# EDGAR Filing Document

**Accession Number:** 0000857156
**File Stem:** 0001410368-26-010476
**Filing Date:** 2026-2
**Character Count:** 3943247
**Document Hash:** 690e76d5038ca3de58c3f820c1382c38
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-010476.hdr.sgml**: 20260206

**ACCESSION NUMBER**: 0001410368-26-010476

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260131

**FILED AS OF DATE**: 20260206

**DATE AS OF CHANGE**: 20260206

**FILER**: 

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

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 1231
- **LEGAL ENTITY IDENTIFIER:** 549300I77JNLD629OV19

**FILING VALUES:**
- **FORM TYPE:** N-MFP3
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05954
- **FILM NUMBER:** 26607031

**BUSINESS ADDRESS:**
- **STREET 1:** 9800 SCHWAB WAY
- **CITY:** LONE TREE
- **STATE:** CO
- **ZIP:** 80124
- **BUSINESS PHONE:** 1-800-648-5300

**MAIL ADDRESS:**
- **STREET 1:** 9800 SCHWAB WAY
- **CITY:** LONE TREE
- **STATE:** CO
- **ZIP:** 80124

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

## Series and Classes Contracts Data

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

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

# Form N-MFP3: Monthly Schedule of Portfolio Holdings

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

### General Information

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

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

**CIK Number of Registrant:** 0000857156

**LEI of Registrant:** 549300I77JNLD629OV19

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

**LEI of Series:** 54930034YSGPKXW97O22

**EDGAR Series Identifier:** S000004508

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

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

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

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

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

### Fund Characteristics & Assets

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

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

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

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

- **Money Market Fund Category:** Prime

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

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

- **WAM:** 30 days

- **WAL:** 53 days

- **Total Value of Portfolio Securities:** $386820591333.07

- **Amortized Cost of Portfolio Securities:** $386794034255.44

- **Cash:** $8092000000.28

- **Total Other Assets:** $1066560650.16

- **Total Liabilities:** $4185548749.02

- **Net Assets of Series:** $391767046156.86

- **Number of Shares Outstanding (Series):** 391764055558.7900

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

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

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

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

### Daily & Weekly Liquid Assets
| Date       | Daily Liquid Assets ($)   | Weekly Liquid Assets ($)   | Daily Liquid Assets (%)   | Weekly Liquid Assets (%)   |
|:---|:---|:---|:---|:---|
| 2026-01-02 | $169610303566.00          | $218407586413.66           | 42.8700%                  | 55.2000%                   |
| 2026-01-05 | $167217204173.17          | $218376223073.23           | 42.1800%                  | 55.0800%                   |
| 2026-01-06 | $177226126527.08          | $217402756371.72           | 44.8700%                  | 55.0400%                   |
| 2026-01-07 | $164305518973.95          | $217521759751.14           | 41.5700%                  | 55.0400%                   |
| 2026-01-08 | $167726111370.85          | $217591410299.00           | 42.4200%                  | 55.0400%                   |
| 2026-01-09 | $171211728594.69          | $217749850376.34           | 43.2900%                  | 55.0600%                   |
| 2026-01-12 | $168540948599.33          | $217938268104.26           | 42.5900%                  | 55.0700%                   |
| 2026-01-13 | $177790748031.66          | $217407307102.95           | 45.0100%                  | 55.0400%                   |
| 2026-01-14 | $174877117131.95          | $217855068179.62           | 44.2400%                  | 55.1200%                   |
| 2026-01-15 | $178228525548.41          | $217166473710.75           | 45.1500%                  | 55.0100%                   |
| 2026-01-16 | $174343303903.83          | $217624736630.15           | 44.0400%                  | 54.9700%                   |
| 2026-01-20 | $182701816852.54          | $217003589191.58           | 46.2700%                  | 54.9600%                   |
| 2026-01-21 | $175205104815.86          | $221146377141.45           | 43.9600%                  | 55.4900%                   |
| 2026-01-22 | $178351993227.71          | $216892278054.63           | 45.2700%                  | 55.0500%                   |
| 2026-01-23 | $172211701171.15          | $217907356143.65           | 43.5100%                  | 55.0500%                   |
| 2026-01-26 | $176574329081.66          | $219300278654.18           | 44.5000%                  | 55.2600%                   |
| 2026-01-27 | $179119107793.00          | $217280763825.13           | 45.3500%                  | 55.0200%                   |
| 2026-01-28 | $169181672247.33          | $218084673481.52           | 42.8400%                  | 55.2300%                   |
| 2026-01-29 | $175264107168.70          | $218850748016.18           | 44.3100%                  | 55.3300%                   |
| 2026-01-30 | $169081474191.01          | $218320297298.60           | 42.7000%                  | 55.1300%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2026-01-02 | 3.9500%             |
| 2026-01-05 | 3.9400%             |
| 2026-01-06 | 3.9400%             |
| 2026-01-07 | 3.9200%             |
| 2026-01-08 | 3.9000%             |
| 2026-01-09 | 3.8700%             |
| 2026-01-12 | 3.8600%             |
| 2026-01-13 | 3.8600%             |
| 2026-01-14 | 3.8600%             |
| 2026-01-15 | 3.8600%             |
| 2026-01-16 | 3.8600%             |
| 2026-01-20 | 3.8500%             |
| 2026-01-21 | 3.8500%             |
| 2026-01-22 | 3.8500%             |
| 2026-01-23 | 3.8500%             |
| 2026-01-26 | 3.8500%             |
| 2026-01-27 | 3.8600%             |
| 2026-01-28 | 3.8600%             |
| 2026-01-29 | 3.8600%             |
| 2026-01-30 | 3.8600%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2026-01-02 | 1.0001                      |
|  |  |
| 2026-01-05 | 1.0002                      |
|  |  |
| 2026-01-06 | 1.0002                      |
|  |  |
| 2026-01-07 | 1.0002                      |
|  |  |
| 2026-01-08 | 1.0002                      |
|  |  |
| 2026-01-09 | 1.0001                      |
|  |  |
| 2026-01-12 | 1.0001                      |
|  |  |
| 2026-01-13 | 1.0001                      |
|  |  |
| 2026-01-14 | 1.0001                      |
|  |  |
| 2026-01-15 | 1.0001                      |
|  |  |
| 2026-01-16 | 1.0001                      |
|  |  |
| 2026-01-20 | 1.0001                      |
|  |  |
| 2026-01-21 | 1.0001                      |
|  |  |
| 2026-01-22 | 1.0001                      |
|  |  |
| 2026-01-23 | 1.0001                      |
|  |  |
| 2026-01-26 | 1.0001                      |
|  |  |
| 2026-01-27 | 1.0001                      |
|  |  |
| 2026-01-28 | 1.0001                      |
|  |  |
| 2026-01-29 | 1.0001                      |
|  |  |
| 2026-01-30 | 1.0001                      |
|  |  |

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

### Class: Investor Shares

- **Minimum Initial Investment:** $0.00

- **Net Assets of Class:** $248718254461.14

- **Number of Shares Outstanding:** 248716489918.8500

- **Expense Reimbursement/Waiver:** 1148950.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-01-02 | 1.0001          |
|  |  |
| 2026-01-05 | 1.0002          |
|  |  |
| 2026-01-06 | 1.0002          |
|  |  |
| 2026-01-07 | 1.0002          |
|  |  |
| 2026-01-08 | 1.0002          |
|  |  |
| 2026-01-09 | 1.0001          |
|  |  |
| 2026-01-12 | 1.0001          |
|  |  |
| 2026-01-13 | 1.0001          |
|  |  |
| 2026-01-14 | 1.0001          |
|  |  |
| 2026-01-15 | 1.0001          |
|  |  |
| 2026-01-16 | 1.0001          |
|  |  |
| 2026-01-20 | 1.0001          |
|  |  |
| 2026-01-21 | 1.0001          |
|  |  |
| 2026-01-22 | 1.0001          |
|  |  |
| 2026-01-23 | 1.0001          |
|  |  |
| 2026-01-26 | 1.0001          |
|  |  |
| 2026-01-27 | 1.0001          |
|  |  |
| 2026-01-28 | 1.0001          |
|  |  |
| 2026-01-29 | 1.0001          |
|  |  |
| 2026-01-30 | 1.0001          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-01-02 | $2066799696.29            | $801873170.89           |
| 2026-01-05 | $1274018537.45            | $1460874052.69          |
| 2026-01-06 | $1415308144.32            | $1914840492.64          |
| 2026-01-07 | $1259886209.01            | $1408340073.75          |
| 2026-01-08 | $1174677071.76            | $1293407063.37          |
| 2026-01-09 | $1001768151.50            | $1127791114.56          |
| 2026-01-12 | $1127682471.86            | $1109718608.59          |
| 2026-01-13 | $1164394789.66            | $1639293115.23          |
| 2026-01-14 | $998455141.27             | $1222272563.09          |
| 2026-01-15 | $978546835.85             | $1167366017.97          |
| 2026-01-16 | $1071906139.34            | $1125286366.10          |
| 2026-01-20 | $1143469405.97            | $1040132530.10          |
| 2026-01-21 | $1321191565.85            | $1978585147.87          |
| 2026-01-22 | $1140522568.41            | $1170536051.38          |
| 2026-01-23 | $1043551408.70            | $1092996755.83          |
| 2026-01-26 | $1081558068.68            | $1004493968.46          |
| 2026-01-27 | $1086727554.32            | $1287193156.48          |
| 2026-01-28 | $1013666996.72            | $1149524028.40          |
| 2026-01-29 | $897014313.31             | $1052702118.91          |
| 2026-01-30 | $936372870.74             | $1222997560.57          |

**Total Gross Subscriptions (Month):** $23197517941.01

**Total Gross Redemptions (Month):** $25270223956.88

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-01-02 | 3.6100%           |
| 2026-01-05 | 3.6100%           |
| 2026-01-06 | 3.6000%           |
| 2026-01-07 | 3.5800%           |
| 2026-01-08 | 3.5600%           |
| 2026-01-09 | 3.5300%           |
| 2026-01-12 | 3.5200%           |
| 2026-01-13 | 3.5200%           |
| 2026-01-14 | 3.5200%           |
| 2026-01-15 | 3.5200%           |
| 2026-01-16 | 3.5200%           |
| 2026-01-20 | 3.5100%           |
| 2026-01-21 | 3.5100%           |
| 2026-01-22 | 3.5100%           |
| 2026-01-23 | 3.5100%           |
| 2026-01-26 | 3.5100%           |
| 2026-01-27 | 3.5200%           |
| 2026-01-28 | 3.5200%           |
| 2026-01-29 | 3.5200%           |
| 2026-01-30 | 3.5200%           |

**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:** $143048791695.72

- **Number of Shares Outstanding:** 143047565639.9400

- **Expense Reimbursement/Waiver:** 658815.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-01-02 | 1.0001          |
|  |  |
| 2026-01-05 | 1.0002          |
|  |  |
| 2026-01-06 | 1.0002          |
|  |  |
| 2026-01-07 | 1.0002          |
|  |  |
| 2026-01-08 | 1.0002          |
|  |  |
| 2026-01-09 | 1.0001          |
|  |  |
| 2026-01-12 | 1.0001          |
|  |  |
| 2026-01-13 | 1.0001          |
|  |  |
| 2026-01-14 | 1.0001          |
|  |  |
| 2026-01-15 | 1.0001          |
|  |  |
| 2026-01-16 | 1.0001          |
|  |  |
| 2026-01-20 | 1.0001          |
|  |  |
| 2026-01-21 | 1.0001          |
|  |  |
| 2026-01-22 | 1.0001          |
|  |  |
| 2026-01-23 | 1.0001          |
|  |  |
| 2026-01-26 | 1.0001          |
|  |  |
| 2026-01-27 | 1.0001          |
|  |  |
| 2026-01-28 | 1.0001          |
|  |  |
| 2026-01-29 | 1.0001          |
|  |  |
| 2026-01-30 | 1.0001          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-01-02 | $1297452231.12            | $532372553.27           |
| 2026-01-05 | $1035842762.69            | $594217127.95           |
| 2026-01-06 | $914986111.74             | $968415934.93           |
| 2026-01-07 | $1030566226.06            | $750535826.36           |
| 2026-01-08 | $852841215.74             | $701791272.53           |
| 2026-01-09 | $901522293.64             | $776884958.81           |
| 2026-01-12 | $783206086.51             | $744553533.78           |
| 2026-01-13 | $1035147089.35            | $1182949304.74          |
| 2026-01-14 | $752375420.05             | $827433758.19           |
| 2026-01-15 | $759208397.50             | $749657742.05           |
| 2026-01-16 | $869114995.49             | $730234577.96           |
| 2026-01-20 | $755004231.84             | $581587242.32           |
| 2026-01-21 | $861727815.56             | $1248257704.18          |
| 2026-01-22 | $765211284.08             | $648294504.99           |
| 2026-01-23 | $914115954.82             | $640935864.35           |
| 2026-01-26 | $862557012.26             | $522843634.02           |
| 2026-01-27 | $650310522.84             | $832240196.77           |
| 2026-01-28 | $702531066.54             | $1414108060.03          |
| 2026-01-29 | $514587882.01             | $736920742.37           |
| 2026-01-30 | $665569168.80             | $693354849.58           |

**Total Gross Subscriptions (Month):** $16923877768.64

**Total Gross Redemptions (Month):** $15877589389.18

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-01-02 | 3.7600%           |
| 2026-01-05 | 3.7600%           |
| 2026-01-06 | 3.7500%           |
| 2026-01-07 | 3.7300%           |
| 2026-01-08 | 3.7100%           |
| 2026-01-09 | 3.6800%           |
| 2026-01-12 | 3.6700%           |
| 2026-01-13 | 3.6700%           |
| 2026-01-14 | 3.6700%           |
| 2026-01-15 | 3.6700%           |
| 2026-01-16 | 3.6700%           |
| 2026-01-20 | 3.6600%           |
| 2026-01-21 | 3.6600%           |
| 2026-01-22 | 3.6600%           |
| 2026-01-23 | 3.6600%           |
| 2026-01-26 | 3.6600%           |
| 2026-01-27 | 3.6700%           |
| 2026-01-28 | 3.6700%           |
| 2026-01-29 | 3.6700%           |
| 2026-01-30 | 3.6700%           |

**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: 03664BB47, C.4 - ISIN: US03664BB477, C.3 - LEI: 549300G2LM2ZKZ0X4Y50
- **C.18 - Value (incl. sponsor support):** $1589183.22
- **C.18.a - Value (excl. sponsor support):** $1589183.22
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **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? 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: 03664BB62, C.4 - ISIN: US03664BB626, C.3 - LEI: 549300G2LM2ZKZ0X4Y50
- **C.18 - Value (incl. sponsor support):** $99927860.00
- **C.18.a - Value (excl. sponsor support):** $99927860.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **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? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: 03664BCA2, C.4 - ISIN: US03664BCA26, C.3 - LEI: 549300G2LM2ZKZ0X4Y50
- **C.18 - Value (incl. sponsor support):** $49496369.16
- **C.18.a - Value (excl. sponsor support):** $49496369.16
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **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? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: 03664BCL8, C.4 - ISIN: US03664BCL80, C.3 - LEI: 549300G2LM2ZKZ0X4Y50
- **C.18 - Value (incl. sponsor support):** $99482320.00
- **C.18.a - Value (excl. sponsor support):** $99482320.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-03-20
- **C.12 - Maturity Date (WAL):** 2026-03-20
- **C.13 - Final Legal Maturity Date:** 2026-03-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 5: ANTALIS SA

- **C.1 - Title:** ANTALIS SA 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 03664BCP9, C.4 - ISIN: US03664BCP94, C.3 - LEI: 549300G2LM2ZKZ0X4Y50
- **C.18 - Value (incl. sponsor support):** $50520188.52
- **C.18.a - Value (excl. sponsor support):** $50520188.52
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **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 6: ATLANTIC ASSET SECURITIZATION LLC

- **C.1 - Title:** ATLANTIC ASSET SECURITIZATION LLC 3.880000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 04821PFQ1, C.4 - ISIN: US04821PFQ19, C.3 - LEI: 549300BUNY5BIX4CVW20
- **C.18 - Value (incl. sponsor support):** $100003272.00
- **C.18.a - Value (excl. sponsor support):** $100003272.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 7: ATLANTIC ASSET SECURITIZATION LLC

- **C.1 - Title:** ATLANTIC ASSET SECURITIZATION LLC 3.870000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 04821PFT5, C.4 - ISIN: US04821PFT57, C.3 - LEI: 549300BUNY5BIX4CVW20
- **C.18 - Value (incl. sponsor support):** $200012108.00
- **C.18.a - Value (excl. sponsor support):** $200012108.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 8: ATLANTIC ASSET SECURITIZATION LLC

- **C.1 - Title:** ATLANTIC ASSET SECURITIZATION LLC 3.880000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 04821PFZ1, C.4 - ISIN: US04821PFZ18, C.3 - LEI: 549300BUNY5BIX4CVW20
- **C.18 - Value (incl. sponsor support):** $200027788.00
- **C.18.a - Value (excl. sponsor support):** $200027788.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 9: ATLANTIC ASSET SECURITIZATION LLC

- **C.1 - Title:** ATLANTIC ASSET SECURITIZATION LLC 3.880000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 04821PGA5, C.4 - ISIN: US04821PGA57, C.3 - LEI: 549300BUNY5BIX4CVW20
- **C.18 - Value (incl. sponsor support):** $119016768.29
- **C.18.a - Value (excl. sponsor support):** $119016768.29
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-04-14
- **C.13 - Final Legal Maturity Date:** 2026-04-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 10: ATLANTIC ASSET SECURITIZATION LLC

- **C.1 - Title:** ATLANTIC ASSET SECURITIZATION LLC 3.890000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 04821PGD9, C.4 - ISIN: US04821PGD96, C.3 - LEI: 549300BUNY5BIX4CVW20
- **C.18 - Value (incl. sponsor support):** $100019352.00
- **C.18.a - Value (excl. sponsor support):** $100019352.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 11: ATLANTIC ASSET SECURITIZATION LLC

- **C.1 - Title:** ATLANTIC ASSET SECURITIZATION LLC 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):** $199359100.00
- **C.18.a - Value (excl. sponsor support):** $199359100.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **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 12: AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD

- **C.1 - Title:** AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 05253CBT2, C.4 - ISIN: US05253CBT27, C.3 - LEI: JHE42UYNWWTJB8YTTU19
- **C.18 - Value (incl. sponsor support):** $698002550.00
- **C.18.a - Value (excl. sponsor support):** $698002550.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **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 13: AUTOMATIC DATA PROCESSING INC

- **C.1 - Title:** AUTOMATIC DATA PROCESSING INC 3.600000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 0530A3B49, C.3 - LEI: HGBOLILQXWER4SAL2I23
- **C.18 - Value (incl. sponsor support):** $224884777.50
- **C.18.a - Value (excl. sponsor support):** $224884777.50
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **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? Yes, C.23 Categorized at Level 3? No

### Security 14: BG APT INVESTORS LP

- **C.1 - Title:** M/F HOUSING RB (BELLA VISTA) SERIES 2025A 3.810000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 05494MAA1, C.4 - ISIN: US05494MAA18, C.3 - LEI: 2549002PC81GBGZF0752
- **C.18 - Value (incl. sponsor support):** $23000000.00
- **C.18.a - Value (excl. sponsor support):** $23000000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2065-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 15: 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):** $999392100.00
- **C.18.a - Value (excl. sponsor support):** $999392100.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **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? Yes, C.23 Categorized at Level 3? No

### Security 16: BPCE SA

- **C.1 - Title:** BPCE SA 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 05571CBD2, C.4 - ISIN: US05571CBD20, C.3 - LEI: 9695005MSX1OYEMGDF46
- **C.18 - Value (incl. sponsor support):** $724965159.60
- **C.18.a - Value (excl. sponsor support):** $724965159.60
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **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 17: BPCE SA

- **C.1 - Title:** BPCE SA 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 05571CCL3, C.4 - ISIN: US05571CCL37, C.3 - LEI: 9695005MSX1OYEMGDF46
- **C.18 - Value (incl. sponsor support):** $422852305.00
- **C.18.a - Value (excl. sponsor support):** $422852305.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-03-20
- **C.12 - Maturity Date (WAL):** 2026-03-20
- **C.13 - Final Legal Maturity Date:** 2026-03-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 18: BPCE SA

- **C.1 - Title:** BPCE SA 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 05571CDE8, C.4 - ISIN: US05571CDE84, C.3 - LEI: 9695005MSX1OYEMGDF46
- **C.18 - Value (incl. sponsor support):** $776997678.60
- **C.18.a - Value (excl. sponsor support):** $776997678.60
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **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 19: BPCE SA

- **C.1 - Title:** BPCE SA 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 05571CE49, C.4 - ISIN: US05571CE490, C.3 - LEI: 9695005MSX1OYEMGDF46
- **C.18 - Value (incl. sponsor support):** $495120700.00
- **C.18.a - Value (excl. sponsor support):** $495120700.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-05-04
- **C.12 - Maturity Date (WAL):** 2026-05-04
- **C.13 - Final Legal Maturity Date:** 2026-05-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: 05571CE56, C.4 - ISIN: US05571CE565, C.3 - LEI: 9695005MSX1OYEMGDF46
- **C.18 - Value (incl. sponsor support):** $594083580.00
- **C.18.a - Value (excl. sponsor support):** $594083580.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-05-05
- **C.12 - Maturity Date (WAL):** 2026-05-05
- **C.13 - Final Legal Maturity Date:** 2026-05-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 21: BPCE SA

- **C.1 - Title:** BPCE SA 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 05571CF55, C.4 - ISIN: US05571CF554, C.3 - LEI: 9695005MSX1OYEMGDF46
- **C.18 - Value (incl. sponsor support):** $536917120.00
- **C.18.a - Value (excl. sponsor support):** $536917120.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-06-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 22: 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):** $470036425.00
- **C.18.a - Value (excl. sponsor support):** $470036425.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **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? Yes, C.23 Categorized at Level 3? No

### Security 23: 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):** $175030432.50
- **C.18.a - Value (excl. sponsor support):** $175030432.50
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **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 24: 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):** $338119787.20
- **C.18.a - Value (excl. sponsor support):** $338119787.20
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **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 25: 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):** $344117510.40
- **C.18.a - Value (excl. sponsor support):** $344117510.40
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **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 26: BNP PARIBAS (NEW YORK BRANCH)

- **C.1 - Title:** BNP PARIBAS (NEW YORK BRANCH) 3.920000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 05593DLH4, C.4 - ISIN: US05593DLH43, C.3 - LEI: R0MUWSFPU8MPRO8K5P83
- **C.18 - Value (incl. sponsor support):** $200105620.00
- **C.18.a - Value (excl. sponsor support):** $200105620.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-06-08
- **C.12 - Maturity Date (WAL):** 2026-06-08
- **C.13 - Final Legal Maturity Date:** 2026-06-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** BNP PARIBAS (NEW YORK BRANCH) 3.800000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 05593DLQ4, C.4 - ISIN: US05593DLQ42, C.3 - LEI: R0MUWSFPU8MPRO8K5P83
- **C.18 - Value (incl. sponsor support):** $500037350.00
- **C.18.a - Value (excl. sponsor support):** $500037350.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-07-02
- **C.12 - Maturity Date (WAL):** 2026-07-02
- **C.13 - Final Legal Maturity Date:** 2026-07-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 28: BANCO BILBAO VIZCAYA ARGENTARIA SA (NEW YORK BRANCH)

- **C.1 - Title:** BANCO BILBAO VIZCAYA ARGENTARIA SA (NEW YORK BRANCH) 4.030000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 05971MED3, C.4 - ISIN: US05971MED39, C.3 - LEI: K8MS7FD7N5Z2WQ51AZ71
- **C.18 - Value (incl. sponsor support):** $399020388.90
- **C.18.a - Value (excl. sponsor support):** $399020388.90
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **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? Yes, C.23 Categorized at Level 3? No

### Security 29: BANCO BILBAO VIZCAYA ARGENTARIA SA (NEW YORK BRANCH)

- **C.1 - Title:** BANCO BILBAO VIZCAYA ARGENTARIA SA (NEW YORK BRANCH) 3.910000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 05971MEY7, C.4 - ISIN: US05971MEY75, C.3 - LEI: K8MS7FD7N5Z2WQ51AZ71
- **C.18 - Value (incl. sponsor support):** $100013880.00
- **C.18.a - Value (excl. sponsor support):** $100013880.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-03-27
- **C.12 - Maturity Date (WAL):** 2026-03-27
- **C.13 - Final Legal Maturity Date:** 2026-03-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: BANCO BILBAO VIZCAYA ARGENTARIA SA (NEW YORK BRANCH)

- **C.1 - Title:** BANCO BILBAO VIZCAYA ARGENTARIA SA (NEW YORK BRANCH) 3.880000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 05971MFC4, C.4 - ISIN: US05971MFC47, C.3 - LEI: K8MS7FD7N5Z2WQ51AZ71
- **C.18 - Value (incl. sponsor support):** $300032910.00
- **C.18.a - Value (excl. sponsor support):** $300032910.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-04-02
- **C.12 - Maturity Date (WAL):** 2026-04-02
- **C.13 - Final Legal Maturity Date:** 2026-04-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 31: BANCO BILBAO VIZCAYA ARGENTARIA SA (NEW YORK BRANCH)

- **C.1 - Title:** BANCO BILBAO VIZCAYA ARGENTARIA SA (NEW YORK BRANCH) 3.890000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 05971MFD2, C.4 - ISIN: US05971MFD20, C.3 - LEI: K8MS7FD7N5Z2WQ51AZ71
- **C.18 - Value (incl. sponsor support):** $150022545.00
- **C.18.a - Value (excl. sponsor support):** $150022545.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **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? No, 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: BANCO BILBAO VIZCAYA ARGENTARIA SA (NEW YORK BRANCH)

- **C.1 - Title:** BANCO BILBAO VIZCAYA ARGENTARIA SA (NEW YORK BRANCH) 3.890000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 05971MFE0, C.4 - ISIN: US05971MFE03, C.3 - LEI: K8MS7FD7N5Z2WQ51AZ71
- **C.18 - Value (incl. sponsor support):** $150018585.00
- **C.18.a - Value (excl. sponsor support):** $150018585.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **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 33: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 3.980000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06050TNT5, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $600292224.00
- **C.18.a - Value (excl. sponsor support):** $600292224.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-07-10
- **C.13 - Final Legal Maturity Date:** 2026-07-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 34: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 4.230000%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 06050TNV0, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $515681262.60
- **C.18.a - Value (excl. sponsor support):** $515681262.60
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **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 35: 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):** $500847865.00
- **C.18.a - Value (excl. sponsor support):** $500847865.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-07-13
- **C.12 - Maturity Date (WAL):** 2026-07-13
- **C.13 - Final Legal Maturity Date:** 2026-07-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 36: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 4.000000%
- **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):** $1000065560.00
- **C.18.a - Value (excl. sponsor support):** $1000065560.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-10-02
- **C.13 - Final Legal Maturity Date:** 2026-10-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 37: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 4.040000%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 06050TPE6, C.4 - ISIN: US06050TPE63, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $1000583120.00
- **C.18.a - Value (excl. sponsor support):** $1000583120.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.0100%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-01-04
- **C.13 - Final Legal Maturity Date:** 2027-01-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 38: 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):** $250246525.00
- **C.18.a - Value (excl. sponsor support):** $250246525.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **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 39: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 3.990000%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 06051WWK6, C.4 - ISIN: US06051WWK60, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $111039194.10
- **C.18.a - Value (excl. sponsor support):** $111039194.10
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-04-02
- **C.12 - Maturity Date (WAL):** 2026-04-02
- **C.13 - Final Legal Maturity Date:** 2026-04-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 40: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 3.900000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06051WXD1, C.4 - ISIN: US06051WXD19, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $400301040.00
- **C.18.a - Value (excl. sponsor support):** $400301040.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-09-01
- **C.12 - Maturity Date (WAL):** 2026-09-01
- **C.13 - Final Legal Maturity Date:** 2026-09-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 41: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 3.760000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06051WXN9, C.4 - ISIN: US06051WXN90, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $500258600.00
- **C.18.a - Value (excl. sponsor support):** $500258600.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-10-29
- **C.12 - Maturity Date (WAL):** 2026-10-29
- **C.13 - Final Legal Maturity Date:** 2026-10-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 42: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 3.910000%
- **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):** $500101900.00
- **C.18.a - Value (excl. sponsor support):** $500101900.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 43: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 4.070000%
- **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):** $500286345.00
- **C.18.a - Value (excl. sponsor support):** $500286345.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 44: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 3.990000%
- **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):** $300016140.00
- **C.18.a - Value (excl. sponsor support):** $300016140.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-02-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 45: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 3.910000%
- **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):** $335138254.50
- **C.18.a - Value (excl. sponsor support):** $335138254.50
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 46: BOFA SECURITIES INC

- **C.1 - Title:** BOFA SECURITIES INC 4.040000%
- **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):** $350013930.00
- **C.18.a - Value (excl. sponsor support):** $350013930.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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? Yes, C.23 Categorized at Level 3? No

### Security 47: BOFA SECURITIES INC

- **C.1 - Title:** BOFA SECURITIES INC 3.940000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06054CMK8, C.4 - ISIN: US06054CMK89, C.3 - LEI: 549300HN4UKV1E2R3U73
- **C.18 - Value (incl. sponsor support):** $350147140.00
- **C.18.a - Value (excl. sponsor support):** $350147140.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-08-06
- **C.13 - Final Legal Maturity Date:** 2026-08-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 48: BOFA SECURITIES INC

- **C.1 - Title:** BOFA SECURITIES INC 3.920000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06054CNC5, C.4 - ISIN: US06054CNC54, C.3 - LEI: 549300HN4UKV1E2R3U73
- **C.18 - Value (incl. sponsor support):** $399208109.82
- **C.18.a - Value (excl. sponsor support):** $399208109.82
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-10-09
- **C.13 - Final Legal Maturity Date:** 2026-10-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 49: BOFA SECURITIES INC

- **C.1 - Title:** BOFA SECURITIES INC 3.890000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06054CND3, C.4 - ISIN: US06054CND38, C.3 - LEI: 549300HN4UKV1E2R3U73
- **C.18 - Value (incl. sponsor support):** $299963400.00
- **C.18.a - Value (excl. sponsor support):** $299963400.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-11-02
- **C.13 - Final Legal Maturity Date:** 2026-11-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 50: 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):** $668260800.00
- **C.18.a - Value (excl. sponsor support):** $668260800.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **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 51: 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):** $741425325.00
- **C.18.a - Value (excl. sponsor support):** $741425325.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **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 52: 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):** $197132660.00
- **C.18.a - Value (excl. sponsor support):** $197132660.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **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 53: BOFA SECURITIES INC

- **C.1 - Title:** BOFA SECURITIES INC 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06054PGG5, C.4 - ISIN: US06054PGG54, C.3 - LEI: 549300HN4UKV1E2R3U73
- **C.18 - Value (incl. sponsor support):** $491364700.00
- **C.18.a - Value (excl. sponsor support):** $491364700.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-07-16
- **C.12 - Maturity Date (WAL):** 2026-07-16
- **C.13 - Final Legal Maturity Date:** 2026-07-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 54: BOFA SECURITIES INC

- **C.1 - Title:** BOFA SECURITIES INC 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06054PGM2, C.4 - ISIN: US06054PGM23, C.3 - LEI: 549300HN4UKV1E2R3U73
- **C.18 - Value (incl. sponsor support):** $491118100.00
- **C.18.a - Value (excl. sponsor support):** $491118100.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-07-21
- **C.12 - Maturity Date (WAL):** 2026-07-21
- **C.13 - Final Legal Maturity Date:** 2026-07-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 55: BOFA SECURITIES INC

- **C.1 - Title:** BOFA SECURITIES INC 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06054PJ31, C.4 - ISIN: US06054PJ315, C.3 - LEI: 549300HN4UKV1E2R3U73
- **C.18 - Value (incl. sponsor support):** $195586400.00
- **C.18.a - Value (excl. sponsor support):** $195586400.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-09-03
- **C.12 - Maturity Date (WAL):** 2026-09-03
- **C.13 - Final Legal Maturity Date:** 2026-09-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 56: BOFA SECURITIES INC

- **C.1 - Title:** BOFA SECURITIES INC 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06054PJU1, C.4 - ISIN: US06054PJU12, C.3 - LEI: 549300HN4UKV1E2R3U73
- **C.18 - Value (incl. sponsor support):** $487716800.00
- **C.18.a - Value (excl. sponsor support):** $487716800.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-09-28
- **C.12 - Maturity Date (WAL):** 2026-09-28
- **C.13 - Final Legal Maturity Date:** 2026-09-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 57: BOFA SECURITIES INC

- **C.1 - Title:** BOFA SECURITIES INC 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06054PK96, C.4 - ISIN: US06054PK966, C.3 - LEI: 549300HN4UKV1E2R3U73
- **C.18 - Value (incl. sponsor support):** $146150700.00
- **C.18.a - Value (excl. sponsor support):** $146150700.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-10-09
- **C.12 - Maturity Date (WAL):** 2026-10-09
- **C.13 - Final Legal Maturity Date:** 2026-10-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 58: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 3.980000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06054RAE2, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $600256968.00
- **C.18.a - Value (excl. sponsor support):** $600256968.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 59: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 4.040000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06054RAQ5, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $500190830.00
- **C.18.a - Value (excl. sponsor support):** $500190830.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 60: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 3.950000%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 06054RB27, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $500169470.00
- **C.18.a - Value (excl. sponsor support):** $500169470.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 61: 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):** $473273228.45
- **C.18.a - Value (excl. sponsor support):** $473273228.45
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **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 62: 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):** $92013378.64
- **C.18.a - Value (excl. sponsor support):** $92013378.64
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **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 63: 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):** $54026273.16
- **C.18.a - Value (excl. sponsor support):** $54026273.16
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **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 64: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 3.920000%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 06054RCS9, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $385079606.45
- **C.18.a - Value (excl. sponsor support):** $385079606.45
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 65: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 3.760000%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 06054RDK5, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $499966010.00
- **C.18.a - Value (excl. sponsor support):** $499966010.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-10-01
- **C.12 - Maturity Date (WAL):** 2026-10-01
- **C.13 - Final Legal Maturity Date:** 2026-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 66: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 3.820000%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 06054RDT6, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $200069968.00
- **C.18.a - Value (excl. sponsor support):** $200069968.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-10-16
- **C.12 - Maturity Date (WAL):** 2026-10-16
- **C.13 - Final Legal Maturity Date:** 2026-10-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 67: BANK OF MONTREAL

- **C.1 - Title:** BANK OF MONTREAL 3.950000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06367L3H8, C.4 - ISIN: US06367L3H86, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16
- **C.18 - Value (incl. sponsor support):** $250051845.00
- **C.18.a - Value (excl. sponsor support):** $250051845.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-08-04
- **C.13 - Final Legal Maturity Date:** 2026-08-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 68: BANK OF MONTREAL

- **C.1 - Title:** BANK OF MONTREAL 3.910000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06367L3S4, C.4 - ISIN: US06367L3S42, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16
- **C.18 - Value (incl. sponsor support):** $200013870.00
- **C.18.a - Value (excl. sponsor support):** $200013870.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 69: BANK OF MONTREAL (CHICAGO BRANCH)

- **C.1 - Title:** BANK OF MONTREAL (CHICAGO BRANCH) 4.020000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06370B4V3, C.4 - ISIN: US06370B4V33, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16
- **C.18 - Value (incl. sponsor support):** $249033298.40
- **C.18.a - Value (excl. sponsor support):** $249033298.40
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-11-13
- **C.13 - Final Legal Maturity Date:** 2026-11-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 70: BANK OF MONTREAL (CHICAGO BRANCH)

- **C.1 - Title:** BANK OF MONTREAL (CHICAGO BRANCH) 3.950000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06370B5P5, C.4 - ISIN: US06370B5P55, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16
- **C.18 - Value (incl. sponsor support):** $196427077.67
- **C.18.a - Value (excl. sponsor support):** $196427077.67
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-10-13
- **C.13 - Final Legal Maturity Date:** 2026-10-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 71: BANK OF MONTREAL (CHICAGO BRANCH)

- **C.1 - Title:** BANK OF MONTREAL (CHICAGO BRANCH) 3.950000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06370B5R1, C.4 - ISIN: US06370B5R12, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16
- **C.18 - Value (incl. sponsor support):** $100012010.00
- **C.18.a - Value (excl. sponsor support):** $100012010.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-10-20
- **C.13 - Final Legal Maturity Date:** 2026-10-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 72: BANK OF NOVA SCOTIA (NEW YORK BRANCH)

- **C.1 - Title:** BANK OF NOVA SCOTIA (NEW YORK BRANCH) 3.930000%
- **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):** $700207690.00
- **C.18.a - Value (excl. sponsor support):** $700207690.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 73: BANK OF NOVA SCOTIA (HOUSTON BRANCH)

- **C.1 - Title:** BANK OF NOVA SCOTIA (HOUSTON BRANCH) 3.920000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06418NJY9, C.4 - ISIN: US06418NJY94, C.3 - LEI: L3I9ZG2KFGXZ61BMYR72
- **C.18 - Value (incl. sponsor support):** $199044635.70
- **C.18.a - Value (excl. sponsor support):** $199044635.70
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-08-06
- **C.13 - Final Legal Maturity Date:** 2026-08-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 74: BANK OF NOVA SCOTIA (HOUSTON BRANCH)

- **C.1 - Title:** BANK OF NOVA SCOTIA (HOUSTON BRANCH) 3.960000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06418NLJ9, C.4 - ISIN: US06418NLJ99, C.3 - LEI: L3I9ZG2KFGXZ61BMYR72
- **C.18 - Value (incl. sponsor support):** $748261650.40
- **C.18.a - Value (excl. sponsor support):** $748261650.40
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 75: BANK OF NOVA SCOTIA (NEW YORK BRANCH)

- **C.1 - Title:** BANK OF NOVA SCOTIA (NEW YORK BRANCH) 3.920000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06418NMB5, C.4 - ISIN: US06418NMB54, C.3 - LEI: L3I9ZG2KFGXZ61BMYR72
- **C.18 - Value (incl. sponsor support):** $299550301.95
- **C.18.a - Value (excl. sponsor support):** $299550301.95
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-10-13
- **C.13 - Final Legal Maturity Date:** 2026-10-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 76: BANK OF NOVA SCOTIA (HOUSTON BRANCH)

- **C.1 - Title:** BANK OF NOVA SCOTIA (HOUSTON BRANCH) 3.900000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06418NMG4, C.4 - ISIN: US06418NMG42, C.3 - LEI: L3I9ZG2KFGXZ61BMYR72
- **C.18 - Value (incl. sponsor support):** $949857310.00
- **C.18.a - Value (excl. sponsor support):** $949857310.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-10-27
- **C.13 - Final Legal Maturity Date:** 2026-10-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 77: 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):** $98963775.38
- **C.18.a - Value (excl. sponsor support):** $98963775.38
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **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 78: 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):** $99802540.00
- **C.18.a - Value (excl. sponsor support):** $99802540.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **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 79: 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):** $134242947.00
- **C.18.a - Value (excl. sponsor support):** $134242947.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **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 80: 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):** $99418190.00
- **C.18.a - Value (excl. sponsor support):** $99418190.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **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 81: BARCLAYS BANK PLC US COLLATERALIZED CP NOTES SERIES 2010-1

- **C.1 - Title:** BARCLAYS BANK PLC US COLLATERALIZED CP NOTES SERIES 2010-1 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06741EDT4, C.4 - ISIN: US06741EDT47, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $87194782.40
- **C.18.a - Value (excl. sponsor support):** $87194782.40
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-04-27
- **C.12 - Maturity Date (WAL):** 2026-04-27
- **C.13 - Final Legal Maturity Date:** 2026-04-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** BARCLAYS BANK PLC US COLLATERALIZED CP NOTES SERIES 2010-1 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06741EDU1, C.4 - ISIN: US06741EDU10, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $51518818.00
- **C.18.a - Value (excl. sponsor support):** $51518818.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-04-28
- **C.12 - Maturity Date (WAL):** 2026-04-28
- **C.13 - Final Legal Maturity Date:** 2026-04-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** BARCLAYS BANK PLC US COLLATERALIZED CP NOTES SERIES 2010-1 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06741EG79, C.4 - ISIN: US06741EG796, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $96769403.76
- **C.18.a - Value (excl. sponsor support):** $96769403.76
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-07-07
- **C.12 - Maturity Date (WAL):** 2026-07-07
- **C.13 - Final Legal Maturity Date:** 2026-07-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 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: 06741EGE4, C.4 - ISIN: US06741EGE41, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $196549720.00
- **C.18.a - Value (excl. sponsor support):** $196549720.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-07-14
- **C.12 - Maturity Date (WAL):** 2026-07-14
- **C.13 - Final Legal Maturity Date:** 2026-07-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 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: 06741EGP9, C.4 - ISIN: US06741EGP97, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $196376140.00
- **C.18.a - Value (excl. sponsor support):** $196376140.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-07-23
- **C.12 - Maturity Date (WAL):** 2026-07-23
- **C.13 - Final Legal Maturity Date:** 2026-07-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 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: 06741EGQ7, C.4 - ISIN: US06741EGQ70, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $196356920.00
- **C.18.a - Value (excl. sponsor support):** $196356920.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-07-24
- **C.12 - Maturity Date (WAL):** 2026-07-24
- **C.13 - Final Legal Maturity Date:** 2026-07-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 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: 06741EGT1, C.4 - ISIN: US06741EGT10, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $154095076.10
- **C.18.a - Value (excl. sponsor support):** $154095076.10
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-07-27
- **C.12 - Maturity Date (WAL):** 2026-07-27
- **C.13 - Final Legal Maturity Date:** 2026-07-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 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: 06741EGU8, C.4 - ISIN: US06741EGU82, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $196280340.00
- **C.18.a - Value (excl. sponsor support):** $196280340.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-07-28
- **C.12 - Maturity Date (WAL):** 2026-07-28
- **C.13 - Final Legal Maturity Date:** 2026-07-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** BARCLAYS BANK PLC US COLLATERALIZED CP NOTES SERIES 2010-1 3.930000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06741HRU9, C.4 - ISIN: US06741HRU94, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $229075318.10
- **C.18.a - Value (excl. sponsor support):** $229075318.10
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-05-21
- **C.13 - Final Legal Maturity Date:** 2026-05-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 3.940000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06741HRV7, C.4 - ISIN: US06741HRV77, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $296101557.60
- **C.18.a - Value (excl. sponsor support):** $296101557.60
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-06-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 91: 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: 06744RB49, C.4 - ISIN: US06744RB496, C.3 - LEI: 213800UUGANOMFJ9X769
- **C.18 - Value (incl. sponsor support):** $579705534.00
- **C.18.a - Value (excl. sponsor support):** $579705534.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-04
- **C.12 - Maturity Date (WAL):** 2026-02-04
- **C.13 - Final Legal Maturity Date:** 2026-02-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 92: BARCLAYS BANK UK PLC

- **C.1 - Title:** BARCLAYS BANK UK PLC 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06744RB56, C.4 - ISIN: US06744RB561, C.3 - LEI: 213800UUGANOMFJ9X769
- **C.18 - Value (incl. sponsor support):** $200877510.60
- **C.18.a - Value (excl. sponsor support):** $200877510.60
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **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? Yes, C.23 Categorized at Level 3? No

### Security 93: BARCLAYS BANK PLC (NEW YORK BRANCH)

- **C.1 - Title:** BARCLAYS BANK PLC (NEW YORK BRANCH) 4.000000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06745GEV9, C.4 - ISIN: US06745GEV95, C.3 - LEI: G5GSEF7VJP5I7OUK5573
- **C.18 - Value (incl. sponsor support):** $950230470.00
- **C.18.a - Value (excl. sponsor support):** $950230470.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-04-10
- **C.12 - Maturity Date (WAL):** 2026-04-10
- **C.13 - Final Legal Maturity Date:** 2026-04-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 94: BARCLAYS BANK PLC (NEW YORK BRANCH)

- **C.1 - Title:** BARCLAYS BANK PLC (NEW YORK BRANCH) 4.000000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06745GEW7, C.4 - ISIN: US06745GEW78, C.3 - LEI: G5GSEF7VJP5I7OUK5573
- **C.18 - Value (incl. sponsor support):** $1750511175.00
- **C.18.a - Value (excl. sponsor support):** $1750511175.00
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **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 95: BARCLAYS BANK PLC (NEW YORK BRANCH)

- **C.1 - Title:** BARCLAYS BANK PLC (NEW YORK BRANCH) 3.960000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06745GFL0, C.4 - ISIN: US06745GFL05, C.3 - LEI: G5GSEF7VJP5I7OUK5573
- **C.18 - Value (incl. sponsor support):** $752684136.75
- **C.18.a - Value (excl. sponsor support):** $752684136.75
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-05-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 96: BARCLAYS BANK PLC (NEW YORK BRANCH)

- **C.1 - Title:** BARCLAYS BANK PLC (NEW YORK BRANCH) 3.930000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06745GFS5, C.4 - ISIN: US06745GFS57, C.3 - LEI: G5GSEF7VJP5I7OUK5573
- **C.18 - Value (incl. sponsor support):** $199508870.86
- **C.18.a - Value (excl. sponsor support):** $199508870.86
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-04-28
- **C.12 - Maturity Date (WAL):** 2026-04-28
- **C.13 - Final Legal Maturity Date:** 2026-04-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 97: BARCLAYS BANK PLC (NEW YORK BRANCH)

- **C.1 - Title:** BARCLAYS BANK PLC (NEW YORK BRANCH) 3.890000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06745GFT3, C.4 - ISIN: US06745GFT31, C.3 - LEI: G5GSEF7VJP5I7OUK5573
- **C.18 - Value (incl. sponsor support):** $200044800.00
- **C.18.a - Value (excl. sponsor support):** $200044800.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-04-29
- **C.13 - Final Legal Maturity Date:** 2026-04-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 98: BARCLAYS BANK PLC (NEW YORK BRANCH)

- **C.1 - Title:** BARCLAYS BANK PLC (NEW YORK BRANCH) 4.020000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06745GGE5, C.4 - ISIN: US06745GGE52, C.3 - LEI: G5GSEF7VJP5I7OUK5573
- **C.18 - Value (incl. sponsor support):** $559243053.20
- **C.18.a - Value (excl. sponsor support):** $559243053.20
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **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 99: BARCLAYS BANK PLC (NEW YORK BRANCH)

- **C.1 - Title:** BARCLAYS BANK PLC (NEW YORK BRANCH) 3.910000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06745GGJ4, C.4 - ISIN: US06745GGJ40, C.3 - LEI: G5GSEF7VJP5I7OUK5573
- **C.18 - Value (incl. sponsor support):** $467135943.70
- **C.18.a - Value (excl. sponsor support):** $467135943.70
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-05-13
- **C.13 - Final Legal Maturity Date:** 2026-05-13
- **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 100: BARCLAYS BANK PLC (NEW YORK BRANCH)

- **C.1 - Title:** BARCLAYS BANK PLC (NEW YORK BRANCH) 3.920000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06745GGP0, C.4 - ISIN: US06745GGP00, C.3 - LEI: G5GSEF7VJP5I7OUK5573
- **C.18 - Value (incl. sponsor support):** $693227789.10
- **C.18.a - Value (excl. sponsor support):** $693227789.10
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-05-28
- **C.13 - Final Legal Maturity Date:** 2026-05-28
- **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 101: BARCLAYS BANK PLC (NEW YORK BRANCH)

- **C.1 - Title:** BARCLAYS BANK PLC (NEW YORK BRANCH) 4.050000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06745GGW5, C.4 - ISIN: US06745GGW50, C.3 - LEI: G5GSEF7VJP5I7OUK5573
- **C.18 - Value (incl. sponsor support):** $400215400.00
- **C.18.a - Value (excl. sponsor support):** $400215400.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **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 102: BARCLAYS BANK PLC (NEW YORK BRANCH)

- **C.1 - Title:** BARCLAYS BANK PLC (NEW YORK BRANCH) 4.080000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06745GGY1, C.4 - ISIN: US06745GGY17, C.3 - LEI: G5GSEF7VJP5I7OUK5573
- **C.18 - Value (incl. sponsor support):** $767482366.30
- **C.18.a - Value (excl. sponsor support):** $767482366.30
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **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 103: BARCLAYS BANK PLC (NEW YORK BRANCH)

- **C.1 - Title:** BARCLAYS BANK PLC (NEW YORK BRANCH) 3.880000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06745GHF1, C.4 - ISIN: US06745GHF19, C.3 - LEI: G5GSEF7VJP5I7OUK5573
- **C.18 - Value (incl. sponsor support):** $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:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-06-22
- **C.12 - Maturity Date (WAL):** 2026-06-22
- **C.13 - Final Legal Maturity Date:** 2026-06-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** BARCLAYS BANK PLC (NEW YORK BRANCH) 3.880000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06745GHG9, C.4 - ISIN: US06745GHG91, C.3 - LEI: G5GSEF7VJP5I7OUK5573
- **C.18 - Value (incl. sponsor support):** $490027489.00
- **C.18.a - Value (excl. sponsor support):** $490027489.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-06-23
- **C.12 - Maturity Date (WAL):** 2026-06-23
- **C.13 - Final Legal Maturity Date:** 2026-06-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 105: BARTON CAPITAL SA

- **C.1 - Title:** BARTON CAPITAL SA 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06945MB21, C.4 - ISIN: US06945MB219, C.3 - LEI: 549300KOFKIMD0C37W24
- **C.18 - Value (incl. sponsor support):** $49984715.00
- **C.18.a - Value (excl. sponsor support):** $49984715.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 106: BARTON CAPITAL SA

- **C.1 - Title:** BARTON CAPITAL SA 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06945MB39, C.4 - ISIN: US06945MB391, C.3 - LEI: 549300KOFKIMD0C37W24
- **C.18 - Value (incl. sponsor support):** $199918420.00
- **C.18.a - Value (excl. sponsor support):** $199918420.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **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? Yes, C.23 Categorized at Level 3? No

### Security 107: BARTON CAPITAL SA

- **C.1 - Title:** BARTON CAPITAL SA 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06945MB54, C.4 - ISIN: US06945MB540, C.3 - LEI: 549300KOFKIMD0C37W24
- **C.18 - Value (incl. sponsor support):** $99938710.00
- **C.18.a - Value (excl. sponsor support):** $99938710.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **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? Yes, C.23 Categorized at Level 3? No

### Security 108: BARTON CAPITAL SA

- **C.1 - Title:** BARTON CAPITAL SA 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06945MC61, C.4 - ISIN: US06945MC613, C.3 - LEI: 549300KOFKIMD0C37W24
- **C.18 - Value (incl. sponsor support):** $199276020.00
- **C.18.a - Value (excl. sponsor support):** $199276020.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **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 109: BARTON CAPITAL SA

- **C.1 - Title:** BARTON CAPITAL SA 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06945MCT1, C.4 - ISIN: US06945MCT18, C.3 - LEI: 549300KOFKIMD0C37W24
- **C.18 - Value (incl. sponsor support):** $149129670.00
- **C.18.a - Value (excl. sponsor support):** $149129670.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-03-27
- **C.12 - Maturity Date (WAL):** 2026-03-27
- **C.13 - Final Legal Maturity Date:** 2026-03-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 110: BARTON CAPITAL SA

