.00        | $1658907.79        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQJ2993   | 2054-08-01      | 6.5000%  | 0.0000% | $21162471.00       | $18429053.98       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS4250   | 2045-01-01      | 3.5000%  | 0.0000% | $2240546.00        | $265437.07         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS8483   | 2046-12-01      | 3.0000%  | 0.0000% | $185715.00         | $36630.33          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAS9453   | 2047-04-01      | 4.0000%  | 0.0000% | $198701.00         | $31649.16          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBA4738   | 2045-12-01      | 4.0000%  | 0.0000% | $1000.00           | $146.26            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS4969   | 2045-05-01      | 3.0000%  | 0.0000% | $33545728.00       | $8664324.57        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQJ3703   | 2054-09-01      | 5.5000%  | 0.0000% | $1000.00           | $884.05            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD8225   | 2052-07-01      | 3.0000%  | 0.0000% | $1000.00           | $742.75            | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CNRD5058   | 2031-05-01      | 2.0000%  | 0.0000% | $1000.00           | $377.52            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD5617   | 2054-06-01      | 6.0000%  | 0.0000% | $1000.00           | $875.48            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD8243   | 2052-09-01      | 3.5000%  | 0.0000% | $1957.00           | $1508.39           | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD8360   | 2053-09-01      | 4.5000%  | 0.0000% | $13000.00          | $11361.39          | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZM1562   | 2046-08-01      | 3.5000%  | 0.0000% | $1000.00           | $201.52            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD8363   | 2053-09-01      | 6.0000%  | 0.0000% | $133000.00         | $105301.94         | Agency Mortgage-Backed Securities  |
| GNII SF DL4082 C       | 2055-08-20      | 6.5000%  | 0.0000% | $1008.00           | $1039.61           | Agency Mortgage-Backed Securities  |
| GNII SF 005083 M       | 2041-06-20      | 5.0000%  | 0.0000% | $2003.00           | $73.17             | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2028-01-15      | 4.2500%  | 0.0000% | $59200.00          | $60541.69          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-07-15      | 1.8750%  | 0.0000% | $4156800.00        | $4361864.55        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-02-15      | 4.6250%  | 0.0000% | $369000.00         | $386058.96         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-31      | 0.7500%  | 0.0000% | $100.00            | $97.39             | U.S. Treasuries (including strips) |
| FEPC 03.500 CLSD8038   | 2050-01-01      | 3.5000%  | 0.0000% | $1000.00           | $147.80            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD8220   | 2052-06-01      | 3.0000%  | 0.0000% | $1000.00           | $727.06            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD8257   | 2052-10-01      | 4.5000%  | 0.0000% | $1000.00           | $791.83            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD8157   | 2051-07-01      | 3.0000%  | 0.0000% | $1000.00           | $526.83            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD3632   | 2052-07-01      | 2.5000%  | 0.0000% | $24000.00          | $18034.64          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8316   | 2053-04-01      | 5.5000%  | 0.0000% | $2000.00           | $1607.12           | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLRA7774   | 2052-08-01      | 4.5000%  | 0.0000% | $2000.00           | $1547.34           | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD8214   | 2052-05-01      | 3.5000%  | 0.0000% | $1000.00           | $728.78            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8494   | 2055-01-01      | 5.5000%  | 0.0000% | $1024.00           | $967.60            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD8235   | 2052-08-01      | 3.0000%  | 0.0000% | $15000.00          | $11070.43          | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD8183   | 2051-12-01      | 2.5000%  | 0.0000% | $1000.00           | $643.86            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8268   | 2052-11-01      | 5.5000%  | 0.0000% | $139011.00         | $107771.65         | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQH7874   | 2054-01-01      | 6.5000%  | 0.0000% | $1000.00           | $993.43            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS3898   | 2044-11-01      | 3.5000%  | 0.0000% | $328993.00         | $23400.13          | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQG6681   | 2053-07-01      | 6.0000%  | 0.0000% | $28350199.00       | $20002464.56       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAO2977   | 2042-05-01      | 3.5000%  | 0.0000% | $167619048.00      | $12959531.88       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIAL8561   | 2031-06-01      | 3.5000%  | 0.0000% | $1000.00           | $99.07             | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBM4857   | 2048-03-01      | 4.0000%  | 0.0000% | $8000.00           | $2740.01           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS8650   | 2047-01-01      | 3.0000%  | 0.0000% | $126440.00         | $26525.10          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS4377   | 2052-04-01      | 3.0000%  | 0.0000% | $167000.00         | $127829.31         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS0838   | 2052-01-01      | 3.5000%  | 0.0000% | $31000.00          | $20690.80          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIFS2500   | 2037-03-01      | 3.0000%  | 0.0000% | $170297.00         | $96698.37          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB4555   | 2052-09-01      | 4.5000%  | 0.0000% | $1000.00           | $812.00            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS3275   | 2052-04-01      | 3.0000%  | 0.0000% | $1000.00           | $726.82            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS0532   | 2052-01-01      | 3.5000%  | 0.0000% | $3070000.00        | $1905283.04        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS1661   | 2052-03-01      | 2.5000%  | 0.0000% | $886469.00         | $563834.09         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDC7726   | 2054-12-01      | 5.0000%  | 0.0000% | $1008.00           | $995.18            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB4781   | 2052-10-01      | 5.0000%  | 0.0000% | $1120.00           | $883.45            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLDC7366   | 2054-12-01      | 4.0000%  | 0.0000% | $1000.00           | $936.21            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCB3914   | 2052-06-01      | 4.0000%  | 0.0000% | $183000.00         | $134839.71         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFM8787   | 2051-10-01      | 2.5000%  | 0.0000% | $1000.00           | $610.62            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB4813   | 2052-10-01      | 5.0000%  | 0.0000% | $29100648.00       | $22977762.71       | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS1630   | 2051-09-01      | 2.5000%  | 0.0000% | $90988.00          | $64146.47          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS3686   | 2053-01-01      | 5.0000%  | 0.0000% | $1000.00           | $765.84            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFS4733   | 2053-02-01      | 6.5000%  | 0.0000% | $25693334.00       | $18924243.07       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS4928   | 2050-06-01      | 3.5000%  | 0.0000% | $1000.00           | $762.66            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFS7160   | 2054-02-01      | 6.5000%  | 0.0000% | $2000.00           | $1635.99           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS4132   | 2053-03-01      | 6.0000%  | 0.0000% | $80596.00          | $68570.90          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBV3102   | 2052-03-01      | 2.0000%  | 0.0000% | $119411.00         | $79128.37          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS5155   | 2053-07-01      | 5.0000%  | 0.0000% | $791000.00         | $636665.62         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7591   | 2050-11-01      | 2.0000%  | 0.0000% | $30496768.00       | $16685167.89       | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS2111   | 2045-10-01      | 4.5000%  | 0.0000% | $1024.00           | $716.05            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS3497   | 2052-08-01      | 3.5000%  | 0.0000% | $617090.00         | $481360.91         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS5632   | 2053-09-01      | 5.5000%  | 0.0000% | $42000.00          | $37330.74          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCB1642   | 2051-09-01      | 3.5000%  | 0.0000% | $49000.00          | $29195.14          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB3586   | 2052-05-01      | 3.0000%  | 0.0000% | $369000.00         | $271886.99         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBC6513   | 2046-05-01      | 3.5000%  | 0.0000% | $560000.00         | $51936.84          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCB3499   | 2052-05-01      | 3.5000%  | 0.0000% | $1000.00           | $726.50            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB4686   | 2052-09-01      | 5.0000%  | 0.0000% | $5761006.00        | $4230306.73        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA6635   | 2050-08-01      | 2.5000%  | 0.0000% | $1000.00           | $518.39            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB4351   | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $800.08            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBY2375   | 2053-05-01      | 6.0000%  | 0.0000% | $218695.00         | $140865.28         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS0893   | 2052-02-01      | 3.0000%  | 0.0000% | $310000.00         | $209741.44         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS2122   | 2052-03-01      | 3.0000%  | 0.0000% | $8000.00           | $5514.86           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS2463   | 2052-02-01      | 3.0000%  | 0.0000% | $440000.00         | $305607.16         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS2939   | 2052-09-01      | 4.5000%  | 0.0000% | $99000.00          | $78750.37          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS1858   | 2052-05-01      | 3.5000%  | 0.0000% | $2000.00           | $1405.70           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB2751   | 2052-02-01      | 2.5000%  | 0.0000% | $1600000.00        | $1064544.94        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCB3600   | 2052-05-01      | 3.5000%  | 0.0000% | $75000.00          | $54519.97          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL2461   | 2055-06-01      | 5.5000%  | 0.0000% | $34405082.00       | $34913600.89       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM2419   | 2050-02-01      | 3.0000%  | 0.0000% | $381557.00         | $189280.58         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFM8501   | 2051-07-01      | 4.0000%  | 0.0000% | $9636560.00        | $4520729.56        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA2414   | 2045-10-01      | 3.5000%  | 0.0000% | $1024.00           | $97.95             | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CTFM3123   | 2038-03-01      | 2.5000%  | 0.0000% | $100000.00         | $25196.71          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS0701   | 2051-12-01      | 3.0000%  | 0.0000% | $504000.00         | $318027.30         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCB4113   | 2052-07-01      | 3.5000%  | 0.0000% | $1000.00           | $734.15            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM8104   | 2051-07-01      | 3.0000%  | 0.0000% | $1000.00           | $598.16            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB3104   | 2052-03-01      | 2.5000%  | 0.0000% | $12000.00          | $7929.01           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB2635   | 2052-01-01      | 2.5000%  | 0.0000% | $202923.00         | $132547.59         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM5451   | 2050-12-01      | 3.0000%  | 0.0000% | $5745075.00        | $2537841.48        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CIMA5042   | 2038-06-01      | 4.5000%  | 0.0000% | $1000.00           | $684.40            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS0024   | 2051-09-01      | 2.5000%  | 0.0000% | $1000.00           | $547.88            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS0430   | 2050-07-01      | 3.0000%  | 0.0000% | $1000.00           | $582.43            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFM5660   | 2049-08-01      | 4.5000%  | 0.0000% | $200000.00         | $67431.70          | Agency Mortgage-Backed Securities  |
| GNMI SP 783653 X       | 2040-08-15      | 5.0000%  | 0.0000% | $1000.00           | $70.95             | Agency Mortgage-Backed Securities  |
| GNII SF 004747 M       | 2040-07-20      | 5.0000%  | 0.0000% | $1000.00           | $33.91             | Agency Mortgage-Backed Securities  |
| GNII SF 004494 M       | 2039-07-20      | 4.0000%  | 0.0000% | $1000.00           | $39.99             | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSL2771   | 2055-04-01      | 6.5000%  | 0.0000% | $2045.00           | $2151.74           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSL1131   | 2055-05-01      | 5.0000%  | 0.0000% | $61893758.00       | $61587767.69       | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRJ3709   | 2055-03-01      | 5.0000%  | 0.0000% | $1008.00           | $982.95            | Agency Mortgage-Backed Securities  |
| GNII SF MA6219 M       | 2049-10-20      | 3.5000%  | 0.0000% | $1024.00           | $123.73            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD8254   | 2052-10-01      | 3.0000%  | 0.0000% | $2000.00           | $1498.10           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8342   | 2053-07-01      | 5.5000%  | 0.0000% | $6216.00           | $5209.91           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8277   | 2052-12-01      | 5.5000%  | 0.0000% | $1000.00           | $792.75            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD8314   | 2053-04-01      | 4.5000%  | 0.0000% | $1000.00           | $845.23            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD1931   | 2051-11-01      | 3.5000%  | 0.0000% | $88033.00          | $60688.44          | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD8393   | 2054-01-01      | 4.5000%  | 0.0000% | $1000.00           | $883.89            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD8348   | 2053-08-01      | 5.0000%  | 0.0000% | $2983819.00        | $2573685.54        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD1344   | 2049-07-01      | 5.5000%  | 0.0000% | $63572.00          | $41827.50          | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD7555   | 2052-08-01      | 3.0000%  | 0.0000% | $15827366.00       | $10744612.42       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8431   | 2054-05-01      | 5.5000%  | 0.0000% | $875244.00         | $767421.40         | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD8107   | 2050-11-01      | 2.5000%  | 0.0000% | $1999.00           | $872.43            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD8317   | 2053-04-01      | 6.0000%  | 0.0000% | $2067.00           | $1547.09           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8438   | 2054-06-01      | 5.5000%  | 0.0000% | $40810.00          | $36038.46          | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD8089   | 2050-07-01      | 2.5000%  | 0.0000% | $6000.00           | $2154.80           | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLQA5078   | 2049-12-01      | 2.5000%  | 0.0000% | $1000.00           | $349.24            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBC4714   | 2046-10-01      | 3.0000%  | 0.0000% | $1000.00           | $232.47            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDE2380   | 2055-06-01      | 5.5000%  | 0.0000% | $1014.00           | $1035.47           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCB3248   | 2052-04-01      | 3.5000%  | 0.0000% | $7070.00           | $5264.45           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBC0326   | 2045-12-01      | 3.5000%  | 0.0000% | $92119551.00       | $11336831.98       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBC2856   | 2046-09-01      | 3.0000%  | 0.0000% | $1025.00           | $279.90            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRA8066   | 2052-12-01      | 5.5000%  | 0.0000% | $1000.00           | $863.89            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD8221   | 2052-06-01      | 3.5000%  | 0.0000% | $1000.00           | $743.67            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD8421   | 2054-04-01      | 6.0000%  | 0.0000% | $30386.00          | $24465.98          | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLRA7186   | 2052-04-01      | 4.0000%  | 0.0000% | $1000.00           | $714.06            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQF0250   | 2052-09-01      | 4.5000%  | 0.0000% | $73476.00          | $57129.70          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAL6589   | 2045-03-01      | 4.0000%  | 0.0000% | $1000.00           | $193.23            | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2025-10-21      | 0.0000%  | 0.0000% | $30900.00          | $30830.57          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-08-15      | 1.1250%  | 0.0000% | $100.00            | $63.26             | U.S. Treasuries (including strips) |
| GNII SF DM7799 C       | 2055-09-20      | 6.0000%  | 0.0000% | $1000.00           | $1036.04           | Agency Mortgage-Backed Securities  |
| GNMI SP 784107 X       | 2038-12-15      | 6.0000%  | 0.0000% | $1000.00           | $181.91            | Agency Mortgage-Backed Securities  |
| GNII SF DL0569 C       | 2055-09-20      | 6.0000%  | 0.0000% | $2549246.00        | $2630723.30        | Agency Mortgage-Backed Securities  |
| GNII SF DM0661 C       | 2055-08-20      | 5.5000%  | 0.0000% | $1008.00           | $1025.80           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCB3760   | 2052-05-01      | 3.5000%  | 0.0000% | $44000.00          | $31109.42          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CICB4526   | 2037-09-01      | 5.0000%  | 0.0000% | $77971.00          | $48741.34          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS9595   | 2054-10-01      | 5.0000%  | 0.0000% | $10303346.00       | $9794266.09        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCB4091   | 2052-07-01      | 4.0000%  | 0.0000% | $1550654.00        | $1207961.53        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS9174   | 2052-08-01      | 3.0000%  | 0.0000% | $1000.00           | $826.02            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS9435   | 2053-06-01      | 5.5000%  | 0.0000% | $122000.00         | $112477.47         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS5977   | 2053-10-01      | 6.0000%  | 0.0000% | $835545.00         | $703772.28         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB6509   | 2053-06-01      | 4.5000%  | 0.0000% | $420980.00         | $370955.05         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS5233   | 2053-07-01      | 6.0000%  | 0.0000% | $1216000.00        | $994603.83         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS7943   | 2052-05-01      | 2.5000%  | 0.0000% | $1000763.00        | $765636.88         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBW8586   | 2052-10-01      | 4.5000%  | 0.0000% | $1000.00           | $570.51            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS5133   | 2051-09-01      | 3.0000%  | 0.0000% | $383000.00         | $293240.02         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS5452   | 2052-06-01      | 3.5000%  | 0.0000% | $1000.00           | $770.72            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS9798   | 2054-11-01      | 5.0000%  | 0.0000% | $40000.00          | $38105.89          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS8371   | 2050-03-01      | 3.5000%  | 0.0000% | $1013.00           | $830.33            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CIFS4802   | 2038-05-01      | 4.0000%  | 0.0000% | $49000.00          | $33606.58          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CICB3205   | 2037-03-01      | 2.5000%  | 0.0000% | $42000.00          | $25287.02          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFS6636   | 2052-09-01      | 4.0000%  | 0.0000% | $313423.00         | $236546.08         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS8089   | 2046-10-01      | 3.5000%  | 0.0000% | $237680.00         | $62562.92          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBD7081   | 2047-03-01      | 4.0000%  | 0.0000% | $319999.00         | $35954.15          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBQ5081   | 2050-10-01      | 2.0000%  | 0.0000% | $14679296.00       | $7699774.50        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCB3609   | 2052-05-01      | 3.5000%  | 0.0000% | $3232242.00        | $2355830.01        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFS1891   | 2050-01-01      | 4.0000%  | 0.0000% | $1000.00           | $655.00            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFS5314   | 2052-05-01      | 2.0000%  | 0.0000% | $193000.00         | $137965.49         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS2807   | 2052-09-01      | 5.0000%  | 0.0000% | $314629.00         | $259368.85         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS5313   | 2050-01-01      | 3.5000%  | 0.0000% | $480080.00         | $368130.49         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS3361   | 2052-12-01      | 5.5000%  | 0.0000% | $48443361.00       | $38498267.51       | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCB2835   | 2052-02-01      | 2.0000%  | 0.0000% | $1000.00           | $625.82            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB3666   | 2052-02-01      | 2.5000%  | 0.0000% | $411625.00         | $300348.95         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCB3672   | 2047-05-01      | 3.5000%  | 0.0000% | $1000.00           | $693.56            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIAX7598   | 2030-01-01      | 3.0000%  | 0.0000% | $562998.00         | $36811.12          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBO7504   | 2050-01-01      | 3.0000%  | 0.0000% | $4001.00           | $1343.69           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBC9078   | 2046-12-01      | 4.0000%  | 0.0000% | $1000.00           | $189.22            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSL1763   | 2053-10-01      | 3.0000%  | 0.0000% | $190879.00         | $167239.27         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS2295   | 2052-03-01      | 3.5000%  | 0.0000% | $2646999.00        | $1698713.77        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS3043   | 2052-10-01      | 4.5000%  | 0.0000% | $59200.00          | $46209.53          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS0735   | 2052-01-01      | 3.0000%  | 0.0000% | $10026.00          | $5460.46           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS2821   | 2052-09-01      | 4.5000%  | 0.0000% | $1000.00           | $786.84            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS1171   | 2052-01-01      | 3.0000%  | 0.0000% | $367859.00         | $233062.53         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS0630   | 2052-02-01      | 3.0000%  | 0.0000% | $2000.00           | $1352.25           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIFS2931   | 2037-03-01      | 2.0000%  | 0.0000% | $108000.00         | $68084.93          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB4562   | 2052-09-01      | 5.0000%  | 0.0000% | $145000.00         | $111673.64         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS3159   | 2052-10-01      | 4.5000%  | 0.0000% | $337800.00         | $273509.41         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB7273   | 2053-10-01      | 6.0000%  | 0.0000% | $890725.00         | $694210.09         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFM7910   | 2051-07-01      | 2.5000%  | 0.0000% | $1000.00           | $605.33            | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2028-04-15      | 3.7500%  | 0.0000% | $400.00            | $408.22            | U.S. Treasuries (including strips) |
| FEPC 06.500 CLSD4027   | 2053-10-01      | 6.5000%  | 0.0000% | $135000.00         | $108224.27         | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLZS4697   | 2047-01-01      | 3.0000%  | 0.0000% | $1003.00           | $190.52            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD2629   | 2052-01-01      | 2.5000%  | 0.0000% | $1000.00           | $717.86            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD1432   | 2052-08-01      | 4.5000%  | 0.0000% | $1508.00           | $1223.53           | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZS4655   | 2046-03-01      | 3.5000%  | 0.0000% | $1000.00           | $106.69            | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CISB8502   | 2035-08-01      | 2.0000%  | 0.0000% | $1000.00           | $417.45            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD1749   | 2052-04-01      | 2.5000%  | 0.0000% | $1000.00           | $684.36            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CIZS8701   | 2033-06-01      | 3.5000%  | 0.0000% | $1000.00           | $92.19             | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD3000   | 2053-06-01      | 5.5000%  | 0.0000% | $1426.00           | $1143.22           | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD8234   | 2052-08-01      | 2.5000%  | 0.0000% | $9974.00           | $7226.38           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8493   | 2054-12-01      | 5.5000%  | 0.0000% | $4277004.00        | $4010583.49        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD8299   | 2053-02-01      | 5.0000%  | 0.0000% | $41000.00          | $33999.00          | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD8491   | 2054-12-01      | 5.0000%  | 0.0000% | $20065.00          | $18842.87          | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD8487   | 2054-12-01      | 4.0000%  | 0.0000% | $62000.00          | $56529.90          | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLRA6212   | 2051-10-01      | 4.0000%  | 0.0000% | $697329.00         | $373164.55         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAY8597   | 2045-04-01      | 3.0000%  | 0.0000% | $70873984.00       | $9235617.08        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDB1604   | 2054-04-01      | 6.0000%  | 0.0000% | $100000.00         | $101697.80         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBM3392   | 2048-01-01      | 4.0000%  | 0.0000% | $535000.00         | $50883.13          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 R3BF0138   | 2041-07-01      | 6.0000%  | 0.0000% | $18997980.00       | $3759581.19        | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDB2710   | 2054-04-01      | 7.0000%  | 0.0000% | $413460.00         | $284021.65         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB8005   | 2054-02-01      | 6.0000%  | 0.0000% | $15561938.00       | $13515344.90       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS4524   | 2053-05-01      | 5.0000%  | 0.0000% | $197000.00         | $168377.63         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS4805   | 2053-05-01      | 5.5000%  | 0.0000% | $1700000.00        | $1390578.79        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS3800   | 2050-01-01      | 4.5000%  | 0.0000% | $400000.00         | $301090.25         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB7049   | 2053-09-01      | 5.5000%  | 0.0000% | $1432896.00        | $1184400.74        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB8012   | 2054-02-01      | 6.5000%  | 0.0000% | $23337072.00       | $20040498.61       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS6361   | 2049-06-01      | 3.5000%  | 0.0000% | $261976.00         | $209061.42         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB5886   | 2053-03-01      | 4.5000%  | 0.0000% | $4309644.00        | $3307281.70        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS7065   | 2053-03-01      | 3.0000%  | 0.0000% | $1000.00           | $779.31            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB6693   | 2053-07-01      | 5.0000%  | 0.0000% | $2323968.00        | $1892154.86        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFS8761   | 2054-07-01      | 6.5000%  | 0.0000% | $1024.00           | $818.74            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB6753   | 2053-07-01      | 6.0000%  | 0.0000% | $100000.00         | $81342.29          | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB7062   | 2053-09-01      | 6.5000%  | 0.0000% | $33375096.00       | $27790417.01       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB8484   | 2054-05-01      | 5.5000%  | 0.0000% | $24208320.00       | $22773019.91       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS8394   | 2054-07-01      | 5.5000%  | 0.0000% | $250000.00         | $227473.63         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB8847   | 2054-07-01      | 6.0000%  | 0.0000% | $3448069.00        | $3178648.83        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB5774   | 2053-02-01      | 5.5000%  | 0.0000% | $2473672.00        | $2217107.27        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFS6404   | 2053-07-01      | 4.0000%  | 0.0000% | $18999.00          | $15022.77          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS4872   | 2053-06-01      | 5.5000%  | 0.0000% | $594209.00         | $482551.23         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS5125   | 2051-10-01      | 2.5000%  | 0.0000% | $2000.00           | $1457.30           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS6943   | 2052-06-01      | 3.0000%  | 0.0000% | $5000.00           | $3939.64           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB8010   | 2054-02-01      | 6.5000%  | 0.0000% | $2627515.00        | $2298029.84        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS2857   | 2050-04-01      | 5.5000%  | 0.0000% | $222000.00         | $148171.52         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB4843   | 2052-10-01      | 5.5000%  | 0.0000% | $193999.00         | $160435.83         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBP7667   | 2050-12-01      | 2.5000%  | 0.0000% | $1024.00           | $567.10            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFS6974   | 2050-09-01      | 2.0000%  | 0.0000% | $110000.00         | $79276.96          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBO4645   | 2049-11-01      | 3.0000%  | 0.0000% | $14345482.00       | $5198911.16        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBO7231   | 2050-01-01      | 3.5000%  | 0.0000% | $1000.00           | $434.08            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CICA6862   | 2035-09-01      | 2.0000%  | 0.0000% | $1000.00           | $407.36            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB2795   | 2052-02-01      | 3.0000%  | 0.0000% | $7581164.00        | $5332571.05        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBM5261   | 2048-01-01      | 4.0000%  | 0.0000% | $1000.00           | $147.13            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CICB1986   | 2036-10-01      | 2.5000%  | 0.0000% | $31306160.00       | $18284878.45       | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB0573   | 2046-05-01      | 2.5000%  | 0.0000% | $161000.00         | $104685.79         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS4228   | 2052-08-01      | 3.5000%  | 0.0000% | $3000.00           | $2340.47           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS4672   | 2051-10-01      | 2.5000%  | 0.0000% | $1000.00           | $743.52            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS6671   | 2053-06-01      | 5.5000%  | 0.0000% | $25000.00          | $21104.12          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS6516   | 2052-09-01      | 4.5000%  | 0.0000% | $48571368.00       | $42884168.02       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS3887   | 2053-02-01      | 6.0000%  | 0.0000% | $2270179.00        | $1505223.78        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CTFS4582   | 2040-04-01      | 4.0000%  | 0.0000% | $55000.00          | $39380.26          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS3421   | 2052-12-01      | 5.0000%  | 0.0000% | $100611.00         | $80291.27          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS3941   | 2053-02-01      | 5.0000%  | 0.0000% | $5751.00           | $4605.70           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS3809   | 2052-11-01      | 4.5000%  | 0.0000% | $1000.00           | $794.26            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS6599   | 2052-09-01      | 3.5000%  | 0.0000% | $1000.00           | $816.32            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CIFS2822   | 2034-11-01      | 4.0000%  | 0.0000% | $465173.00         | $268997.98         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA5613   | 2055-02-01      | 5.0000%  | 0.0000% | $1290110.00        | $1238643.21        | Agency Mortgage-Backed Securities  |
| GNII SF MA0089 M       | 2042-05-20      | 4.0000%  | 0.0000% | $61201.00          | $3449.90           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS3255   | 2052-11-01      | 5.0000%  | 0.0000% | $60000.00          | $47018.49          | Agency Mortgage-Backed Securities  |
| GNII SF DM1115 C       | 2055-08-20      | 6.5000%  | 0.0000% | $1000.00           | $1043.14           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ3076   | 2054-12-01      | 5.5000%  | 0.0000% | $1024.00           | $966.32            | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2035-08-15      | 4.2500%  | 0.0000% | $8270500.00        | $8390657.96        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-01-15      | 2.5000%  | 0.0000% | $100.00            | $158.00            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-05-15      | 4.3750%  | 0.0000% | $28500.00          | $28488.81          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-10-15      | 4.2500%  | 0.0000% | $100.00            | $101.96            | U.S. Treasuries (including strips) |
| FEPC 05.000 CLSD3382   | 2053-06-01      | 5.0000%  | 0.0000% | $1000.00           | $892.89            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZT0794   | 2048-10-01      | 4.5000%  | 0.0000% | $1000.00           | $216.09            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQC5033   | 2051-08-01      | 4.5000%  | 0.0000% | $1000.00           | $214.64            | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2026-11-30      | 1.6250%  | 0.0000% | $2100.00           | $2062.07           | U.S. Treasuries (including strips) |
| GNII SP 784131 M       | 2046-02-20      | 3.5000%  | 0.0000% | $1023.00           | $102.12            | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2051-02-15      | 0.1250%  | 0.0000% | $100.00            | $68.90             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-08-15      | 1.7500%  | 0.0000% | $100.00            | $68.11             | U.S. Treasuries (including strips) |
| GNII SF DI0002 C       | 2055-03-20      | 5.5000%  | 0.0000% | $1000.00           | $1017.95           | Agency Mortgage-Backed Securities  |
| GNII SF DK1908 C       | 2055-06-20      | 5.5000%  | 0.0000% | $1000.00           | $1015.60           | Agency Mortgage-Backed Securities  |
| GNII SP 785405 C       | 2051-03-20      | 3.0000%  | 0.0000% | $1024.00           | $508.80            | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2026-07-09      | 0.0000%  | 0.0000% | $4200.00           | $4083.34           | U.S. Treasuries (including strips) |
| GNII SF MB0369 M       | 2053-12-20      | 7.0000%  | 0.0000% | $1008.00           | $1028.31           | Agency Mortgage-Backed Securities  |
| GNII SF MB0423 M       | 2055-06-20      | 5.0000%  | 0.0000% | $86236.00          | $85720.75          | Agency Mortgage-Backed Securities  |
| GNII SF AI7106 C       | 2044-06-20      | 4.0000%  | 0.0000% | $1000.00           | $68.34             | Agency Mortgage-Backed Securities  |
| GNII SF DI8289 C       | 2055-04-20      | 5.5000%  | 0.0000% | $1000.00           | $1018.67           | Agency Mortgage-Backed Securities  |
| GNPL PN CM3795         | 2058-05-15      | 4.7600%  | 0.0000% | $1000.00           | $978.65            | Agency Mortgage-Backed Securities  |
| GNII SF MB0258 M       | 2055-02-20      | 5.0000%  | 0.0000% | $1024.00           | $1011.89           | Agency Mortgage-Backed Securities  |
| GNII SF CR2397 C       | 2053-06-20      | 5.5000%  | 0.0000% | $414605.00         | $381126.48         | Agency Mortgage-Backed Securities  |
| GNII SF 005018 M       | 2041-04-20      | 5.0000%  | 0.0000% | $1000.00           | $33.14             | Agency Mortgage-Backed Securities  |
| GNII SF DI8141 C       | 2055-04-20      | 5.0000%  | 0.0000% | $2824278.00        | $1796691.37        | Agency Mortgage-Backed Securities  |
| GNII SF DI1442 C       | 2055-04-20      | 5.5000%  | 0.0000% | $1000.00           | $1019.08           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQX1995   | 2054-12-01      | 6.0000%  | 0.0000% | $8000.00           | $8179.69           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS9012   | 2054-09-01      | 6.0000%  | 0.0000% | $1000.00           | $972.77            | Agency Mortgage-Backed Securities  |
| GNPL PN CP0912         | 2063-04-15      | 4.9000%  | 0.0000% | $1000.00           | $995.17            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CI890822   | 2032-12-01      | 3.0000%  | 0.0000% | $1000.00           | $175.15            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS7303   | 2053-07-01      | 5.0000%  | 0.0000% | $7317763.00        | $6698525.39        | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDE8708   | 2055-09-01      | 7.0000%  | 0.0000% | $889462.00         | $941183.23         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS9878   | 2053-04-01      | 5.0000%  | 0.0000% | $123764.00         | $112472.71         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB4796   | 2052-10-01      | 5.0000%  | 0.0000% | $1024.00           | $816.29            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB8863   | 2054-07-01      | 6.0000%  | 0.0000% | $7000.00           | $6178.28           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS8275   | 2054-06-01      | 5.5000%  | 0.0000% | $1000.00           | $865.41            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB9982   | 2055-02-01      | 5.5000%  | 0.0000% | $15000000.00       | $14916700.76       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB8483   | 2054-05-01      | 5.5000%  | 0.0000% | $824746.00         | $745731.13         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB6096   | 2053-04-01      | 6.0000%  | 0.0000% | $2040000.00        | $1585119.71        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB6839   | 2053-08-01      | 6.0000%  | 0.0000% | $3379738.00        | $3001582.29        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBO1345   | 2049-08-01      | 3.5000%  | 0.0000% | $1000.00           | $166.80            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB9153   | 2054-09-01      | 6.0000%  | 0.0000% | $31000.00          | $29565.09          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB8327   | 2054-04-01      | 5.5000%  | 0.0000% | $10000.00          | $9069.82           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB7984   | 2054-02-01      | 5.5000%  | 0.0000% | $568209.00         | $502631.41         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCB7316   | 2053-10-01      | 4.0000%  | 0.0000% | $40000.00          | $35636.35          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS8154   | 2054-06-01      | 6.0000%  | 0.0000% | $28905308.00       | $26144638.71       | Agency Mortgage-Backed Securities  |
| FNMS 07.500 CLFS8836   | 2054-07-01      | 7.5000%  | 0.0000% | $6889384.00        | $5249286.19        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS4840   | 2053-05-01      | 5.5000%  | 0.0000% | $5298462.00        | $4382995.87        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS7595   | 2051-11-01      | 3.0000%  | 0.0000% | $1000.00           | $785.22            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFA0438   | 2052-09-01      | 3.5000%  | 0.0000% | $46000.00          | $40111.47          | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQZ3936   | 2055-09-01      | 6.0000%  | 0.0000% | $7840.00           | $8168.15           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS9288   | 2054-10-01      | 5.5000%  | 0.0000% | $22290278.00       | $22201163.83       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCA3970   | 2049-08-01      | 3.5000%  | 0.0000% | $1000.00           | $237.77            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCA6955   | 2050-09-01      | 3.0000%  | 0.0000% | $1655000.00        | $657832.65         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB9435   | 2054-11-01      | 5.0000%  | 0.0000% | $1024.00           | $991.79            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFS8508   | 2040-09-01      | 6.5000%  | 0.0000% | $675000.00         | $575731.76         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL781593   | 2034-10-01      | 6.0000%  | 0.0000% | $1001.00           | $26.58             | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB4629   | 2052-09-01      | 5.5000%  | 0.0000% | $26000000.00       | $20163115.44       | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB5122   | 2052-11-01      | 4.5000%  | 0.0000% | $51000.00          | $40779.94          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB4389   | 2052-08-01      | 4.5000%  | 0.0000% | $1024.00           | $768.61            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLDB4841   | 2054-11-01      | 4.5000%  | 0.0000% | $1999800.00        | $1734353.82        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB5846   | 2053-03-01      | 5.5000%  | 0.0000% | $19579776.00       | $15899542.61       | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAU6743   | 2043-10-01      | 4.0000%  | 0.0000% | $1000.00           | $101.26            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDC9131   | 2055-07-01      | 5.5000%  | 0.0000% | $3174813.00        | $3088082.06        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDD1639   | 2055-01-01      | 6.5000%  | 0.0000% | $1000.00           | $623.38            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLRA6945   | 2052-03-01      | 3.5000%  | 0.0000% | $200000.00         | $142875.12         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRA7574   | 2052-06-01      | 5.0000%  | 0.0000% | $1000.00           | $750.28            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRA9270   | 2053-06-01      | 5.5000%  | 0.0000% | $1000.00           | $825.95            | Agency Mortgage-Backed Securities  |
| 04.000 FGPC V83149 G   | 2047-04-01      | 4.0000%  | 0.0000% | $945244.00         | $228395.73         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CT257451   | 2028-11-01      | 5.5000%  | 0.0000% | $13146396.00       | $36733.96          | Agency Mortgage-Backed Securities  |

### Security 696: CANADIAN IMPERIAL BANK OF COMMERCE

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE 4.210000%
- **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: ARP1BD6N5, C.3 - LEI: 2IGI19DL77OX0HC3ZE78, C.5 - Other ID: ARP1BD6N5
- **C.18 - Value (incl. sponsor support):** $489000000.00
- **C.18.a - Value (excl. sponsor support):** $489000000.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2045-02-15      | 2.5000%  | 0.0000% | $100.00            | $71.99             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-03-31      | 4.0000%  | 0.0000% | $800.00            | $809.62            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-11-15      | 4.5000%  | 0.0000% | $300.00            | $294.63            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-11-15      | 1.3750%  | 0.0000% | $100.00            | $65.83             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-11-15      | 1.3750%  | 0.0000% | $400.00            | $263.30            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-11-06      | 0.0000%  | 0.0000% | $100.00            | $99.60             | U.S. Treasuries (including strips) |
| FNMS 02.500 CLFS0668   | 2049-07-01      | 2.5000%  | 0.0000% | $2010.00           | $1250.96           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CTMA5564   | 2044-12-01      | 6.0000%  | 0.0000% | $1000.00           | $820.49            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQX8394   | 2055-03-01      | 6.5000%  | 0.0000% | $1000.00           | $1060.31           | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLQX8659   | 2055-03-01      | 7.0000%  | 0.0000% | $1000.00           | $973.34            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS2640   | 2051-11-01      | 2.5000%  | 0.0000% | $1000.00           | $675.92            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5444   | 2054-08-01      | 5.5000%  | 0.0000% | $24338432.00       | $22381478.51       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB6543   | 2053-06-01      | 6.5000%  | 0.0000% | $1024.00           | $784.50            | Agency Mortgage-Backed Securities  |
| GNII SF CU6166 C       | 2053-06-20      | 6.0000%  | 0.0000% | $5000.00           | $5258.22           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ1954   | 2054-07-01      | 5.5000%  | 0.0000% | $3437057.00        | $3295811.69        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA9107   | 2051-02-01      | 2.5000%  | 0.0000% | $6144.00           | $3611.10           | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HYBL0095   | 2030-10-01      | 3.8700%  | 0.0000% | $1000.00           | $906.80            | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HYBL3435   | 2029-09-01      | 2.9000%  | 0.0000% | $1000.00           | $943.04            | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HYBL4150   | 2031-09-01      | 2.3800%  | 0.0000% | $1126.00           | $1017.88           | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX XYBM7037   | 2032-08-01      | 1.7546%  | 0.0000% | $1048.00           | $907.31            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBU8859   | 2052-05-01      | 4.5000%  | 0.0000% | $1001.00           | $801.53            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCC0277   | 2055-04-01      | 6.5000%  | 0.0000% | $1004.00           | $1034.26           | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLFS9932   | 2054-10-01      | 7.0000%  | 0.0000% | $5120.00           | $4519.27           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFS5972   | 2053-10-01      | 6.5000%  | 0.0000% | $1104.00           | $845.23            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQJ4890   | 2054-10-01      | 5.5000%  | 0.0000% | $591352.00         | $592178.70         | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLRA5855   | 2051-09-01      | 2.5000%  | 0.0000% | $1002.00           | $619.58            | Agency Mortgage-Backed Securities  |
| FNMS 05.410 2M469340   | 2039-03-01      | 5.4100%  | 0.0000% | $1676206.00        | $1206331.03        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBD6982   | 2046-10-01      | 3.0000%  | 0.0000% | $464667.00         | $67779.36          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5353   | 2054-05-01      | 5.5000%  | 0.0000% | $3308084.00        | $2891973.79        | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLFS6959   | 2054-01-01      | 7.0000%  | 0.0000% | $2000.00           | $1642.60           | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HYBS1026   | 2031-02-01      | 1.4100%  | 0.0000% | $1000.00           | $870.86            | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HYBS1693   | 2031-04-01      | 1.9800%  | 0.0000% | $1011.00           | $906.04            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 I4BF0566   | 2061-09-01      | 5.0000%  | 0.0000% | $4000.00           | $2582.65           | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HYBS1396   | 2031-03-01      | 1.5400%  | 0.0000% | $1000.00           | $877.37            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQX7524   | 2055-02-01      | 6.5000%  | 0.0000% | $1000.00           | $825.76            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQY4775   | 2055-06-01      | 5.5000%  | 0.0000% | $48496949.00       | $49059795.62       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCC0528   | 2055-06-01      | 6.5000%  | 0.0000% | $2239.00           | $2287.77           | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2029-08-31      | 3.1250%  | 0.0000% | $100.00            | $98.25             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-11-15      | 4.5000%  | 0.0000% | $100.00            | $105.18            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-31      | 0.5000%  | 0.0000% | $100.00            | $95.13             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-04-30      | 4.6250%  | 0.0000% | $13859900.00       | $14571549.59       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-31      | 3.6250%  | 0.0000% | $1300.00           | $1301.41           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-12-02      | 0.0000%  | 0.0000% | $726400.00         | $721561.45         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-04-30      | 4.0000%  | 0.0000% | $300.00            | $307.00            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-08-15      | 1.7500%  | 0.0000% | $100.00            | $68.11             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-05-15      | 1.2500%  | 0.0000% | $42600.00          | $21139.67          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-31      | 0.7500%  | 0.0000% | $100.00            | $93.77             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-02-15      | 1.1250%  | 0.0000% | $2000.00           | $1751.67           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-07-15      | 0.1250%  | 0.0000% | $200.00            | $225.19            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-11-15      | 4.0000%  | 0.0000% | $2200.00           | $2069.34           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-08-15      | 1.7500%  | 0.0000% | $200.00            | $136.22            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-03-19      | 0.0000%  | 0.0000% | $200.00            | $196.50            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-05-15      | 2.8750%  | 0.0000% | $2900.00           | $2151.18           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-02-15      | 2.0000%  | 0.0000% | $200.00            | $120.31            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-05-15      | 2.8750%  | 0.0000% | $3700.00           | $2744.61           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-09      | 0.0000%  | 0.0000% | $100.00            | $97.22             | U.S. Treasuries (including strips) |
| GNMI SF CR2389 X       | 2053-04-15      | 6.5000%  | 0.0000% | $4000.00           | $4242.20           | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HYBS1195   | 2031-02-01      | 1.5800%  | 0.0000% | $1000.00           | $877.46            | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDA8506   | 2054-01-01      | 7.0000%  | 0.0000% | $4079.00           | $2499.63           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB9452   | 2054-11-01      | 4.5000%  | 0.0000% | $30835072.00       | $28642022.14       | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLCB7659   | 2053-12-01      | 7.0000%  | 0.0000% | $1024.00           | $846.56            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQX8572   | 2055-02-01      | 6.5000%  | 0.0000% | $1000.00           | $1046.90           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBW8783   | 2052-09-01      | 5.5000%  | 0.0000% | $1163190.00        | $835859.62         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQX5177   | 2055-02-01      | 5.5000%  | 0.0000% | $6176.00           | $5953.51           | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLQY6850   | 2055-07-01      | 7.0000%  | 0.0000% | $2888180.00        | $2740646.24        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFS6942   | 2053-12-01      | 6.5000%  | 0.0000% | $66729768.00       | $51793202.35       | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HYBL4083   | 2029-09-01      | 2.3800%  | 0.0000% | $1000.00           | $941.82            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB5087   | 2052-11-01      | 5.5000%  | 0.0000% | $7000.00           | $5668.45           | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDA4933   | 2053-11-01      | 7.0000%  | 0.0000% | $11000.00          | $8659.70           | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HYBS0968   | 2031-02-01      | 1.3400%  | 0.0000% | $1856.00           | $1563.56           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBQ1844   | 2050-09-01      | 2.5000%  | 0.0000% | $5121.00           | $2226.13           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDC0877   | 2055-03-01      | 6.5000%  | 0.0000% | $1000.00           | $1029.46           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCB0581   | 2051-05-01      | 2.0000%  | 0.0000% | $2000.00           | $1194.65           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB4693   | 2052-09-01      | 5.5000%  | 0.0000% | $6000.00           | $4601.56           | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQE2847   | 2052-05-01      | 4.5000%  | 0.0000% | $6001.00           | $4743.48           | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLQB1310   | 2050-07-01      | 2.0000%  | 0.0000% | $1000.00           | $476.82            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSD4205   | 2053-10-01      | 6.5000%  | 0.0000% | $8263.00           | $6597.58           | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLQB0099   | 2050-06-01      | 2.5000%  | 0.0000% | $10304.00          | $4721.37           | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2028-11-30      | 1.5000%  | 0.0000% | $100.00            | $94.16             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-02-15      | 1.8750%  | 0.0000% | $6432300.00        | $5726494.98        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-15      | 1.2500%  | 0.0000% | $200.00            | $217.37            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-05-15      | 0.6250%  | 0.0000% | $200.00            | $174.43            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-15      | 1.6250%  | 0.0000% | $600.00            | $558.05            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-07-15      | 0.6250%  | 0.0000% | $600.00            | $632.48            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-05-31      | 2.7500%  | 0.0000% | $100.00            | $97.79             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-31      | 1.1250%  | 0.0000% | $100.00            | $93.22             | U.S. Treasuries (including strips) |
| FEPC 02.500 CLRA2790   | 2050-06-01      | 2.5000%  | 0.0000% | $1001.00           | $379.22            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQJ8387   | 2054-11-01      | 4.5000%  | 0.0000% | $4042.00           | $3882.14           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQF9847   | 2053-04-01      | 5.0000%  | 0.0000% | $2000.00           | $1932.36           | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDE4236   | 2055-07-01      | 7.0000%  | 0.0000% | $1000.00           | $1070.49           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS7912   | 2046-09-01      | 3.0000%  | 0.0000% | $3000.00           | $455.06            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX HT471415   | 2032-05-01      | 3.4000%  | 0.0000% | $1049.00           | $476.58            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDE6692   | 2055-08-01      | 5.5000%  | 0.0000% | $2164590.00        | $2201735.66        | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX HYAN2147   | 2028-08-01      | 2.5700%  | 0.0000% | $1200.00           | $1047.68           | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2045-05-15      | 5.0000%  | 0.0000% | $100.00            | $105.87            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-11-15      | 2.7500%  | 0.0000% | $300.00            | $220.26            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-05-15      | 3.6250%  | 0.0000% | $3600.00           | $3029.10           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-05-31      | 4.0000%  | 0.0000% | $100.00            | $102.57            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-08-31      | 3.8750%  | 0.0000% | $1000.00           | $1001.29           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-02-15      | 4.6250%  | 0.0000% | $3700.00           | $3871.05           | U.S. Treasuries (including strips) |
| GNII SF CE3629 C       | 2051-07-20      | 3.5000%  | 0.0000% | $1022.00           | $750.07            | Agency Mortgage-Backed Securities  |
| GNHA AL DJ1381 H       | 2075-04-20      | 6.5550%  | 0.0000% | $947640.00         | $1003899.17        | Agency Mortgage-Backed Securities  |
| GNII SF BS9243 C       | 2050-04-20      | 4.0000%  | 0.0000% | $1001.00           | $596.24            | Agency Mortgage-Backed Securities  |
| GNII SF CB3228 C       | 2051-02-20      | 3.5000%  | 0.0000% | $3000.00           | $1569.04           | Agency Mortgage-Backed Securities  |
| GNII SF CU9210 C       | 2053-06-20      | 6.5000%  | 0.0000% | $5000.00           | $2375.32           | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRJ2688   | 2054-10-01      | 6.5000%  | 0.0000% | $2399.00           | $2296.66           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB5298   | 2052-12-01      | 5.5000%  | 0.0000% | $9072.00           | $7654.60           | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2044-11-15      | 3.0000%  | 0.0000% | $200.00            | $158.94            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-05-15      | 2.8750%  | 0.0000% | $200.00            | $158.94            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-02-15      | 3.0000%  | 0.0000% | $200.00            | $153.60            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-05-15      | 3.0000%  | 0.0000% | $100.00            | $82.33             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-07-31      | 4.1250%  | 0.0000% | $600.00            | $613.68            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-07-15      | 1.8750%  | 0.0000% | $620100.00         | $650690.97         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-08-31      | 3.7500%  | 0.0000% | $400.00            | $399.73            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-15      | 4.2500%  | 0.0000% | $1400.00           | $1431.73           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-01-31      | 4.3750%  | 0.0000% | $2300.00           | $2382.33           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-05-15      | 3.3750%  | 0.0000% | $100.00            | $84.80             | U.S. Treasuries (including strips) |
| GNII SF CK2930 C       | 2051-12-20      | 4.0000%  | 0.0000% | $1000.00           | $604.42            | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2045-02-15      | 4.7500%  | 0.0000% | $1900.00           | $1926.06           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-15      | 2.6250%  | 0.0000% | $200.00            | $194.26            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-02-15      | 4.7500%  | 0.0000% | $3900.00           | $3953.49           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-08-15      | 0.6250%  | 0.0000% | $800.00            | $690.81            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-02-15      | 4.6250%  | 0.0000% | $300.00            | $297.34            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-02-15      | 4.6250%  | 0.0000% | $100.00            | $99.11             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-08-15      | 4.2500%  | 0.0000% | $200.00            | $186.18            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-08-15      | 4.2500%  | 0.0000% | $700.00            | $651.64            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-11-15      | 3.3750%  | 0.0000% | $100.00            | $81.73             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-08-15      | 2.7500%  | 0.0000% | $200.00            | $145.88            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-05-15      | 2.3750%  | 0.0000% | $10731300.00       | $7020719.62        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-02-15      | 2.3750%  | 0.0000% | $200.00            | $148.97            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-02-15      | 2.3750%  | 0.0000% | $18799900.00       | $14003119.61       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-02-15      | 1.8750%  | 0.0000% | $900.00            | $635.26            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-02-15      | 3.8750%  | 0.0000% | $9200.00           | $8406.25           | U.S. Treasuries (including strips) |
| FEPC 06.000 CLQJ1473   | 2054-08-01      | 6.0000%  | 0.0000% | $1000.00           | $1012.61           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX HYAN1260   | 2031-04-01      | 3.0200%  | 0.0000% | $708854.00         | $670713.24         | Agency Mortgage-Backed Securities  |
| FEPC 02.500 ZLSI2032   | 2051-06-01      | 2.5000%  | 0.0000% | $8000.00           | $5563.16           | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSD4688   | 2054-02-01      | 6.5000%  | 0.0000% | $14254433.00       | $11834702.34       | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLSD4981   | 2054-02-01      | 7.0000%  | 0.0000% | $2062.00           | $1752.26           | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLRA7925   | 2052-09-01      | 4.5000%  | 0.0000% | $39881.00          | $30428.50          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX HYAN7163   | 2027-10-01      | 2.9400%  | 0.0000% | $2000.00           | $1680.38           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX HYAM6629   | 2029-09-01      | 3.4600%  | 0.0000% | $2073.00           | $1708.59           | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HXBS3713   | 2028-11-01      | 1.6600%  | 0.0000% | $1000.00           | $860.93            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDD2496   | 2055-02-01      | 6.5000%  | 0.0000% | $1000.00           | $1018.97           | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDD0226   | 2055-03-01      | 7.0000%  | 0.0000% | $1000.00           | $914.72            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBJ3524   | 2047-11-01      | 4.0000%  | 0.0000% | $758727.00         | $115550.90         | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRJ0512   | 2053-12-01      | 6.5000%  | 0.0000% | $1000.00           | $814.58            | Agency Mortgage-Backed Securities  |
| GNII SF CV6268 C       | 2053-09-20      | 7.0000%  | 0.0000% | $1008.00           | $858.60            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFM5867   | 2049-06-01      | 3.5000%  | 0.0000% | $894323.00         | $272922.38         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM7699   | 2048-11-01      | 3.0000%  | 0.0000% | $2001.00           | $946.07            | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HYBS1196   | 2031-02-01      | 1.4800%  | 0.0000% | $2000.00           | $1745.08           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFM4257   | 2050-09-01      | 2.5000%  | 0.0000% | $2000.00           | $975.61            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDE6734   | 2055-08-01      | 5.5000%  | 0.0000% | $3854957.00        | $3923083.10        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 I4BF0567   | 2061-09-01      | 5.5000%  | 0.0000% | $16735407.00       | $12628317.67       | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HYBL6290   | 2030-05-01      | 2.0800%  | 0.0000% | $1000.00           | $910.99            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBW9574   | 2052-11-01      | 4.5000%  | 0.0000% | $2293.00           | $1757.74           | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HYBZ3092   | 2035-02-01      | 5.1400%  | 0.0000% | $1000.00           | $1043.77           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDD3653   | 2055-02-01      | 5.5000%  | 0.0000% | $109763.00         | $111130.04         | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLRA4528   | 2051-02-01      | 2.5000%  | 0.0000% | $12324.00          | $6882.68           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRA8213   | 2052-11-30      | 6.0000%  | 0.0000% | $1092542.00        | $803885.87         | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2034-08-15      | 3.8750%  | 0.0000% | $200.00            | $198.14            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-11-15      | 4.2500%  | 0.0000% | $1500.00           | $1542.52           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-08-15      | 4.1250%  | 0.0000% | $100.00            | $91.14             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-08-15      | 4.1250%  | 0.0000% | $300.00            | $273.42            | U.S. Treasuries (including strips) |
| FEPC 06.000 CLSD2040   | 2052-12-01      | 6.0000%  | 0.0000% | $2014.00           | $1432.20           | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLQJ4047   | 2054-09-01      | 7.0000%  | 0.0000% | $1195245.00        | $1226981.76        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDB7117   | 2054-07-01      | 5.5000%  | 0.0000% | $307815.00         | $310945.61         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDC0692   | 2054-11-01      | 5.5000%  | 0.0000% | $1000.00           | $996.81            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDB8697   | 2054-07-01      | 5.5000%  | 0.0000% | $4506924.00        | $4080554.08        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDD6284   | 2055-04-01      | 5.5000%  | 0.0000% | $78868.00          | $79945.49          | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDD7989   | 2055-05-01      | 6.5000%  | 0.0000% | $916067.00         | $961545.44         | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX HYAN5952   | 2032-07-01      | 3.0100%  | 0.0000% | $1078.00           | $844.69            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX HYAN8293   | 2028-02-01      | 3.2500%  | 0.0000% | $1334.00           | $1140.27           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDD6819   | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $1016.04           | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDD7380   | 2055-04-01      | 7.0000%  | 0.0000% | $1000.00           | $993.07            | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2052-02-15      | 2.2500%  | 0.0000% | $200.00            | $124.91            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-02-15      | 3.6250%  | 0.0000% | $200.00            | $166.66            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-08-15      | 2.0000%  | 0.0000% | $300.00            | $177.01            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-15      | 1.7500%  | 0.0000% | $2384000.00        | $3748822.34        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-31      | 1.2500%  | 0.0000% | $400.00            | $377.72            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-28      | 1.8750%  | 0.0000% | $100.00            | $94.51             | U.S. Treasuries (including strips) |
| FNMS 03.400 MYAM1508   | 2030-12-01      | 3.4000%  | 0.0000% | $1000.00           | $721.40            | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDE4238   | 2055-07-01      | 7.0000%  | 0.0000% | $1000.00           | $1058.59           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX HYAN2375   | 2031-09-01      | 2.5100%  | 0.0000% | $1000.00           | $814.54            | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HYBS1182   | 2031-03-01      | 1.3800%  | 0.0000% | $2000.00           | $1730.76           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDC8522   | 2054-12-01      | 5.5000%  | 0.0000% | $1031108.00        | $1040720.33        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA1992   | 2054-10-01      | 6.0000%  | 0.0000% | $25700.00          | $25787.05          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFM7512   | 2051-04-01      | 2.0000%  | 0.0000% | $5079224.00        | $3187495.12        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB0983   | 2051-07-01      | 2.5000%  | 0.0000% | $1130132.00        | $659509.39         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLMA4208   | 2050-12-01      | 2.0000%  | 0.0000% | $1998.00           | $1078.51           | Agency Mortgage-Backed Securities  |
| GNII RG CI4407 C       | 2043-10-20      | 3.5000%  | 0.0000% | $1006.00           | $721.14            | Agency Mortgage-Backed Securities  |
| GNII SF CD3283 C       | 2051-09-20      | 4.0000%  | 0.0000% | $4000.00           | $3269.14           | Agency Mortgage-Backed Securities  |
| GNII SF CI6924 C       | 2051-12-20      | 4.0000%  | 0.0000% | $1001.00           | $770.29            | Agency Mortgage-Backed Securities  |
| GNII RG CJ3389 C       | 2050-02-20      | 5.0000%  | 0.0000% | $1000.00           | $509.85            | Agency Mortgage-Backed Securities  |
| GNII RG CJ3356 C       | 2049-06-20      | 5.0000%  | 0.0000% | $1000.00           | $401.57            | Agency Mortgage-Backed Securities  |
| GNII RG CJ9373 C       | 2046-02-20      | 4.5000%  | 0.0000% | $1001.00           | $631.30            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDB2697   | 2054-04-01      | 6.0000%  | 0.0000% | $2009683.00        | $1599025.45        | Agency Mortgage-Backed Securities  |
| FMAR 841660 G          | 2050-05-01      | 3.1620%  | 0.0000% | $1789.00           | $1543.71           | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQX8670   | 2055-03-01      | 6.5000%  | 0.0000% | $1000.00           | $1044.41           | Agency Mortgage-Backed Securities  |
| GNII SF BW0562 C       | 2050-07-20      | 3.0000%  | 0.0000% | $1002.00           | $332.53            | Agency Mortgage-Backed Securities  |
| GNII RG CH7265 C       | 2044-11-20      | 4.0000%  | 0.0000% | $2003.00           | $904.67            | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2046-02-15      | 2.5000%  | 0.0000% | $700.00            | $496.56            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-05-15      | 3.0000%  | 0.0000% | $2200.00           | $1701.59           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-08-15      | 1.3750%  | 0.0000% | $400.00            | $202.30            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-12-26      | 0.0000%  | 0.0000% | $1800.00           | $1783.42           | U.S. Treasuries (including strips) |
| FEPC 05.500 CLQG7716   | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $796.29            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQJ2462   | 2054-08-01      | 6.0000%  | 0.0000% | $1000.00           | $1025.49           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRA8886   | 2053-04-01      | 6.0000%  | 0.0000% | $1079.00           | $882.99            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CTRB5321   | 2044-11-01      | 6.0000%  | 0.0000% | $1000.00           | $832.70            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBM5915   | 2046-11-01      | 3.0000%  | 0.0000% | $1995.00           | $439.73            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD9692   | 2055-05-01      | 6.0000%  | 0.0000% | $3367528.00        | $3490857.78        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLMA2771   | 2046-10-01      | 3.0000%  | 0.0000% | $1810.00           | $300.10            | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDB6670   | 2054-06-01      | 7.0000%  | 0.0000% | $1001.00           | $714.02            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBV5323   | 2052-03-01      | 2.0000%  | 0.0000% | $1025.00           | $721.64            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA1563   | 2055-04-01      | 5.5000%  | 0.0000% | $61141007.00       | $61135834.99       | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2027-01-15      | 0.3750%  | 0.0000% | $500.00            | $663.84            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-05-15      | 1.1250%  | 0.0000% | $2100.00           | $1347.81           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-12-31      | 3.8750%  | 0.0000% | $5000.00           | $5082.52           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-10-31      | 4.0000%  | 0.0000% | $100.00            | $102.82            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-02-28      | 4.0000%  | 0.0000% | $1500.00           | $1523.24           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-02-28      | 4.0000%  | 0.0000% | $1600.00           | $1624.79           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-11-15      | 1.6250%  | 0.0000% | $100.00            | $54.40             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-05-15      | 4.2500%  | 0.0000% | $1900.00           | $1949.70           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-07-31      | 4.0000%  | 0.0000% | $800.00            | $809.90            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-30      | 4.2500%  | 0.0000% | $100.00            | $102.04            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-12-31      | 4.3750%  | 0.0000% | $2100.00           | $2178.45           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-01-31      | 4.2500%  | 0.0000% | $100.00            | $102.88            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-15      | 3.6250%  | 0.0000% | $600.00            | $602.88            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-31      | 3.6250%  | 0.0000% | $157800.00         | $158292.36         | U.S. Treasuries (including strips) |
| GNII SF CI0282 C       | 2051-12-20      | 4.0000%  | 0.0000% | $1000.00           | $578.41            | Agency Mortgage-Backed Securities  |
| GNMI SF BY2839 X       | 2051-01-15      | 2.5000%  | 0.0000% | $4053.00           | $2766.76           | Agency Mortgage-Backed Securities  |
| GNII SF BX5490 C       | 2050-09-20      | 3.0000%  | 0.0000% | $4994.00           | $1324.18           | Agency Mortgage-Backed Securities  |
| GNII RG CJ6672 C       | 2046-10-20      | 3.5000%  | 0.0000% | $2056064.00        | $944306.42         | Agency Mortgage-Backed Securities  |
| GNII SF CE3711 C       | 2051-08-20      | 3.5000%  | 0.0000% | $1007.00           | $759.73            | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2026-07-15      | 0.1250%  | 0.0000% | $13900.00          | $18665.85          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-02-15      | 4.2500%  | 0.0000% | $300.00            | $279.19            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-02-15      | 4.2500%  | 0.0000% | $10400.00          | $9678.52           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-08-15      | 2.7500%  | 0.0000% | $200.00            | $156.49            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-02-15      | 3.1250%  | 0.0000% | $100.00            | $82.06             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-04-30      | 2.8750%  | 0.0000% | $18016500.00       | $17759731.09       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-15      | 1.6250%  | 0.0000% | $100.00            | $111.57            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-08-15      | 3.1250%  | 0.0000% | $100.00            | $80.53             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-08-15      | 3.6250%  | 0.0000% | $2400.00           | $2107.29           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-02-15      | 4.5000%  | 0.0000% | $100.00            | $98.51             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-05-15      | 4.6250%  | 0.0000% | $100.00            | $100.23            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-02-15      | 3.1250%  | 0.0000% | $50400.00          | $42049.99          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-08-15      | 3.8750%  | 0.0000% | $300.00            | $281.36            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-03-15      | 4.2500%  | 0.0000% | $300.00            | $302.99            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-05-15      | 4.3750%  | 0.0000% | $100.00            | $104.07            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-15      | 3.7500%  | 0.0000% | $100.00            | $101.75            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 3.7500%  | 0.0000% | $3200.00           | $3254.98           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-31      | 4.1035%  | 0.0000% | $112135900.00      | $112958437.46      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-05-31      | 4.1250%  | 0.0000% | $32225000.00       | $33109286.23       | U.S. Treasuries (including strips) |
| GNII SF CE3764 C       | 2051-08-20      | 3.5000%  | 0.0000% | $1000.00           | $644.17            | Agency Mortgage-Backed Securities  |
| GNII SF CU9025 C       | 2053-06-20      | 6.5000%  | 0.0000% | $3000.00           | $2829.25           | Agency Mortgage-Backed Securities  |
| GNII SF CV1562 C       | 2053-06-20      | 6.5000%  | 0.0000% | $1000.00           | $832.69            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRJ0316   | 2053-11-01      | 6.5000%  | 0.0000% | $8192.00           | $6796.65           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL0023   | 2054-10-01      | 6.0000%  | 0.0000% | $12741247.00       | $12331822.77       | Agency Mortgage-Backed Securities  |
| GNII RG CJ9368 C       | 2046-06-20      | 4.0000%  | 0.0000% | $1002.00           | $592.79            | Agency Mortgage-Backed Securities  |
| GNII SF CV9373 C       | 2053-07-20      | 6.5000%  | 0.0000% | $5000.00           | $4571.00           | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HYBL8565   | 2030-10-01      | 1.3300%  | 0.0000% | $1000.00           | $877.98            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDC5859   | 2054-11-01      | 5.5000%  | 0.0000% | $1000.00           | $879.11            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX HYAN6316   | 2029-08-01      | 3.2100%  | 0.0000% | $1000.00           | $903.30            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX HYAN7211   | 2032-10-01      | 3.3300%  | 0.0000% | $1054.00           | $890.88            | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HYBZ0614   | 2034-03-01      | 4.6300%  | 0.0000% | $5000.00           | $5020.55           | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX H2BZ2691   | 2034-01-01      | 5.2400%  | 0.0000% | $491003.00         | $515455.49         | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDE3071   | 2055-07-01      | 7.0000%  | 0.0000% | $1668716.00        | $1738165.62        | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDE3183   | 2055-07-01      | 7.0000%  | 0.0000% | $1000.00           | $1052.10           | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HXBZ4023   | 2030-06-01      | 4.2450%  | 0.0000% | $365760.00         | $367218.13         | Agency Mortgage-Backed Securities  |

### Security 697: BARCLAYS BANK PLC

- **C.1 - Title:** BARCLAYS BANK PLC 4.200000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1BD6O3, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: ARP1BD6O3
- **C.18 - Value (incl. sponsor support):** $70848842.00
- **C.18.a - Value (excl. sponsor support):** $70848842.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2051-05-15      | 2.3750%  | 0.0000% | $100.00            | $65.51             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-15      | 1.6250%  | 0.0000% | $1064300.00        | $989299.05         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-05-15      | 2.3750%  | 0.0000% | $11300300.00       | $10905651.15       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-05-15      | 4.7500%  | 0.0000% | $1200.00           | $1229.25           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-15      | 2.6250%  | 0.0000% | $26300.00          | $25529.76          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-06-30      | 3.2500%  | 0.0000% | $400.00            | $397.16            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-04-30      | 4.0000%  | 0.0000% | $408600.00         | $417853.74         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-05-15      | 1.2500%  | 0.0000% | $1648100.00        | $819419.66         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-03-31      | 3.8750%  | 0.0000% | $100.00            | $100.27            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-02-15      | 3.5000%  | 0.0000% | $275000.00         | $268274.88         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 0.5000%  | 0.0000% | $400.00            | $381.51            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-11-15      | 1.8750%  | 0.0000% | $102289600.00      | $58846107.27       | U.S. Treasuries (including strips) |

### Security 698: BARCLAYS BANK PLC

- **C.1 - Title:** BARCLAYS BANK PLC 4.200000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1BD6P0, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: ARP1BD6P0
- **C.18 - Value (incl. sponsor support):** $1889000000.00
- **C.18.a - Value (excl. sponsor support):** $1889000000.00
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2044-11-15      | 4.6250%  | 0.0000% | $156944800.00      | $158511697.65      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-08-15      | 1.7500%  | 0.0000% | $127427000.00      | $86861187.97       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-11-15      | 1.8750%  | 0.0000% | $10400200.00       | $5983123.26        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-08-15      | 3.0000%  | 0.0000% | $99412200.00       | $73379326.01       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-02-15      | 4.2500%  | 0.0000% | $100.00            | $93.22             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-30      | 1.2500%  | 0.0000% | $100.00            | $97.61             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-03-31      | 4.0000%  | 0.0000% | $100.00            | $101.12            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-04-30      | 2.8750%  | 0.0000% | $106074400.00      | $104495283.67      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-31      | 3.6250%  | 0.0000% | $100.00            | $100.25            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-09-30      | 3.5000%  | 0.0000% | $1400.00           | $1396.43           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-05-15      | 4.2500%  | 0.0000% | $42076800.00       | $43155123.19       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-07-31      | 3.8750%  | 0.0000% | $900.00            | $911.05            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-31      | 4.1250%  | 0.0000% | $700.00            | $708.50            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-06-30      | 3.7500%  | 0.0000% | $400.00            | $404.33            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-28      | 1.8750%  | 0.0000% | $100.00            | $94.46             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-12-31      | 1.2500%  | 0.0000% | $42571900.00       | $41429483.06       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-28      | 1.1250%  | 0.0000% | $6092500.00        | $5883748.53        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-02-15      | 2.2500%  | 0.0000% | $100.00            | $62.56             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-11-15      | 4.5000%  | 0.0000% | $100.00            | $101.72            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-03-31      | 2.5000%  | 0.0000% | $100.00            | $98.29             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-15      | 4.6250%  | 0.0000% | $27746700.00       | $28591850.83       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-06-30      | 3.2500%  | 0.0000% | $200.00            | $200.24            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-05-15      | 1.1250%  | 0.0000% | $100.00            | $64.20             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-31      | 3.8750%  | 0.0000% | $900.00            | $909.08            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-12-26      | 0.0000%  | 0.0000% | $100.00            | $99.06             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-12-18      | 0.0000%  | 0.0000% | $27253100.00       | $27021993.71       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-12-31      | 3.7500%  | 0.0000% | $2000.00           | $2024.37           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-03-31      | 4.5000%  | 0.0000% | $100.00            | $100.30            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-03-31      | 2.3750%  | 0.0000% | $300.00            | $287.32            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-31      | 2.6250%  | 0.0000% | $100.00            | $99.18             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-02-15      | 1.5000%  | 0.0000% | $935200.00         | $854317.36         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-31      | 3.1250%  | 0.0000% | $200.00            | $198.59            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-06-30      | 1.2500%  | 0.0000% | $4904600.00        | $4615105.99        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-15      | 4.3750%  | 0.0000% | $100.00            | $101.06            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-31      | 3.5000%  | 0.0000% | $100.00            | $100.27            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-09-30      | 0.8750%  | 0.0000% | $300.00            | $291.63            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-02-15      | 4.0000%  | 0.0000% | $200.00            | $201.03            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-11-30      | 4.8750%  | 0.0000% | $100.00            | $101.74            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-09-30      | 3.5000%  | 0.0000% | $1700.00           | $1687.45           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-08-15      | 3.8750%  | 0.0000% | $100.00            | $99.00             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-06-30      | 4.6250%  | 0.0000% | $150000.00         | $152637.38         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-15      | 4.3750%  | 0.0000% | $100.00            | $102.13            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-06-30      | 4.0000%  | 0.0000% | $100.00            | $101.94            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-05-31      | 4.5000%  | 0.0000% | $6300.00           | $6569.20           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-15      | 6.7500%  | 0.0000% | $1694400.00        | $1752344.24        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-05-15      | 6.2500%  | 0.0000% | $100.00            | $112.88            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-02-15      | 5.3750%  | 0.0000% | $200.00            | $216.57            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-02-26      | 0.0000%  | 0.0000% | $100.00            | $98.46             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-03-31      | 3.8750%  | 0.0000% | $1600.00           | $1604.37           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-15      | 4.1250%  | 0.0000% | $100.00            | $102.52            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-10-31      | 4.1250%  | 0.0000% | $100.00            | $103.28            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-11-15      | 4.2500%  | 0.0000% | $200.00            | $205.57            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-11-15      | 4.0000%  | 0.0000% | $145184300.00      | $131130604.94      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-02-15      | 1.8750%  | 0.0000% | $48863800.00       | $28135128.59       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-02-15      | 3.5000%  | 0.0000% | $100.00            | $97.55             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-11-15      | 2.7500%  | 0.0000% | $100.00            | $78.58             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 3.7500%  | 0.0000% | $200.00            | $203.35            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-15      | 3.7500%  | 0.0000% | $200.00            | $203.38            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-04-30      | 4.6250%  | 0.0000% | $500.00            | $530.06            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-04-30      | 3.5000%  | 0.0000% | $100.00            | $100.48            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-11-30      | 4.3750%  | 0.0000% | $800.00            | $834.17            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-05-31      | 4.1250%  | 0.0000% | $700.00            | $718.65            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-11-15      | 4.7500%  | 0.0000% | $121495900.00      | $124343703.15      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-02-15      | 4.5000%  | 0.0000% | $199951200.00      | $197079100.96      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-08-15      | 4.2500%  | 0.0000% | $100.00            | $93.23             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-05-15      | 4.6250%  | 0.0000% | $300.00            | $300.99            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-08-15      | 3.7500%  | 0.0000% | $2338000.00        | $2138146.59        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-02-15      | 4.6250%  | 0.0000% | $71974200.00       | $71434483.47       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-08-15      | 3.1250%  | 0.0000% | $100.00            | $80.60             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-05-15      | 2.5000%  | 0.0000% | $100.00            | $71.37             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-02-15      | 2.0000%  | 0.0000% | $18632300.00       | $11224600.59       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-05-15      | 2.8750%  | 0.0000% | $31598200.00       | $23466253.14       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-05-15      | 1.2500%  | 0.0000% | $100.00            | $49.72             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-05-15      | 4.6250%  | 0.0000% | $300.00            | $303.64            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-31      | 3.9965%  | 0.0000% | $300.00            | $301.75            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-12-31      | 2.6250%  | 0.0000% | $468600.00         | $470044.46         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-15      | 2.3750%  | 0.0000% | $100.00            | $98.85             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-03-31      | 2.2500%  | 0.0000% | $19800.00          | $19642.21          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-11-30      | 2.8750%  | 0.0000% | $300.00            | $302.24            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-15      | 3.8750%  | 0.0000% | $2200.00           | $2231.24           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-03-31      | 0.6250%  | 0.0000% | $400.00            | $382.31            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-30      | 1.6250%  | 0.0000% | $400.00            | $392.63            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-15      | 3.6250%  | 0.0000% | $200.00            | $200.83            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-31      | 4.0575%  | 0.0000% | $100.00            | $100.64            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-02-15      | 4.7500%  | 0.0000% | $2100.00           | $2170.54           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-08-15      | 4.2500%  | 0.0000% | $700.00            | $709.65            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-11-30      | 0.3750%  | 0.0000% | $200.00            | $199.01            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-15      | 4.5000%  | 0.0000% | $100.00            | $101.49            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-11-15      | 4.5000%  | 0.0000% | $64600000.00       | $67911073.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-15      | 4.1250%  | 0.0000% | $100.00            | $101.07            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-11-15      | 1.3750%  | 0.0000% | $100.00            | $87.07             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-04-30      | 4.6250%  | 0.0000% | $200.00            | $210.16            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-15      | 3.7500%  | 0.0000% | $300.00            | $301.92            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-06-11      | 0.0000%  | 0.0000% | $100.00            | $97.47             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-09      | 0.0000%  | 0.0000% | $100.00            | $97.19             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-05-15      | 3.0000%  | 0.0000% | $81430800.00       | $64379679.06       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-12-31      | 4.2500%  | 0.0000% | $61600000.00       | $62644428.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-11-25      | 0.0000%  | 0.0000% | $100.00            | $99.38             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-05-15      | 4.7500%  | 0.0000% | $28448600.00       | $29141935.05       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-05-15      | 3.6250%  | 0.0000% | $3000000.00        | $2527967.25        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-02-28      | 2.5000%  | 0.0000% | $100.00            | $99.62             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-02-15      | 4.0000%  | 0.0000% | $100.00            | $100.28            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-12-15      | 4.0000%  | 0.0000% | $100.00            | $101.18            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-31      | 4.1250%  | 0.0000% | $100.00            | $102.68            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-02-15      | 1.8750%  | 0.0000% | $200.00            | $177.93            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-31      | 4.3750%  | 0.0000% | $100.00            | $101.20            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-12-31      | 4.5000%  | 0.0000% | $23984800.00       | $25090259.43       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-10-21      | 0.0000%  | 0.0000% | $100.00            | $99.76             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-31      | 0.6250%  | 0.0000% | $355300.00         | $332913.79         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2038-02-15      | 4.3750%  | 0.0000% | $300.00            | $304.36            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-06      | 0.0000%  | 0.0000% | $200.00            | $193.86            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-28      | 4.1250%  | 0.0000% | $700.00            | $706.49            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-08-15      | 4.8750%  | 0.0000% | $17560000.00       | $18095119.05       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-12-31      | 1.3750%  | 0.0000% | $200.00            | $186.81            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-02-29      | 1.1250%  | 0.0000% | $100.00            | $94.34             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-09-15      | 3.3750%  | 0.0000% | $400.00            | $398.58            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-10-31      | 4.1250%  | 0.0000% | $100.00            | $103.21            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-03-31      | 4.1250%  | 0.0000% | $400.00            | $406.47            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-03-31      | 4.1250%  | 0.0000% | $93756400.00       | $95148120.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-02-29      | 4.1250%  | 0.0000% | $6182200.00        | $6288339.15        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 4.0585%  | 0.0000% | $800.00            | $805.24            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-04-30      | 4.0000%  | 0.0000% | $1300.00           | $1329.44           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-05-15      | 0.6250%  | 0.0000% | $300.00            | $261.43            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-31      | 0.5000%  | 0.0000% | $347400.00         | $330320.31         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-30      | 1.2500%  | 0.0000% | $100.00            | $94.67             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-10-14      | 0.0000%  | 0.0000% | $200.00            | $199.68            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-12-11      | 0.0000%  | 0.0000% | $100.00            | $99.22             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-12-02      | 0.0000%  | 0.0000% | $600.00            | $595.93            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-15      | 5.5000%  | 0.0000% | $45086100.00       | $47703122.67       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-15      | 2.8750%  | 0.0000% | $300.00            | $294.77            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-15      | 1.6250%  | 0.0000% | $200.00            | $185.91            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-02-15      | 1.8750%  | 0.0000% | $100.00            | $70.63             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-02-15      | 2.3750%  | 0.0000% | $240127600.00      | $178971362.54      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-11-15      | 2.7500%  | 0.0000% | $10591400.00       | $7784101.77        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-08-15      | 2.7500%  | 0.0000% | $178397000.00      | $130215627.44      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-30      | 1.5000%  | 0.0000% | $200.00            | $188.17            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-15      | 2.6250%  | 0.0000% | $900.00            | $873.64            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-05-15      | 1.6250%  | 0.0000% | $10252100.00       | $9190164.41        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-06-30      | 4.2500%  | 0.0000% | $200.00            | $206.50            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-07-31      | 4.1250%  | 0.0000% | $2100.00           | $2146.51           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-15      | 1.5000%  | 0.0000% | $9080900.00        | $8920295.20        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-09-30      | 4.6250%  | 0.0000% | $100.00            | $103.93            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-15      | 4.2500%  | 0.0000% | $700.00            | $715.44            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-01-31      | 4.3750%  | 0.0000% | $200.00            | $207.01            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-31      | 4.3750%  | 0.0000% | $100.00            | $102.36            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-05-15      | 3.3750%  | 0.0000% | $185700.00         | $157572.44         | U.S. Treasuries (including strips) |

### Security 699: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA 4.210000%
- **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: ARP1BD6Q8, C.3 - LEI: 1VUV7VQFKUOQSJ21A208, C.5 - Other ID: ARP1BD6Q8
- **C.18 - Value (incl. sponsor support):** $122000000.00
- **C.18.a - Value (excl. sponsor support):** $122000000.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNRA 2021-194 F  | 2051-11-20      | 4.0000%  | 0.0000% | $47000000.00       | $31069808.89       | Agency Collateralized Mortgage Obligation |
| GNRA 2022-006 FE | 2052-01-20      | 3.5000%  | 0.0000% | $15912847.00       | $10398039.21       | Agency Collateralized Mortgage Obligation |
| GNRA 2020-191 FA | 2048-10-20      | 4.5499%  | 0.0000% | $23500000.00       | $9748649.60        | Agency Collateralized Mortgage Obligation |
| GNRA 2023-001 KF | 2053-01-20      | 5.1388%  | 0.0000% | $24500000.00       | $16936653.77       | Agency Collateralized Mortgage Obligation |
| GNRA 2023-057 FJ | 2053-04-20      | 5.3388%  | 0.0000% | $50000000.00       | $32145615.56       | Agency Collateralized Mortgage Obligation |
| GNRA 2022-151 F  | 2052-09-20      | 5.3688%  | 0.0000% | $50000000.00       | $27816214.02       | Agency Collateralized Mortgage Obligation |

### Security 700: SMBC NIKKO SECURITIES AMERICA INC

- **C.1 - Title:** SMBC NIKKO SECURITIES AMERICA INC 4.200000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1BD6T2, C.3 - LEI: 6PJDTY319315T5LR2241, C.5 - Other ID: ARP1BD6T2
- **C.18 - Value (incl. sponsor support):** $3204000000.00
- **C.18.a - Value (excl. sponsor support):** $3204000000.00
- **C.19 - Percentage of Net Assets:** 0.8400%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2039-05-15      | 4.2500%  | 0.0000% | $1657500.00        | $1659587.62        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-11-15      | 4.3750%  | 0.0000% | $3435800.00        | $3467348.37        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-05-31      | 4.1250%  | 0.0000% | $83981300.00       | $86285830.85       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-06-30      | 4.0000%  | 0.0000% | $127900.00         | $129966.99         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-05-15      | 3.3750%  | 0.0000% | $213265800.00      | $207776604.89      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-05-15      | 4.3750%  | 0.0000% | $119586600.00      | $124449021.05      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-04-30      | 4.6250%  | 0.0000% | $70635500.00       | $74929710.35       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-30      | 4.3750%  | 0.0000% | $4173000.00        | $4325148.97        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 3.7500%  | 0.0000% | $5910100.00        | $6011635.71        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-11-15      | 4.2500%  | 0.0000% | $182974500.00      | $188161003.69      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-11-30      | 4.8750%  | 0.0000% | $1746900.00        | $1777327.50        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-01-31      | 3.5000%  | 0.0000% | $855000.00         | $853126.38         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-02-15      | 4.6250%  | 0.0000% | $798700.00         | $791609.34         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-15      | 3.8750%  | 0.0000% | $11000900.00       | $11085739.12       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 0.5000%  | 0.0000% | $11166500.00       | $10655485.27       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-03-31      | 1.2500%  | 0.0000% | $100.00            | $94.40             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-02-28      | 4.0000%  | 0.0000% | $85700.00          | $87027.91          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-09      | 0.0000%  | 0.0000% | $1119200.00        | $1088111.98        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-15      | 3.6250%  | 0.0000% | $5145200.00        | $5169903.39        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-03-31      | 4.1250%  | 0.0000% | $27132300.00       | $27514594.11       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-09-30      | 3.6250%  | 0.0000% | $105200000.00      | $104033752.80      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-12-31      | 4.3750%  | 0.0000% | $192781200.00      | $199983023.68      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-01-31      | 4.2500%  | 0.0000% | $134974800.00      | $138860027.62      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-09-30      | 3.5000%  | 0.0000% | $800.00            | $798.28            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-07-31      | 4.0000%  | 0.0000% | $11718800.00       | $11863825.25       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-30      | 4.2500%  | 0.0000% | $86581200.00       | $88345955.77       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-07-31      | 3.8750%  | 0.0000% | $273000.00         | $276577.46         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-05-15      | 4.2500%  | 0.0000% | $920000.00         | $944063.98         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-15      | 3.7500%  | 0.0000% | $147000.00         | $148016.28         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-07-15      | 0.1250%  | 0.0000% | $1100.00           | $1238.54           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-15      | 0.1250%  | 0.0000% | $13900.00          | $16346.79          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-31      | 1.1250%  | 0.0000% | $59239700.00       | $57893318.46       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-03-31      | 0.6250%  | 0.0000% | $4522500.00        | $4324120.54        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-01-15      | 0.1250%  | 0.0000% | $500.00            | $536.68            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-05-15      | 2.8750%  | 0.0000% | $800.00            | $761.31            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-07-31      | 2.6250%  | 0.0000% | $999700.00         | $966808.09         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-15      | 1.6250%  | 0.0000% | $3000000.00        | $3347121.83        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-12-31      | 3.7500%  | 0.0000% | $55418000.00       | $56129622.54       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-02-28      | 4.6250%  | 0.0000% | $213900.00         | $215307.01         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-12-18      | 0.0000%  | 0.0000% | $30000.00          | $29748.93          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-09-30      | 3.6250%  | 0.0000% | $20507300.00       | $20414237.87       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-12-26      | 0.0000%  | 0.0000% | $800.00            | $792.63            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-15      | 0.1250%  | 0.0000% | $119000.00         | $145874.30         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-31      | 3.1250%  | 0.0000% | $147000.00         | $146036.38         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-02-15      | 1.5000%  | 0.0000% | $363500.00         | $317373.51         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2037-05-15      | 5.0000%  | 0.0000% | $173700.00         | $189644.62         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-03-31      | 4.5000%  | 0.0000% | $32241700.00       | $32338940.97       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-05-31      | 4.5000%  | 0.0000% | $600.00            | $626.06            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-11-15      | 4.1250%  | 0.0000% | $60001200.00       | $61678278.54       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-03-31      | 2.3750%  | 0.0000% | $49999700.00       | $47917912.49       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2036-02-15      | 4.5000%  | 0.0000% | $5087700.00        | $5284782.23        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-03-26      | 0.0000%  | 0.0000% | $5318600.00        | $5221679.15        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-02-15      | 0.1250%  | 0.0000% | $300.00            | $189.06            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-03-15      | 3.8750%  | 0.0000% | $84909200.00       | $85589803.53       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-15      | 4.1250%  | 0.0000% | $26800000.00       | $27495265.70       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-15      | 4.0000%  | 0.0000% | $92453300.00       | $94312812.21       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-10-31      | 4.1250%  | 0.0000% | $478800.00         | $494896.36         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-08-15      | 3.8750%  | 0.0000% | $17675600.00       | $17511035.75       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2037-02-15      | 4.7500%  | 0.0000% | $1307100.00        | $1381264.20        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-05-15      | 6.2500%  | 0.0000% | $1300.00           | $1468.53           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-08-15      | 4.1250%  | 0.0000% | $621700.00         | $566607.59         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-08-15      | 4.5000%  | 0.0000% | $47250300.00       | $47895455.60       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-31      | 3.8750%  | 0.0000% | $443800.00         | $448539.89         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-15      | 4.2500%  | 0.0000% | $633500.00         | $647857.43         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-02-28      | 4.2500%  | 0.0000% | $65720800.00       | $67471871.50       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-05-31      | 4.0000%  | 0.0000% | $67100.00          | $68822.81          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-08-15      | 2.7500%  | 0.0000% | $613200.00         | $572679.44         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-08-15      | 0.6250%  | 0.0000% | $200.00            | $172.70            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-02-15      | 4.0000%  | 0.0000% | $603600.00         | $605722.26         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-10-09      | 0.0000%  | 0.0000% | $249784500.00      | $249560942.87      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-15      | 2.8750%  | 0.0000% | $100.00            | $99.22             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-31      | 4.3750%  | 0.0000% | $11900.00          | $12045.10          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-08-31      | 3.8750%  | 0.0000% | $35680400.00       | $35726260.95       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-06-30      | 0.8750%  | 0.0000% | $10411700.00       | $10211810.98       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-15      | 6.5000%  | 0.0000% | $4403200.00        | $4657704.96        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-13      | 0.0000%  | 0.0000% | $125427700.00      | $124043103.62      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-06-30      | 4.2500%  | 0.0000% | $626500.00         | $645898.32         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-06-15      | 4.6250%  | 0.0000% | $18812700.00       | $19369088.89       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-10-31      | 4.1250%  | 0.0000% | $1900.00           | $1962.09           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-03-31      | 4.1250%  | 0.0000% | $900.00            | $915.19            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-10-31      | 5.0000%  | 0.0000% | $10400.00          | $10622.88          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-03-31      | 4.1250%  | 0.0000% | $6523200.00        | $6623637.71        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-11-30      | 4.1250%  | 0.0000% | $196715400.00      | $202662696.69      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-04-30      | 4.0000%  | 0.0000% | $3709100.00        | $3795612.66        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-05-15      | 2.3750%  | 0.0000% | $1435800.00        | $1386497.86        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-05-15      | 0.6250%  | 0.0000% | $201000.00         | $175304.71         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-15      | 1.6250%  | 0.0000% | $100.00            | $93.01             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-07-15      | 1.8750%  | 0.0000% | $763100.00         | $800745.49         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-05-31      | 4.6250%  | 0.0000% | $86489300.00       | $91417518.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-08-31      | 3.7500%  | 0.0000% | $14607200.00       | $14597234.02       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-09-30      | 4.6250%  | 0.0000% | $1548700.00        | $1610654.19        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-15      | 1.5000%  | 0.0000% | $7372300.00        | $7243579.64        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-02-15      | 4.6250%  | 0.0000% | $191664000.00      | $200524674.64      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-05-15      | 1.6250%  | 0.0000% | $100.00            | $89.70             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-02-15      | 0.7500%  | 0.0000% | $357200.00         | $405562.27         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-06      | 0.0000%  | 0.0000% | $300.00            | $290.88            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2038-02-15      | 4.3750%  | 0.0000% | $625300.00         | $634590.55         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-31      | 0.6250%  | 0.0000% | $896200.00         | $840228.28         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-10-21      | 0.0000%  | 0.0000% | $10720200.00       | $10696111.71       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-11-30      | 4.1250%  | 0.0000% | $100.00            | $102.87            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-15      | 0.3750%  | 0.0000% | $945400.00         | $1240562.14        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-02-15      | 0.7500%  | 0.0000% | $600.00            | $614.58            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-11-30      | 2.8750%  | 0.0000% | $5228300.00        | $5267869.52        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-10-31      | 1.3750%  | 0.0000% | $100.00            | $94.04             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-11-15      | 1.3750%  | 0.0000% | $100.00            | $87.14             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 2.7500%  | 0.0000% | $99998000.00       | $99763447.09       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-08-15      | 3.8750%  | 0.0000% | $9434400.00        | $9412340.01        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-11-15      | 4.5000%  | 0.0000% | $37474300.00       | $39415768.53       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-07-15      | 1.8750%  | 0.0000% | $100.00            | $101.88            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-03-15      | 4.6250%  | 0.0000% | $40300.00          | $40513.45          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-02-15      | 3.5000%  | 0.0000% | $26900.00          | $24748.19          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-05-15      | 4.3750%  | 0.0000% | $4767400.00        | $4765527.60        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-01-15      | 2.5000%  | 0.0000% | $869900.00         | $1374477.59        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-30      | 1.6250%  | 0.0000% | $61452000.00       | $60342033.51       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-15      | 3.8750%  | 0.0000% | $12000800.00       | $12178748.05       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-31      | 3.8750%  | 0.0000% | $9975000.00        | $10139584.18       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-04-30      | 3.8750%  | 0.0000% | $91704200.00       | $93820341.73       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-02-15      | 0.8750%  | 0.0000% | $1600.00           | $1584.50           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-02-15      | 0.1250%  | 0.0000% | $457600.00         | $315298.95         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-31      | 0.7500%  | 0.0000% | $100.00            | $98.23             | U.S. Treasuries (including strips) |

### Security 701: SMBC NIKKO SECURITIES AMERICA INC

- **C.1 - Title:** SMBC NIKKO SECURITIES AMERICA INC 4.150000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1BD6W5, C.3 - LEI: 6PJDTY319315T5LR2241, C.5 - Other ID: ARP1BD6W5
- **C.18 - Value (incl. sponsor support):** $352000000.00
- **C.18.a - Value (excl. sponsor support):** $352000000.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2025-10-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2042-11-15      | 4.0000%  | 0.0000% | $67600.00          | $63585.03          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-05-15      | 2.8750%  | 0.0000% | $770300.00         | $559320.41         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-03-31      | 2.2500%  | 0.0000% | $2500.00           | $2480.15           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-30      | 1.6250%  | 0.0000% | $34970000.00       | $34338360.21       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-06-30      | 4.2500%  | 0.0000% | $1811400.00        | $1867486.38        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-04-30      | 4.0000%  | 0.0000% | $3319500.00        | $3396925.46        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-06-30      | 3.8750%  | 0.0000% | $100.00            | $101.64            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-11-30      | 4.1250%  | 0.0000% | $6669900.00        | $6861179.39        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-10-15      | 1.6250%  | 0.0000% | $7700500.00        | $8123852.40        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-02-15      | 0.7500%  | 0.0000% | $680300.00         | $772407.64         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-08-15      | 2.8750%  | 0.0000% | $200.00            | $152.83            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-10-21      | 0.0000%  | 0.0000% | $155494800.00      | $155145403.18      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2038-05-15      | 4.5000%  | 0.0000% | $1200.00           | $1246.76           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-02-15      | 1.8750%  | 0.0000% | $100.00            | $70.58             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-15      | 1.5000%  | 0.0000% | $627700.00         | $616740.36         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-02-15      | 0.6250%  | 0.0000% | $1220000.00        | $1303798.62        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-11-15      | 2.7500%  | 0.0000% | $100.00            | $78.57             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-02-15      | 4.0000%  | 0.0000% | $234500.00         | $235324.50         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-06-15      | 4.6250%  | 0.0000% | $23164600.00       | $23849697.10       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-05-15      | 5.0000%  | 0.0000% | $100.00            | $105.87            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-15      | 4.2500%  | 0.0000% | $12000000.00       | $12271963.96       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-15      | 0.3750%  | 0.0000% | $1200.00           | $1574.65           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-06-15      | 3.8750%  | 0.0000% | $102000.00         | $103843.60         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-02-15      | 2.1250%  | 0.0000% | $100.00            | $97.65             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-05-15      | 4.7500%  | 0.0000% | $100.00            | $102.35            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-07-15      | 1.8750%  | 0.0000% | $236300.00         | $247957.23         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-02-15      | 4.6250%  | 0.0000% | $51400.00          | $53776.23          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-11-15      | 2.3750%  | 0.0000% | $1000000.00        | $664672.25         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-02-15      | 0.1250%  | 0.0000% | $1149600.00        | $724493.85         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-11-30      | 4.8750%  | 0.0000% | $971400.00         | $988319.85         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-11-15      | 1.6250%  | 0.0000% | $100.00            | $54.40             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-12-26      | 0.0000%  | 0.0000% | $968200.00         | $959283.85         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-01-15      | 1.7500%  | 0.0000% | $4521400.00        | $4793611.67        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-02-15      | 3.1250%  | 0.0000% | $100.00            | $82.06             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-28      | 1.8750%  | 0.0000% | $1000.00           | $976.92            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-31      | 2.1250%  | 0.0000% | $300.00            | $298.76            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-08-15      | 1.7500%  | 0.0000% | $100.00            | $68.11             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-11-15      | 1.8750%  | 0.0000% | $200.00            | $114.85            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-12-31      | 4.3750%  | 0.0000% | $215500.00         | $223550.54         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-09-30      | 3.6250%  | 0.0000% | $92400.00          | $91980.69          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-03-31      | 4.1250%  | 0.0000% | $50000000.00       | $50704500.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-31      | 1.1250%  | 0.0000% | $4514800.00        | $4412189.03        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-02-28      | 4.0000%  | 0.0000% | $15752300.00       | $15996380.58       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-10-31      | 4.0685%  | 0.0000% | $1478400.00        | $1489016.21        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-05-15      | 1.1250%  | 0.0000% | $100.00            | $64.18             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-15      | 0.1250%  | 0.0000% | $4675100.00        | $5498048.37        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-02-15      | 4.6250%  | 0.0000% | $18380800.00       | $18217619.85       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-15      | 2.6250%  | 0.0000% | $100.00            | $97.13             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-02-15      | 4.5000%  | 0.0000% | $392000.00         | $386178.41         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-08-15      | 3.7500%  | 0.0000% | $100.00            | $91.43             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-11-15      | 3.7500%  | 0.0000% | $6500.00           | $5854.11           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-04-30      | 4.6250%  | 0.0000% | $402700.00         | $427181.72         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-03-31      | 4.5000%  | 0.0000% | $58100.00          | $58275.23          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 3.7500%  | 0.0000% | $497300.00         | $505843.63         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-05-15      | 4.3750%  | 0.0000% | $568900.00         | $592031.62         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-05-15      | 3.3750%  | 0.0000% | $713000.00         | $694648.27         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-11-15      | 4.2500%  | 0.0000% | $1737600.00        | $1786853.14        | U.S. Treasuries (including strips) |

### Security 702: BARCLAYS BANK PLC

- **C.1 - Title:** BARCLAYS BANK PLC 4.210000%
- **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: ARP1BD6Z8, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: ARP1BD6Z8
- **C.18 - Value (incl. sponsor support):** $1220000000.00
- **C.18.a - Value (excl. sponsor support):** $1220000000.00
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FEPC 06.000 CLQI8838   | 2054-07-01      | 6.0000%  | 0.0000% | $17916450.00       | $14585845.83       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAO4134   | 2042-06-01      | 3.5000%  | 0.0000% | $10920000.00       | $1289873.39        | Agency Mortgage-Backed Securities  |
| 05.500 FGPC Q00294 G   | 2041-04-01      | 5.5000%  | 0.0000% | $4476781.00        | $527356.23         | Agency Mortgage-Backed Securities  |
| 03.000 FGPC Q08511 G   | 2042-05-01      | 3.0000%  | 0.0000% | $158320.00         | $13724.68          | Agency Mortgage-Backed Securities  |
| 03.000 FGPC V82504 G   | 2046-07-01      | 3.0000%  | 0.0000% | $10681.00          | $3462.71           | Agency Mortgage-Backed Securities  |
| 04.500 FGPC Q00876 G   | 2041-05-01      | 4.5000%  | 0.0000% | $1440781.00        | $46589.99          | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q38492 G   | 2046-01-01      | 4.0000%  | 0.0000% | $17000000.00       | $2196032.03        | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CTRB5017   | 2039-11-01      | 3.0000%  | 0.0000% | $8341331.00        | $1356827.22        | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CIRC2815   | 2038-01-01      | 2.5000%  | 0.0000% | $1758863.00        | $1340154.50        | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD8062   | 2050-05-01      | 3.0000%  | 0.0000% | $15771802.00       | $3957772.95        | Agency Mortgage-Backed Securities  |
| 05.500 FGPC V80890 G   | 2039-12-01      | 5.5000%  | 0.0000% | $1032642.00        | $117275.84         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAY8841   | 2045-07-01      | 4.0000%  | 0.0000% | $450000.00         | $41895.97          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CL725943   | 2034-10-01      | 5.5000%  | 0.0000% | $422852.00         | $3347.47           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAZ7355   | 2045-11-01      | 3.5000%  | 0.0000% | $406641.00         | $43897.48          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CL735178   | 2034-12-01      | 5.5000%  | 0.0000% | $398455.00         | $3465.02           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIAZ4898   | 2030-08-01      | 2.5000%  | 0.0000% | $148879.00         | $11708.75          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAY6023   | 2045-09-01      | 3.5000%  | 0.0000% | $1828232.00        | $247148.60         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCA0237   | 2047-08-01      | 4.0000%  | 0.0000% | $16500000.00       | $1828486.75        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBC0281   | 2046-03-01      | 3.5000%  | 0.0000% | $163000.00         | $44556.67          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBH6441   | 2047-07-01      | 4.0000%  | 0.0000% | $1298443.00        | $146500.74         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CICB0947   | 2036-06-01      | 2.5000%  | 0.0000% | $256218.00         | $156488.63         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBM4655   | 2047-05-01      | 3.5000%  | 0.0000% | $2600000.00        | $497487.14         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBM3875   | 2048-04-01      | 4.0000%  | 0.0000% | $5127679.00        | $883014.64         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIMA4832   | 2037-12-01      | 3.5000%  | 0.0000% | $948692.00         | $611178.05         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIFS2983   | 2037-07-01      | 2.5000%  | 0.0000% | $314591.00         | $208472.82         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAP2422   | 2042-08-01      | 3.5000%  | 0.0000% | $386000.00         | $52213.59          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAW9011   | 2039-08-01      | 3.5000%  | 0.0000% | $232801.00         | $14077.43          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAY3376   | 2045-04-01      | 3.5000%  | 0.0000% | $1000000.00        | $111496.89         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAO5472   | 2042-07-01      | 3.5000%  | 0.0000% | $7737893.00        | $641578.11         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS4783   | 2045-04-01      | 3.5000%  | 0.0000% | $655000.00         | $128091.06         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIAR6885   | 2028-02-01      | 2.5000%  | 0.0000% | $2300000.00        | $86932.17          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBC6958   | 2046-04-01      | 3.5000%  | 0.0000% | $684740.00         | $119663.71         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS4886   | 2045-05-01      | 3.5000%  | 0.0000% | $2300000.00        | $447092.37         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS6879   | 2046-03-01      | 3.5000%  | 0.0000% | $995561.00         | $86369.29          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBJ5849   | 2048-01-01      | 4.0000%  | 0.0000% | $750000.00         | $174971.33         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAW9441   | 2044-07-01      | 3.5000%  | 0.0000% | $125400920.00      | $11938287.82       | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAS9927   | 2047-07-01      | 4.5000%  | 0.0000% | $35327400.00       | $6929596.94        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAS1111   | 2043-11-01      | 4.0000%  | 0.0000% | $5250000.00        | $896473.31         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBC2521   | 2046-01-01      | 3.5000%  | 0.0000% | $135000.00         | $21468.54          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS7545   | 2046-07-01      | 3.5000%  | 0.0000% | $10750000.00       | $1150923.93        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL1350   | 2055-05-01      | 6.0000%  | 0.0000% | $15285283.00       | $15526909.41       | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIAB3857   | 2026-11-01      | 2.5000%  | 0.0000% | $27000.00          | $120.27            | Agency Mortgage-Backed Securities  |
| GNII SF MA5764 M       | 2049-02-20      | 4.5000%  | 0.0000% | $6781554.00        | $505682.24         | Agency Mortgage-Backed Securities  |
| GNII SF MA5709 M       | 2049-01-20      | 3.5000%  | 0.0000% | $83497.00          | $10984.34          | Agency Mortgage-Backed Securities  |
| GNII SF MA0852 M       | 2043-03-20      | 3.5000%  | 0.0000% | $4249000.00        | $388507.35         | Agency Mortgage-Backed Securities  |
| GNII SF MA2303 M       | 2044-10-20      | 3.5000%  | 0.0000% | $8929000.00        | $662588.89         | Agency Mortgage-Backed Securities  |
| GNII SF MA0318 M       | 2042-08-20      | 3.5000%  | 0.0000% | $1105000.00        | $90212.21          | Agency Mortgage-Backed Securities  |
| GNII SF MA1678 M       | 2044-02-20      | 4.0000%  | 0.0000% | $1000000.00        | $58543.12          | Agency Mortgage-Backed Securities  |
| GNII SF MA2223 M       | 2044-09-20      | 3.5000%  | 0.0000% | $1825000.00        | $141222.34         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CTMA3771   | 2039-09-01      | 3.0000%  | 0.0000% | $25497.00          | $3635.03           | Agency Mortgage-Backed Securities  |
| FNMS 01.500 CIMA4566   | 2037-03-01      | 1.5000%  | 0.0000% | $2425000.00        | $1497854.17        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIMA4666   | 2037-07-01      | 3.0000%  | 0.0000% | $394160.00         | $252711.10         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAB5469   | 2042-06-01      | 3.5000%  | 0.0000% | $692184.00         | $58582.39          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCA2960   | 2049-01-01      | 4.5000%  | 0.0000% | $2215000.00        | $162923.62         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBD1437   | 2046-08-01      | 3.5000%  | 0.0000% | $4000853.00        | $832782.62         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBC0616   | 2046-02-01      | 4.0000%  | 0.0000% | $1234239.00        | $78131.85          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CICB3224   | 2037-03-01      | 3.0000%  | 0.0000% | $78737.00          | $45247.92          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCA3474   | 2046-04-01      | 3.5000%  | 0.0000% | $13021075.00       | $3804557.07        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CICB4547   | 2037-05-01      | 2.5000%  | 0.0000% | $61205.00          | $40596.75          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFM3957   | 2050-03-01      | 5.0000%  | 0.0000% | $657055.00         | $116373.36         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBA2101   | 2045-08-01      | 3.5000%  | 0.0000% | $3584858.00        | $388697.89         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBM4795   | 2048-08-01      | 3.5000%  | 0.0000% | $201000.00         | $68236.41          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIBT8211   | 2037-06-01      | 2.5000%  | 0.0000% | $499950.00         | $341325.25         | Agency Mortgage-Backed Securities  |
| FNMS 01.500 CIMA4601   | 2037-05-01      | 1.5000%  | 0.0000% | $314707.00         | $204119.92         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCA3681   | 2049-06-01      | 4.5000%  | 0.0000% | $55110477.00       | $9131053.59        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBM5197   | 2046-07-01      | 4.5000%  | 0.0000% | $300000.00         | $74695.37          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCA1189   | 2048-02-01      | 3.5000%  | 0.0000% | $79046952.00       | $12615529.89       | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CIZK5632   | 2028-06-01      | 2.5000%  | 0.0000% | $1100000.00        | $46194.22          | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZM2184   | 2046-11-01      | 3.5000%  | 0.0000% | $770274.00         | $292750.73         | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CIZK4881   | 2028-01-01      | 2.5000%  | 0.0000% | $5000000.00        | $168813.75         | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CIZK4374   | 2027-08-01      | 2.5000%  | 0.0000% | $5000000.00        | $110298.29         | Agency Mortgage-Backed Securities  |
| 03.500 FGPC C09068 G   | 2044-11-01      | 3.5000%  | 0.0000% | $15000.00          | $1443.92           | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLZS4754   | 2048-02-01      | 3.0000%  | 0.0000% | $563776.00         | $79153.02          | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZL3084   | 2042-05-01      | 3.5000%  | 0.0000% | $25000.00          | $4343.09           | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZL3423   | 2042-08-01      | 3.5000%  | 0.0000% | $100000.00         | $13843.68          | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZS4610   | 2045-04-01      | 3.5000%  | 0.0000% | $25000.00          | $2401.81           | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZS4607   | 2045-03-01      | 3.5000%  | 0.0000% | $1000000.00        | $97424.29          | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZL3068   | 2042-05-01      | 3.5000%  | 0.0000% | $44000.00          | $7002.67           | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZS4651   | 2046-03-01      | 3.5000%  | 0.0000% | $2937941.00        | $297062.45         | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD8056   | 2050-04-01      | 3.0000%  | 0.0000% | $2586065.00        | $514834.26         | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLRA2049   | 2049-11-01      | 3.0000%  | 0.0000% | $30816.00          | $2722.86           | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZM0059   | 2045-08-01      | 3.5000%  | 0.0000% | $91000.00          | $14674.33          | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD6566   | 2054-10-01      | 6.0000%  | 0.0000% | $9157922.00        | $8475826.80        | Agency Mortgage-Backed Securities  |
| 03.500 FGPC Q28431 G   | 2044-09-01      | 3.5000%  | 0.0000% | $1400000.00        | $204142.66         | Agency Mortgage-Backed Securities  |
| 03.500 FGPC Q06884 G   | 2042-03-01      | 3.5000%  | 0.0000% | $2314492.00        | $233891.27         | Agency Mortgage-Backed Securities  |
| 03.500 FGPC Q07758 G   | 2042-04-01      | 3.5000%  | 0.0000% | $6750000.00        | $832155.69         | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQJ4687   | 2054-09-01      | 6.5000%  | 0.0000% | $5000640.00        | $5003880.24        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLAI1206   | 2041-04-01      | 5.5000%  | 0.0000% | $12734611.00       | $411929.35         | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CIQO0971   | 2037-10-01      | 3.0000%  | 0.0000% | $276231.00         | $178141.70         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRA1217   | 2049-08-01      | 5.0000%  | 0.0000% | $656959.00         | $76035.05          | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CIQO0483   | 2037-06-01      | 2.5000%  | 0.0000% | $492044.00         | $248111.86         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAL3527   | 2042-09-01      | 3.5000%  | 0.0000% | $473364.00         | $52576.28          | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQG9236   | 2053-08-01      | 6.0000%  | 0.0000% | $310000.00         | $289440.68         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAL0079   | 2040-02-01      | 4.5000%  | 0.0000% | $403110719.00      | $12343001.00       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAK7581   | 2042-08-01      | 3.0000%  | 0.0000% | $2375000.00        | $257641.12         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS4555   | 2045-03-01      | 3.5000%  | 0.0000% | $700000.00         | $126861.83         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAT1800   | 2043-04-01      | 3.5000%  | 0.0000% | $59014669.00       | $4413750.66        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS7800   | 2046-08-01      | 3.0000%  | 0.0000% | $103500000.00      | $14702323.54       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBD6887   | 2038-09-01      | 6.0000%  | 0.0000% | $152062.00         | $25972.72          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAP1703   | 2042-08-01      | 4.5000%  | 0.0000% | $252000.00         | $30263.35          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS6395   | 2045-12-01      | 3.5000%  | 0.0000% | $6130000.00        | $587140.79         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS6573   | 2046-01-01      | 3.5000%  | 0.0000% | $2395000.00        | $258690.74         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBJ0978   | 2047-11-01      | 3.0000%  | 0.0000% | $33843.00          | $6439.54           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAP6242   | 2042-10-01      | 3.5000%  | 0.0000% | $4590000.00        | $437479.84         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCA2340   | 2048-09-01      | 4.5000%  | 0.0000% | $90150647.00       | $15732270.80       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBC4437   | 2046-04-01      | 3.5000%  | 0.0000% | $2802240.00        | $220564.52         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAS4348   | 2045-01-01      | 4.0000%  | 0.0000% | $92218741.00       | $10773697.67       | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBJ4603   | 2048-02-01      | 4.0000%  | 0.0000% | $2008442.00        | $313353.69         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBJ9175   | 2048-05-01      | 5.5000%  | 0.0000% | $482433.00         | $38542.88          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBH1380   | 2047-07-01      | 3.5000%  | 0.0000% | $7052044.00        | $1364459.97        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS5629   | 2045-08-01      | 3.5000%  | 0.0000% | $276000.00         | $36185.83          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBH5752   | 2047-11-01      | 3.5000%  | 0.0000% | $3600000.00        | $577843.61         | Agency Mortgage-Backed Securities  |
| 06.000 FGPC A69830 G   | 2037-12-01      | 6.0000%  | 0.0000% | $4003599.00        | $12697.27          | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZL9406   | 2045-04-01      | 3.5000%  | 0.0000% | $166000.00         | $31266.08          | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLZN6177   | 2049-06-01      | 3.0000%  | 0.0000% | $4910900.00        | $589569.24         | Agency Mortgage-Backed Securities  |
| 05.500 FGPC G06209 G   | 2040-05-01      | 5.5000%  | 0.0000% | $156000.00         | $2517.20           | Agency Mortgage-Backed Securities  |
| 05.500 FGPC G03202 G   | 2037-09-01      | 5.5000%  | 0.0000% | $3126597.00        | $20994.03          | Agency Mortgage-Backed Securities  |
| 05.500 FGPC G07795 G   | 2041-06-01      | 5.5000%  | 0.0000% | $25132.00          | $2082.74           | Agency Mortgage-Backed Securities  |
| 05.500 FGPC G02408 G   | 2036-12-01      | 5.5000%  | 0.0000% | $9445341.00        | $50789.68          | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZN1295   | 2048-11-01      | 4.0000%  | 0.0000% | $159745.00         | $21612.31          | Agency Mortgage-Backed Securities  |
| 05.500 FGPC G03812 G   | 2038-02-01      | 5.5000%  | 0.0000% | $9315187.00        | $50017.90          | Agency Mortgage-Backed Securities  |
| 05.500 FGPC G04788 G   | 2038-09-01      | 5.5000%  | 0.0000% | $8993829.00        | $55589.62          | Agency Mortgage-Backed Securities  |
| 05.500 FGPC G04359 G   | 2038-06-01      | 5.5000%  | 0.0000% | $1666505.00        | $15482.93          | Agency Mortgage-Backed Securities  |
| 03.500 FGPC G07295 G   | 2042-05-01      | 3.5000%  | 0.0000% | $18590513.00       | $2019764.97        | Agency Mortgage-Backed Securities  |
| 03.000 FGPC G07289 G   | 2042-11-01      | 3.0000%  | 0.0000% | $1000.00           | $174.35            | Agency Mortgage-Backed Securities  |
| 03.500 FGPC G08572 G   | 2044-02-01      | 3.5000%  | 0.0000% | $85000.00          | $6755.18           | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLZM6020   | 2048-03-01      | 3.0000%  | 0.0000% | $42603.00          | $17806.16          | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLZN4984   | 2049-04-01      | 3.0000%  | 0.0000% | $7219026.00        | $780406.24         | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CIZK8095   | 2031-06-01      | 2.5000%  | 0.0000% | $745000.00         | $108485.42         | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLZN5108   | 2049-04-01      | 3.0000%  | 0.0000% | $895289.00         | $139815.40         | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZL3214   | 2042-06-01      | 3.5000%  | 0.0000% | $25000.00          | $3321.93           | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZT0712   | 2048-10-01      | 4.0000%  | 0.0000% | $898290.00         | $65047.31          | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZL3251   | 2042-05-01      | 3.5000%  | 0.0000% | $19000.00          | $2799.62           | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZM1028   | 2046-04-01      | 3.5000%  | 0.0000% | $1750000.00        | $188967.29         | Agency Mortgage-Backed Securities  |
| FEPC 03.500 ZLZT1237   | 2043-04-01      | 3.5000%  | 0.0000% | $2000.00           | $344.36            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CTZA2501   | 2038-04-01      | 3.0000%  | 0.0000% | $1803067.00        | $272718.29         | Agency Mortgage-Backed Securities  |
| 03.000 FGPC Q10378 G   | 2042-08-01      | 3.0000%  | 0.0000% | $35389.00          | $4119.09           | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZL3398   | 2042-08-01      | 3.5000%  | 0.0000% | $65000.00          | $14506.46          | Agency Mortgage-Backed Securities  |
| 03.500 FGPC G08654 G   | 2045-07-01      | 3.5000%  | 0.0000% | $1906000.00        | $196933.08         | Agency Mortgage-Backed Securities  |
| 06.500 FGPC G04955 G   | 2038-11-01      | 6.5000%  | 0.0000% | $1625363.00        | $9237.80           | Agency Mortgage-Backed Securities  |
| 04.500 FGPC G08843 G   | 2048-10-01      | 4.5000%  | 0.0000% | $494754.00         | $45759.28          | Agency Mortgage-Backed Securities  |
| 03.500 FGPC G08641 G   | 2045-05-01      | 3.5000%  | 0.0000% | $350000.00         | $37824.68          | Agency Mortgage-Backed Securities  |
| 03.500 FGPC G08711 G   | 2046-06-01      | 3.5000%  | 0.0000% | $18715000.00       | $2165353.48        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZA5949   | 2048-11-01      | 4.5000%  | 0.0000% | $1050758.00        | $76046.64          | Agency Mortgage-Backed Securities  |
| 03.000 FGPC Q12445 G   | 2042-11-01      | 3.0000%  | 0.0000% | $5178.00           | $406.11            | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZN3204   | 2049-02-01      | 4.0000%  | 0.0000% | $180000.00         | $17527.54          | Agency Mortgage-Backed Securities  |
| 05.000 FGPC Q02257 G   | 2041-07-01      | 5.0000%  | 0.0000% | $12026210.00       | $668038.64         | Agency Mortgage-Backed Securities  |
| 05.000 FGPC Q02323 G   | 2041-07-01      | 5.0000%  | 0.0000% | $1640494.00        | $250383.59         | Agency Mortgage-Backed Securities  |
| FEPC 01.500 CISB0816   | 2037-06-01      | 1.5000%  | 0.0000% | $847497.00         | $585880.92         | Agency Mortgage-Backed Securities  |
| 03.000 FGPC Q13691 G   | 2042-12-01      | 3.0000%  | 0.0000% | $2698267.00        | $481185.40         | Agency Mortgage-Backed Securities  |
| 03.000 FGPC Q43733 G   | 2046-10-01      | 3.0000%  | 0.0000% | $1000000.00        | $240505.36         | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZA4615   | 2045-12-01      | 3.5000%  | 0.0000% | $257708.00         | $65669.77          | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZS4614   | 2045-05-01      | 3.5000%  | 0.0000% | $705247.00         | $76124.75          | Agency Mortgage-Backed Securities  |
| 03.500 FGPC Q45219 G   | 2045-01-01      | 3.5000%  | 0.0000% | $1250000.00        | $219018.71         | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLZN3397   | 2049-02-01      | 3.0000%  | 0.0000% | $194068.00         | $30765.10          | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZL8469   | 2044-09-01      | 3.5000%  | 0.0000% | $500000.00         | $83750.31          | Agency Mortgage-Backed Securities  |
| 05.500 FGPC Q02328 G   | 2041-07-01      | 5.5000%  | 0.0000% | $1538042.00        | $83848.95          | Agency Mortgage-Backed Securities  |
| 03.500 FGPC G08676 G   | 2045-11-01      | 3.5000%  | 0.0000% | $3851024.00        | $406509.01         | Agency Mortgage-Backed Securities  |
| 03.000 FGPC G08732 G   | 2046-11-01      | 3.0000%  | 0.0000% | $5928000.00        | $990835.03         | Agency Mortgage-Backed Securities  |
| 03.000 FGPC G18719 G   | 2034-01-01      | 3.0000%  | 0.0000% | $13002261.00       | $1643554.90        | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZS3572   | 2042-09-01      | 3.5000%  | 0.0000% | $200000.00         | $31557.27          | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CTZA6568   | 2039-04-01      | 3.0000%  | 0.0000% | $890360.00         | $99818.55          | Agency Mortgage-Backed Securities  |
| 06.000 FGPC C91075 G   | 2027-08-01      | 6.0000%  | 0.0000% | $3025000.00        | $9816.07           | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q61236 G   | 2049-02-01      | 4.0000%  | 0.0000% | $3718992.00        | $812400.51         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIAQ4071   | 2028-04-01      | 2.5000%  | 0.0000% | $1000000.00        | $37950.24          | Agency Mortgage-Backed Securities  |
| 03.500 FGPC G61720 G   | 2044-01-01      | 3.5000%  | 0.0000% | $90000.00          | $20640.53          | Agency Mortgage-Backed Securities  |
| 03.500 FGPC G62009 G   | 2046-08-01      | 3.5000%  | 0.0000% | $389107.00         | $99056.84          | Agency Mortgage-Backed Securities  |
| 03.000 FGPC Q09949 G   | 2042-08-01      | 3.0000%  | 0.0000% | $159744.00         | $19908.42          | Agency Mortgage-Backed Securities  |
| 03.500 FGPC Q04439 G   | 2041-11-01      | 3.5000%  | 0.0000% | $500000.00         | $24126.62          | Agency Mortgage-Backed Securities  |
| 04.000 FGPC G61761 G   | 2046-01-01      | 4.0000%  | 0.0000% | $13822918.00       | $3932821.87        | Agency Mortgage-Backed Securities  |
| 03.500 FGPC Q34980 G   | 2045-07-01      | 3.5000%  | 0.0000% | $510000.00         | $89264.24          | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CIQO0578   | 2037-07-01      | 2.5000%  | 0.0000% | $46551.00          | $35967.01          | Agency Mortgage-Backed Securities  |
| 03.500 FGPC Q32117 G   | 2045-03-01      | 3.5000%  | 0.0000% | $5540806.00        | $502420.62         | Agency Mortgage-Backed Securities  |
| 03.000 FGPC Q20569 G   | 2043-08-01      | 3.0000%  | 0.0000% | $5000.00           | $763.88            | Agency Mortgage-Backed Securities  |
| 03.500 FGPC V83709 G   | 2043-01-01      | 3.5000%  | 0.0000% | $4430091.00        | $1492479.84        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS5056   | 2045-05-01      | 3.5000%  | 0.0000% | $5051351.00        | $562189.44         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS6007   | 2045-10-01      | 3.5000%  | 0.0000% | $808534.00         | $80811.37          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS6131   | 2045-11-01      | 3.5000%  | 0.0000% | $150000.00         | $24292.48          | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CIQN9907   | 2037-04-01      | 3.0000%  | 0.0000% | $136091.00         | $81863.59          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAT6321   | 2043-06-01      | 3.5000%  | 0.0000% | $303287.00         | $62598.99          | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFS5392   | 2053-07-01      | 6.5000%  | 0.0000% | $24513654.00       | $19136762.03       | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CICB3791   | 2037-05-01      | 2.5000%  | 0.0000% | $6124522.00        | $3261588.08        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLAE0801   | 2039-09-01      | 6.0000%  | 0.0000% | $10608428.00       | $233073.94         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLAE7585   | 2040-11-01      | 5.0000%  | 0.0000% | $1297958.00        | $84324.68          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAC4613   | 2040-05-01      | 4.5000%  | 0.0000% | $1315430.00        | $299330.13         | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSL0746   | 2055-04-01      | 6.5000%  | 0.0000% | $23269334.00       | $22799771.23       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAB6228   | 2042-09-01      | 3.5000%  | 0.0000% | $183000.00         | $21692.44          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA2549   | 2046-03-01      | 3.5000%  | 0.0000% | $4191182.00        | $414516.41         | Agency Mortgage-Backed Securities  |
| GNII SF MA8570 M       | 2053-01-20      | 5.5000%  | 0.0000% | $3005160.00        | $2131309.09        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIMA1528   | 2028-07-01      | 2.5000%  | 0.0000% | $1050000.00        | $56207.92          | Agency Mortgage-Backed Securities  |
| GNII SF MA0224 M       | 2042-07-20      | 5.5000%  | 0.0000% | $84200.00          | $2594.07           | Agency Mortgage-Backed Securities  |
| GNII SF DH6438 C       | 2055-03-20      | 6.5000%  | 0.0000% | $1358729.00        | $1433162.32        | Agency Mortgage-Backed Securities  |
| GNII SF MB0023 M       | 2054-11-20      | 4.0000%  | 0.0000% | $5738726.00        | $5275929.51        | Agency Mortgage-Backed Securities  |
| GNII SF MA3802 M       | 2046-07-20      | 3.0000%  | 0.0000% | $53200000.00       | $6400033.52        | Agency Mortgage-Backed Securities  |
| GNII SF MA4718 M       | 2047-09-20      | 3.0000%  | 0.0000% | $3756000.00        | $553877.43         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL1348   | 2055-05-01      | 6.0000%  | 0.0000% | $22193771.00       | $22522706.03       | Agency Mortgage-Backed Securities  |
| GNII SF MA6474 M       | 2050-02-20      | 3.0000%  | 0.0000% | $48277681.00       | $8046668.10        | Agency Mortgage-Backed Securities  |
| GNII SF MA0225 M       | 2038-03-20      | 6.0000%  | 0.0000% | $696895.00         | $25356.51          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAE9954   | 2041-02-01      | 4.0000%  | 0.0000% | $1271309.00        | $161265.67         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLAE0349   | 2040-04-01      | 6.0000%  | 0.0000% | $10147060.00       | $156184.19         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIMA4751   | 2037-08-01      | 2.0000%  | 0.0000% | $1735053.00        | $1170351.74        | Agency Mortgage-Backed Securities  |
| FNMS 01.500 CLFS4327   | 2052-04-01      | 1.5000%  | 0.0000% | $13782863.00       | $9229699.23        | Agency Mortgage-Backed Securities  |
| GNII SF MA0088 M       | 2042-05-20      | 3.5000%  | 0.0000% | $560000.00         | $40901.20          | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY2216   | 2055-05-01      | 6.0000%  | 0.0000% | $14464858.00       | $14906388.75       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CTMA3697   | 2039-07-01      | 3.0000%  | 0.0000% | $213036.00         | $24276.39          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CTMA3741   | 2039-08-01      | 3.0000%  | 0.0000% | $2655329.00        | $314189.00         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIMA4907   | 2037-12-01      | 2.5000%  | 0.0000% | $223874.00         | $160263.91         | Agency Mortgage-Backed Securities  |
| GNII SF MA0022 M       | 2042-04-20      | 3.5000%  | 0.0000% | $692000.00         | $47587.05          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIMA4629   | 2037-06-01      | 3.0000%  | 0.0000% | $484501.00         | $305598.09         | Agency Mortgage-Backed Securities  |
| GNII SF MA0027 M       | 2042-04-20      | 6.0000%  | 0.0000% | $181067.00         | $3873.00           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBM3803   | 2046-11-01      | 3.5000%  | 0.0000% | $2800000.00        | $506173.63         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CICB4486   | 2037-08-01      | 3.0000%  | 0.0000% | $327822.00         | $260107.73         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CICB4285   | 2037-07-01      | 2.5000%  | 0.0000% | $254670.00         | $175563.75         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CTBM1865   | 2029-01-01      | 6.0000%  | 0.0000% | $1363400.00        | $51928.90          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIFS4794   | 2037-08-01      | 2.0000%  | 0.0000% | $656906.00         | $459433.05         | Agency Mortgage-Backed Securities  |
| FNMS 01.500 CIBW3040   | 2037-06-01      | 1.5000%  | 0.0000% | $399224.00         | $285200.20         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLAD5025   | 2040-08-01      | 5.5000%  | 0.0000% | $1977161.00        | $123694.24         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIBW5970   | 2037-07-01      | 2.5000%  | 0.0000% | $621237.00         | $406821.97         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAV9187   | 2044-03-01      | 4.0000%  | 0.0000% | $26798000.00       | $3469722.32        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS7921   | 2046-09-01      | 3.5000%  | 0.0000% | $1600000.00        | $382971.48         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBC3218   | 2046-04-01      | 3.5000%  | 0.0000% | $723480.00         | $132341.22         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAZ7336   | 2045-11-01      | 3.5000%  | 0.0000% | $400000.00         | $64146.51          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAU9831   | 2043-11-01      | 3.5000%  | 0.0000% | $250000.00         | $18249.71          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAZ7366   | 2045-11-01      | 4.0000%  | 0.0000% | $57418790.00       | $10084951.50       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBD2440   | 2047-01-01      | 3.5000%  | 0.0000% | $300000.00         | $51890.81          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS6203   | 2045-11-01      | 3.5000%  | 0.0000% | $1506141.00        | $97766.85          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBO5345   | 2049-11-01      | 3.0000%  | 0.0000% | $89091.00          | $20975.23          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBM3612   | 2047-02-01      | 4.0000%  | 0.0000% | $116000.00         | $21876.10          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBP0038   | 2049-12-01      | 3.0000%  | 0.0000% | $420900.00         | $106070.42         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAY8840   | 2045-07-01      | 3.5000%  | 0.0000% | $1054536.00        | $184806.19         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAU1650   | 2043-07-01      | 3.5000%  | 0.0000% | $6130000.00        | $680653.48         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA8526   | 2051-01-01      | 2.5000%  | 0.0000% | $60000000.00       | $28367882.65       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIBX1270   | 2037-10-01      | 3.0000%  | 0.0000% | $126495.00         | $72408.75          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL930249   | 2038-12-01      | 6.0000%  | 0.0000% | $8898085.00        | $158923.10         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL929605   | 2038-06-01      | 6.0000%  | 0.0000% | $6657643.00        | $239099.12         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLAE0443   | 2039-10-01      | 6.5000%  | 0.0000% | $1198846.00        | $19379.40          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CICB3444   | 2037-04-01      | 2.5000%  | 0.0000% | $1698225.00        | $1139158.36        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB7475   | 2053-11-01      | 5.5000%  | 0.0000% | $7445111.00        | $6230603.50        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CL888813   | 2037-03-01      | 6.5000%  | 0.0000% | $4203655.00        | $44166.87          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLAE8023   | 2040-11-01      | 5.0000%  | 0.0000% | $1505780.00        | $79327.47          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIFS3271   | 2037-08-01      | 3.0000%  | 0.0000% | $3215783.00        | $2285242.91        | Agency Mortgage-Backed Securities  |
| GNMI SF AB5980 X       | 2045-12-15      | 4.5000%  | 0.0000% | $948991.00         | $43333.86          | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQX9429   | 2055-04-01      | 6.0000%  | 0.0000% | $10117959.00       | $10253891.27       | Agency Mortgage-Backed Securities  |
| GNMI SF AB5966 X       | 2045-09-15      | 4.5000%  | 0.0000% | $3399703.00        | $44256.84          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBU4724   | 2054-07-01      | 5.5000%  | 0.0000% | $34713075.00       | $32289274.13       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAU3195   | 2043-08-01      | 3.0000%  | 0.0000% | $125000.00         | $20897.23          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBJ2854   | 2048-03-01      | 4.0000%  | 0.0000% | $8534238.00        | $1673203.20        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIBM1888   | 2031-10-01      | 2.5000%  | 0.0000% | $1039612.00        | $80789.72          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBM1285   | 2047-05-01      | 4.5000%  | 0.0000% | $190000.00         | $23488.00          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIBW5042   | 2037-12-01      | 2.5000%  | 0.0000% | $28359.00          | $20540.53          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIBM1890   | 2032-01-01      | 2.5000%  | 0.0000% | $275000.00         | $35235.27          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBM1948   | 2041-07-01      | 6.0000%  | 0.0000% | $15534000.00       | $3533435.72        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CICB3759   | 2037-03-01      | 2.5000%  | 0.0000% | $1301444.00        | $777730.51         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIFS5057   | 2038-01-01      | 2.5000%  | 0.0000% | $41527.00          | $30406.95          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIBO4944   | 2034-11-01      | 2.5000%  | 0.0000% | $93000.00          | $27242.66          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE0098   | 2055-06-01      | 6.0000%  | 0.0000% | $9742136.00        | $10122909.13       | Agency Mortgage-Backed Securities  |
| GNII SF MA1286 M       | 2043-09-20      | 4.0000%  | 0.0000% | $25492.00          | $1455.27           | Agency Mortgage-Backed Securities  |
| GNII SF MA1285 M       | 2043-09-20      | 3.5000%  | 0.0000% | $14058798.00       | $1375233.80        | Agency Mortgage-Backed Securities  |
| GNII SF MA1157 M       | 2043-07-20      | 3.5000%  | 0.0000% | $955000.00         | $97111.21          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIMA4775   | 2037-10-01      | 3.5000%  | 0.0000% | $3900.00           | $2440.77           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLMA3960   | 2050-03-01      | 3.0000%  | 0.0000% | $1659156.00        | $304195.45         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIMA4538   | 2037-02-01      | 3.0000%  | 0.0000% | $1297160.00        | $750217.23         | Agency Mortgage-Backed Securities  |
| GNII SF MB0024 M       | 2054-11-20      | 4.5000%  | 0.0000% | $75993690.00       | $71598048.70       | Agency Mortgage-Backed Securities  |
| GNII SF MA4651 M       | 2047-08-20      | 3.0000%  | 0.0000% | $9876000.00        | $1346340.09        | Agency Mortgage-Backed Securities  |
| GNII SF MA5652 M       | 2048-12-20      | 4.5000%  | 0.0000% | $85754297.00       | $5883735.74        | Agency Mortgage-Backed Securities  |
| 03.000 FGPC Q34990 G   | 2045-08-01      | 3.0000%  | 0.0000% | $46397892.00       | $7455705.77        | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CIQO1175   | 2038-02-01      | 3.0000%  | 0.0000% | $224050.00         | $149134.03         | Agency Mortgage-Backed Securities  |
| 04.000 FGPC G60344 G   | 2045-12-01      | 4.0000%  | 0.0000% | $540000.00         | $92751.93          | Agency Mortgage-Backed Securities  |
| 05.500 FGPC Q01609 G   | 2041-06-01      | 5.5000%  | 0.0000% | $1524875.00        | $119893.23         | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLQA0055   | 2049-06-01      | 3.0000%  | 0.0000% | $808840.00         | $87869.31          | Agency Mortgage-Backed Securities  |
| 03.500 FGPC Q19384 G   | 2043-06-01      | 3.5000%  | 0.0000% | $1100000.00        | $166736.76         | Agency Mortgage-Backed Securities  |
| 04.500 FGPC Q57426 G   | 2048-07-01      | 4.5000%  | 0.0000% | $25000.00          | $2027.66           | Agency Mortgage-Backed Securities  |
| 04.500 FGPC G60018 G   | 2043-12-01      | 4.5000%  | 0.0000% | $418000.00         | $40929.30          | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLQA9049   | 2050-04-01      | 3.0000%  | 0.0000% | $2316541.00        | $730767.78         | Agency Mortgage-Backed Securities  |
| 03.000 FGPC Q15239 G   | 2043-02-01      | 3.0000%  | 0.0000% | $4096518.00        | $622778.06         | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLQA6448   | 2050-01-01      | 3.0000%  | 0.0000% | $56123.00          | $11629.05          | Agency Mortgage-Backed Securities  |
| 05.500 FGPC Q00293 G   | 2041-04-01      | 5.5000%  | 0.0000% | $2781935.00        | $344283.25         | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZS4642   | 2045-12-01      | 3.5000%  | 0.0000% | $500000.00         | $54381.51          | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZS4626   | 2045-08-01      | 3.5000%  | 0.0000% | $213000.00         | $21047.75          | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZS4707   | 2047-03-01      | 3.5000%  | 0.0000% | $1000000.00        | $132432.48         | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CISB0316   | 2033-01-01      | 2.5000%  | 0.0000% | $985882.00         | $200207.62         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZA5947   | 2048-11-01      | 4.5000%  | 0.0000% | $1147416.00        | $87088.62          | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZN4632   | 2048-12-01      | 4.0000%  | 0.0000% | $50180730.00       | $5533232.58        | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q61301 G   | 2049-02-01      | 4.0000%  | 0.0000% | $1105769.00        | $69225.65          | Agency Mortgage-Backed Securities  |
| 03.500 FGPC Q33547 G   | 2045-05-01      | 3.5000%  | 0.0000% | $250000.00         | $36762.94          | Agency Mortgage-Backed Securities  |
| 04.500 FGPC Q63996 G   | 2049-05-01      | 4.5000%  | 0.0000% | $864176.00         | $554383.63         | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZM3967   | 2047-08-01      | 3.5000%  | 0.0000% | $970000.00         | $91801.76          | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLZN4288   | 2049-03-01      | 3.0000%  | 0.0000% | $230330.00         | $27034.58          | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZS4689   | 2046-11-01      | 3.5000%  | 0.0000% | $1000.00           | $134.93            | Agency Mortgage-Backed Securities  |
| 04.500 FGPC G61578 G   | 2048-08-01      | 4.5000%  | 0.0000% | $22000000.00       | $1678062.38        | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZN2844   | 2049-01-01      | 4.0000%  | 0.0000% | $12032537.00       | $568939.11         | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLZS4788   | 2048-09-01      | 3.0000%  | 0.0000% | $961433.00         | $135211.22         | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZM0948   | 2046-04-01      | 3.5000%  | 0.0000% | $1500000.00        | $139269.28         | Agency Mortgage-Backed Securities  |
| 03.500 FGPC G61195 G   | 2044-08-01      | 3.5000%  | 0.0000% | $236000.00         | $58765.34          | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZS3883   | 2043-12-01      | 3.5000%  | 0.0000% | $500000.00         | $73748.96          | Agency Mortgage-Backed Securities  |
| 04.000 FGPC V83169 G   | 2047-04-01      | 4.0000%  | 0.0000% | $62562572.00       | $4698263.82        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS6534   | 2046-01-01      | 3.5000%  | 0.0000% | $480000.00         | $52669.03          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS6393   | 2045-12-01      | 3.5000%  | 0.0000% | $1234816.00        | $125168.80         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLAH3966   | 2041-02-01      | 5.0000%  | 0.0000% | $2474623.00        | $84881.18          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAZ8655   | 2045-11-01      | 3.5000%  | 0.0000% | $1001506.00        | $140549.87         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBK7660   | 2048-10-01      | 4.5000%  | 0.0000% | $356688.00         | $21494.43          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLAI1963   | 2041-04-01      | 5.5000%  | 0.0000% | $3763060.00        | $251755.47         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CTAI4613   | 2031-07-01      | 4.5000%  | 0.0000% | $2158341.00        | $75250.36          | Agency Mortgage-Backed Securities  |
| 05.500 FGPC C91165 G   | 2028-03-01      | 5.5000%  | 0.0000% | $26458.00          | $68.66             | Agency Mortgage-Backed Securities  |
| 05.500 FGPC A90726 G   | 2040-01-01      | 5.5000%  | 0.0000% | $7112245.00        | $467601.58         | Agency Mortgage-Backed Securities  |
| 05.500 FGPC A90380 G   | 2039-12-01      | 5.5000%  | 0.0000% | $3331416.00        | $275986.19         | Agency Mortgage-Backed Securities  |
| 05.500 FGPC A83066 G   | 2038-11-01      | 5.5000%  | 0.0000% | $3776120.00        | $10942.86          | Agency Mortgage-Backed Securities  |
| 05.500 FGPC A77057 G   | 2038-05-01      | 5.5000%  | 0.0000% | $2000000.00        | $6770.03           | Agency Mortgage-Backed Securities  |
| 06.000 FGPC A88904 G   | 2039-09-01      | 6.0000%  | 0.0000% | $1149418.00        | $29618.42          | Agency Mortgage-Backed Securities  |
| 06.500 FGPC C01151 G   | 2031-03-01      | 6.5000%  | 0.0000% | $522990.00         | $279.70            | Agency Mortgage-Backed Securities  |
| 06.500 FGPC A65070 G   | 2037-09-01      | 6.5000%  | 0.0000% | $6437794.00        | $20899.38          | Agency Mortgage-Backed Securities  |
| 05.500 FGPC A89607 G   | 2039-11-01      | 5.5000%  | 0.0000% | $1021426.00        | $80834.37          | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLZS4706   | 2047-03-01      | 3.0000%  | 0.0000% | $3539673.00        | $756456.87         | Agency Mortgage-Backed Securities  |
| 06.500 FGPC G05580 G   | 2039-04-01      | 6.5000%  | 0.0000% | $678637.00         | $6997.54           | Agency Mortgage-Backed Securities  |
| 06.000 FGPC G03969 G   | 2038-02-01      | 6.0000%  | 0.0000% | $4311563.00        | $39192.51          | Agency Mortgage-Backed Securities  |
| 06.500 FGPC G04173 G   | 2037-12-01      | 6.5000%  | 0.0000% | $603821.00         | $6093.68           | Agency Mortgage-Backed Securities  |
| 06.500 FGPC G06670 G   | 2039-09-01      | 6.5000%  | 0.0000% | $175000.00         | $2863.42           | Agency Mortgage-Backed Securities  |
| 03.500 FGPC C04060 G   | 2042-06-01      | 3.5000%  | 0.0000% | $4735000.00        | $424751.97         | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLZS4725   | 2047-07-01      | 3.0000%  | 0.0000% | $112744.00         | $16626.35          | Agency Mortgage-Backed Securities  |
| GNII SF MA7135 M       | 2051-01-20      | 2.0000%  | 0.0000% | $63686409.00       | $31867379.49       | Agency Mortgage-Backed Securities  |
| GNII SF MA5468 M       | 2048-09-20      | 5.0000%  | 0.0000% | $247169.00         | $19217.78          | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCC0594   | 2055-06-01      | 6.5000%  | 0.0000% | $25431162.00       | $26394042.94       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLAE4303   | 2040-09-01      | 5.0000%  | 0.0000% | $33917394.00       | $1713043.67        | Agency Mortgage-Backed Securities  |
| FNMS 01.500 CIMA4581   | 2037-04-01      | 1.5000%  | 0.0000% | $4263416.00        | $2667927.68        | Agency Mortgage-Backed Securities  |
| GNMI SF 770409 X       | 2041-06-15      | 4.5000%  | 0.0000% | $569403.00         | $8695.47           | Agency Mortgage-Backed Securities  |
| GNMI SF BD4016 X       | 2049-10-15      | 3.0000%  | 0.0000% | $26500831.00       | $4594158.96        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIMA5090   | 2038-06-01      | 3.0000%  | 0.0000% | $547857.00         | $416440.61         | Agency Mortgage-Backed Securities  |
| GNII SF DH6435 C       | 2055-04-20      | 6.5000%  | 0.0000% | $1511153.00        | $1592883.19        | Agency Mortgage-Backed Securities  |
| 03.500 FGPC G60136 G   | 2043-12-01      | 3.5000%  | 0.0000% | $1740000.00        | $406113.26         | Agency Mortgage-Backed Securities  |
| 03.000 FGPC Q44663 G   | 2046-11-01      | 3.0000%  | 0.0000% | $508840.00         | $105481.92         | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q62886 G   | 2049-04-01      | 4.0000%  | 0.0000% | $3609696.00        | $311139.48         | Agency Mortgage-Backed Securities  |
| 03.500 FGPC G60963 G   | 2044-12-01      | 3.5000%  | 0.0000% | $497957.00         | $91410.63          | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q47571 G   | 2047-04-01      | 4.0000%  | 0.0000% | $8542295.00        | $630515.19         | Agency Mortgage-Backed Securities  |
| 03.500 FGPC Q16644 G   | 2043-03-01      | 3.5000%  | 0.0000% | $28000.00          | $4555.18           | Agency Mortgage-Backed Securities  |
| 03.500 FGPC Q31356 G   | 2045-02-01      | 3.5000%  | 0.0000% | $30000.00          | $8377.45           | Agency Mortgage-Backed Securities  |
| 03.500 FGPC Q18615 G   | 2043-05-01      | 3.5000%  | 0.0000% | $3098106.00        | $469844.48         | Agency Mortgage-Backed Securities  |
| 03.000 FGPC Q11553 G   | 2042-10-01      | 3.0000%  | 0.0000% | $67827.00          | $12614.48          | Agency Mortgage-Backed Securities  |
| 03.000 FGPC Q14276 G   | 2043-01-01      | 3.0000%  | 0.0000% | $2519000.00        | $441429.85         | Agency Mortgage-Backed Securities  |
| 03.000 FGPC Q14935 G   | 2043-01-01      | 3.0000%  | 0.0000% | $166723.00         | $25999.43          | Agency Mortgage-Backed Securities  |
| 05.000 FGPC Q31864 G   | 2040-11-01      | 5.0000%  | 0.0000% | $881287.00         | $131879.31         | Agency Mortgage-Backed Securities  |
| 03.500 FGPC Q17647 G   | 2043-04-01      | 3.5000%  | 0.0000% | $4608244.00        | $316374.45         | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q60732 G   | 2048-12-01      | 4.0000%  | 0.0000% | $1748541.00        | $704502.11         | Agency Mortgage-Backed Securities  |
| 04.500 FGPC G60384 G   | 2046-01-01      | 4.5000%  | 0.0000% | $352675.00         | $37224.79          | Agency Mortgage-Backed Securities  |
| 04.000 FGPC G67711 G   | 2048-03-01      | 4.0000%  | 0.0000% | $3461000.00        | $826962.19         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIAT2060   | 2028-04-01      | 2.5000%  | 0.0000% | $470000.00         | $17715.49          | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CIRC2057   | 2036-05-01      | 3.0000%  | 0.0000% | $83266.00          | $40469.81          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLAH7402   | 2041-06-01      | 5.5000%  | 0.0000% | $1258696.00        | $57098.56          | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CIQO1607   | 2038-09-01      | 3.0000%  | 0.0000% | $183182.00         | $152820.43         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLAH5991   | 2041-03-01      | 5.0000%  | 0.0000% | $2707941.00        | $166959.06         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLAH5962   | 2041-02-01      | 5.0000%  | 0.0000% | $1875775.00        | $231524.89         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLAI5790   | 2041-07-01      | 5.5000%  | 0.0000% | $1897684.00        | $102582.37         | Agency Mortgage-Backed Securities  |
| FNMS 07.500 CL630993   | 2031-09-01      | 7.5000%  | 0.0000% | $13440401.00       | $71851.91          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAJ1890   | 2042-05-01      | 4.0000%  | 0.0000% | $2699234.00        | $615218.63         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CL782244   | 2034-07-01      | 5.5000%  | 0.0000% | $1177570.00        | $13906.86          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CTBM5276   | 2029-09-01      | 6.0000%  | 0.0000% | $3079554.00        | $60473.13          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLAI1172   | 2041-04-01      | 5.5000%  | 0.0000% | $8496607.00        | $527736.52         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBM4197   | 2047-03-01      | 3.0000%  | 0.0000% | $39000000.00       | $7105080.74        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLAK0695   | 2042-03-01      | 5.0000%  | 0.0000% | $1172012.00        | $82068.13          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL745458   | 2036-04-01      | 6.0000%  | 0.0000% | $14395676.00       | $105431.65         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIAL2462   | 2027-10-01      | 2.5000%  | 0.0000% | $4691803.00        | $132617.65         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAJ1889   | 2042-04-01      | 4.0000%  | 0.0000% | $1377853.00        | $459216.61         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAK5035   | 2042-02-01      | 4.5000%  | 0.0000% | $13654237.00       | $140617.53         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLAI2650   | 2041-06-01      | 5.5000%  | 0.0000% | $4454354.00        | $172292.11         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLAI5791   | 2041-07-01      | 5.5000%  | 0.0000% | $1123093.00        | $115602.47         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBU4462   | 2054-04-01      | 5.5000%  | 0.0000% | $23263541.00       | $21040280.63       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBM5078   | 2047-05-01      | 3.5000%  | 0.0000% | $1700000.00        | $423439.18         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBN3112   | 2049-04-01      | 4.0000%  | 0.0000% | $1591723.00        | $379337.42         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CICB4802   | 2037-07-01      | 2.5000%  | 0.0000% | $272164.00         | $156567.58         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CL888814   | 2037-08-01      | 6.5000%  | 0.0000% | $2364120.00        | $11466.57          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CL929950   | 2038-09-01      | 5.5000%  | 0.0000% | $4494306.00        | $480924.10         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL995251   | 2038-11-01      | 6.0000%  | 0.0000% | $22862795.00       | $258919.72         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAB4300   | 2042-01-01      | 3.5000%  | 0.0000% | $58000.00          | $4499.50           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCA1191   | 2047-11-01      | 3.5000%  | 0.0000% | $11678260.00       | $1567302.24        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAB7965   | 2043-02-01      | 3.5000%  | 0.0000% | $265000.00         | $29782.81          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCA2652   | 2048-11-01      | 5.0000%  | 0.0000% | $1285011.00        | $147416.99         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL981726   | 2038-07-01      | 6.0000%  | 0.0000% | $36270.00          | $2056.91           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL995069   | 2038-10-01      | 6.0000%  | 0.0000% | $50000.00          | $622.70            | Agency Mortgage-Backed Securities  |
| GNII SF MA3106 M       | 2045-09-20      | 4.0000%  | 0.0000% | $17775000.00       | $1281299.96        | Agency Mortgage-Backed Securities  |
| GNII SF MA2224 M       | 2044-09-20      | 4.0000%  | 0.0000% | $402357.00         | $26862.10          | Agency Mortgage-Backed Securities  |
| GNII SF MA1225 M       | 2043-08-20      | 4.0000%  | 0.0000% | $10658545.00       | $632181.93         | Agency Mortgage-Backed Securities  |
| GNII SF MA2893 M       | 2045-05-20      | 4.0000%  | 0.0000% | $655000.00         | $60622.16          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS9300   | 2054-10-01      | 6.0000%  | 0.0000% | $15736316.00       | $14990816.05       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLAD9720   | 2040-08-01      | 5.5000%  | 0.0000% | $1926737.00        | $227380.84         | Agency Mortgage-Backed Securities  |
| GNII SF MA1839 M       | 2044-04-20      | 4.0000%  | 0.0000% | $75000.00          | $4575.26           | Agency Mortgage-Backed Securities  |
| 06.000 FGPC D97493 G   | 2027-12-01      | 6.0000%  | 0.0000% | $2000000.00        | $4675.34           | Agency Mortgage-Backed Securities  |
| 04.500 FGPC G08827 G   | 2048-07-01      | 4.5000%  | 0.0000% | $2767500.00        | $248872.23         | Agency Mortgage-Backed Securities  |
| 06.500 FGPC G08066 G   | 2035-06-01      | 6.5000%  | 0.0000% | $761000.00         | $10127.79          | Agency Mortgage-Backed Securities  |
| 03.000 FGPC G07306 G   | 2043-02-01      | 3.0000%  | 0.0000% | $171936.00         | $30925.19          | Agency Mortgage-Backed Securities  |
| 06.000 FGPC G03551 G   | 2037-11-01      | 6.0000%  | 0.0000% | $18276751.00       | $125238.29         | Agency Mortgage-Backed Securities  |
| 04.500 FGPC G08858 G   | 2049-01-01      | 4.5000%  | 0.0000% | $3000.00           | $184.44            | Agency Mortgage-Backed Securities  |
| 05.500 FGPC G03150 G   | 2037-08-01      | 5.5000%  | 0.0000% | $16012676.00       | $78002.20          | Agency Mortgage-Backed Securities  |
| 03.500 FGPC G08488 G   | 2042-04-01      | 3.5000%  | 0.0000% | $3250000.00        | $259447.38         | Agency Mortgage-Backed Securities  |
| 03.500 FGPC G08681 G   | 2045-12-01      | 3.5000%  | 0.0000% | $12558000.00       | $1367493.52        | Agency Mortgage-Backed Securities  |
| 06.500 FGPC A80793 G   | 2038-08-01      | 6.5000%  | 0.0000% | $144824.00         | $3469.87           | Agency Mortgage-Backed Securities  |
| 03.500 FGPC G06784 G   | 2041-10-01      | 3.5000%  | 0.0000% | $8000000.00        | $395692.15         | Agency Mortgage-Backed Securities  |
| 05.500 FGPC A79390 G   | 2038-07-01      | 5.5000%  | 0.0000% | $9724436.00        | $82143.34          | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZS4622   | 2045-07-01      | 3.5000%  | 0.0000% | $16000.00          | $1651.17           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLZS4792   | 2048-09-01      | 5.0000%  | 0.0000% | $1424791.00        | $147635.25         | Agency Mortgage-Backed Securities  |
| 03.500 FGPC G61721 G   | 2046-11-01      | 3.5000%  | 0.0000% | $380000.00         | $60001.22          | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLZN3526   | 2049-02-01      | 3.0000%  | 0.0000% | $1088255.00        | $86524.66          | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZS9507   | 2045-10-01      | 3.5000%  | 0.0000% | $35000.00          | $8394.45           | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZS4678   | 2046-09-01      | 3.5000%  | 0.0000% | $1000000.00        | $122117.25         | Agency Mortgage-Backed Securities  |
| 04.500 FGPC Q27614 G   | 2044-05-01      | 4.5000%  | 0.0000% | $863747.00         | $220177.46         | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CIZS8549   | 2030-01-01      | 2.5000%  | 0.0000% | $3325000.00        | $229477.07         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZA6140   | 2048-12-01      | 4.5000%  | 0.0000% | $1129513.00        | $70063.72          | Agency Mortgage-Backed Securities  |
| 03.000 FGPC G61985 G   | 2047-10-01      | 3.0000%  | 0.0000% | $21281788.00       | $4965193.08        | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZA1195   | 2042-05-01      | 3.5000%  | 0.0000% | $45000.00          | $7246.06           | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZT1595   | 2049-01-01      | 4.5000%  | 0.0000% | $13055551.00       | $801681.69         | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2049-05-15      | 2.8750%  | 0.0000% | $1294500.00        | $961354.28         | U.S. Treasuries (including strips) |
| GNII SF DK3080 C       | 2055-07-20      | 6.5000%  | 0.0000% | $5275635.00        | $5500181.14        | Agency Mortgage-Backed Securities  |
| 06.000 FGPC C91213 G   | 2028-10-01      | 6.0000%  | 0.0000% | $2000000.00        | $8510.22           | Agency Mortgage-Backed Securities  |
| 04.500 FGPC A91161 G   | 2040-02-01      | 4.5000%  | 0.0000% | $12000000.00       | $295940.85         | Agency Mortgage-Backed Securities  |
| 03.500 FGPC C03719 G   | 2041-10-01      | 3.5000%  | 0.0000% | $500000.00         | $22222.24          | Agency Mortgage-Backed Securities  |
| 03.000 FGPC C09008 G   | 2042-08-01      | 3.0000%  | 0.0000% | $28506.00          | $3145.11           | Agency Mortgage-Backed Securities  |
| 06.500 FGPC A84116 G   | 2039-01-01      | 6.5000%  | 0.0000% | $326933.00         | $6054.04           | Agency Mortgage-Backed Securities  |
| 06.000 FGPC G06534 G   | 2038-12-01      | 6.0000%  | 0.0000% | $748357.00         | $12729.91          | Agency Mortgage-Backed Securities  |
| 05.000 FGPC A91351 G   | 2040-03-01      | 5.0000%  | 0.0000% | $1201282.00        | $17212.23          | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CIZK4686   | 2027-11-01      | 2.5000%  | 0.0000% | $10000000.00       | $270223.83         | Agency Mortgage-Backed Securities  |
| 05.500 FGPC A83727 G   | 2033-09-01      | 5.5000%  | 0.0000% | $9859570.00        | $166329.67         | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSD5077   | 2054-03-01      | 6.5000%  | 0.0000% | $5000000.00        | $4279344.90        | Agency Mortgage-Backed Securities  |
| 06.000 FGPC C91112 G   | 2027-10-01      | 6.0000%  | 0.0000% | $2048309.00        | $2750.73           | Agency Mortgage-Backed Securities  |
| 04.500 FGPC G08853 G   | 2048-12-01      | 4.5000%  | 0.0000% | $2000.00           | $143.03            | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2040-08-15      | 3.8750%  | 0.0000% | $9000000.00        | $8443671.75        | U.S. Treasuries (including strips) |
| FNMS 05.000 CLMA3617   | 2049-03-01      | 5.0000%  | 0.0000% | $329126.00         | $29258.26          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBN3197   | 2049-01-01      | 4.0000%  | 0.0000% | $6225454.00        | $1183438.21        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CTMA3831   | 2039-11-01      | 3.0000%  | 0.0000% | $641816.00         | $95880.09          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLMA3685   | 2049-06-01      | 3.0000%  | 0.0000% | $997405.00         | $98356.22          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLMA3871   | 2049-12-01      | 3.0000%  | 0.0000% | $1269360.00        | $215962.80         | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSL0750   | 2055-04-01      | 6.5000%  | 0.0000% | $18757920.00       | $18127246.18       | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLSL1064   | 2055-03-01      | 7.0000%  | 0.0000% | $11727407.00       | $11356256.96       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLMA3774   | 2049-09-01      | 3.0000%  | 0.0000% | $9909701.00        | $1284932.72        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLMA3937   | 2050-02-01      | 3.0000%  | 0.0000% | $1104138.00        | $193712.02         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CTMA3934   | 2040-02-01      | 3.0000%  | 0.0000% | $337842.00         | $63293.64          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLMA3744   | 2049-08-01      | 3.0000%  | 0.0000% | $1455931.00        | $160167.41         | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSL1462   | 2055-05-01      | 6.5000%  | 0.0000% | $8022374.00        | $8343530.32        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSL1374   | 2055-05-01      | 6.5000%  | 0.0000% | $24651051.00       | $25184201.05       | Agency Mortgage-Backed Securities  |
| FNMS 01.500 CLMA4561   | 2052-03-01      | 1.5000%  | 0.0000% | $2337313.00        | $1487508.49        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIFM3701   | 2035-07-01      | 2.5000%  | 0.0000% | $38000.00          | $14425.90          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFM1233   | 2048-03-01      | 3.5000%  | 0.0000% | $41830842.00       | $7823627.54        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRJ1723   | 2054-06-01      | 6.5000%  | 0.0000% | $28001911.00       | $25925679.78       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CTMA3800   | 2039-10-01      | 3.0000%  | 0.0000% | $1546449.00        | $209803.36         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAS3877   | 2044-11-01      | 4.5000%  | 0.0000% | $33477900.00       | $3852780.34        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS6328   | 2045-12-01      | 3.5000%  | 0.0000% | $600000.00         | $65251.12          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAP8897   | 2042-10-01      | 3.5000%  | 0.0000% | $575000.00         | $71801.94          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBC1760   | 2046-02-01      | 3.5000%  | 0.0000% | $1206820.00        | $152682.03         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS5722   | 2045-09-01      | 3.5000%  | 0.0000% | $805852.00         | $78469.85          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBA3989   | 2046-02-01      | 3.5000%  | 0.0000% | $1150000.00        | $152956.08         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE0100   | 2055-06-01      | 6.0000%  | 0.0000% | $8704528.00        | $8866698.56        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS7170   | 2046-05-01      | 3.5000%  | 0.0000% | $595000.00         | $50363.50          | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLFA1612   | 2055-05-01      | 7.0000%  | 0.0000% | $25059382.00       | $25114996.02       | Agency Mortgage-Backed Securities  |
| GNII SF MA6476 M       | 2050-02-20      | 4.0000%  | 0.0000% | $27032688.00       | $3887787.99        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLMA3537   | 2048-12-01      | 4.5000%  | 0.0000% | $97000.00          | $7196.30           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA2864   | 2047-01-01      | 3.5000%  | 0.0000% | $1412969.00        | $213998.09         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA3182   | 2047-11-01      | 3.5000%  | 0.0000% | $7724818.00        | $1014612.31        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 GLAB8675   | 2043-03-01      | 3.5000%  | 0.0000% | $2555608.00        | $161353.30         | Agency Mortgage-Backed Securities  |
| GNII SF MA8044 M       | 2052-05-20      | 3.5000%  | 0.0000% | $44857155.00       | $31673898.41       | Agency Mortgage-Backed Securities  |
| GNII SF MA5597 M       | 2048-11-20      | 5.0000%  | 0.0000% | $38208622.00       | $2347911.84        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL966851   | 2037-12-01      | 6.0000%  | 0.0000% | $88557.00          | $1027.34           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAB5372   | 2042-06-01      | 3.5000%  | 0.0000% | $720000.00         | $46735.81          | Agency Mortgage-Backed Securities  |
| GNII SF MA8043 M       | 2052-05-20      | 3.0000%  | 0.0000% | $14198044.00       | $9752190.22        | Agency Mortgage-Backed Securities  |
| GNII SF MA4836 M       | 2047-11-20      | 3.0000%  | 0.0000% | $1500000.00        | $202525.09         | Agency Mortgage-Backed Securities  |
| GNII SF DK6021 C       | 2055-07-20      | 6.5000%  | 0.0000% | $1327410.00        | $1384420.72        | Agency Mortgage-Backed Securities  |
| GNII SF MA6218 M       | 2049-10-20      | 3.0000%  | 0.0000% | $61517.00          | $9700.65           | Agency Mortgage-Backed Securities  |
| GNII SF DK3594 C       | 2055-07-20      | 6.5000%  | 0.0000% | $1851891.00        | $1931063.77        | Agency Mortgage-Backed Securities  |
| GNII SF DK3042 C       | 2055-07-20      | 6.5000%  | 0.0000% | $4310065.00        | $4492834.45        | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CISB0117   | 2034-11-01      | 2.5000%  | 0.0000% | $165000.00         | $47303.54          | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD0093   | 2049-10-01      | 5.0000%  | 0.0000% | $32777876.00       | $3627385.69        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSD7216   | 2054-12-01      | 6.5000%  | 0.0000% | $7685219.00        | $7450447.43        | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLSD7425   | 2054-12-01      | 7.0000%  | 0.0000% | $15176307.00       | $13951753.67       | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLRA2885   | 2050-04-01      | 3.0000%  | 0.0000% | $56960.00          | $10100.81          | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLQA5902   | 2050-01-01      | 3.0000%  | 0.0000% | $954968.00         | $198743.29         | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CIRC1421   | 2035-06-01      | 2.5000%  | 0.0000% | $299983.00         | $87517.74          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CL555880   | 2033-11-01      | 5.5000%  | 0.0000% | $112553131.00      | $640880.57         | Agency Mortgage-Backed Securities  |
| FEPC 01.500 CIRC2813   | 2037-11-01      | 1.5000%  | 0.0000% | $25642.00          | $19185.62          | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLQA8866   | 2050-04-01      | 3.0000%  | 0.0000% | $2526285.00        | $707952.39         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLAI5355   | 2041-06-01      | 5.5000%  | 0.0000% | $1342777.00        | $150345.87         | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CIQO1100   | 2037-12-01      | 3.5000%  | 0.0000% | $76354.00          | $55719.62          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAJ9278   | 2041-12-01      | 3.5000%  | 0.0000% | $10325000.00       | $727952.22         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAP8246   | 2042-09-01      | 3.5000%  | 0.0000% | $38679.00          | $4473.47           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CTAI4612   | 2031-07-01      | 4.5000%  | 0.0000% | $1392364.00        | $53221.94          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLAL9562   | 2041-07-01      | 6.0000%  | 0.0000% | $1710541.00        | $317125.40         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLAI1204   | 2041-04-01      | 5.5000%  | 0.0000% | $3553086.00        | $241089.16         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIAQ9362   | 2028-01-01      | 2.5000%  | 0.0000% | $1120000.00        | $40506.18          | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CIQO1552   | 2037-12-01      | 3.0000%  | 0.0000% | $495168.00         | $385315.00         | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLQA5100   | 2044-12-01      | 3.0000%  | 0.0000% | $389773.00         | $72341.52          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS5696   | 2045-08-01      | 3.5000%  | 0.0000% | $3054168.00        | $274969.13         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAP9736   | 2042-10-01      | 3.5000%  | 0.0000% | $175000.00         | $16510.59          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAP3667   | 2042-10-01      | 3.5000%  | 0.0000% | $1000.00           | $131.73            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIAQ0578   | 2027-11-01      | 2.5000%  | 0.0000% | $1200000.00        | $34581.28          | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLAL1176   | 2039-10-01      | 6.5000%  | 0.0000% | $1731147.00        | $47396.54          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLAK9716   | 2042-04-01      | 5.0000%  | 0.0000% | $2539492.00        | $219399.31         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CIAO9573   | 2027-06-01      | 4.0000%  | 0.0000% | $912271.00         | $7218.72           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS5906   | 2045-10-01      | 3.5000%  | 0.0000% | $804109.00         | $75870.80          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS7242   | 2046-05-01      | 3.5000%  | 0.0000% | $580000.00         | $45875.74          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAO2993   | 2042-05-01      | 3.5000%  | 0.0000% | $8160000.00        | $717304.15         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS4992   | 2045-05-01      | 3.5000%  | 0.0000% | $1171000.00        | $161153.96         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS6620   | 2046-02-01      | 3.5000%  | 0.0000% | $500000.00         | $69129.86          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLAL0309   | 2040-01-01      | 6.0000%  | 0.0000% | $341017.00         | $8364.14           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS8282   | 2046-11-01      | 3.5000%  | 0.0000% | $640569.00         | $77914.92          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS0516   | 2043-09-01      | 3.0000%  | 0.0000% | $63437254.00       | $11209093.99       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIBV7970   | 2037-08-01      | 3.0000%  | 0.0000% | $489846.00         | $325377.37         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAL7481   | 2044-07-01      | 3.5000%  | 0.0000% | $4963000.00        | $1027846.67        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIAL8671   | 2028-11-01      | 2.5000%  | 0.0000% | $5694439.00        | $296917.50         | Agency Mortgage-Backed Securities  |
| GNII SF MA1601 M       | 2044-01-20      | 4.0000%  | 0.0000% | $1739000.00        | $106854.76         | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLSL0520   | 2054-09-01      | 7.0000%  | 0.0000% | $27101531.00       | $24938935.76       | Agency Mortgage-Backed Securities  |
| GNII SF MA4509 M       | 2046-12-20      | 3.0000%  | 0.0000% | $6443926.00        | $894344.54         | Agency Mortgage-Backed Securities  |
| 06.000 FGPC G08271 G   | 2038-05-01      | 6.0000%  | 0.0000% | $4024996.00        | $47499.14          | Agency Mortgage-Backed Securities  |
| 03.500 FGPC G08599 G   | 2044-08-01      | 3.5000%  | 0.0000% | $110000.00         | $8536.36           | Agency Mortgage-Backed Securities  |
| 03.500 FGPC G08687 G   | 2046-01-01      | 3.5000%  | 0.0000% | $210000.00         | $22182.16          | Agency Mortgage-Backed Securities  |
| 03.000 FGPC G08499 G   | 2042-07-01      | 3.0000%  | 0.0000% | $27667.00          | $2551.10           | Agency Mortgage-Backed Securities  |
| 06.500 FGPC A67394 G   | 2037-11-01      | 6.5000%  | 0.0000% | $615384.00         | $5621.57           | Agency Mortgage-Backed Securities  |
| 05.500 FGPC G05956 G   | 2038-07-01      | 5.5000%  | 0.0000% | $7395477.00        | $89717.32          | Agency Mortgage-Backed Securities  |
| 03.500 FGPC G08623 G   | 2045-01-01      | 3.5000%  | 0.0000% | $2000.00           | $173.63            | Agency Mortgage-Backed Securities  |
| 03.500 FGPC G08538 G   | 2043-07-01      | 3.5000%  | 0.0000% | $1075000.00        | $152220.95         | Agency Mortgage-Backed Securities  |
| 03.000 FGPC G08726 G   | 2046-10-01      | 3.0000%  | 0.0000% | $9494420.00        | $1512223.28        | Agency Mortgage-Backed Securities  |
| 03.500 FGPC G08659 G   | 2045-08-01      | 3.5000%  | 0.0000% | $921000.00         | $91118.94          | Agency Mortgage-Backed Securities  |
| 03.500 FGPC G08554 G   | 2043-10-01      | 3.5000%  | 0.0000% | $1524768.00        | $159808.65         | Agency Mortgage-Backed Securities  |
| 06.000 FGPC A62706 G   | 2037-06-01      | 6.0000%  | 0.0000% | $10272297.00       | $18078.73          | Agency Mortgage-Backed Securities  |
| 03.000 FGPC G18736 G   | 2034-06-01      | 3.0000%  | 0.0000% | $151506.00         | $14112.46          | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZM2662   | 2047-02-01      | 3.5000%  | 0.0000% | $290000.00         | $31390.61          | Agency Mortgage-Backed Securities  |
| 04.000 FGPC G06886 G   | 2042-01-01      | 4.0000%  | 0.0000% | $16629581.00       | $1552426.85        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSD6290   | 2054-07-01      | 6.5000%  | 0.0000% | $4401618.00        | $3653985.67        | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD0026   | 2047-02-01      | 3.0000%  | 0.0000% | $30000000.00       | $8301104.37        | Agency Mortgage-Backed Securities  |
| 05.500 FGPC G07703 G   | 2041-06-01      | 5.5000%  | 0.0000% | $825985.00         | $58283.80          | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZN5068   | 2049-04-01      | 4.5000%  | 0.0000% | $2876437.00        | $304969.49         | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLSD4637   | 2054-01-01      | 7.0000%  | 0.0000% | $4342886.00        | $3283761.34        | Agency Mortgage-Backed Securities  |
| 04.500 FGPC G08820 G   | 2048-05-01      | 4.5000%  | 0.0000% | $16250742.00       | $1401807.83        | Agency Mortgage-Backed Securities  |
| 05.500 FGPC G05073 G   | 2039-01-01      | 5.5000%  | 0.0000% | $1346434.00        | $8369.96           | Agency Mortgage-Backed Securities  |
| 03.500 FGPC G07664 G   | 2043-08-01      | 3.5000%  | 0.0000% | $1260000.00        | $218196.76         | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSD6147   | 2054-09-01      | 6.5000%  | 0.0000% | $5909179.00        | $5319913.61        | Agency Mortgage-Backed Securities  |
| 03.500 FGPC G08671 G   | 2045-10-01      | 3.5000%  | 0.0000% | $150000.00         | $14901.85          | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CISB0818   | 2038-02-01      | 3.0000%  | 0.0000% | $36952.00          | $25699.61          | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CISB8187   | 2037-11-01      | 3.0000%  | 0.0000% | $796766.00         | $527291.12         | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZS4581   | 2044-09-01      | 3.5000%  | 0.0000% | $150000.00         | $11581.46          | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CIZS8621   | 2031-09-01      | 2.5000%  | 0.0000% | $1000000.00        | $126688.81         | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CISB8155   | 2037-05-01      | 3.0000%  | 0.0000% | $1055997.00        | $663029.32         | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLZT2090   | 2049-06-01      | 3.0000%  | 0.0000% | $628526.00         | $65371.39          | Agency Mortgage-Backed Securities  |
| 03.000 FGPC Q44073 G   | 2046-09-01      | 3.0000%  | 0.0000% | $48712237.00       | $8058157.60        | Agency Mortgage-Backed Securities  |
| 04.500 FGPC G61615 G   | 2045-07-01      | 4.5000%  | 0.0000% | $9956295.00        | $2613013.10        | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CTRB5027   | 2040-01-01      | 3.0000%  | 0.0000% | $975247.00         | $198515.85         | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLQA0800   | 2049-07-01      | 3.0000%  | 0.0000% | $1490144.00        | $178631.20         | Agency Mortgage-Backed Securities  |
| 04.500 FGPC G60126 G   | 2041-11-01      | 4.5000%  | 0.0000% | $179163.00         | $18150.78          | Agency Mortgage-Backed Securities  |
| 04.500 FGPC G61591 G   | 2048-08-01      | 4.5000%  | 0.0000% | $104556825.00      | $19141110.95       | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLQA4883   | 2049-12-01      | 3.0000%  | 0.0000% | $25037623.00       | $5335021.73        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLAL1704   | 2040-05-01      | 6.5000%  | 0.0000% | $1933190.00        | $47716.47          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLAI2335   | 2041-05-01      | 6.0000%  | 0.0000% | $2293733.00        | $186676.99         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIAH3431   | 2026-01-01      | 3.5000%  | 0.0000% | $251000.00         | $285.69            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CIQO0873   | 2037-09-01      | 3.0000%  | 0.0000% | $835831.00         | $388927.90         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAL9407   | 2042-09-01      | 4.5000%  | 0.0000% | $975000.00         | $159750.23         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE0097   | 2055-06-01      | 6.0000%  | 0.0000% | $11051491.00       | $11018817.83       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAO0780   | 2042-04-01      | 3.5000%  | 0.0000% | $3300000.00        | $327507.06         | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLBU5134   | 2054-11-01      | 7.0000%  | 0.0000% | $5800366.00        | $5187454.18        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAL7231   | 2045-08-01      | 3.5000%  | 0.0000% | $336000.00         | $58360.74          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAQ1224   | 2042-11-01      | 3.0000%  | 0.0000% | $5750000.00        | $1192173.33        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCA2375   | 2048-09-01      | 4.0000%  | 0.0000% | $19339000.00       | $1493065.37        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCA2641   | 2048-11-01      | 4.5000%  | 0.0000% | $11000000.00       | $958663.50         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA2929   | 2047-03-01      | 3.5000%  | 0.0000% | $1000000.00        | $136858.90         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIFM4091   | 2035-08-01      | 2.5000%  | 0.0000% | $50000.00          | $21848.09          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLMA3416   | 2048-07-01      | 4.5000%  | 0.0000% | $408000.00         | $32519.41          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA2522   | 2046-02-01      | 3.5000%  | 0.0000% | $1835000.00        | $209600.27         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBK4439   | 2048-06-01      | 4.0000%  | 0.0000% | $5750000.00        | $1279039.47        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CICA7939   | 2035-11-01      | 2.5000%  | 0.0000% | $288762.00         | $124590.07         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIAB8447   | 2028-02-01      | 2.5000%  | 0.0000% | $1125000.00        | $47445.63          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLMA3802   | 2049-10-01      | 3.0000%  | 0.0000% | $9172205.00        | $1262627.62        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA3238   | 2048-01-01      | 3.5000%  | 0.0000% | $3250397.00        | $455930.03         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL1352   | 2055-05-01      | 6.0000%  | 0.0000% | $14685055.00       | $15051077.54       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL938394   | 2037-07-01      | 6.0000%  | 0.0000% | $25935.00          | $242.78            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSL1362   | 2055-05-01      | 6.5000%  | 0.0000% | $30131395.00       | $30547340.99       | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAB5122   | 2042-04-01      | 4.0000%  | 0.0000% | $3233356.00        | $988569.14         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAB2812   | 2041-04-01      | 4.5000%  | 0.0000% | $67550592.00       | $1671141.34        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL890248   | 2037-08-01      | 6.0000%  | 0.0000% | $26116.00          | $783.25            | Agency Mortgage-Backed Securities  |
| GNII SF MA5711 M       | 2049-01-20      | 4.5000%  | 0.0000% | $108108076.00      | $7130400.26        | Agency Mortgage-Backed Securities  |
| GNII SF MA5530 M       | 2048-10-20      | 5.0000%  | 0.0000% | $5836111.00        | $408538.67         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL889455   | 2038-05-01      | 6.0000%  | 0.0000% | $19058057.00       | $132274.33         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL889983   | 2038-10-01      | 6.0000%  | 0.0000% | $18808790.00       | $135499.97         | Agency Mortgage-Backed Securities  |
| GNII SF MA6340 M       | 2049-12-20      | 4.0000%  | 0.0000% | $754906.00         | $107661.43         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL930063   | 2038-09-01      | 6.0000%  | 0.0000% | $7520201.00        | $329441.92         | Agency Mortgage-Backed Securities  |
| GNII SF CJ7473 C       | 2052-01-20      | 4.0000%  | 0.0000% | $2469579.00        | $1208243.33        | Agency Mortgage-Backed Securities  |
| GNII SF MA3174 M       | 2045-10-20      | 4.0000%  | 0.0000% | $50000.00          | $3822.13           | Agency Mortgage-Backed Securities  |
| GNII SF DH4996 C       | 2055-07-20      | 6.5000%  | 0.0000% | $1852157.00        | $1931516.04        | Agency Mortgage-Backed Securities  |
| 06.000 FGPC A79180 G   | 2037-10-01      | 6.0000%  | 0.0000% | $4752815.00        | $45701.64          | Agency Mortgage-Backed Securities  |
| 06.500 FGPC A68726 G   | 2037-11-01      | 6.5000%  | 0.0000% | $10259051.00       | $23289.48          | Agency Mortgage-Backed Securities  |
| 03.500 FGPC G07098 G   | 2042-07-01      | 3.5000%  | 0.0000% | $3090043.00        | $240273.56         | Agency Mortgage-Backed Securities  |
| 03.500 FGPC G08541 G   | 2043-08-01      | 3.5000%  | 0.0000% | $503003.00         | $57322.11          | Agency Mortgage-Backed Securities  |
| 06.500 FGPC D97671 G   | 2028-03-01      | 6.5000%  | 0.0000% | $894040.00         | $1846.08           | Agency Mortgage-Backed Securities  |
| 03.500 FGPC G08716 G   | 2046-08-01      | 3.5000%  | 0.0000% | $30508000.00       | $3671064.66        | Agency Mortgage-Backed Securities  |
| 05.000 FGPC G08393 G   | 2040-03-01      | 5.0000%  | 0.0000% | $1027416.00        | $28855.18          | Agency Mortgage-Backed Securities  |
| 05.500 FGPC G02648 G   | 2036-12-01      | 5.5000%  | 0.0000% | $9468237.00        | $64248.73          | Agency Mortgage-Backed Securities  |
| 03.500 FGPC G08620 G   | 2044-12-01      | 3.5000%  | 0.0000% | $195000.00         | $16258.27          | Agency Mortgage-Backed Securities  |
| 03.500 FGPC G08650 G   | 2045-06-01      | 3.5000%  | 0.0000% | $1175000.00        | $130080.49         | Agency Mortgage-Backed Securities  |
| 05.500 FGPC G08046 G   | 2035-03-01      | 5.5000%  | 0.0000% | $12768317.00       | $135941.26         | Agency Mortgage-Backed Securities  |
| 03.000 FGPC G07160 G   | 2042-10-01      | 3.0000%  | 0.0000% | $22000000.00       | $2226107.14        | Agency Mortgage-Backed Securities  |
| 03.500 FGPC G08667 G   | 2045-09-01      | 3.5000%  | 0.0000% | $1265000.00        | $118861.64         | Agency Mortgage-Backed Securities  |
| 03.000 FGPC G18706 G   | 2033-09-01      | 3.0000%  | 0.0000% | $6621196.00        | $415201.74         | Agency Mortgage-Backed Securities  |
| FEPC 01.500 CISB8152   | 2037-05-01      | 1.5000%  | 0.0000% | $4650933.00        | $2929843.38        | Agency Mortgage-Backed Securities  |
| 04.500 FGPC G08818 G   | 2048-06-01      | 4.5000%  | 0.0000% | $3148000.00        | $268348.94         | Agency Mortgage-Backed Securities  |
| 05.500 FGPC G03927 G   | 2038-01-01      | 5.5000%  | 0.0000% | $1474015.00        | $9394.84           | Agency Mortgage-Backed Securities  |
| 03.000 FGPC G08521 G   | 2043-01-01      | 3.0000%  | 0.0000% | $2412403.00        | $353137.96         | Agency Mortgage-Backed Securities  |
| 04.500 FGPC G08837 G   | 2048-09-01      | 4.5000%  | 0.0000% | $31000.00          | $2647.54           | Agency Mortgage-Backed Securities  |
| 05.000 FGPC G08589 G   | 2044-05-01      | 5.0000%  | 0.0000% | $379035.00         | $26553.52          | Agency Mortgage-Backed Securities  |
| 05.500 FGPC A82656 G   | 2038-10-01      | 5.5000%  | 0.0000% | $7041202.00        | $13236.73          | Agency Mortgage-Backed Securities  |
| 03.000 FGPC C04482 G   | 2043-02-01      | 3.0000%  | 0.0000% | $402132.00         | $87392.81          | Agency Mortgage-Backed Securities  |
| 06.500 FGPC A66740 G   | 2037-10-01      | 6.5000%  | 0.0000% | $3302805.00        | $17228.34          | Agency Mortgage-Backed Securities  |
| 06.000 FGPC A82380 G   | 2038-10-01      | 6.0000%  | 0.0000% | $2472559.00        | $4777.52           | Agency Mortgage-Backed Securities  |
| 03.000 FGPC J40197 G   | 2034-02-01      | 3.0000%  | 0.0000% | $146957.00         | $17687.28          | Agency Mortgage-Backed Securities  |
| 03.000 FGPC G18712 G   | 2033-11-01      | 3.0000%  | 0.0000% | $792530.00         | $80108.40          | Agency Mortgage-Backed Securities  |
| 05.500 FGPC A80400 G   | 2037-08-01      | 5.5000%  | 0.0000% | $1676450.00        | $28033.71          | Agency Mortgage-Backed Securities  |
| 03.500 FGPC C09042 G   | 2043-05-01      | 3.5000%  | 0.0000% | $875000.00         | $97787.65          | Agency Mortgage-Backed Securities  |
| 05.500 FGPC G03400 G   | 2037-03-01      | 5.5000%  | 0.0000% | $3622490.00        | $19658.53          | Agency Mortgage-Backed Securities  |
| 03.000 FGPC C09022 G   | 2042-12-01      | 3.0000%  | 0.0000% | $4613265.00        | $702691.77         | Agency Mortgage-Backed Securities  |
| 05.500 FGPC A29948 G   | 2035-02-01      | 5.5000%  | 0.0000% | $1079270.00        | $17077.86          | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZT1320   | 2048-11-01      | 4.0000%  | 0.0000% | $155246.00         | $11257.80          | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLZT0715   | 2048-09-01      | 3.0000%  | 0.0000% | $549904.00         | $76562.86          | Agency Mortgage-Backed Securities  |
| FEPC 01.500 CLQB9274   | 2051-02-01      | 1.5000%  | 0.0000% | $2557720.00        | $1630371.69        | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLSD4719   | 2054-01-01      | 7.0000%  | 0.0000% | $7302585.00        | $5943061.55        | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CISB0919   | 2038-05-01      | 3.0000%  | 0.0000% | $51042.00          | $37196.50          | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD0291   | 2050-03-01      | 5.0000%  | 0.0000% | $9180496.00        | $1336751.47        | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLZT1323   | 2048-10-01      | 3.0000%  | 0.0000% | $11034161.00       | $1378367.84        | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZT1703   | 2049-01-01      | 4.0000%  | 0.0000% | $26500000.00       | $4775645.99        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD8066   | 2050-05-01      | 5.0000%  | 0.0000% | $2051297.00        | $219325.96         | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD7526   | 2050-10-01      | 2.5000%  | 0.0000% | $74715128.00       | $36948237.38       | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQG1237   | 2053-04-01      | 4.5000%  | 0.0000% | $769757.00         | $617665.62         | Agency Mortgage-Backed Securities  |
| 03.500 FGPC Q23935 G   | 2043-12-01      | 3.5000%  | 0.0000% | $100000.00         | $12864.82          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQH5942   | 2053-12-01      | 5.5000%  | 0.0000% | $21823228.00       | $19015097.01       | Agency Mortgage-Backed Securities  |
| 05.000 FGPC Q58591 G   | 2048-09-01      | 5.0000%  | 0.0000% | $2233722.00        | $255897.52         | Agency Mortgage-Backed Securities  |
| 03.500 FGPC Q36667 G   | 2045-10-01      | 3.5000%  | 0.0000% | $2750000.00        | $423226.18         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQB1361   | 2050-07-01      | 5.0000%  | 0.0000% | $127129.00         | $30007.63          | Agency Mortgage-Backed Securities  |
| 05.500 FGPC G61876 G   | 2049-02-01      | 5.5000%  | 0.0000% | $979534.00         | $101033.42         | Agency Mortgage-Backed Securities  |
| 03.500 FGPC Q37204 G   | 2045-11-01      | 3.5000%  | 0.0000% | $955630.00         | $92894.05          | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CIRC3059   | 2038-10-01      | 2.5000%  | 0.0000% | $105450.00         | $70339.17          | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CL256801   | 2037-06-01      | 6.5000%  | 0.0000% | $2230000.00        | $20965.14          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAJ7680   | 2041-12-01      | 3.5000%  | 0.0000% | $4200000.00        | $281718.59         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAH2680   | 2041-01-01      | 3.5000%  | 0.0000% | $4000000.00        | $195376.79         | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CIRC3002   | 2038-08-01      | 3.0000%  | 0.0000% | $1100000.00        | $845000.90         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAZ1938   | 2045-03-01      | 3.5000%  | 0.0000% | $78000.00          | $8911.71           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLAI1202   | 2041-04-01      | 5.5000%  | 0.0000% | $11910961.00       | $396958.73         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLAK1531   | 2042-03-01      | 5.0000%  | 0.0000% | $1001042.00        | $124114.53         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CL796197   | 2034-11-01      | 5.5000%  | 0.0000% | $176471.00         | $1846.59           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAK7348   | 2042-03-01      | 3.5000%  | 0.0000% | $275000.00         | $25016.03          | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CL879737   | 2036-02-01      | 6.5000%  | 0.0000% | $2093181.00        | $122311.61         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLAI1173   | 2041-04-01      | 5.5000%  | 0.0000% | $6995497.00        | $403847.91         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAK1081   | 2042-01-01      | 3.5000%  | 0.0000% | $10027586.00       | $612557.27         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLAL0808   | 2040-05-01      | 6.5000%  | 0.0000% | $593946.00         | $12718.77          | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLAL1308   | 2039-05-01      | 6.5000%  | 0.0000% | $67466.00          | $1115.00           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBN2396   | 2049-02-01      | 4.0000%  | 0.0000% | $980690.00         | $162598.70         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CL745932   | 2036-11-01      | 6.5000%  | 0.0000% | $6981339.00        | $40667.43          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAL3000   | 2042-12-01      | 3.5000%  | 0.0000% | $551000.00         | $98145.64          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBO5383   | 2049-12-01      | 3.0000%  | 0.0000% | $367136.00         | $78538.52          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCA1795   | 2048-05-01      | 5.0000%  | 0.0000% | $6692881.00        | $512070.93         | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLBU5159   | 2054-11-01      | 7.0000%  | 0.0000% | $8193684.00        | $7449646.51        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIBW5564   | 2037-07-01      | 2.5000%  | 0.0000% | $1740136.00        | $1347461.66        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CL955791   | 2037-10-01      | 6.5000%  | 0.0000% | $462653.00         | $11719.45          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBC1442   | 2046-07-01      | 3.5000%  | 0.0000% | $215000.00         | $27604.55          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBC1100   | 2046-01-01      | 3.5000%  | 0.0000% | $632059.00         | $72003.96          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBD8997   | 2046-11-01      | 3.5000%  | 0.0000% | $68000.00          | $14014.36          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIAB2130   | 2026-01-01      | 3.5000%  | 0.0000% | $1299846.00        | $1410.80           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIFM1695   | 2031-03-01      | 2.5000%  | 0.0000% | $145000.00         | $16798.94          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL928828   | 2037-10-01      | 6.0000%  | 0.0000% | $12795401.00       | $360616.77         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBD1215   | 2046-06-01      | 3.5000%  | 0.0000% | $3272047.00        | $528363.95         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIBU8868   | 2037-03-01      | 2.0000%  | 0.0000% | $44100087.00       | $27270736.17       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CL968381   | 2038-10-01      | 6.5000%  | 0.0000% | $1107430.00        | $11310.75          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIBW1354   | 2037-11-01      | 3.5000%  | 0.0000% | $1709915.00        | $1116130.85        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIMA3124   | 2032-09-01      | 2.5000%  | 0.0000% | $2225000.00        | $294469.55         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCA1988   | 2048-07-01      | 4.5000%  | 0.0000% | $787500.00         | $100450.65         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CL949358   | 2037-08-01      | 6.5000%  | 0.0000% | $895378.00         | $22531.96          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA2229   | 2045-03-01      | 3.5000%  | 0.0000% | $1800000.00        | $223571.51         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLMA3530   | 2048-10-01      | 3.0000%  | 0.0000% | $49763.00          | $5932.04           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA2495   | 2046-01-01      | 3.5000%  | 0.0000% | $113000.00         | $13158.29          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLAC3818   | 2039-11-01      | 6.0000%  | 0.0000% | $1090814.00        | $140471.30         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLMA3331   | 2048-04-01      | 3.0000%  | 0.0000% | $62338.00          | $9263.00           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA3210   | 2047-12-01      | 3.5000%  | 0.0000% | $3708906.00        | $483111.38         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLMA3358   | 2048-05-01      | 4.5000%  | 0.0000% | $1539200.00        | $142472.29         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLMA3905   | 2050-01-01      | 3.0000%  | 0.0000% | $3102545.00        | $548606.47         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA3776   | 2049-09-01      | 4.0000%  | 0.0000% | $32500000.00       | $3945331.00        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA3183   | 2047-11-01      | 4.0000%  | 0.0000% | $30116000.00       | $3570557.20        | Agency Mortgage-Backed Securities  |
| GNII SF MA2676 M       | 2045-03-20      | 2.5000%  | 0.0000% | $1547281.00        | $246483.52         | Agency Mortgage-Backed Securities  |
| GNII SF DK3040 C       | 2055-07-20      | 6.5000%  | 0.0000% | $4957786.00        | $5166587.57        | Agency Mortgage-Backed Securities  |
| GNII SF DH6436 C       | 2055-03-20      | 6.5000%  | 0.0000% | $1191361.00        | $1256759.68        | Agency Mortgage-Backed Securities  |
| GNII SF MA1012 M       | 2043-05-20      | 3.5000%  | 0.0000% | $2318934.00        | $236570.15         | Agency Mortgage-Backed Securities  |
| GNII SF MA2074 M       | 2044-07-20      | 4.0000%  | 0.0000% | $2900000.00        | $184822.72         | Agency Mortgage-Backed Securities  |
| GNII SF MA1920 M       | 2044-05-20      | 4.0000%  | 0.0000% | $3516040.00        | $204627.80         | Agency Mortgage-Backed Securities  |

### Security 703: MIZUHO SECURITIES USA LLC

- **C.1 - Title:** MIZUHO SECURITIES USA LLC 4.190000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1BD720, C.3 - LEI: 7TK5RJIZDFROZCA6XF66, C.5 - Other ID: ARP1BD720
- **C.18 - Value (incl. sponsor support):** $70000000.00
- **C.18.a - Value (excl. sponsor support):** $70000000.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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   |
|:---|:---|:---|:---|:---|:---|:---|
| PEPSICO INC                    COM          | 2500-12-31      | N/A      | 0.0000% | $24969.00          | $3499904.73        | Equities   |
| QUETTA ACQUISITION CORP        COM          | 2500-12-31      | N/A      | 0.0000% | $335.00            | $3688.35           | Equities   |
| ELI LILLY & CO                 COM          | 2500-12-31      | N/A      | 0.0000% | $4817.00           | $3499598.67        | Equities   |
| MBIA INC                       COM          | 2500-12-31      | N/A      | 0.0000% | $10700.00          | $80785.00          | Equities   |
| CHARLTON ARIA ACQUISITION CORP ORD SHS CL A | 2500-12-31      | N/A      | 0.0000% | $7397.00           | $76780.86          | Equities   |
| RIBBON ACQUISITION CORP        ORD SHS CL A | 2500-12-31      | N/A      | 0.0000% | $3545.00           | $36300.80          | Equities   |
| DIAMEDICA THERAPEUTICS INC     COM NEW      | 2500-12-31      | N/A      | 0.0000% | $99900.00          | $690309.00         | Equities   |
| CLIMB BIO INC                  COM          | 2500-12-31      | N/A      | 0.0000% | $449175.00         | $893858.25         | Equities   |
| BAYVIEW ACQUISITION CORP       ORD SHS      | 2500-12-31      | N/A      | 0.0000% | $5582.00           | $63244.06          | Equities   |
| APPLE INC                      COM          | 2500-12-31      | N/A      | 0.0000% | $13756.00          | $3499939.08        | Equities   |
| NEOGEN CORP                    COM          | 2500-12-31      | N/A      | 0.0000% | $626118.00         | $3499999.62        | Equities   |
| NUVATION BIO INC               COM CL A     | 2500-12-31      | N/A      | 0.0000% | $59000.00          | $189980.00         | Equities   |
| NUCOR CORP                     COM          | 2500-12-31      | N/A      | 0.0000% | $3440.00           | $468115.20         | Equities   |
| BROADCOM INC                   COM          | 2500-12-31      | N/A      | 0.0000% | $10673.00          | $3499676.70        | Equities   |
| CERTARA INC                    COM          | 2500-12-31      | N/A      | 0.0000% | $5500.00           | $66990.00          | Equities   |
| ENCORE ENERGY CORP             COM NEW      | 2500-12-31      | N/A      | 0.0000% | $669100.00         | $2067519.00        | Equities   |
| COMPASS INC                    CL A         | 2500-12-31      | N/A      | 0.0000% | $285064.00         | $2343226.08        | Equities   |
| MICROSOFT CORP                 COM          | 2500-12-31      | N/A      | 0.0000% | $6801.00           | $3499794.60        | Equities   |
| SOLID POWER INC                CLASS A COM  | 2500-12-31      | N/A      | 0.0000% | $4191.00           | $14752.32          | Equities   |
| HILLMAN SOLUTIONS CORP         COM          | 2500-12-31      | N/A      | 0.0000% | $5900.00           | $54162.00          | Equities   |
| MONSTER BEVERAGE CORP NEW      COM          | 2500-12-31      | N/A      | 0.0000% | $28624.00          | $1916663.04        | Equities   |
| SNOWFLAKE INC                  COM SHS      | 2500-12-31      | N/A      | 0.0000% | $15538.00          | $3499934.50        | Equities   |
| HERON THERAPEUTICS INC         COM          | 2500-12-31      | N/A      | 0.0000% | $142600.00         | $181102.00         | Equities   |
| LARIMAR THERAPEUTICS INC       COM          | 2500-12-31      | N/A      | 0.0000% | $871500.00         | $2945670.00        | Equities   |
| PETCO HEALTH & WELLNESS CO INC COM          | 2500-12-31      | N/A      | 0.0000% | $3900.00           | $14157.00          | Equities   |
| MCDONALDS CORP                 COM          | 2500-12-31      | N/A      | 0.0000% | $10516.00          | $3186242.84        | Equities   |
| PROTARA THERAPEUTICS INC       COM STK      | 2500-12-31      | N/A      | 0.0000% | $357298.00         | $1575684.18        | Equities   |
| COMMERCE.COM INC               COM SER 1    | 2500-12-31      | N/A      | 0.0000% | $194400.00         | $987552.00         | Equities   |
| BRIGHTHOUSE FINL INC           COM          | 2500-12-31      | N/A      | 0.0000% | $3600.00           | $196488.00         | Equities   |
| MIMEDX GROUP INC               COM          | 2500-12-31      | N/A      | 0.0000% | $23100.00          | $160083.00         | Equities   |
| VIATRIS INC                    COM          | 2500-12-31      | N/A      | 0.0000% | $23130.00          | $222510.60         | Equities   |
| AGRICULTURE & NAT SOL ACQ CORP SHS CL A     | 2500-12-31      | N/A      | 0.0000% | $43270.00          | $474671.90         | Equities   |
| GE HEALTHCARE TECHNOLOGIES INC COMMON STOCK | 2500-12-31      | N/A      | 0.0000% | $47886.00          | $3499987.74        | Equities   |
| SBA COMMUNICATIONS CORP NEW    CL A         | 2500-12-31      | N/A      | 0.0000% | $6711.00           | $1316027.10        | Equities   |
| JPMORGAN CHASE & CO.           COM          | 2500-12-31      | N/A      | 0.0000% | $11086.00          | $3499739.34        | Equities   |
| NURIX THERAPEUTICS INC         COM          | 2500-12-31      | N/A      | 0.0000% | $63300.00          | $587424.00         | Equities   |
| UNITEDHEALTH GROUP INC         COM          | 2500-12-31      | N/A      | 0.0000% | $10139.00          | $3499780.02        | Equities   |
| PATRIA INVESTMENTS LIMITED     COM CL A     | 2500-12-31      | N/A      | 0.0000% | $236886.00         | $3499990.65        | Equities   |
| FUTURE VISION II ACQUISITION   SHS          | 2500-12-31      | N/A      | 0.0000% | $4748.00           | $49664.08          | Equities   |
| GUARDANT HEALTH INC            COM          | 2500-12-31      | N/A      | 0.0000% | $2800.00           | $173572.00         | Equities   |
| FACT II ACQUISITION CORP       ORD SHS CL A | 2500-12-31      | N/A      | 0.0000% | $52290.00          | $538064.10         | Equities   |
| YHN ACQUISITION I LTD          SHS          | 2500-12-31      | N/A      | 0.0000% | $9997.00           | $104468.65         | Equities   |
| PLUM ACQUISITION CORP IV       SHS CL A     | 2500-12-31      | N/A      | 0.0000% | $17915.00          | $184882.80         | Equities   |
| PUBMATIC INC                   COM CL A     | 2500-12-31      | N/A      | 0.0000% | $21600.00          | $182952.00         | Equities   |
| A SPAC III ACQUISITION CORP    ORD SHS CL A | 2500-12-31      | N/A      | 0.0000% | $4299.00           | $44666.61          | Equities   |
| MAYWOOD ACQUISITION CORP       ORD SHS CL A | 2500-12-31      | N/A      | 0.0000% | $31960.00          | $328548.80         | Equities   |
| UY SCUTI ACQUISITION CORP.     ORD SHS      | 2500-12-31      | N/A      | 0.0000% | $24793.00          | $253384.46         | Equities   |
| LAUNCH ONE ACQUISITION CORP    SHS CLASS A  | 2500-12-31      | N/A      | 0.0000% | $46294.00          | $487475.82         | Equities   |
| MOUNTAIN LAKE ACQUISITION CORP SHS CL A     | 2500-12-31      | N/A      | 0.0000% | $17309.00          | $178282.70         | Equities   |
| QUARTZSEA ACQUISITION CORP     ORD SHS      | 2500-12-31      | N/A      | 0.0000% | $23634.00          | $239885.10         | Equities   |
| NEWBURY STR II ACQUISITION COR ORD SHS CL A | 2500-12-31      | N/A      | 0.0000% | $9137.00           | $94659.32          | Equities   |
| DRUGS MADE IN AMER ACQUTN CORP ORD SHS      | 2500-12-31      | N/A      | 0.0000% | $43109.00          | $442944.97         | Equities   |
| NABORS ENERGY TRANSITION CORP  CL A         | 2500-12-31      | N/A      | 0.0000% | $120040.00         | $1345648.40        | Equities   |
| DYNAVAX TECHNOLOGIES CORP      COM NEW      | 2500-12-31      | N/A      | 0.0000% | $247943.00         | $2395129.38        | Equities   |
| CO2 ENERGY TRANSITION CORP     COM          | 2500-12-31      | N/A      | 0.0000% | $9426.00           | $95768.16          | Equities   |
| CHURCH & DWIGHT CO INC         COM          | 2500-12-31      | N/A      | 0.0000% | $7446.00           | $641621.82         | Equities   |
| SIGA TECHNOLOGIES INC          COM          | 2500-12-31      | N/A      | 0.0000% | $183500.00         | $1644160.00        | Equities   |
| INDIE SEMICONDUCTOR INC        CLASS A COM  | 2500-12-31      | N/A      | 0.0000% | $303775.00         | $1196873.50        | Equities   |
| ADECOAGRO S A                  COM          | 2500-12-31      | N/A      | 0.0000% | $55200.00          | $444360.00         | Equities   |
| K&F GROWTH ACQUISITION CORP II SHS CL A     | 2500-12-31      | N/A      | 0.0000% | $56479.00          | $576650.59         | Equities   |
| PANTAGES CAPITAL ACQUISITION C ORD SHS CL A | 2500-12-31      | N/A      | 0.0000% | $18454.00          | $189338.04         | Equities   |
| T-MOBILE US INC                COM          | 2500-12-31      | N/A      | 0.0000% | $14708.00          | $3499915.68        | Equities   |
| FLAG SHIP ACQUISITION CORP     ORD SHS      | 2500-12-31      | N/A      | 0.0000% | $7676.00           | $81058.56          | Equities   |
| MELAR ACQUISITION CORP. I      SHS CL A     | 2500-12-31      | N/A      | 0.0000% | $55241.00          | $577268.45         | Equities   |
| VOYAGER ACQUISITION CORP       CL A         | 2500-12-31      | N/A      | 0.0000% | $28392.00          | $296696.40         | Equities   |

### Security 704: BARCLAYS BANK PLC

- **C.1 - Title:** BARCLAYS BANK PLC 4.170000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1BD753, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: ARP1BD753
- **C.18 - Value (incl. sponsor support):** $98000000.00
- **C.18.a - Value (excl. sponsor support):** $98000000.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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   |
|:---|:---|:---|:---|:---|:---|:---|
| TMC THE METALS COMPANY INC     COM              | 2500-12-31      | N/A      | 0.0000% | $93821.00          | $607021.87         | Equities   |
| THOMSON REUTERS CORP           COM              | 2500-12-31      | N/A      | 0.0000% | $31377.00          | $4900459.86        | Equities   |
| CURRENC GROUP INC              CL A ORD SHS     | 2500-12-31      | N/A      | 0.0000% | $53742.00          | $91898.82          | Equities   |
| YUM CHINA HLDGS INC            COM              | 2500-12-31      | N/A      | 0.0000% | $1049.00           | $45746.89          | Equities   |
| ALDEL FINL II INC              CL A             | 2500-12-31      | N/A      | 0.0000% | $48466.00          | $504046.40         | Equities   |
| AGRICULTURE & NAT SOL ACQ CORP SHS CL A         | 2500-12-31      | N/A      | 0.0000% | $43270.00          | $474671.90         | Equities   |
| CLARIVATE PLC                  ORD SHS          | 2500-12-31      | N/A      | 0.0000% | $17998.00          | $68212.42          | Equities   |
| DRUGS MADE IN AMER ACQUTN CORP ORD SHS          | 2500-12-31      | N/A      | 0.0000% | $43109.00          | $442944.97         | Equities   |
| ARCHIMEDES TECH SPAC PARTNERS  ORD SHS          | 2500-12-31      | N/A      | 0.0000% | $50980.00          | $520505.80         | Equities   |
| VERTICAL AEROSPACE LTD         SHS NEW          | 2500-12-31      | N/A      | 0.0000% | $42688.00          | $230088.32         | Equities   |
| FUTURE VISION II ACQUISITION   SHS              | 2500-12-31      | N/A      | 0.0000% | $4748.00           | $49664.08          | Equities   |
| CHURCHILL CAPITAL CORP IX      CL A SHS         | 2500-12-31      | N/A      | 0.0000% | $155416.00         | $1634976.32        | Equities   |
| BORR DRILLING LTD              SHS              | 2500-12-31      | N/A      | 0.0000% | $258771.00         | $709032.54         | Equities   |
| M3BRIGADE ACQUISITION V CORP   CL A             | 2500-12-31      | N/A      | 0.0000% | $397780.00         | $4200556.80        | Equities   |
| ISHARES BITCOIN TRUST ETF      SHS BEN INT      | 2500-12-31      | N/A      | 0.0000% | $2865.00           | $186139.05         | Equities   |
| JANUS DETROIT STR TR           HENDERSON MTG    | 2500-12-31      | N/A      | 0.0000% | $2740.00           | $125163.20         | Equities   |
| NEXGEN ENERGY LTD              COM              | 2500-12-31      | N/A      | 0.0000% | $13970.00          | $125869.70         | Equities   |
| CANADIAN IMPERIAL BANK OF COMM COM              | 2500-12-31      | N/A      | 0.0000% | $61572.00          | $4900515.48        | Equities   |
| DIREXION SHS ETF TR            DAILY JR GOLD MI | 2500-12-31      | N/A      | 0.0000% | $40392.00          | $176109.12         | Equities   |
| FG MERGER II CORP              COM              | 2500-12-31      | N/A      | 0.0000% | $48115.00          | $481150.00         | Equities   |
| FACT II ACQUISITION CORP       ORD SHS CL A     | 2500-12-31      | N/A      | 0.0000% | $52290.00          | $538064.10         | Equities   |
| CO2 ENERGY TRANSITION CORP     COM              | 2500-12-31      | N/A      | 0.0000% | $9426.00           | $95768.16          | Equities   |
| LAUNCH ONE ACQUISITION CORP    SHS CLASS A      | 2500-12-31      | N/A      | 0.0000% | $46290.00          | $487433.70         | Equities   |
| ROADZEN INC                    ORD SHS          | 2500-12-31      | N/A      | 0.0000% | $31425.00          | $26161.31          | Equities   |
| COLUMBUS ACQUISITION CORP      SHS              | 2500-12-31      | N/A      | 0.0000% | $7580.00           | $77695.00          | Equities   |
| NEWHOLD INVT CORP III          ORD SHS CL A     | 2500-12-31      | N/A      | 0.0000% | $45708.00          | $465307.44         | Equities   |
| BBB FOODS INC                  CL A COM         | 2500-12-31      | N/A      | 0.0000% | $5732.00           | $153560.28         | Equities   |
| SIM ACQUISITION CORP. I        SHS CL A         | 2500-12-31      | N/A      | 0.0000% | $55778.00          | $581764.54         | Equities   |
| MAYWOOD ACQUISITION CORP       ORD SHS CL A     | 2500-12-31      | N/A      | 0.0000% | $31960.00          | $328548.80         | Equities   |
| NOMAD FOODS LTD                USD ORD SHS      | 2500-12-31      | N/A      | 0.0000% | $377838.00         | $4900558.86        | Equities   |
| BLEICHROEDER ACQUISITION CORP  SHS CL A         | 2500-12-31      | N/A      | 0.0000% | $86872.00          | $903468.80         | Equities   |
| ESTABLISHMENT LABS HLDGS INC   COM              | 2500-12-31      | N/A      | 0.0000% | $680.00            | $28131.60          | Equities   |
| DT CLOUD STAR ACQUISITION CORP SHS              | 2500-12-31      | N/A      | 0.0000% | $7887.00           | $82734.63          | Equities   |
| UY SCUTI ACQUISITION CORP.     ORD SHS          | 2500-12-31      | N/A      | 0.0000% | $24793.00          | $253384.46         | Equities   |
| QUARTZSEA ACQUISITION CORP     ORD SHS          | 2500-12-31      | N/A      | 0.0000% | $23634.00          | $239885.10         | Equities   |
| TIDAL TRUST II                 DEF DLY TGT 2X L | 2500-12-31      | N/A      | 0.0000% | $29080.00          | $638306.00         | Equities   |
| GRAYSCALE COINDESK CRYPTO      USD SHS          | 2500-12-31      | N/A      | 0.0000% | $5608.00           | $314160.16         | Equities   |
| CAPITAL GROUP DIVIDEND VALUE E SHS CREATION UNI | 2500-12-31      | N/A      | 0.0000% | $8479.00           | $355524.47         | Equities   |
| CANOPY GROWTH CORP             COM NEW          | 2500-12-31      | N/A      | 0.0000% | $34712.00          | $54497.84          | Equities   |
| CAPITAL GROUP CORE EQUITY ETF  SHS CREATION UNI | 2500-12-31      | N/A      | 0.0000% | $1913.00           | $75467.85          | Equities   |
| BANK MONTREAL MEDIUM           MICROSECTORS GOL | 2500-12-31      | N/A      | 0.0000% | $25900.00          | $23006.97          | Equities   |
| CAYSON ACQUISITION CORP        SHS              | 2500-12-31      | N/A      | 0.0000% | $6302.00           | $66044.96          | Equities   |
| LAUNCH TWO ACQUISITION CORP.   ORD SHS CL A     | 2500-12-31      | N/A      | 0.0000% | $42020.00          | $437848.40         | Equities   |
| CENTURION ACQUISITION CORP     SHS CL A         | 2500-12-31      | N/A      | 0.0000% | $81894.00          | $863981.70         | Equities   |
| PLUM ACQUISITION CORP IV       SHS CL A         | 2500-12-31      | N/A      | 0.0000% | $17915.00          | $184882.80         | Equities   |
| YHN ACQUISITION I LTD          SHS              | 2500-12-31      | N/A      | 0.0000% | $9997.00           | $104468.65         | Equities   |
| LIONHEART HOLDINGS             SHS CL A         | 2500-12-31      | N/A      | 0.0000% | $49992.00          | $525415.92         | Equities   |
| RANGE CAP ACQUISITION CORP     ORD SHS          | 2500-12-31      | N/A      | 0.0000% | $5993.00           | $62746.71          | Equities   |
| VOYAGER ACQUISITION CORP       CL A             | 2500-12-31      | N/A      | 0.0000% | $28392.00          | $296696.40         | Equities   |
| GRAB HOLDINGS LIMITED          CLASS A ORD      | 2500-12-31      | N/A      | 0.0000% | $8730.00           | $53340.30          | Equities   |
| TSAKOS ENERGY NAVIGATION LTD   SHS              | 2500-12-31      | N/A      | 0.0000% | $12128.00          | $272637.44         | Equities   |
| COOL CO LTD                    COMMON SHARES    | 2500-12-31      | N/A      | 0.0000% | $5165.00           | $49067.50          | Equities   |
| GP-ACT III ACQUISITION CORP    CL A             | 2500-12-31      | N/A      | 0.0000% | $77304.00          | $818649.36         | Equities   |
| VINE HILL CAP INVT CORP.       ORD SHS CL A     | 2500-12-31      | N/A      | 0.0000% | $63160.00          | $676443.60         | Equities   |
| PROSHARES TR                   ULTRASHORT RUSSE | 2500-12-31      | N/A      | 0.0000% | $476.00            | $16164.96          | Equities   |
| PROSHARES TR                   SP500 EX FINLS   | 2500-12-31      | N/A      | 0.0000% | $5.00              | $357.92            | Equities   |
| COMPUGEN LTD                   ORD              | 2500-12-31      | N/A      | 0.0000% | $10207.00          | $14698.08          | Equities   |
| ISHARES TR                     ESG MSCI USA ETF | 2500-12-31      | N/A      | 0.0000% | $908.00            | $51774.16          | Equities   |
| LIVE OAK ACQUISITION CORP V    CL A SHS         | 2500-12-31      | N/A      | 0.0000% | $84110.00          | $857080.90         | Equities   |
| ANDRETTI ACQUISITION CORP II   ORD SHS CL A     | 2500-12-31      | N/A      | 0.0000% | $17700.00          | $185319.00         | Equities   |
| HORIZON SPACE ACQUISITION II C ORD SHS          | 2500-12-31      | N/A      | 0.0000% | $3241.00           | $33576.76          | Equities   |
| MOUNTAIN LAKE ACQUISITION CORP SHS CL A         | 2500-12-31      | N/A      | 0.0000% | $17300.00          | $178190.00         | Equities   |
| NEWBURY STR II ACQUISITION COR ORD SHS CL A     | 2500-12-31      | N/A      | 0.0000% | $25262.00          | $261714.32         | Equities   |
| PANTAGES CAPITAL ACQUISITION C ORD SHS CL A     | 2500-12-31      | N/A      | 0.0000% | $18454.00          | $189338.04         | Equities   |
| GSR III ACQUISITION CORP       CL A             | 2500-12-31      | N/A      | 0.0000% | $472116.00         | $4900564.08        | Equities   |
| OAKTREE ACQUISITION CORP III L SHS CL A         | 2500-12-31      | N/A      | 0.0000% | $80958.00          | $854106.90         | Equities   |
| STELLAR V CAP CORP             SHS CL A         | 2500-12-31      | N/A      | 0.0000% | $12870.00          | $132561.00         | Equities   |
| VOX ROYALTY CORP               COM              | 2500-12-31      | N/A      | 0.0000% | $16820.00          | $72998.80          | Equities   |
| CRANE HBR ACQUISITION CORP     CL A             | 2500-12-31      | N/A      | 0.0000% | $74406.00          | $753732.78         | Equities   |
| XEROX HOLDINGS CORP            COM NEW          | 2500-12-31      | N/A      | 0.0000% | $470968.00         | $1770839.68        | Equities   |
| GIGCAPITAL7 CORP               ORD SHS CL A     | 2500-12-31      | N/A      | 0.0000% | $55530.00          | $583620.30         | Equities   |
| OVID THERAPEUTICS INC          COM              | 2500-12-31      | N/A      | 0.0000% | $28685.00          | $40159.00          | Equities   |
| SKYX PLATFORMS CORP            COM              | 2500-12-31      | N/A      | 0.0000% | $1.00              | $1.11              | Equities   |
| SOLID BIOSCIENCES INC          COM NEW          | 2500-12-31      | N/A      | 0.0000% | $1.00              | $5.97              | Equities   |
| FIRSTSERVICE CORP NEW          COM              | 2500-12-31      | N/A      | 0.0000% | $22324.00          | $4233076.88        | Equities   |
| OR ROYALTIES INC.              COM SHS          | 2500-12-31      | N/A      | 0.0000% | $96180.00          | $3779874.00        | Equities   |
| ORIGIN MATERIALS INC           COM              | 2500-12-31      | N/A      | 0.0000% | $258096.00         | $127292.95         | Equities   |
| GLOBAL X FDS                   DEFENSE TECH ETF | 2500-12-31      | N/A      | 0.0000% | $15435.00          | $1065169.35        | Equities   |
| GLOBAL X FDS                   S&P 500 COVERED  | 2500-12-31      | N/A      | 0.0000% | $993.00            | $38935.53          | Equities   |
| ICAHN ENTERPRISES LP           DEPOSITARY UNIT  | 2500-12-31      | N/A      | 0.0000% | $3036.00           | $25714.92          | Equities   |
| LESLIES INC                    COM              | 2500-12-31      | N/A      | 0.0000% | $10442.00          | $69543.72          | Equities   |
| ONECONNECT FINL TECHNOLOGY CO  SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $7689.00           | $57975.06          | Equities   |
| KAMADA LTD                     SHS              | 2500-12-31      | N/A      | 0.0000% | $15495.00          | $106450.65         | Equities   |
| CAESARSTONE LTD                ORD SHS          | 2500-12-31      | N/A      | 0.0000% | $20167.00          | $30250.50          | Equities   |
| SIZZLE ACQUISITION CORP. II    USD CL A ORD SHS | 2500-12-31      | N/A      | 0.0000% | $71118.00          | $716158.26         | Equities   |
| RISING DRAGON ACQUISITION CORP SHS              | 2500-12-31      | N/A      | 0.0000% | $1914.00           | $19943.88          | Equities   |
| WEARABLE DEVICES LTD           SHS              | 2500-12-31      | N/A      | 0.0000% | $3088.00           | $14204.80          | Equities   |
| GAUZY LTD                      SHS              | 2500-12-31      | N/A      | 0.0000% | $71585.00          | $428078.30         | Equities   |
| TRANSLATIONAL DEV ACQUISITION  COM CL A         | 2500-12-31      | N/A      | 0.0000% | $18569.00          | $192189.15         | Equities   |
| PROSHARES TR                   PSHS ULTRA DOW30 | 2500-12-31      | N/A      | 0.0000% | $336.00            | $35938.56          | Equities   |
| SUMITOMO MITSUI FINL GROUP INC SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $81328.00          | $1369563.52        | Equities   |
| DIREXION SHS ETF TR            DAILY GOOGL 2X S | 2500-12-31      | N/A      | 0.0000% | $1836.00           | $116934.84         | Equities   |
| CONCORDE INTL GROUP LTD        ORD SHS CL A     | 2500-12-31      | N/A      | 0.0000% | $9204.00           | $26231.40          | Equities   |
| ROMAN DBDR ACQUISITION CORP II ORD SHS CL A     | 2500-12-31      | N/A      | 0.0000% | $93910.00          | $967273.00         | Equities   |
| TAVIA ACQUISITION CORP         SHS              | 2500-12-31      | N/A      | 0.0000% | $7470.00           | $77239.80          | Equities   |
| NAYAX LTD                      SHS              | 2500-12-31      | N/A      | 0.0000% | $313.00            | $14842.46          | Equities   |
| MELAR ACQUISITION CORP. I      SHS CL A         | 2500-12-31      | N/A      | 0.0000% | $55241.00          | $577268.45         | Equities   |
| AURORA CANNABIS INC            COM              | 2500-12-31      | N/A      | 0.0000% | $322454.00         | $2008888.42        | Equities   |
| BARRICK MNG CORP               COM SHS          | 2500-12-31      | N/A      | 0.0000% | $14057.00          | $465848.98         | Equities   |
| AVALO THERAPEUTICS INC         COM NEW          | 2500-12-31      | N/A      | 0.0000% | $40868.00          | $532101.36         | Equities   |
| CENTRAL PUERTO S A             SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $1.00              | $8.29              | Equities   |
| DIANA SHIPPING INC             COM              | 2500-12-31      | N/A      | 0.0000% | $11764.00          | $20587.00          | Equities   |
| GESHER ACQUISITION CORP. II    USD CL A ORD SHS | 2500-12-31      | N/A      | 0.0000% | $16114.00          | $163557.10         | Equities   |
| WILLOW LANE ACQUISITION CORP.  ORD SHS CL A     | 2500-12-31      | N/A      | 0.0000% | $193176.00         | $2273681.52        | Equities   |
| PERCEPTIVE CAP SOLUTIONS CORP  CL A ORD SHS     | 2500-12-31      | N/A      | 0.0000% | $3067.00           | $32510.20          | Equities   |
| ADECOAGRO S A                  COM              | 2500-12-31      | N/A      | 0.0000% | $15124.00          | $121748.20         | Equities   |
| CHARLTON ARIA ACQUISITION CORP ORD SHS CL A     | 2500-12-31      | N/A      | 0.0000% | $7397.00           | $76780.86          | Equities   |
| CANTOR EQUITY PARTNERS II INC. CL A ORD SHS     | 2500-12-31      | N/A      | 0.0000% | $160040.00         | $1691622.80        | Equities   |
| RIBBON ACQUISITION CORP        ORD SHS CL A     | 2500-12-31      | N/A      | 0.0000% | $3545.00           | $36300.80          | Equities   |
| VOLATILITY SHS TR              2X SOLANA ETF    | 2500-12-31      | N/A      | 0.0000% | $13896.00          | $336422.16         | Equities   |
| TEXAS VENTURES ACQUISITION III USD CL A ORD SHS | 2500-12-31      | N/A      | 0.0000% | $147516.00         | $1578421.20        | Equities   |
| LIVEPERSON INC                 COM              | 2500-12-31      | N/A      | 0.0000% | $941816.00         | $591554.63         | Equities   |
| CGI INC                        CL A SUB VTG     | 2500-12-31      | N/A      | 0.0000% | $6255.00           | $556257.15         | Equities   |
| ENBRIDGE INC                   COM              | 2500-12-31      | N/A      | 0.0000% | $3735.00           | $185704.20         | Equities   |
| DBV TECHNOLOGIES S A           SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $26313.00          | $244710.90         | Equities   |
| SPDR SERIES TRUST              MSCI USA STRTGIC | 2500-12-31      | N/A      | 0.0000% | $82.00             | $13973.62          | Equities   |
| WORLD GOLD TR                  SPDR GLD MINIS   | 2500-12-31      | N/A      | 0.0000% | $3456.00           | $262033.92         | Equities   |
| BLUE GOLD LTD                  COM CL A         | 2500-12-31      | N/A      | 0.0000% | $7274.00           | $68884.78          | Equities   |
| FIDELITY COVINGTON TRUST       ENHANCED LARGE   | 2500-12-31      | N/A      | 0.0000% | $3650.00           | $135634.00         | Equities   |
| TORONTO DOMINION BK ONT        COM NEW          | 2500-12-31      | N/A      | 0.0000% | $6833.00           | $545068.41         | Equities   |
| MAGNA INTL INC                 COM              | 2500-12-31      | N/A      | 0.0000% | $38880.00          | $1825027.20        | Equities   |
| NEOS ETF TRUST                 NASDAQ 100 HIGH  | 2500-12-31      | N/A      | 0.0000% | $19935.00          | $1078483.50        | Equities   |
| GLOBAL X FDS                   INTERNET OF THNG | 2500-12-31      | N/A      | 0.0000% | $13.00             | $504.91            | Equities   |
| HIVE DIGITAL TECHNOLOGIES LTD  COM NEW          | 2500-12-31      | N/A      | 0.0000% | $106905.00         | $411584.25         | Equities   |
| RBB FD INC                     US TREASY 2 YR   | 2500-12-31      | N/A      | 0.0000% | $95.00             | $4611.78           | Equities   |
| DBX ETF TR                     XTRACK USD HIGH  | 2500-12-31      | N/A      | 0.0000% | $3061.00           | $113624.32         | Equities   |
| AMERICAN CENTY ETF TR          US QUALITY GROW  | 2500-12-31      | N/A      | 0.0000% | $137.00            | $15698.83          | Equities   |
| FIRST TR EXCHANGE-TRADED FD VI SMID RISNG ETF   | 2500-12-31      | N/A      | 0.0000% | $53951.00          | $2050677.51        | Equities   |
| INVESCO EXCH TRADED FD TR II   S&P INTL MOMNT   | 2500-12-31      | N/A      | 0.0000% | $1967.00           | $105568.89         | Equities   |
| PGIM ETF TR                    AAA CLO ETF      | 2500-12-31      | N/A      | 0.0000% | $9622.00           | $495629.22         | Equities   |
| TFI INTL INC                   COM              | 2500-12-31      | N/A      | 0.0000% | $54859.00          | $4900554.47        | Equities   |
| QUANTASING GROUP LTD           ADS              | 2500-12-31      | N/A      | 0.0000% | $32184.00          | $299954.88         | Equities   |
| HIGH TIDE INC                  COM NEW          | 2500-12-31      | N/A      | 0.0000% | $29392.00          | $110513.92         | Equities   |
| TIDAL TRUST II                 YIELDMAX MSTR OP | 2500-12-31      | N/A      | 0.0000% | $118260.00         | $1659187.80        | Equities   |
| J P MORGAN EXCHANGE TRADED FD  EQUITY FOCUS ETF | 2500-12-31      | N/A      | 0.0000% | $498.00            | $36891.84          | Equities   |
| PROSHARES TR                   SHORT S&P 500 NE | 2500-12-31      | N/A      | 0.0000% | $22882.00          | $848922.20         | Equities   |
| PROSHARES TR                   ULTRAPRO SRT DOW | 2500-12-31      | N/A      | 0.0000% | $1215.00           | $43618.50          | Equities   |
| STEALTHGAS INC                 SHS              | 2500-12-31      | N/A      | 0.0000% | $268.00            | $1790.24           | Equities   |
| ALGONQUIN PWR UTILS CORP       COM              | 2500-12-31      | N/A      | 0.0000% | $907511.00         | $4900559.40        | Equities   |
| MILESTONE PHARMACEUTICALS INC  COM              | 2500-12-31      | N/A      | 0.0000% | $16326.00          | $33141.78          | Equities   |
| NANO DIMENSION LTD             SPONSORD ADS NEW | 2500-12-31      | N/A      | 0.0000% | $417545.00         | $663896.55         | Equities   |
| ENDEAVOUR SILVER CORP          COM              | 2500-12-31      | N/A      | 0.0000% | $22853.00          | $180995.76         | Equities   |
| BANK NOVA SCOTIA HALIFAX       COM              | 2500-12-31      | N/A      | 0.0000% | $3224.00           | $208818.48         | Equities   |
| DIREXION SHS ETF TR            DAILY PLTR BULL  | 2500-12-31      | N/A      | 0.0000% | $3839.00           | $376682.68         | Equities   |
| DIREXION SHS ETF TR            DLY ENRGY BULL2X | 2500-12-31      | N/A      | 0.0000% | $3942.00           | $227059.20         | Equities   |
| CAPITAL GRP FIXED INCM ETF TR  MUNICIPAL INCOME | 2500-12-31      | N/A      | 0.0000% | $12213.00          | $331705.08         | Equities   |
| CIA ENERGETICA DE MINAS GERAIS SP ADR N-V PFD   | 2500-12-31      | N/A      | 0.0000% | $28242.00          | $59590.62          | Equities   |
| COMPANHIA SIDERURGICA NACIONAL SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $356650.00         | $542108.00         | Equities   |
| AGF INVTS TR                   US MARKET NETRL  | 2500-12-31      | N/A      | 0.0000% | $2801.00           | $44171.77          | Equities   |
| ADDENTAX GROUP CORP            COM              | 2500-12-31      | N/A      | 0.0000% | $26293.00          | $26818.86          | Equities   |
| BITFARMS LTD                   COM              | 2500-12-31      | N/A      | 0.0000% | $337396.00         | $951456.72         | Equities   |
| BITWISE BITCOIN ETF TR         SHS BEN INT      | 2500-12-31      | N/A      | 0.0000% | $3350.00           | $208504.00         | Equities   |
| BCE INC                        COM NEW          | 2500-12-31      | N/A      | 0.0000% | $183129.00         | $4261411.83        | Equities   |
| CENOVUS ENERGY INC             COM              | 2500-12-31      | N/A      | 0.0000% | $17.00             | $293.59            | Equities   |
| FIDELITY COVINGTON TRUST       ENHANCED MID     | 2500-12-31      | N/A      | 0.0000% | $2153.00           | $78003.19          | Equities   |
| GRANITESHARES GOLD TR          SHS BEN INT      | 2500-12-31      | N/A      | 0.0000% | $223.00            | $8418.25           | Equities   |
| PROSHARES TR                   PSHS SHORT DOW30 | 2500-12-31      | N/A      | 0.0000% | $22922.00          | $558609.14         | Equities   |
| PROSHARES TR                   ULTRPRO S&P500   | 2500-12-31      | N/A      | 0.0000% | $16505.00          | $1820831.60        | Equities   |
| GRANITESHARES ETF TR           2X SHORT NVDA DA | 2500-12-31      | N/A      | 0.0000% | $37903.00          | $347949.54         | Equities   |
| GRAYSCALE BITCOIN TRUST ETF    SHS REP COM UT   | 2500-12-31      | N/A      | 0.0000% | $10026.00          | $899632.98         | Equities   |
| TECK RESOURCES LTD             CL B             | 2500-12-31      | N/A      | 0.0000% | $60750.00          | $2679075.00        | Equities   |

### Security 705: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA 4.210000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1BD795, C.3 - LEI: 1VUV7VQFKUOQSJ21A208, C.5 - Other ID: ARP1BD795
- **C.18 - Value (incl. sponsor support):** $110000000.00
- **C.18.a - Value (excl. sponsor support):** $110000000.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-06
- **C.12 - Maturity Date (WAL):** 2025-10-06
- **C.13 - Final Legal Maturity Date:** 2025-10-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? 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                  |
|:---|:---|:---|:---|:---|:---|:---|
| KEYBANK NATIONAL ASSOCIATION   FR 5%012633      | 2033-01-26      | 5.0000%  | 0.0000% | $470000.00         | $477886.08         | Corporate Debt Securities |
| GEORGIA PWR CO                 SR NT -2012A 42  | 2042-03-15      | 4.3000%  | 0.0000% | $15000.00          | $13301.58          | Corporate Debt Securities |
| CONSOLIDATED EDISON CO N Y INC SR -2010 B DB 40 | 2040-06-15      | 5.7000%  | 0.0000% | $14000.00          | $14728.35          | Corporate Debt Securities |
| CAPITAL ONE FINL CORP          SR GLBL NT 31    | 2031-09-11      | 4.4930%  | 0.0000% | $120000.00         | $119481.76         | Corporate Debt Securities |
| BANK NOVA SCOTIA B C           FR 5.45%080129   | 2029-08-01      | 5.4500%  | 0.0000% | $341000.00         | $358783.81         | Corporate Debt Securities |
| EVERGY METRO INC               -2023 BD 4.95%33 | 2033-04-15      | 4.9500%  | 0.0000% | $19000.00          | $19750.07          | Corporate Debt Securities |
| TOYOTA MTR CR CORP             FR 1.125%061826  | 2026-06-18      | 1.1250%  | 0.0000% | $194000.00         | $190651.08         | Corporate Debt Securities |
| SOUTHERN CO GAS CAP            SR GLBL 2025B 35 | 2035-09-15      | 5.1000%  | 0.0000% | $205000.00         | $206272.37         | Corporate Debt Securities |
| HYUNDAI CAP AMER               FR 5.65%062626   | 2026-06-26      | 5.6500%  | 0.0000% | $79000.00          | $80885.95          | Corporate Debt Securities |
| FISERV INC                     SR GLBL NT 30    | 2030-06-01      | 2.6500%  | 0.0000% | $29000.00          | $27110.93          | Corporate Debt Securities |
| BPCE                           FR 6.293%011436  | 2036-01-14      | 6.2930%  | 0.0000% | $1390000.00        | $1510339.56        | Corporate Debt Securities |
| CDP FINANCIAL INC.             SR GLBL REGS 28  | 2028-07-25      | 4.2500%  | 0.0000% | $12800000.00       | $13061934.22       | Corporate Debt Securities |
| WESTPAC BKG CORP               VR 012924-012926 | 2026-01-29      | 4.8595%  | 0.0000% | $250000.00         | $252375.54         | Corporate Debt Securities |
| JOHN DEERE CAPITAL CORPORATION FR 4.85%030527   | 2027-03-05      | 4.8500%  | 0.0000% | $5000.00           | $5081.29           | Corporate Debt Securities |
| JOHN DEERE CAPITAL CORPORATION FR 4.95%071428   | 2028-07-14      | 4.9500%  | 0.0000% | $435000.00         | $451160.25         | Corporate Debt Securities |
| BURLINGTON RES FIN CO          SR NT 7.2%31     | 2031-08-15      | 7.2000%  | 0.0000% | $383000.00         | $439530.80         | Corporate Debt Securities |
| WELLS FARGO & CO               FR 6.491%102334  | 2034-10-23      | 6.4910%  | 0.0000% | $7060000.00        | $8042172.88        | Corporate Debt Securities |
| ANHEUSER-BUSCH INBEV WLDW INC  SR GLBL NT 5%34  | 2034-06-15      | 5.0000%  | 0.0000% | $15000.00          | $15716.45          | Corporate Debt Securities |
| ANHEUSER BUSCH INBEV FIN INC   SR GLBL NT4.7%36 | 2036-02-01      | 4.7000%  | 0.0000% | $17000.00          | $16940.89          | Corporate Debt Securities |
| AMERICAN HONDA FIN CORP MTN    FR 4.45%102227   | 2027-10-22      | 4.4500%  | 0.0000% | $33000.00          | $33881.45          | Corporate Debt Securities |
| HYUNDAI CAP AMER               FR 4.875%062327  | 2027-06-23      | 4.8750%  | 0.0000% | $205000.00         | $209404.51         | Corporate Debt Securities |
| TSMC GLOBAL LTD                SR GLBL REGS 28  | 2028-04-23      | 1.7500%  | 0.0000% | $222000.00         | $211244.53         | Corporate Debt Securities |
| ORACLE CORP                    SR GLBL NT 30    | 2030-09-26      | 4.4500%  | 0.0000% | $16000.00          | $16003.43          | Corporate Debt Securities |
| SOCIETE GENERALE               FR 4.75%091428   | 2028-09-14      | 4.7500%  | 0.0000% | $13520000.00       | $13650212.62       | Corporate Debt Securities |
| MORGAN STANLEY                 SR GLBL NT 32    | 2032-04-01      | 7.2500%  | 0.0000% | $100000.00         | $119629.86         | Corporate Debt Securities |
| MARKEL GROUP INC               SR GLBL NT 29    | 2029-09-17      | 3.3500%  | 0.0000% | $51000.00          | $49306.28          | Corporate Debt Securities |
| METROPOLITAN LIFE GLOBAL FDG I SR SEC GLBL 32   | 2032-01-11      | 2.4000%  | 0.0000% | $200000.00         | $178317.33         | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 42    | 2042-04-22      | 3.2100%  | 0.0000% | $20000.00          | $15781.17          | Corporate Debt Securities |
| ASTRAZENECA FINANCE LLC        GLBL NT 4.9%31   | 2031-02-26      | 4.9000%  | 0.0000% | $230000.00         | $238744.09         | Corporate Debt Securities |
| CONSUMERS ENERGY CO            1M GLBL BD 33    | 2033-05-15      | 4.6250%  | 0.0000% | $71000.00          | $72351.40          | Corporate Debt Securities |
| PROLOGIS TA US LOG FD L P      SR 144A NT5.5%34 | 2034-04-01      | 5.5000%  | 0.0000% | $54000.00          | $57345.69          | Corporate Debt Securities |
| KYNDRYL HLDGS INC              SR GLBL NT 26    | 2026-10-15      | 2.0500%  | 0.0000% | $4000.00           | $3942.02           | Corporate Debt Securities |
| SUTTER HEALTH                  2023A BD5.164%33 | 2033-08-15      | 5.1640%  | 0.0000% | $52000.00          | $53790.62          | Corporate Debt Securities |
| SOCIETE GENERALE               FR 5.512%052231  | 2031-05-22      | 5.5120%  | 0.0000% | $50000.00          | $52426.91          | Corporate Debt Securities |
| JPMORGAN CHASE & CO            SR GLBL NT 29    | 2029-06-01      | 2.0690%  | 0.0000% | $13000.00          | $12418.37          | Corporate Debt Securities |
| HYUNDAI CAP AMER               FR 2.375%101527  | 2027-10-15      | 2.3750%  | 0.0000% | $78000.00          | $75883.50          | Corporate Debt Securities |
| HYUNDAI CAP AMER               FR 5.6%033028    | 2028-03-30      | 5.6000%  | 0.0000% | $100000.00         | $102779.00         | Corporate Debt Securities |
| ATHENE GLOBAL FDG              144A NT 5.516%27 | 2027-03-25      | 5.5160%  | 0.0000% | $11000.00          | $11205.77          | Corporate Debt Securities |
| JOHN DEERE CAPITAL CORPORATION FR 4.35%091532   | 2032-09-15      | 4.3500%  | 0.0000% | $10000.00          | $10041.52          | Corporate Debt Securities |
| JOHN DEERE CAPITAL CORPORATION FR 5.15%090826   | 2026-09-08      | 5.1500%  | 0.0000% | $448000.00         | $454857.64         | Corporate Debt Securities |
| BERKSHIRE HATHAWAY ENERGY CO   SR GLBL NT3.8%48 | 2048-07-15      | 3.8000%  | 0.0000% | $15000.00          | $11705.50          | Corporate Debt Securities |
| RIO TINTO FIN USA PLC          SR GLBL NT 5%32  | 2032-03-14      | 5.0000%  | 0.0000% | $7000.00           | $7209.39           | Corporate Debt Securities |
| WISCONSIN ELEC PWR CO          GLBL DEB 4.75%32 | 2032-09-30      | 4.7500%  | 0.0000% | $5000.00           | $5122.65           | Corporate Debt Securities |
| RELIANCE STD LIFE GLOB FDG II  FR 5.243%020226  | 2026-02-02      | 5.2430%  | 0.0000% | $165000.00         | $166745.21         | Corporate Debt Securities |
| JOHN DEERE CAPITAL CORPORATION FR 4.9%061127    | 2027-06-11      | 4.9000%  | 0.0000% | $19000.00          | $19609.83          | Corporate Debt Securities |
| CNO GLOBAL FUNDING             FR 4.375%090828  | 2028-09-08      | 4.3750%  | 0.0000% | $16000.00          | $16046.46          | Corporate Debt Securities |
| EMD FINANCE LLC                SR 144A NT 5%35  | 2035-10-15      | 5.0000%  | 0.0000% | $129000.00         | $130010.07         | Corporate Debt Securities |
| ECOPETROL S A                  SR GLBL NT 32    | 2032-02-01      | 7.7500%  | 0.0000% | $176000.00         | $184421.84         | Corporate Debt Securities |
| ENTERPRISE PRODS OPER LLC      SR GLBL NT4.6%31 | 2031-01-15      | 4.6000%  | 0.0000% | $283000.00         | $289641.38         | Corporate Debt Securities |
| ENTERPRISE PRODS OPER LLC      SR NT 6.65%34    | 2034-10-15      | 6.6500%  | 0.0000% | $25000.00          | $29234.98          | Corporate Debt Securities |
| PUBLIC SVC ELEC & GAS CO       FR 5.2%030134    | 2034-03-01      | 5.2000%  | 0.0000% | $23000.00          | $23915.37          | Corporate Debt Securities |
| TOTALENERGIES CAP SA           SR GLBL NT 28    | 2028-10-11      | 3.8830%  | 0.0000% | $72000.00          | $73097.89          | Corporate Debt Securities |
| PG&E WILDFIRE RECOVERY FDG LLC EXTND SR SEC 49  | 2049-12-01      | 5.2120%  | 0.0000% | $13414000.00       | $13261061.02       | Corporate Debt Securities |
| MARS INC                       SR 144A NT 33    | 2033-04-20      | 4.7500%  | 0.0000% | $72000.00          | $74024.72          | Corporate Debt Securities |
| SWISS RE SOLUTIONS HOLDING     SR NT 7%26       | 2026-02-15      | 7.0000%  | 0.0000% | $168000.00         | $170666.16         | Corporate Debt Securities |
| COOPERATIEVE RABOBANK U.A.     FR 5.447%030530  | 2030-03-05      | 5.4470%  | 0.0000% | $42651000.00       | $44316207.59       | Corporate Debt Securities |
| RIO TINTO FIN USA PLC          SR GLBL NT 5%33  | 2033-03-09      | 5.0000%  | 0.0000% | $8000.00           | $8255.89           | Corporate Debt Securities |
| HYUNDAI CAP AMER               FR 5.4%032932    | 2032-03-29      | 5.4000%  | 0.0000% | $171000.00         | $175938.48         | Corporate Debt Securities |
| TOYOTA MTR CR CORP             FR 4.8%010534    | 2034-01-05      | 4.8000%  | 0.0000% | $13000.00          | $13345.84          | Corporate Debt Securities |
| ROYAL BK CDA                   FR 5%050233      | 2033-05-02      | 5.0000%  | 0.0000% | $165000.00         | $173666.72         | Corporate Debt Securities |
| ROYAL BK CDA                   FR 4.65%101830   | 2030-10-18      | 4.6500%  | 0.0000% | $3785000.00        | $3911248.67        | Corporate Debt Securities |
| TORONTO DOMINION BK ONT        FR 4.108%060827  | 2027-06-08      | 4.1080%  | 0.0000% | $380000.00         | $385042.77         | Corporate Debt Securities |
| HYUNDAI CAP AMER               FR 5.8%040130    | 2030-04-01      | 5.8000%  | 0.0000% | $56000.00          | $60180.90          | Corporate Debt Securities |
| GUARDIAN LIFE GLOBAL FDG MTN   FR 5.737%100228  | 2028-10-02      | 5.7370%  | 0.0000% | $75000.00          | $80530.22          | Corporate Debt Securities |
| CREDIT SUISSE USA INC          BD 7.125%32      | 2032-07-15      | 7.1250%  | 0.0000% | $2889000.00        | $3367024.77        | Corporate Debt Securities |
| BNP PARIBAS                    SNR NPF REGS 29  | 2029-05-09      | 4.7920%  | 0.0000% | $398000.00         | $409147.45         | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 27    | 2027-10-21      | 1.9480%  | 0.0000% | $7381000.00        | $7267138.24        | Corporate Debt Securities |
| ENTERGY TEXAS INC              1M GLBL BD 31    | 2031-03-15      | 1.7500%  | 0.0000% | $39000.00          | $34119.90          | Corporate Debt Securities |

### Security 706: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA 4.200000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1BD7A2, C.3 - LEI: 1VUV7VQFKUOQSJ21A208, C.5 - Other ID: ARP1BD7A2
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2027-04-30      | 3.7500%  | 0.0000% | $100330300.00      | $102011939.47      | U.S. Treasuries (including strips) |

### Security 707: BOFA SECURITIES INC

- **C.1 - Title:** BOFA SECURITIES INC 4.210000%
- **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: ARP1BD7F1, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: ARP1BD7F1
- **C.18 - Value (incl. sponsor support):** $558600000.00
- **C.18.a - Value (excl. sponsor support):** $558600000.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FRESB MTG TR 2020-SB71         A-10H  20391125 FLT | 2039-11-25      | 2.2500%  | 0.0000% | $3500000.00        | $2388250.67        | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASURY                             | 2029-11-15      | 1.7500%  | 0.0000% | $166004800.00      | $155126754.46      | U.S. Treasuries (including strips)        |
| FNRM CL067MG R25F067                               | 2051-02-25      | 5.5000%  | 0.0000% | $24335872.00       | $23659520.56       | Agency Collateralized Mortgage Obligation |
| FHLMC  MSCR TRUST MN3          B-1    20511127 FLT | 2051-11-27      | 11.2060% | 0.0000% | $8243374.00        | $8753106.27        | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASURY                             | 2030-05-15      | 0.6250%  | 0.0000% | $286643200.00      | $249999521.58      | U.S. Treasuries (including strips)        |
| FREMF MTG TR 2021-KF117        CS     20310725 FLT | 2031-07-25      | 10.7547% | 0.0000% | $45476000.00       | $20270129.87       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-004 FG                                   | 2054-01-20      | 5.5388%  | 0.0000% | $15447500.00       | $11377676.75       | Agency Collateralized Mortgage Obligation |
| GNRA 2017-1O FD                                    | 2067-10-20      | 5.6828%  | 0.0000% | $52506640.00       | $12218134.78       | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2055-06-25      | 6.0000%  | 0.0000% | $25687400.00       | $24369989.13       | Agency Collateralized Mortgage Obligation |
| GNRA 2023-079 FB                                   | 2053-06-20      | 5.5388%  | 0.0000% | $100000000.00      | $63223089.91       | Agency Collateralized Mortgage Obligation |

### Security 708: BOFA SECURITIES INC

- **C.1 - Title:** BOFA SECURITIES INC 4.200000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1BD8A1, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: ARP1BD8A1
- **C.18 - Value (incl. sponsor support):** $1408000000.00
- **C.18.a - Value (excl. sponsor support):** $1408000000.00
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2029-07-31      | 4.0000%  | 0.0000% | $96758800.00       | $98525657.78       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-02-28      | 4.0000%  | 0.0000% | $159374400.00      | $161843893.10      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-01-31      | 4.2500%  | 0.0000% | $38337000.00       | $39440524.30       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-31      | 0.5000%  | 0.0000% | $19217400.00       | $18068733.80       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-04-30      | 3.8750%  | 0.0000% | $39033700.00       | $39934431.28       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-07-15      | 1.8750%  | 0.0000% | $118819200.00      | $121056392.54      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-31      | 3.6250%  | 0.0000% | $249721600.00      | $249993083.34      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-03-31      | 4.0000%  | 0.0000% | $211277200.00      | $213819075.99      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-05-15      | 0.6250%  | 0.0000% | $236374800.00      | $206157295.60      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-05-31      | 4.0000%  | 0.0000% | $203974400.00      | $209211510.64      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-05-31      | 3.7500%  | 0.0000% | $77051000.00       | $78109449.59       | U.S. Treasuries (including strips) |

### Security 709: NOMURA SECURITIES INTERNATIONAL INC

- **C.1 - Title:** NOMURA SECURITIES INTERNATIONAL INC 4.210000%
- **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: ARP1BD8G8, C.3 - LEI: OXTKY6Q8X53C9ILVV871, C.5 - Other ID: ARP1BD8G8
- **C.18 - Value (incl. sponsor support):** $406000000.00
- **C.18.a - Value (excl. sponsor support):** $406000000.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEPC 05.000 CLZJ0329 | 2040-08-01      | 5.0000%  | 0.0000% | $3000000.00        | $131048.22         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CTZA2208 | 2031-06-01      | 4.5000%  | 0.0000% | $509700.00         | $15680.29          | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZM0461 | 2045-11-01      | 3.5000%  | 0.0000% | $3000000.00        | $473165.19         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZM3709 | 2047-07-01      | 3.5000%  | 0.0000% | $220700.00         | $26166.78          | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLZA4582 | 2045-11-01      | 3.0000%  | 0.0000% | $2050000.00        | $419514.68         | Agency Mortgage-Backed Securities |
| 03.500 FGPC T50017 G | 2036-08-01      | 3.5000%  | 0.0000% | $2224053.00        | $364893.67         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLZI9184 | 2039-09-01      | 5.0000%  | 0.0000% | $2000000.00        | $146485.61         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLZM2089 | 2046-11-01      | 3.0000%  | 0.0000% | $450000.00         | $84745.40          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA3466 | 2048-09-01      | 3.5000%  | 0.0000% | $370941.00         | $35521.63          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM4099 | 2042-10-01      | 3.5000%  | 0.0000% | $2667500.00        | $1094471.10        | Agency Mortgage-Backed Securities |
| GNII SF MA6039 M     | 2049-07-20      | 3.5000%  | 0.0000% | $403523693.00      | $43701100.62       | Agency Mortgage-Backed Securities |
| GNII SF MA4778 M     | 2047-10-20      | 3.5000%  | 0.0000% | $1909900.00        | $232452.13         | Agency Mortgage-Backed Securities |
| GNII JM MA6330 M     | 2049-12-20      | 3.5000%  | 0.0000% | $2300600.00        | $247506.00         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSL0271 | 2048-03-01      | 3.5000%  | 0.0000% | $41164424.00       | $35744353.08       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA3514 | 2049-05-01      | 4.5000%  | 0.0000% | $510100.00         | $72449.71          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDE2719 | 2055-07-01      | 5.0000%  | 0.0000% | $52900.00          | $52966.74          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCA0996 | 2048-01-01      | 3.5000%  | 0.0000% | $6320000.00        | $1536916.08        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA2208 | 2048-08-01      | 4.5000%  | 0.0000% | $405700.00         | $43597.86          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA4097 | 2050-08-01      | 3.0000%  | 0.0000% | $600139.00         | $177984.31         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBM1100 | 2047-04-01      | 3.5000%  | 0.0000% | $363900.00         | $77445.88          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBK7700 | 2048-10-01      | 4.5000%  | 0.0000% | $656100.00         | $127788.33         | Agency Mortgage-Backed Securities |
| FNMS 07.500 CLFM6093 | 2038-11-01      | 7.5000%  | 0.0000% | $7429200.00        | $1616867.23        | Agency Mortgage-Backed Securities |
| GNII SF AQ7573 C     | 2048-08-20      | 4.5000%  | 0.0000% | $2758767.00        | $235254.93         | Agency Mortgage-Backed Securities |
| GNII SF AK8316 C     | 2045-01-20      | 3.5000%  | 0.0000% | $1787200.00        | $385409.50         | Agency Mortgage-Backed Securities |
| GNII SF MA5081 M     | 2048-03-20      | 5.5000%  | 0.0000% | $783194.00         | $95029.26          | Agency Mortgage-Backed Securities |
| GNII SF MA4721 M     | 2047-09-20      | 4.5000%  | 0.0000% | $359100.00         | $33222.58          | Agency Mortgage-Backed Securities |
| GNII SF MA6710 M     | 2050-06-20      | 3.0000%  | 0.0000% | $12969671.00       | $3301556.15        | Agency Mortgage-Backed Securities |
| GNII SF MA6064 M     | 2034-08-20      | 3.0000%  | 0.0000% | $161000.00         | $19927.10          | Agency Mortgage-Backed Securities |
| GNII SF AD7278 C     | 2043-01-20      | 3.5000%  | 0.0000% | $358379.00         | $29227.56          | Agency Mortgage-Backed Securities |
| GNII SF MA5191 M     | 2048-05-20      | 3.5000%  | 0.0000% | $548000.00         | $66158.94          | Agency Mortgage-Backed Securities |
| GNII FS 004105 M     | 2038-02-20      | 7.0000%  | 0.0000% | $407579.00         | $58035.00          | Agency Mortgage-Backed Securities |
| GNII SF 004871 M     | 2039-04-20      | 6.0000%  | 0.0000% | $467674.00         | $13741.43          | Agency Mortgage-Backed Securities |
| GNII SF BK1663 C     | 2048-12-20      | 5.0000%  | 0.0000% | $2935773.00        | $120424.97         | Agency Mortgage-Backed Securities |
| GNII JM 004673 M     | 2040-04-20      | 4.5000%  | 0.0000% | $2564597.00        | $42549.46          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY1083 | 2055-04-01      | 6.0000%  | 0.0000% | $1044.00           | $1067.04           | Agency Mortgage-Backed Securities |
| GNMI SF BH2590 X     | 2048-07-15      | 5.0000%  | 0.0000% | $1213382.00        | $220063.92         | Agency Mortgage-Backed Securities |
| GNII SF 004802 M     | 2040-09-20      | 5.0000%  | 0.0000% | $557000.00         | $22726.88          | Agency Mortgage-Backed Securities |
| GNMI SF 769150 X     | 2041-07-15      | 3.7500%  | 0.0000% | $629000.00         | $48126.69          | Agency Mortgage-Backed Securities |
| GNII SF CZ2502 C     | 2054-04-20      | 7.0000%  | 0.0000% | $20000.00          | $17272.16          | Agency Mortgage-Backed Securities |
| GNMI SF 613544 X     | 2033-09-15      | 4.7500%  | 0.0000% | $2182673.00        | $83697.54          | Agency Mortgage-Backed Securities |
| GNII SF BT8058 C     | 2050-03-20      | 4.5000%  | 0.0000% | $2060000.00        | $681347.09         | Agency Mortgage-Backed Securities |
| GNMI SF AX6160 X     | 2047-04-15      | 4.5000%  | 0.0000% | $177700.00         | $31871.64          | Agency Mortgage-Backed Securities |
| GNII SF 004853 M     | 2040-11-20      | 4.0000%  | 0.0000% | $434994.00         | $21976.00          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB913253 | 2037-03-01      | 6.3320%  | 0.0000% | $2763000.00        | $17109.09          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB5087 | 2052-11-01      | 5.5000%  | 0.0000% | $22352.00          | $18100.18          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAJ1212 | 2041-09-01      | 4.5000%  | 0.0000% | $15140945.00       | $1670863.95        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFM1096 | 2049-02-01      | 5.5000%  | 0.0000% | $15270000.00       | $4020512.10        | Agency Mortgage-Backed Securities |
| GNII SF MA3734 M     | 2046-06-20      | 2.5000%  | 0.0000% | $488900.00         | $95369.53          | Agency Mortgage-Backed Securities |
| GNII SF MA3308 M     | 2045-11-20      | 2.5000%  | 0.0000% | $1200143.00        | $224428.48         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDA9185 | 2054-06-01      | 6.5000%  | 0.0000% | $991600.00         | $805747.35         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CQMA0708 | 2041-02-01      | 4.5000%  | 0.0000% | $2625000.00        | $115344.55         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIFM3019 | 2035-02-01      | 3.5000%  | 0.0000% | $5812900.00        | $1122352.28        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CTMA2523 | 2036-02-01      | 3.0000%  | 0.0000% | $625000.00         | $78712.87          | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZS4078 | 2045-01-01      | 3.5000%  | 0.0000% | $600000.00         | $87087.20          | Agency Mortgage-Backed Securities |
| FEPC 04.000 CIZS6920 | 2029-03-01      | 4.0000%  | 0.0000% | $500000.00         | $17519.89          | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD7235 | 2052-08-01      | 3.0000%  | 0.0000% | $3006300.00        | $2542574.08        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQD9922 | 2052-04-01      | 3.5000%  | 0.0000% | $2865183.00        | $2224096.27        | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS712281 | 2033-05-01      | 6.3710%  | 0.0000% | $1937600.00        | $14659.05          | Agency Mortgage-Backed Securities |
| FNMS 05.500 KL835051 | 2035-06-01      | 5.5000%  | 0.0000% | $1229416.00        | $169586.41         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAL2154 | 2042-06-01      | 3.5000%  | 0.0000% | $10354937.00       | $1537269.73        | Agency Mortgage-Backed Securities |
| FEPC 02.000 CIZK5468 | 2028-05-01      | 2.0000%  | 0.0000% | $1849000.00        | $96267.08          | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZL6751 | 2043-08-01      | 4.0000%  | 0.0000% | $2900500.00        | $418563.10         | Agency Mortgage-Backed Securities |
| 03.000 FGPC G15252 G | 2029-12-01      | 3.0000%  | 0.0000% | $2232100.00        | $173867.88         | Agency Mortgage-Backed Securities |
| GNII SF 003428 M     | 2033-08-20      | 5.0000%  | 0.0000% | $2132000.00        | $26924.74          | Agency Mortgage-Backed Securities |
| GNII SF AK6972 C     | 2045-03-20      | 4.5000%  | 0.0000% | $333700.00         | $68763.56          | Agency Mortgage-Backed Securities |
| GNII SF MA6342 M     | 2049-12-20      | 5.0000%  | 0.0000% | $1086400.00        | $137808.02         | Agency Mortgage-Backed Securities |
| GNMI SF 606996 X     | 2033-12-15      | 7.0000%  | 0.0000% | $1297454.00        | $108723.46         | Agency Mortgage-Backed Securities |
| GNMI SF 592498 X     | 2033-03-15      | 6.0000%  | 0.0000% | $2025174.00        | $16999.86          | Agency Mortgage-Backed Securities |
| GNMI SF BT0809 X     | 2050-03-15      | 3.0000%  | 0.0000% | $2998600.00        | $488936.84         | Agency Mortgage-Backed Securities |
| GNII SF BT8255 C     | 2050-03-20      | 3.0000%  | 0.0000% | $1845800.00        | $227289.10         | Agency Mortgage-Backed Securities |
| GNII SF BM7524 C     | 2050-02-20      | 4.5000%  | 0.0000% | $2138359.00        | $426522.45         | Agency Mortgage-Backed Securities |
| GNII SF MA1919 M     | 2044-05-20      | 3.5000%  | 0.0000% | $315000.00         | $23400.34          | Agency Mortgage-Backed Securities |
| GNMI SF 761677 X     | 2041-05-15      | 3.7500%  | 0.0000% | $332600.00         | $45745.54          | Agency Mortgage-Backed Securities |
| GNII SF MA4452 M     | 2047-05-20      | 4.0000%  | 0.0000% | $384101.00         | $35782.56          | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQH9425 | 2054-02-01      | 6.5000%  | 0.0000% | $1658700.00        | $1318036.83        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD1518 | 2052-08-01      | 4.5000%  | 0.0000% | $290000.00         | $235563.54         | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD1603 | 2052-09-01      | 4.0000%  | 0.0000% | $700000.00         | $543875.75         | Agency Mortgage-Backed Securities |
| GNMI SF BO1562 X     | 2049-07-15      | 4.0000%  | 0.0000% | $703400.00         | $57886.42          | Agency Mortgage-Backed Securities |
| GNMI SF BT3504 X     | 2050-02-15      | 4.5000%  | 0.0000% | $1925753.00        | $95140.87          | Agency Mortgage-Backed Securities |
| GNMI SF BB3472 X     | 2047-09-15      | 4.0000%  | 0.0000% | $3093190.00        | $145016.82         | Agency Mortgage-Backed Securities |
| GNMI SF 582260 X     | 2032-07-15      | 7.0000%  | 0.0000% | $2589444.00        | $13973.59          | Agency Mortgage-Backed Securities |
| GNMI SF BB3654 X     | 2047-10-15      | 5.0000%  | 0.0000% | $520849.00         | $73176.44          | Agency Mortgage-Backed Securities |
| GNMI SF 609643 X     | 2033-05-15      | 6.0000%  | 0.0000% | $1329836.00        | $13012.14          | Agency Mortgage-Backed Securities |
| GNII SF AW5304 C     | 2046-11-20      | 3.5000%  | 0.0000% | $6731924.00        | $1754491.68        | Agency Mortgage-Backed Securities |
| GNII SF 004660 M     | 2040-03-20      | 6.0000%  | 0.0000% | $638748.00         | $14577.43          | Agency Mortgage-Backed Securities |
| GNII SF AX8668 C     | 2046-09-20      | 3.5000%  | 0.0000% | $459800.00         | $47179.65          | Agency Mortgage-Backed Securities |
| GNII SF 727587 C     | 2039-09-20      | 4.5000%  | 0.0000% | $2832200.00        | $70806.55          | Agency Mortgage-Backed Securities |
| GNII SF AX4816 C     | 2047-03-20      | 3.5000%  | 0.0000% | $2230500.00        | $388728.39         | Agency Mortgage-Backed Securities |
| GNII SF MA5713 M     | 2049-01-20      | 5.5000%  | 0.0000% | $2039812.00        | $158911.05         | Agency Mortgage-Backed Securities |
| GNII SF MA5019 M     | 2048-02-20      | 3.5000%  | 0.0000% | $2227000.00        | $278923.93         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLZS4693 | 2046-12-01      | 3.0000%  | 0.0000% | $600000.00         | $108414.18         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CISB8389 | 2040-04-01      | 6.5000%  | 0.0000% | $328400.00         | $329146.39         | Agency Mortgage-Backed Securities |
| FEPC 04.000 CIZS7038 | 2029-10-01      | 4.0000%  | 0.0000% | $610000.00         | $35766.53          | Agency Mortgage-Backed Securities |
| FEPC 03.000 CIZS8502 | 2028-10-01      | 3.0000%  | 0.0000% | $2000000.00        | $79715.36          | Agency Mortgage-Backed Securities |
| FEPC 02.500 CNZS8014 | 2028-01-01      | 2.5000%  | 0.0000% | $365000.00         | $16239.44          | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZA1362 | 2043-07-01      | 3.5000%  | 0.0000% | $313000.00         | $36672.55          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLZI9872 | 2040-04-01      | 5.0000%  | 0.0000% | $2000000.00        | $26931.72          | Agency Mortgage-Backed Securities |
| FEPC 04.500 4PZL0906 | 2034-08-01      | 4.5000%  | 0.0000% | $520000.00         | $17683.43          | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZM3659 | 2047-07-01      | 3.5000%  | 0.0000% | $1958400.00        | $605890.32         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CTZA2426 | 2036-07-01      | 2.5000%  | 0.0000% | $2010000.00        | $352077.16         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLRA2853 | 2050-06-01      | 2.5000%  | 0.0000% | $37361800.00       | $13710597.38       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCA4818 | 2049-12-01      | 4.0000%  | 0.0000% | $48558600.00       | $14272995.42       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIFM2711 | 2035-01-01      | 3.0000%  | 0.0000% | $3085000.00        | $593811.25         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFA1140 | 2054-06-01      | 6.5000%  | 0.0000% | $2570756.00        | $2218098.66        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIMA2161 | 2029-12-01      | 3.5000%  | 0.0000% | $435000.00         | $36557.62          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CQMA1391 | 2043-02-01      | 4.0000%  | 0.0000% | $2680100.00        | $319289.67         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CTMA2138 | 2035-01-01      | 3.5000%  | 0.0000% | $416800.00         | $39830.42          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CNMA3286 | 2028-02-01      | 3.0000%  | 0.0000% | $1990998.00        | $114986.32         | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS924713 | 2033-08-01      | 5.0490%  | 0.0000% | $2300000.00        | $82067.88          | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLSL2543 | 2052-08-01      | 2.0000%  | 0.0000% | $12895000.00       | $10486267.01       | Agency Mortgage-Backed Securities |
| GNII SF MA3936 M     | 2046-09-20      | 3.0000%  | 0.0000% | $4396800.00        | $564049.05         | Agency Mortgage-Backed Securities |
| GNII SF MA5528 M     | 2048-10-20      | 4.0000%  | 0.0000% | $410000.00         | $38052.66          | Agency Mortgage-Backed Securities |
| GNII SF MA4653 M     | 2047-08-20      | 4.0000%  | 0.0000% | $201700.00         | $22109.23          | Agency Mortgage-Backed Securities |
| GNII SF MA3737 M     | 2046-06-20      | 4.0000%  | 0.0000% | $321000.00         | $31231.81          | Agency Mortgage-Backed Securities |
| GNII SF MA5194 M     | 2048-04-20      | 5.0000%  | 0.0000% | $2827000.00        | $215465.73         | Agency Mortgage-Backed Securities |
| GNII JM MA5702 M     | 2049-01-20      | 5.0000%  | 0.0000% | $640470.00         | $17816.74          | Agency Mortgage-Backed Securities |
| GNMI SF CK2706 X     | 2052-02-15      | 4.0000%  | 0.0000% | $93043.00          | $71865.15          | Agency Mortgage-Backed Securities |
| GNII SF MA0625 M     | 2042-12-20      | 3.5000%  | 0.0000% | $2198800.00        | $208859.03         | Agency Mortgage-Backed Securities |
| GNII SF AD1744 C     | 2043-02-20      | 3.0000%  | 0.0000% | $1300000.00        | $221250.71         | Agency Mortgage-Backed Securities |
| GNII SF MA5738 M     | 2034-02-20      | 4.0000%  | 0.0000% | $253300.00         | $29334.17          | Agency Mortgage-Backed Securities |
| GNII SF MA3663 M     | 2046-05-20      | 3.5000%  | 0.0000% | $548100.00         | $58318.89          | Agency Mortgage-Backed Securities |
| GNII SF MA2825 M     | 2045-05-20      | 3.0000%  | 0.0000% | $2332724.00        | $220315.99         | Agency Mortgage-Backed Securities |
| GNII SF MA4068 M     | 2046-10-20      | 3.0000%  | 0.0000% | $3423600.00        | $461892.63         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQX3855 | 2055-01-01      | 5.5000%  | 0.0000% | $1000.00           | $1007.20           | Agency Mortgage-Backed Securities |
| GNII JM MA1961 M     | 2029-05-20      | 3.5000%  | 0.0000% | $466900.00         | $17491.50          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WSAE0251 | 2039-01-01      | 6.4370%  | 0.0000% | $2250000.00        | $118947.20         | Agency Mortgage-Backed Securities |
| GNII JM MA4830 M     | 2041-09-20      | 4.5000%  | 0.0000% | $636600.00         | $52256.63          | Agency Mortgage-Backed Securities |
| GNII SF MA4128 M     | 2046-12-20      | 4.0000%  | 0.0000% | $637600.00         | $68113.42          | Agency Mortgage-Backed Securities |
| GNII SF MA3172 M     | 2045-10-20      | 3.0000%  | 0.0000% | $1228600.00        | $135309.83         | Agency Mortgage-Backed Securities |
| GNII SF BL5276 C     | 2049-04-20      | 5.0000%  | 0.0000% | $1964600.00        | $138149.91         | Agency Mortgage-Backed Securities |
| GNII SF MA2200 M     | 2029-04-20      | 6.0000%  | 0.0000% | $560600.00         | $114197.70         | Agency Mortgage-Backed Securities |
| GNII SF MA0471 M     | 2030-11-20      | 8.0000%  | 0.0000% | $124572.00         | $16934.74          | Agency Mortgage-Backed Securities |
| GNII SF MA2796 M     | 2030-05-20      | 2.5000%  | 0.0000% | $1749000.00        | $111458.07         | Agency Mortgage-Backed Securities |
| GNII SF MA2521 M     | 2045-01-20      | 3.5000%  | 0.0000% | $500989.00         | $35223.02          | Agency Mortgage-Backed Securities |
| GNII SF MA0514 M     | 2027-11-20      | 3.0000%  | 0.0000% | $475000.00         | $10320.39          | Agency Mortgage-Backed Securities |
| GNII SF MA2231 M     | 2031-06-20      | 7.5000%  | 0.0000% | $203090.00         | $26321.75          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQI1062 | 2054-03-01      | 6.0000%  | 0.0000% | $1553916.00        | $1360015.08        | Agency Mortgage-Backed Securities |
| 04.500 FGPC U99091 G | 2044-03-01      | 4.5000%  | 0.0000% | $2600000.00        | $379803.81         | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB766205 | 2034-02-01      | 6.7550%  | 0.0000% | $1909600.00        | $14751.87          | Agency Mortgage-Backed Securities |
| FNMS 05.000 GL774241 | 2033-10-01      | 5.0000%  | 0.0000% | $2678900.00        | $120660.52         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDB4416 | 2054-07-01      | 6.5000%  | 0.0000% | $3027900.00        | $2360501.05        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBM3446 | 2048-02-01      | 3.5000%  | 0.0000% | $9075000.00        | $1927869.93        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRQ0050 | 2055-09-01      | 6.0000%  | 0.0000% | $5041280.00        | $5121406.00        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CIRR0032 | 2040-09-01      | 5.0000%  | 0.0000% | $1000.00           | $1014.64           | Agency Mortgage-Backed Securities |
| GNMI SF 799834 X     | 2042-02-15      | 2.6500%  | 0.0000% | $351162.00         | $58207.32          | Agency Mortgage-Backed Securities |
| GNII SF BK1664 C     | 2048-11-20      | 5.0000%  | 0.0000% | $1615300.00        | $205964.93         | Agency Mortgage-Backed Securities |
| GNII SF BK1677 C     | 2048-09-20      | 4.5000%  | 0.0000% | $1994128.00        | $197943.47         | Agency Mortgage-Backed Securities |
| GNMI SF 768595 X     | 2041-06-15      | 3.7500%  | 0.0000% | $369300.00         | $37691.72          | Agency Mortgage-Backed Securities |
| GNII SF AC5625 C     | 2043-02-20      | 3.0000%  | 0.0000% | $513000.00         | $36133.10          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5107 | 2053-08-01      | 5.5000%  | 0.0000% | $18750700.00       | $15472853.36       | Agency Mortgage-Backed Securities |
| GNII JM MA6275 M     | 2049-11-20      | 3.5000%  | 0.0000% | $680323.00         | $53749.42          | Agency Mortgage-Backed Securities |
| GNMI SF 693633 X     | 2038-07-15      | 6.5000%  | 0.0000% | $2889126.00        | $35710.33          | Agency Mortgage-Backed Securities |
| GNII SF 659580 C     | 2036-09-20      | 6.0000%  | 0.0000% | $1777118.00        | $131236.22         | Agency Mortgage-Backed Securities |
| GNII SF MA9780 M     | 2054-07-20      | 6.0000%  | 0.0000% | $47505555.00       | $38391054.25       | Agency Mortgage-Backed Securities |
| GNII SP 784667 C     | 2049-02-20      | 4.5000%  | 0.0000% | $555900.00         | $100585.77         | Agency Mortgage-Backed Securities |
| GNMI SF 664472 X     | 2037-12-15      | 6.5000%  | 0.0000% | $2951400.00        | $13217.22          | Agency Mortgage-Backed Securities |
| FEPC 02.000 CIZK4894 | 2028-01-01      | 2.0000%  | 0.0000% | $577000.00         | $24679.74          | Agency Mortgage-Backed Securities |
| FEPC 03.000 CIZK3853 | 2027-01-01      | 3.0000%  | 0.0000% | $1679600.00        | $34065.01          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLZI9831 | 2040-03-01      | 5.0000%  | 0.0000% | $1998400.00        | $62470.28          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZI7596 | 2038-06-01      | 5.5000%  | 0.0000% | $2101600.00        | $11283.97          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CTZS9125 | 2031-09-01      | 5.0000%  | 0.0000% | $492075.00         | $17306.46          | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZS4739 | 2047-10-01      | 3.5000%  | 0.0000% | $322600.00         | $40375.36          | Agency Mortgage-Backed Securities |
| GNII SF 750199 C     | 2041-02-20      | 5.0000%  | 0.0000% | $590000.00         | $31361.05          | Agency Mortgage-Backed Securities |
| GNMI SP 783276 X     | 2041-03-15      | 4.5000%  | 0.0000% | $1302000.00        | $49180.36          | Agency Mortgage-Backed Securities |
| GNII SP 783995 C     | 2044-12-20      | 5.0000%  | 0.0000% | $312891.00         | $56002.89          | Agency Mortgage-Backed Securities |
| GNMI SF 472000 X     | 2028-08-15      | 7.0000%  | 0.0000% | $2020008.00        | $49409.04          | Agency Mortgage-Backed Securities |
| GNMI SF 638878 X     | 2035-04-15      | 5.8600%  | 0.0000% | $630544.00         | $82264.95          | Agency Mortgage-Backed Securities |
| GNII SF MA3802 M     | 2046-07-20      | 3.0000%  | 0.0000% | $3233312.00        | $388971.90         | Agency Mortgage-Backed Securities |
| GNII SF MA4718 M     | 2047-09-20      | 3.0000%  | 0.0000% | $105000.00         | $15483.79          | Agency Mortgage-Backed Securities |
| GNII JM MA5700 M     | 2049-01-20      | 4.0000%  | 0.0000% | $500000.00         | $20408.31          | Agency Mortgage-Backed Securities |
| GNMI SF AX6161 X     | 2047-04-15      | 4.5000%  | 0.0000% | $335000.00         | $54837.49          | Agency Mortgage-Backed Securities |
| GNMI SF BB9827 X     | 2047-08-15      | 4.5000%  | 0.0000% | $1205656.00        | $147179.99         | Agency Mortgage-Backed Securities |
| GNII SF MA4383 M     | 2047-04-20      | 4.0000%  | 0.0000% | $2106389.00        | $189749.45         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIMA3827 | 2034-11-01      | 2.5000%  | 0.0000% | $2238000.00        | $364114.70         | Agency Mortgage-Backed Securities |
| GNMI SF 799835 X     | 2042-03-15      | 3.1000%  | 0.0000% | $108200.00         | $11861.02          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCB7068 | 2053-08-01      | 3.5000%  | 0.0000% | $2683800.00        | $2186001.01        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CNRD5093 | 2032-04-01      | 3.0000%  | 0.0000% | $360147.00         | $184947.69         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAP8732 | 2042-10-01      | 3.5000%  | 0.0000% | $1223500.00        | $244246.53         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQJ4456 | 2054-09-01      | 5.5000%  | 0.0000% | $17600.00          | $17613.49          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CQAS9032 | 2043-08-01      | 3.0000%  | 0.0000% | $544400.00         | $104668.72         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CTBM3491 | 2038-01-01      | 4.5000%  | 0.0000% | $668900.00         | $124528.86         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLZS1533 | 2034-01-01      | 5.0000%  | 0.0000% | $1264760.00        | $15628.86          | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZM3056 | 2047-04-01      | 3.5000%  | 0.0000% | $500000.00         | $48042.81          | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZM2700 | 2047-02-01      | 4.0000%  | 0.0000% | $2442500.00        | $665581.09         | Agency Mortgage-Backed Securities |
| FEPC 04.000 3PZA7088 | 2049-05-01      | 4.0000%  | 0.0000% | $535966.00         | $60068.57          | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLZS1004 | 2032-11-01      | 7.0000%  | 0.0000% | $2828800.00        | $37405.41          | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZS4765 | 2048-04-01      | 4.5000%  | 0.0000% | $295300.00         | $29438.92          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD8447 | 2054-07-01      | 6.0000%  | 0.0000% | $50677600.00       | $42562075.51       | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLZS4688 | 2046-11-01      | 3.0000%  | 0.0000% | $520000.00         | $86810.03          | Agency Mortgage-Backed Securities |
| 04.000 FGPC G08624 G | 2045-01-01      | 4.0000%  | 0.0000% | $472000.00         | $36777.00          | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZS9385 | 2044-01-01      | 3.5000%  | 0.0000% | $2530000.00        | $395846.08         | Agency Mortgage-Backed Securities |
| GNII JM MA6534 M     | 2050-03-20      | 4.5000%  | 0.0000% | $1317100.00        | $180799.07         | Agency Mortgage-Backed Securities |
| GNII SF MA9852 M     | 2054-08-20      | 6.0000%  | 0.0000% | $38900.00          | $31718.90          | Agency Mortgage-Backed Securities |
| GNII SF MA0089 M     | 2042-05-20      | 4.0000%  | 0.0000% | $439800.00         | $24791.54          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQY3003 | 2055-05-01      | 5.5000%  | 0.0000% | $1250.00           | $1270.52           | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLQX1326 | 2054-12-01      | 4.0000%  | 0.0000% | $211600.00         | $174726.88         | Agency Mortgage-Backed Securities |
| GNII SF AA6265 C     | 2043-03-20      | 3.0000%  | 0.0000% | $6800.00           | $1368.39           | Agency Mortgage-Backed Securities |
| GNII SF MA0138 M     | 2027-06-20      | 2.5000%  | 0.0000% | $2742000.00        | $50608.02          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5215 | 2053-12-01      | 5.5000%  | 0.0000% | $1626304.00        | $1409001.32        | Agency Mortgage-Backed Securities |
| GNII SF MA0850 M     | 2043-03-20      | 2.5000%  | 0.0000% | $163000.00         | $22896.43          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAV4889 | 2043-12-01      | 4.0000%  | 0.0000% | $5142857.00        | $753297.14         | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBBK7498 | 2048-06-01      | 3.2150%  | 0.0000% | $2167029.00        | $223367.61         | Agency Mortgage-Backed Securities |
| FNMS 03.500 I6BF0660 | 2062-02-01      | 3.5000%  | 0.0000% | $90800.00          | $69260.89          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX S1BM4377 | 2038-04-01      | 6.8500%  | 0.0000% | $2018000.00        | $377757.50         | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB894571 | 2036-03-01      | 7.2000%  | 0.0000% | $2500000.00        | $41199.95          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS3906 | 2053-01-01      | 4.5000%  | 0.0000% | $209200.00         | $183581.28         | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBBM3845 | 2037-09-01      | 6.5900%  | 0.0000% | $438000.00         | $80485.56          | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBL0533 | 2025-11-01      | 3.5700%  | 0.0000% | $2958400.00        | $2957405.48        | Agency Mortgage-Backed Securities |
| GNII SF MA4004 M     | 2046-10-20      | 3.5000%  | 0.0000% | $600300.00         | $74861.26          | Agency Mortgage-Backed Securities |
| GNII SP 786690 C     | 2053-05-20      | 5.5000%  | 0.0000% | $17300.00          | $14097.76          | Agency Mortgage-Backed Securities |
| GNMI SF 462764 X     | 2028-06-15      | 7.0000%  | 0.0000% | $3700000.00        | $12251.75          | Agency Mortgage-Backed Securities |
| GNII SF MA5397 M     | 2048-08-20      | 3.5000%  | 0.0000% | $3655627.00        | $421807.30         | Agency Mortgage-Backed Securities |
| GNII SF MA4719 M     | 2047-09-20      | 3.5000%  | 0.0000% | $21118010.00       | $2490276.94        | Agency Mortgage-Backed Securities |
| GNII SF MA4512 M     | 2047-06-20      | 4.5000%  | 0.0000% | $454700.00         | $40628.32          | Agency Mortgage-Backed Securities |
| GNII JM MA4745 M     | 2032-09-20      | 3.0000%  | 0.0000% | $432600.00         | $35038.42          | Agency Mortgage-Backed Securities |
| GNMI SF 692381 X     | 2039-02-15      | 5.0000%  | 0.0000% | $394900.00         | $31923.87          | Agency Mortgage-Backed Securities |
| GNII SP 787288 C     | 2053-09-20      | 5.5000%  | 0.0000% | $11201685.00       | $9061485.33        | Agency Mortgage-Backed Securities |
| GNII SF 742087 C     | 2030-07-20      | 5.0000%  | 0.0000% | $2000000.00        | $62378.46          | Agency Mortgage-Backed Securities |
| FEPC 03.000 CIZS7660 | 2032-02-01      | 3.0000%  | 0.0000% | $1750000.00        | $283675.97         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZL2958 | 2042-04-01      | 3.5000%  | 0.0000% | $355000.00         | $57793.42          | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZS4720 | 2047-05-01      | 4.5000%  | 0.0000% | $683200.00         | $64055.73          | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZM4290 | 2047-09-01      | 3.5000%  | 0.0000% | $2497800.00        | $549073.73         | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZS4627 | 2045-08-01      | 4.0000%  | 0.0000% | $2815000.00        | $248377.35         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CIZK7957 | 2031-03-01      | 3.0000%  | 0.0000% | $1948119.00        | $216303.22         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CIZK7189 | 2030-03-01      | 3.0000%  | 0.0000% | $2647600.00        | $374804.52         | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZS9778 | 2046-07-01      | 4.0000%  | 0.0000% | $691000.00         | $54220.92          | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZS4751 | 2048-01-01      | 3.5000%  | 0.0000% | $1183770.00        | $150887.52         | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZL6355 | 2043-07-01      | 4.0000%  | 0.0000% | $400000.00         | $63666.94          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD2591 | 2053-03-01      | 5.0000%  | 0.0000% | $100000.00         | $80301.40          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA4185 | 2049-09-01      | 4.5000%  | 0.0000% | $1924292.00        | $261375.23         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAB2077 | 2041-01-01      | 4.0000%  | 0.0000% | $539200.00         | $54219.95          | Agency Mortgage-Backed Securities |
| GNII SF MA5820 M     | 2049-03-20      | 5.5000%  | 0.0000% | $1937500.00        | $158699.58         | Agency Mortgage-Backed Securities |
| GNII SF MA6219 M     | 2049-10-20      | 3.5000%  | 0.0000% | $2148000.00        | $259536.93         | Agency Mortgage-Backed Securities |
| GNII SF MA6155 M     | 2049-09-20      | 4.0000%  | 0.0000% | $246000.00         | $29720.57          | Agency Mortgage-Backed Securities |
| GNII SF MA4961 M     | 2048-01-20      | 3.0000%  | 0.0000% | $8342900.00        | $1194251.63        | Agency Mortgage-Backed Securities |
| GNII SF MA5933 M     | 2049-05-20      | 5.0000%  | 0.0000% | $704500.00         | $64201.00          | Agency Mortgage-Backed Securities |
| GNII SF MA5465 M     | 2048-09-20      | 3.5000%  | 0.0000% | $40000000.00       | $4368842.95        | Agency Mortgage-Backed Securities |
| GNII SF MA2303 M     | 2044-10-20      | 3.5000%  | 0.0000% | $390500.00         | $28977.60          | Agency Mortgage-Backed Securities |
| GNMI SF 487710 X     | 2039-03-15      | 4.5000%  | 0.0000% | $689000.00         | $10695.29          | Agency Mortgage-Backed Securities |
| GNII SP 783591 M     | 2041-07-20      | 4.5000%  | 0.0000% | $578400.00         | $29959.47          | Agency Mortgage-Backed Securities |
| GNMI SF 636439 X     | 2030-01-15      | 5.5000%  | 0.0000% | $551633.00         | $11215.73          | Agency Mortgage-Backed Securities |
| GNMI SF 553461 X     | 2042-01-15      | 3.5000%  | 0.0000% | $1872600.00        | $121385.77         | Agency Mortgage-Backed Securities |
| GNII SF MA0910 M     | 2028-04-20      | 3.5000%  | 0.0000% | $2000000.00        | $51567.79          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CRMA1629 | 2043-09-01      | 4.5000%  | 0.0000% | $2909500.00        | $432537.52         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFM3665 | 2049-09-01      | 4.0000%  | 0.0000% | $3001800.00        | $444779.25         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CQMA1797 | 2044-01-01      | 5.0000%  | 0.0000% | $1668600.00        | $218618.13         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIMA3695 | 2034-07-01      | 3.0000%  | 0.0000% | $688072.00         | $70653.65          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5296 | 2054-03-01      | 5.5000%  | 0.0000% | $18682500.00       | $16079031.92       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF0999 | 2055-10-01      | 6.0000%  | 0.0000% | $2697336.00        | $2782427.06        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCA2789 | 2048-12-01      | 4.0000%  | 0.0000% | $2504000.00        | $995439.45         | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WSBM6305 | 2047-05-01      | 5.7390%  | 0.0000% | $27571108.00       | $6078334.45        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB5914 | 2053-03-01      | 6.0000%  | 0.0000% | $16449.00          | $12054.98          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAS9610 | 2047-05-01      | 4.5000%  | 0.0000% | $500400.00         | $71020.36          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WSBM6307 | 2048-09-01      | 6.0460%  | 0.0000% | $43788400.00       | $15305341.65       | Agency Mortgage-Backed Securities |
| 04.000 FGPC U64824 G | 2046-02-01      | 4.0000%  | 0.0000% | $1869900.00        | $624390.19         | Agency Mortgage-Backed Securities |
| 04.000 FGPC U91254 G | 2043-04-01      | 4.0000%  | 0.0000% | $2610000.00        | $474124.08         | Agency Mortgage-Backed Securities |
| GNII SF AX3460 C     | 2046-11-20      | 3.5000%  | 0.0000% | $8858723.00        | $2139360.55        | Agency Mortgage-Backed Securities |
| GNII SF 003458 M     | 2033-10-20      | 5.0000%  | 0.0000% | $2202000.00        | $28242.23          | Agency Mortgage-Backed Securities |
| GNII SF AW8871 C     | 2046-11-20      | 3.5000%  | 0.0000% | $4986600.00        | $1113994.04        | Agency Mortgage-Backed Securities |
| GNMI SF 590355 X     | 2032-07-15      | 7.0000%  | 0.0000% | $384200.00         | $1829.59           | Agency Mortgage-Backed Securities |
| GNII SF 004799 M     | 2040-09-20      | 3.5000%  | 0.0000% | $202700.00         | $28739.47          | Agency Mortgage-Backed Securities |
| GNII SF 004922 M     | 2041-01-20      | 4.0000%  | 0.0000% | $424400.00         | $21788.50          | Agency Mortgage-Backed Securities |
| GNMI SF 638863 X     | 2034-11-15      | 5.8600%  | 0.0000% | $637996.00         | $59920.96          | Agency Mortgage-Backed Securities |
| GNII JM 004214 M     | 2038-08-20      | 5.0000%  | 0.0000% | $1898689.00        | $11707.81          | Agency Mortgage-Backed Securities |
| GNII SF 005199 M     | 2026-10-20      | 3.5000%  | 0.0000% | $2600000.00        | $12912.49          | Agency Mortgage-Backed Securities |
| GNII SF 004696 M     | 2040-05-20      | 4.5000%  | 0.0000% | $574100.00         | $20396.66          | Agency Mortgage-Backed Securities |
| GNII SF MA4382 M     | 2047-04-20      | 3.5000%  | 0.0000% | $767300.00         | $89103.38          | Agency Mortgage-Backed Securities |
| GNII JM MA4290 M     | 2032-03-20      | 3.0000%  | 0.0000% | $518925.00         | $36706.64          | Agency Mortgage-Backed Securities |
| GNII JM MA4442 M     | 2047-05-20      | 3.5000%  | 0.0000% | $617900.00         | $20612.93          | Agency Mortgage-Backed Securities |
| GNII SF MA2202 M     | 2029-06-20      | 7.0000%  | 0.0000% | $518500.00         | $14146.24          | Agency Mortgage-Backed Securities |
| GNII RG CD6804 C     | 2050-03-20      | 4.0000%  | 0.0000% | $2600843.00        | $777362.00         | Agency Mortgage-Backed Securities |
| GNII JP 784889 M     | 2031-02-20      | 3.0000%  | 0.0000% | $36083450.00       | $4659586.71        | Agency Mortgage-Backed Securities |
| GNMI SF 471964 X     | 2028-07-15      | 7.0000%  | 0.0000% | $702908.00         | $22241.42          | Agency Mortgage-Backed Securities |
| GNII JP 785016 M     | 2034-07-20      | 3.5000%  | 0.0000% | $350000.00         | $56296.06          | Agency Mortgage-Backed Securities |
| GNMI SP 783959 X     | 2036-04-15      | 6.0000%  | 0.0000% | $3092700.00        | $356607.30         | Agency Mortgage-Backed Securities |
| GNII SF 005305 M     | 2042-02-20      | 4.0000%  | 0.0000% | $430000.00         | $20896.92          | Agency Mortgage-Backed Securities |
| GNMI SF 635571 X     | 2034-10-15      | 4.6500%  | 0.0000% | $1260037.00        | $51200.69          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA3305 | 2048-03-01      | 3.5000%  | 0.0000% | $252059000.00      | $33232925.26       | Agency Mortgage-Backed Securities |
| GNII JM MA6533 M     | 2050-01-20      | 4.0000%  | 0.0000% | $2211800.00        | $204998.33         | Agency Mortgage-Backed Securities |
| GNII SF MA7882 M     | 2052-02-20      | 3.0000%  | 0.0000% | $20267.00          | $13227.34          | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLQA6808 | 2050-02-01      | 4.0000%  | 0.0000% | $2640915.00        | $473058.70         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CRAP9766 | 2042-10-01      | 4.0000%  | 0.0000% | $673700.00         | $75801.73          | Agency Mortgage-Backed Securities |
| FEPC 04.500 CTZA2197 | 2031-03-01      | 4.5000%  | 0.0000% | $2634000.00        | $81959.71          | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZS1832 | 2037-02-01      | 4.5000%  | 0.0000% | $2805700.00        | $35162.93          | Agency Mortgage-Backed Securities |
| 04.000 FGPC U69070 G | 2048-11-01      | 4.0000%  | 0.0000% | $5977000.00        | $1832164.67        | Agency Mortgage-Backed Securities |
| FEPC 02.500 3PRE6049 | 2050-06-01      | 2.5000%  | 0.0000% | $99684100.00       | $22670746.81       | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZS3998 | 2044-08-01      | 4.0000%  | 0.0000% | $2045000.00        | $263774.04         | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZL2097 | 2041-10-01      | 4.0000%  | 0.0000% | $3010000.00        | $425369.92         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZT0240 | 2048-01-01      | 3.5000%  | 0.0000% | $550000.00         | $97571.39          | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZM4824 | 2047-11-01      | 4.0000%  | 0.0000% | $18230000.00       | $2643443.64        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLZI1718 | 2034-04-01      | 5.0000%  | 0.0000% | $1784649.00        | $23581.85          | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLZA0980 | 2036-11-01      | 6.5000%  | 0.0000% | $1849000.00        | $19055.38          | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLZJ6213 | 2032-06-01      | 7.0000%  | 0.0000% | $2396380.00        | $21620.62          | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZM4975 | 2047-12-01      | 3.5000%  | 0.0000% | $677500.00         | $138613.08         | Agency Mortgage-Backed Securities |