- **C.1 - Title:** BARTON CAPITAL SA 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06945MEE2, C.4 - ISIN: US06945MEE21, C.3 - LEI: 549300KOFKIMD0C37W24
- **C.18 - Value (incl. sponsor support):** $98916470.00
- **C.18.a - Value (excl. sponsor support):** $98916470.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-05-14
- **C.12 - Maturity Date (WAL):** 2026-05-14
- **C.13 - Final Legal Maturity Date:** 2026-05-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: BARTON CAPITAL SA

- **C.1 - Title:** BARTON CAPITAL SA 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06945MEF9, C.3 - LEI: 549300KOFKIMD0C37W24
- **C.18 - Value (incl. sponsor support):** $98906250.00
- **C.18.a - Value (excl. sponsor support):** $98906250.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-05-15
- **C.12 - Maturity Date (WAL):** 2026-05-15
- **C.13 - Final Legal Maturity Date:** 2026-05-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: 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.4 - ISIN: US07644BB509, C.3 - LEI: 5493000JWH1Z48FX0180
- **C.18 - Value (incl. sponsor support):** $249847200.00
- **C.18.a - Value (excl. sponsor support):** $249847200.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **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? Yes, C.23 Categorized at Level 3? No

### Security 113: 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.4 - ISIN: US07644BBB71, C.3 - LEI: 5493000JWH1Z48FX0180
- **C.18 - Value (incl. sponsor support):** $121850306.00
- **C.18.a - Value (excl. sponsor support):** $121850306.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-02-11
- **C.12 - Maturity Date (WAL):** 2026-02-11
- **C.13 - Final Legal Maturity Date:** 2026-02-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: 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.4 - ISIN: US07644BBK70, C.3 - LEI: 5493000JWH1Z48FX0180
- **C.18 - Value (incl. sponsor support):** $54886997.00
- **C.18.a - Value (excl. sponsor support):** $54886997.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **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 115: 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.4 - ISIN: US07644BBL53, C.3 - LEI: 5493000JWH1Z48FX0180
- **C.18 - Value (incl. sponsor support):** $99784140.00
- **C.18.a - Value (excl. sponsor support):** $99784140.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **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 116: 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.4 - ISIN: US07644BDA70, C.3 - LEI: 5493000JWH1Z48FX0180
- **C.18 - Value (incl. sponsor support):** $183665428.50
- **C.18.a - Value (excl. sponsor support):** $183665428.50
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **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 117: BEDFORD ROW FUNDING CORP

- **C.1 - Title:** BEDFORD ROW FUNDING CORP 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 07644BDQ2, C.4 - ISIN: US07644BDQ23, C.3 - LEI: 5493000JWH1Z48FX0180
- **C.18 - Value (incl. sponsor support):** $148701495.00
- **C.18.a - Value (excl. sponsor support):** $148701495.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-04-24
- **C.12 - Maturity Date (WAL):** 2026-04-24
- **C.13 - Final Legal Maturity Date:** 2026-04-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 118: BEDFORD ROW FUNDING CORP

- **C.1 - Title:** BEDFORD ROW FUNDING CORP 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 07644BDW9, C.4 - ISIN: US07644BDW90, C.3 - LEI: 5493000JWH1Z48FX0180
- **C.18 - Value (incl. sponsor support):** $97586412.50
- **C.18.a - Value (excl. sponsor support):** $97586412.50
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-04-30
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 119: BEDFORD ROW FUNDING CORP

- **C.1 - Title:** BEDFORD ROW FUNDING CORP 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 07644BE57, C.4 - ISIN: US07644BE578, C.3 - LEI: 5493000JWH1Z48FX0180
- **C.18 - Value (incl. sponsor support):** $99020970.00
- **C.18.a - Value (excl. sponsor support):** $99020970.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **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 120: BEDFORD ROW FUNDING CORP

- **C.1 - Title:** BEDFORD ROW FUNDING CORP 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 07644BFQ0, C.3 - LEI: 5493000JWH1Z48FX0180
- **C.18 - Value (incl. sponsor support):** $147768615.00
- **C.18.a - Value (excl. sponsor support):** $147768615.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-06-24
- **C.12 - Maturity Date (WAL):** 2026-06-24
- **C.13 - Final Legal Maturity Date:** 2026-06-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 121: BEDFORD ROW FUNDING CORP

- **C.1 - Title:** BEDFORD ROW FUNDING CORP 3.890000%
- **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):** $250002825.00
- **C.18.a - Value (excl. sponsor support):** $250002825.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 122: 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: 08224MB37, C.4 - ISIN: US08224MB373, C.3 - LEI: 549300PGDCWK6DU9QM65
- **C.18 - Value (incl. sponsor support):** $229787978.27
- **C.18.a - Value (excl. sponsor support):** $229787978.27
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **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? Yes, C.23 Categorized at Level 3? No

### Security 123: BENNINGTON STARK CAPITAL COMPANY LLC

- **C.1 - Title:** BENNINGTON STARK CAPITAL COMPANY LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 08224MB45, C.4 - ISIN: US08224MB456, C.3 - LEI: 549300PGDCWK6DU9QM65
- **C.18 - Value (incl. sponsor support):** $101150214.94
- **C.18.a - Value (excl. sponsor support):** $101150214.94
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **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? Yes, C.23 Categorized at Level 3? No

### Security 124: 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: 08224MCD4, C.4 - ISIN: US08224MCD48, C.3 - LEI: 549300PGDCWK6DU9QM65
- **C.18 - Value (incl. sponsor support):** $201147420.56
- **C.18.a - Value (excl. sponsor support):** $201147420.56
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **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? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: 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: 08224MCL6, C.4 - ISIN: US08224MCL63, C.3 - LEI: 549300PGDCWK6DU9QM65
- **C.18 - Value (incl. sponsor support):** $26409583.34
- **C.18.a - Value (excl. sponsor support):** $26409583.34
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-03-20
- **C.12 - Maturity Date (WAL):** 2026-03-20
- **C.13 - Final Legal Maturity Date:** 2026-03-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 126: BRECKENRIDGE TERRACE, LLC

- **C.1 - Title:** HOUSING FACILITIES REVENUE NOTES SERIES 1999B 3.870000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 106538AB7, C.4 - ISIN: US106538AB78, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $1000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **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 127: CAFCO LLC

- **C.1 - Title:** CAFCO LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 1247P3CC4, C.4 - ISIN: US1247P3CC42, C.3 - LEI: 8O46YQAGJ63WE5QHIG35
- **C.18 - Value (incl. sponsor support):** $199151000.00
- **C.18.a - Value (excl. sponsor support):** $199151000.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **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 128: CAFCO LLC

- **C.1 - Title:** CAFCO LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 1247P3DQ2, C.4 - ISIN: US1247P3DQ29, C.3 - LEI: 8O46YQAGJ63WE5QHIG35
- **C.18 - Value (incl. sponsor support):** $49564835.00
- **C.18.a - Value (excl. sponsor support):** $49564835.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-04-24
- **C.12 - Maturity Date (WAL):** 2026-04-24
- **C.13 - Final Legal Maturity Date:** 2026-04-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 129: CAFCO LLC

- **C.1 - Title:** CAFCO LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 1247P3EE8, C.4 - ISIN: US1247P3EE89, C.3 - LEI: 8O46YQAGJ63WE5QHIG35
- **C.18 - Value (incl. sponsor support):** $148383660.00
- **C.18.a - Value (excl. sponsor support):** $148383660.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-05-14
- **C.12 - Maturity Date (WAL):** 2026-05-14
- **C.13 - Final Legal Maturity Date:** 2026-05-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: CAFCO LLC

- **C.1 - Title:** CAFCO LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 1247P3EJ7, C.4 - ISIN: US1247P3EJ76, C.3 - LEI: 8O46YQAGJ63WE5QHIG35
- **C.18 - Value (incl. sponsor support):** $123602000.00
- **C.18.a - Value (excl. sponsor support):** $123602000.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-05-18
- **C.12 - Maturity Date (WAL):** 2026-05-18
- **C.13 - Final Legal Maturity Date:** 2026-05-18
- **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 131: CRC FUNDING LLC

- **C.1 - Title:** CRC FUNDING LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 12619UCD1, C.4 - ISIN: US12619UCD19, C.3 - LEI: 549300HKCCNTZDBBEN75
- **C.18 - Value (incl. sponsor support):** $99565070.00
- **C.18.a - Value (excl. sponsor support):** $99565070.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **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? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: CRC FUNDING LLC

- **C.1 - Title:** CRC FUNDING LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 12619UDQ1, C.4 - ISIN: US12619UDQ13, C.3 - LEI: 549300HKCCNTZDBBEN75
- **C.18 - Value (incl. sponsor support):** $123908000.00
- **C.18.a - Value (excl. sponsor support):** $123908000.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-04-24
- **C.12 - Maturity Date (WAL):** 2026-04-24
- **C.13 - Final Legal Maturity Date:** 2026-04-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 133: CRC FUNDING LLC

- **C.1 - Title:** CRC FUNDING LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 12619UEE7, C.4 - ISIN: US12619UEE73, C.3 - LEI: 549300HKCCNTZDBBEN75
- **C.18 - Value (incl. sponsor support):** $74183452.50
- **C.18.a - Value (excl. sponsor support):** $74183452.50
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-05-14
- **C.12 - Maturity Date (WAL):** 2026-05-14
- **C.13 - Final Legal Maturity Date:** 2026-05-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 134: CP CANYONS WFH LLC

- **C.1 - Title:** TAXABLE M/F HOUSING RB (SKYVIEW RESIDENCES) SERIES 2025A 3.810000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 12658PAB0, C.4 - ISIN: US12658PAB04, C.3 - LEI: 254900F9PG6QUBCJUL32
- **C.18 - Value (incl. sponsor support):** $9000000.00
- **C.18.a - Value (excl. sponsor support):** $9000000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **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 135: 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):** $79867496.68
- **C.18.a - Value (excl. sponsor support):** $79867496.68
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **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? Yes, C.23 Categorized at Level 3? No

### Security 136: 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):** $124923600.00
- **C.18.a - Value (excl. sponsor support):** $124923600.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **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? Yes, C.23 Categorized at Level 3? No

### Security 137: 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):** $107777509.20
- **C.18.a - Value (excl. sponsor support):** $107777509.20
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **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 138: CABOT TRAIL FUNDING LLC

- **C.1 - Title:** CABOT TRAIL FUNDING LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 12710HC22, C.4 - ISIN: US12710HC225, C.3 - LEI: 25490002FPRX2W8W9V23
- **C.18 - Value (incl. sponsor support):** $99678810.00
- **C.18.a - Value (excl. sponsor support):** $99678810.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **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 139: CABOT TRAIL FUNDING LLC

- **C.1 - Title:** CABOT TRAIL FUNDING LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 12710HCP1, C.4 - ISIN: US12710HCP10, C.3 - LEI: 25490002FPRX2W8W9V23
- **C.18 - Value (incl. sponsor support):** $198923800.00
- **C.18.a - Value (excl. sponsor support):** $198923800.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **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 140: CABOT TRAIL FUNDING LLC

- **C.1 - Title:** CABOT TRAIL FUNDING LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 12710HDA3, C.4 - ISIN: US12710HDA32, C.3 - LEI: 25490002FPRX2W8W9V23
- **C.18 - Value (incl. sponsor support):** $124095837.50
- **C.18.a - Value (excl. sponsor support):** $124095837.50
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **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 141: CABOT TRAIL FUNDING LLC

- **C.1 - Title:** CABOT TRAIL FUNDING LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 12710HDV7, C.4 - ISIN: US12710HDV78, C.3 - LEI: 25490002FPRX2W8W9V23
- **C.18 - Value (incl. sponsor support):** $125633858.44
- **C.18.a - Value (excl. sponsor support):** $125633858.44
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-04-29
- **C.12 - Maturity Date (WAL):** 2026-04-29
- **C.13 - Final Legal Maturity Date:** 2026-04-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 142: CABOT TRAIL FUNDING LLC

- **C.1 - Title:** CABOT TRAIL FUNDING LLC 3.600000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 12710HEU8, C.4 - ISIN: US12710HEU86, C.3 - LEI: 25490002FPRX2W8W9V23
- **C.18 - Value (incl. sponsor support):** $74087955.00
- **C.18.a - Value (excl. sponsor support):** $74087955.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-05-28
- **C.12 - Maturity Date (WAL):** 2026-05-28
- **C.13 - Final Legal Maturity Date:** 2026-05-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 143: CABOT TRAIL FUNDING LLC

- **C.1 - Title:** CABOT TRAIL FUNDING LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 12710HF29, C.4 - ISIN: US12710HF293, C.3 - LEI: 25490002FPRX2W8W9V23
- **C.18 - Value (incl. sponsor support):** $93796122.00
- **C.18.a - Value (excl. sponsor support):** $93796122.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-06-02
- **C.12 - Maturity Date (WAL):** 2026-06-02
- **C.13 - Final Legal Maturity Date:** 2026-06-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 144: CABOT TRAIL FUNDING LLC

- **C.1 - Title:** CABOT TRAIL FUNDING LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 12710HGG7, C.4 - ISIN: US12710HGG74, C.3 - LEI: 25490002FPRX2W8W9V23
- **C.18 - Value (incl. sponsor support):** $245728750.00
- **C.18.a - Value (excl. sponsor support):** $245728750.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-07-16
- **C.12 - Maturity Date (WAL):** 2026-07-16
- **C.13 - Final Legal Maturity Date:** 2026-07-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 145: CABOT TRAIL FUNDING LLC

- **C.1 - Title:** CABOT TRAIL FUNDING LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 12710HH35, C.4 - ISIN: US12710HH356, C.3 - LEI: 25490002FPRX2W8W9V23
- **C.18 - Value (incl. sponsor support):** $49057155.00
- **C.18.a - Value (excl. sponsor support):** $49057155.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-08-03
- **C.12 - Maturity Date (WAL):** 2026-08-03
- **C.13 - Final Legal Maturity Date:** 2026-08-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 146: CAISSE DES DEPOTS ET CONSIGNATIONS

- **C.1 - Title:** CAISSE DES DEPOTS ET CONSIGNATIONS 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 12800BDU3, C.3 - LEI: 969500Q2PFTTP0Y5QL44
- **C.18 - Value (incl. sponsor support):** $495495700.00
- **C.18.a - Value (excl. sponsor support):** $495495700.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-04-28
- **C.12 - Maturity Date (WAL):** 2026-04-28
- **C.13 - Final Legal Maturity Date:** 2026-04-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 147: CAISSE DES DEPOTS ET CONSIGNATIONS

- **C.1 - Title:** CAISSE DES DEPOTS ET CONSIGNATIONS 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 12800BEU2, C.4 - ISIN: US12800BEU26, C.3 - LEI: 969500Q2PFTTP0Y5QL44
- **C.18 - Value (incl. sponsor support):** $469269932.50
- **C.18.a - Value (excl. sponsor support):** $469269932.50
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-05-28
- **C.12 - Maturity Date (WAL):** 2026-05-28
- **C.13 - Final Legal Maturity Date:** 2026-05-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: CAISSE DES DEPOTS ET CONSIGNATIONS

- **C.1 - Title:** CAISSE DES DEPOTS ET CONSIGNATIONS 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 12800BEV0, C.4 - ISIN: US12800BEV09, C.3 - LEI: 969500Q2PFTTP0Y5QL44
- **C.18 - Value (incl. sponsor support):** $98783500.00
- **C.18.a - Value (excl. sponsor support):** $98783500.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-05-29
- **C.12 - Maturity Date (WAL):** 2026-05-29
- **C.13 - Final Legal Maturity Date:** 2026-05-29
- **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 149: CAISSE AMORTISSEMENT DE LA DETTE SOCIALE

- **C.1 - Title:** CAISSE AMORTISSEMENT DE LA DETTE SOCIALE 0.000000%
- **C.6 - Investment Category:** Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
- **Identifiers:** C.3 - CUSIP: 12802WF33, C.4 - ISIN: US12802WF339, C.3 - LEI: 969500P04DQJS4BPM574
- **C.18 - Value (incl. sponsor support):** $493645000.00
- **C.18.a - Value (excl. sponsor support):** $493645000.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-06-03
- **C.12 - Maturity Date (WAL):** 2026-06-03
- **C.13 - Final Legal Maturity Date:** 2026-06-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 150: CAISSE AMORTISSEMENT DE LA DETTE SOCIALE

- **C.1 - Title:** CAISSE AMORTISSEMENT DE LA DETTE SOCIALE 0.000000%
- **C.6 - Investment Category:** Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
- **Identifiers:** C.3 - CUSIP: 12802WF82, C.4 - ISIN: US12802WF826, C.3 - LEI: 969500P04DQJS4BPM574
- **C.18 - Value (incl. sponsor support):** $493388750.00
- **C.18.a - Value (excl. sponsor support):** $493388750.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-06-08
- **C.12 - Maturity Date (WAL):** 2026-06-08
- **C.13 - Final Legal Maturity Date:** 2026-06-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 151: CAISSE AMORTISSEMENT DE LA DETTE SOCIALE

- **C.1 - Title:** CAISSE AMORTISSEMENT DE LA DETTE SOCIALE 0.000000%
- **C.6 - Investment Category:** Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
- **Identifiers:** C.3 - CUSIP: 12802WFA7, C.4 - ISIN: US12802WFA71, C.3 - LEI: 969500P04DQJS4BPM574
- **C.18 - Value (incl. sponsor support):** $197314500.00
- **C.18.a - Value (excl. sponsor support):** $197314500.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-06-10
- **C.12 - Maturity Date (WAL):** 2026-06-10
- **C.13 - Final Legal Maturity Date:** 2026-06-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 152: CAISSE AMORTISSEMENT DE LA DETTE SOCIALE

- **C.1 - Title:** CAISSE AMORTISSEMENT DE LA DETTE SOCIALE 0.000000%
- **C.6 - Investment Category:** Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
- **Identifiers:** C.3 - CUSIP: 12802WFW9, C.4 - ISIN: US12802WFW91, C.3 - LEI: 969500P04DQJS4BPM574
- **C.18 - Value (incl. sponsor support):** $984526700.00
- **C.18.a - Value (excl. sponsor support):** $984526700.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 153: California Public Finance Auth

- **C.1 - Title:** RB (ADVENTIST HEALTH) SERIES 2024C 3.750000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 13057EHU1, C.4 - ISIN: US13057EHU10, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $40000000.00
- **C.18.a - Value (excl. sponsor support):** $40000000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **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 154: California Enterprise Development Finance Auth

- **C.1 - Title:** RB (UNACEM NORTH AMERICA INC) SERIES 2025A 3.740000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 13067RGB3, C.4 - ISIN: US13067RGB33, C.3 - LEI: 549300544P6FSHU1HB46
- **C.18 - Value (incl. sponsor support):** $67500000.00
- **C.18.a - Value (excl. sponsor support):** $67500000.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2045-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 155: California Enterprise Development Finance Auth

- **C.1 - Title:** TAXABLE VARIABLE RATE DEMAND RB (UNACEM NORTH AMERICA INC) SERIES 2025B 3.740000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 13067RGC1, C.4 - ISIN: US13067RGC16, C.3 - LEI: 549300544P6FSHU1HB46
- **C.18 - Value (incl. sponsor support):** $22500000.00
- **C.18.a - Value (excl. sponsor support):** $22500000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2045-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 156: CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH)

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 4.020000%
- **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):** $499077379.93
- **C.18.a - Value (excl. sponsor support):** $499077379.93
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 157: CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH)

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 3.850000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 13606DRB0, C.4 - ISIN: US13606DRB00, C.3 - LEI: 549300H8L46OOZOFHU82
- **C.18 - Value (incl. sponsor support):** $250021850.00
- **C.18.a - Value (excl. sponsor support):** $250021850.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-06-12
- **C.12 - Maturity Date (WAL):** 2026-06-12
- **C.13 - Final Legal Maturity Date:** 2026-06-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 158: CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH)

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 3.760000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 13606DSJ2, C.4 - ISIN: US13606DSJ27, C.3 - LEI: 549300H8L46OOZOFHU82
- **C.18 - Value (incl. sponsor support):** $98995050.00
- **C.18.a - Value (excl. sponsor support):** $98995050.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-08-03
- **C.12 - Maturity Date (WAL):** 2026-08-03
- **C.13 - Final Legal Maturity Date:** 2026-08-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 159: 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):** $497490894.60
- **C.18.a - Value (excl. sponsor support):** $497490894.60
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **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 160: CELLMARK, INC

- **C.1 - Title:** TAXABLE NOTES SERIES 2018A 3.850000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 15118CAA8, C.4 - ISIN: US15118CAA80, C.3 - LEI: 549300JWG1LWHVNYN325
- **C.18 - Value (incl. sponsor support):** $140000000.00
- **C.18.a - Value (excl. sponsor support):** $140000000.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **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 161: CHARIOT FUNDING LLC

- **C.1 - Title:** CHARIOT FUNDING LLC 3.940000%
- **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):** $100007000.00
- **C.18.a - Value (excl. sponsor support):** $100007000.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 162: CHARIOT FUNDING LLC

- **C.1 - Title:** CHARIOT FUNDING LLC 3.940000%
- **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):** $225015684.75
- **C.18.a - Value (excl. sponsor support):** $225015684.75
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 163: CHARIOT FUNDING LLC

- **C.1 - Title:** CHARIOT FUNDING LLC 3.940000%
- **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):** $250023470.00
- **C.18.a - Value (excl. sponsor support):** $250023470.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 164: CHARIOT FUNDING LLC

- **C.1 - Title:** CHARIOT FUNDING LLC 3.910000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 15963WS86, C.4 - ISIN: US15963WS867, C.3 - LEI: 549300EEWRNP448AMT79
- **C.18 - Value (incl. sponsor support):** $95000171.95
- **C.18.a - Value (excl. sponsor support):** $95000171.95
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-05-06
- **C.13 - Final Legal Maturity Date:** 2026-05-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 165: CHARIOT FUNDING LLC

- **C.1 - Title:** CHARIOT FUNDING LLC 3.910000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 15963WS94, C.4 - ISIN: US15963WS941, C.3 - LEI: 549300EEWRNP448AMT79
- **C.18 - Value (incl. sponsor support):** $329266729.19
- **C.18.a - Value (excl. sponsor support):** $329266729.19
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-05-20
- **C.13 - Final Legal Maturity Date:** 2026-05-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 166: CHARIOT FUNDING LLC

- **C.1 - Title:** CHARIOT FUNDING LLC 3.980000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 15963WU34, C.4 - ISIN: US15963WU343, C.3 - LEI: 549300EEWRNP448AMT79
- **C.18 - Value (incl. sponsor support):** $211082235.14
- **C.18.a - Value (excl. sponsor support):** $211082235.14
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-08-21
- **C.13 - Final Legal Maturity Date:** 2026-08-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 167: CHARIOT FUNDING LLC

- **C.1 - Title:** CHARIOT FUNDING LLC 3.990000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 15963WU67, C.4 - ISIN: US15963WU673, C.3 - LEI: 549300EEWRNP448AMT79
- **C.18 - Value (incl. sponsor support):** $240085111.20
- **C.18.a - Value (excl. sponsor support):** $240085111.20
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-09-01
- **C.13 - Final Legal Maturity Date:** 2026-09-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 168: CHARIOT FUNDING LLC

- **C.1 - Title:** CHARIOT FUNDING LLC 3.890000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 15963WV41, C.4 - ISIN: US15963WV416, C.3 - LEI: 549300EEWRNP448AMT79
- **C.18 - Value (incl. sponsor support):** $178008494.16
- **C.18.a - Value (excl. sponsor support):** $178008494.16
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-07-29
- **C.13 - Final Legal Maturity Date:** 2026-07-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: CHARTA LLC

- **C.1 - Title:** CHARTA LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 16115WCC9, C.4 - ISIN: US16115WCC91, C.3 - LEI: 5493000FNFK79LCM6M65
- **C.18 - Value (incl. sponsor support):** $124468612.50
- **C.18.a - Value (excl. sponsor support):** $124468612.50
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **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 170: CHARTA LLC

- **C.1 - Title:** CHARTA LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 16115WDQ7, C.4 - ISIN: US16115WDQ78, C.3 - LEI: 5493000FNFK79LCM6M65
- **C.18 - Value (incl. sponsor support):** $49566000.00
- **C.18.a - Value (excl. sponsor support):** $49566000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-04-24
- **C.12 - Maturity Date (WAL):** 2026-04-24
- **C.13 - Final Legal Maturity Date:** 2026-04-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 171: CHARTA LLC

- **C.1 - Title:** CHARTA LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 16115WEF0, C.4 - ISIN: US16115WEF05, C.3 - LEI: 5493000FNFK79LCM6M65
- **C.18 - Value (incl. sponsor support):** $49457500.00
- **C.18.a - Value (excl. sponsor support):** $49457500.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-05-15
- **C.12 - Maturity Date (WAL):** 2026-05-15
- **C.13 - Final Legal Maturity Date:** 2026-05-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: CHARTA LLC

- **C.1 - Title:** CHARTA LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 16115WEJ2, C.4 - ISIN: US16115WEJ27, C.3 - LEI: 5493000FNFK79LCM6M65
- **C.18 - Value (incl. sponsor support):** $98884000.00
- **C.18.a - Value (excl. sponsor support):** $98884000.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-05-18
- **C.12 - Maturity Date (WAL):** 2026-05-18
- **C.13 - Final Legal Maturity Date:** 2026-05-18
- **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 173: CHARTA LLC

- **C.1 - Title:** CHARTA LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 16115WGE1, C.4 - ISIN: US16115WGE12, C.3 - LEI: 5493000FNFK79LCM6M65
- **C.18 - Value (incl. sponsor support):** $58986624.00
- **C.18.a - Value (excl. sponsor support):** $58986624.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-07-14
- **C.12 - Maturity Date (WAL):** 2026-07-14
- **C.13 - Final Legal Maturity Date:** 2026-07-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 174: CHARTA LLC

- **C.1 - Title:** CHARTA LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 16115WGF8, C.4 - ISIN: US16115WGF86, C.3 - LEI: 5493000FNFK79LCM6M65
- **C.18 - Value (incl. sponsor support):** $49150635.00
- **C.18.a - Value (excl. sponsor support):** $49150635.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-07-15
- **C.12 - Maturity Date (WAL):** 2026-07-15
- **C.13 - Final Legal Maturity Date:** 2026-07-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 175: 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: 16537JB39, C.4 - ISIN: US16537JB390, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $89963289.00
- **C.18.a - Value (excl. sponsor support):** $89963289.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **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? Yes, C.23 Categorized at Level 3? No

### Security 176: 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: 16537JB47, C.4 - ISIN: US16537JB473, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $149923455.00
- **C.18.a - Value (excl. sponsor support):** $149923455.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **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? Yes, C.23 Categorized at Level 3? No

### Security 177: 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: 16538CB25, C.4 - ISIN: US16538CB252, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $119463468.85
- **C.18.a - Value (excl. sponsor support):** $119463468.85
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 178: 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: 16538CB41, C.4 - ISIN: US16538CB419, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $199897940.00
- **C.18.a - Value (excl. sponsor support):** $199897940.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **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? Yes, C.23 Categorized at Level 3? No

### Security 179: CITIGROUP GLOBAL MARKETS INC

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC 3.940000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 1730QPCS4, C.4 - ISIN: US1730QPCS44, C.3 - LEI: MBNUM2BPBDO7JBLYG310
- **C.18 - Value (incl. sponsor support):** $155025358.00
- **C.18.a - Value (excl. sponsor support):** $155025358.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-09-02
- **C.13 - Final Legal Maturity Date:** 2026-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 180: CITIGROUP GLOBAL MARKETS INC

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC 3.940000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 1730QPCU9, C.4 - ISIN: US1730QPCU99, C.3 - LEI: MBNUM2BPBDO7JBLYG310
- **C.18 - Value (incl. sponsor support):** $500081700.00
- **C.18.a - Value (excl. sponsor support):** $500081700.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-09-03
- **C.13 - Final Legal Maturity Date:** 2026-09-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 181: CITIGROUP GLOBAL MARKETS INC

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC 3.910000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 1730QPCZ8, C.4 - ISIN: US1730QPCZ86, C.3 - LEI: MBNUM2BPBDO7JBLYG310
- **C.18 - Value (incl. sponsor support):** $500053050.00
- **C.18.a - Value (excl. sponsor support):** $500053050.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-06-16
- **C.13 - Final Legal Maturity Date:** 2026-06-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 182: CITIGROUP GLOBAL MARKETS INC

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC 3.910000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 1730QPDG9, C.4 - ISIN: US1730QPDG96, C.3 - LEI: MBNUM2BPBDO7JBLYG310
- **C.18 - Value (incl. sponsor support):** $620070060.00
- **C.18.a - Value (excl. sponsor support):** $620070060.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-06-12
- **C.13 - Final Legal Maturity Date:** 2026-06-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 183: 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):** $750282450.00
- **C.18.a - Value (excl. sponsor support):** $750282450.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **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 184: CITIBANK NA

- **C.1 - Title:** CITIBANK NA 4.030000%
- **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):** $500227400.00
- **C.18.a - Value (excl. sponsor support):** $500227400.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 185: COLLATERALIZED COMMERCIAL PAPER V CO LLC

- **C.1 - Title:** COLLATERALIZED COMMERCIAL PAPER V CO LLC 3.940000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 19423RP78, C.4 - ISIN: US19423RP781, C.3 - LEI: 549300ZLXI3T111CH173
- **C.18 - Value (incl. sponsor support):** $365030528.60
- **C.18.a - Value (excl. sponsor support):** $365030528.60
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 186: COLLATERALIZED COMMERCIAL PAPER V CO LLC

- **C.1 - Title:** COLLATERALIZED COMMERCIAL PAPER V CO LLC 3.950000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 19423RPE3, C.4 - ISIN: US19423RPE35, C.3 - LEI: 549300ZLXI3T111CH173
- **C.18 - Value (incl. sponsor support):** $707571514.10
- **C.18.a - Value (excl. sponsor support):** $707571514.10
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-06-29
- **C.13 - Final Legal Maturity Date:** 2026-06-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 187: COLLATERALIZED COMMERCIAL PAPER V CO LLC

- **C.1 - Title:** COLLATERALIZED COMMERCIAL PAPER V CO LLC 3.950000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 19423RPG8, C.4 - ISIN: US19423RPG82, C.3 - LEI: 549300ZLXI3T111CH173
- **C.18 - Value (incl. sponsor support):** $263028698.56
- **C.18.a - Value (excl. sponsor support):** $263028698.56
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 188: COLLATERALIZED COMMERCIAL PAPER V CO LLC

- **C.1 - Title:** COLLATERALIZED COMMERCIAL PAPER V CO LLC 3.950000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 19423RPS2, C.4 - ISIN: US19423RPS21, C.3 - LEI: 549300ZLXI3T111CH173
- **C.18 - Value (incl. sponsor support):** $89012830.24
- **C.18.a - Value (excl. sponsor support):** $89012830.24
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-07-21
- **C.13 - Final Legal Maturity Date:** 2026-07-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 189: COLLATERALIZED COMMERCIAL PAPER V CO LLC

- **C.1 - Title:** COLLATERALIZED COMMERCIAL PAPER V CO LLC 3.930000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 19423RQ44, C.4 - ISIN: US19423RQ441, C.3 - LEI: 549300ZLXI3T111CH173
- **C.18 - Value (incl. sponsor support):** $245011443.95
- **C.18.a - Value (excl. sponsor support):** $245011443.95
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 190: COLLATERALIZED COMMERCIAL PAPER V CO LLC

- **C.1 - Title:** COLLATERALIZED COMMERCIAL PAPER V CO LLC 3.970000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 19423RQ77, C.4 - ISIN: US19423RQ771, C.3 - LEI: 549300ZLXI3T111CH173
- **C.18 - Value (incl. sponsor support):** $249042447.03
- **C.18.a - Value (excl. sponsor support):** $249042447.03
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-08-03
- **C.13 - Final Legal Maturity Date:** 2026-08-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 191: COLLATERALIZED COMMERCIAL PAPER V CO LLC

- **C.1 - Title:** COLLATERALIZED COMMERCIAL PAPER V CO LLC 3.970000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 19423RQA0, C.4 - ISIN: US19423RQA04, C.3 - LEI: 549300ZLXI3T111CH173
- **C.18 - Value (incl. sponsor support):** $130022439.30
- **C.18.a - Value (excl. sponsor support):** $130022439.30
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-08-04
- **C.13 - Final Legal Maturity Date:** 2026-08-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: COLLATERALIZED COMMERCIAL PAPER V CO LLC

- **C.1 - Title:** COLLATERALIZED COMMERCIAL PAPER V CO LLC 3.990000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 19423RQK8, C.4 - ISIN: US19423RQK85, C.3 - LEI: 549300ZLXI3T111CH173
- **C.18 - Value (incl. sponsor support):** $212061821.32
- **C.18.a - Value (excl. sponsor support):** $212061821.32
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-08-21
- **C.13 - Final Legal Maturity Date:** 2026-08-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 193: COLLATERALIZED COMMERCIAL PAPER V CO LLC

- **C.1 - Title:** COLLATERALIZED COMMERCIAL PAPER V CO LLC 3.990000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 19423RQL6, C.4 - ISIN: US19423RQL68, C.3 - LEI: 549300ZLXI3T111CH173
- **C.18 - Value (incl. sponsor support):** $765437296.95
- **C.18.a - Value (excl. sponsor support):** $765437296.95
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-08-27
- **C.13 - Final Legal Maturity Date:** 2026-08-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 194: Colorado Housing & Finance Auth

- **C.1 - Title:** S/F MORTGAGE CLASS II BONDS SERIES 2023F2 3.750000%
- **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:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **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 195: Colorado Housing & Finance Auth

- **C.1 - Title:** S/F MORTGAGE CLASS II BONDS SERIES 2023A2 3.750000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 196480T72, C.4 - ISIN: US196480T724, C.3 - LEI: 5493005GIROYQAWBMC18
- **C.18 - Value (incl. sponsor support):** $20155000.00
- **C.18.a - Value (excl. sponsor support):** $20155000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **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 196: Colorado Housing & Finance Auth

- **C.1 - Title:** S/F MORTGAGE CLASS I BONDS SERIES 2025N2 3.750000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 19648G2A9, C.4 - ISIN: US19648G2A90, C.3 - LEI: 5493005GIROYQAWBMC18
- **C.18 - Value (incl. sponsor support):** $19000000.00
- **C.18.a - Value (excl. sponsor support):** $19000000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **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 197: Colorado Housing & Finance Auth

- **C.1 - Title:** S/F MORTGAGE CLASS I BONDS SERIES 2025O2 3.750000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 19648G2X9, C.4 - ISIN: US19648G2X93, C.3 - LEI: 5493005GIROYQAWBMC18
- **C.18 - Value (incl. sponsor support):** $39520000.00
- **C.18.a - Value (excl. sponsor support):** $39520000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **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 198: Colorado Housing & Finance Auth

- **C.1 - Title:** S/F MORTGAGE CLASS I BONDS SERIES 2023N2 3.750000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 19648GAY8, C.4 - ISIN: US19648GAY89, C.3 - LEI: 5493005GIROYQAWBMC18
- **C.18 - Value (incl. sponsor support):** $22000000.00
- **C.18.a - Value (excl. sponsor support):** $22000000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **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 199: Colorado Housing & Finance Auth

- **C.1 - Title:** S/F MORTGAGE CLASS I BONDS SERIES 2025H2 3.750000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 19648GF23, C.4 - ISIN: US19648GF233, C.3 - LEI: 5493005GIROYQAWBMC18
- **C.18 - Value (incl. sponsor support):** $36760000.00
- **C.18.a - Value (excl. sponsor support):** $36760000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **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 200: Colorado Housing & Finance Auth

- **C.1 - Title:** S/F MORTGAGE CLASS I BONDS SERIES 2024A2 3.720000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 19648GGW6, C.4 - ISIN: US19648GGW69, C.3 - LEI: 5493005GIROYQAWBMC18
- **C.18 - Value (incl. sponsor support):** $30750000.00
- **C.18.a - Value (excl. sponsor support):** $30750000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **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 201: Colorado Housing & Finance Auth

- **C.1 - Title:** S/F MORTGAGE CLASS I BONDS SERIES 2024B2 3.750000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 19648GGY2, C.4 - ISIN: US19648GGY26, C.3 - LEI: 5493005GIROYQAWBMC18
- **C.18 - Value (incl. sponsor support):** $14740000.00
- **C.18.a - Value (excl. sponsor support):** $14740000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **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 202: Colorado Housing & Finance Auth

- **C.1 - Title:** S/F MORTGAGE CLASS I BONDS SERIES 2024C2 3.750000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 19648GHX3, C.4 - ISIN: US19648GHX34, C.3 - LEI: 5493005GIROYQAWBMC18
- **C.18 - Value (incl. sponsor support):** $47490000.00
- **C.18.a - Value (excl. sponsor support):** $47490000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **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 203: Colorado Housing & Finance Auth

- **C.1 - Title:** S/F MORTGAGE CLASS I BONDS SERIES 2025L2 3.750000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 19648GM74, C.4 - ISIN: US19648GM742, C.3 - LEI: 5493005GIROYQAWBMC18
- **C.18 - Value (incl. sponsor support):** $26000000.00
- **C.18.a - Value (excl. sponsor support):** $26000000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **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 204: Colorado Housing & Finance Auth

- **C.1 - Title:** S/F MORTGAGE CLASS I BONDS SERIES 2024F2 3.720000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 19648GPD8, C.4 - ISIN: US19648GPD87, C.3 - LEI: 5493005GIROYQAWBMC18
- **C.18 - Value (incl. sponsor support):** $11325000.00
- **C.18.a - Value (excl. sponsor support):** $11325000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **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 205: Colorado Housing & Finance Auth

- **C.1 - Title:** S/F MORTGAGE CLASS I BONDS SERIES 2025D2 3.750000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 19648GWD0, C.4 - ISIN: US19648GWD05, C.3 - LEI: 5493005GIROYQAWBMC18
- **C.18 - Value (incl. sponsor support):** $35000000.00
- **C.18.a - Value (excl. sponsor support):** $35000000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **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 206: Colorado Housing & Finance Auth

- **C.1 - Title:** S/F MORTGAGE CLASS I BONDS SERIES 2025G2 3.720000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 19648GZH8, C.4 - ISIN: US19648GZH81, C.3 - LEI: 5493005GIROYQAWBMC18
- **C.18 - Value (incl. sponsor support):** $15910000.00
- **C.18.a - Value (excl. sponsor support):** $15910000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **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 207: COMMERZBANK AG (NEW YORK BRANCH)

- **C.1 - Title:** COMMERZBANK AG (NEW YORK BRANCH) 3.650000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 20259YMZ1, C.4 - ISIN: US20259YMZ15, C.3 - LEI: 851WYGNLUQLFZBSYGB56
- **C.18 - Value (incl. sponsor support):** $500005750.00
- **C.18.a - Value (excl. sponsor support):** $500005750.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **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? Yes, C.23 Categorized at Level 3? No

### Security 208: COMMONWEALTH BANK OF AUSTRALIA

- **C.1 - Title:** COMMONWEALTH BANK OF AUSTRALIA 3.870000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 20272FER2, C.4 - ISIN: US20272FER29, C.3 - LEI: MSFSBD3QN1GSN7Q6C537
- **C.18 - Value (incl. sponsor support):** $250044450.00
- **C.18.a - Value (excl. sponsor support):** $250044450.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-06-16
- **C.13 - Final Legal Maturity Date:** 2026-06-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 209: COMMONWEALTH BANK OF AUSTRALIA

- **C.1 - Title:** COMMONWEALTH BANK OF AUSTRALIA 3.870000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 20272FES0, C.4 - ISIN: US20272FES02, C.3 - LEI: MSFSBD3QN1GSN7Q6C537
- **C.18 - Value (incl. sponsor support):** $250043025.00
- **C.18.a - Value (excl. sponsor support):** $250043025.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 210: CONCORD MINUTEMEN CAPITAL CO LLC SERIES C

- **C.1 - Title:** CONCORD MINUTEMEN CAPITAL CO LLC SERIES C 3.930000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 20632CDQ7, C.4 - ISIN: US20632CDQ78, C.3 - LEI: 549300B4YYZ4SNU1JB49
- **C.18 - Value (incl. sponsor support):** $215014794.15
- **C.18.a - Value (excl. sponsor support):** $215014794.15
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-04-17
- **C.13 - Final Legal Maturity Date:** 2026-04-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 211: CONCORD MINUTEMEN CAPITAL CO LLC SERIES C

- **C.1 - Title:** CONCORD MINUTEMEN CAPITAL CO LLC SERIES C 3.970000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 20632CEH6, C.4 - ISIN: US20632CEH60, C.3 - LEI: 549300B4YYZ4SNU1JB49
- **C.18 - Value (incl. sponsor support):** $57010270.26
- **C.18.a - Value (excl. sponsor support):** $57010270.26
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-06-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 212: CONCORD MINUTEMEN CAPITAL CO LLC SERIES C

- **C.1 - Title:** CONCORD MINUTEMEN CAPITAL CO LLC SERIES C 3.960000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 20632CEK9, C.4 - ISIN: US20632CEK99, C.3 - LEI: 549300B4YYZ4SNU1JB49
- **C.18 - Value (incl. sponsor support):** $60012059.40
- **C.18.a - Value (excl. sponsor support):** $60012059.40
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 213: CONCORD MINUTEMEN CAPITAL CO LLC SERIES C

- **C.1 - Title:** CONCORD MINUTEMEN CAPITAL CO LLC SERIES C 3.970000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 20632CEN3, C.4 - ISIN: US20632CEN39, C.3 - LEI: 549300B4YYZ4SNU1JB49
- **C.18 - Value (incl. sponsor support):** $58010862.24
- **C.18.a - Value (excl. sponsor support):** $58010862.24
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 214: CONCORD MINUTEMEN CAPITAL CO LLC SERIES C

- **C.1 - Title:** CONCORD MINUTEMEN CAPITAL CO LLC SERIES C 3.970000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 20632CFB8, C.4 - ISIN: US20632CFB81, C.3 - LEI: 549300B4YYZ4SNU1JB49
- **C.18 - Value (incl. sponsor support):** $150002088.00
- **C.18.a - Value (excl. sponsor support):** $150002088.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-07-27
- **C.13 - Final Legal Maturity Date:** 2026-07-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 215: CONCORD MINUTEMEN CAPITAL CO LLC SERIES B

- **C.1 - Title:** CONCORD MINUTEMEN CAPITAL CO LLC SERIES B 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 20632LBS5, C.4 - ISIN: US20632LBS51, C.3 - LEI: 549300B4YYZ4SNU1JB49
- **C.18 - Value (incl. sponsor support):** $299156220.00
- **C.18.a - Value (excl. sponsor support):** $299156220.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **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 216: CONCORD MINUTEMEN CAPITAL CO LLC SERIES B

- **C.1 - Title:** CONCORD MINUTEMEN CAPITAL CO LLC SERIES B 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 20632LCB1, C.4 - ISIN: US20632LCB18, C.3 - LEI: 549300B4YYZ4SNU1JB49
- **C.18 - Value (incl. sponsor support):** $224055832.50
- **C.18.a - Value (excl. sponsor support):** $224055832.50
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **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? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 217: CONCORD MINUTEMEN CAPITAL CO LLC SERIES B

- **C.1 - Title:** CONCORD MINUTEMEN CAPITAL CO LLC SERIES B 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 20632LCD7, C.4 - ISIN: US20632LCD73, C.3 - LEI: 549300B4YYZ4SNU1JB49
- **C.18 - Value (incl. sponsor support):** $115706741.51
- **C.18.a - Value (excl. sponsor support):** $115706741.51
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **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? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** COOPERATIEVE RABOBANK UA (NEW YORK BRANCH) 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):** $250093250.00
- **C.18.a - Value (excl. sponsor support):** $250093250.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **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 219: 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):** $250172800.00
- **C.18.a - Value (excl. sponsor support):** $250172800.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **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 220: COOPERATIEVE RABOBANK UA (NEW YORK BRANCH)

- **C.1 - Title:** COOPERATIEVE RABOBANK UA (NEW YORK BRANCH) 3.940000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 21684X4T0, C.4 - ISIN: US21684X4T02, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $100060160.00
- **C.18.a - Value (excl. sponsor support):** $100060160.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-07-08
- **C.12 - Maturity Date (WAL):** 2026-07-08
- **C.13 - Final Legal Maturity Date:** 2026-07-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 221: COOPERATIEVE RABOBANK UA (NEW YORK BRANCH)

- **C.1 - Title:** COOPERATIEVE RABOBANK UA (NEW YORK BRANCH) 3.970000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 21684X5B8, C.4 - ISIN: US21684X5B84, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $200073100.00
- **C.18.a - Value (excl. sponsor support):** $200073100.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 222: COOPERATIEVE RABOBANK UA (NEW YORK BRANCH)

- **C.1 - Title:** COOPERATIEVE RABOBANK UA (NEW YORK BRANCH) 3.940000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 21684X5C6, C.4 - ISIN: US21684X5C67, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $100083450.00
- **C.18.a - Value (excl. sponsor support):** $100083450.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-08-03
- **C.12 - Maturity Date (WAL):** 2026-08-03
- **C.13 - Final Legal Maturity Date:** 2026-08-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 223: COOPERATIEVE RABOBANK UA (NEW YORK BRANCH)

- **C.1 - Title:** COOPERATIEVE RABOBANK UA (NEW YORK BRANCH) 3.870000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 21684X5P7, C.4 - ISIN: US21684X5P70, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $250166650.00
- **C.18.a - Value (excl. sponsor support):** $250166650.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-09-02
- **C.12 - Maturity Date (WAL):** 2026-09-02
- **C.13 - Final Legal Maturity Date:** 2026-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 224: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH)

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH) 3.950000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 22536J3D5, C.4 - ISIN: US22536J3D50, C.3 - LEI: 254900BN8XS34XZDJ223
- **C.18 - Value (incl. sponsor support):** $125093887.50
- **C.18.a - Value (excl. sponsor support):** $125093887.50
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-08
- **C.12 - Maturity Date (WAL):** 2026-06-08
- **C.13 - Final Legal Maturity Date:** 2026-06-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 225: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH)

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH) 3.790000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 22536J4W2, C.4 - ISIN: US22536J4W23, C.3 - LEI: 254900BN8XS34XZDJ223
- **C.18 - Value (incl. sponsor support):** $145028043.00
- **C.18.a - Value (excl. sponsor support):** $145028043.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **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 226: 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):** $350218715.00
- **C.18.a - Value (excl. sponsor support):** $350218715.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **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 227: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH)

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH) 3.990000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 22536JU37, C.4 - ISIN: US22536JU378, C.3 - LEI: 254900BN8XS34XZDJ223
- **C.18 - Value (incl. sponsor support):** $100009210.00
- **C.18.a - Value (excl. sponsor support):** $100009210.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **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 228: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH)

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH) 4.000000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 22536JW84, C.4 - ISIN: US22536JW846, C.3 - LEI: 254900BN8XS34XZDJ223
- **C.18 - Value (incl. sponsor support):** $600459000.00
- **C.18.a - Value (excl. sponsor support):** $600459000.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **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 229: 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):** $250014475.00
- **C.18.a - Value (excl. sponsor support):** $250014475.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 230: 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):** $250019050.00
- **C.18.a - Value (excl. sponsor support):** $250019050.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **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? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH) 4.390000%
- **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):** $250023800.00
- **C.18.a - Value (excl. sponsor support):** $250023800.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **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? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH) 4.380000%
- **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):** $250023475.00
- **C.18.a - Value (excl. sponsor support):** $250023475.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **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? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH) 4.370000%
- **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):** $150016665.00
- **C.18.a - Value (excl. sponsor support):** $150016665.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **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? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH) 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):** $1000047000.00
- **C.18.a - Value (excl. sponsor support):** $1000047000.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH) 4.220000%
- **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):** $416318317.20
- **C.18.a - Value (excl. sponsor support):** $416318317.20
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 236: CYNTHIA REESE ISSUING TRUST

- **C.1 - Title:** TAXABLE VARIABLE RATE DEMAND NOTES SERIES 2023 3.810000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 23257MAA1, C.4 - ISIN: US23257MAA18, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $28830000.00
- **C.18.a - Value (excl. sponsor support):** $28830000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **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 237: DBS BANK LTD

- **C.1 - Title:** DBS BANK LTD 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 23305ECC5, C.4 - ISIN: US23305ECC57, C.3 - LEI: ATUEL7OJR5057F2PV266
- **C.18 - Value (incl. sponsor support):** $149371785.00
- **C.18.a - Value (excl. sponsor support):** $149371785.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **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 238: DBS BANK LTD

- **C.1 - Title:** DBS BANK LTD 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 23305ECD3, C.4 - ISIN: US23305ECD31, C.3 - LEI: ATUEL7OJR5057F2PV266
- **C.18 - Value (incl. sponsor support):** $248927250.00
- **C.18.a - Value (excl. sponsor support):** $248927250.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **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 239: DBS BANK LTD

- **C.1 - Title:** DBS BANK LTD 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 23305ECX9, C.4 - ISIN: US23305ECX94, C.3 - LEI: ATUEL7OJR5057F2PV266
- **C.18 - Value (incl. sponsor support):** $298140000.00
- **C.18.a - Value (excl. sponsor support):** $298140000.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **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 240: DBS BANK LTD

- **C.1 - Title:** DBS BANK LTD 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 23305ED18, C.4 - ISIN: US23305ED184, C.3 - LEI: ATUEL7OJR5057F2PV266
- **C.18 - Value (incl. sponsor support):** $198739060.00
- **C.18.a - Value (excl. sponsor support):** $198739060.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **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 241: DBS BANK LTD

- **C.1 - Title:** DBS BANK LTD 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 23305EDW0, C.4 - ISIN: US23305EDW03, C.3 - LEI: ATUEL7OJR5057F2PV266
- **C.18 - Value (incl. sponsor support):** $297191250.00
- **C.18.a - Value (excl. sponsor support):** $297191250.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-04-30
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: 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.4 - ISIN: US2332K1B339, C.3 - LEI: 549300GKFG0RYRRQ1414
- **C.18 - Value (incl. sponsor support):** $499800700.00
- **C.18.a - Value (excl. sponsor support):** $499800700.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **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? Yes, C.23 Categorized at Level 3? No

### Security 243: DNB BANK ASA

- **C.1 - Title:** DNB BANK ASA 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 2332K1BS8, C.4 - ISIN: US2332K1BS88, C.3 - LEI: 549300GKFG0RYRRQ1414
- **C.18 - Value (incl. sponsor support):** $498651250.00
- **C.18.a - Value (excl. sponsor support):** $498651250.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **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 244: DNB BANK ASA

- **C.1 - Title:** DNB BANK ASA 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 2332K1E14, C.4 - ISIN: US2332K1E143, C.3 - LEI: 549300GKFG0RYRRQ1414
- **C.18 - Value (incl. sponsor support):** $990783100.00
- **C.18.a - Value (excl. sponsor support):** $990783100.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 245: DNB BANK ASA

- **C.1 - Title:** DNB BANK ASA 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 2332K1FN5, C.4 - ISIN: US2332K1FN55, C.3 - LEI: 549300GKFG0RYRRQ1414
- **C.18 - Value (incl. sponsor support):** $295660110.00
- **C.18.a - Value (excl. sponsor support):** $295660110.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-06-22
- **C.12 - Maturity Date (WAL):** 2026-06-22
- **C.13 - Final Legal Maturity Date:** 2026-06-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 246: DNB BANK ASA