### Security 710: BOFA SECURITIES INC

- **C.1 - Title:** BOFA SECURITIES INC 4.210000%
- **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: ARP1BD8J2, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: ARP1BD8J2
- **C.18 - Value (incl. sponsor support):** $2117000000.00
- **C.18.a - Value (excl. sponsor support):** $2117000000.00
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FREMF MTG TR 2020-KF78         C      20300325 FLT | 2030-03-25      | 12.3392% | 0.0000% | $9080000.00        | $4345750.81        | Agency Collateralized Mortgage Obligation |
| GNRM 2015-182 AB                                   | 2045-12-20      | 3.0000%  | 0.0000% | $1566918.00        | $470756.76         | Agency Collateralized Mortgage Obligation |
| GNRA 2024-083 FA                                   | 2054-05-20      | 5.7388%  | 0.0000% | $100000000.00      | $52516446.61       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-197 FU                                   | 2054-12-20      | 5.6388%  | 0.0000% | $40000000.00       | $37677659.42       | Agency Collateralized Mortgage Obligation |
| FNRM RC014KA R15F014                               | 2044-07-25      | 2.0000%  | 0.0000% | $5000000.00        | $113646.02         | Agency Collateralized Mortgage Obligation |
| FNRM CL077MV R25F077                               | 2036-08-25      | 5.5000%  | 0.0000% | $14277984.00       | $14646161.82       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-180 FH                                   | 2054-11-20      | 6.0000%  | 0.0000% | $100000000.00      | $86040304.51       | Agency Collateralized Mortgage Obligation |
| GNRM 2023-154 GJ                                   | 2053-10-20      | 7.5000%  | 0.0000% | $40489344.00       | $41076724.30       | Agency Collateralized Mortgage Obligation |
| FREMF MTG TR 2016-KF26         B      20261025 FLT | 2026-10-25      | 9.7192%  | 0.0000% | $13801000.00       | $2714214.89        | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2018-SB53         A-10H  20380525 FLT | 2038-05-25      | 3.4400%  | 0.0000% | $8500000.00        | $3975460.62        | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2036-05-25      | 5.2500%  | 0.0000% | $27602000.00       | $27719881.25       | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2054-11-25      | 5.4560%  | 0.0000% | $100000000.00      | $91117927.13       | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-152       A-2    20321125 FLT | 2032-11-25      | 3.7800%  | 0.0000% | $17500000.00       | $17007200.00       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-043 FB                                   | 2054-03-20      | 5.3388%  | 0.0000% | $50000000.00       | $23403267.23       | Agency Collateralized Mortgage Obligation |
| GNRA 2014-21O FA                                   | 2064-10-20      | 5.1158%  | 0.0000% | $1400000.00        | $282128.80         | Agency Collateralized Mortgage Obligation |
| GNRA 2023-080 FA                                   | 2053-06-20      | 5.6388%  | 0.0000% | $89212100.00       | $62750043.96       | Agency Collateralized Mortgage Obligation |
| GNRA 2023-063 MF                                   | 2053-05-20      | 5.3888%  | 0.0000% | $85000000.00       | $54136018.57       | Agency Collateralized Mortgage Obligation |
| GNRA 2022-182 FA                                   | 2052-09-20      | 5.5888%  | 0.0000% | $25000000.00       | $19636602.06       | Agency Collateralized Mortgage Obligation |
| GNRA 2021-16O FD                                   | 2071-09-20      | 5.2888%  | 0.0000% | $3800000.00        | $2258365.24        | Agency Collateralized Mortgage Obligation |
| GNRA 2021-08O AF                                   | 2068-01-20      | 4.6888%  | 0.0000% | $1400000.00        | $437485.15         | Agency Collateralized Mortgage Obligation |
| GNRA 2020-04O AF                                   | 2070-02-20      | 5.2158%  | 0.0000% | $2000000.00        | $852435.88         | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC MSCR TR 2022-MN4   M-2    20520528 FLT | 2052-05-28      | 10.8560% | 0.0000% | $4000000.00        | $4530819.13        | Agency Collateralized Mortgage Obligation |
| GNRA 2019-0O FM                                    | 2069-05-20      | 4.8658%  | 0.0000% | $1195000.00        | $163143.38         | Agency Collateralized Mortgage Obligation |
| GNRA 2020-07O FB                                   | 2070-03-20      | 5.1658%  | 0.0000% | $40000000.00       | $15040253.89       | Agency Collateralized Mortgage Obligation |
| GNRM 2025-116 AE                                   | 2051-09-20      | 5.5000%  | 0.0000% | $65739136.00       | $66122441.32       | Agency Collateralized Mortgage Obligation |
| GNRA 2019-5O NF                                    | 2069-05-20      | 5.0958%  | 0.0000% | $3700000.00        | $1341212.39        | Agency Collateralized Mortgage Obligation |
| GNRA 2020-20O FA                                   | 2070-04-20      | 4.8158%  | 0.0000% | $2300000.00        | $1197855.98        | Agency Collateralized Mortgage Obligation |
| GNRA 2016-9O FH                                    | 2066-04-20      | 5.3658%  | 0.0000% | $5000000.00        | $989230.75         | Agency Collateralized Mortgage Obligation |
| GNRA 2014-23O FA                                   | 2064-11-20      | 5.1158%  | 0.0000% | $4100000.00        | $739147.27         | Agency Collateralized Mortgage Obligation |
| GNRM 2024-112 JB                                   | 2054-07-20      | 5.7500%  | 0.0000% | $49999999.00       | $51479946.17       | Agency Collateralized Mortgage Obligation |
| GNRM 2024-167 GB                                   | 2054-10-20      | 5.0000%  | 0.0000% | $50000000.00       | $48134088.90       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-164 FA                                   | 2054-10-20      | 5.4088%  | 0.0000% | $45753000.00       | $39967964.22       | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2019-SB69         A-10H  20390925 FLT | 2039-09-25      | 2.5500%  | 0.0000% | $9000000.00        | $6095393.63        | Agency Collateralized Mortgage Obligation |
| FNRM RC043CY R25F043                               | 2055-06-25      | 5.0000%  | 0.0000% | $6149088.00        | $6047903.39        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES             A-2    20330825 FLT | 2033-08-25      | 4.5000%  | 0.0000% | $20000000.00       | $20273320.00       | Agency Collateralized Mortgage Obligation |
| FNRM CL093DA R12F093                               | 2031-08-25      | 1.5000%  | 0.0000% | $2549574.00        | $31058.83          | Agency Collateralized Mortgage Obligation |
| FHLMC MULTI SCR 2021-MN1       B-1    20510125 FLT | 2051-01-25      | 12.1060% | 0.0000% | $22165000.00       | $24426326.34       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-044 FQ                                   | 2055-03-20      | 5.5388%  | 0.0000% | $40000000.00       | $39002725.65       | Agency Collateralized Mortgage Obligation |
| GNRA 2022-22O EF                                   | 2072-10-20      | 5.1388%  | 0.0000% | $100000.00         | $31186.11          | Agency Collateralized Mortgage Obligation |
| GNRM 2025-104 AY                                   | 2050-03-20      | 3.5000%  | 0.0000% | $7629896.00        | $6564239.45        | Agency Collateralized Mortgage Obligation |
| GNRM 2024-127 KE                                   | 2044-04-16      | 2.5000%  | 0.0000% | $25980000.00       | $19826299.70       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-127 DF                                   | 2054-08-20      | 5.4888%  | 0.0000% | $30000000.00       | $26961233.01       | Agency Collateralized Mortgage Obligation |
| GNRA 2023-131 FL                                   | 2053-09-20      | 5.6888%  | 0.0000% | $100000000.00      | $50300170.48       | Agency Collateralized Mortgage Obligation |
| GNRA 2013-H10 FS                                   | 2063-04-20      | 5.4658%  | 0.0000% | $10000000.00       | $590322.67         | Agency Collateralized Mortgage Obligation |
| GNRA 2018-1O FA                                    | 2068-02-20      | 4.8307%  | 0.0000% | $1481000.00        | $415344.83         | Agency Collateralized Mortgage Obligation |
| FNRM CL128B R13F128                                | 2030-12-25      | 3.5000%  | 0.0000% | $1125000.00        | $986350.90         | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2036-05-25      | 5.2500%  | 0.0000% | $7611000.00        | $7654235.14        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-151       A-2    20321025 FLT | 2032-10-25      | 3.8000%  | 0.0000% | $6738000.00        | $6557112.40        | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2052-06-25      | 5.0000%  | 0.0000% | $187022000.00      | $185954918.10      | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2054-04-25      | 5.3060%  | 0.0000% | $50000000.00       | $45797024.49       | Agency Collateralized Mortgage Obligation |
| FNRM RC034AB R24F034                               | 2050-12-25      | 5.7500%  | 0.0000% | $57361664.00       | $30154871.70       | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-760       A-2    20320125 FLT | 2032-01-25      | 4.5500%  | 0.0000% | $28000000.00       | $28591283.78       | Agency Collateralized Mortgage Obligation |
| FREMF MTG TR 2021-KF98         CL     20301226 FLT | 2030-12-26      | 12.9692% | 0.0000% | $9213168.00        | $5734591.72        | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2020-SB73         A-10H  20400225 FLT | 2040-02-25      | 1.5000%  | 0.0000% | $14874912.00       | $8803377.06        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-04O FA                                   | 2074-02-20      | 5.0888%  | 0.0000% | $200000.00         | $184737.49         | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC MSCR TR 2022-MN4   B-1    20520528 FLT | 2052-05-28      | 13.8560% | 0.0000% | $18500000.00       | $21976454.31       | Agency Collateralized Mortgage Obligation |
| FHLMC SCRTT SERIES 2018-3      MA     20570827 3.5 | 2057-08-27      | 3.5000%  | 0.0000% | $85659392.00       | $20423403.60       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-069 FA                                   | 2055-04-20      | 5.3888%  | 0.0000% | $60000000.00       | $58851277.63       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-02O FH                                   | 2074-01-20      | 5.3188%  | 0.0000% | $997328.00         | $913555.27         | Agency Collateralized Mortgage Obligation |
| GNRA 2025-166 C                                    | 2065-02-16      | 4.5000%  | 0.0000% | $14326224.00       | $12337844.39       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-061 FB                                   | 2054-04-20      | 5.5188%  | 0.0000% | $50000000.00       | $36178380.45       | Agency Collateralized Mortgage Obligation |
| GNRM 2024-057 CB                                   | 2054-04-20      | 5.5000%  | 0.0000% | $50000000.00       | $51038027.80       | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC MSCR TR 2022-MN5   B-1    20421125 FLT | 2042-11-25      | 13.8560% | 0.0000% | $6000000.00        | $6873674.69        | Agency Collateralized Mortgage Obligation |
| FNRM CL101NB R11F101                               | 2041-10-25      | 4.0000%  | 0.0000% | $2000000.00        | $615254.82         | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2053-11-25      | 5.8860%  | 0.0000% | $79850000.00       | $51393332.80       | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2054-01-25      | 5.4560%  | 0.0000% | $15000000.00       | $6243325.64        | Agency Collateralized Mortgage Obligation |
| Fannie Mae                                         | 2052-10-25      | 5.2260%  | 0.0000% | $58211328.00       | $42130337.45       | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2049-07-15      | 3.0000%  | 0.0000% | $31277952.00       | $5181217.65        | Agency Collateralized Mortgage Obligation |
| FREMF MTG TR 2020-KJ32         B-FL   20290925 FLT | 2029-09-25      | 14.4692% | 0.0000% | $17087360.00       | $4876505.66        | Agency Collateralized Mortgage Obligation |
| FREM MTG TR 2019-KF70          C      20290925 FLT | 2029-09-25      | 10.4692% | 0.0000% | $7100000.00        | $1845443.69        | Agency Collateralized Mortgage Obligation |
| FREMF MTG TR 2018-KSW4         C      20281025 FLT | 2028-10-25      | 9.4692%  | 0.0000% | $6040000.00        | $3039121.82        | Agency Collateralized Mortgage Obligation |
| FNRM CL067MG R25F067                               | 2051-02-25      | 5.5000%  | 0.0000% | $94475904.00       | $91850195.17       | Agency Collateralized Mortgage Obligation |
| Fannie Mae                                         | 2055-05-25      | 5.7560%  | 0.0000% | $61311500.00       | $57580701.25       | Agency Collateralized Mortgage Obligation |
| MNRM CL004A2 R25M004                               | 2035-08-25      | 4.3890%  | 0.0000% | $224140000.00      | $222941878.23      | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-747       A-M    20281225 FLT | 2028-12-25      | 1.7520%  | 0.0000% | $1483060.00        | $1386614.14        | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2055-04-25      | 5.5060%  | 0.0000% | $55000000.00       | $52551039.98       | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2036-04-25      | 5.2500%  | 0.0000% | $15051000.00       | $15056331.91       | Agency Collateralized Mortgage Obligation |
| Fannie Mae                                         | 2035-07-25      | 5.8205%  | 0.0000% | $36979240.00       | $6485239.28        | Agency Collateralized Mortgage Obligation |
| GNRA 2015-33O FA                                   | 2065-12-20      | 5.1258%  | 0.0000% | $200000.00         | $39732.69          | Agency Collateralized Mortgage Obligation |
| GNRM 2025-130 AB                                   | 2053-03-16      | 4.5000%  | 0.0000% | $18738560.00       | $18564291.30       | Agency Collateralized Mortgage Obligation |
| GNRM 2025-137 E                                    | 2051-06-20      | 5.0000%  | 0.0000% | $58333400.00       | $58553862.44       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-022 FH                                   | 2055-02-20      | 5.6588%  | 0.0000% | $40000000.00       | $37714344.69       | Agency Collateralized Mortgage Obligation |

### Security 711: BNP PARIBAS SA

- **C.1 - Title:** BNP PARIBAS SA 4.210000%
- **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: ARP1BDAM2, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: ARP1BDAM2
- **C.18 - Value (incl. sponsor support):** $1627000000.00
- **C.18.a - Value (excl. sponsor support):** $1627000000.00
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FNMS 06.500 CLCB9162                               | 2054-09-01      | 6.5000%  | 0.0000% | $310354.00         | $295369.96         | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLMA2484                               | 2045-12-01      | 4.0000%  | 0.0000% | $99998.00          | $10548.54          | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQZ3231                               | 2055-09-01      | 6.5000%  | 0.0000% | $4911304.00        | $5117137.30        | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CTMA3279                               | 2038-02-01      | 3.0000%  | 0.0000% | $53000.00          | $8233.28           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLCC0446                               | 2055-05-01      | 6.5000%  | 0.0000% | $166534.00         | $161427.39         | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQZ2349                               | 2055-09-01      | 6.5000%  | 0.0000% | $249083.00         | $259526.95         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLBA2275                               | 2045-12-01      | 3.5000%  | 0.0000% | $2000000.00        | $339205.47         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBW0045                               | 2052-07-01      | 5.0000%  | 0.0000% | $577000.00         | $442976.38         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFA0689                               | 2055-03-01      | 6.0000%  | 0.0000% | $80589.00          | $77263.31          | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFM2963                               | 2050-02-01      | 3.0000%  | 0.0000% | $5500000.00        | $1789779.51        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLBV1619                               | 2055-04-01      | 5.5000%  | 0.0000% | $1534492.00        | $1550002.98        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBV1518                               | 2055-03-01      | 5.0000%  | 0.0000% | $1991770.00        | $1970086.26        | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLBQ9291                               | 2050-12-01      | 2.0000%  | 0.0000% | $26443.00          | $15834.37          | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX SOBT2170                               | 2052-03-01      | 1.9610%  | 0.0000% | $243953.00         | $166567.96         | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLBQ0228                               | 2050-08-01      | 2.5000%  | 0.0000% | $23525.00          | $10448.38          | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HYBS6528                               | 2032-09-01      | 3.6500%  | 0.0000% | $6765.00           | $6582.69           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDC6624                               | 2054-11-01      | 6.0000%  | 0.0000% | $1403625.00        | $1432013.60        | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX LBBM7725                               | 2049-11-01      | 6.5830%  | 0.0000% | $149251.00         | $141366.04         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLAI5179                               | 2041-08-01      | 5.0000%  | 0.0000% | $20549855.00       | $585641.12         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDA5987                               | 2054-02-01      | 6.0000%  | 0.0000% | $7001.00           | $6014.62           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAI8716                               | 2041-08-01      | 4.5000%  | 0.0000% | $3557928.00        | $228727.37         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQI3903                               | 2054-03-01      | 5.5000%  | 0.0000% | $1586420.00        | $1444682.63        | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLQE2363                               | 2052-05-01      | 3.5000%  | 0.0000% | $11000.00          | $8195.70           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQE2376                               | 2052-05-01      | 5.0000%  | 0.0000% | $446424.00         | $307960.99         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CISB8265                               | 2038-11-01      | 5.0000%  | 0.0000% | $102535.00         | $68638.77          | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLSD8199                               | 2052-03-01      | 2.0000%  | 0.0000% | $11000.00          | $7299.61           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLMA5820                               | 2055-09-01      | 4.5000%  | 0.0000% | $563174.00         | $547004.41         | Agency Mortgage-Backed Securities         |
| GNRA 2007-078 FA                                   | 2037-12-16      | 4.7314%  | 0.0000% | $46368420.00       | $1393095.73        | Agency Collateralized Mortgage Obligation |
| GNII SF BT3675 C                                   | 2050-04-20      | 4.0000%  | 0.0000% | $4764488.00        | $1440052.30        | Agency Mortgage-Backed Securities         |
| GNRA 2023-070 FA                                   | 2053-05-20      | 5.3888%  | 0.0000% | $20907733.00       | $16053835.42       | Agency Collateralized Mortgage Obligation |
| GNRA 2023-176 FB                                   | 2053-11-20      | 5.8888%  | 0.0000% | $29129310.00       | $11470001.83       | Agency Collateralized Mortgage Obligation |
| GNRA 2023-048 EF                                   | 2053-03-20      | 5.3888%  | 0.0000% | $16118855.00       | $7211807.29        | Agency Collateralized Mortgage Obligation |
| GNRA 2023-060 FA                                   | 2053-04-20      | 5.2888%  | 0.0000% | $33329411.00       | $19448039.69       | Agency Collateralized Mortgage Obligation |
| GNRA 2022-081 YF                                   | 2052-05-20      | 4.5000%  | 0.0000% | $8757621.00        | $6145745.91        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-117 FA                                   | 2055-07-20      | 5.5388%  | 0.0000% | $10749000.00       | $10755795.60       | Agency Collateralized Mortgage Obligation |
| GNII SF DJ3026 C                                   | 2055-08-20      | 6.0000%  | 0.0000% | $5819248.00        | $6003184.86        | Agency Mortgage-Backed Securities         |
| GNII ET DJ1248 C                                   | 2065-05-20      | 7.0000%  | 0.0000% | $26319405.00       | $26479387.13       | Agency Mortgage-Backed Securities         |
| GNRA 2022-022 YF                                   | 2052-02-20      | 3.0000%  | 0.0000% | $160395130.00      | $98532364.38       | Agency Collateralized Mortgage Obligation |
| GNRA 2023-003 FD                                   | 2053-01-20      | 5.2988%  | 0.0000% | $40000000.00       | $28551205.98       | Agency Collateralized Mortgage Obligation |
| GNRA 2023-123 MF                                   | 2053-08-20      | 5.3888%  | 0.0000% | $19757626.00       | $12634817.44       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-132 FD                                   | 2054-08-20      | 5.4888%  | 0.0000% | $2826839.00        | $2344210.28        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-186 FA                                   | 2054-11-20      | 5.9888%  | 0.0000% | $35452629.00       | $30459490.79       | Agency Collateralized Mortgage Obligation |
| GNII SF CZ1712 C                                   | 2054-02-20      | 7.5000%  | 0.0000% | $164530.00         | $174780.45         | Agency Mortgage-Backed Securities         |
| GNRA 2023-120 FB                                   | 2053-08-20      | 5.4988%  | 0.0000% | $20956.00          | $10443.96          | Agency Collateralized Mortgage Obligation |
| GNRA 2022-178 FC                                   | 2052-10-20      | 5.6888%  | 0.0000% | $12352299.00       | $9367527.64        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-066 FC                                   | 2054-04-20      | 5.5188%  | 0.0000% | $27063952.00       | $19471524.29       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-066 FB                                   | 2054-04-20      | 5.4188%  | 0.0000% | $11414797.00       | $7801182.74        | Agency Collateralized Mortgage Obligation |
| GNRA 2022-213 FA                                   | 2052-12-20      | 5.2888%  | 0.0000% | $12994707.00       | $8774085.02        | Agency Collateralized Mortgage Obligation |
| GNII SF DJ4779 C                                   | 2055-03-20      | 7.5000%  | 0.0000% | $68405.00          | $72943.69          | Agency Mortgage-Backed Securities         |
| GNRA 2023-082 KF                                   | 2053-06-20      | 5.5388%  | 0.0000% | $122389633.00      | $92273660.72       | Agency Collateralized Mortgage Obligation |
| FEPC 04.500 CLQG2806                               | 2053-04-01      | 4.5000%  | 0.0000% | $1063634.00        | $501299.20         | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLQE0327                               | 2052-04-01      | 2.5000%  | 0.0000% | $395000.00         | $267532.62         | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLQB5093                               | 2050-11-01      | 2.5000%  | 0.0000% | $300000.00         | $169987.53         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDC8647                               | 2055-01-01      | 5.5000%  | 0.0000% | $7948800.00        | $7927600.37        | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBW4879                               | 2053-04-01      | 3.0000%  | 0.0000% | $8000.00           | $6097.93           | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX LBAQ8314                               | 2042-12-01      | 6.3060%  | 0.0000% | $1000000.00        | $22409.82          | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDC8311                               | 2055-01-01      | 6.0000%  | 0.0000% | $2376892.00        | $2142565.83        | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX S1868851                               | 2036-04-01      | 6.6930%  | 0.0000% | $6022000.00        | $67749.93          | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX HYAN8984                               | 2028-04-01      | 3.5100%  | 0.0000% | $2000000.00        | $1840244.24        | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLQD0109                               | 2051-10-01      | 2.0000%  | 0.0000% | $179685.00         | $109708.48         | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX LB889789                               | 2036-11-01      | 6.5280%  | 0.0000% | $55977224.00       | $235202.84         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY7239                               | 2055-07-01      | 6.0000%  | 0.0000% | $183343.00         | $181057.67         | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFM1782                               | 2046-03-01      | 4.0000%  | 0.0000% | $479452.00         | $149195.58         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQX9701                               | 2055-03-01      | 6.0000%  | 0.0000% | $3510250.00        | $3205083.97        | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFS7594                               | 2052-09-01      | 2.5000%  | 0.0000% | $125000.00         | $97044.84          | Agency Mortgage-Backed Securities         |
| GNAR AF MA4335 M                                   | 2047-03-20      | 5.5000%  | 0.0000% | $1565728.00        | $132728.63         | Agency Mortgage-Backed Securities         |
| GNII SF MA4586 M                                   | 2047-07-20      | 3.5000%  | 0.0000% | $19796200.00       | $2436285.40        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL890365                               | 2041-07-01      | 5.5000%  | 0.0000% | $380562.00         | $5724.07           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL256022                               | 2035-12-01      | 5.5000%  | 0.0000% | $557021.00         | $5097.96           | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLRA4718                               | 2051-03-01      | 2.0000%  | 0.0000% | $1326126.00        | $731807.27         | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLQE4038                               | 2052-06-01      | 3.0000%  | 0.0000% | $192000.00         | $141560.33         | Agency Mortgage-Backed Securities         |
| FKAR 03.700 WAWA2225                               | 2037-05-01      | 3.7000%  | 0.0000% | $1539787.00        | $1358308.46        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8251                               | 2052-08-01      | 5.5000%  | 0.0000% | $23000.00          | $16960.30          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD8255                               | 2052-10-01      | 3.5000%  | 0.0000% | $28889.00          | $22411.11          | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD7554                               | 2052-04-01      | 2.5000%  | 0.0000% | $225442.00         | $147054.44         | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLSD8113                               | 2050-12-01      | 2.0000%  | 0.0000% | $37940.00          | $20632.86          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQZ1280                               | 2055-08-01      | 6.0000%  | 0.0000% | $4720513.00        | $4902033.45        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQX9011                               | 2055-03-01      | 6.5000%  | 0.0000% | $15225692.00       | $15086861.26       | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFM2971                               | 2045-08-01      | 4.0000%  | 0.0000% | $1000.00           | $319.97            | Agency Mortgage-Backed Securities         |
| GNII JM MA5321 M                                   | 2048-06-20      | 4.5000%  | 0.0000% | $697168.00         | $32541.91          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQZ3188                               | 2055-09-01      | 6.0000%  | 0.0000% | $1970808.00        | $2036089.70        | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLMA4160                               | 2050-10-01      | 3.0000%  | 0.0000% | $436993.00         | $144352.70         | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLMA4047                               | 2050-06-01      | 2.0000%  | 0.0000% | $1100000.00        | $478134.75         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLAA5876                               | 2039-07-01      | 6.0000%  | 0.0000% | $3032.00           | $218.58            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CKMA3652                               | 2049-03-01      | 4.5000%  | 0.0000% | $1000000.00        | $58427.09          | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLMA4466                               | 2051-11-01      | 2.5000%  | 0.0000% | $825000.00         | $522734.64         | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFM6688                               | 2051-04-01      | 2.5000%  | 0.0000% | $673967.00         | $332265.26         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLAA2560                               | 2039-04-01      | 6.0000%  | 0.0000% | $3797527.00        | $259974.48         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLBY1369                               | 2053-10-01      | 3.5000%  | 0.0000% | $27792.00          | $24345.00          | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CTFM6742                               | 2040-08-01      | 3.0000%  | 0.0000% | $300000.00         | $113769.76         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLMA4307                               | 2051-04-01      | 3.0000%  | 0.0000% | $119000.00         | $55325.83          | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFM1572                               | 2048-09-01      | 3.0000%  | 0.0000% | $48700.00          | $12599.57          | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLMA3416                               | 2048-07-01      | 4.5000%  | 0.0000% | $201000.00         | $16020.59          | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFM7599                               | 2051-01-01      | 3.5000%  | 0.0000% | $3008.00           | $1020.12           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL935668                               | 2039-10-01      | 6.0000%  | 0.0000% | $2711.00           | $112.74            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCB6540                               | 2053-06-01      | 6.0000%  | 0.0000% | $188132.00         | $154448.93         | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLCA0549                               | 2047-10-01      | 4.0000%  | 0.0000% | $425416.00         | $30696.24          | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLBV9700                               | 2052-06-01      | 2.5000%  | 0.0000% | $203000.00         | $139601.10         | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDB5206                               | 2054-06-01      | 6.5000%  | 0.0000% | $2003.00           | $1604.17           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLBV7530                               | 2052-05-01      | 3.5000%  | 0.0000% | $19240.00          | $16569.10          | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDC7701                               | 2054-12-01      | 6.5000%  | 0.0000% | $1001.00           | $870.20            | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HXBS5055                               | 2029-03-01      | 2.4000%  | 0.0000% | $103310.00         | $92136.10          | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HYBS4626                               | 2041-01-01      | 2.7200%  | 0.0000% | $1444448.00        | $1157723.57        | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX HYAN8325                               | 2038-02-01      | 3.5600%  | 0.0000% | $191736.00         | $151748.40         | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDE8442                               | 2055-08-01      | 6.5000%  | 0.0000% | $749561.00         | $784872.15         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDE4358                               | 2055-09-01      | 5.5000%  | 0.0000% | $2346973.00        | $2396382.78        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDB1815                               | 2054-04-01      | 6.0000%  | 0.0000% | $512212.00         | $522221.97         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLBU4651                               | 2054-06-01      | 6.0000%  | 0.0000% | $811224.00         | $653385.06         | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDD3787                               | 2055-03-01      | 6.5000%  | 0.0000% | $352306.00         | $367046.92         | Agency Mortgage-Backed Securities         |
| Fannie Mae                                         | 2040-10-25      | 4.8705%  | 0.0000% | $57252858.00       | $1688879.25        | Agency Collateralized Mortgage Obligation |
| MNAR XX.XXX H2BS7824                               | 2039-11-01      | 4.9900%  | 0.0000% | $6451712.00        | $6452492.43        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDB4538                               | 2054-05-01      | 6.0000%  | 0.0000% | $902691.00         | $920491.97         | Agency Mortgage-Backed Securities         |
| Fannie Mae                                         | 2054-12-25      | 5.8060%  | 0.0000% | $1000.00           | $788.41            | Agency Collateralized Mortgage Obligation |
| FNMS 06.000 CLDA6271                               | 2054-02-01      | 6.0000%  | 0.0000% | $115610.00         | $102940.68         | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX WD681869                               | 2033-03-01      | 6.3750%  | 0.0000% | $20611111.00       | $104808.86         | Agency Mortgage-Backed Securities         |
| FKAR 04.730 WSWS4009                               | 2033-05-01      | 4.7300%  | 0.0000% | $718136.00         | $709439.11         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFM5661                               | 2049-10-01      | 3.5000%  | 0.0000% | $141171.00         | $62732.70          | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLMA3120                               | 2047-09-01      | 3.5000%  | 0.0000% | $126982.00         | $15859.62          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSL0791                               | 2054-06-01      | 5.5000%  | 0.0000% | $93999.00          | $89209.38          | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CTMA1689                               | 2033-12-01      | 4.0000%  | 0.0000% | $244000.00         | $24809.23          | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLMA3443                               | 2048-08-01      | 4.0000%  | 0.0000% | $456042.00         | $34314.40          | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFM5127                               | 2050-09-01      | 3.5000%  | 0.0000% | $1060.00           | $247.93            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLMA4655                               | 2052-07-01      | 4.0000%  | 0.0000% | $351706.00         | $269338.77         | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLMA4120                               | 2050-09-01      | 2.5000%  | 0.0000% | $69893.00          | $28516.57          | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HYBL4949                               | 2029-11-01      | 2.4750%  | 0.0000% | $7305823.00        | $6656557.53        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLFM8843                               | 2048-03-01      | 4.5000%  | 0.0000% | $748680.00         | $354851.35         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBX9419                               | 2053-03-01      | 5.0000%  | 0.0000% | $1003.00           | $712.41            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLMA5327                               | 2054-04-01      | 5.0000%  | 0.0000% | $154666.00         | $139819.34         | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HYBZ3950                               | 2035-05-01      | 5.1000%  | 0.0000% | $6487361.00        | $6780118.30        | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX LBBM6199                               | 2040-01-01      | 6.7670%  | 0.0000% | $218000.00         | $43959.54          | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLCB2299                               | 2051-12-01      | 2.5000%  | 0.0000% | $438224.00         | $309289.41         | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX H2BZ4036                               | 2031-01-01      | 5.2600%  | 0.0000% | $1847000.00        | $1933838.96        | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLCB1186                               | 2051-07-01      | 2.0000%  | 0.0000% | $2203932.00        | $1354325.57        | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLFA2213                               | 2052-03-01      | 2.0000%  | 0.0000% | $513727.00         | $416640.08         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDC4424                               | 2054-10-01      | 5.0000%  | 0.0000% | $104330.00         | $97443.92          | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HXBZ3563                               | 2032-04-01      | 4.4000%  | 0.0000% | $64064.00          | $64570.13          | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCA2208                               | 2048-08-01      | 4.5000%  | 0.0000% | $345000.00         | $37074.84          | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLMA4563                               | 2052-03-01      | 2.5000%  | 0.0000% | $417841.00         | $279986.74         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLBY6539                               | 2054-05-01      | 5.5000%  | 0.0000% | $503277.00         | $430809.66         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDC7896                               | 2054-11-01      | 6.0000%  | 0.0000% | $2000.00           | $2033.95           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB8687                               | 2054-06-01      | 5.5000%  | 0.0000% | $19000.00          | $17042.23          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDD2138                               | 2055-04-01      | 5.5000%  | 0.0000% | $187263.00         | $188956.34         | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLFA2714                               | 2054-01-01      | 6.5000%  | 0.0000% | $735600.00         | $759160.82         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDD7432                               | 2055-04-01      | 6.0000%  | 0.0000% | $12039.00          | $12101.81          | Agency Mortgage-Backed Securities         |
| GNRA 2023-115 FB                                   | 2053-08-20      | 5.5688%  | 0.0000% | $16957200.00       | $10164730.02       | Agency Collateralized Mortgage Obligation |
| GNRA 2023-098 FA                                   | 2053-07-20      | 5.3888%  | 0.0000% | $68136864.00       | $31908173.32       | Agency Collateralized Mortgage Obligation |
| FNMS 03.500 CLMA2896                               | 2047-02-01      | 3.5000%  | 0.0000% | $5800.00           | $824.24            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLAA3030                               | 2039-04-01      | 6.0000%  | 0.0000% | $1059.00           | $35.91             | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRJ4385                               | 2055-06-01      | 6.0000%  | 0.0000% | $2844749.00        | $2849800.72        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQZ1968                               | 2055-09-01      | 6.0000%  | 0.0000% | $1814350.00        | $1872764.31        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQY0585                               | 2055-04-01      | 6.5000%  | 0.0000% | $9120432.00        | $9171527.94        | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLSD8237                               | 2052-08-01      | 4.0000%  | 0.0000% | $120989.00         | $94591.03          | Agency Mortgage-Backed Securities         |
| FMAR 842017 G                                      | 2043-10-01      | 6.6760%  | 0.0000% | $8882253.00        | $9121902.79        | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZT0522                               | 2048-09-01      | 4.5000%  | 0.0000% | $140000.00         | $16620.56          | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLZS2760                               | 2038-11-01      | 7.0000%  | 0.0000% | $1100000.00        | $9602.28           | Agency Mortgage-Backed Securities         |
| GNII SF DM3388 C                                   | 2055-09-20      | 6.5000%  | 0.0000% | $1609349.00        | $1684626.48        | Agency Mortgage-Backed Securities         |
| GNII SF CZ1150 C                                   | 2054-02-20      | 7.5000%  | 0.0000% | $758723.00         | $807490.35         | Agency Mortgage-Backed Securities         |
| GNII SF DI2248 C                                   | 2055-07-20      | 6.5000%  | 0.0000% | $21490.00          | $22694.08          | Agency Mortgage-Backed Securities         |
| GNII SF DA8159 C                                   | 2054-03-20      | 5.0000%  | 0.0000% | $4963422.00        | $4548023.67        | Agency Mortgage-Backed Securities         |
| GNRA 2023-187 FD                                   | 2053-12-20      | 5.6888%  | 0.0000% | $720199.00         | $274445.13         | Agency Collateralized Mortgage Obligation |
| GNMI SF CU0300 X                                   | 2053-05-15      | 7.0000%  | 0.0000% | $2293680.00        | $2259227.00        | Agency Mortgage-Backed Securities         |
| GNRA 2019-65 FA                                    | 2049-05-20      | 4.5000%  | 0.0000% | $3447216.00        | $670251.17         | Agency Collateralized Mortgage Obligation |
| GNRA 2019-35 EF                                    | 2049-03-20      | 4.5000%  | 0.0000% | $75152.00          | $16808.01          | Agency Collateralized Mortgage Obligation |
| GNRA 2023-076 FA                                   | 2053-05-20      | 5.3888%  | 0.0000% | $71540461.00       | $31185609.14       | Agency Collateralized Mortgage Obligation |
| GNII SF MB0307 M                                   | 2052-07-20      | 5.0000%  | 0.0000% | $19805479.00       | $19601802.50       | Agency Mortgage-Backed Securities         |
| GNRA 2023-001 DF                                   | 2053-01-20      | 5.3388%  | 0.0000% | $9821871.00        | $7653490.30        | Agency Collateralized Mortgage Obligation |
| GNRA 2023-022 KF                                   | 2053-02-20      | 5.2888%  | 0.0000% | $1275.00           | $950.23            | Agency Collateralized Mortgage Obligation |
| GNRA 2022-170 FA                                   | 2052-09-20      | 5.3888%  | 0.0000% | $19918696.00       | $12980305.01       | Agency Collateralized Mortgage Obligation |
| GNII SF MA9362 M                                   | 2053-12-20      | 5.5000%  | 0.0000% | $9989896.00        | $8465612.20        | Agency Mortgage-Backed Securities         |
| GNRA 2025-140 FB                                   | 2055-08-20      | 5.4688%  | 0.0000% | $40832814.00       | $40891726.28       | Agency Collateralized Mortgage Obligation |
| FEPC 05.500 CLSD8506                               | 2055-02-01      | 5.5000%  | 0.0000% | $67000.00          | $63963.30          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD4372                               | 2053-11-01      | 6.0000%  | 0.0000% | $4196481.00        | $4031127.21        | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZS2674                               | 2039-05-01      | 4.0000%  | 0.0000% | $1270498.00        | $16104.20          | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLQD3168                               | 2051-12-01      | 2.0000%  | 0.0000% | $400615.00         | $257956.07         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL725610                               | 2034-07-01      | 5.5000%  | 0.0000% | $1095578.00        | $10397.57          | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HYBL1015                               | 2028-12-01      | 3.9550%  | 0.0000% | $248994.00         | $246892.98         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB3651                               | 2052-05-01      | 5.0000%  | 0.0000% | $1002.00           | $701.20            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDB0277                               | 2054-03-01      | 6.0000%  | 0.0000% | $1000.00           | $942.53            | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX LB735815                               | 2034-03-01      | 6.1900%  | 0.0000% | $4500000.00        | $35964.57          | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX LB830613                               | 2035-06-01      | 6.1520%  | 0.0000% | $63892636.00       | $549734.34         | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HYBS6131                               | 2032-07-01      | 3.8900%  | 0.0000% | $100000.00         | $96724.36          | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX WD841068                               | 2034-11-01      | 6.5260%  | 0.0000% | $2478314.00        | $21590.53          | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CIBM3501                               | 2032-04-01      | 3.0000%  | 0.0000% | $1000000.00        | $64903.12          | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDB8935                               | 2054-08-01      | 6.0000%  | 0.0000% | $244096.00         | $206555.10         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCB5145                               | 2052-11-01      | 6.0000%  | 0.0000% | $2582000.00        | $2134066.17        | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HYBZ4763                               | 2035-08-01      | 4.7700%  | 0.0000% | $16504912.00       | $16822441.75       | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HYBS6188                               | 2032-07-01      | 4.3400%  | 0.0000% | $100000.00         | $100084.37         | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HYBL6070                               | 2030-05-01      | 2.1700%  | 0.0000% | $8783.00           | $8059.20           | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HYBL3625                               | 2034-09-01      | 2.8900%  | 0.0000% | $2254.00           | $2017.90           | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLFS6606                               | 2052-10-01      | 2.0000%  | 0.0000% | $48000.00          | $35000.47          | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLFA0015                               | 2054-12-01      | 4.5000%  | 0.0000% | $221157.00         | $203365.06         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQZ1278                               | 2055-08-01      | 5.5000%  | 0.0000% | $2280948.00        | $2309092.70        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY6887                               | 2055-06-01      | 6.0000%  | 0.0000% | $864699.00         | $860387.10         | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLCB5153                               | 2052-11-01      | 6.5000%  | 0.0000% | $7605772.00        | $5884659.47        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL928593                               | 2037-07-01      | 6.5000%  | 0.0000% | $6645567.00        | $158720.73         | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLMA3521                               | 2048-11-01      | 4.0000%  | 0.0000% | $11004.00          | $869.62            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY8095                               | 2055-07-01      | 6.0000%  | 0.0000% | $1101267.00        | $1136319.80        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQZ4009                               | 2055-09-01      | 5.5000%  | 0.0000% | $4158681.00        | $4263993.59        | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX S1902798                               | 2036-11-01      | 5.6550%  | 0.0000% | $33404163.00       | $269854.11         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQY5689                               | 2055-06-01      | 5.5000%  | 0.0000% | $1101922.00        | $1092059.10        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCB5257                               | 2052-12-01      | 4.5000%  | 0.0000% | $24960.00          | $18365.30          | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLBY2819                               | 2053-05-01      | 6.0000%  | 0.0000% | $165297.00         | $159125.59         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY4376                               | 2055-05-01      | 6.0000%  | 0.0000% | $1027463.00        | $845228.07         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL952924                               | 2037-10-01      | 6.0000%  | 0.0000% | $4617044.00        | $17840.36          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB8233                               | 2054-03-01      | 5.5000%  | 0.0000% | $14557.00          | $13803.04          | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLBU5561                               | 2055-01-01      | 6.5000%  | 0.0000% | $2000.00           | $2067.12           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB7230                               | 2053-10-01      | 5.0000%  | 0.0000% | $13000.00          | $12280.26          | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HYBS6385                               | 2032-08-01      | 3.8900%  | 0.0000% | $895000.00         | $834688.57         | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDE2909                               | 2055-07-01      | 6.5000%  | 0.0000% | $5103777.00        | $5212785.51        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLCB8456                               | 2054-05-01      | 6.5000%  | 0.0000% | $20000.00          | $16978.71          | Agency Mortgage-Backed Securities         |
| FMAR 848021 G                                      | 2033-10-01      | 6.8890%  | 0.0000% | $8092000.00        | $91424.87          | Agency Mortgage-Backed Securities         |
| FMAR 841951 G                                      | 2050-06-01      | 6.3700%  | 0.0000% | $903866.00         | $864150.37         | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLQC0717                               | 2051-04-01      | 3.0000%  | 0.0000% | $14000.00          | $7829.64           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD2776                               | 2053-04-01      | 5.0000%  | 0.0000% | $108580.00         | $90501.91          | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD0670                               | 2051-09-01      | 3.0000%  | 0.0000% | $640000.00         | $392204.60         | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD1076                               | 2052-01-01      | 3.0000%  | 0.0000% | $5380944.00        | $3474984.86        | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZM4821                               | 2047-11-01      | 3.5000%  | 0.0000% | $702370.00         | $187801.76         | Agency Mortgage-Backed Securities         |
| 03.500 FGPC G60713 G                               | 2046-09-01      | 3.5000%  | 0.0000% | $390000.00         | $64818.49          | Agency Mortgage-Backed Securities         |
| FKAR 04.500 WAWA4456                               | 2029-12-01      | 4.5000%  | 0.0000% | $1597351.00        | $1610759.22        | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX WS224713                               | 2031-02-01      | 5.4970%  | 0.0000% | $15000000.00       | $13745.52          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD4267                               | 2053-11-01      | 6.0000%  | 0.0000% | $1728436.00        | $1416493.89        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAS6233                               | 2045-11-01      | 4.5000%  | 0.0000% | $293550.00         | $23204.50          | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL555285                               | 2033-03-01      | 6.0000%  | 0.0000% | $5366.00           | $13.44             | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAV0703                               | 2043-12-01      | 4.0000%  | 0.0000% | $12497992.00       | $757378.35         | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HYBL3295                               | 2034-08-01      | 2.9100%  | 0.0000% | $50000.00          | $44794.46          | Agency Mortgage-Backed Securities         |
| FHLMC REMIC SERIES K-107       A-1    20291025 1.2 | 2029-10-25      | 1.2280%  | 0.0000% | $38000.00          | $22333.13          | Agency Collateralized Mortgage Obligation |
| GNII SF DH0658 C                                   | 2055-08-20      | 6.0000%  | 0.0000% | $1003350.00        | $1042264.32        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLMA5106                               | 2053-08-01      | 5.0000%  | 0.0000% | $400022.00         | $342898.83         | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQZ1833                               | 2055-09-01      | 6.5000%  | 0.0000% | $8773825.00        | $9125623.04        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLMA5421                               | 2054-07-01      | 6.0000%  | 0.0000% | $13029038.00       | $10964663.97       | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBM4781                               | 2048-10-01      | 4.5000%  | 0.0000% | $1001.00           | $208.25            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDE4859                               | 2055-07-01      | 6.0000%  | 0.0000% | $53120.00          | $54943.98          | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFS6943                               | 2052-06-01      | 3.0000%  | 0.0000% | $67154.00          | $52912.55          | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBK5923                               | 2048-05-01      | 5.0000%  | 0.0000% | $1355258.00        | $181588.55         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL766070                               | 2034-02-01      | 5.5000%  | 0.0000% | $1494737.00        | $16568.06          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLBV1521                               | 2055-04-01      | 5.5000%  | 0.0000% | $1680298.00        | $1587545.77        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL735415                               | 2032-12-01      | 6.5000%  | 0.0000% | $1009989.00        | $8826.59           | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HYBL5256                               | 2032-02-01      | 2.2800%  | 0.0000% | $17125000.00       | $15304692.42       | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAZ4779                               | 2045-10-01      | 4.0000%  | 0.0000% | $7164000.00        | $752702.70         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDB7829                               | 2054-08-01      | 5.5000%  | 0.0000% | $46000.00          | $41774.89          | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX WSBM7720                               | 2050-11-01      | 6.3440%  | 0.0000% | $152069.00         | $146982.08         | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HYBS6491                               | 2032-08-01      | 3.7500%  | 0.0000% | $9075.00           | $8813.06           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQX7502                               | 2055-01-01      | 6.0000%  | 0.0000% | $93508.00          | $95648.71          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY4768                               | 2055-05-01      | 6.0000%  | 0.0000% | $688379.00         | $692963.73         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQX6491                               | 2055-02-01      | 5.0000%  | 0.0000% | $744770.00         | $698286.86         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQY1223                               | 2055-04-01      | 5.5000%  | 0.0000% | $953238.00         | $964991.32         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQX0602                               | 2054-12-01      | 6.0000%  | 0.0000% | $5241136.00        | $5108287.15        | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFS5493                               | 2052-07-01      | 2.5000%  | 0.0000% | $910000.00         | $687307.92         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLBX8626                               | 2053-04-01      | 5.5000%  | 0.0000% | $1004.00           | $803.08            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCB6753                               | 2053-07-01      | 6.0000%  | 0.0000% | $1634454.00        | $1329502.27        | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HYBZ0378                               | 2039-01-01      | 4.8900%  | 0.0000% | $1329237.00        | $1342716.11        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLBW5096                               | 2053-01-01      | 6.5000%  | 0.0000% | $1300795.00        | $820908.01         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB4418                               | 2052-08-01      | 5.5000%  | 0.0000% | $424032.00         | $293576.81         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCB5310                               | 2052-12-01      | 6.0000%  | 0.0000% | $2817540.00        | $2244900.00        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLMA4842                               | 2052-12-01      | 5.5000%  | 0.0000% | $2888290.00        | $2268922.54        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFS3941                               | 2053-02-01      | 5.0000%  | 0.0000% | $3627196.00        | $2904850.41        | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLMA4598                               | 2052-05-01      | 2.5000%  | 0.0000% | $3460000.00        | $2427768.41        | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLMA4398                               | 2051-08-01      | 2.0000%  | 0.0000% | $3008.00           | $1866.16           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFS3621                               | 2051-11-01      | 2.5000%  | 0.0000% | $86942.00          | $60452.37          | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLMA5352                               | 2054-05-01      | 5.0000%  | 0.0000% | $101000.00         | $91460.48          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQY6874                               | 2055-07-01      | 5.5000%  | 0.0000% | $4420448.00        | $4420039.38        | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFS2252                               | 2050-07-01      | 3.0000%  | 0.0000% | $20808749.00       | $14237102.20       | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFS1866                               | 2052-05-01      | 3.5000%  | 0.0000% | $100000.00         | $76215.81          | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFS2043                               | 2052-04-01      | 2.5000%  | 0.0000% | $243062.00         | $161118.55         | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIMA4568                               | 2037-03-01      | 2.5000%  | 0.0000% | $756410.00         | $458286.38         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQZ3316                               | 2055-09-01      | 6.0000%  | 0.0000% | $8318372.00        | $8560289.66        | Agency Mortgage-Backed Securities         |
| GNII SF DA7708 C                                   | 2054-03-20      | 5.0000%  | 0.0000% | $9227016.00        | $9026471.14        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLMA3939                               | 2050-02-01      | 3.5000%  | 0.0000% | $16033.00          | $2240.00           | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLMA4255                               | 2051-02-01      | 2.0000%  | 0.0000% | $160000.00         | $89913.34          | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX XYBM6599                               | 2031-04-01      | 1.7308%  | 0.0000% | $1725280.00        | $1223934.02        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDD1800                               | 2055-02-01      | 6.0000%  | 0.0000% | $806522.00         | $829383.21         | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CTCA7422                               | 2040-10-01      | 2.0000%  | 0.0000% | $1000.00           | $528.39            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLAY4194                               | 2045-05-01      | 3.0000%  | 0.0000% | $1321273.00        | $310953.79         | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAV7104                               | 2044-03-01      | 4.0000%  | 0.0000% | $53000.00          | $5715.22           | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX WS722583                               | 2033-08-01      | 6.1880%  | 0.0000% | $3396942.00        | $103246.01         | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX SOBM7030                               | 2052-06-01      | 2.4700%  | 0.0000% | $75000.00          | $50453.79          | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX WS745862                               | 2035-04-01      | 6.3940%  | 0.0000% | $2600000.00        | $23692.74          | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAY1357                               | 2045-04-01      | 3.5000%  | 0.0000% | $2857000.00        | $753738.51         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLBM4801                               | 2047-08-01      | 3.5000%  | 0.0000% | $3798343.00        | $959630.32         | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX S1849251                               | 2036-01-01      | 6.0820%  | 0.0000% | $19415310.00       | $206904.58         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFS5708                               | 2053-06-01      | 5.0000%  | 0.0000% | $2351792.00        | $1803772.79        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDA8758                               | 2054-04-01      | 6.0000%  | 0.0000% | $1454399.00        | $1252253.18        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQX0130                               | 2054-12-01      | 5.5000%  | 0.0000% | $466274.00         | $453255.00         | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCB4129                               | 2052-07-01      | 4.5000%  | 0.0000% | $7000.00           | $5436.28           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCB4552                               | 2052-09-01      | 4.5000%  | 0.0000% | $917160.00         | $697491.55         | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLCB2275                               | 2051-12-01      | 2.5000%  | 0.0000% | $1268320.00        | $826642.39         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB6053                               | 2053-04-01      | 5.0000%  | 0.0000% | $893928.00         | $654474.42         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBK7618                               | 2048-09-01      | 5.0000%  | 0.0000% | $305844.00         | $57998.93          | Agency Mortgage-Backed Securities         |
| GNRA 2023-076 CF                                   | 2053-05-20      | 5.3888%  | 0.0000% | $20783660.00       | $12544963.14       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-021 FA                                   | 2054-02-20      | 5.5888%  | 0.0000% | $129480.00         | $62529.41          | Agency Collateralized Mortgage Obligation |
| GNII SF MA8648 M                                   | 2053-02-20      | 5.5000%  | 0.0000% | $19581807.00       | $14131135.58       | Agency Mortgage-Backed Securities         |
| GNAR AT 081385 M                                   | 2035-06-20      | 5.6250%  | 0.0000% | $1000000.00        | $7544.25           | Agency Mortgage-Backed Securities         |
| GNRA 2023-022 LF                                   | 2053-02-20      | 5.2988%  | 0.0000% | $5457347.00        | $4083362.92        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-026 FG                                   | 2055-02-20      | 6.0000%  | 0.0000% | $1555670.00        | $1267419.26        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-102 FL                                   | 2055-06-20      | 5.5388%  | 0.0000% | $91248821.00       | $90927932.04       | Agency Collateralized Mortgage Obligation |
| GNRM 2024-089 EL                                   | 2054-05-20      | 5.5000%  | 0.0000% | $3089245.00        | $3153700.73        | Agency Collateralized Mortgage Obligation |
| GNII SF MB0365 M                                   | 2055-05-20      | 5.0000%  | 0.0000% | $325291.00         | $322529.71         | Agency Mortgage-Backed Securities         |
| GNII SF MB0622 M                                   | 2055-09-20      | 5.0000%  | 0.0000% | $10000000.00       | $10009127.78       | Agency Mortgage-Backed Securities         |
| GNII SF DJ4783 C                                   | 2055-03-20      | 7.5000%  | 0.0000% | $7825.00           | $8343.68           | Agency Mortgage-Backed Securities         |
| GNRA 2023-113 FA                                   | 2063-08-20      | 5.4888%  | 0.0000% | $6835032.00        | $2553955.20        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-134 FA                                   | 2054-08-20      | 5.4988%  | 0.0000% | $28632630.00       | $22011368.54       | Agency Collateralized Mortgage Obligation |
| GNRA 2023-101 LF                                   | 2053-07-20      | 5.4088%  | 0.0000% | $5125548.00        | $4298385.04        | Agency Collateralized Mortgage Obligation |
| GNRA 2023-153 FK                                   | 2053-10-20      | 5.7888%  | 0.0000% | $66093883.00       | $24859488.72       | Agency Collateralized Mortgage Obligation |
| GNRA 2023-187 FE                                   | 2053-12-20      | 5.6388%  | 0.0000% | $239680.00         | $123567.88         | Agency Collateralized Mortgage Obligation |
| GNRA 2022-148 FA                                   | 2052-08-20      | 5.0000%  | 0.0000% | $35798947.00       | $27050237.87       | Agency Collateralized Mortgage Obligation |
| GNRA 2022-139 FB                                   | 2052-08-20      | 5.0000%  | 0.0000% | $4767448.00        | $3659016.34        | Agency Collateralized Mortgage Obligation |
| GNRA 2022-178 FB                                   | 2052-10-20      | 5.4888%  | 0.0000% | $25000000.00       | $18841173.88       | Agency Collateralized Mortgage Obligation |
| GNRA 2023-079 FG                                   | 2053-06-20      | 5.5388%  | 0.0000% | $2711049.00        | $1214216.96        | Agency Collateralized Mortgage Obligation |
| GNMI SP 783657 X                                   | 2041-10-15      | 4.0000%  | 0.0000% | $50046643.00       | $2208336.35        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQZ2707                               | 2055-09-01      | 6.0000%  | 0.0000% | $1597509.00        | $1645454.31        | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFS0898                               | 2052-02-01      | 3.0000%  | 0.0000% | $33253382.00       | $21968889.14       | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB3646                               | 2052-05-01      | 5.0000%  | 0.0000% | $10465172.00       | $7914087.44        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLMA5191                               | 2053-11-01      | 6.0000%  | 0.0000% | $400000.00         | $314313.54         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLMA5496                               | 2054-10-01      | 5.0000%  | 0.0000% | $17400992.00       | $16331230.66       | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLCB4113                               | 2052-07-01      | 3.5000%  | 0.0000% | $1359658.00        | $998187.27         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLMA5164                               | 2053-10-01      | 5.0000%  | 0.0000% | $467991.00         | $412003.75         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFS4951                               | 2053-06-01      | 5.0000%  | 0.0000% | $829640.00         | $673553.63         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLBU5556                               | 2055-02-01      | 5.5000%  | 0.0000% | $22447385.00       | $22233278.00       | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLBU4419                               | 2054-02-01      | 6.0000%  | 0.0000% | $450236.00         | $372569.69         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLCB3760                               | 2052-05-01      | 3.5000%  | 0.0000% | $537737.00         | $380197.45         | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLCB5118                               | 2052-11-01      | 4.0000%  | 0.0000% | $10000.00          | $7697.74           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFM9978                               | 2051-12-01      | 3.0000%  | 0.0000% | $1885354.00        | $1030516.96        | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLMA4438                               | 2051-10-01      | 2.5000%  | 0.0000% | $34000.00          | $21112.27          | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CTMA0878                               | 2031-10-01      | 4.0000%  | 0.0000% | $11153696.00       | $501863.22         | Agency Mortgage-Backed Securities         |
| GNII SF CT6580 C                                   | 2054-09-20      | 7.5000%  | 0.0000% | $3234080.00        | $3451607.77        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRJ1717                               | 2054-06-01      | 6.0000%  | 0.0000% | $742503.00         | $595382.31         | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSL1388                               | 2052-06-01      | 3.0000%  | 0.0000% | $5237472.00        | $4497255.13        | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLMA4379                               | 2051-07-01      | 2.5000%  | 0.0000% | $1577998.00        | $928174.11         | Agency Mortgage-Backed Securities         |
| GNII SF MA8727 M                                   | 2053-03-20      | 6.0000%  | 0.0000% | $32496009.00       | $18701953.68       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD8495                               | 2054-12-01      | 6.0000%  | 0.0000% | $6000.00           | $5356.65           | Agency Mortgage-Backed Securities         |
| FMAR 841554 G                                      | 2053-03-01      | 4.6640%  | 0.0000% | $4379281.00        | $3507573.76        | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD3609                               | 2052-04-01      | 2.5000%  | 0.0000% | $240000.00         | $177913.49         | Agency Mortgage-Backed Securities         |
| FKAR 04.450 WNWN1597                               | 2035-03-01      | 4.4500%  | 0.0000% | $19283300.00       | $19218946.27       | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD0857                               | 2052-01-01      | 2.5000%  | 0.0000% | $500000.00         | $331013.57         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAS6562                               | 2046-01-01      | 3.5000%  | 0.0000% | $100000.00         | $16626.07          | Agency Mortgage-Backed Securities         |
| FNRM RC008PB R16F008                               | 2046-03-25      | 3.0000%  | 0.0000% | $298338.00         | $248636.58         | Agency Collateralized Mortgage Obligation |
| FNMS 04.000 CLAS4072                               | 2044-12-01      | 4.0000%  | 0.0000% | $438000.00         | $95427.16          | Agency Mortgage-Backed Securities         |
| FKAR 04.900 WNWN2511                               | 2032-11-01      | 4.9000%  | 0.0000% | $3634067.00        | $3740647.72        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD4275                               | 2053-09-01      | 6.0000%  | 0.0000% | $45000.00          | $31166.52          | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD3977                               | 2053-04-01      | 5.0000%  | 0.0000% | $10000.00          | $8877.36           | Agency Mortgage-Backed Securities         |
| FKAR 04.980 WNWN1354                               | 2029-04-01      | 4.9800%  | 0.0000% | $7949726.00        | $8080544.04        | Agency Mortgage-Backed Securities         |
| GNRA 2025-082 FB                                   | 2055-05-20      | 6.0000%  | 0.0000% | $76411520.00       | $76169712.59       | Agency Collateralized Mortgage Obligation |
| GNII SF DG7336 C                                   | 2055-03-20      | 6.5000%  | 0.0000% | $9037150.00        | $9499328.19        | Agency Mortgage-Backed Securities         |
| GNRA 2021-193 YF                                   | 2051-11-20      | 3.0000%  | 0.0000% | $120275202.00      | $74210735.33       | Agency Collateralized Mortgage Obligation |
| GNRA 2022-178 FA                                   | 2052-10-20      | 5.4888%  | 0.0000% | $35588871.00       | $26821444.29       | Agency Collateralized Mortgage Obligation |
| GNRA 2023-085 FA                                   | 2053-06-20      | 5.5888%  | 0.0000% | $21384807.00       | $13331324.15       | Agency Collateralized Mortgage Obligation |
| GNRA 2023-176 FA                                   | 2053-11-20      | 6.2888%  | 0.0000% | $57017747.00       | $22543821.36       | Agency Collateralized Mortgage Obligation |
| GNRM 2024-005 MJ                                   | 2054-01-20      | 5.5000%  | 0.0000% | $3959121.00        | $3984358.64        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-098 AF                                   | 2055-06-20      | 5.7888%  | 0.0000% | $1000.00           | $976.80            | Agency Collateralized Mortgage Obligation |
| FEPC 02.500 CLSD8189                               | 2052-01-01      | 2.5000%  | 0.0000% | $14000.00          | $9095.47           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLRA7128                               | 2052-04-01      | 3.5000%  | 0.0000% | $12643.00          | $9063.50           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8362                               | 2053-09-01      | 5.5000%  | 0.0000% | $1900000.00        | $1620520.89        | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD8183                               | 2051-12-01      | 2.5000%  | 0.0000% | $960998.00         | $618746.09         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD8340                               | 2053-07-01      | 4.5000%  | 0.0000% | $9000.00           | $7782.98           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQJ2731                               | 2054-09-01      | 6.0000%  | 0.0000% | $1046000.00        | $1060869.85        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAU1792                               | 2043-08-01      | 3.5000%  | 0.0000% | $275000.00         | $61076.70          | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAS6183                               | 2045-11-01      | 3.5000%  | 0.0000% | $48014.00          | $10777.40          | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLCA8779                               | 2051-02-01      | 2.0000%  | 0.0000% | $2254536.00        | $1302131.73        | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFS4377                               | 2052-04-01      | 3.0000%  | 0.0000% | $85000.00          | $65062.82          | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CTFS7180                               | 2042-05-01      | 2.0000%  | 0.0000% | $600000.00         | $450902.44         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFS3925                               | 2053-03-01      | 5.5000%  | 0.0000% | $348042.00         | $290990.43         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFS4308                               | 2053-04-01      | 5.0000%  | 0.0000% | $95889.00          | $73179.12          | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB6056                               | 2053-04-01      | 5.0000%  | 0.0000% | $61764.00          | $50413.08          | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFS2296                               | 2052-01-01      | 3.5000%  | 0.0000% | $664005.00         | $425420.26         | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CICB2232                               | 2036-11-01      | 2.0000%  | 0.0000% | $200000.00         | $116775.42         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLBM3196                               | 2044-05-01      | 5.5000%  | 0.0000% | $29000.00          | $6510.79           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFS3686                               | 2053-01-01      | 5.0000%  | 0.0000% | $1000.00           | $765.84            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFS4849                               | 2042-01-01      | 6.0000%  | 0.0000% | $4006.00           | $2963.98           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLBY5406                               | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $841.33            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAV5693                               | 2044-02-01      | 4.5000%  | 0.0000% | $1471934.00        | $335325.26         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDD0835                               | 2055-01-01      | 6.0000%  | 0.0000% | $3690000.00        | $3685464.01        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAU5891                               | 2043-09-01      | 4.5000%  | 0.0000% | $300000.00         | $66719.68          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQJ1174                               | 2054-08-01      | 5.5000%  | 0.0000% | $4863152.00        | $3808655.36        | Agency Mortgage-Backed Securities         |
| FMAR 781222 G                                      | 2034-02-01      | 6.5000%  | 0.0000% | $4650000.00        | $23557.02          | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX HLAN8416                               | 2048-02-01      | 3.7400%  | 0.0000% | $573980.00         | $451205.05         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDE2075                               | 2055-06-01      | 6.0000%  | 0.0000% | $5472822.00        | $5608463.76        | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD8147                               | 2051-05-01      | 2.5000%  | 0.0000% | $7950000.00        | $4386466.58        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8277                               | 2052-12-01      | 5.5000%  | 0.0000% | $83000.00          | $65798.27          | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLSD8274                               | 2052-12-01      | 4.0000%  | 0.0000% | $374920.00         | $302785.22         | Agency Mortgage-Backed Securities         |
| FMAR 841840 G                                      | 2038-07-01      | 6.6100%  | 0.0000% | $3826540.00        | $3147460.40        | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLRA5574                               | 2051-07-01      | 2.5000%  | 0.0000% | $126903.00         | $76633.85          | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD6836                               | 2053-10-01      | 2.5000%  | 0.0000% | $785000.00         | $619972.58         | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLSD8484                               | 2054-11-01      | 4.0000%  | 0.0000% | $774861.00         | $706651.27         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD6139                               | 2054-08-01      | 6.0000%  | 0.0000% | $800000.00         | $703865.04         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8438                               | 2054-06-01      | 5.5000%  | 0.0000% | $192000.00         | $169551.19         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD2493                               | 2053-03-01      | 6.0000%  | 0.0000% | $20339205.00       | $16246244.77       | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAI8180                               | 2041-08-01      | 4.5000%  | 0.0000% | $1001.00           | $19.55             | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX LBAL5134                               | 2044-04-01      | 6.5900%  | 0.0000% | $288419.00         | $14241.34          | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLQD5498                               | 2052-01-01      | 2.5000%  | 0.0000% | $290000.00         | $166685.47         | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAS8824                               | 2047-02-01      | 4.0000%  | 0.0000% | $1876.00           | $575.02            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBE9405                               | 2047-07-01      | 4.0000%  | 0.0000% | $4566760.00        | $1869935.14        | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFM4133                               | 2050-07-01      | 3.0000%  | 0.0000% | $76089.00          | $22055.64          | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX H2BZ2170                               | 2030-06-01      | 3.9500%  | 0.0000% | $1002.00           | $994.17            | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HXBZ1699                               | 2029-09-01      | 4.1150%  | 0.0000% | $90000.00          | $89086.37          | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDD2563                               | 2055-02-01      | 6.0000%  | 0.0000% | $2120877.00        | $2179364.80        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDE6624                               | 2055-09-01      | 6.5000%  | 0.0000% | $624025.00         | $651398.69         | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBA7196                               | 2045-12-01      | 4.0000%  | 0.0000% | $8700000.00        | $1286389.41        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDE8810                               | 2055-09-01      | 6.0000%  | 0.0000% | $526260.00         | $544008.29         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDE4861                               | 2055-07-01      | 5.5000%  | 0.0000% | $39735.00          | $40349.19          | Agency Mortgage-Backed Securities         |
| GNRA 2024-172 FA                                   | 2054-10-20      | 5.4888%  | 0.0000% | $2648309.00        | $2223748.33        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-064 FG                                   | 2055-04-20      | 5.6888%  | 0.0000% | $32586988.00       | $32149424.55       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-172 FB                                   | 2054-10-20      | 5.3888%  | 0.0000% | $41906903.00       | $38311769.98       | Agency Collateralized Mortgage Obligation |
| GNAR FT 082672 M                                   | 2040-11-20      | 5.8750%  | 0.0000% | $328341.00         | $11919.94          | Agency Mortgage-Backed Securities         |
| GNMI SF 723240 X                                   | 2039-10-15      | 5.0000%  | 0.0000% | $2181659.00        | $36239.63          | Agency Mortgage-Backed Securities         |
| FNMS 06.030 CL919117                               | 2036-08-01      | 6.0300%  | 0.0000% | $1222292.00        | $41066.56          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQZ4024                               | 2055-09-01      | 5.5000%  | 0.0000% | $5668449.00        | $5792732.90        | Agency Mortgage-Backed Securities         |
| GNII SF MA7590 M                                   | 2051-09-20      | 3.0000%  | 0.0000% | $36924416.00       | $21185738.52       | Agency Mortgage-Backed Securities         |
| GNII SF DA8867 C                                   | 2054-03-20      | 5.0000%  | 0.0000% | $4023661.00        | $3945891.97        | Agency Mortgage-Backed Securities         |
| GNII SF CU0261 C                                   | 2053-07-20      | 6.0000%  | 0.0000% | $31945.00          | $31894.31          | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQY0394                               | 2055-04-01      | 6.5000%  | 0.0000% | $1599703.00        | $1658325.03        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRJ4354                               | 2055-06-01      | 5.0000%  | 0.0000% | $46757.00          | $45669.86          | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLFM7784                               | 2046-11-01      | 4.5000%  | 0.0000% | $145654.00         | $64295.49          | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFS2676                               | 2052-06-01      | 3.0000%  | 0.0000% | $1000.00           | $729.47            | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLMA4577                               | 2052-04-01      | 2.0000%  | 0.0000% | $114841.00         | $77981.99          | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLMA4077                               | 2050-07-01      | 2.0000%  | 0.0000% | $1000000.00        | $438642.11         | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLMA4325                               | 2051-05-01      | 2.0000%  | 0.0000% | $33270594.00       | $19933965.73       | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLMA4564                               | 2052-03-01      | 3.0000%  | 0.0000% | $20000.00          | $13438.50          | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX LBBO6267                               | 2050-01-01      | 2.6630%  | 0.0000% | $210000.00         | $48801.22          | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLMA5008                               | 2053-05-01      | 4.5000%  | 0.0000% | $216549.00         | $180483.50         | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLBR1154                               | 2050-12-01      | 2.0000%  | 0.0000% | $340000.00         | $192003.67         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLMA5295                               | 2054-03-01      | 6.0000%  | 0.0000% | $33119630.00       | $26163228.96       | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLMA4768                               | 2052-09-01      | 2.5000%  | 0.0000% | $182000.00         | $128590.51         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFS1535                               | 2052-04-01      | 3.0000%  | 0.0000% | $523712.00         | $353059.20         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFM5869                               | 2051-02-01      | 3.5000%  | 0.0000% | $1425000.00        | $589706.11         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFM6293                               | 2051-01-01      | 3.0000%  | 0.0000% | $13000.00          | $6458.38           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFM5197                               | 2050-03-01      | 3.5000%  | 0.0000% | $9000.00           | $2550.32           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFM6965                               | 2051-04-01      | 2.5000%  | 0.0000% | $470000.00         | $297033.40         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFM7592                               | 2050-03-01      | 3.5000%  | 0.0000% | $1000.00           | $346.19            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDE7499                               | 2055-09-01      | 6.0000%  | 0.0000% | $804749.00         | $829642.57         | Agency Mortgage-Backed Securities         |

### Security 712: BNP PARIBAS SA

- **C.1 - Title:** BNP PARIBAS SA 4.200000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1BDAN0, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: ARP1BDAN0
- **C.18 - Value (incl. sponsor support):** $703000000.00
- **C.18.a - Value (excl. sponsor support):** $703000000.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2027-09-30      | 0.3750%  | 0.0000% | $300.00            | $281.28            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-11-15      | 2.8750%  | 0.0000% | $100.00            | $76.07             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-02-15      | 0.6250%  | 0.0000% | $100.00            | $106.98            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-05-31      | 4.6250%  | 0.0000% | $200.00            | $211.27            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-11-15      | 1.7500%  | 0.0000% | $731700.00         | $683197.44         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-07-15      | 1.8750%  | 0.0000% | $4497000.00        | $4716315.18        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-31      | 3.6250%  | 0.0000% | $2014900.00        | $2038680.52        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-08-31      | 3.7500%  | 0.0000% | $62901300.00       | $62814165.03       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-06-30      | 0.8750%  | 0.0000% | $13588600.00       | $13325871.21       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-15      | 0.5000%  | 0.0000% | $11993800.00       | $15534904.60       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-02-15      | 1.6250%  | 0.0000% | $477000.00         | $473866.71         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-15      | 6.6250%  | 0.0000% | $33300.00          | $34974.03          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-15      | 4.5000%  | 0.0000% | $9388200.00        | $9665856.02        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-15      | 0.3750%  | 0.0000% | $2430400.00        | $3189025.24        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-31      | 4.2500%  | 0.0000% | $100800.00         | $101585.72         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-15      | 2.2500%  | 0.0000% | $320000.00         | $314724.00         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-10-31      | 0.2500%  | 0.0000% | $19126100.00       | $19083246.10       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-31      | 0.3750%  | 0.0000% | $401000.00         | $378113.57         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-11-15      | 1.3750%  | 0.0000% | $100.00            | $65.83             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-11-06      | 0.0000%  | 0.0000% | $12000000.00       | $11950320.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-31      | 0.6250%  | 0.0000% | $109486300.00      | $102587951.44      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-15      | 3.6250%  | 0.0000% | $770900.00         | $1662636.50        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-15      | 2.3750%  | 0.0000% | $242000.00         | $396364.58         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-07-15      | 0.6250%  | 0.0000% | $65556500.00       | $69069901.64       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-11-30      | 0.3750%  | 0.0000% | $14006500.00       | $13937027.76       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-02-26      | 0.0000%  | 0.0000% | $26999300.00       | $26582430.81       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-11-15      | 3.7500%  | 0.0000% | $1084700.00        | $977400.93         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-11-15      | 2.7500%  | 0.0000% | $1840400.00        | $1446264.54        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-06-30      | 4.0000%  | 0.0000% | $200.00            | $203.08            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-12-30      | 0.0000%  | 0.0000% | $101100.00         | $100115.29         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-06-30      | 1.2500%  | 0.0000% | $2925200.00        | $2752540.07        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-01-15      | 1.1250%  | 0.0000% | $489900.00         | $515983.19         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-02-15      | 4.0000%  | 0.0000% | $242400.00         | $243643.51         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-15      | 4.3750%  | 0.0000% | $40000.00          | $40423.95          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-31      | 1.1250%  | 0.0000% | $21929700.00       | $21427450.88       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-09-30      | 3.6250%  | 0.0000% | $135547200.00      | $133964008.70      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-08-15      | 1.7500%  | 0.0000% | $100.00            | $68.17             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-31      | 1.0000%  | 0.0000% | $300.00            | $279.27            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-15      | 0.1250%  | 0.0000% | $4626000.00        | $6212900.24        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-31      | 1.6250%  | 0.0000% | $122300.00         | $120399.35         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-12-31      | 1.7500%  | 0.0000% | $700.00            | $686.35            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-08-15      | 1.3750%  | 0.0000% | $100.00            | $50.66             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-01-15      | 1.7500%  | 0.0000% | $124000000.00      | $131378920.40      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-10-28      | 0.0000%  | 0.0000% | $33928100.00       | $33820887.20       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-03-12      | 0.0000%  | 0.0000% | $100.00            | $98.30             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-15      | 6.7500%  | 0.0000% | $1078400.00        | $1115278.58        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-07-31      | 3.8750%  | 0.0000% | $24187100.00       | $24484195.81       | U.S. Treasuries (including strips) |