- **C.1 - Title:** DNB BANK ASA 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 2332K1G12, C.4 - ISIN: US2332K1G122, C.3 - LEI: 549300GKFG0RYRRQ1414
- **C.18 - Value (incl. sponsor support):** $492306450.00
- **C.18.a - Value (excl. sponsor support):** $492306450.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-07-01
- **C.12 - Maturity Date (WAL):** 2026-07-01
- **C.13 - Final Legal Maturity Date:** 2026-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 247: DNB BANK ASA

- **C.1 - Title:** DNB BANK ASA 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 2332K1GQ7, C.4 - ISIN: US2332K1GQ77, C.3 - LEI: 549300GKFG0RYRRQ1414
- **C.18 - Value (incl. sponsor support):** $196450720.00
- **C.18.a - Value (excl. sponsor support):** $196450720.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-07-24
- **C.12 - Maturity Date (WAL):** 2026-07-24
- **C.13 - Final Legal Maturity Date:** 2026-07-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 248: DMT LANCASTER LLC

- **C.1 - Title:** TAXABLE M/F HOUSING RB (DESERT MEADOWS TOWNHOMES) SERIES 2024A 3.810000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 23347EAA1, C.4 - ISIN: US23347EAA10, C.3 - LEI: 254900N3M1UTXY73BU36
- **C.18 - Value (incl. sponsor support):** $11300000.00
- **C.18.a - Value (excl. sponsor support):** $11300000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **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 249: ECMC GROUP INC

- **C.1 - Title:** STUDENT LOAN BACKED BONDS SERIES 2024-2 3.750000%
- **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):** $97440000.00
- **C.18.a - Value (excl. sponsor support):** $97440000.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **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 250: EAGLE CNTY

- **C.1 - Title:** RB (BC HOUSING) SERIES 1997B 3.870000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 269476AB3, C.4 - ISIN: US269476AB37, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $1500000.00
- **C.18.a - Value (excl. sponsor support):** $1500000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **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 251: EAGLE CNTY

- **C.1 - Title:** RB (TARNES AT BC) SERIES 1999B 3.870000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 269476AD9, C.4 - ISIN: US269476AD92, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $2410000.00
- **C.18.a - Value (excl. sponsor support):** $2410000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **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 252: EUROPEAN INVESTMENT BANK

- **C.1 - Title:** EUROPEAN INVESTMENT BANK 0.000000%
- **C.6 - Investment Category:** Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
- **Identifiers:** C.3 - CUSIP: 29878SE44, C.4 - ISIN: US29878SE448, C.3 - LEI: 5493006YXS1U5GIHE750
- **C.18 - Value (incl. sponsor support):** $495300000.00
- **C.18.a - Value (excl. sponsor support):** $495300000.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-05-04
- **C.12 - Maturity Date (WAL):** 2026-05-04
- **C.13 - Final Legal Maturity Date:** 2026-05-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 253: 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.4 - ISIN: US30601WD148, C.3 - LEI: 549300GKD6SUOVFV4H89
- **C.18 - Value (incl. sponsor support):** $49683985.00
- **C.18.a - Value (excl. sponsor support):** $49683985.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 254: FALCON ASSET FUNDING LLC

- **C.1 - Title:** FALCON ASSET FUNDING LLC 3.940000%
- **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):** $275021752.50
- **C.18.a - Value (excl. sponsor support):** $275021752.50
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 255: FALCON ASSET FUNDING LLC

- **C.1 - Title:** FALCON ASSET FUNDING LLC 3.940000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 30608HCY9, C.4 - ISIN: US30608HCY99, C.3 - LEI: 254900AGHU3V6ARMLZ93
- **C.18 - Value (incl. sponsor support):** $265022972.85
- **C.18.a - Value (excl. sponsor support):** $265022972.85
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 256: FALCON ASSET FUNDING LLC

- **C.1 - Title:** FALCON ASSET FUNDING LLC 3.940000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 30608HDB8, C.4 - ISIN: US30608HDB87, C.3 - LEI: 254900AGHU3V6ARMLZ93
- **C.18 - Value (incl. sponsor support):** $126012382.02
- **C.18.a - Value (excl. sponsor support):** $126012382.02
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-07-06
- **C.13 - Final Legal Maturity Date:** 2026-07-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 257: FALCON ASSET FUNDING LLC

- **C.1 - Title:** FALCON ASSET FUNDING LLC 3.910000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 30608HDC6, C.4 - ISIN: US30608HDC60, C.3 - LEI: 254900AGHU3V6ARMLZ93
- **C.18 - Value (incl. sponsor support):** $115000208.15
- **C.18.a - Value (excl. sponsor support):** $115000208.15
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-05-06
- **C.13 - Final Legal Maturity Date:** 2026-05-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 258: FALCON ASSET FUNDING LLC

- **C.1 - Title:** FALCON ASSET FUNDING LLC 3.910000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 30608HDF9, C.4 - ISIN: US30608HDF91, C.3 - LEI: 254900AGHU3V6ARMLZ93
- **C.18 - Value (incl. sponsor support):** $330009322.50
- **C.18.a - Value (excl. sponsor support):** $330009322.50
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-05-20
- **C.13 - Final Legal Maturity Date:** 2026-05-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 259: FALCON ASSET FUNDING LLC

- **C.1 - Title:** FALCON ASSET FUNDING LLC 3.920000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 30608HDH5, C.4 - ISIN: US30608HDH57, C.3 - LEI: 254900AGHU3V6ARMLZ93
- **C.18 - Value (incl. sponsor support):** $225013380.75
- **C.18.a - Value (excl. sponsor support):** $225013380.75
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-06-08
- **C.13 - Final Legal Maturity Date:** 2026-06-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 260: FALCON ASSET FUNDING LLC

- **C.1 - Title:** FALCON ASSET FUNDING LLC 3.900000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 30608HDV4, C.3 - LEI: 254900AGHU3V6ARMLZ93
- **C.18 - Value (incl. sponsor support):** $148506386.99
- **C.18.a - Value (excl. sponsor support):** $148506386.99
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-07-22
- **C.13 - Final Legal Maturity Date:** 2026-07-22
- **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 261: 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.4 - ISIN: US31428GBK85, C.3 - LEI: 549300B2Q47IR0CR5B54
- **C.18 - Value (incl. sponsor support):** $399170520.00
- **C.18.a - Value (excl. sponsor support):** $399170520.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **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 262: 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.4 - ISIN: US31428GBS12, C.3 - LEI: 549300B2Q47IR0CR5B54
- **C.18 - Value (incl. sponsor support):** $299164920.00
- **C.18.a - Value (excl. sponsor support):** $299164920.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **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 263: FEDERATION DES CAISSES DESJARDINS DU QUEBEC

- **C.1 - Title:** FEDERATION DES CAISSES DESJARDINS DU QUEBEC 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 31428GDV2, C.4 - ISIN: US31428GDV23, C.3 - LEI: 549300B2Q47IR0CR5B54
- **C.18 - Value (incl. sponsor support):** $495455450.00
- **C.18.a - Value (excl. sponsor support):** $495455450.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-04-29
- **C.12 - Maturity Date (WAL):** 2026-04-29
- **C.13 - Final Legal Maturity Date:** 2026-04-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 264: FEDERATION DES CAISSES DESJARDINS DU QUEBEC

- **C.1 - Title:** FEDERATION DES CAISSES DESJARDINS DU QUEBEC 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 31428GFP3, C.4 - ISIN: US31428GFP37, C.3 - LEI: 549300B2Q47IR0CR5B54
- **C.18 - Value (incl. sponsor support):** $295596000.00
- **C.18.a - Value (excl. sponsor support):** $295596000.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-06-23
- **C.12 - Maturity Date (WAL):** 2026-06-23
- **C.13 - Final Legal Maturity Date:** 2026-06-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 265: FEDERATION DES CAISSES DESJARDINS DU QUEBEC

- **C.1 - Title:** FEDERATION DES CAISSES DESJARDINS DU QUEBEC 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 31428GGV9, C.4 - ISIN: US31428GGV95, C.3 - LEI: 549300B2Q47IR0CR5B54
- **C.18 - Value (incl. sponsor support):** $196360000.00
- **C.18.a - Value (excl. sponsor support):** $196360000.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-07-29
- **C.12 - Maturity Date (WAL):** 2026-07-29
- **C.13 - Final Legal Maturity Date:** 2026-07-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERATION DES CAISSES DESJARDINS DU QUEBEC 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 31428GGW7, C.4 - ISIN: US31428GGW78, C.3 - LEI: 549300B2Q47IR0CR5B54
- **C.18 - Value (incl. sponsor support):** $245425125.00
- **C.18.a - Value (excl. sponsor support):** $245425125.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-07-30
- **C.12 - Maturity Date (WAL):** 2026-07-30
- **C.13 - Final Legal Maturity Date:** 2026-07-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 267: GINA RISTOW BELLING 2022

- **C.1 - Title:** TAXABLE VARIABLE RATE DEMAND NOTES SERIES 2024 3.810000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 37612DAA1, C.4 - ISIN: US37612DAA19, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $37170000.00
- **C.18.a - Value (excl. sponsor support):** $37170000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **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 268: GOTHAM FUNDING CORP

- **C.1 - Title:** GOTHAM FUNDING CORP 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 38346MBJ2, C.4 - ISIN: US38346MBJ27, C.3 - LEI: 549300Z2ZR7VTUMRPR17
- **C.18 - Value (incl. sponsor support):** $104794441.50
- **C.18.a - Value (excl. sponsor support):** $104794441.50
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **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 269: 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):** $59807766.00
- **C.18.a - Value (excl. sponsor support):** $59807766.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **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 270: GOTHAM FUNDING CORP

- **C.1 - Title:** GOTHAM FUNDING CORP 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 38346MF41, C.4 - ISIN: US38346MF411, C.3 - LEI: 549300Z2ZR7VTUMRPR17
- **C.18 - Value (incl. sponsor support):** $197412040.00
- **C.18.a - Value (excl. sponsor support):** $197412040.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **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 271: GOTHAM FUNDING CORP

- **C.1 - Title:** GOTHAM FUNDING CORP 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 38346MF90, C.4 - ISIN: US38346MF908, C.3 - LEI: 549300Z2ZR7VTUMRPR17
- **C.18 - Value (incl. sponsor support):** $345294110.00
- **C.18.a - Value (excl. sponsor support):** $345294110.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-09
- **C.12 - Maturity Date (WAL):** 2026-06-09
- **C.13 - Final Legal Maturity Date:** 2026-06-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 272: GOTHAM FUNDING CORP

- **C.1 - Title:** GOTHAM FUNDING CORP 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 38346MFA7, C.3 - LEI: 549300Z2ZR7VTUMRPR17
- **C.18 - Value (incl. sponsor support):** $246613400.00
- **C.18.a - Value (excl. sponsor support):** $246613400.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-10
- **C.12 - Maturity Date (WAL):** 2026-06-10
- **C.13 - Final Legal Maturity Date:** 2026-06-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 273: GOTHAM FUNDING CORP

- **C.1 - Title:** GOTHAM FUNDING CORP 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 38346MFC3, C.4 - ISIN: US38346MFC38, C.3 - LEI: 549300Z2ZR7VTUMRPR17
- **C.18 - Value (incl. sponsor support):** $147937770.00
- **C.18.a - Value (excl. sponsor support):** $147937770.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-12
- **C.12 - Maturity Date (WAL):** 2026-06-12
- **C.13 - Final Legal Maturity Date:** 2026-06-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 274: GOTHAM FUNDING CORP

- **C.1 - Title:** GOTHAM FUNDING CORP 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 38346MFF6, C.4 - ISIN: US38346MFF68, C.3 - LEI: 549300Z2ZR7VTUMRPR17
- **C.18 - Value (incl. sponsor support):** $236627808.00
- **C.18.a - Value (excl. sponsor support):** $236627808.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-15
- **C.12 - Maturity Date (WAL):** 2026-06-15
- **C.13 - Final Legal Maturity Date:** 2026-06-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 275: GOTHAM FUNDING CORP

- **C.1 - Title:** GOTHAM FUNDING CORP 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 38346MG73, C.4 - ISIN: US38346MG732, C.3 - LEI: 549300Z2ZR7VTUMRPR17
- **C.18 - Value (incl. sponsor support):** $73782307.50
- **C.18.a - Value (excl. sponsor support):** $73782307.50
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-07-07
- **C.12 - Maturity Date (WAL):** 2026-07-07
- **C.13 - Final Legal Maturity Date:** 2026-07-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 276: 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: 39014JB25, C.3 - LEI: 635400VTTJNS4TKPEZ96
- **C.18 - Value (incl. sponsor support):** $176945891.10
- **C.18.a - Value (excl. sponsor support):** $176945891.10
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 277: 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: 39014JB33, C.3 - LEI: 635400VTTJNS4TKPEZ96
- **C.18 - Value (incl. sponsor support):** $234904143.50
- **C.18.a - Value (excl. sponsor support):** $234904143.50
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **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? Yes, C.23 Categorized at Level 3? No

### Security 278: 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: 39014JB41, C.4 - ISIN: US39014JB419, C.3 - LEI: 635400VTTJNS4TKPEZ96
- **C.18 - Value (incl. sponsor support):** $299846910.00
- **C.18.a - Value (excl. sponsor support):** $299846910.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **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? Yes, C.23 Categorized at Level 3? No

### Security 279: 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: 39014JB58, C.4 - ISIN: US39014JB583, C.3 - LEI: 635400VTTJNS4TKPEZ96
- **C.18 - Value (incl. sponsor support):** $309810001.00
- **C.18.a - Value (excl. sponsor support):** $309810001.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **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? Yes, C.23 Categorized at Level 3? No

### Security 280: GREAT BEAR FUNDING LLC / GREAT BEAR FUNDING DAC

- **C.1 - Title:** GREAT BEAR FUNDING LLC / GREAT BEAR FUNDING DAC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 39014JB66, C.4 - ISIN: US39014JB666, C.3 - LEI: 635400VTTJNS4TKPEZ96
- **C.18 - Value (incl. sponsor support):** $349749540.00
- **C.18.a - Value (excl. sponsor support):** $349749540.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **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? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 281: GREYSHOE ISSUING TRUST

- **C.1 - Title:** TAXABLE VARIABLE RATE DEMAND NOTES SERIES 2022 3.810000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 39808XAA7, C.4 - ISIN: US39808XAA72, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $31640000.00
- **C.18.a - Value (excl. sponsor support):** $31640000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **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 282: GOLDMAN SACHS BANK USA

- **C.1 - Title:** GOLDMAN SACHS BANK USA 4.070000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 40054PJW6, C.4 - ISIN: US40054PJW68, C.3 - LEI: KD3XUN7C6T14HNAYLU02
- **C.18 - Value (incl. sponsor support):** $600078480.00
- **C.18.a - Value (excl. sponsor support):** $600078480.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **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 283: GOLDMAN SACHS BANK USA

- **C.1 - Title:** GOLDMAN SACHS BANK USA 3.780000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 40054PLP8, C.4 - ISIN: US40054PLP89, C.3 - LEI: KD3XUN7C6T14HNAYLU02
- **C.18 - Value (incl. sponsor support):** $250005875.00
- **C.18.a - Value (excl. sponsor support):** $250005875.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-04-29
- **C.12 - Maturity Date (WAL):** 2026-04-29
- **C.13 - Final Legal Maturity Date:** 2026-04-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 284: HSBC BANK PLC

- **C.1 - Title:** HSBC BANK PLC 3.890000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 40433FVZ9, C.4 - ISIN: US40433FVZ97, C.3 - LEI: MP6I5ZYZBEU3UXPYFY54
- **C.18 - Value (incl. sponsor support):** $600063900.00
- **C.18.a - Value (excl. sponsor support):** $600063900.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-06-16
- **C.13 - Final Legal Maturity Date:** 2026-06-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 285: HACIENDA INVESTORS LP

- **C.1 - Title:** M/F HOUSING RB (WINDMERE COURT) SERIES 2025A 3.810000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 40451HAA0, C.4 - ISIN: US40451HAA05, C.3 - LEI: 254900D8TWTW7UVMP939
- **C.18 - Value (incl. sponsor support):** $11500000.00
- **C.18.a - Value (excl. sponsor support):** $11500000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **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 286: HACIENDA INVESTORS LP

- **C.1 - Title:** M/F HOUSING RB (PINETREE TERRANCE) SERIES 2025A 3.810000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 40451HAB8, C.4 - ISIN: US40451HAB87, C.3 - LEI: 254900D8TWTW7UVMP939
- **C.18 - Value (incl. sponsor support):** $13000000.00
- **C.18.a - Value (excl. sponsor support):** $13000000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **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: HARTFORD HEALTHCARE CORP

- **C.1 - Title:** TAXABLE BONDS SERIES C 3.740000%
- **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:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **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 288: ING US FUNDING LLC

- **C.1 - Title:** ING US FUNDING LLC 3.840000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 44988GGU6, C.4 - ISIN: US44988GGU67, C.3 - LEI: 254900QX5Y2ZDZ6XBT08, C.5 - Other ID: 44988GGU6
- **C.18 - Value (incl. sponsor support):** $500058100.00
- **C.18.a - Value (excl. sponsor support):** $500058100.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 289: ING US FUNDING LLC

- **C.1 - Title:** ING US FUNDING LLC 3.860000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 44988GHD3, C.4 - ISIN: US44988GHD34, C.3 - LEI: 254900QX5Y2ZDZ6XBT08, C.5 - Other ID: 44988GHD3
- **C.18 - Value (incl. sponsor support):** $696625996.85
- **C.18.a - Value (excl. sponsor support):** $696625996.85
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-05-12
- **C.13 - Final Legal Maturity Date:** 2026-05-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 290: ING US FUNDING LLC

- **C.1 - Title:** ING US FUNDING LLC 3.880000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 44988GHG6, C.4 - ISIN: US44988GHG64, C.3 - LEI: 254900QX5Y2ZDZ6XBT08, C.5 - Other ID: 44988GHG6
- **C.18 - Value (incl. sponsor support):** $300024210.00
- **C.18.a - Value (excl. sponsor support):** $300024210.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-07-07
- **C.13 - Final Legal Maturity Date:** 2026-07-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 291: ILLINOIS HOUSING DEVELOPMENT AUTH

- **C.1 - Title:** HOUSING BONDS SERIES 2017A2 3.720000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 45201LA21, C.4 - ISIN: US45201LA214, C.3 - LEI: 54930053Z6M9JVHBQZ16
- **C.18 - Value (incl. sponsor support):** $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:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **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 292: ILLINOIS HSG DEV AUTH 2016

- **C.1 - Title:** M/F RB SERIES 2022C 3.780000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 45202BLE4, C.4 - ISIN: US45202BLE47, C.3 - LEI: 54930053Z6M9JVHBQZ16
- **C.18 - Value (incl. sponsor support):** $12190000.00
- **C.18.a - Value (excl. sponsor support):** $12190000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **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 293: Illinois Hsg Development Auth March 2016 S/F

- **C.1 - Title:** RB SERIES 2024G 3.750000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 45203ME80, C.4 - ISIN: US45203ME806, C.3 - LEI: 54930053Z6M9JVHBQZ16
- **C.18 - Value (incl. sponsor support):** $56665000.00
- **C.18.a - Value (excl. sponsor support):** $56665000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **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 294: Illinois Hsg Development Auth March 2016 S/F

- **C.1 - Title:** TAXABLE RB SERIES 2023J 3.750000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 45203MQE4, C.4 - ISIN: US45203MQE48, C.3 - LEI: 54930053Z6M9JVHBQZ16
- **C.18 - Value (incl. sponsor support):** $15250000.00
- **C.18.a - Value (excl. sponsor support):** $15250000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **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 295: ILLINOIS HOUSING DEVELOPMENT AUTH

- **C.1 - Title:** RB SERIES 2025F 3.750000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 45203MV65, C.4 - ISIN: US45203MV651, C.3 - LEI: 54930053Z6M9JVHBQZ16
- **C.18 - Value (incl. sponsor support):** $21665000.00
- **C.18.a - Value (excl. sponsor support):** $21665000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **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 296: Illinois Finance Auth

- **C.1 - Title:** RB (UNIV OF CHICAGO) SERIES 2025A 3.750000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 45204FQ99, C.4 - ISIN: US45204FQ992, C.3 - LEI: 549300ZG6UBPNNNRN315
- **C.18 - Value (incl. sponsor support):** $35500000.00
- **C.18.a - Value (excl. sponsor support):** $35500000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **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 297: ING US FUNDING LLC

- **C.1 - Title:** ING US FUNDING LLC 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 45685RB97, C.4 - ISIN: US45685RB973, C.3 - LEI: 254900QX5Y2ZDZ6XBT08, C.5 - Other ID: 45685RB97
- **C.18 - Value (incl. sponsor support):** $98899485.30
- **C.18.a - Value (excl. sponsor support):** $98899485.30
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **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 298: ING US FUNDING LLC

- **C.1 - Title:** ING US FUNDING LLC 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 45685RC21, C.4 - ISIN: US45685RC211, C.3 - LEI: 254900QX5Y2ZDZ6XBT08, C.5 - Other ID: 45685RC21
- **C.18 - Value (incl. sponsor support):** $99678860.00
- **C.18.a - Value (excl. sponsor support):** $99678860.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **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 299: ING US FUNDING LLC

- **C.1 - Title:** ING US FUNDING LLC 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 45685RDN4, C.4 - ISIN: US45685RDN44, C.3 - LEI: 254900QX5Y2ZDZ6XBT08, C.5 - Other ID: 45685RDN4
- **C.18 - Value (incl. sponsor support):** $198307000.00
- **C.18.a - Value (excl. sponsor support):** $198307000.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-04-22
- **C.12 - Maturity Date (WAL):** 2026-04-22
- **C.13 - Final Legal Maturity Date:** 2026-04-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 300: IOWA STUDENT LOAN LIQUIDITY CORP

- **C.1 - Title:** TAXABLE RB SERIES 20231 3.750000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 462590NM8, C.4 - ISIN: US462590NM80, C.3 - LEI: 549300FO1LWVSZKGJK70
- **C.18 - Value (incl. sponsor support):** $46773000.00
- **C.18.a - Value (excl. sponsor support):** $46773000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **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 301: J MACE MEEKS 2022 INSURANCE TRUST

- **C.1 - Title:** TAXABLE VARIABLE RATE DEMAND NOTES SERIES 2022 3.810000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 46593GAA8, C.4 - ISIN: US46593GAA85, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $4970000.00
- **C.18.a - Value (excl. sponsor support):** $4970000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **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 302: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 3.920000%
- **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):** $300027642.00
- **C.18.a - Value (excl. sponsor support):** $300027642.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 303: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 3.920000%
- **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):** $300029727.00
- **C.18.a - Value (excl. sponsor support):** $300029727.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 304: JEFFERSON MENIFEE LLC

- **C.1 - Title:** TAXABLE VARIABLE RATE DEMAND M/F HOUSING RB (JEFFERSON MENIFEE APTS) SERIES 2022A 3.810000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 474208AA3, C.4 - ISIN: US474208AA39, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $56330000.00
- **C.18.a - Value (excl. sponsor support):** $56330000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **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 305: JEFFERSON WESTCHESTER LLC

- **C.1 - Title:** TAXABLE M/F HOUSING RB (JEFFERSON WESTCHESTER APTS) SERIES 2023A 3.810000%
- **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):** $30835000.00
- **C.18.a - Value (excl. sponsor support):** $30835000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **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 306: KFW

- **C.1 - Title:** KFW 0.000000%
- **C.6 - Investment Category:** Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
- **Identifiers:** C.3 - CUSIP: 48246UE44, C.4 - ISIN: US48246UE441, C.3 - LEI: 549300GDPG70E3MBBU98
- **C.18 - Value (incl. sponsor support):** $247633900.00
- **C.18.a - Value (excl. sponsor support):** $247633900.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-05-04
- **C.12 - Maturity Date (WAL):** 2026-05-04
- **C.13 - Final Legal Maturity Date:** 2026-05-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 307: KFW

- **C.1 - Title:** KFW 0.000000%
- **C.6 - Investment Category:** Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
- **Identifiers:** C.3 - CUSIP: 48246UE51, C.4 - ISIN: US48246UE516, C.3 - LEI: 549300GDPG70E3MBBU98
- **C.18 - Value (incl. sponsor support):** $247609600.00
- **C.18.a - Value (excl. sponsor support):** $247609600.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-05-05
- **C.12 - Maturity Date (WAL):** 2026-05-05
- **C.13 - Final Legal Maturity Date:** 2026-05-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 308: KFW

- **C.1 - Title:** KFW 0.000000%
- **C.6 - Investment Category:** Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
- **Identifiers:** C.3 - CUSIP: 48246UE69, C.4 - ISIN: US48246UE698, C.3 - LEI: 549300GDPG70E3MBBU98
- **C.18 - Value (incl. sponsor support):** $198068260.00
- **C.18.a - Value (excl. sponsor support):** $198068260.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **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 309: KFW

- **C.1 - Title:** KFW 0.000000%
- **C.6 - Investment Category:** Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
- **Identifiers:** C.3 - CUSIP: 48246UE77, C.4 - ISIN: US48246UE771, C.3 - LEI: 549300GDPG70E3MBBU98
- **C.18 - Value (incl. sponsor support):** $247561075.00
- **C.18.a - Value (excl. sponsor support):** $247561075.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-05-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 310: Keep Memory Alive

- **C.1 - Title:** TAXABLE VARIABLE RATE DEMAND BONDS SERIES 2013 3.800000%
- **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:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **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 311: LABCON NORTH AMERICA

- **C.1 - Title:** TAXABLE BONDS SERIES 2010 4.000000%
- **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:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **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 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: 53127UB25, C.4 - ISIN: US53127UB250, C.3 - LEI: 549300F33VRHM10B9391
- **C.18 - Value (incl. sponsor support):** $114964844.50
- **C.18.a - Value (excl. sponsor support):** $114964844.50
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 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: 53127UCL2, C.4 - ISIN: US53127UCL26, C.3 - LEI: 549300F33VRHM10B9391
- **C.18 - Value (incl. sponsor support):** $198986060.00
- **C.18.a - Value (excl. sponsor support):** $198986060.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-03-20
- **C.12 - Maturity Date (WAL):** 2026-03-20
- **C.13 - Final Legal Maturity Date:** 2026-03-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 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: 53127UCT5, C.4 - ISIN: US53127UCT51, C.3 - LEI: 549300F33VRHM10B9391
- **C.18 - Value (incl. sponsor support):** $248555150.00
- **C.18.a - Value (excl. sponsor support):** $248555150.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **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 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: 53127UD23, C.4 - ISIN: US53127UD231, C.3 - LEI: 549300F33VRHM10B9391
- **C.18 - Value (incl. sponsor support):** $124201175.00
- **C.18.a - Value (excl. sponsor support):** $124201175.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **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 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: 53127UFN5, C.4 - ISIN: US53127UFN54, C.3 - LEI: 549300F33VRHM10B9391
- **C.18 - Value (incl. sponsor support):** $147792630.00
- **C.18.a - Value (excl. sponsor support):** $147792630.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-06-22
- **C.12 - Maturity Date (WAL):** 2026-06-22
- **C.13 - Final Legal Maturity Date:** 2026-06-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 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: 53127UFW5, C.4 - ISIN: US53127UFW53, C.3 - LEI: 549300F33VRHM10B9391
- **C.18 - Value (incl. sponsor support):** $24612120.00
- **C.18.a - Value (excl. sponsor support):** $24612120.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 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: 53127UGW4, C.3 - LEI: 549300F33VRHM10B9391
- **C.18 - Value (incl. sponsor support):** $98154860.00
- **C.18.a - Value (excl. sponsor support):** $98154860.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-07-30
- **C.12 - Maturity Date (WAL):** 2026-07-30
- **C.13 - Final Legal Maturity Date:** 2026-07-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 319: LIBERTY STREET FUNDING LLC

- **C.1 - Title:** LIBERTY STREET FUNDING LLC 3.860000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53128PAS9, C.4 - ISIN: US53128PAS92, C.3 - LEI: 549300F33VRHM10B9391
- **C.18 - Value (incl. sponsor support):** $75010657.50
- **C.18.a - Value (excl. sponsor support):** $75010657.50
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 3.860000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53128PAT7, C.4 - ISIN: US53128PAT75, C.3 - LEI: 549300F33VRHM10B9391
- **C.18 - Value (incl. sponsor support):** $75010845.00
- **C.18.a - Value (excl. sponsor support):** $75010845.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 3.860000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53128PAU4, C.4 - ISIN: US53128PAU49, C.3 - LEI: 549300F33VRHM10B9391
- **C.18 - Value (incl. sponsor support):** $110015345.00
- **C.18.a - Value (excl. sponsor support):** $110015345.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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: 53619YB30, C.4 - ISIN: US53619YB308, C.3 - LEI: 635400IQAPDH9DJ1QL85
- **C.18 - Value (incl. sponsor support):** $120950777.20
- **C.18.a - Value (excl. sponsor support):** $120950777.20
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **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? 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: 53619YB55, C.4 - ISIN: US53619YB555, C.3 - LEI: 635400IQAPDH9DJ1QL85
- **C.18 - Value (incl. sponsor support):** $49969440.00
- **C.18.a - Value (excl. sponsor support):** $49969440.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **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? Yes, C.23 Categorized at Level 3? No

### Security 324: 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: 53619YB63, C.4 - ISIN: US53619YB639, C.3 - LEI: 635400IQAPDH9DJ1QL85
- **C.18 - Value (incl. sponsor support):** $164882256.00
- **C.18.a - Value (excl. sponsor support):** $164882256.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **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? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 325: 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.4 - ISIN: US53943SCA33, C.3 - LEI: H7FNTJ4851HG0EXQ1Z70
- **C.18 - Value (incl. sponsor support):** $228407768.80
- **C.18.a - Value (excl. sponsor support):** $228407768.80
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **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 326: 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):** $36132776.60
- **C.18.a - Value (excl. sponsor support):** $36132776.60
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **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 327: 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):** $49901935.00
- **C.18.a - Value (excl. sponsor support):** $49901935.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **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 328: 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.4 - ISIN: US53944RBK32, C.3 - LEI: 969500DWS97CYSHCPT49
- **C.18 - Value (incl. sponsor support):** $47701259.54
- **C.18.a - Value (excl. sponsor support):** $47701259.54
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **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 329: 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):** $99751540.00
- **C.18.a - Value (excl. sponsor support):** $99751540.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **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 330: 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.4 - ISIN: US53944RBS67, C.3 - LEI: 969500DWS97CYSHCPT49
- **C.18 - Value (incl. sponsor support):** $49859995.00
- **C.18.a - Value (excl. sponsor support):** $49859995.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **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 331: 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.4 - ISIN: US53944RC559, C.3 - LEI: 969500DWS97CYSHCPT49
- **C.18 - Value (incl. sponsor support):** $101838753.66
- **C.18.a - Value (excl. sponsor support):** $101838753.66
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **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 332: 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.4 - ISIN: US53944RC633, C.3 - LEI: 969500DWS97CYSHCPT49
- **C.18 - Value (incl. sponsor support):** $49818035.00
- **C.18.a - Value (excl. sponsor support):** $49818035.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **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 333: 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):** $99604660.00
- **C.18.a - Value (excl. sponsor support):** $99604660.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **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 334: 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.4 - ISIN: US53944RCC07, C.3 - LEI: 969500DWS97CYSHCPT49
- **C.18 - Value (incl. sponsor support):** $49786610.00
- **C.18.a - Value (excl. sponsor support):** $49786610.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-03-12
- **C.12 - Maturity Date (WAL):** 2026-03-12
- **C.13 - Final Legal Maturity Date:** 2026-03-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: 53944RCH9, C.4 - ISIN: US53944RCH93, C.3 - LEI: 969500DWS97CYSHCPT49
- **C.18 - Value (incl. sponsor support):** $81607293.80
- **C.18.a - Value (excl. sponsor support):** $81607293.80
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **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 336: 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):** $101031243.20
- **C.18.a - Value (excl. sponsor support):** $101031243.20
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **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 337: 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.4 - ISIN: US53944RD219, C.3 - LEI: 969500DWS97CYSHCPT49
- **C.18 - Value (incl. sponsor support):** $50772617.63
- **C.18.a - Value (excl. sponsor support):** $50772617.63
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **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 338: LMA AMERICAS LLC

- **C.1 - Title:** LMA AMERICAS LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53944RDM7, C.3 - LEI: 969500DWS97CYSHCPT49
- **C.18 - Value (incl. sponsor support):** $99163000.00
- **C.18.a - Value (excl. sponsor support):** $99163000.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-04-21
- **C.12 - Maturity Date (WAL):** 2026-04-21
- **C.13 - Final Legal Maturity Date:** 2026-04-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 339: LMA AMERICAS LLC

- **C.1 - Title:** LMA AMERICAS LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53944RDN5, C.3 - LEI: 969500DWS97CYSHCPT49
- **C.18 - Value (incl. sponsor support):** $114303197.98
- **C.18.a - Value (excl. sponsor support):** $114303197.98
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-04-22
- **C.12 - Maturity Date (WAL):** 2026-04-22
- **C.13 - Final Legal Maturity Date:** 2026-04-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 340: 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):** $303015756.00
- **C.18.a - Value (excl. sponsor support):** $303015756.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 341: MUFG BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MUFG BANK LTD (NEW YORK BRANCH) 3.870000%
- **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):** $420036624.00
- **C.18.a - Value (excl. sponsor support):** $420036624.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 342: MUFG BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MUFG BANK LTD (NEW YORK BRANCH) 3.870000%
- **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):** $100010710.00
- **C.18.a - Value (excl. sponsor support):** $100010710.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 343: MUFG BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MUFG BANK LTD (NEW YORK BRANCH) 3.860000%
- **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):** $500071100.00
- **C.18.a - Value (excl. sponsor support):** $500071100.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-03-18
- **C.13 - Final Legal Maturity Date:** 2026-03-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: MUFG BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MUFG BANK LTD (NEW YORK BRANCH) 3.860000%
- **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):** $441061916.40
- **C.18.a - Value (excl. sponsor support):** $441061916.40
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 345: MUFG BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MUFG BANK LTD (NEW YORK BRANCH) 3.860000%
- **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):** $370053280.00
- **C.18.a - Value (excl. sponsor support):** $370053280.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 346: MUFG BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MUFG BANK LTD (NEW YORK BRANCH) 3.860000%
- **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):** $578077914.40
- **C.18.a - Value (excl. sponsor support):** $578077914.40
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 347: MUFG BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MUFG BANK LTD (NEW YORK BRANCH) 3.870000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 55381BNR5, C.4 - ISIN: US55381BNR59, C.3 - LEI: C3GTMMZIHMY46P4OIX74
- **C.18 - Value (incl. sponsor support):** $510125205.00
- **C.18.a - Value (excl. sponsor support):** $510125205.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 348: MUFG BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MUFG BANK LTD (NEW YORK BRANCH) 3.890000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 55381BPC6, C.4 - ISIN: US55381BPC62, C.3 - LEI: C3GTMMZIHMY46P4OIX74
- **C.18 - Value (incl. sponsor support):** $270066846.60
- **C.18.a - Value (excl. sponsor support):** $270066846.60
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 349: MUFG BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MUFG BANK LTD (NEW YORK BRANCH) 3.910000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 55381BPQ5, C.4 - ISIN: US55381BPQ58, C.3 - LEI: C3GTMMZIHMY46P4OIX74
- **C.18 - Value (incl. sponsor support):** $600186660.00
- **C.18.a - Value (excl. sponsor support):** $600186660.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-05-28
- **C.13 - Final Legal Maturity Date:** 2026-05-28
- **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 350: MUFG BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MUFG BANK LTD (NEW YORK BRANCH) 3.910000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 55381BPU6, C.4 - ISIN: US55381BPU60, C.3 - LEI: C3GTMMZIHMY46P4OIX74
- **C.18 - Value (incl. sponsor support):** $300101820.00
- **C.18.a - Value (excl. sponsor support):** $300101820.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-05-21
- **C.13 - Final Legal Maturity Date:** 2026-05-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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) 3.910000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 55381BPW2, C.4 - ISIN: US55381BPW27, C.3 - LEI: C3GTMMZIHMY46P4OIX74
- **C.18 - Value (incl. sponsor support):** $250084700.00
- **C.18.a - Value (excl. sponsor support):** $250084700.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 352: MUFG BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MUFG BANK LTD (NEW YORK BRANCH) 3.910000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 55381BPX0, C.4 - ISIN: US55381BPX00, C.3 - LEI: C3GTMMZIHMY46P4OIX74
- **C.18 - Value (incl. sponsor support):** $810261549.00
- **C.18.a - Value (excl. sponsor support):** $810261549.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-05-26
- **C.13 - Final Legal Maturity Date:** 2026-05-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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) 3.920000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 55381BQC5, C.4 - ISIN: US55381BQC53, C.3 - LEI: C3GTMMZIHMY46P4OIX74
- **C.18 - Value (incl. sponsor support):** $661327789.90
- **C.18.a - Value (excl. sponsor support):** $661327789.90
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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) 3.920000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 55381BQF8, C.4 - ISIN: US55381BQF84, C.3 - LEI: C3GTMMZIHMY46P4OIX74
- **C.18 - Value (incl. sponsor support):** $266122971.80
- **C.18.a - Value (excl. sponsor support):** $266122971.80
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-06-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? 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) 3.910000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 55381BQG6, C.4 - ISIN: US55381BQG67, C.3 - LEI: C3GTMMZIHMY46P4OIX74
- **C.18 - Value (incl. sponsor support):** $500159850.00
- **C.18.a - Value (excl. sponsor support):** $500159850.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-06-08
- **C.13 - Final Legal Maturity Date:** 2026-06-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** MUFG BANK LTD (NEW YORK BRANCH) 3.920000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 55381BQL5, C.4 - ISIN: US55381BQL52, C.3 - LEI: C3GTMMZIHMY46P4OIX74
- **C.18 - Value (incl. sponsor support):** $529219958.20
- **C.18.a - Value (excl. sponsor support):** $529219958.20
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-06-11
- **C.12 - Maturity Date (WAL):** 2026-06-11
- **C.13 - Final Legal Maturity Date:** 2026-06-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** MUFG BANK LTD (NEW YORK BRANCH) 3.910000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 55381BQP6, C.4 - ISIN: US55381BQP66, C.3 - LEI: C3GTMMZIHMY46P4OIX74
- **C.18 - Value (incl. sponsor support):** $496160604.80
- **C.18.a - Value (excl. sponsor support):** $496160604.80
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-06-12
- **C.13 - Final Legal Maturity Date:** 2026-06-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** MUFG BANK LTD (NEW YORK BRANCH) 3.910000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 55381BQV3, C.4 - ISIN: US55381BQV35, C.3 - LEI: C3GTMMZIHMY46P4OIX74
- **C.18 - Value (incl. sponsor support):** $200066560.00
- **C.18.a - Value (excl. sponsor support):** $200066560.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-06-15
- **C.13 - Final Legal Maturity Date:** 2026-06-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** MUFG BANK LTD (NEW YORK BRANCH) 3.840000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 55381BQW1, C.4 - ISIN: US55381BQW18, C.3 - LEI: C3GTMMZIHMY46P4OIX74
- **C.18 - Value (incl. sponsor support):** $300027150.00
- **C.18.a - Value (excl. sponsor support):** $300027150.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-06-15
- **C.12 - Maturity Date (WAL):** 2026-06-15
- **C.13 - Final Legal Maturity Date:** 2026-06-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** MUFG BANK LTD (NEW YORK BRANCH) 3.860000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 55381BQY7, C.4 - ISIN: US55381BQY73, C.3 - LEI: C3GTMMZIHMY46P4OIX74
- **C.18 - Value (incl. sponsor support):** $210061467.00
- **C.18.a - Value (excl. sponsor support):** $210061467.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** MUFG BANK LTD (NEW YORK BRANCH) 3.790000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 55381BRN0, C.4 - ISIN: US55381BRN00, C.3 - LEI: C3GTMMZIHMY46P4OIX74
- **C.18 - Value (incl. sponsor support):** $500014750.00
- **C.18.a - Value (excl. sponsor support):** $500014750.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-07-29
- **C.12 - Maturity Date (WAL):** 2026-07-29
- **C.13 - Final Legal Maturity Date:** 2026-07-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** MUFG BANK LTD (NEW YORK BRANCH) 3.790000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 55381BRP5, C.4 - ISIN: US55381BRP57, C.3 - LEI: C3GTMMZIHMY46P4OIX74
- **C.18 - Value (incl. sponsor support):** $497816726.08
- **C.18.a - Value (excl. sponsor support):** $497816726.08
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-07-30
- **C.12 - Maturity Date (WAL):** 2026-07-30
- **C.13 - Final Legal Maturity Date:** 2026-07-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** MUFG BANK LTD (NEW YORK BRANCH) 3.770000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 55381BRS9, C.4 - ISIN: US55381BRS96, C.3 - LEI: C3GTMMZIHMY46P4OIX74
- **C.18 - Value (incl. sponsor support):** $219992630.00
- **C.18.a - Value (excl. sponsor support):** $219992630.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-08-06
- **C.12 - Maturity Date (WAL):** 2026-08-06
- **C.13 - Final Legal Maturity Date:** 2026-08-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 364: MAINBEACH FUNDING LLC

- **C.1 - Title:** MAINBEACH FUNDING LLC 3.930000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 56036ABR7, C.4 - ISIN: US56036ABR77, C.3 - LEI: 635400CWJW29VERCBI90
- **C.18 - Value (incl. sponsor support):** $200002642.00
- **C.18.a - Value (excl. sponsor support):** $200002642.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-05-05
- **C.13 - Final Legal Maturity Date:** 2026-05-18
- **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 365: MAINBEACH FUNDING LLC

- **C.1 - Title:** MAINBEACH FUNDING LLC 3.930000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 56036ABU0, C.4 - ISIN: US56036ABU07, C.3 - LEI: 635400CWJW29VERCBI90
- **C.18 - Value (incl. sponsor support):** $192012430.08
- **C.18.a - Value (excl. sponsor support):** $192012430.08
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-05-05
- **C.13 - Final Legal Maturity Date:** 2026-05-26
- **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 366: MAINBEACH FUNDING LLC

- **C.1 - Title:** MAINBEACH FUNDING LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 56037CB35, C.4 - ISIN: US56037CB355, C.3 - LEI: 635400CWJW29VERCBI90
- **C.18 - Value (incl. sponsor support):** $22490822.25
- **C.18.a - Value (excl. sponsor support):** $22490822.25
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **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? Yes, C.23 Categorized at Level 3? No

### Security 367: MAINBEACH FUNDING LLC

- **C.1 - Title:** MAINBEACH FUNDING LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 56037CB43, C.4 - ISIN: US56037CB439, C.3 - LEI: 635400CWJW29VERCBI90
- **C.18 - Value (incl. sponsor support):** $84170026.11
- **C.18.a - Value (excl. sponsor support):** $84170026.11
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **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? Yes, C.23 Categorized at Level 3? No

### Security 368: MANHATTAN ASSET FUNDING COMPANY LLC

- **C.1 - Title:** MANHATTAN ASSET FUNDING COMPANY LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 56274MDH2, C.4 - ISIN: US56274MDH25, C.3 - LEI: 549300S0NSJYSOB32S63
- **C.18 - Value (incl. sponsor support):** $99203410.00
- **C.18.a - Value (excl. sponsor support):** $99203410.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-04-17
- **C.12 - Maturity Date (WAL):** 2026-04-17
- **C.13 - Final Legal Maturity Date:** 2026-04-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 369: Maricopa Cnty IDA

- **C.1 - Title:** RB (BANNER HEALTH) SERIES 2021B1 3.780000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 56682HDD8, C.4 - ISIN: US56682HDD89, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $30700000.00
- **C.18.a - Value (excl. sponsor support):** $30700000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **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 370: Massachusetts HFA

- **C.1 - Title:** HOUSING BONDS SERIES 2025A 3.750000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 57586VDY6, C.4 - ISIN: US57586VDY65, C.3 - LEI: 549300NLJBK1VP6K2K81
- **C.18 - Value (incl. sponsor support):** $18000000.00
- **C.18.a - Value (excl. sponsor support):** $18000000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **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 371: Massachusetts HFA

- **C.1 - Title:** S/F HOUSING RB SERIES 251 3.750000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 57587G3W3, C.4 - ISIN: US57587G3W39, C.3 - LEI: 549300NLJBK1VP6K2K81
- **C.18 - Value (incl. sponsor support):** $22500000.00
- **C.18.a - Value (excl. sponsor support):** $22500000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **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 372: Massachusetts HFA

- **C.1 - Title:** TAXABLE S/F HOUSING RB SERIES 244 3.750000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 57587GY58, C.4 - ISIN: US57587GY583, C.3 - LEI: 549300NLJBK1VP6K2K81
- **C.18 - Value (incl. sponsor support):** $20000000.00
- **C.18.a - Value (excl. sponsor support):** $20000000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **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 373: Massachusetts S/F HFA

- **C.1 - Title:** S/F HOUSING RB SERIES 248 3.750000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 57587GY90, C.4 - ISIN: US57587GY906, C.3 - LEI: 549300NLJBK1VP6K2K81
- **C.18 - Value (incl. sponsor support):** $17500000.00
- **C.18.a - Value (excl. sponsor support):** $17500000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **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 374: METLIFE SHORT TERM FUNDING LLC

- **C.1 - Title:** METLIFE SHORT TERM FUNDING LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 59157UG12, C.4 - ISIN: US59157UG128, C.3 - LEI: 54930024MDLTV1K1YL10
- **C.18 - Value (incl. sponsor support):** $172318335.00
- **C.18.a - Value (excl. sponsor support):** $172318335.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-07-01
- **C.12 - Maturity Date (WAL):** 2026-07-01
- **C.13 - Final Legal Maturity Date:** 2026-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 375: METLIFE SHORT TERM FUNDING LLC

- **C.1 - Title:** METLIFE SHORT TERM FUNDING LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 59157UG20, C.4 - ISIN: US59157UG201, C.3 - LEI: 54930024MDLTV1K1YL10
- **C.18 - Value (incl. sponsor support):** $31143148.76
- **C.18.a - Value (excl. sponsor support):** $31143148.76
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-07-02
- **C.12 - Maturity Date (WAL):** 2026-07-02
- **C.13 - Final Legal Maturity Date:** 2026-07-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 376: SOUTHERN CALIFORNIA METROPOLITAN WATER DISTRICT

- **C.1 - Title:** SUB WATER REFUNDING RB SERIES 2021A 3.720000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 59266TTK7, C.4 - ISIN: US59266TTK78, C.3 - LEI: 5493003GD0S0P56RLT45
- **C.18 - Value (incl. sponsor support):** $132550000.00
- **C.18.a - Value (excl. sponsor support):** $132550000.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **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 377: MICHELLE LEIGH LEGACY

- **C.1 - Title:** TAXABLE VARIABLE RATE DEMAND NOTES SERIES 2025 3.810000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 594109AA8, C.4 - ISIN: US594109AA83, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $52840000.00
- **C.18.a - Value (excl. sponsor support):** $52840000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2075-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 378: Michigan Housing Development Auth

- **C.1 - Title:** S/F GO BONDS SERIES 2025-1 3.750000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 594649M93, C.4 - ISIN: US594649M933, C.3 - LEI: 549300NSWW1HVXE93T03
- **C.18 - Value (incl. sponsor support):** $22000000.00
- **C.18.a - Value (excl. sponsor support):** $22000000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **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 379: MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 3.870000%
- **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):** $385026719.00
- **C.18.a - Value (excl. sponsor support):** $385026719.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-17
- **C.13 - Final Legal Maturity Date:** 2026-02-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 380: MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 3.870000%
- **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):** $375014962.50
- **C.18.a - Value (excl. sponsor support):** $375014962.50
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 381: MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 3.870000%
- **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):** $400029400.00
- **C.18.a - Value (excl. sponsor support):** $400029400.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 382: MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 3.870000%
- **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):** $611100081.80
- **C.18.a - Value (excl. sponsor support):** $611100081.80
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 383: MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 3.870000%
- **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):** $400057480.00
- **C.18.a - Value (excl. sponsor support):** $400057480.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 384: MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 3.880000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60683FBS2, C.4 - ISIN: US60683FBS20, C.3 - LEI: JBONEPAGQXF4QP29B387
- **C.18 - Value (incl. sponsor support):** $481104232.70
- **C.18.a - Value (excl. sponsor support):** $481104232.70
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 385: MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 3.950000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60683FCF9, C.4 - ISIN: US60683FCF99, C.3 - LEI: JBONEPAGQXF4QP29B387
- **C.18 - Value (incl. sponsor support):** $500222950.00
- **C.18.a - Value (excl. sponsor support):** $500222950.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-07-06
- **C.13 - Final Legal Maturity Date:** 2026-07-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 3.900000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60683FCW2, C.4 - ISIN: US60683FCW23, C.3 - LEI: JBONEPAGQXF4QP29B387
- **C.18 - Value (incl. sponsor support):** $285075610.50
- **C.18.a - Value (excl. sponsor support):** $285075610.50
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-05-18
- **C.13 - Final Legal Maturity Date:** 2026-05-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 3.830000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60683FDQ4, C.4 - ISIN: US60683FDQ46, C.3 - LEI: JBONEPAGQXF4QP29B387
- **C.18 - Value (incl. sponsor support):** $91982188.80
- **C.18.a - Value (excl. sponsor support):** $91982188.80
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-07-06
- **C.12 - Maturity Date (WAL):** 2026-07-06
- **C.13 - Final Legal Maturity Date:** 2026-07-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 3.850000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60683FEX8, C.4 - ISIN: US60683FEX87, C.3 - LEI: JBONEPAGQXF4QP29B387
- **C.18 - Value (incl. sponsor support):** $399991840.00
- **C.18.a - Value (excl. sponsor support):** $399991840.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-08-03
- **C.13 - Final Legal Maturity Date:** 2026-08-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 389: 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: 60689QC93, C.4 - ISIN: US60689QC934, C.3 - LEI: RB0PEZSDGCO3JS6CEU02
- **C.18 - Value (incl. sponsor support):** $239053536.00
- **C.18.a - Value (excl. sponsor support):** $239053536.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **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? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: 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: 60689QE83, C.4 - ISIN: US60689QE831, C.3 - LEI: RB0PEZSDGCO3JS6CEU02
- **C.18 - Value (incl. sponsor support):** $494897200.00
- **C.18.a - Value (excl. sponsor support):** $494897200.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-05-08
- **C.12 - Maturity Date (WAL):** 2026-05-08
- **C.13 - Final Legal Maturity Date:** 2026-05-08
- **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 391: MIZUHO BANK LTD (SINGAPORE BRANCH)

- **C.1 - Title:** MIZUHO BANK LTD (SINGAPORE BRANCH) 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 60689QF82, C.4 - ISIN: US60689QF820, C.3 - LEI: RB0PEZSDGCO3JS6CEU02
- **C.18 - Value (incl. sponsor support):** $345309405.00
- **C.18.a - Value (excl. sponsor support):** $345309405.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-06-08
- **C.12 - Maturity Date (WAL):** 2026-06-08
- **C.13 - Final Legal Maturity Date:** 2026-06-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 392: MIZUHO BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MIZUHO BANK LTD (NEW YORK BRANCH) 3.920000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60701A3Q4, C.4 - ISIN: US60701A3Q40, C.3 - LEI: RB0PEZSDGCO3JS6CEU02
- **C.18 - Value (incl. sponsor support):** $501145841.10
- **C.18.a - Value (excl. sponsor support):** $501145841.10
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-06-09
- **C.12 - Maturity Date (WAL):** 2026-06-09
- **C.13 - Final Legal Maturity Date:** 2026-06-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 393: MIZUHO BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MIZUHO BANK LTD (NEW YORK BRANCH) 3.820000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60701A4P5, C.4 - ISIN: US60701A4P57, C.3 - LEI: RB0PEZSDGCO3JS6CEU02
- **C.18 - Value (incl. sponsor support):** $464888028.00
- **C.18.a - Value (excl. sponsor support):** $464888028.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-06-22
- **C.12 - Maturity Date (WAL):** 2026-06-22
- **C.13 - Final Legal Maturity Date:** 2026-06-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 394: MIZUHO BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MIZUHO BANK LTD (NEW YORK BRANCH) 3.840000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60701A4V2, C.4 - ISIN: US60701A4V26, C.3 - LEI: RB0PEZSDGCO3JS6CEU02
- **C.18 - Value (incl. sponsor support):** $384928313.00
- **C.18.a - Value (excl. sponsor support):** $384928313.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-06-24
- **C.12 - Maturity Date (WAL):** 2026-06-24
- **C.13 - Final Legal Maturity Date:** 2026-06-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 395: MIZUHO BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MIZUHO BANK LTD (NEW YORK BRANCH) 3.770000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60701A5U3, C.4 - ISIN: US60701A5U34, C.3 - LEI: RB0PEZSDGCO3JS6CEU02
- **C.18 - Value (incl. sponsor support):** $224913015.00
- **C.18.a - Value (excl. sponsor support):** $224913015.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **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 396: MIZUHO BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MIZUHO BANK LTD (NEW YORK BRANCH) 3.780000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60701A6Q1, C.4 - ISIN: US60701A6Q13, C.3 - LEI: RB0PEZSDGCO3JS6CEU02
- **C.18 - Value (incl. sponsor support):** $476961983.10
- **C.18.a - Value (excl. sponsor support):** $476961983.10
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-07-23
- **C.12 - Maturity Date (WAL):** 2026-07-23
- **C.13 - Final Legal Maturity Date:** 2026-07-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** MIZUHO BANK LTD (NEW YORK BRANCH) 3.870000%
- **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):** $500045500.00
- **C.18.a - Value (excl. sponsor support):** $500045500.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 398: MIZUHO BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MIZUHO BANK LTD (NEW YORK BRANCH) 3.860000%
- **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):** $1200201000.00
- **C.18.a - Value (excl. sponsor support):** $1200201000.00
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 399: MIZUHO BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MIZUHO BANK LTD (NEW YORK BRANCH) 3.860000%
- **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):** $450075195.00
- **C.18.a - Value (excl. sponsor support):** $450075195.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 400: MIZUHO BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MIZUHO BANK LTD (NEW YORK BRANCH) 4.010000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60710T7J4, C.4 - ISIN: US60710T7J46, C.3 - LEI: RB0PEZSDGCO3JS6CEU02
- **C.18 - Value (incl. sponsor support):** $206127143.20
- **C.18.a - Value (excl. sponsor support):** $206127143.20
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **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 401: MOUNTAIN BANYAN QUALIFIED OPPORTUNITY ZONE BUSINESS LLC

- **C.1 - Title:** TAXABLE M/F HOUSING RB SERIES 2023A 3.810000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 62385RAA3, C.4 - ISIN: US62385RAA32, C.3 - LEI: 254900X1KY1446RI7R64
- **C.18 - Value (incl. sponsor support):** $45000000.00
- **C.18.a - Value (excl. sponsor support):** $45000000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **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 402: NATIONAL AUSTRALIA BANK LTD

- **C.1 - Title:** NATIONAL AUSTRALIA BANK LTD 3.860000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 63254G2G9, C.4 - ISIN: US63254G2G96, C.3 - LEI: F8SB4JFBSYQFRQEH3Z21
- **C.18 - Value (incl. sponsor support):** $250054875.00
- **C.18.a - Value (excl. sponsor support):** $250054875.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 403: NATIONAL AUSTRALIA BANK LTD

- **C.1 - Title:** NATIONAL AUSTRALIA BANK LTD 3.870000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 63254G2J3, C.4 - ISIN: US63254G2J36, C.3 - LEI: F8SB4JFBSYQFRQEH3Z21
- **C.18 - Value (incl. sponsor support):** $250057575.00
- **C.18.a - Value (excl. sponsor support):** $250057575.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-05-21
- **C.13 - Final Legal Maturity Date:** 2026-05-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: NATIONAL BANK OF CANADA

- **C.1 - Title:** NATIONAL BANK OF CANADA 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 63307MDW6, C.4 - ISIN: US63307MDW64, C.3 - LEI: BSGEFEIOM18Y80CKCV46
- **C.18 - Value (incl. sponsor support):** $544919375.00
- **C.18.a - Value (excl. sponsor support):** $544919375.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-04-30
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 405: NATIONAL BANK OF CANADA

- **C.1 - Title:** NATIONAL BANK OF CANADA 3.850000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 63307NPU5, C.4 - ISIN: US63307NPU53, C.3 - LEI: BSGEFEIOM18Y80CKCV46
- **C.18 - Value (incl. sponsor support):** $500059400.00
- **C.18.a - Value (excl. sponsor support):** $500059400.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-03-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: 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):** $499396526.83
- **C.18.a - Value (excl. sponsor support):** $499396526.83
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **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? Yes, C.23 Categorized at Level 3? No

### Security 407: NATIXIS (NEW YORK BRANCH)

- **C.1 - Title:** NATIXIS (NEW YORK BRANCH) 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 63873KD20, C.4 - ISIN: US63873KD205, C.3 - LEI: 2549003L5ZG5M2ZSE107
- **C.18 - Value (incl. sponsor support):** $173873332.50
- **C.18.a - Value (excl. sponsor support):** $173873332.50
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-04-02
- **C.12 - Maturity Date (WAL):** 2026-04-02
- **C.13 - Final Legal Maturity Date:** 2026-04-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 408: 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):** $500053700.00
- **C.18.a - Value (excl. sponsor support):** $500053700.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **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? Yes, C.23 Categorized at Level 3? No

### Security 409: 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):** $700269920.00
- **C.18.a - Value (excl. sponsor support):** $700269920.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **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 410: NATIXIS (NEW YORK BRANCH)

- **C.1 - Title:** NATIXIS (NEW YORK BRANCH) 3.910000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 63873TGV4, C.4 - ISIN: US63873TGV44, C.3 - LEI: 2549003L5ZG5M2ZSE107
- **C.18 - Value (incl. sponsor support):** $514499896.48
- **C.18.a - Value (excl. sponsor support):** $514499896.48
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-04-20
- **C.12 - Maturity Date (WAL):** 2026-04-20
- **C.13 - Final Legal Maturity Date:** 2026-04-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** NATIXIS (NEW YORK BRANCH) 3.980000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 63873THU5, C.4 - ISIN: US63873THU51, C.3 - LEI: 2549003L5ZG5M2ZSE107
- **C.18 - Value (incl. sponsor support):** $550292985.00
- **C.18.a - Value (excl. sponsor support):** $550292985.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-05-21
- **C.12 - Maturity Date (WAL):** 2026-05-21
- **C.13 - Final Legal Maturity Date:** 2026-05-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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) 3.790000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 63873TJV1, C.4 - ISIN: US63873TJV17, C.3 - LEI: 2549003L5ZG5M2ZSE107
- **C.18 - Value (incl. sponsor support):** $49995775.00
- **C.18.a - Value (excl. sponsor support):** $49995775.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-07-02
- **C.12 - Maturity Date (WAL):** 2026-07-02
- **C.13 - Final Legal Maturity Date:** 2026-07-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 413: 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):** $97202106.47
- **C.18.a - Value (excl. sponsor support):** $97202106.47
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **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 414: NORDEA BANK ABP (NEW YORK BRANCH)

- **C.1 - Title:** NORDEA BANK ABP (NEW YORK BRANCH) 3.850000%
- **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):** $100001050.00
- **C.18.a - Value (excl. sponsor support):** $100001050.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 415: NORDEA BANK ABP (NEW YORK BRANCH)

- **C.1 - Title:** NORDEA BANK ABP (NEW YORK BRANCH) 3.760000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 65558WRV2, C.4 - ISIN: US65558WRV27, C.3 - LEI: 529900ODI3047E2LIV03
- **C.18 - Value (incl. sponsor support):** $149998875.00
- **C.18.a - Value (excl. sponsor support):** $149998875.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 416: NORTH TEXAS HIGHER EDUCATION AUTH INC

- **C.1 - Title:** TAXABLE NOTES SERIES 2023-1 3.750000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 662826FR2, C.4 - ISIN: US662826FR29, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $40863000.00
- **C.18.a - Value (excl. sponsor support):** $40863000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **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 417: NUVEEN FLOATING RATE INCOME FUND

- **C.1 - Title:** VARIABLE RATE DEMAND PREFERRED SHARES SERIES A 3.770000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 67072T850, C.4 - ISIN: US67072T8505, C.3 - LEI: HJXCPP3KYE3BVU373P27
- **C.18 - Value (incl. sponsor support):** $113000000.00
- **C.18.a - Value (excl. sponsor support):** $113000000.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **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 418: NUVEEN PREFERRED & INCOME OPPORTUNITIES FUND

- **C.1 - Title:** TAXABLE VARIABLE RATE DEMAND PREFERRED SHARES SERIES A 3.820000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 67073B809, C.4 - ISIN: US67073B8090, C.3 - LEI: SQSNUOAGTXNFWCFS1I50
- **C.18 - Value (incl. sponsor support):** $37500000.00
- **C.18.a - Value (excl. sponsor support):** $37500000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **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 419: NUVEEN PREFERRED & INCOME OPPORTUNITIES FUND

- **C.1 - Title:** TAXABLE VARIABLE RATE DEMAND PREFERRED SHARES SERIES B 3.770000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 67073B882, C.4 - ISIN: US67073B8827, C.3 - LEI: SQSNUOAGTXNFWCFS1I50
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **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 420: NUVEEN CREDIT STRATEGIES INCOME FUND

- **C.1 - Title:** TAXABLE VARIABLE RATE DEMAND PREFERRED SHARES SERIES A 3.770000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 67073D854, C.4 - ISIN: US67073D8544, C.3 - LEI: W4CSTD4RDGQSJ4FOVO30
- **C.18 - Value (incl. sponsor support):** $62000000.00
- **C.18.a - Value (excl. sponsor support):** $62000000.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **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 421: NUVEEN VARIABLE RATE PREFERRED & INCOME FUND

- **C.1 - Title:** TAXABLE VARIABLE RATE DEMAND PREFERRED SHARES SERIES A 3.810000%
- **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:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **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 422: Olathe

- **C.1 - Title:** TAXABLE IDRB (DIAMANT BOART) SERIES 1997B 3.820000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 679400NU1, C.4 - ISIN: US679400NU14, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $8900000.00
- **C.18.a - Value (excl. sponsor support):** $8900000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-02-05
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **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 423: 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.4 - ISIN: US67983UDA88, C.3 - LEI: 5493004QSN8OZAIU2J90
- **C.18 - Value (incl. sponsor support):** $49637360.00
- **C.18.a - Value (excl. sponsor support):** $49637360.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-04-10
- **C.12 - Maturity Date (WAL):** 2026-04-10
- **C.13 - Final Legal Maturity Date:** 2026-04-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 424: 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):** $148084545.00
- **C.18.a - Value (excl. sponsor support):** $148084545.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **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 425: OLD LINE FUNDING LLC

- **C.1 - Title:** OLD LINE FUNDING LLC 3.850000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 67984RPQ6, C.4 - ISIN: US67984RPQ64, C.3 - LEI: 5493004QSN8OZAIU2J90
- **C.18 - Value (incl. sponsor support):** $150021270.00
- **C.18.a - Value (excl. sponsor support):** $150021270.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 426: OLD LINE FUNDING LLC

- **C.1 - Title:** OLD LINE FUNDING LLC 3.930000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 68047BAB3, C.4 - ISIN: US68047BAB36, C.3 - LEI: 5493004QSN8OZAIU2J90
- **C.18 - Value (incl. sponsor support):** $200059530.00
- **C.18.a - Value (excl. sponsor support):** $200059530.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 427: OLD LINE FUNDING LLC

- **C.1 - Title:** OLD LINE FUNDING LLC 3.920000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 68047BAC1, C.4 - ISIN: US68047BAC19, C.3 - LEI: 5493004QSN8OZAIU2J90
- **C.18 - Value (incl. sponsor support):** $150019083.00
- **C.18.a - Value (excl. sponsor support):** $150019083.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-10-27
- **C.13 - Final Legal Maturity Date:** 2026-10-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 428: 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):** $140126364.00
- **C.18.a - Value (excl. sponsor support):** $140126364.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **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? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH)

- **C.1 - Title:** OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) 3.850000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 69033NJA4, C.3 - LEI: 5493007O3QFXCPOGWK22
- **C.18 - Value (incl. sponsor support):** $200030960.00
- **C.18.a - Value (excl. sponsor support):** $200030960.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 430: OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH)

- **C.1 - Title:** OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) 3.850000%
- **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):** $150015225.00
- **C.18.a - Value (excl. sponsor support):** $150015225.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 431: OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH)

- **C.1 - Title:** OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) 3.890000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 69033NJL0, C.4 - ISIN: US69033NJL01, C.3 - LEI: 5493007O3QFXCPOGWK22
- **C.18 - Value (incl. sponsor support):** $275045595.00
- **C.18.a - Value (excl. sponsor support):** $275045595.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 432: OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH)

- **C.1 - Title:** OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) 3.890000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 69033NKE4, C.4 - ISIN: US69033NKE49, C.3 - LEI: 5493007O3QFXCPOGWK22
- **C.18 - Value (incl. sponsor support):** $250028075.00
- **C.18.a - Value (excl. sponsor support):** $250028075.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-07-20
- **C.13 - Final Legal Maturity Date:** 2026-07-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) 3.860000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 69033NKG9, C.4 - ISIN: US69033NKG96, C.3 - LEI: 5493007O3QFXCPOGWK22
- **C.18 - Value (incl. sponsor support):** $300025890.00
- **C.18.a - Value (excl. sponsor support):** $300025890.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-05-21
- **C.13 - Final Legal Maturity Date:** 2026-05-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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) 3.890000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 69033NKP9, C.4 - ISIN: US69033NKP95, C.3 - LEI: 5493007O3QFXCPOGWK22
- **C.18 - Value (incl. sponsor support):** $100018240.00
- **C.18.a - Value (excl. sponsor support):** $100018240.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 435: OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH)

- **C.1 - Title:** OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) 3.960000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 69033NKZ7, C.4 - ISIN: US69033NKZ77, C.3 - LEI: 5493007O3QFXCPOGWK22
- **C.18 - Value (incl. sponsor support):** $400037520.00
- **C.18.a - Value (excl. sponsor support):** $400037520.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-02-10
- **C.12 - Maturity Date (WAL):** 2026-02-10
- **C.13 - Final Legal Maturity Date:** 2026-02-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 436: 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: 69034BC99, C.4 - ISIN: US69034BC993, C.3 - LEI: 5493007O3QFXCPOGWK22
- **C.18 - Value (incl. sponsor support):** $149412945.00
- **C.18.a - Value (excl. sponsor support):** $149412945.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **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? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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

- **C.1 - Title:** OVERSEA-CHINESE BANKING CORPORATION LTD 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 69034BCA6, C.4 - ISIN: US69034BCA61, C.3 - LEI: 5493007O3QFXCPOGWK22
- **C.18 - Value (incl. sponsor support):** $149396910.00
- **C.18.a - Value (excl. sponsor support):** $149396910.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **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 438: 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: 69034BD72, C.4 - ISIN: US69034BD728, C.3 - LEI: 5493007O3QFXCPOGWK22
- **C.18 - Value (incl. sponsor support):** $198596760.00
- **C.18.a - Value (excl. sponsor support):** $198596760.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **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 439: 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: 69034BD80, C.4 - ISIN: US69034BD801, C.3 - LEI: 5493007O3QFXCPOGWK22
- **C.18 - Value (incl. sponsor support):** $347509260.00
- **C.18.a - Value (excl. sponsor support):** $347509260.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **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? No, 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

- **C.1 - Title:** OVERSEA-CHINESE BANKING CORPORATION LTD 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 69034BD98, C.4 - ISIN: US69034BD983, C.3 - LEI: 5493007O3QFXCPOGWK22
- **C.18 - Value (incl. sponsor support):** $148917525.00
- **C.18.a - Value (excl. sponsor support):** $148917525.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **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 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: 69034BDA5, C.4 - ISIN: US69034BDA52, C.3 - LEI: 5493007O3QFXCPOGWK22
- **C.18 - Value (incl. sponsor support):** $148902525.00
- **C.18.a - Value (excl. sponsor support):** $148902525.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-04-10
- **C.12 - Maturity Date (WAL):** 2026-04-10
- **C.13 - Final Legal Maturity Date:** 2026-04-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** OVERSEA-CHINESE BANKING CORPORATION LTD 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 69034BDW7, C.3 - LEI: 5493007O3QFXCPOGWK22
- **C.18 - Value (incl. sponsor support):** $396284640.00
- **C.18.a - Value (excl. sponsor support):** $396284640.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-04-30
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 3.840000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 69034CSW9, C.4 - ISIN: US69034CSW90, C.3 - LEI: 5493007O3QFXCPOGWK22
- **C.18 - Value (incl. sponsor support):** $250037875.00
- **C.18.a - Value (excl. sponsor support):** $250037875.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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: 69901ND84, C.4 - ISIN: US69901ND848, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $148946760.00
- **C.18.a - Value (excl. sponsor support):** $148946760.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **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 445: PARADELLE FUNDING LLC

- **C.1 - Title:** PARADELLE FUNDING LLC 3.940000%
- **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):** $180066492.00
- **C.18.a - Value (excl. sponsor support):** $180066492.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 446: PENNSYLVANIA STATE HIGHER EDUCATION ASSISTANCE AGENCY

- **C.1 - Title:** TAXABLE EDUCATION LOAN RB SERIES 2024A 3.720000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 70878CBK0, C.4 - ISIN: US70878CBK09, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $29727000.00
- **C.18.a - Value (excl. sponsor support):** $29727000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **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 447: PENNSYLVANIA STATE HIGHER EDUCATION ASSISTANCE AGENCY

- **C.1 - Title:** EDUCATIONAL LOAN RB SERIES 2025A 3.720000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 70878CBU8, C.4 - ISIN: US70878CBU80, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $47000000.00
- **C.18.a - Value (excl. sponsor support):** $47000000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **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 448: 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: 71838MB25, C.4 - ISIN: US71838MB257, C.3 - LEI: HL3H1H2BGXWVG3BSWR90
- **C.18 - Value (incl. sponsor support):** $199938860.00
- **C.18.a - Value (excl. sponsor support):** $199938860.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 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: 71838MB33, C.4 - ISIN: US71838MB331, C.3 - LEI: HL3H1H2BGXWVG3BSWR90
- **C.18 - Value (incl. sponsor support):** $399836840.00
- **C.18.a - Value (excl. sponsor support):** $399836840.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **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? 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: 71838MB41, C.4 - ISIN: US71838MB414, C.3 - LEI: HL3H1H2BGXWVG3BSWR90
- **C.18 - Value (incl. sponsor support):** $599693820.00
- **C.18.a - Value (excl. sponsor support):** $599693820.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **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? 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: 71838MB58, C.4 - ISIN: US71838MB588, C.3 - LEI: HL3H1H2BGXWVG3BSWR90
- **C.18 - Value (incl. sponsor support):** $499693550.00
- **C.18.a - Value (excl. sponsor support):** $499693550.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **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? Yes, C.23 Categorized at Level 3? No

### Security 452: 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: 71838MB66, C.4 - ISIN: US71838MB661, C.3 - LEI: HL3H1H2BGXWVG3BSWR90
- **C.18 - Value (incl. sponsor support):** $299785320.00
- **C.18.a - Value (excl. sponsor support):** $299785320.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **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? Yes, C.23 Categorized at Level 3? No

### Security 453: 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.4 - ISIN: US73044GB328, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $69171586.48
- **C.18.a - Value (excl. sponsor support):** $69171586.48
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-02-03
- **C.12 - Maturity Date (WAL):** 2026-02-03
- **C.13 - Final Legal Maturity Date:** 2026-02-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 454: PODIUM FUNDING TRUST

- **C.1 - Title:** PODIUM FUNDING TRUST 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 73044GB40, C.4 - ISIN: US73044GB401, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $79958920.00
- **C.18.a - Value (excl. sponsor support):** $79958920.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **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? 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: 73044GBT5, C.4 - ISIN: US73044GBT58, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $141591253.00
- **C.18.a - Value (excl. sponsor support):** $141591253.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **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 456: 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.4 - ISIN: US73044GCC15, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $99576110.00
- **C.18.a - Value (excl. sponsor support):** $99576110.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **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 457: 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.4 - ISIN: US73044GCQ01, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $123319066.40
- **C.18.a - Value (excl. sponsor support):** $123319066.40
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **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 458: PODIUM FUNDING TRUST

- **C.1 - Title:** PODIUM FUNDING TRUST 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 73044GD97, C.4 - ISIN: US73044GD977, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $64535120.00
- **C.18.a - Value (excl. sponsor support):** $64535120.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-04-09
- **C.12 - Maturity Date (WAL):** 2026-04-09
- **C.13 - Final Legal Maturity Date:** 2026-04-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 459: PODIUM FUNDING TRUST

- **C.1 - Title:** PODIUM FUNDING TRUST 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 73044GDV8, C.4 - ISIN: US73044GDV86, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $49538335.00
- **C.18.a - Value (excl. sponsor support):** $49538335.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-04-29
- **C.12 - Maturity Date (WAL):** 2026-04-29
- **C.13 - Final Legal Maturity Date:** 2026-04-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 460: PODIUM FUNDING TRUST

- **C.1 - Title:** PODIUM FUNDING TRUST 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 73044GF20, C.4 - ISIN: US73044GF204, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $98738570.00
- **C.18.a - Value (excl. sponsor support):** $98738570.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-06-02
- **C.12 - Maturity Date (WAL):** 2026-06-02
- **C.13 - Final Legal Maturity Date:** 2026-06-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? 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: 73044GGE3, C.4 - ISIN: US73044GGE35, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $216269174.00
- **C.18.a - Value (excl. sponsor support):** $216269174.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-07-14
- **C.12 - Maturity Date (WAL):** 2026-07-14
- **C.13 - Final Legal Maturity Date:** 2026-07-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 462: PRICOA SHORT TERM FUNDING LLC

- **C.1 - Title:** PRICOA SHORT TERM FUNDING LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 74154GFH1, C.4 - ISIN: US74154GFH11, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $73936822.50
- **C.18.a - Value (excl. sponsor support):** $73936822.50
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-06-17
- **C.12 - Maturity Date (WAL):** 2026-06-17
- **C.13 - Final Legal Maturity Date:** 2026-06-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 463: Rhode Island Housing & Mortgage Finance Corp

- **C.1 - Title:** HOMEOWNERSHIP OPPORTUNITY BONDS SERIES 79T2 3.750000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 76221R4X8, C.4 - ISIN: US76221R4X86, C.3 - LEI: 254900N9FNYNPO539444
- **C.18 - Value (incl. sponsor support):** $38400000.00
- **C.18.a - Value (excl. sponsor support):** $38400000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **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 464: Rhode Island Housing & Mortgage Finance Corp

- **C.1 - Title:** HOMEOWNERSHIP OPPORTUNITY BONDS SERIES 82T2 3.750000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 76221SBW0, C.4 - ISIN: US76221SBW08, C.3 - LEI: 254900N9FNYNPO539444
- **C.18 - Value (incl. sponsor support):** $26000000.00
- **C.18.a - Value (excl. sponsor support):** $26000000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **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 465: RIDGEFIELD FUNDING COMPANY LLC

- **C.1 - Title:** RIDGEFIELD FUNDING COMPANY LLC 3.870000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 76582ENR2, C.4 - ISIN: US76582ENR26, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $310025761.00
- **C.18.a - Value (excl. sponsor support):** $310025761.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 466: 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):** $338983063.72
- **C.18.a - Value (excl. sponsor support):** $338983063.72
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **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 467: 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.4 - ISIN: US76582KCT60, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $156318518.31
- **C.18.a - Value (excl. sponsor support):** $156318518.31
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **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 468: RIDGEFIELD FUNDING COMPANY LLC

- **C.1 - Title:** RIDGEFIELD FUNDING COMPANY LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 76582KDL2, C.4 - ISIN: US76582KDL26, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $227100147.30
- **C.18.a - Value (excl. sponsor support):** $227100147.30
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-04-20
- **C.12 - Maturity Date (WAL):** 2026-04-20
- **C.13 - Final Legal Maturity Date:** 2026-04-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 469: RIDGEFIELD FUNDING COMPANY LLC

- **C.1 - Title:** RIDGEFIELD FUNDING COMPANY LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 76582KF97, C.4 - ISIN: US76582KF970, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $177604758.00
- **C.18.a - Value (excl. sponsor support):** $177604758.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-06-09
- **C.12 - Maturity Date (WAL):** 2026-06-09
- **C.13 - Final Legal Maturity Date:** 2026-06-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 470: 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):** $999697100.00
- **C.18.a - Value (excl. sponsor support):** $999697100.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 471: 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):** $496144100.00
- **C.18.a - Value (excl. sponsor support):** $496144100.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **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 472: 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):** $498427513.93
- **C.18.a - Value (excl. sponsor support):** $498427513.93
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **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 473: ROYAL BANK OF CANADA

- **C.1 - Title:** ROYAL BANK OF CANADA 3.920000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 78014XQR1, C.4 - ISIN: US78014XQR16, C.3 - LEI: ES7IP3U3RHIGC71XBU11
- **C.18 - Value (incl. sponsor support):** $1000163200.00
- **C.18.a - Value (excl. sponsor support):** $1000163200.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 474: ROYAL BANK OF CANADA

- **C.1 - Title:** ROYAL BANK OF CANADA 3.900000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 78014XRC3, C.4 - ISIN: US78014XRC38, C.3 - LEI: ES7IP3U3RHIGC71XBU11
- **C.18 - Value (incl. sponsor support):** $700152040.00
- **C.18.a - Value (excl. sponsor support):** $700152040.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 475: ROYAL BANK OF CANADA

- **C.1 - Title:** ROYAL BANK OF CANADA 3.970000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 78014XRJ8, C.4 - ISIN: US78014XRJ80, C.3 - LEI: ES7IP3U3RHIGC71XBU11
- **C.18 - Value (incl. sponsor support):** $300165780.00
- **C.18.a - Value (excl. sponsor support):** $300165780.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-10-05
- **C.13 - Final Legal Maturity Date:** 2026-10-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 476: ROYAL BANK OF CANADA

- **C.1 - Title:** ROYAL BANK OF CANADA 3.910000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 78014XRV1, C.4 - ISIN: US78014XRV19, C.3 - LEI: ES7IP3U3RHIGC71XBU11
- **C.18 - Value (incl. sponsor support):** $750277875.00
- **C.18.a - Value (excl. sponsor support):** $750277875.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-08-10
- **C.13 - Final Legal Maturity Date:** 2026-08-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 477: ROYAL BANK OF CANADA

- **C.1 - Title:** ROYAL BANK OF CANADA 3.950000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 78014XSJ7, C.4 - ISIN: US78014XSJ71, C.3 - LEI: ES7IP3U3RHIGC71XBU11
- **C.18 - Value (incl. sponsor support):** $1304922.09
- **C.18.a - Value (excl. sponsor support):** $1304922.09
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-01-22
- **C.13 - Final Legal Maturity Date:** 2027-01-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 478: ROYAL BANK OF CANADA (NEW YORK BRANCH)

- **C.1 - Title:** ROYAL BANK OF CANADA (NEW YORK BRANCH) 3.970000%
- **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):** $12304897.86
- **C.18.a - Value (excl. sponsor support):** $12304897.86
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 479: 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.4 - ISIN: US78015JK898, C.3 - LEI: 549300HXQQQCCUBS2Z23
- **C.18 - Value (incl. sponsor support):** $250268575.00
- **C.18.a - Value (excl. sponsor support):** $250268575.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **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 480: 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.4 - ISIN: US78015JKC08, C.3 - LEI: 549300HXQQQCCUBS2Z23
- **C.18 - Value (incl. sponsor support):** $500588800.00
- **C.18.a - Value (excl. sponsor support):** $500588800.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **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 481: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 3.850000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 78015JTQ0, C.4 - ISIN: US78015JTQ03, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $500294300.00
- **C.18.a - Value (excl. sponsor support):** $500294300.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-09-01
- **C.12 - Maturity Date (WAL):** 2026-09-01
- **C.13 - Final Legal Maturity Date:** 2026-09-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 482: ROYAL BANK OF CANADA (NEW YORK BRANCH)

- **C.1 - Title:** ROYAL BANK OF CANADA (NEW YORK BRANCH) 3.850000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 78015JU88, C.4 - ISIN: US78015JU889, C.3 - LEI: 549300HXQQQCCUBS2Z23
- **C.18 - Value (incl. sponsor support):** $788838274.40
- **C.18.a - Value (excl. sponsor support):** $788838274.40
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-12-02
- **C.12 - Maturity Date (WAL):** 2026-12-02
- **C.13 - Final Legal Maturity Date:** 2026-12-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** ROYAL BANK OF CANADA (NEW YORK BRANCH) 3.740000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 78015JWL7, C.4 - ISIN: US78015JWL78, C.3 - LEI: 549300HXQQQCCUBS2Z23
- **C.18 - Value (incl. sponsor support):** $499548901.05
- **C.18.a - Value (excl. sponsor support):** $499548901.05
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-10-02
- **C.12 - Maturity Date (WAL):** 2026-10-02
- **C.13 - Final Legal Maturity Date:** 2026-10-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 484: Santa Clara Valley Transportation Auth

- **C.1 - Title:** TAXABLE SALES TAX RB SERIES 2025B1 3.720000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 80168NKA6, C.4 - ISIN: US80168NKA62, C.3 - LEI: 549300R6Q7T4MD3V9H68
- **C.18 - Value (incl. sponsor support):** $12875000.00
- **C.18.a - Value (excl. sponsor support):** $12875000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **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 485: SANTANDER UK PLC

- **C.1 - Title:** SANTANDER UK PLC 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 80285QB33, C.4 - ISIN: US80285QB335, C.3 - LEI: PTCQB104N23FMNK2RZ28
- **C.18 - Value (incl. sponsor support):** $526787935.20
- **C.18.a - Value (excl. sponsor support):** $526787935.20
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **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? Yes, C.23 Categorized at Level 3? No

### Security 486: SANTANDER UK PLC

- **C.1 - Title:** SANTANDER UK PLC 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 80285QB90, C.4 - ISIN: US80285QB905, C.3 - LEI: PTCQB104N23FMNK2RZ28
- **C.18 - Value (incl. sponsor support):** $539454708.00
- **C.18.a - Value (excl. sponsor support):** $539454708.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **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 487: SANTANDER UK PLC

- **C.1 - Title:** SANTANDER UK PLC 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 80285QC24, C.4 - ISIN: US80285QC242, C.3 - LEI: PTCQB104N23FMNK2RZ28
- **C.18 - Value (incl. sponsor support):** $249209575.00
- **C.18.a - Value (excl. sponsor support):** $249209575.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **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 488: SANTANDER UK PLC

- **C.1 - Title:** SANTANDER UK PLC 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 80285QD23, C.4 - ISIN: US80285QD232, C.3 - LEI: PTCQB104N23FMNK2RZ28
- **C.18 - Value (incl. sponsor support):** $596158080.00
- **C.18.a - Value (excl. sponsor support):** $596158080.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-04-02
- **C.12 - Maturity Date (WAL):** 2026-04-02
- **C.13 - Final Legal Maturity Date:** 2026-04-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 489: SANTANDER UK PLC

- **C.1 - Title:** SANTANDER UK PLC 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 80285QD72, C.4 - ISIN: US80285QD729, C.3 - LEI: PTCQB104N23FMNK2RZ28
- **C.18 - Value (incl. sponsor support):** $297926910.00
- **C.18.a - Value (excl. sponsor support):** $297926910.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **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 490: 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):** $199938860.00
- **C.18.a - Value (excl. sponsor support):** $199938860.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 491: 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.4 - ISIN: US82124MB580, C.3 - LEI: 549300MYF6MOTU9T3G29
- **C.18 - Value (incl. sponsor support):** $249846775.00
- **C.18.a - Value (excl. sponsor support):** $249846775.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **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? Yes, 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: 82124MC24, C.4 - ISIN: US82124MC240, C.3 - LEI: 549300MYF6MOTU9T3G29
- **C.18 - Value (incl. sponsor support):** $99678750.00
- **C.18.a - Value (excl. sponsor support):** $99678750.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **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 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: 82124MCD0, C.4 - ISIN: US82124MCD02, C.3 - LEI: 549300MYF6MOTU9T3G29
- **C.18 - Value (incl. sponsor support):** $224018775.00
- **C.18.a - Value (excl. sponsor support):** $224018775.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **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? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: 82124MDP2, C.4 - ISIN: US82124MDP23, C.3 - LEI: 549300MYF6MOTU9T3G29
- **C.18 - Value (incl. sponsor support):** $123927912.50
- **C.18.a - Value (excl. sponsor support):** $123927912.50
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-04-23
- **C.12 - Maturity Date (WAL):** 2026-04-23
- **C.13 - Final Legal Maturity Date:** 2026-04-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 495: Shil Park Irrev Life Ins

- **C.1 - Title:** TAXABLE VARIABLE RATE DEMAND NOTES SERIES 2019 3.810000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 82451WAA9, C.4 - ISIN: US82451WAA99, C.3 - LEI: N/A, C.5 - Other ID: 82451WAA9_1
- **C.18 - Value (incl. sponsor support):** $16095000.00
- **C.18.a - Value (excl. sponsor support):** $16095000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **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 496: 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):** $97885553.78
- **C.18.a - Value (excl. sponsor support):** $97885553.78
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **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 497: 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):** $198743720.00
- **C.18.a - Value (excl. sponsor support):** $198743720.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **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 498: 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.4 - ISIN: US83050UDD72, C.3 - LEI: F3JS33DEI6XQ4ZBPTN86
- **C.18 - Value (incl. sponsor support):** $396996960.00
- **C.18.a - Value (excl. sponsor support):** $396996960.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **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 499: SKANDINAVISKA ENSKILDA BANKEN AB

- **C.1 - Title:** SKANDINAVISKA ENSKILDA BANKEN AB 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 83050UDN5, C.4 - ISIN: US83050UDN54, C.3 - LEI: F3JS33DEI6XQ4ZBPTN86
- **C.18 - Value (incl. sponsor support):** $247893700.00
- **C.18.a - Value (excl. sponsor support):** $247893700.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **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 500: SKANDINAVISKA ENSKILDA BANKEN AB

- **C.1 - Title:** SKANDINAVISKA ENSKILDA BANKEN AB 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 83050UG28, C.4 - ISIN: US83050UG281, C.3 - LEI: F3JS33DEI6XQ4ZBPTN86
- **C.18 - Value (incl. sponsor support):** $196880660.00
- **C.18.a - Value (excl. sponsor support):** $196880660.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-07-02
- **C.12 - Maturity Date (WAL):** 2026-07-02
- **C.13 - Final Legal Maturity Date:** 2026-07-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 501: SKANDINAVISKA ENSKILDA BANKEN AB

- **C.1 - Title:** SKANDINAVISKA ENSKILDA BANKEN AB 3.890000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 83050WSU9, C.4 - ISIN: US83050WSU98, C.3 - LEI: F3JS33DEI6XQ4ZBPTN86
- **C.18 - Value (incl. sponsor support):** $300118080.00
- **C.18.a - Value (excl. sponsor support):** $300118080.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-07-28
- **C.13 - Final Legal Maturity Date:** 2026-07-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 502: SKANDINAVISKA ENSKILDA BANKEN AB

- **C.1 - Title:** SKANDINAVISKA ENSKILDA BANKEN AB 3.860000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 83050WSY1, C.4 - ISIN: US83050WSY11, C.3 - LEI: F3JS33DEI6XQ4ZBPTN86
- **C.18 - Value (incl. sponsor support):** $150045990.00
- **C.18.a - Value (excl. sponsor support):** $150045990.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-05-21
- **C.13 - Final Legal Maturity Date:** 2026-05-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 (NEW YORK BRANCH)

- **C.1 - Title:** SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH) 3.730000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 83050YFX3, C.4 - ISIN: US83050YFX31, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $100005300.00
- **C.18.a - Value (excl. sponsor support):** $100005300.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-08-05
- **C.12 - Maturity Date (WAL):** 2026-08-05
- **C.13 - Final Legal Maturity Date:** 2026-08-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 504: SRM HAYWARD LLC

- **C.1 - Title:** TAXABLE VARIABLE RATE DEMAND RB (BELLARA SR LIVING) SERIES 2022A 3.810000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 85235MAA7, C.4 - ISIN: US85235MAA71, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $30400000.00
- **C.18.a - Value (excl. sponsor support):** $30400000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **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 505: 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):** $84771894.00
- **C.18.a - Value (excl. sponsor support):** $84771894.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **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 506: 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.4 - ISIN: US85520MBT99, C.3 - LEI: 549300A8DDPP6QJBB522
- **C.18 - Value (incl. sponsor support):** $199421660.00
- **C.18.a - Value (excl. sponsor support):** $199421660.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **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 507: 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):** $49766875.00
- **C.18.a - Value (excl. sponsor support):** $49766875.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-03-16
- **C.12 - Maturity Date (WAL):** 2026-03-16
- **C.13 - Final Legal Maturity Date:** 2026-03-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: STARBIRD FUNDING CORP

- **C.1 - Title:** STARBIRD FUNDING CORP 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 85520MF40, C.4 - ISIN: US85520MF405, C.3 - LEI: 549300A8DDPP6QJBB522
- **C.18 - Value (incl. sponsor support):** $434321756.00
- **C.18.a - Value (excl. sponsor support):** $434321756.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **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 509: STARBIRD FUNDING CORP

- **C.1 - Title:** STARBIRD FUNDING CORP 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 85520MF81, C.4 - ISIN: US85520MF819, C.3 - LEI: 549300A8DDPP6QJBB522
- **C.18 - Value (incl. sponsor support):** $113469522.50
- **C.18.a - Value (excl. sponsor support):** $113469522.50
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-06-08
- **C.12 - Maturity Date (WAL):** 2026-06-08
- **C.13 - Final Legal Maturity Date:** 2026-06-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 510: STARBIRD FUNDING CORP

- **C.1 - Title:** STARBIRD FUNDING CORP 3.850000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 85520PNX0, C.4 - ISIN: US85520PNX05, C.3 - LEI: 549300A8DDPP6QJBB522
- **C.18 - Value (incl. sponsor support):** $115009361.00
- **C.18.a - Value (excl. sponsor support):** $115009361.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 511: STARBIRD FUNDING CORP

- **C.1 - Title:** STARBIRD FUNDING CORP 3.860000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 85520PNY8, C.4 - ISIN: US85520PNY87, C.3 - LEI: 549300A8DDPP6QJBB522
- **C.18 - Value (incl. sponsor support):** $100008620.00
- **C.18.a - Value (excl. sponsor support):** $100008620.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 512: SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) 4.010000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86564THE6, C.4 - ISIN: US86564THE64, C.3 - LEI: 254900S1KUTSTBKJ6286
- **C.18 - Value (incl. sponsor support):** $400038760.00
- **C.18.a - Value (excl. sponsor support):** $400038760.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **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 513: SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) 4.010000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86564THF3, C.4 - ISIN: US86564THF30, C.3 - LEI: 254900S1KUTSTBKJ6286
- **C.18 - Value (incl. sponsor support):** $359037623.20
- **C.18.a - Value (excl. sponsor support):** $359037623.20
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-02-10
- **C.12 - Maturity Date (WAL):** 2026-02-10
- **C.13 - Final Legal Maturity Date:** 2026-02-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 514: SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) 4.030000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86564THS5, C.4 - ISIN: US86564THS50, C.3 - LEI: 254900S1KUTSTBKJ6286
- **C.18 - Value (incl. sponsor support):** $255051306.00
- **C.18.a - Value (excl. sponsor support):** $255051306.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-02-24
- **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 515: SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) 3.850000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86564TJP9, C.4 - ISIN: US86564TJP93, C.3 - LEI: 254900S1KUTSTBKJ6286
- **C.18 - Value (incl. sponsor support):** $410077777.00
- **C.18.a - Value (excl. sponsor support):** $410077777.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-04-02
- **C.12 - Maturity Date (WAL):** 2026-04-02
- **C.13 - Final Legal Maturity Date:** 2026-04-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 516: SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) 3.790000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86564TKJ1, C.4 - ISIN: US86564TKJ15, C.3 - LEI: 254900S1KUTSTBKJ6286
- **C.18 - Value (incl. sponsor support):** $432028296.00
- **C.18.a - Value (excl. sponsor support):** $432028296.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-04-15
- **C.12 - Maturity Date (WAL):** 2026-04-15
- **C.13 - Final Legal Maturity Date:** 2026-04-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 517: SUMITOMO MITSUI TRUST BANK LTD (SINGAPORE BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI TRUST BANK LTD (SINGAPORE BRANCH) 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 86564XB60, C.4 - ISIN: US86564XB606, C.3 - LEI: 5493006GGLR4BTEL8O61
- **C.18 - Value (incl. sponsor support):** $94933357.50
- **C.18.a - Value (excl. sponsor support):** $94933357.50
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **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? Yes, C.23 Categorized at Level 3? No

### Security 518: SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 3.880000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GRV4, C.4 - ISIN: US86565GRV40, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $332012782.00
- **C.18.a - Value (excl. sponsor support):** $332012782.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 519: SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 3.880000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GRZ5, C.4 - ISIN: US86565GRZ53, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $500030500.00
- **C.18.a - Value (excl. sponsor support):** $500030500.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 520: SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 3.880000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GSC5, C.4 - ISIN: US86565GSC59, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $250018300.00
- **C.18.a - Value (excl. sponsor support):** $250018300.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 521: SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 3.870000%
- **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):** $260029068.00
- **C.18.a - Value (excl. sponsor support):** $260029068.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-03-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 3.870000%
- **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):** $198023859.00
- **C.18.a - Value (excl. sponsor support):** $198023859.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 523: SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 3.880000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GTB6, C.4 - ISIN: US86565GTB67, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $350068565.00
- **C.18.a - Value (excl. sponsor support):** $350068565.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 524: SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 3.880000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GTC4, C.4 - ISIN: US86565GTC41, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $350070560.00
- **C.18.a - Value (excl. sponsor support):** $350070560.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 525: SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 3.880000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GTD2, C.4 - ISIN: US86565GTD24, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $458099111.20
- **C.18.a - Value (excl. sponsor support):** $458099111.20
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 526: SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 3.870000%
- **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):** $500120650.00
- **C.18.a - Value (excl. sponsor support):** $500120650.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-04-02
- **C.13 - Final Legal Maturity Date:** 2026-04-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 3.880000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GTN0, C.4 - ISIN: US86565GTN06, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $570140448.00
- **C.18.a - Value (excl. sponsor support):** $570140448.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 528: SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 3.880000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GUF5, C.4 - ISIN: US86565GUF52, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $479121043.30
- **C.18.a - Value (excl. sponsor support):** $479121043.30
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 529: SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 3.890000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GUM0, C.4 - ISIN: US86565GUM04, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $247067332.20
- **C.18.a - Value (excl. sponsor support):** $247067332.20
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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) 3.900000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GVE7, C.4 - ISIN: US86565GVE78, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $498160107.00
- **C.18.a - Value (excl. sponsor support):** $498160107.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-05-14
- **C.13 - Final Legal Maturity Date:** 2026-05-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 3.900000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GVG2, C.4 - ISIN: US86565GVG27, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $375119850.00
- **C.18.a - Value (excl. sponsor support):** $375119850.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-05-18
- **C.13 - Final Legal Maturity Date:** 2026-05-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 3.900000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GVH0, C.4 - ISIN: US86565GVH00, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $200063640.00
- **C.18.a - Value (excl. sponsor support):** $200063640.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 533: SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 3.900000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GVJ6, C.4 - ISIN: US86565GVJ65, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $225071842.50
- **C.18.a - Value (excl. sponsor support):** $225071842.50
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-05-12
- **C.13 - Final Legal Maturity Date:** 2026-05-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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) 3.910000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GVV9, C.4 - ISIN: US86565GVV93, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $558202609.80
- **C.18.a - Value (excl. sponsor support):** $558202609.80
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-06-02
- **C.13 - Final Legal Maturity Date:** 2026-06-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? 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) 3.920000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GWF3, C.4 - ISIN: US86565GWF35, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $514175222.60
- **C.18.a - Value (excl. sponsor support):** $514175222.60
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-06-12
- **C.13 - Final Legal Maturity Date:** 2026-06-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 3.910000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GWR7, C.4 - ISIN: US86565GWR72, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $320092384.00
- **C.18.a - Value (excl. sponsor support):** $320092384.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-07-02
- **C.13 - Final Legal Maturity Date:** 2026-07-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 3.850000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GXT2, C.4 - ISIN: US86565GXT20, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $499962550.00
- **C.18.a - Value (excl. sponsor support):** $499962550.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-08-10
- **C.13 - Final Legal Maturity Date:** 2026-08-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 538: SUNSHINE ENCINITAS LLC

- **C.1 - Title:** TAXABLE M/F HOUSING RB (SUNSHINE GARDEN APTS) SERIES 2024A 3.810000%
- **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):** $34250000.00
- **C.18.a - Value (excl. sponsor support):** $34250000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **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 539: SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH)

- **C.1 - Title:** SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 3.890000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86959TRW8, C.4 - ISIN: US86959TRW89, C.3 - LEI: NHBDILHZTYCNBV5UYZ31
- **C.18 - Value (incl. sponsor support):** $400144680.00
- **C.18.a - Value (excl. sponsor support):** $400144680.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **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? No, 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: SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH)

- **C.1 - Title:** SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 3.890000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86959TRX6, C.4 - ISIN: US86959TRX62, C.3 - LEI: NHBDILHZTYCNBV5UYZ31
- **C.18 - Value (incl. sponsor support):** $400118160.00
- **C.18.a - Value (excl. sponsor support):** $400118160.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-07-29
- **C.13 - Final Legal Maturity Date:** 2026-07-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 541: SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH)

- **C.1 - Title:** SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 3.770000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86959TTG1, C.4 - ISIN: US86959TTG12, C.3 - LEI: NHBDILHZTYCNBV5UYZ31
- **C.18 - Value (incl. sponsor support):** $200027540.00
- **C.18.a - Value (excl. sponsor support):** $200027540.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-08-12
- **C.12 - Maturity Date (WAL):** 2026-08-12
- **C.13 - Final Legal Maturity Date:** 2026-08-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 542: SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH)

- **C.1 - Title:** SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 3.760000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86959TTP1, C.4 - ISIN: US86959TTP11, C.3 - LEI: NHBDILHZTYCNBV5UYZ31
- **C.18 - Value (incl. sponsor support):** $250069475.00
- **C.18.a - Value (excl. sponsor support):** $250069475.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-10-26
- **C.12 - Maturity Date (WAL):** 2026-10-26
- **C.13 - Final Legal Maturity Date:** 2026-10-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 543: SVENSKA HANDELSBANKEN AB

- **C.1 - Title:** SVENSKA HANDELSBANKEN AB 3.840000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 86960LMS6, C.4 - ISIN: US86960LMS69, C.3 - LEI: NHBDILHZTYCNBV5UYZ31
- **C.18 - Value (incl. sponsor support):** $300005820.00
- **C.18.a - Value (excl. sponsor support):** $300005820.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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? Yes, C.23 Categorized at Level 3? No

### Security 544: SVENSKA HANDELSBANKEN AB

- **C.1 - Title:** SVENSKA HANDELSBANKEN AB 3.890000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 86960LMZ0, C.4 - ISIN: US86960LMZ03, C.3 - LEI: NHBDILHZTYCNBV5UYZ31
- **C.18 - Value (incl. sponsor support):** $250105100.00
- **C.18.a - Value (excl. sponsor support):** $250105100.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 545: SVENSKA HANDELSBANKEN AB

- **C.1 - Title:** SVENSKA HANDELSBANKEN AB 3.890000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 86960LNJ5, C.4 - ISIN: US86960LNJ51, C.3 - LEI: NHBDILHZTYCNBV5UYZ31
- **C.18 - Value (incl. sponsor support):** $200070800.00
- **C.18.a - Value (excl. sponsor support):** $200070800.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-07-20
- **C.13 - Final Legal Maturity Date:** 2026-07-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 546: SWEDBANK AB (NEW YORK BRANCH)

- **C.1 - Title:** SWEDBANK AB (NEW YORK BRANCH) 3.840000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 87019WQ65, C.4 - ISIN: US87019WQ659, C.3 - LEI: M312WZV08Y7LYUC71685
- **C.18 - Value (incl. sponsor support):** $100006910.00
- **C.18.a - Value (excl. sponsor support):** $100006910.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 547: SWEDBANK AB (NEW YORK BRANCH)

- **C.1 - Title:** SWEDBANK AB (NEW YORK BRANCH) 3.840000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 87019WQ81, C.4 - ISIN: US87019WQ816, C.3 - LEI: M312WZV08Y7LYUC71685
- **C.18 - Value (incl. sponsor support):** $175012827.50
- **C.18.a - Value (excl. sponsor support):** $175012827.50
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 548: SWEDBANK AB

- **C.1 - Title:** SWEDBANK AB 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 87020XE14, C.4 - ISIN: US87020XE149, C.3 - LEI: M312WZV08Y7LYUC71685
- **C.18 - Value (incl. sponsor support):** $198156120.00
- **C.18.a - Value (excl. sponsor support):** $198156120.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: SWEDBANK AB

- **C.1 - Title:** SWEDBANK AB 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 87020XG12, C.4 - ISIN: US87020XG128, C.3 - LEI: M312WZV08Y7LYUC71685
- **C.18 - Value (incl. sponsor support):** $98453100.00
- **C.18.a - Value (excl. sponsor support):** $98453100.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-07-01
- **C.12 - Maturity Date (WAL):** 2026-07-01
- **C.13 - Final Legal Maturity Date:** 2026-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 550: SWEDBANK AB

- **C.1 - Title:** SWEDBANK AB 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 87020XH37, C.4 - ISIN: US87020XH373, C.3 - LEI: M312WZV08Y7LYUC71685
- **C.18 - Value (incl. sponsor support):** $245287800.00
- **C.18.a - Value (excl. sponsor support):** $245287800.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-08-03
- **C.12 - Maturity Date (WAL):** 2026-08-03
- **C.13 - Final Legal Maturity Date:** 2026-08-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 551: TENDERFOOT SEASONAL HSG LLC COLO HSG FACS