### Security 713: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** WELLS FARGO SECURITIES LLC 4.210000%
- **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: ARP1BDB33, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: ARP1BDB33
- **C.18 - Value (incl. sponsor support):** $7319000000.00
- **C.18.a - Value (excl. sponsor support):** $7319000000.00
- **C.19 - Percentage of Net Assets:** 1.9200%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GNII SF DK3235 C | 2055-07-20      | 6.0000%  | 0.0000% | $5126736.00        | $5284870.86        | Agency Mortgage-Backed Securities |
| GNII SF DK5940 C | 2055-06-20      | 6.5000%  | 0.0000% | $2779811.00        | $2934857.53        | Agency Mortgage-Backed Securities |
| GNII SF MB0369 M | 2053-12-20      | 7.0000%  | 0.0000% | $121032190.00      | $123471060.37      | Agency Mortgage-Backed Securities |
| GNII SF MB0423 M | 2055-06-20      | 5.0000%  | 0.0000% | $4337714.00        | $4311796.75        | Agency Mortgage-Backed Securities |
| GNII SF DB7595 C | 2054-07-20      | 5.5000%  | 0.0000% | $1187258.00        | $1190025.86        | Agency Mortgage-Backed Securities |
| GNII SF AS5790 C | 2046-04-20      | 3.5000%  | 0.0000% | $3627907.00        | $732664.47         | Agency Mortgage-Backed Securities |
| GNII SF DD5076 C | 2054-09-20      | 6.5000%  | 0.0000% | $1015642.00        | $1007401.48        | Agency Mortgage-Backed Securities |
| GNII SF DB0023 C | 2054-05-20      | 6.5000%  | 0.0000% | $3287078.00        | $2827421.12        | Agency Mortgage-Backed Securities |
| GNII SF BB3534 C | 2047-08-20      | 3.5000%  | 0.0000% | $589736.00         | $203966.08         | Agency Mortgage-Backed Securities |
| GNII SF BD9838 C | 2047-12-20      | 4.0000%  | 0.0000% | $1552916.00        | $475607.81         | Agency Mortgage-Backed Securities |
| GNII SF BI3168 C | 2048-07-20      | 5.0000%  | 0.0000% | $465000.00         | $20427.76          | Agency Mortgage-Backed Securities |
| GNII SF DK3337 C | 2055-05-20      | 7.0000%  | 0.0000% | $8052235.00        | $8371514.57        | Agency Mortgage-Backed Securities |
| GNII SF DK4482 C | 2055-06-20      | 6.5000%  | 0.0000% | $7784867.00        | $8204806.87        | Agency Mortgage-Backed Securities |
| GNII SF DB0075 C | 2054-04-20      | 6.0000%  | 0.0000% | $3583109.00        | $2796236.60        | Agency Mortgage-Backed Securities |
| GNII SF CZ3944 C | 2054-02-20      | 6.0000%  | 0.0000% | $8985682.00        | $6448202.09        | Agency Mortgage-Backed Securities |
| GNII SF BT1865 C | 2050-11-20      | 3.0000%  | 0.0000% | $4480013.00        | $2058879.17        | Agency Mortgage-Backed Securities |
| GNII SF DD5060 C | 2054-08-20      | 6.5000%  | 0.0000% | $2636984.00        | $2513635.83        | Agency Mortgage-Backed Securities |
| GNII SF AX5408 C | 2046-11-20      | 3.0000%  | 0.0000% | $1254591.00        | $325714.25         | Agency Mortgage-Backed Securities |
| GNII SF DE9441 C | 2054-09-20      | 6.5000%  | 0.0000% | $1823895.00        | $1901945.28        | Agency Mortgage-Backed Securities |
| GNII SF DI7741 C | 2055-03-20      | 5.5000%  | 0.0000% | $1050013.00        | $1068000.48        | Agency Mortgage-Backed Securities |
| GNII SF DK0891 C | 2055-05-20      | 6.0000%  | 0.0000% | $9730328.00        | $10024643.25       | Agency Mortgage-Backed Securities |
| GNII SF DK3343 C | 2055-05-20      | 6.5000%  | 0.0000% | $3491185.00        | $3637520.82        | Agency Mortgage-Backed Securities |
| GNII SF DK3604 C | 2055-05-20      | 6.5000%  | 0.0000% | $2105725.00        | $2192621.98        | Agency Mortgage-Backed Securities |
| GNII SF 002809 M | 2029-09-20      | 7.0000%  | 0.0000% | $37842104.00       | $31540.00          | Agency Mortgage-Backed Securities |
| GNII SF DI7928 C | 2055-04-20      | 6.5000%  | 0.0000% | $1721512.00        | $1790804.77        | Agency Mortgage-Backed Securities |
| GNII SF 003001 M | 2030-11-20      | 8.5000%  | 0.0000% | $3467287.00        | $1625.01           | Agency Mortgage-Backed Securities |
| GNII SF MB0259 M | 2055-03-20      | 5.5000%  | 0.0000% | $1272237.00        | $1265724.41        | Agency Mortgage-Backed Securities |
| GNII SF MA8729 M | 2052-12-20      | 7.0000%  | 0.0000% | $228000.00         | $91271.66          | Agency Mortgage-Backed Securities |
| GNII SF DJ9483 C | 2055-07-20      | 6.5000%  | 0.0000% | $12782688.00       | $13504566.31       | Agency Mortgage-Backed Securities |
| GNII SF DJ9865 C | 2055-07-20      | 7.0000%  | 0.0000% | $23603673.00       | $25465478.98       | Agency Mortgage-Backed Securities |
| GNII SF CU1074 C | 2053-07-20      | 6.5000%  | 0.0000% | $5020121.00        | $1974892.87        | Agency Mortgage-Backed Securities |
| GNII SF 002659 M | 2028-10-20      | 7.0000%  | 0.0000% | $646757.00         | $561.98            | Agency Mortgage-Backed Securities |
| GNII SF MB0256 M | 2050-10-20      | 4.0000%  | 0.0000% | $120199611.00      | $111931027.00      | Agency Mortgage-Backed Securities |
| GNII SF MB0342 M | 2040-05-20      | 6.0000%  | 0.0000% | $6443176.00        | $6331118.63        | Agency Mortgage-Backed Securities |
| GNII SF AZ7147 C | 2047-07-20      | 3.5000%  | 0.0000% | $280484.00         | $79218.68          | Agency Mortgage-Backed Securities |
| GNII SF MB0624 M | 2055-08-20      | 6.0000%  | 0.0000% | $244142214.00      | $249999999.44      | Agency Mortgage-Backed Securities |
| GNII SF 003891 M | 2036-08-20      | 6.5000%  | 0.0000% | $565000.00         | $5246.45           | Agency Mortgage-Backed Securities |
| GNII SF CU1037 C | 2053-06-20      | 6.5000%  | 0.0000% | $2485083.00        | $1836093.57        | Agency Mortgage-Backed Securities |
| GNII SF MB0025 M | 2054-11-20      | 5.0000%  | 0.0000% | $7400655.00        | $7127503.20        | Agency Mortgage-Backed Securities |
| GNII SF MB0362 M | 2051-12-20      | 3.5000%  | 0.0000% | $40680561.00       | $36981892.11       | Agency Mortgage-Backed Securities |
| GNII SF CT8347 C | 2053-04-20      | 6.5000%  | 0.0000% | $1760593.00        | $1478519.95        | Agency Mortgage-Backed Securities |
| GNII SF MB0368 M | 2055-05-20      | 6.5000%  | 0.0000% | $316541.00         | $323037.63         | Agency Mortgage-Backed Securities |
| GNII SF MB0484 M | 2055-07-20      | 5.0000%  | 0.0000% | $7749828.00        | $7718601.76        | Agency Mortgage-Backed Securities |
| GNII SF 003637 M | 2034-11-20      | 5.5000%  | 0.0000% | $139245.00         | $2012.20           | Agency Mortgage-Backed Securities |
| GNII SF BD1738 C | 2048-02-20      | 3.5000%  | 0.0000% | $1259747.00        | $603303.71         | Agency Mortgage-Backed Securities |
| GNII SF DK3295 C | 2055-06-20      | 7.0000%  | 0.0000% | $1733899.00        | $1804619.73        | Agency Mortgage-Backed Securities |
| GNII SF BD3893 C | 2048-01-20      | 3.5000%  | 0.0000% | $75000.00          | $17970.10          | Agency Mortgage-Backed Securities |
| GNII SF CT7445 C | 2053-04-20      | 6.0000%  | 0.0000% | $699792.00         | $652659.54         | Agency Mortgage-Backed Securities |
| GNII SF CV8321 C | 2053-12-20      | 6.5000%  | 0.0000% | $3028637.00        | $2574175.47        | Agency Mortgage-Backed Securities |
| GNII SF MA6067 M | 2034-08-20      | 4.5000%  | 0.0000% | $339017.00         | $67334.67          | Agency Mortgage-Backed Securities |
| GNII SF CY2900 C | 2054-07-20      | 6.0000%  | 0.0000% | $2830773.00        | $2887966.23        | Agency Mortgage-Backed Securities |
| GNII SF AD8884 C | 2043-03-20      | 3.5000%  | 0.0000% | $225000.00         | $30294.65          | Agency Mortgage-Backed Securities |
| GNII SF 003774 M | 2035-10-20      | 5.5000%  | 0.0000% | $7564195.00        | $136229.05         | Agency Mortgage-Backed Securities |
| GNII SF BQ4455 C | 2049-11-20      | 3.5000%  | 0.0000% | $3557489.00        | $1026462.70        | Agency Mortgage-Backed Securities |
| GNII SF BC4815 C | 2047-08-20      | 3.5000%  | 0.0000% | $2667646.00        | $529517.32         | Agency Mortgage-Backed Securities |
| GNII SF DH3478 C | 2055-03-20      | 7.0000%  | 0.0000% | $4242618.00        | $4398153.84        | Agency Mortgage-Backed Securities |
| GNII SF BI3300 C | 2048-09-20      | 4.5000%  | 0.0000% | $9304057.00        | $1402488.40        | Agency Mortgage-Backed Securities |
| GNII SF DG7410 C | 2055-01-20      | 7.5000%  | 0.0000% | $1465173.00        | $1574276.62        | Agency Mortgage-Backed Securities |
| GNII SF BB3407 C | 2047-07-20      | 3.5000%  | 0.0000% | $396304.00         | $109801.25         | Agency Mortgage-Backed Securities |
| GNII SF MA9669 M | 2054-05-20      | 6.0000%  | 0.0000% | $950000.00         | $779498.46         | Agency Mortgage-Backed Securities |
| GNII SF BF9487 C | 2048-04-20      | 4.0000%  | 0.0000% | $3563319.00        | $836256.84         | Agency Mortgage-Backed Securities |
| GNII SF BD6940 C | 2047-12-20      | 3.5000%  | 0.0000% | $40828.00          | $3653.45           | Agency Mortgage-Backed Securities |
| GNII SF BC2812 C | 2047-11-20      | 4.0000%  | 0.0000% | $43819.00          | $8399.35           | Agency Mortgage-Backed Securities |
| GNII SF DH3479 C | 2055-03-20      | 7.0000%  | 0.0000% | $2453240.00        | $2541472.77        | Agency Mortgage-Backed Securities |
| GNII SF BM7534 C | 2050-02-20      | 3.5000%  | 0.0000% | $600000.00         | $141393.25         | Agency Mortgage-Backed Securities |
| GNII SF BQ9097 C | 2051-08-20      | 2.5000%  | 0.0000% | $8639141.00        | $4981455.94        | Agency Mortgage-Backed Securities |
| GNII SF MA4320 M | 2047-01-20      | 3.0000%  | 0.0000% | $23438581.00       | $3450988.44        | Agency Mortgage-Backed Securities |
| GNII SF MA1839 M | 2044-04-20      | 4.0000%  | 0.0000% | $1404539.00        | $85681.80          | Agency Mortgage-Backed Securities |
| GNII SF MA4355 M | 2032-04-20      | 2.5000%  | 0.0000% | $22000.00          | $2869.34           | Agency Mortgage-Backed Securities |
| GNII SF MA4202 M | 2038-10-20      | 6.5000%  | 0.0000% | $35000.00          | $5887.54           | Agency Mortgage-Backed Securities |
| GNII SF MA1284 M | 2043-09-20      | 3.0000%  | 0.0000% | $200824667.00      | $25792905.42       | Agency Mortgage-Backed Securities |
| GNII SF BR4775 C | 2050-03-20      | 3.0000%  | 0.0000% | $3597129.00        | $2022869.14        | Agency Mortgage-Backed Securities |
| GNII SF MA3453 M | 2046-02-20      | 3.0000%  | 0.0000% | $50000000.00       | $6215086.05        | Agency Mortgage-Backed Securities |
| GNII SF BU4790 C | 2050-09-20      | 4.0000%  | 0.0000% | $1009940.00        | $391180.75         | Agency Mortgage-Backed Securities |
| GNII SF MA4450 M | 2047-05-20      | 3.0000%  | 0.0000% | $250000.00         | $35978.65          | Agency Mortgage-Backed Securities |
| GNII SF MA5198 M | 2038-12-20      | 7.0000%  | 0.0000% | $100000.00         | $19470.31          | Agency Mortgage-Backed Securities |
| GNII SF MA3669 M | 2034-01-20      | 6.5000%  | 0.0000% | $130000.00         | $13713.17          | Agency Mortgage-Backed Securities |
| GNII SF MA3742 M | 2039-09-20      | 6.5000%  | 0.0000% | $70000.00          | $4284.19           | Agency Mortgage-Backed Securities |
| GNII SF MA2962 M | 2045-07-20      | 4.0000%  | 0.0000% | $50478358.00       | $4134546.65        | Agency Mortgage-Backed Securities |
| GNII SF MA5023 M | 2048-02-20      | 5.5000%  | 0.0000% | $6300039.00        | $818676.97         | Agency Mortgage-Backed Securities |
| GNII SF MA5331 M | 2048-06-20      | 4.5000%  | 0.0000% | $5200800.00        | $384484.68         | Agency Mortgage-Backed Securities |
| GNII SF MA2753 M | 2045-04-20      | 3.0000%  | 0.0000% | $157485674.00      | $14245802.78       | Agency Mortgage-Backed Securities |
| GNII SF MA4654 M | 2047-08-20      | 4.5000%  | 0.0000% | $53066759.00       | $4738379.72        | Agency Mortgage-Backed Securities |
| GNII SF MA3873 M | 2046-08-20      | 3.0000%  | 0.0000% | $115365073.00      | $14280353.30       | Agency Mortgage-Backed Securities |
| GNII SF MA5076 M | 2048-03-20      | 3.0000%  | 0.0000% | $684228.00         | $93834.22          | Agency Mortgage-Backed Securities |
| GNII SF BB0244 C | 2047-07-20      | 3.5000%  | 0.0000% | $420002.00         | $129919.27         | Agency Mortgage-Backed Securities |
| GNII SF MA9362 M | 2053-12-20      | 5.5000%  | 0.0000% | $10000000.00       | $8474174.51        | Agency Mortgage-Backed Securities |
| GNII SF DH2471 C | 2055-01-20      | 6.0000%  | 0.0000% | $2373400.00        | $2445643.50        | Agency Mortgage-Backed Securities |
| GNII SF MA4591 M | 2047-07-20      | 6.0000%  | 0.0000% | $233000.00         | $34164.06          | Agency Mortgage-Backed Securities |
| GNII SF BE4266 C | 2037-11-20      | 3.0000%  | 0.0000% | $2120002.00        | $448896.87         | Agency Mortgage-Backed Securities |
| GNII SF DH3608 C | 2055-04-20      | 6.0000%  | 0.0000% | $1329872.00        | $1367902.22        | Agency Mortgage-Backed Securities |
| GNII SF DI2489 C | 2055-05-20      | 6.0000%  | 0.0000% | $6912659.00        | $7109922.80        | Agency Mortgage-Backed Securities |
| GNII SF DJ9480 C | 2055-07-20      | 6.5000%  | 0.0000% | $3802144.00        | $3989107.63        | Agency Mortgage-Backed Securities |
| GNII SF AT7532 C | 2046-07-20      | 3.5000%  | 0.0000% | $5613817.00        | $572517.22         | Agency Mortgage-Backed Securities |
| GNII SF DJ9784 C | 2055-06-20      | 6.5000%  | 0.0000% | $1755798.00        | $1856541.97        | Agency Mortgage-Backed Securities |
| GNII SF MB0341 M | 2040-05-20      | 5.5000%  | 0.0000% | $51650.00          | $50534.02          | Agency Mortgage-Backed Securities |
| GNII SF MA8483 M | 2051-03-20      | 1.5000%  | 0.0000% | $909333.00         | $607776.59         | Agency Mortgage-Backed Securities |
| GNII SF MB0593 M | 2040-08-20      | 4.5000%  | 0.0000% | $180000.00         | $180164.70         | Agency Mortgage-Backed Securities |
| GNII SF DJ3219 C | 2055-08-20      | 5.5000%  | 0.0000% | $6079701.00        | $6193765.65        | Agency Mortgage-Backed Securities |
| GNII SF MA7883 M | 2052-02-20      | 3.5000%  | 0.0000% | $18800000.00       | $12736963.24       | Agency Mortgage-Backed Securities |
| GNII SF DG4539 C | 2054-12-20      | 5.0000%  | 0.0000% | $1665720.00        | $1652823.01        | Agency Mortgage-Backed Securities |
| GNII SF DH3450 C | 2055-02-20      | 6.0000%  | 0.0000% | $1306361.00        | $1270004.49        | Agency Mortgage-Backed Securities |
| GNII SF DJ0734 C | 2055-05-20      | 6.0000%  | 0.0000% | $1855801.00        | $1909221.41        | Agency Mortgage-Backed Securities |
| GNII SF DI1015 C | 2055-07-20      | 5.5000%  | 0.0000% | $890207.00         | $907179.71         | Agency Mortgage-Backed Securities |
| GNII SF DJ2269 C | 2055-06-20      | 6.0000%  | 0.0000% | $3743311.00        | $3859155.37        | Agency Mortgage-Backed Securities |
| GNII SF BS8546 C | 2050-12-20      | 2.5000%  | 0.0000% | $425000.00         | $220790.36         | Agency Mortgage-Backed Securities |
| GNII SF BS7590 C | 2050-03-20      | 4.0000%  | 0.0000% | $250000.00         | $168085.62         | Agency Mortgage-Backed Securities |
| GNII SF DH7931 C | 2055-02-20      | 6.0000%  | 0.0000% | $1324050.00        | $1350864.97        | Agency Mortgage-Backed Securities |
| GNII SF BM7486 C | 2049-07-20      | 3.5000%  | 0.0000% | $500000.00         | $97404.14          | Agency Mortgage-Backed Securities |
| GNII SF BQ2482 C | 2049-11-20      | 3.0000%  | 0.0000% | $6606850.00        | $1441785.44        | Agency Mortgage-Backed Securities |
| GNII SF MA0907 M | 2028-04-20      | 2.0000%  | 0.0000% | $2000000.00        | $71555.71          | Agency Mortgage-Backed Securities |
| GNII SF MA0859 M | 2038-11-20      | 7.0000%  | 0.0000% | $316746.00         | $13904.81          | Agency Mortgage-Backed Securities |
| GNII SF CF1666 C | 2051-07-20      | 2.0000%  | 0.0000% | $1104108.00        | $818089.79         | Agency Mortgage-Backed Securities |
| GNII SF BT6550 C | 2050-03-20      | 4.0000%  | 0.0000% | $2874513.00        | $599184.91         | Agency Mortgage-Backed Securities |
| GNII SF BZ4061 C | 2050-12-20      | 2.0000%  | 0.0000% | $9763519.00        | $3897550.73        | Agency Mortgage-Backed Securities |
| GNII SF BS1742 C | 2050-02-20      | 4.0000%  | 0.0000% | $400000.00         | $100888.77         | Agency Mortgage-Backed Securities |
| GNII SF MA0392 M | 2042-09-20      | 3.5000%  | 0.0000% | $340000.00         | $29964.68          | Agency Mortgage-Backed Securities |
| GNII SF MA9746 M | 2039-06-20      | 4.0000%  | 0.0000% | $207790.00         | $185549.96         | Agency Mortgage-Backed Securities |
| GNII SF BR6221 C | 2049-12-20      | 4.5000%  | 0.0000% | $2255545.00        | $319044.28         | Agency Mortgage-Backed Securities |
| GNII SF BC7052 C | 2047-10-20      | 4.0000%  | 0.0000% | $58609.00          | $9776.73           | Agency Mortgage-Backed Securities |
| GNII SF 794944 C | 2035-10-20      | 5.5000%  | 0.0000% | $1124000.00        | $98770.58          | Agency Mortgage-Backed Securities |
| GNII SF MA0533 M | 2042-11-20      | 3.0000%  | 0.0000% | $1048000.00        | $111183.98         | Agency Mortgage-Backed Securities |
| GNII SF BM9734 C | 2049-10-20      | 4.0000%  | 0.0000% | $400000.00         | $92716.93          | Agency Mortgage-Backed Securities |
| GNII SF DH3851 C | 2055-01-20      | 6.5000%  | 0.0000% | $1128487.00        | $1174176.59        | Agency Mortgage-Backed Securities |
| GNII SF BE3158 C | 2047-11-20      | 3.5000%  | 0.0000% | $2324447.00        | $515989.47         | Agency Mortgage-Backed Securities |
| GNII SF MA2827 M | 2045-05-20      | 4.0000%  | 0.0000% | $55151.00          | $4832.92           | Agency Mortgage-Backed Securities |
| GNII SF MA3527 M | 2038-12-20      | 6.5000%  | 0.0000% | $100000.00         | $11493.47          | Agency Mortgage-Backed Securities |
| GNII SF MA9544 M | 2054-02-20      | 7.0000%  | 0.0000% | $3978452.00        | $1749810.02        | Agency Mortgage-Backed Securities |
| GNII SF MA3311 M | 2045-12-20      | 4.0000%  | 0.0000% | $81406315.00       | $7236782.22        | Agency Mortgage-Backed Securities |
| GNII SF MA1156 M | 2043-07-20      | 3.0000%  | 0.0000% | $1014036.00        | $118362.55         | Agency Mortgage-Backed Securities |
| GNII SF MA1374 M | 2043-10-20      | 3.0000%  | 0.0000% | $962233.00         | $132430.69         | Agency Mortgage-Backed Securities |
| GNII SF MA1201 M | 2028-08-20      | 2.0000%  | 0.0000% | $812282.00         | $39298.13          | Agency Mortgage-Backed Securities |
| GNII SF MA2224 M | 2044-09-20      | 4.0000%  | 0.0000% | $2600000.00        | $173580.82         | Agency Mortgage-Backed Securities |
| GNII SF MA3106 M | 2045-09-20      | 4.0000%  | 0.0000% | $223961820.00      | $16144150.25       | Agency Mortgage-Backed Securities |
| GNII SF MA1810 M | 2029-04-20      | 3.0000%  | 0.0000% | $2973556.00        | $102678.61         | Agency Mortgage-Backed Securities |
| GNII SF MA4384 M | 2047-04-20      | 4.5000%  | 0.0000% | $1978488.00        | $157455.72         | Agency Mortgage-Backed Securities |
| GNII SF MA1267 M | 2028-09-20      | 4.0000%  | 0.0000% | $1835000.00        | $64701.67          | Agency Mortgage-Backed Securities |
| GNII SF MA2679 M | 2045-03-20      | 4.0000%  | 0.0000% | $14650000.00       | $1463336.21        | Agency Mortgage-Backed Securities |
| GNII SF MB0481 M | 2055-07-20      | 3.5000%  | 0.0000% | $863324.00         | $787918.12         | Agency Mortgage-Backed Securities |
| GNII SF CZ3954 C | 2054-02-20      | 6.0000%  | 0.0000% | $4059980.00        | $3290163.93        | Agency Mortgage-Backed Securities |
| GNII SF MB0311 M | 2055-03-20      | 7.0000%  | 0.0000% | $228684461.00      | $232453177.57      | Agency Mortgage-Backed Securities |
| GNII SF MB0420 M | 2055-05-20      | 3.5000%  | 0.0000% | $58612376.00       | $53452576.85       | Agency Mortgage-Backed Securities |
| GNII SF CZ2849 C | 2054-01-20      | 7.5000%  | 0.0000% | $1711513.00        | $998747.19         | Agency Mortgage-Backed Securities |
| GNII SF CX6888 C | 2053-12-20      | 6.0000%  | 0.0000% | $1145332.00        | $383055.27         | Agency Mortgage-Backed Securities |
| GNII SF MB0401 M | 2040-06-20      | 6.0000%  | 0.0000% | $8350413.00        | $8474401.50        | Agency Mortgage-Backed Securities |
| GNII SF CV8136 C | 2053-10-20      | 6.5000%  | 0.0000% | $7073748.00        | $4760471.26        | Agency Mortgage-Backed Securities |
| GNII SF MB0201 M | 2055-01-20      | 3.5000%  | 0.0000% | $222437304.00      | $200898547.03      | Agency Mortgage-Backed Securities |
| GNII SF CY2882 C | 2054-04-20      | 6.5000%  | 0.0000% | $2024842.00        | $1793872.68        | Agency Mortgage-Backed Securities |
| GNII SF MB0595 M | 2040-08-20      | 5.5000%  | 0.0000% | $23718786.00       | $24282974.23       | Agency Mortgage-Backed Securities |
| GNII SF CT9747 C | 2053-04-20      | 6.5000%  | 0.0000% | $1260320.00        | $638073.03         | Agency Mortgage-Backed Securities |
| GNII SF MB0554 M | 2055-08-20      | 4.5000%  | 0.0000% | $115843780.00      | $112742368.01      | Agency Mortgage-Backed Securities |
| GNII SF BA0861 C | 2047-06-20      | 3.5000%  | 0.0000% | $2001774.00        | $268438.22         | Agency Mortgage-Backed Securities |
| GNII SF MA5438 M | 2033-08-20      | 4.5000%  | 0.0000% | $1081155.00        | $54407.38          | Agency Mortgage-Backed Securities |
| GNII SF MA5816 M | 2049-03-20      | 3.5000%  | 0.0000% | $218181.00         | $19812.63          | Agency Mortgage-Backed Securities |
| GNII SF MA5817 M | 2049-03-20      | 4.0000%  | 0.0000% | $125904522.00      | $10438828.64       | Agency Mortgage-Backed Securities |
| GNII SF DK1592 C | 2055-06-20      | 5.5000%  | 0.0000% | $1592576.00        | $1548497.92        | Agency Mortgage-Backed Securities |
| GNII SF DK3276 C | 2055-06-20      | 6.0000%  | 0.0000% | $8706933.00        | $8959524.21        | Agency Mortgage-Backed Securities |
| GNII SF BF9242 C | 2048-04-20      | 4.0000%  | 0.0000% | $1077257.00        | $193705.44         | Agency Mortgage-Backed Securities |
| GNII SF DJ3225 C | 2055-09-20      | 5.5000%  | 0.0000% | $12204884.00       | $12513076.31       | Agency Mortgage-Backed Securities |
| GNII SF DK3253 C | 2055-06-20      | 7.0000%  | 0.0000% | $1360829.00        | $1417782.72        | Agency Mortgage-Backed Securities |
| GNII SF DJ3164 C | 2055-08-20      | 5.5000%  | 0.0000% | $1439791.00        | $1473152.49        | Agency Mortgage-Backed Securities |
| GNII SF MB0307 M | 2052-07-20      | 5.0000%  | 0.0000% | $1921077.00        | $1901320.94        | Agency Mortgage-Backed Securities |
| GNII SF MB0233 M | 2040-07-20      | 5.0000%  | 0.0000% | $1801419.00        | $1773587.29        | Agency Mortgage-Backed Securities |
| GNII SF MB0143 M | 2055-01-20      | 3.5000%  | 0.0000% | $180544327.00      | $163102153.79      | Agency Mortgage-Backed Securities |
| GNII SF MB0207 M | 2055-02-20      | 6.5000%  | 0.0000% | $16706569.00       | $16416808.73       | Agency Mortgage-Backed Securities |
| GNII SF DA7164 C | 2054-05-20      | 5.5000%  | 0.0000% | $1633644.00        | $1527076.33        | Agency Mortgage-Backed Securities |
| GNII SF MA9600 M | 2054-02-20      | 3.0000%  | 0.0000% | $115558.00         | $84107.76          | Agency Mortgage-Backed Securities |
| GNII SF MA3375 M | 2046-01-20      | 3.0000%  | 0.0000% | $200000.00         | $22913.69          | Agency Mortgage-Backed Securities |
| GNII SF MA0782 M | 2043-02-20      | 3.0000%  | 0.0000% | $82645732.00       | $9197866.24        | Agency Mortgage-Backed Securities |
| GNII SF BB0593 C | 2047-07-20      | 3.5000%  | 0.0000% | $1129100.00        | $85978.84          | Agency Mortgage-Backed Securities |
| GNII SF DB8115 C | 2054-06-20      | 6.5000%  | 0.0000% | $1429494.00        | $1179062.58        | Agency Mortgage-Backed Securities |
| GNII SF MA9727 M | 2054-06-20      | 6.5000%  | 0.0000% | $408868908.00      | $250000000.04      | Agency Mortgage-Backed Securities |
| GNII SF MA9420 M | 2052-12-20      | 4.0000%  | 0.0000% | $379831.00         | $314168.64         | Agency Mortgage-Backed Securities |
| GNII SF BB8795 C | 2048-01-20      | 4.0000%  | 0.0000% | $200000.00         | $51913.84          | Agency Mortgage-Backed Securities |
| GNII SF MA9538 M | 2054-02-20      | 4.0000%  | 0.0000% | $11446084.00       | $10320246.25       | Agency Mortgage-Backed Securities |
| GNII SF MA9300 M | 2046-09-20      | 3.0000%  | 0.0000% | $35000.00          | $24512.88          | Agency Mortgage-Backed Securities |
| GNII SF MA0532 M | 2042-11-20      | 2.5000%  | 0.0000% | $108566.00         | $14354.22          | Agency Mortgage-Backed Securities |
| GNII SF MA2370 M | 2044-11-20      | 3.0000%  | 0.0000% | $4250000.00        | $432336.49         | Agency Mortgage-Backed Securities |
| GNII SF MA0700 M | 2043-01-20      | 4.0000%  | 0.0000% | $2704169.00        | $252556.11         | Agency Mortgage-Backed Securities |
| GNII SF MA9066 M | 2031-10-20      | 3.0000%  | 0.0000% | $1531362.00        | $1056901.31        | Agency Mortgage-Backed Securities |
| GNII SF MA0825 M | 2028-03-20      | 2.5000%  | 0.0000% | $205000.00         | $6319.97           | Agency Mortgage-Backed Securities |
| GNII SF MA0784 M | 2043-02-20      | 4.0000%  | 0.0000% | $7352973.00        | $648298.15         | Agency Mortgage-Backed Securities |
| GNII SF MA0515 M | 2027-11-20      | 3.5000%  | 0.0000% | $1500000.00        | $40963.98          | Agency Mortgage-Backed Securities |
| GNII SF MA0941 M | 2036-08-20      | 7.0000%  | 0.0000% | $250000.00         | $15699.24          | Agency Mortgage-Backed Securities |
| GNII SF MA9384 M | 2032-11-20      | 3.0000%  | 0.0000% | $215749.00         | $104807.81         | Agency Mortgage-Backed Securities |
| GNII SF MA0023 M | 2042-04-20      | 4.0000%  | 0.0000% | $7196835.00        | $389146.48         | Agency Mortgage-Backed Securities |
| GNII SF BC8223 C | 2047-11-20      | 3.5000%  | 0.0000% | $2027726.00        | $539957.43         | Agency Mortgage-Backed Securities |
| GNII SF MA1449 M | 2043-11-20      | 4.0000%  | 0.0000% | $130000000.00      | $7398367.35        | Agency Mortgage-Backed Securities |
| GNII SF MA1089 M | 2043-06-20      | 3.0000%  | 0.0000% | $1270000.00        | $141606.85         | Agency Mortgage-Backed Securities |
| GNII SF MA9134 M | 2036-04-20      | 3.5000%  | 0.0000% | $156384.00         | $92008.74          | Agency Mortgage-Backed Securities |
| GNII SF MA0938 M | 2043-04-20      | 5.5000%  | 0.0000% | $280000.00         | $12755.28          | Agency Mortgage-Backed Securities |
| GNII SF MA0462 M | 2042-10-20      | 3.5000%  | 0.0000% | $13000000.00       | $1144464.96        | Agency Mortgage-Backed Securities |
| GNII SF BE6527 C | 2048-02-20      | 3.5000%  | 0.0000% | $322220.00         | $65462.17          | Agency Mortgage-Backed Securities |
| GNII SF MA9302 M | 2053-11-20      | 4.0000%  | 0.0000% | $7831306.00        | $6544576.46        | Agency Mortgage-Backed Securities |
| GNII SF MA5792 M | 2034-03-20      | 4.0000%  | 0.0000% | $616019.00         | $66595.43          | Agency Mortgage-Backed Securities |
| GNII SF DL8045 C | 2055-09-20      | 5.5000%  | 0.0000% | $1085723.00        | $1105191.70        | Agency Mortgage-Backed Securities |
| GNII SF 002658 M | 2028-10-20      | 6.5000%  | 0.0000% | $1084461.00        | $879.01            | Agency Mortgage-Backed Securities |
| GNII SF MA5193 M | 2048-05-20      | 4.5000%  | 0.0000% | $3100000.00        | $235225.92         | Agency Mortgage-Backed Securities |
| GNII SF MA5468 M | 2048-09-20      | 5.0000%  | 0.0000% | $17844178.00       | $1387412.82        | Agency Mortgage-Backed Securities |
| GNII SF DM6676 C | 2055-09-20      | 6.0000%  | 0.0000% | $2252016.00        | $2332298.87        | Agency Mortgage-Backed Securities |
| GNII SF MA5136 M | 2048-04-20      | 3.5000%  | 0.0000% | $4605809.00        | $558723.48         | Agency Mortgage-Backed Securities |
| GNII SF MB0625 M | 2055-08-20      | 6.5000%  | 0.0000% | $241314811.00      | $249999999.15      | Agency Mortgage-Backed Securities |
| GNII SF DM4588 C | 2055-08-20      | 7.0000%  | 0.0000% | $1285653.00        | $1344569.19        | Agency Mortgage-Backed Securities |
| GNII SF MA5467 M | 2048-09-20      | 4.5000%  | 0.0000% | $49211510.00       | $3836110.40        | Agency Mortgage-Backed Securities |
| GNII SF MA5470 M | 2039-02-20      | 6.0000%  | 0.0000% | $50000.00          | $8886.14           | Agency Mortgage-Backed Securities |
| GNII SF DE2321 C | 2054-11-20      | 5.5000%  | 0.0000% | $1156055.00        | $1144291.34        | Agency Mortgage-Backed Securities |
| GNII SF DE7488 C | 2054-09-20      | 4.0000%  | 0.0000% | $1185950.00        | $1109436.67        | Agency Mortgage-Backed Securities |
| GNII SF DE3753 C | 2054-09-20      | 7.0000%  | 0.0000% | $1135058.00        | $1171890.95        | Agency Mortgage-Backed Securities |
| GNII SF DG4691 C | 2054-11-20      | 6.5000%  | 0.0000% | $1880578.00        | $1630179.57        | Agency Mortgage-Backed Securities |
| GNII SF MA8348 M | 2052-10-20      | 5.0000%  | 0.0000% | $423495.00         | $324348.61         | Agency Mortgage-Backed Securities |
| GNII SF DM7427 C | 2055-09-20      | 6.0000%  | 0.0000% | $9992037.00        | $10318170.42       | Agency Mortgage-Backed Securities |
| GNII SF DE0349 C | 2054-07-20      | 6.5000%  | 0.0000% | $1306235.00        | $1364004.40        | Agency Mortgage-Backed Securities |
| GNII SF MA9577 M | 2039-07-20      | 6.5000%  | 0.0000% | $38076.00          | $27694.00          | Agency Mortgage-Backed Securities |
| GNII SF DG4819 C | 2055-03-20      | 6.5000%  | 0.0000% | $3305163.00        | $3243069.20        | Agency Mortgage-Backed Securities |
| GNII SF DC2908 C | 2054-05-20      | 6.5000%  | 0.0000% | $2081343.00        | $2142129.69        | Agency Mortgage-Backed Securities |
| GNII SF MA7255 M | 2051-03-20      | 2.5000%  | 0.0000% | $3020818.00        | $1477559.16        | Agency Mortgage-Backed Securities |
| GNII SF MA8049 M | 2052-05-20      | 6.0000%  | 0.0000% | $50000.00          | $32055.04          | Agency Mortgage-Backed Securities |
| GNII SF DH3838 C | 2055-01-20      | 7.0000%  | 0.0000% | $1345142.00        | $1407134.12        | Agency Mortgage-Backed Securities |
| GNII SF MB0150 M | 2054-12-20      | 7.0000%  | 0.0000% | $747348.00         | $650650.45         | Agency Mortgage-Backed Securities |
| GNII SF DE3750 C | 2054-09-20      | 6.5000%  | 0.0000% | $1852666.00        | $1914723.66        | Agency Mortgage-Backed Securities |
| GNII SF DC2996 C | 2054-06-20      | 6.0000%  | 0.0000% | $3456172.00        | $3511577.87        | Agency Mortgage-Backed Securities |
| GNII SF CZ1870 C | 2054-01-20      | 7.5000%  | 0.0000% | $1057962.00        | $307129.49         | Agency Mortgage-Backed Securities |
| GNII SF MA7647 M | 2051-10-20      | 1.5000%  | 0.0000% | $258042942.00      | $153280369.48      | Agency Mortgage-Backed Securities |
| GNII SF DJ3103 C | 2055-08-20      | 7.0000%  | 0.0000% | $1243618.00        | $1305579.59        | Agency Mortgage-Backed Securities |
| GNII SF MB0552 M | 2055-07-20      | 3.5000%  | 0.0000% | $124692892.00      | $114052304.19      | Agency Mortgage-Backed Securities |
| GNII SF MA8154 M | 2052-07-20      | 6.0000%  | 0.0000% | $299783.00         | $207522.22         | Agency Mortgage-Backed Securities |
| GNII SF DG4263 C | 2054-11-20      | 7.0000%  | 0.0000% | $1543118.00        | $1599374.82        | Agency Mortgage-Backed Securities |
| GNII SF MB0208 M | 2055-02-20      | 7.0000%  | 0.0000% | $3232674.00        | $3102161.69        | Agency Mortgage-Backed Securities |
| GNII SF DF5695 C | 2055-03-20      | 6.0000%  | 0.0000% | $1764831.00        | $1825964.76        | Agency Mortgage-Backed Securities |
| GNII SF MA8874 M | 2051-05-20      | 3.0000%  | 0.0000% | $260831.00         | $182436.78         | Agency Mortgage-Backed Securities |
| GNII SF MB0596 M | 2040-09-20      | 6.0000%  | 0.0000% | $4901287.00        | $5046920.57        | Agency Mortgage-Backed Securities |
| GNII SF DJ3032 C | 2055-08-20      | 5.5000%  | 0.0000% | $36402038.00       | $37001583.80       | Agency Mortgage-Backed Securities |
| GNII SF CZ3601 C | 2053-12-20      | 7.5000%  | 0.0000% | $1409415.00        | $679895.32         | Agency Mortgage-Backed Securities |
| GNII SF MB0024 M | 2054-11-20      | 4.5000%  | 0.0000% | $25410000.00       | $23940230.00       | Agency Mortgage-Backed Securities |
| GNII SF MA2149 M | 2044-08-20      | 4.0000%  | 0.0000% | $250000.00         | $16347.12          | Agency Mortgage-Backed Securities |
| GNII SF AA5878 C | 2042-12-20      | 3.0000%  | 0.0000% | $3705000.00        | $562235.15         | Agency Mortgage-Backed Securities |
| GNII SF MA0461 M | 2042-10-20      | 3.0000%  | 0.0000% | $189550.00         | $20460.51          | Agency Mortgage-Backed Securities |
| GNII SF 005203 M | 2041-10-20      | 4.0000%  | 0.0000% | $317848.00         | $15734.63          | Agency Mortgage-Backed Securities |
| GNII SF DJ3214 C | 2055-09-20      | 6.0000%  | 0.0000% | $10108672.00       | $10438622.42       | Agency Mortgage-Backed Securities |
| GNII SF DJ3189 C | 2055-08-20      | 6.0000%  | 0.0000% | $5005881.00        | $5164632.41        | Agency Mortgage-Backed Securities |
| GNII SF DJ3093 C | 2055-08-20      | 5.0000%  | 0.0000% | $6089267.00        | $6096556.58        | Agency Mortgage-Backed Securities |
| GNII SF DJ2224 C | 2055-06-20      | 5.5000%  | 0.0000% | $3117331.00        | $3166211.29        | Agency Mortgage-Backed Securities |
| GNII SF DJ3038 C | 2055-08-20      | 5.5000%  | 0.0000% | $15309943.00       | $15581545.97       | Agency Mortgage-Backed Securities |
| GNII SF MB0028 M | 2054-11-20      | 6.5000%  | 0.0000% | $5361935.00        | $4031574.63        | Agency Mortgage-Backed Securities |
| GNII SF MB0281 M | 2040-04-20      | 4.5000%  | 0.0000% | $1307829.00        | $1275160.06        | Agency Mortgage-Backed Securities |
| GNII SF MB0260 M | 2055-02-20      | 6.0000%  | 0.0000% | $249191765.00      | $249999999.73      | Agency Mortgage-Backed Securities |
| GNII SF MB0365 M | 2055-05-20      | 5.0000%  | 0.0000% | $252140340.00      | $249999999.26      | Agency Mortgage-Backed Securities |
| GNII SF MB0555 M | 2055-08-20      | 5.0000%  | 0.0000% | $39660087.00       | $39610396.26       | Agency Mortgage-Backed Securities |
| GNII SF DK1937 C | 2055-06-20      | 6.0000%  | 0.0000% | $7740330.00        | $7947092.88        | Agency Mortgage-Backed Securities |
| GNII SF AO1103 C | 2045-09-20      | 3.5000%  | 0.0000% | $509215.00         | $87247.09          | Agency Mortgage-Backed Securities |
| GNII SF BB6248 C | 2047-07-20      | 3.5000%  | 0.0000% | $5715142.00        | $1293881.50        | Agency Mortgage-Backed Securities |
| GNII SF AO8829 C | 2045-11-20      | 4.0000%  | 0.0000% | $475000.00         | $69856.71          | Agency Mortgage-Backed Securities |
| GNII SF DH6285 C | 2055-02-20      | 6.5000%  | 0.0000% | $1537104.00        | $1630206.57        | Agency Mortgage-Backed Securities |
| GNII SF MB0063 M | 2026-03-20      | 3.5000%  | 0.0000% | $36301.00          | $30830.92          | Agency Mortgage-Backed Securities |
| GNII SF DJ0727 C | 2055-05-20      | 6.0000%  | 0.0000% | $1772105.00        | $1825148.78        | Agency Mortgage-Backed Securities |
| GNII SF MA9605 M | 2054-04-20      | 5.5000%  | 0.0000% | $25000.00          | $22194.09          | Agency Mortgage-Backed Securities |
| GNII SF DJ3212 C | 2055-09-20      | 5.5000%  | 0.0000% | $8033825.00        | $8184560.09        | Agency Mortgage-Backed Securities |
| GNII SF DJ3022 C | 2055-08-20      | 5.5000%  | 0.0000% | $7143782.00        | $7270034.35        | Agency Mortgage-Backed Securities |
| GNII SF MA4901 M | 2047-12-20      | 4.0000%  | 0.0000% | $1261000.00        | $137802.59         | Agency Mortgage-Backed Securities |
| GNII SF DI4447 C | 2055-09-20      | 6.0000%  | 0.0000% | $2624794.00        | $2710468.15        | Agency Mortgage-Backed Securities |
| GNII SF DJ9908 C | 2055-07-20      | 7.0000%  | 0.0000% | $2524933.00        | $2753100.63        | Agency Mortgage-Backed Securities |
| GNII SF DJ3170 C | 2055-08-20      | 5.5000%  | 0.0000% | $1003525.00        | $1022846.72        | Agency Mortgage-Backed Securities |
| GNII SF BB3889 C | 2047-11-20      | 3.5000%  | 0.0000% | $466836.00         | $181651.87         | Agency Mortgage-Backed Securities |
| GNII SF DJ3106 C | 2055-08-20      | 5.5000%  | 0.0000% | $3040123.00        | $3112019.78        | Agency Mortgage-Backed Securities |
| GNII SF MB0178 M | 2040-02-20      | 4.5000%  | 0.0000% | $1279674.00        | $1199931.59        | Agency Mortgage-Backed Securities |
| GNII SF MB0146 M | 2055-01-20      | 5.0000%  | 0.0000% | $95929642.00       | $93746695.10       | Agency Mortgage-Backed Securities |
| GNII SF MA5301 M | 2033-07-20      | 4.0000%  | 0.0000% | $154800.00         | $15921.17          | Agency Mortgage-Backed Securities |
| GNII SF MB0618 M | 2051-04-20      | 3.0000%  | 0.0000% | $899976.00         | $808399.54         | Agency Mortgage-Backed Securities |
| GNII SF MB0118 M | 2040-01-20      | 3.5000%  | 0.0000% | $875079.00         | $807920.19         | Agency Mortgage-Backed Securities |
| GNII SF DH3630 C | 2055-04-20      | 7.0000%  | 0.0000% | $4440928.00        | $4609234.19        | Agency Mortgage-Backed Securities |
| GNII SF DH1010 C | 2054-12-20      | 6.0000%  | 0.0000% | $3673370.00        | $3749847.43        | Agency Mortgage-Backed Securities |
| GNII SF DL4093 C | 2055-08-20      | 6.0000%  | 0.0000% | $18403011.00       | $18775985.27       | Agency Mortgage-Backed Securities |
| GNII SF MA4690 M | 2032-09-20      | 3.0000%  | 0.0000% | $400000.00         | $42305.89          | Agency Mortgage-Backed Securities |
| GNII SF DL4134 C | 2055-08-20      | 6.0000%  | 0.0000% | $4018656.00        | $4147887.94        | Agency Mortgage-Backed Securities |
| GNII SF MB0557 M | 2053-01-20      | 6.0000%  | 0.0000% | $245100774.00      | $249999999.50      | Agency Mortgage-Backed Securities |
| GNII SF MB0367 M | 2055-05-20      | 6.0000%  | 0.0000% | $17350000.00       | $17540624.58       | Agency Mortgage-Backed Securities |
| GNII SF MB0093 M | 2054-09-20      | 6.0000%  | 0.0000% | $166590.00         | $153447.50         | Agency Mortgage-Backed Securities |
| GNII SF MA4590 M | 2047-07-20      | 5.5000%  | 0.0000% | $6842961.00        | $653502.35         | Agency Mortgage-Backed Securities |
| GNII SF MA4837 M | 2047-11-20      | 3.5000%  | 0.0000% | $266248123.00      | $33609775.34       | Agency Mortgage-Backed Securities |
| GNII SF MB0482 M | 2055-07-20      | 4.0000%  | 0.0000% | $427669.00         | $402852.20         | Agency Mortgage-Backed Securities |
| GNII SF MA4719 M | 2047-09-20      | 3.5000%  | 0.0000% | $64231662.00       | $7574322.90        | Agency Mortgage-Backed Securities |
| GNII SF MA8488 M | 2052-12-20      | 4.0000%  | 0.0000% | $4914468.00        | $3915497.49        | Agency Mortgage-Backed Securities |
| GNII SF MA8646 M | 2053-02-20      | 4.5000%  | 0.0000% | $2502286.00        | $2004969.98        | Agency Mortgage-Backed Securities |
| GNII SF MA0853 M | 2043-03-20      | 4.0000%  | 0.0000% | $2903489.00        | $239623.43         | Agency Mortgage-Backed Securities |
| GNII SF MA9166 M | 2052-02-20      | 3.0000%  | 0.0000% | $410307.00         | $297945.10         | Agency Mortgage-Backed Securities |
| GNII SF MA0087 M | 2042-05-20      | 3.0000%  | 0.0000% | $754899.00         | $62986.20          | Agency Mortgage-Backed Securities |
| GNII SF MA0022 M | 2042-04-20      | 3.5000%  | 0.0000% | $3114160.00        | $214152.74         | Agency Mortgage-Backed Securities |
| GNII SF AB9822 C | 2043-03-20      | 3.5000%  | 0.0000% | $1500000.00        | $231534.93         | Agency Mortgage-Backed Securities |
| GNII SF AC9498 C | 2035-11-20      | 5.5000%  | 0.0000% | $500000.00         | $30502.30          | Agency Mortgage-Backed Securities |
| GNII SF MA6933 M | 2050-10-20      | 3.5000%  | 0.0000% | $2410000.00        | $765582.41         | Agency Mortgage-Backed Securities |
| GNII SF DG1681 C | 2055-02-20      | 5.5000%  | 0.0000% | $1534940.00        | $1553164.87        | Agency Mortgage-Backed Securities |
| GNII SF DG4759 C | 2055-02-20      | 5.5000%  | 0.0000% | $2012867.00        | $1799170.18        | Agency Mortgage-Backed Securities |
| GNII SF CZ3427 C | 2054-01-20      | 6.5000%  | 0.0000% | $1117328.00        | $1000399.24        | Agency Mortgage-Backed Securities |
| GNII SF CZ1889 C | 2054-01-20      | 6.5000%  | 0.0000% | $1078217.00        | $892463.77         | Agency Mortgage-Backed Securities |
| GNII SF DM6682 C | 2055-09-20      | 5.5000%  | 0.0000% | $1392946.00        | $1425192.08        | Agency Mortgage-Backed Securities |
| GNII SF MA9542 M | 2054-03-20      | 6.0000%  | 0.0000% | $292000.00         | $200388.55         | Agency Mortgage-Backed Securities |
| GNII SF MA9009 M | 2053-07-20      | 1.5000%  | 0.0000% | $579292.00         | $282918.93         | Agency Mortgage-Backed Securities |
| GNII SF DF7250 C | 2055-02-20      | 6.5000%  | 0.0000% | $1638032.00        | $1700255.84        | Agency Mortgage-Backed Securities |
| GNII SF MA9724 M | 2054-06-20      | 5.0000%  | 0.0000% | $40000.00          | $37858.83          | Agency Mortgage-Backed Securities |
| GNII SF DG6467 C | 2054-12-20      | 5.5000%  | 0.0000% | $1327862.00        | $1343305.91        | Agency Mortgage-Backed Securities |
| GNII SF DG1621 C | 2055-02-20      | 5.5000%  | 0.0000% | $1181374.00        | $1196462.57        | Agency Mortgage-Backed Securities |
| GNII SF DD4807 C | 2054-10-20      | 6.0000%  | 0.0000% | $2545392.00        | $2497685.69        | Agency Mortgage-Backed Securities |
| GNII SF DM5850 C | 2055-09-20      | 5.5000%  | 0.0000% | $3964469.00        | $4026542.90        | Agency Mortgage-Backed Securities |
| GNII SF DM0395 C | 2055-09-20      | 6.5000%  | 0.0000% | $1600120.00        | $1690987.79        | Agency Mortgage-Backed Securities |
| GNII SF MA0072 M | 2027-05-20      | 2.5000%  | 0.0000% | $1500000.00        | $23685.38          | Agency Mortgage-Backed Securities |
| GNII SF MA9487 M | 2054-02-20      | 5.0000%  | 0.0000% | $330662.00         | $292088.67         | Agency Mortgage-Backed Securities |
| GNII SF MA9130 M | 2037-01-20      | 1.5000%  | 0.0000% | $287545.00         | $222551.28         | Agency Mortgage-Backed Securities |
| GNII SF MA8718 M | 2053-03-20      | 1.5000%  | 0.0000% | $547620.00         | $406363.65         | Agency Mortgage-Backed Securities |
| GNII SF DC1027 C | 2054-06-20      | 5.5000%  | 0.0000% | $1992282.00        | $1896104.52        | Agency Mortgage-Backed Securities |
| GNII SF MA8720 M | 2053-01-20      | 2.5000%  | 0.0000% | $70000.00          | $46504.80          | Agency Mortgage-Backed Securities |
| GNII SF MA9852 M | 2054-08-20      | 6.0000%  | 0.0000% | $3786272.00        | $3087310.67        | Agency Mortgage-Backed Securities |
| GNII SF MA9776 M | 2054-06-20      | 4.0000%  | 0.0000% | $2646514.00        | $2392546.64        | Agency Mortgage-Backed Securities |
| GNII SF MA8268 M | 2052-09-20      | 4.5000%  | 0.0000% | $34606034.00       | $26515359.62       | Agency Mortgage-Backed Securities |
| GNII SF MA8568 M | 2052-06-20      | 4.5000%  | 0.0000% | $1091908.00        | $880202.11         | Agency Mortgage-Backed Securities |
| GNII SF MA9324 M | 2035-02-20      | 3.5000%  | 0.0000% | $143992.00         | $119432.54         | Agency Mortgage-Backed Securities |
| GNII SF DD2581 C | 2054-08-20      | 6.5000%  | 0.0000% | $1566506.00        | $1615978.67        | Agency Mortgage-Backed Securities |
| GNII SF MA9306 M | 2053-10-20      | 6.0000%  | 0.0000% | $4326819.00        | $2952119.17        | Agency Mortgage-Backed Securities |
| GNII SF MA9361 M | 2053-11-20      | 5.0000%  | 0.0000% | $1301000.00        | $1193593.62        | Agency Mortgage-Backed Securities |
| GNII SF MA9854 M | 2054-08-20      | 7.0000%  | 0.0000% | $425000000.00      | $235548467.95      | Agency Mortgage-Backed Securities |
| GNII SF CZ3712 C | 2054-01-20      | 7.5000%  | 0.0000% | $1034461.00        | $1081894.04        | Agency Mortgage-Backed Securities |
| GNII SF MA8796 M | 2053-04-20      | 3.0000%  | 0.0000% | $100000.00         | $67722.02          | Agency Mortgage-Backed Securities |
| GNII SF DE0666 C | 2054-09-20      | 6.5000%  | 0.0000% | $13124708.00       | $13316925.41       | Agency Mortgage-Backed Securities |
| GNII SF DA7208 C | 2054-05-20      | 5.5000%  | 0.0000% | $1042597.00        | $1044628.84        | Agency Mortgage-Backed Securities |
| GNII SF MA9391 M | 2039-01-20      | 6.5000%  | 0.0000% | $2836827.00        | $1811122.27        | Agency Mortgage-Backed Securities |
| GNII SF MA9365 M | 2053-12-20      | 7.0000%  | 0.0000% | $400000.00         | $152333.57         | Agency Mortgage-Backed Securities |
| GNII SF MA9012 M | 2053-05-20      | 3.0000%  | 0.0000% | $15000.00          | $10594.63          | Agency Mortgage-Backed Securities |
| GNII SF MA4263 M | 2047-01-20      | 4.0000%  | 0.0000% | $52435000.00       | $4901488.87        | Agency Mortgage-Backed Securities |
| GNII SF MA6997 M | 2050-11-20      | 3.5000%  | 0.0000% | $6200000.00        | $1959879.89        | Agency Mortgage-Backed Securities |
| GNII SF MA6545 M | 2050-03-20      | 5.0000%  | 0.0000% | $85000.00          | $11729.28          | Agency Mortgage-Backed Securities |
| GNII SF MA8044 M | 2052-05-20      | 3.5000%  | 0.0000% | $150000.00         | $105915.87         | Agency Mortgage-Backed Securities |
| GNII SF MA5931 M | 2049-05-20      | 4.0000%  | 0.0000% | $47821210.00       | $3980220.55        | Agency Mortgage-Backed Securities |
| GNII SF MA6994 M | 2050-11-20      | 2.0000%  | 0.0000% | $1752478.00        | $845957.10         | Agency Mortgage-Backed Securities |
| GNII SF MA8918 M | 2038-12-20      | 5.5000%  | 0.0000% | $1609088.00        | $1126049.70        | Agency Mortgage-Backed Securities |
| GNII SF MA7312 M | 2051-04-20      | 2.5000%  | 0.0000% | $525356.00         | $270042.72         | Agency Mortgage-Backed Securities |
| GNII SF MA7534 M | 2051-08-20      | 2.5000%  | 0.0000% | $275894564.00      | $161828972.55      | Agency Mortgage-Backed Securities |
| GNII SF MA7418 M | 2051-06-20      | 2.5000%  | 0.0000% | $450460384.00      | $249999999.78      | Agency Mortgage-Backed Securities |
| GNII SF MA7419 M | 2051-06-20      | 3.0000%  | 0.0000% | $4500802.00        | $2284874.21        | Agency Mortgage-Backed Securities |
| GNII SF MA6937 M | 2050-10-20      | 5.5000%  | 0.0000% | $100000.00         | $35041.05          | Agency Mortgage-Backed Securities |
| GNII SF MA7416 M | 2051-06-20      | 1.5000%  | 0.0000% | $22553838.00       | $12876024.99       | Agency Mortgage-Backed Securities |
| GNII SF BE4623 C | 2048-04-20      | 4.0000%  | 0.0000% | $4327689.00        | $1025836.90        | Agency Mortgage-Backed Securities |
| GNII SF MA6152 M | 2049-09-20      | 2.5000%  | 0.0000% | $50050000.00       | $8464185.68        | Agency Mortgage-Backed Securities |
| GNII SF MA6474 M | 2050-02-20      | 3.0000%  | 0.0000% | $226385000.00      | $37732652.43       | Agency Mortgage-Backed Securities |
| GNII SF DE6847 C | 2054-10-20      | 6.0000%  | 0.0000% | $5637134.00        | $5479681.25        | Agency Mortgage-Backed Securities |
| GNII SF BZ9216 C | 2050-11-20      | 2.5000%  | 0.0000% | $1034463.00        | $784884.54         | Agency Mortgage-Backed Securities |
| GNII SF DM6746 C | 2055-09-20      | 7.0000%  | 0.0000% | $1308407.00        | $1361061.08        | Agency Mortgage-Backed Securities |
| GNII SF MA1011 M | 2043-05-20      | 3.0000%  | 0.0000% | $2700000.00        | $296006.78         | Agency Mortgage-Backed Securities |
| GNII SF BZ1139 C | 2050-11-20      | 2.5000%  | 0.0000% | $1018454.00        | $695493.14         | Agency Mortgage-Backed Securities |
| GNII SF MA0934 M | 2043-04-20      | 3.5000%  | 0.0000% | $6404034.00        | $586643.82         | Agency Mortgage-Backed Securities |
| GNII SF MA0318 M | 2042-08-20      | 3.5000%  | 0.0000% | $120115000.00      | $9806189.98        | Agency Mortgage-Backed Securities |
| GNII SF BZ4350 C | 2051-03-20      | 2.5000%  | 0.0000% | $300000.00         | $210714.51         | Agency Mortgage-Backed Securities |
| GNII SF MA0852 M | 2043-03-20      | 3.5000%  | 0.0000% | $7854236.00        | $718152.13         | Agency Mortgage-Backed Securities |
| GNII SF BT6791 C | 2050-05-20      | 3.0000%  | 0.0000% | $6341929.00        | $956477.92         | Agency Mortgage-Backed Securities |
| GNII SF DL4196 C | 2055-07-20      | 6.5000%  | 0.0000% | $3308675.00        | $3461124.11        | Agency Mortgage-Backed Securities |
| GNII SF DK7847 C | 2055-07-20      | 7.0000%  | 0.0000% | $8232072.00        | $8782468.74        | Agency Mortgage-Backed Securities |
| GNII SF MA8430 M | 2052-11-20      | 6.0000%  | 0.0000% | $257745.00         | $150955.89         | Agency Mortgage-Backed Securities |
| GNII SF 668606 C | 2037-11-20      | 5.6000%  | 0.0000% | $56810.00          | $33357.79          | Agency Mortgage-Backed Securities |
| GNII SF 004344 M | 2039-01-20      | 6.0000%  | 0.0000% | $150000.00         | $1865.07           | Agency Mortgage-Backed Securities |
| GNII SF MA8203 M | 2052-08-20      | 5.5000%  | 0.0000% | $784830.00         | $522809.95         | Agency Mortgage-Backed Securities |
| GNII SF 004223 M | 2038-08-20      | 6.5000%  | 0.0000% | $515000.00         | $6919.12           | Agency Mortgage-Backed Securities |
| GNII SF DE2596 C | 2054-09-20      | 6.5000%  | 0.0000% | $1154698.00        | $1192562.89        | Agency Mortgage-Backed Securities |
| GNII SF 003040 M | 2031-02-20      | 7.0000%  | 0.0000% | $28305134.00       | $25576.46          | Agency Mortgage-Backed Securities |
| GNII SF 004922 M | 2041-01-20      | 4.0000%  | 0.0000% | $11908081.00       | $611355.34         | Agency Mortgage-Backed Securities |
| GNII SF 004396 M | 2039-03-20      | 4.0000%  | 0.0000% | $64333.00          | $2717.92           | Agency Mortgage-Backed Securities |
| GNII SF 003171 M | 2031-12-20      | 5.5000%  | 0.0000% | $248000.00         | $1126.21           | Agency Mortgage-Backed Securities |
| GNII SF 003273 M | 2032-08-20      | 6.0000%  | 0.0000% | $12599531.00       | $40682.98          | Agency Mortgage-Backed Securities |
| GNII SF 004854 M | 2040-11-20      | 4.5000%  | 0.0000% | $103431255.00      | $5206879.09        | Agency Mortgage-Backed Securities |
| GNII SF 004244 M | 2038-09-20      | 5.5000%  | 0.0000% | $243808.00         | $3298.69           | Agency Mortgage-Backed Securities |
| GNII SF DF6499 C | 2055-02-20      | 6.5000%  | 0.0000% | $2282081.00        | $2385786.24        | Agency Mortgage-Backed Securities |
| GNII SF MA7939 M | 2052-02-20      | 4.0000%  | 0.0000% | $2774756.00        | $1904214.18        | Agency Mortgage-Backed Securities |
| GNII SF 005305 M | 2042-02-20      | 4.0000%  | 0.0000% | $134168.00         | $6520.23           | Agency Mortgage-Backed Securities |
| GNII SF MA8427 M | 2052-11-20      | 4.5000%  | 0.0000% | $1300000.00        | $1018705.52        | Agency Mortgage-Backed Securities |
| GNII SF AV9440 C | 2046-11-20      | 3.0000%  | 0.0000% | $750000.00         | $186865.64         | Agency Mortgage-Backed Securities |
| GNII SF MA8879 M | 2053-05-20      | 5.5000%  | 0.0000% | $223250000.00      | $175374880.93      | Agency Mortgage-Backed Securities |
| GNII SF MA7886 M | 2039-05-20      | 5.0000%  | 0.0000% | $65000.00          | $36709.03          | Agency Mortgage-Backed Securities |
| GNII SF DE4471 C | 2054-10-20      | 7.0000%  | 0.0000% | $1551087.00        | $1608361.39        | Agency Mortgage-Backed Securities |
| GNII SF DF5257 C | 2054-11-20      | 6.0000%  | 0.0000% | $2376560.00        | $2450472.14        | Agency Mortgage-Backed Securities |
| GNII SF 002824 M | 2029-10-20      | 7.0000%  | 0.0000% | $27855582.00       | $20239.85          | Agency Mortgage-Backed Securities |
| GNII SF 004636 M | 2040-02-20      | 4.5000%  | 0.0000% | $285000.00         | $11076.87          | Agency Mortgage-Backed Securities |
| GNII SF 004292 M | 2038-11-20      | 6.5000%  | 0.0000% | $250000.00         | $3591.09           | Agency Mortgage-Backed Securities |
| GNII SF MA7986 M | 2052-03-20      | 2.0000%  | 0.0000% | $935636.00         | $600025.81         | Agency Mortgage-Backed Securities |
| GNII SF MA7508 M | 2036-08-20      | 2.5000%  | 0.0000% | $382817.00         | $180800.28         | Agency Mortgage-Backed Securities |
| GNII SF AQ4134 C | 2045-11-20      | 3.5000%  | 0.0000% | $2585846.00        | $346390.31         | Agency Mortgage-Backed Securities |
| GNII SF DK7941 C | 2055-07-20      | 5.5000%  | 0.0000% | $1602916.00        | $1629516.22        | Agency Mortgage-Backed Securities |
| GNII SF CX3247 C | 2053-12-20      | 6.5000%  | 0.0000% | $1504364.00        | $1024376.89        | Agency Mortgage-Backed Securities |
| GNII SF CY9176 C | 2054-04-20      | 6.0000%  | 0.0000% | $6098444.00        | $4949839.05        | Agency Mortgage-Backed Securities |
| GNII SF MA5595 M | 2048-11-20      | 4.0000%  | 0.0000% | $54523373.00       | $5077900.48        | Agency Mortgage-Backed Securities |
| GNII SF DK9942 C | 2055-06-20      | 6.5000%  | 0.0000% | $1293841.00        | $1343543.37        | Agency Mortgage-Backed Securities |
| GNII SF MA6219 M | 2049-10-20      | 3.5000%  | 0.0000% | $45000.00          | $5437.23           | Agency Mortgage-Backed Securities |
| GNII SF MA5020 M | 2048-02-20      | 4.0000%  | 0.0000% | $100000.00         | $10095.89          | Agency Mortgage-Backed Securities |
| GNII SF MA5906 M | 2034-05-20      | 4.0000%  | 0.0000% | $268874.00         | $35470.06          | Agency Mortgage-Backed Securities |
| GNII SF CY5634 C | 2054-01-20      | 7.5000%  | 0.0000% | $1205924.00        | $692181.71         | Agency Mortgage-Backed Securities |
| GNII SF DA8869 C | 2054-03-20      | 6.0000%  | 0.0000% | $6023414.00        | $5314730.91        | Agency Mortgage-Backed Securities |
| GNII SF CT8739 C | 2053-04-20      | 6.5000%  | 0.0000% | $1908157.00        | $1421938.70        | Agency Mortgage-Backed Securities |
| GNII SF CT6549 C | 2054-01-20      | 7.5000%  | 0.0000% | $23096824.00       | $21132500.37       | Agency Mortgage-Backed Securities |
| GNII SF DL2729 C | 2055-06-20      | 7.0000%  | 0.0000% | $1631877.00        | $1701064.24        | Agency Mortgage-Backed Securities |
| GNII SF DC2903 C | 2054-05-20      | 6.0000%  | 0.0000% | $1251358.00        | $1272655.17        | Agency Mortgage-Backed Securities |
| GNII SF DL4096 C | 2055-08-20      | 6.0000%  | 0.0000% | $14842252.00       | $15264193.49       | Agency Mortgage-Backed Securities |
| GNII SF CV6431 C | 2053-05-20      | 6.5000%  | 0.0000% | $1049979.00        | $784819.52         | Agency Mortgage-Backed Securities |
| GNII SF CX6878 C | 2053-12-20      | 6.0000%  | 0.0000% | $1405725.00        | $948318.57         | Agency Mortgage-Backed Securities |
| GNII SF DL0892 C | 2055-09-20      | 6.0000%  | 0.0000% | $1189398.00        | $1249145.43        | Agency Mortgage-Backed Securities |
| GNII SF CS0136 C | 2053-02-20      | 6.5000%  | 0.0000% | $5033135.00        | $4000190.83        | Agency Mortgage-Backed Securities |
| GNII SF DC2909 C | 2054-05-20      | 6.5000%  | 0.0000% | $2320077.00        | $2388692.33        | Agency Mortgage-Backed Securities |
| GNII SF DL0890 C | 2055-09-20      | 5.5000%  | 0.0000% | $1000871.00        | $1020267.44        | Agency Mortgage-Backed Securities |
| GNII SF DL0825 C | 2055-09-20      | 6.0000%  | 0.0000% | $6075030.00        | $6280817.59        | Agency Mortgage-Backed Securities |
| GNII SF MA7193 M | 2051-02-20      | 2.5000%  | 0.0000% | $14611284.00       | $6672562.38        | Agency Mortgage-Backed Securities |
| GNII SF CS2198 C | 2053-04-20      | 6.5000%  | 0.0000% | $1333566.00        | $1231403.26        | Agency Mortgage-Backed Securities |
| GNII SF MA6153 M | 2049-08-20      | 3.0000%  | 0.0000% | $1179527429.00     | $169871676.77      | Agency Mortgage-Backed Securities |
| GNII SF DL4087 C | 2055-08-20      | 6.5000%  | 0.0000% | $2937572.00        | $3053981.69        | Agency Mortgage-Backed Securities |
| GNII SF DD3214 C | 2054-09-20      | 7.0000%  | 0.0000% | $1460314.00        | $1147622.24        | Agency Mortgage-Backed Securities |
| GNII SF CZ3604 C | 2053-12-20      | 7.5000%  | 0.0000% | $1881624.00        | $486498.19         | Agency Mortgage-Backed Securities |
| GNII SF CR8919 C | 2053-06-20      | 5.5000%  | 0.0000% | $48182372.00       | $41465326.03       | Agency Mortgage-Backed Securities |
| GNII SF MA7590 M | 2051-09-20      | 3.0000%  | 0.0000% | $1103885.00        | $633364.63         | Agency Mortgage-Backed Securities |
| GNII SF CV6245 C | 2053-08-20      | 7.0000%  | 0.0000% | $38070975.00       | $33457798.88       | Agency Mortgage-Backed Securities |
| GNII SF MA7393 M | 2036-06-20      | 3.0000%  | 0.0000% | $1270110.00        | $559659.54         | Agency Mortgage-Backed Securities |
| GNII SF CV9682 C | 2053-07-20      | 7.5000%  | 0.0000% | $3171508.00        | $1946459.58        | Agency Mortgage-Backed Securities |
| GNII SF CY9135 C | 2054-04-20      | 6.0000%  | 0.0000% | $5057457.00        | $4334178.92        | Agency Mortgage-Backed Securities |
| GNII SF CZ1151 C | 2054-01-20      | 7.5000%  | 0.0000% | $3330284.00        | $2517452.66        | Agency Mortgage-Backed Securities |
| GNII SF CZ1465 C | 2054-08-20      | 7.5000%  | 0.0000% | $5487784.00        | $5858913.31        | Agency Mortgage-Backed Securities |
| GNII SF MA8946 M | 2053-06-20      | 4.5000%  | 0.0000% | $319589.00         | $270496.18         | Agency Mortgage-Backed Securities |
| GNII SF MA7470 M | 2051-07-20      | 1.5000%  | 0.0000% | $1667945.00        | $1003668.52        | Agency Mortgage-Backed Securities |
| GNII SF CW4740 C | 2053-07-20      | 7.0000%  | 0.0000% | $18021077.00       | $15620772.85       | Agency Mortgage-Backed Securities |
| GNII SF MA7596 M | 2037-12-20      | 6.0000%  | 0.0000% | $165246.00         | $58487.05          | Agency Mortgage-Backed Securities |
| GNII SF DH3087 C | 2055-02-20      | 5.5000%  | 0.0000% | $1205491.00        | $1226797.52        | Agency Mortgage-Backed Securities |
| GNII SF 005232 M | 2041-11-20      | 3.5000%  | 0.0000% | $629160.00         | $43777.37          | Agency Mortgage-Backed Securities |
| GNII SF 005139 M | 2041-08-20      | 4.0000%  | 0.0000% | $1974314.00        | $96456.09          | Agency Mortgage-Backed Securities |
| GNII SF DH3848 C | 2055-01-20      | 6.0000%  | 0.0000% | $1566383.00        | $1605290.73        | Agency Mortgage-Backed Securities |
| GNII SF DH3836 C | 2055-01-20      | 6.0000%  | 0.0000% | $6044627.00        | $6190364.74        | Agency Mortgage-Backed Securities |
| GNII SF 004770 M | 2040-08-20      | 4.0000%  | 0.0000% | $25000.00          | $983.13            | Agency Mortgage-Backed Securities |
| GNII SF DG7407 C | 2055-01-20      | 7.0000%  | 0.0000% | $2035879.00        | $1946544.09        | Agency Mortgage-Backed Securities |
| GNII SF 003678 M | 2035-02-20      | 5.5000%  | 0.0000% | $361000.00         | $6122.34           | Agency Mortgage-Backed Securities |
| GNII SF CF1286 C | 2051-08-20      | 2.5000%  | 0.0000% | $1245354.00        | $786366.06         | Agency Mortgage-Backed Securities |
| GNII SF CK9371 C | 2052-04-20      | 3.5000%  | 0.0000% | $81945.00          | $60581.51          | Agency Mortgage-Backed Securities |
| GNII SF CI1513 C | 2052-03-20      | 3.0000%  | 0.0000% | $100000.00         | $75100.57          | Agency Mortgage-Backed Securities |
| GNII SF DM3275 C | 2055-08-20      | 5.5000%  | 0.0000% | $2073356.00        | $2123497.55        | Agency Mortgage-Backed Securities |
| GNII SF 005331 M | 2042-03-20      | 3.5000%  | 0.0000% | $1307000.00        | $91077.54          | Agency Mortgage-Backed Securities |
| GNII SF 005082 M | 2041-06-20      | 4.5000%  | 0.0000% | $685724.00         | $28413.08          | Agency Mortgage-Backed Securities |
| GNII SF 002998 M | 2030-11-20      | 7.0000%  | 0.0000% | $6850000.00        | $4393.91           | Agency Mortgage-Backed Securities |
| GNII SF DM0436 C | 2055-09-20      | 6.5000%  | 0.0000% | $1277460.00        | $1343805.03        | Agency Mortgage-Backed Securities |
| GNII SF MA6828 M | 2038-12-20      | 7.0000%  | 0.0000% | $117788.00         | $24380.98          | Agency Mortgage-Backed Securities |
| GNII SF MA8151 M | 2052-07-20      | 4.5000%  | 0.0000% | $88000.00          | $66555.74          | Agency Mortgage-Backed Securities |
| GNII SF MA8645 M | 2053-02-20      | 4.0000%  | 0.0000% | $899994.00         | $704596.09         | Agency Mortgage-Backed Securities |
| GNII SF MA8647 M | 2053-02-20      | 5.0000%  | 0.0000% | $1319141.00        | $1037124.29        | Agency Mortgage-Backed Securities |
| GNII SF MA8428 M | 2052-11-20      | 5.0000%  | 0.0000% | $2214537.00        | $1738472.35        | Agency Mortgage-Backed Securities |
| GNII SF 778108 C | 2026-12-20      | 3.5000%  | 0.0000% | $245000.00         | $1738.60           | Agency Mortgage-Backed Securities |
| GNII SF MA8614 M | 2038-02-20      | 4.0000%  | 0.0000% | $3011060.00        | $2138129.17        | Agency Mortgage-Backed Securities |
| GNII SF MA8200 M | 2052-08-20      | 4.0000%  | 0.0000% | $24632818.00       | $18566469.07       | Agency Mortgage-Backed Securities |
| GNII SF CX3272 C | 2053-12-20      | 6.5000%  | 0.0000% | $2964049.00        | $2098830.60        | Agency Mortgage-Backed Securities |
| GNII SF CZ1336 C | 2054-05-20      | 6.0000%  | 0.0000% | $1078476.00        | $1111016.28        | Agency Mortgage-Backed Securities |
| GNII SF CY1563 C | 2054-01-20      | 6.5000%  | 0.0000% | $2089839.00        | $1122036.74        | Agency Mortgage-Backed Securities |
| GNII SF MA8104 M | 2052-06-20      | 6.0000%  | 0.0000% | $551961.00         | $319994.83         | Agency Mortgage-Backed Securities |
| GNII SF MA7884 M | 2052-02-20      | 4.0000%  | 0.0000% | $40000.00          | $27744.60          | Agency Mortgage-Backed Securities |
| GNII SF MA8943 M | 2053-05-20      | 3.0000%  | 0.0000% | $639518.00         | $441024.45         | Agency Mortgage-Backed Securities |
| GNII SF MA7736 M | 2036-12-20      | 1.5000%  | 0.0000% | $112198.00         | $60370.91          | Agency Mortgage-Backed Securities |
| GNII SF CX6925 C | 2053-10-20      | 6.0000%  | 0.0000% | $1192880.00        | $963660.15         | Agency Mortgage-Backed Securities |
| GNII SF CZ3716 C | 2054-01-20      | 7.5000%  | 0.0000% | $1080211.00        | $647878.29         | Agency Mortgage-Backed Securities |
| GNII SF MA8802 M | 2053-04-20      | 6.0000%  | 0.0000% | $10001000.00       | $6206136.27        | Agency Mortgage-Backed Securities |
| GNII SF CX6929 C | 2053-10-20      | 6.0000%  | 0.0000% | $1903299.00        | $1471754.29        | Agency Mortgage-Backed Securities |
| GNII SF MA8270 M | 2052-09-20      | 5.5000%  | 0.0000% | $19133771.00       | $13254524.70       | Agency Mortgage-Backed Securities |
| GNII SF MA9359 M | 2053-02-20      | 4.0000%  | 0.0000% | $2245677.00        | $1927100.35        | Agency Mortgage-Backed Securities |
| GNII SF DC3486 C | 2054-07-20      | 5.5000%  | 0.0000% | $1245211.00        | $1244415.19        | Agency Mortgage-Backed Securities |
| GNII SF MA9237 M | 2053-10-20      | 3.5000%  | 0.0000% | $1794555.00        | $1327689.80        | Agency Mortgage-Backed Securities |
| GNII SF DB3548 C | 2054-05-20      | 5.5000%  | 0.0000% | $6618047.00        | $6213218.28        | Agency Mortgage-Backed Securities |
| GNII SF DB0063 C | 2054-04-20      | 6.5000%  | 0.0000% | $1874697.00        | $1260432.38        | Agency Mortgage-Backed Securities |
| GNII SF MA8103 M | 2052-06-20      | 5.5000%  | 0.0000% | $108000.00         | $67448.69          | Agency Mortgage-Backed Securities |
| GNII SF MA8346 M | 2052-10-20      | 4.0000%  | 0.0000% | $8298000.00        | $6371218.66        | Agency Mortgage-Backed Securities |
| GNII SF DA9992 C | 2054-04-20      | 6.5000%  | 0.0000% | $4522760.00        | $2855460.06        | Agency Mortgage-Backed Securities |
| GNII SF DD0703 C | 2054-09-20      | 5.5000%  | 0.0000% | $1688338.00        | $1698360.35        | Agency Mortgage-Backed Securities |
| GNII SF DE6308 C | 2054-09-20      | 7.0000%  | 0.0000% | $2325904.00        | $1796879.31        | Agency Mortgage-Backed Securities |
| GNII SF MA6312 M | 2034-12-20      | 4.0000%  | 0.0000% | $44770.00          | $7088.12           | Agency Mortgage-Backed Securities |
| GNII SF DB0492 C | 2054-05-20      | 6.0000%  | 0.0000% | $1017907.00        | $822238.16         | Agency Mortgage-Backed Securities |
| GNII SF MA6930 M | 2050-10-20      | 2.0000%  | 0.0000% | $2251152.00        | $1060615.50        | Agency Mortgage-Backed Securities |
| GNII SF DF8460 C | 2054-12-20      | 5.5000%  | 0.0000% | $15260886.00       | $15488098.39       | Agency Mortgage-Backed Securities |
| GNII SF MA6931 M | 2050-10-20      | 2.5000%  | 0.0000% | $36555356.00       | $14477016.54       | Agency Mortgage-Backed Securities |
| GNII SF CZ3713 C | 2054-01-20      | 7.5000%  | 0.0000% | $1025445.00        | $435470.42         | Agency Mortgage-Backed Securities |
| GNII SF DC3083 C | 2054-07-20      | 6.5000%  | 0.0000% | $1314460.00        | $1206745.87        | Agency Mortgage-Backed Securities |
| GNII SF MA7569 M | 2033-05-20      | 6.0000%  | 0.0000% | $65000.00          | $32919.92          | Agency Mortgage-Backed Securities |
| GNII SF MA8199 M | 2052-08-20      | 3.5000%  | 0.0000% | $1070000.00        | $759380.92         | Agency Mortgage-Backed Securities |
| GNII SF MA7368 M | 2051-05-20      | 3.0000%  | 0.0000% | $14489649.00       | $7117271.94        | Agency Mortgage-Backed Securities |
| GNII SF DJ0728 C | 2055-05-20      | 6.0000%  | 0.0000% | $10338467.00       | $10624734.72       | Agency Mortgage-Backed Securities |
| GNII SF 737971 C | 2035-05-20      | 5.5000%  | 0.0000% | $100000.00         | $2382.12           | Agency Mortgage-Backed Securities |
| GNII SF 004855 M | 2040-11-20      | 5.0000%  | 0.0000% | $263000.00         | $11747.04          | Agency Mortgage-Backed Securities |
| GNII SF DJ0722 C | 2055-05-20      | 6.5000%  | 0.0000% | $2352283.00        | $2445841.45        | Agency Mortgage-Backed Securities |
| GNII SF DJ0714 C | 2055-05-20      | 7.0000%  | 0.0000% | $1365021.00        | $1417595.35        | Agency Mortgage-Backed Securities |
| GNII SF AP4634 C | 2045-11-20      | 3.0000%  | 0.0000% | $2355739.00        | $475186.22         | Agency Mortgage-Backed Securities |
| GNII SF MA9238 M | 2053-09-20      | 4.0000%  | 0.0000% | $49762035.00       | $42035377.28       | Agency Mortgage-Backed Securities |
| GNII SF 742117 C | 2040-07-20      | 5.0000%  | 0.0000% | $1263705.00        | $157443.07         | Agency Mortgage-Backed Securities |
| GNII SF DH7156 C | 2055-02-20      | 6.0000%  | 0.0000% | $2084403.00        | $2020920.76        | Agency Mortgage-Backed Securities |
| GNII SF MA8494 M | 2052-12-20      | 7.0000%  | 0.0000% | $143000.00         | $44599.25          | Agency Mortgage-Backed Securities |
| GNII SF DJ0747 C | 2055-04-20      | 7.0000%  | 0.0000% | $1456027.00        | $1515843.58        | Agency Mortgage-Backed Securities |
| GNII SF DJ0746 C | 2055-04-20      | 7.0000%  | 0.0000% | $1542696.00        | $1605356.18        | Agency Mortgage-Backed Securities |
| GNII SF MA9245 M | 2053-10-20      | 7.5000%  | 0.0000% | $2240314.00        | $672935.81         | Agency Mortgage-Backed Securities |
| GNII SF MA9906 M | 2054-09-20      | 5.5000%  | 0.0000% | $10994980.00       | $10320137.34       | Agency Mortgage-Backed Securities |
| GNII SF MB0022 M | 2054-10-20      | 3.5000%  | 0.0000% | $2643704.00        | $2372316.15        | Agency Mortgage-Backed Securities |
| GNII SF 737986 C | 2035-08-20      | 5.5000%  | 0.0000% | $75000.00          | $3896.59           | Agency Mortgage-Backed Securities |
| GNII SF AK8796 C | 2045-12-20      | 3.7500%  | 0.0000% | $1000000.00        | $493816.55         | Agency Mortgage-Backed Securities |
| GNII SF DM3495 C | 2055-09-20      | 6.5000%  | 0.0000% | $1118050.00        | $1171238.00        | Agency Mortgage-Backed Securities |
| GNII SF CS8766 C | 2053-02-20      | 6.5000%  | 0.0000% | $3742324.00        | $2791822.83        | Agency Mortgage-Backed Securities |
| GNII SF CM1844 C | 2052-04-20      | 4.0000%  | 0.0000% | $1050672.00        | $832307.44         | Agency Mortgage-Backed Securities |
| GNII SF MA8949 M | 2053-06-20      | 6.0000%  | 0.0000% | $2772239.00        | $1799638.80        | Agency Mortgage-Backed Securities |
| GNII SF MA9105 M | 2053-07-20      | 5.0000%  | 0.0000% | $211617.00         | $182750.96         | Agency Mortgage-Backed Securities |
| GNII SF MA8347 M | 2052-10-20      | 4.5000%  | 0.0000% | $2030571.00        | $1585499.45        | Agency Mortgage-Backed Securities |
| GNII SF DF3951 C | 2054-09-20      | 7.0000%  | 0.0000% | $1175349.00        | $1031919.70        | Agency Mortgage-Backed Securities |
| GNII SF DF8627 C | 2055-01-20      | 5.5000%  | 0.0000% | $15145572.00       | $14417875.03       | Agency Mortgage-Backed Securities |
| GNII SF MA9490 M | 2054-02-20      | 6.5000%  | 0.0000% | $1278000.00        | $681502.90         | Agency Mortgage-Backed Securities |
| GNII SF 005140 M | 2041-08-20      | 4.5000%  | 0.0000% | $1783910.00        | $82416.62          | Agency Mortgage-Backed Securities |
| GNII SF MA9018 M | 2053-07-20      | 6.0000%  | 0.0000% | $100000.00         | $65808.20          | Agency Mortgage-Backed Securities |
| GNII SF MA9098 M | 2051-03-20      | 1.5000%  | 0.0000% | $1225953.00        | $917602.33         | Agency Mortgage-Backed Securities |
| GNII SF 004928 M | 2038-12-20      | 6.0000%  | 0.0000% | $347788.00         | $7037.90           | Agency Mortgage-Backed Securities |
| GNII SF DG4806 C | 2055-03-20      | 6.0000%  | 0.0000% | $2688098.00        | $2762749.61        | Agency Mortgage-Backed Securities |
| GNII SF MA9775 M | 2048-04-20      | 3.5000%  | 0.0000% | $2999700.00        | $2460201.72        | Agency Mortgage-Backed Securities |
| GNII SF CF2424 C | 2051-08-20      | 2.5000%  | 0.0000% | $6001088.00        | $4206394.68        | Agency Mortgage-Backed Securities |
| GNII SF CB4500 C | 2051-01-20      | 2.5000%  | 0.0000% | $1487941.00        | $746023.11         | Agency Mortgage-Backed Securities |
| GNII SF DL4192 C | 2055-07-20      | 7.0000%  | 0.0000% | $1000516.00        | $1042790.55        | Agency Mortgage-Backed Securities |
| GNII SF MA3662 M | 2046-05-20      | 3.0000%  | 0.0000% | $6062249.00        | $685091.21         | Agency Mortgage-Backed Securities |
| GNII SF MA4587 M | 2047-07-20      | 4.0000%  | 0.0000% | $500000.00         | $49174.80          | Agency Mortgage-Backed Securities |
| GNII SF DL7961 C | 2055-08-20      | 5.5000%  | 0.0000% | $1028794.00        | $1053682.85        | Agency Mortgage-Backed Securities |
| GNII SF MB0147 M | 2055-01-20      | 5.5000%  | 0.0000% | $254574575.00      | $249999999.45      | Agency Mortgage-Backed Securities |
| GNII SF CD7215 C | 2051-05-20      | 2.5000%  | 0.0000% | $5100000.00        | $2846233.27        | Agency Mortgage-Backed Securities |
| GNII SF MB0095 M | 2054-07-20      | 7.0000%  | 0.0000% | $77756826.00       | $52410175.49       | Agency Mortgage-Backed Securities |
| GNII SF MA2891 M | 2045-06-20      | 3.0000%  | 0.0000% | $163703714.00      | $16210309.52       | Agency Mortgage-Backed Securities |
| GNII SF DL4166 C | 2055-07-20      | 6.0000%  | 0.0000% | $6550197.00        | $6752275.13        | Agency Mortgage-Backed Securities |
| GNII SF DL5012 C | 2055-09-20      | 6.0000%  | 0.0000% | $20449573.00       | $21449093.59       | Agency Mortgage-Backed Securities |
| GNII SF MA6866 M | 2050-07-20      | 3.0000%  | 0.0000% | $119874512.00      | $37788326.01       | Agency Mortgage-Backed Securities |
| GNII SF MA6658 M | 2050-05-20      | 4.0000%  | 0.0000% | $66329837.00       | $13688949.40       | Agency Mortgage-Backed Securities |
| GNII SF DH3465 C | 2055-02-20      | 7.0000%  | 0.0000% | $1911863.00        | $1691683.92        | Agency Mortgage-Backed Securities |
| GNII SF MA8099 M | 2052-06-20      | 3.5000%  | 0.0000% | $164311889.00      | $116407045.71      | Agency Mortgage-Backed Securities |
| GNII SF DD4806 C | 2054-10-20      | 6.0000%  | 0.0000% | $5164761.00        | $4747631.41        | Agency Mortgage-Backed Securities |
| GNII SF MA8020 M | 2037-05-20      | 4.0000%  | 0.0000% | $192306.00         | $89149.02          | Agency Mortgage-Backed Securities |
| GNII SF MA8098 M | 2052-06-20      | 3.0000%  | 0.0000% | $48000.00          | $32803.57          | Agency Mortgage-Backed Securities |
| GNII SF DF5671 C | 2055-02-20      | 5.5000%  | 0.0000% | $1739332.00        | $1763507.09        | Agency Mortgage-Backed Securities |
| GNII SF MA6995 M | 2050-11-20      | 2.5000%  | 0.0000% | $292330318.00      | $117919611.37      | Agency Mortgage-Backed Securities |
| GNII SF MA0935 M | 2043-04-20      | 4.0000%  | 0.0000% | $580000.00         | $48395.04          | Agency Mortgage-Backed Securities |
| GNII SF MA4387 M | 2038-09-20      | 6.0000%  | 0.0000% | $290000.00         | $38087.87          | Agency Mortgage-Backed Securities |
| GNII SF MA2960 M | 2045-07-20      | 3.0000%  | 0.0000% | $8340000.00        | $921409.07         | Agency Mortgage-Backed Securities |
| GNII SF BW7419 C | 2050-08-20      | 3.5000%  | 0.0000% | $125000.00         | $68656.59          | Agency Mortgage-Backed Securities |
| GNII SF 003852 M | 2036-05-20      | 6.0000%  | 0.0000% | $125000.00         | $1564.93           | Agency Mortgage-Backed Securities |
| GNII SF 004712 M | 2040-06-20      | 4.0000%  | 0.0000% | $25000.00          | $1237.64           | Agency Mortgage-Backed Securities |
| GNII SF 737682 C | 2040-11-20      | 3.5000%  | 0.0000% | $2139997.00        | $94062.32          | Agency Mortgage-Backed Securities |
| GNII SF 004028 M | 2037-09-20      | 6.0000%  | 0.0000% | $210000.00         | $1947.12           | Agency Mortgage-Backed Securities |
| GNII SF 004291 M | 2038-11-20      | 6.0000%  | 0.0000% | $474524.00         | $5216.77           | Agency Mortgage-Backed Securities |
| GNII SF 005280 M | 2042-01-20      | 4.0000%  | 0.0000% | $73903022.00       | $3991067.13        | Agency Mortgage-Backed Securities |
| GNII SF 004832 M | 2040-10-20      | 3.5000%  | 0.0000% | $3000000.00        | $170810.00         | Agency Mortgage-Backed Securities |
| GNII SF 004269 M | 2038-10-20      | 6.5000%  | 0.0000% | $50000.00          | $576.06            | Agency Mortgage-Backed Securities |
| GNII SF 004677 M | 2040-04-20      | 4.0000%  | 0.0000% | $25000.00          | $1202.39           | Agency Mortgage-Backed Securities |
| GNII SF DM0421 C | 2055-09-20      | 5.5000%  | 0.0000% | $2460630.00        | $2512120.05        | Agency Mortgage-Backed Securities |
| GNII SF DJ3010 C | 2055-07-20      | 5.5000%  | 0.0000% | $8098684.00        | $8286035.65        | Agency Mortgage-Backed Securities |
| GNII SF 003830 M | 2036-03-20      | 5.5000%  | 0.0000% | $50000.00          | $640.81            | Agency Mortgage-Backed Securities |
| GNII SF DG1682 C | 2055-02-20      | 5.5000%  | 0.0000% | $1364448.00        | $1383300.39        | Agency Mortgage-Backed Securities |
| GNII SF DG4800 C | 2055-09-20      | 5.5000%  | 0.0000% | $1979866.00        | $2014257.37        | Agency Mortgage-Backed Securities |
| GNII SF 003920 M | 2036-11-20      | 6.0000%  | 0.0000% | $100000000.00      | $1067929.09        | Agency Mortgage-Backed Securities |
| GNII SF 003388 M | 2033-05-20      | 4.5000%  | 0.0000% | $45000.00          | $568.73            | Agency Mortgage-Backed Securities |
| GNII SF 003296 M | 2032-10-20      | 6.0000%  | 0.0000% | $314000.00         | $1304.94           | Agency Mortgage-Backed Securities |
| GNII SF DF6856 C | 2054-11-20      | 5.5000%  | 0.0000% | $1902742.00        | $1850531.54        | Agency Mortgage-Backed Securities |
| GNII SF CG9226 C | 2051-09-20      | 2.5000%  | 0.0000% | $2746571.00        | $1274676.88        | Agency Mortgage-Backed Securities |
| GNII SF DL6825 C | 2055-08-20      | 6.0000%  | 0.0000% | $24786583.00       | $25317132.08       | Agency Mortgage-Backed Securities |
| GNII SF MA7765 M | 2051-12-20      | 1.5000%  | 0.0000% | $5824148.00        | $3671697.58        | Agency Mortgage-Backed Securities |
| GNII SF DE3731 C | 2054-09-20      | 6.5000%  | 0.0000% | $1129928.00        | $1172968.31        | Agency Mortgage-Backed Securities |
| GNII SF 003545 M | 2034-04-20      | 6.0000%  | 0.0000% | $1050000.00        | $12424.46          | Agency Mortgage-Backed Securities |
| GNII SF AT7573 C | 2046-06-20      | 3.5000%  | 0.0000% | $2000000.00        | $312876.44         | Agency Mortgage-Backed Securities |
| GNII SF DE0243 C | 2054-10-20      | 6.5000%  | 0.0000% | $1308847.00        | $962800.56         | Agency Mortgage-Backed Securities |
| GNII SF DE4888 C | 2055-06-20      | 6.0000%  | 0.0000% | $1849913.00        | $1921354.43        | Agency Mortgage-Backed Securities |
| GNII SF 002673 M | 2028-11-20      | 6.5000%  | 0.0000% | $5500000.00        | $4791.71           | Agency Mortgage-Backed Securities |
| GNII SF DC1965 C | 2054-06-20      | 6.5000%  | 0.0000% | $1284592.00        | $490344.67         | Agency Mortgage-Backed Securities |
| GNII SF DE2624 C | 2054-10-20      | 5.5000%  | 0.0000% | $3168438.00        | $3192457.09        | Agency Mortgage-Backed Securities |
| GNII SF DL0848 C | 2055-09-20      | 6.0000%  | 0.0000% | $12970286.00       | $13393640.45       | Agency Mortgage-Backed Securities |
| GNII SF DG9664 C | 2055-01-20      | 6.5000%  | 0.0000% | $1847364.00        | $1915006.29        | Agency Mortgage-Backed Securities |
| GNII SF 004539 M | 2039-09-20      | 4.0000%  | 0.0000% | $97829.00          | $5245.40           | Agency Mortgage-Backed Securities |
| GNII SF DG4176 C | 2055-01-20      | 7.0000%  | 0.0000% | $2789412.00        | $2899256.09        | Agency Mortgage-Backed Securities |
| GNII SF DH0219 C | 2055-01-20      | 6.0000%  | 0.0000% | $2983156.00        | $3089408.28        | Agency Mortgage-Backed Securities |
| GNII SF 004016 M | 2037-08-20      | 5.5000%  | 0.0000% | $15900000.00       | $173189.31         | Agency Mortgage-Backed Securities |
| GNII SF 004195 M | 2038-07-20      | 6.0000%  | 0.0000% | $18808135.00       | $223812.61         | Agency Mortgage-Backed Securities |
| GNII SF DL4934 C | 2055-08-20      | 7.0000%  | 0.0000% | $1040426.00        | $1093004.21        | Agency Mortgage-Backed Securities |
| GNII SF DL4167 C | 2055-09-20      | 6.5000%  | 0.0000% | $4090301.00        | $4266642.51        | Agency Mortgage-Backed Securities |
| GNII SF 003415 M | 2033-07-20      | 5.5000%  | 0.0000% | $593906.00         | $6131.32           | Agency Mortgage-Backed Securities |
| GNII SF 003132 M | 2031-09-20      | 6.0000%  | 0.0000% | $18150000.00       | $36372.43          | Agency Mortgage-Backed Securities |
| GNII SF AZ0162 C | 2047-08-20      | 3.5000%  | 0.0000% | $2769383.00        | $662387.48         | Agency Mortgage-Backed Securities |
| GNII SF 002548 M | 2028-02-20      | 7.0000%  | 0.0000% | $186402739.00      | $90280.24          | Agency Mortgage-Backed Securities |
| GNII SF AI4167 C | 2044-08-20      | 4.0000%  | 0.0000% | $746042.00         | $111682.11         | Agency Mortgage-Backed Securities |
| GNII SF MA5078 M | 2048-03-20      | 4.0000%  | 0.0000% | $10800000.00       | $989859.67         | Agency Mortgage-Backed Securities |
| GNII SF MA6712 M | 2050-06-20      | 4.0000%  | 0.0000% | $2318196.00        | $551061.43         | Agency Mortgage-Backed Securities |
| GNII SF MA6602 M | 2050-04-20      | 4.5000%  | 0.0000% | $4690687.00        | $867012.07         | Agency Mortgage-Backed Securities |
| GNII SF MA4778 M | 2047-10-20      | 3.5000%  | 0.0000% | $250348104.00      | $30469632.13       | Agency Mortgage-Backed Securities |
| GNII SF MA7136 M | 2051-01-20      | 2.5000%  | 0.0000% | $48616888.00       | $21708144.07       | Agency Mortgage-Backed Securities |
| GNII SF MA6869 M | 2050-09-20      | 4.5000%  | 0.0000% | $5200000.00        | $1259782.92        | Agency Mortgage-Backed Securities |
| GNII SF MA6445 M | 2035-02-20      | 2.5000%  | 0.0000% | $681536.00         | $119833.35         | Agency Mortgage-Backed Securities |
| GNII SF MA6718 M | 2038-10-20      | 7.0000%  | 0.0000% | $79451.00          | $21580.35          | Agency Mortgage-Backed Securities |
| GNII SF MA6934 M | 2050-10-20      | 4.0000%  | 0.0000% | $4196470.00        | $1293042.98        | Agency Mortgage-Backed Securities |
| GNII SF MA6446 M | 2035-02-20      | 3.0000%  | 0.0000% | $2788176.00        | $408447.51         | Agency Mortgage-Backed Securities |
| GNII SF AD2592 C | 2043-08-20      | 4.5000%  | 0.0000% | $587965.00         | $54904.73          | Agency Mortgage-Backed Securities |
| GNII SF MA6709 M | 2050-06-20      | 2.5000%  | 0.0000% | $4388652.00        | $1295328.56        | Agency Mortgage-Backed Securities |
| GNII SF MA6337 M | 2049-12-20      | 2.5000%  | 0.0000% | $51200000.00       | $9685443.53        | Agency Mortgage-Backed Securities |
| GNII SF MA6822 M | 2050-07-20      | 4.0000%  | 0.0000% | $2596364.00        | $650408.23         | Agency Mortgage-Backed Securities |
| GNII SF MA6063 M | 2029-08-20      | 2.5000%  | 0.0000% | $215000.00         | $31239.34          | Agency Mortgage-Backed Securities |
| GNII SF MA6664 M | 2039-01-20      | 7.0000%  | 0.0000% | $234644.00         | $51424.34          | Agency Mortgage-Backed Securities |
| GNII SF MA6661 M | 2050-05-20      | 5.5000%  | 0.0000% | $50000.00          | $13073.10          | Agency Mortgage-Backed Securities |
| GNII SF MA5932 M | 2049-05-20      | 4.5000%  | 0.0000% | $64454760.00       | $6251456.24        | Agency Mortgage-Backed Securities |
| GNII SF AE8720 C | 2049-02-20      | 4.5000%  | 0.0000% | $1075926.00        | $289558.27         | Agency Mortgage-Backed Securities |
| GNII SF MA9910 M | 2054-09-20      | 7.5000%  | 0.0000% | $1927634.00        | $835507.12         | Agency Mortgage-Backed Securities |
| GNII SF MA6603 M | 2050-04-20      | 5.0000%  | 0.0000% | $200000.00         | $35122.73          | Agency Mortgage-Backed Securities |
| GNII SF MA6433 M | 2034-11-20      | 2.0000%  | 0.0000% | $326625.00         | $52129.91          | Agency Mortgage-Backed Securities |
| GNII SF MA7137 M | 2051-01-20      | 3.0000%  | 0.0000% | $1550075.00        | $577605.76         | Agency Mortgage-Backed Securities |
| GNII SF MA6473 M | 2050-02-20      | 2.5000%  | 0.0000% | $24125000.00       | $4959817.51        | Agency Mortgage-Backed Securities |
| GNII SF MA6408 M | 2049-12-20      | 2.5000%  | 0.0000% | $2700000.00        | $540247.23         | Agency Mortgage-Backed Securities |
| GNII SF BD1715 C | 2047-11-20      | 3.5000%  | 0.0000% | $1522090.00        | $675896.58         | Agency Mortgage-Backed Securities |
| GNII SF DL4157 C | 2055-07-20      | 6.5000%  | 0.0000% | $12866803.00       | $13401282.33       | Agency Mortgage-Backed Securities |
| GNII SF AL8233 C | 2045-03-20      | 3.5000%  | 0.0000% | $4339148.00        | $195958.77         | Agency Mortgage-Backed Securities |
| GNII SF CY2879 C | 2054-04-20      | 6.5000%  | 0.0000% | $1736021.00        | $1623299.78        | Agency Mortgage-Backed Securities |
| GNII SF CU6444 C | 2053-05-20      | 6.5000%  | 0.0000% | $9078974.00        | $3560866.24        | Agency Mortgage-Backed Securities |
| GNII SF BC2596 C | 2047-10-20      | 4.0000%  | 0.0000% | $99226.00          | $8152.66           | Agency Mortgage-Backed Securities |
| GNII SF CZ3605 C | 2053-12-20      | 7.5000%  | 0.0000% | $1004971.00        | $208475.87         | Agency Mortgage-Backed Securities |
| GNII SF AD8825 C | 2043-03-20      | 3.5000%  | 0.0000% | $21150000.00       | $2532332.74        | Agency Mortgage-Backed Securities |
| GNII SF CV8132 C | 2053-10-20      | 6.0000%  | 0.0000% | $1208795.00        | $676200.52         | Agency Mortgage-Backed Securities |
| GNII SF DJ8397 C | 2055-06-20      | 5.5000%  | 0.0000% | $1042732.00        | $1057737.77        | Agency Mortgage-Backed Securities |
| GNII SF MA4961 M | 2048-01-20      | 3.0000%  | 0.0000% | $27347953.00       | $3914746.36        | Agency Mortgage-Backed Securities |
| GNII SF DK4330 C | 2055-05-20      | 6.0000%  | 0.0000% | $24731397.00       | $25683500.82       | Agency Mortgage-Backed Securities |
| GNII SF MA6218 M | 2049-10-20      | 3.0000%  | 0.0000% | $1414519.00        | $223056.37         | Agency Mortgage-Backed Securities |
| GNII SF CX3291 C | 2053-11-20      | 6.5000%  | 0.0000% | $8101607.00        | $4623478.98        | Agency Mortgage-Backed Securities |
| GNII SF CL2783 C | 2052-03-20      | 3.0000%  | 0.0000% | $1596292.00        | $912557.92         | Agency Mortgage-Backed Securities |
| GNII SF MA5081 M | 2048-03-20      | 5.5000%  | 0.0000% | $25000.00          | $3033.39           | Agency Mortgage-Backed Securities |
| GNII SF DK5645 C | 2055-06-20      | 5.5000%  | 0.0000% | $1808397.00        | $1834676.34        | Agency Mortgage-Backed Securities |
| GNII SF DL6215 C | 2055-09-20      | 6.5000%  | 0.0000% | $2517071.00        | $2639302.76        | Agency Mortgage-Backed Securities |
| GNII SF BT1888 C | 2050-12-20      | 2.5000%  | 0.0000% | $190000.00         | $111170.44         | Agency Mortgage-Backed Securities |
| GNII SF DJ3109 C | 2055-08-20      | 6.5000%  | 0.0000% | $5988268.00        | $6249898.28        | Agency Mortgage-Backed Securities |
| GNII SF BM3778 C | 2049-05-20      | 4.5000%  | 0.0000% | $6763227.00        | $2134457.69        | Agency Mortgage-Backed Securities |
| GNII SF BI3255 C | 2048-08-20      | 4.5000%  | 0.0000% | $6592884.00        | $1318605.02        | Agency Mortgage-Backed Securities |
| GNII SF DL5712 C | 2055-08-20      | 6.5000%  | 0.0000% | $1756318.00        | $1840184.98        | Agency Mortgage-Backed Securities |
| GNII SF DL7128 C | 2055-07-20      | 7.0000%  | 0.0000% | $1477151.00        | $1541466.50        | Agency Mortgage-Backed Securities |
| GNII SF BO1550 C | 2049-07-20      | 4.0000%  | 0.0000% | $7989971.00        | $1581068.06        | Agency Mortgage-Backed Securities |
| GNII SF DL2017 C | 2055-06-20      | 7.5000%  | 0.0000% | $401198.00         | $419393.26         | Agency Mortgage-Backed Securities |
| GNII SF DK3298 C | 2055-06-20      | 7.0000%  | 0.0000% | $2955267.00        | $3074782.52        | Agency Mortgage-Backed Securities |
| GNII SF DK3240 C | 2055-07-20      | 6.0000%  | 0.0000% | $1017640.00        | $1010069.70        | Agency Mortgage-Backed Securities |
| GNII SF DC2170 C | 2054-08-20      | 6.5000%  | 0.0000% | $1193022.00        | $1235050.59        | Agency Mortgage-Backed Securities |
| GNII SF MA7830 M | 2052-01-20      | 4.0000%  | 0.0000% | $1630000.00        | $1051209.48        | Agency Mortgage-Backed Securities |
| GNII SF MA7541 M | 2038-10-20      | 6.0000%  | 0.0000% | $130000.00         | $43580.79          | Agency Mortgage-Backed Securities |
| GNII SF DD4797 C | 2054-10-20      | 7.0000%  | 0.0000% | $1049210.00        | $785309.18         | Agency Mortgage-Backed Securities |
| GNII SF MA0699 M | 2042-12-20      | 3.5000%  | 0.0000% | $1244000.00        | $122519.76         | Agency Mortgage-Backed Securities |
| GNII SF BL9351 C | 2049-07-20      | 5.0000%  | 0.0000% | $155278.00         | $44818.01          | Agency Mortgage-Backed Securities |
| GNII SF MA5624 M | 2033-12-20      | 4.0000%  | 0.0000% | $1528813.00        | $145849.34         | Agency Mortgage-Backed Securities |
| GNII SF MA4962 M | 2048-01-20      | 3.5000%  | 0.0000% | $2630000.00        | $312506.45         | Agency Mortgage-Backed Securities |
| GNII SF CB4531 C | 2051-03-20      | 2.5000%  | 0.0000% | $1071076.00        | $580330.77         | Agency Mortgage-Backed Securities |
| GNII SF MA4782 M | 2047-10-20      | 5.5000%  | 0.0000% | $4389019.00        | $473707.65         | Agency Mortgage-Backed Securities |
| GNII SF MA4325 M | 2034-06-20      | 5.5000%  | 0.0000% | $82009.00          | $8907.16           | Agency Mortgage-Backed Securities |
| GNII SF CM1843 C | 2052-04-20      | 4.0000%  | 0.0000% | $1068208.00        | $800953.87         | Agency Mortgage-Backed Securities |
| GNII SF MA5935 M | 2049-05-20      | 6.0000%  | 0.0000% | $113723.00         | $13941.24          | Agency Mortgage-Backed Securities |
| GNII SF MA4965 M | 2048-01-20      | 5.0000%  | 0.0000% | $5121669.00        | $506754.26         | Agency Mortgage-Backed Securities |
| GNII SF MA5266 M | 2048-06-20      | 5.0000%  | 0.0000% | $33000000.00       | $2526154.85        | Agency Mortgage-Backed Securities |
| GNII SF CG3425 C | 2051-09-20      | 2.5000%  | 0.0000% | $6000.00           | $3307.89           | Agency Mortgage-Backed Securities |
| GNII SF MA5167 M | 2033-05-20      | 4.0000%  | 0.0000% | $113898.00         | $8704.88           | Agency Mortgage-Backed Securities |
| GNII SF MA6217 M | 2049-10-20      | 2.5000%  | 0.0000% | $200000.00         | $36048.28          | Agency Mortgage-Backed Securities |
| GNII SF MA5738 M | 2034-02-20      | 4.0000%  | 0.0000% | $265500.00         | $30747.02          | Agency Mortgage-Backed Securities |
| GNII SF MA5961 M | 2034-06-20      | 4.0000%  | 0.0000% | $355435.00         | $41891.94          | Agency Mortgage-Backed Securities |
| GNII SF CJ9135 C | 2051-12-20      | 2.5000%  | 0.0000% | $3166352.00        | $1839277.84        | Agency Mortgage-Backed Securities |
| GNII SF CI0117 C | 2052-04-20      | 3.0000%  | 0.0000% | $1687801.00        | $1407525.46        | Agency Mortgage-Backed Securities |
| GNII SF MA6216 M | 2049-06-20      | 2.0000%  | 0.0000% | $413423.00         | $201613.63         | Agency Mortgage-Backed Securities |
| GNII SF MA3170 M | 2043-07-20      | 2.0000%  | 0.0000% | $72737.00          | $25988.86          | Agency Mortgage-Backed Securities |
| GNII SF MA3377 M | 2046-01-20      | 4.0000%  | 0.0000% | $6950423.00        | $590735.60         | Agency Mortgage-Backed Securities |
| GNII SF BS1757 C | 2050-03-20      | 4.0000%  | 0.0000% | $100000.00         | $27121.38          | Agency Mortgage-Backed Securities |
| GNII SF MA4751 M | 2032-09-20      | 4.0000%  | 0.0000% | $111603.00         | $3435.41           | Agency Mortgage-Backed Securities |
| GNII SF MA6257 M | 2034-10-20      | 4.0000%  | 0.0000% | $269250.00         | $52899.32          | Agency Mortgage-Backed Securities |
| GNII SF MA5762 M | 2049-02-20      | 3.5000%  | 0.0000% | $263751705.00      | $27345923.69       | Agency Mortgage-Backed Securities |
| GNII SF MA5851 M | 2034-04-20      | 4.5000%  | 0.0000% | $51650.00          | $7938.97           | Agency Mortgage-Backed Securities |
| GNII SF MA6338 M | 2049-12-20      | 3.0000%  | 0.0000% | $12860000.00       | $2237104.65        | Agency Mortgage-Backed Securities |
| GNII SF MA6038 M | 2049-07-20      | 3.0000%  | 0.0000% | $453074.00         | $58548.89          | Agency Mortgage-Backed Securities |
| GNII SF MA7165 M | 2036-06-20      | 2.5000%  | 0.0000% | $2075000.00        | $837460.78         | Agency Mortgage-Backed Securities |
| GNII SF MA6041 M | 2049-06-20      | 4.5000%  | 0.0000% | $9445000.00        | $1018949.77        | Agency Mortgage-Backed Securities |
| GNII SF MA4319 M | 2047-02-20      | 2.5000%  | 0.0000% | $25000.00          | $5909.80           | Agency Mortgage-Backed Securities |
| GNII SF MA5330 M | 2048-07-20      | 4.0000%  | 0.0000% | $178462771.00      | $16309139.58       | Agency Mortgage-Backed Securities |
| GNII SF MA7139 M | 2051-01-20      | 4.0000%  | 0.0000% | $10697825.00       | $3599099.91        | Agency Mortgage-Backed Securities |
| GNII SF MA4689 M | 2032-09-20      | 2.5000%  | 0.0000% | $162650.00         | $19995.30          | Agency Mortgage-Backed Securities |
| GNII SF MA4262 M | 2047-02-20      | 3.5000%  | 0.0000% | $496996380.00      | $61051040.78       | Agency Mortgage-Backed Securities |
| GNII SF MA4010 M | 2032-10-20      | 6.5000%  | 0.0000% | $35000.00          | $5673.96           | Agency Mortgage-Backed Securities |
| GNII SF MA5528 M | 2048-10-20      | 4.0000%  | 0.0000% | $2895882.00        | $268770.80         | Agency Mortgage-Backed Securities |
| GNII SF MA6542 M | 2050-02-20      | 3.5000%  | 0.0000% | $3354506.00        | $504840.24         | Agency Mortgage-Backed Securities |
| GNII SF MA5877 M | 2049-04-20      | 4.5000%  | 0.0000% | $1990000.00        | $172781.75         | Agency Mortgage-Backed Securities |
| GNII SF MA5987 M | 2049-06-20      | 4.5000%  | 0.0000% | $3507000.00        | $378690.97         | Agency Mortgage-Backed Securities |
| GNII SF MA9963 M | 2054-10-20      | 4.5000%  | 0.0000% | $333543.00         | $311991.96         | Agency Mortgage-Backed Securities |
| GNII SF MA5710 M | 2049-01-20      | 4.0000%  | 0.0000% | $4346273.00        | $350670.44         | Agency Mortgage-Backed Securities |
| GNII SF MA6156 M | 2049-07-20      | 4.5000%  | 0.0000% | $397608.00         | $45319.28          | Agency Mortgage-Backed Securities |
| GNII SF MA5986 M | 2049-06-20      | 4.0000%  | 0.0000% | $35879428.00       | $3114542.01        | Agency Mortgage-Backed Securities |
| GNII SF MA9966 M | 2054-10-20      | 6.0000%  | 0.0000% | $3144596.00        | $2738768.34        | Agency Mortgage-Backed Securities |
| GNII SF MA3174 M | 2045-10-20      | 4.0000%  | 0.0000% | $267813347.00      | $20472356.42       | Agency Mortgage-Backed Securities |
| GNII SF DJ3086 C | 2055-08-20      | 5.5000%  | 0.0000% | $16111588.00       | $16397192.93       | Agency Mortgage-Backed Securities |
| GNII SF MA4073 M | 2046-11-20      | 5.5000%  | 0.0000% | $123542.00         | $17793.20          | Agency Mortgage-Backed Securities |
| GNII SF AJ4687 C | 2044-08-20      | 4.0000%  | 0.0000% | $372354.00         | $104038.86         | Agency Mortgage-Backed Securities |
| GNII SF CH6427 C | 2051-11-20      | 2.5000%  | 0.0000% | $11564528.00       | $6835937.12        | Agency Mortgage-Backed Securities |
| GNII SF DJ0720 C | 2055-05-20      | 6.5000%  | 0.0000% | $5598039.00        | $5821273.43        | Agency Mortgage-Backed Securities |
| GNII SF MA4261 M | 2047-02-20      | 3.0000%  | 0.0000% | $35620360.00       | $5502602.93        | Agency Mortgage-Backed Securities |
| GNII SF DJ9916 C | 2055-07-20      | 7.0000%  | 0.0000% | $1082667.00        | $1140863.74        | Agency Mortgage-Backed Securities |
| GNII SF MA3035 M | 2045-08-20      | 4.0000%  | 0.0000% | $24715476.00       | $1740573.58        | Agency Mortgage-Backed Securities |
| GNII SF MA4131 M | 2039-07-20      | 5.5000%  | 0.0000% | $512061.00         | $63424.68          | Agency Mortgage-Backed Securities |
| GNII SF BA8386 C | 2047-11-20      | 3.5000%  | 0.0000% | $2379474.00        | $1149887.85        | Agency Mortgage-Backed Securities |
| GNII SF MA9169 M | 2053-06-20      | 4.5000%  | 0.0000% | $8030000.00        | $7097259.79        | Agency Mortgage-Backed Securities |
| GNII SF 003134 M | 2031-09-20      | 7.0000%  | 0.0000% | $336539.00         | $539.14            | Agency Mortgage-Backed Securities |
| GNII SF MA9881 M | 2038-09-20      | 6.5000%  | 0.0000% | $110000.00         | $84016.78          | Agency Mortgage-Backed Securities |
| GNII SF 002934 M | 2030-06-20      | 7.5000%  | 0.0000% | $2800000.00        | $1583.60           | Agency Mortgage-Backed Securities |
| GNII SF DJ9890 C | 2055-07-20      | 7.0000%  | 0.0000% | $4250792.00        | $4631542.43        | Agency Mortgage-Backed Securities |
| GNII SF BD1729 C | 2048-01-20      | 3.5000%  | 0.0000% | $400000.00         | $141855.99         | Agency Mortgage-Backed Securities |
| GNII SF DJ2268 C | 2055-06-20      | 5.5000%  | 0.0000% | $4151144.00        | $4118931.18        | Agency Mortgage-Backed Securities |
| GNII SF MA9242 M | 2053-09-20      | 6.0000%  | 0.0000% | $2296888.00        | $1564444.07        | Agency Mortgage-Backed Securities |
| GNII SF DJ3220 C | 2055-09-20      | 5.5000%  | 0.0000% | $12106400.00       | $12333547.01       | Agency Mortgage-Backed Securities |
| GNII SF DH3840 C | 2055-01-20      | 6.0000%  | 0.0000% | $5368992.00        | $5498037.59        | Agency Mortgage-Backed Securities |
| GNII SF DK3601 C | 2055-06-20      | 6.5000%  | 0.0000% | $1053430.00        | $1097509.92        | Agency Mortgage-Backed Securities |
| GNII SF MA5264 M | 2048-06-20      | 4.0000%  | 0.0000% | $67957760.00       | $6137559.80        | Agency Mortgage-Backed Securities |
| GNII SF CK9592 C | 2052-06-20      | 4.0000%  | 0.0000% | $540000.00         | $386702.60         | Agency Mortgage-Backed Securities |
| GNII SF MA3380 M | 2046-01-20      | 5.5000%  | 0.0000% | $78570.00          | $6375.17           | Agency Mortgage-Backed Securities |
| GNII SF AE2162 C | 2035-10-20      | 5.5000%  | 0.0000% | $3114397.00        | $327574.35         | Agency Mortgage-Backed Securities |
| GNII SF DK3263 C | 2055-06-20      | 6.5000%  | 0.0000% | $1517732.00        | $1586535.87        | Agency Mortgage-Backed Securities |
| GNII SF DJ9481 C | 2055-07-20      | 6.5000%  | 0.0000% | $1813504.00        | $1901613.51        | Agency Mortgage-Backed Securities |
| GNII SF BZ4054 C | 2050-12-20      | 2.0000%  | 0.0000% | $2974000.00        | $1457777.21        | Agency Mortgage-Backed Securities |
| GNII SF DJ3027 C | 2055-08-20      | 5.5000%  | 0.0000% | $10152394.00       | $10331789.23       | Agency Mortgage-Backed Securities |
| GNII SF CK1877 C | 2052-01-20      | 3.0000%  | 0.0000% | $800000.00         | $584526.76         | Agency Mortgage-Backed Securities |
| GNII SF CL3166 C | 2042-01-20      | 5.0000%  | 0.0000% | $1044633.00        | $657264.88         | Agency Mortgage-Backed Securities |
| GNII SF DJ1836 C | 2055-05-20      | 5.5000%  | 0.0000% | $2463838.00        | $2498191.41        | Agency Mortgage-Backed Securities |
| GNII SF BT8093 C | 2050-04-20      | 3.5000%  | 0.0000% | $200000.00         | $119014.42         | Agency Mortgage-Backed Securities |
| GNII SF DG3903 C | 2055-07-20      | 4.5000%  | 0.0000% | $7876078.00        | $7636566.87        | Agency Mortgage-Backed Securities |
| GNII SF 003306 M | 2032-11-20      | 5.5000%  | 0.0000% | $114000.00         | $572.62            | Agency Mortgage-Backed Securities |
| GNII SF 002895 M | 2030-03-20      | 7.0000%  | 0.0000% | $16740381.00       | $40598.11          | Agency Mortgage-Backed Securities |
| GNII SF 004498 M | 2039-07-20      | 6.0000%  | 0.0000% | $420000.00         | $13022.64          | Agency Mortgage-Backed Securities |
| GNII SF BZ3876 C | 2050-11-20      | 2.5000%  | 0.0000% | $6322470.00        | $2748360.03        | Agency Mortgage-Backed Securities |
| GNII SF BT5311 C | 2050-05-20      | 2.5000%  | 0.0000% | $5000000.00        | $2080658.24        | Agency Mortgage-Backed Securities |
| GNII SF DL0581 C | 2055-09-20      | 5.5000%  | 0.0000% | $3469939.00        | $3537726.19        | Agency Mortgage-Backed Securities |
| GNII SF DL0400 C | 2055-07-20      | 7.0000%  | 0.0000% | $10682563.00       | $11133029.25       | Agency Mortgage-Backed Securities |
| GNII SF DK9940 C | 2055-06-20      | 6.0000%  | 0.0000% | $1710464.00        | $1760829.94        | Agency Mortgage-Backed Securities |
| GNII SF DL0845 C | 2055-09-20      | 5.5000%  | 0.0000% | $1046030.00        | $1076001.43        | Agency Mortgage-Backed Securities |
| GNII SF DD3179 C | 2054-09-20      | 6.5000%  | 0.0000% | $2857129.00        | $2582036.27        | Agency Mortgage-Backed Securities |
| GNII SF MA7589 M | 2051-09-20      | 2.5000%  | 0.0000% | $110484866.00      | $66098419.39       | Agency Mortgage-Backed Securities |
| GNII SF DD7261 C | 2054-09-20      | 7.0000%  | 0.0000% | $1294870.00        | $1010005.20        | Agency Mortgage-Backed Securities |
| GNII SF MA7313 M | 2051-04-20      | 3.0000%  | 0.0000% | $338000.00         | $153809.46         | Agency Mortgage-Backed Securities |
| GNII SF DA2082 C | 2054-03-20      | 6.5000%  | 0.0000% | $1879033.00        | $1492758.36        | Agency Mortgage-Backed Securities |
| GNII SF MA7827 M | 2052-01-20      | 2.5000%  | 0.0000% | $37955989.00       | $24309192.63       | Agency Mortgage-Backed Securities |
| GNII SF MA7365 M | 2051-05-20      | 1.5000%  | 0.0000% | $724554.00         | $398940.85         | Agency Mortgage-Backed Securities |
| GNII SF AI6300 C | 2044-06-20      | 4.5000%  | 0.0000% | $220204.00         | $24293.57          | Agency Mortgage-Backed Securities |
| GNII SF AZ7854 C | 2047-05-20      | 3.5000%  | 0.0000% | $12724390.00       | $2798993.73        | Agency Mortgage-Backed Securities |
| GNII SF DD5070 C | 2054-09-20      | 5.5000%  | 0.0000% | $8826610.00        | $8869535.62        | Agency Mortgage-Backed Securities |
| GNII SF 004882 M | 2040-12-20      | 4.0000%  | 0.0000% | $228684049.00      | $11763782.79       | Agency Mortgage-Backed Securities |
| GNII SF CX6881 C | 2053-12-20      | 6.0000%  | 0.0000% | $4141514.00        | $3192553.00        | Agency Mortgage-Backed Securities |
| GNII SF MA7052 M | 2050-12-20      | 2.5000%  | 0.0000% | $26918803.00       | $11277108.53       | Agency Mortgage-Backed Securities |
| GNII SF AU1729 C | 2046-06-20      | 3.5000%  | 0.0000% | $1557920.00        | $109342.01         | Agency Mortgage-Backed Securities |
| GNII SF DA8687 C | 2054-04-20      | 6.0000%  | 0.0000% | $1920570.00        | $1601571.10        | Agency Mortgage-Backed Securities |
| GNII SF AZ3532 C | 2047-11-20      | 4.5000%  | 0.0000% | $3361628.00        | $679066.89         | Agency Mortgage-Backed Securities |
| GNII SF AR7730 C | 2046-01-20      | 3.5000%  | 0.0000% | $1164859.00        | $440808.56         | Agency Mortgage-Backed Securities |
| GNII SF DI9591 C | 2055-05-20      | 6.0000%  | 0.0000% | $1784267.00        | $1784317.27        | Agency Mortgage-Backed Securities |
| GNII SF MA7319 M | 2051-04-20      | 6.0000%  | 0.0000% | $40000.00          | $14159.92          | Agency Mortgage-Backed Securities |
| GNII SF DI5084 C | 2055-05-20      | 5.5000%  | 0.0000% | $5286340.00        | $5359350.32        | Agency Mortgage-Backed Securities |
| GNII SF DJ2927 C | 2055-07-20      | 5.5000%  | 0.0000% | $3954092.00        | $4024412.35        | Agency Mortgage-Backed Securities |
| GNII SF DJ2233 C | 2055-06-20      | 6.0000%  | 0.0000% | $1180510.00        | $1215653.12        | Agency Mortgage-Backed Securities |
| GNII SF BD3902 C | 2048-01-20      | 3.5000%  | 0.0000% | $505929.00         | $148170.05         | Agency Mortgage-Backed Securities |
| GNII SF BD1739 C | 2048-02-20      | 3.5000%  | 0.0000% | $1521065.00        | $532257.11         | Agency Mortgage-Backed Securities |
| GNII SF 004540 M | 2039-09-20      | 4.5000%  | 0.0000% | $258091.00         | $9198.13           | Agency Mortgage-Backed Securities |
| GNII SF BE0034 C | 2047-12-20      | 3.5000%  | 0.0000% | $287183.00         | $117895.52         | Agency Mortgage-Backed Securities |
| GNII SF DL4169 C | 2055-07-20      | 6.0000%  | 0.0000% | $2145783.00        | $2213807.56        | Agency Mortgage-Backed Securities |
| GNII SF MA6713 M | 2050-06-20      | 4.5000%  | 0.0000% | $663932.00         | $163895.27         | Agency Mortgage-Backed Securities |
| GNII SF MA6770 M | 2050-07-20      | 5.0000%  | 0.0000% | $518743.00         | $118017.16         | Agency Mortgage-Backed Securities |
| GNII SF DK7950 C | 2055-07-20      | 6.5000%  | 0.0000% | $4091920.00        | $4265561.65        | Agency Mortgage-Backed Securities |
| GNII SF DL0824 C | 2055-09-20      | 5.5000%  | 0.0000% | $7708997.00        | $7858393.94        | Agency Mortgage-Backed Securities |
| GNII SF 003820 M | 2036-02-20      | 6.0000%  | 0.0000% | $580000.00         | $8042.99           | Agency Mortgage-Backed Securities |
| GNII SF DJ2237 C | 2055-06-20      | 5.5000%  | 0.0000% | $10147621.00       | $10302975.83       | Agency Mortgage-Backed Securities |
| GNII SF 002989 M | 2030-10-20      | 8.5000%  | 0.0000% | $114614468.00      | $38836.40          | Agency Mortgage-Backed Securities |
| GNII SF DJ3119 C | 2055-08-20      | 5.5000%  | 0.0000% | $8136641.00        | $8280991.18        | Agency Mortgage-Backed Securities |
| GNII SF 005332 M | 2042-03-20      | 4.0000%  | 0.0000% | $28907631.00       | $1518426.13        | Agency Mortgage-Backed Securities |
| GNII SF 004445 M | 2039-05-20      | 4.0000%  | 0.0000% | $95000.00          | $3615.21           | Agency Mortgage-Backed Securities |
| GNII SF 003624 M | 2034-10-20      | 5.5000%  | 0.0000% | $103000.00         | $1384.49           | Agency Mortgage-Backed Securities |
| GNII SF BB8651 C | 2047-08-20      | 3.5000%  | 0.0000% | $432226.00         | $128639.42         | Agency Mortgage-Backed Securities |
| GNII SF DI6508 C | 2055-05-20      | 5.5000%  | 0.0000% | $6865907.00        | $6878844.51        | Agency Mortgage-Backed Securities |
| GNII SF DK9230 C | 2055-07-20      | 6.5000%  | 0.0000% | $1129721.00        | $1183436.61        | Agency Mortgage-Backed Securities |
| GNII SF DL0827 C | 2055-09-20      | 6.0000%  | 0.0000% | $3467220.00        | $3587880.41        | Agency Mortgage-Backed Securities |
| GNII SF MA3874 M | 2046-08-20      | 3.5000%  | 0.0000% | $60000000.00       | $7015914.10        | Agency Mortgage-Backed Securities |
| GNII SF MA2522 M | 2045-01-20      | 4.0000%  | 0.0000% | $42598589.00       | $3342647.31        | Agency Mortgage-Backed Securities |
| GNII SF DD3165 C | 2054-09-20      | 6.0000%  | 0.0000% | $1123346.00        | $1147573.52        | Agency Mortgage-Backed Securities |
| GNII SF DL1986 C | 2054-05-20      | 7.0000%  | 0.0000% | $2142134.00        | $2236235.57        | Agency Mortgage-Backed Securities |
| GNII SF DK7848 C | 2055-07-20      | 7.5000%  | 0.0000% | $12125515.00       | $13091196.37       | Agency Mortgage-Backed Securities |
| GNII SF DC1028 C | 2054-06-20      | 5.5000%  | 0.0000% | $2253230.00        | $2265305.11        | Agency Mortgage-Backed Securities |
| GNII SF DD6085 C | 2054-09-20      | 6.5000%  | 0.0000% | $7463767.00        | $5915574.64        | Agency Mortgage-Backed Securities |
| GNII SF DC2932 C | 2054-05-20      | 6.0000%  | 0.0000% | $1000962.00        | $1018347.33        | Agency Mortgage-Backed Securities |
| GNII SF DF5616 C | 2054-12-20      | 5.5000%  | 0.0000% | $1847167.00        | $1860523.45        | Agency Mortgage-Backed Securities |
| GNII SF DE4855 C | 2054-11-20      | 6.5000%  | 0.0000% | $11905510.00       | $12357064.92       | Agency Mortgage-Backed Securities |
| GNII SF DD4801 C | 2054-10-20      | 6.5000%  | 0.0000% | $1922670.00        | $1878853.93        | Agency Mortgage-Backed Securities |
| GNII SF DF4208 C | 2054-10-20      | 7.0000%  | 0.0000% | $1223611.00        | $1162524.81        | Agency Mortgage-Backed Securities |
| GNII SF DC3544 C | 2054-06-20      | 6.5000%  | 0.0000% | $2041050.00        | $1396295.32        | Agency Mortgage-Backed Securities |
| GNII SF DE3721 C | 2054-09-20      | 7.0000%  | 0.0000% | $2254658.00        | $2172037.49        | Agency Mortgage-Backed Securities |
| GNII SF DC3008 C | 2054-06-20      | 6.5000%  | 0.0000% | $4250713.00        | $4379009.98        | Agency Mortgage-Backed Securities |
| GNII SF AX4344 C | 2046-10-20      | 3.5000%  | 0.0000% | $581045.00         | $135824.46         | Agency Mortgage-Backed Securities |
| GNII SF DE6772 C | 2054-11-20      | 6.0000%  | 0.0000% | $4452652.00        | $4013651.26        | Agency Mortgage-Backed Securities |
| GNII SF DE4852 C | 2054-11-20      | 6.5000%  | 0.0000% | $1433154.00        | $1485106.27        | Agency Mortgage-Backed Securities |
| GNII SF DF6497 C | 2055-02-20      | 6.5000%  | 0.0000% | $1530233.00        | $1608619.07        | Agency Mortgage-Backed Securities |
| GNII SF 004639 M | 2040-02-20      | 6.0000%  | 0.0000% | $319025.00         | $9893.77           | Agency Mortgage-Backed Securities |
| GNII SF CQ3883 C | 2052-10-20      | 6.0000%  | 0.0000% | $1500000.00        | $349889.50         | Agency Mortgage-Backed Securities |
| GNII SF 003997 M | 2037-06-20      | 5.5000%  | 0.0000% | $50000.00          | $611.79            | Agency Mortgage-Backed Securities |
| GNII SF 003919 M | 2036-11-20      | 5.5000%  | 0.0000% | $95069.00          | $1009.19           | Agency Mortgage-Backed Securities |
| GNII SF DI0503 C | 2055-02-20      | 5.5000%  | 0.0000% | $1183335.00        | $1195697.16        | Agency Mortgage-Backed Securities |
| GNII SF MB0399 M | 2040-06-20      | 5.0000%  | 0.0000% | $1725312.00        | $1655022.86        | Agency Mortgage-Backed Securities |
| GNII SF MB0621 M | 2055-09-20      | 4.5000%  | 0.0000% | $237079719.00      | $231211995.95      | Agency Mortgage-Backed Securities |
| GNII SF MA6819 M | 2050-08-20      | 2.5000%  | 0.0000% | $13759707.00       | $4840804.57        | Agency Mortgage-Backed Securities |
| GNII SF CY2902 C | 2054-07-20      | 6.5000%  | 0.0000% | $1442111.00        | $1476103.14        | Agency Mortgage-Backed Securities |
| GNII SF CV9696 C | 2053-06-20      | 6.5000%  | 0.0000% | $1406036.00        | $1069702.70        | Agency Mortgage-Backed Securities |
| GNII SF MA6092 M | 2048-12-20      | 4.5000%  | 0.0000% | $2269169.00        | $262698.11         | Agency Mortgage-Backed Securities |
| GNII SF 004834 M | 2040-10-20      | 4.5000%  | 0.0000% | $91000.00          | $4187.57           | Agency Mortgage-Backed Securities |
| GNII SF DK7863 C | 2055-07-20      | 7.5000%  | 0.0000% | $9355978.00        | $10100635.02       | Agency Mortgage-Backed Securities |
| GNII SF 618834 C | 2033-07-20      | 5.5000%  | 0.0000% | $235760.00         | $3564.64           | Agency Mortgage-Backed Securities |
| GNII SF DK9796 C | 2055-06-20      | 6.0000%  | 0.0000% | $1162928.00        | $1198683.84        | Agency Mortgage-Backed Securities |
| GNII SF DK5857 C | 2055-05-20      | 6.0000%  | 0.0000% | $3820539.00        | $3930353.14        | Agency Mortgage-Backed Securities |
| GNII SF DK3308 C | 2055-06-20      | 6.5000%  | 0.0000% | $1171749.00        | $1222969.46        | Agency Mortgage-Backed Securities |
| GNII SF CX3290 C | 2053-11-20      | 6.5000%  | 0.0000% | $4196176.00        | $2732502.42        | Agency Mortgage-Backed Securities |
| GNII SF DA1380 C | 2054-03-20      | 6.5000%  | 0.0000% | $1781599.00        | $1837425.78        | Agency Mortgage-Backed Securities |
| GNII SF MA7107 M | 2036-01-20      | 2.5000%  | 0.0000% | $1571249.00        | $595261.74         | Agency Mortgage-Backed Securities |
| GNII SF MA6478 M | 2049-08-20      | 5.0000%  | 0.0000% | $22508282.00       | $3397256.17        | Agency Mortgage-Backed Securities |
| GNII SF CY5639 C | 2054-01-20      | 6.5000%  | 0.0000% | $2337763.00        | $1602847.05        | Agency Mortgage-Backed Securities |
| GNII SF 005085 M | 2038-10-20      | 6.0000%  | 0.0000% | $2369141.00        | $59123.49          | Agency Mortgage-Backed Securities |
| GNII SF MB0284 M | 2040-04-20      | 6.0000%  | 0.0000% | $12070770.00       | $11962619.79       | Agency Mortgage-Backed Securities |
| GNII SF 004954 M | 2026-02-20      | 3.0000%  | 0.0000% | $6033065.00        | $7949.43           | Agency Mortgage-Backed Securities |
| GNII SF MA6091 M | 2049-07-20      | 4.0000%  | 0.0000% | $2000000.00        | $221176.30         | Agency Mortgage-Backed Securities |
| GNII SF 004597 M | 2039-12-20      | 4.0000%  | 0.0000% | $187000.00         | $9629.65           | Agency Mortgage-Backed Securities |
| GNII SF CX8298 C | 2053-11-20      | 6.5000%  | 0.0000% | $2221154.00        | $1972329.30        | Agency Mortgage-Backed Securities |
| GNII SF MB0619 M | 2046-09-20      | 3.5000%  | 0.0000% | $272556966.00      | $249999999.95      | Agency Mortgage-Backed Securities |
| GNII SF MB0487 M | 2055-07-20      | 6.5000%  | 0.0000% | $170066415.00      | $175053756.47      | Agency Mortgage-Backed Securities |
| GNII SF MB0528 M | 2040-08-20      | 5.0000%  | 0.0000% | $1629807.00        | $1628509.33        | Agency Mortgage-Backed Securities |
| GNII SF MB0339 M | 2040-05-20      | 4.5000%  | 0.0000% | $270000.00         | $265242.85         | Agency Mortgage-Backed Securities |
| GNII SF MB0397 M | 2040-06-20      | 4.0000%  | 0.0000% | $638071.00         | $618425.53         | Agency Mortgage-Backed Securities |
| GNII SF DK3304 C | 2055-06-20      | 6.5000%  | 0.0000% | $9209094.00        | $9445360.64        | Agency Mortgage-Backed Securities |
| GNII SF MA8421 M | 2051-06-20      | 1.5000%  | 0.0000% | $627526.00         | $461326.88         | Agency Mortgage-Backed Securities |
| GNII SF 003096 M | 2031-06-20      | 7.0000%  | 0.0000% | $4430075.00        | $6896.68           | Agency Mortgage-Backed Securities |
| GNII SF DK3307 C | 2055-06-20      | 6.5000%  | 0.0000% | $3413575.00        | $3563491.85        | Agency Mortgage-Backed Securities |
| GNII SF DK3352 C | 2055-05-20      | 6.0000%  | 0.0000% | $10238343.00       | $10521811.37       | Agency Mortgage-Backed Securities |
| GNII SF DJ0721 C | 2055-05-20      | 6.5000%  | 0.0000% | $2023202.00        | $2114176.30        | Agency Mortgage-Backed Securities |
| GNII SF 002988 M | 2030-10-20      | 8.0000%  | 0.0000% | $2948504.00        | $1565.71           | Agency Mortgage-Backed Securities |
| GNII SF DJ1071 C | 2055-04-20      | 6.0000%  | 0.0000% | $13613832.00       | $13997121.78       | Agency Mortgage-Backed Securities |
| GNII SF DG7182 C | 2054-12-20      | 5.5000%  | 0.0000% | $1793209.00        | $1708140.28        | Agency Mortgage-Backed Securities |
| GNII SF 003010 M | 2030-12-20      | 7.0000%  | 0.0000% | $677205.00         | $577.45            | Agency Mortgage-Backed Securities |
| GNII SF MA9779 M | 2054-07-20      | 5.5000%  | 0.0000% | $4750000.00        | $4357092.62        | Agency Mortgage-Backed Securities |
| GNII SF DK3256 C | 2055-06-20      | 7.0000%  | 0.0000% | $3167179.00        | $3295823.31        | Agency Mortgage-Backed Securities |
| GNII SF MA9167 M | 2053-08-20      | 3.5000%  | 0.0000% | $60000.00          | $42616.95          | Agency Mortgage-Backed Securities |
| GNII SF MA9067 M | 2029-12-20      | 3.5000%  | 0.0000% | $1426062.00        | $1054314.24        | Agency Mortgage-Backed Securities |
| GNII SF DJ9477 C | 2055-06-20      | 6.0000%  | 0.0000% | $1461801.00        | $1515088.61        | Agency Mortgage-Backed Securities |
| GNII SF MA8803 M | 2053-04-20      | 6.5000%  | 0.0000% | $2924969.00        | $1413611.26        | Agency Mortgage-Backed Securities |
| GNII SF DI9579 C | 2055-05-20      | 5.5000%  | 0.0000% | $1364292.00        | $1390327.89        | Agency Mortgage-Backed Securities |
| GNII SF DJ9785 C | 2055-06-20      | 6.5000%  | 0.0000% | $3863489.00        | $4084890.04        | Agency Mortgage-Backed Securities |
| GNII SF AX6465 C | 2047-04-20      | 3.5000%  | 0.0000% | $584419.00         | $149430.35         | Agency Mortgage-Backed Securities |
| GNII SF MA8492 M | 2052-12-20      | 6.0000%  | 0.0000% | $10001000.00       | $5763964.20        | Agency Mortgage-Backed Securities |
| GNII SF DJ2234 C | 2055-06-20      | 6.0000%  | 0.0000% | $3514103.00        | $3617199.35        | Agency Mortgage-Backed Securities |
| GNII SF MA3078 M | 2030-09-20      | 3.0000%  | 0.0000% | $160000.00         | $9290.22           | Agency Mortgage-Backed Securities |
| GNII SF CK4916 C | 2052-01-20      | 3.0000%  | 0.0000% | $295000.00         | $210048.45         | Agency Mortgage-Backed Securities |
| GNII SF CJ9731 C | 2052-01-20      | 2.5000%  | 0.0000% | $851731.00         | $654332.51         | Agency Mortgage-Backed Securities |
| GNII SF MA2000 M | 2044-05-20      | 6.0000%  | 0.0000% | $6501689.00        | $488854.30         | Agency Mortgage-Backed Securities |
| GNII SF DJ2988 C | 2055-07-20      | 7.0000%  | 0.0000% | $1416651.00        | $1485124.64        | Agency Mortgage-Backed Securities |
| GNII SF DJ0712 C | 2055-05-20      | 7.0000%  | 0.0000% | $1351452.00        | $1405398.43        | Agency Mortgage-Backed Securities |
| GNII SF MA2760 M | 2038-11-20      | 6.5000%  | 0.0000% | $2000000.00        | $232539.05         | Agency Mortgage-Backed Securities |
| GNII SF CM4454 C | 2052-04-20      | 2.5000%  | 0.0000% | $4747228.00        | $2054382.55        | Agency Mortgage-Backed Securities |
| GNII SF MA2304 M | 2044-10-20      | 4.0000%  | 0.0000% | $924132.00         | $60923.88          | Agency Mortgage-Backed Securities |
| GNII SF MA0625 M | 2042-12-20      | 3.5000%  | 0.0000% | $250000.00         | $23746.93          | Agency Mortgage-Backed Securities |
| GNII SF DH3493 C | 2055-09-20      | 5.5000%  | 0.0000% | $1765609.00        | $1794643.66        | Agency Mortgage-Backed Securities |
| GNII SF BG8687 C | 2049-04-20      | 3.5000%  | 0.0000% | $2030000.00        | $121003.40         | Agency Mortgage-Backed Securities |
| GNII SF CA2457 C | 2051-01-20      | 2.0000%  | 0.0000% | $8090000.00        | $4208260.37        | Agency Mortgage-Backed Securities |
| GNII SF CC0878 C | 2051-01-20      | 2.0000%  | 0.0000% | $1262876.00        | $908732.08         | Agency Mortgage-Backed Securities |
| GNII SF CH0424 C | 2051-12-20      | 2.5000%  | 0.0000% | $300000.00         | $151449.45         | Agency Mortgage-Backed Securities |
| GNII SF DH8874 C | 2055-01-20      | 5.5000%  | 0.0000% | $2001260.00        | $2023741.33        | Agency Mortgage-Backed Securities |
| GNII SF MA3309 M | 2045-12-20      | 3.0000%  | 0.0000% | $1687964.00        | $193039.38         | Agency Mortgage-Backed Securities |
| GNII SF MA2682 M | 2038-11-20      | 5.5000%  | 0.0000% | $95526.00          | $6468.88           | Agency Mortgage-Backed Securities |
| GNII SF MA3039 M | 2045-07-20      | 6.0000%  | 0.0000% | $125000.00         | $10614.29          | Agency Mortgage-Backed Securities |
| GNII SF MA1761 M | 2044-03-20      | 4.0000%  | 0.0000% | $15992759.00       | $890502.92         | Agency Mortgage-Backed Securities |
| GNII SF BY4482 C | 2050-09-20      | 3.5000%  | 0.0000% | $1050093.00        | $671167.24         | Agency Mortgage-Backed Securities |
| GNII SF CF8441 C | 2051-10-20      | 3.5000%  | 0.0000% | $3074135.00        | $2271206.31        | Agency Mortgage-Backed Securities |

### Security 714: FICC - BANK OF NEW YORK

- **C.1 - Title:** FICC - BANK OF NEW YORK 4.200000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1BDB66, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: ARP1BDB66
- **C.18 - Value (incl. sponsor support):** $705000000.00
- **C.18.a - Value (excl. sponsor support):** $705000000.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** Fixed Income Clearing Corp

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2027-07-15      | 0.3750%  | 0.0000% | $548036100.00      | $719100129.36      | U.S. Treasuries (including strips) |

### Security 715: FICC - BANK OF NEW YORK

- **C.1 - Title:** FICC - BANK OF NEW YORK 4.210000%
- **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: ARP1BDBB5, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: ARP1BDBB5
- **C.18 - Value (incl. sponsor support):** $6098000000.00
- **C.18.a - Value (excl. sponsor support):** $6098000000.00
- **C.19 - Percentage of Net Assets:** 1.6000%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** Fixed Income Clearing Corp