- **C.1 - Title:** TAXABLE NOTES SERIES 2000B 3.870000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 88033VAB3, C.4 - ISIN: US88033VAB36, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $5885000.00
- **C.18.a - Value (excl. sponsor support):** $5885000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **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 552: Texas

- **C.1 - Title:** TAXABLE VETERANS BONDS SERIES 2025A 3.750000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 8827242P1, C.4 - ISIN: US8827242P13, C.3 - LEI: 549300X9CH74QB747L76
- **C.18 - Value (incl. sponsor support):** $25000000.00
- **C.18.a - Value (excl. sponsor support):** $25000000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **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 553: THOMAS J MUELLER LEGACY TRUST

- **C.1 - Title:** TAXABLE VARIABLE RATE DEMAND NOTES SERIES 2025 3.810000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 884434AA9, C.4 - ISIN: US884434AA92, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $78650000.00
- **C.18.a - Value (excl. sponsor support):** $78650000.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **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 554: 315/333 W DAWSON ASSOCIATES

- **C.1 - Title:** TAXABLE VARIABLE RATE DEMAND M/F HOUSING RB (CLEARWATER AT GLENDORA) SERIES 2025A 3.810000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 88556UAB2, C.4 - ISIN: US88556UAB26, C.3 - LEI: 254900K6G938JUXWC522
- **C.18 - Value (incl. sponsor support):** $43250000.00
- **C.18.a - Value (excl. sponsor support):** $43250000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2065-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 555: WILSHIRE

- **C.1 - Title:** TAXABLE VARIABLE RATE DEMAND MF HOUSING RB (3325 WILSHIRE APARTMENTS) SERIES 2024A 3.810000%
- **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):** $49560000.00
- **C.18.a - Value (excl. sponsor support):** $49560000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **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 556: 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):** $49876545.00
- **C.18.a - Value (excl. sponsor support):** $49876545.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **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 557: THUNDER BAY FUNDING LLC

- **C.1 - Title:** THUNDER BAY FUNDING LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 88602UF47, C.4 - ISIN: US88602UF476, C.3 - LEI: 549300D7DHGDB5EMW139
- **C.18 - Value (incl. sponsor support):** $148069440.00
- **C.18.a - Value (excl. sponsor support):** $148069440.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **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 558: THUNDER BAY FUNDING LLC

- **C.1 - Title:** THUNDER BAY FUNDING LLC 3.850000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 88603AJB0, C.4 - ISIN: US88603AJB08, C.3 - LEI: 549300D7DHGDB5EMW139
- **C.18 - Value (incl. sponsor support):** $100011830.00
- **C.18.a - Value (excl. sponsor support):** $100011830.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 559: TORONTO-DOMINION BANK (NEW YORK BRANCH)

- **C.1 - Title:** TORONTO-DOMINION BANK (NEW YORK BRANCH) 3.960000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89115DC46, C.4 - ISIN: US89115DC463, C.3 - LEI: PT3QB789TSUIDF371261
- **C.18 - Value (incl. sponsor support):** $1000061500.00
- **C.18.a - Value (excl. sponsor support):** $1000061500.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 560: TORONTO-DOMINION BANK (NEW YORK BRANCH)

- **C.1 - Title:** TORONTO-DOMINION BANK (NEW YORK BRANCH) 3.950000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89115DCQ7, C.4 - ISIN: US89115DCQ79, C.3 - LEI: PT3QB789TSUIDF371261
- **C.18 - Value (incl. sponsor support):** $900078210.00
- **C.18.a - Value (excl. sponsor support):** $900078210.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-13
- **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 561: TORONTO-DOMINION BANK (NEW YORK BRANCH)

- **C.1 - Title:** TORONTO-DOMINION BANK (NEW YORK BRANCH) 3.960000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89115DD52, C.4 - ISIN: US89115DD529, C.3 - LEI: PT3QB789TSUIDF371261
- **C.18 - Value (incl. sponsor support):** $300155700.00
- **C.18.a - Value (excl. sponsor support):** $300155700.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-08-14
- **C.13 - Final Legal Maturity Date:** 2026-08-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: TORONTO-DOMINION BANK (NEW YORK BRANCH)

- **C.1 - Title:** TORONTO-DOMINION BANK (NEW YORK BRANCH) 3.960000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89115DDZ6, C.4 - ISIN: US89115DDZ69, C.3 - LEI: PT3QB789TSUIDF371261
- **C.18 - Value (incl. sponsor support):** $375121027.50
- **C.18.a - Value (excl. sponsor support):** $375121027.50
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-08-17
- **C.13 - Final Legal Maturity Date:** 2026-08-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: TORONTO-DOMINION BANK (NEW YORK BRANCH)

- **C.1 - Title:** TORONTO-DOMINION BANK (NEW YORK BRANCH) 4.040000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89115DEH5, C.4 - ISIN: US89115DEH52, C.3 - LEI: PT3QB789TSUIDF371261
- **C.18 - Value (incl. sponsor support):** $416346315.84
- **C.18.a - Value (excl. sponsor support):** $416346315.84
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-12-18
- **C.13 - Final Legal Maturity Date:** 2026-12-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 564: TORONTO-DOMINION BANK (NEW YORK BRANCH)

- **C.1 - Title:** TORONTO-DOMINION BANK (NEW YORK BRANCH) 3.990000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89115DEY8, C.4 - ISIN: US89115DEY85, C.3 - LEI: PT3QB789TSUIDF371261
- **C.18 - Value (incl. sponsor support):** $225136514.25
- **C.18.a - Value (excl. sponsor support):** $225136514.25
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 565: 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):** $1050466609.50
- **C.18.a - Value (excl. sponsor support):** $1050466609.50
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **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 566: TORONTO-DOMINION BANK (NEW YORK BRANCH)

- **C.1 - Title:** TORONTO-DOMINION BANK (NEW YORK BRANCH) 4.040000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89115DK54, C.4 - ISIN: US89115DK540, C.3 - LEI: PT3QB789TSUIDF371261
- **C.18 - Value (incl. sponsor support):** $90093420.00
- **C.18.a - Value (excl. sponsor support):** $90093420.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-01-11
- **C.13 - Final Legal Maturity Date:** 2027-01-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 567: 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):** $400400440.00
- **C.18.a - Value (excl. sponsor support):** $400400440.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **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 568: TORONTO-DOMINION BANK (NEW YORK BRANCH)

- **C.1 - Title:** TORONTO-DOMINION BANK (NEW YORK BRANCH) 4.030000%
- **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):** $231121755.48
- **C.18.a - Value (excl. sponsor support):** $231121755.48
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 569: 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):** $1019007664.52
- **C.18.a - Value (excl. sponsor support):** $1019007664.52
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-07-27
- **C.12 - Maturity Date (WAL):** 2026-07-27
- **C.13 - Final Legal Maturity Date:** 2026-07-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: 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):** $999409375.60
- **C.18.a - Value (excl. sponsor support):** $999409375.60
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **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 571: TORONTO-DOMINION BANK (NEW YORK BRANCH)

- **C.1 - Title:** TORONTO-DOMINION BANK (NEW YORK BRANCH) 3.800000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89115DP59, C.4 - ISIN: US89115DP598, C.3 - LEI: PT3QB789TSUIDF371261
- **C.18 - Value (incl. sponsor support):** $910371371.00
- **C.18.a - Value (excl. sponsor support):** $910371371.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-11-12
- **C.12 - Maturity Date (WAL):** 2026-11-12
- **C.13 - Final Legal Maturity Date:** 2026-11-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 572: TORONTO-DOMINION BANK (NEW YORK BRANCH)

- **C.1 - Title:** TORONTO-DOMINION BANK (NEW YORK BRANCH) 3.980000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89115DQ90, C.4 - ISIN: US89115DQ901, C.3 - LEI: PT3QB789TSUIDF371261
- **C.18 - Value (incl. sponsor support):** $244106615.80
- **C.18.a - Value (excl. sponsor support):** $244106615.80
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-02-16
- **C.13 - Final Legal Maturity Date:** 2027-02-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 573: TORONTO-DOMINION BANK (NEW YORK BRANCH)

- **C.1 - Title:** TORONTO-DOMINION BANK (NEW YORK BRANCH) 3.960000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89115DQZ2, C.4 - ISIN: US89115DQZ23, C.3 - LEI: PT3QB789TSUIDF371261
- **C.18 - Value (incl. sponsor support):** $953281887.87
- **C.18.a - Value (excl. sponsor support):** $953281887.87
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-02-26
- **C.13 - Final Legal Maturity Date:** 2027-02-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 574: 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):** $200064480.00
- **C.18.a - Value (excl. sponsor support):** $200064480.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **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 575: TORONTO-DOMINION BANK (NEW YORK BRANCH)

- **C.1 - Title:** TORONTO-DOMINION BANK (NEW YORK BRANCH) 3.940000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89115DRB4, C.4 - ISIN: US89115DRB46, C.3 - LEI: PT3QB789TSUIDF371261
- **C.18 - Value (incl. sponsor support):** $28798628.36
- **C.18.a - Value (excl. sponsor support):** $28798628.36
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-03-18
- **C.13 - Final Legal Maturity Date:** 2026-03-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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) 3.920000%
- **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):** $134053358.80
- **C.18.a - Value (excl. sponsor support):** $134053358.80
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-05-15
- **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 577: 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):** $294162523.20
- **C.18.a - Value (excl. sponsor support):** $294162523.20
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **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 578: TORONTO-DOMINION BANK/THE

- **C.1 - Title:** TORONTO-DOMINION BANK/THE 3.940000%
- **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):** $560191240.00
- **C.18.a - Value (excl. sponsor support):** $560191240.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 579: TORONTO-DOMINION BANK (NEW YORK BRANCH)

- **C.1 - Title:** TORONTO-DOMINION BANK (NEW YORK BRANCH) 4.010000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89120FGA6, C.4 - ISIN: US89120FGA66, C.3 - LEI: PT3QB789TSUIDF371261
- **C.18 - Value (incl. sponsor support):** $735510369.30
- **C.18.a - Value (excl. sponsor support):** $735510369.30
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-11-09
- **C.13 - Final Legal Maturity Date:** 2026-11-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 580: TOTALENERGIES CAPITAL SA

- **C.1 - Title:** TOTALENERGIES CAPITAL SA 0.000000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89152FB38, C.4 - ISIN: US89152FB380, C.3 - LEI: 529900QI55ZLJVCMPA71, C.5 - Other ID: 89152FB38
- **C.18 - Value (incl. sponsor support):** $99959100.00
- **C.18.a - Value (excl. sponsor support):** $99959100.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-02-03
- **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? Yes, C.23 Categorized at Level 3? No

### Security 581: TOTALENERGIES CAPITAL SA

- **C.1 - Title:** TOTALENERGIES CAPITAL SA 0.000000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89152FC29, C.3 - LEI: 529900QI55ZLJVCMPA71, C.5 - Other ID: 89152FC29
- **C.18 - Value (incl. sponsor support):** $99682140.00
- **C.18.a - Value (excl. sponsor support):** $99682140.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **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 582: TOTALENERGIES CAPITAL SA

- **C.1 - Title:** TOTALENERGIES CAPITAL SA 0.000000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89152FCJ2, C.4 - ISIN: US89152FCJ21, C.3 - LEI: 529900QI55ZLJVCMPA71, C.5 - Other ID: 89152FCJ2
- **C.18 - Value (incl. sponsor support):** $132743912.20
- **C.18.a - Value (excl. sponsor support):** $132743912.20
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **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 583: TOTALENERGIES CAPITAL SA

- **C.1 - Title:** TOTALENERGIES CAPITAL SA 0.000000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89152FCW3, C.4 - ISIN: US89152FCW32, C.3 - LEI: 529900QI55ZLJVCMPA71, C.5 - Other ID: 89152FCW3
- **C.18 - Value (incl. sponsor support):** $99391970.00
- **C.18.a - Value (excl. sponsor support):** $99391970.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-03-30
- **C.12 - Maturity Date (WAL):** 2026-03-30
- **C.13 - Final Legal Maturity Date:** 2026-03-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 584: TOTALENERGIES CAPITAL SA

- **C.1 - Title:** TOTALENERGIES CAPITAL SA 0.000000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89152FCX1, C.4 - ISIN: US89152FCX15, C.3 - LEI: 529900QI55ZLJVCMPA71
- **C.18 - Value (incl. sponsor support):** $395936573.28
- **C.18.a - Value (excl. sponsor support):** $395936573.28
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-03-31
- **C.12 - Maturity Date (WAL):** 2026-03-31
- **C.13 - Final Legal Maturity Date:** 2026-03-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 585: TOTALENERGIES CAPITAL SA

- **C.1 - Title:** TOTALENERGIES CAPITAL SA 0.000000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89152FFW0, C.4 - ISIN: US89152FFW05, C.3 - LEI: 529900QI55ZLJVCMPA71, C.5 - Other ID: 89152FFW0
- **C.18 - Value (incl. sponsor support):** $98444280.00
- **C.18.a - Value (excl. sponsor support):** $98444280.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 586: TOYOTA MOTOR CREDIT CORP

- **C.1 - Title:** TOYOTA MOTOR CREDIT CORP 0.000000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89233HGQ1, C.4 - ISIN: US89233HGQ11, C.3 - LEI: Z2VZBHUMB7PWWJ63I008
- **C.18 - Value (incl. sponsor support):** $94276444.80
- **C.18.a - Value (excl. sponsor support):** $94276444.80
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-07-24
- **C.12 - Maturity Date (WAL):** 2026-07-24
- **C.13 - Final Legal Maturity Date:** 2026-07-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 587: Triborough Bridge & Tunnel Auth

- **C.1 - Title:** GENERAL REFUNDING RB SERIES 2018E 3.750000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 89602RPF6, C.4 - ISIN: US89602RPF63, C.3 - LEI: 54930020ZN4LQF7K3456
- **C.18 - Value (incl. sponsor support):** $60470000.00
- **C.18.a - Value (excl. sponsor support):** $60470000.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **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 588: TRUIST BANK

- **C.1 - Title:** TRUIST BANK 4.010000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89788LFZ2, C.4 - ISIN: US89788LFZ22, C.3 - LEI: JJKC32MCHWDI71265Z06
- **C.18 - Value (incl. sponsor support):** $500013100.00
- **C.18.a - Value (excl. sponsor support):** $500013100.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 589: TRUIST BANK

- **C.1 - Title:** TRUIST BANK 3.830000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89788LG32, C.4 - ISIN: US89788LG321, C.3 - LEI: JJKC32MCHWDI71265Z06
- **C.18 - Value (incl. sponsor support):** $900055350.00
- **C.18.a - Value (excl. sponsor support):** $900055350.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **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 590: TRUIST BANK

- **C.1 - Title:** TRUIST BANK 3.820000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89788LG40, C.4 - ISIN: US89788LG404, C.3 - LEI: JJKC32MCHWDI71265Z06
- **C.18 - Value (incl. sponsor support):** $750034275.00
- **C.18.a - Value (excl. sponsor support):** $750034275.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **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 591: TRUIST BANK

- **C.1 - Title:** TRUIST BANK 3.800000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89788LG81, C.3 - LEI: JJKC32MCHWDI71265Z06
- **C.18 - Value (incl. sponsor support):** $996996610.20
- **C.18.a - Value (excl. sponsor support):** $996996610.20
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-06-02
- **C.12 - Maturity Date (WAL):** 2026-06-02
- **C.13 - Final Legal Maturity Date:** 2026-06-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 592: UBS AG (LONDON BRANCH)

- **C.1 - Title:** UBS AG (LONDON BRANCH) 3.880000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 90276JZC3, C.4 - ISIN: US90276JZC34, C.3 - LEI: BFM8T61CT2L1QCEMIK50
- **C.18 - Value (incl. sponsor support):** $300003078.00
- **C.18.a - Value (excl. sponsor support):** $300003078.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-04-20
- **C.13 - Final Legal Maturity Date:** 2026-04-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 593: UBS AG (LONDON BRANCH)

- **C.1 - Title:** UBS AG (LONDON BRANCH) 3.890000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 90276JZH2, C.4 - ISIN: US90276JZH21, C.3 - LEI: BFM8T61CT2L1QCEMIK50
- **C.18 - Value (incl. sponsor support):** $500000285.00
- **C.18.a - Value (excl. sponsor support):** $500000285.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-05-04
- **C.13 - Final Legal Maturity Date:** 2026-05-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 594: UBS AG (LONDON BRANCH)

- **C.1 - Title:** UBS AG (LONDON BRANCH) 3.920000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 90276JZM1, C.4 - ISIN: US90276JZM16, C.3 - LEI: BFM8T61CT2L1QCEMIK50
- **C.18 - Value (incl. sponsor support):** $499006576.82
- **C.18.a - Value (excl. sponsor support):** $499006576.82
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 595: UBS AG (LONDON BRANCH)

- **C.1 - Title:** UBS AG (LONDON BRANCH) 3.920000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 90276JZN9, C.4 - ISIN: US90276JZN98, C.3 - LEI: BFM8T61CT2L1QCEMIK50
- **C.18 - Value (incl. sponsor support):** $498506640.02
- **C.18.a - Value (excl. sponsor support):** $498506640.02
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-05-21
- **C.13 - Final Legal Maturity Date:** 2026-05-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: UNITEDHEALTH GROUP INC

- **C.1 - Title:** UNITEDHEALTH GROUP INC 0.000000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 91058UB28, C.4 - ISIN: US91058UB285, C.3 - LEI: 549300GHBMY8T5GXDE41
- **C.18 - Value (incl. sponsor support):** $1873423745.00
- **C.18.a - Value (excl. sponsor support):** $1873423745.00
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 597: UNITEDHEALTH GROUP INC

- **C.1 - Title:** UNITEDHEALTH GROUP INC 0.000000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 91058UB36, C.4 - ISIN: US91058UB368, C.3 - LEI: 549300GHBMY8T5GXDE41
- **C.18 - Value (incl. sponsor support):** $1349446500.00
- **C.18.a - Value (excl. sponsor support):** $1349446500.00
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **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? Yes, C.23 Categorized at Level 3? No

### Security 598: UNITEDHEALTH GROUP INC

- **C.1 - Title:** UNITEDHEALTH GROUP INC 0.000000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 91058UB51, C.4 - ISIN: US91058UB517, C.3 - LEI: 549300GHBMY8T5GXDE41
- **C.18 - Value (incl. sponsor support):** $649600250.00
- **C.18.a - Value (excl. sponsor support):** $649600250.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **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? Yes, C.23 Categorized at Level 3? No

### Security 599: UNITED OVERSEAS BANK LTD

- **C.1 - Title:** UNITED OVERSEAS BANK LTD 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 91127QCW7, C.4 - ISIN: US91127QCW78, C.3 - LEI: IO66REGK3RCBAMA8HR66
- **C.18 - Value (incl. sponsor support):** $247241604.88
- **C.18.a - Value (excl. sponsor support):** $247241604.88
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-03-30
- **C.12 - Maturity Date (WAL):** 2026-03-30
- **C.13 - Final Legal Maturity Date:** 2026-03-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 600: UNITED OVERSEAS BANK LTD

- **C.1 - Title:** UNITED OVERSEAS BANK LTD 3.840000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 91127RJE8, C.4 - ISIN: US91127RJE80, C.3 - LEI: IO66REGK3RCBAMA8HR66
- **C.18 - Value (incl. sponsor support):** $300025440.00
- **C.18.a - Value (excl. sponsor support):** $300025440.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 601: UNITED OVERSEAS BANK LTD

- **C.1 - Title:** UNITED OVERSEAS BANK LTD 3.840000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 91127RJG3, C.4 - ISIN: US91127RJG39, C.3 - LEI: IO66REGK3RCBAMA8HR66
- **C.18 - Value (incl. sponsor support):** $300034830.00
- **C.18.a - Value (excl. sponsor support):** $300034830.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 602: UNITED OVERSEAS BANK LTD

- **C.1 - Title:** UNITED OVERSEAS BANK LTD 3.840000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 91127RJH1, C.4 - ISIN: US91127RJH12, C.3 - LEI: IO66REGK3RCBAMA8HR66
- **C.18 - Value (incl. sponsor support):** $300035640.00
- **C.18.a - Value (excl. sponsor support):** $300035640.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 603: UNITED OVERSEAS BANK LTD

- **C.1 - Title:** UNITED OVERSEAS BANK LTD 3.840000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 91127RJR9, C.4 - ISIN: US91127RJR93, C.3 - LEI: IO66REGK3RCBAMA8HR66
- **C.18 - Value (incl. sponsor support):** $300038340.00
- **C.18.a - Value (excl. sponsor support):** $300038340.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 604: UNITED OVERSEAS BANK LTD

- **C.1 - Title:** UNITED OVERSEAS BANK LTD 3.840000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 91127RJS7, C.4 - ISIN: US91127RJS76, C.3 - LEI: IO66REGK3RCBAMA8HR66
- **C.18 - Value (incl. sponsor support):** $300036690.00
- **C.18.a - Value (excl. sponsor support):** $300036690.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 605: UNITED OVERSEAS BANK LTD

- **C.1 - Title:** UNITED OVERSEAS BANK LTD 3.840000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 91127RJT5, C.4 - ISIN: US91127RJT59, C.3 - LEI: IO66REGK3RCBAMA8HR66
- **C.18 - Value (incl. sponsor support):** $225028237.50
- **C.18.a - Value (excl. sponsor support):** $225028237.50
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 606: Utah Housing Corp

- **C.1 - Title:** M/F HOUSING RB (WAYMARK AT FOLSOM TRAIL) SERIES 2025 3.810000%
- **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):** $9350000.00
- **C.18.a - Value (excl. sponsor support):** $9350000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **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 607: VSL PROPERTY HOLDINGS STB LLC

- **C.1 - Title:** TAXABLE BONDS SERIES 2024 3.850000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 918299AA6, C.4 - ISIN: US918299AA68, C.3 - LEI: 549300UTYH2EEYYWKE94
- **C.18 - Value (incl. sponsor support):** $17390000.00
- **C.18.a - Value (excl. sponsor support):** $17390000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **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 608: 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: 92512ME13, C.4 - ISIN: US92512ME133, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $297129450.00
- **C.18.a - Value (excl. sponsor support):** $297129450.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: VERSAILLES COMMERCIAL PAPER LLC

- **C.1 - Title:** VERSAILLES COMMERCIAL PAPER LLC 3.870000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 92513JSU0, C.4 - ISIN: US92513JSU06, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $250026050.00
- **C.18.a - Value (excl. sponsor support):** $250026050.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 610: VICTORY RECEIVABLES CORP

- **C.1 - Title:** VICTORY RECEIVABLES CORP 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 92646LE14, C.4 - ISIN: US92646LE149, C.3 - LEI: 549300D0F37QF0LP7F94
- **C.18 - Value (incl. sponsor support):** $282319575.00
- **C.18.a - Value (excl. sponsor support):** $282319575.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: VICTORY RECEIVABLES CORP

- **C.1 - Title:** VICTORY RECEIVABLES CORP 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 92646LEE6, C.4 - ISIN: US92646LEE65, C.3 - LEI: 549300D0F37QF0LP7F94
- **C.18 - Value (incl. sponsor support):** $98922640.00
- **C.18.a - Value (excl. sponsor support):** $98922640.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-05-14
- **C.12 - Maturity Date (WAL):** 2026-05-14
- **C.13 - Final Legal Maturity Date:** 2026-05-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: VICTORY RECEIVABLES CORP

- **C.1 - Title:** VICTORY RECEIVABLES CORP 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 92646LEF3, C.4 - ISIN: US92646LEF31, C.3 - LEI: 549300D0F37QF0LP7F94
- **C.18 - Value (incl. sponsor support):** $247280200.00
- **C.18.a - Value (excl. sponsor support):** $247280200.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-05-15
- **C.12 - Maturity Date (WAL):** 2026-05-15
- **C.13 - Final Legal Maturity Date:** 2026-05-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: VICTORY RECEIVABLES CORP

- **C.1 - Title:** VICTORY RECEIVABLES CORP 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 92646LF47, C.4 - ISIN: US92646LF476, C.3 - LEI: 549300D0F37QF0LP7F94
- **C.18 - Value (incl. sponsor support):** $123388312.50
- **C.18.a - Value (excl. sponsor support):** $123388312.50
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **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 614: VICTORY RECEIVABLES CORP

- **C.1 - Title:** VICTORY RECEIVABLES CORP 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 92646LFA3, C.4 - ISIN: US92646LFA35, C.3 - LEI: 549300D0F37QF0LP7F94
- **C.18 - Value (incl. sponsor support):** $49325835.00
- **C.18.a - Value (excl. sponsor support):** $49325835.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-06-10
- **C.12 - Maturity Date (WAL):** 2026-06-10
- **C.13 - Final Legal Maturity Date:** 2026-06-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 615: VICTORY RECEIVABLES CORP

- **C.1 - Title:** VICTORY RECEIVABLES CORP 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 92646LFC9, C.4 - ISIN: US92646LFC90, C.3 - LEI: 549300D0F37QF0LP7F94
- **C.18 - Value (incl. sponsor support):** $187400933.00
- **C.18.a - Value (excl. sponsor support):** $187400933.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-06-12
- **C.12 - Maturity Date (WAL):** 2026-06-12
- **C.13 - Final Legal Maturity Date:** 2026-06-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 616: VICTORY RECEIVABLES CORP

- **C.1 - Title:** VICTORY RECEIVABLES CORP 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 92646LG79, C.4 - ISIN: US92646LG797, C.3 - LEI: 549300D0F37QF0LP7F94
- **C.18 - Value (incl. sponsor support):** $491942000.00
- **C.18.a - Value (excl. sponsor support):** $491942000.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-07-07
- **C.12 - Maturity Date (WAL):** 2026-07-07
- **C.13 - Final Legal Maturity Date:** 2026-07-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 617: WASHINGTON MORGAN CAPITAL COMPANY LLC

- **C.1 - Title:** WASHINGTON MORGAN CAPITAL COMPANY LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 93930MCD1, C.4 - ISIN: US93930MCD11, C.3 - LEI: 2549001B50UEKC5ND641
- **C.18 - Value (incl. sponsor support):** $301717615.55
- **C.18.a - Value (excl. sponsor support):** $301717615.55
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **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? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: WASHINGTON MORGAN CAPITAL COMPANY LLC

- **C.1 - Title:** WASHINGTON MORGAN CAPITAL COMPANY LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 93930ME80, C.4 - ISIN: US93930ME805, C.3 - LEI: 2549001B50UEKC5ND641
- **C.18 - Value (incl. sponsor support):** $163311588.00
- **C.18.a - Value (excl. sponsor support):** $163311588.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-05-08
- **C.12 - Maturity Date (WAL):** 2026-05-08
- **C.13 - Final Legal Maturity Date:** 2026-05-08
- **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 619: WEATHERLY INN-RENTON LLC

- **C.1 - Title:** TAXABLE VARIABLE RATE DEMAND M/F HOUSING RB (WEATHERLY INN RENTON) SERIES 2025A 3.810000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 947184AA5, C.4 - ISIN: US947184AA57, C.3 - LEI: 549300MCMGT11YMCCO14
- **C.18 - Value (incl. sponsor support):** $51000000.00
- **C.18.a - Value (excl. sponsor support):** $51000000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **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 620: WELLS FARGO BANK NA

- **C.1 - Title:** WELLS FARGO BANK NA 3.920000%
- **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):** $500087650.00
- **C.18.a - Value (excl. sponsor support):** $500087650.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 621: WELLS FARGO BANK NA

- **C.1 - Title:** WELLS FARGO BANK NA 3.750000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 95001KVF8, C.4 - ISIN: US95001KVF82, C.3 - LEI: KB1H1DSPRFMYMCUFXT09
- **C.18 - Value (incl. sponsor support):** $750054525.00
- **C.18.a - Value (excl. sponsor support):** $750054525.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-10-26
- **C.12 - Maturity Date (WAL):** 2026-10-26
- **C.13 - Final Legal Maturity Date:** 2026-10-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 622: WELLS FARGO BANK NA

- **C.1 - Title:** WELLS FARGO BANK NA 3.750000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 95001KVG6, C.4 - ISIN: US95001KVG65, C.3 - LEI: KB1H1DSPRFMYMCUFXT09
- **C.18 - Value (incl. sponsor support):** $749991750.00
- **C.18.a - Value (excl. sponsor support):** $749991750.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2027-01-26
- **C.12 - Maturity Date (WAL):** 2027-01-26
- **C.13 - Final Legal Maturity Date:** 2027-01-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 623: WELLS FARGO BANK NA

- **C.1 - Title:** WELLS FARGO BANK NA 3.750000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 95001KVH4, C.4 - ISIN: US95001KVH49, C.3 - LEI: KB1H1DSPRFMYMCUFXT09
- **C.18 - Value (incl. sponsor support):** $500037750.00
- **C.18.a - Value (excl. sponsor support):** $500037750.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-10-26
- **C.12 - Maturity Date (WAL):** 2026-10-26
- **C.13 - Final Legal Maturity Date:** 2026-10-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 624: WELLS FARGO BANK NA

- **C.1 - Title:** WELLS FARGO BANK NA 3.750000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 95001KVQ4, C.3 - LEI: KB1H1DSPRFMYMCUFXT09
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-11-02
- **C.12 - Maturity Date (WAL):** 2026-11-02
- **C.13 - Final Legal Maturity Date:** 2026-11-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 625: WELLS FARGO BANK NA

- **C.1 - Title:** WELLS FARGO BANK NA 3.750000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 95001KVR2, C.3 - LEI: KB1H1DSPRFMYMCUFXT09
- **C.18 - Value (incl. sponsor support):** $750000000.00
- **C.18.a - Value (excl. sponsor support):** $750000000.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-12-02
- **C.12 - Maturity Date (WAL):** 2026-12-02
- **C.13 - Final Legal Maturity Date:** 2026-12-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 626: WELLS FARGO BANK NA

- **C.1 - Title:** WELLS FARGO BANK NA 3.750000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 95001KVS0, C.3 - LEI: KB1H1DSPRFMYMCUFXT09
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2027-02-02
- **C.12 - Maturity Date (WAL):** 2027-02-02
- **C.13 - Final Legal Maturity Date:** 2027-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 627: YAVAPAI CNTY IDA

- **C.1 - Title:** TAXABLE RB (DRAKE CEMENT) SERIES 2015 3.850000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 98521YAB5, C.4 - ISIN: US98521YAB56, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $55325000.00
- **C.18.a - Value (excl. sponsor support):** $55325000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **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 628: 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):** $650051870.00
- **C.18.a - Value (excl. sponsor support):** $650051870.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **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? Yes, C.23 Categorized at Level 3? No

### Security 629: 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):** $1000151100.00
- **C.18.a - Value (excl. sponsor support):** $1000151100.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **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 630: 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):** $500136100.00
- **C.18.a - Value (excl. sponsor support):** $500136100.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **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 631: 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):** $150065070.00
- **C.18.a - Value (excl. sponsor support):** $150065070.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **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 632: CREDIT AGRICOLE SA (LONDON BRANCH)

- **C.1 - Title:** CREDIT AGRICOLE SA (LONDON BRANCH) 4.005000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: ACI30V8X0, C.3 - LEI: 969500TJ5KRTCJQWXH05, C.5 - Other ID: ACI30V8X0
- **C.18 - Value (incl. sponsor support):** $558188659.80
- **C.18.a - Value (excl. sponsor support):** $558188659.80
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-04-15
- **C.12 - Maturity Date (WAL):** 2026-04-15
- **C.13 - Final Legal Maturity Date:** 2026-04-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 633: CREDIT AGRICOLE SA (LONDON BRANCH)

- **C.1 - Title:** CREDIT AGRICOLE SA (LONDON BRANCH) 4.000000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: ACI30XQC2, C.3 - LEI: 969500TJ5KRTCJQWXH05, C.5 - Other ID: ACI30XQC2
- **C.18 - Value (incl. sponsor support):** $1000322800.00
- **C.18.a - Value (excl. sponsor support):** $1000322800.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **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 634: SUMITOMO MITSUI TRUST BANK LTD (LONDON BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI TRUST BANK LTD (LONDON BRANCH) 4.030000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: ACI34MXH3, C.3 - LEI: 5493006GGLR4BTEL8O61, C.5 - Other ID: ACI34MXH3
- **C.18 - Value (incl. sponsor support):** $248023113.60
- **C.18.a - Value (excl. sponsor support):** $248023113.60
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-02-10
- **C.12 - Maturity Date (WAL):** 2026-02-10
- **C.13 - Final Legal Maturity Date:** 2026-02-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 635: ING BANK NV (AMSTERDAM BRANCH)

- **C.1 - Title:** ING BANK NV (AMSTERDAM BRANCH) 4.000000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: ACI34R7P3, C.3 - LEI: 3TK20IVIUJ8J3ZU0QE75, C.5 - Other ID: ACI34R7P3
- **C.18 - Value (incl. sponsor support):** $500163600.00
- **C.18.a - Value (excl. sponsor support):** $500163600.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-05-05
- **C.12 - Maturity Date (WAL):** 2026-05-05
- **C.13 - Final Legal Maturity Date:** 2026-05-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 636: SUMITOMO MITSUI TRUST BANK LTD (LONDON BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI TRUST BANK LTD (LONDON BRANCH) 4.050000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: ACI34R7S7, C.3 - LEI: 5493006GGLR4BTEL8O61, C.5 - Other ID: ACI34R7S7
- **C.18 - Value (incl. sponsor support):** $250022700.00
- **C.18.a - Value (excl. sponsor support):** $250022700.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **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 637: SUMITOMO MITSUI TRUST BANK LTD (LONDON BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI TRUST BANK LTD (LONDON BRANCH) 4.050000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: ACI34RMC5, C.3 - LEI: 5493006GGLR4BTEL8O61, C.5 - Other ID: ACI34RMC5
- **C.18 - Value (incl. sponsor support):** $250029500.00
- **C.18.a - Value (excl. sponsor support):** $250029500.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-02-12
- **C.12 - Maturity Date (WAL):** 2026-02-12
- **C.13 - Final Legal Maturity Date:** 2026-02-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 638: SUMITOMO MITSUI TRUST BANK LTD (LONDON BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI TRUST BANK LTD (LONDON BRANCH) 4.040000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: ACI34Z6J0, C.3 - LEI: 5493006GGLR4BTEL8O61, C.5 - Other ID: ACI34Z6J0
- **C.18 - Value (incl. sponsor support):** $300037350.00
- **C.18.a - Value (excl. sponsor support):** $300037350.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-02-13
- **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 639: CREDIT AGRICOLE SA (LONDON BRANCH)

- **C.1 - Title:** CREDIT AGRICOLE SA (LONDON BRANCH) 4.050000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: ACI3558M6, C.3 - LEI: 969500TJ5KRTCJQWXH05, C.5 - Other ID: ACI3558M6
- **C.18 - Value (incl. sponsor support):** $111077677.80
- **C.18.a - Value (excl. sponsor support):** $111077677.80
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **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 640: SUMITOMO MITSUI TRUST BANK LTD (LONDON BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI TRUST BANK LTD (LONDON BRANCH) 4.060000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: ACI3569Z4, C.3 - LEI: 5493006GGLR4BTEL8O61, C.5 - Other ID: ACI3569Z4
- **C.18 - Value (incl. sponsor support):** $300089910.00
- **C.18.a - Value (excl. sponsor support):** $300089910.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-03-03
- **C.12 - Maturity Date (WAL):** 2026-03-03
- **C.13 - Final Legal Maturity Date:** 2026-03-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 641: NATIONAL AUSTRALIA BANK LTD (LONDON BRANCH)

- **C.1 - Title:** NATIONAL AUSTRALIA BANK LTD (LONDON BRANCH) 3.910000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: ACI374NR9, C.3 - LEI: F8SB4JFBSYQFRQEH3Z21, C.5 - Other ID: ACI374NR9
- **C.18 - Value (incl. sponsor support):** $500141450.00
- **C.18.a - Value (excl. sponsor support):** $500141450.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-06-03
- **C.12 - Maturity Date (WAL):** 2026-06-03
- **C.13 - Final Legal Maturity Date:** 2026-06-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 642: SUMITOMO MITSUI TRUST BANK LTD (LONDON BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI TRUST BANK LTD (LONDON BRANCH) 3.985000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: ACI374PC0, C.3 - LEI: 5493006GGLR4BTEL8O61, C.5 - Other ID: ACI374PC0
- **C.18 - Value (incl. sponsor support):** $310073904.00
- **C.18.a - Value (excl. sponsor support):** $310073904.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-03-03
- **C.12 - Maturity Date (WAL):** 2026-03-03
- **C.13 - Final Legal Maturity Date:** 2026-03-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 643: CREDIT AGRICOLE SA (LONDON BRANCH)

- **C.1 - Title:** CREDIT AGRICOLE SA (LONDON BRANCH) 3.940000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: ACI3780V6, C.3 - LEI: 969500TJ5KRTCJQWXH05, C.5 - Other ID: ACI3780V6
- **C.18 - Value (incl. sponsor support):** $131056172.80
- **C.18.a - Value (excl. sponsor support):** $131056172.80
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-06-08
- **C.12 - Maturity Date (WAL):** 2026-06-08
- **C.13 - Final Legal Maturity Date:** 2026-06-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 644: SUMITOMO MITSUI TRUST BANK LTD (LONDON BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI TRUST BANK LTD (LONDON BRANCH) 4.000000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: ACI37DHZ8, C.3 - LEI: 5493006GGLR4BTEL8O61, C.5 - Other ID: ACI37DHZ8
- **C.18 - Value (incl. sponsor support):** $224066684.80
- **C.18.a - Value (excl. sponsor support):** $224066684.80
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **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 645: CREDIT AGRICOLE SA (LONDON BRANCH)

- **C.1 - Title:** CREDIT AGRICOLE SA (LONDON BRANCH) 3.830000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: ACI37R051, C.3 - LEI: 969500TJ5KRTCJQWXH05, C.5 - Other ID: ACI37R051
- **C.18 - Value (incl. sponsor support):** $300011070.00
- **C.18.a - Value (excl. sponsor support):** $300011070.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **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 646: SUMITOMO MITSUI TRUST BANK LTD (LONDON BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI TRUST BANK LTD (LONDON BRANCH) 3.820000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: ACI382378, C.3 - LEI: 5493006GGLR4BTEL8O61, C.5 - Other ID: ACI382378
- **C.18 - Value (incl. sponsor support):** $106003423.80
- **C.18.a - Value (excl. sponsor support):** $106003423.80
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-04-15
- **C.12 - Maturity Date (WAL):** 2026-04-15
- **C.13 - Final Legal Maturity Date:** 2026-04-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 647: NATIONAL AUSTRALIA BANK LTD (LONDON BRANCH)

- **C.1 - Title:** NATIONAL AUSTRALIA BANK LTD (LONDON BRANCH) 3.780000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: ACI388V66, C.3 - LEI: F8SB4JFBSYQFRQEH3Z21, C.5 - Other ID: ACI388V66
- **C.18 - Value (incl. sponsor support):** $496992395.90
- **C.18.a - Value (excl. sponsor support):** $496992395.90
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-08-07
- **C.12 - Maturity Date (WAL):** 2026-08-07
- **C.13 - Final Legal Maturity Date:** 2026-08-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 648: BANK OF MONTREAL (LONDON BRANCH)

- **C.1 - Title:** BANK OF MONTREAL (LONDON BRANCH) 3.780000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: ACI38BWL5, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16, C.5 - Other ID: ACI38BWL5
- **C.18 - Value (incl. sponsor support):** $749713800.00
- **C.18.a - Value (excl. sponsor support):** $749713800.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **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? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 649: BANK OF MONTREAL (LONDON BRANCH)

- **C.1 - Title:** BANK OF MONTREAL (LONDON BRANCH) 3.770000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: ACI38CGM9, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16, C.5 - Other ID: ACI38CGM9
- **C.18 - Value (incl. sponsor support):** $350000000.00
- **C.18.a - Value (excl. sponsor support):** $350000000.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-08-03
- **C.12 - Maturity Date (WAL):** 2026-08-03
- **C.13 - Final Legal Maturity Date:** 2026-08-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 650: BNP PARIBAS SA

- **C.1 - Title:** BNP PARIBAS SA 4.040000%
- **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):** $900417294.00
- **C.18.a - Value (excl. sponsor support):** $900417294.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **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                  |
|:---|:---|:---|:---|:---|:---|:---|
| SOCIETE GENERALE               ALT TIER I PERP  | 2500-12-31      | 4.7500%  | 0.0000% | $7899000.00        | $7970679.04        | Corporate Debt Securities |
| SOCIETE GENERALE               ALT TIER I PERP  | 2500-12-31      | 9.3750%  | 0.0000% | $24755000.00       | $26903197.64       | Corporate Debt Securities |
| SOCIETE GENERALE               ALT TIER I PERP  | 2500-12-31      | 10.0000% | 0.0000% | $4999000.00        | $5661173.09        | Corporate Debt Securities |
| BLOCK INC                      SR GLBL 144A 30  | 2030-08-15      | 5.6250%  | 0.0000% | $54000.00          | $56380.46          | Corporate Debt Securities |
| STANDARD CHARTERED PLC         ALT TIER I PERP  | 2500-12-31      | 7.8750%  | 0.0000% | $3199000.00        | $3512478.01        | Corporate Debt Securities |
| SUNOCO LP/SUNOCO FIN CORP      SR GLBL 144A 31  | 2031-03-15      | 5.6250%  | 0.0000% | $4594000.00        | $4725365.43        | Corporate Debt Securities |
| SUNOCO LP/SUNOCO FIN CORP      SR GLBL 144A 34  | 2034-03-15      | 5.8750%  | 0.0000% | $1000.00           | $1025.48           | Corporate Debt Securities |
| SUNOCO LP/SUNOCO FIN CORP      SR GLBL 144A 34  | 2034-03-15      | 5.8750%  | 0.0000% | $1401000.00        | $1436699.82        | Corporate Debt Securities |
| SUNOCO LP/SUNOCO FIN CORP      SR GLBL 144A 27  | 2027-07-15      | 5.8750%  | 0.0000% | $2732000.00        | $2741501.67        | Corporate Debt Securities |
| SUNOCO LP / SUNOCO FIN CORP    SR GLBL NT 28    | 2028-03-15      | 5.8750%  | 0.0000% | $1030000.00        | $1052764.29        | Corporate Debt Securities |
| SUNOCO LP / SUNOCO FIN CORP    SR GLBL NT 6%27  | 2027-04-15      | 6.0000%  | 0.0000% | $2840000.00        | $2891858.40        | Corporate Debt Securities |
| GLP CAP LP/GLP FING II INC     SR GLBL NT 4%30  | 2030-01-15      | 4.0000%  | 0.0000% | $19000.00          | $18493.97          | Corporate Debt Securities |
| GLP CAP LP/GLP FING II INC     SR GLBL NT 4%31  | 2031-01-15      | 4.0000%  | 0.0000% | $500000.00         | $479088.33         | Corporate Debt Securities |
| GENERAL MTRS FINL CO INC       PERP SUB GLBL -C | 2500-12-31      | 5.7000%  | 0.0000% | $1315000.00        | $1344613.80        | Corporate Debt Securities |
| GENTING NEW YORK LLC / GENNY C SR GLBL 144A 29  | 2029-10-01      | 7.2500%  | 0.0000% | $1819000.00        | $1923311.06        | Corporate Debt Securities |
| GOLDMAN SACHS CAP I            JR SB GLBL DB 34 | 2034-02-15      | 6.3450%  | 0.0000% | $400000.00         | $439168.50         | Corporate Debt Securities |
| GOLDMAN SACHS CAP I            JR SB GLBL DB 34 | 2034-02-15      | 6.3450%  | 0.0000% | $1619000.00        | $1777534.50        | Corporate Debt Securities |
| GRUPO TELEVISA S A B           SR NT 8.5%32     | 2032-03-11      | 8.5000%  | 0.0000% | $572000.00         | $638992.32         | Corporate Debt Securities |
| GRUPO TELEVISA S A B           SR GLBL NT 40    | 2040-01-15      | 6.6250%  | 0.0000% | $2300000.00        | $2060708.96        | Corporate Debt Securities |
| GRUPO TELEVISA S A B           SR NT 5%45       | 2045-05-13      | 5.0000%  | 0.0000% | $400000.00         | $282997.78         | Corporate Debt Securities |
| HESS MIDSTREAM OPERATIONS LP   SR 144A NT 28    | 2028-03-01      | 5.8750%  | 0.0000% | $448000.00         | $467056.12         | Corporate Debt Securities |
| HILCORP ENERGY I L P / HILCORP SR 144A NT 32    | 2032-04-15      | 6.2500%  | 0.0000% | $10865000.00       | $10629981.00       | Corporate Debt Securities |
| HILCORP ENERGY I L P / HILCORP SR 144A NT 35    | 2035-02-15      | 7.2500%  | 0.0000% | $5431000.00        | $5438001.46        | Corporate Debt Securities |
| HILCORP ENERGY I L P / HILCORP SR 144A NT 35    | 2035-02-15      | 7.2500%  | 0.0000% | $10712000.00       | $10725809.55       | Corporate Debt Securities |
| HILLENBRAND INC                SR GLBL NT 29    | 2029-02-15      | 6.2500%  | 0.0000% | $10233000.00       | $10632658.34       | Corporate Debt Securities |
| ICAHN ENTERPRISES LP/CORP      SR SEC GLBL NT30 | 2030-06-15      | 9.0000%  | 0.0000% | $323000.00         | $318171.15         | Corporate Debt Securities |
| CRESCENT ENERGY FINANCE LLC    SR GLBL 144A 28  | 2028-02-15      | 9.2500%  | 0.0000% | $507000.00         | $542847.86         | Corporate Debt Securities |
| CRESCENT ENERGY FINANCE LLC    SR GLBL 144A 29  | 2029-07-31      | 7.7500%  | 0.0000% | $161000.00         | $167037.50         | Corporate Debt Securities |
| ING GROEP N.V.                 ALT TIER I PERP  | 2500-12-31      | 3.8750%  | 0.0000% | $874000.00         | $862030.81         | Corporate Debt Securities |
| ING GROEP N.V.                 ALT TIER I PERP  | 2500-12-31      | 7.0000%  | 0.0000% | $3000000.00        | $3176726.67        | Corporate Debt Securities |
| BRIGHTSTAR LOTTERY PLC         SR SEC GLBL 29   | 2029-01-15      | 5.2500%  | 0.0000% | $907000.00         | $907333.32         | Corporate Debt Securities |
| TEVA PHARMACEUTICAL FIN NETH   SR GLBL NT 26    | 2026-10-01      | 3.1500%  | 0.0000% | $824000.00         | $827157.98         | Corporate Debt Securities |
| TEVA PHARMACEUTICAL FIN NETH   SR GLBL NT 26    | 2026-10-01      | 3.1500%  | 0.0000% | $1000000.00        | $1003832.50        | Corporate Debt Securities |
| TEXAS CAP BANCSHARES INC       LW TIER II 31    | 2031-05-06      | 4.0000%  | 0.0000% | $1950000.00        | $1955408.00        | Corporate Debt Securities |
| TIME WARNER CABLE INC          SR DEB 5.875%40  | 2040-11-15      | 5.8750%  | 0.0000% | $2658000.00        | $2436082.47        | Corporate Debt Securities |
| TIME WARNER CABLE INC          SR GLBL DB5.5%41 | 2041-09-01      | 5.5000%  | 0.0000% | $210000.00         | $184408.12         | Corporate Debt Securities |
| HUNTSMAN INTERNATIONAL LLC     4.5%29           | 2029-05-01      | 4.5000%  | 0.0000% | $2157000.00        | $2106795.83        | Corporate Debt Securities |
| TRANSALTA CORP                 SR GLBL NT 34    | 2034-02-01      | 5.8750%  | 0.0000% | $1364000.00        | $1369403.33        | Corporate Debt Securities |
| TRANSCANADA TRUST              LW TIER II 79    | 2079-09-15      | 5.5000%  | 0.0000% | $96000.00          | $97780.32          | Corporate Debt Securities |
| TWILIO INC                     SR GLBL NT 29    | 2029-03-15      | 3.6250%  | 0.0000% | $6644000.00        | $6469287.71        | Corporate Debt Securities |
| US FOODS INC                   SR GLBL 144A 29  | 2029-02-15      | 4.7500%  | 0.0000% | $6174000.00        | $6273530.02        | Corporate Debt Securities |
| VENTURE GLOBAL PLAQUEMINES LNG SR SEC 144A NT30 | 2030-12-15      | 6.1250%  | 0.0000% | $5925000.00        | $6147999.72        | Corporate Debt Securities |
| HUNTSMAN INTERNATIONAL LLC     4.5%29           | 2029-05-01      | 4.5000%  | 0.0000% | $7000.00           | $6837.07           | Corporate Debt Securities |
| VENTURE GLOBAL CALCASIEU PASS  SR SEC 144A NT29 | 2029-08-15      | 3.8750%  | 0.0000% | $160000.00         | $154776.07         | Corporate Debt Securities |
| VENTURE GLOBAL CALCASIEU PASS  SR SEC 144A NT31 | 2031-08-15      | 4.1250%  | 0.0000% | $415000.00         | $391264.59         | Corporate Debt Securities |
| VENTURE GLOBAL CALCASIEU PASS  SR SEC 144A NT31 | 2031-08-15      | 4.1250%  | 0.0000% | $4000000.00        | $3771225.00        | Corporate Debt Securities |
| VENTURE GLOBAL CALCASIEU PASS  SR SEC 144A NT31 | 2031-08-15      | 4.1250%  | 0.0000% | $4507000.00        | $4249227.77        | Corporate Debt Securities |
| HILCORP ENERGY I L P / HILCORP SR GLBL 144A 31  | 2031-02-01      | 6.0000%  | 0.0000% | $5100000.00        | $5081198.00        | Corporate Debt Securities |
| HESS MIDSTREAM OPERATIONS LP   SR GLBL 144A 28  | 2028-06-15      | 5.1250%  | 0.0000% | $2453000.00        | $2472884.63        | Corporate Debt Securities |
| PARAMOUNT GLOBAL               SR GLBL DB5.5%33 | 2033-05-15      | 5.5000%  | 0.0000% | $3468000.00        | $3312835.90        | Corporate Debt Securities |
| PARAMOUNT GLOBAL               SR GLBL DEB 36   | 2036-04-30      | 6.8750%  | 0.0000% | $3500000.00        | $3477451.25        | Corporate Debt Securities |
| PARAMOUNT GLOBAL               SR GLBL DEB 36   | 2036-04-30      | 6.8750%  | 0.0000% | $4530000.00        | $4500815.47        | Corporate Debt Securities |
| HESS MIDSTREAM OPERATIONS LP   SR GLBL 144A 30  | 2030-10-15      | 5.5000%  | 0.0000% | $1194000.00        | $1223828.11        | Corporate Debt Securities |
| PARAMOUNT GLOBAL               SR GLBL NT 31    | 2031-01-15      | 4.9500%  | 0.0000% | $2120000.00        | $2030604.90        | Corporate Debt Securities |
| PARAMOUNT GLOBAL               SR GLBL NT 50    | 2050-05-19      | 4.9500%  | 0.0000% | $5494000.00        | $3905918.10        | Corporate Debt Securities |
| VIPER ENERGY PARTNERS LLC      SR GLBL NT4.9%30 | 2030-08-01      | 4.9000%  | 0.0000% | $45000.00          | $46707.88          | Corporate Debt Securities |
| HESS MIDSTREAM OPERATIONS LP   SR GLBL 144A 30  | 2030-02-15      | 4.2500%  | 0.0000% | $3651000.00        | $3638364.50        | Corporate Debt Securities |
| VODAFONE GROUP PLC             SUB GLBL NT 81   | 2081-06-04      | 4.1250%  | 0.0000% | $2694000.00        | $2544985.88        | Corporate Debt Securities |
| VODAFONE GROUP PLC             SUB GLBL NT 81   | 2081-06-04      | 5.1250%  | 0.0000% | $824000.00         | $660347.19         | Corporate Debt Securities |
| VORNADO RLTY L P               GLBL NT 2.15%26  | 2026-06-01      | 2.1500%  | 0.0000% | $100000.00         | $99530.36          | Corporate Debt Securities |
| VORNADO RLTY L P               SR GLBL NT 33    | 2033-02-01      | 5.7500%  | 0.0000% | $2870000.00        | $2909564.54        | Corporate Debt Securities |
| HESS MIDSTREAM OPERATIONS LP   SR GLBL 144A 30  | 2030-02-15      | 4.2500%  | 0.0000% | $650000.00         | $647750.46         | Corporate Debt Securities |
| WELLS FARGO & CO               PERP JR SB GLBL  | 2079-12-31      | 3.9000%  | 0.0000% | $4000.00           | $4014.54           | Corporate Debt Securities |
| WELLS FARGO & CO               PERP JR SB GLBL  | 2500-12-31      | 7.6250%  | 0.0000% | $1768000.00        | $1897897.17        | Corporate Debt Securities |
| WESTERN DIGITAL CORP           SR GLBL NT3.1%32 | 2032-02-01      | 3.1000%  | 0.0000% | $23000.00          | $21596.17          | Corporate Debt Securities |
| GOODYEAR TIRE & RUBR CO        SR NT 4.875%27   | 2027-03-15      | 4.8750%  | 0.0000% | $60000.00          | $60967.88          | Corporate Debt Securities |
| WORTHINGTON ENTERPRISES INC    SR GLBL NT4.3%32 | 2032-08-01      | 4.3000%  | 0.0000% | $12000.00          | $11097.73          | Corporate Debt Securities |
| WULF COMPUTE LLC               1LIEN AMZ 144A30 | 2030-10-15      | 7.7500%  | 0.0000% | $22036000.00       | $23409106.01       | Corporate Debt Securities |
| WULF COMPUTE LLC               1LIEN AMZ 144A30 | 2030-10-15      | 7.7500%  | 0.0000% | $27293000.00       | $28993679.90       | Corporate Debt Securities |
| XPO INC                        SR SEC GLBL 28   | 2028-06-01      | 6.2500%  | 0.0000% | $3750000.00        | $3857186.46        | Corporate Debt Securities |
| XPO INC                        SR GLBL 144A 31  | 2031-06-01      | 7.1250%  | 0.0000% | $70000.00          | $73658.70          | Corporate Debt Securities |
| X AI LLC / X AI CO ISSUER CORP SR SEC NT12.5%30 | 2030-06-30      | 12.5000% | 0.0000% | $5000000.00        | $5594791.67        | Corporate Debt Securities |
| XEROX CORP                     1LIEN GLBL 30    | 2030-10-15      | 10.2500% | 0.0000% | $896000.00         | $770645.87         | Corporate Debt Securities |
| ZF NORTH AMER CAP INC          144A NT 7.125%30 | 2030-04-14      | 7.1250%  | 0.0000% | $6999000.00        | $7284343.40        | Corporate Debt Securities |
| SOCIETE GENERALE               ALT TIER I PERP  | 2500-12-31      | 4.7500%  | 0.0000% | $11300000.00       | $11402541.22       | Corporate Debt Securities |
| SOCIETE GENERALE               ALT TIER I PERP  | 2500-12-31      | 10.0000% | 0.0000% | $13845000.00       | $15678924.08       | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        ALT TIER I PERP  | 2500-12-31      | 7.3790%  | 0.0000% | $47000.00          | $48668.30          | Corporate Debt Securities |
| YINSON BERGENIA PRODUCTION     SR SEC REGS NT45 | 2045-01-31      | 8.4980%  | 0.0000% | $200000.00         | $223306.00         | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        ALT TIER I PERP  | 2500-12-31      | 3.6500%  | 0.0000% | $4169000.00        | $4204045.08        | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        ALT TIER I PERP  | 2500-12-31      | 3.6500%  | 0.0000% | $2849000.00        | $2872949.01        | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        PERP JR SB -Y NT | 2500-12-31      | 6.1250%  | 0.0000% | $4973000.00        | $5161134.12        | Corporate Debt Securities |
| GLP CAP LP/GLP FING II INC     SR GLBL NT 33    | 2033-02-15      | 5.2500%  | 0.0000% | $617000.00         | $631889.75         | Corporate Debt Securities |
| ORBIA ADVANCE CORP S A B DE CV SR GLBL REGS 30  | 2030-05-13      | 6.8000%  | 0.0000% | $437000.00         | $447205.89         | Corporate Debt Securities |
| GLP CAP LP/GLP FING II INC     SR GLBL NT 34    | 2034-09-15      | 5.6250%  | 0.0000% | $1010000.00        | $1044626.59        | Corporate Debt Securities |
| AES CORP                       JR SB GLBL NT 55 | 2055-01-15      | 7.6000%  | 0.0000% | $5143000.00        | $5237099.76        | Corporate Debt Securities |
| AES CORP                       JR SB GLBL NT 55 | 2055-01-15      | 7.6000%  | 0.0000% | $8449000.00        | $8603588.54        | Corporate Debt Securities |
| AADVANTAGE LOYALTY IP LTD/ AME 1LIEN GLBL 26    | 2026-04-20      | 5.5000%  | 0.0000% | $335000.00         | $27981.09          | Corporate Debt Securities |
| AADVANTAGE LOYALTY IP LTD/ AME 1LIEN GLBL 26    | 2026-04-20      | 5.5000%  | 0.0000% | $8376000.00        | $699610.82         | Corporate Debt Securities |
| AADVANTAGE LOYALTY IP LTD/ AME 1LIEN GLBL 26    | 2026-04-20      | 5.5000%  | 0.0000% | $20194000.00       | $1686716.91        | Corporate Debt Securities |
| MCCLATCHY MEDIA CO LLC         SR SEC GLBL 31   | 2031-12-01      | 11.0000% | 0.0000% | $1218.00           | $1373.94           | Corporate Debt Securities |
| AIR CDA INC                    1LIEN GLBL 26    | 2026-08-15      | 3.8750%  | 0.0000% | $561000.00         | $568422.26         | Corporate Debt Securities |
| ALBERTSONS COS INC / SAFEWAY I SR GLBL 144A 34  | 2034-03-31      | 5.7500%  | 0.0000% | $5973000.00        | $5951483.93        | Corporate Debt Securities |
| GLP CAP LP/GLP FING II INC     SR GLBL NT 33    | 2033-12-01      | 6.7500%  | 0.0000% | $360000.00         | $393930.90         | Corporate Debt Securities |
| ALLY FINL INC                  PERP JR SB GLBL  | 2500-12-31      | 4.7000%  | 0.0000% | $5714000.00        | $5734751.34        | Corporate Debt Securities |
| ALLY FINL INC                  PERP JR SB GLBL  | 2500-12-31      | 4.7000%  | 0.0000% | $10571000.00       | $10609390.35       | Corporate Debt Securities |
| ALLY FINL INC                  ALT TIER I PERP  | 2500-12-31      | 4.7000%  | 0.0000% | $5499000.00        | $5342232.68        | Corporate Debt Securities |
| ALLY FINL INC                  JR SB NT 6.7%33  | 2033-02-14      | 6.7000%  | 0.0000% | $720000.00         | $774010.40         | Corporate Debt Securities |
| GLP CAP LP/GLP FING II INC     SR GLBL NT 33    | 2033-12-01      | 6.7500%  | 0.0000% | $66000.00          | $72220.66          | Corporate Debt Securities |
| AMERICAN ELEC PWR CO INC       JR SB GLBL -A 54 | 2054-12-15      | 7.0500%  | 0.0000% | $542000.00         | $571816.78         | Corporate Debt Securities |
| AMERICAN ELEC PWR CO INC       JR SB GLBL -A 54 | 2054-12-15      | 7.0500%  | 0.0000% | $2121000.00        | $2237681.51        | Corporate Debt Securities |
| ASSURANT INC                   SUB GLBL NT 7%48 | 2048-03-27      | 7.0000%  | 0.0000% | $2251000.00        | $2371646.10        | Corporate Debt Securities |
| BBVA MEXICO SA INSTITUCION DE  LW TIER II 34    | 2034-09-13      | 5.8750%  | 0.0000% | $1649000.00        | $1684185.77        | Corporate Debt Securities |
| BW REAL ESTATE  INC            PERP JR -B 144A  | 2500-12-31      | 9.5000%  | 0.0000% | $6190000.00        | $6536000.37        | Corporate Debt Securities |
| TAYLOR MORRISON CMNTYS INC     SR GLBL 144A 28  | 2028-01-15      | 5.7500%  | 0.0000% | $262000.00         | $266997.87         | Corporate Debt Securities |
| BALL CORP                      SR GLBL NT 30    | 2030-08-15      | 2.8750%  | 0.0000% | $370000.00         | $345871.22         | Corporate Debt Securities |
| TAYLOR MORRISON CMNTYS INC     SR GLBL 144A 28  | 2028-01-15      | 5.7500%  | 0.0000% | $28000.00          | $28534.12          | Corporate Debt Securities |
| SUNOCO LP/SUNOCO FIN CORP      SR GLBL 144A 30  | 2030-05-01      | 4.6250%  | 0.0000% | $1183000.00        | $1167164.39        | Corporate Debt Securities |
| SUNOCO LP/SUNOCO FIN CORP      SR GLBL 144A 33  | 2033-07-01      | 6.2500%  | 0.0000% | $568000.00         | $585587.96         | Corporate Debt Securities |
| SUNOCO LP/SUNOCO FIN CORP      SR GLBL 144A 32  | 2032-05-01      | 7.2500%  | 0.0000% | $2937000.00        | $3155963.96        | Corporate Debt Securities |
| BOEING CO                      CR SEN SR GLBL60 | 2060-05-01      | 5.9300%  | 0.0000% | $1727000.00        | $1741610.90        | Corporate Debt Securities |
| RESORTS WORLD LAS VEGAS LLC    SR GLBL REGS 29  | 2029-04-16      | 4.6250%  | 0.0000% | $600000.00         | $555774.67         | Corporate Debt Securities |
| SMITHFIELD FOODS INC           SR GLBL REGS 29  | 2029-04-01      | 5.2000%  | 0.0000% | $274000.00         | $283099.24         | Corporate Debt Securities |
| SOUTHERN CALIF GAS CO          1M GLBL EEE BD55 | 2055-06-15      | 6.0000%  | 0.0000% | $100000.00         | $103632.00         | Corporate Debt Securities |
| SONIC AUTOMOTIVE INC           SR GLBL 144A 29  | 2029-11-15      | 4.6250%  | 0.0000% | $90000.00          | $89220.19          | Corporate Debt Securities |
| TIME WARNER CABLE INC          SR DEB 4.5%42    | 2042-09-15      | 4.5000%  | 0.0000% | $100000.00         | $77457.50          | Corporate Debt Securities |
| TEVA PHARMACEUTICAL FIN NETH   SR GLBL NT 29    | 2029-09-15      | 7.8750%  | 0.0000% | $218000.00         | $245302.59         | Corporate Debt Securities |
| CENTERPOINT ENERGY INC         JR SB GLBL -A 55 | 2055-02-15      | 7.0000%  | 0.0000% | $3300000.00        | $3562295.00        | Corporate Debt Securities |
| TELUS CORPORATION              JR SB GLBL -B 55 | 2055-10-15      | 7.0000%  | 0.0000% | $11857000.00       | $12619128.44       | Corporate Debt Securities |
| HUNTSMAN INTERNATIONAL LLC     GLBL NT 2.95%31  | 2031-06-15      | 2.9500%  | 0.0000% | $1788000.00        | $1536263.01        | Corporate Debt Securities |
| CHARTER COMMUNICATIONS OPER    1LIEN NT6.384%35 | 2035-10-23      | 6.3840%  | 0.0000% | $268000.00         | $275922.44         | Corporate Debt Securities |
| CHARTER COMMUNICATIONS OPER    1LIEN GLBL NT 45 | 2045-10-23      | 6.4840%  | 0.0000% | $1895000.00        | $1778193.67        | Corporate Debt Securities |
| CHARTER COMMUNICATIONS OPER    1LIEN NT6.834%55 | 2055-10-23      | 6.8340%  | 0.0000% | $612000.00         | $586255.51         | Corporate Debt Securities |
| CHARTER COMMUNICATIONS OPER    1LIEN GLBL NT 28 | 2028-02-15      | 3.7500%  | 0.0000% | $12000.00          | $12035.61          | Corporate Debt Securities |
| CHARTER COMMUNICATIONS OPER    1LIEN GLBL NT 49 | 2049-07-01      | 5.1250%  | 0.0000% | $590000.00         | $456783.00         | Corporate Debt Securities |
| CHARTER COMMUNICATIONS OPER    1LIEN NT 3.85%61 | 2061-04-01      | 3.8500%  | 0.0000% | $575000.00         | $342617.42         | Corporate Debt Securities |
| CHARTER COMMUNICATIONS OPER    1LIEN GLBL NT 52 | 2052-06-01      | 3.9000%  | 0.0000% | $900000.00         | $577864.50         | Corporate Debt Securities |
| CHARTER COMMUNICATIONS OPER    1LIEN GLBL NT 52 | 2052-06-01      | 3.9000%  | 0.0000% | $5639000.00        | $3620642.13        | Corporate Debt Securities |
| CHARTER COMMUNICATIONS OPER    1LIEN GLBL NT 62 | 2062-06-30      | 3.9500%  | 0.0000% | $1507000.00        | $896275.69         | Corporate Debt Securities |
| CHARTER COMMUNICATIONS OPER    1LIEN GLBL NT 33 | 2033-04-01      | 4.4000%  | 0.0000% | $1094000.00        | $1033101.88        | Corporate Debt Securities |
| VENTURE GLOBAL PLAQUEMINES LNG SR SEC 144A NT34 | 2034-06-15      | 6.5000%  | 0.0000% | $5254000.00        | $5496095.56        | Corporate Debt Securities |
| VENTURE GLOBAL CALCASIEU PASS  SR SEC 144A NT30 | 2030-01-15      | 6.2500%  | 0.0000% | $304000.00         | $312032.95         | Corporate Debt Securities |
| CHARTER COMMUNICATIONS OPER    SR SEC GLBL NT34 | 2034-06-01      | 6.5500%  | 0.0000% | $2677000.00        | $2796139.14        | Corporate Debt Securities |
| CHARTER COMMUNICATIONS OPER    SR SEC GLBL NT55 | 2055-12-01      | 6.7000%  | 0.0000% | $1366000.00        | $1318018.49        | Corporate Debt Securities |
| CHARTER COMMUNICATIONS OPER    SR SEC GLBL NT55 | 2055-12-01      | 6.7000%  | 0.0000% | $4321000.00        | $4169222.47        | Corporate Debt Securities |
| PARAMOUNT GLOBAL               SR GLBL DEB 30   | 2030-07-30      | 7.8750%  | 0.0000% | $1972000.00        | $2120767.68        | Corporate Debt Securities |
| PARAMOUNT GLOBAL               SR DEB 5.25%44   | 2044-04-01      | 5.2500%  | 0.0000% | $450000.00         | $336147.38         | Corporate Debt Securities |
| VODAFONE GROUP PLC             SUB GLBL NT 7%79 | 2079-04-04      | 7.0000%  | 0.0000% | $3353000.00        | $3609858.43        | Corporate Debt Securities |
| WELLS FARGO & CO               JR SB -B DEB 29  | 2029-11-15      | 7.9500%  | 0.0000% | $1000.00           | $1139.38           | Corporate Debt Securities |
| WORLDWIDE MEDIA SVCS GROUP INC SUB GLBL PIK 27  | 2027-10-31      | 13.0000% | 0.0000% | $739.00            | $938.26            | Corporate Debt Securities |
| MARB BONDCO PLC                SR GLBL REGS 31  | 2031-01-29      | 3.9500%  | 0.0000% | $200000.00         | $182013.94         | Corporate Debt Securities |
| YINSON BORONIA PRODTN B V      SR SEC GLBL 42   | 2042-07-31      | 8.9470%  | 0.0000% | $400000.00         | $453010.46         | Corporate Debt Securities |
| BANCO MERCANTIL DEL NORTE S A  ALT TIER I PERP  | 2500-12-31      | 5.8750%  | 0.0000% | $25230000.00       | $25117957.78       | Corporate Debt Securities |
| CLEAR CHANNEL OUTDOOR HLDGS IN 1LIEN GLBL 31    | 2031-02-15      | 7.1250%  | 0.0000% | $365000.00         | $393233.97         | Corporate Debt Securities |
| CLEARWAY ENERGY OPER LLC       SR GLBL 144A 28  | 2028-03-15      | 4.7500%  | 0.0000% | $7000000.00        | $7108167.50        | Corporate Debt Securities |
| CLEARWAY ENERGY OPER LLC       SR GLBL 144A 34  | 2034-01-15      | 5.7500%  | 0.0000% | $10765000.00       | $10846978.47       | Corporate Debt Securities |
| CLOUD SOFTWARE GROUP INC       1LIEN 144A NT 33 | 2033-08-15      | 6.6250%  | 0.0000% | $1575000.00        | $1550412.06        | Corporate Debt Securities |
| ORBIA ADVANCE CORP S A B DE CV SR GLBL REGS 42  | 2042-09-19      | 6.7500%  | 0.0000% | $200000.00         | $184422.50         | Corporate Debt Securities |
| ORBIA ADVANCE CORP S A B DE CV SR GLBL REGS 31  | 2031-05-11      | 2.8750%  | 0.0000% | $2300000.00        | $1937862.76        | Corporate Debt Securities |
| ORBIA ADVANCE CORP S A B DE CV SR GLBL REGS 35  | 2035-05-13      | 7.5000%  | 0.0000% | $2200000.00        | $2244091.67        | Corporate Debt Securities |
| ALLISON TRANSMISSION INC       SR GLBL 144A 31  | 2031-01-30      | 3.7500%  | 0.0000% | $11507000.00       | $10852596.91       | Corporate Debt Securities |
| BRIGHTSTAR LOTTERY PLC /       1LIEN GLBL 33    | 2033-01-15      | 5.7500%  | 0.0000% | $1172000.00        | $1173661.31        | Corporate Debt Securities |
| CENTENE CORP DEL               SR GLBL NT 31    | 2031-08-01      | 2.6250%  | 0.0000% | $1507000.00        | $1313579.69        | Corporate Debt Securities |
| BURFORD CAPITAL GLOBAL FIN LLC SR GLBL 144A 34  | 2034-01-15      | 8.5000%  | 0.0000% | $5350000.00        | $5388635.92        | Corporate Debt Securities |
| BURFORD CAPITAL GLOBAL FIN LLC SR GLBL 144A 34  | 2034-01-15      | 8.5000%  | 0.0000% | $9285000.00        | $9352053.18        | Corporate Debt Securities |
| BURFORD CAPITAL GLOBAL FIN LLC SR GLBL 144A 34  | 2034-01-15      | 8.5000%  | 0.0000% | $19799000.00       | $19941981.78       | Corporate Debt Securities |
| CHARLES RIV LABS INTL INC      SR GLBL 144A 29  | 2029-03-15      | 3.7500%  | 0.0000% | $4623000.00        | $4528008.91        | Corporate Debt Securities |
| CHART INDS INC                 SR SEC GLBL 30   | 2030-01-01      | 7.5000%  | 0.0000% | $8378000.00        | $8773036.66        | Corporate Debt Securities |
| PARAMOUNT GLOBAL               SR GLBL NT 28    | 2028-02-15      | 3.3750%  | 0.0000% | $2502000.00        | $2468820.35        | Corporate Debt Securities |
| CHARTER COMMUNICATIONS OPER    SR SEC NT6.65%34 | 2034-02-01      | 6.6500%  | 0.0000% | $758000.00         | $813087.86         | Corporate Debt Securities |
| CCO HLDGS LLC / CCO HLDGS CAP  SR GLBL 144A 33  | 2033-06-01      | 4.5000%  | 0.0000% | $931000.00         | $798216.12         | Corporate Debt Securities |
| CCO HLDGS LLC / CCO HLDGS CAP  SR GLBL 144A 34  | 2034-01-15      | 4.2500%  | 0.0000% | $4613000.00        | $3799731.94        | Corporate Debt Securities |
| CVS HEALTH CORP                JR SB GLBL -B 54 | 2054-12-10      | 6.7500%  | 0.0000% | $538000.00         | $564068.79         | Corporate Debt Securities |
| CVS HEALTH CORP                JR SB GLBL -B 54 | 2054-12-10      | 6.7500%  | 0.0000% | $799000.00         | $837715.55         | Corporate Debt Securities |
| CVS HEALTH CORP                JR SB GLBL -B 54 | 2054-12-10      | 6.7500%  | 0.0000% | $5462000.00        | $5726661.21        | Corporate Debt Securities |
| CVS HEALTH CORP                JR SB GLBL -A 55 | 2055-03-10      | 7.0000%  | 0.0000% | $1502000.00        | $1614548.20        | Corporate Debt Securities |
| CAPITAL ONE FINL CORP          PERP SUB -M NT   | 2500-12-31      | 3.9500%  | 0.0000% | $6706000.00        | $6682486.16        | Corporate Debt Securities |
| CELANESE US HLDGS LLC          SR GLBL NT 34    | 2034-02-15      | 7.3750%  | 0.0000% | $14628000.00       | $15088621.50       | Corporate Debt Securities |
| CHARTER COMMUNICATIONS OPER    SR SEC NT6.65%34 | 2034-02-01      | 6.6500%  | 0.0000% | $1522000.00        | $1632611.77        | Corporate Debt Securities |
| BRIGHTSTAR LOTTERY PLC         SR SEC GLBL 29   | 2029-01-15      | 5.2500%  | 0.0000% | $4980000.00        | $4981830.15        | Corporate Debt Securities |
| JH NORTH AMER HLDGS INC        SR SEC GLBL 32   | 2032-07-31      | 6.1250%  | 0.0000% | $1903000.00        | $2017029.61        | Corporate Debt Securities |
| K HOVNANIAN ENTERPRISES INC    SR GLBL 144A 31  | 2031-04-01      | 8.0000%  | 0.0000% | $770000.00         | $809915.09         | Corporate Debt Securities |
| CHEMOURS CO                    SR GLBL 144A 29  | 2029-11-15      | 4.6250%  | 0.0000% | $209000.00         | $197203.08         | Corporate Debt Securities |
| CITIGROUP INC                  PERP JR GLBL -X  | 2079-12-31      | 3.8750%  | 0.0000% | $3655000.00        | $3679671.25        | Corporate Debt Securities |
| CITIGROUP INC                  PERP SR GLBL -CC | 2500-12-31      | 7.1250%  | 0.0000% | $414000.00         | $434465.57         | Corporate Debt Securities |
| AMERICAN AGCREDIT ACA          PERP JR GLBL     | 2500-12-31      | 5.2500%  | 0.0000% | $449000.00         | $445211.56         | Corporate Debt Securities |
| KIOXIA HLDGS CORP              SR 144A NT 30    | 2030-07-24      | 6.2500%  | 0.0000% | $2819000.00        | $2916288.39        | Corporate Debt Securities |
| KIOXIA HLDGS CORP              SR 144A NT 33    | 2033-07-24      | 6.6250%  | 0.0000% | $1700000.00        | $1778768.08        | Corporate Debt Securities |
| CRESCENT ENERGY FINANCE LLC    SR GLBL 144A 32  | 2032-04-15      | 7.8750%  | 0.0000% | $1075000.00        | $1096401.91        | Corporate Debt Securities |
| BALDWIN INS GROUP HLDGS LLC /  SR SEC GLBL 31   | 2031-05-15      | 7.1250%  | 0.0000% | $70000.00          | $73326.66          | Corporate Debt Securities |
| BALL CORP                      SR GLBL NT 6%29  | 2029-06-15      | 6.0000%  | 0.0000% | $93000.00          | $96352.96          | Corporate Debt Securities |
| LINCOLN NATL CORP IND          PERP SUB GLBL -C | 2500-12-31      | 9.2500%  | 0.0000% | $4069000.00        | $4520230.62        | Corporate Debt Securities |
| BARCLAYS PLC                   ALT TIER I PERP  | 2500-12-31      | 4.3750%  | 0.0000% | $2000000.00        | $1956157.50        | Corporate Debt Securities |
| BARCLAYS PLC                   ALT TIER I PERP  | 2500-12-31      | 8.0000%  | 0.0000% | $329000.00         | $354954.81         | Corporate Debt Securities |
| MGM RESORTS INTERNATIONAL      SR GLBL NT 29    | 2029-09-15      | 6.1250%  | 0.0000% | $90000.00          | $94111.09          | Corporate Debt Securities |
| BARCLAYS PLC                   ALT TIER I PERP  | 2500-12-31      | 8.0000%  | 0.0000% | $2100000.00        | $2265669.00        | Corporate Debt Securities |
| MACYS RETAIL HLDGS LLC         SR GLBL 144A 33  | 2033-08-01      | 7.3750%  | 0.0000% | $4900000.00        | $5347467.32        | Corporate Debt Securities |
| WARNERMEDIA HLDGS INC          SR GLBL NT 32    | 2032-03-15      | 4.2790%  | 0.0000% | $49856000.00       | $44735601.84       | Corporate Debt Securities |
| WARNERMEDIA HLDGS INC          SR GLBL NT 42    | 2042-03-15      | 5.0500%  | 0.0000% | $10096000.00       | $7345723.40        | Corporate Debt Securities |
| MATADOR RES CO                 SR GLBL 144A 33  | 2033-04-15      | 6.2500%  | 0.0000% | $1436000.00        | $1475905.24        | Corporate Debt Securities |
| CENTENE CORP DEL               SR GLBL NT 3%30  | 2030-10-15      | 3.0000%  | 0.0000% | $1250000.00        | $1127837.50        | Corporate Debt Securities |
| MEDLINE BOR LLP/ CO-IS INC     1LIEN 144A NT 29 | 2029-04-01      | 6.2500%  | 0.0000% | $250000.00         | $263242.43         | Corporate Debt Securities |
| CENTENE CORP DEL               SR GLBL NT2.5%31 | 2031-03-01      | 2.5000%  | 0.0000% | $126000.00         | $110092.15         | Corporate Debt Securities |
| CENTENE CORP DEL               SR GLBL NT 28    | 2028-07-15      | 2.4500%  | 0.0000% | $640000.00         | $602342.93         | Corporate Debt Securities |
| MYLAN INC                      5.2%48           | 2048-04-15      | 5.2000%  | 0.0000% | $3014000.00        | $2514931.83        | Corporate Debt Securities |
| PARAMOUNT GLOBAL               SR NT 4.85%42    | 2042-07-01      | 4.8500%  | 0.0000% | $5349000.00        | $3915612.13        | Corporate Debt Securities |
| PARAMOUNT GLOBAL               SR GLBL NT4.6%45 | 2045-01-15      | 4.6000%  | 0.0000% | $25000.00          | $17152.92          | Corporate Debt Securities |
| NCL CORP LTD                   SR GLBL 144A 31  | 2031-01-15      | 5.8750%  | 0.0000% | $675000.00         | $677860.59         | Corporate Debt Securities |
| PARAMOUNT GLOBAL               SR GLBL NT4.2%29 | 2029-06-01      | 4.2000%  | 0.0000% | $477000.00         | $467237.40         | Corporate Debt Securities |
| CENTENE CORP DEL               SR GLBL NT 30    | 2030-02-15      | 3.3750%  | 0.0000% | $4553000.00        | $4262922.68        | Corporate Debt Securities |
| NEWELL BRANDS INC              CR SEN SR GLBL36 | 2036-04-01      | 7.3750%  | 0.0000% | $95000.00          | $94387.10          | Corporate Debt Securities |
| KB HOME                        SR GLBL NT 27    | 2027-06-15      | 6.8750%  | 0.0000% | $1052000.00        | $1080849.78        | Corporate Debt Securities |
| NISOURCE INC                   JR SB GLBL NT 55 | 2055-03-31      | 6.3750%  | 0.0000% | $233000.00         | $245575.01         | Corporate Debt Securities |
| NISOURCE INC                   JR SB GLBL NT 55 | 2055-03-31      | 6.3750%  | 0.0000% | $1136000.00        | $1197309.92        | Corporate Debt Securities |
| NISSAN MTR ACCEP CO LLC        FR 6.125%093030  | 2030-09-30      | 6.1250%  | 0.0000% | $3437000.00        | $3498614.43        | Corporate Debt Securities |
| OCCIDENTAL PETE CORP           SR GLBL NT4.1%47 | 2047-02-15      | 4.1000%  | 0.0000% | $2075000.00        | $1550464.21        | Corporate Debt Securities |
| KB HOME                        SR GLBL NT 30    | 2030-07-15      | 7.2500%  | 0.0000% | $100000.00         | $103248.08         | Corporate Debt Securities |
| KEYCORP CAP III                JR SB PFD TR 29  | 2029-07-15      | 7.7500%  | 0.0000% | $7899000.00        | $8474198.60        | Corporate Debt Securities |
| CITIGROUP INC                  PERP JR SB AA NT | 2500-12-31      | 7.6250%  | 0.0000% | $7000.00           | $7456.16           | Corporate Debt Securities |
| CITIGROUP INC                  PERP JR SB AA NT | 2500-12-31      | 7.6250%  | 0.0000% | $3445000.00        | $3669494.86        | Corporate Debt Securities |
| OCCIDENTAL PETE CORP           SR GLBL NT6.2%40 | 2040-03-15      | 6.2000%  | 0.0000% | $246000.00         | $256354.14         | Corporate Debt Securities |
| KINETIK HLDGS LP               SR GLBL 144A 28  | 2028-12-15      | 6.6250%  | 0.0000% | $2766000.00        | $2870447.62        | Corporate Debt Securities |
| CITIGROUP INC                  PERP JR SB GLBL  | 2500-12-31      | 6.7500%  | 0.0000% | $1142000.00        | $1177439.11        | Corporate Debt Securities |
| CITIGROUP INC                  PERP JR SB GLBL  | 2500-12-31      | 6.9500%  | 0.0000% | $842000.00         | $877102.28         | Corporate Debt Securities |
| OLIN CORP                      SR GLBL 144A 33  | 2033-04-01      | 6.6250%  | 0.0000% | $818000.00         | $830277.61         | Corporate Debt Securities |
| 1011778 B.C. UNLIMITED LIABILI 1LIEN GLBL 28    | 2028-01-15      | 3.8750%  | 0.0000% | $4506000.00        | $4506275.99        | Corporate Debt Securities |
| 1011778 B.C. UNLIMITED LIABILI 1LIEN GLBL 29    | 2029-02-15      | 3.5000%  | 0.0000% | $5348000.00        | $5247359.55        | Corporate Debt Securities |
| ONEMAIN FIN CORP               SR GLBL NT6.5%33 | 2033-03-15      | 6.5000%  | 0.0000% | $16293000.00       | $16768981.89       | Corporate Debt Securities |
| CITIGROUP INC                  PERP GLBL -GG NT | 2500-12-31      | 6.8750%  | 0.0000% | $4095000.00        | $4244970.84        | Corporate Debt Securities |
| OPTICS BIDCO S P A             SR SEC GLBL 38   | 2038-06-04      | 7.7210%  | 0.0000% | $2235000.00        | $2317450.14        | Corporate Debt Securities |
| ORBIA ADVANCE CORP S A B DE CV SR GLBL 144A 31  | 2031-05-11      | 2.8750%  | 0.0000% | $700000.00         | $589784.32         | Corporate Debt Securities |
| ORBIA ADVANCE CORP S A B DE CV SR GLBL 144A 30  | 2030-05-13      | 6.8000%  | 0.0000% | $200000.00         | $204670.89         | Corporate Debt Securities |
| ORBIA ADVANCE CORP S A B DE CV SR GLBL 144A 35  | 2035-05-13      | 7.5000%  | 0.0000% | $300000.00         | $306012.50         | Corporate Debt Securities |
| PBF HLDG CO LLC / PBF FIN CORP SR GLBL NT 6%28  | 2028-02-15      | 6.0000%  | 0.0000% | $309000.00         | $316975.29         | Corporate Debt Securities |
| TXNM ENERGY INC                JR SB GLBL 56    | 2056-07-31      | 7.0000%  | 0.0000% | $400000.00         | $407660.89         | Corporate Debt Securities |
| BANC OF CALIF LOS ANGE         LW TIER II NT 31 | 2031-05-01      | 3.2500%  | 0.0000% | $726000.00         | $688273.21         | Corporate Debt Securities |
| BANC OF CALIF LOS ANGE         LW TIER II NT 31 | 2031-05-01      | 3.2500%  | 0.0000% | $3540000.00        | $3356042.92        | Corporate Debt Securities |
| CLYDESDALE ACQUISITION HLDGS   SR SEC GLBL 30   | 2030-01-15      | 6.8750%  | 0.0000% | $640000.00         | $649782.13         | Corporate Debt Securities |
| PANOCHE ENERGY CTR LLC         SR SEC GLBL 29   | 2029-07-31      | 6.8850%  | 0.0000% | $18798000.00       | $5437770.93        | Corporate Debt Securities |
| COINBASE GLOBAL INC            SR GLBL 144A 31  | 2031-10-01      | 3.6250%  | 0.0000% | $37939000.00       | $34077289.31       | Corporate Debt Securities |
| PETROBRAS GLOBAL FINANCE BV    SR GLBL NT6.5%33 | 2033-07-03      | 6.5000%  | 0.0000% | $9900000.00        | $10312780.50       | Corporate Debt Securities |
| BOEING CO                      CR SEN SR GLBL26 | 2026-02-04      | 2.1960%  | 0.0000% | $172000.00         | $173762.31         | Corporate Debt Securities |
| BRANDYWINE OPER PARTNERSHIP L  GLBL NT 8.875%29 | 2029-04-12      | 8.8750%  | 0.0000% | $2657000.00        | $2923696.38        | Corporate Debt Securities |
| QNITY ELECTRONICS INC          1LIEN 144A NT 32 | 2032-08-15      | 5.7500%  | 0.0000% | $1649000.00        | $1723129.42        | Corporate Debt Securities |
| RRD PARENT INC                 PERP JR SB GLBL  | 2500-12-31      | 12.0000% | 0.0000% | $1000.00           | $1190.09           | Corporate Debt Securities |
| RESORTS WORLD LAS VEGAS LLC    SR GLBL 144A 29  | 2029-04-16      | 4.6250%  | 0.0000% | $2300000.00        | $2130469.56        | Corporate Debt Securities |
| BRITISH TELECOMMUNICATIONS PLC SUB GLBL 144A 81 | 2081-11-23      | 4.8750%  | 0.0000% | $1734000.00        | $1699758.56        | Corporate Debt Securities |
| RB GLOBAL HOLDINGS INC         SR SEC GLBL 28   | 2028-03-15      | 6.7500%  | 0.0000% | $496000.00         | $517661.56         | Corporate Debt Securities |
| LAS VEGAS SANDS CORP           SR GLBL NT3.5%26 | 2026-08-18      | 3.5000%  | 0.0000% | $39000.00          | $39418.08          | Corporate Debt Securities |
| ROGERS COMMUNICATIONS INC      SUB GLBL NT 55   | 2055-04-15      | 7.1250%  | 0.0000% | $8806000.00        | $9427450.43        | Corporate Debt Securities |
| ROGERS COMMUNICATIONS INC      SUB GLBL NT 55   | 2055-04-15      | 7.1250%  | 0.0000% | $14732000.00       | $15771655.65       | Corporate Debt Securities |
| SES GLOBAL AMERS HLDGS GP      SR GLBL 144A 44  | 2044-03-25      | 5.3000%  | 0.0000% | $742000.00         | $608790.80         | Corporate Debt Securities |
| SLM CORP                       SR GLBL NT 26    | 2026-11-02      | 3.1250%  | 0.0000% | $1935000.00        | $1921104.55        | Corporate Debt Securities |
| SABRE FINL BORROWER LLC        1LIEN GLBL 29    | 2029-06-15      | 11.1250% | 0.0000% | $406000.00         | $417715.75         | Corporate Debt Securities |
| SASOL FING USA LLC             SR GLBL NT6.5%28 | 2028-09-27      | 6.5000%  | 0.0000% | $200000.00         | $202589.67         | Corporate Debt Securities |
| LIBERTY MUT GROUP INC          JR SB -F 144A 51 | 2051-12-15      | 4.1250%  | 0.0000% | $2829000.00        | $2817928.00        | Corporate Debt Securities |
| MYLAN N V                      SR GLBL NT 46    | 2046-06-15      | 5.2500%  | 0.0000% | $4460000.00        | $3736331.55        | Corporate Debt Securities |
| SEALED AIR CORP / SEALED AIR C SR GLBL 144A 31  | 2031-02-15      | 7.2500%  | 0.0000% | $4454000.00        | $4702418.14        | Corporate Debt Securities |
| NFE FING LLC                   SR SEC GLBL 29   | 2029-11-15      | 12.0000% | 0.0000% | $2.00              | $0.74              | Corporate Debt Securities |
| NRG ENERGY INC                 SR GLBL 144A 29  | 2029-06-15      | 5.2500%  | 0.0000% | $29224000.00       | $29544075.86       | Corporate Debt Securities |
| NISOURCE INC                   JR SB GLBL NT 54 | 2054-11-30      | 6.9500%  | 0.0000% | $3889000.00        | $4098357.83        | Corporate Debt Securities |
| SMYRNA READY MIX LLC           SR SEC 144A NT31 | 2031-11-15      | 8.8750%  | 0.0000% | $1216000.00        | $1321134.85        | Corporate Debt Securities |
| SOCIETE GENERALE               ALT TIER I PERP  | 2500-12-31      | 6.7500%  | 0.0000% | $20399000.00       | $21171000.16       | Corporate Debt Securities |
| SOCIETE GENERALE               ALT TIER I PERP  | 2030-11-18      | 5.3750%  | 0.0000% | $4699000.00        | $4634012.83        | Corporate Debt Securities |
| COTY INC                       1LIEN GLBL 29    | 2029-01-15      | 4.7500%  | 0.0000% | $200000.00         | $197667.83         | Corporate Debt Securities |
| COTY INC / HFC PRESTIGE P      1LIEN GLBL 30    | 2030-07-15      | 6.6250%  | 0.0000% | $300000.00         | $308580.13         | Corporate Debt Securities |
| COTY INC / HFC PRESTIGE P      1LIEN GLBL 30    | 2030-07-15      | 6.6250%  | 0.0000% | $1800000.00        | $1851480.75        | Corporate Debt Securities |
| DELEK LOGISTICS PARTNERS LP /  SR 144A NT 33    | 2033-06-30      | 7.3750%  | 0.0000% | $611000.00         | $634166.57         | Corporate Debt Securities |
| OCCIDENTAL PETE CORP           SR GLBL NT3.2%26 | 2026-08-15      | 3.2000%  | 0.0000% | $63000.00          | $63483.00          | Corporate Debt Securities |
| DISCOVERY COMMUNICATIONS LLC   SR GLBL NT 30    | 2030-05-15      | 3.6250%  | 0.0000% | $5362000.00        | $4992354.89        | Corporate Debt Securities |
| ECOPETROL S A                  SR GLBL NT 30    | 2030-04-29      | 6.8750%  | 0.0000% | $4728000.00        | $4861842.46        | Corporate Debt Securities |
| OCCIDENTAL PETE CORP           SR GLBL NT4.4%49 | 2049-08-15      | 4.4000%  | 0.0000% | $459000.00         | $354562.20         | Corporate Debt Securities |
| ECOPETROL S A                  SR GLBL NT 32    | 2032-02-01      | 7.7500%  | 0.0000% | $5596000.00        | $5959878.35        | Corporate Debt Securities |
| EDISON INTL                    SR GLBL NT 29    | 2029-11-15      | 6.9500%  | 0.0000% | $2645000.00        | $2863130.95        | Corporate Debt Securities |
| EDISON INTL                    SR GLBL NT 28    | 2028-11-15      | 5.2500%  | 0.0000% | $529000.00         | $543318.71         | Corporate Debt Securities |
| EDISON INTL                    SR GLBL NT 28    | 2028-11-15      | 5.2500%  | 0.0000% | $4276000.00        | $4391740.63        | Corporate Debt Securities |
| OCCIDENTAL PETE CORP           SR GLBL NT 36    | 2036-09-15      | 6.4500%  | 0.0000% | $2784000.00        | $3036835.92        | Corporate Debt Securities |
| EMBRAER NETHERLANDS FIN        SR GLBL NT5.4%38 | 2038-01-09      | 5.4000%  | 0.0000% | $123000.00         | $122009.85         | Corporate Debt Securities |
| EMERA INC                      LW TIER II 76    | 2076-06-15      | 6.7500%  | 0.0000% | $17979000.00       | $18254932.70       | Corporate Debt Securities |
| ENBRIDGE INC                   LW TIER II 77    | 2077-07-15      | 5.5000%  | 0.0000% | $21000.00          | $21008.65          | Corporate Debt Securities |
| ENBRIDGE INC                   LW TIER II 77    | 2077-07-15      | 5.5000%  | 0.0000% | $600000.00         | $600247.00         | Corporate Debt Securities |
| ENBRIDGE INC                   LW TIER II 78    | 2078-03-01      | 6.2500%  | 0.0000% | $2569000.00        | $2677175.59        | Corporate Debt Securities |
| ENBRIDGE INC                   LW TIER II 84    | 2084-01-15      | 8.2500%  | 0.0000% | $4679000.00        | $5014753.34        | Corporate Debt Securities |
| OCCIDENTAL PETE CORP           SR GLBL ZRO NT36 | 2036-10-10      | 0.0000%  | 0.0000% | $125000.00         | $74823.75          | Corporate Debt Securities |
| ENERGY TRANSFER L P            PERP JR GLBL -H  | 2079-12-31      | 6.5000%  | 0.0000% | $2169000.00        | $2208631.25        | Corporate Debt Securities |
| ESAB CORPORATION               SR GLBL 144A 29  | 2029-04-15      | 6.2500%  | 0.0000% | $3068000.00        | $3203388.28        | Corporate Debt Securities |
| FMC CORP                       SR GLBL NT3.2%26 | 2026-10-01      | 3.2000%  | 0.0000% | $63000.00          | $63088.69          | Corporate Debt Securities |
| FMC CORP                       GLBL NT 5.65%33  | 2033-05-18      | 5.6500%  | 0.0000% | $2476000.00        | $2215079.12        | Corporate Debt Securities |
| FMC CORP                       GLBL NT 6.375%53 | 2053-05-18      | 6.3750%  | 0.0000% | $7088000.00        | $5458894.08        | Corporate Debt Securities |
| FMG RESOURCES AUGUST 2006 PTY  SR 144A NT 30    | 2030-04-15      | 5.8750%  | 0.0000% | $805000.00         | $841825.06         | Corporate Debt Securities |
| OCCIDENTAL PETE CORP           SR GLBL NT4.5%44 | 2044-07-15      | 4.5000%  | 0.0000% | $1552000.00        | $1229843.60        | Corporate Debt Securities |
| FAIR ISAAC CORP                SR GLBL 144A 28  | 2028-06-15      | 4.0000%  | 0.0000% | $3871000.00        | $3825283.49        | Corporate Debt Securities |
| FAIR ISAAC CORP                SR GLBL 144A 28  | 2028-06-15      | 4.0000%  | 0.0000% | $5256000.00        | $5193926.64        | Corporate Debt Securities |
| FIRST CTZNS BANCSHARES INC DEL PERP GLBL D NT7% | 2500-12-31      | 7.0000%  | 0.0000% | $5024000.00        | $5233651.52        | Corporate Debt Securities |
| FIRST CASH INC                 SR GLBL 144A 28  | 2028-09-01      | 4.6250%  | 0.0000% | $6003000.00        | $6075590.44        | Corporate Debt Securities |
| FORD MTR CO                    SR GLBL NT 31    | 2031-07-16      | 7.4500%  | 0.0000% | $2000.00           | $2229.77           | Corporate Debt Securities |
| FORD MTR CO                    SR GLBL NT 31    | 2031-07-16      | 7.4500%  | 0.0000% | $45000.00          | $50169.92          | Corporate Debt Securities |
| FORD MTR CO                    SR GLBL NT 46    | 2046-12-08      | 5.2910%  | 0.0000% | $112000.00         | $95998.85          | Corporate Debt Securities |
| FORD MTR CO                    SR GLBL NT 32    | 2032-02-12      | 3.2500%  | 0.0000% | $3258000.00        | $2949391.38        | Corporate Debt Securities |
| FORD MTR CO                    SR GLBL NT6.1%32 | 2032-08-19      | 6.1000%  | 0.0000% | $636000.00         | $679057.55         | Corporate Debt Securities |
| FORD MOTOR CREDIT COMPANY      SR GLBL NT 31    | 2031-06-17      | 3.6250%  | 0.0000% | $655000.00         | $608429.41         | Corporate Debt Securities |
| FORD MOTOR CREDIT COMPANY      SR GLBL NT 27    | 2027-05-28      | 4.9500%  | 0.0000% | $1995000.00        | $2022481.12        | Corporate Debt Securities |
| FORD MOTOR CREDIT COMPANY      SR NT 6.95%26    | 2026-03-06      | 6.9500%  | 0.0000% | $5000000.00        | $5145150.00        | Corporate Debt Securities |
| FORD MOTOR CREDIT COMPANY      SR GLBL NT 26    | 2026-06-10      | 6.9500%  | 0.0000% | $538000.00         | $547281.99         | Corporate Debt Securities |
| FORD MOTOR CREDIT COMPANY      SR GLBL NT 28    | 2028-11-07      | 6.7980%  | 0.0000% | $3640000.00        | $3887640.73        | Corporate Debt Securities |
| OCCIDENTAL PETE CORP           SR GLBL NT 30    | 2030-07-15      | 8.8750%  | 0.0000% | $7000.00           | $8100.39           | Corporate Debt Securities |
| FORD MOTOR CREDIT COMPANY      SR GLBL NT 35    | 2035-10-31      | 5.8690%  | 0.0000% | $478000.00         | $483541.22         | Corporate Debt Securities |
| FORD MOTOR CREDIT COMPANY      SR GLBL NT 35    | 2035-10-31      | 5.8690%  | 0.0000% | $1476000.00        | $1493110.53        | Corporate Debt Securities |
| FORD MOTOR CREDIT COMPANY      SR GLBL NT 29    | 2029-04-06      | 4.9700%  | 0.0000% | $376000.00         | $378815.20         | Corporate Debt Securities |
| OCCIDENTAL PETE CORP           SR GLBL NT 31    | 2031-01-01      | 6.1250%  | 0.0000% | $19000.00          | $20169.15          | Corporate Debt Securities |
| FORD MOTOR CREDIT COMPANY      SR GLBL NT 29    | 2029-05-03      | 5.1130%  | 0.0000% | $2210000.00        | $2252534.58        | Corporate Debt Securities |
| OPTICS BIDCO S P A             SR SEC GLBL 36   | 2036-07-18      | 7.2000%  | 0.0000% | $798000.00         | $810017.88         | Corporate Debt Securities |
| PANAMA INFRASTRUCTURE RECE     SR SEC GLBL 32   | 2032-04-05      | 0.0000%  | 0.0000% | $6700000.00        | $5281610.00        | Corporate Debt Securities |
| PEBBLEBROOK HOTEL L P / PEB FI SR GLBL 144A 29  | 2029-10-15      | 6.3750%  | 0.0000% | $75000.00          | $78048.28          | Corporate Debt Securities |
| PHINIA INC                     SR SEC GLBL 29   | 2029-04-15      | 6.7500%  | 0.0000% | $1070000.00        | $1126750.12        | Corporate Debt Securities |
| M & T BK CORP                  PERP JR SB GLBL  | 2079-12-31      | 3.5000%  | 0.0000% | $5517000.00        | $5502248.15        | Corporate Debt Securities |
| M D C HLDGS INC                CR SEN SR GLBL31 | 2031-01-15      | 2.5000%  | 0.0000% | $2200000.00        | $1980166.83        | Corporate Debt Securities |
| MACQUARIE AIRFINANCE HLDGS LTD SR 144A NT5.2%28 | 2028-03-27      | 5.2000%  | 0.0000% | $3000.00           | $3099.26           | Corporate Debt Securities |
| MATCH GROUP HOLDINGS II LLC    GLBL 144A NT 28  | 2028-06-01      | 4.6250%  | 0.0000% | $5535000.00        | $5527139.53        | Corporate Debt Securities |
| MUELLER WTR PRODS INC          SR GLBL 144A 29  | 2029-06-15      | 4.0000%  | 0.0000% | $111000.00         | $108536.91         | Corporate Debt Securities |
| MYLAN INC                      SR NT 5.4%43     | 2043-11-29      | 5.4000%  | 0.0000% | $200000.00         | $176168.00         | Corporate Debt Securities |
| MYLAN N V                      SR GLBL NT 26    | 2026-06-15      | 3.9500%  | 0.0000% | $27000.00          | $27103.88          | Corporate Debt Securities |
| SELECT MEDICAL CORP            SR GLBL 144A 32  | 2032-12-01      | 6.2500%  | 0.0000% | $799000.00         | $783485.86         | Corporate Debt Securities |
| SKYWORKS SOLUTIONS INC         SR GLBL NT 3%31  | 2031-06-01      | 3.0000%  | 0.0000% | $14000.00          | $12771.87          | Corporate Debt Securities |
| SMITHFIELD FOODS INC           SR GLBL 144A 30  | 2030-10-15      | 3.0000%  | 0.0000% | $20000.00          | $18574.00          | Corporate Debt Securities |
| DISCOVERY COMMUNICATIONS LLC   SR GLBL NT 5%37  | 2037-09-20      | 5.0000%  | 0.0000% | $18385000.00       | $14580326.39       | Corporate Debt Securities |
| ECOPETROL S A                  SR GLBL NT 33    | 2033-01-13      | 8.8750%  | 0.0000% | $6307000.00        | $6801348.79        | Corporate Debt Securities |
| EDISON INTL                    SR GLBL NT 32    | 2032-03-15      | 5.2500%  | 0.0000% | $1885000.00        | $1925145.79        | Corporate Debt Securities |
| ENERGY TRANSFER L P            PERP JR GLBL -B  | 2500-12-31      | 6.6250%  | 0.0000% | $2000000.00        | $2082829.17        | Corporate Debt Securities |
| META PLATFORMS INC             SR GLBL NT3.5%27 | 2027-08-15      | 3.5000%  | 0.0000% | $70000.00          | $70972.42          | Corporate Debt Securities |
| FORD MOTOR CREDIT COMPANY      SR GLBL NT 33    | 2033-11-07      | 7.1220%  | 0.0000% | $3939000.00        | $4326204.36        | Corporate Debt Securities |
| FORD MOTOR CREDIT COMPANY      SR GLBL NT 33    | 2033-04-06      | 5.7530%  | 0.0000% | $800000.00         | $813628.58         | Corporate Debt Securities |
| PROSPECT CAP CORP              SR GLBL NT 28    | 2028-10-15      | 3.4370%  | 0.0000% | $2847000.00        | $2556647.52        | Corporate Debt Securities |
| RESORTS WORLD LAS VEGAS LLC    SR GLBL 144A 31  | 2031-04-06      | 4.6250%  | 0.0000% | $1400000.00        | $1218918.17        | Corporate Debt Securities |
| ROCKET SOFTWARE INC            SR SEC 144A NT28 | 2028-11-28      | 9.0000%  | 0.0000% | $269000.00         | $274293.92         | Corporate Debt Securities |
| SASOL FING USA LLC             SR GLBL NT 26    | 2026-09-18      | 4.3750%  | 0.0000% | $300000.00         | $302481.50         | Corporate Debt Securities |
| SASOL FING USA LLC             SR GLBL NT5.5%31 | 2031-03-18      | 5.5000%  | 0.0000% | $1797000.00        | $1625344.57        | Corporate Debt Securities |