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 06.000 FGPC P50525 G   | 2036-10-01      | 6.0000%  | 0.0000% | $106253.00         | $1837.13           | Agency Mortgage-Backed Securities  |
| 05.500 FGPC G05566 G   | 2038-12-01      | 5.5000%  | 0.0000% | $7637.00           | $182.69            | Agency Mortgage-Backed Securities  |
| 07.000 FGPC C65858 G   | 2032-04-01      | 7.0000%  | 0.0000% | $1015.00           | $1.67              | Agency Mortgage-Backed Securities  |
| 05.500 FGPC A90326 G   | 2039-12-01      | 5.5000%  | 0.0000% | $4096.00           | $74.47             | Agency Mortgage-Backed Securities  |
| 04.500 FGPC A96200 G   | 2041-01-01      | 4.5000%  | 0.0000% | $4096.00           | $157.49            | Agency Mortgage-Backed Securities  |
| 05.000 FGPC H05119 G   | 2038-04-01      | 5.0000%  | 0.0000% | $5038.00           | $112.63            | Agency Mortgage-Backed Securities  |
| 08.000 FGPC P20472 G   | 2031-03-01      | 8.0000%  | 0.0000% | $10995.00          | $153.63            | Agency Mortgage-Backed Securities  |
| 05.500 FGPC L10214 G   | 2033-03-01      | 5.5000%  | 0.0000% | $91285.00          | $1149.74           | Agency Mortgage-Backed Securities  |
| 04.500 FGPC A97806 G   | 2041-03-01      | 4.5000%  | 0.0000% | $4004.00           | $565.32            | Agency Mortgage-Backed Securities  |
| 05.500 FGPC L10220 G   | 2034-01-01      | 5.5000%  | 0.0000% | $3070.00           | $14.76             | Agency Mortgage-Backed Securities  |
| 05.000 FGPC L00016 G   | 2035-11-01      | 5.0000%  | 0.0000% | $2631.00           | $98.71             | Agency Mortgage-Backed Securities  |
| 05.500 FGPC K00031 G   | 2037-04-01      | 5.5000%  | 0.0000% | $5038.00           | $17.45             | Agency Mortgage-Backed Securities  |
| 05.500 FGPC A90953 G   | 2040-02-01      | 5.5000%  | 0.0000% | $4096.00           | $155.10            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZA4910   | 2047-05-01      | 3.5000%  | 0.0000% | $1000.00           | $216.71            | Agency Mortgage-Backed Securities  |
| FNMS 08.000 CL535533   | 2030-10-01      | 8.0000%  | 0.0000% | $5255235.00        | $2503.67           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDA7461   | 2054-01-01      | 6.0000%  | 0.0000% | $1000.00           | $967.43            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAT3487   | 2043-04-01      | 3.5000%  | 0.0000% | $1000.00           | $119.95            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAU2598   | 2043-08-01      | 4.0000%  | 0.0000% | $2003.00           | $184.19            | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLRA7553   | 2052-06-01      | 4.0000%  | 0.0000% | $1000.00           | $732.25            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRA8299   | 2052-12-01      | 5.5000%  | 0.0000% | $101621440.00      | $80053895.66       | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAT6360   | 2044-07-01      | 4.0000%  | 0.0000% | $4000.00           | $531.11            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAS6597   | 2046-02-01      | 4.0000%  | 0.0000% | $4231.00           | $290.03            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLQC2687   | 2051-06-01      | 3.0000%  | 0.0000% | $4000.00           | $2624.62           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CL190371   | 2036-07-01      | 6.5000%  | 0.0000% | $2047.00           | $13.84             | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLQD3323   | 2051-12-01      | 3.0000%  | 0.0000% | $1000.00           | $703.40            | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q63503 G   | 2049-05-01      | 4.0000%  | 0.0000% | $1024.00           | $322.28            | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q49304 G   | 2047-07-01      | 4.0000%  | 0.0000% | $4002.00           | $1516.44           | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQA4360   | 2049-10-01      | 4.5000%  | 0.0000% | $4000.00           | $1273.65           | Agency Mortgage-Backed Securities  |
| 04.500 FGPC Q62759 G   | 2049-04-01      | 4.5000%  | 0.0000% | $5003.00           | $1462.62           | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q59980 G   | 2048-11-01      | 4.0000%  | 0.0000% | $4000.00           | $817.15            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD8284   | 2053-01-01      | 3.0000%  | 0.0000% | $2000.00           | $1520.16           | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD8183   | 2051-12-01      | 2.5000%  | 0.0000% | $1000.00           | $643.86            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLQB8934   | 2051-02-01      | 2.5000%  | 0.0000% | $3000.00           | $1698.55           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8524   | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $974.33            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8506   | 2055-02-01      | 5.5000%  | 0.0000% | $1024.00           | $977.59            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLQA5879   | 2049-12-01      | 3.5000%  | 0.0000% | $4000.00           | $1663.77           | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQA2150   | 2049-08-01      | 4.5000%  | 0.0000% | $5000.00           | $1765.47           | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZM2976   | 2047-02-01      | 3.5000%  | 0.0000% | $4000.00           | $1094.41           | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZM4959   | 2047-11-01      | 4.5000%  | 0.0000% | $4000.00           | $1015.31           | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZM4183   | 2047-09-01      | 4.5000%  | 0.0000% | $4000.00           | $951.97            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLQA6180   | 2050-01-01      | 3.5000%  | 0.0000% | $4000.00           | $1530.24           | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CISB8502   | 2035-08-01      | 2.0000%  | 0.0000% | $10000.00          | $4174.54           | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZN6139   | 2049-05-01      | 4.5000%  | 0.0000% | $1000.00           | $298.06            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQA0903   | 2049-06-01      | 4.5000%  | 0.0000% | $4000.00           | $1357.04           | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLQA2564   | 2049-09-01      | 3.5000%  | 0.0000% | $4000.00           | $1339.44           | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZA1224   | 2042-06-01      | 3.5000%  | 0.0000% | $1030.00           | $108.69            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLQC0717   | 2051-04-01      | 3.0000%  | 0.0000% | $7000.00           | $3914.82           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB0573   | 2046-05-01      | 2.5000%  | 0.0000% | $1000.00           | $650.22            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CTCB3386   | 2042-04-01      | 3.5000%  | 0.0000% | $1000.00           | $636.92            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBW1412   | 2052-12-01      | 6.0000%  | 0.0000% | $2003.00           | $1453.79           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CICB0478   | 2036-05-01      | 2.0000%  | 0.0000% | $1000.00           | $511.78            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB3237   | 2052-03-01      | 3.0000%  | 0.0000% | $1000.00           | $679.04            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CICB2503   | 2036-12-01      | 2.5000%  | 0.0000% | $1000.00           | $610.66            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBX2837   | 2052-11-01      | 5.5000%  | 0.0000% | $1000.00           | $495.49            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7704   | 2050-11-01      | 2.0000%  | 0.0000% | $200081741.00      | $111217529.68      | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW7903   | 2052-08-01      | 5.0000%  | 0.0000% | $2000.00           | $1917.69           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDA4105   | 2053-12-01      | 6.5000%  | 0.0000% | $3002.00           | $2787.66           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCB3897   | 2052-06-01      | 3.5000%  | 0.0000% | $1000.00           | $752.65            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB4139   | 2052-07-01      | 5.0000%  | 0.0000% | $1024.00           | $764.74            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBU1238   | 2052-03-01      | 2.0000%  | 0.0000% | $3000.00           | $1937.30           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBU3981   | 2053-04-01      | 6.5000%  | 0.0000% | $1000.00           | $812.06            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CTBV5974   | 2045-06-01      | 5.5000%  | 0.0000% | $1000.00           | $1019.05           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CICB0642   | 2036-05-01      | 2.5000%  | 0.0000% | $5685.00           | $3180.51           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CICB0339   | 2036-05-01      | 2.5000%  | 0.0000% | $5120.00           | $2762.95           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBN1278   | 2049-03-01      | 4.5000%  | 0.0000% | $3178.00           | $844.47            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBR4728   | 2051-03-01      | 2.5000%  | 0.0000% | $2016.00           | $842.89            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA8925   | 2051-02-01      | 2.0000%  | 0.0000% | $1024.00           | $572.67            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBJ7337   | 2048-10-01      | 4.5000%  | 0.0000% | $2000.00           | $1420.78           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB1632   | 2051-09-01      | 3.0000%  | 0.0000% | $142468546.00      | $88554100.69       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB5903   | 2053-03-01      | 5.5000%  | 0.0000% | $117082645.00      | $97073405.58       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB4913   | 2052-10-01      | 5.5000%  | 0.0000% | $1008.00           | $823.46            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBQ0630   | 2050-08-01      | 2.0000%  | 0.0000% | $3048.00           | $1533.28           | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDD8871   | 2055-07-01      | 7.0000%  | 0.0000% | $2001.00           | $2153.46           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB7423   | 2053-11-01      | 5.5000%  | 0.0000% | $3072.00           | $2759.96           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB7479   | 2053-11-01      | 6.0000%  | 0.0000% | $1052.00           | $920.40            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB6748   | 2053-07-01      | 5.5000%  | 0.0000% | $4048.00           | $3601.69           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB6517   | 2053-06-01      | 5.0000%  | 0.0000% | $5145.00           | $4305.39           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD9148   | 2055-05-01      | 6.0000%  | 0.0000% | $1000.00           | $911.34            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBM4341   | 2048-02-01      | 4.0000%  | 0.0000% | $1024.00           | $309.29            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBN2981   | 2048-11-01      | 4.5000%  | 0.0000% | $1000.00           | $415.63            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBX5440   | 2053-03-01      | 5.5000%  | 0.0000% | $1000.00           | $792.37            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBP1147   | 2050-01-01      | 3.5000%  | 0.0000% | $1000.00           | $361.49            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBX2147   | 2053-01-01      | 5.5000%  | 0.0000% | $2000.00           | $1779.08           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW3694   | 2052-07-01      | 5.0000%  | 0.0000% | $2079.00           | $1353.79           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBX4014   | 2052-12-01      | 6.0000%  | 0.0000% | $1000.00           | $994.00            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB7103   | 2053-09-01      | 5.5000%  | 0.0000% | $104487552.00      | $90686726.30       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB4037   | 2052-07-01      | 5.0000%  | 0.0000% | $2000.00           | $1495.26           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB6323   | 2053-05-01      | 5.5000%  | 0.0000% | $1024.00           | $870.14            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS6943   | 2052-06-01      | 3.0000%  | 0.0000% | $4000.00           | $3151.71           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB6618   | 2053-06-01      | 5.5000%  | 0.0000% | $1000.00           | $893.45            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBN1033   | 2049-04-01      | 4.5000%  | 0.0000% | $1001.00           | $256.03            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB5227   | 2052-11-01      | 5.5000%  | 0.0000% | $1000.00           | $772.43            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB5864   | 2053-03-01      | 6.5000%  | 0.0000% | $4096.00           | $3023.86           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQX4334   | 2055-01-01      | 6.0000%  | 0.0000% | $1008.00           | $995.72            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB6693   | 2053-07-01      | 5.0000%  | 0.0000% | $2172.00           | $1768.42           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB6913   | 2053-08-01      | 5.5000%  | 0.0000% | $963213.00         | $799929.35         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB6849   | 2053-08-01      | 5.5000%  | 0.0000% | $121296376.00      | $107532311.76      | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS3826   | 2052-01-01      | 3.0000%  | 0.0000% | $3000.00           | $2103.99           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFS4452   | 2053-04-01      | 6.5000%  | 0.0000% | $4000.00           | $2959.46           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS4531   | 2052-11-01      | 5.5000%  | 0.0000% | $6000.00           | $4464.24           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB4343   | 2052-08-01      | 4.5000%  | 0.0000% | $145444700.00      | $112033007.35      | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB6008   | 2053-04-01      | 4.5000%  | 0.0000% | $1024.00           | $896.07            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CL890877   | 2048-07-01      | 3.5000%  | 0.0000% | $3463000.00        | $472788.35         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCB3875   | 2047-06-01      | 3.5000%  | 0.0000% | $1000.00           | $752.10            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB7145   | 2053-09-01      | 6.5000%  | 0.0000% | $1000.00           | $882.38            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBX6961   | 2053-02-01      | 5.5000%  | 0.0000% | $1001.00           | $961.12            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE5174   | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $1036.68           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB9346   | 2054-10-01      | 6.0000%  | 0.0000% | $109938176.00      | $106100116.46      | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB7309   | 2053-10-01      | 6.5000%  | 0.0000% | $3000.00           | $2556.11           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB7302   | 2053-10-01      | 5.5000%  | 0.0000% | $1000.00           | $898.97            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB5653   | 2053-02-01      | 6.0000%  | 0.0000% | $92424802.00       | $80068014.21       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB6628   | 2053-06-01      | 5.0000%  | 0.0000% | $1000.00           | $885.09            | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLQX9668   | 2055-04-01      | 4.0000%  | 0.0000% | $1000.00           | $941.43            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBY2022   | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $787.35            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB6874   | 2053-08-01      | 6.0000%  | 0.0000% | $3739.00           | $3201.21           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB6697   | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $813.74            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB7052   | 2053-09-01      | 6.0000%  | 0.0000% | $3072.00           | $2599.41           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CL928224   | 2037-04-01      | 6.5000%  | 0.0000% | $40776064.00       | $498579.88         | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQX9707   | 2055-03-01      | 6.5000%  | 0.0000% | $1000.00           | $1018.71           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBX0175   | 2053-02-01      | 5.5000%  | 0.0000% | $5000.00           | $3823.05           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW6422   | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $659.25            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBW1442   | 2052-06-01      | 4.5000%  | 0.0000% | $2000.00           | $1420.82           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB4845   | 2052-10-01      | 5.5000%  | 0.0000% | $95093113.00       | $83254799.00       | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCB6455   | 2053-06-01      | 4.0000%  | 0.0000% | $4000.00           | $3303.09           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCB4666   | 2052-09-01      | 4.0000%  | 0.0000% | $3000.00           | $2222.20           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ1232   | 2054-04-01      | 6.0000%  | 0.0000% | $1008.00           | $715.14            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5107   | 2053-08-01      | 5.5000%  | 0.0000% | $1024.00           | $844.99            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLMA4698   | 2052-08-01      | 3.0000%  | 0.0000% | $3000.00           | $2228.83           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS5868   | 2052-05-01      | 3.0000%  | 0.0000% | $1000.00           | $752.35            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CTMA5146   | 2043-09-01      | 5.5000%  | 0.0000% | $1024.00           | $686.04            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS6241   | 2053-11-01      | 6.0000%  | 0.0000% | $101123250.00      | $87808275.36       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL1684   | 2055-06-01      | 5.5000%  | 0.0000% | $1024.00           | $1027.93           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB6870   | 2053-08-01      | 5.5000%  | 0.0000% | $1000.00           | $859.96            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB6821   | 2053-08-01      | 5.5000%  | 0.0000% | $96147968.00       | $81446147.75       | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCB4611   | 2052-09-01      | 4.0000%  | 0.0000% | $3024.00           | $1873.67           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB5631   | 2053-02-01      | 4.5000%  | 0.0000% | $5079.00           | $4233.48           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLMA5418   | 2054-07-01      | 4.5000%  | 0.0000% | $1024.00           | $931.56            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB6177   | 2053-05-01      | 5.0000%  | 0.0000% | $3072.00           | $2669.27           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQX2426   | 2055-01-01      | 6.0000%  | 0.0000% | $1000.00           | $1024.44           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCB4364   | 2052-08-01      | 3.5000%  | 0.0000% | $3072.00           | $2310.95           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB4688   | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $727.21            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLMA4465   | 2051-11-01      | 2.0000%  | 0.0000% | $2000.00           | $1288.56           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CTMA4204   | 2040-12-01      | 2.0000%  | 0.0000% | $104500.00         | $53267.31          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS1648   | 2052-01-01      | 2.5000%  | 0.0000% | $2000.00           | $1341.74           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQZ3911   | 2055-08-01      | 6.0000%  | 0.0000% | $21997.00          | $22993.71          | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQZ4299   | 2055-09-01      | 6.0000%  | 0.0000% | $5106160.00        | $5306404.87        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA2772   | 2046-10-01      | 3.5000%  | 0.0000% | $175000.00         | $28966.64          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA5419   | 2054-07-01      | 5.0000%  | 0.0000% | $5002.00           | $4694.17           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIMA4229   | 2036-01-01      | 2.0000%  | 0.0000% | $382116.00         | $174208.43         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS5563   | 2050-08-01      | 3.5000%  | 0.0000% | $140599428.00      | $109240416.52      | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB1552   | 2051-09-01      | 2.5000%  | 0.0000% | $1000.00           | $643.14            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA9390   | 2051-03-01      | 2.5000%  | 0.0000% | $3001.00           | $2008.20           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBP7125   | 2050-07-01      | 2.5000%  | 0.0000% | $1024.00           | $390.33            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS6837   | 2053-07-01      | 5.5000%  | 0.0000% | $4000.00           | $3490.35           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCB4156   | 2047-07-01      | 4.0000%  | 0.0000% | $1000.00           | $637.97            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCB3857   | 2052-06-01      | 4.0000%  | 0.0000% | $1000.00           | $620.94            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB4912   | 2052-10-01      | 5.5000%  | 0.0000% | $3072.00           | $2488.29           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB4621   | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $799.69            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS3275   | 2052-04-01      | 3.0000%  | 0.0000% | $1000.00           | $726.82            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB7119   | 2053-09-01      | 6.0000%  | 0.0000% | $3000.00           | $2285.56           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7341   | 2050-10-01      | 2.0000%  | 0.0000% | $1024.00           | $543.15            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB5138   | 2052-11-01      | 5.5000%  | 0.0000% | $125635579.00      | $99919680.96       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB4782   | 2052-10-01      | 5.0000%  | 0.0000% | $131005691.00      | $104242379.95      | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB6744   | 2053-07-01      | 5.5000%  | 0.0000% | $1024.00           | $904.75            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB4800   | 2052-10-01      | 4.5000%  | 0.0000% | $1000.00           | $787.67            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBN0892   | 2048-11-01      | 4.5000%  | 0.0000% | $2050.00           | $450.82            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBN8599   | 2049-05-01      | 3.5000%  | 0.0000% | $1008.00           | $173.11            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS3815   | 2051-09-01      | 3.5000%  | 0.0000% | $6000.00           | $4505.44           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBN3864   | 2049-03-01      | 4.5000%  | 0.0000% | $13601.00          | $3668.35           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBQ6341   | 2050-11-01      | 3.0000%  | 0.0000% | $1656.00           | $516.29            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA8523   | 2051-01-01      | 2.0000%  | 0.0000% | $144298944.00      | $80914706.79       | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB3050   | 2052-03-01      | 2.5000%  | 0.0000% | $2000.00           | $1423.31           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB7126   | 2053-09-01      | 6.0000%  | 0.0000% | $4096.00           | $3762.04           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB4613   | 2052-09-01      | 4.5000%  | 0.0000% | $1000.00           | $798.32            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB4786   | 2052-10-01      | 5.0000%  | 0.0000% | $3009.00           | $2455.84           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBM5173   | 2047-11-01      | 4.5000%  | 0.0000% | $1024.00           | $262.30            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDD4665   | 2055-03-01      | 6.5000%  | 0.0000% | $1000.00           | $891.07            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBN2985   | 2048-11-01      | 4.5000%  | 0.0000% | $1000.00           | $287.35            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CRAT4192   | 2043-05-01      | 3.5000%  | 0.0000% | $2051.00           | $380.96            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBE8783   | 2047-06-01      | 4.5000%  | 0.0000% | $1000.00           | $199.54            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS8784   | 2047-02-01      | 3.0000%  | 0.0000% | $1024.00           | $214.62            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA6633   | 2050-08-01      | 2.0000%  | 0.0000% | $1008.00           | $494.02            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS8189   | 2046-10-01      | 3.0000%  | 0.0000% | $1150.00           | $306.46            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA8499   | 2051-01-01      | 2.0000%  | 0.0000% | $1008.00           | $565.09            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CKAZ1909   | 2045-06-01      | 3.0000%  | 0.0000% | $1000.00           | $51.17             | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA8224   | 2050-12-01      | 2.0000%  | 0.0000% | $2048.00           | $1091.49           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CICA6871   | 2035-08-01      | 2.5000%  | 0.0000% | $1000.00           | $412.88            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW3675   | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $737.02            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBN9486   | 2049-04-01      | 5.0000%  | 0.0000% | $1000.00           | $410.26            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBN7933   | 2049-06-01      | 3.5000%  | 0.0000% | $1000.00           | $413.21            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7015   | 2050-09-01      | 2.0000%  | 0.0000% | $197685760.00      | $106806020.63      | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBO7231   | 2050-01-01      | 3.5000%  | 0.0000% | $2000.00           | $868.16            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7612   | 2050-11-01      | 2.0000%  | 0.0000% | $1000.00           | $529.46            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBC2815   | 2046-09-01      | 3.0000%  | 0.0000% | $2048.00           | $349.49            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAS8955   | 2047-03-01      | 4.0000%  | 0.0000% | $1000.00           | $241.35            | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2035-08-15      | 4.2500%  | 0.0000% | $3274800.00        | $3322377.93        | U.S. Treasuries (including strips) |
| 06.500 FGPC A44247 G   | 2036-04-01      | 6.5000%  | 0.0000% | $3072.00           | $57.36             | Agency Mortgage-Backed Securities  |
| 05.500 FGPC L10226 G   | 2036-01-01      | 5.5000%  | 0.0000% | $3072.00           | $32.37             | Agency Mortgage-Backed Securities  |
| 06.000 FGPC A48537 G   | 2036-05-01      | 6.0000%  | 0.0000% | $3072.00           | $33.16             | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CISB8132   | 2036-12-01      | 2.0000%  | 0.0000% | $1000.00           | $579.36            | Agency Mortgage-Backed Securities  |
| 06.000 FGPC A44666 G   | 2036-04-01      | 6.0000%  | 0.0000% | $3060.00           | $3.53              | Agency Mortgage-Backed Securities  |
| 05.000 FGPC L10232 G   | 2040-06-01      | 5.0000%  | 0.0000% | $3072.00           | $27.80             | Agency Mortgage-Backed Securities  |
| 06.500 FGPC P51237 G   | 2036-11-01      | 6.5000%  | 0.0000% | $2689.00           | $115.80            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLQA7038   | 2050-02-01      | 3.5000%  | 0.0000% | $4000.00           | $1824.29           | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLQD3879   | 2051-12-01      | 2.5000%  | 0.0000% | $1000.00           | $681.18            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZT0343   | 2048-06-01      | 4.5000%  | 0.0000% | $1024.00           | $247.60            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLQA5867   | 2049-12-01      | 3.5000%  | 0.0000% | $4000.00           | $537.92            | Agency Mortgage-Backed Securities  |
| 05.000 FGPC Q59890 G   | 2048-11-01      | 5.0000%  | 0.0000% | $4000.00           | $1149.61           | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD3152   | 2052-02-01      | 3.0000%  | 0.0000% | $4000.00           | $2918.28           | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLQA5746   | 2049-12-01      | 3.5000%  | 0.0000% | $5000.00           | $1890.76           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE9928   | 2052-09-01      | 5.0000%  | 0.0000% | $1006.00           | $790.23            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD5457   | 2054-05-01      | 5.5000%  | 0.0000% | $1024.00           | $927.35            | Agency Mortgage-Backed Securities  |
| 05.000 FGPC Q59887 G   | 2048-11-01      | 5.0000%  | 0.0000% | $4000.00           | $1596.72           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE5395   | 2052-07-01      | 5.0000%  | 0.0000% | $4000.00           | $3339.46           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE8625   | 2052-08-01      | 5.0000%  | 0.0000% | $5000.00           | $4703.52           | Agency Mortgage-Backed Securities  |
| 06.000 FGPC A50739 G   | 2036-07-01      | 6.0000%  | 0.0000% | $486292.00         | $4812.75           | Agency Mortgage-Backed Securities  |
| 05.500 FGPC L10154 G   | 2034-01-01      | 5.5000%  | 0.0000% | $254119.00         | $890.22            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB8552   | 2054-05-01      | 6.5000%  | 0.0000% | $4096.00           | $3528.47           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS7595   | 2051-11-01      | 3.0000%  | 0.0000% | $1080.00           | $848.03            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQY5010   | 2055-06-01      | 5.5000%  | 0.0000% | $1024.00           | $1023.44           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY7480   | 2055-07-01      | 6.0000%  | 0.0000% | $1224.00           | $1243.95           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQY5872   | 2055-06-01      | 5.0000%  | 0.0000% | $1008.00           | $993.09            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQY3704   | 2055-05-01      | 5.5000%  | 0.0000% | $1197980.00        | $1219420.36        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB6083   | 2053-04-01      | 5.5000%  | 0.0000% | $94601742.00       | $84948283.16       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CKBY9168   | 2053-09-01      | 6.0000%  | 0.0000% | $1004.00           | $590.71            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7115   | 2050-09-01      | 2.0000%  | 0.0000% | $1024.00           | $515.32            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB8154   | 2054-03-01      | 6.0000%  | 0.0000% | $123980352.00      | $102893748.47      | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB8542   | 2054-05-01      | 6.0000%  | 0.0000% | $103106855.00      | $93553518.48       | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBU2530   | 2051-10-01      | 2.5000%  | 0.0000% | $2000.00           | $1282.64           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB7301   | 2053-10-01      | 5.5000%  | 0.0000% | $120100000.00      | $108561742.46      | Agency Mortgage-Backed Securities  |
| FNMS 06.000 NP972629   | 2038-02-01      | 6.0000%  | 0.0000% | $4997869.00        | $34853.82          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB9153   | 2054-09-01      | 6.0000%  | 0.0000% | $5000.00           | $4768.56           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCA5883   | 2049-12-01      | 3.5000%  | 0.0000% | $5003.00           | $1998.39           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CWAB6466   | 2027-10-01      | 2.5000%  | 0.0000% | $2200000.00        | $93827.29          | Agency Mortgage-Backed Securities  |
| FNMS 06.500 NP899810   | 2037-08-01      | 6.5000%  | 0.0000% | $1024.00           | $2.51              | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB8083   | 2053-12-01      | 5.5000%  | 0.0000% | $2016.00           | $1831.08           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB8223   | 2054-03-01      | 6.0000%  | 0.0000% | $1000.00           | $885.18            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBO9039   | 2050-02-01      | 3.5000%  | 0.0000% | $1008.00           | $180.63            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB7518   | 2053-11-01      | 6.5000%  | 0.0000% | $133574665.00      | $112171280.82      | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLCB7821   | 2054-01-01      | 7.0000%  | 0.0000% | $1000.00           | $828.76            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCC0717   | 2055-07-01      | 6.0000%  | 0.0000% | $1010.00           | $1050.27           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB8497   | 2054-05-01      | 6.0000%  | 0.0000% | $102051440.00      | $95217115.96       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBM5313   | 2048-03-01      | 3.5000%  | 0.0000% | $3072.00           | $860.13            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBY9468   | 2053-09-01      | 6.5000%  | 0.0000% | $1000.00           | $801.93            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDA4711   | 2053-12-01      | 6.5000%  | 0.0000% | $5000.00           | $4123.54           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBX0662   | 2052-11-01      | 6.0000%  | 0.0000% | $1000.00           | $451.53            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBM5012   | 2048-03-01      | 3.5000%  | 0.0000% | $4064.00           | $1199.56           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CICB4759   | 2037-09-01      | 5.0000%  | 0.0000% | $1000.00           | $529.79            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDB0392   | 2054-04-01      | 6.0000%  | 0.0000% | $91349952.00       | $81251069.19       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBY9857   | 2053-10-01      | 6.5000%  | 0.0000% | $1000.00           | $1033.56           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB5286   | 2052-12-01      | 5.5000%  | 0.0000% | $4024.00           | $3018.45           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB6248   | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $823.75            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAK6732   | 2042-03-01      | 3.5000%  | 0.0000% | $1436.00           | $113.47            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAI9145   | 2042-12-01      | 3.0000%  | 0.0000% | $1000.00           | $308.67            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDC8279   | 2055-01-01      | 6.0000%  | 0.0000% | $1008.00           | $1018.88           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDC6744   | 2054-12-01      | 5.5000%  | 0.0000% | $1000.00           | $940.43            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQA1139   | 2049-07-01      | 5.0000%  | 0.0000% | $1000.00           | $184.93            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLQD1527   | 2051-11-01      | 2.5000%  | 0.0000% | $4000.00           | $2563.58           | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q36591 G   | 2045-10-01      | 4.0000%  | 0.0000% | $5000.00           | $547.16            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQA1980   | 2049-08-01      | 4.5000%  | 0.0000% | $2000.00           | $1028.80           | Agency Mortgage-Backed Securities  |
| 03.500 FGPC G67710 G   | 2048-03-01      | 3.5000%  | 0.0000% | $1024.00           | $221.52            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLQA6179   | 2050-01-01      | 3.5000%  | 0.0000% | $4000.00           | $1186.07           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE8143   | 2052-08-01      | 5.0000%  | 0.0000% | $6000.00           | $4181.59           | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQE5867   | 2052-07-01      | 4.5000%  | 0.0000% | $4000.00           | $2008.53           | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLQA6204   | 2050-01-01      | 4.0000%  | 0.0000% | $5000.00           | $1609.60           | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSD3901   | 2053-08-01      | 6.5000%  | 0.0000% | $1038.00           | $848.69            | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q33779 G   | 2045-06-01      | 4.0000%  | 0.0000% | $16404.00          | $3020.07           | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQA0399   | 2049-06-01      | 4.5000%  | 0.0000% | $4000.00           | $1502.12           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAY4264   | 2045-06-01      | 3.5000%  | 0.0000% | $2048.00           | $332.75            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAY6946   | 2045-04-01      | 3.0000%  | 0.0000% | $2112.00           | $232.47            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZM4287   | 2047-09-01      | 4.5000%  | 0.0000% | $4000.00           | $742.88            | Agency Mortgage-Backed Securities  |
| 05.500 FGPC A41752 G   | 2036-01-01      | 5.5000%  | 0.0000% | $3072.00           | $26.36             | Agency Mortgage-Backed Securities  |
| 06.000 FGPC A48686 G   | 2036-05-01      | 6.0000%  | 0.0000% | $3360.00           | $28.89             | Agency Mortgage-Backed Securities  |
| FEPC 04.000 3VZN0678   | 2043-04-01      | 4.0000%  | 0.0000% | $1018.00           | $184.71            | Agency Mortgage-Backed Securities  |
| 06.500 FGPC A61350 G   | 2036-11-01      | 6.5000%  | 0.0000% | $3120.00           | $45.33             | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZM5367   | 2048-01-01      | 4.5000%  | 0.0000% | $4000.00           | $1380.10           | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZM5359   | 2048-01-01      | 4.5000%  | 0.0000% | $4000.00           | $1280.65           | Agency Mortgage-Backed Securities  |
| 06.500 FGPC P50049 G   | 2029-08-01      | 6.5000%  | 0.0000% | $1607.00           | $1.14              | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZN6126   | 2049-05-01      | 4.5000%  | 0.0000% | $1024.00           | $195.95            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZM7186   | 2048-07-01      | 4.5000%  | 0.0000% | $5000.00           | $1652.53           | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZM3542   | 2047-06-01      | 4.5000%  | 0.0000% | $4000.00           | $1110.10           | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZM4387   | 2047-10-01      | 4.5000%  | 0.0000% | $5000.00           | $1437.73           | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2027-06-15      | 4.6250%  | 0.0000% | $3262800.00        | $3359297.88        | U.S. Treasuries (including strips) |
| FEPC 02.500 3UZM9942   | 2028-07-01      | 2.5000%  | 0.0000% | $1000.00           | $85.25             | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CISB1048   | 2038-07-01      | 3.0000%  | 0.0000% | $6092501.00        | $4639971.24        | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLQA0841   | 2049-07-01      | 3.5000%  | 0.0000% | $4000.00           | $943.46            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CISB8013   | 2034-09-01      | 2.5000%  | 0.0000% | $5146.00           | $681.16            | Agency Mortgage-Backed Securities  |
| 03.500 FGPC Q36002 G   | 2045-09-01      | 3.5000%  | 0.0000% | $16411.00          | $2447.36           | Agency Mortgage-Backed Securities  |
| 06.000 FGPC H00416 G   | 2036-12-01      | 6.0000%  | 0.0000% | $4032.00           | $50.37             | Agency Mortgage-Backed Securities  |
| 06.000 FGPC P20586 G   | 2034-11-01      | 6.0000%  | 0.0000% | $337347.00         | $4513.44           | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLQA1225   | 2049-07-01      | 3.5000%  | 0.0000% | $5000.00           | $1350.99           | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLQA1124   | 2049-07-01      | 3.5000%  | 0.0000% | $4000.00           | $1437.79           | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLQA6043   | 2050-01-01      | 3.5000%  | 0.0000% | $4000.00           | $1607.39           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD3654   | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $799.69            | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q02918 G   | 2041-08-01      | 4.0000%  | 0.0000% | $1000.00           | $100.90            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLQA6063   | 2050-01-01      | 3.5000%  | 0.0000% | $4000.00           | $2463.92           | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CNRD5163   | 2033-10-01      | 4.5000%  | 0.0000% | $1000.00           | $540.21            | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLQA6187   | 2050-01-01      | 4.0000%  | 0.0000% | $4000.00           | $556.22            | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q37596 G   | 2045-11-01      | 4.0000%  | 0.0000% | $5042.00           | $821.59            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQF7754   | 2053-02-01      | 5.5000%  | 0.0000% | $1000.00           | $579.25            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAR1420   | 2043-01-01      | 4.0000%  | 0.0000% | $1021.00           | $99.27             | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CRAO9775   | 2042-08-01      | 3.5000%  | 0.0000% | $1024.00           | $96.00             | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQJ5533   | 2054-09-01      | 5.5000%  | 0.0000% | $1000.00           | $966.80            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQG6448   | 2053-07-01      | 6.5000%  | 0.0000% | $1000.00           | $841.99            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CRAP9766   | 2042-10-01      | 4.0000%  | 0.0000% | $2000.00           | $225.03            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBE1585   | 2047-05-01      | 4.0000%  | 0.0000% | $16136.00          | $4025.63           | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZN5961   | 2049-05-01      | 4.5000%  | 0.0000% | $1407.00           | $352.38            | Agency Mortgage-Backed Securities  |
| 03.500 FGPC G08751 G   | 2047-03-01      | 3.5000%  | 0.0000% | $13000.00          | $1723.71           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCB3601   | 2052-05-01      | 3.5000%  | 0.0000% | $1000.00           | $724.04            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA8504   | 2051-01-01      | 2.0000%  | 0.0000% | $1000.00           | $631.39            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB4393   | 2052-08-01      | 4.5000%  | 0.0000% | $2084.00           | $1728.02           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CICA3287   | 2034-03-01      | 4.0000%  | 0.0000% | $1000.00           | $151.95            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB4099   | 2052-07-01      | 4.5000%  | 0.0000% | $5196.00           | $4078.33           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFS1463   | 2051-05-01      | 4.0000%  | 0.0000% | $4000.00           | $2535.07           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLMA4120   | 2050-09-01      | 2.5000%  | 0.0000% | $5000.00           | $2040.02           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB3353   | 2052-04-01      | 2.5000%  | 0.0000% | $1000.00           | $716.14            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CNMA5162   | 2033-09-01      | 5.0000%  | 0.0000% | $356566.00         | $234443.69         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CICB4249   | 2037-07-01      | 3.5000%  | 0.0000% | $1000.00           | $689.10            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCB4117   | 2052-07-01      | 3.5000%  | 0.0000% | $1000.00           | $779.04            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB5108   | 2052-11-01      | 5.5000%  | 0.0000% | $1000.00           | $803.07            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLMA4438   | 2051-10-01      | 2.5000%  | 0.0000% | $116000.00         | $72030.10          | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQF5824   | 2052-12-01      | 6.5000%  | 0.0000% | $1000.00           | $884.21            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS3898   | 2044-11-01      | 3.5000%  | 0.0000% | $10001.00          | $711.34            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQG7427   | 2053-07-01      | 6.5000%  | 0.0000% | $2000.00           | $1028.17           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQF3725   | 2052-11-01      | 5.0000%  | 0.0000% | $4001.00           | $3328.09           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAL3425   | 2043-03-01      | 3.5000%  | 0.0000% | $12000.00          | $2023.93           | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CIRC2391   | 2036-12-01      | 2.0000%  | 0.0000% | $144470535.00      | $86537355.18       | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE9145   | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $530.00            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQG0243   | 2053-03-01      | 5.0000%  | 0.0000% | $2049.00           | $1639.19           | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQE7496   | 2052-08-01      | 4.5000%  | 0.0000% | $4000.00           | $3089.00           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRA9873   | 2053-09-01      | 6.0000%  | 0.0000% | $99248452.00       | $84526446.91       | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CIAL6511   | 2029-07-01      | 4.0000%  | 0.0000% | $100237.00         | $3201.98           | Agency Mortgage-Backed Securities  |
| FEPC 01.500 CNRD5057   | 2031-05-01      | 1.5000%  | 0.0000% | $1000.00           | $388.66            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE7656   | 2052-08-01      | 5.0000%  | 0.0000% | $4000.00           | $2799.30           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE8032   | 2052-08-01      | 5.0000%  | 0.0000% | $2051.00           | $1412.39           | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQA0555   | 2049-06-01      | 4.5000%  | 0.0000% | $5000.00           | $885.04            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLQA0283   | 2049-06-01      | 3.5000%  | 0.0000% | $4000.00           | $1278.63           | Agency Mortgage-Backed Securities  |
| 04.500 FGPC Q24959 G   | 2044-02-01      | 4.5000%  | 0.0000% | $1021.00           | $81.57             | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLRA7778   | 2052-08-01      | 4.5000%  | 0.0000% | $4385288.00        | $3422991.12        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSD4373   | 2053-11-01      | 6.5000%  | 0.0000% | $119002751.00      | $106516230.11      | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD2323   | 2053-02-01      | 6.0000%  | 0.0000% | $1885.00           | $1539.35           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA7131   | 2050-09-01      | 2.5000%  | 0.0000% | $1000.00           | $443.07            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7518   | 2050-11-01      | 2.0000%  | 0.0000% | $1024.00           | $567.70            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CTCB1069   | 2041-07-01      | 2.0000%  | 0.0000% | $1000.00           | $609.00            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7833   | 2050-11-01      | 2.0000%  | 0.0000% | $1000.00           | $555.81            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7554   | 2050-11-01      | 2.0000%  | 0.0000% | $159087862.00      | $86527579.76       | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA8011   | 2050-12-01      | 2.0000%  | 0.0000% | $1059.00           | $570.73            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS4703   | 2053-05-01      | 4.5000%  | 0.0000% | $2000.00           | $1508.21           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA6800   | 2050-08-01      | 2.5000%  | 0.0000% | $238843786.00      | $101156919.52      | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB2668   | 2052-01-01      | 3.0000%  | 0.0000% | $4000.00           | $2831.83           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB2430   | 2051-12-01      | 3.0000%  | 0.0000% | $4000.00           | $2623.84           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7350   | 2050-10-01      | 2.0000%  | 0.0000% | $1000.00           | $544.96            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CICB0333   | 2036-04-01      | 2.5000%  | 0.0000% | $1000.00           | $520.60            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDD2775   | 2055-04-01      | 5.0000%  | 0.0000% | $1000.00           | $992.80            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB5287   | 2052-12-01      | 5.5000%  | 0.0000% | $3159.00           | $2461.34           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA8891   | 2051-02-01      | 2.0000%  | 0.0000% | $2304.00           | $1308.22           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB2644   | 2052-01-01      | 2.5000%  | 0.0000% | $1000.00           | $703.89            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCA8971   | 2051-02-01      | 3.0000%  | 0.0000% | $1000.00           | $454.28            | Agency Mortgage-Backed Securities  |
| FNMS 01.500 CLCA8562   | 2051-01-01      | 1.5000%  | 0.0000% | $167079044.00      | $89341426.36       | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB5043   | 2052-10-01      | 4.5000%  | 0.0000% | $3024.00           | $2511.58           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7713   | 2050-11-01      | 2.0000%  | 0.0000% | $1152.00           | $605.03            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7273   | 2050-10-01      | 2.0000%  | 0.0000% | $1000.00           | $517.97            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB5231   | 2052-12-01      | 5.5000%  | 0.0000% | $5040.00           | $4118.35           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBK6169   | 2048-09-01      | 4.5000%  | 0.0000% | $1000.00           | $423.65            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CICA9100   | 2035-12-01      | 3.0000%  | 0.0000% | $4000.00           | $815.06            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7343   | 2050-10-01      | 2.0000%  | 0.0000% | $187851232.00      | $98147609.10       | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA6984   | 2050-09-01      | 2.0000%  | 0.0000% | $198717023.00      | $103215935.06      | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB4812   | 2052-10-01      | 5.0000%  | 0.0000% | $4096.00           | $3102.57           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS4377   | 2052-04-01      | 3.0000%  | 0.0000% | $4000.00           | $3061.78           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB6255   | 2053-05-01      | 5.5000%  | 0.0000% | $96023486.00       | $79403743.42       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB4925   | 2052-10-01      | 6.0000%  | 0.0000% | $4097.00           | $2446.97           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCB3914   | 2052-06-01      | 4.0000%  | 0.0000% | $1000.00           | $736.83            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CTAU1307   | 2033-07-01      | 3.5000%  | 0.0000% | $6999.00           | $793.49            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCA0771   | 2047-11-01      | 3.5000%  | 0.0000% | $2560.00           | $379.64            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAV8835   | 2044-09-01      | 4.0000%  | 0.0000% | $1000.00           | $136.91            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCA2934   | 2049-01-01      | 4.0000%  | 0.0000% | $1000.00           | $265.44            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBK8690   | 2048-07-01      | 4.5000%  | 0.0000% | $1001.00           | $335.31            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBY9275   | 2053-10-01      | 6.0000%  | 0.0000% | $3001.00           | $1559.90           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA5963   | 2050-06-01      | 2.5000%  | 0.0000% | $2048.00           | $882.19            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCA4353   | 2049-10-01      | 3.5000%  | 0.0000% | $1000.00           | $451.01            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS8943   | 2047-03-01      | 3.0000%  | 0.0000% | $478020751.00      | $105134349.69      | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAS2259   | 2044-04-01      | 4.0000%  | 0.0000% | $1024.00           | $149.03            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBC0285   | 2046-03-01      | 3.5000%  | 0.0000% | $3328.00           | $475.00            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS7912   | 2046-09-01      | 3.0000%  | 0.0000% | $1024.00           | $155.33            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS8056   | 2046-10-01      | 3.0000%  | 0.0000% | $1000.00           | $168.54            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCA2039   | 2048-07-01      | 4.0000%  | 0.0000% | $1024.00           | $77.31             | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBY9850   | 2053-10-01      | 6.5000%  | 0.0000% | $1000.00           | $1031.92           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS6281   | 2045-12-01      | 3.5000%  | 0.0000% | $1024.00           | $192.64            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBD8018   | 2046-09-01      | 3.0000%  | 0.0000% | $2048.00           | $433.18            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS8098   | 2046-10-01      | 3.0000%  | 0.0000% | $3092.00           | $705.18            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBY3620   | 2053-06-01      | 6.0000%  | 0.0000% | $1000.00           | $1014.62           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCA5744   | 2050-05-01      | 3.5000%  | 0.0000% | $1057.00           | $514.37            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAR9367   | 2043-04-01      | 4.0000%  | 0.0000% | $1056.00           | $130.53            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE8188   | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $1025.32           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLAL5853   | 2044-09-01      | 5.0000%  | 0.0000% | $12000.00          | $916.33            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAW7421   | 2042-01-01      | 4.0000%  | 0.0000% | $2066.00           | $433.63            | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDE8008   | 2055-09-01      | 7.0000%  | 0.0000% | $1008.00           | $1061.94           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAR2410   | 2042-12-01      | 4.0000%  | 0.0000% | $6000.00           | $1041.10           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAO9750   | 2042-08-01      | 3.0000%  | 0.0000% | $1024.00           | $99.44             | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAW8254   | 2044-07-01      | 4.0000%  | 0.0000% | $1008.00           | $139.15            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAO5619   | 2042-06-01      | 3.5000%  | 0.0000% | $12000.00          | $1450.35           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRA9454   | 2053-07-01      | 6.0000%  | 0.0000% | $105114695.00      | $84757389.81       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQG0365   | 2053-04-01      | 5.5000%  | 0.0000% | $1000.00           | $682.90            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE8645   | 2052-08-01      | 5.0000%  | 0.0000% | $5000.00           | $3478.77           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQJ9744   | 2054-11-01      | 5.0000%  | 0.0000% | $5040.00           | $4735.30           | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLQD2809   | 2051-11-01      | 3.0000%  | 0.0000% | $5000.00           | $2361.24           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQF1753   | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $864.67            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE6298   | 2052-07-01      | 5.0000%  | 0.0000% | $4000.00           | $3078.23           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CTAL2748   | 2031-08-01      | 4.5000%  | 0.0000% | $13298.00          | $752.55            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQF5452   | 2052-12-01      | 6.0000%  | 0.0000% | $1000.00           | $651.97            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRA9435   | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $877.26            | Agency Mortgage-Backed Securities  |
| 05.500 FGPC K39033 G   | 2047-04-01      | 5.5000%  | 0.0000% | $4096.00           | $67.71             | Agency Mortgage-Backed Securities  |
| FEPC 04.500 3LZL0755   | 2037-02-01      | 4.5000%  | 0.0000% | $2023.00           | $53.84             | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCA4185   | 2049-09-01      | 4.5000%  | 0.0000% | $28000.00          | $3803.22           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS4794   | 2045-04-01      | 3.5000%  | 0.0000% | $1000.00           | $161.85            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBY9017   | 2053-08-01      | 6.5000%  | 0.0000% | $1000.00           | $691.39            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS5820   | 2045-09-01      | 3.5000%  | 0.0000% | $2080.00           | $166.82            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS4651   | 2045-03-01      | 3.5000%  | 0.0000% | $2304.00           | $220.71            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 U4BF0241   | 2052-05-01      | 3.5000%  | 0.0000% | $5000.00           | $1863.09           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBX5080   | 2053-01-01      | 6.0000%  | 0.0000% | $1000.00           | $717.59            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBX6601   | 2053-04-01      | 5.5000%  | 0.0000% | $1000.00           | $912.10            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAO2156   | 2042-05-01      | 4.0000%  | 0.0000% | $12288.00          | $2027.88           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBX9008   | 2053-04-01      | 5.5000%  | 0.0000% | $1000.00           | $642.81            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBX2374   | 2053-02-01      | 4.5000%  | 0.0000% | $1000.00           | $774.44            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS4344   | 2045-01-01      | 3.5000%  | 0.0000% | $12292.00          | $1308.01           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBY5097   | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $738.82            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBY6063   | 2053-08-01      | 6.0000%  | 0.0000% | $7000.00           | $4199.84           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBY7878   | 2054-07-01      | 5.0000%  | 0.0000% | $1000.00           | $950.19            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CIQO4269   | 2040-09-01      | 5.5000%  | 0.0000% | $2021.00           | $2076.76           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS8451   | 2046-12-01      | 3.0000%  | 0.0000% | $2111.00           | $431.24            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAL2255   | 2042-08-01      | 3.5000%  | 0.0000% | $2000.00           | $183.24            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLAL9903   | 2044-05-01      | 5.5000%  | 0.0000% | $8000.00           | $1444.68           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS9449   | 2047-04-01      | 3.5000%  | 0.0000% | $2048.00           | $429.03            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS7800   | 2046-08-01      | 3.0000%  | 0.0000% | $1065.00           | $151.28            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAO1214   | 2042-04-01      | 3.5000%  | 0.0000% | $1000.00           | $56.33             | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZL2849   | 2042-03-01      | 4.0000%  | 0.0000% | $4000.00           | $235.00            | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZL3002   | 2042-04-01      | 4.0000%  | 0.0000% | $4000.00           | $531.46            | Agency Mortgage-Backed Securities  |
| 06.000 FGPC P51364 G   | 2036-12-01      | 6.0000%  | 0.0000% | $1009.00           | $28.26             | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD5880   | 2054-07-01      | 6.0000%  | 0.0000% | $102533926.00      | $94156534.33       | Agency Mortgage-Backed Securities  |
| 05.500 FGPC K30272 G   | 2047-08-01      | 5.5000%  | 0.0000% | $4000.00           | $30.66             | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD8429   | 2054-05-01      | 4.5000%  | 0.0000% | $1000.00           | $911.66            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZM8026   | 2048-09-01      | 4.5000%  | 0.0000% | $5000.00           | $1432.30           | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZM7203   | 2048-07-01      | 4.5000%  | 0.0000% | $4000.00           | $1086.67           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD3275   | 2053-07-01      | 5.5000%  | 0.0000% | $5065.00           | $4099.34           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD6821   | 2054-06-01      | 6.0000%  | 0.0000% | $1000.00           | $910.26            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQY8457   | 2055-07-01      | 5.5000%  | 0.0000% | $1000.00           | $1020.57           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQY4220   | 2055-06-01      | 5.5000%  | 0.0000% | $1000.00           | $1017.73           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBA4782   | 2046-01-01      | 4.0000%  | 0.0000% | $2016.00           | $306.12            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDE6533   | 2055-08-01      | 5.5000%  | 0.0000% | $1010.00           | $1023.30           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCA3350   | 2049-04-01      | 5.0000%  | 0.0000% | $1024.00           | $357.94            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB4813   | 2052-10-01      | 5.0000%  | 0.0000% | $116257841.00      | $91796756.01       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CICA5289   | 2035-02-01      | 3.5000%  | 0.0000% | $2000.00           | $567.66            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB4765   | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $779.17            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB4553   | 2052-09-01      | 4.5000%  | 0.0000% | $125158681.00      | $97726979.69       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CICA3022   | 2034-01-01      | 3.5000%  | 0.0000% | $1004.00           | $217.66            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCA4133   | 2049-09-01      | 3.0000%  | 0.0000% | $3000.00           | $1016.99           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB3352   | 2052-04-01      | 2.5000%  | 0.0000% | $2000.00           | $1389.81           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE2924   | 2055-06-01      | 6.5000%  | 0.0000% | $3570400.00        | $3719657.72        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCA2483   | 2048-10-01      | 4.5000%  | 0.0000% | $1000.00           | $159.49            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7282   | 2050-10-01      | 2.0000%  | 0.0000% | $185842432.00      | $101708441.45      | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA6898   | 2050-09-01      | 2.0000%  | 0.0000% | $1000.00           | $496.72            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB4834   | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $800.32            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM8038   | 2051-07-01      | 3.0000%  | 0.0000% | $4000.00           | $2189.57           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBK7170   | 2048-07-01      | 4.5000%  | 0.0000% | $1002.00           | $396.03            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CICB4752   | 2037-09-01      | 4.5000%  | 0.0000% | $1000.00           | $556.72            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CICB4514   | 2037-09-01      | 4.5000%  | 0.0000% | $1000.00           | $572.45            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB5049   | 2052-11-01      | 6.0000%  | 0.0000% | $1008.00           | $822.85            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIMA4832   | 2037-12-01      | 3.5000%  | 0.0000% | $1000.00           | $644.23            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA6929   | 2050-09-01      | 2.0000%  | 0.0000% | $199799810.00      | $97698170.40       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCA8867   | 2051-02-01      | 3.0000%  | 0.0000% | $6144.00           | $3518.27           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CTBP6566   | 2040-08-01      | 2.0000%  | 0.0000% | $184089109.00      | $85006006.29       | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7346   | 2050-10-01      | 2.0000%  | 0.0000% | $1024.00           | $583.37            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCA1079   | 2048-01-01      | 3.5000%  | 0.0000% | $1025.00           | $126.49            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA8941   | 2051-02-01      | 2.0000%  | 0.0000% | $1000.00           | $555.61            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CTCA1914   | 2038-06-01      | 4.5000%  | 0.0000% | $1000.00           | $250.08            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBX8481   | 2053-03-01      | 4.5000%  | 0.0000% | $3001.00           | $1550.26           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CTCA1584   | 2038-04-01      | 4.0000%  | 0.0000% | $1008.00           | $191.70            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBP1137   | 2050-01-01      | 3.5000%  | 0.0000% | $1001.00           | $454.16            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB2775   | 2052-02-01      | 2.5000%  | 0.0000% | $3040.00           | $1990.47           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ3640   | 2055-03-01      | 5.5000%  | 0.0000% | $1024.00           | $973.01            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB3303   | 2052-04-01      | 3.0000%  | 0.0000% | $1002.00           | $687.35            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ0475   | 2053-12-01      | 6.0000%  | 0.0000% | $1024.00           | $841.53            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL1704   | 2055-05-01      | 6.0000%  | 0.0000% | $1008.00           | $1018.71           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CTMA1121   | 2032-07-01      | 4.0000%  | 0.0000% | $668544.00         | $46307.41          | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDB5630   | 2054-06-01      | 7.0000%  | 0.0000% | $1000.00           | $1030.19           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS4525   | 2045-03-01      | 3.5000%  | 0.0000% | $1024.00           | $208.20            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD7875   | 2055-04-01      | 6.0000%  | 0.0000% | $1002.00           | $790.32            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW7139   | 2052-07-01      | 5.0000%  | 0.0000% | $2001.00           | $1307.57           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD8269   | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $997.31            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW6996   | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $269.74            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLDB2309   | 2054-10-01      | 4.5000%  | 0.0000% | $4415864.00        | $4265047.94        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQF4944   | 2052-12-01      | 5.5000%  | 0.0000% | $1000.00           | $755.46            | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CIQN8902   | 2036-12-01      | 2.0000%  | 0.0000% | $1021.00           | $621.75            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD2876   | 2046-07-01      | 3.0000%  | 0.0000% | $3000.00           | $2200.74           | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQJ5685   | 2054-10-01      | 6.5000%  | 0.0000% | $2028.00           | $1556.39           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8251   | 2052-08-01      | 5.5000%  | 0.0000% | $5000.00           | $3687.02           | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CISB8020   | 2034-12-01      | 2.5000%  | 0.0000% | $1000.00           | $180.39            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8300   | 2053-02-01      | 5.5000%  | 0.0000% | $5000.00           | $3926.91           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CISB8260   | 2038-10-01      | 5.0000%  | 0.0000% | $2004.00           | $1304.30           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD6598   | 2054-10-01      | 5.5000%  | 0.0000% | $100491428.00      | $95644166.54       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQJ4113   | 2054-09-01      | 5.5000%  | 0.0000% | $1000.00           | $859.39            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD5882   | 2054-07-01      | 6.0000%  | 0.0000% | $2000.00           | $1837.94           | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLRA3194   | 2050-08-01      | 2.5000%  | 0.0000% | $9999.00           | $4613.68           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE8230   | 2052-08-01      | 5.0000%  | 0.0000% | $4000.00           | $3306.34           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CNRD5213   | 2034-10-01      | 5.0000%  | 0.0000% | $1000.00           | $753.56            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQH5407   | 2053-12-01      | 6.5000%  | 0.0000% | $1028.00           | $808.27            | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CIRC2202   | 2036-09-01      | 2.0000%  | 0.0000% | $148220594.00      | $79856622.65       | Agency Mortgage-Backed Securities  |
| FEPC 07.500 CLQH6581   | 2053-12-01      | 7.5000%  | 0.0000% | $1190.00           | $737.48            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRA9280   | 2053-06-01      | 6.0000%  | 0.0000% | $2048.00           | $1691.90           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQG4599   | 2053-06-01      | 6.0000%  | 0.0000% | $3000.00           | $3047.60           | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLQD1893   | 2051-11-01      | 3.0000%  | 0.0000% | $1000.00           | $616.91            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZA6729   | 2049-05-01      | 4.5000%  | 0.0000% | $4292.00           | $962.82            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQG8415   | 2053-08-01      | 5.5000%  | 0.0000% | $1000.00           | $850.27            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQG1280   | 2053-04-01      | 6.0000%  | 0.0000% | $2010.00           | $1654.72           | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZS3619   | 2042-11-01      | 3.5000%  | 0.0000% | $1049.00           | $130.97            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQG2180   | 2053-05-01      | 5.5000%  | 0.0000% | $1000.00           | $766.07            | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLQH4331   | 2053-11-01      | 7.0000%  | 0.0000% | $1000.00           | $598.40            | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CISB0424   | 2035-10-01      | 2.0000%  | 0.0000% | $1000.00           | $430.15            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD8315   | 2053-04-01      | 5.0000%  | 0.0000% | $122783085.00      | $102508087.79      | Agency Mortgage-Backed Securities  |
| 06.000 FGPC H09062 G   | 2037-08-01      | 6.0000%  | 0.0000% | $4096.00           | $8.01              | Agency Mortgage-Backed Securities  |
| 05.000 FGPC K30411 G   | 2048-07-01      | 5.0000%  | 0.0000% | $4032.00           | $305.05            | Agency Mortgage-Backed Securities  |
| 06.500 FGPC K39030 G   | 2047-12-01      | 6.5000%  | 0.0000% | $4096.00           | $12.72             | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZM5308   | 2047-12-01      | 4.5000%  | 0.0000% | $4000.00           | $1068.45           | Agency Mortgage-Backed Securities  |
| 05.500 FGPC K39025 G   | 2048-04-01      | 5.5000%  | 0.0000% | $5120.00           | $67.90             | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQJ2847   | 2054-09-01      | 5.0000%  | 0.0000% | $1000.00           | $894.16            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRA9302   | 2053-06-01      | 6.5000%  | 0.0000% | $1020.00           | $747.48            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE7609   | 2052-08-01      | 5.0000%  | 0.0000% | $4000.00           | $2481.61           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE3658   | 2052-06-01      | 5.0000%  | 0.0000% | $4001.00           | $3464.26           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDB0876   | 2054-03-01      | 5.5000%  | 0.0000% | $290060.00         | $236538.90         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDA2467   | 2053-10-01      | 6.5000%  | 0.0000% | $2000.00           | $1553.46           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDA1048   | 2053-10-01      | 6.5000%  | 0.0000% | $382944.00         | $332310.42         | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQG0646   | 2053-04-01      | 6.5000%  | 0.0000% | $1000.00           | $700.77            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLQD9463   | 2052-04-01      | 3.5000%  | 0.0000% | $1000.00           | $714.76            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQF6778   | 2053-02-01      | 5.5000%  | 0.0000% | $1008.00           | $848.07            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLQA1386   | 2049-07-01      | 3.5000%  | 0.0000% | $1001.00           | $562.28            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQF6520   | 2053-01-01      | 5.5000%  | 0.0000% | $1008.00           | $731.94            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLQB3610   | 2050-09-01      | 2.5000%  | 0.0000% | $5000.00           | $2533.79           | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q53147 G   | 2047-12-01      | 4.0000%  | 0.0000% | $1000.00           | $324.07            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE5269   | 2052-07-01      | 5.0000%  | 0.0000% | $4000.00           | $3317.37           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQA0278   | 2049-05-01      | 5.0000%  | 0.0000% | $4000.00           | $669.53            | Agency Mortgage-Backed Securities  |
| 05.875 FRPC G80376 G   | 2038-12-20      | 5.8750%  | 0.0000% | $1011.00           | $103.42            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQG5658   | 2053-07-01      | 5.5000%  | 0.0000% | $1008.00           | $833.75            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLQA0721   | 2049-06-01      | 3.5000%  | 0.0000% | $4000.00           | $1125.67           | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLRA6665   | 2052-02-01      | 3.0000%  | 0.0000% | $6000.00           | $4262.48           | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLRA3202   | 2050-07-01      | 2.5000%  | 0.0000% | $7579000.00        | $3566743.02        | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLQA1250   | 2049-07-01      | 3.5000%  | 0.0000% | $4000.00           | $1304.99           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL0649   | 2055-02-01      | 5.5000%  | 0.0000% | $1000.00           | $984.39            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA2517   | 2055-09-01      | 6.0000%  | 0.0000% | $1024.00           | $1063.56           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQZ0012   | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $884.71            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQZ2294   | 2055-07-01      | 6.5000%  | 0.0000% | $4586632.00        | $4772562.31        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA1810   | 2055-05-01      | 6.0000%  | 0.0000% | $4000.00           | $3955.78           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCC0595   | 2055-06-01      | 6.5000%  | 0.0000% | $565126.00         | $580815.12         | Agency Mortgage-Backed Securities  |
| 06.500 FGPC A67429 G   | 2037-11-01      | 6.5000%  | 0.0000% | $3024.00           | $48.40             | Agency Mortgage-Backed Securities  |
| 06.000 FGPC G03878 G   | 2038-02-01      | 6.0000%  | 0.0000% | $3360.00           | $33.46             | Agency Mortgage-Backed Securities  |
| 03.000 FGPC G08747 G   | 2047-02-01      | 3.0000%  | 0.0000% | $8989.00           | $1883.80           | Agency Mortgage-Backed Securities  |
| 03.500 FGPC G07175 G   | 2041-12-01      | 3.5000%  | 0.0000% | $3000.00           | $415.58            | Agency Mortgage-Backed Securities  |
| 03.500 FGPC G08693 G   | 2046-03-01      | 3.5000%  | 0.0000% | $2321.00           | $234.97            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQZ3769   | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $1036.58           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLMA5471   | 2054-09-01      | 6.0000%  | 0.0000% | $191725.00         | $168347.63         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB9778   | 2055-01-01      | 5.0000%  | 0.0000% | $114831744.00      | $110148634.90      | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA2503   | 2052-07-01      | 5.0000%  | 0.0000% | $4000.00           | $4028.13           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQZ0684   | 2055-08-01      | 5.5000%  | 0.0000% | $1024.00           | $1036.79           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY4388   | 2055-05-01      | 6.0000%  | 0.0000% | $335401.00         | $284727.72         | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQY7686   | 2055-07-01      | 6.5000%  | 0.0000% | $1000.00           | $1038.26           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY6308   | 2055-06-01      | 6.0000%  | 0.0000% | $1024.00           | $1045.37           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB9665   | 2054-12-01      | 5.5000%  | 0.0000% | $112837385.00      | $106248507.15      | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSL0684   | 2054-11-01      | 5.0000%  | 0.0000% | $1024.00           | $982.57            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBK9051   | 2048-11-01      | 4.5000%  | 0.0000% | $6000.00           | $2330.31           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBY3443   | 2053-06-01      | 6.5000%  | 0.0000% | $1000.00           | $885.73            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7967   | 2050-12-01      | 2.0000%  | 0.0000% | $192934607.00      | $104497656.83      | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA7234   | 2050-10-01      | 2.5000%  | 0.0000% | $1040.00           | $439.73            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDD7493   | 2055-05-01      | 5.0000%  | 0.0000% | $1000.00           | $1001.60           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA2244   | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $1013.28           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBX2159   | 2053-01-01      | 5.5000%  | 0.0000% | $7001.00           | $4655.85           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBX5016   | 2053-01-01      | 5.5000%  | 0.0000% | $2000.00           | $1163.81           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7290   | 2050-10-01      | 2.0000%  | 0.0000% | $2048.00           | $1046.15           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCA3213   | 2049-03-01      | 4.5000%  | 0.0000% | $12357.00          | $3088.86           | Agency Mortgage-Backed Securities  |
| FNMS 01.500 CICA8377   | 2035-12-01      | 1.5000%  | 0.0000% | $2000.00           | $1005.78           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQZ4474   | 2055-09-01      | 6.0000%  | 0.0000% | $3946350.00        | $4143913.49        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7567   | 2050-11-01      | 2.0000%  | 0.0000% | $1000.00           | $499.97            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA8928   | 2051-02-01      | 2.0000%  | 0.0000% | $170849815.00      | $98639495.74       | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CICB0340   | 2036-04-01      | 2.5000%  | 0.0000% | $2000.00           | $1147.17           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA8524   | 2051-01-01      | 2.0000%  | 0.0000% | $1018.00           | $565.53            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7918   | 2050-11-01      | 2.0000%  | 0.0000% | $3072.00           | $1651.74           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFM5010   | 2050-09-01      | 4.5000%  | 0.0000% | $16000.00          | $3300.69           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLMA3416   | 2048-07-01      | 4.5000%  | 0.0000% | $20000.00          | $1594.09           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBH0358   | 2047-04-01      | 4.0000%  | 0.0000% | $1008.00           | $193.79            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7979   | 2050-12-01      | 2.0000%  | 0.0000% | $163736320.00      | $88191659.80       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLAC1509   | 2039-08-01      | 6.0000%  | 0.0000% | $1000.00           | $35.88             | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW8759   | 2052-10-01      | 5.0000%  | 0.0000% | $4000.00           | $3280.68           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB7498   | 2053-11-01      | 6.0000%  | 0.0000% | $94021889.00       | $80603584.03       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW9931   | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $598.24            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB8383   | 2054-04-01      | 5.5000%  | 0.0000% | $90561646.00       | $85477478.10       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB8541   | 2054-05-01      | 6.0000%  | 0.0000% | $100196224.00      | $92842238.08       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDC0121   | 2054-09-01      | 6.0000%  | 0.0000% | $1000.00           | $862.72            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW3002   | 2052-08-01      | 5.0000%  | 0.0000% | $1001.00           | $723.98            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBQ3099   | 2050-10-01      | 3.0000%  | 0.0000% | $6000.00           | $2140.44           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CRAO6522   | 2042-06-01      | 3.5000%  | 0.0000% | $2077.00           | $281.21            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDE8798   | 2055-09-01      | 5.5000%  | 0.0000% | $1000.00           | $1018.64           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDC3133   | 2054-10-01      | 5.0000%  | 0.0000% | $1000.00           | $908.80            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDC1412   | 2054-08-01      | 6.0000%  | 0.0000% | $4000.00           | $4106.55           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBU4638   | 2054-06-01      | 5.5000%  | 0.0000% | $1000.00           | $961.10            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAL6744   | 2045-04-01      | 3.5000%  | 0.0000% | $1023.00           | $194.34            | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDE6673   | 2055-08-01      | 7.0000%  | 0.0000% | $3202412.00        | $3303862.18        | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDD3924   | 2055-03-01      | 7.0000%  | 0.0000% | $1000.00           | $1054.19           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBV7921   | 2052-08-01      | 4.5000%  | 0.0000% | $1000.00           | $792.00            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB9780   | 2055-01-01      | 5.0000%  | 0.0000% | $110611058.00      | $106387777.66      | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBX9136   | 2053-04-01      | 5.5000%  | 0.0000% | $1000.00           | $945.86            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAL2952   | 2042-12-01      | 3.5000%  | 0.0000% | $1008.00           | $205.82            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL870158   | 2036-03-01      | 6.0000%  | 0.0000% | $4097.00           | $11.74             | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBV0922   | 2052-06-01      | 3.0000%  | 0.0000% | $2000.00           | $1327.19           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBT7959   | 2052-11-01      | 6.0000%  | 0.0000% | $5000.00           | $3644.53           | Agency Mortgage-Backed Securities  |
| 05.000 FGPC L10310 G   | 2048-07-01      | 5.0000%  | 0.0000% | $3000.00           | $601.58            | Agency Mortgage-Backed Securities  |
| 07.000 FGPC G03822 G   | 2038-01-01      | 7.0000%  | 0.0000% | $6155.00           | $65.05             | Agency Mortgage-Backed Securities  |
| 05.500 FGPC H19026 G   | 2037-06-01      | 5.5000%  | 0.0000% | $4095.00           | $40.87             | Agency Mortgage-Backed Securities  |
| 07.000 FGPC G04887 G   | 2038-11-01      | 7.0000%  | 0.0000% | $3072.00           | $25.75             | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZN0955   | 2048-10-01      | 4.0000%  | 0.0000% | $1024.00           | $259.67            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZM5392   | 2048-01-01      | 3.5000%  | 0.0000% | $4000.00           | $376.70            | Agency Mortgage-Backed Securities  |
| 05.000 FGPC H01001 G   | 2037-07-01      | 5.0000%  | 0.0000% | $4032.00           | $52.07             | Agency Mortgage-Backed Securities  |
| 06.500 FGPC G03344 G   | 2037-10-01      | 6.5000%  | 0.0000% | $3000.00           | $26.76             | Agency Mortgage-Backed Securities  |
| 05.500 FGPC G01749 G   | 2035-01-01      | 5.5000%  | 0.0000% | $3681.00           | $29.40             | Agency Mortgage-Backed Securities  |
| 05.500 FGPC H19004 G   | 2037-01-01      | 5.5000%  | 0.0000% | $5119.00           | $18.17             | Agency Mortgage-Backed Securities  |
| 07.000 FGPC A82560 G   | 2038-10-01      | 7.0000%  | 0.0000% | $5000.00           | $88.35             | Agency Mortgage-Backed Securities  |
| 06.000 FGPC A48582 G   | 2036-04-01      | 6.0000%  | 0.0000% | $3072.00           | $10.77             | Agency Mortgage-Backed Securities  |
| 07.000 FGPC G03442 G   | 2037-10-01      | 7.0000%  | 0.0000% | $3072.00           | $34.80             | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQJ5643   | 2054-09-01      | 6.5000%  | 0.0000% | $1000.00           | $922.03            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLQE4395   | 2052-06-01      | 3.5000%  | 0.0000% | $4000.00           | $2493.08           | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLQE0362   | 2052-04-01      | 3.5000%  | 0.0000% | $1000.00           | $678.88            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE7761   | 2052-07-01      | 5.0000%  | 0.0000% | $5000.00           | $3038.36           | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQA5873   | 2049-12-01      | 4.5000%  | 0.0000% | $4000.00           | $1160.46           | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q63007 G   | 2049-04-01      | 4.0000%  | 0.0000% | $1000.00           | $281.11            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQJ3144   | 2054-09-01      | 6.0000%  | 0.0000% | $1000.00           | $986.14            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQA0081   | 2049-06-01      | 4.5000%  | 0.0000% | $5000.00           | $1074.03           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQF1004   | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $728.61            | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLQE5860   | 2052-07-01      | 4.0000%  | 0.0000% | $1007.00           | $762.37            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE8142   | 2052-08-01      | 5.0000%  | 0.0000% | $5000.00           | $3552.21           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE5672   | 2052-07-01      | 5.0000%  | 0.0000% | $5000.00           | $3088.31           | Agency Mortgage-Backed Securities  |
| 05.000 FGPC Q61703 G   | 2049-02-01      | 5.0000%  | 0.0000% | $2000.00           | $681.60            | Agency Mortgage-Backed Securities  |
| FEPC 07.500 CLQH8453   | 2054-01-01      | 7.5000%  | 0.0000% | $1000.00           | $951.24            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE8899   | 2052-09-01      | 5.0000%  | 0.0000% | $4000.00           | $2456.54           | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZM7187   | 2048-07-01      | 4.5000%  | 0.0000% | $4000.00           | $1624.05           | Agency Mortgage-Backed Securities  |
| 05.000 FGPC H09186 G   | 2038-06-01      | 5.0000%  | 0.0000% | $4096.00           | $21.71             | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD1389   | 2052-07-01      | 3.0000%  | 0.0000% | $3000.00           | $2146.21           | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQF8711   | 2053-02-01      | 4.5000%  | 0.0000% | $1000.00           | $935.85            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQF7606   | 2053-02-01      | 6.0000%  | 0.0000% | $1008.00           | $846.74            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD6979   | 2054-11-01      | 5.5000%  | 0.0000% | $1000.00           | $975.63            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE7945   | 2052-08-01      | 5.0000%  | 0.0000% | $4000.00           | $3826.95           | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLSD6284   | 2054-01-01      | 2.0000%  | 0.0000% | $2000.00           | $1512.99           | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLQE2559   | 2047-05-01      | 3.0000%  | 0.0000% | $4000.00           | $3118.95           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE5506   | 2052-07-01      | 5.0000%  | 0.0000% | $5000.00           | $3869.60           | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CIRC2274   | 2036-10-01      | 2.0000%  | 0.0000% | $1024.00           | $559.79            | Agency Mortgage-Backed Securities  |
| 05.000 FGPC Q59602 G   | 2048-11-01      | 5.0000%  | 0.0000% | $5000.00           | $1510.75           | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLQA1257   | 2049-07-01      | 3.5000%  | 0.0000% | $4000.00           | $667.06            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CNRD5261   | 2035-09-01      | 5.5000%  | 0.0000% | $1000.00           | $1014.31           | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQI5174   | 2054-05-01      | 6.5000%  | 0.0000% | $2002.00           | $1669.92           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDC7619   | 2054-10-01      | 6.0000%  | 0.0000% | $1000.00           | $1030.23           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDB0472   | 2054-06-01      | 6.0000%  | 0.0000% | $3072.00           | $3091.48           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAL2154   | 2042-06-01      | 3.5000%  | 0.0000% | $1021.00           | $151.58            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAJ8465   | 2041-12-01      | 4.0000%  | 0.0000% | $16387.00          | $1544.24           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDA1648   | 2053-09-01      | 6.5000%  | 0.0000% | $1000.00           | $668.07            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBO7785   | 2049-12-01      | 4.0000%  | 0.0000% | $1001.00           | $442.19            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD8267   | 2055-04-01      | 6.0000%  | 0.0000% | $1008.00           | $993.11            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAL3000   | 2042-12-01      | 3.5000%  | 0.0000% | $1000.00           | $178.12            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW3706   | 2052-07-01      | 5.0000%  | 0.0000% | $6001.00           | $4187.23           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB7420   | 2053-11-01      | 6.5000%  | 0.0000% | $121155651.00      | $99401246.04       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB6923   | 2053-08-01      | 6.0000%  | 0.0000% | $123641888.00      | $101814420.43      | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAB4102   | 2041-12-01      | 3.5000%  | 0.0000% | $338872.00         | $19946.62          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAB9361   | 2043-05-01      | 3.5000%  | 0.0000% | $259143.00         | $43486.25          | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY6652   | 2055-06-01      | 6.0000%  | 0.0000% | $1024.00           | $1034.22           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQY8752   | 2055-07-01      | 5.0000%  | 0.0000% | $1000.00           | $996.37            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFA1722   | 2051-11-01      | 3.0000%  | 0.0000% | $1008.00           | $875.42            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCA3978   | 2049-08-01      | 4.5000%  | 0.0000% | $1000.00           | $283.26            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB8714   | 2054-06-01      | 6.0000%  | 0.0000% | $118550308.00      | $114839149.39      | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CRAB6825   | 2042-11-01      | 3.5000%  | 0.0000% | $1024.00           | $104.74            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA0736   | 2041-04-01      | 5.0000%  | 0.0000% | $571267.00         | $33241.65          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CICB1053   | 2036-07-01      | 2.0000%  | 0.0000% | $1017.00           | $567.81            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA8575   | 2051-01-01      | 2.0000%  | 0.0000% | $187795259.00      | $104301086.95      | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7555   | 2050-11-01      | 2.0000%  | 0.0000% | $1144.00           | $619.25            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQY8280   | 2055-07-01      | 5.0000%  | 0.0000% | $1024.00           | $1016.40           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB8338   | 2054-04-01      | 6.0000%  | 0.0000% | $4096.00           | $3485.62           | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQZ3795   | 2055-09-01      | 6.5000%  | 0.0000% | $5112829.00        | $5319669.06        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB8327   | 2054-04-01      | 5.5000%  | 0.0000% | $4000.00           | $3627.93           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CTCA7425   | 2040-10-01      | 2.0000%  | 0.0000% | $1024.00           | $550.57            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCA9297   | 2051-02-01      | 3.0000%  | 0.0000% | $8214.00           | $4590.24           | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLCB8374   | 2054-04-01      | 7.0000%  | 0.0000% | $4096.00           | $2907.92           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA2279   | 2055-07-01      | 6.0000%  | 0.0000% | $1024.00           | $1056.52           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBU4620   | 2054-05-01      | 5.5000%  | 0.0000% | $1000.00           | $848.48            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA0987   | 2055-03-01      | 6.0000%  | 0.0000% | $1120.00           | $1097.20           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBV3117   | 2052-03-01      | 3.0000%  | 0.0000% | $3000.00           | $2052.08           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB6756   | 2053-07-01      | 6.0000%  | 0.0000% | $3000.00           | $2427.49           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB7050   | 2053-09-01      | 5.5000%  | 0.0000% | $7207620.00        | $6039418.51        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCA5361   | 2050-03-01      | 4.0000%  | 0.0000% | $1024.00           | $386.98            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCA2201   | 2048-08-01      | 4.5000%  | 0.0000% | $1024.00           | $150.14            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW1971   | 2052-07-01      | 5.0000%  | 0.0000% | $2000.00           | $1471.93           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW8413   | 2052-09-01      | 5.0000%  | 0.0000% | $5999.00           | $4328.16           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD7620   | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $1023.82           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CIDE9693   | 2040-09-01      | 4.5000%  | 0.0000% | $1001.00           | $1003.30           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW3598   | 2052-07-01      | 5.0000%  | 0.0000% | $2000.00           | $1458.93           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW9053   | 2052-09-01      | 5.0000%  | 0.0000% | $3000.00           | $2623.07           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBW6028   | 2052-07-01      | 4.5000%  | 0.0000% | $1000.00           | $887.50            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW6202   | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $629.01            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBV9614   | 2052-04-01      | 3.5000%  | 0.0000% | $1010.00           | $689.45            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBW1374   | 2052-11-01      | 4.5000%  | 0.0000% | $1029.00           | $853.12            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB7101   | 2053-09-01      | 5.5000%  | 0.0000% | $125183372.00      | $104077575.68      | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB8118   | 2054-02-01      | 5.0000%  | 0.0000% | $1000.00           | $846.56            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CIDB8650   | 2039-07-01      | 6.5000%  | 0.0000% | $1000.00           | $678.70            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBY6826   | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $667.17            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDB7676   | 2054-07-01      | 6.0000%  | 0.0000% | $1000.00           | $878.86            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL878096   | 2036-04-01      | 6.0000%  | 0.0000% | $4352.00           | $42.37             | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBY9902   | 2053-11-01      | 6.5000%  | 0.0000% | $1000.00           | $1031.68           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDC7823   | 2054-12-01      | 6.0000%  | 0.0000% | $5020.00           | $4485.96           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLDC5709   | 2054-11-01      | 4.5000%  | 0.0000% | $5367992.00        | $5054343.41        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB6612   | 2053-06-01      | 5.5000%  | 0.0000% | $100160384.00      | $87241814.62       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB5773   | 2053-02-01      | 5.5000%  | 0.0000% | $1037.00           | $884.34            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDB6435   | 2054-05-01      | 6.0000%  | 0.0000% | $1000.00           | $1015.37           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCA0833   | 2047-12-01      | 3.5000%  | 0.0000% | $1000.00           | $209.30            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 NP871040   | 2037-02-01      | 5.5000%  | 0.0000% | $4224.00           | $17.18             | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAL7385   | 2045-09-01      | 3.5000%  | 0.0000% | $2048.00           | $349.91            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIBT1939   | 2037-02-01      | 2.0000%  | 0.0000% | $6822072.00        | $4321408.00        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDA8030   | 2054-02-01      | 6.0000%  | 0.0000% | $2000.00           | $1869.88           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBO5385   | 2049-12-01      | 3.5000%  | 0.0000% | $1008.00           | $323.86            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDB0519   | 2054-08-01      | 6.0000%  | 0.0000% | $2048.00           | $2042.35           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CRAL3066   | 2043-01-01      | 3.0000%  | 0.0000% | $2028.00           | $368.79            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CRAL3534   | 2042-12-01      | 3.5000%  | 0.0000% | $1155.00           | $161.32            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBU4311   | 2053-12-01      | 6.5000%  | 0.0000% | $1000.00           | $669.94            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBY6603   | 2053-07-01      | 4.0000%  | 0.0000% | $1000.00           | $914.82            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBO0567   | 2049-06-01      | 3.5000%  | 0.0000% | $2001.00           | $688.90            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB5598   | 2053-02-01      | 4.5000%  | 0.0000% | $1024.00           | $806.97            | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDB0786   | 2054-03-01      | 7.0000%  | 0.0000% | $6000.00           | $4714.80           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB7054   | 2053-09-01      | 6.0000%  | 0.0000% | $94006979.00       | $79183334.66       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CL759432   | 2034-02-01      | 5.5000%  | 0.0000% | $1000.00           | $6.34              | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBY2208   | 2053-08-01      | 6.5000%  | 0.0000% | $1000.00           | $1035.55           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB6429   | 2053-05-01      | 5.0000%  | 0.0000% | $2106.00           | $1897.14           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBO7311   | 2050-02-01      | 4.0000%  | 0.0000% | $4033.00           | $1510.74           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB1382   | 2051-08-01      | 2.5000%  | 0.0000% | $4000.00           | $2414.18           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW1689   | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $850.95            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBR7563   | 2051-03-01      | 2.0000%  | 0.0000% | $193236583.00      | $113917188.63      | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CICB4243   | 2037-07-01      | 3.5000%  | 0.0000% | $2000.00           | $1293.12           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBX2166   | 2052-12-01      | 6.0000%  | 0.0000% | $1000.00           | $801.33            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB5846   | 2053-03-01      | 5.5000%  | 0.0000% | $1008.00           | $818.54            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB5856   | 2053-03-01      | 6.0000%  | 0.0000% | $3072.00           | $2339.38           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA4962   | 2053-03-01      | 4.0000%  | 0.0000% | $1024.00           | $846.12            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5792   | 2055-08-01      | 5.5000%  | 0.0000% | $1000.00           | $1002.63           | Agency Mortgage-Backed Securities  |
| 04.500 FGPC A94284 G   | 2040-10-01      | 4.5000%  | 0.0000% | $4096.00           | $104.60            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD7576   | 2055-01-01      | 5.5000%  | 0.0000% | $1000.00           | $971.15            | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLSD8193   | 2052-02-01      | 2.0000%  | 0.0000% | $2000.00           | $1322.90           | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZL2854   | 2042-03-01      | 4.0000%  | 0.0000% | $4000.00           | $254.30            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZL4012   | 2042-10-01      | 3.5000%  | 0.0000% | $5929.00           | $605.67            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD8254   | 2052-10-01      | 3.0000%  | 0.0000% | $2000.00           | $1498.10           | Agency Mortgage-Backed Securities  |
| 06.500 FGPC H01814 G   | 2037-10-01      | 6.5000%  | 0.0000% | $4624.00           | $5.59              | Agency Mortgage-Backed Securities  |
| 04.500 FGPC A90398 G   | 2039-12-01      | 4.5000%  | 0.0000% | $4000.00           | $175.34            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZM3288   | 2047-05-01      | 4.5000%  | 0.0000% | $4000.00           | $548.48            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZM4541   | 2047-10-01      | 4.5000%  | 0.0000% | $4000.00           | $1315.69           | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD8271   | 2052-10-01      | 2.5000%  | 0.0000% | $4000.00           | $2930.13           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAR8211   | 2043-04-01      | 3.5000%  | 0.0000% | $8080.00           | $1339.51           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAP4793   | 2042-09-01      | 3.5000%  | 0.0000% | $2048.00           | $306.74            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBX6872   | 2053-02-01      | 5.5000%  | 0.0000% | $1000.00           | $653.35            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBX4216   | 2053-01-01      | 5.5000%  | 0.0000% | $1008.00           | $646.13            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDD9358   | 2055-06-01      | 5.5000%  | 0.0000% | $1000.00           | $1020.65           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLDC6428   | 2054-11-01      | 4.0000%  | 0.0000% | $1000.00           | $810.06            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE5602   | 2055-08-01      | 6.5000%  | 0.0000% | $1000.00           | $1048.24           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS6402   | 2045-12-01      | 3.5000%  | 0.0000% | $2048.00           | $232.32            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBX1247   | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $757.46            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW7112   | 2052-11-01      | 5.0000%  | 0.0000% | $2000.00           | $1646.39           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAR6380   | 2043-02-01      | 3.0000%  | 0.0000% | $2079.00           | $402.47            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW1447   | 2052-06-01      | 5.0000%  | 0.0000% | $3014.00           | $1958.50           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDD6241   | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $931.43            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDE1295   | 2055-06-01      | 5.0000%  | 0.0000% | $1000.00           | $1003.64           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBX9785   | 2053-04-01      | 6.0000%  | 0.0000% | $4000.00           | $2816.40           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAO8046   | 2042-07-01      | 3.5000%  | 0.0000% | $8194.00           | $606.64            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD7673   | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $1024.99           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBW4881   | 2053-04-01      | 5.5000%  | 0.0000% | $1000.00           | $703.74            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CRAQ6240   | 2042-12-01      | 4.0000%  | 0.0000% | $2000.00           | $254.65            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CRAQ5323   | 2042-11-01      | 3.5000%  | 0.0000% | $1030.00           | $126.56            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAQ8645   | 2042-12-01      | 3.5000%  | 0.0000% | $1000.00           | $122.36            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBW4879   | 2053-04-01      | 3.0000%  | 0.0000% | $2000.00           | $1524.48           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW8651   | 2052-08-01      | 5.0000%  | 0.0000% | $8000.00           | $4965.14           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CICA8761   | 2036-01-01      | 2.5000%  | 0.0000% | $1000.00           | $479.69            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFM4386   | 2047-07-01      | 5.0000%  | 0.0000% | $6000.00           | $2222.44           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDC3166   | 2054-10-01      | 5.5000%  | 0.0000% | $1000.00           | $698.66            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBY4322   | 2053-06-01      | 6.5000%  | 0.0000% | $3000.00           | $2033.21           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFM3619   | 2050-01-01      | 4.5000%  | 0.0000% | $15000.00          | $2019.09           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CICB0601   | 2036-05-01      | 2.0000%  | 0.0000% | $1000.00           | $508.59            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA8578   | 2051-01-01      | 2.0000%  | 0.0000% | $4072.00           | $2147.76           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCB2139   | 2051-11-01      | 2.0000%  | 0.0000% | $1000.00           | $617.52            | Agency Mortgage-Backed Securities  |
| FNMS 01.500 CLCA8563   | 2051-01-01      | 1.5000%  | 0.0000% | $3035.00           | $1685.48           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBY5063   | 2053-07-01      | 6.5000%  | 0.0000% | $1000.00           | $898.37            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBX1359   | 2052-11-01      | 5.5000%  | 0.0000% | $5000.00           | $4155.15           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFM8122   | 2049-06-01      | 3.5000%  | 0.0000% | $2000.00           | $881.44            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBY2663   | 2053-05-01      | 6.5000%  | 0.0000% | $1000.00           | $803.94            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBW0464   | 2047-05-01      | 3.5000%  | 0.0000% | $1001.00           | $854.31            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBX1142   | 2052-11-01      | 5.0000%  | 0.0000% | $1000.00           | $762.14            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIFM3422   | 2035-05-01      | 3.0000%  | 0.0000% | $1000.00           | $322.88            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA8511   | 2051-01-01      | 2.0000%  | 0.0000% | $200017152.00      | $103921931.17      | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBY2925   | 2053-06-01      | 6.5000%  | 0.0000% | $1000.00           | $913.72            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBY6402   | 2053-08-01      | 6.0000%  | 0.0000% | $1000.00           | $1024.65           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBY4303   | 2053-06-01      | 6.5000%  | 0.0000% | $2000.00           | $1457.72           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCB2610   | 2052-01-01      | 2.0000%  | 0.0000% | $1000.00           | $654.22            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBY6760   | 2053-07-01      | 5.5000%  | 0.0000% | $1168.00           | $1009.64           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBY2754   | 2053-05-01      | 6.5000%  | 0.0000% | $6001.00           | $4908.17           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS2592   | 2052-08-01      | 5.0000%  | 0.0000% | $1023.00           | $740.13            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CICA2406   | 2033-10-01      | 4.0000%  | 0.0000% | $1000.00           | $147.91            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBY9016   | 2053-08-01      | 6.5000%  | 0.0000% | $1000.00           | $836.63            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBY7228   | 2053-07-01      | 5.5000%  | 0.0000% | $111226862.00      | $96819556.61       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBY7596   | 2053-08-01      | 6.5000%  | 0.0000% | $4000.00           | $2761.77           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBN8300   | 2049-07-01      | 3.5000%  | 0.0000% | $1000.00           | $451.25            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS0675   | 2052-02-01      | 3.0000%  | 0.0000% | $5000.00           | $3223.93           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA8519   | 2051-01-01      | 2.0000%  | 0.0000% | $178093936.00      | $94468158.78       | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLMA4492   | 2051-12-01      | 2.0000%  | 0.0000% | $3523.00           | $2286.21           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB2899   | 2052-02-01      | 3.0000%  | 0.0000% | $1000.00           | $607.16            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB2403   | 2051-12-01      | 2.5000%  | 0.0000% | $1000.00           | $695.05            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL0619   | 2055-03-01      | 6.0000%  | 0.0000% | $47595827.00       | $48345006.36       | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSL1039   | 2052-08-01      | 3.0000%  | 0.0000% | $4970509.00        | $4265877.15        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL2815   | 2055-10-01      | 6.0000%  | 0.0000% | $3409943.00        | $3545932.66        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB2437   | 2051-12-01      | 3.0000%  | 0.0000% | $1000.00           | $624.58            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCB2852   | 2051-11-01      | 2.0000%  | 0.0000% | $3000.00           | $1959.84           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CKAC5192   | 2039-12-01      | 4.0000%  | 0.0000% | $1000.00           | $107.41            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 NP959967   | 2037-11-01      | 6.0000%  | 0.0000% | $149032000.00      | $216149.32         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL0880   | 2055-04-01      | 5.5000%  | 0.0000% | $3912567.00        | $3691077.51        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQZ2648   | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $1010.95           | Agency Mortgage-Backed Securities  |

### Security 716: FICC - BANK OF NEW YORK

- **C.1 - Title:** FICC - BANK OF NEW YORK 4.200000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1BDBJ8, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: ARP1BDBJ8
- **C.18 - Value (incl. sponsor support):** $8998000000.00
- **C.18.a - Value (excl. sponsor support):** $8998000000.00
- **C.19 - Percentage of Net Assets:** 2.3600%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** Fixed Income Clearing Corp

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2030-04-30      | 3.5000%  | 0.0000% | $2421000000.00     | $2432503696.23     | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-15      | 3.7500%  | 0.0000% | $2632448000.00     | $2676969276.80     | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-15      | 0.1250%  | 0.0000% | $1142659200.00     | $1289514714.52     | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-07-15      | 1.3750%  | 0.0000% | $2478000000.00     | $2602097542.71     | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-10-15      | 1.6250%  | 0.0000% | $167762400.00      | $176874779.97      | U.S. Treasuries (including strips) |

### Security 717: BANCO BILBAO VIZCAYA ARGENTARIA SA

- **C.1 - Title:** BANCO BILBAO VIZCAYA ARGENTARIA SA 4.200000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1BDBU3, C.3 - LEI: K8MS7FD7N5Z2WQ51AZ71, C.5 - Other ID: ARP1BDBU3
- **C.18 - Value (incl. sponsor support):** $2923000000.00
- **C.18.a - Value (excl. sponsor support):** $2923000000.00
- **C.19 - Percentage of Net Assets:** 0.7700%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2027-05-15      | 4.5000%  | 0.0000% | $1063000.00        | $1094898.50        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-15      | 3.1250%  | 0.0000% | $109559300.00      | $109196850.45      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-15      | 2.8750%  | 0.0000% | $400000.00         | $396871.70         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-02-29      | 1.1250%  | 0.0000% | $63284600.00       | $59736948.86       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-06-30      | 4.2500%  | 0.0000% | $25000000.00       | $25774075.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-10-31      | 4.1250%  | 0.0000% | $52000000.00       | $53699263.07       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-02-15      | 2.1250%  | 0.0000% | $9500000.00        | $9276812.75        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-15      | 2.8750%  | 0.0000% | $184999000.00      | $181872840.65      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-02-15      | 2.3750%  | 0.0000% | $300000000.00      | $223455225.00      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-31      | 0.7500%  | 0.0000% | $6880000.00        | $6700250.00        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-05-15      | 1.6250%  | 0.0000% | $10000000.00       | $8969917.50        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-08-15      | 0.6250%  | 0.0000% | $51351200.00       | $44342698.36       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-31      | 0.3750%  | 0.0000% | $5000.00           | $4717.14           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-02-15      | 1.5000%  | 0.0000% | $100.00            | $87.31             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-02-15      | 1.0000%  | 0.0000% | $33452200.00       | $35235069.35       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-02-15      | 2.1250%  | 0.0000% | $9604800.00        | $14509698.29       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-15      | 4.0000%  | 0.0000% | $246991900.00      | $249999906.91      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-15      | 3.7500%  | 0.0000% | $189303000.00      | $190611746.29      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 2.7500%  | 0.0000% | $200000000.00      | $199530884.80      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-31      | 1.1250%  | 0.0000% | $900000.00         | $839007.29         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-04-15      | 1.6250%  | 0.0000% | $1230400.00        | $1277425.79        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-02-15      | 0.8750%  | 0.0000% | $7344400.00        | $7273239.17        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-02-15      | 0.1250%  | 0.0000% | $726000.00         | $500233.91         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-15      | 3.8750%  | 0.0000% | $111375400.00      | $113026876.21      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-02-15      | 3.0000%  | 0.0000% | $101571200.00      | $77203456.55       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-02-15      | 1.0000%  | 0.0000% | $112418700.00      | $110610078.33      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-11-15      | 4.2500%  | 0.0000% | $7000000.00        | $7198418.50        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-09-30      | 3.5000%  | 0.0000% | $8999900.00        | $8939636.67        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-03-15      | 3.8750%  | 0.0000% | $200000000.00      | $201603132.60      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-15      | 2.6250%  | 0.0000% | $10000000.00       | $9713222.50        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-02-15      | 0.1250%  | 0.0000% | $20800.00          | $13108.45          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-30      | 4.3750%  | 0.0000% | $131635000.00      | $136434455.93      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-07-31      | 4.0000%  | 0.0000% | $200000000.00      | $203652087.00      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-02-15      | 0.2500%  | 0.0000% | $490500.00         | $364874.76         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-09-30      | 4.1250%  | 0.0000% | $3000000.00        | $3028983.00        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-08-31      | 4.1250%  | 0.0000% | $5999900.00        | $6125006.96        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-31      | 1.5000%  | 0.0000% | $10000000.00       | $9742974.13        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-05-15      | 2.2500%  | 0.0000% | $150000000.00      | $112594725.00      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-15      | 0.3750%  | 0.0000% | $49413700.00       | $65605807.55       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-11-15      | 1.3750%  | 0.0000% | $286870400.00      | $249971766.52      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-31      | 3.6250%  | 0.0000% | $150000000.00      | $150163071.60      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-09-30      | 3.6250%  | 0.0000% | $17695900.00       | $17499723.25       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-01-31      | 4.2500%  | 0.0000% | $5000000.00        | $5143924.18        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-05-15      | 2.8750%  | 0.0000% | $16129000.00       | $15348876.56       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-31      | 1.1250%  | 0.0000% | $46500000.00       | $45443162.41       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-15      | 0.1250%  | 0.0000% | $350000.00         | $411609.79         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-30      | 1.2500%  | 0.0000% | $7499900.00        | $7322397.37        | U.S. Treasuries (including strips) |

### Security 718: TRUIST BANK

- **C.1 - Title:** TRUIST BANK 4.210000%
- **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: ARP1BDBX7, C.3 - LEI: JJKC32MCHWDI71265Z06, C.5 - Other ID: ARP1BDBX7
- **C.18 - Value (incl. sponsor support):** $2443000000.00
- **C.18.a - Value (excl. sponsor support):** $2443000000.00
- **C.19 - Percentage of Net Assets:** 0.6400%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNRM 2020-101 AG     | 2050-07-20      | 1.5000%  | 0.0000% | $454597369.00      | $174043283.27      | Agency Collateralized Mortgage Obligation |
| FEPC 01.500 CLSD8081 | 2050-09-01      | 1.5000%  | 0.0000% | $5187995.00        | $2739428.59        | Agency Mortgage-Backed Securities         |
| GNRM 2020-173 DA     | 2050-11-20      | 1.2500%  | 0.0000% | $17472572.00       | $8083044.49        | Agency Collateralized Mortgage Obligation |
| FNMS 01.500 CLMA4181 | 2050-11-01      | 1.5000%  | 0.0000% | $39033219.00       | $21501587.51       | Agency Mortgage-Backed Securities         |
| GNRM 2020-167 BD     | 2050-11-20      | 1.0000%  | 0.0000% | $384127410.00      | $169829196.15      | Agency Collateralized Mortgage Obligation |
| GNRM 2020-140 DA     | 2050-09-20      | 1.0000%  | 0.0000% | $125221044.00      | $54164482.73       | Agency Collateralized Mortgage Obligation |
| GNRM 2020-175 GA     | 2050-11-20      | 1.2500%  | 0.0000% | $16802817.00       | $7838743.57        | Agency Collateralized Mortgage Obligation |
| GNRM 2020-140 GA     | 2050-09-20      | 1.0000%  | 0.0000% | $510585146.00      | $207074266.47      | Agency Collateralized Mortgage Obligation |
| GNRM 2020-151 AC     | 2050-10-20      | 1.2500%  | 0.0000% | $473207894.00      | $209467914.55      | Agency Collateralized Mortgage Obligation |
| GNRM 2020-176 AC     | 2050-11-20      | 1.2500%  | 0.0000% | $243347179.00      | $113277980.89      | Agency Collateralized Mortgage Obligation |
| GNRM 2020-151 MA     | 2050-10-20      | 1.0000%  | 0.0000% | $355985699.00      | $157172321.86      | Agency Collateralized Mortgage Obligation |
| GNRM 2020-167 KB     | 2050-11-20      | 1.0000%  | 0.0000% | $115000000.00      | $53145825.92       | Agency Collateralized Mortgage Obligation |
| GNRM 2020-162 JA     | 2050-10-20      | 1.0000%  | 0.0000% | $458000000.00      | $209723322.73      | Agency Collateralized Mortgage Obligation |
| GNRM 2020-167 AC     | 2050-11-20      | 1.2500%  | 0.0000% | $482867116.00      | $225519671.88      | Agency Collateralized Mortgage Obligation |
| GNRM 2020-146 QC     | 2050-10-20      | 1.2500%  | 0.0000% | $457604660.00      | $209090764.93      | Agency Collateralized Mortgage Obligation |
| GNRM 2020-129 AB     | 2050-09-20      | 1.0000%  | 0.0000% | $373435567.00      | $164113139.14      | Agency Collateralized Mortgage Obligation |
| GNRM 2020-167 DC     | 2050-11-20      | 1.0000%  | 0.0000% | $498225000.00      | $222853104.96      | Agency Collateralized Mortgage Obligation |
| FNMS 01.500 CLMA4254 | 2051-02-01      | 1.5000%  | 0.0000% | $12698613.00       | $7264176.00        | Agency Mortgage-Backed Securities         |
| GNRM 2020-146 DA     | 2050-10-20      | 1.0000%  | 0.0000% | $378679388.00      | $162283668.63      | Agency Collateralized Mortgage Obligation |
| GNRM 2020-162 HA     | 2050-10-20      | 1.0000%  | 0.0000% | $350000000.00      | $161228200.37      | Agency Collateralized Mortgage Obligation |

### Security 719: TRUIST BANK

- **C.1 - Title:** TRUIST BANK 4.210000%
- **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: ARP1BDC24, C.3 - LEI: JJKC32MCHWDI71265Z06, C.5 - Other ID: ARP1BDC24
- **C.18 - Value (incl. sponsor support):** $1628000000.00
- **C.18.a - Value (excl. sponsor support):** $1628000000.00
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FNMS 01.500 CLMA4254 | 2051-02-01      | 1.5000%  | 0.0000% | $3812974.00        | $2181192.09        | Agency Mortgage-Backed Securities         |
| GNII SF MA6338 M     | 2049-12-20      | 3.0000%  | 0.0000% | $720660974.00      | $125365009.25      | Agency Mortgage-Backed Securities         |
| FEPC 01.500 CLSD8082 | 2050-10-01      | 1.5000%  | 0.0000% | $263915323.00      | $140624694.31      | Agency Mortgage-Backed Securities         |
| FEPC 01.500 CLSD8127 | 2051-02-01      | 1.5000%  | 0.0000% | $435477696.00      | $248606142.42      | Agency Mortgage-Backed Securities         |
| FEPC 01.500 CLSD8112 | 2050-12-01      | 1.5000%  | 0.0000% | $453251396.00      | $249999999.81      | Agency Mortgage-Backed Securities         |
| GNRM 2020-175 GA     | 2050-11-20      | 1.2500%  | 0.0000% | $9092817.00        | $4241923.29        | Agency Collateralized Mortgage Obligation |
| FEPC 02.000 CLSD8172 | 2051-10-01      | 2.0000%  | 0.0000% | $173959470.00      | $110538191.76      | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLSD8160 | 2051-08-01      | 2.0000%  | 0.0000% | $401239278.00      | $249999999.52      | Agency Mortgage-Backed Securities         |
| FNMS 01.500 CLMA4181 | 2050-11-01      | 1.5000%  | 0.0000% | $3252372.00        | $1791580.68        | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLSD8177 | 2051-11-01      | 2.0000%  | 0.0000% | $115918265.00      | $74447094.63       | Agency Mortgage-Backed Securities         |
| FEPC 01.500 CLSD8081 | 2050-09-01      | 1.5000%  | 0.0000% | $412787128.00      | $217964909.77      | Agency Mortgage-Backed Securities         |
| FEPC 01.500 CLSD8104 | 2050-11-01      | 1.5000%  | 0.0000% | $445194910.00      | $244300296.89      | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLQC4423 | 2051-07-01      | 2.0000%  | 0.0000% | $10866876.00       | $6819753.30        | Agency Mortgage-Backed Securities         |

### Security 720: MUFG SECURITIES AMERICAS INC

- **C.1 - Title:** MUFG SECURITIES AMERICAS INC 4.200000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1BDC81, C.3 - LEI: K5HU16E3LMSVCCJJJ255, C.5 - Other ID: ARP1BDC81
- **C.18 - Value (incl. sponsor support):** $1056000000.00
- **C.18.a - Value (excl. sponsor support):** $1056000000.00
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2040-11-15      | 1.3750%  | 0.0000% | $433000.00         | $285025.39         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-08-15      | 2.7500%  | 0.0000% | $100.00            | $93.39             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-05-15      | 2.5000%  | 0.0000% | $65670500.00       | $46831143.97       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-11-15      | 2.7500%  | 0.0000% | $9703300.00        | $7124080.38        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-08-15      | 2.7500%  | 0.0000% | $1452400.00        | $1059387.10        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-11-15      | 3.3750%  | 0.0000% | $100.00            | $81.73             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-11-15      | 2.8750%  | 0.0000% | $292400.00         | $222254.78         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-08-15      | 3.1250%  | 0.0000% | $74546400.00       | $60029327.25       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-02-15      | 4.7500%  | 0.0000% | $61309500.00       | $62150329.14       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-02-15      | 2.3750%  | 0.0000% | $13243000.00       | $9864058.48        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-05-15      | 2.3750%  | 0.0000% | $98909100.00       | $64709127.40       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-02-15      | 0.6250%  | 0.0000% | $24600000.00       | $26289709.80       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-02-15      | 3.0000%  | 0.0000% | $105621400.00      | $81118819.52       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-08-31      | 3.7500%  | 0.0000% | $600.00            | $599.59            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-11-15      | 3.0000%  | 0.0000% | $42950000.00       | $34133352.85       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-05-15      | 3.3750%  | 0.0000% | $2048700.00        | $1737365.72        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2038-05-15      | 4.5000%  | 0.0000% | $42613600.00       | $44274251.99       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-05-15      | 2.8750%  | 0.0000% | $59737800.00       | $43376049.68       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-15      | 6.1250%  | 0.0000% | $600.00            | $657.13            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-12-31      | 1.3750%  | 0.0000% | $1120700.00        | $1047525.57        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-08-15      | 2.8750%  | 0.0000% | $28467500.00       | $21753774.62       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-05-15      | 1.2500%  | 0.0000% | $3366200.00        | $1670431.31        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-08-15      | 1.7500%  | 0.0000% | $114297600.00      | $77847581.02       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-02-15      | 2.5000%  | 0.0000% | $59862300.00       | $42464699.34       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-08-15      | 2.2500%  | 0.0000% | $1634900.00        | $1096237.24        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-02-15      | 4.7500%  | 0.0000% | $62765900.00       | $64844800.76       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-08-15      | 3.0000%  | 0.0000% | $142635800.00      | $105108463.66      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-11-15      | 1.6250%  | 0.0000% | $79339900.00       | $43161361.80       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-08-15      | 2.0000%  | 0.0000% | $32794100.00       | $19349338.85       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-30      | 0.6250%  | 0.0000% | $960000.00         | $902981.12         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-05-15      | 3.1250%  | 0.0000% | $454100.00         | $356031.54         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-11-15      | 2.3750%  | 0.0000% | $4737200.00        | $3148685.38        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-05-15      | 3.0000%  | 0.0000% | $10943800.00       | $8464471.17        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-08-15      | 2.2500%  | 0.0000% | $3555900.00        | $2284361.72        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-15      | 4.5000%  | 0.0000% | $359500.00         | $371388.21         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-08-15      | 1.3750%  | 0.0000% | $95100.00          | $48096.61          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-11-15      | 4.0000%  | 0.0000% | $52600.00          | $47429.16          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-02-15      | 1.8750%  | 0.0000% | $5560600.00        | $3196726.38        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-11-15      | 4.1250%  | 0.0000% | $300.00            | $308.39            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-02-15      | 3.5000%  | 0.0000% | $18000300.00       | $17571514.85       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-02-15      | 2.2500%  | 0.0000% | $44617500.00       | $27865435.76       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-11-15      | 4.7500%  | 0.0000% | $5378700.00        | $5497835.52        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-05-15      | 4.6250%  | 0.0000% | $50315800.00       | $50433878.60       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-05-15      | 3.8750%  | 0.0000% | $9409400.00        | $8673126.21        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-11-15      | 4.3750%  | 0.0000% | $11651400.00       | $11758386.07       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-05-15      | 3.0000%  | 0.0000% | $6499300.00        | $5350743.70        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-11-15      | 4.7500%  | 0.0000% | $10655600.00       | $10970361.10       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-08-15      | 4.1250%  | 0.0000% | $20426700.00       | $19092902.88       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-15      | 3.7500%  | 0.0000% | $38855600.00       | $39535437.01       | U.S. Treasuries (including strips) |

### Security 721: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA 4.200000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1BDCD0, C.3 - LEI: 1VUV7VQFKUOQSJ21A208, C.5 - Other ID: ARP1BDCD0
- **C.18 - Value (incl. sponsor support):** $441000000.00
- **C.18.a - Value (excl. sponsor support):** $441000000.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2026-03-31      | 0.7500%  | 0.0000% | $100001000.00      | $98461984.61       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-06-30      | 1.2500%  | 0.0000% | $12394200.00       | $11662632.35       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-31      | 1.5000%  | 0.0000% | $96213300.00       | $93708907.54       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-15      | 2.3750%  | 0.0000% | $78878600.00       | $77972777.88       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-02-15      | 4.6250%  | 0.0000% | $1869300.00        | $1954878.89        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-05-15      | 3.3750%  | 0.0000% | $13287500.00       | $12935597.17       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-15      | 4.5000%  | 0.0000% | $91000000.00       | $93978042.16       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-15      | 3.7500%  | 0.0000% | $58820800.00       | $59197694.28       | U.S. Treasuries (including strips) |

### Security 722: BANCO SANTANDER SA

- **C.1 - Title:** BANCO SANTANDER SA 4.200000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1BDCM0, C.3 - LEI: 5493006QMFDDMYWIAM13, C.5 - Other ID: ARP1BDCM0
- **C.18 - Value (incl. sponsor support):** $1000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2027-07-15      | 0.3750%  | 0.0000% | $777400.00         | $1020111.07        | U.S. Treasuries (including strips) |

### Security 723: DAIWA CAPITAL MARKETS AMERICA INC

- **C.1 - Title:** DAIWA CAPITAL MARKETS AMERICA INC 4.200000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1BDCO6, C.3 - LEI: M67H5PRC0NQKM73ZAS82, C.5 - Other ID: ARP1BDCO6
- **C.18 - Value (incl. sponsor support):** $351000000.00
- **C.18.a - Value (excl. sponsor support):** $351000000.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2030-01-31      | 4.2500%  | 0.0000% | $147300.00         | $151540.01         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-31      | 3.6250%  | 0.0000% | $7108500.00        | $7116227.96        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-09-30      | 3.5000%  | 0.0000% | $785000.00         | $783309.90         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-07-15      | 1.8750%  | 0.0000% | $50000.00          | $50941.43          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-31      | 3.6250%  | 0.0000% | $1415000.00        | $1419415.00        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-15      | 0.1250%  | 0.0000% | $4900000.00        | $5529314.84        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-08-15      | 3.0000%  | 0.0000% | $1900.00           | $1400.11           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-30      | 1.2500%  | 0.0000% | $67125700.00       | $65537013.71       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-10-15      | 2.3750%  | 0.0000% | $3511000.00        | $3896354.29        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-03-31      | 1.2500%  | 0.0000% | $320500.00         | $302552.96         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-15      | 3.8750%  | 0.0000% | $72194100.00       | $72750862.05       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-02-28      | 4.6250%  | 0.0000% | $39241200.00       | $39499323.63       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-08-15      | 1.3750%  | 0.0000% | $1552800.00        | $785325.11         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-05-15      | 3.2500%  | 0.0000% | $6550000.00        | $5587991.67        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-10-28      | 0.0000%  | 0.0000% | $651700.00         | $649725.35         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-04-15      | 3.3750%  | 0.0000% | $300000.00         | $619623.91         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-08-15      | 2.0000%  | 0.0000% | $623300.00         | $367762.58         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-02-15      | 2.1250%  | 0.0000% | $920000.00         | $1360279.65        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 3.7500%  | 0.0000% | $3860300.00        | $3926620.08        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-11-30      | 4.1250%  | 0.0000% | $130500.00         | $134242.48         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-04-30      | 3.8750%  | 0.0000% | $1307000.00        | $1337159.98        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-31      | 4.3750%  | 0.0000% | $7791000.00        | $7885995.96        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-07-15      | 0.6250%  | 0.0000% | $25000000.00       | $26353289.31       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-03-15      | 4.6250%  | 0.0000% | $973300.00         | $978455.02         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-04-15      | 1.6250%  | 0.0000% | $4208000.00        | $4368829.41        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-31      | 0.5000%  | 0.0000% | $11168300.00       | $10500746.18       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-30      | 1.6250%  | 0.0000% | $30179200.00       | $29634093.24       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-02-15      | 1.0000%  | 0.0000% | $200.00            | $189.92            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-30      | 1.5000%  | 0.0000% | $366000.00         | $344623.77         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-05-15      | 2.3750%  | 0.0000% | $100.00            | $65.42             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-15      | 1.5000%  | 0.0000% | $10953000.00       | $10761760.62       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-08-31      | 3.7500%  | 0.0000% | $2658200.00        | $2656386.40        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-01-31      | 4.0000%  | 0.0000% | $8826300.00        | $8983420.81        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-02-15      | 3.8750%  | 0.0000% | $1000.00           | $913.72            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-28      | 4.1250%  | 0.0000% | $12986900.00       | $13111918.50       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-06-30      | 0.5000%  | 0.0000% | $31853700.00       | $30216037.58       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-05-15      | 4.7500%  | 0.0000% | $17200.00          | $17603.69          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-09-30      | 1.2500%  | 0.0000% | $1000.00           | $932.88            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-11-20      | 0.0000%  | 0.0000% | $400000.00         | $397793.20         | U.S. Treasuries (including strips) |

### Security 724: DAIWA CAPITAL MARKETS AMERICA INC

- **C.1 - Title:** DAIWA CAPITAL MARKETS AMERICA INC 4.210000%
- **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: ARP1BDCP3, C.3 - LEI: M67H5PRC0NQKM73ZAS82, C.5 - Other ID: ARP1BDCP3
- **C.18 - Value (incl. sponsor support):** $2726000000.00
- **C.18.a - Value (excl. sponsor support):** $2726000000.00
- **C.19 - Percentage of Net Assets:** 0.7100%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY   | 2025-10-31      | 5.0000%  | 0.0000% | $19954400.00       | $20382043.60       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY   | 2026-05-15      | 1.6250%  | 0.0000% | $6999600.00        | $6948599.16        | U.S. Treasuries (including strips)        |
| FEPC 05.500 CLSD8453     | 2054-08-01      | 5.5000%  | 0.0000% | $14041197.00       | $12695994.32       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8469     | 2054-10-01      | 5.5000%  | 0.0000% | $109063023.00      | $100284609.15      | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD8495     | 2054-12-01      | 6.0000%  | 0.0000% | $168015.00         | $149999.57         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZA4607     | 2045-11-01      | 3.5000%  | 0.0000% | $7000000.00        | $1199435.33        | Agency Mortgage-Backed Securities         |
| 03.500 FGPC T65441 G     | 2047-10-01      | 3.5000%  | 0.0000% | $1000.00           | $66.27             | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD8496     | 2055-01-01      | 6.0000%  | 0.0000% | $841803.00         | $769891.39         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZL3934     | 2042-10-01      | 3.5000%  | 0.0000% | $1372502.00        | $317855.50         | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY   | 2027-08-31      | 0.5000%  | 0.0000% | $367400.00         | $346486.26         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY   | 2028-09-30      | 1.2500%  | 0.0000% | $7000.00           | $6530.15           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY   | 2028-04-30      | 1.2500%  | 0.0000% | $2000.00           | $1894.56           | U.S. Treasuries (including strips)        |
| FEPC 06.500 CLQJ4431     | 2054-09-01      | 6.5000%  | 0.0000% | $9877633.00        | $9767298.77        | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLQJ4917     | 2054-10-01      | 4.5000%  | 0.0000% | $1000.00           | $960.59            | Agency Mortgage-Backed Securities         |
| Freddie Mac              | 2027-11-05      | 4.4200%  | 0.0000% | $79077000.00       | $79831021.16       | Agency Debentures and Agency Strips       |
| FEPC 06.500 CLQF8469     | 2053-03-01      | 6.5000%  | 0.0000% | $1000.00           | $704.36            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQJ6133     | 2054-10-01      | 5.0000%  | 0.0000% | $1000.00           | $892.57            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQG7322     | 2053-07-01      | 6.0000%  | 0.0000% | $1000.00           | $748.07            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQJ4561     | 2054-09-01      | 5.5000%  | 0.0000% | $1159993.00        | $1063146.12        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD8396     | 2054-01-01      | 6.0000%  | 0.0000% | $128729.00         | $96996.67          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLQA7238     | 2050-02-01      | 3.5000%  | 0.0000% | $1000.00           | $275.28            | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD3937     | 2052-05-01      | 2.5000%  | 0.0000% | $1000.00           | $723.87            | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLSD4004     | 2052-03-01      | 2.0000%  | 0.0000% | $1000.00           | $707.95            | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD8200     | 2052-03-01      | 2.5000%  | 0.0000% | $1000.00           | $668.73            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD8470     | 2054-10-01      | 6.0000%  | 0.0000% | $163000.00         | $144214.25         | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD8262     | 2052-09-01      | 2.5000%  | 0.0000% | $430066.00         | $311982.39         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQI4071     | 2054-04-01      | 5.5000%  | 0.0000% | $909524.00         | $803449.25         | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLSD8218     | 2052-06-01      | 2.0000%  | 0.0000% | $2405000.00        | $1657952.12        | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD8243     | 2052-09-01      | 3.5000%  | 0.0000% | $1000.00           | $770.77            | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLZS4697     | 2047-01-01      | 3.0000%  | 0.0000% | $1000.00           | $189.95            | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZA5297     | 2048-03-01      | 4.0000%  | 0.0000% | $1000.00           | $180.36            | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY   | 2025-10-31      | 0.2500%  | 0.0000% | $285000.00         | $284383.09         | U.S. Treasuries (including strips)        |
| GNRA 2025-105 F          | 2065-06-20      | 5.2888%  | 0.0000% | $140110265.00      | $137220630.79      | Agency Collateralized Mortgage Obligation |
| GNRA 2025-134 GF         | 2065-08-20      | 5.4388%  | 0.0000% | $31470821.00       | $31306375.84       | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASURY   | 2032-08-15      | 2.7500%  | 0.0000% | $1816000.00        | $1695997.81        | U.S. Treasuries (including strips)        |
| GNRA 2024-019 MF         | 2054-02-20      | 5.3888%  | 0.0000% | $5479056.00        | $4506310.60        | Agency Collateralized Mortgage Obligation |
| GNII SF MB0147 M         | 2055-01-20      | 5.5000%  | 0.0000% | $51092940.00       | $50174825.87       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQZ2828     | 2055-08-01      | 5.5000%  | 0.0000% | $2382648.00        | $2418324.71        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRQ0056     | 2055-09-01      | 5.5000%  | 0.0000% | $1151443.00        | $1166723.29        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRQ0055     | 2055-09-01      | 5.0000%  | 0.0000% | $719169.00         | $716893.39         | Agency Mortgage-Backed Securities         |
| GNII ET DL5759 C         | 2065-08-20      | 6.5000%  | 0.0000% | $539315.00         | $555870.28         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQY6287     | 2055-06-01      | 5.5000%  | 0.0000% | $95842.00          | $93997.82          | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAB6929     | 2042-11-01      | 3.5000%  | 0.0000% | $9200000.00        | $1371806.90        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLRQ0058     | 2055-09-01      | 6.5000%  | 0.0000% | $1130.00           | $1174.42           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRJ3727     | 2055-03-01      | 6.0000%  | 0.0000% | $1027.00           | $1029.98           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRJ3897     | 2055-04-01      | 6.0000%  | 0.0000% | $1053.00           | $1074.45           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLMA4438     | 2051-10-01      | 2.5000%  | 0.0000% | $1000.00           | $620.95            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLFM6355     | 2050-08-01      | 4.5000%  | 0.0000% | $1000.00           | $290.21            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CTMA5076     | 2043-05-01      | 6.5000%  | 0.0000% | $1409.00           | $264.23            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CIRR0026     | 2040-09-01      | 5.5000%  | 0.0000% | $1779092.00        | $1789663.27        | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLQX0535     | 2054-12-01      | 4.5000%  | 0.0000% | $1000.00           | $976.87            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLMA5854     | 2055-09-01      | 6.0000%  | 0.0000% | $513203.00         | $527019.62         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQX0553     | 2054-12-01      | 6.0000%  | 0.0000% | $2626672.00        | $2323178.83        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLMA5646     | 2055-03-01      | 5.5000%  | 0.0000% | $12341401.00       | $11846769.24       | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLMA5470     | 2054-09-01      | 5.5000%  | 0.0000% | $71235309.00       | $65502934.17       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRJ3577     | 2055-03-01      | 5.5000%  | 0.0000% | $2096.00           | $2102.91           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLMA5164     | 2053-10-01      | 5.0000%  | 0.0000% | $1000.00           | $880.37            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLMA5854     | 2055-09-01      | 6.0000%  | 0.0000% | $1024.00           | $1051.57           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLMA5701     | 2055-05-01      | 6.0000%  | 0.0000% | $1012774.00        | $982489.94         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLMA5760     | 2055-07-01      | 5.5000%  | 0.0000% | $12813216.00       | $12716718.02       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRQ0027     | 2055-07-01      | 5.5000%  | 0.0000% | $64674044.00       | $64050577.18       | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLMA4782     | 2052-10-01      | 3.5000%  | 0.0000% | $1000.00           | $776.32            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLMA4733     | 2052-09-01      | 4.5000%  | 0.0000% | $1008.00           | $786.98            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFS1372     | 2052-03-01      | 3.0000%  | 0.0000% | $704655.00         | $533377.85         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFS0248     | 2050-02-01      | 3.0000%  | 0.0000% | $1000.00           | $614.58            | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLFM6824     | 2051-04-01      | 2.0000%  | 0.0000% | $390721.00         | $249412.73         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLMA5530     | 2054-11-01      | 5.0000%  | 0.0000% | $119042.00         | $112233.78         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFS9406     | 2054-08-01      | 6.0000%  | 0.0000% | $2000.00           | $1899.41           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFS6378     | 2053-10-01      | 5.5000%  | 0.0000% | $6926459.00        | $5842664.61        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CNMA5654     | 2035-02-01      | 5.0000%  | 0.0000% | $148677.00         | $125604.83         | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLFS4731     | 2053-02-01      | 6.5000%  | 0.0000% | $368906.00         | $276341.08         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLCB2545     | 2052-01-01      | 3.0000%  | 0.0000% | $1061890.00        | $733051.97         | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY   | 2035-02-15      | 4.6250%  | 0.0000% | $79811000.00       | $83500682.48       | U.S. Treasuries (including strips)        |
| GNRA 2025-041 MF         | 2065-03-20      | 5.1888%  | 0.0000% | $76666666.00       | $64680302.50       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-019 FA         | 2054-02-20      | 5.4388%  | 0.0000% | $50861500.00       | $39030729.21       | Agency Collateralized Mortgage Obligation |
| GNII ET DM3305 C         | 2065-08-20      | 6.5000%  | 0.0000% | $10460087.00       | $10781326.27       | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD8532     | 2055-05-01      | 5.0000%  | 0.0000% | $613461.00         | $598100.43         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD8534     | 2055-05-01      | 6.0000%  | 0.0000% | $2244377.00        | $2171331.44        | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD8220     | 2052-06-01      | 3.0000%  | 0.0000% | $1000.00           | $727.06            | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD8183     | 2051-12-01      | 2.5000%  | 0.0000% | $1000.00           | $643.86            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8462     | 2054-09-01      | 5.5000%  | 0.0000% | $107139578.00      | $98532446.96       | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD8245     | 2052-09-01      | 4.5000%  | 0.0000% | $1000.00           | $789.03            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD6401     | 2054-09-01      | 6.0000%  | 0.0000% | $10240960.00       | $9220002.73        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CTRB5364     | 2045-09-01      | 5.5000%  | 0.0000% | $9890128.00        | $9961658.66        | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD8214     | 2052-05-01      | 3.5000%  | 0.0000% | $1000.00           | $728.78            | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CIQO0091     | 2037-04-01      | 3.0000%  | 0.0000% | $993554.00         | $639148.62         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQI4073     | 2054-04-01      | 5.5000%  | 0.0000% | $872741.00         | $802503.34         | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLQH6533     | 2053-12-01      | 7.0000%  | 0.0000% | $1000.00           | $905.17            | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY   | 2055-02-15      | 2.3750%  | 0.0000% | $1451000.00        | $1458332.92        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY   | 2030-08-15      | 0.6250%  | 0.0000% | $12151300.00       | $10492869.31       | U.S. Treasuries (including strips)        |
| FNMS 06.000 CLDE4863     | 2055-07-01      | 6.0000%  | 0.0000% | $3344935.00        | $3454919.38        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDE3944     | 2055-07-01      | 6.0000%  | 0.0000% | $975001.00         | $1001530.04        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDE9491     | 2055-08-01      | 5.0000%  | 0.0000% | $1158872.00        | $1161755.02        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDE4951     | 2055-06-01      | 6.0000%  | 0.0000% | $278752.00         | $288933.20         | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBM4796     | 2048-09-01      | 4.5000%  | 0.0000% | $2537.00           | $835.43            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIBC8409     | 2031-06-01      | 2.5000%  | 0.0000% | $1000.00           | $116.25            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBM3562     | 2048-02-01      | 4.5000%  | 0.0000% | $1000.00           | $194.33            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLAS8056     | 2046-10-01      | 3.0000%  | 0.0000% | $1000.00           | $168.54            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBC4764     | 2046-10-01      | 3.0000%  | 0.0000% | $1000.00           | $201.92            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFS1169     | 2052-03-01      | 3.0000%  | 0.0000% | $1202186.00        | $882585.01         | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLCA8256     | 2050-12-01      | 2.5000%  | 0.0000% | $1000.00           | $542.58            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBU1410     | 2052-01-01      | 3.0000%  | 0.0000% | $239436.00         | $176827.84         | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLMA5732     | 2055-06-01      | 4.0000%  | 0.0000% | $241634.00         | $225454.61         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLMA5823     | 2055-09-01      | 6.0000%  | 0.0000% | $677570.00         | $691540.48         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFS8322     | 2054-06-01      | 5.5000%  | 0.0000% | $36337187.00       | $31881494.49       | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLBU1061     | 2051-10-01      | 2.5000%  | 0.0000% | $1000.00           | $571.88            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CIRR0027     | 2040-09-01      | 6.0000%  | 0.0000% | $17114.00          | $17412.33          | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLFM5410     | 2050-12-01      | 2.0000%  | 0.0000% | $6548191.00        | $4039014.02        | Agency Mortgage-Backed Securities         |
| GNII SF MA7989 M         | 2052-04-20      | 3.5000%  | 0.0000% | $6442049.00        | $4541144.91        | Agency Mortgage-Backed Securities         |
| FNMS 07.500 CLMA5872     | 2055-09-01      | 7.5000%  | 0.0000% | $167986.00         | $179199.01         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLMA5672     | 2055-04-01      | 5.0000%  | 0.0000% | $479452.00         | $465516.53         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLMA5331     | 2054-04-01      | 5.5000%  | 0.0000% | $164885.00         | $144331.73         | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLMA4547     | 2052-02-01      | 2.0000%  | 0.0000% | $1003.00           | $665.95            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRJ3887     | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $968.62            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLFM5007     | 2047-05-01      | 4.5000%  | 0.0000% | $1010.00           | $342.13            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFS3691     | 2053-01-01      | 6.0000%  | 0.0000% | $30987339.00       | $24243632.77       | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLMA5498     | 2054-10-01      | 6.0000%  | 0.0000% | $327614.00         | $287446.00         | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLBQ6865     | 2051-12-01      | 2.0000%  | 0.0000% | $19357000.00       | $12541743.94       | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLMA4804     | 2052-11-01      | 4.0000%  | 0.0000% | $1000.00           | $808.10            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFS2784     | 2052-06-01      | 3.0000%  | 0.0000% | $321938.00         | $248870.74         | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CTFS2994     | 2042-09-01      | 2.5000%  | 0.0000% | $1000.00           | $716.91            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLMA4732     | 2052-09-01      | 4.0000%  | 0.0000% | $159000.00         | $123313.06         | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CICA5461     | 2035-03-01      | 2.5000%  | 0.0000% | $1000.00           | $173.12            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFS4697     | 2053-05-01      | 5.0000%  | 0.0000% | $48327973.00       | $39918968.54       | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLMA5605     | 2055-01-01      | 3.5000%  | 0.0000% | $8246520.00        | $7346994.40        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLMA5247     | 2054-01-01      | 6.0000%  | 0.0000% | $26065.00          | $20098.37          | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLMA5647     | 2055-03-01      | 6.0000%  | 0.0000% | $865741.00         | $818679.71         | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLDE3427     | 2055-06-01      | 7.0000%  | 0.0000% | $1000.00           | $1052.43           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDE7470     | 2055-09-01      | 5.0000%  | 0.0000% | $2657421.00        | $2668257.37        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFA2973     | 2054-06-01      | 6.0000%  | 0.0000% | $1000.00           | $1036.79           | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLCB2766     | 2052-02-01      | 2.0000%  | 0.0000% | $897569.00         | $576272.16         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQZ1956     | 2055-09-01      | 5.5000%  | 0.0000% | $1000.00           | $1020.56           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSL0737     | 2055-02-01      | 6.0000%  | 0.0000% | $1040.00           | $1021.09           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRJ3159     | 2054-12-01      | 6.0000%  | 0.0000% | $57885000.00       | $56122426.74       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQZ3706     | 2055-09-01      | 6.0000%  | 0.0000% | $3304664.00        | $3421197.47        | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLSL2310     | 2052-10-01      | 2.0000%  | 0.0000% | $1000.00           | $811.70            | Agency Mortgage-Backed Securities         |
| GNII SF MA8878 M         | 2053-05-20      | 5.0000%  | 0.0000% | $1900000.00        | $1584037.78        | Agency Mortgage-Backed Securities         |
| GNII SF MA8042 M         | 2052-05-20      | 2.5000%  | 0.0000% | $535820.00         | $353151.04         | Agency Mortgage-Backed Securities         |
| GNII SF MA8041 M         | 2052-05-20      | 2.0000%  | 0.0000% | $758845.00         | $491448.82         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQY8671     | 2055-07-01      | 5.5000%  | 0.0000% | $1000.00           | $1022.90           | Agency Mortgage-Backed Securities         |
| GNII SF MA7193 M         | 2051-02-20      | 2.5000%  | 0.0000% | $14799216.00       | $6758385.63        | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD1549     | 2052-04-01      | 3.5000%  | 0.0000% | $1000.00           | $700.91            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD6905     | 2054-11-01      | 6.0000%  | 0.0000% | $1000.00           | $974.52            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD7391     | 2055-01-01      | 6.0000%  | 0.0000% | $1000.00           | $964.44            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD5709     | 2054-07-01      | 6.0000%  | 0.0000% | $200000.00         | $184590.67         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD8341     | 2053-07-01      | 5.0000%  | 0.0000% | $1007.00           | $862.34            | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLZS4754     | 2048-02-01      | 3.0000%  | 0.0000% | $1000.00           | $140.40            | Agency Mortgage-Backed Securities         |
| FNRM CL001MA R25F001     | 2050-01-25      | 6.0000%  | 0.0000% | $1000.00           | $844.17            | Agency Collateralized Mortgage Obligation |
| Freddie Mac              | 2054-08-25      | 5.2560%  | 0.0000% | $76803345.00       | $62045461.93       | Agency Collateralized Mortgage Obligation |
| FNMS 06.000 CLDD5558     | 2055-03-01      | 6.0000%  | 0.0000% | $2938993.00        | $2944781.64        | Agency Mortgage-Backed Securities         |
| Freddie Mac              | 2050-04-25      | 6.0000%  | 0.0000% | $2124504.00        | $1487080.66        | Agency Collateralized Mortgage Obligation |
| FNRM CL070GH R25F070     | 2055-07-25      | 8.0000%  | 0.0000% | $902190.00         | $994375.00         | Agency Collateralized Mortgage Obligation |
| FNMS 07.000 CLDE4155     | 2055-07-01      | 7.0000%  | 0.0000% | $150097.00         | $158074.77         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLAS7155     | 2046-05-01      | 3.0000%  | 0.0000% | $1000.00           | $141.75            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLBY0448     | 2053-05-01      | 6.5000%  | 0.0000% | $1000.00           | $919.70            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDE6313     | 2055-08-01      | 5.5000%  | 0.0000% | $581275.00         | $587981.34         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLAS7343     | 2046-06-01      | 3.0000%  | 0.0000% | $1000.00           | $145.50            | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLSD8204     | 2052-04-01      | 2.0000%  | 0.0000% | $1000.00           | $672.14            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQI4868     | 2054-04-01      | 5.5000%  | 0.0000% | $1046965.00        | $848414.61         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQF6931     | 2053-02-01      | 5.0000%  | 0.0000% | $1024.00           | $843.31            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDC0390     | 2054-09-01      | 5.5000%  | 0.0000% | $1000.00           | $911.08            | Agency Mortgage-Backed Securities         |
| Fannie Mae               | 2054-02-25      | 5.2560%  | 0.0000% | $1464887.00        | $1325303.78        | Agency Collateralized Mortgage Obligation |
| FEPC 03.000 CLRA6806     | 2052-02-01      | 3.0000%  | 0.0000% | $26465.00          | $19322.63          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQI4100     | 2054-04-01      | 6.0000%  | 0.0000% | $1157871.00        | $923175.81         | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY   | 2030-04-30      | 3.8750%  | 0.0000% | $4168100.00        | $4264281.97        | U.S. Treasuries (including strips)        |
| GNII SF MB0259 M         | 2055-03-20      | 5.5000%  | 0.0000% | $951885.00         | $947012.29         | Agency Mortgage-Backed Securities         |
| GNII SF MB0145 M         | 2055-01-20      | 4.5000%  | 0.0000% | $30547794.00       | $29191329.08       | Agency Mortgage-Backed Securities         |
| GNII ET DJ2995 C         | 2065-07-20      | 6.5000%  | 0.0000% | $20287527.00       | $20900530.29       | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY   | 2030-04-15      | 1.6250%  | 0.0000% | $1000000.00        | $1038219.92        | U.S. Treasuries (including strips)        |
| FEPC 03.000 CLZT0029     | 2047-05-01      | 3.0000%  | 0.0000% | $1000.00           | $281.43            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CIZT1725     | 2034-01-01      | 3.5000%  | 0.0000% | $1000.00           | $127.57            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD5288     | 2052-06-01      | 3.5000%  | 0.0000% | $1097640.00        | $889266.63         | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLQB8972     | 2051-02-01      | 2.0000%  | 0.0000% | $757366.00         | $464148.15         | Agency Mortgage-Backed Securities         |
| 03.500 FGPC G16210 G     | 2032-06-01      | 3.5000%  | 0.0000% | $1000.00           | $181.36            | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLZS4703     | 2047-02-01      | 3.0000%  | 0.0000% | $1000.00           | $209.31            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQI8375     | 2054-06-01      | 6.0000%  | 0.0000% | $1000.00           | $966.96            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQI2239     | 2054-03-01      | 6.0000%  | 0.0000% | $1008.00           | $848.06            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRA9056     | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $844.73            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRA8550     | 2053-02-01      | 5.5000%  | 0.0000% | $10303685.00       | $8640836.04        | Agency Mortgage-Backed Securities         |
| Freddie Mac              | 2051-05-25      | 5.5000%  | 0.0000% | $2895000.00        | $2503023.49        | Agency Collateralized Mortgage Obligation |
| Farm Federal Credit Bank | 2038-09-30      | 5.3500%  | 0.0000% | $7738000.00        | $7716735.98        | Agency Debentures and Agency Strips       |
| 03.500 FGPC Q10749 G     | 2042-09-01      | 3.5000%  | 0.0000% | $1008.00           | $197.81            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD8507     | 2055-02-01      | 6.0000%  | 0.0000% | $4748008.00        | $4418079.37        | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBP9158     | 2050-07-01      | 3.0000%  | 0.0000% | $1000.00           | $427.16            | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLBP8111     | 2050-08-01      | 2.0000%  | 0.0000% | $1024.00           | $545.54            | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX LB837923     | 2035-08-01      | 6.4270%  | 0.0000% | $1010.00           | $6.97              | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBN6141     | 2049-02-01      | 4.0000%  | 0.0000% | $1000.00           | $119.16            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLBU4890     | 2054-09-01      | 6.0000%  | 0.0000% | $1000.00           | $958.98            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL735141     | 2035-01-01      | 5.5000%  | 0.0000% | $1000.00           | $8.68              | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDE5029     | 2055-08-01      | 5.5000%  | 0.0000% | $1164189.00        | $1188222.00        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLCC1065     | 2055-09-01      | 6.5000%  | 0.0000% | $1000.00           | $1042.98           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDA9728     | 2054-03-01      | 5.5000%  | 0.0000% | $10486686.00       | $8175924.69        | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBU9251     | 2052-04-01      | 3.0000%  | 0.0000% | $304400.00         | $212022.24         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCC1001     | 2055-09-01      | 5.0000%  | 0.0000% | $22690304.00       | $22739603.47       | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLDE4116     | 2055-08-01      | 7.0000%  | 0.0000% | $1000.00           | $1059.62           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFS9143     | 2052-01-01      | 2.5000%  | 0.0000% | $1000.00           | $770.45            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDD7232     | 2055-05-01      | 6.0000%  | 0.0000% | $9368027.00        | $8773839.50        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLCA0851     | 2047-12-01      | 3.5000%  | 0.0000% | $75045930.00       | $20929525.67       | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDC4986     | 2054-11-01      | 5.0000%  | 0.0000% | $1024.00           | $975.25            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFA0255     | 2055-01-01      | 6.0000%  | 0.0000% | $1000.00           | $967.63            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFA0152     | 2054-11-01      | 5.0000%  | 0.0000% | $1008.00           | $965.23            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB6733     | 2053-07-01      | 5.0000%  | 0.0000% | $1219236.00        | $1031776.70        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQX4033     | 2055-01-01      | 5.5000%  | 0.0000% | $2017668.00        | $2026338.62        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCB9153     | 2054-09-01      | 6.0000%  | 0.0000% | $1000.00           | $953.71            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCB9949     | 2055-02-01      | 4.5000%  | 0.0000% | $409000.00         | $392421.24         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQX2194     | 2054-12-01      | 6.0000%  | 0.0000% | $1000.00           | $1040.60           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CNMA5162     | 2033-09-01      | 5.0000%  | 0.0000% | $74800.00          | $49181.32          | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQZ1893     | 2055-08-01      | 6.5000%  | 0.0000% | $3152955.00        | $3300104.88        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQX9619     | 2055-04-01      | 5.5000%  | 0.0000% | $1001.00           | $1012.91           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQY7015     | 2055-07-01      | 5.5000%  | 0.0000% | $1000.00           | $1016.00           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQZ3936     | 2055-09-01      | 6.0000%  | 0.0000% | $1019.00           | $1061.65           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQZ3568     | 2055-09-01      | 6.0000%  | 0.0000% | $4502711.00        | $4658663.89        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQY8991     | 2055-07-01      | 6.5000%  | 0.0000% | $1000.00           | $936.60            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQZ3372     | 2055-09-01      | 6.0000%  | 0.0000% | $1011.00           | $1061.61           | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQX9580     | 2055-04-01      | 6.5000%  | 0.0000% | $1000.00           | $1041.07           | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLQX9824     | 2055-04-01      | 7.0000%  | 0.0000% | $1000.00           | $1054.64           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFS8361     | 2053-12-01      | 3.5000%  | 0.0000% | $1000.00           | $837.90            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQZ3211     | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $1029.27           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLMA5761     | 2055-07-01      | 6.0000%  | 0.0000% | $106290.00         | $105941.01         | Agency Mortgage-Backed Securities         |
| FNMS 01.500 CLFS6890     | 2052-04-01      | 1.5000%  | 0.0000% | $1000.00           | $697.59            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CIMA5830     | 2040-09-01      | 5.5000%  | 0.0000% | $1975502.00        | $1982315.59        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLFS7902     | 2053-12-01      | 6.5000%  | 0.0000% | $9200000.00        | $7015973.62        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQZ3859     | 2055-09-01      | 5.5000%  | 0.0000% | $3947350.00        | $4000365.11        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQY8910     | 2055-07-01      | 6.5000%  | 0.0000% | $1000.00           | $1051.54           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CIRR0024     | 2040-09-01      | 4.5000%  | 0.0000% | $1089.00           | $1084.17           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRQ0050     | 2055-09-01      | 6.0000%  | 0.0000% | $63739196.00       | $64752265.48       | Agency Mortgage-Backed Securities         |
| GNRA 2021-223 P          | 2051-06-20      | 2.0000%  | 0.0000% | $25999999.00       | $16414121.66       | Agency Collateralized Mortgage Obligation |
| GNII SF MA7135 M         | 2051-01-20      | 2.0000%  | 0.0000% | $134539849.00      | $67320995.05       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRQ0028     | 2055-07-01      | 6.0000%  | 0.0000% | $642116.00         | $636522.78         | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLRJ3973     | 2055-04-01      | 6.5000%  | 0.0000% | $12464000.00       | $12958114.70       | Agency Mortgage-Backed Securities         |
| GNII SF MB0623 M         | 2055-04-20      | 5.5000%  | 0.0000% | $604481.00         | $612623.70         | Agency Mortgage-Backed Securities         |
| GNII SF MB0026 M         | 2054-11-20      | 5.5000%  | 0.0000% | $256870.00         | $247467.07         | Agency Mortgage-Backed Securities         |
| GNII SF MB0555 M         | 2055-08-20      | 5.0000%  | 0.0000% | $14525367.00       | $14507167.94       | Agency Mortgage-Backed Securities         |
| GNII JM MB0356 M         | 2055-03-20      | 7.0000%  | 0.0000% | $1043529.00        | $1063276.55        | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLCB2644     | 2052-01-01      | 2.5000%  | 0.0000% | $26387309.00       | $18573872.20       | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBJ0632     | 2048-03-01      | 4.0000%  | 0.0000% | $1000.00           | $134.76            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCB6046     | 2053-04-01      | 4.5000%  | 0.0000% | $41668226.00       | $35215470.81       | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFS7061     | 2052-04-01      | 3.0000%  | 0.0000% | $200158.00         | $158550.03         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQX0538     | 2054-12-01      | 5.0000%  | 0.0000% | $1024.00           | $965.51            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLBV5915     | 2055-08-01      | 6.0000%  | 0.0000% | $25184734.00       | $25145536.81       | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CTMA5833     | 2045-09-01      | 5.0000%  | 0.0000% | $1000.00           | $998.74            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBV4149     | 2052-03-01      | 3.0000%  | 0.0000% | $123205.00         | $85030.34          | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLMA5849     | 2055-09-01      | 3.5000%  | 0.0000% | $2999700.00        | $2755102.79        | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIBW0516     | 2037-05-01      | 2.5000%  | 0.0000% | $34386.00          | $24095.27          | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFS6468     | 2053-10-01      | 5.0000%  | 0.0000% | $11008309.00       | $8099582.05        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCB4388     | 2052-08-01      | 4.5000%  | 0.0000% | $79017029.00       | $59144081.61       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQZ2412     | 2055-09-01      | 6.0000%  | 0.0000% | $8403133.00        | $8381035.60        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSL0714     | 2055-03-01      | 5.0000%  | 0.0000% | $1040.00           | $1000.39           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSL1413     | 2055-04-01      | 6.0000%  | 0.0000% | $314959.00         | $320200.87         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFS0630     | 2052-02-01      | 3.0000%  | 0.0000% | $1000.00           | $676.13            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CTFS0314     | 2033-06-01      | 3.0000%  | 0.0000% | $1001.00           | $473.73            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLMA5353     | 2054-05-01      | 5.5000%  | 0.0000% | $8327960.00        | $7280420.35        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLMA5613     | 2055-02-01      | 5.0000%  | 0.0000% | $887828.00         | $852409.58         | Agency Mortgage-Backed Securities         |
| GNII SF MA8801 M         | 2053-04-20      | 5.5000%  | 0.0000% | $30825749.00       | $23083659.47       | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLMA5674     | 2055-04-01      | 6.0000%  | 0.0000% | $921796.00         | $887257.28         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLMA5736     | 2055-06-01      | 6.0000%  | 0.0000% | $5167182.00        | $5108135.58        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIFS3630     | 2035-09-01      | 3.5000%  | 0.0000% | $1000.00           | $372.66            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLMA5421     | 2054-07-01      | 6.0000%  | 0.0000% | $1090099.00        | $917379.26         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLMA5552     | 2054-12-01      | 5.0000%  | 0.0000% | $2729945.00        | $2580305.54        | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLMA4255     | 2051-02-01      | 2.0000%  | 0.0000% | $2000.00           | $1123.92           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLFS6421     | 2053-11-01      | 6.5000%  | 0.0000% | $1024.00           | $852.26            | Agency Mortgage-Backed Securities         |
| GNII SF MB0625 M         | 2055-08-20      | 6.5000%  | 0.0000% | $585205.00         | $606267.18         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CIRR0032     | 2040-09-01      | 5.0000%  | 0.0000% | $6946110.00        | $7047827.29        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRQ0013     | 2055-06-01      | 5.5000%  | 0.0000% | $1246285.00        | $1224921.37        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRQ0057     | 2055-09-01      | 6.0000%  | 0.0000% | $1347.00           | $1382.43           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRQ0049     | 2055-09-01      | 5.5000%  | 0.0000% | $8455590.00        | $8533699.94        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRQ0014     | 2055-06-01      | 6.0000%  | 0.0000% | $2450000.00        | $2403922.11        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRJ2751     | 2054-11-01      | 6.0000%  | 0.0000% | $200000.00         | $188420.66         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRQ0007     | 2055-04-01      | 5.0000%  | 0.0000% | $1540313.00        | $1463795.30        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQZ3898     | 2055-09-01      | 5.5000%  | 0.0000% | $1000.00           | $1024.12           | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSL0914     | 2052-02-01      | 2.5000%  | 0.0000% | $1000.00           | $822.82            | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSL0758     | 2052-05-01      | 3.0000%  | 0.0000% | $15712000.00       | $13466782.10       | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLMA5297     | 2054-03-01      | 6.5000%  | 0.0000% | $72444.00          | $47248.52          | Agency Mortgage-Backed Securities         |
| GNII SF MA9423 M         | 2054-01-20      | 5.5000%  | 0.0000% | $5879000.00        | $4893474.71        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLMA5444     | 2054-08-01      | 5.5000%  | 0.0000% | $2000.00           | $1839.19           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQX2509     | 2055-01-01      | 5.5000%  | 0.0000% | $1000.00           | $1010.70           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQY1622     | 2055-05-01      | 5.5000%  | 0.0000% | $1003.00           | $1016.84           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQZ2574     | 2055-08-01      | 6.0000%  | 0.0000% | $3643413.00        | $3766233.67        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDD5087     | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $1030.83           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLCB0738     | 2051-06-01      | 3.0000%  | 0.0000% | $26513.00          | $17088.77          | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLDE4115     | 2055-08-01      | 7.0000%  | 0.0000% | $1000.00           | $1065.56           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFS8874     | 2052-06-01      | 3.0000%  | 0.0000% | $5360535.00        | $4412983.28        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLCB3851     | 2052-06-01      | 4.0000%  | 0.0000% | $3357000.00        | $2442984.80        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDD3713     | 2055-03-01      | 5.5000%  | 0.0000% | $305116.00         | $304177.98         | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLFS6474     | 2051-03-01      | 2.0000%  | 0.0000% | $502526.00         | $375117.12         | Agency Mortgage-Backed Securities         |
| FNMS 01.500 CICB0314     | 2036-04-01      | 1.5000%  | 0.0000% | $325000.00         | $173712.31         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFS7503     | 2054-02-01      | 6.0000%  | 0.0000% | $286029.00         | $238792.78         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CICB6834     | 2038-06-01      | 3.5000%  | 0.0000% | $1000.00           | $739.04            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFS6544     | 2053-12-01      | 6.0000%  | 0.0000% | $1000.00           | $866.52            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLCB3755     | 2052-05-01      | 3.5000%  | 0.0000% | $1000.00           | $750.67            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDE7821     | 2055-08-01      | 6.0000%  | 0.0000% | $1004411.00        | $1032946.81        | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLCB0500     | 2051-05-01      | 2.0000%  | 0.0000% | $27705.00          | $17513.69          | Agency Mortgage-Backed Securities         |
| FNMS 03.000 I4BF0377     | 2059-04-01      | 3.0000%  | 0.0000% | $1000.00           | $390.96            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLAS8784     | 2047-02-01      | 3.0000%  | 0.0000% | $1000.00           | $209.59            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD5298     | 2054-04-01      | 6.0000%  | 0.0000% | $9965534.00        | $9174894.17        | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD3478     | 2052-04-01      | 2.5000%  | 0.0000% | $1000.00           | $743.72            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZM4707     | 2047-11-01      | 3.5000%  | 0.0000% | $453910.00         | $100807.41         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZS4739     | 2047-10-01      | 3.5000%  | 0.0000% | $1000.00           | $125.16            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8515     | 2055-03-01      | 5.5000%  | 0.0000% | $165000.00         | $158698.88         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQI4437     | 2054-05-01      | 6.0000%  | 0.0000% | $1000.00           | $942.46            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8524     | 2055-04-01      | 5.5000%  | 0.0000% | $2036000.00        | $1983730.56        | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLQB5949     | 2050-11-01      | 2.0000%  | 0.0000% | $2020520.00        | $1311186.01        | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLSD8487     | 2054-12-01      | 4.0000%  | 0.0000% | $195157.00         | $177938.81         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD8299     | 2053-02-01      | 5.0000%  | 0.0000% | $1000.00           | $829.24            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQI4079     | 2054-04-01      | 5.5000%  | 0.0000% | $6252571.00        | $5646086.40        | Agency Mortgage-Backed Securities         |
| FKAR 04.400 WNWN4115     | 2035-03-01      | 4.4000%  | 0.0000% | $14334000.00       | $14248074.03       | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLQD4390     | 2052-01-01      | 3.0000%  | 0.0000% | $727237.00         | $592846.29         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD8516     | 2055-03-01      | 6.0000%  | 0.0000% | $11315306.00       | $10679791.48       | Agency Mortgage-Backed Securities         |
| Fannie Mae               | 2055-05-25      | 5.3560%  | 0.0000% | $16595053.00       | $15928372.44       | Agency Collateralized Mortgage Obligation |
| FNMS 03.000 CLAS8483     | 2046-12-01      | 3.0000%  | 0.0000% | $1000.00           | $197.24            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLRA6416     | 2052-05-01      | 3.5000%  | 0.0000% | $20310.00          | $15073.55          | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLRA6135     | 2051-10-01      | 2.5000%  | 0.0000% | $28946836.00       | $17513372.00       | Agency Mortgage-Backed Securities         |
| Fannie Mae               | 2054-08-25      | 5.5060%  | 0.0000% | $33900000.00       | $21061672.91       | Agency Collateralized Mortgage Obligation |
| FEPC 02.500 CLRA6254     | 2051-11-01      | 2.5000%  | 0.0000% | $1000.00           | $597.28            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDA1268     | 2053-10-01      | 6.5000%  | 0.0000% | $1000.00           | $737.94            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDF0288     | 2055-09-01      | 5.5000%  | 0.0000% | $7141792.00        | $7241823.91        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBK1042     | 2048-04-01      | 4.0000%  | 0.0000% | $1000.00           | $357.12            | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLDB6357     | 2054-07-01      | 7.0000%  | 0.0000% | $1000.00           | $826.44            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDB6901     | 2054-07-01      | 6.0000%  | 0.0000% | $1000.00           | $881.80            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBK8798     | 2048-08-01      | 4.0000%  | 0.0000% | $1000.00           | $245.17            | Agency Mortgage-Backed Securities         |
| GNRA 2023-185 FA         | 2053-12-20      | 5.4888%  | 0.0000% | $131827879.00      | $51645630.39       | Agency Collateralized Mortgage Obligation |
| GNRM 2024-127 UV         | 2035-06-20      | 6.0000%  | 0.0000% | $120000.00         | $114176.74         | Agency Collateralized Mortgage Obligation |
| GNII ET DK3247 C         | 2065-05-20      | 6.5000%  | 0.0000% | $1365035.00        | $1406913.14        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQX3636     | 2055-01-01      | 6.5000%  | 0.0000% | $359000.00         | $371511.76         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRQ0034     | 2055-06-01      | 5.5000%  | 0.0000% | $9821034.00        | $9119443.04        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRJ3282     | 2055-02-01      | 6.0000%  | 0.0000% | $40608.00          | $36085.01          | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLSL1221     | 2055-04-01      | 6.5000%  | 0.0000% | $562296.00         | $519712.87         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRQ0022     | 2055-05-01      | 5.5000%  | 0.0000% | $1012843.00        | $992701.93         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CTMA3152     | 2037-10-01      | 3.5000%  | 0.0000% | $1000.00           | $123.68            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQZ1368     | 2055-07-01      | 6.0000%  | 0.0000% | $2245312.00        | $2302324.24        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSL0296     | 2055-01-01      | 5.0000%  | 0.0000% | $5567769.00        | $5388808.59        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLMA5853     | 2055-09-01      | 5.5000%  | 0.0000% | $2927030.00        | $2965873.32        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQX9168     | 2055-04-01      | 6.0000%  | 0.0000% | $4653100.00        | $4630912.73        | Agency Mortgage-Backed Securities         |
| GNII ET DL0424 C         | 2065-06-20      | 6.5000%  | 0.0000% | $1545949.00        | $1592753.72        | Agency Mortgage-Backed Securities         |
| GNII ET DL1865 C         | 2065-07-20      | 6.5000%  | 0.0000% | $830231.00         | $855337.77         | Agency Mortgage-Backed Securities         |
| GNII SF MA7987 M         | 2052-03-20      | 2.5000%  | 0.0000% | $129376.00         | $83954.24          | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLCB2400     | 2051-12-01      | 2.5000%  | 0.0000% | $1000.00           | $702.26            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFM2239     | 2048-12-01      | 3.0000%  | 0.0000% | $1000.00           | $247.54            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQZ3562     | 2055-09-01      | 5.5000%  | 0.0000% | $1044160.00        | $1064704.43        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSL1675     | 2054-11-01      | 5.5000%  | 0.0000% | $1000.00           | $1002.48           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFM2915     | 2048-11-01      | 3.0000%  | 0.0000% | $1000.00           | $264.51            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSL2693     | 2051-01-01      | 3.5000%  | 0.0000% | $1046.00           | $980.22            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFM2385     | 2048-09-01      | 3.0000%  | 0.0000% | $1000.00           | $207.59            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFS0744     | 2052-02-01      | 3.0000%  | 0.0000% | $4512.00           | $3201.14           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCA3514     | 2049-05-01      | 4.5000%  | 0.0000% | $2000.00           | $284.06            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSL0792     | 2054-09-01      | 5.0000%  | 0.0000% | $1024.00           | $950.98            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQZ3631     | 2055-09-01      | 5.0000%  | 0.0000% | $1314473.00        | $1318807.84        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFA0572     | 2055-01-01      | 5.0000%  | 0.0000% | $1024.00           | $982.59            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFM1000     | 2047-04-01      | 3.0000%  | 0.0000% | $1000.00           | $229.50            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLMA4548     | 2052-02-01      | 2.5000%  | 0.0000% | $1000.00           | $663.81            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFM8642     | 2051-09-01      | 2.5000%  | 0.0000% | $16953140.00       | $10315858.01       | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLMA4512     | 2052-01-01      | 2.5000%  | 0.0000% | $1000.00           | $653.62            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLMA4600     | 2052-05-01      | 3.5000%  | 0.0000% | $2000.00           | $1444.70           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFA2974     | 2055-07-01      | 5.5000%  | 0.0000% | $1024.00           | $1038.22           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFA2971     | 2055-05-01      | 6.0000%  | 0.0000% | $1000.00           | $1042.96           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBM5024     | 2048-11-01      | 3.0000%  | 0.0000% | $1000.00           | $174.95            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLMA3333     | 2048-04-01      | 4.0000%  | 0.0000% | $1024.00           | $104.92            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFA2799     | 2055-09-01      | 5.5000%  | 0.0000% | $1000.00           | $1015.43           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLAQ1283     | 2043-02-01      | 3.0000%  | 0.0000% | $1000.00           | $188.08            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDD4457     | 2055-04-01      | 5.0000%  | 0.0000% | $2084491.00        | $2066266.25        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAP5118     | 2042-09-01      | 3.5000%  | 0.0000% | $1008.00           | $177.17            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDE4943     | 2055-08-01      | 5.5000%  | 0.0000% | $6071721.00        | $6202023.51        | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLSD8064     | 2050-05-01      | 4.0000%  | 0.0000% | $1000.00           | $223.40            | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLSD8193     | 2052-02-01      | 2.0000%  | 0.0000% | $1000.00           | $661.45            | Agency Mortgage-Backed Securities         |
| 03.000 FGPC G08715 G     | 2046-08-01      | 3.0000%  | 0.0000% | $1000.00           | $157.37            | Agency Mortgage-Backed Securities         |
| GNII SF MB0091 M         | 2054-12-20      | 5.0000%  | 0.0000% | $10461007.00       | $10140729.55       | Agency Mortgage-Backed Securities         |
| GNII SF MB0621 M         | 2055-09-20      | 4.5000%  | 0.0000% | $844461.00         | $823560.59         | Agency Mortgage-Backed Securities         |
| GNII SF MA7988 M         | 2052-04-20      | 3.0000%  | 0.0000% | $1194591.00        | $807388.69         | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY   | 2034-08-15      | 3.8750%  | 0.0000% | $257000.00         | $254607.27         | U.S. Treasuries (including strips)        |
| FNMS 04.000 CTAK9325     | 2032-04-01      | 4.0000%  | 0.0000% | $441734.00         | $42316.76          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQJ5349     | 2054-10-01      | 5.5000%  | 0.0000% | $607364.00         | $594150.04         | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLQI6952     | 2054-05-01      | 7.0000%  | 0.0000% | $1000.00           | $913.74            | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLRA2319     | 2050-03-01      | 3.0000%  | 0.0000% | $1000.00           | $371.90            | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD4550     | 2053-10-01      | 2.5000%  | 0.0000% | $1000.00           | $754.63            | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLQH7191     | 2053-12-01      | 7.0000%  | 0.0000% | $1000.00           | $723.23            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD8002     | 2049-07-01      | 4.5000%  | 0.0000% | $1000.00           | $110.45            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD8454     | 2054-08-01      | 6.0000%  | 0.0000% | $926000.00         | $799286.02         | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CTSC0188     | 2041-09-01      | 2.0000%  | 0.0000% | $1000.00           | $589.49            | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CISB8155     | 2037-05-01      | 3.0000%  | 0.0000% | $1000.00           | $627.87            | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD5726     | 2052-07-01      | 3.0000%  | 0.0000% | $1000.00           | $801.53            | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLSD1051     | 2052-07-01      | 4.0000%  | 0.0000% | $9397871.00        | $7172818.51        | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CTSC0206     | 2041-11-01      | 2.0000%  | 0.0000% | $1000.00           | $597.92            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD4679     | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $878.55            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CISB1215     | 2039-07-01      | 6.0000%  | 0.0000% | $1000.00           | $667.25            | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLRA4215     | 2050-12-01      | 2.0000%  | 0.0000% | $1000.00           | $568.04            | Agency Mortgage-Backed Securities         |
| Freddie Mac              | 2026-08-21      | 4.2950%  | 0.0000% | $1200000.00        | $1207343.33        | Agency Debentures and Agency Strips       |
| FNMS 05.000 CLDC5723     | 2054-11-01      | 5.0000%  | 0.0000% | $178724.00         | $158651.36         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDB5228     | 2054-05-01      | 5.5000%  | 0.0000% | $1082531.00        | $1035448.51        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLMB0306     | 2055-03-01      | 5.0000%  | 0.0000% | $18358367.00       | $17523714.68       | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLAS8269     | 2046-11-01      | 3.0000%  | 0.0000% | $1000.00           | $176.10            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDB3925     | 2054-06-01      | 5.5000%  | 0.0000% | $1000.00           | $933.00            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLBU5635     | 2055-02-01      | 5.5000%  | 0.0000% | $16701855.00       | $16478933.89       | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDB6834     | 2054-07-01      | 5.0000%  | 0.0000% | $1000.00           | $890.13            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDC8821     | 2054-12-01      | 5.0000%  | 0.0000% | $7259786.00        | $6838085.13        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDE9487     | 2055-09-01      | 5.0000%  | 0.0000% | $1331816.00        | $1336208.03        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDE2209     | 2055-07-01      | 5.5000%  | 0.0000% | $69289.00          | $70070.50          | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBT1979     | 2052-02-01      | 3.0000%  | 0.0000% | $126129.00         | $101077.32         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDB6204     | 2054-07-01      | 5.5000%  | 0.0000% | $1000.00           | $1002.01           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBM5179     | 2047-07-01      | 3.0000%  | 0.0000% | $1000.00           | $237.94            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDB0758     | 2054-03-01      | 5.5000%  | 0.0000% | $1358065.00        | $1271874.36        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDE0234     | 2055-06-01      | 6.0000%  | 0.0000% | $7479502.00        | $7298697.69        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDB2744     | 2054-04-01      | 5.5000%  | 0.0000% | $695606.00         | $636163.54         | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDC0379     | 2054-08-01      | 6.5000%  | 0.0000% | $1000.00           | $999.01            | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLDD6429     | 2055-04-01      | 7.0000%  | 0.0000% | $1000.00           | $1044.37           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLBV4133     | 2052-03-01      | 2.5000%  | 0.0000% | $1000.00           | $664.88            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CTMA2523     | 2036-02-01      | 3.0000%  | 0.0000% | $1135.00           | $142.94            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFM3879     | 2050-07-01      | 2.5000%  | 0.0000% | $28780000.00       | $13172618.57       | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFA1618     | 2055-05-01      | 5.0000%  | 0.0000% | $1024.00           | $988.25            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDE9761     | 2055-09-01      | 6.5000%  | 0.0000% | $5392656.00        | $5614882.56        | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLFM7751     | 2051-05-01      | 2.0000%  | 0.0000% | $1057442.00        | $692832.33         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLMA5294     | 2054-03-01      | 5.0000%  | 0.0000% | $1000.00           | $904.54            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFA1573     | 2055-03-01      | 6.0000%  | 0.0000% | $5501977.00        | $5319251.87        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFA2972     | 2054-09-01      | 6.0000%  | 0.0000% | $1001.00           | $1029.84           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CRMA1253     | 2042-11-01      | 4.0000%  | 0.0000% | $1000.00           | $111.58            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFM3049     | 2044-04-01      | 4.0000%  | 0.0000% | $1381000.00        | $453726.68         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQY7921     | 2055-07-01      | 5.5000%  | 0.0000% | $1000.00           | $1006.49           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLMA2806     | 2046-11-01      | 3.0000%  | 0.0000% | $1000.00           | $176.52            | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLFA2940     | 2052-01-01      | 2.0000%  | 0.0000% | $1000.00           | $817.45            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLMA2771     | 2046-10-01      | 3.0000%  | 0.0000% | $1000.00           | $165.80            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFA1555     | 2055-05-01      | 6.0000%  | 0.0000% | $50000000.00       | $50857591.40       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQZ1324     | 2055-06-01      | 5.5000%  | 0.0000% | $36890.00          | $37391.79          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDB0814     | 2054-04-01      | 5.5000%  | 0.0000% | $635000.00         | $558190.86         | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLDA7568     | 2054-02-01      | 7.0000%  | 0.0000% | $1000.00           | $1045.48           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCB8658     | 2054-06-01      | 4.5000%  | 0.0000% | $20000000.00       | $19021495.30       | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB9204     | 2054-09-01      | 5.0000%  | 0.0000% | $1000.00           | $944.24            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDE1339     | 2055-06-01      | 5.5000%  | 0.0000% | $2020351.00        | $2055055.49        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFA2906     | 2052-06-01      | 3.5000%  | 0.0000% | $248019.00         | $230113.13         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFA2434     | 2055-07-01      | 5.5000%  | 0.0000% | $1006.00           | $1016.52           | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLSL2521     | 2055-01-01      | 6.5000%  | 0.0000% | $1053.00           | $1105.35           | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLRJ0524     | 2053-12-01      | 6.5000%  | 0.0000% | $1081.00           | $980.83            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRQ0041     | 2055-08-01      | 6.0000%  | 0.0000% | $1234.00           | $1241.69           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRQ0041     | 2055-08-01      | 6.0000%  | 0.0000% | $5767693.00        | $5803635.43        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSL2061     | 2055-08-01      | 5.5000%  | 0.0000% | $4076.00           | $4102.23           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRJ4300     | 2055-06-01      | 5.5000%  | 0.0000% | $2024.00           | $2036.40           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY7483     | 2055-07-01      | 6.0000%  | 0.0000% | $806907.00         | $820046.84         | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQZ1364     | 2055-08-01      | 6.5000%  | 0.0000% | $1072936.00        | $1116402.82        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQY7540     | 2055-07-01      | 5.5000%  | 0.0000% | $13307150.00       | $13406771.63       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQZ1366     | 2055-08-01      | 6.0000%  | 0.0000% | $1258043.00        | $1290109.89        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQZ1961     | 2055-09-01      | 6.5000%  | 0.0000% | $5536091.00        | $5784501.21        | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFA2494     | 2052-06-01      | 3.0000%  | 0.0000% | $1000.00           | $885.62            | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQZ3720     | 2055-09-01      | 6.5000%  | 0.0000% | $1000.00           | $1046.13           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRQ0002     | 2055-03-01      | 5.0000%  | 0.0000% | $4893423.00        | $4614965.67        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSL2816     | 2055-09-01      | 6.0000%  | 0.0000% | $109950343.00      | $112910352.83      | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLCB9547     | 2054-11-01      | 7.0000%  | 0.0000% | $195833.00         | $180487.30         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLMA5553     | 2054-12-01      | 5.5000%  | 0.0000% | $10340137.00       | $9732904.47        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLMA5614     | 2055-02-01      | 5.5000%  | 0.0000% | $5500000.00        | $5280232.36        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLMA5673     | 2055-04-01      | 5.5000%  | 0.0000% | $1530954.00        | $1494190.79        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLMA5793     | 2055-08-01      | 6.0000%  | 0.0000% | $30543362.00       | $30725629.57       | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLMA5635     | 2055-02-01      | 3.5000%  | 0.0000% | $8163998.00        | $7256875.03        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CIMA5533     | 2039-11-01      | 4.0000%  | 0.0000% | $320000.00         | $287511.97         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLMA5586     | 2055-01-01      | 5.5000%  | 0.0000% | $627602.00         | $598218.10         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLMA5700     | 2055-05-01      | 5.5000%  | 0.0000% | $2282.00           | $2237.45           | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CTMA5696     | 2045-03-01      | 7.0000%  | 0.0000% | $481775.00         | $465664.57         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLMA4730     | 2052-09-01      | 3.0000%  | 0.0000% | $1000.00           | $748.41            | Agency Mortgage-Backed Securities         |
| GNII SF MA6339 M         | 2049-12-20      | 3.5000%  | 0.0000% | $39631358.00       | $5143109.93        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQZ4138     | 2055-09-01      | 5.5000%  | 0.0000% | $1000.00           | $1017.58           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CIFA0477     | 2040-02-01      | 5.0000%  | 0.0000% | $1700000.00        | $1467771.02        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSL1516     | 2054-04-01      | 6.0000%  | 0.0000% | $2663122.00        | $2692130.13        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCB9222     | 2054-09-01      | 6.0000%  | 0.0000% | $1000.00           | $1047.46           | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CTFA2158     | 2041-10-01      | 2.0000%  | 0.0000% | $2500000.00        | $2153281.92        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CTMA5865     | 2045-09-01      | 5.5000%  | 0.0000% | $1303161.00        | $1330541.14        | Agency Mortgage-Backed Securities         |
| GNII JM MA5388 M         | 2048-07-20      | 4.0000%  | 0.0000% | $6841.00           | $182.79            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFS8961     | 2054-09-01      | 5.5000%  | 0.0000% | $60000000.00       | $57024501.23       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY1828     | 2055-05-01      | 6.0000%  | 0.0000% | $1001.00           | $1027.73           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQX4488     | 2055-02-01      | 5.5000%  | 0.0000% | $1000.00           | $960.55            | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLQH8657     | 2054-01-01      | 7.0000%  | 0.0000% | $1000.00           | $1037.79           | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLRA5057     | 2051-04-01      | 3.0000%  | 0.0000% | $67438.00          | $41879.10          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQF8506     | 2053-03-01      | 5.5000%  | 0.0000% | $1000.00           | $926.61            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQF3006     | 2052-11-01      | 5.5000%  | 0.0000% | $1000.00           | $856.68            | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLQA8490     | 2050-04-01      | 3.0000%  | 0.0000% | $1000.00           | $420.90            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAJ4077     | 2041-10-01      | 4.0000%  | 0.0000% | $3722.00           | $260.59            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDA4667     | 2054-01-01      | 6.5000%  | 0.0000% | $2297939.00        | $1559007.07        | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLQE8440     | 2052-08-01      | 4.5000%  | 0.0000% | $1000.00           | $798.39            | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLQC3597     | 2051-06-01      | 2.0000%  | 0.0000% | $1000.00           | $613.74            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD2357     | 2053-02-01      | 6.0000%  | 0.0000% | $105799.00         | $80780.77          | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD8194     | 2052-02-01      | 2.5000%  | 0.0000% | $1000.00           | $663.74            | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLZS4712     | 2047-04-01      | 3.0000%  | 0.0000% | $1000.00           | $217.38            | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD8142     | 2051-04-01      | 3.0000%  | 0.0000% | $1196056.00        | $558619.02         | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY   | 2026-01-15      | 3.8750%  | 0.0000% | $31851900.00       | $32097542.36       | U.S. Treasuries (including strips)        |
| FEPC 02.500 CLSD0612     | 2050-11-01      | 2.5000%  | 0.0000% | $132220.00         | $70106.39          | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD2570     | 2052-11-01      | 5.0000%  | 0.0000% | $1000.00           | $768.92            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD1554     | 2052-09-01      | 4.5000%  | 0.0000% | $1000.00           | $769.44            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZL4244     | 2042-11-01      | 3.5000%  | 0.0000% | $3000002.00        | $431564.14         | Agency Mortgage-Backed Securities         |
| 06.000 FGPC P20603 G     | 2034-05-01      | 6.0000%  | 0.0000% | $1187.00           | $16.91             | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD0451     | 2050-10-01      | 3.0000%  | 0.0000% | $1008.00           | $458.78            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLBA2835     | 2046-03-01      | 3.5000%  | 0.0000% | $1008.00           | $126.29            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDE8460     | 2055-09-01      | 6.0000%  | 0.0000% | $10907734.00       | $11201395.65       | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX SOBW4934     | 2053-05-01      | 5.4990%  | 0.0000% | $1278.00           | $973.49            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFA2901     | 2051-02-01      | 4.0000%  | 0.0000% | $1024.00           | $988.72            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDE9503     | 2055-09-01      | 5.5000%  | 0.0000% | $1198519.00        | $1223686.17        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB9058     | 2054-08-01      | 5.0000%  | 0.0000% | $34850558.00       | $33225328.41       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQZ3949     | 2055-09-01      | 5.5000%  | 0.0000% | $1000.00           | $1025.62           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFA2545     | 2055-08-01      | 6.0000%  | 0.0000% | $9779285.00        | $10028867.03       | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFA3017     | 2055-09-01      | 6.0000%  | 0.0000% | $120024493.00      | $123277196.77      | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLQZ0504     | 2055-08-01      | 7.0000%  | 0.0000% | $1309196.00        | $1374682.83        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQZ2041     | 2055-09-01      | 6.0000%  | 0.0000% | $1002.00           | $1039.19           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCB9731     | 2055-01-01      | 6.0000%  | 0.0000% | $1049.00           | $1030.11           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQZ1887     | 2055-08-01      | 6.0000%  | 0.0000% | $6157975.00        | $6368607.78        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFA2905     | 2051-07-01      | 3.5000%  | 0.0000% | $1024.00           | $957.79            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDE9492     | 2055-09-01      | 5.5000%  | 0.0000% | $7834912.00        | $8003053.57        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQI4035     | 2054-04-01      | 6.0000%  | 0.0000% | $971069.00         | $851830.95         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQI8201     | 2054-06-01      | 5.5000%  | 0.0000% | $6523036.00        | $5995323.18        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQI6798     | 2054-05-01      | 6.0000%  | 0.0000% | $585815.00         | $513099.76         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQI4867     | 2054-04-01      | 5.5000%  | 0.0000% | $730552.00         | $634501.48         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CTRB5369     | 2045-09-01      | 5.5000%  | 0.0000% | $5738777.00        | $5864459.41        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQI6357     | 2054-05-01      | 6.0000%  | 0.0000% | $1000.00           | $968.72            | Agency Mortgage-Backed Securities         |
| Freddie Mac              | 2054-06-25      | 5.3560%  | 0.0000% | $64294511.00       | $61852454.61       | Agency Collateralized Mortgage Obligation |
| FEPC 06.000 CLQI2950     | 2054-04-01      | 6.0000%  | 0.0000% | $2352434.00        | $2159076.50        | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLZS4693     | 2046-12-01      | 3.0000%  | 0.0000% | $1000.00           | $180.69            | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLSD8244     | 2052-09-01      | 4.0000%  | 0.0000% | $1000.00           | $789.15            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CISB8327     | 2039-09-01      | 5.0000%  | 0.0000% | $1000.00           | $773.03            | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD1701     | 2052-05-01      | 2.5000%  | 0.0000% | $1000.00           | $665.65            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD5498     | 2054-05-01      | 5.5000%  | 0.0000% | $9100724.00        | $7850634.22        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD4997     | 2053-10-01      | 5.0000%  | 0.0000% | $1000.00           | $896.72            | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLSD6284     | 2054-01-01      | 2.0000%  | 0.0000% | $1000.00           | $756.50            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQF7192     | 2053-02-01      | 5.5000%  | 0.0000% | $1000.00           | $697.72            | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLQF0925     | 2052-09-01      | 3.0000%  | 0.0000% | $897438.00         | $687407.93         | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLQE0808     | 2052-04-01      | 2.5000%  | 0.0000% | $1000.00           | $704.67            | Agency Mortgage-Backed Securities         |
| GNII JM MB0611 M         | 2055-08-20      | 6.0000%  | 0.0000% | $1586866.00        | $1606818.19        | Agency Mortgage-Backed Securities         |
| GNRM 2025-120 MJ         | 2050-10-20      | 5.0000%  | 0.0000% | $19164395.00       | $19171089.24       | Agency Collateralized Mortgage Obligation |
| GNRM 2021-097 EC         | 2051-04-20      | 1.5000%  | 0.0000% | $1770346.00        | $1062020.75        | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASURY   | 2028-09-15      | 3.3750%  | 0.0000% | $1148000.00        | $1142033.25        | U.S. Treasuries (including strips)        |
| FEPC 05.500 CLRJ4148     | 2055-05-01      | 5.5000%  | 0.0000% | $90806.00          | $88781.98          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLMA5792     | 2055-08-01      | 5.5000%  | 0.0000% | $1314.00           | $1317.46           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLMA5792     | 2055-08-01      | 5.5000%  | 0.0000% | $518188.00         | $519551.39         | Agency Mortgage-Backed Securities         |