### Security 651: BNP PARIBAS SA

- **C.1 - Title:** BNP PARIBAS SA 4.040000%
- **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):** $610366048.80
- **C.18.a - Value (excl. sponsor support):** $610366048.80
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **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                  |
|:---|:---|:---|:---|:---|:---|:---|
| AAG FH UK LTD & GLOBAL         SR 144A NT 29       | 2029-01-15      | 8.3750%  | 0.0000% | $459000.00         | $458871.29         | Corporate Debt Securities |
| AAG FH UK PLC/GL AU HL PLC     SR 144A NT 29       | 2029-08-15      | 11.5000% | 0.0000% | $913000.00         | $1017518.72        | Corporate Debt Securities |
| ACADIA HEALTHCARE COMPANY INC  SR GLBL 144A 28     | 2028-07-01      | 5.5000%  | 0.0000% | $1489000.00        | $1477103.72        | Corporate Debt Securities |
| ADECOAGRO S A                  SR GLBL 144A 32     | 2032-07-29      | 7.5000%  | 0.0000% | $200000.00         | $195341.67         | Corporate Debt Securities |
| AMERICAN AXLE & MFG INC        SR GLBL NT 28       | 2028-07-01      | 6.8750%  | 0.0000% | $95000.00          | $95673.38          | Corporate Debt Securities |
| AMERICAN AXLE & MFG INC        SR GLBL 144A 33     | 2033-10-15      | 7.7500%  | 0.0000% | $700000.00         | $738582.25         | Corporate Debt Securities |
| AMERICAN AXLE & MFG INC        SR GLBL 144A 33     | 2033-10-15      | 7.7500%  | 0.0000% | $2051000.00        | $2164045.99        | Corporate Debt Securities |
| ARCHROCK SERVICES LP           SR GLBL 144A 34     | 2034-02-01      | 6.0000%  | 0.0000% | $4822000.00        | $4841818.42        | Corporate Debt Securities |
| ARCHROCK PARTNERS L P / ARCHRO SR GLBL 144A 28     | 2028-04-01      | 6.2500%  | 0.0000% | $95000.00          | $97230.57          | Corporate Debt Securities |
| ARCHROCK PARTNERS L P / ARCHRO SR GLBL 144A 28     | 2028-04-01      | 6.2500%  | 0.0000% | $161000.00         | $164780.24         | Corporate Debt Securities |
| AVIS BUDGET CAR RENT LLC /AVIS SR GLBL 144A 32     | 2032-06-15      | 8.3750%  | 0.0000% | $2812000.00        | $2919639.85        | Corporate Debt Securities |
| AZORRA FIN LTD                 SR GLBL 144A 31     | 2031-01-15      | 7.2500%  | 0.0000% | $324000.00         | $340135.47         | Corporate Debt Securities |
| BARCLAYS PLC                   ALT TIER I PERP     | 2500-12-31      | 8.0000%  | 0.0000% | $200000.00         | $215778.00         | Corporate Debt Securities |
| BARCLAYS PLC                   ALT TIER I PERP     | 2500-12-31      | 9.6250%  | 0.0000% | $442000.00         | $507527.05         | Corporate Debt Securities |
| BLUE RACER MIDSTREAM LLC/ BLUE SR GLBL 144A 26     | 2026-07-15      | 6.6250%  | 0.0000% | $387000.00         | $388544.29         | Corporate Debt Securities |
| BLUE RACER MIDSTREAM LLC/ BLUE SR GLBL 144A 26     | 2026-07-15      | 6.6250%  | 0.0000% | $1013000.00        | $1017042.29        | Corporate Debt Securities |
| BLUELINX HLDGS INC             SR SEC GLBL 29      | 2029-11-15      | 6.0000%  | 0.0000% | $5169000.00        | $5182336.02        | Corporate Debt Securities |
| CCO HLDGS LLC / CCO HLDGS CAP  SR GLBL 144A 31     | 2031-02-01      | 4.2500%  | 0.0000% | $87000.00          | $80012.33          | Corporate Debt Securities |
| CCO HLDGS LLC / CCO HLDGS CAP  SR GLBL 144A 31     | 2031-02-01      | 4.2500%  | 0.0000% | $3925000.00        | $3609751.63        | Corporate Debt Securities |
| CCO HLDGS LLC / CCO HLDGS CAP  SR GLBL 144A 33     | 2033-06-01      | 4.5000%  | 0.0000% | $536000.00         | $459553.00         | Corporate Debt Securities |
| CCO HLDGS LLC / CCO HLDGS CAP  SR GLBL 144A 34     | 2034-01-15      | 4.2500%  | 0.0000% | $2579000.00        | $2124324.45        | Corporate Debt Securities |
| CCO HLDGS LLC / CCO HLDGS CAP  SR GLBL 144A 29     | 2029-09-01      | 6.3750%  | 0.0000% | $1182000.00        | $1217454.58        | Corporate Debt Securities |
| CCO HLDGS LLC / CCO HLDGS CAP  SR GLBL 144A 33     | 2033-02-01      | 7.0000%  | 0.0000% | $429000.00         | $424811.05         | Corporate Debt Securities |
| CCO HLDGS LLC / CCO HLDGS CAP  SR GLBL 144A 36     | 2036-02-01      | 7.3750%  | 0.0000% | $457000.00         | $447340.23         | Corporate Debt Securities |
| CCO HLDGS LLC / CCO HLDGS CAP  SR GLBL 144A 36     | 2036-02-01      | 7.3750%  | 0.0000% | $2077000.00        | $2033097.70        | Corporate Debt Securities |
| CCO HLDGS LLC / CCO HLDGS CAP  SR GLBL 144A 36     | 2036-02-01      | 7.3750%  | 0.0000% | $6875000.00        | $6729680.64        | Corporate Debt Securities |
| CALIFORNIA RES CORP            SR GLBL 144A 34     | 2034-01-15      | 7.0000%  | 0.0000% | $3000000.00        | $3089783.33        | Corporate Debt Securities |
| CORNERSTONE BLDG BRANDS INC    SR SEC GLBL 28      | 2028-08-01      | 8.7500%  | 0.0000% | $24647000.00       | $19524018.35       | Corporate Debt Securities |
| CARVANA CO                     1LIEN GLBL PIK31    | 2031-06-01      | 9.0000%  | 0.0000% | $628000.00         | $733771.95         | Corporate Debt Securities |
| CARVANA CO                     1LIEN GLBL PIK30    | 2030-06-01      | 9.0000%  | 0.0000% | $718000.00         | $792243.59         | Corporate Debt Securities |
| CHART INDS INC                 SR SEC 144A NT31    | 2031-01-01      | 9.5000%  | 0.0000% | $2794000.00        | $2965531.42        | Corporate Debt Securities |
| CHEMOURS CO                    SR GLBL 144A 29     | 2029-11-15      | 4.6250%  | 0.0000% | $23000.00          | $21701.77          | Corporate Debt Securities |
| CRESCENT ENERGY FINANCE LLC    SR GLBL 144A 34     | 2034-01-15      | 8.3750%  | 0.0000% | $1929000.00        | $1962563.80        | Corporate Debt Securities |
| ICAHN ENTERPRISES LP/CORP      SR SEC GLBL NT29    | 2029-02-01      | 4.3750%  | 0.0000% | $92000.00          | $83133.36          | Corporate Debt Securities |
| ICAHN ENTERPRISES LP/CORP      SR SEC GLBL NT29    | 2029-02-01      | 4.3750%  | 0.0000% | $2185000.00        | $1974417.29        | Corporate Debt Securities |
| ICAHN ENTERPRISES LP/CORP      SR SEC GLBL NT29    | 2029-01-15      | 9.7500%  | 0.0000% | $500000.00         | $505566.25         | Corporate Debt Securities |
| CRESCENT ENERGY FINANCE LLC    SR GLBL 144A 28     | 2028-02-15      | 9.2500%  | 0.0000% | $108000.00         | $115636.23         | Corporate Debt Securities |
| CRESCENT ENERGY FINANCE LLC    SR GLBL 144A 32     | 2032-04-01      | 7.6250%  | 0.0000% | $3555000.00        | $3629458.98        | Corporate Debt Securities |
| CRESCENT ENERGY FINANCE LLC    SR GLBL 144A 33     | 2033-01-15      | 7.3750%  | 0.0000% | $2953000.00        | $2865688.40        | Corporate Debt Securities |
| KODIAK GAS SVCS LLC            SR GLBL 144A 33     | 2033-10-01      | 6.5000%  | 0.0000% | $858000.00         | $901338.06         | Corporate Debt Securities |
| KODIAK GAS SVCS LLC            SR GLBL 144A 35     | 2035-10-01      | 6.7500%  | 0.0000% | $700000.00         | $742509.25         | Corporate Debt Securities |
| API ESCROW CORPORATION         SR GLBL 144A 29     | 2029-10-15      | 4.7500%  | 0.0000% | $42000.00          | $41794.38          | Corporate Debt Securities |
| ALBION FING 1 S A R L & AGGRE  SR SEC GLBL 30      | 2030-05-21      | 7.0000%  | 0.0000% | $209000.00         | $223638.36         | Corporate Debt Securities |
| KOHLS CORP                     CR SEN SR GLBL31    | 2031-05-01      | 5.1250%  | 0.0000% | $93000.00          | $80850.49          | Corporate Debt Securities |
| KOHLS CORP                     CR SEN SR GLBL31    | 2031-05-01      | 5.1250%  | 0.0000% | $684000.00         | $594642.34         | Corporate Debt Securities |
| KOHLS CORP                     CR SEN SR GLBL31    | 2031-05-01      | 5.1250%  | 0.0000% | $3192000.00        | $2774997.56        | Corporate Debt Securities |
| LCM INVESTMENTS HOLDINGS II LL SR 144A NT 29       | 2029-05-01      | 4.8750%  | 0.0000% | $589000.00         | $587210.67         | Corporate Debt Securities |
| LEVEL 3 FING INC               1LIEN GLBL 33       | 2033-06-30      | 6.8750%  | 0.0000% | $503993.00         | $523109.03         | Corporate Debt Securities |
| LEVEL 3 FING INC               1LIEN GLBL 33       | 2033-06-30      | 6.8750%  | 0.0000% | $3176778.00        | $3297270.54        | Corporate Debt Securities |
| LEVEL 3 FING INC               1LIEN GLBL 33       | 2033-06-30      | 6.8750%  | 0.0000% | $7955720.00        | $8257473.83        | Corporate Debt Securities |
| ASCENT RES UTICA HLDGS LLC / A 144A NT 9%27        | 2027-11-01      | 9.0000%  | 0.0000% | $899000.00         | $1136048.32        | Corporate Debt Securities |
| LIFE TIME FITNESS              SR SEC GLBL 31      | 2031-11-15      | 6.0000%  | 0.0000% | $90000.00          | $93375.00          | Corporate Debt Securities |
| BATH & BODY WORKS INC          SR DEB 6.95%33      | 2033-03-01      | 6.9500%  | 0.0000% | $800000.00         | $820860.22         | Corporate Debt Securities |
| BATH & BODY WORKS INC          SR NT 7.6%37        | 2037-07-15      | 7.6000%  | 0.0000% | $300000.00         | $299618.00         | Corporate Debt Securities |
| M D C HLDGS INC                SR NT 6%43          | 2043-01-15      | 6.0000%  | 0.0000% | $200000.00         | $188938.00         | Corporate Debt Securities |
| ASCENT RES UTICA HLDGS LLC / A SR GLBL 144A 29     | 2029-06-30      | 5.8750%  | 0.0000% | $490000.00         | $505036.13         | Corporate Debt Securities |
| MGM RESORTS INTERNATIONAL      SR GLBL NT 28       | 2028-10-15      | 4.7500%  | 0.0000% | $75000.00          | $75919.06          | Corporate Debt Securities |
| MARS INC                       SR GLBL 144A 32     | 2032-07-16      | 1.6250%  | 0.0000% | $100000.00         | $84905.19          | Corporate Debt Securities |
| MATADOR RES CO                 SR GLBL 144A 33     | 2033-04-15      | 6.2500%  | 0.0000% | $113000.00         | $116140.18         | Corporate Debt Securities |
| MENS WEARHOUSE LLC             1LIEN 144A NT 31    | 2031-02-01      | 9.0000%  | 0.0000% | $135000.00         | $140016.60         | Corporate Debt Securities |
| MENS WEARHOUSE LLC             1LIEN 144A NT 31    | 2031-02-01      | 9.0000%  | 0.0000% | $1223000.00        | $1268446.68        | Corporate Debt Securities |
| ASCENT RES UTICA HLDGS LLC / A SR 144A NT 32       | 2032-10-15      | 6.6250%  | 0.0000% | $1784000.00        | $1885354.24        | Corporate Debt Securities |
| NCL CORP LTD                   SR GLBL 144A 30     | 2030-03-01      | 6.2500%  | 0.0000% | $1079000.00        | $1130066.97        | Corporate Debt Securities |
| NCL CORP LTD                   SR GLBL 144A 31     | 2031-01-15      | 5.8750%  | 0.0000% | $1109000.00        | $1113699.85        | Corporate Debt Securities |
| NRG ENERGY INC                 PERP 144A NT        | 2500-12-31      | 10.2500% | 0.0000% | $4028000.00        | $4589694.53        | Corporate Debt Securities |
| NRG ENERGY INC                 PERP 144A NT        | 2500-12-31      | 10.2500% | 0.0000% | $15416000.00       | $17565722.66       | Corporate Debt Securities |
| NEWELL BRANDS INC              SR GLBL NT 27       | 2027-09-15      | 6.3750%  | 0.0000% | $1269000.00        | $1308917.98        | Corporate Debt Securities |
| GEN DIGITAL INC                SR GLBL 144A 30     | 2030-09-30      | 7.1250%  | 0.0000% | $46000.00          | $48327.60          | Corporate Debt Securities |
| GEN DIGITAL INC                SR GLBL 144A 30     | 2030-09-30      | 7.1250%  | 0.0000% | $277000.00         | $291016.20         | Corporate Debt Securities |
| OI EUROPEAN GROUP BV           SR GLBL 144A 30     | 2030-02-15      | 4.7500%  | 0.0000% | $633000.00         | $626221.10         | Corporate Debt Securities |
| ORGANON & CO / ORGANON FGN DEB SR GLBL 144A 34     | 2034-05-15      | 7.8750%  | 0.0000% | $573000.00         | $552077.62         | Corporate Debt Securities |
| ORGANON & CO                   SR GLBL 144A 31     | 2031-04-30      | 5.1250%  | 0.0000% | $1500000.00        | $1381788.75        | Corporate Debt Securities |
| BROOKFIELD RESIDENTIAL PPTYS   SR GLBL 144A 29     | 2029-06-15      | 5.0000%  | 0.0000% | $48000.00          | $46803.36          | Corporate Debt Securities |
| CCO HLDGS LLC / CCO HLDGS CAP  SR GLBL 144A 26     | 2026-05-01      | 5.5000%  | 0.0000% | $1926000.00        | $1952207.51        | Corporate Debt Securities |
| PG&E CORP                      JR SB GLBL NT 55    | 2055-03-15      | 7.3750%  | 0.0000% | $17712000.00       | $18782978.22       | Corporate Debt Securities |
| BANC OF CALIF LOS ANGE         LW TIER II NT 31    | 2031-05-01      | 3.2500%  | 0.0000% | $729000.00         | $691117.31         | Corporate Debt Securities |
| CCO HLDGS LLC / CCO HLDGS CAP  SR GLBL 144A 30     | 2030-03-01      | 4.7500%  | 0.0000% | $1250000.00        | $1206237.15        | Corporate Debt Securities |
| PEBBLEBROOK HOTEL L P / PEB FI SR GLBL 144A 29     | 2029-10-15      | 6.3750%  | 0.0000% | $2150000.00        | $2237384.06        | Corporate Debt Securities |
| CCO HLDGS LLC / CCO HLDGS CAP  SR GLBL 144A 32     | 2032-02-01      | 4.7500%  | 0.0000% | $292000.00         | $267690.43         | Corporate Debt Securities |
| PENNYMAC FINL SVCS INC NEW     SR GLBL 144A 31     | 2031-09-15      | 5.7500%  | 0.0000% | $250000.00         | $256430.62         | Corporate Debt Securities |
| PENNYMAC FINL SVCS INC NEW     SR 144A NT 32       | 2032-05-15      | 6.8750%  | 0.0000% | $2300000.00        | $2431543.71        | Corporate Debt Securities |
| PENNYMAC FINL SVCS INC NEW     SR GLBL 144A 34     | 2034-02-15      | 6.7500%  | 0.0000% | $1630000.00        | $1729821.20        | Corporate Debt Securities |
| CCO HLDGS LLC / CCO HLDGS CAP  SR GLBL 144A 32     | 2032-02-01      | 4.7500%  | 0.0000% | $1400000.00        | $1283447.28        | Corporate Debt Securities |
| PITNEY BOWES INC               SR GLBL 144A 29     | 2029-03-15      | 7.2500%  | 0.0000% | $9718000.00        | $10089494.85       | Corporate Debt Securities |
| POST HLDGS INC                 SR GLBL 144A 31     | 2031-09-15      | 4.5000%  | 0.0000% | $1257000.00        | $1213375.81        | Corporate Debt Securities |
| POST HLDGS INC                 SR GLBL 144A 31     | 2031-09-15      | 4.5000%  | 0.0000% | $2194000.00        | $2117857.23        | Corporate Debt Securities |
| CDI ESCROW ISSUER INC          SR GLBL 144A 30     | 2030-04-01      | 5.7500%  | 0.0000% | $438000.00         | $448681.48         | Corporate Debt Securities |
| XPO INC                        SR DEB 6.7%34       | 2034-05-01      | 6.7000%  | 0.0000% | $150000.00         | $162461.08         | Corporate Debt Securities |
| PROG HOLDINGS INC              SR GLBL 144A 29     | 2029-11-15      | 6.0000%  | 0.0000% | $19000.00          | $19073.34          | Corporate Debt Securities |
| RRD PARENT INC                 PERP JR SB GLBL     | 2500-12-31      | 12.0000% | 0.0000% | $3000.00           | $3570.27           | Corporate Debt Securities |
| SESI L L C                     SR SEC 144A NT30    | 2030-09-30      | 7.8750%  | 0.0000% | $1809000.00        | $1872226.81        | Corporate Debt Securities |
| SM ENERGY COMPANY              SR GLBL 144A 29     | 2029-08-01      | 6.7500%  | 0.0000% | $3201000.00        | $3341755.97        | Corporate Debt Securities |
| SM ENERGY COMPANY              SR GLBL 144A 29     | 2029-08-01      | 6.7500%  | 0.0000% | $7535000.00        | $7866332.79        | Corporate Debt Securities |
| CALIFORNIA RES CORP            SR GLBL 144A 29     | 2029-06-15      | 8.2500%  | 0.0000% | $261000.00         | $277211.36         | Corporate Debt Securities |
| UNITED PARKS & RESORTS INC     SR GLBL 144A 29     | 2029-08-15      | 5.2500%  | 0.0000% | $363000.00         | $363451.03         | Corporate Debt Securities |
| SERVICE PPTYS TR               1LIEN 144A NT 31    | 2031-11-15      | 8.6250%  | 0.0000% | $3340000.00        | $3568585.42        | Corporate Debt Securities |
| CALIFORNIA RES CORP            SR GLBL 144A 29     | 2029-06-15      | 8.2500%  | 0.0000% | $1057000.00        | $1122652.91        | Corporate Debt Securities |
| SILK RD GROUP HLDG LLC         SR GLBL 144A 30     | 2030-09-15      | 7.5000%  | 0.0000% | $5000000.00        | $5246925.00        | Corporate Debt Securities |
| KOHLS CORP                     SR GLBL NT 37       | 2037-12-15      | 6.8750%  | 0.0000% | $300000.00         | $241672.12         | Corporate Debt Securities |
| SMYRNA READY MIX LLC           SR SEC 144A NT31    | 2031-11-15      | 8.8750%  | 0.0000% | $921000.00         | $1000629.28        | Corporate Debt Securities |
| KOHLS CORP                     SR GLBL NT 45       | 2045-07-17      | 5.5500%  | 0.0000% | $5618000.00        | $3777398.07        | Corporate Debt Securities |
| LIBERTY MUT GROUP INC          EXT JR SB GLBL87    | 2087-03-07      | 7.8000%  | 0.0000% | $16091000.00       | $18893408.56       | Corporate Debt Securities |
| SUBURBAN PROPANE PARTNERS L P  SR GLBL 144A 31     | 2031-06-01      | 5.0000%  | 0.0000% | $331000.00         | $321574.59         | Corporate Debt Securities |
| SUBURBAN PROPANE PARTNERS L P  SR GLBL 144A 31     | 2031-06-01      | 5.0000%  | 0.0000% | $3500000.00        | $3400335.56        | Corporate Debt Securities |
| SUBURBAN PROPANE PARTNERS L P  SR GLBL 144A 35     | 2035-12-15      | 6.5000%  | 0.0000% | $1711000.00        | $1714714.77        | Corporate Debt Securities |
| SUNOCO LP/SUNOCO FIN CORP      PERP SUB -A 144A    | 2500-12-31      | 7.8750%  | 0.0000% | $7551000.00        | $7999793.68        | Corporate Debt Securities |
| MIDAS OPCO HLDGS LLC           SR GLBL 144A 29     | 2029-08-15      | 5.6250%  | 0.0000% | $803000.00         | $801651.96         | Corporate Debt Securities |
| AVIANCA MIDCO 2 LTD            SR SEC 144A NT30    | 2030-02-14      | 9.6250%  | 0.0000% | $4104000.00        | $4389564.30        | Corporate Debt Securities |
| TALLGRASS ENERGY PARTNERS LP/  SR GLBL 144A 30     | 2030-12-31      | 6.0000%  | 0.0000% | $2076000.00        | $2117727.60        | Corporate Debt Securities |
| TALOS PRODTN INC               2LIEN GLBL 29       | 2029-02-01      | 9.0000%  | 0.0000% | $3063000.00        | $3330093.60        | Corporate Debt Securities |
| TALOS PRODTN INC               2LIEN GLBL 31       | 2031-02-01      | 9.3750%  | 0.0000% | $73000.00          | $80764.61          | Corporate Debt Securities |
| TENNECO LLC                    SR SEC GLBL 28      | 2028-11-17      | 8.0000%  | 0.0000% | $20374000.00       | $21224954.07       | Corporate Debt Securities |
| TIDEWATER INC NEW              SR GLBL 144A 30     | 2030-07-15      | 9.1250%  | 0.0000% | $3526000.00        | $3813693.69        | Corporate Debt Securities |
| TRONOX INC                     SR SEC GLBL 30      | 2030-09-30      | 9.1250%  | 0.0000% | $6694000.00        | $6851781.30        | Corporate Debt Securities |
| UNDER ARMOUR INC               SR GLBL 144A 30     | 2030-07-15      | 7.2500%  | 0.0000% | $1279000.00        | $1311692.31        | Corporate Debt Securities |
| UNISYS CORP                    SR SEC GLBL 31      | 2031-01-15      | 10.6250% | 0.0000% | $750000.00         | $722945.31         | Corporate Debt Securities |
| UNITEDHEALTH GROUP INC         SR GLBL NT 41       | 2041-05-15      | 3.0500%  | 0.0000% | $44000.00          | $33431.82          | Corporate Debt Securities |
| UNIVISION COMMUNICATIONS INC   1LIEN 144A NT 29    | 2029-05-01      | 4.5000%  | 0.0000% | $2769000.00        | $2677996.81        | Corporate Debt Securities |
| USA COMPRESSION PARTNERS LP    SR GLBL 144A 29     | 2029-03-15      | 7.1250%  | 0.0000% | $818000.00         | $869050.36         | Corporate Debt Securities |
| USA COMPRESSION PARTNERS LP    SR GLBL 144A 33     | 2033-10-01      | 6.2500%  | 0.0000% | $2047000.00        | $2115482.38        | Corporate Debt Securities |
| VFH PARENT LLC & VALOR CO-ISSU 1LIEN 144A NT 31    | 2031-06-15      | 7.5000%  | 0.0000% | $76000.00          | $80417.50          | Corporate Debt Securities |
| VZ SECD FING BV                SR SEC GLBL 33      | 2033-01-15      | 7.5000%  | 0.0000% | $2615000.00        | $2688019.52        | Corporate Debt Securities |
| VAREX IMAGING CORP             SR SEC GLBL 27      | 2027-10-15      | 7.8750%  | 0.0000% | $93000.00          | $96775.68          | Corporate Debt Securities |
| VERMILION ENERGY INC           SR 144A NT 33       | 2033-02-15      | 7.2500%  | 0.0000% | $147000.00         | $147693.72         | Corporate Debt Securities |
| VERMILION ENERGY INC           SR 144A NT 33       | 2033-02-15      | 7.2500%  | 0.0000% | $5245000.00        | $5269752.03        | Corporate Debt Securities |
| VIRGIN MEDIA SECD FIN PLC      SR SEC GLBL 30      | 2030-08-15      | 4.5000%  | 0.0000% | $406000.00         | $383464.97         | Corporate Debt Securities |
| VIRGIN MEDIA SECD FIN PLC      SR SEC GLBL 30      | 2030-08-15      | 4.5000%  | 0.0000% | $1600000.00        | $1511192.00        | Corporate Debt Securities |
| AVIANCA MIDCO 2 LTD            SR SEC 144A NT30    | 2030-02-14      | 9.6250%  | 0.0000% | $15200000.00       | $16257645.56       | Corporate Debt Securities |
| AVIANCA MIDCO 2 LTD            SR SEC 144A NT30    | 2030-02-14      | 9.6250%  | 0.0000% | $44148000.00       | $47219903.68       | Corporate Debt Securities |
| VMED O2 UK FING I PLC          SR SEC GLBL 33      | 2033-01-15      | 6.7500%  | 0.0000% | $118000.00         | $117735.39         | Corporate Debt Securities |
| VOLTAGRID LLC                  2LIEN 144A NT 30    | 2030-11-01      | 7.3750%  | 0.0000% | $7571000.00        | $7783278.22        | Corporate Debt Securities |
| W & T OFFSHORE INC             SR SEC GLBL 29      | 2029-02-01      | 10.7500% | 0.0000% | $295000.00         | $306711.91         | Corporate Debt Securities |
| W & T OFFSHORE INC             SR SEC GLBL 29      | 2029-02-01      | 10.7500% | 0.0000% | $3140000.00        | $3264662.36        | Corporate Debt Securities |
| WAYFAIR LLC                    SR SEC GLBL 30      | 2030-09-15      | 7.7500%  | 0.0000% | $887000.00         | $969493.22         | Corporate Debt Securities |
| WILLIAMS SCOTSMAN INC          SR SEC GLBL 31      | 2031-10-01      | 7.3750%  | 0.0000% | $335000.00         | $358191.54         | Corporate Debt Securities |
| WINDSOR HLDGS III LLC          SR SEC 144A NT30    | 2030-06-15      | 8.5000%  | 0.0000% | $1640000.00        | $1746837.80        | Corporate Debt Securities |
| WINDSTREAM SVCS LLC / WINDSTRE 1M 144A NT 31       | 2031-10-01      | 8.2500%  | 0.0000% | $95000.00          | $101794.48         | Corporate Debt Securities |
| WYNN RESORTS FIN LLC / WYNN RE SR GLBL 144A 29     | 2029-10-01      | 5.1250%  | 0.0000% | $675000.00         | $690296.16         | Corporate Debt Securities |
| WYNN RESORTS FIN LLC / WYNN RE SR 144A NT 31       | 2031-02-15      | 7.1250%  | 0.0000% | $42000.00          | $46685.78          | Corporate Debt Securities |
| WYNN RESORTS FIN LLC / WYNN RE SR 144A NT 31       | 2031-02-15      | 7.1250%  | 0.0000% | $196000.00         | $217866.98         | Corporate Debt Securities |
| AVIANCA MIDCO 2 LTD            SR SEC GLBL 28      | 2028-12-01      | 9.0000%  | 0.0000% | $6562000.00        | $6774936.90        | Corporate Debt Securities |
| WYNN MACAU LTD                 SR GLBL 144A 28     | 2028-08-26      | 5.6250%  | 0.0000% | $425000.00         | $434380.81         | Corporate Debt Securities |
| WYNN MACAU LTD                 SR GLBL 144A 28     | 2028-08-26      | 5.6250%  | 0.0000% | $460000.00         | $470153.35         | Corporate Debt Securities |
| WYNN MACAU LTD                 SR GLBL 144A 34     | 2034-02-15      | 6.7500%  | 0.0000% | $1688000.00        | $1762875.46        | Corporate Debt Securities |
| XHR LP                         SR SEC GLBL 29      | 2029-06-01      | 4.8750%  | 0.0000% | $3295000.00        | $3274273.08        | Corporate Debt Securities |
| ZIGGO B V                      1LIEN GLBL 30       | 2030-01-15      | 4.8750%  | 0.0000% | $784000.00         | $752192.14         | Corporate Debt Securities |
| ZOOMINFO TECHNOLOGIES LLC / ZO SR GLBL 144A 29     | 2029-02-01      | 3.8750%  | 0.0000% | $7079000.00        | $6614386.55        | Corporate Debt Securities |
| ARIS MINING CORPORATION        SR REGS NT 8%29     | 2029-10-31      | 8.0000%  | 0.0000% | $600000.00         | $642750.00         | Corporate Debt Securities |
| FRONTERA ENERGY CORP           SR REGS NT 28       | 2028-06-21      | 7.8750%  | 0.0000% | $6430000.00        | $4714098.24        | Corporate Debt Securities |
| 1011778 B.C. UNLIMITED LIABILI 2LIEN GLBL 28       | 2028-01-15      | 4.3750%  | 0.0000% | $277000.00         | $277812.88         | Corporate Debt Securities |
| GEOPARK LTD                    SR REGS NT 30       | 2030-01-31      | 8.7500%  | 0.0000% | $2600000.00        | $2522910.00        | Corporate Debt Securities |
| ITHACA ENERGY NORTH SEA PLC    SR GLBL REGS 29     | 2029-10-15      | 8.1250%  | 0.0000% | $241000.00         | $257245.31         | Corporate Debt Securities |
| MGM CHINA HOLDINGS LIMITED     SR GLBL REGS 27     | 2027-02-01      | 4.7500%  | 0.0000% | $350000.00         | $356645.82         | Corporate Debt Securities |
| STUDIO CITY CO LTD             SR SEC GLBL 27      | 2027-02-15      | 7.0000%  | 0.0000% | $200000.00         | $206288.67         | Corporate Debt Securities |
| AUNA SA & ONCOSALUD S A C      SR SEC REGS NT32    | 2032-11-06      | 8.7500%  | 0.0000% | $3000000.00        | $3087500.00        | Corporate Debt Securities |
| AVIS BUDGET CAR RENT LLC /AVIS SR GLBL REGS 32     | 2032-06-15      | 8.3750%  | 0.0000% | $200000.00         | $207655.75         | Corporate Debt Securities |
| BELLRING BRANDS INC            SR REGS NT 7%30     | 2030-03-15      | 7.0000%  | 0.0000% | $39000.00          | $41135.64          | Corporate Debt Securities |
| CCO HLDGS LLC / CCO HLDGS CAP  SR GLBL REGS 33     | 2033-06-01      | 4.5000%  | 0.0000% | $8000.00           | $6859.00           | Corporate Debt Securities |
| BOROO INVTS PTE LTD            SR GLBL REGS 32     | 2032-08-07      | 9.5000%  | 0.0000% | $100000.00         | $102000.00         | Corporate Debt Securities |
| GOLOMT BANK JSC                SR REGS NT 11%27    | 2027-05-20      | 11.0000% | 0.0000% | $200000.00         | $212305.78         | Corporate Debt Securities |
| AVIS BUDGET CAR RENT LLC /AVIS SR GLBL 144A 31     | 2031-02-15      | 8.0000%  | 0.0000% | $689000.00         | $717019.33         | Corporate Debt Securities |
| CITIGROUP INC                  PERP JR SB AA NT    | 2500-12-31      | 7.6250%  | 0.0000% | $12000.00          | $12781.99          | Corporate Debt Securities |
| CIVITAS RESOURCES INC          SR GLBL 144A 28     | 2028-07-01      | 8.3750%  | 0.0000% | $211000.00         | $219369.64         | Corporate Debt Securities |
| BOEING CO                      3.625%48            | 2048-03-01      | 3.6250%  | 0.0000% | $36000.00          | $26412.60          | Corporate Debt Securities |
| CLARIVATE SCIENCE HOLDINGS COR 1LIEN GLBL 28       | 2028-07-01      | 3.8750%  | 0.0000% | $186000.00         | $176928.63         | Corporate Debt Securities |
| CLEVELAND-CLIFFS INC NEW       SR NT 6.25%40       | 2040-10-01      | 6.2500%  | 0.0000% | $7391000.00        | $6616199.42        | Corporate Debt Securities |
| CLYDESDALE ACQUISITION HLDGS   1LIEN 144A NT 29    | 2029-04-15      | 6.6250%  | 0.0000% | $1084000.00        | $1114539.44        | Corporate Debt Securities |
| CLYDESDALE ACQUISITION HLDGS   SR SEC GLBL 30      | 2030-01-15      | 6.8750%  | 0.0000% | $20000.00          | $20305.69          | Corporate Debt Securities |
| CLYDESDALE ACQUISITION HLDGS   SR SEC GLBL 30      | 2030-01-15      | 6.8750%  | 0.0000% | $74000.00          | $75131.06          | Corporate Debt Securities |
| CLYDESDALE ACQUISITION HLDGS   SR SEC GLBL 30      | 2030-01-15      | 6.8750%  | 0.0000% | $9660000.00        | $9807649.07        | Corporate Debt Securities |
| COMPOSECURE HOLDINGS LLC       2LIEN GLBL 33       | 2033-02-01      | 5.6250%  | 0.0000% | $380000.00         | $379570.60         | Corporate Debt Securities |
| COMPOSECURE HOLDINGS LLC       2LIEN GLBL 33       | 2033-02-01      | 5.6250%  | 0.0000% | $707000.00         | $706201.09         | Corporate Debt Securities |
| BROOKFIELD RESIDENTIAL PPTYS   SR GLBL 144A 30     | 2030-02-15      | 4.8750%  | 0.0000% | $97000.00          | $93032.09          | Corporate Debt Securities |
| DELEK LOGISTICS PARTNERS LP /  SR GLBL 144A 28     | 2028-06-01      | 7.1250%  | 0.0000% | $305000.00         | $310550.11         | Corporate Debt Securities |
| DELEK LOGISTICS PARTNERS LP /  SR GLBL 144A 28     | 2028-06-01      | 7.1250%  | 0.0000% | $2216000.00        | $2256324.74        | Corporate Debt Securities |
| DELEK LOGISTICS PARTNERS LP /  SR GLBL 144A 29     | 2029-03-15      | 8.6250%  | 0.0000% | $3187000.00        | $3434737.46        | Corporate Debt Securities |
| DELEK LOGISTICS PARTNERS LP /  SR 144A NT 33       | 2033-06-30      | 7.3750%  | 0.0000% | $5836000.00        | $6057276.80        | Corporate Debt Securities |
| DIRECTV FING LLC / DIRECTV     1LIEN 144A NT 30    | 2030-02-01      | 8.8750%  | 0.0000% | $7000.00           | $7399.69           | Corporate Debt Securities |
| OWENS BROCKWAY                 SR GLBL 144A 27     | 2027-05-13      | 6.6250%  | 0.0000% | $1312000.00        | $1332994.73        | Corporate Debt Securities |
| DIVERSIFIED HEALTHCARE TR      SR GLBL NT 31       | 2031-03-01      | 4.3750%  | 0.0000% | $4658000.00        | $4230338.02        | Corporate Debt Securities |
| DONNELLEY R R & SONS CO        SR SEC 144A NT29    | 2029-08-01      | 9.5000%  | 0.0000% | $11426000.00       | $12416589.77       | Corporate Debt Securities |
| DREAM FINDERS HOMES INC        SR GLBL 144A 28     | 2028-08-15      | 8.2500%  | 0.0000% | $672000.00         | $718127.76         | Corporate Debt Securities |
| PATRICK INDS INC               SR GLBL 144A 32     | 2032-11-01      | 6.3750%  | 0.0000% | $145000.00         | $150856.61         | Corporate Debt Securities |
| EMERALD DEBT MERGER SUB LLC    SR SEC 144A NT30    | 2030-12-15      | 6.6250%  | 0.0000% | $1306000.00        | $1363609.29        | Corporate Debt Securities |
| EMPIRE RESORTS INC             SR SEC GLBL 26      | 2026-11-01      | 7.7500%  | 0.0000% | $4400000.00        | $4451390.78        | Corporate Debt Securities |
| EMPIRE RESORTS INC             SR SEC GLBL 26      | 2026-11-01      | 7.7500%  | 0.0000% | $8515000.00        | $8614452.83        | Corporate Debt Securities |
| FORVIA SE                      SR GLBL 144A 33     | 2033-09-15      | 6.7500%  | 0.0000% | $240000.00         | $251873.40         | Corporate Debt Securities |
| FIVE POINT OPERATING COMPANY   SR GLBL 144A 30     | 2030-10-01      | 8.0000%  | 0.0000% | $560000.00         | $599075.56         | Corporate Debt Securities |
| GCI LLC                        SR GLBL 144A 28     | 2028-10-15      | 4.7500%  | 0.0000% | $1842000.00        | $1820272.08        | Corporate Debt Securities |
| GARDA WORLD SECURITY CORP      SR SEC 144A NT28    | 2028-02-15      | 7.7500%  | 0.0000% | $28032000.00       | $29650591.04       | Corporate Debt Securities |
| GETTY IMAGES INC               1LIEN 144A NT 30    | 2030-11-15      | 10.5000% | 0.0000% | $2000000.00        | $2088650.00        | Corporate Debt Securities |
| GLOBAL PARTNERS LP / GLP FIN C SR GLBL NT 29       | 2029-01-15      | 6.8750%  | 0.0000% | $828000.00         | $841417.39         | Corporate Debt Securities |
| GLOBAL PARTNERS LP / GLP FIN C SR GLBL 144A 32     | 2032-01-15      | 8.2500%  | 0.0000% | $1360000.00        | $1438332.60        | Corporate Debt Securities |
| GOODYEAR TIRE & RUBR CO        SR GLBL NT 5%29     | 2029-07-15      | 5.0000%  | 0.0000% | $2250000.00        | $2203905.00        | Corporate Debt Securities |
| GOODYEAR TIRE & RUBR CO        SR GLBL NT 31       | 2031-07-15      | 5.2500%  | 0.0000% | $4659000.00        | $4446491.36        | Corporate Debt Securities |
| GULFPORT ENERGY OPERATING CORP SR GLBL 144A 29     | 2029-09-01      | 6.7500%  | 0.0000% | $3604000.00        | $3815942.23        | Corporate Debt Securities |
| GULFPORT ENERGY OPERATING CORP SR GLBL 144A 29     | 2029-09-01      | 6.7500%  | 0.0000% | $6749000.00        | $7145891.82        | Corporate Debt Securities |
| HLF FING SARL LLC / HERBALIFE  SR GLBL 144A 29     | 2029-06-01      | 4.8750%  | 0.0000% | $18000.00          | $17218.97          | Corporate Debt Securities |
| HARVEST MIDSTREAM I L P        SR GLBL 144A 28     | 2028-09-01      | 7.5000%  | 0.0000% | $400000.00         | $417772.67         | Corporate Debt Securities |
| HARVEST MIDSTREAM I L P        SR 144A NT7.5%32    | 2032-05-15      | 7.5000%  | 0.0000% | $15000.00          | $15899.48          | Corporate Debt Securities |
| HARVEST MIDSTREAM I L P        SR 144A NT7.5%32    | 2032-05-15      | 7.5000%  | 0.0000% | $379000.00         | $401726.73         | Corporate Debt Securities |
| HARVEST MIDSTREAM I L P        SR 144A NT7.5%32    | 2032-05-15      | 7.5000%  | 0.0000% | $2664000.00        | $2823746.76        | Corporate Debt Securities |
| HECLA MINING COMPANY           SR GLBL NT 28       | 2028-02-15      | 7.2500%  | 0.0000% | $1400000.00        | $1450174.83        | Corporate Debt Securities |
| HELIX ENERGY SOLUTIONS GRP INC SR GLBL 144A 29     | 2029-03-01      | 9.7500%  | 0.0000% | $1281000.00        | $1396987.08        | Corporate Debt Securities |
| HOWARD HUGHES HOLDINGS INC     SR GLBL 144A 28     | 2028-08-01      | 5.3750%  | 0.0000% | $490000.00         | $502791.79         | Corporate Debt Securities |
| HOWARD HUGHES HOLDINGS INC     SR GLBL 144A 29     | 2029-02-01      | 4.1250%  | 0.0000% | $742000.00         | $732606.59         | Corporate Debt Securities |
| HOWARD HUGHES HOLDINGS INC     SR GLBL 144A 31     | 2031-02-01      | 4.3750%  | 0.0000% | $510000.00         | $495619.77         | Corporate Debt Securities |
| HOWARD MIDSTREAM ENERGY PARTNE SR 144A NT 32       | 2032-07-15      | 7.3750%  | 0.0000% | $1297000.00        | $1375744.65        | Corporate Debt Securities |
| PENNYMAC FINL SVCS INC NEW     SR GLBL 144A 29     | 2029-02-15      | 4.2500%  | 0.0000% | $4530000.00        | $4514141.23        | Corporate Debt Securities |
| PITNEY BOWES INC               SR GLBL 144A 27     | 2027-03-15      | 6.8750%  | 0.0000% | $8250000.00        | $8460467.81        | Corporate Debt Securities |
| HUDSON PAC PPTYS L P           SR GLBL NT 28       | 2028-02-15      | 5.9500%  | 0.0000% | $609000.00         | $615876.12         | Corporate Debt Securities |
| INEOS FINANCE PLC              SR SEC GLBL 28      | 2028-05-15      | 6.7500%  | 0.0000% | $574000.00         | $509237.02         | Corporate Debt Securities |
| INEOS FINANCE PLC              SR SEC 144A NT29    | 2029-04-15      | 7.5000%  | 0.0000% | $620000.00         | $538696.30         | Corporate Debt Securities |
| CRESCENT ENERGY FINANCE LLC    SR GLBL 144A 34     | 2034-01-15      | 8.3750%  | 0.0000% | $8620000.00        | $8769984.41        | Corporate Debt Securities |
| CRESCENT ENERGY FINANCE LLC    SR GLBL 144A 29     | 2029-07-31      | 7.7500%  | 0.0000% | $9081000.00        | $9421537.50        | Corporate Debt Securities |
| ION PLATFORM FINANCE S.A R.L.  SR SEC 144A NT28    | 2028-05-15      | 5.7500%  | 0.0000% | $358000.00         | $341314.22         | Corporate Debt Securities |
| ION PLATFORM FINANCE S.A R.L.  SR SEC 144A NT29    | 2029-05-30      | 9.5000%  | 0.0000% | $730000.00         | $712674.67         | Corporate Debt Securities |
| ION PLATFORM FINANCE S.A R.L.  SR SEC 144A NT29    | 2029-05-30      | 9.5000%  | 0.0000% | $7022000.00        | $6855344.53        | Corporate Debt Securities |
| ION PLATFORM FINANCE S.A R.L.  SR SEC 144A NT28    | 2028-05-01      | 4.6250%  | 0.0000% | $2816000.00        | $2656823.25        | Corporate Debt Securities |
| ION PLATFORM FINANCE S.A R.L.  SR SEC 144A NT28    | 2028-05-01      | 4.6250%  | 0.0000% | $3439000.00        | $3244607.66        | Corporate Debt Securities |
| ION PLATFORM FINANCE S.A R.L.  SR SEC 144A NT29    | 2029-05-01      | 8.7500%  | 0.0000% | $1740000.00        | $1687628.90        | Corporate Debt Securities |
| ION PLATFORM FINANCE S.A R.L.  SR SEC 144A NT28    | 2028-05-01      | 5.0000%  | 0.0000% | $258000.00         | $245883.46         | Corporate Debt Securities |
| ION PLATFORM FINANCE S.A R.L.  SR SEC 144A NT28    | 2028-05-01      | 5.0000%  | 0.0000% | $5039000.00        | $4802351.76        | Corporate Debt Securities |
| ION PLATFORM FINANCE S.A R.L.  SR SEC 144A NT29    | 2029-08-01      | 9.0000%  | 0.0000% | $4461000.00        | $4374947.31        | Corporate Debt Securities |
| ION PLATFORM FINANCE S.A R.L.  SR SEC 144A NT29    | 2029-08-01      | 9.0000%  | 0.0000% | $5891000.00        | $5777362.61        | Corporate Debt Securities |
| ION PLATFORM FINANCE S.A R.L.  SR SEC 144A NT29    | 2029-08-01      | 9.0000%  | 0.0000% | $7657000.00        | $7509296.47        | Corporate Debt Securities |
| ITHACA ENERGY NORTH SEA PLC    SR GLBL 144A 29     | 2029-10-15      | 8.1250%  | 0.0000% | $483000.00         | $515558.02         | Corporate Debt Securities |
| JB POINDEXTER & CO INC         SR 144A NT 31       | 2031-12-15      | 8.7500%  | 0.0000% | $2789000.00        | $2933770.02        | Corporate Debt Securities |
| KODIAK GAS SVCS LLC            SR GLBL 144A 29     | 2029-02-15      | 7.2500%  | 0.0000% | $75000.00          | $80323.44          | Corporate Debt Securities |
| KODIAK GAS SVCS LLC            SR GLBL 144A 29     | 2029-02-15      | 7.2500%  | 0.0000% | $823000.00         | $881415.85         | Corporate Debt Securities |
| CARRINGTON MTG LN 2007-FRE1    A-4    20361225 FLT | 2036-12-25      | 4.2071%  | 0.0000% | $13201000.00       | $11579432.60       | Asset-Backed Securities   |
| POST HLDGS INC                 SR 144A NT 33       | 2033-03-01      | 6.3750%  | 0.0000% | $336000.00         | $347781.98         | Corporate Debt Securities |
| 2017 HI IV T 4.68375 15JUN50 144A F                | 2050-06-15      | 4.6902%  | 0.0000% | $211500.00         | $188699.91         | Asset-Backed Securities   |
| 2019 C52 III 4.36776 15AUG52 144A F                | 2052-08-15      | 4.3673%  | 0.0000% | $1300000.00        | $1006249.53        | Asset-Backed Securities   |
| ZAYO ISSUER LLC 2025-2         C      20550620 9.4 | 2055-06-20      | 9.4890%  | 0.0000% | $5453155.00        | $5863264.06        | Asset-Backed Securities   |
| POST HLDGS INC                 SR GLBL 144A 34     | 2034-10-15      | 6.2500%  | 0.0000% | $1419000.00        | $1457794.28        | Corporate Debt Securities |
| LIGHT & WONDER INTL INC        SR GLBL 144A 29     | 2029-11-15      | 7.2500%  | 0.0000% | $2299000.00        | $2394349.11        | Corporate Debt Securities |
| SHUTTERFLY FIN LLC             SR SEC GLBL 27      | 2027-10-01      | 9.7500%  | 0.0000% | $1.00              | $1.02              | Corporate Debt Securities |
| SINCLAIR TELEVISION GROUP      SR SEC GLBL 33      | 2033-02-15      | 8.1250%  | 0.0000% | $9255000.00        | $9922651.84        | Corporate Debt Securities |
| SOUTHERN CO                    SR GLBL 2023E 34    | 2034-03-15      | 5.7000%  | 0.0000% | $31465000.00       | $33720253.88       | Corporate Debt Securities |
| STL HLDG CO LLC                SR GLBL 144A 29     | 2029-02-15      | 8.7500%  | 0.0000% | $1884000.00        | $2058315.53        | Corporate Debt Securities |
| TALLGRASS ENERGY PARTNERS LP/  SR GLBL 144A 28     | 2028-01-15      | 5.5000%  | 0.0000% | $967000.00         | $968867.92         | Corporate Debt Securities |
| M D C HLDGS INC                SR GLBL NT 61       | 2061-08-06      | 3.9660%  | 0.0000% | $500000.00         | $344949.50         | Corporate Debt Securities |
| TALLGRASS ENERGY PARTNERS LP/  SR GLBL 144A 28     | 2028-01-15      | 5.5000%  | 0.0000% | $1028000.00        | $1029985.75        | Corporate Debt Securities |
| NCL CORP LTD                   SR GLBL 144A 29     | 2029-02-15      | 7.7500%  | 0.0000% | $1632000.00        | $1800733.84        | Corporate Debt Securities |
| NCL CORP LTD                   SR GLBL 144A 29     | 2029-02-15      | 7.7500%  | 0.0000% | $2411000.00        | $2660275.30        | Corporate Debt Securities |
| NGL ENERGY OPERATING LLC/ NGL  SR SEC GLBL 29      | 2029-02-15      | 8.1250%  | 0.0000% | $2916000.00        | $3080366.41        | Corporate Debt Securities |
| NEWELL BRANDS INC              CR SEN SR GLBL46    | 2046-04-01      | 7.5000%  | 0.0000% | $1495000.00        | $1303702.29        | Corporate Debt Securities |
| NEWELL BRANDS INC              CR SEN SR GLBL46    | 2046-04-01      | 7.5000%  | 0.0000% | $2633000.00        | $2296085.71        | Corporate Debt Securities |
| OWENS BROCKWAY                 SR GLBL 144A 27     | 2027-05-13      | 6.6250%  | 0.0000% | $1023000.00        | $1039370.13        | Corporate Debt Securities |
| VMED O2 UK FING I PLC          SR SEC GLBL 31      | 2031-01-31      | 4.2500%  | 0.0000% | $1833000.00        | $1673035.62        | Corporate Debt Securities |
| VMED O2 UK FING I PLC          SR SEC GLBL 31      | 2031-07-15      | 4.7500%  | 0.0000% | $4363000.00        | $4001347.29        | Corporate Debt Securities |
| WYNN MACAU LTD                 SR GLBL 144A 29     | 2029-12-15      | 5.1250%  | 0.0000% | $994000.00         | $993330.29         | Corporate Debt Securities |
| DYCOM INDS INC                 SR GLBL 144A 29     | 2029-04-15      | 4.5000%  | 0.0000% | $2792000.00        | $2784112.60        | Corporate Debt Securities |
| HUDSON PAC PPTYS L P           SR GLBL NT 29       | 2029-04-01      | 4.6500%  | 0.0000% | $2290000.00        | $2129701.91        | Corporate Debt Securities |
| HUDSON PAC PPTYS L P           SR GLBL NT 30       | 2030-01-15      | 3.2500%  | 0.0000% | $1209000.00        | $1027340.70        | Corporate Debt Securities |
| SHACKLETON CLO 2014-V-R LTD    E      20310507 FLT | 2031-05-07      | 10.2812% | 0.0000% | $3053711.00        | $2862607.92        | Asset-Backed Securities   |
| CHURCHILL DOWNS INC            SR GLBL 144A 28     | 2028-01-15      | 4.7500%  | 0.0000% | $763000.00         | $761381.80         | Corporate Debt Securities |
| CIVITAS RESOURCES INC          SR GLBL 144A 33     | 2033-06-15      | 9.6250%  | 0.0000% | $922000.00         | $1019521.09        | Corporate Debt Securities |
| CONSENSUS CLOUD SOLUTIONS INC  SR GLBL 144A 28     | 2028-10-15      | 6.5000%  | 0.0000% | $243000.00         | $247876.60         | Corporate Debt Securities |
| DIRECTV FING LLC / DIRECTV     SR SEC 144A NT30    | 2030-02-01      | 8.8750%  | 0.0000% | $3069000.00        | $3202148.99        | Corporate Debt Securities |