### Security 725: MUFG SECURITIES AMERICAS INC

- **C.1 - Title:** MUFG SECURITIES AMERICAS INC 4.210000%
- **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: ARP1BDCY4, C.3 - LEI: K5HU16E3LMSVCCJJJ255, C.5 - Other ID: ARP1BDCY4
- **C.18 - Value (incl. sponsor support):** $123000000.00
- **C.18.a - Value (excl. sponsor support):** $123000000.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FEPC 06.000 CLQY4616 | 2055-06-01      | 6.0000%  | 0.0000% | $243228.00         | $248490.61         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQZ1951 | 2055-09-01      | 5.5000%  | 0.0000% | $4224984.00        | $4298650.62        | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD8271 | 2052-10-01      | 2.5000%  | 0.0000% | $455000.00         | $333302.51         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZJ0180 | 2040-07-01      | 4.5000%  | 0.0000% | $891892.00         | $24813.56          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZI6464 | 2037-08-01      | 6.0000%  | 0.0000% | $1194324.00        | $2485.49           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZI7697 | 2038-06-01      | 6.0000%  | 0.0000% | $65881.00          | $305.19            | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD8206 | 2052-04-01      | 3.0000%  | 0.0000% | $259000.00         | $182383.75         | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZJ0914 | 2040-12-01      | 4.0000%  | 0.0000% | $117826.00         | $13245.13          | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLZS4712 | 2047-04-01      | 3.0000%  | 0.0000% | $126000.00         | $27390.40          | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD1657 | 2052-02-01      | 2.5000%  | 0.0000% | $232661.00         | $159971.84         | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CIZS8567 | 2030-05-01      | 2.0000%  | 0.0000% | $1000000.00        | $104429.47         | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CISB1639 | 2035-08-01      | 2.5000%  | 0.0000% | $3221224.00        | $3133616.01        | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLSD1724 | 2052-09-01      | 4.0000%  | 0.0000% | $575000.00         | $438004.79         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD2707 | 2053-04-01      | 5.0000%  | 0.0000% | $114000.00         | $90380.00          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD5196 | 2052-06-01      | 3.5000%  | 0.0000% | $291000.00         | $233225.22         | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD0231 | 2050-01-01      | 3.0000%  | 0.0000% | $1100000.00        | $428085.44         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD3222 | 2053-04-01      | 5.0000%  | 0.0000% | $525000.00         | $396530.78         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD1882 | 2052-11-01      | 5.0000%  | 0.0000% | $27000.00          | $21031.59          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD3356 | 2053-07-01      | 6.0000%  | 0.0000% | $57576.00          | $44945.26          | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD1727 | 2052-11-01      | 5.0000%  | 0.0000% | $10000.00          | $8266.52           | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD6677 | 2048-09-01      | 3.0000%  | 0.0000% | $1207830.00        | $1000230.76        | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLZS9935 | 2047-02-01      | 3.0000%  | 0.0000% | $70000.00          | $19110.91          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQG6308 | 2053-07-01      | 6.0000%  | 0.0000% | $30000.00          | $25025.76          | Agency Mortgage-Backed Securities         |
| Freddie Mac          | 2053-10-25      | 5.7560%  | 0.0000% | $3250000.00        | $2230354.29        | Agency Collateralized Mortgage Obligation |
| FEPC 03.000 CLRA3173 | 2050-07-01      | 3.0000%  | 0.0000% | $2060000.00        | $787721.58         | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLQD9950 | 2052-04-01      | 2.0000%  | 0.0000% | $2245816.00        | $1321043.02        | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLSD2896 | 2051-10-01      | 4.0000%  | 0.0000% | $500000.00         | $355214.62         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD3171 | 2053-06-01      | 5.5000%  | 0.0000% | $100000.00         | $83484.42          | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD1015 | 2048-05-01      | 4.5000%  | 0.0000% | $114000.00         | $72766.95          | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CIZK5355 | 2028-04-01      | 2.0000%  | 0.0000% | $4620000.00        | $231629.61         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CISB8260 | 2038-10-01      | 5.0000%  | 0.0000% | $65000.00          | $42304.99          | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CISB0428 | 2031-03-01      | 4.0000%  | 0.0000% | $597636.00         | $115397.66         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD3534 | 2053-08-01      | 5.5000%  | 0.0000% | $293000.00         | $247860.99         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD8231 | 2052-07-01      | 4.5000%  | 0.0000% | $26000.00          | $20151.19          | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CIZS6481 | 2026-07-01      | 4.5000%  | 0.0000% | $983040.00         | $172.74            | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLSD2238 | 2053-02-01      | 4.0000%  | 0.0000% | $1365000.00        | $1117759.55        | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CIZS7013 | 2026-09-01      | 4.5000%  | 0.0000% | $81919.00          | $72.42             | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CISB8338 | 2039-11-01      | 4.5000%  | 0.0000% | $14000.00          | $11975.87          | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLZS4658 | 2046-04-01      | 3.0000%  | 0.0000% | $46000.00          | $6036.69           | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLZT1623 | 2047-02-01      | 3.0000%  | 0.0000% | $5000.00           | $1573.91           | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLSD8098 | 2050-10-01      | 2.0000%  | 0.0000% | $1515000.00        | $781127.36         | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLSD8150 | 2051-06-01      | 2.0000%  | 0.0000% | $495000.00         | $301046.60         | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLRA4142 | 2050-12-01      | 2.5000%  | 0.0000% | $240000.00         | $125457.01         | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLRA6388 | 2051-12-01      | 2.5000%  | 0.0000% | $298000.00         | $185323.99         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSL2691 | 2052-09-01      | 3.5000%  | 0.0000% | $2508704.00        | $2320554.82        | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZM7038 | 2048-06-01      | 4.0000%  | 0.0000% | $10544320.00       | $1884101.22        | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CISB8236 | 2038-04-01      | 3.5000%  | 0.0000% | $6000.00           | $3242.56           | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CIZK3272 | 2026-05-01      | 4.0000%  | 0.0000% | $2000.00           | $4.05              | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLSD1966 | 2052-11-01      | 4.0000%  | 0.0000% | $295000.00         | $228087.21         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLZI2697 | 2034-12-01      | 5.0000%  | 0.0000% | $700000.00         | $8483.78           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZM2662 | 2047-02-01      | 3.5000%  | 0.0000% | $21000.00          | $2273.11           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZM0697 | 2046-01-01      | 3.5000%  | 0.0000% | $43000.00          | $8411.77           | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLSD0784 | 2051-12-01      | 2.0000%  | 0.0000% | $270000.00         | $171449.82         | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD8036 | 2050-01-01      | 3.0000%  | 0.0000% | $510000.00         | $92360.53          | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CTZS9130 | 2032-01-01      | 4.5000%  | 0.0000% | $130000.00         | $11196.24          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZS0418 | 2028-06-01      | 6.0000%  | 0.0000% | $3342336.00        | $420.93            | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD3124 | 2053-04-01      | 2.5000%  | 0.0000% | $725000.00         | $530595.94         | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLSD5702 | 2054-04-01      | 6.5000%  | 0.0000% | $200000.00         | $158065.47         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CISB8170 | 2037-08-01      | 3.5000%  | 0.0000% | $17000.00          | $10566.47          | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CISB8511 | 2036-05-01      | 2.0000%  | 0.0000% | $16000.00          | $8142.89           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLZS1211 | 2036-12-01      | 5.5000%  | 0.0000% | $82000.00          | $486.59            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLZS2796 | 2038-08-01      | 5.5000%  | 0.0000% | $15090496.00       | $134147.63         | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLSD6284 | 2054-01-01      | 2.0000%  | 0.0000% | $148000.00         | $111961.62         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLQE2363 | 2052-05-01      | 3.5000%  | 0.0000% | $2000000.00        | $1490127.04        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQG8863 | 2053-08-01      | 6.0000%  | 0.0000% | $30000.00          | $22207.08          | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD0777 | 2051-11-01      | 2.5000%  | 0.0000% | $250000.00         | $158856.04         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZS4755 | 2048-02-01      | 3.5000%  | 0.0000% | $121002.00         | $14440.14          | Agency Mortgage-Backed Securities         |
| FEPC 02.500 ZLSI2047 | 2050-07-01      | 2.5000%  | 0.0000% | $37644.00          | $27112.82          | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRA7616 | 2052-07-01      | 5.0000%  | 0.0000% | $155000.00         | $116784.78         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLRA6416 | 2052-05-01      | 3.5000%  | 0.0000% | $420000.00         | $311712.99         | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLZS9474 | 2045-08-01      | 3.0000%  | 0.0000% | $435000.00         | $64125.06          | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZA4438 | 2044-02-01      | 4.0000%  | 0.0000% | $160000.00         | $18532.78          | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD4553 | 2053-09-01      | 3.0000%  | 0.0000% | $14000.00          | $10945.58          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZS4647 | 2046-01-01      | 3.5000%  | 0.0000% | $1115994.00        | $117739.61         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZT0538 | 2048-03-01      | 3.5000%  | 0.0000% | $575000.00         | $124236.06         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CTZA2464 | 2037-04-01      | 4.5000%  | 0.0000% | $494457.00         | $26985.83          | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CIZS6964 | 2026-07-01      | 4.5000%  | 0.0000% | $327680.00         | $55.99             | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CIZS6418 | 2026-09-01      | 4.5000%  | 0.0000% | $98304.00          | $77.86             | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD6098 | 2048-06-01      | 4.5000%  | 0.0000% | $1493314.00        | $1314149.75        | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLSD8006 | 2049-08-01      | 4.0000%  | 0.0000% | $324000.00         | $33450.29          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLZS1611 | 2037-10-01      | 5.5000%  | 0.0000% | $3109444.00        | $21334.69          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLZS4003 | 2041-06-01      | 5.5000%  | 0.0000% | $33000.00          | $2616.58           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLZT1821 | 2048-11-01      | 5.0000%  | 0.0000% | $349000.00         | $44977.85          | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CIZS8682 | 2033-01-01      | 3.0000%  | 0.0000% | $122000.00         | $15422.47          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD5107 | 2041-07-01      | 6.0000%  | 0.0000% | $200000.00         | $165908.19         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLZS3059 | 2038-12-01      | 5.5000%  | 0.0000% | $2000000.00        | $31481.83          | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZJ0919 | 2040-12-01      | 4.5000%  | 0.0000% | $78000.00          | $6566.74           | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CIZK3261 | 2026-05-01      | 4.0000%  | 0.0000% | $35000.00          | $71.08             | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZT0531 | 2047-04-01      | 3.5000%  | 0.0000% | $513000.00         | $121111.95         | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CIZS6365 | 2026-07-01      | 4.0000%  | 0.0000% | $4997120.00        | $3882.61           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLZT1322 | 2048-11-01      | 5.0000%  | 0.0000% | $615000.00         | $51643.98          | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CIZS7351 | 2029-01-01      | 4.0000%  | 0.0000% | $17000.00          | $91.82             | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLZI9668 | 2040-01-01      | 5.0000%  | 0.0000% | $1013000.00        | $52133.72          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZJ5596 | 2032-01-01      | 6.0000%  | 0.0000% | $475136.00         | $238.59            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRJ0194 | 2053-11-01      | 6.0000%  | 0.0000% | $955000.00         | $819444.66         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQF3223 | 2052-11-01      | 5.0000%  | 0.0000% | $87000.00          | $67807.05          | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLQF3955 | 2052-12-01      | 4.0000%  | 0.0000% | $1811496.00        | $1563512.97        | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD4175 | 2052-06-01      | 2.5000%  | 0.0000% | $1529742.00        | $1139804.09        | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLQA3570 | 2049-10-01      | 2.5000%  | 0.0000% | $25000.00          | $11038.41          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRA8413 | 2053-01-01      | 5.5000%  | 0.0000% | $300000.00         | $252570.89         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLZS1601 | 2037-07-01      | 5.5000%  | 0.0000% | $1250000.00        | $24875.12          | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CIZS6666 | 2026-06-01      | 4.5000%  | 0.0000% | $393212.00         | $42.70             | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZS3665 | 2041-10-01      | 4.5000%  | 0.0000% | $1867000.00        | $106433.34         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CIZS6561 | 2026-09-01      | 4.5000%  | 0.0000% | $262143.00         | $14.21             | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZS9495 | 2045-10-01      | 3.5000%  | 0.0000% | $279000.00         | $51554.82          | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD8234 | 2052-08-01      | 2.5000%  | 0.0000% | $2684656.00        | $1945091.45        | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLQA4673 | 2049-11-01      | 3.0000%  | 0.0000% | $16000.00          | $6798.59           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQI4902 | 2054-05-01      | 5.5000%  | 0.0000% | $2195712.00        | $2109587.29        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD3993 | 2053-09-01      | 5.5000%  | 0.0000% | $265000.00         | $226789.05         | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CIZS6210 | 2026-02-01      | 4.0000%  | 0.0000% | $196608.00         | $83.09             | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLQA6272 | 2050-01-01      | 3.0000%  | 0.0000% | $375000.00         | $91570.20          | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLZA0577 | 2029-02-01      | 6.5000%  | 0.0000% | $98304.00          | $74.58             | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZA0547 | 2028-08-01      | 6.0000%  | 0.0000% | $409600.00         | $269.59            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD3000 | 2053-06-01      | 5.5000%  | 0.0000% | $60000.00          | $48101.96          | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CIZS6911 | 2026-06-01      | 4.5000%  | 0.0000% | $524288.00         | $73.34             | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZS4730 | 2047-08-01      | 3.5000%  | 0.0000% | $250000.00         | $27285.10          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CISB1117 | 2039-04-01      | 6.0000%  | 0.0000% | $590000.00         | $432250.19         | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CIZS6447 | 2027-02-01      | 4.0000%  | 0.0000% | $505000.00         | $1324.96           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CISB8196 | 2037-12-01      | 3.5000%  | 0.0000% | $18000.00          | $11439.01          | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLRA3175 | 2050-07-01      | 3.0000%  | 0.0000% | $40000.00          | $17421.16          | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLRA7784 | 2052-08-01      | 4.5000%  | 0.0000% | $305000.00         | $235317.18         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLRA7557 | 2052-06-01      | 4.5000%  | 0.0000% | $140000.00         | $110586.42         | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLSD8155 | 2051-07-01      | 2.0000%  | 0.0000% | $26000.00          | $16028.67          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD3074 | 2053-05-01      | 5.5000%  | 0.0000% | $400000.00         | $326616.05         | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD8152 | 2051-06-01      | 3.0000%  | 0.0000% | $250000.00         | $127951.81         | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD7521 | 2050-07-01      | 2.5000%  | 0.0000% | $181000.00         | $85785.68          | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD8235 | 2052-08-01      | 3.0000%  | 0.0000% | $6000.00           | $4428.17           | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLQE5474 | 2052-07-01      | 4.0000%  | 0.0000% | $167670.00         | $130306.73         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD3072 | 2053-05-01      | 6.0000%  | 0.0000% | $870000.00         | $711806.28         | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLSD7537 | 2051-03-01      | 2.0000%  | 0.0000% | $54600000.00       | $31125367.49       | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD8419 | 2054-04-01      | 5.0000%  | 0.0000% | $1375000.00        | $1222237.67        | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLSD8121 | 2050-12-01      | 2.0000%  | 0.0000% | $714000.00         | $392411.66         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLZS1486 | 2037-06-01      | 5.5000%  | 0.0000% | $70201.00          | $800.35            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD8273 | 2052-11-01      | 3.5000%  | 0.0000% | $7000.00           | $5543.27           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD8384 | 2053-12-01      | 6.0000%  | 0.0000% | $3177224.00        | $2409707.28        | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CIZS6840 | 2026-09-01      | 4.5000%  | 0.0000% | $21000.00          | $4.52              | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZS4656 | 2046-03-01      | 4.0000%  | 0.0000% | $303000.00         | $32447.29          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8277 | 2052-12-01      | 5.5000%  | 0.0000% | $3607008.00        | $2859456.53        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLZI2203 | 2034-07-01      | 5.5000%  | 0.0000% | $425003.00         | $4841.99           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CIZS6310 | 2026-05-01      | 4.5000%  | 0.0000% | $262144.00         | $40.75             | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CIZS7734 | 2031-01-01      | 2.0000%  | 0.0000% | $585000.00         | $75297.38          | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZS4636 | 2045-10-01      | 4.5000%  | 0.0000% | $2611.00           | $358.98            | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLZL9693 | 2045-06-01      | 3.0000%  | 0.0000% | $28978.00          | $5384.35           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLZI7399 | 2038-04-01      | 5.0000%  | 0.0000% | $1726136.00        | $7385.10           | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD7550 | 2052-02-01      | 3.0000%  | 0.0000% | $89000.00          | $56863.92          | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD7313 | 2053-09-01      | 5.0000%  | 0.0000% | $2914420.00        | $2761287.28        | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD8147 | 2051-05-01      | 2.5000%  | 0.0000% | $3584836.00        | $1977957.65        | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLRA4206 | 2050-12-01      | 2.5000%  | 0.0000% | $635757.00         | $367332.06         | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CIZK3339 | 2026-06-01      | 4.0000%  | 0.0000% | $83000.00          | $363.59            | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZT0132 | 2047-05-01      | 4.0000%  | 0.0000% | $13559168.00       | $3455483.45        | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZM5416 | 2048-01-01      | 3.5000%  | 0.0000% | $1100000.00        | $160366.31         | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZS4631 | 2045-09-01      | 4.0000%  | 0.0000% | $21000.00          | $1741.98           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CTZS8807 | 2026-08-01      | 5.0000%  | 0.0000% | $180224.00         | $89.33             | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD8328 | 2053-06-01      | 4.5000%  | 0.0000% | $19000.00          | $16027.17          | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD3814 | 2053-08-01      | 5.0000%  | 0.0000% | $100000.00         | $86228.64          | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRA7937 | 2052-09-01      | 5.0000%  | 0.0000% | $635000.00         | $498813.00         | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CIQO0636 | 2037-08-01      | 3.0000%  | 0.0000% | $145913.00         | $85309.90          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZT0534 | 2047-12-01      | 3.5000%  | 0.0000% | $164000.00         | $40527.53          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZT0240 | 2048-01-01      | 3.5000%  | 0.0000% | $10000.00          | $1774.03           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZT0537 | 2048-03-01      | 3.5000%  | 0.0000% | $161000.00         | $43085.94          | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CTZA2238 | 2032-01-01      | 4.0000%  | 0.0000% | $220000.00         | $9393.45           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZS9927 | 2045-12-01      | 4.5000%  | 0.0000% | $3025000.00        | $454663.95         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZL2027 | 2041-09-01      | 4.5000%  | 0.0000% | $698000.00         | $33663.20          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZS9776 | 2046-08-01      | 3.5000%  | 0.0000% | $796000.00         | $147662.81         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZA0591 | 2029-04-01      | 6.0000%  | 0.0000% | $2555903.00        | $1957.81           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CTZT0799 | 2031-09-01      | 5.0000%  | 0.0000% | $1064960.00        | $792.13            | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLSD8374 | 2053-11-01      | 6.5000%  | 0.0000% | $200000.00         | $131908.92         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZI6910 | 2037-12-01      | 6.0000%  | 0.0000% | $22871328.00       | $72452.49          | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZM0503 | 2045-11-01      | 4.0000%  | 0.0000% | $528599.00         | $67817.24          | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQF6690 | 2053-01-01      | 6.5000%  | 0.0000% | $100000.00         | $61287.37          | Agency Mortgage-Backed Securities         |
| Freddie Mac          | 2054-06-25      | 5.7560%  | 0.0000% | $50000000.00       | $34767411.19       | Agency Collateralized Mortgage Obligation |
| FEPC 05.000 CLSD8299 | 2053-02-01      | 5.0000%  | 0.0000% | $684000.00         | $567202.87         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD8360 | 2053-09-01      | 4.5000%  | 0.0000% | $126000.00         | $110118.14         | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD7534 | 2051-02-01      | 2.5000%  | 0.0000% | $210000.00         | $110638.60         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD8269 | 2052-10-01      | 6.0000%  | 0.0000% | $60000.00          | $42134.95          | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD3609 | 2052-04-01      | 2.5000%  | 0.0000% | $5000.00           | $3706.53           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CTZA2206 | 2031-05-01      | 5.0000%  | 0.0000% | $120000.00         | $4414.74           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CTZA2143 | 2029-11-01      | 4.5000%  | 0.0000% | $400000.00         | $4537.52           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZL9979 | 2045-08-01      | 3.5000%  | 0.0000% | $24972.00          | $2530.61           | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLZS4682 | 2046-10-01      | 3.0000%  | 0.0000% | $89000.00          | $14158.31          | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZS1414 | 2037-05-01      | 4.5000%  | 0.0000% | $749998.00         | $9915.72           | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLZS4511 | 2043-03-01      | 3.0000%  | 0.0000% | $2750000.00        | $427762.94         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLZS3149 | 2040-08-01      | 5.5000%  | 0.0000% | $2442243.00        | $42506.75          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZS3015 | 2040-05-01      | 6.0000%  | 0.0000% | $2155128.00        | $26783.78          | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLZL5072 | 2043-02-01      | 3.0000%  | 0.0000% | $100000.00         | $18271.91          | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZM0401 | 2045-11-01      | 4.0000%  | 0.0000% | $801569.00         | $108756.07         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD0615 | 2051-01-01      | 4.5000%  | 0.0000% | $25000.00          | $8652.47           | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CIZS6486 | 2026-06-01      | 4.0000%  | 0.0000% | $32768.00          | $8.18              | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLZS3826 | 2039-09-01      | 6.5000%  | 0.0000% | $2200000.00        | $131885.78         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZS4336 | 2038-04-01      | 6.0000%  | 0.0000% | $592999.00         | $5932.60           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD1859 | 2052-11-01      | 5.5000%  | 0.0000% | $6000.00           | $4722.45           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLZS1168 | 2036-10-01      | 5.5000%  | 0.0000% | $1557820.00        | $7844.92           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD5096 | 2054-03-01      | 5.5000%  | 0.0000% | $395000.00         | $353649.44         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8289 | 2053-01-01      | 5.5000%  | 0.0000% | $77000.00          | $60788.59          | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CIZA2619 | 2026-04-01      | 4.0000%  | 0.0000% | $32768.00          | $20.04             | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZS4428 | 2040-10-01      | 4.5000%  | 0.0000% | $1006464.00        | $36314.37          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLZS2897 | 2039-03-01      | 5.5000%  | 0.0000% | $174278.00         | $1832.35           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLZS4167 | 2035-02-01      | 5.0000%  | 0.0000% | $70000.00          | $703.89            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZS1467 | 2037-06-01      | 6.0000%  | 0.0000% | $169801.00         | $1150.92           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZS1986 | 2038-03-01      | 6.0000%  | 0.0000% | $1055000.00        | $8488.83           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZA1152 | 2042-04-01      | 3.5000%  | 0.0000% | $208000.00         | $25239.44          | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLZA1281 | 2043-01-01      | 3.0000%  | 0.0000% | $20000.00          | $3253.89           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSL2669 | 2052-12-01      | 4.5000%  | 0.0000% | $2695868.00        | $2654828.80        | Agency Mortgage-Backed Securities         |

### Security 726: CITIGROUP GLOBAL MARKETS INC

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC 4.210000%
- **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: ARP1BDD98, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: ARP1BDD98
- **C.18 - Value (incl. sponsor support):** $202000000.00
- **C.18.a - Value (excl. sponsor support):** $202000000.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNRA 2022-009 FE | 2052-01-20      | 2.5000%  | 0.0000% | $156487629.00      | $96010411.23       | Agency Collateralized Mortgage Obligation |
| GNRM 2022-036 PL | 2051-11-20      | 2.0000%  | 0.0000% | $455004.00         | $250895.17         | Agency Collateralized Mortgage Obligation |
| GNRM 2025-136 BQ | 2051-09-20      | 4.7500%  | 0.0000% | $3501676.00        | $3493412.25        | Agency Collateralized Mortgage Obligation |
| GNRM 2025-115 LA | 2051-08-20      | 4.5000%  | 0.0000% | $170285.00         | $166352.21         | Agency Collateralized Mortgage Obligation |
| GNRM 2025-115 HE | 2051-06-20      | 5.0000%  | 0.0000% | $1000.00           | $997.52            | Agency Collateralized Mortgage Obligation |
| GNRM 2021-188 PA | 2051-10-20      | 2.0000%  | 0.0000% | $200000.00         | $94001.21          | Agency Collateralized Mortgage Obligation |
| GNRA 2025-125 JA | 2051-11-16      | 5.0000%  | 0.0000% | $1215650.00        | $1209165.01        | Agency Collateralized Mortgage Obligation |
| GNRM 2021-107 EY | 2051-06-20      | 2.0000%  | 0.0000% | $13547.00          | $7922.26           | Agency Collateralized Mortgage Obligation |
| GNRA 2021-226 FA | 2051-12-20      | 2.5000%  | 0.0000% | $10322302.00       | $6424570.89        | Agency Collateralized Mortgage Obligation |
| GNRA 2021-213 EF | 2051-12-20      | 2.5000%  | 0.0000% | $174122805.00      | $104442873.59      | Agency Collateralized Mortgage Obligation |

### Security 727: CITIGROUP GLOBAL MARKETS INC

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC 4.200000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1BDDD9, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: ARP1BDDD9
- **C.18 - Value (incl. sponsor support):** $6005000000.00
- **C.18.a - Value (excl. sponsor support):** $6005000000.00
- **C.19 - Percentage of Net Assets:** 1.5700%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2027-05-31      | 3.8750%  | 0.0000% | $59971300.00       | $60960806.48       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-15      | 3.8750%  | 0.0000% | $246347100.00      | $249999938.74      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-31      | 0.5000%  | 0.0000% | $275900.00         | $259408.85         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-15      | 3.7500%  | 0.0000% | $248283400.00      | $249999907.29      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-04-30      | 4.6250%  | 0.0000% | $237790400.00      | $249999971.61      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-31      | 0.6250%  | 0.0000% | $266653700.00      | $249999976.49      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-15      | 4.2500%  | 0.0000% | $50001000.00       | $51134205.81       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-02-15      | 2.7500%  | 0.0000% | $11444900.00       | $11257690.05       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-15      | 3.8750%  | 0.0000% | $15600.00          | $15957.44          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-02-29      | 1.1250%  | 0.0000% | $110899100.00      | $104682242.84      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 2.7500%  | 0.0000% | $250587700.00      | $249999927.50      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-30      | 3.5000%  | 0.0000% | $230130800.00      | $232846948.68      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-15      | 0.5000%  | 0.0000% | $71723600.00       | $92904019.53       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-15      | 1.6250%  | 0.0000% | $251834900.00      | $249999967.96      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-03-15      | 3.8750%  | 0.0000% | $248012000.00      | $249999980.61      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-06-15      | 4.6250%  | 0.0000% | $242818500.00      | $249999899.63      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-09-15      | 3.3750%  | 0.0000% | $247060700.00      | $246324330.89      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-30      | 4.3750%  | 0.0000% | $241205500.00      | $249999932.85      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-31      | 4.3750%  | 0.0000% | $88122600.00       | $90250028.58       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-15      | 2.2500%  | 0.0000% | $158790000.00      | $155712887.99      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-09-30      | 0.3750%  | 0.0000% | $300.00            | $281.45            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-15      | 1.7500%  | 0.0000% | $125001200.00      | $196563461.22      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-15      | 4.3750%  | 0.0000% | $244663800.00      | $249999969.35      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-03-31      | 1.2500%  | 0.0000% | $1289800.00        | $1217575.07        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-30      | 3.8750%  | 0.0000% | $104438200.00      | $106338522.71      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-06-30      | 1.2500%  | 0.0000% | $6082000.00        | $5726671.31        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-03-31      | 2.5000%  | 0.0000% | $171986500.00      | $169097298.79      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-30      | 0.6250%  | 0.0000% | $8285900.00        | $7793761.73        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-15      | 0.7500%  | 0.0000% | $44396500.00       | $56927665.05       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-09-30      | 4.1250%  | 0.0000% | $61961700.00       | $62560311.98       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-31      | 3.8750%  | 0.0000% | $246250400.00      | $249999931.72      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-15      | 3.6250%  | 0.0000% | $99999400.00       | $215695005.72      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-15      | 3.6250%  | 0.0000% | $248750600.00      | $249944913.82      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-31      | 3.6250%  | 0.0000% | $249220900.00      | $249998505.10      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-31      | 3.8750%  | 0.0000% | $247358100.00      | $249999942.39      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-06-30      | 3.7500%  | 0.0000% | $247204100.00      | $249999978.37      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-03-31      | 3.8750%  | 0.0000% | $249217900.00      | $249999945.77      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-31      | 1.2500%  | 0.0000% | $7206300.00        | $6804928.31        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-31      | 2.6250%  | 0.0000% | $251959400.00      | $249999911.75      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-15      | 6.1250%  | 0.0000% | $77700.00          | $83418.16          | U.S. Treasuries (including strips) |

### Security 728: BANCO BILBAO VIZCAYA ARGENTARIA SA

- **C.1 - Title:** BANCO BILBAO VIZCAYA ARGENTARIA SA 4.180000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1BDE22, C.3 - LEI: K8MS7FD7N5Z2WQ51AZ71, C.5 - Other ID: ARP1BDE22
- **C.18 - Value (incl. sponsor support):** $335000000.00
- **C.18.a - Value (excl. sponsor support):** $335000000.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2025-10-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2026-03-31      | 4.5000%  | 0.0000% | $100.00            | $100.30            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-08-15      | 4.3750%  | 0.0000% | $1000.00           | $971.88            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-11-15      | 4.2500%  | 0.0000% | $14257800.00       | $14661944.47       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-15      | 2.6250%  | 0.0000% | $10000000.00       | $9713222.50        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2037-02-15      | 4.7500%  | 0.0000% | $5000000.00        | $5283697.50        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-05-15      | 2.8750%  | 0.0000% | $15200.00          | $12079.06          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-05-15      | 2.8750%  | 0.0000% | $300.00            | $217.83            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-04-15      | 1.6250%  | 0.0000% | $1503800.00        | $1561275.11        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-09-15      | 3.3750%  | 0.0000% | $100.00            | $99.48             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-02-15      | 2.1250%  | 0.0000% | $9096300.00        | $13741521.80       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-02-15      | 1.8750%  | 0.0000% | $99999400.00       | $89026640.84       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-02-15      | 2.1250%  | 0.0000% | $90962100.00       | $88825091.52       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-15      | 0.5000%  | 0.0000% | $19972000.00       | $25869854.25       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-05-15      | 4.7500%  | 0.0000% | $571000.00         | $584401.66         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-05-31      | 4.1250%  | 0.0000% | $249900.00         | $256757.51         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-05-31      | 4.0000%  | 0.0000% | $89855100.00       | $92162159.61       | U.S. Treasuries (including strips) |

### Security 729: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 4.210000%
- **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: ARP1BDER7, C.3 - LEI: B4TYDEB6GKMZO031MB27, C.5 - Other ID: ARP1BDER7
- **C.18 - Value (incl. sponsor support):** $203000000.00
- **C.18.a - Value (excl. sponsor support):** $203000000.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FNMS 03.000 CLCA4740 | 2049-12-01      | 3.0000%  | 0.0000% | $199984855.00      | $61238549.21       | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLCA0691 | 2047-11-01      | 3.5000%  | 0.0000% | $456079774.00      | $60607787.87       | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLAS7231 | 2046-05-01      | 3.0000%  | 0.0000% | $407803026.00      | $60087491.70       | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLAS8106 | 2046-10-01      | 3.0000%  | 0.0000% | $75661708.00       | $20822219.91       | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLCA5514 | 2050-04-01      | 2.5000%  | 0.0000% | $15332015.00       | $6084177.17        | Agency Mortgage-Backed Securities         |
| FNRM CL003JA R21F003 | 2051-02-25      | 1.2500%  | 0.0000% | $488153.00         | $249774.39         | Agency Collateralized Mortgage Obligation |

### Security 730: DEUTSCHE BANK AG (NEW YORK BRANCH)

- **C.1 - Title:** DEUTSCHE BANK AG (NEW YORK BRANCH) 4.200000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1BDET3, C.3 - LEI: 7LTWFZYICNSX8D621K86, C.5 - Other ID: ARP1BDET3
- **C.18 - Value (incl. sponsor support):** $915000000.00
- **C.18.a - Value (excl. sponsor support):** $915000000.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2029-08-15      | 6.1250%  | 0.0000% | $5000.00           | $5472.96           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-15      | 5.5000%  | 0.0000% | $5000.00           | $5290.23           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-02-15      | 4.7500%  | 0.0000% | $30000000.00       | $31007715.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-02-15      | 4.6250%  | 0.0000% | $2000000.00        | $2049018.50        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-02-15      | 3.6250%  | 0.0000% | $100000000.00      | $87386625.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-08-15      | 2.8750%  | 0.0000% | $100.00            | $76.47             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-11-15      | 3.0000%  | 0.0000% | $6000.00           | $4719.01           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-05-15      | 3.3750%  | 0.0000% | $4000.00           | $3394.13           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-02-15      | 4.6250%  | 0.0000% | $26000000.00       | $25805032.50       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-01-31      | 4.0000%  | 0.0000% | $245797200.00      | $249999947.45      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-02-15      | 3.0000%  | 0.0000% | $3900.00           | $2997.83           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-02-28      | 4.2500%  | 0.0000% | $219046800.00      | $224751457.50      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-08-15      | 4.7500%  | 0.0000% | $5000000.00        | $5065997.50        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-11-15      | 3.3750%  | 0.0000% | $1100.00           | $899.99            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-05-15      | 4.6250%  | 0.0000% | $50050000.00       | $50214351.69       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-11-15      | 4.0000%  | 0.0000% | $14493500.00       | $13090543.69       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-08-15      | 2.2500%  | 0.0000% | $600.00            | $402.68            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-05-15      | 3.1250%  | 0.0000% | $200.00            | $156.97            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-02-15      | 3.0000%  | 0.0000% | $7100.00           | $5357.90           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-08-15      | 2.2500%  | 0.0000% | $2000.00           | $1286.29           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-05-15      | 4.6250%  | 0.0000% | $40300000.00       | $40789433.42       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-02-15      | 2.5000%  | 0.0000% | $31000000.00       | $22333237.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-05-15      | 2.8750%  | 0.0000% | $4300.00           | $3193.37           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-02-15      | 2.5000%  | 0.0000% | $36400.00          | $25846.84          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-02-15      | 4.2500%  | 0.0000% | $400.00            | $372.88            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-15      | 5.2500%  | 0.0000% | $5000.00           | $5294.05           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-11-15      | 1.6250%  | 0.0000% | $5100.00           | $2778.67           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-15      | 6.1250%  | 0.0000% | $1200.00           | $1287.58           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-03-31      | 4.1250%  | 0.0000% | $172625600.00      | $174959498.11      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-11-15      | 2.3750%  | 0.0000% | $8839600.00        | $5881889.73        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-15      | 5.2500%  | 0.0000% | $5000.00           | $5329.38           | U.S. Treasuries (including strips) |

### Security 731: MIZUHO SECURITIES USA LLC

- **C.1 - Title:** MIZUHO SECURITIES USA LLC 4.210000%
- **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: ARP1BDEV8, C.3 - LEI: 7TK5RJIZDFROZCA6XF66, C.5 - Other ID: ARP1BDEV8
- **C.18 - Value (incl. sponsor support):** $1058000000.00
- **C.18.a - Value (excl. sponsor support):** $1058000000.00
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FEPC 02.000 CLSD7528 | 2050-11-01      | 2.0000%  | 0.0000% | $118852.00         | $62564.90          | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLSD8237 | 2052-08-01      | 4.0000%  | 0.0000% | $5000.00           | $3909.08           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZL3538 | 2042-08-01      | 3.5000%  | 0.0000% | $1100.00           | $98.96             | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLZI7346 | 2038-04-01      | 5.5000%  | 0.0000% | $12393.00          | $84.02             | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLSD8286 | 2053-01-01      | 4.0000%  | 0.0000% | $21319.00          | $17226.66          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLZS2254 | 2038-08-01      | 5.5000%  | 0.0000% | $1000.00           | $7.79              | Agency Mortgage-Backed Securities         |
| GNII SF 003187 M     | 2032-01-20      | 6.0000%  | 0.0000% | $350868.00         | $993.38            | Agency Mortgage-Backed Securities         |
| GNMI SF 642030 X     | 2036-06-15      | 6.5000%  | 0.0000% | $250000.00         | $4299.53           | Agency Mortgage-Backed Securities         |
| GNII SF 003819 M     | 2036-02-20      | 5.5000%  | 0.0000% | $25000.00          | $325.41            | Agency Mortgage-Backed Securities         |
| GNII SF 002457 M     | 2027-07-20      | 7.5000%  | 0.0000% | $275000.00         | $93.08             | Agency Mortgage-Backed Securities         |
| GNII SF MA7595 M     | 2048-11-20      | 5.5000%  | 0.0000% | $800000.00         | $334865.46         | Agency Mortgage-Backed Securities         |
| GNII SP 783158 M     | 2040-08-20      | 5.0000%  | 0.0000% | $300000.00         | $11170.22          | Agency Mortgage-Backed Securities         |
| GNII SF 003555 M     | 2034-05-20      | 5.0000%  | 0.0000% | $35000.00          | $548.21            | Agency Mortgage-Backed Securities         |
| GNII SF 002536 M     | 2028-01-20      | 7.5000%  | 0.0000% | $40000.00          | $12.16             | Agency Mortgage-Backed Securities         |
| GNMI SP 782025 X     | 2035-12-15      | 6.5000%  | 0.0000% | $1000000.00        | $15558.17          | Agency Mortgage-Backed Securities         |
| GNII SF DL8971 C     | 2055-08-20      | 5.5000%  | 0.0000% | $1091253.00        | $1110502.29        | Agency Mortgage-Backed Securities         |
| GNII SF DM1030 C     | 2055-08-20      | 6.0000%  | 0.0000% | $26531686.00       | $27430517.46       | Agency Mortgage-Backed Securities         |
| GNII SF 004578 M     | 2039-11-20      | 5.0000%  | 0.0000% | $805000.00         | $25365.12          | Agency Mortgage-Backed Securities         |
| GNII SF 004855 M     | 2040-11-20      | 5.0000%  | 0.0000% | $500000.00         | $22332.77          | Agency Mortgage-Backed Securities         |
| GNII SF 004040 M     | 2037-10-20      | 6.5000%  | 0.0000% | $1977202.00        | $21906.95          | Agency Mortgage-Backed Securities         |
| GNII SF 004195 M     | 2038-07-20      | 6.0000%  | 0.0000% | $795986.00         | $9472.06           | Agency Mortgage-Backed Securities         |
| GNII SF DH0383 C     | 2055-02-20      | 6.5000%  | 0.0000% | $983119.00         | $1020388.91        | Agency Mortgage-Backed Securities         |
| GNII SF 005056 M     | 2041-05-20      | 5.0000%  | 0.0000% | $201000.00         | $7039.99           | Agency Mortgage-Backed Securities         |
| GNII SF DI5748 C     | 2055-04-20      | 6.5000%  | 0.0000% | $1567642.00        | $1629432.96        | Agency Mortgage-Backed Securities         |
| GNII SF 003415 M     | 2033-07-20      | 5.5000%  | 0.0000% | $25000.00          | $258.09            | Agency Mortgage-Backed Securities         |
| GNII SF DL5922 C     | 2055-08-20      | 6.0000%  | 0.0000% | $539070.00         | $557850.62         | Agency Mortgage-Backed Securities         |
| GNMI SF 686877 X     | 2038-06-15      | 6.0000%  | 0.0000% | $170548.00         | $5608.42           | Agency Mortgage-Backed Securities         |
| GNII SF 005283 M     | 2041-12-20      | 6.0000%  | 0.0000% | $367502.00         | $10489.05          | Agency Mortgage-Backed Securities         |
| GNII SF BO3334 C     | 2049-06-20      | 4.5000%  | 0.0000% | $3985713.00        | $407393.03         | Agency Mortgage-Backed Securities         |
| GNII SF 005258 M     | 2041-12-20      | 3.5000%  | 0.0000% | $18000.00          | $1313.15           | Agency Mortgage-Backed Securities         |
| GNII SF DK7497 C     | 2055-08-20      | 6.0000%  | 0.0000% | $6825940.00        | $7086115.89        | Agency Mortgage-Backed Securities         |
| GNII SF 004802 M     | 2040-09-20      | 5.0000%  | 0.0000% | $800000.00         | $32641.83          | Agency Mortgage-Backed Securities         |
| GNII SF BI3299 C     | 2048-09-20      | 4.5000%  | 0.0000% | $1000000.00        | $156636.63         | Agency Mortgage-Backed Securities         |
| GNII SF DF4497 C     | 2054-11-20      | 5.5000%  | 0.0000% | $1337148.00        | $1350091.74        | Agency Mortgage-Backed Securities         |
| GNII SF AS9258 C     | 2046-07-20      | 3.0000%  | 0.0000% | $25000.00          | $6077.36           | Agency Mortgage-Backed Securities         |
| GNII SP 787356 C     | 2052-03-20      | 2.5000%  | 0.0000% | $160000.00         | $120764.03         | Agency Mortgage-Backed Securities         |
| GNII SF 003556 M     | 2034-05-20      | 5.5000%  | 0.0000% | $25000.00          | $357.35            | Agency Mortgage-Backed Securities         |
| GNII SF MA6824 M     | 2050-04-20      | 5.0000%  | 0.0000% | $135000.00         | $27002.35          | Agency Mortgage-Backed Securities         |
| GNII SF MA7589 M     | 2051-09-20      | 2.5000%  | 0.0000% | $25744.00          | $15401.55          | Agency Mortgage-Backed Securities         |
| GNII SF MA7367 M     | 2051-05-20      | 2.5000%  | 0.0000% | $2784640.00        | $1477761.38        | Agency Mortgage-Backed Securities         |
| GNMI SP 784071 X     | 2041-06-15      | 6.0000%  | 0.0000% | $269816.00         | $45467.97          | Agency Mortgage-Backed Securities         |
| GNII SF MA7649 M     | 2051-10-20      | 2.5000%  | 0.0000% | $4503500.00        | $2758959.15        | Agency Mortgage-Backed Securities         |
| GNMI SF 579210 X     | 2032-03-15      | 6.5000%  | 0.0000% | $150000.00         | $524.65            | Agency Mortgage-Backed Securities         |
| GNMI SP 785255 X     | 2050-03-15      | 3.5000%  | 0.0000% | $5679940.00        | $809133.26         | Agency Mortgage-Backed Securities         |
| GNII SF 004772 M     | 2040-08-20      | 5.0000%  | 0.0000% | $1940000.00        | $77382.01          | Agency Mortgage-Backed Securities         |
| GNII SF DL2595 C     | 2055-08-20      | 6.0000%  | 0.0000% | $773501.00         | $799601.91         | Agency Mortgage-Backed Securities         |
| GNMI SF BC1180 X     | 2047-08-15      | 4.0000%  | 0.0000% | $47740.00          | $4857.40           | Agency Mortgage-Backed Securities         |
| GNII SF 004715 M     | 2040-06-20      | 5.0000%  | 0.0000% | $450000.00         | $16354.10          | Agency Mortgage-Backed Securities         |
| GNII SF DL4682 C     | 2055-08-20      | 6.0000%  | 0.0000% | $2115797.00        | $2176322.78        | Agency Mortgage-Backed Securities         |
| GNII SF 004747 M     | 2040-07-20      | 5.0000%  | 0.0000% | $3150000.00        | $106804.66         | Agency Mortgage-Backed Securities         |
| GNMI SF BA7937 X     | 2047-06-15      | 4.0000%  | 0.0000% | $71978.00          | $9286.84           | Agency Mortgage-Backed Securities         |
| GNII SF 004618 M     | 2040-01-20      | 5.0000%  | 0.0000% | $2430000.00        | $85644.77          | Agency Mortgage-Backed Securities         |
| GNII SF DJ8876 C     | 2055-05-20      | 5.5000%  | 0.0000% | $254101.00         | $257741.77         | Agency Mortgage-Backed Securities         |
| GNMI SF BB7229 X     | 2047-09-15      | 5.0000%  | 0.0000% | $12676.00          | $160.16            | Agency Mortgage-Backed Securities         |
| GNMI SF 608223 X     | 2033-07-15      | 5.0000%  | 0.0000% | $80000.00          | $601.20            | Agency Mortgage-Backed Securities         |
| GNII SF 004541 M     | 2039-09-20      | 5.0000%  | 0.0000% | $18257.00          | $476.12            | Agency Mortgage-Backed Securities         |
| GNII SF 004945 M     | 2041-02-20      | 4.0000%  | 0.0000% | $3406842.00        | $178452.40         | Agency Mortgage-Backed Securities         |
| GNMI SF BJ2873 X     | 2048-11-15      | 5.5000%  | 0.0000% | $508192.00         | $60841.61          | Agency Mortgage-Backed Securities         |
| GNII SF MA6712 M     | 2050-06-20      | 4.0000%  | 0.0000% | $105000.00         | $24959.69          | Agency Mortgage-Backed Securities         |
| GNII SF MA5593 M     | 2048-04-20      | 3.0000%  | 0.0000% | $309846.00         | $62508.93          | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLSL2293 | 2055-08-01      | 6.5000%  | 0.0000% | $1024.00           | $1078.64           | Agency Mortgage-Backed Securities         |
| GNII SF MA5935 M     | 2049-05-20      | 6.0000%  | 0.0000% | $35000.00          | $4290.63           | Agency Mortgage-Backed Securities         |
| GNII SF MA5597 M     | 2048-11-20      | 5.0000%  | 0.0000% | $7523851.00        | $462339.07         | Agency Mortgage-Backed Securities         |
| GNII SF DJ3111 C     | 2055-08-20      | 5.5000%  | 0.0000% | $3577816.00        | $3657032.41        | Agency Mortgage-Backed Securities         |
| GNII SF MA5879 M     | 2049-03-20      | 5.5000%  | 0.0000% | $3800000.00        | $350135.30         | Agency Mortgage-Backed Securities         |
| GNII SF MA7142 M     | 2051-01-20      | 5.5000%  | 0.0000% | $45000.00          | $12689.95          | Agency Mortgage-Backed Securities         |
| GNII SF MA4653 M     | 2047-08-20      | 4.0000%  | 0.0000% | $440000.00         | $48230.34          | Agency Mortgage-Backed Securities         |
| GNII SF MA5712 M     | 2049-01-20      | 5.0000%  | 0.0000% | $4300000.00        | $259978.18         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQZ4689 | 2055-10-01      | 5.5000%  | 0.0000% | $1024.00           | $1042.46           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQY4013 | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $941.00            | Agency Mortgage-Backed Securities         |
| GNII SF MA5711 M     | 2049-01-20      | 4.5000%  | 0.0000% | $14320056.00       | $944496.79         | Agency Mortgage-Backed Securities         |
| GNII SF MA4900 M     | 2047-12-20      | 3.5000%  | 0.0000% | $6420000.00        | $805710.99         | Agency Mortgage-Backed Securities         |
| GNII SF CC3963 C     | 2051-09-20      | 2.0000%  | 0.0000% | $1875000.00        | $1083106.87        | Agency Mortgage-Backed Securities         |
| GNII SF MA4585 M     | 2047-07-20      | 3.0000%  | 0.0000% | $1781887.00        | $237588.51         | Agency Mortgage-Backed Securities         |
| GNII SF MA5019 M     | 2048-02-20      | 3.5000%  | 0.0000% | $400000.00         | $50098.60          | Agency Mortgage-Backed Securities         |
| GNII SF MA5466 M     | 2048-09-20      | 4.0000%  | 0.0000% | $800000.00         | $75932.70          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY5346 | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $847.67            | Agency Mortgage-Backed Securities         |
| GNII SF MA5194 M     | 2048-04-20      | 5.0000%  | 0.0000% | $600000.00         | $45730.26          | Agency Mortgage-Backed Securities         |
| GNII SF BZ6343 C     | 2050-11-20      | 2.0000%  | 0.0000% | $150000.00         | $77489.12          | Agency Mortgage-Backed Securities         |
| GNII SF MA4654 M     | 2047-08-20      | 4.5000%  | 0.0000% | $705680.00         | $63010.82          | Agency Mortgage-Backed Securities         |
| GNII SF MA5398 M     | 2048-08-20      | 4.0000%  | 0.0000% | $1300000.00        | $123435.33         | Agency Mortgage-Backed Securities         |
| GNII SF MA4320 M     | 2047-01-20      | 3.0000%  | 0.0000% | $10000000.00       | $1472353.83        | Agency Mortgage-Backed Securities         |
| GNII SF MA4509 M     | 2046-12-20      | 3.0000%  | 0.0000% | $7195000.00        | $998585.18         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY6971 | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $1027.21           | Agency Mortgage-Backed Securities         |
| GNII SF MA4589 M     | 2047-06-20      | 5.0000%  | 0.0000% | $810141.00         | $76420.14          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CIQO2428 | 2039-08-01      | 6.0000%  | 0.0000% | $62296.00          | $31999.04          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CIQO3065 | 2040-02-01      | 5.5000%  | 0.0000% | $2055.00           | $2050.10           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 3PQU8093 | 2052-08-01      | 4.5000%  | 0.0000% | $22534.00          | $20633.23          | Agency Mortgage-Backed Securities         |
| Freddie Mac          | 2036-01-25      | 5.5000%  | 0.0000% | $29724125.00       | $29337452.88       | Agency Collateralized Mortgage Obligation |
| FEPC 04.500 CLQH7895 | 2054-01-01      | 4.5000%  | 0.0000% | $12523.00          | $11921.16          | Agency Mortgage-Backed Securities         |
| Freddie Mac          | 2050-12-25      | 5.5000%  | 0.0000% | $41927084.00       | $42236772.00       | Agency Collateralized Mortgage Obligation |
| FEPC 04.500 3PQU8088 | 2052-06-01      | 4.5000%  | 0.0000% | $33972.00          | $31098.57          | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLQD6951 | 2052-02-01      | 2.0000%  | 0.0000% | $2570.00           | $1802.29           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLRA6910 | 2052-03-01      | 3.5000%  | 0.0000% | $60000.00          | $40747.32          | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD1098 | 2052-01-01      | 2.5000%  | 0.0000% | $1000.00           | $673.43            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 3PZA3213 | 2046-07-01      | 3.5000%  | 0.0000% | $4255.00           | $291.18            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 3VZN0614 | 2043-02-01      | 3.5000%  | 0.0000% | $200000.00         | $24081.25          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 3PZA3208 | 2046-04-01      | 3.5000%  | 0.0000% | $459644.00         | $37489.72          | Agency Mortgage-Backed Securities         |
| FEPC 01.500 CISB8122 | 2036-10-01      | 1.5000%  | 0.0000% | $1000.00           | $572.15            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 3VZN0628 | 2043-02-01      | 3.5000%  | 0.0000% | $200000.00         | $14074.53          | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLZJ5163 | 2031-07-01      | 7.0000%  | 0.0000% | $573774.00         | $1555.99           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZI7350 | 2038-04-01      | 4.5000%  | 0.0000% | $36593.00          | $135.62            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD2254 | 2052-07-01      | 3.5000%  | 0.0000% | $1366.00           | $1058.73           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD8175 | 2051-10-01      | 3.5000%  | 0.0000% | $109000.00         | $57108.39          | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD8173 | 2051-10-01      | 2.5000%  | 0.0000% | $47000.00          | $29200.46          | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD0496 | 2047-02-01      | 3.0000%  | 0.0000% | $55040.00          | $25356.55          | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD8044 | 2050-02-01      | 3.0000%  | 0.0000% | $11000.00          | $2034.37           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 3VZT1159 | 2044-02-01      | 3.5000%  | 0.0000% | $474167.00         | $79103.74          | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CISB8512 | 2036-05-01      | 2.0000%  | 0.0000% | $10000.00          | $5192.33           | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CISB0651 | 2037-04-01      | 3.0000%  | 0.0000% | $1000.00           | $569.25            | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CISB0870 | 2037-07-01      | 2.0000%  | 0.0000% | $23573.00          | $16692.56          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CISB8266 | 2038-11-01      | 5.5000%  | 0.0000% | $3000.00           | $1836.78           | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CISB8085 | 2035-12-01      | 2.5000%  | 0.0000% | $13000.00          | $4351.70           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CISB8260 | 2038-10-01      | 5.0000%  | 0.0000% | $4028.00           | $2621.61           | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLSD1896 | 2052-11-01      | 4.0000%  | 0.0000% | $1054.00           | $777.00            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLZT1859 | 2049-03-01      | 5.0000%  | 0.0000% | $421000.00         | $84047.09          | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD1011 | 2052-04-01      | 2.5000%  | 0.0000% | $22707.00          | $15401.98          | Agency Mortgage-Backed Securities         |
| FEPC 01.500 CISB8136 | 2037-01-01      | 1.5000%  | 0.0000% | $30979.00          | $18652.26          | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLZS9822 | 2046-09-01      | 3.0000%  | 0.0000% | $166488.00         | $37560.10          | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CIZS6837 | 2026-09-01      | 4.5000%  | 0.0000% | $3000.00           | $5.19              | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CIZS8646 | 2032-03-01      | 3.0000%  | 0.0000% | $24930.00          | $2982.64           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSL0503 | 2050-03-01      | 3.5000%  | 0.0000% | $48507.00          | $42616.84          | Agency Mortgage-Backed Securities         |
| GNII SF MA6042 M     | 2049-06-20      | 5.0000%  | 0.0000% | $21309.00          | $1972.01           | Agency Mortgage-Backed Securities         |
| GNII SF MA6338 M     | 2049-12-20      | 3.0000%  | 0.0000% | $2000.00           | $347.92            | Agency Mortgage-Backed Securities         |
| GNII SF MA4777 M     | 2047-10-20      | 3.0000%  | 0.0000% | $15743875.00       | $2139673.32        | Agency Mortgage-Backed Securities         |
| GNII SF MA9907 M     | 2054-09-20      | 6.0000%  | 0.0000% | $8654096.00        | $7290611.68        | Agency Mortgage-Backed Securities         |
| GNII SF MA5989 M     | 2049-06-20      | 5.5000%  | 0.0000% | $37000.00          | $3966.49           | Agency Mortgage-Backed Securities         |
| GNII SF MA5400 M     | 2048-08-20      | 5.0000%  | 0.0000% | $711806.00         | $49290.85          | Agency Mortgage-Backed Securities         |
| GNII SF MA6089 M     | 2049-07-20      | 3.0000%  | 0.0000% | $1000007.00        | $136911.34         | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQZ4720 | 2055-10-01      | 6.5000%  | 0.0000% | $1008.00           | $1062.32           | Agency Mortgage-Backed Securities         |
| GNII SF MA4899 M     | 2047-12-20      | 3.0000%  | 0.0000% | $5439464.00        | $769614.65         | Agency Mortgage-Backed Securities         |
| GNII SF MA4262 M     | 2047-02-20      | 3.5000%  | 0.0000% | $1197000.00        | $147039.49         | Agency Mortgage-Backed Securities         |
| GNII SF DK1834 C     | 2055-08-20      | 6.0000%  | 0.0000% | $1627500.00        | $1678991.85        | Agency Mortgage-Backed Securities         |
| GNMI SF AD8777 X     | 2043-03-15      | 2.5000%  | 0.0000% | $45068.00          | $6343.74           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQY5326 | 2055-05-01      | 5.0000%  | 0.0000% | $1000.00           | $999.80            | Agency Mortgage-Backed Securities         |
| GNII SF CZ0784 C     | 2054-01-20      | 7.0000%  | 0.0000% | $4327364.00        | $1966597.42        | Agency Mortgage-Backed Securities         |
| GNII SF 003199 M     | 2032-02-20      | 5.5000%  | 0.0000% | $8288883.00        | $40631.51          | Agency Mortgage-Backed Securities         |
| GNMI SF 592498 X     | 2033-03-15      | 6.0000%  | 0.0000% | $225000.00         | $1888.71           | Agency Mortgage-Backed Securities         |
| GNII SF AF0141 C     | 2043-02-20      | 4.0000%  | 0.0000% | $475000.00         | $38261.45          | Agency Mortgage-Backed Securities         |
| GNII SF MA2898 M     | 2038-08-20      | 6.5000%  | 0.0000% | $1000000.00        | $93750.10          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQX0911 | 2054-12-01      | 6.0000%  | 0.0000% | $11516.00          | $9835.13           | Agency Mortgage-Backed Securities         |
| GNII SF AD1712 C     | 2043-02-20      | 3.0000%  | 0.0000% | $3058244.00        | $476446.87         | Agency Mortgage-Backed Securities         |
| GNII SF AJ4687 C     | 2044-08-20      | 4.0000%  | 0.0000% | $70653.00          | $19741.05          | Agency Mortgage-Backed Securities         |
| GNII SF CC1768 C     | 2051-08-20      | 2.0000%  | 0.0000% | $1452000.00        | $717621.61         | Agency Mortgage-Backed Securities         |
| GNII SF MA0021 M     | 2042-04-20      | 3.0000%  | 0.0000% | $53000.00          | $4411.34           | Agency Mortgage-Backed Securities         |
| GNMI SF BE6179 X     | 2047-12-15      | 4.0000%  | 0.0000% | $29851.00          | $6629.09           | Agency Mortgage-Backed Securities         |
| GNII SF DJ1411 C     | 2055-08-20      | 6.0000%  | 0.0000% | $545804.00         | $567992.87         | Agency Mortgage-Backed Securities         |
| GNMI SF CL4956 X     | 2052-03-15      | 3.5000%  | 0.0000% | $327567.00         | $86558.19          | Agency Mortgage-Backed Securities         |
| GNII SF DJ2654 C     | 2055-08-20      | 6.0000%  | 0.0000% | $506682.00         | $528258.21         | Agency Mortgage-Backed Securities         |
| GNII SF MA3666 M     | 2046-05-20      | 5.0000%  | 0.0000% | $10000000.00       | $895058.01         | Agency Mortgage-Backed Securities         |
| GNII SF MA9905 M     | 2054-09-20      | 5.0000%  | 0.0000% | $46211.00          | $44069.71          | Agency Mortgage-Backed Securities         |
| GNII SF MA4126 M     | 2046-11-20      | 3.0000%  | 0.0000% | $4540000.00        | $632176.23         | Agency Mortgage-Backed Securities         |
| GNII SF MA4261 M     | 2047-02-20      | 3.0000%  | 0.0000% | $13545159.00       | $2092444.65        | Agency Mortgage-Backed Securities         |
| GNMI SF CH0095 X     | 2051-09-15      | 3.5000%  | 0.0000% | $1010769.00        | $684897.10         | Agency Mortgage-Backed Securities         |
| GNII SF MA3039 M     | 2045-07-20      | 6.0000%  | 0.0000% | $50000.00          | $4245.72           | Agency Mortgage-Backed Securities         |
| GNII SF MA3801 M     | 2046-07-20      | 2.5000%  | 0.0000% | $1802502.00        | $372181.94         | Agency Mortgage-Backed Securities         |
| GNII SF MA2222 M     | 2044-08-20      | 3.0000%  | 0.0000% | $25000.00          | $2620.29           | Agency Mortgage-Backed Securities         |
| GNII SF CG6223 C     | 2051-10-20      | 2.0000%  | 0.0000% | $740000.00         | $483496.88         | Agency Mortgage-Backed Securities         |
| GNII SF DH8355 C     | 2055-01-20      | 6.5000%  | 0.0000% | $3658465.00        | $3508565.86        | Agency Mortgage-Backed Securities         |
| GNII SF BZ4054 C     | 2050-12-20      | 2.0000%  | 0.0000% | $75000.00          | $36763.04          | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRA1877 | 2049-11-01      | 5.0000%  | 0.0000% | $300000.00         | $69090.39          | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD6706 | 2054-01-01      | 4.5000%  | 0.0000% | $1000.00           | $919.59            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD8236 | 2052-08-01      | 3.5000%  | 0.0000% | $1000.00           | $765.77            | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CIQN2802 | 2035-07-01      | 2.5000%  | 0.0000% | $13814.00          | $5653.57           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD2190 | 2052-10-01      | 4.5000%  | 0.0000% | $20000.00          | $15558.94          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD5196 | 2052-06-01      | 3.5000%  | 0.0000% | $1200.00           | $961.75            | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CISB8155 | 2037-05-01      | 3.0000%  | 0.0000% | $65000.00          | $40811.58          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CTZS8921 | 2027-11-01      | 6.0000%  | 0.0000% | $2500000.00        | $5339.60           | Agency Mortgage-Backed Securities         |
| FEPC 01.500 CIQO0107 | 2037-04-01      | 1.5000%  | 0.0000% | $38187.00          | $22388.69          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLQE1195 | 2052-04-01      | 3.5000%  | 0.0000% | $1000.00           | $749.10            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRA7615 | 2052-10-01      | 5.5000%  | 0.0000% | $49000.00          | $39577.21          | Agency Mortgage-Backed Securities         |
| FEPC 01.500 CLSD8120 | 2051-01-01      | 1.5000%  | 0.0000% | $15000.00          | $8427.83           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD3371 | 2053-05-01      | 5.5000%  | 0.0000% | $1000.00           | $869.28            | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLQG9629 | 2053-08-01      | 4.0000%  | 0.0000% | $3746.00           | $3429.57           | Agency Mortgage-Backed Securities         |
| Freddie Mac          | 2036-08-25      | 5.0000%  | 0.0000% | $7465000.00        | $7534651.16        | Agency Collateralized Mortgage Obligation |
| FEPC 03.500 CLQA6226 | 2050-01-01      | 3.5000%  | 0.0000% | $198151.00         | $56623.66          | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLQB2668 | 2050-08-01      | 2.5000%  | 0.0000% | $88000.00          | $37247.42          | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLQD3644 | 2051-12-01      | 2.0000%  | 0.0000% | $89000.00          | $58085.83          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLQE3824 | 2052-06-01      | 3.5000%  | 0.0000% | $25000.00          | $14345.12          | Agency Mortgage-Backed Securities         |
| GNII SF DI3493 C     | 2055-04-20      | 6.5000%  | 0.0000% | $2616337.00        | $2719619.77        | Agency Mortgage-Backed Securities         |
| GNII SF AT3442 C     | 2046-06-20      | 3.0000%  | 0.0000% | $46000.00          | $17578.18          | Agency Mortgage-Backed Securities         |
| GNMI SF 698772 X     | 2038-12-15      | 6.0000%  | 0.0000% | $89930.00          | $719.71            | Agency Mortgage-Backed Securities         |
| GNMI SF 704054 X     | 2038-11-15      | 6.0000%  | 0.0000% | $193013.00         | $674.68            | Agency Mortgage-Backed Securities         |
| GNII SF BH6398 C     | 2042-07-20      | 3.0000%  | 0.0000% | $680966.00         | $183737.32         | Agency Mortgage-Backed Securities         |
| GNII SF DL8988 C     | 2055-08-20      | 5.5000%  | 0.0000% | $1417804.00        | $1442944.65        | Agency Mortgage-Backed Securities         |
| GNII SF DL2214 C     | 2055-08-20      | 6.0000%  | 0.0000% | $706936.00         | $736127.01         | Agency Mortgage-Backed Securities         |
| GNII SF DL7977 C     | 2055-08-20      | 5.5000%  | 0.0000% | $1432496.00        | $1459327.51        | Agency Mortgage-Backed Securities         |
| GNII SF 003226 M     | 2032-04-20      | 5.5000%  | 0.0000% | $1479111.00        | $13116.46          | Agency Mortgage-Backed Securities         |
| GNMI SF 593879 X     | 2033-02-15      | 5.5000%  | 0.0000% | $25000.00          | $225.15            | Agency Mortgage-Backed Securities         |
| GNII SF DG4420 C     | 2054-12-20      | 5.5000%  | 0.0000% | $748637.00         | $756593.96         | Agency Mortgage-Backed Securities         |
| GNII SF 003306 M     | 2032-11-20      | 5.5000%  | 0.0000% | $50000.00          | $251.15            | Agency Mortgage-Backed Securities         |
| GNII SF DL2594 C     | 2055-08-20      | 6.0000%  | 0.0000% | $1169879.00        | $1209739.19        | Agency Mortgage-Backed Securities         |
| GNII SF DL3085 C     | 2055-08-20      | 6.0000%  | 0.0000% | $3372714.00        | $3479588.92        | Agency Mortgage-Backed Securities         |
| GNMI SF 699277 X     | 2038-09-15      | 6.0000%  | 0.0000% | $82266.00          | $127.66            | Agency Mortgage-Backed Securities         |
| GNII SF AU0271 C     | 2046-08-20      | 3.0000%  | 0.0000% | $28892.00          | $8198.27           | Agency Mortgage-Backed Securities         |
| GNMI SP 780958 X     | 2029-01-15      | 6.0000%  | 0.0000% | $70000.00          | $107.08            | Agency Mortgage-Backed Securities         |
| GNMI SP 781029 X     | 2029-05-15      | 6.5000%  | 0.0000% | $38000.00          | $35.50             | Agency Mortgage-Backed Securities         |
| GNMI SF 491428 X     | 2029-08-15      | 6.7500%  | 0.0000% | $50000.00          | $348.08            | Agency Mortgage-Backed Securities         |
| GNII SF AV8326 C     | 2046-09-20      | 3.0000%  | 0.0000% | $25000.00          | $5677.58           | Agency Mortgage-Backed Securities         |
| GNMI SF 515395 X     | 2030-05-15      | 8.0000%  | 0.0000% | $283345.00         | $2628.35           | Agency Mortgage-Backed Securities         |
| GNMI SF 724247 X     | 2039-08-15      | 5.0000%  | 0.0000% | $750073.00         | $18812.48          | Agency Mortgage-Backed Securities         |
| GNII SP 784800 C     | 2045-06-20      | 3.0000%  | 0.0000% | $950043.00         | $340940.09         | Agency Mortgage-Backed Securities         |
| GNII SF AX4345 C     | 2046-10-20      | 3.5000%  | 0.0000% | $22657.00          | $3784.30           | Agency Mortgage-Backed Securities         |
| GNII SF MA7256 M     | 2051-03-20      | 3.0000%  | 0.0000% | $6780000.00        | $2718895.88        | Agency Mortgage-Backed Securities         |
| GNII SF AV8327 C     | 2046-09-20      | 3.0000%  | 0.0000% | $25000.00          | $6441.69           | Agency Mortgage-Backed Securities         |
| GNII SF 004979 M     | 2041-03-20      | 5.0000%  | 0.0000% | $950000.00         | $33802.36          | Agency Mortgage-Backed Securities         |
| GNII SF DL2042 C     | 2055-07-20      | 6.0000%  | 0.0000% | $1289144.00        | $1332038.79        | Agency Mortgage-Backed Securities         |
| GNII SF DL4670 C     | 2055-08-20      | 6.0000%  | 0.0000% | $1137934.00        | $1170513.47        | Agency Mortgage-Backed Securities         |
| GNII SF 003227 M     | 2032-04-20      | 6.0000%  | 0.0000% | $25000.00          | $73.08             | Agency Mortgage-Backed Securities         |
| GNII SF MA9326 M     | 2038-11-20      | 4.5000%  | 0.0000% | $151769.00         | $114579.71         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CISB0979 | 2038-01-01      | 3.5000%  | 0.0000% | $1000.00           | $718.28            | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CISB8053 | 2035-07-01      | 2.5000%  | 0.0000% | $12000.00          | $3571.02           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 3VZN0638 | 2043-02-01      | 3.5000%  | 0.0000% | $160594.00         | $18307.86          | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQY5171 | 2055-05-01      | 5.0000%  | 0.0000% | $1000.00           | $869.83            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQY6997 | 2055-06-01      | 5.0000%  | 0.0000% | $1000.00           | $998.15            | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQY7235 | 2055-07-01      | 6.5000%  | 0.0000% | $2107.00           | $2208.78           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQY6998 | 2055-06-01      | 5.0000%  | 0.0000% | $1000.00           | $1007.98           | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQY6877 | 2055-05-01      | 6.5000%  | 0.0000% | $3235.00           | $3389.78           | Agency Mortgage-Backed Securities         |
| FEPC 03.000 3PRE6029 | 2050-02-01      | 3.0000%  | 0.0000% | $280000.00         | $29629.26          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CIQO4226 | 2040-09-01      | 5.5000%  | 0.0000% | $1000.00           | $1028.18           | Agency Mortgage-Backed Securities         |
| Freddie Mac          | 2055-10-25      | 4.5000%  | 0.0000% | $33675000.00       | $33256318.72       | Agency Collateralized Mortgage Obligation |
| FEPC 02.500 CIQO0387 | 2037-06-01      | 2.5000%  | 0.0000% | $27041.00          | $18173.90          | Agency Mortgage-Backed Securities         |
| FEPC 02.500 ZLSI2047 | 2050-07-01      | 2.5000%  | 0.0000% | $135518.00         | $97605.88          | Agency Mortgage-Backed Securities         |
| Freddie Mac          | 2050-07-25      | 2.0000%  | 0.0000% | $1250000.00        | $351313.78         | Agency Collateralized Mortgage Obligation |
| FEPC 03.500 CLRA7189 | 2052-04-01      | 3.5000%  | 0.0000% | $28936.00          | $21642.13          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQA1029 | 2049-07-01      | 5.5000%  | 0.0000% | $16223.00          | $3422.46           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQE4231 | 2052-06-01      | 5.0000%  | 0.0000% | $1000.00           | $739.83            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD5416 | 2054-04-01      | 5.5000%  | 0.0000% | $100000.00         | $90524.49          | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZT1704 | 2049-01-01      | 4.5000%  | 0.0000% | $400000.00         | $83942.49          | Agency Mortgage-Backed Securities         |
| FEPC 06.500 ZLZT1206 | 2036-10-01      | 6.5000%  | 0.0000% | $580000.00         | $10547.47          | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CISB0813 | 2037-06-01      | 2.5000%  | 0.0000% | $23000.00          | $15885.43          | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLSD8090 | 2050-09-01      | 2.0000%  | 0.0000% | $8000.00           | $3872.47           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CISB8273 | 2038-12-01      | 5.5000%  | 0.0000% | $9000.00           | $5219.36           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CISB8315 | 2039-07-01      | 5.5000%  | 0.0000% | $1000.00           | $696.62            | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CISB0424 | 2035-10-01      | 2.0000%  | 0.0000% | $2000.00           | $860.30            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CISB8261 | 2038-10-01      | 5.5000%  | 0.0000% | $2000.00           | $1271.61           | Agency Mortgage-Backed Securities         |
| GNMI SF 681638 X     | 2038-12-15      | 6.0000%  | 0.0000% | $1000000.00        | $58495.95          | Agency Mortgage-Backed Securities         |
| GNMI SF 618743 X     | 2037-08-15      | 6.5000%  | 0.0000% | $848287.00         | $7374.22           | Agency Mortgage-Backed Securities         |
| GNII SP 783311 M     | 2041-05-20      | 5.5000%  | 0.0000% | $2100000.00        | $85160.22          | Agency Mortgage-Backed Securities         |
| GNII SF DK7368 C     | 2055-07-20      | 6.0000%  | 0.0000% | $5611287.00        | $5839007.75        | Agency Mortgage-Backed Securities         |
| GNMI SF 704587 X     | 2039-06-15      | 5.0000%  | 0.0000% | $140000.00         | $6208.80           | Agency Mortgage-Backed Securities         |
| GNII SF DK8044 C     | 2055-07-20      | 6.0000%  | 0.0000% | $4870204.00        | $5011418.80        | Agency Mortgage-Backed Securities         |
| GNMI SF 676973 X     | 2038-05-15      | 5.0000%  | 0.0000% | $50000.00          | $1670.73           | Agency Mortgage-Backed Securities         |
| GNMI SF 700131 X     | 2039-01-15      | 6.0000%  | 0.0000% | $63255.00          | $1404.60           | Agency Mortgage-Backed Securities         |
| GNII SF MA6599 M     | 2050-04-20      | 3.0000%  | 0.0000% | $103731223.00      | $22402849.00       | Agency Mortgage-Backed Securities         |
| GNMI SF 609025 X     | 2036-08-15      | 6.5000%  | 0.0000% | $7203994.00        | $58818.88          | Agency Mortgage-Backed Securities         |
| GNMI SF 474821 X     | 2028-12-15      | 6.5000%  | 0.0000% | $245000.00         | $1215.89           | Agency Mortgage-Backed Securities         |
| GNII SF DJ4353 C     | 2055-08-20      | 6.0000%  | 0.0000% | $792264.00         | $819355.91         | Agency Mortgage-Backed Securities         |
| GNMI SF 574829 X     | 2031-11-15      | 6.0000%  | 0.0000% | $50000.00          | $186.82            | Agency Mortgage-Backed Securities         |
| GNII SF 002671 M     | 2028-11-20      | 6.0000%  | 0.0000% | $117900.00         | $146.52            | Agency Mortgage-Backed Securities         |
| GNII SF DK7499 C     | 2055-08-20      | 6.0000%  | 0.0000% | $13202785.00       | $13652174.06       | Agency Mortgage-Backed Securities         |
| GNII SF CY5728 C     | 2054-01-20      | 7.0000%  | 0.0000% | $1033926.00        | $1064864.22        | Agency Mortgage-Backed Securities         |
| GNII SF 003214 M     | 2032-03-20      | 6.0000%  | 0.0000% | $26000.00          | $89.29             | Agency Mortgage-Backed Securities         |
| GNII SF DL0408 C     | 2055-07-20      | 6.0000%  | 0.0000% | $3819227.00        | $3925201.13        | Agency Mortgage-Backed Securities         |
| GNMI SF BJ2870 X     | 2048-10-15      | 5.5000%  | 0.0000% | $35000.00          | $3048.68           | Agency Mortgage-Backed Securities         |
| GNII SF DK7498 C     | 2055-08-20      | 6.0000%  | 0.0000% | $9513132.00        | $9889582.70        | Agency Mortgage-Backed Securities         |
| GNII SF BP4046 C     | 2049-08-20      | 4.5000%  | 0.0000% | $278419.00         | $47096.77          | Agency Mortgage-Backed Securities         |
| GNII SF AV5041 C     | 2046-10-20      | 3.0000%  | 0.0000% | $2291591.00        | $177139.10         | Agency Mortgage-Backed Securities         |
| GNMI SF 603764 X     | 2033-06-15      | 5.0000%  | 0.0000% | $145000.00         | $1741.20           | Agency Mortgage-Backed Securities         |
| GNMI SF AZ8592 X     | 2047-04-15      | 4.0000%  | 0.0000% | $136602.00         | $35989.88          | Agency Mortgage-Backed Securities         |
| GNMI SF 668585 X     | 2037-08-15      | 6.0000%  | 0.0000% | $242426.00         | $2075.67           | Agency Mortgage-Backed Securities         |
| GNII SF DI1226 C     | 2055-02-20      | 6.5000%  | 0.0000% | $2274168.00        | $2358983.07        | Agency Mortgage-Backed Securities         |
| GNII SF DI1400 C     | 2055-02-20      | 6.5000%  | 0.0000% | $1583258.00        | $1642743.81        | Agency Mortgage-Backed Securities         |
| GNII SF DI1506 C     | 2055-02-20      | 6.5000%  | 0.0000% | $5071011.00        | $5105507.47        | Agency Mortgage-Backed Securities         |
| GNRM 2025-157 DT     | 2055-09-20      | 5.0000%  | 0.0000% | $9727967.00        | $9671766.38        | Agency Collateralized Mortgage Obligation |
| GNII SF DI5741 C     | 2055-04-20      | 5.5000%  | 0.0000% | $1202101.00        | $1222074.26        | Agency Mortgage-Backed Securities         |
| GNMI SF 656202 X     | 2036-08-15      | 6.5000%  | 0.0000% | $49208.00          | $760.85            | Agency Mortgage-Backed Securities         |
| GNMI SF 662065 X     | 2036-12-15      | 6.5000%  | 0.0000% | $608289.00         | $13247.62          | Agency Mortgage-Backed Securities         |
| GNMI SF 687381 X     | 2038-05-15      | 6.5000%  | 0.0000% | $724776.00         | $69713.77          | Agency Mortgage-Backed Securities         |
| GNII SF AX4341 C     | 2046-10-20      | 3.5000%  | 0.0000% | $11000.00          | $2460.45           | Agency Mortgage-Backed Securities         |
| GNII SF AU0255 C     | 2046-08-20      | 3.0000%  | 0.0000% | $24900.00          | $7177.47           | Agency Mortgage-Backed Securities         |
| GNII SF AS9217 C     | 2046-05-20      | 3.0000%  | 0.0000% | $25000.00          | $7161.12           | Agency Mortgage-Backed Securities         |
| GNII SF DJ2656 C     | 2055-08-20      | 5.5000%  | 0.0000% | $1353542.00        | $1383184.33        | Agency Mortgage-Backed Securities         |
| GNII SF MA8396 M     | 2037-11-20      | 4.0000%  | 0.0000% | $147582.00         | $91507.85          | Agency Mortgage-Backed Securities         |
| GNII SF AX4342 C     | 2046-10-20      | 3.5000%  | 0.0000% | $10444.00          | $3153.26           | Agency Mortgage-Backed Securities         |
| GNII SF MA8566 M     | 2053-01-20      | 3.5000%  | 0.0000% | $4245.00           | $3124.59           | Agency Mortgage-Backed Securities         |
| GNII SF MA8425 M     | 2052-10-20      | 3.5000%  | 0.0000% | $1324.00           | $1003.97           | Agency Mortgage-Backed Securities         |
| GNII SF DH3996 C     | 2055-02-20      | 6.5000%  | 0.0000% | $1246870.00        | $1293592.16        | Agency Mortgage-Backed Securities         |
| GNMI SF BO1489 X     | 2049-06-15      | 4.0000%  | 0.0000% | $550136.00         | $59468.77          | Agency Mortgage-Backed Securities         |
| GNII SF BR4602 C     | 2050-01-20      | 4.5000%  | 0.0000% | $1267713.00        | $155704.13         | Agency Mortgage-Backed Securities         |
| GNII SF MA3517 M     | 2045-06-20      | 1.5000%  | 0.0000% | $131516.00         | $14606.74          | Agency Mortgage-Backed Securities         |
| GNMI SF 675394 X     | 2038-05-15      | 6.5000%  | 0.0000% | $1868041.00        | $22169.80          | Agency Mortgage-Backed Securities         |
| FEPC 07.500 CLZS0401 | 2028-04-01      | 7.5000%  | 0.0000% | $255907.00         | $30.84             | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CIZS8624 | 2031-10-01      | 2.5000%  | 0.0000% | $40000.00          | $5390.26           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLRA6599 | 2052-01-01      | 3.5000%  | 0.0000% | $100000.00         | $60469.07          | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRA9475 | 2053-07-01      | 5.0000%  | 0.0000% | $35000.00          | $31950.14          | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLRA4703 | 2051-02-01      | 2.0000%  | 0.0000% | $1000.00           | $556.93            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLRA7784 | 2052-08-01      | 4.5000%  | 0.0000% | $45000.00          | $34718.93          | Agency Mortgage-Backed Securities         |
| Freddie Mac          | 2052-11-25      | 5.0000%  | 0.0000% | $59631000.00       | $59019467.94       | Agency Collateralized Mortgage Obligation |
| FEPC 02.000 CLRA4797 | 2051-03-01      | 2.0000%  | 0.0000% | $35000.00          | $19787.76          | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLRA2463 | 2050-04-01      | 4.0000%  | 0.0000% | $245000.00         | $90467.20          | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLZM2278 | 2046-12-01      | 3.0000%  | 0.0000% | $40079.00          | $10434.48          | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZS4611 | 2045-04-01      | 4.0000%  | 0.0000% | $1000000.00        | $68923.22          | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZM4689 | 2047-10-01      | 4.5000%  | 0.0000% | $131910.00         | $18782.36          | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLZS2140 | 2038-05-01      | 6.5000%  | 0.0000% | $1326.00           | $17.23             | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZN2103 | 2048-12-01      | 4.5000%  | 0.0000% | $77575.00          | $3961.93           | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLQC3259 | 2051-06-01      | 2.0000%  | 0.0000% | $7194.00           | $4712.75           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8524 | 2055-04-01      | 5.5000%  | 0.0000% | $1004.00           | $978.22            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD8474 | 2054-11-01      | 5.0000%  | 0.0000% | $7000.00           | $6547.39           | Agency Mortgage-Backed Securities         |
| GNMI SF BD4016 X     | 2049-10-15      | 3.0000%  | 0.0000% | $1150394.00        | $199431.21         | Agency Mortgage-Backed Securities         |
| GNMI SF BE0204 X     | 2048-01-15      | 4.0000%  | 0.0000% | $50000.00          | $23195.39          | Agency Mortgage-Backed Securities         |
| GNMI SF BD7185 X     | 2047-11-15      | 5.0000%  | 0.0000% | $51548.00          | $2527.81           | Agency Mortgage-Backed Securities         |
| GNMI SF BD3187 X     | 2047-10-15      | 4.0000%  | 0.0000% | $56000.00          | $18533.25          | Agency Mortgage-Backed Securities         |
| GNII SF BA7567 C     | 2048-05-20      | 4.5000%  | 0.0000% | $380000.00         | $50643.54          | Agency Mortgage-Backed Securities         |
| GNMI SF BF2343 X     | 2048-03-15      | 5.0000%  | 0.0000% | $40161.00          | $8169.70           | Agency Mortgage-Backed Securities         |
| GNII SF MA1599 M     | 2044-01-20      | 3.0000%  | 0.0000% | $246000.00         | $29037.03          | Agency Mortgage-Backed Securities         |
| GNII SF MA2372 M     | 2044-11-20      | 4.0000%  | 0.0000% | $27371.00          | $1807.74           | Agency Mortgage-Backed Securities         |
| GNII SF MA4456 M     | 2037-10-20      | 6.0000%  | 0.0000% | $34000.00          | $4228.62           | Agency Mortgage-Backed Securities         |
| GNMI SF CO6356 X     | 2052-07-15      | 5.0000%  | 0.0000% | $6563744.00        | $4839365.16        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQY2518 | 2055-05-01      | 5.0000%  | 0.0000% | $1000.00           | $1002.90           | Agency Mortgage-Backed Securities         |
| GNII SF MA2635 M     | 2044-01-20      | 1.5000%  | 0.0000% | $337425.00         | $45210.18          | Agency Mortgage-Backed Securities         |
| GNII SF BD0560 C     | 2048-09-20      | 4.5000%  | 0.0000% | $213704.00         | $44404.86          | Agency Mortgage-Backed Securities         |
| GNII SF MA9724 M     | 2054-06-20      | 5.0000%  | 0.0000% | $400000.00         | $378588.27         | Agency Mortgage-Backed Securities         |
| GNII SF MA7421 M     | 2051-06-20      | 4.0000%  | 0.0000% | $135000.00         | $60529.21          | Agency Mortgage-Backed Securities         |
| GNII SF DJ0833 C     | 2055-05-20      | 6.5000%  | 0.0000% | $1051035.00        | $1093388.15        | Agency Mortgage-Backed Securities         |
| GNII SF DM4056 C     | 2055-09-20      | 6.0000%  | 0.0000% | $35109463.00       | $36255447.56       | Agency Mortgage-Backed Securities         |
| GNII SF MB0024 M     | 2054-11-20      | 4.5000%  | 0.0000% | $185854875.00      | $175104622.39      | Agency Mortgage-Backed Securities         |
| GNII SF DM3529 C     | 2055-09-20      | 6.0000%  | 0.0000% | $3374384.00        | $3493689.84        | Agency Mortgage-Backed Securities         |
| GNII SF MA5193 M     | 2048-05-20      | 4.5000%  | 0.0000% | $2317480.00        | $175848.83         | Agency Mortgage-Backed Securities         |
| GNII SF MA9909 M     | 2054-09-20      | 7.0000%  | 0.0000% | $116353.00         | $69488.70          | Agency Mortgage-Backed Securities         |
| GNII SF MA5929 M     | 2049-05-20      | 3.0000%  | 0.0000% | $600060.00         | $71388.66          | Agency Mortgage-Backed Securities         |
| GNMI SF 696456 X     | 2038-08-15      | 5.5000%  | 0.0000% | $75000.00          | $530.84            | Agency Mortgage-Backed Securities         |
| GNII SF MA4901 M     | 2047-12-20      | 4.0000%  | 0.0000% | $1200000.00        | $131136.49         | Agency Mortgage-Backed Securities         |
| GNII SF DI0110 C     | 2055-04-20      | 5.5000%  | 0.0000% | $1474980.00        | $1494068.16        | Agency Mortgage-Backed Securities         |
| GNII SF MA4840 M     | 2047-11-20      | 5.0000%  | 0.0000% | $165000.00         | $18493.26          | Agency Mortgage-Backed Securities         |
| GNII SF DI0404 C     | 2055-03-20      | 6.5000%  | 0.0000% | $1957495.00        | $2022711.13        | Agency Mortgage-Backed Securities         |
| GNII SF DI3491 C     | 2055-04-20      | 6.5000%  | 0.0000% | $1889395.00        | $1960711.98        | Agency Mortgage-Backed Securities         |
| GNII SF MA5467 M     | 2048-09-20      | 4.5000%  | 0.0000% | $711000.00         | $55423.51          | Agency Mortgage-Backed Securities         |
| GNMI SF AD0815 X     | 2043-03-15      | 2.5000%  | 0.0000% | $523753.00         | $16370.59          | Agency Mortgage-Backed Securities         |
| GNMI SF 710853 X     | 2039-09-15      | 5.0000%  | 0.0000% | $128597.00         | $8280.83           | Agency Mortgage-Backed Securities         |
| GNII SF DM1918 C     | 2055-08-20      | 6.0000%  | 0.0000% | $1920963.00        | $1984641.87        | Agency Mortgage-Backed Securities         |
| GNII SF MA0223 M     | 2042-07-20      | 5.0000%  | 0.0000% | $648800.00         | $33119.92          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY8605 | 2055-07-01      | 6.0000%  | 0.0000% | $10253.00          | $10510.98          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQY2860 | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $1020.56           | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQY2132 | 2055-04-01      | 6.5000%  | 0.0000% | $1000.00           | $1036.78           | Agency Mortgage-Backed Securities         |
| GNII SF MA8485 M     | 2052-03-20      | 2.5000%  | 0.0000% | $10000.00          | $6745.55           | Agency Mortgage-Backed Securities         |
| GNII SF MA8429 M     | 2052-10-20      | 5.5000%  | 0.0000% | $1205000.00        | $875341.60         | Agency Mortgage-Backed Securities         |
| GNII SF MA9241 M     | 2053-10-20      | 5.5000%  | 0.0000% | $340084.00         | $275496.23         | Agency Mortgage-Backed Securities         |
| GNII SF MA6930 M     | 2050-10-20      | 2.0000%  | 0.0000% | $6374000.00        | $3003068.30        | Agency Mortgage-Backed Securities         |
| GNII SF MA7056 M     | 2050-11-20      | 4.5000%  | 0.0000% | $243426.00         | $62891.98          | Agency Mortgage-Backed Securities         |
| GNMI SF BC7280 X     | 2047-08-15      | 4.5000%  | 0.0000% | $506554.00         | $49098.78          | Agency Mortgage-Backed Securities         |
| GNII SF DL9754 C     | 2055-09-20      | 6.0000%  | 0.0000% | $10737168.00       | $11087622.00       | Agency Mortgage-Backed Securities         |
| GNII SF MA9170 M     | 2053-08-20      | 5.0000%  | 0.0000% | $102410.00         | $88586.52          | Agency Mortgage-Backed Securities         |
| GNII SF MA9487 M     | 2054-02-20      | 5.0000%  | 0.0000% | $325000.00         | $287087.17         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQX4065 | 2055-01-01      | 6.0000%  | 0.0000% | $58006.00          | $57288.44          | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQY3820 | 2055-05-01      | 6.5000%  | 0.0000% | $41404.00          | $42821.94          | Agency Mortgage-Backed Securities         |
| Freddie Mac          | 2054-07-25      | 0.1250%  | 0.0000% | $50000000.00       | $31131430.57       | Agency Collateralized Mortgage Obligation |
| Freddie Mac          | 2054-04-25      | 5.4060%  | 0.0000% | $24197433.00       | $18597081.43       | Agency Collateralized Mortgage Obligation |
| Freddie Mac          | 2055-03-25      | 5.3560%  | 0.0000% | $34632856.00       | $34627692.00       | Agency Collateralized Mortgage Obligation |
| Freddie Mac          | 2039-11-25      | 4.0000%  | 0.0000% | $1325000.00        | $572527.42         | Agency Collateralized Mortgage Obligation |
| GNII SF MB0308 M     | 2055-04-20      | 5.5000%  | 0.0000% | $10318831.00       | $10287629.19       | Agency Mortgage-Backed Securities         |
| GNII SP 785043 M     | 2049-04-20      | 3.0000%  | 0.0000% | $384271.00         | $82178.47          | Agency Mortgage-Backed Securities         |
| GNMI SP 782964 X     | 2040-01-15      | 6.0000%  | 0.0000% | $474174.00         | $12521.55          | Agency Mortgage-Backed Securities         |
| GNMI SF 486759 X     | 2028-12-15      | 6.0000%  | 0.0000% | $35000.00          | $44.64             | Agency Mortgage-Backed Securities         |
| GNII SF DH6475 C     | 2055-04-20      | 6.5000%  | 0.0000% | $3192391.00        | $3320019.60        | Agency Mortgage-Backed Securities         |
| GNMI SF 485850 X     | 2031-10-15      | 6.0000%  | 0.0000% | $60000.00          | $309.35            | Agency Mortgage-Backed Securities         |
| GNMI SF 723518 X     | 2039-12-15      | 5.0000%  | 0.0000% | $575690.00         | $17932.28          | Agency Mortgage-Backed Securities         |
| GNMI SF 484225 X     | 2028-08-15      | 6.5000%  | 0.0000% | $255668.00         | $31.67             | Agency Mortgage-Backed Securities         |
| GNRM 2025-071 GL     | 2054-12-20      | 5.0000%  | 0.0000% | $16993609.00       | $16428601.70       | Agency Collateralized Mortgage Obligation |
| GNMI SF 564436 X     | 2031-10-15      | 6.5000%  | 0.0000% | $132123.00         | $235.43            | Agency Mortgage-Backed Securities         |
| GNII SF MA9780 M     | 2054-07-20      | 6.0000%  | 0.0000% | $84110800.00       | $67973151.47       | Agency Mortgage-Backed Securities         |
| GNII SF DJ2961 C     | 2055-07-20      | 6.0000%  | 0.0000% | $1334324.00        | $1386674.05        | Agency Mortgage-Backed Securities         |
| GNMI SF 553312 X     | 2033-06-15      | 5.5000%  | 0.0000% | $89645.00          | $713.32            | Agency Mortgage-Backed Securities         |
| GNMI SF 644912 X     | 2035-06-15      | 6.5000%  | 0.0000% | $1036768.00        | $6751.79           | Agency Mortgage-Backed Securities         |
| GNII SF CB2606 C     | 2051-02-20      | 2.5000%  | 0.0000% | $4052542.00        | $2617325.88        | Agency Mortgage-Backed Securities         |
| GNMI SF 688024 X     | 2038-10-15      | 6.0000%  | 0.0000% | $70597.00          | $512.52            | Agency Mortgage-Backed Securities         |
| GNII SF MA5397 M     | 2048-08-20      | 3.5000%  | 0.0000% | $310000.00         | $35769.59          | Agency Mortgage-Backed Securities         |
| GNII SF MA4195 M     | 2047-01-20      | 3.0000%  | 0.0000% | $4804551.00        | $677666.47         | Agency Mortgage-Backed Securities         |
| GNMI SF 677527 X     | 2037-11-15      | 6.0000%  | 0.0000% | $809875.00         | $6892.65           | Agency Mortgage-Backed Securities         |
| GNMI SF 658066 X     | 2036-08-15      | 6.5000%  | 0.0000% | $7000000.00        | $78442.22          | Agency Mortgage-Backed Securities         |
| GNMI SF 646027 X     | 2037-09-15      | 6.0000%  | 0.0000% | $492888.00         | $8390.97           | Agency Mortgage-Backed Securities         |
| GNII SF MA2824 M     | 2045-05-20      | 2.5000%  | 0.0000% | $351445.00         | $57572.13          | Agency Mortgage-Backed Securities         |
| GNII SF MA4125 M     | 2046-12-20      | 2.5000%  | 0.0000% | $643945.00         | $111234.38         | Agency Mortgage-Backed Securities         |
| GNMI SF 686115 X     | 2038-09-15      | 6.0000%  | 0.0000% | $100000.00         | $308.13            | Agency Mortgage-Backed Securities         |
| GNII SF DL0652 C     | 2055-08-20      | 6.0000%  | 0.0000% | $1305329.00        | $1346675.00        | Agency Mortgage-Backed Securities         |
| GNII SF DL3294 C     | 2055-08-20      | 6.0000%  | 0.0000% | $1561829.00        | $1611009.73        | Agency Mortgage-Backed Securities         |
| GNII SF MB0618 M     | 2051-04-20      | 3.0000%  | 0.0000% | $200747.00         | $180320.12         | Agency Mortgage-Backed Securities         |
| GNMI SF 500266 X     | 2029-11-15      | 8.0000%  | 0.0000% | $50000.00          | $38.49             | Agency Mortgage-Backed Securities         |
| GNII SF DM3530 C     | 2055-09-20      | 6.0000%  | 0.0000% | $3781764.00        | $3912149.14        | Agency Mortgage-Backed Securities         |
| GNII SF DM1919 C     | 2055-08-20      | 6.0000%  | 0.0000% | $4060892.00        | $4195631.06        | Agency Mortgage-Backed Securities         |
| GNMI SP 782071 X     | 2033-05-15      | 7.0000%  | 0.0000% | $35000.00          | $576.22            | Agency Mortgage-Backed Securities         |
| GNII SP 783389 C     | 2039-08-20      | 6.0000%  | 0.0000% | $1000000.00        | $23959.76          | Agency Mortgage-Backed Securities         |
| GNMI SF 698218 X     | 2039-06-15      | 5.0000%  | 0.0000% | $91099.00          | $3524.40           | Agency Mortgage-Backed Securities         |
| GNMI SF 759138 X     | 2041-01-15      | 4.0000%  | 0.0000% | $1820341.00        | $116609.55         | Agency Mortgage-Backed Securities         |
| GNII SP 783224 M     | 2040-12-20      | 5.0000%  | 0.0000% | $21953.00          | $974.07            | Agency Mortgage-Backed Securities         |
| GNMI SP 782932 X     | 2040-04-15      | 5.0000%  | 0.0000% | $897164.00         | $28647.86          | Agency Mortgage-Backed Securities         |
| GNII SF DI6367 C     | 2055-05-20      | 6.0000%  | 0.0000% | $8137033.00        | $8371821.88        | Agency Mortgage-Backed Securities         |
| GNMI SF 687726 X     | 2038-07-15      | 6.0000%  | 0.0000% | $1343252.00        | $8825.72           | Agency Mortgage-Backed Securities         |
| GNMI SF 570456 X     | 2031-11-15      | 6.0000%  | 0.0000% | $50000.00          | $115.69            | Agency Mortgage-Backed Securities         |
| GNII SF AG4152 C     | 2043-10-20      | 4.0000%  | 0.0000% | $1025719.00        | $111282.89         | Agency Mortgage-Backed Securities         |
| GNII SF 004075 M     | 2038-01-20      | 7.0000%  | 0.0000% | $18214.00          | $123.37            | Agency Mortgage-Backed Securities         |
| GNII SF MA5984 M     | 2049-06-20      | 3.0000%  | 0.0000% | $97000.00          | $13417.80          | Agency Mortgage-Backed Securities         |
| GNII SF 004660 M     | 2040-03-20      | 6.0000%  | 0.0000% | $419210.00         | $9567.16           | Agency Mortgage-Backed Securities         |
| GNII SF MA7135 M     | 2051-01-20      | 2.0000%  | 0.0000% | $9419061.00        | $4713105.92        | Agency Mortgage-Backed Securities         |
| GNII SF CM5772 C     | 2052-04-20      | 3.5000%  | 0.0000% | $19348.00          | $16443.21          | Agency Mortgage-Backed Securities         |
| GNII SF 004006 M     | 2037-07-20      | 6.0000%  | 0.0000% | $1212877.00        | $12805.83          | Agency Mortgage-Backed Securities         |
| GNMI SF 704098 X     | 2038-12-15      | 6.0000%  | 0.0000% | $2217037.00        | $10056.57          | Agency Mortgage-Backed Securities         |
| GNII SF DI9026 C     | 2055-09-20      | 6.0000%  | 0.0000% | $1150810.00        | $1191835.61        | Agency Mortgage-Backed Securities         |
| GNMI SF 701568 X     | 2039-01-15      | 6.0000%  | 0.0000% | $42017.00          | $1221.61           | Agency Mortgage-Backed Securities         |
| GNII SF 003569 M     | 2034-06-20      | 5.5000%  | 0.0000% | $33000.00          | $480.45            | Agency Mortgage-Backed Securities         |
| GNII SF MA3943 M     | 2038-12-20      | 6.5000%  | 0.0000% | $1000000.00        | $97473.56          | Agency Mortgage-Backed Securities         |
| GNII SF MA4067 M     | 2046-11-20      | 2.5000%  | 0.0000% | $1325000.00        | $224586.27         | Agency Mortgage-Backed Securities         |
| GNII SF BE6454 C     | 2048-01-20      | 3.5000%  | 0.0000% | $321000.00         | $75418.05          | Agency Mortgage-Backed Securities         |
| GNII SF MA9609 M     | 2054-04-20      | 7.5000%  | 0.0000% | $400462.00         | $145657.25         | Agency Mortgage-Backed Securities         |
| GNII SF BM9692 C     | 2049-07-20      | 4.5000%  | 0.0000% | $200000.00         | $34316.48          | Agency Mortgage-Backed Securities         |
| GNII SF BI0416 C     | 2048-11-20      | 4.5000%  | 0.0000% | $500000.00         | $76282.64          | Agency Mortgage-Backed Securities         |
| GNII SF MA9427 M     | 2053-12-20      | 7.5000%  | 0.0000% | $3000000.00        | $923867.93         | Agency Mortgage-Backed Securities         |
| GNMI SF BS5197 X     | 2050-01-15      | 4.5000%  | 0.0000% | $34720.00          | $2604.29           | Agency Mortgage-Backed Securities         |
| GNII SF BR2384 C     | 2049-12-20      | 2.5000%  | 0.0000% | $2780000.00        | $376838.83         | Agency Mortgage-Backed Securities         |
| GNII SF MA8569 M     | 2053-01-20      | 5.0000%  | 0.0000% | $100000.00         | $77599.45          | Agency Mortgage-Backed Securities         |
| GNII SF AT4164 C     | 2046-07-20      | 3.0000%  | 0.0000% | $88000.00          | $20988.40          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQX6647 | 2055-02-01      | 6.0000%  | 0.0000% | $71767.00          | $66177.87          | Agency Mortgage-Backed Securities         |
| GNII SF MA3033 M     | 2045-08-20      | 3.0000%  | 0.0000% | $1045000.00        | $133739.26         | Agency Mortgage-Backed Securities         |
| GNII SF MA4381 M     | 2047-04-20      | 3.0000%  | 0.0000% | $825000.00         | $126210.87         | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQY7009 | 2055-06-01      | 6.5000%  | 0.0000% | $1000.00           | $960.67            | Agency Mortgage-Backed Securities         |
| GNII SF MA3243 M     | 2045-11-20      | 3.0000%  | 0.0000% | $155834384.00      | $18363623.13       | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQY6194 | 2055-06-01      | 5.0000%  | 0.0000% | $1002.00           | $997.49            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQY5118 | 2055-05-01      | 5.0000%  | 0.0000% | $21552.00          | $21251.85          | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQY6999 | 2055-06-01      | 5.0000%  | 0.0000% | $1000.00           | $994.09            | Agency Mortgage-Backed Securities         |
| GNII SF MA3734 M     | 2046-06-20      | 2.5000%  | 0.0000% | $1281476.00        | $249977.03         | Agency Mortgage-Backed Securities         |
| GNMI SF BA8278 X     | 2047-08-15      | 4.5000%  | 0.0000% | $358447.00         | $25834.48          | Agency Mortgage-Backed Securities         |
| GNII SF MA3313 M     | 2045-12-20      | 5.0000%  | 0.0000% | $10000000.00       | $1003434.69        | Agency Mortgage-Backed Securities         |
| GNII SF MA1995 M     | 2044-06-20      | 3.5000%  | 0.0000% | $3000000.00        | $207734.68         | Agency Mortgage-Backed Securities         |
| GNII SF MA3244 M     | 2045-11-20      | 3.5000%  | 0.0000% | $3350000.00        | $336174.92         | Agency Mortgage-Backed Securities         |
| GNII SF MA2678 M     | 2045-03-20      | 3.5000%  | 0.0000% | $7000000.00        | $526171.34         | Agency Mortgage-Backed Securities         |
| GNII SF MA4454 M     | 2047-05-20      | 5.0000%  | 0.0000% | $385000.00         | $36779.61          | Agency Mortgage-Backed Securities         |
| GNMI SF BQ8599 X     | 2050-01-15      | 3.0000%  | 0.0000% | $616097.00         | $124155.70         | Agency Mortgage-Backed Securities         |
| Freddie Mac          | 2051-05-25      | 5.0000%  | 0.0000% | $1400000.00        | $1175107.33        | Agency Collateralized Mortgage Obligation |
| Freddie Mac          | 2036-05-25      | 5.0000%  | 0.0000% | $11060000.00       | $10974011.62       | Agency Collateralized Mortgage Obligation |
| FEPC 05.500 CLRA9270 | 2053-06-01      | 5.5000%  | 0.0000% | $1000.00           | $825.95            | Agency Mortgage-Backed Securities         |
| Freddie Mac          | 2050-12-25      | 1.0000%  | 0.0000% | $30000000.00       | $12824499.03       | Agency Collateralized Mortgage Obligation |
| FEPC 02.000 CLQD5620 | 2052-02-01      | 2.0000%  | 0.0000% | $100000.00         | $64079.16          | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CISB8132 | 2036-12-01      | 2.0000%  | 0.0000% | $34000.00          | $19698.39          | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD1272 | 2052-07-01      | 4.5000%  | 0.0000% | $70000.00          | $49832.84          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CISB1180 | 2039-05-01      | 6.0000%  | 0.0000% | $5000.00           | $3765.77           | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZA1381 | 2044-11-01      | 4.0000%  | 0.0000% | $390000.00         | $31568.90          | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLZM2276 | 2046-12-01      | 3.0000%  | 0.0000% | $48156.00          | $13899.50          | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLQD4256 | 2052-01-01      | 2.5000%  | 0.0000% | $21148.00          | $14734.47          | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLQD3252 | 2051-12-01      | 2.0000%  | 0.0000% | $22845.00          | $13880.73          | Agency Mortgage-Backed Securities         |
| GNII SF DJ3097 C     | 2055-08-20      | 5.5000%  | 0.0000% | $11079044.00       | $11283377.52       | Agency Mortgage-Backed Securities         |
| GNII SF 003078 M     | 2031-05-20      | 5.5000%  | 0.0000% | $1399904.00        | $957.02            | Agency Mortgage-Backed Securities         |
| GNII SP 786335 C     | 2052-09-20      | 4.5000%  | 0.0000% | $100000.00         | $73819.58          | Agency Mortgage-Backed Securities         |
| GNMI SF BC1138 X     | 2047-08-15      | 4.0000%  | 0.0000% | $69600.00          | $35153.25          | Agency Mortgage-Backed Securities         |
| GNMI SF BC1102 X     | 2047-07-15      | 4.0000%  | 0.0000% | $85198.00          | $18659.72          | Agency Mortgage-Backed Securities         |
| GNII SP 785707 C     | 2051-10-20      | 3.5000%  | 0.0000% | $5027022.00        | $3349785.84        | Agency Mortgage-Backed Securities         |
| GNII SP 787299 C     | 2049-08-20      | 5.5000%  | 0.0000% | $3988466.00        | $3240614.43        | Agency Mortgage-Backed Securities         |
| GNII SF CN6085 C     | 2052-06-20      | 5.0000%  | 0.0000% | $1971674.00        | $1721339.16        | Agency Mortgage-Backed Securities         |
| GNII SP 785657 C     | 2051-10-20      | 2.5000%  | 0.0000% | $100000.00         | $61544.73          | Agency Mortgage-Backed Securities         |
| GNII SP 784101 M     | 2044-08-20      | 3.5000%  | 0.0000% | $334815.00         | $33918.01          | Agency Mortgage-Backed Securities         |
| GNMI SP 785986 X     | 2051-10-15      | 3.0000%  | 0.0000% | $460000.00         | $352301.32         | Agency Mortgage-Backed Securities         |
| GNMI SF BC3775 X     | 2047-09-15      | 5.0000%  | 0.0000% | $34147.00          | $4182.06           | Agency Mortgage-Backed Securities         |
| GNII SF CZ0938 C     | 2053-12-20      | 7.0000%  | 0.0000% | $1056961.00        | $645528.07         | Agency Mortgage-Backed Securities         |
| GNII SF CZ0782 C     | 2054-01-20      | 7.0000%  | 0.0000% | $4341140.00        | $2744295.17        | Agency Mortgage-Backed Securities         |
| GNII SF DJ8267 C     | 2055-08-20      | 6.0000%  | 0.0000% | $839174.00         | $871483.96         | Agency Mortgage-Backed Securities         |
| GNMI SF 654021 X     | 2039-02-15      | 6.5000%  | 0.0000% | $1684757.00        | $95795.59          | Agency Mortgage-Backed Securities         |
| GNII SF DJ8875 C     | 2055-05-20      | 5.5000%  | 0.0000% | $7074704.00        | $7176296.89        | Agency Mortgage-Backed Securities         |
| GNMI SF 623958 X     | 2035-12-15      | 5.0000%  | 0.0000% | $50000.00          | $400.47            | Agency Mortgage-Backed Securities         |
| GNMI SF 515532 X     | 2030-11-15      | 8.0000%  | 0.0000% | $1852151.00        | $32229.56          | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLSD1640 | 2052-09-01      | 4.0000%  | 0.0000% | $128000.00         | $97857.77          | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD5368 | 2052-07-01      | 2.5000%  | 0.0000% | $9079.00           | $7091.01           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD6705 | 2053-02-01      | 4.5000%  | 0.0000% | $17000.00          | $15373.34          | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD1751 | 2051-10-01      | 2.5000%  | 0.0000% | $100000.00         | $66813.22          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD3251 | 2053-07-01      | 6.0000%  | 0.0000% | $1023.00           | $821.52            | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZJ0764 | 2040-12-01      | 4.0000%  | 0.0000% | $15766.00          | $985.94            | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZL6355 | 2043-07-01      | 4.0000%  | 0.0000% | $200000.00         | $31833.47          | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CTZS8833 | 2027-06-01      | 4.5000%  | 0.0000% | $296446.00         | $332.46            | Agency Mortgage-Backed Securities         |
| FEPC 08.000 CLZJ5090 | 2030-11-01      | 8.0000%  | 0.0000% | $48075.00          | $251.31            | Agency Mortgage-Backed Securities         |
| FEPC 08.000 CLZS0712 | 2032-04-01      | 8.0000%  | 0.0000% | $4096.00           | $82.53             | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRA8135 | 2052-10-01      | 5.5000%  | 0.0000% | $40000.00          | $29940.24          | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLSD0619 | 2050-07-01      | 4.0000%  | 0.0000% | $1004.00           | $425.72            | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD8147 | 2051-05-01      | 2.5000%  | 0.0000% | $77872.00          | $42966.41          | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLZJ6573 | 2032-06-01      | 6.5000%  | 0.0000% | $19802575.00       | $3083.76           | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLZM2474 | 2047-01-01      | 3.0000%  | 0.0000% | $200000.00         | $57562.19          | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD8341 | 2053-07-01      | 5.0000%  | 0.0000% | $7000.00           | $5994.43           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD1931 | 2051-11-01      | 3.5000%  | 0.0000% | $49757.00          | $34301.62          | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLSD8188 | 2052-01-01      | 2.0000%  | 0.0000% | $7000.00           | $4564.82           | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLRA2387 | 2050-04-01      | 3.0000%  | 0.0000% | $78000.00          | $26232.28          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CNRD5205 | 2034-08-01      | 5.5000%  | 0.0000% | $35216.00          | $24659.91          | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLRA5279 | 2051-05-01      | 4.0000%  | 0.0000% | $195000.00         | $76163.91          | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLQC0165 | 2051-03-01      | 2.5000%  | 0.0000% | $100000.00         | $52718.58          | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CIQN5031 | 2036-01-01      | 2.5000%  | 0.0000% | $113839.00         | $62783.99          | Agency Mortgage-Backed Securities         |
| Freddie Mac          | 2051-06-25      | 5.5000%  | 0.0000% | $3000000.00        | $1975980.26        | Agency Collateralized Mortgage Obligation |
| Freddie Mac          | 2051-12-25      | 2.0000%  | 0.0000% | $1400000.00        | $1140069.16        | Agency Collateralized Mortgage Obligation |
| GNMI SF 689791 X     | 2038-08-15      | 6.0000%  | 0.0000% | $750755.00         | $9252.58           | Agency Mortgage-Backed Securities         |
| GNII SF 002985 M     | 2030-10-20      | 6.5000%  | 0.0000% | $220000.00         | $178.24            | Agency Mortgage-Backed Securities         |
| GNMI SP 783710 X     | 2041-06-15      | 6.0000%  | 0.0000% | $1091062.00        | $55818.98          | Agency Mortgage-Backed Securities         |
| GNMI SP 782034 X     | 2036-01-15      | 6.0000%  | 0.0000% | $55000.00          | $1019.37           | Agency Mortgage-Backed Securities         |
| GNII SF MA8195 M     | 2051-11-20      | 1.5000%  | 0.0000% | $18618.00          | $11251.88          | Agency Mortgage-Backed Securities         |
| GNII SF MA7942 M     | 2052-03-20      | 5.5000%  | 0.0000% | $1854618.00        | $797983.13         | Agency Mortgage-Backed Securities         |
| GNII SF MA2636 M     | 2044-04-20      | 1.5000%  | 0.0000% | $355533.00         | $15856.78          | Agency Mortgage-Backed Securities         |
| GNMI SF 733210 X     | 2040-06-15      | 5.0000%  | 0.0000% | $126341.00         | $11538.24          | Agency Mortgage-Backed Securities         |
| GNII SF 004494 M     | 2039-07-20      | 4.0000%  | 0.0000% | $763282.00         | $30525.18          | Agency Mortgage-Backed Securities         |
| GNII SF 004928 M     | 2038-12-20      | 6.0000%  | 0.0000% | $100000.00         | $2023.62           | Agency Mortgage-Backed Securities         |
| GNII SF BX4967 C     | 2050-09-20      | 3.5000%  | 0.0000% | $8199.00           | $6042.33           | Agency Mortgage-Backed Securities         |
| GNII SF MA5988 M     | 2049-06-20      | 5.0000%  | 0.0000% | $177557.00         | $14423.13          | Agency Mortgage-Backed Securities         |
| GNII SF 004871 M     | 2039-04-20      | 6.0000%  | 0.0000% | $377252.00         | $11084.60          | Agency Mortgage-Backed Securities         |
| GNII SP 781425 M     | 2032-03-20      | 5.5000%  | 0.0000% | $4339940.00        | $19131.85          | Agency Mortgage-Backed Securities         |
| GNII SF BR6257 C     | 2050-01-20      | 4.5000%  | 0.0000% | $1375435.00        | $504315.24         | Agency Mortgage-Backed Securities         |
| GNII SF DK7367 C     | 2055-07-20      | 6.0000%  | 0.0000% | $1754000.00        | $1827937.95        | Agency Mortgage-Backed Securities         |
| GNMI SP 784439 X     | 2045-02-15      | 3.0000%  | 0.0000% | $645000.00         | $140440.68         | Agency Mortgage-Backed Securities         |
| GNII SF MA7372 M     | 2051-05-20      | 5.0000%  | 0.0000% | $5103235.00        | $2019391.29        | Agency Mortgage-Backed Securities         |
| GNII SF MA7766 M     | 2051-12-20      | 2.0000%  | 0.0000% | $135000.00         | $83057.39          | Agency Mortgage-Backed Securities         |
| GNII SF MA6999 M     | 2050-10-20      | 4.5000%  | 0.0000% | $1362979.00        | $326411.05         | Agency Mortgage-Backed Securities         |
| GNII SF MA6659 M     | 2050-05-20      | 4.5000%  | 0.0000% | $4500000.00        | $896503.69         | Agency Mortgage-Backed Securities         |
| GNII SF MA7472 M     | 2051-07-20      | 2.5000%  | 0.0000% | $9000.00           | $5173.63           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQZ4687 | 2055-10-01      | 5.5000%  | 0.0000% | $1008.00           | $1030.49           | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLSL2296 | 2055-08-01      | 6.5000%  | 0.0000% | $1024.00           | $1071.12           | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLSL2292 | 2055-08-01      | 6.5000%  | 0.0000% | $1008.00           | $1062.69           | Agency Mortgage-Backed Securities         |
| GNII SF MA8046 M     | 2052-05-20      | 4.5000%  | 0.0000% | $100000.00         | $74370.58          | Agency Mortgage-Backed Securities         |
| GNII SF DL2254 C     | 2055-09-20      | 6.0000%  | 0.0000% | $1084104.00        | $1121832.26        | Agency Mortgage-Backed Securities         |
| GNII SF MA5765 M     | 2049-01-20      | 5.0000%  | 0.0000% | $143217.00         | $9520.21           | Agency Mortgage-Backed Securities         |
| GNII SF MA4836 M     | 2047-11-20      | 3.0000%  | 0.0000% | $8872457.00        | $1197930.08        | Agency Mortgage-Backed Securities         |
| GNII SF MA6221 M     | 2049-08-20      | 4.5000%  | 0.0000% | $327417.00         | $39759.19          | Agency Mortgage-Backed Securities         |
| GNII SF MA5465 M     | 2048-09-20      | 3.5000%  | 0.0000% | $900000.00         | $98298.97          | Agency Mortgage-Backed Securities         |
| GNII SF MA5018 M     | 2048-02-20      | 3.0000%  | 0.0000% | $350000.00         | $49256.08          | Agency Mortgage-Backed Securities         |
| GNII SF MA5015 M     | 2047-12-20      | 1.5000%  | 0.0000% | $581265.00         | $32155.88          | Agency Mortgage-Backed Securities         |
| GNII SF MA7368 M     | 2051-05-20      | 3.0000%  | 0.0000% | $704000.00         | $345802.68         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRJ4529 | 2055-05-01      | 6.0000%  | 0.0000% | $14597.00          | $13942.00          | Agency Mortgage-Backed Securities         |
| GNMI SF 510627 X     | 2035-02-15      | 5.0000%  | 0.0000% | $228111.00         | $3663.57           | Agency Mortgage-Backed Securities         |
| GNII SF DH8249 C     | 2055-02-20      | 6.5000%  | 0.0000% | $5682907.00        | $5707196.62        | Agency Mortgage-Backed Securities         |
| GNMI SF 555690 X     | 2032-01-15      | 6.0000%  | 0.0000% | $25000.00          | $94.64             | Agency Mortgage-Backed Securities         |
| GNII SF 005334 M     | 2042-02-20      | 5.0000%  | 0.0000% | $955000.00         | $44589.49          | Agency Mortgage-Backed Securities         |
| GNMI SF 480004 X     | 2028-12-15      | 6.0000%  | 0.0000% | $30000.00          | $447.15            | Agency Mortgage-Backed Securities         |
| GNMI SF 648676 X     | 2036-01-15      | 6.5000%  | 0.0000% | $251469.00         | $3554.83           | Agency Mortgage-Backed Securities         |
| GNII SF DL6496 C     | 2055-08-20      | 6.0000%  | 0.0000% | $2555233.00        | $2632662.43        | Agency Mortgage-Backed Securities         |
| GNII SF MA9366 M     | 2053-12-20      | 7.5000%  | 0.0000% | $319007.00         | $83517.23          | Agency Mortgage-Backed Securities         |
| GNII SF DM1023 C     | 2055-08-20      | 6.0000%  | 0.0000% | $14994877.00       | $15545064.34       | Agency Mortgage-Backed Securities         |
| GNRM 2025-157 P      | 2055-09-20      | 5.0000%  | 0.0000% | $34738424.00       | $35011807.68       | Agency Collateralized Mortgage Obligation |
| GNRM 2025-027 BN     | 2052-08-20      | 5.0000%  | 0.0000% | $7042407.00        | $6963558.65        | Agency Collateralized Mortgage Obligation |
| GNII SF DL5947 C     | 2055-08-20      | 6.0000%  | 0.0000% | $802578.00         | $827996.10         | Agency Mortgage-Backed Securities         |
| GNII SF 004745 M     | 2040-07-20      | 4.0000%  | 0.0000% | $240000.00         | $9931.91           | Agency Mortgage-Backed Securities         |
| GNII SF 003488 M     | 2033-12-20      | 5.5000%  | 0.0000% | $43569.00          | $538.33            | Agency Mortgage-Backed Securities         |
| GNMI SF AY4224 X     | 2047-05-15      | 5.0000%  | 0.0000% | $137168.00         | $915.47            | Agency Mortgage-Backed Securities         |
| GNII SF DL8010 C     | 2055-08-20      | 5.5000%  | 0.0000% | $2278650.00        | $2318881.86        | Agency Mortgage-Backed Securities         |
| GNII SF DM1024 C     | 2055-08-20      | 5.5000%  | 0.0000% | $4582799.00        | $4667162.56        | Agency Mortgage-Backed Securities         |
| GNII SF 004833 M     | 2040-10-20      | 4.0000%  | 0.0000% | $1146156.00        | $55715.63          | Agency Mortgage-Backed Securities         |
| GNMI SF 575495 X     | 2032-02-15      | 6.0000%  | 0.0000% | $74000.00          | $130.04            | Agency Mortgage-Backed Securities         |
| GNII SF 004800 M     | 2040-09-20      | 4.0000%  | 0.0000% | $153026.00         | $6977.27           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD8340 | 2053-07-01      | 4.5000%  | 0.0000% | $23000.00          | $19889.85          | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQF6690 | 2053-01-01      | 6.5000%  | 0.0000% | $100000.00         | $61287.37          | Agency Mortgage-Backed Securities         |
| FEPC 01.500 CIRC1880 | 2036-03-01      | 1.5000%  | 0.0000% | $20401.00          | $9718.81           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQF5465 | 2052-12-01      | 5.0000%  | 0.0000% | $100000.00         | $74314.38          | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD8129 | 2051-02-01      | 2.5000%  | 0.0000% | $6000.00           | $2856.42           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CTRB1179 | 2045-06-01      | 6.0000%  | 0.0000% | $1000.00           | $971.63            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD8347 | 2053-08-01      | 4.5000%  | 0.0000% | $3000.00           | $2594.31           | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLSD8215 | 2052-05-01      | 4.0000%  | 0.0000% | $8000.00           | $5840.18           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQH9251 | 2054-02-01      | 6.0000%  | 0.0000% | $1000.00           | $910.44            | Agency Mortgage-Backed Securities         |
| Freddie Mac          | 2049-05-25      | 2.5000%  | 0.0000% | $30314000.00       | $19081483.92       | Agency Collateralized Mortgage Obligation |
| FEPC 04.000 CLZM6127 | 2048-04-01      | 4.0000%  | 0.0000% | $6456.00           | $1459.79           | Agency Mortgage-Backed Securities         |
| FEPC 04.000 3PZA3224 | 2046-11-01      | 4.0000%  | 0.0000% | $599200.00         | $41725.76          | Agency Mortgage-Backed Securities         |
| FEPC 08.000 CLZA0674 | 2030-04-01      | 8.0000%  | 0.0000% | $30247.00          | $6.32              | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLZM2507 | 2047-01-01      | 3.0000%  | 0.0000% | $100000.00         | $32416.31          | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLZA4785 | 2046-12-01      | 3.0000%  | 0.0000% | $301036.00         | $82265.86          | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLZA0728 | 2031-01-01      | 7.0000%  | 0.0000% | $5970000.00        | $1795.77           | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLZM2277 | 2046-12-01      | 3.0000%  | 0.0000% | $58596.00          | $15490.41          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZS4599 | 2045-01-01      | 3.5000%  | 0.0000% | $64000.00          | $5549.53           | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZS4608 | 2045-03-01      | 4.0000%  | 0.0000% | $632080.00         | $54248.31          | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CISB1385 | 2038-02-01      | 2.5000%  | 0.0000% | $1000.00           | $839.74            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLZS3204 | 2041-06-01      | 5.0000%  | 0.0000% | $1307.00           | $74.01             | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZM2076 | 2046-11-01      | 3.5000%  | 0.0000% | $55000.00          | $11856.64          | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZL6251 | 2043-06-01      | 4.0000%  | 0.0000% | $100000.00         | $13843.17          | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZS4570 | 2044-06-01      | 4.0000%  | 0.0000% | $6223.00           | $386.75            | Agency Mortgage-Backed Securities         |
| Freddie Mac          | 2050-02-25      | 5.5000%  | 0.0000% | $3800000.00        | $2377355.03        | Agency Collateralized Mortgage Obligation |
| FEPC 03.000 CIQO1175 | 2038-02-01      | 3.0000%  | 0.0000% | $49730.00          | $33101.70          | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLQA5770 | 2050-01-01      | 3.0000%  | 0.0000% | $100000.00         | $35078.88          | Agency Mortgage-Backed Securities         |
| FEPC 02.500 ZLSI2106 | 2051-05-25      | 2.5000%  | 0.0000% | $1000.00           | $773.30            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQJ5275 | 2054-10-01      | 5.0000%  | 0.0000% | $95000.00          | $89987.95          | Agency Mortgage-Backed Securities         |
| Freddie Mac          | 2051-05-25      | 5.0000%  | 0.0000% | $2250000.00        | $1930380.08        | Agency Collateralized Mortgage Obligation |
| Freddie Mac          | 2035-12-25      | 5.5000%  | 0.0000% | $13118000.00       | $12866784.68       | Agency Collateralized Mortgage Obligation |
| Freddie Mac          | 2050-12-25      | 1.5000%  | 0.0000% | $23714000.00       | $8294733.13        | Agency Collateralized Mortgage Obligation |
| FEPC 05.500 CNQS0335 | 2035-09-01      | 5.5000%  | 0.0000% | $1000.00           | $1028.60           | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZL9838 | 2045-07-01      | 4.0000%  | 0.0000% | $475000.00         | $96194.51          | Agency Mortgage-Backed Securities         |
| FEPC 07.500 CLZI0724 | 2033-09-01      | 7.5000%  | 0.0000% | $14481.00          | $367.75            | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZA1383 | 2045-02-01      | 4.0000%  | 0.0000% | $540417.00         | $24113.51          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 3VZN0480 | 2042-10-01      | 3.5000%  | 0.0000% | $500000.00         | $89696.41          | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZL8099 | 2044-05-01      | 4.0000%  | 0.0000% | $200000.00         | $24418.94          | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLZM2269 | 2046-12-01      | 3.0000%  | 0.0000% | $116397.00         | $29225.91          | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZT1953 | 2049-05-01      | 4.5000%  | 0.0000% | $57000.00          | $5579.21           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 3PZA3211 | 2046-05-01      | 3.5000%  | 0.0000% | $1003.00           | $80.58             | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CIZS8712 | 2033-08-01      | 4.0000%  | 0.0000% | $2234.00           | $181.92            | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CISB1048 | 2038-07-01      | 3.0000%  | 0.0000% | $46708.00          | $35572.22          | Agency Mortgage-Backed Securities         |
| FEPC 04.000 3PZA3218 | 2046-09-01      | 4.0000%  | 0.0000% | $622590.00         | $53864.36          | Agency Mortgage-Backed Securities         |
| GNII SF CK9371 C     | 2052-04-20      | 3.5000%  | 0.0000% | $81945.00          | $60581.51          | Agency Mortgage-Backed Securities         |
| GNRM 2023-084 MW     | 2053-06-20      | 6.0000%  | 0.0000% | $6000000.00        | $6274814.00        | Agency Collateralized Mortgage Obligation |
| GNRM 2024-046 CL     | 2053-11-20      | 6.0000%  | 0.0000% | $17891708.00       | $18577628.37       | Agency Collateralized Mortgage Obligation |
| GNII SF DJ2655 C     | 2055-08-20      | 6.0000%  | 0.0000% | $898406.00         | $935152.69         | Agency Mortgage-Backed Securities         |
| GNII SF 005265 M     | 2041-12-20      | 3.0000%  | 0.0000% | $55000.00          | $4488.23           | Agency Mortgage-Backed Securities         |
| GNMI SF 717242 X     | 2039-04-15      | 5.0000%  | 0.0000% | $627519.00         | $31121.88          | Agency Mortgage-Backed Securities         |
| GNII SF DH8356 C     | 2055-01-20      | 6.5000%  | 0.0000% | $2846066.00        | $2954714.77        | Agency Mortgage-Backed Securities         |
| GNII SF DH5652 C     | 2055-01-20      | 6.5000%  | 0.0000% | $2169748.00        | $2250018.39        | Agency Mortgage-Backed Securities         |
| GNII SF MB0366 M     | 2055-05-20      | 5.5000%  | 0.0000% | $1837063.00        | $1839800.84        | Agency Mortgage-Backed Securities         |
| GNMI SP 785782 X     | 2050-02-15      | 3.0000%  | 0.0000% | $2000000.00        | $1421703.59        | Agency Mortgage-Backed Securities         |
| GNII SP 785283 C     | 2051-01-20      | 2.5000%  | 0.0000% | $108000.00         | $51681.47          | Agency Mortgage-Backed Securities         |
| GNII SF MA3735 M     | 2046-06-20      | 3.0000%  | 0.0000% | $3450000.00        | $402439.78         | Agency Mortgage-Backed Securities         |
| GNII SF MA3315 M     | 2039-09-20      | 6.0000%  | 0.0000% | $10000000.00       | $1042871.44        | Agency Mortgage-Backed Securities         |
| GNII SP 787827 C     | 2053-08-20      | 6.5000%  | 0.0000% | $3136185.00        | $2674146.77        | Agency Mortgage-Backed Securities         |
| GNMI SP 786285 X     | 2041-03-15      | 5.0000%  | 0.0000% | $351630.00         | $149351.73         | Agency Mortgage-Backed Securities         |
| GNII SF MA2961 M     | 2045-07-20      | 3.5000%  | 0.0000% | $2900000.00        | $257053.83         | Agency Mortgage-Backed Securities         |
| GNII SP 785788 C     | 2051-12-20      | 2.5000%  | 0.0000% | $378000.00         | $235804.09         | Agency Mortgage-Backed Securities         |
| GNII SF DL8968 C     | 2055-08-20      | 6.0000%  | 0.0000% | $564285.00         | $583770.10         | Agency Mortgage-Backed Securities         |
| GNII SF CH5218 C     | 2051-09-20      | 2.0000%  | 0.0000% | $430000.00         | $300360.55         | Agency Mortgage-Backed Securities         |
| GNII SF MA0934 M     | 2043-04-20      | 3.5000%  | 0.0000% | $490000.00         | $44886.62          | Agency Mortgage-Backed Securities         |
| GNII SF DL5923 C     | 2055-08-20      | 6.0000%  | 0.0000% | $578399.00         | $600883.06         | Agency Mortgage-Backed Securities         |
| GNII SF MA6544 M     | 2049-07-20      | 4.5000%  | 0.0000% | $1800000.00        | $249477.64         | Agency Mortgage-Backed Securities         |
| GNII SF CY5733 C     | 2054-01-20      | 7.0000%  | 0.0000% | $1101182.00        | $883089.63         | Agency Mortgage-Backed Securities         |
| GNII SF DM1203 C     | 2055-09-20      | 5.5000%  | 0.0000% | $2129786.00        | $2169746.23        | Agency Mortgage-Backed Securities         |
| GNII SF DF3294 C     | 2054-11-20      | 5.5000%  | 0.0000% | $2560416.00        | $2550845.43        | Agency Mortgage-Backed Securities         |
| GNII SF MA7253 M     | 2051-03-20      | 1.5000%  | 0.0000% | $70771.00          | $38740.44          | Agency Mortgage-Backed Securities         |
| GNII SF MA8098 M     | 2052-06-20      | 3.0000%  | 0.0000% | $12000.00          | $8200.89           | Agency Mortgage-Backed Securities         |
| GNII SF DL4822 C     | 2055-08-20      | 5.0000%  | 0.0000% | $1000.00           | $999.26            | Agency Mortgage-Backed Securities         |
| GNII SF MA6409 M     | 2050-01-20      | 3.0000%  | 0.0000% | $729913.00         | $131314.30         | Agency Mortgage-Backed Securities         |
| GNII SF DL8009 C     | 2055-08-20      | 5.5000%  | 0.0000% | $1019584.00        | $1039934.69        | Agency Mortgage-Backed Securities         |
| GNII SF MA5881 M     | 2038-11-20      | 6.5000%  | 0.0000% | $1000000.00        | $146505.23         | Agency Mortgage-Backed Securities         |
| GNII SF CZ0783 C     | 2054-01-20      | 7.0000%  | 0.0000% | $5530376.00        | $2401984.32        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRJ2680 | 2054-10-01      | 5.5000%  | 0.0000% | $35567.00          | $33649.79          | Agency Mortgage-Backed Securities         |
| GNII SF MA7936 M     | 2052-03-20      | 2.5000%  | 0.0000% | $3862.00           | $2484.67           | Agency Mortgage-Backed Securities         |
| GNII SF MA7312 M     | 2051-04-20      | 2.5000%  | 0.0000% | $26000.00          | $13364.48          | Agency Mortgage-Backed Securities         |
| GNII SF MA7535 M     | 2051-08-20      | 3.0000%  | 0.0000% | $4160000.00        | $2378929.08        | Agency Mortgage-Backed Securities         |
| GNII SF 004832 M     | 2040-10-20      | 3.5000%  | 0.0000% | $65000.00          | $3700.88           | Agency Mortgage-Backed Securities         |

### Security 732: WELLS FARGO BANK NA

- **C.1 - Title:** WELLS FARGO BANK NA 4.210000%
- **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: ARP1BDJA9, C.3 - LEI: KB1H1DSPRFMYMCUFXT09, C.5 - Other ID: ARP1BDJA9
- **C.18 - Value (incl. sponsor support):** $9000000000.00
- **C.18.a - Value (excl. sponsor support):** $9000000000.00
- **C.19 - Percentage of Net Assets:** 2.3600%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY   | 2029-02-28      | 4.2500%  | 0.0000% | $190010400.00      | $194219529.19      | U.S. Treasuries (including strips)        |
| GNRA 2025-151 FB         | 2055-09-20      | 5.4174%  | 0.0000% | $10642.00          | $10672.60          | Agency Collateralized Mortgage Obligation |
| GNRM 2019-159 UC         | 2049-02-20      | 2.5000%  | 0.0000% | $9400000.00        | $2456047.74        | Agency Collateralized Mortgage Obligation |
| GNRA 2022-168 FE         | 2052-09-20      | 4.8388%  | 0.0000% | $15188000.00       | $10558617.40       | Agency Collateralized Mortgage Obligation |
| GNRM 2025-132 DP         | 2054-10-20      | 5.0000%  | 0.0000% | $27721000.00       | $27666471.65       | Agency Collateralized Mortgage Obligation |
| GNRM 2017-100 AB         | 2052-04-16      | 2.3000%  | 0.0000% | $3570000.00        | $377535.71         | Agency Collateralized Mortgage Obligation |
| GNRM 2014-147 JB         | 2044-10-20      | 3.0000%  | 0.0000% | $5076000.00        | $4452147.76        | Agency Collateralized Mortgage Obligation |
| GNRM 2024-083 AY         | 2054-05-20      | 5.7500%  | 0.0000% | $50000000.00       | $51190397.25       | Agency Collateralized Mortgage Obligation |
| GNRM 2014-091 CB         | 2040-01-16      | 2.2500%  | 0.0000% | $325000.00         | $13079.19          | Agency Collateralized Mortgage Obligation |
| GNRA 2022-012 FA         | 2052-01-20      | 3.0000%  | 0.0000% | $100000000.00      | $60800075.65       | Agency Collateralized Mortgage Obligation |
| GNRA 2007-051 FN         | 2037-08-20      | 4.6699%  | 0.0000% | $3522973.00        | $1275681.54        | Agency Collateralized Mortgage Obligation |
| FEPC 05.000 CLQF7011     | 2053-01-01      | 5.0000%  | 0.0000% | $36648937.00       | $27974709.52       | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAK6726     | 2042-03-01      | 3.5000%  | 0.0000% | $80293676.00       | $12212007.93       | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAK6313     | 2042-03-01      | 3.5000%  | 0.0000% | $21297780.00       | $2455001.91        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLCB9353     | 2054-10-01      | 6.5000%  | 0.0000% | $38780000.00       | $36471067.64       | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCB8160     | 2054-03-01      | 6.0000%  | 0.0000% | $81473059.00       | $72118313.61       | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDA5973     | 2054-01-01      | 6.0000%  | 0.0000% | $271936.00         | $223810.58         | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDA6496     | 2053-12-01      | 6.5000%  | 0.0000% | $15034151.00       | $12291003.74       | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDC3459     | 2054-09-01      | 6.0000%  | 0.0000% | $7678811.00        | $7397434.77        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB8988     | 2054-08-01      | 5.5000%  | 0.0000% | $141822949.00      | $134869318.77      | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAK9431     | 2042-03-01      | 3.5000%  | 0.0000% | $65130751.00       | $9411525.49        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDC2987     | 2054-10-01      | 6.0000%  | 0.0000% | $9147887.00        | $8398916.60        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB6258     | 2053-05-01      | 5.5000%  | 0.0000% | $47000000.00       | $37989785.35       | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDA0348     | 2053-10-01      | 5.5000%  | 0.0000% | $1819121.00        | $1807071.42        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY6583     | 2055-07-01      | 6.0000%  | 0.0000% | $25041659.00       | $24670492.94       | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFA1574     | 2055-05-01      | 6.0000%  | 0.0000% | $5262291.00        | $5235187.92        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSL0672     | 2055-03-01      | 6.0000%  | 0.0000% | $3000000.00        | $2862112.12        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCC0565     | 2055-06-01      | 5.5000%  | 0.0000% | $108835431.00      | $108562590.07      | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CTSC0591     | 2044-12-01      | 6.0000%  | 0.0000% | $35356000.00       | $29525932.45       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8367     | 2053-10-01      | 5.5000%  | 0.0000% | $33895156.00       | $28686654.87       | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLQA2744     | 2049-09-01      | 3.0000%  | 0.0000% | $350000000.00      | $56232040.78       | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLQE8786     | 2052-09-01      | 4.5000%  | 0.0000% | $15154900.00       | $13598376.45       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQF3574     | 2052-11-01      | 5.5000%  | 0.0000% | $2651194.00        | $2142571.67        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQG7071     | 2053-07-01      | 5.5000%  | 0.0000% | $40900000.00       | $34555565.55       | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLQF3374     | 2052-11-01      | 4.5000%  | 0.0000% | $20700000.00       | $16582998.24       | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQF7832     | 2053-02-01      | 5.0000%  | 0.0000% | $27658347.00       | $21477026.52       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRA9129     | 2053-08-01      | 6.0000%  | 0.0000% | $14541846.00       | $10942720.47       | Agency Mortgage-Backed Securities         |
| 04.500 FGPC Q60648 G     | 2049-01-01      | 4.5000%  | 0.0000% | $6287386.00        | $1338498.63        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQJ6718     | 2054-10-01      | 6.0000%  | 0.0000% | $1026815.00        | $1014913.73        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQJ9527     | 2054-11-01      | 6.0000%  | 0.0000% | $12954899.00       | $12524075.44       | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLQE0637     | 2052-04-01      | 3.0000%  | 0.0000% | $13898982.00       | $9485544.12        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQF3908     | 2052-11-01      | 5.0000%  | 0.0000% | $138818740.00      | $107720596.05      | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRA9799     | 2053-09-01      | 6.0000%  | 0.0000% | $16746832.00       | $13936340.33       | Agency Mortgage-Backed Securities         |
| FEPC 03.000 3PRE6061     | 2050-09-01      | 3.0000%  | 0.0000% | $5000000.00        | $972899.99         | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAL1427     | 2041-08-01      | 4.5000%  | 0.0000% | $103188031.00      | $7458711.05        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQE8254     | 2052-08-01      | 5.0000%  | 0.0000% | $63435335.00       | $47474445.01       | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLQD1561     | 2051-11-01      | 2.5000%  | 0.0000% | $3931784.00        | $2062796.27        | Agency Mortgage-Backed Securities         |
| GNRM 2025-132 KW         | 2055-08-20      | 4.5000%  | 0.0000% | $887755.00         | $787200.77         | Agency Collateralized Mortgage Obligation |
| GNRM 2022-103 CD         | 2050-07-20      | 3.0000%  | 0.0000% | $18551300.00       | $10074304.91       | Agency Collateralized Mortgage Obligation |
| GNRA 2022-064 FA         | 2052-04-20      | 4.5000%  | 0.0000% | $10667117.00       | $6047302.42        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-090 FD         | 2055-05-20      | 6.0000%  | 0.0000% | $264470541.00      | $249999999.63      | Agency Collateralized Mortgage Obligation |
| GNRM 2024-051 KB         | 2054-03-20      | 5.5000%  | 0.0000% | $50000000.00       | $51009777.80       | Agency Collateralized Mortgage Obligation |
| GNRM 2024-171 MW         | 2054-10-20      | 5.0000%  | 0.0000% | $25000000.00       | $24510144.45       | Agency Collateralized Mortgage Obligation |
| GNRM 2024-159 GL         | 2054-10-20      | 5.0000%  | 0.0000% | $25000000.00       | $24563944.45       | Agency Collateralized Mortgage Obligation |
| GNRM 2024-084 BL         | 2054-05-20      | 5.7500%  | 0.0000% | $82000000.00       | $84381931.49       | Agency Collateralized Mortgage Obligation |
| FEPC 05.500 CLQY4454     | 2055-06-01      | 5.5000%  | 0.0000% | $25176401.00       | $23668023.07       | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLFS9164     | 2052-02-01      | 2.0000%  | 0.0000% | $55251000.00       | $41738437.03       | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLSD7110     | 2054-02-01      | 6.5000%  | 0.0000% | $181279506.00      | $166196386.86      | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQF9868     | 2053-04-01      | 5.0000%  | 0.0000% | $2853647.00        | $2288091.89        | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZA4951     | 2047-07-01      | 4.0000%  | 0.0000% | $131856994.00      | $35864531.30       | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZA4881     | 2047-03-01      | 4.0000%  | 0.0000% | $50000000.00       | $11626750.52       | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLSD7501     | 2049-07-01      | 4.0000%  | 0.0000% | $87900000.00       | $20652318.52       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRA9196     | 2053-08-01      | 5.5000%  | 0.0000% | $3072615.00        | $2660453.74        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD7564     | 2053-06-01      | 5.0000%  | 0.0000% | $300000000.00      | $245327590.85      | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSL0662     | 2055-03-01      | 6.0000%  | 0.0000% | $20663038.00       | $19360273.03       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY5555     | 2055-06-01      | 6.0000%  | 0.0000% | $11917549.00       | $11989741.24       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRQ0014     | 2055-06-01      | 6.0000%  | 0.0000% | $2315033.00        | $2271493.48        | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLFA1532     | 2052-04-01      | 2.0000%  | 0.0000% | $38024000.00       | $30463474.49       | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLMA3468     | 2048-09-01      | 4.5000%  | 0.0000% | $500000000.00      | $38566613.79       | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFA0287     | 2054-12-01      | 6.0000%  | 0.0000% | $13871602.00       | $12904892.14       | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB9640     | 2054-12-01      | 5.0000%  | 0.0000% | $31941157.00       | $29898626.23       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY6165     | 2055-06-01      | 6.0000%  | 0.0000% | $30493560.00       | $29256472.56       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY6552     | 2055-06-01      | 6.0000%  | 0.0000% | $57323091.00       | $55567577.59       | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFM4114     | 2050-07-01      | 4.0000%  | 0.0000% | $5000000.00        | $1644958.49        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAB4430     | 2042-02-01      | 3.5000%  | 0.0000% | $17067379.00       | $2473331.71        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFA2432     | 2055-06-01      | 5.5000%  | 0.0000% | $43690499.00       | $43164425.29       | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDC3465     | 2054-09-01      | 6.0000%  | 0.0000% | $18594910.00       | $16271361.65       | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFA1559     | 2055-05-01      | 5.5000%  | 0.0000% | $950000.00         | $950976.97         | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLCA1766     | 2047-12-01      | 4.0000%  | 0.0000% | $8553962.00        | $2414858.87        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDD6324     | 2055-04-01      | 5.0000%  | 0.0000% | $1345522.00        | $1325403.53        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDB4440     | 2054-08-01      | 6.0000%  | 0.0000% | $8111274.00        | $7638958.48        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDD8419     | 2055-06-01      | 6.0000%  | 0.0000% | $8978930.00        | $8884869.61        | Agency Mortgage-Backed Securities         |
| GNRM 2004-018 WD         | 2034-02-20      | 5.5000%  | 0.0000% | $6000.00           | $1020.35           | Agency Collateralized Mortgage Obligation |
| GNRM 2024-171 HD         | 2054-10-20      | 5.0000%  | 0.0000% | $50000000.00       | $48651538.85       | Agency Collateralized Mortgage Obligation |
| GNRM 2024-062 GA         | 2048-05-20      | 5.5000%  | 0.0000% | $8825000.00        | $4038890.20        | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASURY   | 2027-03-31      | 3.8750%  | 0.0000% | $800.00            | $802.18            | U.S. Treasuries (including strips)        |
| GNRM 2024-168 BL         | 2054-10-20      | 5.0000%  | 0.0000% | $25000000.00       | $24481619.43       | Agency Collateralized Mortgage Obligation |
| GNRM 2024-097 D          | 2050-12-20      | 4.5000%  | 0.0000% | $42704752.00       | $32999319.79       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-047 FA         | 2055-03-20      | 5.4388%  | 0.0000% | $100000000.00      | $95138663.99       | Agency Collateralized Mortgage Obligation |
| GNRM 2024-076 KB         | 2054-05-20      | 6.0000%  | 0.0000% | $50000000.00       | $51648616.65       | Agency Collateralized Mortgage Obligation |
| GNRA 2023-076 FG         | 2053-05-20      | 5.4388%  | 0.0000% | $100000000.00      | $43642303.91       | Agency Collateralized Mortgage Obligation |
| GNRM 2024-045 C          | 2054-03-20      | 0.1250%  | 0.0000% | $56375245.00       | $36401546.88       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-044 FB         | 2055-03-20      | 5.4388%  | 0.0000% | $100000000.00      | $93293868.46       | Agency Collateralized Mortgage Obligation |
| GNRM 2024-025 CL         | 2054-02-20      | 5.5000%  | 0.0000% | $75000000.00       | $74419650.05       | Agency Collateralized Mortgage Obligation |
| GNRM 2022-107 A          | 2035-05-20      | 3.0000%  | 0.0000% | $3600000.00        | $292203.14         | Agency Collateralized Mortgage Obligation |
| GNRM 2024-044 D          | 2051-06-20      | 4.5000%  | 0.0000% | $1900000.00        | $1514279.26        | Agency Collateralized Mortgage Obligation |
| GNRM 2024-058 HL         | 2054-04-20      | 5.5000%  | 0.0000% | $50000000.00       | $51067427.75       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-162 FD         | 2054-10-20      | 5.4388%  | 0.0000% | $25000000.00       | $23456969.27       | Agency Collateralized Mortgage Obligation |
| GNRM 2024-023 HB         | 2054-01-20      | 5.5000%  | 0.0000% | $75000000.00       | $75397166.62       | Agency Collateralized Mortgage Obligation |
| GNRM 2022-146 H          | 2051-11-20      | 3.7500%  | 0.0000% | $4669693.00        | $3261468.01        | Agency Collateralized Mortgage Obligation |
| GNRM 2024-045 A          | 2054-03-20      | 0.1250%  | 0.0000% | $100000000.00      | $63573827.85       | Agency Collateralized Mortgage Obligation |
| GNRA 2022-160 NF         | 2052-09-20      | 4.8888%  | 0.0000% | $8006953.00        | $5809455.64        | Agency Collateralized Mortgage Obligation |
| FEPC 06.500 CLRJ3343     | 2055-01-01      | 6.5000%  | 0.0000% | $26000000.00       | $26182332.28       | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBH7027     | 2047-12-01      | 4.5000%  | 0.0000% | $7721314.00        | $2506932.80        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDE1721     | 2055-06-01      | 6.0000%  | 0.0000% | $10491342.00       | $10743521.31       | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLCB1024     | 2051-07-01      | 2.5000%  | 0.0000% | $5932000.00        | $3635588.11        | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CTMA1338     | 2033-02-01      | 3.0000%  | 0.0000% | $2000000.00        | $216059.32         | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLRJ4710     | 2055-08-01      | 6.5000%  | 0.0000% | $59169000.00       | $59923113.57       | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLRJ2224     | 2054-08-01      | 6.5000%  | 0.0000% | $42987000.00       | $37757946.88       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRJ2199     | 2054-08-01      | 5.5000%  | 0.0000% | $65205550.00       | $61925973.37       | Agency Mortgage-Backed Securities         |
| GNRA 2023-190 FD         | 2053-12-20      | 5.6388%  | 0.0000% | $100000000.00      | $47489438.30       | Agency Collateralized Mortgage Obligation |
| GNRM 2025-151 BA         | 2051-07-20      | 5.2500%  | 0.0000% | $8191154.00        | $8240957.58        | Agency Collateralized Mortgage Obligation |
| FEPC 06.000 CLRJ2208     | 2054-08-01      | 6.0000%  | 0.0000% | $163879201.00      | $156108569.05      | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSL0663     | 2055-03-01      | 6.0000%  | 0.0000% | $20715748.00       | $19683904.43       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRJ2452     | 2054-09-01      | 6.0000%  | 0.0000% | $132786726.00      | $126526090.42      | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDE0751     | 2055-06-01      | 6.0000%  | 0.0000% | $25031032.00       | $23763120.38       | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLBV1687     | 2055-05-01      | 6.0000%  | 0.0000% | $2710213.00        | $2775776.59        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFS8400     | 2054-07-01      | 6.0000%  | 0.0000% | $64059506.00       | $58072862.00       | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBW8471     | 2052-09-01      | 4.5000%  | 0.0000% | $7162275.00        | $5380557.05        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQX0060     | 2054-12-01      | 5.0000%  | 0.0000% | $2362325.00        | $2143070.13        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBW4984     | 2053-02-01      | 5.0000%  | 0.0000% | $14173619.00       | $9763836.51        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLBW9765     | 2053-06-01      | 5.5000%  | 0.0000% | $23849818.00       | $18400015.24       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQX1233     | 2054-12-01      | 6.0000%  | 0.0000% | $9094223.00        | $8719524.15        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCB7084     | 2053-09-01      | 4.5000%  | 0.0000% | $30522267.00       | $27110610.57       | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLCB7274     | 2053-10-01      | 6.5000%  | 0.0000% | $77137760.00       | $66217148.18       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQX6803     | 2055-02-01      | 6.0000%  | 0.0000% | $2827956.00        | $2889326.80        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLBX6019     | 2053-02-01      | 5.5000%  | 0.0000% | $30594046.00       | $23912553.52       | Agency Mortgage-Backed Securities         |
| GNRM 2024-159 DB         | 2054-10-20      | 5.0000%  | 0.0000% | $20000000.00       | $19784995.56       | Agency Collateralized Mortgage Obligation |
| FEPC 03.000 CLQA2853     | 2049-09-01      | 3.0000%  | 0.0000% | $500000000.00      | $97695606.42       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD8447     | 2054-07-01      | 6.0000%  | 0.0000% | $140300000.00      | $117832320.29      | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQF7074     | 2053-02-01      | 5.0000%  | 0.0000% | $15163726.00       | $11620383.36       | Agency Mortgage-Backed Securities         |
| Farm Federal Credit Bank | 2027-03-16      | 3.6250%  | 0.0000% | $4000000.00        | $3999358.89        | Agency Debentures and Agency Strips       |
| FEPC 06.000 CLQX3149     | 2055-01-01      | 6.0000%  | 0.0000% | $761004.00         | $729008.38         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLMA5445     | 2054-08-01      | 6.0000%  | 0.0000% | $35606.00          | $30611.63          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQX4065     | 2055-01-01      | 6.0000%  | 0.0000% | $7979527.00        | $7880816.43        | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLMA4306     | 2051-04-01      | 2.5000%  | 0.0000% | $230000000.00      | $128162573.66      | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY5804     | 2055-06-01      | 6.0000%  | 0.0000% | $120352858.00      | $120112440.33      | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY2162     | 2055-04-01      | 6.0000%  | 0.0000% | $15261998.00       | $15019786.86       | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAS7022     | 2046-04-01      | 4.0000%  | 0.0000% | $157796547.00      | $26846959.14       | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFS3992     | 2053-02-01      | 5.5000%  | 0.0000% | $140308589.00      | $107433323.56      | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLCA7861     | 2050-10-01      | 2.0000%  | 0.0000% | $1128575.00        | $817086.28         | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLCB2285     | 2051-12-01      | 2.5000%  | 0.0000% | $30000000.00       | $18419757.41       | Agency Mortgage-Backed Securities         |
| GNRA 2025-069 YH         | 2055-04-20      | 5.6388%  | 0.0000% | $5000000.00        | $4956443.25        | Agency Collateralized Mortgage Obligation |
| GNRM 2025-082 A          | 2048-04-20      | 3.5000%  | 0.0000% | $35931000.00       | $32925468.54       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-080 FB         | 2054-05-20      | 5.5888%  | 0.0000% | $100000000.00      | $51305532.65       | Agency Collateralized Mortgage Obligation |
| FEPC 06.500 CLSL0678     | 2054-11-01      | 6.5000%  | 0.0000% | $100000000.00      | $97807260.53       | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRJ2404     | 2054-09-01      | 5.0000%  | 0.0000% | $24419905.00       | $22657801.49       | Agency Mortgage-Backed Securities         |
| GNRA 2021-175 UF         | 2051-10-20      | 3.0000%  | 0.0000% | $100000000.00      | $62689391.76       | Agency Collateralized Mortgage Obligation |
| GNRM 2021-103 HE         | 2051-06-20      | 2.0000%  | 0.0000% | $4300000.00        | $2231869.70        | Agency Collateralized Mortgage Obligation |
| GNRM 2024-062 GM         | 2054-04-20      | 5.5000%  | 0.0000% | $20000000.00       | $20353751.12       | Agency Collateralized Mortgage Obligation |
| GNRM 2024-089 AL         | 2054-05-20      | 5.5000%  | 0.0000% | $50000000.00       | $51024377.75       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-005 FA         | 2054-01-20      | 5.4888%  | 0.0000% | $100000000.00      | $48097066.64       | Agency Collateralized Mortgage Obligation |
| FEPC 05.500 CLSD2818     | 2053-04-01      | 5.5000%  | 0.0000% | $42173251.00       | $36910874.54       | Agency Mortgage-Backed Securities         |
| 03.000 FGPC C91707 G     | 2033-06-01      | 3.0000%  | 0.0000% | $1500000.00        | $181790.83         | Agency Mortgage-Backed Securities         |
| GNRA 2021-225 KC         | 2051-12-20      | 1.2500%  | 0.0000% | $4400000.00        | $1996399.92        | Agency Collateralized Mortgage Obligation |
| GNRA 2013-150 FT         | 2040-02-20      | 4.6899%  | 0.0000% | $200000000.00      | $6569611.90        | Agency Collateralized Mortgage Obligation |
| GNRA 2009-052 FD         | 2039-07-16      | 5.2114%  | 0.0000% | $63000000.00       | $533278.09         | Agency Collateralized Mortgage Obligation |
| GNRA 2011-070 QF         | 2041-05-16      | 4.8714%  | 0.0000% | $100000000.00      | $6199955.85        | Agency Collateralized Mortgage Obligation |
| GNRM 2013-071 GA         | 2041-07-20      | 2.5000%  | 0.0000% | $1375000.00        | $81842.43          | Agency Collateralized Mortgage Obligation |
| GNRM 2025-119 BP         | 2052-12-20      | 5.0000%  | 0.0000% | $30770000.00       | $30756399.44       | Agency Collateralized Mortgage Obligation |
| GNRA 2016-20 FA          | 2046-09-20      | 4.6499%  | 0.0000% | $30000000.00       | $6767691.82        | Agency Collateralized Mortgage Obligation |
| GNRM 2012-03 CL          | 2042-08-16      | 2.5000%  | 0.0000% | $2667917.00        | $2426400.85        | Agency Collateralized Mortgage Obligation |
| GNRA 2010-020 FE         | 2040-02-20      | 4.9999%  | 0.0000% | $131000000.00      | $4533461.97        | Agency Collateralized Mortgage Obligation |
| GNRM 2021-077 KV         | 2048-05-20      | 2.5000%  | 0.0000% | $9465316.00        | $6749223.70        | Agency Collateralized Mortgage Obligation |
| GNRM 2020-115 YA         | 2050-08-20      | 1.0000%  | 0.0000% | $3995959.00        | $1875692.16        | Agency Collateralized Mortgage Obligation |
| GNRA 2022-056 FA         | 2052-03-20      | 3.5000%  | 0.0000% | $200000000.00      | $131181793.96      | Agency Collateralized Mortgage Obligation |
| FEPC 03.000 CLQA0882     | 2049-07-01      | 3.0000%  | 0.0000% | $6000000.00        | $726822.76         | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLQE1361     | 2052-04-01      | 3.0000%  | 0.0000% | $17500000.00       | $11934206.41       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD8516     | 2055-03-01      | 6.0000%  | 0.0000% | $62504088.00       | $58993599.15       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRA8092     | 2052-10-01      | 5.5000%  | 0.0000% | $91975073.00       | $72755280.41       | Agency Mortgage-Backed Securities         |
| FEPC 01.500 CLRA4014     | 2050-10-01      | 1.5000%  | 0.0000% | $531504.00         | $359146.64         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRA9311     | 2053-08-01      | 5.0000%  | 0.0000% | $1719043.00        | $1568328.12        | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLRA5845     | 2051-09-01      | 2.5000%  | 0.0000% | $2419368.00        | $1566038.18        | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLRA2055     | 2050-01-02      | 3.0000%  | 0.0000% | $300000000.00      | $58418976.99       | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAK3768     | 2042-03-01      | 4.0000%  | 0.0000% | $25125744.00       | $2252880.37        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRA9423     | 2053-07-01      | 5.0000%  | 0.0000% | $26099540.00       | $22188161.81       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRA9377     | 2053-07-01      | 5.5000%  | 0.0000% | $67081812.00       | $60212379.87       | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDC6827     | 2054-12-01      | 6.0000%  | 0.0000% | $30303.00          | $30852.45          | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLBM3778     | 2047-12-01      | 3.5000%  | 0.0000% | $42740000.00       | $11664948.52       | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLBW4986     | 2053-02-01      | 5.5000%  | 0.0000% | $13855694.00       | $10215938.71       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY5054     | 2055-06-01      | 6.0000%  | 0.0000% | $52341625.00       | $49734880.88       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD8525     | 2055-04-01      | 6.0000%  | 0.0000% | $240152.00         | $230285.23         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD8363     | 2053-09-01      | 6.0000%  | 0.0000% | $1817190.00        | $1438749.06        | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZM7955     | 2048-09-01      | 4.0000%  | 0.0000% | $15239637.00       | $2854857.46        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD8495     | 2054-12-01      | 6.0000%  | 0.0000% | $6130000.00        | $5472710.07        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRA9842     | 2053-09-01      | 5.5000%  | 0.0000% | $106617092.00      | $91831016.51       | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD7166     | 2054-10-01      | 5.0000%  | 0.0000% | $23817219.00       | $23233316.14       | Agency Mortgage-Backed Securities         |
| 04.000 FGPC Z40287 G     | 2048-01-15      | 4.0000%  | 0.0000% | $34400416.00       | $32497082.80       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQJ0957     | 2054-07-01      | 6.0000%  | 0.0000% | $13679974.00       | $11684284.64       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQJ3870     | 2054-09-01      | 6.0000%  | 0.0000% | $13807772.00       | $13672565.38       | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAS9813     | 2047-06-01      | 3.5000%  | 0.0000% | $36442591.00       | $11656487.34       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQJ4547     | 2054-09-01      | 6.0000%  | 0.0000% | $14425101.00       | $13641420.99       | Agency Mortgage-Backed Securities         |
| GNRM 2024-041 BL         | 2054-03-20      | 5.5000%  | 0.0000% | $60000000.00       | $60601113.30       | Agency Collateralized Mortgage Obligation |
| GNRM 2019-078 BA         | 2049-06-20      | 3.0000%  | 0.0000% | $9606678.00        | $2067203.33        | Agency Collateralized Mortgage Obligation |
| GNRM 2024-014 DB         | 2054-01-20      | 5.5000%  | 0.0000% | $50000000.00       | $50241677.75       | Agency Collateralized Mortgage Obligation |
| GNRM 2024-154 DW         | 2054-09-20      | 5.0000%  | 0.0000% | $50000000.00       | $49465288.90       | Agency Collateralized Mortgage Obligation |
| GNRM 2024-043 CB         | 2054-03-20      | 5.5000%  | 0.0000% | $50000000.00       | $50791577.80       | Agency Collateralized Mortgage Obligation |
| GNRM 2025-132 GC         | 2053-01-20      | 4.5000%  | 0.0000% | $63500000.00       | $62930556.64       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-116 FB         | 2055-07-20      | 5.5388%  | 0.0000% | $50000000.00       | $49877378.67       | Agency Collateralized Mortgage Obligation |
| GNRM 2024-079 PB         | 2053-07-20      | 4.5000%  | 0.0000% | $15000000.00       | $12957708.13       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-081 FH         | 2055-05-20      | 6.0000%  | 0.0000% | $250936484.00      | $249999999.23      | Agency Collateralized Mortgage Obligation |
| GNRA 2021-193 EF         | 2051-11-20      | 2.5000%  | 0.0000% | $25185000.00       | $14968709.68       | Agency Collateralized Mortgage Obligation |
| FEPC 06.500 CLRJ2473     | 2054-09-01      | 6.5000%  | 0.0000% | $56431000.00       | $52923396.46       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRJ2196     | 2054-08-01      | 5.5000%  | 0.0000% | $132586098.00      | $126658243.80      | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLMA4980     | 2053-04-01      | 6.0000%  | 0.0000% | $25749.00          | $18780.24          | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLCB3795     | 2052-06-01      | 3.5000%  | 0.0000% | $100006429.00      | $72569636.47       | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLMA5038     | 2053-06-01      | 5.0000%  | 0.0000% | $3141818.00        | $2651565.55        | Agency Mortgage-Backed Securities         |
| GNRM 2025-132 PC         | 2053-04-20      | 5.0000%  | 0.0000% | $7967000.00        | $8026591.82        | Agency Collateralized Mortgage Obligation |
| GNRM 2017-148 AK         | 2059-07-16      | 2.7500%  | 0.0000% | $12000000.00       | $3827203.60        | Agency Collateralized Mortgage Obligation |
| GNRM 2024-171 MB         | 2051-04-20      | 5.0000%  | 0.0000% | $50000000.00       | $45484075.81       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-127 FC         | 2054-08-20      | 5.6388%  | 0.0000% | $50000000.00       | $39528315.09       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-051 FK         | 2055-03-20      | 5.4388%  | 0.0000% | $30597000.00       | $29957705.09       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-101 FA         | 2055-06-20      | 6.0000%  | 0.0000% | $100000000.00      | $100039892.02      | Agency Collateralized Mortgage Obligation |
| GNRM 2024-207 PK         | 2054-07-20      | 4.5000%  | 0.0000% | $13104000.00       | $12770872.53       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-119 BF         | 2055-07-20      | 5.4888%  | 0.0000% | $100000000.00      | $99764708.02       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-132 FC         | 2055-08-20      | 5.4888%  | 0.0000% | $97352748.00       | $97557460.56       | Agency Collateralized Mortgage Obligation |
| GNRM 2025-033 LH         | 2054-05-20      | 5.0000%  | 0.0000% | $3563000.00        | $3368033.09        | Agency Collateralized Mortgage Obligation |
| GNRA 2015-170 AF         | 2045-11-20      | 4.5299%  | 0.0000% | $48093505.00       | $8044465.62        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-115 CF         | 2055-07-20      | 5.4388%  | 0.0000% | $50000000.00       | $49868135.79       | Agency Collateralized Mortgage Obligation |
| GNRA 2012-097 JF         | 2042-08-16      | 4.5114%  | 0.0000% | $506000.00         | $19056.61          | Agency Collateralized Mortgage Obligation |
| FEPC 06.500 CLQI4750     | 2054-05-01      | 6.5000%  | 0.0000% | $16839309.00       | $14875799.69       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQG4166     | 2053-06-01      | 5.5000%  | 0.0000% | $28846129.00       | $21433724.14       | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLQD1824     | 2051-11-01      | 2.5000%  | 0.0000% | $2929360.00        | $1726308.99        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBM1501     | 2047-07-01      | 4.0000%  | 0.0000% | $99937401.00       | $22473831.06       | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBJ7338     | 2048-10-01      | 4.0000%  | 0.0000% | $19580482.00       | $3088848.29        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFS3989     | 2053-01-01      | 5.0000%  | 0.0000% | $169930450.00      | $143144022.07      | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBM5176     | 2048-12-01      | 4.0000%  | 0.0000% | $102993006.00      | $22783132.94       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8408     | 2054-03-01      | 5.5000%  | 0.0000% | $240000000.00      | $205545647.33      | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD3966     | 2053-09-01      | 6.0000%  | 0.0000% | $23000000.00       | $21091626.46       | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD1494     | 2052-08-01      | 5.0000%  | 0.0000% | $35790502.00       | $28402977.07       | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD8001     | 2049-07-01      | 3.5000%  | 0.0000% | $750000000.00      | $68607892.82       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD8534     | 2055-05-01      | 6.0000%  | 0.0000% | $198381114.00      | $191924596.50      | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD8373     | 2053-11-01      | 6.0000%  | 0.0000% | $220515904.00      | $175010617.11      | Agency Mortgage-Backed Securities         |
| 03.000 FGPC Z40286 G     | 2047-01-15      | 3.0000%  | 0.0000% | $27419019.00       | $24698337.04       | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLSD6033     | 2054-08-01      | 6.5000%  | 0.0000% | $27872000.00       | $21386283.21       | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLRJ2464     | 2054-09-01      | 6.5000%  | 0.0000% | $36551000.00       | $35419410.38       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRJ4555     | 2055-07-01      | 5.5000%  | 0.0000% | $84200063.00       | $84761769.25       | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLRJ3628     | 2055-03-01      | 7.0000%  | 0.0000% | $32834000.00       | $31271467.73       | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CIFM6089     | 2036-02-01      | 2.0000%  | 0.0000% | $66847301.00       | $27820969.12       | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLMA5272     | 2054-02-01      | 6.0000%  | 0.0000% | $341494.00         | $261910.94         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB5291     | 2052-12-01      | 5.5000%  | 0.0000% | $96296085.00       | $74044137.28       | Agency Mortgage-Backed Securities         |
| GNRM 2024-003 DY         | 2054-01-20      | 5.5000%  | 0.0000% | $50000000.00       | $50529327.80       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-045 FH         | 2055-03-20      | 5.4588%  | 0.0000% | $100000000.00      | $98053516.29       | Agency Collateralized Mortgage Obligation |
| FEPC 02.000 CLRA3503     | 2050-09-01      | 2.0000%  | 0.0000% | $260000.00         | $150517.47         | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD8016     | 2049-10-01      | 3.0000%  | 0.0000% | $300000000.00      | $44942270.11       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD8454     | 2054-08-01      | 6.0000%  | 0.0000% | $51000000.00       | $44021152.30       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD2231     | 2052-12-01      | 5.5000%  | 0.0000% | $104412373.00      | $80893942.94       | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLRA3478     | 2050-09-01      | 2.0000%  | 0.0000% | $55410000.00       | $30160934.73       | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZM5583     | 2048-02-01      | 3.5000%  | 0.0000% | $4274115.00        | $1569815.09        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD8350     | 2053-08-01      | 6.0000%  | 0.0000% | $40909564.00       | $31983322.91       | Agency Mortgage-Backed Securities         |
| 03.000 FGPC C91462 G     | 2032-06-01      | 3.0000%  | 0.0000% | $1500000.00        | $123397.89         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQF6701     | 2053-01-01      | 5.5000%  | 0.0000% | $1378500.00        | $1009025.14        | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLQE6357     | 2052-07-01      | 4.5000%  | 0.0000% | $9971155.00        | $8197641.59        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRA8093     | 2052-10-01      | 5.5000%  | 0.0000% | $86193337.00       | $69260097.51       | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAL1584     | 2042-04-01      | 3.5000%  | 0.0000% | $9454661.00        | $1203988.68        | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLQF2392     | 2052-10-01      | 4.5000%  | 0.0000% | $229287053.00      | $182789246.07      | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQF6789     | 2053-02-01      | 5.0000%  | 0.0000% | $8019147.00        | $6658250.90        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQF7265     | 2053-02-01      | 5.5000%  | 0.0000% | $285950.00         | $240584.45         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBW1372     | 2052-11-01      | 5.0000%  | 0.0000% | $131977323.00      | $105221156.35      | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAL8371     | 2046-05-01      | 3.5000%  | 0.0000% | $95914890.00       | $20093763.15       | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CRAQ6238     | 2042-12-01      | 3.5000%  | 0.0000% | $15080949.00       | $2282209.97        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAP9733     | 2042-10-01      | 3.5000%  | 0.0000% | $135720725.00      | $20805121.56       | Agency Mortgage-Backed Securities         |
| FNMS 03.500 U4BF0200     | 2051-11-01      | 3.5000%  | 0.0000% | $3000000.00        | $837260.05         | Agency Mortgage-Backed Securities         |

### Security 733: FICC - JPMORGAN CHASE & CO

- **C.1 - Title:** FICC - JPMORGAN CHASE & CO 4.200000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1BDJG6, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: ARP1BDJG6
- **C.18 - Value (incl. sponsor support):** $3634000000.00
- **C.18.a - Value (excl. sponsor support):** $3634000000.00
- **C.19 - Percentage of Net Assets:** 0.9500%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** Fixed Income Clearing Corp

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2025-12-09      | 0.0000%  | 0.0000% | $397500.00         | $394583.94         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-10-31      | 3.0000%  | 0.0000% | $22300.00          | $22555.91          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-02-28      | 4.0000%  | 0.0000% | $425016700.00      | $431602298.49      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-02-28      | 4.6250%  | 0.0000% | $1041256000.00     | $1048105249.73     | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-12-18      | 0.0000%  | 0.0000% | $741900.00         | $735691.04         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-29      | 0.0000%  | 0.0000% | $90500.00          | $89358.98          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-10-28      | 0.0000%  | 0.0000% | $1479500.00        | $1475017.11        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-09      | 0.0000%  | 0.0000% | $3420300.00        | $3325294.33        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-06      | 0.0000%  | 0.0000% | $904835200.00      | $895500920.08      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-30      | 4.8750%  | 0.0000% | $230410800.00      | $236435660.40      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-02-19      | 0.0000%  | 0.0000% | $499711600.00      | $492426304.58      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-30      | 2.3750%  | 0.0000% | $55800.00          | $55886.17          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-11-28      | 0.0000%  | 0.0000% | $1136700.00        | $1129406.93        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-10-21      | 0.0000%  | 0.0000% | $1220300.00        | $1217557.99        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-11-15      | 2.2500%  | 0.0000% | $501500.00         | $504614.06         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-31      | 4.3750%  | 0.0000% | $158143600.00      | $160071850.92      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-10-09      | 0.0000%  | 0.0000% | $2753400.00        | $2750935.71        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-06-30      | 1.8750%  | 0.0000% | $777200.00         | $769862.07         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-15      | 3.7500%  | 0.0000% | $4653200.00        | $4730755.42        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-02-28      | 2.5000%  | 0.0000% | $4698100.00        | $4680547.07        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-11-18      | 0.0000%  | 0.0000% | $837700.00         | $833245.11         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-03-05      | 0.0000%  | 0.0000% | $1700.00           | $1672.65           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-13      | 0.0000%  | 0.0000% | $14120100.00       | $13964228.22       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-10-31      | 5.0000%  | 0.0000% | $9397200.00        | $9598591.80        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-15      | 1.5000%  | 0.0000% | $275510000.00      | $270699595.40      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-31      | 1.8750%  | 0.0000% | $123545800.00      | $122029647.92      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-30      | 0.7500%  | 0.0000% | $3580600.00        | $3528717.85        | U.S. Treasuries (including strips) |

### Security 734: RBC DOMINION SECURITIES INC

- **C.1 - Title:** RBC DOMINION SECURITIES INC 4.210000%
- **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: ARP1BDJH4, C.3 - LEI: 549300QJJX6CVVUXLE15, C.5 - Other ID: ARP1BDJH4
- **C.18 - Value (incl. sponsor support):** $1625000000.00
- **C.18.a - Value (excl. sponsor support):** $1625000000.00
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2027-09-15      | 3.3750%  | 0.0000% | $400.00            | $398.58            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2025-12-02      | 0.0000%  | 0.0000% | $68900.00          | $68432.17          | U.S. Treasuries (including strips)        |
| FEPC 04.500 CLSD3944   | 2053-05-01      | 4.5000%  | 0.0000% | $1000.00           | $826.05            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZM5397   | 2048-01-01      | 3.5000%  | 0.0000% | $4872.00           | $526.39            | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZT0542   | 2048-07-01      | 4.0000%  | 0.0000% | $1001.00           | $218.38            | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLQI2725   | 2054-03-01      | 7.0000%  | 0.0000% | $1000.00           | $695.26            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD4080   | 2053-09-01      | 5.5000%  | 0.0000% | $1000.00           | $846.93            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQH2611   | 2053-10-01      | 6.0000%  | 0.0000% | $1000.00           | $916.11            | Agency Mortgage-Backed Securities         |
| FEPC 07.500 CLQH7578   | 2053-12-01      | 7.5000%  | 0.0000% | $1000.00           | $618.39            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQJ8425   | 2054-11-01      | 5.5000%  | 0.0000% | $1816666.00        | $1622097.01        | Agency Mortgage-Backed Securities         |
| GNII SF 004804 M       | 2040-09-20      | 6.0000%  | 0.0000% | $413521.00         | $11491.01          | Agency Mortgage-Backed Securities         |
| GNRA 2025-080 FD       | 2055-05-20      | 5.7888%  | 0.0000% | $32845700.00       | $32628009.13       | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASURY | 2055-08-15      | 4.7500%  | 0.0000% | $2701000.00        | $2736651.85        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2032-02-15      | 1.8750%  | 0.0000% | $64300.00          | $57204.74          | U.S. Treasuries (including strips)        |
| GNRA 2025-024 FD       | 2055-02-20      | 5.4588%  | 0.0000% | $4047416.00        | $3588356.64        | Agency Collateralized Mortgage Obligation |
| FNMS 02.000 CLFM9668   | 2051-11-01      | 2.0000%  | 0.0000% | $27330000.00       | $17614685.80       | Agency Mortgage-Backed Securities         |
| GNII SF MA7368 M       | 2051-05-20      | 3.0000%  | 0.0000% | $1000.00           | $491.20            | Agency Mortgage-Backed Securities         |
| GNII SF MA7941 M       | 2048-07-20      | 5.0000%  | 0.0000% | $50000.00          | $30047.80          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQX0427   | 2054-12-01      | 5.5000%  | 0.0000% | $100000.00         | $101277.50         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLMA5530   | 2054-11-01      | 5.0000%  | 0.0000% | $3840.00           | $3620.38           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLMA5445   | 2054-08-01      | 6.0000%  | 0.0000% | $397263.00         | $341539.85         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFS1475   | 2052-04-01      | 3.5000%  | 0.0000% | $80000.00          | $56228.80          | Agency Mortgage-Backed Securities         |
| GNII SF MA8490 M       | 2052-12-20      | 5.0000%  | 0.0000% | $2176000.00        | $1707211.89        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLRJ4183   | 2055-05-01      | 6.5000%  | 0.0000% | $1000.00           | $995.73            | Agency Mortgage-Backed Securities         |
| GNRA 2024-058 AF       | 2054-04-20      | 5.4388%  | 0.0000% | $1343390.00        | $902553.27         | Agency Collateralized Mortgage Obligation |
| GNRA 2024-171 FA       | 2054-10-20      | 5.5388%  | 0.0000% | $19398320.00       | $17953401.15       | Agency Collateralized Mortgage Obligation |
| GNII SP 785613 C       | 2051-08-20      | 3.5000%  | 0.0000% | $1000.00           | $700.37            | Agency Mortgage-Backed Securities         |
| GNII SP 785165 C       | 2050-10-20      | 4.0000%  | 0.0000% | $2509088.00        | $864349.54         | Agency Mortgage-Backed Securities         |
| GNPL PN DM0339         | 2060-09-15      | 5.7200%  | 0.0000% | $1466747.00        | $1501395.64        | Agency Mortgage-Backed Securities         |
| GNII SF MA6933 M       | 2050-10-20      | 3.5000%  | 0.0000% | $10151999.00       | $3224975.88        | Agency Mortgage-Backed Securities         |
| GNII SP 785562 C       | 2051-07-20      | 3.0000%  | 0.0000% | $15275945.00       | $9223756.27        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2030-10-31      | 4.8750%  | 0.0000% | $651000.00         | $697382.67         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2026-01-15      | 0.6250%  | 0.0000% | $73400.00          | $99643.24          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2032-01-31      | 4.3750%  | 0.0000% | $100.00            | $103.51            | U.S. Treasuries (including strips)        |
| GNRA 2023-020 TF       | 2053-02-20      | 5.2888%  | 0.0000% | $50000000.00       | $27997230.30       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-010 FB       | 2055-01-20      | 5.4588%  | 0.0000% | $38001600.00       | $35907141.36       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-180 FE       | 2054-11-20      | 5.4988%  | 0.0000% | $23520068.00       | $17127339.63       | Agency Collateralized Mortgage Obligation |
| GNII SF DI4440 C       | 2055-09-20      | 6.0000%  | 0.0000% | $704168.00         | $734065.80         | Agency Mortgage-Backed Securities         |
| GNRA 2024-182 FA       | 2054-11-20      | 5.4888%  | 0.0000% | $14380203.00       | $11713659.77       | Agency Collateralized Mortgage Obligation |
| GNII SF DL6424 C       | 2055-08-20      | 6.5000%  | 0.0000% | $1292.00           | $1332.20           | Agency Mortgage-Backed Securities         |
| GNII SF DH2334 C       | 2055-02-20      | 5.0000%  | 0.0000% | $14018.00          | $13795.23          | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2054-02-15      | 2.1250%  | 0.0000% | $2000.00           | $1955.25           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2043-02-15      | 3.8750%  | 0.0000% | $2104000.00        | $1923352.14        | U.S. Treasuries (including strips)        |
| FEPC 05.500 CLSD8331   | 2053-06-01      | 5.5000%  | 0.0000% | $646275.00         | $528069.42         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLQE6088   | 2052-07-01      | 4.5000%  | 0.0000% | $16464601.00       | $12691487.86       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD2317   | 2053-01-01      | 6.0000%  | 0.0000% | $1000.00           | $722.10            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CTRB5370   | 2045-09-01      | 6.0000%  | 0.0000% | $680305.00         | $700278.98         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8349   | 2053-08-01      | 5.5000%  | 0.0000% | $24000.00          | $20020.90          | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLQH4093   | 2053-11-01      | 7.0000%  | 0.0000% | $1000.00           | $618.16            | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQH5911   | 2053-12-01      | 6.5000%  | 0.0000% | $1000.00           | $612.28            | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2042-02-15      | 2.3750%  | 0.0000% | $100.00            | $74.53             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2031-01-15      | 0.1250%  | 0.0000% | $100.00            | $116.49            | U.S. Treasuries (including strips)        |
| FNMS 05.000 CLCB4781   | 2052-10-01      | 5.0000%  | 0.0000% | $16254630.00       | $12821634.22       | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDE9322   | 2055-09-01      | 5.0000%  | 0.0000% | $1436944.00        | $1439774.46        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDE8694   | 2055-09-01      | 6.0000%  | 0.0000% | $27573.00          | $28619.90          | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFS4606   | 2052-04-01      | 3.0000%  | 0.0000% | $96000.00          | $68960.08          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQG8719   | 2053-08-01      | 5.5000%  | 0.0000% | $6922951.00        | $5873681.72        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8431   | 2054-05-01      | 5.5000%  | 0.0000% | $613376.00         | $537813.30         | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLRA5041   | 2051-04-01      | 2.0000%  | 0.0000% | $150000.00         | $88544.81          | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLSD8188   | 2052-01-01      | 2.0000%  | 0.0000% | $91000.00          | $59342.71          | Agency Mortgage-Backed Securities         |
| FEPC 07.500 CLQH6042   | 2053-12-01      | 7.5000%  | 0.0000% | $1000.00           | $779.75            | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLRA9540   | 2053-07-01      | 3.0000%  | 0.0000% | $1000.00           | $803.79            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLQE2104   | 2052-05-01      | 3.5000%  | 0.0000% | $1000.00           | $699.88            | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQG2828   | 2053-05-01      | 6.5000%  | 0.0000% | $1304666.00        | $961597.83         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDD8270   | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $926.46            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDD8276   | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $1002.56           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLAS7909   | 2046-09-01      | 3.0000%  | 0.0000% | $1024.00           | $152.88            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLMA4919   | 2053-02-01      | 5.5000%  | 0.0000% | $1000.00           | $769.28            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFS1172   | 2051-11-01      | 3.0000%  | 0.0000% | $1000.00           | $652.40            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCB4555   | 2052-09-01      | 4.5000%  | 0.0000% | $66191.00          | $53747.32          | Agency Mortgage-Backed Securities         |
| FNMS 01.500 CLMA4254   | 2051-02-01      | 1.5000%  | 0.0000% | $1000.00           | $572.04            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLMA5422   | 2054-07-01      | 6.5000%  | 0.0000% | $409638.00         | $311738.20         | Agency Mortgage-Backed Securities         |
| GNII SF MA8100 M       | 2052-06-20      | 4.0000%  | 0.0000% | $88190188.00       | $64900681.23       | Agency Mortgage-Backed Securities         |
| GNII SF MA7419 M       | 2051-06-20      | 3.0000%  | 0.0000% | $16228821.00       | $8238712.69        | Agency Mortgage-Backed Securities         |
| GNII SF DM3051 C       | 2055-09-20      | 6.5000%  | 0.0000% | $1078531.00        | $1131703.78        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY4776   | 2055-05-01      | 6.0000%  | 0.0000% | $1040.00           | $1047.23           | Agency Mortgage-Backed Securities         |
| GNII SF DL4344 C       | 2055-08-20      | 6.0000%  | 0.0000% | $1067027.00        | $1109760.72        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQX8061   | 2055-03-01      | 5.5000%  | 0.0000% | $227239.00         | $231776.39         | Agency Mortgage-Backed Securities         |
| GNII SF DK6361 C       | 2055-06-20      | 6.0000%  | 0.0000% | $1000.00           | $1018.29           | Agency Mortgage-Backed Securities         |
| GNII SF MA6867 M       | 2050-09-20      | 3.5000%  | 0.0000% | $6902748.00        | $2012528.78        | Agency Mortgage-Backed Securities         |
| GNII SF MA7254 M       | 2051-03-20      | 2.0000%  | 0.0000% | $1024.00           | $530.17            | Agency Mortgage-Backed Securities         |
| GNII SF MA6821 M       | 2050-08-20      | 3.5000%  | 0.0000% | $19651121.00       | $5436943.41        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2035-01-15      | 2.1250%  | 0.0000% | $787100.00         | $832936.18         | U.S. Treasuries (including strips)        |
| GNRA 2022-025 FA       | 2052-02-20      | 3.0000%  | 0.0000% | $108323989.00      | $68246474.49       | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASURY | 2045-08-15      | 2.8750%  | 0.0000% | $200.00            | $152.94            | U.S. Treasuries (including strips)        |
| GNII SF MB0618 M       | 2051-04-20      | 3.0000%  | 0.0000% | $1922676.00        | $1727035.39        | Agency Mortgage-Backed Securities         |
| GNII SF MA4587 M       | 2047-07-20      | 4.0000%  | 0.0000% | $1572510.00        | $154655.73         | Agency Mortgage-Backed Securities         |
| GNMI SF 757374 X       | 2046-06-15      | 3.0000%  | 0.0000% | $300000.00         | $157790.03         | Agency Mortgage-Backed Securities         |
| GNII SF MA4837 M       | 2047-11-20      | 3.5000%  | 0.0000% | $15443094.00       | $1949455.70        | Agency Mortgage-Backed Securities         |
| GNII SF MB0366 M       | 2055-05-20      | 5.5000%  | 0.0000% | $808975.00         | $810180.64         | Agency Mortgage-Backed Securities         |
| GNRA 2025-089 FG       | 2055-05-20      | 5.7888%  | 0.0000% | $32436434.00       | $32246518.63       | Agency Collateralized Mortgage Obligation |
| GNII SF MA9015 M       | 2053-04-20      | 4.5000%  | 0.0000% | $55368.00          | $47718.60          | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFS4157   | 2049-05-01      | 4.0000%  | 0.0000% | $250000.00         | $193805.24         | Agency Mortgage-Backed Securities         |
| GNII SF MA8571 M       | 2053-01-20      | 6.0000%  | 0.0000% | $28692768.00       | $16699635.29       | Agency Mortgage-Backed Securities         |
| GNII SF MA8268 M       | 2052-09-20      | 4.5000%  | 0.0000% | $155770424.00      | $119352272.78      | Agency Mortgage-Backed Securities         |
| GNII SF MA7474 M       | 2051-07-20      | 3.5000%  | 0.0000% | $115001.00         | $60670.42          | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLCB0496   | 2051-05-01      | 2.0000%  | 0.0000% | $2302336.00        | $1414201.85        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFS8339   | 2053-07-01      | 3.5000%  | 0.0000% | $28350.00          | $24622.87          | Agency Mortgage-Backed Securities         |
| GNII SF MA2754 M       | 2045-04-20      | 3.5000%  | 0.0000% | $19175525.00       | $1426018.53        | Agency Mortgage-Backed Securities         |
| GNII SF MA9538 M       | 2054-02-20      | 4.0000%  | 0.0000% | $10072660.00       | $9081912.35        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CIMA5590   | 2040-01-01      | 5.0000%  | 0.0000% | $23000.00          | $20255.47          | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFS6672   | 2053-12-01      | 6.0000%  | 0.0000% | $19612866.00       | $17187697.46       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQX4044   | 2055-01-01      | 6.0000%  | 0.0000% | $3677680.00        | $3745836.40        | Agency Mortgage-Backed Securities         |
| GNII SF CK2337 C       | 2051-12-20      | 2.5000%  | 0.0000% | $1504616.00        | $1161334.96        | Agency Mortgage-Backed Securities         |
| GNII SF MA4651 M       | 2047-08-20      | 3.0000%  | 0.0000% | $395000.00         | $53848.15          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQX0724   | 2054-12-01      | 6.0000%  | 0.0000% | $954230.00         | $979287.40         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY4745   | 2055-06-01      | 6.0000%  | 0.0000% | $14357571.00       | $14396323.43       | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCC0832   | 2055-08-01      | 5.0000%  | 0.0000% | $1279168.00        | $1271041.21        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCC0218   | 2055-04-01      | 6.0000%  | 0.0000% | $2008.00           | $2018.57           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCB5525   | 2053-01-01      | 6.0000%  | 0.0000% | $905000.00         | $723128.79         | Agency Mortgage-Backed Securities         |
| 03.500 FGPC U70677 G   | 2028-10-01      | 3.5000%  | 0.0000% | $2459.00           | $301.50            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD8343   | 2053-07-01      | 6.0000%  | 0.0000% | $1000.00           | $793.28            | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLQD4799   | 2052-01-01      | 2.5000%  | 0.0000% | $1000.00           | $635.08            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLRA7382   | 2052-05-01      | 3.5000%  | 0.0000% | $7321330.00        | $5039081.28        | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLRA6614   | 2052-01-02      | 2.5000%  | 0.0000% | $1000.00           | $681.44            | Agency Mortgage-Backed Securities         |
| GNRA 2023-001 TF       | 2053-01-20      | 5.3888%  | 0.0000% | $49964600.00       | $40737445.14       | Agency Collateralized Mortgage Obligation |
| GNII SF DM7760 C       | 2055-09-20      | 6.0000%  | 0.0000% | $1000.00           | $1043.75           | Agency Mortgage-Backed Securities         |
| GNRA 2022-075 FA       | 2052-04-20      | 4.0000%  | 0.0000% | $2551189.00        | $1789554.97        | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASURY | 2026-10-31      | 1.6250%  | 0.0000% | $1549300.00        | $1525222.51        | U.S. Treasuries (including strips)        |
| GNII SF DK0316 C       | 2055-05-20      | 5.0000%  | 0.0000% | $5157500.00        | $5094006.17        | Agency Mortgage-Backed Securities         |
| GNMI SF 627013 X       | 2045-11-15      | 3.0000%  | 0.0000% | $1000.00           | $404.33            | Agency Mortgage-Backed Securities         |
| GNII SP 787911 C       | 2055-04-20      | 5.5000%  | 0.0000% | $2524480.00        | $2437173.69        | Agency Mortgage-Backed Securities         |
| GNRA 2025-069 FN       | 2055-04-20      | 5.6888%  | 0.0000% | $43706600.00       | $43491634.51       | Agency Collateralized Mortgage Obligation |
| GNRA 2021-226 FB       | 2051-12-20      | 2.5000%  | 0.0000% | $13667161.00       | $8580462.03        | Agency Collateralized Mortgage Obligation |
| GNII SP 785069 C       | 2050-04-20      | 3.0000%  | 0.0000% | $1000.00           | $309.98            | Agency Mortgage-Backed Securities         |
| GNRA 2021-077 FT       | 2051-05-20      | 3.5000%  | 0.0000% | $24656271.00       | $14288323.78       | Agency Collateralized Mortgage Obligation |
| GNII SF MA5985 M       | 2049-06-20      | 3.5000%  | 0.0000% | $95931029.00       | $9810199.11        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2033-08-15      | 3.8750%  | 0.0000% | $1682800.00        | $1677808.39        | U.S. Treasuries (including strips)        |
| FEPC 06.000 CLSD2361   | 2053-02-01      | 6.0000%  | 0.0000% | $2107.00           | $1582.82           | Agency Mortgage-Backed Securities         |
| GNII SF MB0091 M       | 2054-12-20      | 5.0000%  | 0.0000% | $257895818.00      | $249999999.35      | Agency Mortgage-Backed Securities         |
| GNII SF MB0025 M       | 2054-11-20      | 5.0000%  | 0.0000% | $20595139.00       | $19834990.16       | Agency Mortgage-Backed Securities         |
| GNII SF MB0368 M       | 2055-05-20      | 6.5000%  | 0.0000% | $1024.00           | $1045.02           | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CKMA5198   | 2053-09-01      | 7.0000%  | 0.0000% | $1000.00           | $505.19            | Agency Mortgage-Backed Securities         |
| GNII SF MA8101 M       | 2052-06-20      | 4.5000%  | 0.0000% | $1894801.00        | $1424494.95        | Agency Mortgage-Backed Securities         |
| GNII SF MA8348 M       | 2052-10-20      | 5.0000%  | 0.0000% | $5491.00           | $4205.48           | Agency Mortgage-Backed Securities         |
| GNRA 2021-223 FA       | 2051-12-20      | 2.5000%  | 0.0000% | $99953000.00       | $60600004.85       | Agency Collateralized Mortgage Obligation |
| GNRA 2021-213 EF       | 2051-12-20      | 2.5000%  | 0.0000% | $26923.00          | $16149.04          | Agency Collateralized Mortgage Obligation |
| GNRA 2022-056 FA       | 2052-03-20      | 3.5000%  | 0.0000% | $16101000.00       | $10560790.32       | Agency Collateralized Mortgage Obligation |
| GNII SP 785160 C       | 2050-10-20      | 3.0000%  | 0.0000% | $32089433.00       | $16117438.52       | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBV8482   | 2047-04-01      | 3.0000%  | 0.0000% | $1000.00           | $613.47            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQE6784   | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $954.50            | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLQC5996   | 2051-08-01      | 3.0000%  | 0.0000% | $61132.00          | $48102.75          | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLQI5499   | 2054-05-01      | 4.5000%  | 0.0000% | $1000.00           | $943.81            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQI0647   | 2054-03-01      | 5.5000%  | 0.0000% | $1000.00           | $949.00            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFS9294   | 2054-10-01      | 5.5000%  | 0.0000% | $9487162.00        | $9069952.67        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQY7572   | 2055-07-01      | 5.5000%  | 0.0000% | $1392.00           | $1353.36           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLMA3521   | 2048-11-01      | 4.0000%  | 0.0000% | $2903.00           | $229.42            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLCB8175   | 2054-03-01      | 6.5000%  | 0.0000% | $17115800.00       | $14450069.91       | Agency Mortgage-Backed Securities         |
| GNII SF MA4511 M       | 2047-06-20      | 4.0000%  | 0.0000% | $327426.00         | $32272.62          | Agency Mortgage-Backed Securities         |
| FNMS 07.500 CLCB9190   | 2054-09-01      | 7.5000%  | 0.0000% | $6138475.00        | $5642758.98        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFS9946   | 2049-02-01      | 6.0000%  | 0.0000% | $50000.00          | $46891.05          | Agency Mortgage-Backed Securities         |
| FNMS 02.500 ZLFP0038   | 2052-01-25      | 2.5000%  | 0.0000% | $6997664.00        | $5102182.82        | Agency Mortgage-Backed Securities         |
| FEPC 07.500 CLQH6044   | 2053-12-01      | 7.5000%  | 0.0000% | $1000.00           | $766.35            | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLQH5994   | 2053-12-01      | 7.0000%  | 0.0000% | $1000.00           | $477.52            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD6442   | 2054-08-01      | 6.0000%  | 0.0000% | $154888.00         | $155013.17         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD1936   | 2052-06-01      | 3.5000%  | 0.0000% | $307010.00         | $228765.64         | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD8016   | 2049-10-01      | 3.0000%  | 0.0000% | $5408.00           | $810.16            | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CTQK0071   | 2039-10-01      | 3.0000%  | 0.0000% | $1001.00           | $458.74            | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLRA8782   | 2053-03-01      | 4.0000%  | 0.0000% | $1000.00           | $788.12            | Agency Mortgage-Backed Securities         |
| FEPC 07.500 CLQH5809   | 2053-12-01      | 7.5000%  | 0.0000% | $1000.00           | $621.86            | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLQH4202   | 2053-11-01      | 7.0000%  | 0.0000% | $1000.00           | $564.91            | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD7512   | 2050-02-01      | 3.0000%  | 0.0000% | $38949440.00       | $14706574.20       | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLQA8776   | 2050-04-01      | 4.0000%  | 0.0000% | $27514323.00       | $6790048.56        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQG9327   | 2053-08-01      | 6.5000%  | 0.0000% | $1245724.00        | $1147511.27        | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLRA6488   | 2051-12-01      | 3.0000%  | 0.0000% | $298000.00         | $190605.75         | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2028-03-31      | 1.2500%  | 0.0000% | $100.00            | $94.34             | U.S. Treasuries (including strips)        |
| GNII SF MA9722 M       | 2054-06-20      | 4.0000%  | 0.0000% | $5560792.00        | $4970362.09        | Agency Mortgage-Backed Securities         |
| GNII SF DL1728 C       | 2055-09-20      | 6.0000%  | 0.0000% | $1465011.00        | $1534873.47        | Agency Mortgage-Backed Securities         |
| GNII SF MA7988 M       | 2052-04-20      | 3.0000%  | 0.0000% | $46444527.00       | $31390480.63       | Agency Mortgage-Backed Securities         |
| GNRA 2022-024 FA       | 2052-02-20      | 3.0000%  | 0.0000% | $6659999.00        | $4157572.75        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-164 FH       | 2054-10-20      | 5.5888%  | 0.0000% | $36770560.00       | $28609867.70       | Agency Collateralized Mortgage Obligation |
| GNII SP 785225 C       | 2050-12-20      | 3.0000%  | 0.0000% | $2024.00           | $945.45            | Agency Mortgage-Backed Securities         |
| GNII SF DI8916 C       | 2055-09-20      | 6.5000%  | 0.0000% | $1000.00           | $1043.69           | Agency Mortgage-Backed Securities         |
| GNMI SF 745793 X       | 2040-07-15      | 4.5000%  | 0.0000% | $1000.00           | $29.72             | Agency Mortgage-Backed Securities         |
| GNII SF MA5529 M       | 2048-10-20      | 4.5000%  | 0.0000% | $60504167.00       | $4735278.76        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFS8854   | 2053-09-01      | 6.0000%  | 0.0000% | $5858100.00        | $5368659.17        | Agency Mortgage-Backed Securities         |
| GNII SF BP1505 C       | 2049-08-20      | 3.5000%  | 0.0000% | $10791280.00       | $3188486.37        | Agency Mortgage-Backed Securities         |
| GNII SF MA5875 M       | 2049-04-20      | 3.5000%  | 0.0000% | $48259.00          | $4481.44           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCC0118   | 2055-03-01      | 6.0000%  | 0.0000% | $1120.00           | $1112.94           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSL0775   | 2054-05-01      | 6.0000%  | 0.0000% | $1000.00           | $894.52            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFA2243   | 2055-07-01      | 5.5000%  | 0.0000% | $1000.00           | $981.25            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY8944   | 2055-07-01      | 6.0000%  | 0.0000% | $572230.00         | $595265.18         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD6041   | 2054-08-01      | 5.0000%  | 0.0000% | $3608175.00        | $3475255.33        | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD0958   | 2052-04-01      | 3.5000%  | 0.0000% | $2464.00           | $1650.74           | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLSD8244   | 2052-09-01      | 4.0000%  | 0.0000% | $52000.00          | $41035.78          | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD8315   | 2053-04-01      | 5.0000%  | 0.0000% | $15258752.00       | $12739095.86       | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD0592   | 2050-09-01      | 3.0000%  | 0.0000% | $1000.00           | $528.16            | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQH5503   | 2053-11-01      | 6.5000%  | 0.0000% | $1000.00           | $952.69            | Agency Mortgage-Backed Securities         |
| FEPC 07.500 CLQH2929   | 2053-10-01      | 7.5000%  | 0.0000% | $1000.00           | $669.95            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD7482   | 2055-01-01      | 6.0000%  | 0.0000% | $1024.00           | $991.22            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQG8025   | 2053-07-01      | 6.0000%  | 0.0000% | $1000.00           | $830.76            | Agency Mortgage-Backed Securities         |
| GNII SF MA9964 M       | 2054-10-20      | 5.0000%  | 0.0000% | $6751480.00        | $6455819.70        | Agency Mortgage-Backed Securities         |
| GNII SF MA6600 M       | 2050-04-20      | 3.5000%  | 0.0000% | $13605931.00       | $2741071.60        | Agency Mortgage-Backed Securities         |
| GNII SF MA4261 M       | 2047-02-20      | 3.0000%  | 0.0000% | $27180012.00       | $4198745.14        | Agency Mortgage-Backed Securities         |
| GNII SF MA6039 M       | 2049-07-20      | 3.5000%  | 0.0000% | $64918637.00       | $7030605.48        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSL0736   | 2055-02-01      | 5.5000%  | 0.0000% | $1024.00           | $1000.27           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSL0792   | 2054-09-01      | 5.0000%  | 0.0000% | $15384.00          | $14287.02          | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLMA4415   | 2051-09-01      | 3.0000%  | 0.0000% | $71842.00          | $38503.49          | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLMA3238   | 2048-01-01      | 3.5000%  | 0.0000% | $2262287.00        | $317328.80         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLCA4938   | 2050-01-01      | 3.0000%  | 0.0000% | $28390784.00       | $10554256.15       | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBW8524   | 2052-09-01      | 5.0000%  | 0.0000% | $2200000.00        | $1286202.48        | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLCA6265   | 2050-07-01      | 2.5000%  | 0.0000% | $58655208.00       | $28045845.24       | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB8485   | 2054-05-01      | 5.5000%  | 0.0000% | $343909.00         | $329012.56         | Agency Mortgage-Backed Securities         |
| GNII SF MA8569 M       | 2053-01-20      | 5.0000%  | 0.0000% | $1000.00           | $775.99            | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2026-10-15      | 0.1250%  | 0.0000% | $1259100.00        | $1480793.38        | U.S. Treasuries (including strips)        |
| GNII SF DI0218 C       | 2055-04-20      | 5.5000%  | 0.0000% | $1000.00           | $1013.55           | Agency Mortgage-Backed Securities         |
| GNRA 2022-009 FE       | 2052-01-20      | 2.5000%  | 0.0000% | $1306712.00        | $801711.66         | Agency Collateralized Mortgage Obligation |
| GNII SF MB0558 M       | 2055-07-20      | 6.5000%  | 0.0000% | $149591582.00      | $154646870.69      | Agency Mortgage-Backed Securities         |
| GNRA 2024-160 AF       | 2054-10-20      | 5.4388%  | 0.0000% | $53666140.00       | $44687107.98       | Agency Collateralized Mortgage Obligation |
| GNRA 2021-197 FD       | 2051-11-20      | 2.5000%  | 0.0000% | $5572870.00        | $3310157.32        | Agency Collateralized Mortgage Obligation |
| GNII SF DI0240 C       | 2055-04-20      | 6.0000%  | 0.0000% | $1005.00           | $1032.85           | Agency Mortgage-Backed Securities         |
| GNRA 2022-019 FA       | 2052-01-20      | 2.5000%  | 0.0000% | $7444000.00        | $4652445.16        | Agency Collateralized Mortgage Obligation |
| GNII SF MA6766 M       | 2050-07-20      | 3.0000%  | 0.0000% | $2660935.00        | $728088.57         | Agency Mortgage-Backed Securities         |
| GNRA 2023-038 FE       | 2053-03-20      | 5.2888%  | 0.0000% | $434928.00         | $242624.46         | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASURY | 2027-09-30      | 3.5000%  | 0.0000% | $7266800.00        | $7248276.93        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2048-05-15      | 3.1250%  | 0.0000% | $500.00            | $392.42            | U.S. Treasuries (including strips)        |
| FEPC 06.000 CLQI9058   | 2054-07-01      | 6.0000%  | 0.0000% | $1305540.00        | $1185737.72        | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLQE9001   | 2052-08-01      | 4.0000%  | 0.0000% | $475000.00         | $364745.30         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQG2351   | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $830.69            | Agency Mortgage-Backed Securities         |
| FEPC 07.500 CLQH2872   | 2053-10-01      | 7.5000%  | 0.0000% | $1000.00           | $683.24            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLQE7444   | 2052-08-01      | 4.5000%  | 0.0000% | $1000.00           | $828.57            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZT0794   | 2048-10-01      | 4.5000%  | 0.0000% | $1697005.00        | $366700.10         | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD8036   | 2050-01-01      | 3.0000%  | 0.0000% | $83953.00          | $15203.81          | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB9428   | 2054-11-01      | 5.0000%  | 0.0000% | $20496736.00       | $19684693.55       | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLFS9778   | 2054-10-01      | 7.0000%  | 0.0000% | $1000.00           | $825.52            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CIMA2561   | 2031-03-01      | 3.0000%  | 0.0000% | $354998.00         | $33244.10          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSL0565   | 2055-01-01      | 6.0000%  | 0.0000% | $1003.00           | $991.82            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDC4569   | 2054-11-01      | 5.0000%  | 0.0000% | $7640.00           | $7141.06           | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLDA2507   | 2053-11-01      | 7.0000%  | 0.0000% | $1000.00           | $711.76            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFA1149   | 2051-02-01      | 4.0000%  | 0.0000% | $3784813.00        | $3509401.93        | Agency Mortgage-Backed Securities         |
| GNRA 2024-187 FD       | 2054-11-20      | 5.4388%  | 0.0000% | $7850510.00        | $6822533.55        | Agency Collateralized Mortgage Obligation |
| GNII SF MA8045 M       | 2052-05-20      | 4.0000%  | 0.0000% | $7106840.00        | $5209482.91        | Agency Mortgage-Backed Securities         |
| GNRA 2025-025 FY       | 2055-02-20      | 5.5388%  | 0.0000% | $25908121.00       | $25330551.90       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-148 FB       | 2054-09-20      | 5.5388%  | 0.0000% | $35805336.00       | $28993235.40       | Agency Collateralized Mortgage Obligation |
| GNRA 2023-136 FC       | 2053-09-20      | 5.5888%  | 0.0000% | $22291815.00       | $7959520.22        | Agency Collateralized Mortgage Obligation |
| GNII SF 004245 M       | 2038-09-20      | 6.0000%  | 0.0000% | $2596001.00        | $22970.09          | Agency Mortgage-Backed Securities         |
| GNRA 2024-001 JF       | 2054-01-20      | 5.3888%  | 0.0000% | $26770100.00       | $17065487.80       | Agency Collateralized Mortgage Obligation |
| GNII SP 785240 C       | 2050-12-20      | 3.0000%  | 0.0000% | $8684183.00        | $4115005.20        | Agency Mortgage-Backed Securities         |
| GNII SF DJ8246 C       | 2055-06-20      | 5.5000%  | 0.0000% | $2160031.00        | $2207075.92        | Agency Mortgage-Backed Securities         |
| GNII SF MA7990 M       | 2052-04-20      | 4.0000%  | 0.0000% | $12417140.00       | $8882993.66        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFM3773   | 2048-11-01      | 3.5000%  | 0.0000% | $1184130.00        | $295591.67         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLMA3182   | 2047-11-01      | 3.5000%  | 0.0000% | $1000.00           | $131.34            | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLSL0035   | 2054-02-01      | 6.5000%  | 0.0000% | $1000.00           | $923.59            | Agency Mortgage-Backed Securities         |
| GNII SF MA6767 M       | 2050-07-20      | 3.5000%  | 0.0000% | $16777318.00       | $4279572.74        | Agency Mortgage-Backed Securities         |
| GNII SF MA6932 M       | 2050-08-20      | 3.0000%  | 0.0000% | $7075.00           | $2367.23           | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSL0419   | 2053-10-01      | 3.0000%  | 0.0000% | $610000.00         | $515848.24         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQZ1440   | 2055-08-01      | 5.5000%  | 0.0000% | $370367.00         | $379526.65         | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFM4257   | 2050-09-01      | 2.5000%  | 0.0000% | $223271.00         | $108912.78         | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLFA1422   | 2054-05-01      | 4.5000%  | 0.0000% | $1687999.00        | $1633072.07        | Agency Mortgage-Backed Securities         |
| GNII SF MA4653 M       | 2047-08-20      | 4.0000%  | 0.0000% | $1375.00           | $150.72            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLMA5271   | 2054-02-01      | 5.5000%  | 0.0000% | $1000.00           | $868.06            | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2043-08-15      | 3.6250%  | 0.0000% | $800.00            | $702.59            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2044-08-15      | 3.1250%  | 0.0000% | $1000.00           | $805.99            | U.S. Treasuries (including strips)        |
| FEPC 03.000 CLSD8000   | 2049-07-01      | 3.0000%  | 0.0000% | $7507732.00        | $787913.22         | Agency Mortgage-Backed Securities         |

### Security 735: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 4.210000%
- **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: ARP1BDJL5, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP1BDJL5
- **C.18 - Value (incl. sponsor support):** $6510000000.00
- **C.18.a - Value (excl. sponsor support):** $6510000000.00
- **C.19 - Percentage of Net Assets:** 1.7000%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GNMI SP 785753 X     | 2049-03-15      | 5.0000%  | 0.0000% | $15650608.00       | $12291902.54       | Agency Mortgage-Backed Securities |
| GNMI JP 783793 X     | 2028-07-15      | 3.0000%  | 0.0000% | $2300000.00        | $64857.72          | Agency Mortgage-Backed Securities |
| GNMI SP 784025 X     | 2044-05-15      | 4.5000%  | 0.0000% | $264282.00         | $88481.33          | Agency Mortgage-Backed Securities |
| GNII SF MA9541 M     | 2054-03-20      | 5.5000%  | 0.0000% | $15708944.00       | $13258718.39       | Agency Mortgage-Backed Securities |
| GNMI SP 784718 X     | 2046-12-15      | 2.5000%  | 0.0000% | $200050.00         | $69594.87          | Agency Mortgage-Backed Securities |
| GNII RG CN9847 C     | 2045-03-20      | 2.5000%  | 0.0000% | $1365548.00        | $899452.82         | Agency Mortgage-Backed Securities |
| GNII SF MB0284 M     | 2040-04-20      | 6.0000%  | 0.0000% | $1659688.00        | $1644817.73        | Agency Mortgage-Backed Securities |
| GNII SF MB0124 M     | 2038-04-20      | 6.5000%  | 0.0000% | $120961.00         | $123980.87         | Agency Mortgage-Backed Securities |
| GNII SP 785660 C     | 2051-10-20      | 2.5000%  | 0.0000% | $237000.00         | $140967.37         | Agency Mortgage-Backed Securities |
| GNII SP 785638 C     | 2051-08-20      | 2.5000%  | 0.0000% | $3750000.00        | $2184621.15        | Agency Mortgage-Backed Securities |
| GNII SF DK4324 C     | 2055-07-20      | 7.0000%  | 0.0000% | $1217854.00        | $1257295.72        | Agency Mortgage-Backed Securities |
| GNII SP 784122 M     | 2046-02-20      | 3.0000%  | 0.0000% | $41200000.00       | $5131606.07        | Agency Mortgage-Backed Securities |
| GNCL CL CP8489       | 2065-06-15      | 5.0600%  | 0.0000% | $138729.00         | $143504.76         | Agency Mortgage-Backed Securities |
| GNII SF CW1327 C     | 2053-10-20      | 6.5000%  | 0.0000% | $1844334.00        | $1719118.79        | Agency Mortgage-Backed Securities |
| GNII SF CX2368 C     | 2053-09-20      | 7.0000%  | 0.0000% | $3769296.00        | $3642687.57        | Agency Mortgage-Backed Securities |
| GNII SF CV5804 C     | 2054-01-20      | 7.5000%  | 0.0000% | $18432000.00       | $17461594.99       | Agency Mortgage-Backed Securities |
| GNCL CL CY8222       | 2065-11-15      | 5.6500%  | 0.0000% | $22414592.00       | $22832206.98       | Agency Mortgage-Backed Securities |
| GNII SF DI4714 C     | 2055-08-20      | 7.0000%  | 0.0000% | $5276152.00        | $5570188.22        | Agency Mortgage-Backed Securities |
| GNII ET DI6068 C     | 2065-04-20      | 2.0000%  | 0.0000% | $311138.00         | $242955.99         | Agency Mortgage-Backed Securities |
| GNII ET DI6474 C     | 2065-05-20      | 5.5000%  | 0.0000% | $9403392.00        | $8997626.05        | Agency Mortgage-Backed Securities |
| GNII SF MB0398 M     | 2040-06-20      | 4.5000%  | 0.0000% | $197841.00         | $194987.69         | Agency Mortgage-Backed Securities |
| GNII SF DI1906 C     | 2055-05-20      | 6.5000%  | 0.0000% | $25234752.00       | $26887815.95       | Agency Mortgage-Backed Securities |
| GNII SF DI2002 C     | 2055-06-20      | 6.5000%  | 0.0000% | $1326352.00        | $1379375.55        | Agency Mortgage-Backed Securities |
| GNII SF MB0626 M     | 2055-09-20      | 7.0000%  | 0.0000% | $3726540.00        | $3871461.00        | Agency Mortgage-Backed Securities |
| GNMI SP 787779 X     | 2050-03-15      | 3.5000%  | 0.0000% | $31868544.00       | $28559332.56       | Agency Mortgage-Backed Securities |
| GNII ET DK2993 C     | 2065-06-20      | 6.5000%  | 0.0000% | $2543936.00        | $2619849.51        | Agency Mortgage-Backed Securities |
| GNII SP 787699 M     | 2049-03-20      | 3.0000%  | 0.0000% | $97697920.00       | $81982649.99       | Agency Mortgage-Backed Securities |
| GNII SP 786045 C     | 2052-02-20      | 2.0000%  | 0.0000% | $8138992.00        | $5226144.84        | Agency Mortgage-Backed Securities |
| GNII SF DK5669 C     | 2055-06-20      | 6.5000%  | 0.0000% | $1788538.00        | $1868532.44        | Agency Mortgage-Backed Securities |
| GNMI SF AZ1638 X     | 2047-02-15      | 4.0000%  | 0.0000% | $466831.00         | $58708.79          | Agency Mortgage-Backed Securities |
| GNII SF DK6105 C     | 2055-06-20      | 6.5000%  | 0.0000% | $8497920.00        | $8847663.71        | Agency Mortgage-Backed Securities |
| GNII SF DK5118 C     | 2055-06-20      | 6.5000%  | 0.0000% | $10032160.00       | $10450612.02       | Agency Mortgage-Backed Securities |
| GNII SF DI4715 C     | 2055-08-20      | 7.0000%  | 0.0000% | $1418102.00        | $1498956.47        | Agency Mortgage-Backed Securities |
| GNII SF BH6400 C     | 2036-03-20      | 3.5000%  | 0.0000% | $3312836.00        | $1114495.80        | Agency Mortgage-Backed Securities |
| GNMI SF BG5671 X     | 2048-07-15      | 3.0000%  | 0.0000% | $1144388.00        | $667126.62         | Agency Mortgage-Backed Securities |
| GNII SP 785762 C     | 2051-11-20      | 2.5000%  | 0.0000% | $3200000.00        | $1935746.45        | Agency Mortgage-Backed Securities |
| GNII SF DM7195 C     | 2055-09-20      | 5.5000%  | 0.0000% | $5457672.00        | $5551006.68        | Agency Mortgage-Backed Securities |
| GNII SF MB0558 M     | 2055-07-20      | 6.5000%  | 0.0000% | $2739180.00        | $2831747.68        | Agency Mortgage-Backed Securities |
| GNII EP 788087 C     | 2065-07-20      | 3.5000%  | 0.0000% | $249132800.00      | $220389903.87      | Agency Mortgage-Backed Securities |
| GNMI SP 786111 X     | 2048-06-15      | 3.5000%  | 0.0000% | $28280240.00       | $17457831.27       | Agency Mortgage-Backed Securities |
| GNII SF MB0423 M     | 2055-06-20      | 5.0000%  | 0.0000% | $115000000.00      | $114312890.79      | Agency Mortgage-Backed Securities |
| GNMI SF AE7515 X     | 2043-06-15      | 3.0000%  | 0.0000% | $458344.00         | $59042.68          | Agency Mortgage-Backed Securities |
| GNII SF MB0624 M     | 2055-08-20      | 6.0000%  | 0.0000% | $244142080.00      | $249999862.22      | Agency Mortgage-Backed Securities |
| GNII SF CT5318 C     | 2052-08-20      | 2.5000%  | 0.0000% | $2184832.00        | $1747364.70        | Agency Mortgage-Backed Securities |
| GNII SF DM7800 C     | 2055-09-20      | 6.0000%  | 0.0000% | $1185498.00        | $1239197.90        | Agency Mortgage-Backed Securities |
| GNII SF MB0342 M     | 2040-05-20      | 6.0000%  | 0.0000% | $760280.00         | $747057.49         | Agency Mortgage-Backed Securities |
| GNII SF DM6135 C     | 2055-09-20      | 7.0000%  | 0.0000% | $26360520.00       | $28037177.95       | Agency Mortgage-Backed Securities |
| GNII SF 003120 M     | 2031-08-20      | 6.5000%  | 0.0000% | $146915065.00      | $197314.72         | Agency Mortgage-Backed Securities |
| GNII SF MA9901 M     | 2046-09-20      | 3.0000%  | 0.0000% | $1527392.00        | $1240916.47        | Agency Mortgage-Backed Securities |
| GNII SP 787109 C     | 2053-11-20      | 6.5000%  | 0.0000% | $1800000.00        | $1475965.05        | Agency Mortgage-Backed Securities |
| GNII RG CN2043 C     | 2051-09-20      | 2.5000%  | 0.0000% | $1581892.00        | $1251520.90        | Agency Mortgage-Backed Securities |
| GNII SF DK5074 C     | 2055-06-20      | 6.5000%  | 0.0000% | $4971520.00        | $5178983.39        | Agency Mortgage-Backed Securities |
| GNII SF DK4068 C     | 2055-06-20      | 6.5000%  | 0.0000% | $1319594.00        | $1373139.56        | Agency Mortgage-Backed Securities |
| GNII SF DK4962 C     | 2055-08-20      | 6.5000%  | 0.0000% | $1950316.00        | $2052383.09        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRJ3859 | 2054-12-01      | 5.5000%  | 0.0000% | $512839.00         | $483791.97         | Agency Mortgage-Backed Securities |
| GNII SF DG9301 C     | 2055-01-20      | 7.0000%  | 0.0000% | $1970396.00        | $1265161.18        | Agency Mortgage-Backed Securities |
| GNII SF DJ4194 C     | 2055-05-20      | 5.5000%  | 0.0000% | $1848200.00        | $1885375.89        | Agency Mortgage-Backed Securities |
| GNII SF MB0090 M     | 2054-11-20      | 4.5000%  | 0.0000% | $263305216.00      | $249999194.34      | Agency Mortgage-Backed Securities |
| GNII SF MB0258 M     | 2055-02-20      | 5.0000%  | 0.0000% | $50609200.00       | $50010658.77       | Agency Mortgage-Backed Securities |
| GNII SF DM6994 C     | 2055-09-20      | 5.5000%  | 0.0000% | $2771956.00        | $2837106.82        | Agency Mortgage-Backed Securities |
| GNII RG CN9876 C     | 2043-05-20      | 2.5000%  | 0.0000% | $1017304.00        | $524133.28         | Agency Mortgage-Backed Securities |
| GNII SF DG2319 C     | 2055-01-20      | 6.5000%  | 0.0000% | $3632828.00        | $3801610.56        | Agency Mortgage-Backed Securities |
| GNII SF AO1154 C     | 2045-07-20      | 3.0000%  | 0.0000% | $7500000.00        | $1378184.96        | Agency Mortgage-Backed Securities |
| GNII SF DF1035 C     | 2054-11-20      | 5.0000%  | 0.0000% | $1309092.00        | $1115644.13        | Agency Mortgage-Backed Securities |
| GNII SF MA2962 M     | 2045-07-20      | 4.0000%  | 0.0000% | $2500928.00        | $204844.29         | Agency Mortgage-Backed Securities |
| GNII SF DI8073 C     | 2055-05-20      | 5.5000%  | 0.0000% | $883349.00         | $887073.73         | Agency Mortgage-Backed Securities |
| GNII ET DI1686 C     | 2065-02-20      | 6.0000%  | 0.0000% | $1646636.00        | $1673971.64        | Agency Mortgage-Backed Securities |
| GNII SF MB0553 M     | 2055-07-20      | 4.0000%  | 0.0000% | $18901760.00       | $17832090.94       | Agency Mortgage-Backed Securities |
| GNII SF DH6726 C     | 2055-01-20      | 6.5000%  | 0.0000% | $6745088.00        | $6989476.97        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CIRR0003 | 2040-06-01      | 5.5000%  | 0.0000% | $161185280.00      | $153383021.49      | Agency Mortgage-Backed Securities |
| GNII ET DI6826 C     | 2063-12-20      | 7.5000%  | 0.0000% | $172369.00         | $177749.61         | Agency Mortgage-Backed Securities |
| GNMI SF AU0776 X     | 2046-06-15      | 3.0000%  | 0.0000% | $90446.00          | $19917.67          | Agency Mortgage-Backed Securities |
| GNII ET DJ2206 C     | 2065-06-20      | 5.5000%  | 0.0000% | $18015584.00       | $18133690.28       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CIRR0032 | 2040-09-01      | 5.0000%  | 0.0000% | $107406080.00      | $108978910.79      | Agency Mortgage-Backed Securities |
| GNII SF DI2224 C     | 2052-02-20      | 5.5000%  | 0.0000% | $938149.00         | $939707.11         | Agency Mortgage-Backed Securities |
| GNII SF MB0285 M     | 2040-03-20      | 6.5000%  | 0.0000% | $164543.00         | $169108.67         | Agency Mortgage-Backed Securities |
| GNII SF DH4367 C     | 2055-02-20      | 5.5000%  | 0.0000% | $2603330.00        | $2608607.99        | Agency Mortgage-Backed Securities |
| GNII SF DH2882 C     | 2055-01-20      | 6.5000%  | 0.0000% | $1106598.00        | $1142507.91        | Agency Mortgage-Backed Securities |
| GNII SF DJ2112 C     | 2055-05-20      | 6.0000%  | 0.0000% | $1453218.00        | $1498975.23        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQY4191 | 2055-06-01      | 5.5000%  | 0.0000% | $6878192.00        | $6914194.03        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQY9982 | 2055-05-01      | 5.0000%  | 0.0000% | $3842224.00        | $3852576.61        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQY4574 | 2055-05-01      | 5.5000%  | 0.0000% | $1011128.00        | $1024858.89        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ3801 | 2055-09-01      | 6.0000%  | 0.0000% | $4785952.00        | $4982134.55        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQX1630 | 2054-12-01      | 4.5000%  | 0.0000% | $521018.00         | $501185.92         | Agency Mortgage-Backed Securities |
| GNII JM MA3864 M     | 2046-08-20      | 3.0000%  | 0.0000% | $20000000.00       | $1096667.66        | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDE8419 | 2055-08-01      | 7.0000%  | 0.0000% | $1337800.00        | $1411046.40        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQG2824 | 2053-05-01      | 4.5000%  | 0.0000% | $1635526.00        | $1348197.06        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLQF1151 | 2052-09-01      | 4.0000%  | 0.0000% | $1497656.00        | $1016751.55        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQE4393 | 2052-06-01      | 3.5000%  | 0.0000% | $1312308.00        | $1025659.99        | Agency Mortgage-Backed Securities |
| GNII SF MB0364 M     | 2055-05-20      | 4.5000%  | 0.0000% | $25000000.00       | $24188141.73       | Agency Mortgage-Backed Securities |
| GNII SF MB0093 M     | 2054-09-20      | 6.0000%  | 0.0000% | $263182848.00      | $242420021.47      | Agency Mortgage-Backed Securities |
| GNII RG CH5857 C     | 2049-07-20      | 5.5000%  | 0.0000% | $2779924.00        | $816072.58         | Agency Mortgage-Backed Securities |
| GNII ET DL8562 C     | 2065-08-20      | 7.0000%  | 0.0000% | $11883760.00       | $12242740.18       | Agency Mortgage-Backed Securities |
| GNII AP 786236 M     | 2052-01-20      | 2.5000%  | 0.0000% | $90000.00          | $58921.22          | Agency Mortgage-Backed Securities |
| GNII SF DL8787 C     | 2055-08-20      | 7.0000%  | 0.0000% | $8843984.00        | $9399397.53        | Agency Mortgage-Backed Securities |
| GNII JM MA4645 M     | 2047-07-20      | 4.5000%  | 0.0000% | $1572604.00        | $120337.14         | Agency Mortgage-Backed Securities |
| GNII ET DL9329 C     | 2065-09-20      | 6.5000%  | 0.0000% | $13300000.00       | $13713312.28       | Agency Mortgage-Backed Securities |
| GNII SF DL8796 C     | 2055-08-20      | 6.0000%  | 0.0000% | $11677728.00       | $11920839.69       | Agency Mortgage-Backed Securities |
| GNII RG CI8163 C     | 2048-04-20      | 3.5000%  | 0.0000% | $1058782.00        | $601985.32         | Agency Mortgage-Backed Securities |
| GNII SF DL3555 C     | 2055-08-20      | 6.5000%  | 0.0000% | $1409684.00        | $1472351.95        | Agency Mortgage-Backed Securities |
| GNII SF CW8158 C     | 2053-12-20      | 7.0000%  | 0.0000% | $1146368.00        | $520196.17         | Agency Mortgage-Backed Securities |
| GNII SF DB7672 C     | 2054-07-20      | 7.0000%  | 0.0000% | $4143160.00        | $3987421.63        | Agency Mortgage-Backed Securities |
| GNII SF DN0680 C     | 2055-09-20      | 6.0000%  | 0.0000% | $2610664.00        | $2722106.28        | Agency Mortgage-Backed Securities |
| GNII ET DL1858 C     | 2065-07-20      | 5.0000%  | 0.0000% | $670565.00         | $666160.27         | Agency Mortgage-Backed Securities |
| GNII SF DJ9321 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1002078.00        | $1047603.48        | Agency Mortgage-Backed Securities |
| GNMI SF BA5780 X     | 2047-05-15      | 5.0000%  | 0.0000% | $1714808.00        | $106993.78         | Agency Mortgage-Backed Securities |
| GNII SF MA5739 M     | 2034-01-20      | 4.5000%  | 0.0000% | $2589124.00        | $233906.91         | Agency Mortgage-Backed Securities |
| GNII ET DM2985 C     | 2065-02-20      | 2.0000%  | 0.0000% | $313295.00         | $245829.05         | Agency Mortgage-Backed Securities |
| GNII SF MA5268 M     | 2048-06-20      | 6.0000%  | 0.0000% | $1000000.00        | $120778.84         | Agency Mortgage-Backed Securities |
| GNMI SP 781210 X     | 2029-09-15      | 6.5000%  | 0.0000% | $6872000.00        | $7134.80           | Agency Mortgage-Backed Securities |
| GNMI SP 784070 X     | 2040-03-15      | 5.5000%  | 0.0000% | $993000.00         | $131496.36         | Agency Mortgage-Backed Securities |
| GNII ET DJ5098 C     | 2065-04-20      | 5.5000%  | 0.0000% | $512055.00         | $514991.65         | Agency Mortgage-Backed Securities |
| GNII ET DJ1603 C     | 2065-04-20      | 6.5000%  | 0.0000% | $1211130.00        | $1243605.15        | Agency Mortgage-Backed Securities |
| GNII SF MB0181 M     | 2040-01-20      | 6.0000%  | 0.0000% | $4602768.00        | $4413925.95        | Agency Mortgage-Backed Securities |
| GNII ET DN0627 C     | 2065-09-20      | 7.0000%  | 0.0000% | $5300000.00        | $5467733.81        | Agency Mortgage-Backed Securities |
| GNII ET DN0625 C     | 2065-09-20      | 6.5000%  | 0.0000% | $2800000.00        | $2887013.11        | Agency Mortgage-Backed Securities |
| GNII ET CT5341 C     | 2063-02-20      | 5.5000%  | 0.0000% | $906738.00         | $791263.62         | Agency Mortgage-Backed Securities |
| GNII SF DJ3055 C     | 2055-08-20      | 6.5000%  | 0.0000% | $12152580.00       | $12680248.92       | Agency Mortgage-Backed Securities |
| GNII SP 785566 C     | 2051-06-20      | 2.5000%  | 0.0000% | $133000.00         | $74768.69          | Agency Mortgage-Backed Securities |
| GNII SF DJ3025 C     | 2055-08-20      | 6.5000%  | 0.0000% | $15186752.00       | $15850399.52       | Agency Mortgage-Backed Securities |
| GNII SF DJ3104 C     | 2055-08-20      | 5.5000%  | 0.0000% | $10085888.00       | $10256701.74       | Agency Mortgage-Backed Securities |
| GNMI SP 784154 X     | 2044-03-15      | 5.0000%  | 0.0000% | $186508.00         | $26207.05          | Agency Mortgage-Backed Securities |
| GNII SF DJ5217 C     | 2055-03-20      | 6.5000%  | 0.0000% | $2370076.00        | $2467062.00        | Agency Mortgage-Backed Securities |
| GNII SP 788175 C     | 2055-09-20      | 5.0000%  | 0.0000% | $136928256.00      | $137325454.44      | Agency Mortgage-Backed Securities |
| GNII SF DM2717 C     | 2055-09-20      | 6.5000%  | 0.0000% | $2036480.00        | $2127339.82        | Agency Mortgage-Backed Securities |
| GNII SF DN0011 C     | 2055-09-20      | 6.5000%  | 0.0000% | $1241680.00        | $1301668.18        | Agency Mortgage-Backed Securities |
| GNII SF DM6933 C     | 2055-09-20      | 5.0000%  | 0.0000% | $3543090.00        | $3554678.66        | Agency Mortgage-Backed Securities |
| GNII SF DM7818 C     | 2055-09-20      | 6.0000%  | 0.0000% | $1241442.00        | $1286177.78        | Agency Mortgage-Backed Securities |
| GNII ET DM6747 C     | 2065-01-20      | 3.0000%  | 0.0000% | $319716.00         | $281764.01         | Agency Mortgage-Backed Securities |
| GNII SF DM7799 C     | 2055-09-20      | 6.0000%  | 0.0000% | $1141404.00        | $1182534.87        | Agency Mortgage-Backed Securities |
| GNMI SF 477023 X     | 2030-01-15      | 6.5000%  | 0.0000% | $505184.00         | $5411.73           | Agency Mortgage-Backed Securities |
| GNAR AT 080945 M     | 2034-06-20      | 5.6250%  | 0.0000% | $1350000.00        | $12644.41          | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQX2579 | 2054-12-01      | 4.5000%  | 0.0000% | $1567836.00        | $1517412.21        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQX0640 | 2054-12-01      | 4.5000%  | 0.0000% | $2757812.00        | $2667242.49        | Agency Mortgage-Backed Securities |
| GNII SF MA9852 M     | 2054-08-20      | 6.0000%  | 0.0000% | $70064256.00       | $57130107.22       | Agency Mortgage-Backed Securities |
| GNII ET DA9111 C     | 2064-02-20      | 7.5000%  | 0.0000% | $100019.00         | $102768.34         | Agency Mortgage-Backed Securities |
| GNII ET CZ6964 C     | 2064-01-20      | 7.5000%  | 0.0000% | $4812496.00        | $1374776.88        | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQZ4398 | 2055-10-01      | 7.0000%  | 0.0000% | $1185542.00        | $1263376.26        | Agency Mortgage-Backed Securities |
| GNII SF DM4586 C     | 2055-08-20      | 6.5000%  | 0.0000% | $1695248.00        | $1775146.92        | Agency Mortgage-Backed Securities |
| GNII SF DG6551 C     | 2049-12-20      | 6.5000%  | 0.0000% | $2364744.00        | $2442276.38        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ5071 | 2055-10-01      | 6.0000%  | 0.0000% | $1455386.00        | $1494437.40        | Agency Mortgage-Backed Securities |
| GNII SF DF6498 C     | 2055-02-20      | 6.5000%  | 0.0000% | $1474844.00        | $1366278.51        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSL1348 | 2055-05-01      | 6.0000%  | 0.0000% | $5308848.00        | $5387530.71        | Agency Mortgage-Backed Securities |
| GNII SF MA8878 M     | 2053-05-20      | 5.0000%  | 0.0000% | $9271680.00        | $7729837.57        | Agency Mortgage-Backed Securities |
| GNII SF DD7538 C     | 2054-09-20      | 7.5000%  | 0.0000% | $3302340.00        | $3499407.02        | Agency Mortgage-Backed Securities |
| GNII SF DF4970 C     | 2054-11-20      | 7.0000%  | 0.0000% | $1827670.00        | $1894417.57        | Agency Mortgage-Backed Securities |
| GNII SF DD4247 C     | 2054-10-20      | 7.0000%  | 0.0000% | $1196138.00        | $1237886.61        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLRJ4667 | 2055-07-01      | 4.5000%  | 0.0000% | $11182096.00       | $10713560.93       | Agency Mortgage-Backed Securities |
| GNII JM MA8481 M     | 2052-12-20      | 5.5000%  | 0.0000% | $700000.00         | $400761.02         | Agency Mortgage-Backed Securities |
| GNII JM MA8415 M     | 2052-07-20      | 3.0000%  | 0.0000% | $3615692.00        | $2735065.95        | Agency Mortgage-Backed Securities |
| GNMI SF AB3057 X     | 2042-11-15      | 3.0000%  | 0.0000% | $3005252.00        | $238824.82         | Agency Mortgage-Backed Securities |
| GNII SF MA8343 M     | 2052-09-20      | 2.5000%  | 0.0000% | $1076258.00        | $699501.27         | Agency Mortgage-Backed Securities |
| GNII SF MA8615 M     | 2038-02-20      | 4.5000%  | 0.0000% | $480243.00         | $327555.83         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQX4058 | 2054-12-01      | 4.5000%  | 0.0000% | $1301360.00        | $1210645.60        | Agency Mortgage-Backed Securities |
| GNII SF MA9827 M     | 2039-08-20      | 7.0000%  | 0.0000% | $189877.00         | $129831.45         | Agency Mortgage-Backed Securities |
| GNII SF DF7326 C     | 2054-11-20      | 6.5000%  | 0.0000% | $1320190.00        | $1367053.66        | Agency Mortgage-Backed Securities |
| GNII SF MA8720 M     | 2053-01-20      | 2.5000%  | 0.0000% | $640000.00         | $425186.77         | Agency Mortgage-Backed Securities |
| GNII SF MA9603 M     | 2054-04-20      | 4.5000%  | 0.0000% | $21548096.00       | $20107815.99       | Agency Mortgage-Backed Securities |
| GNII SF MA9670 M     | 2054-05-20      | 6.5000%  | 0.0000% | $403200000.00      | $244650987.18      | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQY4624 | 2055-05-01      | 5.0000%  | 0.0000% | $1973242.00        | $1968371.29        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQY0426 | 2055-04-01      | 4.5000%  | 0.0000% | $1254312.00        | $1219716.45        | Agency Mortgage-Backed Securities |
| GNII RG CN2091 C     | 2046-01-20      | 3.5000%  | 0.0000% | $225000.00         | $140476.81         | Agency Mortgage-Backed Securities |
| GNII SF MA1918 M     | 2039-05-20      | 3.0000%  | 0.0000% | $223086.00         | $28528.03          | Agency Mortgage-Backed Securities |
| GNII SF MA9850 M     | 2054-08-20      | 5.0000%  | 0.0000% | $3942124.00        | $3754207.81        | Agency Mortgage-Backed Securities |
| GNII SF AB7797 C     | 2042-11-20      | 3.5000%  | 0.0000% | $2200000.00        | $293780.07         | Agency Mortgage-Backed Securities |
| GNII SF MA9487 M     | 2054-02-20      | 5.0000%  | 0.0000% | $47898176.00       | $42310620.71       | Agency Mortgage-Backed Securities |
| GNII RG CN5913 C     | 2050-01-20      | 3.5000%  | 0.0000% | $450000.00         | $283157.96         | Agency Mortgage-Backed Securities |
| GNII SF MA1760 M     | 2044-03-20      | 3.5000%  | 0.0000% | $155457024.00      | $11677959.38       | Agency Mortgage-Backed Securities |
| GNII RG CN9958 C     | 2048-06-20      | 3.5000%  | 0.0000% | $200000.00         | $102689.60         | Agency Mortgage-Backed Securities |
| GNII JM MA7697 M     | 2051-11-20      | 3.5000%  | 0.0000% | $2391060.00        | $1686250.01        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSL1351 | 2055-05-01      | 6.0000%  | 0.0000% | $6752304.00        | $6789071.02        | Agency Mortgage-Backed Securities |
| GNII ET DM7300 C     | 2065-08-20      | 4.5000%  | 0.0000% | $572725.00         | $555262.04         | Agency Mortgage-Backed Securities |
| GNII SF MB0261 M     | 2055-02-20      | 6.5000%  | 0.0000% | $139152128.00      | $139890851.72      | Agency Mortgage-Backed Securities |
| GNII SF DF4969 C     | 2054-12-20      | 6.5000%  | 0.0000% | $8244784.00        | $6802857.83        | Agency Mortgage-Backed Securities |
| GNII ET DI7108 C     | 2065-04-20      | 2.0000%  | 0.0000% | $273265.00         | $213641.86         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLRQ0048 | 2055-09-01      | 5.0000%  | 0.0000% | $31724992.00       | $31488299.33       | Agency Mortgage-Backed Securities |
| GNII BD DJ0965 C     | 2055-03-20      | 4.5000%  | 0.0000% | $37526016.00       | $34930162.43       | Agency Mortgage-Backed Securities |
| GNII BD DI7630 C     | 2055-06-20      | 4.5000%  | 0.0000% | $14993264.00       | $13989063.96       | Agency Mortgage-Backed Securities |
| GNII SF MB0625 M     | 2055-08-20      | 6.5000%  | 0.0000% | $208377600.00      | $215877341.33      | Agency Mortgage-Backed Securities |
| GNII SF MA5857 M     | 2032-11-20      | 7.5000%  | 0.0000% | $71433.00          | $10639.33          | Agency Mortgage-Backed Securities |
| GNII JM MA6212 M     | 2049-10-20      | 4.5000%  | 0.0000% | $4888544.00        | $1016382.93        | Agency Mortgage-Backed Securities |
| GNII SF AR7646 C     | 2046-02-20      | 3.5000%  | 0.0000% | $500000.00         | $98460.69          | Agency Mortgage-Backed Securities |
| GNII SF DI5723 C     | 2055-03-20      | 7.0000%  | 0.0000% | $2049524.00        | $2167453.44        | Agency Mortgage-Backed Securities |
| GNII SF DI2186 C     | 2055-02-20      | 5.5000%  | 0.0000% | $8595008.00        | $8326047.74        | Agency Mortgage-Backed Securities |
| GNII SF DI8942 C     | 2055-09-20      | 6.0000%  | 0.0000% | $1049132.00        | $1091149.04        | Agency Mortgage-Backed Securities |
| GNII ET CZ2599 C     | 2063-12-20      | 8.0000%  | 0.0000% | $357203.00         | $371539.31         | Agency Mortgage-Backed Securities |
| GNII SF DM7202 C     | 2055-09-20      | 5.5000%  | 0.0000% | $2915788.00        | $2974099.55        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSL1829 | 2055-07-01      | 6.0000%  | 0.0000% | $23093792.00       | $23726572.81       | Agency Mortgage-Backed Securities |
| GNII SF MA7255 M     | 2051-03-20      | 2.5000%  | 0.0000% | $20695520.00       | $10122706.86       | Agency Mortgage-Backed Securities |
| GNII JM MA7307 M     | 2051-04-20      | 4.0000%  | 0.0000% | $196000.00         | $64685.11          | Agency Mortgage-Backed Securities |
| GNII SF DM9329 C     | 2055-09-20      | 5.5000%  | 0.0000% | $10996800.00       | $11108984.47       | Agency Mortgage-Backed Securities |
| GNII SF DH4813 C     | 2055-06-20      | 5.0000%  | 0.0000% | $1113374.00        | $1116733.65        | Agency Mortgage-Backed Securities |
| GNII SF DM7811 C     | 2055-09-20      | 6.5000%  | 0.0000% | $1430094.00        | $1494781.60        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQX0091 | 2054-11-01      | 4.5000%  | 0.0000% | $1222972.00        | $1179664.80        | Agency Mortgage-Backed Securities |
| GNII SF MA0786 M     | 2043-02-20      | 5.0000%  | 0.0000% | $2592564.00        | $143759.00         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQX4154 | 2055-01-01      | 5.5000%  | 0.0000% | $7506680.00        | $7359347.39        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQY7920 | 2055-07-01      | 5.5000%  | 0.0000% | $2098172.00        | $2136825.77        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB4413 | 2052-08-01      | 5.5000%  | 0.0000% | $42041000.00       | $31054386.87       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIAS4764 | 2030-04-01      | 2.5000%  | 0.0000% | $312000.00         | $27337.53          | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD1900 | 2052-06-01      | 3.5000%  | 0.0000% | $516000.00         | $389161.13         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD3729 | 2051-12-01      | 2.5000%  | 0.0000% | $7500000.00        | $5582558.15        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD8393 | 2054-01-01      | 4.5000%  | 0.0000% | $3156256.00        | $2789767.78        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQI2315 | 2054-04-01      | 6.0000%  | 0.0000% | $2023344.00        | $1649787.52        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD8370 | 2053-11-01      | 4.5000%  | 0.0000% | $113600.00         | $100493.09         | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLSD8472 | 2054-10-01      | 7.0000%  | 0.0000% | $146149120.00      | $90355081.33       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CIQO3821 | 2040-07-01      | 6.0000%  | 0.0000% | $1787222.00        | $1706216.19        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CIQO3014 | 2040-01-01      | 4.0000%  | 0.0000% | $1264012.00        | $1207120.43        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQI0479 | 2054-03-01      | 5.0000%  | 0.0000% | $1410700.00        | $1175100.82        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD3886 | 2053-02-01      | 4.5000%  | 0.0000% | $1846000.00        | $1567408.15        | Agency Mortgage-Backed Securities |
| FEPC 06.000 3PQU8261 | 2055-02-01      | 6.0000%  | 0.0000% | $8998550.00        | $8113081.42        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CQAS4272 | 2035-01-01      | 3.0000%  | 0.0000% | $2121096.00        | $490642.84         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQJ6594 | 2054-10-01      | 4.5000%  | 0.0000% | $3399200.00        | $3041440.27        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQJ8604 | 2054-11-01      | 5.0000%  | 0.0000% | $4830888.00        | $4682894.48        | Agency Mortgage-Backed Securities |
| GNII ET DJ2150 C     | 2065-05-20      | 6.0000%  | 0.0000% | $2773792.00        | $2824408.37        | Agency Mortgage-Backed Securities |
| GNII SF DH3330 C     | 2055-02-20      | 7.0000%  | 0.0000% | $1286270.00        | $1335660.45        | Agency Mortgage-Backed Securities |
| GNII ET DM1651 C     | 2065-07-20      | 3.5000%  | 0.0000% | $426121.00         | $383631.18         | Agency Mortgage-Backed Securities |
| GNII SF MA7420 M     | 2051-06-20      | 3.5000%  | 0.0000% | $8199000.00        | $4035380.43        | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLRQ0052 | 2055-09-01      | 7.0000%  | 0.0000% | $208725504.00      | $215596718.37      | Agency Mortgage-Backed Securities |
| GNII SF MA8269 M     | 2052-09-20      | 5.0000%  | 0.0000% | $52552896.00       | $39948042.52       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRJ4365 | 2055-06-01      | 5.5000%  | 0.0000% | $157753088.00      | $159664873.63      | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA5442 | 2054-08-01      | 4.5000%  | 0.0000% | $19355640.00       | $17910339.27       | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQX0812 | 2054-11-01      | 4.5000%  | 0.0000% | $1383100.00        | $1337958.38        | Agency Mortgage-Backed Securities |
| GNII JM MA6532 M     | 2050-02-20      | 3.5000%  | 0.0000% | $4143400.00        | $411784.08         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQY9390 | 2055-08-01      | 6.5000%  | 0.0000% | $16726528.00       | $16651191.96       | Agency Mortgage-Backed Securities |
| GNII SF CX0795 C     | 2053-08-20      | 7.5000%  | 0.0000% | $1869820.00        | $1644596.39        | Agency Mortgage-Backed Securities |
| GNII ET CV5115 C     | 2063-06-20      | 6.5000%  | 0.0000% | $3772924.00        | $1232423.09        | Agency Mortgage-Backed Securities |
| GNII SF MA6930 M     | 2050-10-20      | 2.0000%  | 0.0000% | $93724288.00       | $44157583.60       | Agency Mortgage-Backed Securities |
| GNII SF DL7681 C     | 2055-09-20      | 7.0000%  | 0.0000% | $1920684.00        | $2014511.12        | Agency Mortgage-Backed Securities |
| GNII SF CX2638 C     | 2053-09-20      | 6.5000%  | 0.0000% | $1204938.00        | $763314.90         | Agency Mortgage-Backed Securities |
| GNII SF MA8270 M     | 2052-09-20      | 5.5000%  | 0.0000% | $118040960.00      | $81770437.18       | Agency Mortgage-Backed Securities |
| GNII SF DB9996 C     | 2054-06-20      | 7.0000%  | 0.0000% | $1390274.00        | $1460067.46        | Agency Mortgage-Backed Securities |
| GNII SF MA8725 M     | 2053-03-20      | 5.0000%  | 0.0000% | $110532224.00      | $88417011.04       | Agency Mortgage-Backed Securities |
| GNII JM MA7928 M     | 2052-03-20      | 3.0000%  | 0.0000% | $2439564.00        | $1608374.87        | Agency Mortgage-Backed Securities |
| GNII JM MA8560 M     | 2053-01-20      | 5.5000%  | 0.0000% | $1000000.00        | $569795.94         | Agency Mortgage-Backed Securities |
| GNII SF MA7676 M     | 2036-11-20      | 2.0000%  | 0.0000% | $7779264.00        | $4088290.92        | Agency Mortgage-Backed Securities |
| GNII JM MA6810 M     | 2050-08-20      | 3.0000%  | 0.0000% | $750000.00         | $183367.86         | Agency Mortgage-Backed Securities |
| GNII SF MA8200 M     | 2052-08-20      | 4.0000%  | 0.0000% | $116067680.00      | $87483575.41       | Agency Mortgage-Backed Securities |
| GNPL PN CY1383       | 2059-04-15      | 5.5000%  | 0.0000% | $22211.00          | $22947.99          | Agency Mortgage-Backed Securities |
| GNII JM MA8191 M     | 2052-08-20      | 3.5000%  | 0.0000% | $10682496.00       | $7823871.98        | Agency Mortgage-Backed Securities |
| GNPL PN CJ2547       | 2065-04-15      | 4.8500%  | 0.0000% | $8693856.00        | $8671060.22        | Agency Mortgage-Backed Securities |
| GNII RG CQ2914 C     | 2036-02-20      | 6.0000%  | 0.0000% | $1789724.00        | $1133593.57        | Agency Mortgage-Backed Securities |
| GNII SF DM3343 C     | 2055-08-20      | 6.5000%  | 0.0000% | $6077552.00        | $6358888.81        | Agency Mortgage-Backed Securities |
| GNII ET DM2579 C     | 2065-07-20      | 4.5000%  | 0.0000% | $1064326.00        | $1030183.25        | Agency Mortgage-Backed Securities |
| GNMI SP 784284 X     | 2039-01-15      | 6.0000%  | 0.0000% | $13500000.00       | $3427738.60        | Agency Mortgage-Backed Securities |
| GNAR AR 080076 M     | 2027-05-20      | 5.6250%  | 0.0000% | $24788989.00       | $5835.80           | Agency Mortgage-Backed Securities |
| GNII ET DH7706 C     | 2063-12-20      | 7.5000%  | 0.0000% | $551252.00         | $567980.31         | Agency Mortgage-Backed Securities |
| GNII SF DJ1934 C     | 2055-05-20      | 6.5000%  | 0.0000% | $1272164.00        | $1324074.13        | Agency Mortgage-Backed Securities |
| GNII ET DJ4966 C     | 2065-03-20      | 6.0000%  | 0.0000% | $1016842.00        | $1035807.96        | Agency Mortgage-Backed Securities |
| GNII SF DG7434 C     | 2055-03-20      | 7.0000%  | 0.0000% | $2505876.00        | $2663120.51        | Agency Mortgage-Backed Securities |
| GNII SF DJ1826 C     | 2055-04-20      | 7.0000%  | 0.0000% | $1053350.00        | $1095880.24        | Agency Mortgage-Backed Securities |
| GNII SF MA9488 M     | 2054-01-20      | 5.5000%  | 0.0000% | $130777344.00      | $106211741.61      | Agency Mortgage-Backed Securities |
| GNII ET DJ3149 C     | 2065-08-20      | 5.0000%  | 0.0000% | $11868096.00       | $11794738.81       | Agency Mortgage-Backed Securities |
| GNII SF MA7863 M     | 2033-01-20      | 7.5000%  | 0.0000% | $93245.00          | $40897.99          | Agency Mortgage-Backed Securities |
| GNII SF DH0588 C     | 2055-05-20      | 5.5000%  | 0.0000% | $1072660.00        | $1088099.64        | Agency Mortgage-Backed Securities |
| GNII SF MA9366 M     | 2053-12-20      | 7.5000%  | 0.0000% | $188860.00         | $49444.26          | Agency Mortgage-Backed Securities |
| GNII SF DJ1306 C     | 2055-04-20      | 7.5000%  | 0.0000% | $3402864.00        | $3664505.59        | Agency Mortgage-Backed Securities |
| GNII ET DH2610 C     | 2064-11-20      | 5.5000%  | 0.0000% | $965840.00         | $967625.41         | Agency Mortgage-Backed Securities |
| GNII SF MA9848 M     | 2050-01-20      | 4.0000%  | 0.0000% | $500000.00         | $458015.13         | Agency Mortgage-Backed Securities |
| GNII SF MA9018 M     | 2053-07-20      | 6.0000%  | 0.0000% | $40000.00          | $26323.28          | Agency Mortgage-Backed Securities |
| GNII SF 004774 M     | 2040-08-20      | 6.0000%  | 0.0000% | $302944.00         | $8005.64           | Agency Mortgage-Backed Securities |
| GNII SF DH1578 C     | 2055-01-20      | 5.5000%  | 0.0000% | $1462180.00        | $1462249.43        | Agency Mortgage-Backed Securities |
| GNII SF DL5796 C     | 2050-09-20      | 6.5000%  | 0.0000% | $1185798.00        | $1238685.91        | Agency Mortgage-Backed Securities |
| GNII SF DL3168 C     | 2055-09-20      | 6.5000%  | 0.0000% | $1700120.00        | $1775972.74        | Agency Mortgage-Backed Securities |
| GNII SF DL4782 C     | 2055-07-20      | 5.5000%  | 0.0000% | $1045770.00        | $1069533.92        | Agency Mortgage-Backed Securities |
| GNII SP 788177 C     | 2055-09-20      | 5.0000%  | 0.0000% | $158562048.00      | $158787012.31      | Agency Mortgage-Backed Securities |
| GNII SF MB0095 M     | 2054-07-20      | 7.0000%  | 0.0000% | $60122.00          | $40523.83          | Agency Mortgage-Backed Securities |
| GNII SF DL7316 C     | 2055-08-20      | 7.0000%  | 0.0000% | $18501960.00       | $19617091.32       | Agency Mortgage-Backed Securities |
| GNII ET DK9471 C     | 2065-06-20      | 3.0000%  | 0.0000% | $284824.00         | $250500.10         | Agency Mortgage-Backed Securities |
| GNII ET DM6729 C     | 2065-08-20      | 3.0000%  | 0.0000% | $754783.00         | $665182.46         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQZ4347 | 2055-09-01      | 5.0000%  | 0.0000% | $1201828.00        | $1203822.77        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQZ2598 | 2055-09-01      | 6.5000%  | 0.0000% | $1096762.00        | $1159083.58        | Agency Mortgage-Backed Securities |
| GNII ET DF5601 C     | 2064-11-20      | 6.0000%  | 0.0000% | $1380190.00        | $1065719.44        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQZ3809 | 2055-09-01      | 6.5000%  | 0.0000% | $5976016.00        | $6242170.49        | Agency Mortgage-Backed Securities |
| GNII SF DL5792 C     | 2050-08-20      | 6.5000%  | 0.0000% | $1025480.00        | $1080050.01        | Agency Mortgage-Backed Securities |
| GNII SF DM0867 C     | 2055-09-20      | 6.0000%  | 0.0000% | $3323044.00        | $3431505.94        | Agency Mortgage-Backed Securities |
| GNII SP 785221 C     | 2050-12-20      | 2.0000%  | 0.0000% | $200000.00         | $101921.41         | Agency Mortgage-Backed Securities |
| GNII EP 788066 C     | 2065-07-20      | 4.0000%  | 0.0000% | $148635392.00      | $136064343.27      | Agency Mortgage-Backed Securities |
| GNII SF DL2494 C     | 2055-07-20      | 5.5000%  | 0.0000% | $9425888.00        | $9577656.71        | Agency Mortgage-Backed Securities |
| GNII JP 785008 C     | 2030-07-20      | 2.5000%  | 0.0000% | $40000.00          | $7726.14           | Agency Mortgage-Backed Securities |
| GNII ET DK8680 C     | 2065-07-20      | 4.5000%  | 0.0000% | $293464.00         | $284322.76         | Agency Mortgage-Backed Securities |
| GNII SP 785791 C     | 2051-12-20      | 2.5000%  | 0.0000% | $900000.00         | $567123.42         | Agency Mortgage-Backed Securities |
| GNII SP 784987 C     | 2046-04-20      | 3.5000%  | 0.0000% | $11431340.00       | $4068490.89        | Agency Mortgage-Backed Securities |
| GNII SP 785663 C     | 2051-10-20      | 2.5000%  | 0.0000% | $3600000.00        | $2102182.85        | Agency Mortgage-Backed Securities |
| GNII SF DL1294 C     | 2055-08-20      | 6.5000%  | 0.0000% | $2031992.00        | $2112318.26        | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDE8961 | 2055-09-01      | 7.0000%  | 0.0000% | $1154184.00        | $1230242.29        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQJ3953 | 2054-09-01      | 5.5000%  | 0.0000% | $7589456.00        | $6804746.00        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CIQO3989 | 2040-08-01      | 6.0000%  | 0.0000% | $1180908.00        | $1226569.11        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CIQO3958 | 2040-07-01      | 6.0000%  | 0.0000% | $1194100.00        | $1200908.11        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQG1559 | 2053-04-01      | 4.5000%  | 0.0000% | $5086008.00        | $4505636.27        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CIQO3678 | 2040-06-01      | 5.5000%  | 0.0000% | $2503964.00        | $2168739.89        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQG4267 | 2053-06-01      | 5.5000%  | 0.0000% | $3040272.00        | $2592970.20        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD7337 | 2043-06-01      | 3.0000%  | 0.0000% | $3700000.00        | $3157593.73        | Agency Mortgage-Backed Securities |
| GNII SF DM3396 C     | 2055-09-20      | 5.0000%  | 0.0000% | $2031596.00        | $2044522.59        | Agency Mortgage-Backed Securities |
| GNII SF BZ4583 C     | 2034-02-20      | 6.5000%  | 0.0000% | $1290736.00        | $453538.13         | Agency Mortgage-Backed Securities |
| GNII SF DM3973 C     | 2055-09-20      | 6.5000%  | 0.0000% | $2927136.00        | $3057739.28        | Agency Mortgage-Backed Securities |
| GNII SF DL5795 C     | 2052-08-20      | 6.5000%  | 0.0000% | $1300766.00        | $1359578.98        | Agency Mortgage-Backed Securities |
| GNPL PN DM0345       | 2060-10-15      | 5.5100%  | 0.0000% | $12640000.00       | $13149551.40       | Agency Mortgage-Backed Securities |
| GNII SF DH6953 C     | 2055-04-20      | 7.0000%  | 0.0000% | $1226946.00        | $1289645.28        | Agency Mortgage-Backed Securities |
| GNII SF DH6734 C     | 2055-01-20      | 7.0000%  | 0.0000% | $4482288.00        | $4731179.78        | Agency Mortgage-Backed Securities |
| GNII BD DJ1088 C     | 2055-03-20      | 4.5000%  | 0.0000% | $10161136.00       | $9455389.41        | Agency Mortgage-Backed Securities |
| GNII ET DL9724 C     | 2065-07-20      | 3.5000%  | 0.0000% | $300623.00         | $270653.51         | Agency Mortgage-Backed Securities |
| GNII ET DL9178 C     | 2065-07-20      | 2.0000%  | 0.0000% | $2513744.00        | $1972061.59        | Agency Mortgage-Backed Securities |
| GNII SF CR9715 C     | 2053-08-20      | 6.5000%  | 0.0000% | $1273386.00        | $1305185.89        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRJ0097 | 2053-10-01      | 6.0000%  | 0.0000% | $14940896.00       | $11910668.01       | Agency Mortgage-Backed Securities |
| GNII SF MA7312 M     | 2051-04-20      | 2.5000%  | 0.0000% | $66216960.00       | $34036744.68       | Agency Mortgage-Backed Securities |
| GNII ET CV5458 C     | 2063-05-20      | 6.5000%  | 0.0000% | $7144368.00        | $2607693.59        | Agency Mortgage-Backed Securities |
| GNII SF CR2375 C     | 2053-02-20      | 6.0000%  | 0.0000% | $117392.00         | $122420.39         | Agency Mortgage-Backed Securities |
| GNII SF DL2779 C     | 2055-07-20      | 6.5000%  | 0.0000% | $86565120.00       | $90264330.05       | Agency Mortgage-Backed Securities |
| GNPL PN CW8884       | 2058-12-15      | 6.1400%  | 0.0000% | $165447.00         | $177761.78         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQY1078 | 2055-04-01      | 6.5000%  | 0.0000% | $1210768.00        | $1261816.75        | Agency Mortgage-Backed Securities |
| GNII SF DL0885 C     | 2055-09-20      | 6.0000%  | 0.0000% | $6996960.00        | $7290680.72        | Agency Mortgage-Backed Securities |
| GNII SF DK7625 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1736978.00        | $1811305.33        | Agency Mortgage-Backed Securities |
| GNII SF DB0874 C     | 2054-04-20      | 7.0000%  | 0.0000% | $1022378.00        | $1064174.21        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY0079 | 2055-04-01      | 6.0000%  | 0.0000% | $5042976.00        | $5208406.87        | Agency Mortgage-Backed Securities |
| GNII SF CX2662 C     | 2053-08-20      | 5.5000%  | 0.0000% | $7308144.00        | $6025425.09        | Agency Mortgage-Backed Securities |
| GNII SF MA6074 M     | 2029-11-20      | 8.0000%  | 0.0000% | $44961.00          | $23014.88          | Agency Mortgage-Backed Securities |
| GNII ET DD0699 C     | 2064-08-20      | 7.5000%  | 0.0000% | $697433.00         | $516182.97         | Agency Mortgage-Backed Securities |
| GNII ET DA6969 C     | 2063-12-20      | 7.5000%  | 0.0000% | $551083.00         | $37272.84          | Agency Mortgage-Backed Securities |
| GNII JM 004709 M     | 2040-06-20      | 4.5000%  | 0.0000% | $6878104.00        | $234460.54         | Agency Mortgage-Backed Securities |
| GNII SF BZ8509 C     | 2050-12-20      | 3.0000%  | 0.0000% | $109000.00         | $72785.00          | Agency Mortgage-Backed Securities |
| GNII SF BY6438 C     | 2050-11-20      | 2.5000%  | 0.0000% | $672782.00         | $380173.69         | Agency Mortgage-Backed Securities |
| GNII SF MA0375 M     | 2027-09-20      | 3.0000%  | 0.0000% | $400000.00         | $7273.07           | Agency Mortgage-Backed Securities |
| GNII SF BY8781 C     | 2050-10-20      | 3.0000%  | 0.0000% | $713031.00         | $336345.94         | Agency Mortgage-Backed Securities |
| GNII SF DM0771 C     | 2055-08-20      | 6.5000%  | 0.0000% | $10424800.00       | $10995420.37       | Agency Mortgage-Backed Securities |
| GNAR AT 081179 M     | 2034-12-20      | 4.7500%  | 0.0000% | $2900000.00        | $50204.04          | Agency Mortgage-Backed Securities |
| GNII SP 784346 C     | 2047-07-20      | 3.5000%  | 0.0000% | $1570000.00        | $460183.56         | Agency Mortgage-Backed Securities |
| GNMI SF BS5088 X     | 2050-03-15      | 3.5000%  | 0.0000% | $519556.00         | $50964.99          | Agency Mortgage-Backed Securities |
| GNII ET DF0836 C     | 2064-06-20      | 7.5000%  | 0.0000% | $93556.00          | $96275.66          | Agency Mortgage-Backed Securities |
| GNII ET DE4526 C     | 2063-11-20      | 7.5000%  | 0.0000% | $56960.00          | $58660.71          | Agency Mortgage-Backed Securities |
| GNII ET DE1318 C     | 2064-09-20      | 7.0000%  | 0.0000% | $3618748.00        | $2246887.29        | Agency Mortgage-Backed Securities |
| GNII ET DE0811 C     | 2064-09-20      | 7.0000%  | 0.0000% | $20725952.00       | $10011832.40       | Agency Mortgage-Backed Securities |
| GNII ET DE2574 C     | 2064-09-20      | 7.0000%  | 0.0000% | $7455504.00        | $4982811.57        | Agency Mortgage-Backed Securities |
| GNII ET DF5637 C     | 2063-11-20      | 7.5000%  | 0.0000% | $433316.00         | $446172.08         | Agency Mortgage-Backed Securities |
| GNMI SP 783700 X     | 2040-07-15      | 6.5000%  | 0.0000% | $5904656.00        | $409021.78         | Agency Mortgage-Backed Securities |
| GNII SF MA8203 M     | 2052-08-20      | 5.5000%  | 0.0000% | $272680.00         | $181644.20         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRJ0846 | 2054-02-01      | 6.0000%  | 0.0000% | $585000.00         | $519456.45         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRJ2743 | 2054-11-01      | 5.5000%  | 0.0000% | $123557248.00      | $117487180.14      | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQJ7067 | 2054-10-01      | 4.5000%  | 0.0000% | $2362052.00        | $2285523.67        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD8421 | 2054-04-01      | 6.0000%  | 0.0000% | $1365000.00        | $1099060.68        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQJ6597 | 2054-10-01      | 6.0000%  | 0.0000% | $2891030.00        | $2769926.73        | Agency Mortgage-Backed Securities |
| FEPC 02.500 CIQN9202 | 2037-01-01      | 2.5000%  | 0.0000% | $290000.00         | $148880.83         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD0963 | 2052-01-01      | 3.5000%  | 0.0000% | $6925016.00        | $4409673.52        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQE5301 | 2052-05-01      | 3.5000%  | 0.0000% | $5049088.00        | $4352821.86        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQE8001 | 2052-08-01      | 4.5000%  | 0.0000% | $7311728.00        | $5842930.33        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAL5925 | 2044-10-01      | 3.0000%  | 0.0000% | $39484000.00       | $6770793.76        | Agency Mortgage-Backed Securities |
| GNII SF DL3130 C     | 2055-09-20      | 5.5000%  | 0.0000% | $1179934.00        | $1209727.99        | Agency Mortgage-Backed Securities |
| GNII ET DL0896 C     | 2065-09-20      | 6.0000%  | 0.0000% | $121162880.00      | $123585087.48      | Agency Mortgage-Backed Securities |
| GNII ET DL1740 C     | 2065-05-20      | 2.5000%  | 0.0000% | $403259.00         | $331766.78         | Agency Mortgage-Backed Securities |
| GNII ET DD1389 C     | 2063-12-20      | 7.5000%  | 0.0000% | $1123838.00        | $891619.56         | Agency Mortgage-Backed Securities |
| GNMI SF BT9206 X     | 2050-04-15      | 3.5000%  | 0.0000% | $507851.00         | $143941.18         | Agency Mortgage-Backed Securities |
| GNII ET DL1360 C     | 2065-05-20      | 3.0000%  | 0.0000% | $109598.00         | $97374.58          | Agency Mortgage-Backed Securities |
| GNII SF DL2715 C     | 2055-07-20      | 5.5000%  | 0.0000% | $9567.00           | $9730.73           | Agency Mortgage-Backed Securities |
| GNII ET DL4694 C     | 2065-07-20      | 3.5000%  | 0.0000% | $303025.00         | $273056.27         | Agency Mortgage-Backed Securities |
| GNII SF BZ4586 C     | 2035-09-20      | 5.0000%  | 0.0000% | $1431324.00        | $250886.47         | Agency Mortgage-Backed Securities |
| GNII JM MA6757 M     | 2050-07-20      | 3.0000%  | 0.0000% | $2201156.00        | $355518.66         | Agency Mortgage-Backed Securities |
| GNMI SP 783632 X     | 2027-07-15      | 4.0000%  | 0.0000% | $2000000.00        | $10058.63          | Agency Mortgage-Backed Securities |
| GNII ET CZ8643 C     | 2064-01-20      | 7.5000%  | 0.0000% | $5868568.00        | $975948.13         | Agency Mortgage-Backed Securities |
| GNII SF DJ9834 C     | 2055-07-20      | 6.5000%  | 0.0000% | $3353588.00        | $3496612.39        | Agency Mortgage-Backed Securities |
| GNII SF CP4717 C     | 2035-07-20      | 5.0000%  | 0.0000% | $1185990.00        | $586171.94         | Agency Mortgage-Backed Securities |
| GNII SF DL0387 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1354102.00        | $1420607.47        | Agency Mortgage-Backed Securities |
| GNII SF MA9665 M     | 2054-04-20      | 4.0000%  | 0.0000% | $29741376.00       | $26870218.34       | Agency Mortgage-Backed Securities |
| GNII BD DJ0975 C     | 2055-03-20      | 4.5000%  | 0.0000% | $11985584.00       | $11148095.04       | Agency Mortgage-Backed Securities |
| GNII SF DK6565 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1423364.00        | $1484174.97        | Agency Mortgage-Backed Securities |
| GNII SF DL2708 C     | 2055-07-20      | 6.5000%  | 0.0000% | $2220968.00        | $2314646.68        | Agency Mortgage-Backed Securities |
| GNII SF MA6819 M     | 2050-08-20      | 2.5000%  | 0.0000% | $24760096.00       | $8710853.06        | Agency Mortgage-Backed Securities |
| GNII SF CZ9190 C     | 2054-03-20      | 6.5000%  | 0.0000% | $21845664.00       | $2357773.05        | Agency Mortgage-Backed Securities |
| GNII SP 785231 C     | 2050-12-20      | 3.5000%  | 0.0000% | $22590000.00       | $11910880.22       | Agency Mortgage-Backed Securities |
| GNII SF DI6414 C     | 2055-05-20      | 6.5000%  | 0.0000% | $8319744.00        | $8352484.01        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRA9069 | 2053-05-01      | 6.0000%  | 0.0000% | $8880000.00        | $7443054.25        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIDF0940 | 2040-10-01      | 5.0000%  | 0.0000% | $1272674.00        | $1292871.05        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CNRD5140 | 2033-04-01      | 5.0000%  | 0.0000% | $208400.00         | $102894.72         | Agency Mortgage-Backed Securities |
| GNMI SF CE4252 X     | 2051-10-15      | 4.0000%  | 0.0000% | $5960392.00        | $4620599.37        | Agency Mortgage-Backed Securities |
| GNII SF MA6601 M     | 2050-04-20      | 4.0000%  | 0.0000% | $1329770.00        | $249394.42         | Agency Mortgage-Backed Securities |
| GNII SF MA6576 M     | 2033-07-20      | 5.0000%  | 0.0000% | $33409.00          | $5379.07           | Agency Mortgage-Backed Securities |
| GNII SF CL5228 C     | 2052-06-20      | 4.5000%  | 0.0000% | $1880798.00        | $1383307.23        | Agency Mortgage-Backed Securities |
| GNII SF DJ2119 C     | 2055-05-20      | 7.0000%  | 0.0000% | $1753246.00        | $1823642.01        | Agency Mortgage-Backed Securities |
| GNMI SF AE3305 X     | 2046-10-15      | 2.5000%  | 0.0000% | $987173.00         | $471721.78         | Agency Mortgage-Backed Securities |
| GNPL PN CG6814       | 2064-07-15      | 2.7700%  | 0.0000% | $7895030.00        | $6655528.97        | Agency Mortgage-Backed Securities |
| GNII SF MA9899 M     | 2052-07-20      | 2.0000%  | 0.0000% | $355196.00         | $286391.68         | Agency Mortgage-Backed Securities |
| GNII SF DK4922 C     | 2051-06-20      | 6.5000%  | 0.0000% | $1194272.00        | $1248343.04        | Agency Mortgage-Backed Securities |
| GNII ET DH9351 C     | 2065-01-20      | 6.5000%  | 0.0000% | $2969196.00        | $3052860.25        | Agency Mortgage-Backed Securities |
| GNII ET DK1965 C     | 2065-06-20      | 6.5000%  | 0.0000% | $2137328.00        | $2201229.95        | Agency Mortgage-Backed Securities |
| GNII SF DJ3197 C     | 2055-08-20      | 6.5000%  | 0.0000% | $6647624.00        | $6985625.96        | Agency Mortgage-Backed Securities |
| GNII BD DJ9742 C     | 2055-05-20      | 4.5000%  | 0.0000% | $1057898.00        | $983395.13         | Agency Mortgage-Backed Securities |
| GNII SF DK6380 C     | 2055-06-20      | 6.5000%  | 0.0000% | $4980832.00        | $5187213.08        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSL0207 | 2055-01-01      | 5.0000%  | 0.0000% | $101918336.00      | $98552273.86       | Agency Mortgage-Backed Securities |
| GNII SF MA4899 M     | 2047-12-20      | 3.0000%  | 0.0000% | $50000.00          | $7074.36           | Agency Mortgage-Backed Securities |
| GNII RG CI4386 C     | 2039-01-20      | 6.5000%  | 0.0000% | $1709910.00        | $1203886.41        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSL0345 | 2054-08-01      | 6.5000%  | 0.0000% | $9000000.00        | $7867366.34        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL891369 | 2036-01-01      | 5.5000%  | 0.0000% | $7905136.00        | $231272.63         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSL1817 | 2052-11-01      | 5.5000%  | 0.0000% | $19274816.00       | $19495694.47       | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSL2562 | 2054-01-01      | 4.0000%  | 0.0000% | $234477312.00      | $222689720.63      | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBV3572 | 2052-02-01      | 3.5000%  | 0.0000% | $1364892.00        | $1025574.01        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CIQO3889 | 2040-07-01      | 6.0000%  | 0.0000% | $2746516.00        | $2805101.58        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQI7022 | 2054-06-01      | 5.5000%  | 0.0000% | $3723248.00        | $3687463.12        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQB8992 | 2051-02-01      | 3.0000%  | 0.0000% | $8133952.00        | $4467681.06        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE8860 | 2052-09-01      | 5.0000%  | 0.0000% | $2313128.00        | $1817681.06        | Agency Mortgage-Backed Securities |
| FEPC 06.000 4LZJ9583 | 2037-07-01      | 6.0000%  | 0.0000% | $8675000.00        | $40828.03          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD2781 | 2053-04-01      | 5.5000%  | 0.0000% | $660000.00         | $552854.58         | Agency Mortgage-Backed Securities |
| FEPC 02.000 CISB8510 | 2036-02-01      | 2.0000%  | 0.0000% | $37438272.00       | $20245251.65       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSL0451 | 2055-02-01      | 5.5000%  | 0.0000% | $33582400.00       | $31294121.42       | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLRJ0112 | 2053-10-01      | 6.5000%  | 0.0000% | $49950000.00       | $36130429.79       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQX2713 | 2054-12-01      | 5.0000%  | 0.0000% | $1945462.00        | $1922191.77        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSL2014 | 2055-07-01      | 6.0000%  | 0.0000% | $68406784.00       | $70224111.61       | Agency Mortgage-Backed Securities |
| GNII SF BT0812 C     | 2050-03-20      | 3.0000%  | 0.0000% | $200000.00         | $40986.73          | Agency Mortgage-Backed Securities |
| GNII SF BZ4615 C     | 2039-01-20      | 6.5000%  | 0.0000% | $2573256.00        | $819245.30         | Agency Mortgage-Backed Securities |
| GNII SF MA5110 M     | 2033-03-20      | 3.0000%  | 0.0000% | $166500.00         | $20592.95          | Agency Mortgage-Backed Securities |
| GNII SF MA4724 M     | 2047-09-20      | 6.0000%  | 0.0000% | $900000.00         | $107711.17         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQY4340 | 2055-06-01      | 5.5000%  | 0.0000% | $6651760.00        | $6739371.02        | Agency Mortgage-Backed Securities |
| GNII SF BV8710 C     | 2050-08-20      | 2.5000%  | 0.0000% | $605364.00         | $401641.79         | Agency Mortgage-Backed Securities |
| GNII JM MA2882 M     | 2045-06-20      | 3.0000%  | 0.0000% | $12000000.00       | $577204.31         | Agency Mortgage-Backed Securities |
| GNII ET DJ7156 C     | 2065-05-20      | 5.5000%  | 0.0000% | $1395856.00        | $1400738.67        | Agency Mortgage-Backed Securities |
| GNII ET DJ9043 C     | 2065-06-20      | 6.5000%  | 0.0000% | $23582528.00       | $24286034.54       | Agency Mortgage-Backed Securities |
| GNII SF CE1947 C     | 2051-06-20      | 3.0000%  | 0.0000% | $110000.00         | $78671.90          | Agency Mortgage-Backed Securities |
| GNII ET DK6129 C     | 2065-05-20      | 3.0000%  | 0.0000% | $198408.00         | $174348.58         | Agency Mortgage-Backed Securities |
| GNII JM MA8336 M     | 2052-09-20      | 3.0000%  | 0.0000% | $1493058.00        | $1218241.15        | Agency Mortgage-Backed Securities |
| GNII BD DH5121 C     | 2055-02-20      | 4.5000%  | 0.0000% | $8760304.00        | $8133306.38        | Agency Mortgage-Backed Securities |
| GNII SF DJ9938 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1268656.00        | $1323141.62        | Agency Mortgage-Backed Securities |
| GNII SF DJ1771 C     | 2055-03-20      | 7.0000%  | 0.0000% | $1859572.00        | $1932236.18        | Agency Mortgage-Backed Securities |
| GNII ET DK3902 C     | 2065-04-20      | 6.5000%  | 0.0000% | $1754426.00        | $1806756.72        | Agency Mortgage-Backed Securities |
| GNII SF DK3170 C     | 2055-08-20      | 6.5000%  | 0.0000% | $2149840.00        | $2263188.20        | Agency Mortgage-Backed Securities |
| GNII SF DJ1851 C     | 2055-05-20      | 6.5000%  | 0.0000% | $1020560.00        | $1062517.66        | Agency Mortgage-Backed Securities |
| GNII SF BY3432 C     | 2050-09-20      | 3.5000%  | 0.0000% | $160000.00         | $93189.41          | Agency Mortgage-Backed Securities |
| GNII SF DH8895 C     | 2055-01-20      | 7.0000%  | 0.0000% | $2432344.00        | $2573358.59        | Agency Mortgage-Backed Securities |
| GNMI SF BU8321 X     | 2050-05-15      | 2.5000%  | 0.0000% | $23057536.00       | $6938235.40        | Agency Mortgage-Backed Securities |
| GNAR AT MA1109 M     | 2043-06-20      | 5.6250%  | 0.0000% | $3000000.00        | $94944.76          | Agency Mortgage-Backed Securities |
| GNII SF MA9298 M     | 2052-04-20      | 2.0000%  | 0.0000% | $1003182.00        | $681795.08         | Agency Mortgage-Backed Securities |
| GNMI SF 766458 X     | 2047-04-15      | 3.0000%  | 0.0000% | $1049372.00        | $618092.02         | Agency Mortgage-Backed Securities |
| GNMI SF BI8449 X     | 2048-10-15      | 5.5000%  | 0.0000% | $2518204.00        | $163809.59         | Agency Mortgage-Backed Securities |
| GNII SF 766706 C     | 2042-05-20      | 3.5000%  | 0.0000% | $654000.00         | $101371.00         | Agency Mortgage-Backed Securities |
| GNII SF DH6835 C     | 2055-02-20      | 7.0000%  | 0.0000% | $1620114.00        | $1681752.76        | Agency Mortgage-Backed Securities |
| GNII SF MB0619 M     | 2046-09-20      | 3.5000%  | 0.0000% | $38971200.00       | $35745921.82       | Agency Mortgage-Backed Securities |
| GNII SF MB0531 M     | 2040-08-20      | 6.5000%  | 0.0000% | $765111.00         | $817305.78         | Agency Mortgage-Backed Securities |
| GNII SP 786483 C     | 2052-11-20      | 3.5000%  | 0.0000% | $5000000.00        | $3345255.89        | Agency Mortgage-Backed Securities |
| GNMI SF 710994 X     | 2039-11-15      | 5.0000%  | 0.0000% | $14081952.00       | $784757.81         | Agency Mortgage-Backed Securities |
| GNPL PN BT3353       | 2062-03-15      | 3.1000%  | 0.0000% | $76954.00          | $67244.32          | Agency Mortgage-Backed Securities |
| GNII SF DL4049 C     | 2055-07-20      | 6.5000%  | 0.0000% | $4642072.00        | $4838411.13        | Agency Mortgage-Backed Securities |
| GNII ET DL1609 C     | 2065-09-20      | 6.5000%  | 0.0000% | $10971072.00       | $11312010.25       | Agency Mortgage-Backed Securities |
| GNMI SF AU1453 X     | 2046-06-15      | 2.5000%  | 0.0000% | $568012.00         | $316965.88         | Agency Mortgage-Backed Securities |
| GNII SF DK6526 C     | 2055-07-20      | 7.0000%  | 0.0000% | $1102728.00        | $1152327.72        | Agency Mortgage-Backed Securities |
| GNMI SF 711227 X     | 2040-03-15      | 5.0000%  | 0.0000% | $325000.00         | $24807.98          | Agency Mortgage-Backed Securities |
| GNII SF DK6034 C     | 2055-08-20      | 6.5000%  | 0.0000% | $1027700.00        | $1075704.05        | Agency Mortgage-Backed Securities |
| GNII ET DL0349 C     | 2065-08-20      | 3.5000%  | 0.0000% | $118038.00         | $106363.50         | Agency Mortgage-Backed Securities |
| GNII SF DK4323 C     | 2055-07-20      | 6.5000%  | 0.0000% | $4764136.00        | $4968426.69        | Agency Mortgage-Backed Securities |
| GNII SF DK7896 C     | 2055-09-20      | 6.0000%  | 0.0000% | $790538.00         | $823418.32         | Agency Mortgage-Backed Securities |
| GNII SF DK9303 C     | 2055-07-20      | 6.5000%  | 0.0000% | $3601624.00        | $3756013.55        | Agency Mortgage-Backed Securities |
| GNII SF BS8420 C     | 2050-04-20      | 4.0000%  | 0.0000% | $100000.00         | $23564.35          | Agency Mortgage-Backed Securities |
| GNII SF DK9546 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1449264.00        | $1511381.52        | Agency Mortgage-Backed Securities |
| GNII SF DK4930 C     | 2050-06-20      | 6.5000%  | 0.0000% | $1690830.00        | $1761134.67        | Agency Mortgage-Backed Securities |
| GNII RG CY1780 C     | 2051-01-20      | 2.5000%  | 0.0000% | $1007636.00        | $826802.36         | Agency Mortgage-Backed Securities |
| GNII SP 784894 C     | 2048-02-20      | 3.5000%  | 0.0000% | $300000.00         | $78926.03          | Agency Mortgage-Backed Securities |
| GNMI SF 720161 X     | 2039-07-15      | 4.5000%  | 0.0000% | $3033000.00        | $67772.59          | Agency Mortgage-Backed Securities |
| GNII SF CW4741 C     | 2053-07-20      | 7.5000%  | 0.0000% | $4420664.00        | $3703883.13        | Agency Mortgage-Backed Securities |
| GNII SF DI9800 C     | 2052-03-20      | 5.5000%  | 0.0000% | $2933584.00        | $2941640.50        | Agency Mortgage-Backed Securities |
| GNAR AT 081039 M     | 2034-08-20      | 4.6250%  | 0.0000% | $15999392.00       | $210178.64         | Agency Mortgage-Backed Securities |
| GNII ET DI2632 C     | 2065-03-20      | 6.5000%  | 0.0000% | $35302144.00       | $33961688.88       | Agency Mortgage-Backed Securities |
| GNII SF DI1735 C     | 2055-02-20      | 7.0000%  | 0.0000% | $4155104.00        | $4347859.70        | Agency Mortgage-Backed Securities |
| GNII SF DI3258 C     | 2055-03-20      | 7.0000%  | 0.0000% | $1468170.00        | $1534910.63        | Agency Mortgage-Backed Securities |
| GNII ET CV2347 C     | 2064-01-20      | 7.5000%  | 0.0000% | $799814.00         | $87619.49          | Agency Mortgage-Backed Securities |
| GNII SF DM7787 C     | 2055-09-20      | 5.0000%  | 0.0000% | $1817422.00        | $1819431.67        | Agency Mortgage-Backed Securities |
| GNII SF MA6046 M     | 2037-06-20      | 7.0000%  | 0.0000% | $42566.00          | $7463.17           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQY7446 | 2055-06-01      | 5.0000%  | 0.0000% | $557202.00         | $553922.29         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CIRC3555 | 2040-08-01      | 6.5000%  | 0.0000% | $1395320.00        | $1463504.38        | Agency Mortgage-Backed Securities |
| FEPC 01.500 CISB8068 | 2035-10-01      | 1.5000%  | 0.0000% | $6431744.00        | $2589845.74        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CISB8373 | 2040-03-01      | 6.0000%  | 0.0000% | $49750976.00       | $39120936.68       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE4068 | 2052-06-01      | 5.0000%  | 0.0000% | $62028560.00       | $50334157.61       | Agency Mortgage-Backed Securities |
| FEPC 03.000 CIZS7563 | 2031-12-01      | 3.0000%  | 0.0000% | $17953024.00       | $1216099.79        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSL2707 | 2055-07-01      | 6.0000%  | 0.0000% | $51457920.00       | $53351176.93       | Agency Mortgage-Backed Securities |
| GNII JM MA6330 M     | 2049-12-20      | 3.5000%  | 0.0000% | $15000000.00       | $1613748.60        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSL2720 | 2055-02-01      | 5.5000%  | 0.0000% | $35242112.00       | $36160999.18       | Agency Mortgage-Backed Securities |
| GNII JM MA6759 M     | 2050-07-20      | 4.0000%  | 0.0000% | $2194104.00        | $391521.98         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ2447 | 2055-08-01      | 6.0000%  | 0.0000% | $55705280.00       | $57109278.85       | Agency Mortgage-Backed Securities |
| GNII SF MA9910 M     | 2054-09-20      | 7.5000%  | 0.0000% | $181115.00         | $78501.87          | Agency Mortgage-Backed Securities |
| GNII SF MA7311 M     | 2051-04-20      | 2.0000%  | 0.0000% | $96601472.00       | $51241326.46       | Agency Mortgage-Backed Securities |
| GNMI SF AF0251 X     | 2043-08-15      | 2.5000%  | 0.0000% | $503527.00         | $40692.28          | Agency Mortgage-Backed Securities |
| GNII RG CM0722 C     | 2047-07-20      | 3.5000%  | 0.0000% | $859587.00         | $532047.43         | Agency Mortgage-Backed Securities |
| GNII SF DK0284 C     | 2055-05-20      | 5.0000%  | 0.0000% | $3565828.00        | $3567808.35        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQY8882 | 2055-07-01      | 5.0000%  | 0.0000% | $246996.00         | $245597.24         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQZ2227 | 2055-09-01      | 6.5000%  | 0.0000% | $7463832.00        | $7832154.53        | Agency Mortgage-Backed Securities |
| GNII JM MA6648 M     | 2050-05-20      | 4.0000%  | 0.0000% | $3224950.00        | $422013.30         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ3179 | 2055-09-01      | 6.0000%  | 0.0000% | $2629584.00        | $2729708.92        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ3412 | 2055-09-01      | 6.0000%  | 0.0000% | $90076032.00       | $92462176.08       | Agency Mortgage-Backed Securities |
| GNPL PN CQ2023       | 2065-03-15      | 5.9500%  | 0.0000% | $53340.00          | $56970.45          | Agency Mortgage-Backed Securities |
| GNII SF MA6820 M     | 2050-08-20      | 3.0000%  | 0.0000% | $30541952.00       | $9040339.10        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSL1801 | 2055-07-01      | 6.0000%  | 0.0000% | $119795680.00      | $124262653.65      | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSL2483 | 2055-09-01      | 6.0000%  | 0.0000% | $31336256.00       | $32587491.80       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRJ4991 | 2055-10-01      | 6.0000%  | 0.0000% | $104964736.00      | $108826948.41      | Agency Mortgage-Backed Securities |
| GNII SF DK5105 C     | 2055-06-20      | 5.0000%  | 0.0000% | $1648428.00        | $1651166.33        | Agency Mortgage-Backed Securities |
| GNII SF MA5465 M     | 2048-09-20      | 3.5000%  | 0.0000% | $37263424.00       | $4069951.18        | Agency Mortgage-Backed Securities |
| GNII SF DK0282 C     | 2055-05-20      | 4.5000%  | 0.0000% | $755263.00         | $726378.11         | Agency Mortgage-Backed Securities |
| GNII SF DL3166 C     | 2055-09-20      | 6.5000%  | 0.0000% | $1738446.00        | $1816008.70        | Agency Mortgage-Backed Securities |
| GNII SF DK3964 C     | 2055-05-20      | 7.0000%  | 0.0000% | $2479090.00        | $2580377.93        | Agency Mortgage-Backed Securities |
| GNII SF DK3491 C     | 2055-09-20      | 6.0000%  | 0.0000% | $1074744.00        | $1113472.76        | Agency Mortgage-Backed Securities |
| GNII RG CO2849 C     | 2042-10-20      | 3.5000%  | 0.0000% | $300000.00         | $222606.62         | Agency Mortgage-Backed Securities |
| GNII JM 005237 M     | 2041-11-20      | 3.5000%  | 0.0000% | $5114803.00        | $75167.45          | Agency Mortgage-Backed Securities |
| GNII SF DL3117 C     | 2055-09-20      | 5.5000%  | 0.0000% | $1191756.00        | $1218904.86        | Agency Mortgage-Backed Securities |
| GNII ET DL1240 C     | 2064-11-20      | 4.0000%  | 0.0000% | $141063.00         | $132360.91         | Agency Mortgage-Backed Securities |
| GNII ET DJ7629 C     | 2065-03-20      | 6.5000%  | 0.0000% | $1049466.00        | $1075102.13        | Agency Mortgage-Backed Securities |
| GNII SF DL3098 C     | 2055-08-20      | 6.5000%  | 0.0000% | $1633208.00        | $1710605.53        | Agency Mortgage-Backed Securities |
| GNII SF DJ9126 C     | 2055-05-20      | 6.5000%  | 0.0000% | $9732752.00        | $10125180.10       | Agency Mortgage-Backed Securities |
| GNMI SF BE4664 X     | 2047-12-15      | 4.0000%  | 0.0000% | $97000.00          | $34455.12          | Agency Mortgage-Backed Securities |
| GNII SF DJ4731 C     | 2055-05-20      | 5.5000%  | 0.0000% | $2429328.00        | $2479316.94        | Agency Mortgage-Backed Securities |
| GNII SF DJ5237 C     | 2055-05-20      | 7.0000%  | 0.0000% | $1267552.00        | $1325627.15        | Agency Mortgage-Backed Securities |
| GNII SF DJ3076 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1170116.00        | $1221263.22        | Agency Mortgage-Backed Securities |
| GNII ET DL6727 C     | 2065-07-20      | 2.0000%  | 0.0000% | $273063.00         | $214270.58         | Agency Mortgage-Backed Securities |
| GNII ET DK2405 C     | 2065-04-20      | 3.0000%  | 0.0000% | $1019490.00        | $911216.95         | Agency Mortgage-Backed Securities |
| GNII RG CO9991 C     | 2048-05-20      | 3.5000%  | 0.0000% | $2188000.00        | $1596469.27        | Agency Mortgage-Backed Securities |
| GNMI SF BU8320 X     | 2050-05-15      | 2.5000%  | 0.0000% | $6610608.00        | $1612865.52        | Agency Mortgage-Backed Securities |
| GNII SF DK4903 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1301084.00        | $1355582.51        | Agency Mortgage-Backed Securities |
| GNMI SF BS5027 X     | 2050-02-15      | 3.5000%  | 0.0000% | $1338664.00        | $208172.19         | Agency Mortgage-Backed Securities |
| GNII ET DK0958 C     | 2065-05-20      | 6.5000%  | 0.0000% | $45518720.00       | $45935844.21       | Agency Mortgage-Backed Securities |
| GNII SF DL2750 C     | 2055-07-20      | 5.5000%  | 0.0000% | $2044140.00        | $2089718.83        | Agency Mortgage-Backed Securities |
| GNII SF DK4925 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1663752.00        | $1735732.79        | Agency Mortgage-Backed Securities |
| GNII ET DK3347 C     | 2065-04-20      | 6.5000%  | 0.0000% | $134385.00         | $138354.20         | Agency Mortgage-Backed Securities |
| GNII SF BS7620 C     | 2050-06-20      | 3.0000%  | 0.0000% | $1400546.00        | $888587.27         | Agency Mortgage-Backed Securities |
| GNII ET DL4535 C     | 2065-08-20      | 5.0000%  | 0.0000% | $1247800.00        | $1240344.03        | Agency Mortgage-Backed Securities |
| GNII SF BZ8534 C     | 2051-01-20      | 3.0000%  | 0.0000% | $93925.00          | $63701.96          | Agency Mortgage-Backed Securities |
| GNII SF DL3140 C     | 2055-09-20      | 6.0000%  | 0.0000% | $1057432.00        | $1095534.80        | Agency Mortgage-Backed Securities |
| GNII SF DI8944 C     | 2055-08-20      | 6.5000%  | 0.0000% | $1133316.00        | $1189382.40        | Agency Mortgage-Backed Securities |
| GNII ET DL6475 C     | 2065-08-20      | 3.0000%  | 0.0000% | $474011.00         | $417317.06         | Agency Mortgage-Backed Securities |
| GNII SF DL6402 C     | 2055-09-20      | 5.5000%  | 0.0000% | $24218240.00       | $24451014.97       | Agency Mortgage-Backed Securities |
| GNII SF DL7675 C     | 2055-09-20      | 6.5000%  | 0.0000% | $2975260.00        | $3115332.60        | Agency Mortgage-Backed Securities |
| GNII SF DL3982 C     | 2055-07-20      | 5.5000%  | 0.0000% | $3964216.00        | $4027383.21        | Agency Mortgage-Backed Securities |
| GNII ET DL4684 C     | 2065-08-20      | 4.5000%  | 0.0000% | $258609.00         | $250548.95         | Agency Mortgage-Backed Securities |
| GNII SF CA4178 C     | 2051-09-20      | 3.0000%  | 0.0000% | $1653974.00        | $690167.76         | Agency Mortgage-Backed Securities |
| GNII ET DD7292 C     | 2064-06-20      | 7.5000%  | 0.0000% | $687652.00         | $135278.86         | Agency Mortgage-Backed Securities |
| GNII SP 787236 C     | 2054-01-20      | 6.5000%  | 0.0000% | $18545000.00       | $11957605.32       | Agency Mortgage-Backed Securities |
| GNII SP 786336 C     | 2052-09-20      | 4.5000%  | 0.0000% | $1300000.00        | $967517.59         | Agency Mortgage-Backed Securities |
| GNII SF DL5793 C     | 2046-02-20      | 6.5000%  | 0.0000% | $1016572.00        | $1050803.14        | Agency Mortgage-Backed Securities |
| GNII SF DL5999 C     | 2055-08-20      | 7.0000%  | 0.0000% | $4622280.00        | $4821768.05        | Agency Mortgage-Backed Securities |
| GNMI SF 590213 X     | 2032-07-15      | 6.5000%  | 0.0000% | $999900.00         | $8287.41           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZS4497 | 2042-09-01      | 3.5000%  | 0.0000% | $38999000.00       | $3331676.55        | Agency Mortgage-Backed Securities |

### Security 736: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 4.200000%
- **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: ARP1BDJO9, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP1BDJO9
- **C.18 - Value (incl. sponsor support):** $203000000.00
- **C.18.a - Value (excl. sponsor support):** $203000000.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GNII SF AS7206 C | 2046-04-20      | 3.5000%  | 0.0000% | $400000.00         | $78916.47          | Agency Mortgage-Backed Securities |
| GNII SF DL3639 C | 2055-09-20      | 6.5000%  | 0.0000% | $2374364.00        | $2480303.64        | Agency Mortgage-Backed Securities |
| GNII SF 003461 M | 2033-10-20      | 6.5000%  | 0.0000% | $15898920.00       | $131965.88         | Agency Mortgage-Backed Securities |
| GNMI SP 782723 X | 2039-08-15      | 5.5000%  | 0.0000% | $100000000.00      | $2273484.07        | Agency Mortgage-Backed Securities |
| GNII SF DK9235 C | 2055-07-20      | 5.5000%  | 0.0000% | $2078190.00        | $2111617.74        | Agency Mortgage-Backed Securities |
| GNII ET DL9971 C | 2065-08-20      | 7.0000%  | 0.0000% | $2789424.00        | $2877706.17        | Agency Mortgage-Backed Securities |
| GNMI SP 785441 X | 2050-07-15      | 2.5000%  | 0.0000% | $8796784.00        | $3791204.86        | Agency Mortgage-Backed Securities |
| GNII ET DJ4632 C | 2065-04-20      | 2.5000%  | 0.0000% | $327853.00         | $268262.47         | Agency Mortgage-Backed Securities |
| GNII SF 004747 M | 2040-07-20      | 5.0000%  | 0.0000% | $725138.00         | $24586.70          | Agency Mortgage-Backed Securities |
| GNII SF DK4634 C | 2055-05-20      | 5.5000%  | 0.0000% | $5961560.00        | $6052017.06        | Agency Mortgage-Backed Securities |
| GNII SF AG4307 C | 2055-09-20      | 6.0000%  | 0.0000% | $1236562.00        | $1264324.47        | Agency Mortgage-Backed Securities |
| GNII SF CZ7832 C | 2054-01-20      | 7.5000%  | 0.0000% | $1054838.00        | $886856.65         | Agency Mortgage-Backed Securities |
| GNII SF DK8317 C | 2055-06-20      | 6.5000%  | 0.0000% | $1488538.00        | $1565234.11        | Agency Mortgage-Backed Securities |
| GNII SF CX1604 C | 2053-09-20      | 6.5000%  | 0.0000% | $1618116.00        | $1652379.56        | Agency Mortgage-Backed Securities |
| GNII ET CY3135 C | 2064-06-20      | 7.5000%  | 0.0000% | $115265.00         | $118395.62         | Agency Mortgage-Backed Securities |
| GNII SF DK0295 C | 2055-05-20      | 6.5000%  | 0.0000% | $2619676.00        | $2727280.93        | Agency Mortgage-Backed Securities |
| GNII SF CB4513 C | 2046-02-20      | 2.5000%  | 0.0000% | $117440.00         | $65501.02          | Agency Mortgage-Backed Securities |
| GNII RG CK3120 C | 2029-06-20      | 3.0000%  | 0.0000% | $1015446.00        | $125472.05         | Agency Mortgage-Backed Securities |
| GNII RG CE3913 C | 2049-05-20      | 5.5000%  | 0.0000% | $2775524.00        | $914981.30         | Agency Mortgage-Backed Securities |
| GNAR AF MA1615 M | 2044-01-20      | 5.6250%  | 0.0000% | $157260032.00      | $2397681.77        | Agency Mortgage-Backed Securities |
| GNII SF DF7247 C | 2055-02-20      | 7.0000%  | 0.0000% | $1208850.00        | $1254275.29        | Agency Mortgage-Backed Securities |
| GNII SF DK0236 C | 2055-06-20      | 5.5000%  | 0.0000% | $1296578.00        | $1318144.77        | Agency Mortgage-Backed Securities |
| GNII ET DH9427 C | 2065-05-20      | 6.5000%  | 0.0000% | $1083028.00        | $1115437.74        | Agency Mortgage-Backed Securities |
| GNII JM MA5584 M | 2048-10-20      | 3.5000%  | 0.0000% | $474147.00         | $18198.99          | Agency Mortgage-Backed Securities |
| GNII ET DK8066 C | 2065-07-20      | 3.0000%  | 0.0000% | $1617908.00        | $1449033.78        | Agency Mortgage-Backed Securities |
| GNII SF CR2583 C | 2052-11-20      | 5.0000%  | 0.0000% | $1160436.00        | $1126171.10        | Agency Mortgage-Backed Securities |
| GNII SF CM0894 C | 2052-02-20      | 2.5000%  | 0.0000% | $1032748.00        | $456456.88         | Agency Mortgage-Backed Securities |
| GNII SF DI8987 C | 2055-09-20      | 5.5000%  | 0.0000% | $1403924.00        | $1431479.60        | Agency Mortgage-Backed Securities |
| GNII SF DK9459 C | 2055-07-20      | 5.5000%  | 0.0000% | $3363180.00        | $3421230.18        | Agency Mortgage-Backed Securities |
| GNPL PN BX1617   | 2062-06-15      | 2.7200%  | 0.0000% | $50000.00          | $42728.54          | Agency Mortgage-Backed Securities |
| GNII SF DI4561 C | 2055-09-20      | 6.0000%  | 0.0000% | $6475176.00        | $6750489.69        | Agency Mortgage-Backed Securities |
| GNMI SF 590371 X | 2032-07-15      | 6.5000%  | 0.0000% | $12246985.00       | $7379.91           | Agency Mortgage-Backed Securities |
| GNII SP 784110 C | 2045-11-20      | 5.0000%  | 0.0000% | $354000.00         | $100516.64         | Agency Mortgage-Backed Securities |
| GNII ET DK6842 C | 2065-04-20      | 5.5000%  | 0.0000% | $182895.00         | $184181.39         | Agency Mortgage-Backed Securities |
| GNII SF BX4931 C | 2050-08-20      | 2.5000%  | 0.0000% | $1005160.00        | $652930.07         | Agency Mortgage-Backed Securities |
| GNII SF DL6837 C | 2055-08-20      | 5.5000%  | 0.0000% | $1531190.00        | $1558553.46        | Agency Mortgage-Backed Securities |
| GNII SF DK8358 C | 2055-07-20      | 7.0000%  | 0.0000% | $27785536.00       | $29505340.77       | Agency Mortgage-Backed Securities |
| GNII ET DM1756 C | 2065-06-20      | 3.5000%  | 0.0000% | $254867.00         | $232671.77         | Agency Mortgage-Backed Securities |
| GNII ET DC5225 C | 2064-04-20      | 7.5000%  | 0.0000% | $1259580.00        | $829469.69         | Agency Mortgage-Backed Securities |
| GNII SF DA2552 C | 2054-07-20      | 7.5000%  | 0.0000% | $614752.00         | $636524.09         | Agency Mortgage-Backed Securities |
| GNII SF DK7511 C | 2055-08-20      | 6.5000%  | 0.0000% | $3608760.00        | $3792354.58        | Agency Mortgage-Backed Securities |
| GNII SF DL7046 C | 2055-08-20      | 5.5000%  | 0.0000% | $7374120.00        | $7503175.16        | Agency Mortgage-Backed Securities |
| GNII ET DM5859 C | 2065-09-20      | 6.5000%  | 0.0000% | $12520416.00       | $12909501.84       | Agency Mortgage-Backed Securities |
| GNII SF DM6226 C | 2055-09-20      | 5.5000%  | 0.0000% | $2609504.00        | $2661849.49        | Agency Mortgage-Backed Securities |
| GNII SF DG7564 C | 2054-12-20      | 4.5000%  | 0.0000% | $1268240.00        | $1211925.76        | Agency Mortgage-Backed Securities |
| GNII ET CZ7086 C | 2063-12-20      | 7.5000%  | 0.0000% | $1376960.00        | $144882.71         | Agency Mortgage-Backed Securities |
| GNII SF DM4305 C | 2055-09-20      | 5.5000%  | 0.0000% | $2288700.00        | $2334468.41        | Agency Mortgage-Backed Securities |
| GNII RG CH5613 C | 2049-05-20      | 5.5000%  | 0.0000% | $1050932.00        | $731975.59         | Agency Mortgage-Backed Securities |
| GNII SF DM7176 C | 2055-09-20      | 5.0000%  | 0.0000% | $2994768.00        | $2974004.61        | Agency Mortgage-Backed Securities |
| GNMI SP 783972 X | 2039-12-15      | 5.0000%  | 0.0000% | $57827.00          | $6242.84           | Agency Mortgage-Backed Securities |
| GNMI SP 784500 X | 2047-02-15      | 3.0000%  | 0.0000% | $560000.00         | $191711.62         | Agency Mortgage-Backed Securities |
| GNII SF DL2114 C | 2055-08-20      | 7.0000%  | 0.0000% | $1001834.00        | $1049253.06        | Agency Mortgage-Backed Securities |
| GNII SF DM2947 C | 2055-09-20      | 5.5000%  | 0.0000% | $1175654.00        | $1205342.27        | Agency Mortgage-Backed Securities |
| GNII SF DA5025 C | 2054-04-20      | 6.5000%  | 0.0000% | $1267210.00        | $1304191.46        | Agency Mortgage-Backed Securities |
| GNII SF DL8119 C | 2055-08-20      | 6.5000%  | 0.0000% | $1928508.00        | $2016227.75        | Agency Mortgage-Backed Securities |
| GNPL PN CY8217   | 2059-01-15      | 5.9200%  | 0.0000% | $48679.00          | $51479.34          | Agency Mortgage-Backed Securities |
| GNII SF DM9365 C | 2055-09-20      | 5.5000%  | 0.0000% | $9093760.00        | $9264382.18        | Agency Mortgage-Backed Securities |
| GNII SF DL4871 C | 2055-08-20      | 6.0000%  | 0.0000% | $1317024.00        | $1367195.27        | Agency Mortgage-Backed Securities |
| GNII JM MB0014 M | 2054-11-20      | 6.0000%  | 0.0000% | $1621068.00        | $1358734.90        | Agency Mortgage-Backed Securities |
| GNII JM MA8140 M | 2052-07-20      | 3.0000%  | 0.0000% | $4129048.00        | $2712062.20        | Agency Mortgage-Backed Securities |
| GNII ET CW8951 C | 2063-06-20      | 6.0000%  | 0.0000% | $5995240.00        | $3144960.18        | Agency Mortgage-Backed Securities |
| GNMI SP 784715 X | 2048-05-15      | 4.0000%  | 0.0000% | $648638.00         | $59813.09          | Agency Mortgage-Backed Securities |
| GNII SF DH6478 C | 2055-04-20      | 6.5000%  | 0.0000% | $1906942.00        | $1983513.49        | Agency Mortgage-Backed Securities |
| GNII RG CM3407 C | 2049-10-20      | 5.5000%  | 0.0000% | $1515134.00        | $312280.30         | Agency Mortgage-Backed Securities |
| GNII SF DM6621 C | 2055-09-20      | 6.0000%  | 0.0000% | $1315402.00        | $1358337.16        | Agency Mortgage-Backed Securities |
| GNII JM MA5923 M | 2049-04-20      | 4.5000%  | 0.0000% | $495008.00         | $20176.15          | Agency Mortgage-Backed Securities |
| GNII SF DM0770 C | 2055-08-20      | 6.5000%  | 0.0000% | $3126788.00        | $3298232.54        | Agency Mortgage-Backed Securities |
| GNII RG CO7989 C | 2045-09-20      | 4.5000%  | 0.0000% | $3716184.00        | $2898648.98        | Agency Mortgage-Backed Securities |
| GNII RG CO2773 C | 2047-06-20      | 3.5000%  | 0.0000% | $175000.00         | $98556.82          | Agency Mortgage-Backed Securities |
| GNAR AF MA1463 M | 2043-11-20      | 4.7500%  | 0.0000% | $78805920.00       | $1668921.66        | Agency Mortgage-Backed Securities |
| GNAR AT MA0177 M | 2042-06-20      | 5.6250%  | 0.0000% | $620000.00         | $15209.28          | Agency Mortgage-Backed Securities |
| GNII SF DG7184 C | 2054-12-20      | 4.5000%  | 0.0000% | $886347.00         | $849153.76         | Agency Mortgage-Backed Securities |
| GNII SF DM1821 C | 2055-08-20      | 4.5000%  | 0.0000% | $4007728.00        | $3896758.02        | Agency Mortgage-Backed Securities |
| GNAR AF MA2010 M | 2044-06-20      | 5.6250%  | 0.0000% | $63087616.00       | $857846.00         | Agency Mortgage-Backed Securities |
| GNII SF MA9364 M | 2053-11-20      | 6.5000%  | 0.0000% | $122231.00         | $59747.89          | Agency Mortgage-Backed Securities |
| GNII SF CZ7831 C | 2054-01-20      | 7.5000%  | 0.0000% | $1046390.00        | $428655.31         | Agency Mortgage-Backed Securities |
| GNII SF DM3908 C | 2055-08-20      | 5.5000%  | 0.0000% | $1417986.00        | $1426765.54        | Agency Mortgage-Backed Securities |
| GNII SP 783418 C | 2040-06-20      | 5.0000%  | 0.0000% | $1500000.00        | $102578.18         | Agency Mortgage-Backed Securities |
| GNII ET DM2576 C | 2065-07-20      | 3.0000%  | 0.0000% | $938036.00         | $840921.05         | Agency Mortgage-Backed Securities |
| GNMI SP 783280 X | 2039-07-15      | 6.0000%  | 0.0000% | $28828384.00       | $2801329.71        | Agency Mortgage-Backed Securities |
| GNII SF MB0019 M | 2053-01-20      | 2.0000%  | 0.0000% | $71870.00          | $58280.34          | Agency Mortgage-Backed Securities |
| GNII SF DK0042 C | 2055-05-20      | 7.0000%  | 0.0000% | $1007782.00        | $1051205.28        | Agency Mortgage-Backed Securities |
| GNII JM MA7308 M | 2051-04-20      | 4.5000%  | 0.0000% | $539290.00         | $109705.89         | Agency Mortgage-Backed Securities |
| GNII ET DM3070 C | 2065-09-20      | 5.5000%  | 0.0000% | $1152802.00        | $1165522.66        | Agency Mortgage-Backed Securities |
| GNII RG CO7654 C | 2043-09-20      | 3.5000%  | 0.0000% | $200000.00         | $147341.40         | Agency Mortgage-Backed Securities |
| GNII RG CN2042 C | 2047-12-20      | 3.5000%  | 0.0000% | $200000.00         | $90801.58          | Agency Mortgage-Backed Securities |
| GNII SF MA5331 M | 2048-06-20      | 4.5000%  | 0.0000% | $110000000.00      | $8132078.70        | Agency Mortgage-Backed Securities |
| GNII SF DM7778 C | 2055-09-20      | 6.5000%  | 0.0000% | $3823284.00        | $3993864.06        | Agency Mortgage-Backed Securities |
| GNII ET DJ3057 C | 2065-08-20      | 5.0000%  | 0.0000% | $2741120.00        | $2724826.00        | Agency Mortgage-Backed Securities |
| GNII ET DJ8013 C | 2064-06-20      | 7.5000%  | 0.0000% | $77201.00          | $79482.05          | Agency Mortgage-Backed Securities |
| GNII SF DK3225 C | 2055-08-20      | 6.5000%  | 0.0000% | $2930676.00        | $3064018.93        | Agency Mortgage-Backed Securities |
| GNMI SP 782565 X | 2039-02-15      | 5.0000%  | 0.0000% | $16900000.00       | $335259.28         | Agency Mortgage-Backed Securities |
| GNII SP 784670 C | 2048-01-20      | 3.5000%  | 0.0000% | $10000000.00       | $2514937.57        | Agency Mortgage-Backed Securities |
| GNII SF AD1755 C | 2043-02-20      | 3.5000%  | 0.0000% | $7000000.00        | $1045513.13        | Agency Mortgage-Backed Securities |
| GNII SF CT8317 C | 2053-05-20      | 6.0000%  | 0.0000% | $1134084.00        | $894423.77         | Agency Mortgage-Backed Securities |
| GNII SF DN0007 C | 2055-09-20      | 6.5000%  | 0.0000% | $3721184.00        | $3887208.76        | Agency Mortgage-Backed Securities |
| GNII ET DK6840 C | 2065-06-20      | 5.5000%  | 0.0000% | $1032340.00        | $1039619.22        | Agency Mortgage-Backed Securities |
| GNII SP 787276 C | 2054-02-20      | 6.0000%  | 0.0000% | $800000.00         | $700686.88         | Agency Mortgage-Backed Securities |
| GNMI SF BG6377 X | 2048-04-15      | 3.0000%  | 0.0000% | $127811.00         | $72538.05          | Agency Mortgage-Backed Securities |
| GNII SF DK5860 C | 2055-05-20      | 6.5000%  | 0.0000% | $1257046.00        | $1329502.81        | Agency Mortgage-Backed Securities |
| GNII SF AZ7823 C | 2047-04-20      | 3.5000%  | 0.0000% | $295000.00         | $77356.59          | Agency Mortgage-Backed Securities |
| GNII SF DK2600 C | 2055-05-20      | 5.5000%  | 0.0000% | $6432296.00        | $6469575.48        | Agency Mortgage-Backed Securities |
| GNII BD CZ6896 C | 2053-12-20      | 7.5000%  | 0.0000% | $1529620.00        | $1128264.50        | Agency Mortgage-Backed Securities |
| GNMI SP 784647 X | 2045-12-15      | 5.0000%  | 0.0000% | $6600000.00        | $2892103.74        | Agency Mortgage-Backed Securities |
| GNAR AS 082678 M | 2040-11-20      | 6.3750%  | 0.0000% | $8000000.00        | $180565.22         | Agency Mortgage-Backed Securities |
| GNAR AT 080947 M | 2034-06-20      | 5.6250%  | 0.0000% | $40044480.00       | $887675.76         | Agency Mortgage-Backed Securities |
| GNII SP 785229 C | 2050-11-20      | 3.0000%  | 0.0000% | $415440.00         | $204890.35         | Agency Mortgage-Backed Securities |

### Security 737: FICC - JPMORGAN CHASE & CO

- **C.1 - Title:** FICC - JPMORGAN CHASE & CO 4.210000%
- **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: ARP1BDJV3, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: ARP1BDJV3
- **C.18 - Value (incl. sponsor support):** $1629000000.00
- **C.18.a - Value (excl. sponsor support):** $1629000000.00
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** Fixed Income Clearing Corp

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEPC 01.500 3PRE6085 | 2051-02-01      | 1.5000%  | 0.0000% | $1000000.00        | $571472.39         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CIQO3811 | 2040-06-01      | 5.5000%  | 0.0000% | $2054600.00        | $1983362.08        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLRA7399 | 2052-05-01      | 4.0000%  | 0.0000% | $1210000.00        | $850448.09         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQG2450 | 2053-05-01      | 6.5000%  | 0.0000% | $1221480.00        | $1038339.99        | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD8178 | 2051-11-01      | 2.5000%  | 0.0000% | $500000.00         | $319158.03         | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD6583 | 2050-07-01      | 4.0000%  | 0.0000% | $19796992.00       | $17300931.73       | Agency Mortgage-Backed Securities |
| GNII ET DI1857 C     | 2065-02-20      | 6.0000%  | 0.0000% | $1762022.00        | $1791027.75        | Agency Mortgage-Backed Securities |
| GNII ET DG8296 C     | 2063-12-20      | 7.5000%  | 0.0000% | $583699.00         | $601513.59         | Agency Mortgage-Backed Securities |
| GNII ET DM1754 C     | 2065-09-20      | 3.5000%  | 0.0000% | $362754.00         | $331139.79         | Agency Mortgage-Backed Securities |
| GNII SF DM4291 C     | 2055-09-20      | 6.5000%  | 0.0000% | $1181166.00        | $1249878.10        | Agency Mortgage-Backed Securities |
| GNMI SF CL4396 X     | 2052-03-15      | 4.0000%  | 0.0000% | $60571.00          | $48830.30          | Agency Mortgage-Backed Securities |
| FEPC 06.500 CIQO2706 | 2039-11-01      | 6.5000%  | 0.0000% | $337297.00         | $339389.84         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQJ2053 | 2054-08-01      | 5.5000%  | 0.0000% | $1533760.00        | $1552105.23        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CIQO4100 | 2040-07-01      | 4.5000%  | 0.0000% | $1250524.00        | $1248755.29        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQJ1663 | 2054-08-01      | 6.5000%  | 0.0000% | $10094704.00       | $7918471.32        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD4679 | 2053-05-01      | 5.0000%  | 0.0000% | $2536812.00        | $2228723.41        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD8390 | 2053-11-01      | 4.0000%  | 0.0000% | $2417924.00        | $2081295.07        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD8065 | 2050-05-01      | 4.5000%  | 0.0000% | $5227890.00        | $1215240.16        | Agency Mortgage-Backed Securities |
| GNII SF DM6247 C     | 2055-09-20      | 6.5000%  | 0.0000% | $4688030.00        | $4913801.36        | Agency Mortgage-Backed Securities |
| GNII SF MA5820 M     | 2049-03-20      | 5.5000%  | 0.0000% | $6880368.00        | $563567.25         | Agency Mortgage-Backed Securities |
| GNII ET DM1753 C     | 2065-09-20      | 3.0000%  | 0.0000% | $385846.00         | $344353.15         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQY5526 | 2055-05-01      | 5.0000%  | 0.0000% | $1005950.00        | $999525.51         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQZ1312 | 2055-06-01      | 5.0000%  | 0.0000% | $2422000.00        | $2416155.05        | Agency Mortgage-Backed Securities |
| GNII SF MA7536 M     | 2051-08-20      | 3.5000%  | 0.0000% | $58541.00          | $33129.28          | Agency Mortgage-Backed Securities |
| GNII SF CT9104 C     | 2053-05-20      | 6.0000%  | 0.0000% | $2724464.00        | $2323148.91        | Agency Mortgage-Backed Securities |
| GNII JM MA7246 M     | 2051-03-20      | 2.0000%  | 0.0000% | $140000000.00      | $77488841.80       | Agency Mortgage-Backed Securities |
| GNII SF MA7452 M     | 2034-04-20      | 5.0000%  | 0.0000% | $1284562.00        | $427746.87         | Agency Mortgage-Backed Securities |
| GNII SF MA8025 M     | 2032-04-20      | 6.5000%  | 0.0000% | $823474.00         | $299281.73         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZL2899 | 2042-04-01      | 3.5000%  | 0.0000% | $41151680.00       | $3310200.53        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD4170 | 2053-11-01      | 5.5000%  | 0.0000% | $715000.00         | $650283.67         | Agency Mortgage-Backed Securities |
| FEPC 02.500 3PSE9053 | 2052-02-01      | 2.5000%  | 0.0000% | $1000000.00        | $754935.07         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQF5826 | 2053-01-01      | 5.5000%  | 0.0000% | $3587144.00        | $3139735.15        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD4139 | 2053-03-01      | 3.5000%  | 0.0000% | $255000.00         | $203456.38         | Agency Mortgage-Backed Securities |
| GNII RG CL3466 C     | 2049-08-20      | 5.0000%  | 0.0000% | $260249.00         | $134292.70         | Agency Mortgage-Backed Securities |
| GNII RG CQ2913 C     | 2038-12-20      | 6.0000%  | 0.0000% | $1520104.00        | $604585.94         | Agency Mortgage-Backed Securities |
| GNII SF MA9105 M     | 2053-07-20      | 5.0000%  | 0.0000% | $4807510.00        | $4151731.92        | Agency Mortgage-Backed Securities |
| GNII SP 785532 C     | 2051-06-20      | 3.0000%  | 0.0000% | $200000.00         | $116134.15         | Agency Mortgage-Backed Securities |
| GNII EP 788078 C     | 2065-06-20      | 5.0000%  | 0.0000% | $113283200.00      | $108801083.26      | Agency Mortgage-Backed Securities |
| GNII SF MA4127 M     | 2046-12-20      | 3.5000%  | 0.0000% | $1290000.00        | $180836.30         | Agency Mortgage-Backed Securities |
| GNII ET DF5680 C     | 2054-04-20      | 2.0000%  | 0.0000% | $195499.00         | $151519.05         | Agency Mortgage-Backed Securities |
| GNII ET DL1363 C     | 2065-08-20      | 6.5000%  | 0.0000% | $9439792.00        | $9727656.67        | Agency Mortgage-Backed Securities |
| GNII SF CC9829 C     | 2051-06-20      | 3.0000%  | 0.0000% | $196650.00         | $137685.28         | Agency Mortgage-Backed Securities |
| GNII SP 787228 C     | 2054-01-20      | 6.0000%  | 0.0000% | $500000.00         | $405255.45         | Agency Mortgage-Backed Securities |
| GNII SF MA6320 M     | 2029-11-20      | 8.0000%  | 0.0000% | $101727.00         | $9718.79           | Agency Mortgage-Backed Securities |
| GNII ET CZ7108 C     | 2063-12-20      | 7.5000%  | 0.0000% | $1584726.00        | $299872.70         | Agency Mortgage-Backed Securities |
| GNII ET CV6001 C     | 2063-06-20      | 6.0000%  | 0.0000% | $477027.00         | $316985.48         | Agency Mortgage-Backed Securities |
| GNII SF MA6432 M     | 2034-10-20      | 2.0000%  | 0.0000% | $729480.00         | $72056.82          | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQY9599 | 2055-08-01      | 7.0000%  | 0.0000% | $11004864.00       | $11588983.68       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQY8799 | 2055-07-01      | 5.5000%  | 0.0000% | $1533934.00        | $1553819.24        | Agency Mortgage-Backed Securities |
| GNII ET DF5642 C     | 2064-09-20      | 7.5000%  | 0.0000% | $139110.00         | $143333.81         | Agency Mortgage-Backed Securities |
| GNII JM MA7579 M     | 2051-09-20      | 2.5000%  | 0.0000% | $115000.00         | $72455.71          | Agency Mortgage-Backed Securities |
| GNII SF 796727 C     | 2038-12-20      | 6.5000%  | 0.0000% | $1887146.00        | $65899.47          | Agency Mortgage-Backed Securities |
| GNII SF MA8914 M     | 2038-06-20      | 3.5000%  | 0.0000% | $194136.00         | $134981.01         | Agency Mortgage-Backed Securities |
| GNII SF MA8349 M     | 2052-10-20      | 5.5000%  | 0.0000% | $2982988.00        | $2119790.68        | Agency Mortgage-Backed Securities |
| GNII SP 786928 C     | 2053-09-20      | 6.5000%  | 0.0000% | $100000.00         | $69757.15          | Agency Mortgage-Backed Securities |
| GNII SF MB0369 M     | 2053-12-20      | 7.0000%  | 0.0000% | $50000000.00       | $51007529.64       | Agency Mortgage-Backed Securities |
| GNII SP 786502 C     | 2052-02-20      | 2.5000%  | 0.0000% | $411441.00         | $287739.37         | Agency Mortgage-Backed Securities |
| GNII SP 786474 C     | 2053-01-20      | 5.0000%  | 0.0000% | $800000.00         | $618436.14         | Agency Mortgage-Backed Securities |
| GNII SP 786335 C     | 2052-09-20      | 4.5000%  | 0.0000% | $800000.00         | $590556.62         | Agency Mortgage-Backed Securities |
| GNMI SP 781976 X     | 2035-02-15      | 6.5000%  | 0.0000% | $55948224.00       | $592044.13         | Agency Mortgage-Backed Securities |
| GNII SP 787665 M     | 2047-01-20      | 3.5000%  | 0.0000% | $108699904.00      | $93898464.53       | Agency Mortgage-Backed Securities |
| GNII SF 004580 M     | 2039-11-20      | 6.0000%  | 0.0000% | $674291.00         | $23950.77          | Agency Mortgage-Backed Securities |
| GNII SF MA6016 M     | 2034-04-20      | 4.5000%  | 0.0000% | $270896.00         | $93777.43          | Agency Mortgage-Backed Securities |
| GNII RG CQ2915 C     | 2038-10-20      | 6.5000%  | 0.0000% | $1771140.00        | $1180794.08        | Agency Mortgage-Backed Securities |
| GNII ET DJ6634 C     | 2065-03-20      | 6.5000%  | 0.0000% | $344889.00         | $354216.65         | Agency Mortgage-Backed Securities |
| GNII ET DI6471 C     | 2065-04-20      | 6.5000%  | 0.0000% | $568772.00         | $585525.04         | Agency Mortgage-Backed Securities |
| GNII SF MA8348 M     | 2052-10-20      | 5.0000%  | 0.0000% | $101875584.00      | $78025014.65       | Agency Mortgage-Backed Securities |
| GNMI SF BB3477 X     | 2047-09-15      | 5.0000%  | 0.0000% | $1177442.00        | $106544.30         | Agency Mortgage-Backed Securities |
| GNII SF DE9387 C     | 2054-09-20      | 5.0000%  | 0.0000% | $5357672.00        | $4491397.16        | Agency Mortgage-Backed Securities |
| GNMI SF BC3009 X     | 2047-12-15      | 3.0000%  | 0.0000% | $769953.00         | $274917.98         | Agency Mortgage-Backed Securities |
| GNMI SF BC5919 X     | 2047-09-15      | 4.0000%  | 0.0000% | $42000.00          | $15661.63          | Agency Mortgage-Backed Securities |
| GNMI SF BQ7388 X     | 2049-11-15      | 3.5000%  | 0.0000% | $1702166.00        | $160719.43         | Agency Mortgage-Backed Securities |
| GNII SF BR8755 C     | 2050-02-20      | 3.0000%  | 0.0000% | $291000.00         | $89712.09          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ4458 | 2055-09-01      | 6.0000%  | 0.0000% | $2381600.00        | $2446101.67        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD8468 | 2054-10-01      | 5.0000%  | 0.0000% | $30000000.00       | $28082504.76       | Agency Mortgage-Backed Securities |
| FEPC 07.500 CLSD8479 | 2054-09-01      | 7.5000%  | 0.0000% | $75166.00          | $48889.73          | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLQE6796 | 2052-06-01      | 4.0000%  | 0.0000% | $189487.00         | $170629.45         | Agency Mortgage-Backed Securities |
| FEPC 07.000 CTRB5223 | 2043-01-01      | 7.0000%  | 0.0000% | $599490.00         | $394236.80         | Agency Mortgage-Backed Securities |
| FEPC 02.000 CIQN1979 | 2035-04-01      | 2.0000%  | 0.0000% | $1775818.00        | $417736.06         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLRA7122 | 2052-04-01      | 3.5000%  | 0.0000% | $3440000.00        | $2363991.24        | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLRA6816 | 2052-02-01      | 2.0000%  | 0.0000% | $13717984.00       | $9598153.71        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRA8560 | 2053-02-01      | 6.0000%  | 0.0000% | $284783.00         | $208177.82         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CISB8366 | 2039-12-01      | 3.0000%  | 0.0000% | $2532640.00        | $2316580.64        | Agency Mortgage-Backed Securities |
| GNII RG CV4710 C     | 2050-12-20      | 2.5000%  | 0.0000% | $1191382.00        | $964247.46         | Agency Mortgage-Backed Securities |
| GNII SF CT9106 C     | 2053-05-20      | 7.0000%  | 0.0000% | $1040326.00        | $933281.35         | Agency Mortgage-Backed Securities |
| GNII SF MB0462 M     | 2040-06-20      | 7.0000%  | 0.0000% | $139184.00         | $144255.21         | Agency Mortgage-Backed Securities |
| GNII SF MB0622 M     | 2055-09-20      | 5.0000%  | 0.0000% | $10000000.00       | $10009127.78       | Agency Mortgage-Backed Securities |
| GNII SF DK2651 C     | 2055-05-20      | 6.0000%  | 0.0000% | $35033024.00       | $36037962.02       | Agency Mortgage-Backed Securities |
| GNII SF MA5817 M     | 2049-03-20      | 4.0000%  | 0.0000% | $2781864.00        | $230646.22         | Agency Mortgage-Backed Securities |
| GNII ET DM3150 C     | 2065-07-20      | 7.0000%  | 0.0000% | $2947104.00        | $3039327.40        | Agency Mortgage-Backed Securities |
| GNII SF MB0238 M     | 2029-10-20      | 7.5000%  | 0.0000% | $30603.00          | $27576.91          | Agency Mortgage-Backed Securities |
| GNII SP 786723 C     | 2052-11-20      | 3.5000%  | 0.0000% | $8921040.00        | $6108681.54        | Agency Mortgage-Backed Securities |
| GNII SP 788100 C     | 2055-08-20      | 5.5000%  | 0.0000% | $111102848.00      | $111631368.10      | Agency Mortgage-Backed Securities |
| GNII ET DK1889 C     | 2065-05-20      | 6.5000%  | 0.0000% | $2466468.00        | $2539868.72        | Agency Mortgage-Backed Securities |
| GNII SP 784479 C     | 2048-04-20      | 3.5000%  | 0.0000% | $1131616.00        | $381646.94         | Agency Mortgage-Backed Securities |
| GNII SF DM8489 C     | 2055-09-20      | 6.0000%  | 0.0000% | $3763408.00        | $3886243.13        | Agency Mortgage-Backed Securities |
| GNII RG CQ5549 C     | 2039-01-20      | 6.0000%  | 0.0000% | $1976362.00        | $1042679.40        | Agency Mortgage-Backed Securities |
| GNII SF DM6983 C     | 2055-09-20      | 6.0000%  | 0.0000% | $5590864.00        | $5773351.66        | Agency Mortgage-Backed Securities |
| GNII SF MB0260 M     | 2055-02-20      | 6.0000%  | 0.0000% | $249191424.00      | $249999657.63      | Agency Mortgage-Backed Securities |
| GNII SP 785764 C     | 2051-11-20      | 2.5000%  | 0.0000% | $2097000.00        | $1290074.03        | Agency Mortgage-Backed Securities |
| GNII ET DJ4967 C     | 2065-05-20      | 6.5000%  | 0.0000% | $3371748.00        | $3470894.06        | Agency Mortgage-Backed Securities |
| GNII ET DG9073 C     | 2062-05-20      | 2.5000%  | 0.0000% | $237612.00         | $193476.35         | Agency Mortgage-Backed Securities |
| GNMI SP 780813 X     | 2028-06-15      | 6.5000%  | 0.0000% | $49346814.00       | $49691.37          | Agency Mortgage-Backed Securities |
| GNII SF MA9424 M     | 2053-12-20      | 6.0000%  | 0.0000% | $1643000.00        | $1058026.52        | Agency Mortgage-Backed Securities |
| GNII SF DI2161 C     | 2055-02-20      | 4.5000%  | 0.0000% | $1035322.00        | $806779.40         | Agency Mortgage-Backed Securities |
| GNII SF DL3132 C     | 2055-09-20      | 5.5000%  | 0.0000% | $1332066.00        | $1365701.41        | Agency Mortgage-Backed Securities |
| GNII ET DM3123 C     | 2065-08-20      | 7.0000%  | 0.0000% | $709933.00         | $732400.88         | Agency Mortgage-Backed Securities |
| GNII SF MA8797 M     | 2053-04-20      | 3.5000%  | 0.0000% | $85000.00          | $62176.46          | Agency Mortgage-Backed Securities |
| GNII SF MA8263 M     | 2052-09-20      | 2.0000%  | 0.0000% | $20711840.00       | $12993551.96       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSL0326 | 2055-02-01      | 5.0000%  | 0.0000% | $1565000.00        | $1528784.91        | Agency Mortgage-Backed Securities |
| GNII ET DM3124 C     | 2065-08-20      | 6.5000%  | 0.0000% | $739454.00         | $762433.35         | Agency Mortgage-Backed Securities |
| GNII SF DF6495 C     | 2055-02-20      | 6.0000%  | 0.0000% | $3192790.00        | $3325288.07        | Agency Mortgage-Backed Securities |
| GNII SF MA0022 M     | 2042-04-20      | 3.5000%  | 0.0000% | $6897232.00        | $474304.84         | Agency Mortgage-Backed Securities |
| GNMI SF AB2892 X     | 2042-09-15      | 3.0000%  | 0.0000% | $1300000.00        | $103397.89         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQX0824 | 2054-11-01      | 5.0000%  | 0.0000% | $335441.00         | $332015.85         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQX0161 | 2054-12-01      | 5.5000%  | 0.0000% | $3166924.00        | $3202843.15        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIAY5507 | 2030-03-01      | 3.5000%  | 0.0000% | $1063559.00        | $57875.43          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CIQO4036 | 2040-08-01      | 5.0000%  | 0.0000% | $4218448.00        | $4263203.89        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZS4592 | 2044-11-01      | 4.0000%  | 0.0000% | $6656504.00        | $458672.03         | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD0202 | 2050-01-01      | 4.0000%  | 0.0000% | $6500000.00        | $1643160.30        | Agency Mortgage-Backed Securities |
| FEPC 02.500 CTSC0442 | 2042-09-01      | 2.5000%  | 0.0000% | $2400000.00        | $1876100.58        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZS4611 | 2045-04-01      | 4.0000%  | 0.0000% | $2844528.00        | $196054.04         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIMA5581 | 2039-12-01      | 3.5000%  | 0.0000% | $23362.00          | $20932.13          | Agency Mortgage-Backed Securities |
| GNII SF AC0282 C     | 2043-01-20      | 3.5000%  | 0.0000% | $3008250.00        | $408418.03         | Agency Mortgage-Backed Securities |
| GNII JM MA8558 M     | 2053-01-20      | 4.5000%  | 0.0000% | $776534.00         | $624495.63         | Agency Mortgage-Backed Securities |
| GNII SF MA8775 M     | 2032-04-20      | 7.5000%  | 0.0000% | $35255.00          | $27751.70          | Agency Mortgage-Backed Securities |
| GNII RG CO9606 C     | 2039-01-20      | 6.0000%  | 0.0000% | $1129438.00        | $723919.71         | Agency Mortgage-Backed Securities |
| GNII JM MA3001 M     | 2030-06-20      | 3.0000%  | 0.0000% | $2380680.00        | $68667.49          | Agency Mortgage-Backed Securities |
| GNII RG CL5178 C     | 2050-12-20      | 2.5000%  | 0.0000% | $1066416.00        | $329013.14         | Agency Mortgage-Backed Securities |
| GNII BD DM3028 C     | 2055-09-20      | 4.5000%  | 0.0000% | $3116408.00        | $3016246.65        | Agency Mortgage-Backed Securities |
| GNII RG CM1591 C     | 2043-02-20      | 2.5000%  | 0.0000% | $1872652.00        | $1166335.51        | Agency Mortgage-Backed Securities |
| GNII SF MB0485 M     | 2055-07-20      | 5.5000%  | 0.0000% | $14613.00          | $14722.08          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRJ1969 | 2054-07-01      | 6.0000%  | 0.0000% | $32905000.00       | $29719619.61       | Agency Mortgage-Backed Securities |
| GNII ET DF3028 C     | 2063-12-20      | 7.5000%  | 0.0000% | $107398.00         | $110686.10         | Agency Mortgage-Backed Securities |
| GNII SF MB0310 M     | 2055-04-20      | 6.5000%  | 0.0000% | $54115116.00       | $54847826.57       | Agency Mortgage-Backed Securities |
| GNII SF MA7651 M     | 2051-10-20      | 3.5000%  | 0.0000% | $725000.00         | $456530.20         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSL0528 | 2055-03-01      | 6.0000%  | 0.0000% | $1865000.00        | $1781399.91        | Agency Mortgage-Backed Securities |
| GNII ET DH3104 C     | 2065-01-20      | 3.5000%  | 0.0000% | $1038856.00        | $931004.63         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQX3223 | 2055-01-01      | 6.5000%  | 0.0000% | $1698328.00        | $1799960.15        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY9972 | 2055-07-01      | 6.0000%  | 0.0000% | $15654352.00       | $16114128.69       | Agency Mortgage-Backed Securities |
| GNII SF AC0186 C     | 2042-12-20      | 3.5000%  | 0.0000% | $3208800.00        | $298769.66         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQX2044 | 2055-01-01      | 4.5000%  | 0.0000% | $1135262.00        | $1090132.47        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQX9375 | 2055-04-01      | 5.5000%  | 0.0000% | $1500000.00        | $1514650.68        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQX9262 | 2055-04-01      | 5.5000%  | 0.0000% | $7584152.00        | $7668158.11        | Agency Mortgage-Backed Securities |
| GNPL PN DE5558       | 2059-12-15      | 5.7300%  | 0.0000% | $168171.00         | $176065.54         | Agency Mortgage-Backed Securities |
| GNII SF DF9098 C     | 2055-05-20      | 6.5000%  | 0.0000% | $1564464.00        | $1631403.02        | Agency Mortgage-Backed Securities |
| GNII SP 786583 C     | 2052-03-20      | 3.0000%  | 0.0000% | $100000.00         | $72639.66          | Agency Mortgage-Backed Securities |
| GNII SP 783069 M     | 2040-06-20      | 5.0000%  | 0.0000% | $5200000.00        | $158117.66         | Agency Mortgage-Backed Securities |
| GNII SF CU5081 C     | 2053-05-20      | 6.0000%  | 0.0000% | $2385480.00        | $2100236.73        | Agency Mortgage-Backed Securities |
| GNPL PN CS3806       | 2058-07-15      | 5.0000%  | 0.0000% | $69300.00          | $69043.65          | Agency Mortgage-Backed Securities |
| GNII SF DK6523 C     | 2055-07-20      | 7.0000%  | 0.0000% | $1128058.00        | $1182879.32        | Agency Mortgage-Backed Securities |
| GNII RG CM2670 C     | 2049-10-20      | 4.0000%  | 0.0000% | $574047.00         | $456274.44         | Agency Mortgage-Backed Securities |
| GNII SF DL2624 C     | 2055-09-20      | 6.5000%  | 0.0000% | $1881764.00        | $1971513.06        | Agency Mortgage-Backed Securities |
| GNII SF 796478 C     | 2042-09-20      | 3.5000%  | 0.0000% | $4412100.00        | $362786.85         | Agency Mortgage-Backed Securities |
| GNII SF DK6507 C     | 2055-07-20      | 7.0000%  | 0.0000% | $1327318.00        | $1386887.66        | Agency Mortgage-Backed Securities |
| GNMI SF BK5544 X     | 2049-09-15      | 3.0000%  | 0.0000% | $25000.00          | $6099.49           | Agency Mortgage-Backed Securities |
| GNII SF DK0845 C     | 2055-09-20      | 6.5000%  | 0.0000% | $1307178.00        | $1366308.34        | Agency Mortgage-Backed Securities |
| GNII SF MA7589 M     | 2051-09-20      | 2.5000%  | 0.0000% | $108462088.00      | $64888276.92       | Agency Mortgage-Backed Securities |
| GNII SF DD7536 C     | 2054-08-20      | 7.5000%  | 0.0000% | $1140766.00        | $1207527.68        | Agency Mortgage-Backed Securities |
| GNMI SF 586602 X     | 2032-07-15      | 6.5000%  | 0.0000% | $999900.00         | $10706.29          | Agency Mortgage-Backed Securities |
| GNII ET DD1439 C     | 2063-11-20      | 7.5000%  | 0.0000% | $112295.00         | $115510.22         | Agency Mortgage-Backed Securities |
| GNII SF MA6654 M     | 2050-05-20      | 2.0000%  | 0.0000% | $548394.00         | $232355.87         | Agency Mortgage-Backed Securities |
| GNII SF MA4778 M     | 2047-10-20      | 3.5000%  | 0.0000% | $500000.00         | $60854.53          | Agency Mortgage-Backed Securities |
| GNII SF MB0530 M     | 2040-07-20      | 6.0000%  | 0.0000% | $1276288.00        | $1310827.33        | Agency Mortgage-Backed Securities |
| GNII SF DK8323 C     | 2055-06-20      | 7.0000%  | 0.0000% | $1037820.00        | $1100685.52        | Agency Mortgage-Backed Securities |
| GNII ET DL1374 C     | 2064-11-20      | 6.5000%  | 0.0000% | $122400.00         | $126094.99         | Agency Mortgage-Backed Securities |
| GNII ET DF5714 C     | 2064-11-20      | 6.0000%  | 0.0000% | $665401.00         | $676545.28         | Agency Mortgage-Backed Securities |
| GNII SF DL3542 C     | 2055-08-20      | 7.0000%  | 0.0000% | $1517914.00        | $1583439.03        | Agency Mortgage-Backed Securities |
| GNII SF MA9722 M     | 2054-06-20      | 4.0000%  | 0.0000% | $29374.00          | $26255.15          | Agency Mortgage-Backed Securities |
| GNII SF DJ5777 C     | 2055-07-20      | 6.0000%  | 0.0000% | $14745680.00       | $15384023.67       | Agency Mortgage-Backed Securities |
| GNII ET DK9812 C     | 2065-06-20      | 7.0000%  | 0.0000% | $327103.00         | $337213.23         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQI7406 | 2054-06-01      | 6.5000%  | 0.0000% | $1065140.00        | $914333.91         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQE6386 | 2052-07-01      | 4.5000%  | 0.0000% | $1323934.00        | $795519.29         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQD6796 | 2052-02-01      | 3.0000%  | 0.0000% | $964797.00         | $503617.28         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CTRB5154 | 2042-04-01      | 2.5000%  | 0.0000% | $812000.00         | $553576.24         | Agency Mortgage-Backed Securities |
| FEPC 06.000 3PQU8217 | 2054-09-01      | 6.0000%  | 0.0000% | $1110610.00        | $1118457.38        | Agency Mortgage-Backed Securities |
| FEPC 01.500 CLSD4681 | 2052-04-01      | 1.5000%  | 0.0000% | $402748.00         | $284224.88         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQC8423 | 2051-10-01      | 3.5000%  | 0.0000% | $289205.00         | $159654.13         | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLQB7053 | 2050-12-01      | 2.0000%  | 0.0000% | $4557392.00        | $2755455.65        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQY6105 | 2055-06-01      | 5.5000%  | 0.0000% | $8630736.00        | $8725229.29        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQX1671 | 2054-12-01      | 5.0000%  | 0.0000% | $2391416.00        | $2365876.78        | Agency Mortgage-Backed Securities |
| GNII SF MA5766 M     | 2049-02-20      | 5.5000%  | 0.0000% | $8100000.00        | $703889.60         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ1101 | 2055-08-01      | 6.0000%  | 0.0000% | $31330720.00       | $32211676.85       | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZM6818 | 2048-06-01      | 4.0000%  | 0.0000% | $1350598.00        | $175571.64         | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLQG2977 | 2053-05-01      | 4.0000%  | 0.0000% | $229756.00         | $187397.22         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQG3666 | 2053-05-01      | 6.0000%  | 0.0000% | $1021802.00        | $921578.85         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQF7451 | 2053-02-01      | 6.5000%  | 0.0000% | $128879.00         | $105775.76         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQH3940 | 2053-10-01      | 5.5000%  | 0.0000% | $2073300.00        | $1659801.21        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQG6305 | 2053-07-01      | 4.5000%  | 0.0000% | $1414412.00        | $1163479.42        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQJ8690 | 2054-11-01      | 4.5000%  | 0.0000% | $3772748.00        | $3326993.41        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CISB8176 | 2037-09-01      | 3.0000%  | 0.0000% | $28529760.00       | $19209101.37       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQG9324 | 2053-08-01      | 5.5000%  | 0.0000% | $3034064.00        | $2973533.43        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQJ0882 | 2054-07-01      | 5.5000%  | 0.0000% | $2494156.00        | $2187047.49        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQE6058 | 2052-07-01      | 4.5000%  | 0.0000% | $234300.00         | $171360.77         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLRA7541 | 2052-06-01      | 4.5000%  | 0.0000% | $5523744.00        | $4154692.98        | Agency Mortgage-Backed Securities |
| FEPC 06.500 3PQU8273 | 2055-03-01      | 6.5000%  | 0.0000% | $4734310.00        | $4858837.00        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQJ9117 | 2054-11-01      | 6.5000%  | 0.0000% | $1506340.00        | $1397474.12        | Agency Mortgage-Backed Securities |
| FEPC 01.500 CIQN8667 | 2036-12-01      | 1.5000%  | 0.0000% | $1533646.00        | $910058.25         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQA0187 | 2049-06-01      | 3.5000%  | 0.0000% | $25136320.00       | $4499180.80        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQF5343 | 2052-12-01      | 3.5000%  | 0.0000% | $154000.00         | $115017.25         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSL2715 | 2055-07-01      | 5.5000%  | 0.0000% | $27722048.00       | $28279470.63       | Agency Mortgage-Backed Securities |
| GNII SF MA5137 M     | 2048-04-20      | 4.0000%  | 0.0000% | $4916000.00        | $395738.76         | Agency Mortgage-Backed Securities |
| GNII RG CI8172 C     | 2049-11-20      | 5.5000%  | 0.0000% | $6845480.00        | $2698677.77        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY5029 | 2055-06-01      | 6.0000%  | 0.0000% | $18408576.00       | $18468243.58       | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQZ0272 | 2055-08-01      | 6.5000%  | 0.0000% | $1117868.00        | $1178532.23        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ1380 | 2055-08-01      | 5.5000%  | 0.0000% | $2919400.00        | $2970864.67        | Agency Mortgage-Backed Securities |
| GNII SF MA9774 M     | 2050-02-20      | 3.0000%  | 0.0000% | $13726736.00       | $11164567.69       | Agency Mortgage-Backed Securities |
| GNMI SF CJ2165 X     | 2052-04-15      | 3.5000%  | 0.0000% | $713781.00         | $622467.19         | Agency Mortgage-Backed Securities |
| GNII SF MA6444 M     | 2030-01-20      | 2.0000%  | 0.0000% | $459544.00         | $99368.89          | Agency Mortgage-Backed Securities |
| GNII SF MA9966 M     | 2054-10-20      | 6.0000%  | 0.0000% | $88977536.00       | $77494488.46       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CTMA0472 | 2030-07-01      | 5.0000%  | 0.0000% | $350000.00         | $6300.87           | Agency Mortgage-Backed Securities |
| FEPC 04.500 CISB8292 | 2039-04-01      | 4.5000%  | 0.0000% | $2275000.00        | $1714942.50        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CTQK1729 | 2045-04-01      | 5.5000%  | 0.0000% | $1170446.00        | $1187641.47        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQF9591 | 2053-03-01      | 5.0000%  | 0.0000% | $6700000.00        | $5155272.86        | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQJ2107 | 2054-08-01      | 7.0000%  | 0.0000% | $1112536.00        | $981783.15         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQG3419 | 2053-04-01      | 6.0000%  | 0.0000% | $1102966.00        | $1051593.83        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQA3868 | 2049-10-01      | 3.0000%  | 0.0000% | $500000000.00      | $103971112.49      | Agency Mortgage-Backed Securities |
| FEPC 02.500 CISB0646 | 2037-03-01      | 2.5000%  | 0.0000% | $28340800.00       | $17629806.22       | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQI8348 | 2054-06-01      | 6.5000%  | 0.0000% | $11533056.00       | $10338797.30       | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQI2089 | 2054-03-01      | 7.0000%  | 0.0000% | $1026646.00        | $947740.31         | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQZ1621 | 2055-09-01      | 7.0000%  | 0.0000% | $10233568.00       | $10779755.91       | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQZ1121 | 2055-08-01      | 6.5000%  | 0.0000% | $2369612.00        | $2490361.71        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQY8293 | 2055-07-01      | 5.0000%  | 0.0000% | $14862920.00       | $14851315.26       | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQY7675 | 2055-06-01      | 4.5000%  | 0.0000% | $1053030.00        | $1021866.27        | Agency Mortgage-Backed Securities |
| GNII SF AC0185 C     | 2042-12-20      | 3.5000%  | 0.0000% | $3810450.00        | $453930.57         | Agency Mortgage-Backed Securities |
| GNII SF DH4973 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1104508.00        | $1155830.89        | Agency Mortgage-Backed Securities |
| GNII SF BR8985 C     | 2049-12-20      | 3.5000%  | 0.0000% | $71885.00          | $11922.29          | Agency Mortgage-Backed Securities |
| GNMI SF BY2848 X     | 2051-02-15      | 2.5000%  | 0.0000% | $4802472.00        | $3534098.42        | Agency Mortgage-Backed Securities |
| GNII SF DH6199 C     | 2055-01-20      | 6.5000%  | 0.0000% | $1443466.00        | $1322563.43        | Agency Mortgage-Backed Securities |
| GNMI SF 570019 X     | 2032-07-15      | 6.5000%  | 0.0000% | $17186524.00       | $29576.77          | Agency Mortgage-Backed Securities |
| GNII SF MA8721 M     | 2053-02-20      | 3.0000%  | 0.0000% | $300000.00         | $207697.82         | Agency Mortgage-Backed Securities |
| GNII ET DK8685 C     | 2065-06-20      | 3.5000%  | 0.0000% | $474192.00         | $426937.95         | Agency Mortgage-Backed Securities |
| GNII ET DC0018 C     | 2064-07-20      | 2.5000%  | 0.0000% | $198668.00         | $161173.10         | Agency Mortgage-Backed Securities |
| GNII SF MA7987 M     | 2052-03-20      | 2.5000%  | 0.0000% | $99996.00          | $64889.07          | Agency Mortgage-Backed Securities |
| GNII SF DK7135 C     | 2055-06-20      | 6.5000%  | 0.0000% | $1112474.00        | $1167055.01        | Agency Mortgage-Backed Securities |
| GNII SF DK7028 C     | 2055-06-20      | 7.0000%  | 0.0000% | $1107662.00        | $1153751.60        | Agency Mortgage-Backed Securities |

### Security 738: RBC DOMINION SECURITIES INC

- **C.1 - Title:** RBC DOMINION SECURITIES INC 4.200000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1BDJX9, C.3 - LEI: 549300QJJX6CVVUXLE15, C.5 - Other ID: ARP1BDJX9
- **C.18 - Value (incl. sponsor support):** $2911000000.00
- **C.18.a - Value (excl. sponsor support):** $2911000000.00
- **C.19 - Percentage of Net Assets:** 0.7600%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2055-02-15      | 4.6250%  | 0.0000% | $105802200.00      | $105008815.75      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-02-15      | 4.6250%  | 0.0000% | $300.00            | $297.75            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-11-15      | 4.7500%  | 0.0000% | $64700.00          | $66216.54          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-02-26      | 0.0000%  | 0.0000% | $100.00            | $98.46             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-08-15      | 4.1250%  | 0.0000% | $1194700.00        | $1117250.29        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-04-30      | 4.6250%  | 0.0000% | $769300.00         | $815557.19         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-05-31      | 4.6250%  | 0.0000% | $37133900.00       | $39226568.57       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-05-31      | 4.1250%  | 0.0000% | $14341900.00       | $14723968.22       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-01-15      | 1.7500%  | 0.0000% | $35836800.00       | $37969355.60       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-08-15      | 2.2500%  | 0.0000% | $500.00            | $335.57            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-07-31      | 4.0000%  | 0.0000% | $8817500.00        | $8920051.36        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-02-15      | 3.0000%  | 0.0000% | $2900.00           | $2188.44           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-10-30      | 0.0000%  | 0.0000% | $2268200.00        | $2260549.36        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-06-11      | 0.0000%  | 0.0000% | $100.00            | $97.47             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-03-19      | 0.0000%  | 0.0000% | $9415900.00        | $9249803.52        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-05-15      | 1.1250%  | 0.0000% | $17846200.00       | $11456809.78       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-05-15      | 2.2500%  | 0.0000% | $6438300.00        | $4832797.22        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-15      | 0.3750%  | 0.0000% | $45862000.00       | $60891312.79       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-30      | 1.2500%  | 0.0000% | $645800.00         | $630354.19         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-15      | 0.7500%  | 0.0000% | $83414600.00       | $106955411.16      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-03-31      | 2.5000%  | 0.0000% | $1000.00           | $982.89            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-10-15      | 2.3750%  | 0.0000% | $300.00            | $332.81            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-02-28      | 4.0000%  | 0.0000% | $58149500.00       | $59005746.56       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-09-30      | 4.1250%  | 0.0000% | $70800.00          | $71447.68          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-08-15      | 1.7500%  | 0.0000% | $8453200.00        | $5762161.82        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-11-15      | 4.6250%  | 0.0000% | $270700.00         | $273402.60         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-07-15      | 0.1250%  | 0.0000% | $35834800.00       | $40320402.53       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-02-15      | 0.7500%  | 0.0000% | $23997700.00       | $27272233.22       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-08-15      | 3.0000%  | 0.0000% | $1400.00           | $1033.38           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-03-31      | 0.6250%  | 0.0000% | $16000.00          | $15292.48          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-04-30      | 2.8750%  | 0.0000% | $400.00            | $394.05            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-31      | 1.0000%  | 0.0000% | $600.00            | $558.55            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-01-15      | 0.1250%  | 0.0000% | $5143500.00        | $5516607.53        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-15      | 0.1250%  | 0.0000% | $173458300.00      | $232961330.35      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-05-15      | 4.2500%  | 0.0000% | $9066100.00        | $9298441.48        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-06-30      | 3.7500%  | 0.0000% | $80986600.00       | $81863279.94       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-01-15      | 1.1250%  | 0.0000% | $39518900.00       | $41622960.12       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-06-30      | 3.7500%  | 0.0000% | $100.00            | $100.96            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-08-15      | 3.8750%  | 0.0000% | $44160700.00       | $43721113.35       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-02-15      | 1.5000%  | 0.0000% | $187206100.00      | $163650474.66      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-03-31      | 1.2500%  | 0.0000% | $23910600.00       | $22556255.79       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-31      | 1.5000%  | 0.0000% | $100.00            | $97.40             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-31      | 3.5000%  | 0.0000% | $24999500.00       | $25068239.38       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-08      | 0.0000%  | 0.0000% | $900.00            | $890.50            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-31      | 4.1250%  | 0.0000% | $100.00            | $101.21            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-08-15      | 3.8750%  | 0.0000% | $26235000.00       | $25973850.25       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-10-31      | 4.0685%  | 0.0000% | $14595800.00       | $14698684.01       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-11-15      | 4.2500%  | 0.0000% | $25000.00          | $25696.19          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-07-31      | 4.0000%  | 0.0000% | $400.00            | $406.98            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-02-15      | 0.1250%  | 0.0000% | $3471000.00        | $2190646.04        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-05-15      | 3.2500%  | 0.0000% | $113340700.00      | $96762185.80       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-08-15      | 3.8750%  | 0.0000% | $1000.00           | $997.03            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-06-30      | 3.8750%  | 0.0000% | $138148500.00      | $140307415.68      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-02-29      | 4.1250%  | 0.0000% | $1000.00           | $1017.17           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-02-15      | 4.6250%  | 0.0000% | $2020300.00        | $2069816.04        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-15      | 3.8750%  | 0.0000% | $1000.00           | $1014.20           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-04-30      | 3.8750%  | 0.0000% | $100.00            | $102.22            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-05-15      | 4.6250%  | 0.0000% | $134500.00         | $136133.47         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-02-15      | 1.1250%  | 0.0000% | $100.00            | $87.51             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-31      | 3.8750%  | 0.0000% | $1000.00           | $1016.05           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-30      | 2.3750%  | 0.0000% | $17500.00          | $17525.49          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-05-15      | 2.8750%  | 0.0000% | $59167000.00       | $43018802.15       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-05-15      | 1.2500%  | 0.0000% | $1089600.00        | $541738.77         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-02-15      | 2.5000%  | 0.0000% | $13940700.00       | $10043256.68       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-31      | 0.7500%  | 0.0000% | $9000.00           | $8434.07           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-15      | 0.3750%  | 0.0000% | $42629100.00       | $55935350.47       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-10-15      | 1.6250%  | 0.0000% | $19147800.00       | $20187854.44       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-31      | 4.1250%  | 0.0000% | $251800.00         | $257120.57         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-30      | 0.7500%  | 0.0000% | $319100.00         | $314458.12         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-01-15      | 0.1250%  | 0.0000% | $100.00            | $116.49            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-08-15      | 0.6250%  | 0.0000% | $55100.00          | $47530.87          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-05-15      | 1.6250%  | 0.0000% | $900.00            | $806.78            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-11-15      | 2.0000%  | 0.0000% | $17507000.00       | $12443712.99       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-02-15      | 2.3750%  | 0.0000% | $15091200.00       | $11247739.23       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-11-15      | 3.0000%  | 0.0000% | $54511300.00       | $42873246.47       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-02-15      | 2.1250%  | 0.0000% | $161516500.00      | $157902465.05      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-02-15      | 3.8750%  | 0.0000% | $1000.00           | $914.14            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-05-15      | 2.8750%  | 0.0000% | $326000.00         | $259190.62         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-02-15      | 1.3750%  | 0.0000% | $6354200.00        | $7559089.36        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-01-31      | 4.3750%  | 0.0000% | $13647500.00       | $14126009.16       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-02-28      | 4.2500%  | 0.0000% | $15007400.00       | $15398239.20       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-06-15      | 3.8750%  | 0.0000% | $53933400.00       | $54877156.40       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-15      | 2.2500%  | 0.0000% | $25083300.00       | $24669739.09       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-07-15      | 1.3750%  | 0.0000% | $30134100.00       | $31643207.25       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-07-15      | 1.8750%  | 0.0000% | $39777800.00       | $41717732.22       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-10-31      | 4.8750%  | 0.0000% | $1419000.00        | $1520101.40        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-08-31      | 3.7500%  | 0.0000% | $58156600.00       | $58076037.70       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-31      | 0.3750%  | 0.0000% | $20559500.00       | $19386099.49       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-07-31      | 4.1250%  | 0.0000% | $32808100.00       | $33534721.86       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-28      | 4.1250%  | 0.0000% | $75400.00          | $76099.60          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-28      | 4.1250%  | 0.0000% | $195034800.00      | $196844431.95      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-11-15      | 4.5000%  | 0.0000% | $244532600.00      | $240501480.09      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-07-31      | 4.0000%  | 0.0000% | $200.00            | $203.52            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-08-15      | 4.2500%  | 0.0000% | $1600.00           | $1491.62           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-01-31      | 1.7500%  | 0.0000% | $100.00            | $94.32             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-02-15      | 1.8750%  | 0.0000% | $12001200.00       | $10676912.58       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-15      | 1.2500%  | 0.0000% | $22459800.00       | $24406448.13       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-05-15      | 5.0000%  | 0.0000% | $10061400.00       | $10657236.11       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-02-15      | 0.7500%  | 0.0000% | $218714600.00      | $224320908.34      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-02-15      | 1.0000%  | 0.0000% | $119999000.00      | $118245573.87      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-05-31      | 2.7500%  | 0.0000% | $550900.00         | $538451.68         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-06-30      | 3.2500%  | 0.0000% | $39735400.00       | $39453079.98       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-11-15      | 1.3750%  | 0.0000% | $1095300.00        | $953635.27         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-10-31      | 4.1250%  | 0.0000% | $100.00            | $103.21            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-15      | 1.6250%  | 0.0000% | $1100.00           | $1091.82           | U.S. Treasuries (including strips) |

### Security 739: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 4.200000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1BDKM1, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP1BDKM1
- **C.18 - Value (incl. sponsor support):** $8818000000.00
- **C.18.a - Value (excl. sponsor support):** $8818000000.00
- **C.19 - Percentage of Net Assets:** 2.3100%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2049-05-15      | 2.8750%  | 0.0000% | $336634400.00      | $249999938.15      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-02-15      | 1.1250%  | 0.0000% | $237824000.00      | $208114134.08      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-31      | 1.6250%  | 0.0000% | $4563600.00        | $4492677.61        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-02-15      | 4.6250%  | 0.0000% | $244019200.00      | $249999927.58      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-08-15      | 3.8750%  | 0.0000% | $250742400.00      | $249998635.36      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-11-15      | 1.3750%  | 0.0000% | $287137600.00      | $249999581.74      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-02-15      | 2.0000%  | 0.0000% | $414987200.00      | $249999493.93      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-11-15      | 3.0000%  | 0.0000% | $314364800.00      | $249964027.07      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-31      | 3.9965%  | 0.0000% | $203083200.00      | $204268368.78      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2038-02-15      | 4.3750%  | 0.0000% | $74176000.00       | $75254945.55       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-08-15      | 2.8750%  | 0.0000% | $52523200.00       | $40163637.54       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-11-15      | 1.3750%  | 0.0000% | $379764000.00      | $249998736.14      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-02-15      | 4.0000%  | 0.0000% | $249299200.00      | $249999980.05      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-08-15      | 4.2500%  | 0.0000% | $256142400.00      | $238791954.18      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-08-15      | 2.7500%  | 0.0000% | $267890400.00      | $249999741.47      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-15      | 0.5000%  | 0.0000% | $56552000.00       | $73248672.23       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-02-15      | 1.8750%  | 0.0000% | $281004800.00      | $249996974.09      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-10-31      | 4.1250%  | 0.0000% | $242230400.00      | $249998761.87      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-08-31      | 3.7500%  | 0.0000% | $250346400.00      | $249999603.89      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-07-31      | 4.1250%  | 0.0000% | $244582400.00      | $249999321.97      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-05-15      | 2.5000%  | 0.0000% | $350301600.00      | $249999392.57      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-11-15      | 3.3750%  | 0.0000% | $302916000.00      | $247837465.28      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-05-15      | 1.6250%  | 0.0000% | $278886400.00      | $249998719.19      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-08-15      | 4.5000%  | 0.0000% | $169637600.00      | $172015410.24      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-08-15      | 3.7500%  | 0.0000% | $273366400.00      | $249998903.44      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-08-15      | 3.8750%  | 0.0000% | $252512000.00      | $249998432.42      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-11-15      | 4.0000%  | 0.0000% | $276790400.00      | $249997366.07      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-08-15      | 4.3750%  | 0.0000% | $257164800.00      | $249999095.72      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-15      | 4.0000%  | 0.0000% | $247045200.00      | $249999753.13      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-03-31      | 4.1250%  | 0.0000% | $246664000.00      | $249998897.28      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-02-15      | 4.2500%  | 0.0000% | $268184000.00      | $249999113.42      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-08-15      | 1.7500%  | 0.0000% | $366752000.00      | $249998151.18      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-08-15      | 1.2500%  | 0.0000% | $288512000.00      | $249996657.79      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-15      | 4.6250%  | 0.0000% | $154254000.00      | $158952500.95      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-10-15      | 2.3750%  | 0.0000% | $82985600.00       | $92060184.46       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-09-30      | 3.8750%  | 0.0000% | $250742400.00      | $249997695.07      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-09-30      | 3.6250%  | 0.0000% | $251308800.00      | $249994454.98      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-08-15      | 4.1250%  | 0.0000% | $267328000.00      | $249997727.25      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-05-15      | 4.6250%  | 0.0000% | $249181600.00      | $249999850.08      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-02-15      | 4.7500%  | 0.0000% | $156288000.00      | $158485487.42      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-11-15      | 3.7500%  | 0.0000% | $150255400.00      | $135392060.70      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-08-15      | 3.1250%  | 0.0000% | $229970000.00      | $185353577.79      | U.S. Treasuries (including strips) |

### Security 740: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 4.200000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1BDKQ2, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP1BDKQ2
- **C.18 - Value (incl. sponsor support):** $352000000.00
- **C.18.a - Value (excl. sponsor support):** $352000000.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2046-08-15      | 2.2500%  | 0.0000% | $46048000.00       | $30904309.36       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-05-15      | 3.6250%  | 0.0000% | $296680800.00      | $249999782.03      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-08-15      | 3.3750%  | 0.0000% | $91068700.00       | $78135920.08       | U.S. Treasuries (including strips) |

### Security 741: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 4.200000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1BDKR0, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP1BDKR0
- **C.18 - Value (incl. sponsor support):** $8803000000.00
- **C.18.a - Value (excl. sponsor support):** $8803000000.00
- **C.19 - Percentage of Net Assets:** 2.3100%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2045-02-15      | 2.5000%  | 0.0000% | $288600.00         | $207915.23         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-03-31      | 4.1250%  | 0.0000% | $246020000.00      | $249998143.40      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-15      | 4.5000%  | 0.0000% | $242817600.00      | $249998930.52      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-15      | 2.8750%  | 0.0000% | $53970000.00       | $53029775.14       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-15      | 2.2500%  | 0.0000% | $50000200.00       | $49008071.03       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-15      | 2.0000%  | 0.0000% | $252884800.00      | $249999384.43      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-08-15      | 2.7500%  | 0.0000% | $342502400.00      | $249999523.06      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-11-15      | 4.2500%  | 0.0000% | $243225600.00      | $249998824.90      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-12-31      | 4.5000%  | 0.0000% | $238984000.00      | $249998772.56      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-02-28      | 4.2500%  | 0.0000% | $106192000.00      | $108957568.77      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-06-30      | 4.2500%  | 0.0000% | $242128000.00      | $249998370.64      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-02-15      | 3.0000%  | 0.0000% | $325235200.00      | $249999842.12      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-15      | 2.2500%  | 0.0000% | $176913800.00      | $173996933.72      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-05-15      | 3.3750%  | 0.0000% | $173129000.00      | $146905539.91      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-05-15      | 2.8750%  | 0.0000% | $343843200.00      | $249999536.76      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-05-15      | 3.0000%  | 0.0000% | $107419600.00      | $84926580.28       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-11-15      | 4.5000%  | 0.0000% | $237809600.00      | $249998531.05      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-15      | 4.5000%  | 0.0000% | $130219800.00      | $134481339.06      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-05-15      | 1.2500%  | 0.0000% | $425623200.00      | $211615811.62      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-31      | 4.1250%  | 0.0000% | $244643200.00      | $247615036.54      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-07-31      | 4.0000%  | 0.0000% | $247125600.00      | $249999778.23      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-11-15      | 4.6250%  | 0.0000% | $247528000.00      | $249999257.67      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-15      | 1.6250%  | 0.0000% | $50726800.00       | $56582154.75       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-05-15      | 2.8750%  | 0.0000% | $262864000.00      | $249997924.37      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-15      | 0.1250%  | 0.0000% | $221528000.00      | $249998963.54      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-02-28      | 4.0000%  | 0.0000% | $246368000.00      | $249995748.35      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-31      | 2.6250%  | 0.0000% | $252057600.00      | $249999045.58      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-28      | 1.1250%  | 0.0000% | $27808600.00       | $26855775.03       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-15      | 0.3750%  | 0.0000% | $188294400.00      | $249999851.87      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-31      | 1.5000%  | 0.0000% | $256680800.00      | $249999504.79      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-06-30      | 3.7500%  | 0.0000% | $247321600.00      | $249998856.32      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-08-15      | 2.2500%  | 0.0000% | $207908000.00      | $139533815.81      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-05-15      | 3.0000%  | 0.0000% | $217437600.00      | $168334753.98      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-02-15      | 2.2500%  | 0.0000% | $399601600.00      | $249999752.00      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-15      | 4.3750%  | 0.0000% | $244775200.00      | $249999733.76      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-08-15      | 3.1250%  | 0.0000% | $80207400.00       | $64646382.38       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-08-15      | 3.6250%  | 0.0000% | $284658400.00      | $249999318.36      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-05-15      | 3.2500%  | 0.0000% | $111347100.00      | $95060192.66       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-11-15      | 4.7500%  | 0.0000% | $244272000.00      | $249997613.54      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 3.7500%  | 0.0000% | $245878400.00      | $249999575.98      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-02-29      | 4.0000%  | 0.0000% | $247104800.00      | $249999612.22      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-11-30      | 4.3750%  | 0.0000% | $239758400.00      | $249999280.38      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-05-15      | 3.3750%  | 0.0000% | $256800000.00      | $249998973.00      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-03-31      | 3.6250%  | 0.0000% | $235283200.00      | $235256142.43      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-05-15      | 4.2500%  | 0.0000% | $231787200.00      | $232073573.09      | U.S. Treasuries (including strips) |

### Security 742: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 4.200000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1BDKU3, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP1BDKU3
- **C.18 - Value (incl. sponsor support):** $8804000000.00
- **C.18.a - Value (excl. sponsor support):** $8804000000.00
- **C.19 - Percentage of Net Assets:** 2.3100%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2033-02-15      | 3.5000%  | 0.0000% | $256266800.00      | $249999795.41      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-03-15      | 4.2500%  | 0.0000% | $247600000.00      | $249999503.98      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-05-15      | 3.8750%  | 0.0000% | $271152000.00      | $249999771.42      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-08-15      | 4.2500%  | 0.0000% | $9833600.00        | $9167496.52        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-31      | 3.5000%  | 0.0000% | $183721800.00      | $184226966.97      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-11-15      | 4.1250%  | 0.0000% | $243337600.00      | $249999879.32      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-08-15      | 2.0000%  | 0.0000% | $423112000.00      | $249999110.10      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2037-05-15      | 5.0000%  | 0.0000% | $90996400.00       | $99326847.43       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-15      | 6.1250%  | 0.0000% | $1144800.00        | $1228355.23        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-31      | 3.1250%  | 0.0000% | $251777200.00      | $249999849.10      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-06-30      | 1.2500%  | 0.0000% | $45518900.00       | $42832146.93       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-30      | 3.8750%  | 0.0000% | $44083400.00       | $44864675.42       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-15      | 1.7500%  | 0.0000% | $116249800.00      | $182810911.64      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2036-02-15      | 4.5000%  | 0.0000% | $200218400.00      | $207904984.59      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-02-15      | 1.8750%  | 0.0000% | $434187200.00      | $249999236.78      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2037-02-15      | 4.7500%  | 0.0000% | $8051700.00        | $8507172.59        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-08-15      | 4.1250%  | 0.0000% | $273998400.00      | $249998948.64      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-08-15      | 3.0000%  | 0.0000% | $329958400.00      | $249999250.97      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-05-15      | 4.2500%  | 0.0000% | $243752000.00      | $249998754.38      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-08-15      | 2.2500%  | 0.0000% | $388715200.00      | $249999265.52      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-11-15      | 2.3750%  | 0.0000% | $18727900.00       | $12461586.80       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-11-15      | 1.6250%  | 0.0000% | $458852800.00      | $249999868.28      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-06-30      | 3.2500%  | 0.0000% | $249697600.00      | $249999234.70      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-31      | 0.5000%  | 0.0000% | $7276100.00        | $6835887.25        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-09-30      | 4.1250%  | 0.0000% | $247733600.00      | $249999866.97      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-01-15      | 2.5000%  | 0.0000% | $158290400.00      | $249999808.51      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-28      | 1.8750%  | 0.0000% | $255990400.00      | $249998654.65      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-05-15      | 1.1250%  | 0.0000% | $389420800.00      | $249998320.72      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-08-15      | 3.0000%  | 0.0000% | $338692800.00      | $249999993.85      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-09-30      | 3.5000%  | 0.0000% | $40559200.00       | $40466725.02       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-01-15      | 0.1250%  | 0.0000% | $208603200.00      | $249999302.03      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 2.7500%  | 0.0000% | $250698000.00      | $249999410.97      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-15      | 4.1250%  | 0.0000% | $247361000.00      | $249999414.27      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-05-15      | 4.3750%  | 0.0000% | $249985600.00      | $249999911.68      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-02-15      | 3.1250%  | 0.0000% | $299571200.00      | $249999431.00      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-05-15      | 3.0000%  | 0.0000% | $303548000.00      | $249999704.42      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-10-31      | 4.8750%  | 0.0000% | $920700.00         | $986298.35         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-31      | 3.6250%  | 0.0000% | $247083600.00      | $249999762.93      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-02-15      | 3.8750%  | 0.0000% | $273480000.00      | $249999212.31      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-11-15      | 3.3750%  | 0.0000% | $2642500.00        | $2162020.17        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-05-15      | 2.3750%  | 0.0000% | $381611200.00      | $249999316.69      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-02-15      | 2.3750%  | 0.0000% | $335427200.00      | $249999845.99      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-11-15      | 2.0000%  | 0.0000% | $351721600.00      | $249998437.46      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-06-15      | 4.6250%  | 0.0000% | $238848000.00      | $245808789.06      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 4.0585%  | 0.0000% | $187647200.00      | $188876839.72      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-15      | 6.6250%  | 0.0000% | $53309900.00       | $55989855.31       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-31      | 0.6250%  | 0.0000% | $123197400.00      | $115435163.02      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-31      | 4.3750%  | 0.0000% | $3984200.00        | $4078170.11        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-05-15      | 4.7500%  | 0.0000% | $25548600.00       | $26171257.70       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-01-31      | 4.0000%  | 0.0000% | $245793600.00      | $249954992.57      | U.S. Treasuries (including strips) |

### Security 743: CANADIAN IMPERIAL BANK OF COMMERCE

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE 4.200000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1BDLG3, C.3 - LEI: 2IGI19DL77OX0HC3ZE78, C.5 - Other ID: ARP1BDLG3
- **C.18 - Value (incl. sponsor support):** $1057000000.00
- **C.18.a - Value (excl. sponsor support):** $1057000000.00
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2034-05-15      | 4.3750%  | 0.0000% | $20500.00          | $21333.54          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-31      | 4.1035%  | 0.0000% | $1292800.00        | $1302282.93        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-05-31      | 4.6250%  | 0.0000% | $100.00            | $105.70            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-31      | 3.6250%  | 0.0000% | $100.00            | $101.24            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-02-29      | 4.0000%  | 0.0000% | $100.00            | $101.22            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-02-15      | 2.1250%  | 0.0000% | $6923000.00        | $10236104.40       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-15      | 2.6250%  | 0.0000% | $400.00            | $388.53            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-04-30      | 2.8750%  | 0.0000% | $100.00            | $98.57             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-15      | 0.1250%  | 0.0000% | $2483600.00        | $2802572.72        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-31      | 1.1250%  | 0.0000% | $12900.00          | $12606.81          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-01-15      | 0.1250%  | 0.0000% | $10981300.00       | $11786862.23       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-04-30      | 4.6250%  | 0.0000% | $20940000.00       | $22015183.98       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-07-15      | 1.8750%  | 0.0000% | $999200.00         | $1018013.48        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-15      | 4.1250%  | 0.0000% | $100.00            | $101.10            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-04-30      | 4.6250%  | 0.0000% | $4275500.00        | $4495029.57        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-02-28      | 4.0000%  | 0.0000% | $4899800.00        | $4975721.99        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-06-30      | 1.2500%  | 0.0000% | $17345200.00       | $16331841.38       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-31      | 1.5000%  | 0.0000% | $100.00            | $97.43             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-11-15      | 4.5000%  | 0.0000% | $3362400.00        | $3420512.36        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-31      | 3.1250%  | 0.0000% | $100.00            | $99.34             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-31      | 1.2500%  | 0.0000% | $205200.00         | $193770.91         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-15      | 0.3750%  | 0.0000% | $40652900.00       | $53974228.48       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-15      | 0.1250%  | 0.0000% | $41599200.00       | $55862188.96       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-15      | 0.3750%  | 0.0000% | $422100.00         | $560415.66         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 0.5000%  | 0.0000% | $100.00            | $95.42             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-02-15      | 0.2500%  | 0.0000% | $191168100.00      | $142206756.51      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-02-15      | 0.2500%  | 0.0000% | $4213300.00        | $3134203.50        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-05-31      | 4.5000%  | 0.0000% | $100.00            | $104.34            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-01-15      | 1.7500%  | 0.0000% | $300.00            | $318.06            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-10-15      | 2.3750%  | 0.0000% | $1200.00           | $1331.71           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-05-31      | 4.5000%  | 0.0000% | $200.00            | $208.69            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-31      | 3.5000%  | 0.0000% | $600.00            | $601.93            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-01-15      | 1.1250%  | 0.0000% | $400.00            | $421.60            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-02-15      | 1.5000%  | 0.0000% | $1074000.00        | $937714.31         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-09-30      | 0.8750%  | 0.0000% | $200.00            | $194.46            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-15      | 1.7500%  | 0.0000% | $19754500.00       | $31063804.94       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-06-30      | 4.0000%  | 0.0000% | $999800.00         | $1019764.01        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-30      | 0.7500%  | 0.0000% | $16331700.00       | $16095057.05       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-30      | 1.5000%  | 0.0000% | $110600.00         | $104140.41         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-07-15      | 0.1250%  | 0.0000% | $941300.00         | $1128115.82        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-08-15      | 0.6250%  | 0.0000% | $1400.00           | $1208.93           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-01-15      | 0.1250%  | 0.0000% | $389500.00         | $454066.95         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-02-15      | 1.3750%  | 0.0000% | $22676200.00       | $26949147.83       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-07-15      | 1.3750%  | 0.0000% | $100.00            | $105.08            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-07-15      | 1.8750%  | 0.0000% | $1699900.00        | $1783760.00        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-04-30      | 3.5000%  | 0.0000% | $100.00            | $100.55            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-15      | 0.6250%  | 0.0000% | $111421100.00      | $151254364.01      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-31      | 0.6250%  | 0.0000% | $100.00            | $93.75             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-31      | 4.1435%  | 0.0000% | $1700.00           | $1712.71           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-02-15      | 1.3750%  | 0.0000% | $52034100.00       | $61839049.46       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-02-15      | 1.8750%  | 0.0000% | $5102300.00        | $4542433.55        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-15      | 3.7500%  | 0.0000% | $91598500.00       | $93125182.73       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-08-15      | 2.7500%  | 0.0000% | $67200.00          | $62759.39          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-01-31      | 4.0000%  | 0.0000% | $6216100.00        | $6326711.99        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-15      | 1.2500%  | 0.0000% | $48156100.00       | $52339454.07       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-01-31      | 4.0000%  | 0.0000% | $700.00            | $712.46            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-12-31      | 3.7500%  | 0.0000% | $136063000.00      | $137275593.46      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-02-15      | 2.7500%  | 0.0000% | $1831500.00        | $1801541.24        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-02-29      | 1.1250%  | 0.0000% | $1100.00           | $1038.34           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-31      | 0.5000%  | 0.0000% | $1868400.00        | $1777357.85        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-31      | 1.1250%  | 0.0000% | $10800.00          | $10068.09          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-31      | 1.1250%  | 0.0000% | $8112400.00        | $7562625.25        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-15      | 1.6250%  | 0.0000% | $200.00            | $186.02            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-15      | 0.5000%  | 0.0000% | $934900.00         | $1210981.71        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-15      | 0.5000%  | 0.0000% | $700.00            | $906.71            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-05-15      | 0.6250%  | 0.0000% | $400.00            | $348.87            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-06-30      | 4.2500%  | 0.0000% | $46507100.00       | $47947099.34       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-07-15      | 0.1250%  | 0.0000% | $115000.00         | $129483.35         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-01-15      | 0.1250%  | 0.0000% | $40200.00          | $48200.42          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-01-15      | 0.1250%  | 0.0000% | $100.00            | $119.90            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-02-15      | 0.1250%  | 0.0000% | $12303200.00       | $8477242.24        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-31      | 3.1250%  | 0.0000% | $66190200.00       | $65029209.26       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-30      | 3.5000%  | 0.0000% | $3367700.00        | $3407447.72        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-11-15      | 4.5000%  | 0.0000% | $1601400.00        | $1684365.33        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-11-15      | 1.3750%  | 0.0000% | $1000000.00        | $871375.25         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-06-30      | 3.2500%  | 0.0000% | $8040400.00        | $7988732.39        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-01-15      | 0.8750%  | 0.0000% | $7460400.00        | $9487004.24        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-31      | 0.7500%  | 0.0000% | $100.00            | $93.77             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-15      | 0.3750%  | 0.0000% | $100.00            | $131.22            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-10-15      | 1.6250%  | 0.0000% | $42900.00          | $45258.52          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-02-15      | 0.7500%  | 0.0000% | $100.00            | $102.43            | U.S. Treasuries (including strips) |

### Security 744: FICC - JPMORGAN CHASE & CO

- **C.1 - Title:** FICC - JPMORGAN CHASE & CO 4.200000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1BDLK4, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: ARP1BDLK4
- **C.18 - Value (incl. sponsor support):** $9000000000.00
- **C.18.a - Value (excl. sponsor support):** $9000000000.00
- **C.19 - Percentage of Net Assets:** 2.3600%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** Fixed Income Clearing Corp

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2030-02-28      | 4.0000%  | 0.0000% | $112377800.00      | $114119084.68      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-10-31      | 4.0685%  | 0.0000% | $15191100.00       | $15300185.44       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-31      | 3.8750%  | 0.0000% | $4990000.00        | $5065980.24        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-15      | 3.8750%  | 0.0000% | $90300.00          | $90996.40          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-03-31      | 0.7500%  | 0.0000% | $270900.00         | $266757.40         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-11-15      | 4.5000%  | 0.0000% | $25000000.00       | $25432075.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-11-15      | 4.5000%  | 0.0000% | $5359000.00        | $5451619.60        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-30      | 1.2500%  | 0.0000% | $1200.00           | $1171.60           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-31      | 2.6250%  | 0.0000% | $15304200.00       | $15300147.80       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-12-09      | 0.0000%  | 0.0000% | $24701700.00       | $24520488.33       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-03-26      | 0.0000%  | 0.0000% | $23800.00          | $23366.29          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-12-16      | 0.0000%  | 0.0000% | $7883000.00        | $7819510.32        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-30      | 2.3750%  | 0.0000% | $52011600.00       | $52091922.61       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-10-31      | 4.0000%  | 0.0000% | $100.00            | $102.82            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-31      | 1.1250%  | 0.0000% | $16699600.00       | $16320056.67       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-12-31      | 4.3750%  | 0.0000% | $1550214400.00     | $1608126534.45     | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-07-31      | 3.8750%  | 0.0000% | $54387000.00       | $55099699.97       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-15      | 3.7500%  | 0.0000% | $365414400.00      | $367940692.45      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-30      | 4.2500%  | 0.0000% | $2400.00           | $2448.92           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-12-31      | 4.2500%  | 0.0000% | $9602100.00        | $9709701.13        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-10-30      | 0.0000%  | 0.0000% | $3900000.00        | $3887348.40        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-15      | 0.0000%  | 0.0000% | $38500.00          | $38070.96          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-29      | 0.0000%  | 0.0000% | $20708000.00       | $20446913.54       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-11-12      | 0.0000%  | 0.0000% | $3444900.00        | $3428874.33        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-12-18      | 0.0000%  | 0.0000% | $12000.00          | $11899.57          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-03-12      | 0.0000%  | 0.0000% | $5784000.00        | $5686637.93        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-10-28      | 0.0000%  | 0.0000% | $34723800.00       | $34618586.89       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-11-04      | 0.0000%  | 0.0000% | $3243000.00        | $3230718.76        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-31      | 1.2500%  | 0.0000% | $48000.00          | $45326.53          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-03-31      | 2.3750%  | 0.0000% | $130353400.00      | $124926005.84      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-02-15      | 4.0000%  | 0.0000% | $22855200.00       | $22974641.28       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-15      | 4.3750%  | 0.0000% | $175083800.00      | $176932290.99      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-07-31      | 4.0000%  | 0.0000% | $412321600.00      | $419850771.78      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-02-28      | 4.6250%  | 0.0000% | $10628600.00       | $10698513.58       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-10-23      | 0.0000%  | 0.0000% | $97441500.00       | $97201209.26       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-06      | 0.0000%  | 0.0000% | $357200.00         | $353515.12         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-08      | 0.0000%  | 0.0000% | $870700.00         | $861652.56         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-02-19      | 0.0000%  | 0.0000% | $56831800.00       | $56003249.19       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-02      | 0.0000%  | 0.0000% | $5200.00           | $5148.37           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-11-25      | 0.0000%  | 0.0000% | $150376400.00      | $149459254.34      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-11-25      | 0.0000%  | 0.0000% | $198656400.00      | $197444794.62      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-31      | 0.7500%  | 0.0000% | $143854400.00      | $134888416.59      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-31      | 4.3750%  | 0.0000% | $139435400.00      | $141135541.13      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-31      | 1.6250%  | 0.0000% | $6859300.00        | $6754463.24        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-03-31      | 0.6250%  | 0.0000% | $226299600.00      | $216372968.05      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-31      | 2.1250%  | 0.0000% | $4618000.00        | $4598947.67        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-11-28      | 0.0000%  | 0.0000% | $9413200.00        | $9352804.91        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-06-30      | 3.8750%  | 0.0000% | $1363347200.00     | $1385656331.91     | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-11-30      | 4.1250%  | 0.0000% | $800.00            | $824.19            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-09-15      | 3.3750%  | 0.0000% | $4800.00           | $4785.69           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-06-30      | 4.2500%  | 0.0000% | $1200.00           | $1237.16           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-31      | 3.7500%  | 0.0000% | $20639900.00       | $20708439.64       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-03-05      | 0.0000%  | 0.0000% | $369640000.00      | $363692122.76      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-15      | 6.5000%  | 0.0000% | $940000.00         | $994332.00         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-13      | 0.0000%  | 0.0000% | $500000.00         | $494480.50         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-11-18      | 0.0000%  | 0.0000% | $783200.00         | $779034.94         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-06-30      | 0.8750%  | 0.0000% | $354816400.00      | $348004457.34      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-06-11      | 0.0000%  | 0.0000% | $50000100.00       | $48748347.50       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-09      | 0.0000%  | 0.0000% | $1172800.00        | $1140223.13        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-15      | 2.8750%  | 0.0000% | $5163200.00        | $5122819.90        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-30      | 4.0485%  | 0.0000% | $544562400.00      | $548352003.75      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-31      | 0.3750%  | 0.0000% | $505041000.00      | $476470125.09      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-11-15      | 2.2500%  | 0.0000% | $42753500.00       | $43018977.86       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-15      | 4.2500%  | 0.0000% | $126500000.00      | $129366953.37      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-31      | 4.1435%  | 0.0000% | $49889300.00       | $50262220.57       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-31      | 4.3750%  | 0.0000% | $911900.00         | $933914.81         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-31      | 4.2500%  | 0.0000% | $54847900.00       | $55278885.86       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-10-21      | 0.0000%  | 0.0000% | $815000.00         | $813168.69         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-06      | 0.0000%  | 0.0000% | $200900.00         | $194789.43         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-31      | 4.0805%  | 0.0000% | $357323200.00      | $359853838.30      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-15      | 3.6250%  | 0.0000% | $4685200.00        | $4742625.33        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-06-15      | 4.6250%  | 0.0000% | $271443200.00      | $279471180.14      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-30      | 0.7500%  | 0.0000% | $142396400.00      | $140333105.64      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-30      | 1.5000%  | 0.0000% | $466715200.00      | $439456698.74      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-12-11      | 0.0000%  | 0.0000% | $35004200.00       | $34738588.13       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-10-07      | 0.0000%  | 0.0000% | $9815200.00        | $9808604.19        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-16      | 0.0000%  | 0.0000% | $7500.00           | $7350.51           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-22      | 0.0000%  | 0.0000% | $10600.00          | $10473.90          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-10-14      | 0.0000%  | 0.0000% | $25000100.00       | $24963674.85       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-15      | 1.6250%  | 0.0000% | $50000000.00       | $49635687.50       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-02-28      | 2.5000%  | 0.0000% | $977000.00         | $973349.76         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-02-15      | 1.6250%  | 0.0000% | $15562000.00       | $15461628.99       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-02-28      | 2.5000%  | 0.0000% | $1198000.00        | $1193524.06        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-30      | 1.2500%  | 0.0000% | $73107200.00       | $69253062.33       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-11-30      | 0.3750%  | 0.0000% | $55028600.00       | $54766278.66       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-30      | 4.8750%  | 0.0000% | $50000300.00       | $51307724.94       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-06-30      | 1.8750%  | 0.0000% | $94000.00          | $93112.50          | U.S. Treasuries (including strips) |

### Security 745: SANTANDER UK PLC

- **C.1 - Title:** SANTANDER UK PLC 4.130000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD1YH2U8, C.3 - LEI: PTCQB104N23FMNK2RZ28, C.5 - Other ID: ATD1YH2U8
- **C.18 - Value (incl. sponsor support):** $775000000.00
- **C.18.a - Value (excl. sponsor support):** $775000000.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 746: ING BANK NV

- **C.1 - Title:** ING BANK NV 4.130000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD1YH2W4, C.3 - LEI: 3TK20IVIUJ8J3ZU0QE75, C.5 - Other ID: ATD1YH2W4
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 747: LANDESBANK BADEN WUERTTEMBERG (NEW YORK BRANCH)

- **C.1 - Title:** LANDESBANK BADEN WUERTTEMBERG (NEW YORK BRANCH) 4.120000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD1YH2X2, C.3 - LEI: N/A, C.5 - Other ID: ATD1YH2X2
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 748: AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (CAYMAN ISLANDS BRANCH)

- **C.1 - Title:** AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (CAYMAN ISLANDS BRANCH) 4.110000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD1YH2Y0, C.3 - LEI: N/A, C.5 - Other ID: ATD1YH2Y0
- **C.18 - Value (incl. sponsor support):** $1700000000.00
- **C.18.a - Value (excl. sponsor support):** $1700000000.00
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 749: NORDDEUTSCHE LANDESBANK GIROZENTRALE (NEW YORK BRANCH)

- **C.1 - Title:** NORDDEUTSCHE LANDESBANK GIROZENTRALE (NEW YORK BRANCH) 4.130000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD1YH352, C.3 - LEI: N/A, C.5 - Other ID: ATD1YH352
- **C.18 - Value (incl. sponsor support):** $475000000.00
- **C.18.a - Value (excl. sponsor support):** $475000000.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 750: AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (CAYMAN ISLANDS BRANCH)

- **C.1 - Title:** AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (CAYMAN ISLANDS BRANCH) 4.110000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD1YH386, C.3 - LEI: N/A, C.5 - Other ID: ATD1YH386
- **C.18 - Value (incl. sponsor support):** $1500000000.00
- **C.18.a - Value (excl. sponsor support):** $1500000000.00
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 751: NATIONAL BANK OF CANADA

- **C.1 - Title:** NATIONAL BANK OF CANADA 4.120000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD1YH394, C.3 - LEI: BSGEFEIOM18Y80CKCV46, C.5 - Other ID: ATD1YH394
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 752: ROYAL BANK OF CANADA

- **C.1 - Title:** ROYAL BANK OF CANADA 4.140000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD1YHWG6, C.3 - LEI: ES7IP3U3RHIGC71XBU11, C.5 - Other ID: ATD1YHWG6
- **C.18 - Value (incl. sponsor support):** $3000000000.00
- **C.18.a - Value (excl. sponsor support):** $3000000000.00
- **C.19 - Percentage of Net Assets:** 0.7900%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-10-02
- **C.12 - Maturity Date (WAL):** 2025-10-02
- **C.13 - Final Legal Maturity Date:** 2025-10-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 753: NORDDEUTSCHE LANDESBANK GIROZENTRALE (NEW YORK BRANCH)

- **C.1 - Title:** NORDDEUTSCHE LANDESBANK GIROZENTRALE (NEW YORK BRANCH) 4.130000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD1YHWJ0, C.3 - LEI: N/A, C.5 - Other ID: ATD1YHWJ0
- **C.18 - Value (incl. sponsor support):** $475000000.00
- **C.18.a - Value (excl. sponsor support):** $475000000.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-10-02
- **C.12 - Maturity Date (WAL):** 2025-10-02
- **C.13 - Final Legal Maturity Date:** 2025-10-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 754: BANCO SANTANDER SA (NEW YORK BRANCH)

- **C.1 - Title:** BANCO SANTANDER SA (NEW YORK BRANCH) 4.120000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD1YHWL5, C.3 - LEI: N/A, C.5 - Other ID: ATD1YHWL5
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-10-02
- **C.12 - Maturity Date (WAL):** 2025-10-02
- **C.13 - Final Legal Maturity Date:** 2025-10-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 755: ING BANK NV

- **C.1 - Title:** ING BANK NV 4.130000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD1YHWM3, C.3 - LEI: 3TK20IVIUJ8J3ZU0QE75, C.5 - Other ID: ATD1YHWM3
- **C.18 - Value (incl. sponsor support):** $750000000.00
- **C.18.a - Value (excl. sponsor support):** $750000000.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-10-02
- **C.12 - Maturity Date (WAL):** 2025-10-02
- **C.13 - Final Legal Maturity Date:** 2025-10-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 756: ING BANK NV

- **C.1 - Title:** ING BANK NV 4.130000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD1YHWO9, C.3 - LEI: 3TK20IVIUJ8J3ZU0QE75, C.5 - Other ID: ATD1YHWO9
- **C.18 - Value (incl. sponsor support):** $650000000.00
- **C.18.a - Value (excl. sponsor support):** $650000000.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-10-02
- **C.12 - Maturity Date (WAL):** 2025-10-02
- **C.13 - Final Legal Maturity Date:** 2025-10-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 757: LANDESBANK HESSEN THUERINGEN GIROZENTRALE (NEW YORK BRANCH)

- **C.1 - Title:** LANDESBANK HESSEN THUERINGEN GIROZENTRALE(NEW YORK BRANCH) 4.120000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD1YHWQ4, C.3 - LEI: ZUHK7JXNDU6FLQ1O6482, C.5 - Other ID: ATD1YHWQ4
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-10-02
- **C.12 - Maturity Date (WAL):** 2025-10-02
- **C.13 - Final Legal Maturity Date:** 2025-10-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 758: SANTANDER UK PLC

- **C.1 - Title:** SANTANDER UK PLC 4.130000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD1YHWS0, C.3 - LEI: PTCQB104N23FMNK2RZ28, C.5 - Other ID: ATD1YHWS0
- **C.18 - Value (incl. sponsor support):** $534000000.00
- **C.18.a - Value (excl. sponsor support):** $534000000.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-10-02
- **C.12 - Maturity Date (WAL):** 2025-10-02
- **C.13 - Final Legal Maturity Date:** 2025-10-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 759: ING BANK NV

- **C.1 - Title:** ING BANK NV 4.130000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD1YHWT8, C.3 - LEI: 3TK20IVIUJ8J3ZU0QE75, C.5 - Other ID: ATD1YHWT8
- **C.18 - Value (incl. sponsor support):** $850000000.00
- **C.18.a - Value (excl. sponsor support):** $850000000.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-10-02
- **C.12 - Maturity Date (WAL):** 2025-10-02
- **C.13 - Final Legal Maturity Date:** 2025-10-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 760: ING BANK NV

- **C.1 - Title:** ING BANK NV 4.130000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD1YHWU5, C.3 - LEI: 3TK20IVIUJ8J3ZU0QE75, C.5 - Other ID: ATD1YHWU5
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-10-02
- **C.12 - Maturity Date (WAL):** 2025-10-02
- **C.13 - Final Legal Maturity Date:** 2025-10-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 761: ING BANK NV

- **C.1 - Title:** ING BANK NV 4.130000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD1YIUB7, C.3 - LEI: 3TK20IVIUJ8J3ZU0QE75, C.5 - Other ID: ATD1YIUB7
- **C.18 - Value (incl. sponsor support):** $999994000.00
- **C.18.a - Value (excl. sponsor support):** $999994000.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-10-03
- **C.12 - Maturity Date (WAL):** 2025-10-03
- **C.13 - Final Legal Maturity Date:** 2025-10-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 762: LANDESBANK HESSEN THUERINGEN GIROZENTRALE (NEW YORK BRANCH)

- **C.1 - Title:** LANDESBANK HESSEN THUERINGEN GIROZENTRALE(NEW YORK BRANCH) 4.120000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD1YIUC5, C.3 - LEI: ZUHK7JXNDU6FLQ1O6482, C.5 - Other ID: ATD1YIUC5
- **C.18 - Value (incl. sponsor support):** $499996850.00
- **C.18.a - Value (excl. sponsor support):** $499996850.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-10-03
- **C.12 - Maturity Date (WAL):** 2025-10-03
- **C.13 - Final Legal Maturity Date:** 2025-10-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 763: ING BANK NV

- **C.1 - Title:** ING BANK NV 4.130000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD1YJR78, C.3 - LEI: 3TK20IVIUJ8J3ZU0QE75, C.5 - Other ID: ATD1YJR78
- **C.18 - Value (incl. sponsor support):** $949983565.00
- **C.18.a - Value (excl. sponsor support):** $949983565.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-10-06
- **C.12 - Maturity Date (WAL):** 2025-10-06
- **C.13 - Final Legal Maturity Date:** 2025-10-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 764: LANDESBANK HESSEN THUERINGEN GIROZENTRALE (NEW YORK BRANCH)

- **C.1 - Title:** LANDESBANK HESSEN THUERINGEN GIROZENTRALE(NEW YORK BRANCH) 4.120000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD1YJR94, C.3 - LEI: ZUHK7JXNDU6FLQ1O6482, C.5 - Other ID: ATD1YJR94
- **C.18 - Value (incl. sponsor support):** $199996320.00
- **C.18.a - Value (excl. sponsor support):** $199996320.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-10-06
- **C.12 - Maturity Date (WAL):** 2025-10-06
- **C.13 - Final Legal Maturity Date:** 2025-10-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 765: ROYAL BANK OF CANADA

- **C.1 - Title:** ROYAL BANK OF CANADA 4.150000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD1YKOT0, C.3 - LEI: ES7IP3U3RHIGC71XBU11, C.5 - Other ID: ATD1YKOT0
- **C.18 - Value (incl. sponsor support):** $1325000000.00
- **C.18.a - Value (excl. sponsor support):** $1325000000.00
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 766: SANTANDER UK PLC

- **C.1 - Title:** SANTANDER UK PLC 4.140000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD1YKOU7, C.3 - LEI: PTCQB104N23FMNK2RZ28, C.5 - Other ID: ATD1YKOU7
- **C.18 - Value (incl. sponsor support):** $504991162.50
- **C.18.a - Value (excl. sponsor support):** $504991162.50
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2025-10-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 767: AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (CAYMAN ISLANDS BRANCH)

- **C.1 - Title:** AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (CAYMAN ISLANDS BRANCH) 4.130000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD1YKOV5, C.3 - LEI: N/A, C.5 - Other ID: ATD1YKOV5
- **C.18 - Value (incl. sponsor support):** $1799965980.00
- **C.18.a - Value (excl. sponsor support):** $1799965980.00
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2025-10-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

## N-MFP: Signatures

**Registrant:** Charles Schwab Family of Funds

**Date:** 2025-10-07

**By:** Dana Smith

**Name of Signing Officer:** Dana Smith

**Title of Signing Officer:** CFO