### Security 652: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 4.000000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1CFDM3, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP1CFDM3
- **C.18 - Value (incl. sponsor support):** $1449980584.50
- **C.18.a - Value (excl. sponsor support):** $1449980584.50
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 4.0100%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-05-04
- **Characteristics:** C.9 Eligible 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                                          |
|:---|:---|:---|:---|:---|:---|:---|
| MATADOR RES CO                 SR GLBL 144A 28     | 2028-04-15      | 6.8750%  | 0.0000% | $334000.00         | $347604.52         | Corporate Debt Securities                         |
| MATADOR RES CO                 SR GLBL 144A 33     | 2033-04-15      | 6.2500%  | 0.0000% | $277000.00         | $284697.60         | Corporate Debt Securities                         |
| MATCH GROUP HOLDINGS II LLC    GLBL 144A NT 30     | 2030-08-01      | 4.1250%  | 0.0000% | $589000.00         | $570517.43         | Corporate Debt Securities                         |
| MACYS RETAIL HLDGS LLC         SR SEC GLBL DB34    | 2034-07-15      | 6.7000%  | 0.0000% | $60000.00          | $58607.50          | Corporate Debt Securities                         |
| MCGRAW-HILL ED INC             SR SEC 144A NT31    | 2031-09-01      | 7.3750%  | 0.0000% | $50000.00          | $54279.72          | Corporate Debt Securities                         |
| MEADOWS LTD                    -A-20251 144A 29    | 2029-12-07      | 15.9022% | 0.0000% | $4750000.00        | $4693000.00        | Corporate Debt Securities                         |
| MENS WEARHOUSE LLC             1LIEN 144A NT 31    | 2031-02-01      | 9.0000%  | 0.0000% | $5753000.00        | $5966781.48        | Corporate Debt Securities                         |
| MERNA RE COMPANYWIDE LTD       -A VR 144A BD 28    | 2028-07-07      | 10.5700% | 0.0000% | $4250000.00        | $4470575.00        | Corporate Debt Securities                         |
| MILLICOM INTL CELLULAR S A     SR GLBL 144A 29     | 2029-03-25      | 6.2500%  | 0.0000% | $686000.00         | $637540.45         | Corporate Debt Securities                         |
| MONTOYA RE LTD                 GLBL-A 144A 30      | 2030-04-09      | 8.9022%  | 0.0000% | $5000000.00        | $4999500.00        | Corporate Debt Securities                         |
| MYLAN INC                      SR NT 5.4%43        | 2043-11-29      | 5.4000%  | 0.0000% | $2955000.00        | $2602882.20        | Corporate Debt Securities                         |
| MYLAN INC                      5.2%48              | 2048-04-15      | 5.2000%  | 0.0000% | $3628000.00        | $3027263.67        | Corporate Debt Securities                         |
| MYSTIC RE IV LIMITED           EXTND-A 144A 32     | 2032-01-12      | 7.5468%  | 0.0000% | $470000.00         | $477003.00         | Corporate Debt Securities                         |
| NCR VOYIX CORPORATION          SR GLBL 144A 28     | 2028-10-01      | 5.0000%  | 0.0000% | $27000.00          | $27256.71          | Corporate Debt Securities                         |
| NCR VOYIX CORPORATION          SR GLBL 144A 30     | 2030-10-01      | 5.2500%  | 0.0000% | $2959000.00        | $2843907.23        | Corporate Debt Securities                         |
| NCL CORP LTD                   1LIEN GLBL 27       | 2027-02-15      | 5.8750%  | 0.0000% | $87000.00          | $89341.79          | Corporate Debt Securities                         |
| NCL CORP LTD                   SR 144A NT 32       | 2032-02-01      | 6.7500%  | 0.0000% | $390000.00         | $412441.58         | Corporate Debt Securities                         |
| NCL CORP LTD                   SR 144A NT 33       | 2033-09-15      | 6.2500%  | 0.0000% | $749000.00         | $770504.00         | Corporate Debt Securities                         |
| NRG ENERGY INC                 SR GLBL 144A 36     | 2036-01-15      | 6.0000%  | 0.0000% | $11000.00          | $11311.92          | Corporate Debt Securities                         |
| NAKAMA RE PTE LIMITED          -2-20211 144A 26    | 2026-10-13      | 6.2900%  | 0.0000% | $325000.00         | $326397.50         | Corporate Debt Securities                         |
| NEW FORTRESS ENERGY INC        1LIEN GLBL 26       | 2026-09-30      | 6.5000%  | 0.0000% | $13910000.00       | $1548553.93        | Corporate Debt Securities                         |
| FLAGSTAR BANK NATIONAL ASSOCIA SB GLBL NT5.9%28    | 2028-11-06      | 6.9282%  | 0.0000% | $3000000.00        | $2933814.89        | Corporate Debt Securities                         |
| CONSTELLATION OIL SVCS HLDG SA SR SEC 144A 29      | 2029-11-07      | 9.3750%  | 0.0000% | $350000.00         | $372233.60         | Corporate Debt Securities                         |
| NEWFOLD DIGITAL HLDGS GROUP IN 1LIEN GLBL 29       | 2029-04-30      | 11.7500% | 0.0000% | $7597816.00        | $5029543.14        | Corporate Debt Securities                         |
| NEWELL BRANDS INC              CR SEN SR GLBL46    | 2046-04-01      | 7.5000%  | 0.0000% | $13000.00          | $11336.54          | Corporate Debt Securities                         |
| NEWELL BRANDS INC              SR GLBL NT 27       | 2027-09-15      | 6.3750%  | 0.0000% | $1711000.00        | $1764821.64        | Corporate Debt Securities                         |
| NEWMARK GROUP INC              CR SEN SR GLBL29    | 2029-01-12      | 7.5000%  | 0.0000% | $125000.00         | $133281.25         | Corporate Debt Securities                         |
| NISSAN MTR ACCEP CO LLC        FR 2%030926         | 2026-03-09      | 2.0000%  | 0.0000% | $245000.00         | $245909.77         | Corporate Debt Securities                         |
| NISSAN MTR ACCEP CO LLC        FR 7.05%091528      | 2028-09-15      | 7.0500%  | 0.0000% | $635000.00         | $674603.36         | Corporate Debt Securities                         |
| NORTHERN OIL & GAS INC         SR GLBL 144A 31     | 2031-06-15      | 8.7500%  | 0.0000% | $66000.00          | $69002.84          | Corporate Debt Securities                         |
| ALLY FINL INC                  PERP JR SB GLBL     | 2500-12-31      | 4.7000%  | 0.0000% | $430000.00         | $431561.62         | Corporate Debt Securities                         |
| ALPHA GENERATION LLC           SR 144A NT 32       | 2032-10-15      | 6.7500%  | 0.0000% | $2720000.00        | $2873401.20        | Corporate Debt Securities                         |
| ALPHA GENERATION LLC           SR 144A NT 34       | 2034-01-15      | 6.2500%  | 0.0000% | $1600000.00        | $1618742.67        | Corporate Debt Securities                         |
| ALTICE FRANCE S A              SR SEC GLBL 31      | 2031-10-15      | 6.5000%  | 0.0000% | $8994690.00        | $8972887.87        | Corporate Debt Securities                         |
| ALTICE FRANCE S A              SR SEC GLBL 32      | 2032-03-15      | 6.5000%  | 0.0000% | $40890.00          | $40783.94          | Corporate Debt Securities                         |
| ALTICE FRANCE LUX 3            SR 144A NT 10%33    | 2033-01-15      | 10.0000% | 0.0000% | $792000.00         | $768760.08         | Corporate Debt Securities                         |
| ALTICE FINANCING S.A.          SR SEC GLBL 28      | 2028-01-15      | 5.0000%  | 0.0000% | $2044000.00        | $1496521.41        | Corporate Debt Securities                         |
| ALTICE FINANCING S.A.          SR SEC 144A NT27    | 2027-07-15      | 9.6250%  | 0.0000% | $11328000.00       | $8823837.04        | Corporate Debt Securities                         |
| AMERICAN AXLE & MFG INC        SR GLBL NT 28       | 2028-07-01      | 6.8750%  | 0.0000% | $741000.00         | $746252.35         | Corporate Debt Securities                         |
| AMERICAN AXLE & MFG INC        SR GLBL NT 5%29     | 2029-10-01      | 5.0000%  | 0.0000% | $157000.00         | $155749.93         | Corporate Debt Securities                         |
| AMERICAN AXLE & MFG INC        1LIEN GLBL 32       | 2032-10-15      | 6.3750%  | 0.0000% | $50000.00          | $52102.94          | Corporate Debt Securities                         |
| AMERICAN BLDRS & CONTRACTORS   SR SEC 144A NT28    | 2028-01-15      | 4.0000%  | 0.0000% | $3340000.00        | $3300276.27        | Corporate Debt Securities                         |
| AMERIGAS PARTNERS L P          SR 144A NT9.5%30    | 2030-06-01      | 9.5000%  | 0.0000% | $86000.00          | $93744.25          | Corporate Debt Securities                         |
| ANTERO RESOURCES CORP          SR GLBL 144A 29     | 2029-02-01      | 7.6250%  | 0.0000% | $96000.00          | $100986.55         | Corporate Debt Securities                         |
| ANTERO MIDSTREAM PARTNERS LP/A SR GLBL 144A 29     | 2029-06-15      | 5.3750%  | 0.0000% | $2722000.00        | $2744670.86        | Corporate Debt Securities                         |
| ANTERO MIDSTREAM PARTNERS LP/A SR GLBL 144A 33     | 2033-10-15      | 5.7500%  | 0.0000% | $1502000.00        | $1548388.44        | Corporate Debt Securities                         |
| APOLLO COML REAL ESTATE FIN    SR SEC GLBL 29      | 2029-06-15      | 4.6250%  | 0.0000% | $5909000.00        | $5928093.46        | Corporate Debt Securities                         |
| ARCHES BUYER INC               SR GLBL 144A 28     | 2028-12-01      | 6.1250%  | 0.0000% | $61000.00          | $60350.85          | Corporate Debt Securities                         |
| ARCHROCK SERVICES LP           SR GLBL 144A 34     | 2034-02-01      | 6.0000%  | 0.0000% | $10693000.00       | $10736948.23       | Corporate Debt Securities                         |
| ARCHROCK PARTNERS L P / ARCHRO SR GLBL 144A 28     | 2028-04-01      | 6.2500%  | 0.0000% | $1925000.00        | $1970198.47        | Corporate Debt Securities                         |
| ASCENT RES UTICA HLDGS LLC / A SR 144A NT 33       | 2033-07-15      | 6.6250%  | 0.0000% | $491000.00         | $508902.06         | Corporate Debt Securities                         |
| ASURION LLC / ASURION CO       SR SEC 144A NT32    | 2032-12-31      | 8.0000%  | 0.0000% | $813000.00         | $855919.17         | Corporate Debt Securities                         |
| ARMOR HOLDCO INC               SR 144A NT8.5%29    | 2029-11-15      | 8.5000%  | 0.0000% | $45000.00          | $45975.52          | Corporate Debt Securities                         |
| ATKORE INC                     SR GLBL 144A 31     | 2031-06-01      | 4.2500%  | 0.0000% | $5000000.00        | $4806126.39        | Corporate Debt Securities                         |
| AVIS BUDGET CAR RENT LLC /AVIS SR GLBL 144A 27     | 2027-07-15      | 5.7500%  | 0.0000% | $4200000.00        | $4207458.50        | Corporate Debt Securities                         |
| AVIS BUDGET CAR RENT LLC /AVIS SR GLBL 144A 29     | 2029-03-01      | 5.3750%  | 0.0000% | $125000.00         | $124795.82         | Corporate Debt Securities                         |
| BBVA MEXICO SA INSTITUCION DE  LW TIER II 34       | 2034-09-13      | 5.8750%  | 0.0000% | $300000.00         | $306401.29         | Corporate Debt Securities                         |
| BAIN CAP SPECIALTY FIN INC     SR GLBL NT 31       | 2031-03-01      | 5.9500%  | 0.0000% | $2881000.00        | $2838491.65        | Corporate Debt Securities                         |
| BALDWIN INS GROUP HLDGS LLC /  SR SEC GLBL 31      | 2031-05-15      | 7.1250%  | 0.0000% | $50000.00          | $52376.19          | Corporate Debt Securities                         |
| ICAHN ENTERPRISES LP/CORP      SR SEC GLBL 29      | 2029-11-15      | 10.0000% | 0.0000% | $150000.00         | $154403.00         | Corporate Debt Securities                         |
| IHEARTCOMMUNICATIONS INC       1LIEN GLBL 28       | 2028-01-15      | 4.7500%  | 0.0000% | $7909000.00        | $7259664.51        | Corporate Debt Securities                         |
| CRESCENT ENERGY FINANCE LLC    SR GLBL 144A 29     | 2029-07-31      | 7.7500%  | 0.0000% | $82000.00          | $85075.00          | Corporate Debt Securities                         |
| INSTALLED BLDG PRODS INC       SR GLBL 144A 34     | 2034-02-01      | 5.6250%  | 0.0000% | $2237000.00        | $2246208.05        | Corporate Debt Securities                         |
| MATTERHORN RE LTD              -A VR 144A NT 27    | 2027-01-25      | 10.9070% | 0.0000% | $2142000.00        | $2096049.58        | Corporate Debt Securities                         |
| MELCO RESORTS FIN LTD          SR 144A NT 32       | 2032-04-17      | 7.6250%  | 0.0000% | $316000.00         | $338213.53         | Corporate Debt Securities                         |
| ION PLATFORM FINANCE S.A R.L.  SR SEC 144A NT32    | 2032-09-30      | 7.8750%  | 0.0000% | $3804000.00        | $3438202.60        | Corporate Debt Securities                         |
| ION PLATFORM FINANCE S.A R.L.  SR SEC 144A NT29    | 2029-08-01      | 9.0000%  | 0.0000% | $2917000.00        | $2860731.07        | Corporate Debt Securities                         |
| IRON MTN INC DEL               SR GLBL 144A 27     | 2027-09-15      | 4.8750%  | 0.0000% | $3813000.00        | $3880418.61        | Corporate Debt Securities                         |
| IRON MTN INC DEL               SR GLBL 144A 28     | 2028-07-15      | 5.0000%  | 0.0000% | $4999000.00        | $4997666.93        | Corporate Debt Securities                         |
| IRON MTN INC DEL               SR GLBL 144A 30     | 2030-07-15      | 5.2500%  | 0.0000% | $11650000.00       | $11555256.38       | Corporate Debt Securities                         |
| IRON MTN INC DEL               SR GLBL 144A 32     | 2032-07-15      | 5.6250%  | 0.0000% | $675000.00         | $669906.28         | Corporate Debt Securities                         |
| MIDWEST GAMING BORROWER LLC /  SR SEC 144A NT29    | 2029-05-01      | 4.8750%  | 0.0000% | $54000.00          | $53735.51          | Corporate Debt Securities                         |
| JH NORTH AMER HLDGS INC        SR SEC GLBL 31      | 2031-01-31      | 5.8750%  | 0.0000% | $100000.00         | $105270.24         | Corporate Debt Securities                         |
| JH NORTH AMER HLDGS INC        SR SEC GLBL 32      | 2032-07-31      | 6.1250%  | 0.0000% | $6073000.00        | $6436900.06        | Corporate Debt Securities                         |
| JB POINDEXTER & CO INC         SR 144A NT 31       | 2031-12-15      | 8.7500%  | 0.0000% | $54000.00          | $56803.00          | Corporate Debt Securities                         |
| MINERAL RES LTD                SR 144A NT 8%27     | 2027-11-01      | 8.0000%  | 0.0000% | $26000.00          | $27067.76          | Corporate Debt Securities                         |
| JANE STR GROUP LLC / JSG FIN   SR SEC GLBL 32      | 2032-11-01      | 6.1250%  | 0.0000% | $2370000.00        | $2445845.60        | Corporate Debt Securities                         |
| JANE STR GROUP LLC / JSG FIN   SR SEC 144A NT33    | 2033-05-01      | 6.7500%  | 0.0000% | $99000.00          | $104484.35         | Corporate Debt Securities                         |
| JEFFERIES FINANCE LLC/JFIN CP  SR SEC 144A NT31    | 2031-10-15      | 6.6250%  | 0.0000% | $1700000.00        | $1718211.96        | Corporate Debt Securities                         |
| JETBLUE AWYS CORP / JETBLUE LO SR SEC 144A NT31    | 2031-09-20      | 9.8750%  | 0.0000% | $125000.00         | $127577.78         | Corporate Debt Securities                         |
| JONES DESLAURIERS INS MGMT INC SR SEC GLBL 30      | 2030-03-15      | 8.5000%  | 0.0000% | $50000.00          | $54021.25          | Corporate Debt Securities                         |
| K HOVNANIAN ENTERPRISES INC    SR GLBL 144A 33     | 2033-10-01      | 8.3750%  | 0.0000% | $1937000.00        | $2039021.52        | Corporate Debt Securities                         |
| KAISER ALUMINIUM CORPORATION   SR GLBL 144A 31     | 2031-06-01      | 4.5000%  | 0.0000% | $34000.00          | $33086.59          | Corporate Debt Securities                         |
| KAROON USA FIN INC             SR SEC GLBL 29      | 2029-05-14      | 10.5000% | 0.0000% | $853000.00         | $899775.68         | Corporate Debt Securities                         |
| KB HOME                        SR GLBL NT 27       | 2027-06-15      | 6.8750%  | 0.0000% | $96000.00          | $98632.68          | Corporate Debt Securities                         |
| KENDALL RE LTD                 EXTND SR 144A 31    | 2031-04-30      | 9.7968%  | 0.0000% | $3694000.00        | $3902445.12        | Corporate Debt Securities                         |
| MONEYGRAM INTL INC             SR SEC 144A NT30    | 2030-06-01      | 9.0000%  | 0.0000% | $1043000.00        | $655097.87         | Corporate Debt Securities                         |
| KILIMANJARO II RE LTD          EXTND-B 144A 31     | 2031-01-08      | 10.8100% | 0.0000% | $3300000.00        | $3511550.17        | Corporate Debt Securities                         |
| KINETIK HLDGS LP               SR GLBL 144A 28     | 2028-12-15      | 6.6250%  | 0.0000% | $37000.00          | $38397.17          | Corporate Debt Securities                         |
| KIOXIA HLDGS CORP              SR 144A NT 30       | 2030-07-24      | 6.2500%  | 0.0000% | $3764000.00        | $3893901.91        | Corporate Debt Securities                         |
| KIZUNA RE III PTE LTD          -A-20241 144A 29    | 2029-04-09      | 6.3974%  | 0.0000% | $2750000.00        | $2810225.00        | Corporate Debt Securities                         |
| KLABIN AUSTRIA GMBH            SR GLBL 144A 29     | 2029-04-03      | 5.7500%  | 0.0000% | $990000.00         | $1026122.62        | Corporate Debt Securities                         |
| MURPHY OIL USA INC             SR GLBL NT 29       | 2029-09-15      | 4.7500%  | 0.0000% | $207000.00         | $209714.29         | Corporate Debt Securities                         |
| BATH & BODY WORKS INC          SR GLBL NT 35       | 2035-11-01      | 6.8750%  | 0.0000% | $546000.00         | $561438.98         | Corporate Debt Securities                         |
| LGI HOMES INC                  SR GLBL 144A 29     | 2029-07-15      | 4.0000%  | 0.0000% | $99000.00          | $91166.79          | Corporate Debt Securities                         |
| LGI HOMES INC                  SR GLBL 144A 28     | 2028-12-15      | 8.7500%  | 0.0000% | $2037000.00        | $2146829.95        | Corporate Debt Securities                         |
| NRG ENERGY INC                 SR GLBL NT 28       | 2028-01-15      | 5.7500%  | 0.0000% | $75000.00          | $75224.69          | Corporate Debt Securities                         |
| LAMAR MEDIA CORP               SR GLBL NT 4%30     | 2030-02-15      | 4.0000%  | 0.0000% | $382000.00         | $371418.60         | Corporate Debt Securities                         |
| LAMAR MEDIA CORP               SR GLBL NT 29       | 2029-01-15      | 4.8750%  | 0.0000% | $20000.00          | $20374.83          | Corporate Debt Securities                         |
| LAMB WESTON HLDGS INC          SR GLBL 144A 28     | 2028-05-15      | 4.8750%  | 0.0000% | $123000.00         | $124305.80         | Corporate Debt Securities                         |
| CRESCENT ENERGY FINANCE LLC    SR GLBL 144A 32     | 2032-04-15      | 7.8750%  | 0.0000% | $6316000.00        | $6441743.67        | Corporate Debt Securities                         |
| LAS VEGAS SANDS CORP           SR GLBL NT5.9%27    | 2027-06-01      | 5.9000%  | 0.0000% | $86000.00          | $88394.19          | Corporate Debt Securities                         |
| LAS VEGAS SANDS CORP           SR GLBL NT6.2%34    | 2034-08-15      | 6.2000%  | 0.0000% | $13202000.00       | $14170982.79       | Corporate Debt Securities                         |
| LAS VEGAS SANDS CORP           SR GLBL NT 28       | 2028-06-15      | 5.6250%  | 0.0000% | $232000.00         | $239104.13         | Corporate Debt Securities                         |
| LAS VEGAS SANDS CORP           SR GLBL NT 6%30     | 2030-06-14      | 6.0000%  | 0.0000% | $48000.00          | $50559.20          | Corporate Debt Securities                         |
| LATAM AIRLINES GROUP SA        SR SEC GLBL 30      | 2030-04-15      | 7.8750%  | 0.0000% | $2600000.00        | $2779006.75        | Corporate Debt Securities                         |
| LEVEL 3 FING INC               1LIEN GLBL 33       | 2033-06-30      | 6.8750%  | 0.0000% | $72000.00          | $74730.90          | Corporate Debt Securities                         |
| NRG ENERGY INC                 SR GLBL 144A 34     | 2034-11-01      | 6.2500%  | 0.0000% | $28000.00          | $29135.44          | Corporate Debt Securities                         |
| NATURE COAST RE LTD            EXTND-A 144A 30     | 2030-12-07      | 13.5468% | 0.0000% | $650000.00         | $663195.00         | Corporate Debt Securities                         |
| LIBERTY MUT GROUP INC          JR SB -F 144A 51    | 2051-12-15      | 4.1250%  | 0.0000% | $50000.00          | $49804.31          | Corporate Debt Securities                         |
| LIFEPOINT HEALTH INC           SR SEC 144A NT30    | 2030-10-15      | 11.0000% | 0.0000% | $37000.00          | $41542.98          | Corporate Debt Securities                         |
| LIFEPOINT HEALTH INC           SR 144A NT 10%32    | 2032-06-01      | 10.0000% | 0.0000% | $2900000.00        | $3111696.78        | Corporate Debt Securities                         |
| LIGHTNING PWR LLC              SR SEC 144A NT32    | 2032-08-15      | 7.2500%  | 0.0000% | $99000.00          | $108620.74         | Corporate Debt Securities                         |
| BATH & BODY WORKS INC          SR NT 7.6%37        | 2037-07-15      | 7.6000%  | 0.0000% | $8117000.00        | $8106664.35        | Corporate Debt Securities                         |
| LINDBLAD EXPEDITIONS LLC       1LIEN GLBL 30       | 2030-09-15      | 7.0000%  | 0.0000% | $88000.00          | $94680.18          | Corporate Debt Securities                         |
| LIONS GATE CAPITAL HOLDINGS    SR GLBL 144A 29     | 2029-04-15      | 5.5000%  | 0.0000% | $1888000.00        | $1580750.03        | Corporate Debt Securities                         |
| NEW FLYER HLDGS INC            2LIEN GLBL 30       | 2030-07-01      | 9.2500%  | 0.0000% | $88000.00          | $95400.92          | Corporate Debt Securities                         |
| LOGISTICS RE LIMITED           EXTND-A 144A 32     | 2032-12-21      | 9.5200%  | 0.0000% | $350000.00         | $357280.00         | Corporate Debt Securities                         |
| LONDON BRDG 2 PCC LTD          -A-20251 144A 29    | 2029-01-09      | 11.1500% | 0.0000% | $3000000.00        | $3089700.00        | Corporate Debt Securities                         |
| LONDON BRDG 2 PCC LTD          EXT GLBL 144A 33    | 2033-04-06      | 8.6800%  | 0.0000% | $19810000.00       | $20473635.00       | Corporate Debt Securities                         |
| LONG PT RE IV LTD              -A VR 144A NT 26    | 2026-06-01      | 7.8100%  | 0.0000% | $4000000.00        | $4023200.00        | Corporate Debt Securities                         |
| LUCA RE LTD                    -A VR 144A NT 28    | 2028-07-22      | 10.8200% | 0.0000% | $6325000.00        | $6521707.50        | Corporate Debt Securities                         |
| LUMEN TECHNOLOGIES INC         GLBL 144A NT 30     | 2030-04-15      | 4.1250%  | 0.0000% | $171738.00         | $174737.62         | Corporate Debt Securities                         |
| MBIA INC                       SR GLBL NT5.7%34    | 2034-12-01      | 5.7000%  | 0.0000% | $79000.00          | $74348.61          | Corporate Debt Securities                         |
| M D C HLDGS INC                SR NT 6%43          | 2043-01-15      | 6.0000%  | 0.0000% | $2957000.00        | $2793448.33        | Corporate Debt Securities                         |
| MGM RESORTS INTERNATIONAL      SR GLBL NT6.5%32    | 2032-04-15      | 6.5000%  | 0.0000% | $70000.00          | $73039.98          | Corporate Debt Securities                         |
| MPH ACQUISITION HLDGS LLC      SR SEC GLBL 30      | 2030-12-31      | 5.7500%  | 0.0000% | $3387764.00        | $2917711.75        | Corporate Debt Securities                         |
| MACQUARIE AIRFINANCE HLDGS LTD SR 144A NT6.4%29    | 2029-03-26      | 6.4000%  | 0.0000% | $96000.00          | $102836.59         | Corporate Debt Securities                         |
| MACQUARIE AIRFINANCE HLDGS LTD SR 144A NT6.5%31    | 2031-03-26      | 6.5000%  | 0.0000% | $98000.00          | $106984.53         | Corporate Debt Securities                         |
| MACQUARIE AIRFINANCE HLDGS LTD SR 144A NT 30       | 2030-03-17      | 5.1500%  | 0.0000% | $90000.00          | $92845.48          | Corporate Debt Securities                         |
| MACYS RETAIL HLDGS LLC         SR GLBL NT4.5%34    | 2034-12-15      | 4.5000%  | 0.0000% | $21000.00          | $18971.51          | Corporate Debt Securities                         |
| MADISON IAQ LLC                SR 144A NT 29       | 2029-06-30      | 5.8750%  | 0.0000% | $1512000.00        | $1519583.94        | Corporate Debt Securities                         |
| WARNERMEDIA HLDGS INC          SR GLBL NT 29       | 2029-03-15      | 4.0540%  | 0.0000% | $1054000.00        | $998140.64         | Corporate Debt Securities                         |
| WARNERMEDIA HLDGS INC          SR GLBL NT 42       | 2042-03-15      | 5.0500%  | 0.0000% | $19858000.00       | $13283760.88       | Corporate Debt Securities                         |
| MAGIC MERGECO INC              1LIEN 144A NT 28    | 2028-05-01      | 5.2500%  | 0.0000% | $4005000.00        | $4023539.81        | Corporate Debt Securities                         |
| MAGIC MERGECO INC              SR 144A NT 29       | 2029-05-01      | 7.8750%  | 0.0000% | $45000.00          | $44810.49          | Corporate Debt Securities                         |
| MAGNERA CORP                   SR SEC GLBL 31      | 2031-11-15      | 7.2500%  | 0.0000% | $297000.00         | $289915.31         | Corporate Debt Securities                         |
| MARATHON OIL CORP              GLBL NT 5.3%29      | 2029-04-01      | 5.3000%  | 0.0000% | $70000.00          | $72915.46          | Corporate Debt Securities                         |
| NEW HOME CO INC                SR 144A NT8.5%30    | 2030-11-01      | 8.5000%  | 0.0000% | $18000.00          | $19148.11          | Corporate Debt Securities                         |
| MASCHPARK RE LTD               EXTND AUTOCLL 28    | 2028-07-10      | 7.0200%  | 0.0000% | $3250000.00        | $3330600.00        | Corporate Debt Securities                         |
| NEWELL BRANDS INC              SR GLBL NT 32       | 2032-05-15      | 6.6250%  | 0.0000% | $287000.00         | $286165.43         | Corporate Debt Securities                         |
| ADVANCE AUTO PARTS INC         GLBL NT 5.95%28     | 2028-03-09      | 5.9500%  | 0.0000% | $65000.00          | $67962.32          | Corporate Debt Securities                         |
| AECOM                          SR GLBL 144A 33     | 2033-08-01      | 6.0000%  | 0.0000% | $7000.00           | $7379.00           | Corporate Debt Securities                         |
| AETHON UTD BR LP / AETHON UTD  SR 144A NT7.5%29    | 2029-10-01      | 7.5000%  | 0.0000% | $11636000.00       | $12541532.91       | Corporate Debt Securities                         |
| ALLWYN ENTMT FING UK PLC       SR SEC 144A NT29    | 2029-04-30      | 7.8750%  | 0.0000% | $698000.00         | $728231.25         | Corporate Debt Securities                         |
| ALAMO RE LTD                   EXT GLBL 144A 31    | 2031-06-07      | 10.0600% | 0.0000% | $9000000.00        | $9414900.00        | Corporate Debt Securities                         |
| VERMILION ENERGY INC           SR 144A NT 33       | 2033-02-15      | 7.2500%  | 0.0000% | $2354000.00        | $2365108.92        | Corporate Debt Securities                         |
| VIASAT INC                     1LIEN GLBL 27       | 2027-04-15      | 5.6250%  | 0.0000% | $485000.00         | $492321.68         | Corporate Debt Securities                         |
| PARAMOUNT GLOBAL               SR NT 6.75%37       | 2037-10-05      | 6.7500%  | 0.0000% | $2576000.00        | $2468149.32        | Corporate Debt Securities                         |
| PARAMOUNT GLOBAL               SR DEB 5.25%44      | 2044-04-01      | 5.2500%  | 0.0000% | $1061000.00        | $792560.81         | Corporate Debt Securities                         |
| VIKING CRUISES LTD             SR 144A NT 31       | 2031-07-15      | 9.1250%  | 0.0000% | $2317000.00        | $2482438.63        | Corporate Debt Securities                         |
| VIKING CRUISES LTD             SR GLBL 144A 33     | 2033-10-15      | 5.8750%  | 0.0000% | $49000.00          | $50618.52          | Corporate Debt Securities                         |
| VIKING OCEAN CRUISES SHIP VII  SR SEC GLBL 29      | 2029-02-15      | 5.6250%  | 0.0000% | $3896000.00        | $3996482.71        | Corporate Debt Securities                         |
| VIRGIN MEDIA O2 VENDOR FING    SR SEC GLBL 33      | 2033-03-15      | 8.5000%  | 0.0000% | $565000.00         | $564742.93         | Corporate Debt Securities                         |
| VIRGIN MEDIA FINANCE PLC       SR GLBL 144A 30     | 2030-07-15      | 5.0000%  | 0.0000% | $200000.00         | $176514.67         | Corporate Debt Securities                         |
| VIRGIN MEDIA SECD FIN PLC      1LIEN GLBL 29       | 2029-05-15      | 5.5000%  | 0.0000% | $300000.00         | $299960.50         | Corporate Debt Securities                         |
| VOLTAGRID LLC                  2LIEN 144A NT 30    | 2030-11-01      | 7.3750%  | 0.0000% | $2646000.00        | $2720189.43        | Corporate Debt Securities                         |
| WAYFAIR LLC                    SR SEC GLBL 29      | 2029-10-31      | 7.2500%  | 0.0000% | $41000.00          | $43723.87          | Corporate Debt Securities                         |
| WAYFAIR LLC                    SR SEC GLBL 30      | 2030-09-15      | 7.7500%  | 0.0000% | $4827000.00        | $5275923.07        | Corporate Debt Securities                         |
| WEEKLEY HOMES LLC/ FIN CORP    SR 144A NT 34       | 2034-01-15      | 6.7500%  | 0.0000% | $42000.00          | $42650.16          | Corporate Debt Securities                         |
| WELLS FARGO & CO               PERP SUB GLBL FF    | 2500-12-31      | 6.8500%  | 0.0000% | $93000.00          | $97918.07          | Corporate Debt Securities                         |
| WESCO DISTR INC                GLBL 144A NT 28     | 2028-06-15      | 7.2500%  | 0.0000% | $450000.00         | $459631.12         | Corporate Debt Securities                         |
| WESCO DISTR INC                SR GLBL 144A 33     | 2033-03-15      | 6.3750%  | 0.0000% | $30000.00          | $31972.99          | Corporate Debt Securities                         |
| WESTERN DIGITAL CORP           SR GLBL NT 26       | 2026-02-15      | 4.7500%  | 0.0000% | $207000.00         | $211403.06         | Corporate Debt Securities                         |
| WESTERN DIGITAL CORP           SR GLBL NT3.1%32    | 2032-02-01      | 3.1000%  | 0.0000% | $6554000.00        | $6153969.33        | Corporate Debt Securities                         |
| WHIRLPOOL CORP                 SR GLBL NT 43       | 2043-03-01      | 5.1500%  | 0.0000% | $199000.00         | $167320.25         | Corporate Debt Securities                         |
| WHITE CAP SUPPLY HLDGS LLC     SR GLBL 144A 30     | 2030-11-15      | 7.3750%  | 0.0000% | $5100000.00        | $5402880.50        | Corporate Debt Securities                         |
| WILDFIRE INTER HLDGS LLC       SR 144A NT7.5%29    | 2029-10-15      | 7.5000%  | 0.0000% | $114000.00         | $118176.39         | Corporate Debt Securities                         |
| WILLIAMS SCOTSMAN INC          SR SEC GLBL 29      | 2029-06-15      | 6.6250%  | 0.0000% | $25000.00          | $26046.03          | Corporate Debt Securities                         |
| WINDSTREAM SVCS LLC / WINDSTRE 1M 144A NT 31       | 2031-10-01      | 8.2500%  | 0.0000% | $7128000.00        | $7637800.50        | Corporate Debt Securities                         |
| WINDSTREAM SVCS LLC            1LIEN GLBL 33       | 2033-10-15      | 7.5000%  | 0.0000% | $55765000.00       | $58567748.90       | Corporate Debt Securities                         |
| WOLFSPEED INC                  2LIEN GLBL PIK31    | 2031-06-15      | 7.0000%  | 0.0000% | $716416.00         | $587461.12         | Corporate Debt Securities                         |
| WOLVERINE WORLD WIDE INC       SR GLBL 144A 29     | 2029-08-15      | 4.0000%  | 0.0000% | $3809000.00        | $3633874.88        | Corporate Debt Securities                         |
| WRIGLEY RE LIMITED             EXTND-A 144A 30     | 2030-08-07      | 9.7500%  | 0.0000% | $1745000.00        | $1782343.00        | Corporate Debt Securities                         |
| WRIGLEY RE LIMITED             EXTND-B 144A 30     | 2030-08-07      | 10.2200% | 0.0000% | $3240000.00        | $3289248.00        | Corporate Debt Securities                         |
| ATHILON CAP CORP               FLT 144A NT 45      | 2045-02-03      | 0.0000%  | 0.0000% | $2500000.00        | $989086.72         | Corporate Debt Securities                         |
| TRAVEL PLUS LEISURE CO         1LIEN GLBL 30       | 2030-03-01      | 4.6250%  | 0.0000% | $57000.00          | $56770.42          | Corporate Debt Securities                         |
| XPO INC                        SR SEC GLBL 28      | 2028-06-01      | 6.2500%  | 0.0000% | $1828000.00        | $1880249.83        | Corporate Debt Securities                         |
| XPLR INFRASTRUCTURE            SR 144A NT 31       | 2031-01-15      | 8.3750%  | 0.0000% | $7000.00           | $7381.36           | Corporate Debt Securities                         |
| X AI LLC / X AI CO ISSUER CORP SR SEC NT12.5%30    | 2030-06-30      | 12.5000% | 0.0000% | $68428000.00       | $76568080.83       | Corporate Debt Securities                         |
| XEROX CORP                     1LIEN GLBL 30       | 2030-10-15      | 10.2500% | 0.0000% | $924000.00         | $794728.55         | Corporate Debt Securities                         |
| YPF SOCIEDAD ANONIMA           SR GLBL 144A 29     | 2029-06-27      | 8.5000%  | 0.0000% | $200000.00         | $209016.33         | Corporate Debt Securities                         |
| YPF SOCIEDAD ANONIMA           SR GLBL 144A 34     | 2034-01-17      | 8.2500%  | 0.0000% | $250000.00         | $254292.29         | Corporate Debt Securities                         |
| YINSON BORONIA PRODTN B V      SR SEC GLBL 42      | 2042-07-31      | 8.9470%  | 0.0000% | $5479000.00        | $6205110.76        | Corporate Debt Securities                         |
| YUM BRANDS INC                 SR GLBL NT 31       | 2031-03-15      | 3.6250%  | 0.0000% | $123000.00         | $117914.41         | Corporate Debt Securities                         |
| ZF NORTH AMER CAP INC          144A NT 7.125%30    | 2030-04-14      | 7.1250%  | 0.0000% | $1858000.00        | $1933749.11        | Corporate Debt Securities                         |
| ZF NORTH AMER CAP INC          144A NT 7.5%31      | 2031-03-24      | 7.5000%  | 0.0000% | $1850000.00        | $1940021.00        | Corporate Debt Securities                         |
| ZAYO GROUP HLDGS INC           1LIEN GLBL PIK30    | 2030-03-09      | 9.2500%  | 0.0000% | $99741.00          | $99394.68          | Corporate Debt Securities                         |
| ZOOMINFO TECHNOLOGIES LLC / ZO SR GLBL 144A 29     | 2029-02-01      | 3.8750%  | 0.0000% | $537000.00         | $501755.27         | Corporate Debt Securities                         |
| KLABIN AUSTRIA GMBH            SR GLBL-- REGS49    | 2049-04-03      | 7.0000%  | 0.0000% | $236000.00         | $249619.56         | Corporate Debt Securities                         |
| CAPSTONE COPPER CORP           SR REGS NT 33       | 2033-03-31      | 6.7500%  | 0.0000% | $500000.00         | $530670.00         | Corporate Debt Securities                         |
| FIRST QUANTUM MINERALS LTD     SR REGS NT 34       | 2034-02-15      | 7.2500%  | 0.0000% | $200000.00         | $216746.44         | Corporate Debt Securities                         |
| IAMGOLD CORP                   SR GLBL REGS 28     | 2028-10-15      | 5.7500%  | 0.0000% | $28000.00          | $28575.14          | Corporate Debt Securities                         |
| ENFRAGEN ENERGIA SUR S A U / P SR SEC GLBL 30      | 2030-12-30      | 5.3750%  | 0.0000% | $273000.00         | $256213.00         | Corporate Debt Securities                         |
| ALTICE FRANCE S A              SR SEC GLBL 32      | 2032-03-15      | 6.5000%  | 0.0000% | $4331552.00        | $4320316.44        | Corporate Debt Securities                         |
| AVIANCA MIDCO 2 LTD            SR SEC REGS NT30    | 2030-02-14      | 9.6250%  | 0.0000% | $207000.00         | $221403.46         | Corporate Debt Securities                         |
| GRUPO AVAL LTD                 SR GLBL REGS 30     | 2030-02-04      | 4.3750%  | 0.0000% | $340000.00         | $319501.40         | Corporate Debt Securities                         |
| INDUSTRIAL SUB TR 20           SUB GLBL REGS 36    | 2036-04-15      | 6.5500%  | 0.0000% | $4420000.00        | $4486870.92        | Corporate Debt Securities                         |
| LIMA METRO LINE 2 FIN LTD      SR SEC GLBL 36      | 2036-04-05      | 4.3500%  | 0.0000% | $266000.00         | $194127.09         | Corporate Debt Securities                         |
| VIKING CRUISES LTD             SR GLBL REGS 33     | 2033-10-15      | 5.8750%  | 0.0000% | $76000.00          | $78510.35          | Corporate Debt Securities                         |
| WYNN MACAU LTD                 SR GLBL REGS 29     | 2029-12-15      | 5.1250%  | 0.0000% | $200000.00         | $199865.25         | Corporate Debt Securities                         |
| NISSAN MOTOR CO LTD            SR REGS NT 32       | 2032-07-17      | 7.7500%  | 0.0000% | $200000.00         | $212067.72         | Corporate Debt Securities                         |
| RAKUTEN GROUP INC              SR REGS NT 27       | 2027-02-15      | 11.2500% | 0.0000% | $500000.00         | $557626.25         | Corporate Debt Securities                         |
| AEGEA FIN S A R L S A          SR REGS NT 9%31     | 2031-01-20      | 9.0000%  | 0.0000% | $1185000.00        | $1260567.45        | Corporate Debt Securities                         |
| AEGEA FIN S A R L S A          SR GLBL REGS 36     | 2036-01-20      | 7.6250%  | 0.0000% | $700000.00         | $701509.08         | Corporate Debt Securities                         |
| ALTICE FINANCING S.A.          SR SEC GLBL 28      | 2028-01-15      | 5.0000%  | 0.0000% | $3996000.00        | $2925684.72        | Corporate Debt Securities                         |
| ALTICE FRANCE LUX 3            SR REGS NT 10%33    | 2033-01-15      | 10.0000% | 0.0000% | $4430000.00        | $4300009.03        | Corporate Debt Securities                         |
| SAAVI ENERGIA S A R L          SR REGS NT 35       | 2035-02-10      | 8.8750%  | 0.0000% | $924000.00         | $1037919.70        | Corporate Debt Securities                         |
| INNOPHOS HOLDINGS INC          JR 144A NT 29       | 2029-06-15      | 11.5000% | 0.0000% | $99550.00          | $99829.24          | Corporate Debt Securities                         |
| INTEGRITY RE LTD               EXT GLBL 144A 31    | 2031-06-06      | 14.0740% | 0.0000% | $714000.00         | $741087.02         | Corporate Debt Securities                         |
| INTEGRITY RE LTD               EXT GLBL 144A 31    | 2031-06-06      | 16.8420% | 0.0000% | $1750000.00        | $1843486.75        | Corporate Debt Securities                         |
| INTERPUBLIC GROUP COS INC      SR GLBL NT 28       | 2028-10-01      | 4.6500%  | 0.0000% | $8000.00           | $7989.69           | Corporate Debt Securities                         |
| IRON MTN INC DEL               SR GLBL 144A 29     | 2029-02-15      | 7.0000%  | 0.0000% | $5131000.00        | $5439390.20        | Corporate Debt Securities                         |
| JACOBS ENTMT INC               SR 144A NT 29       | 2029-02-15      | 6.7500%  | 0.0000% | $100000.00         | $101763.75         | Corporate Debt Securities                         |
| KILIMANJARO II RE LTD          EXTND-A 144A 31     | 2031-01-08      | 9.8100%  | 0.0000% | $607000.00         | $638806.80         | Corporate Debt Securities                         |
| KLABIN AUSTRIA GMBH            SR GLBL 144A 31     | 2031-01-12      | 3.2000%  | 0.0000% | $445000.00         | $403517.10         | Corporate Debt Securities                         |
| LSB INDS INC                   SR SEC GLBL 28      | 2028-10-15      | 6.2500%  | 0.0000% | $98000.00          | $99785.48          | Corporate Debt Securities                         |
| LEVI STRAUSS & CO NEW          SR GLBL 144A 31     | 2031-03-01      | 3.5000%  | 0.0000% | $24000.00          | $22808.07          | Corporate Debt Securities                         |
| LIBERTY MEDIA CORP DEL         SR NT     8.5%29    | 2029-07-15      | 8.5000%  | 0.0000% | $14220000.00       | $1045762.50        | Corporate Debt Securities                         |
| LITHIA MTRS INC                SR GLBL 144A 31     | 2031-01-15      | 4.3750%  | 0.0000% | $124000.00         | $119610.76         | Corporate Debt Securities                         |
| MARTIN MIDSTREAM PARTNERS LP   SR SEC GLBL 28      | 2028-02-15      | 11.5000% | 0.0000% | $99000.00          | $108178.12         | Corporate Debt Securities                         |
| ADVANCE AUTO PARTS INC         SR GLBL NT 27       | 2027-10-01      | 1.7500%  | 0.0000% | $27000.00          | $25782.43          | Corporate Debt Securities                         |
| ALAMO RE LTD                   EXTND-A 144A 30     | 2030-06-07      | 12.6000% | 0.0000% | $2533000.00        | $2597338.20        | Corporate Debt Securities                         |
| NIELSEN FIN LLC/ NIELSEN FIN   SR GLBL 144A 29     | 2029-07-15      | 4.5000%  | 0.0000% | $222000.00         | $132694.73         | Corporate Debt Securities                         |
| PARAMOUNT GLOBAL               SR DEB 5.85%43      | 2043-09-01      | 5.8500%  | 0.0000% | $1683000.00        | $1395766.60        | Corporate Debt Securities                         |
| ALTERYX INC                    SR GLBL 144A 28     | 2028-03-15      | 8.7500%  | 0.0000% | $591000.00         | $610392.19         | Corporate Debt Securities                         |
| AQUILA RE I LTD 2023-1         EXT-A-1 144A 30     | 2030-06-08      | 8.9000%  | 0.0000% | $250000.00         | $253500.00         | Corporate Debt Securities                         |
| ARMOR RE LTD                   EXTND-A 144A 31     | 2031-05-07      | 13.7600% | 0.0000% | $9400000.00        | $10043900.00       | Corporate Debt Securities                         |
| ARSENAL AIC PARENT LLC         SR 144A NT 31       | 2031-10-01      | 11.5000% | 0.0000% | $100000.00         | $114092.39         | Corporate Debt Securities                         |
| ASHERA RE LTD                  EXTND-A 144A 31     | 2031-04-08      | 8.7368%  | 0.0000% | $1800000.00        | $1847700.00        | Corporate Debt Securities                         |
| VICTORIAS SECRET AND CO        SR 144A NT 29       | 2029-07-15      | 4.6250%  | 0.0000% | $195000.00         | $190904.43         | Corporate Debt Securities                         |
| VITALITY RE XV LTD             -2024 VR 144A 28    | 2028-01-07      | 7.0200%  | 0.0000% | $1000000.00        | $1019800.00        | Corporate Debt Securities                         |
| VORNADO RLTY L P               GLBL NT 3.4%31      | 2031-06-01      | 3.4000%  | 0.0000% | $1560000.00        | $1431053.87        | Corporate Debt Securities                         |
| TRAVEL PLUS LEISURE CO         CR SEN SR SEC 27    | 2027-04-01      | 6.0000%  | 0.0000% | $12000.00          | $12373.00          | Corporate Debt Securities                         |
| ACU PETROLEO LUXEMBOURG S A R  SR SEC GLBL 35      | 2035-07-13      | 7.5000%  | 0.0000% | $367000.00         | $318563.22         | Corporate Debt Securities                         |
| BREAKWATER ENERGY HOLDINGS SA  SR SEC REGS NT30    | 2030-11-15      | 9.2500%  | 0.0000% | $250000.00         | $264332.94         | Corporate Debt Securities                         |
| CSN RESOURCES SA               SR GLBL REGS 30     | 2030-12-05      | 8.8750%  | 0.0000% | $3300000.00        | $3214988.79        | Corporate Debt Securities                         |
| MC BRAZIL DOWNSTREAM TRADING S SR SEC GLBL 31      | 2031-06-30      | 7.2500%  | 0.0000% | $785000.00         | $637989.90         | Corporate Debt Securities                         |
| MILLICOM INTL CELLULAR S A     SR GLBL REGS 28     | 2028-01-15      | 5.1250%  | 0.0000% | $512000.00         | $461392.32         | Corporate Debt Securities                         |
| REDE D OR FIN S A R L          GLBL REGS NT 30     | 2030-01-22      | 4.5000%  | 0.0000% | $200000.00         | $194212.00         | Corporate Debt Securities                         |
| BRASKEM NETH FIN B V           SR GLBL REGS 50     | 2050-01-31      | 5.8750%  | 0.0000% | $2938000.00        | $1177036.25        | Corporate Debt Securities                         |
| YINSON BERGENIA PRODUCTION     SR SEC REGS NT45    | 2045-01-31      | 8.4980%  | 0.0000% | $315000.00         | $351706.95         | Corporate Debt Securities                         |
| AEROPUERTOS DOMINICANOS SIGLO  SR SEC REGS NT34    | 2034-06-30      | 7.0000%  | 0.0000% | $1121000.00        | $1182120.66        | Corporate Debt Securities                         |
| AGROSUPER SA                   SR REGS NT4.6%32    | 2032-01-20      | 4.6000%  | 0.0000% | $505000.00         | $484202.98         | Corporate Debt Securities                         |
| BANCO DAVIVIENDA SA            LW TIER II 35       | 2035-07-02      | 8.1250%  | 0.0000% | $200000.00         | $210013.89         | Corporate Debt Securities                         |
| BANCO DE GALICIA Y BUENOS AIRE GLBL REGS NT 28     | 2028-10-10      | 7.7500%  | 0.0000% | $90500.00          | $94905.59          | Corporate Debt Securities                         |
| BANCO MACRO S A                FR 8%062329         | 2029-06-23      | 8.0000%  | 0.0000% | $71000.00          | $73238.08          | Corporate Debt Securities                         |
| BANCO INTERNATIONAL DEL PERU   LW TIER II 35       | 2035-04-30      | 6.3970%  | 0.0000% | $1500000.00        | $1581138.75        | Corporate Debt Securities                         |
| BANCO MERCANTILE DEL NORTE SA  ALT TIER I PERP     | 2500-12-31      | 7.6250%  | 0.0000% | $582000.00         | $599467.76         | Corporate Debt Securities                         |
| BANCO MERCANTILE DEL NORTE SA  ALT TIER I PERP     | 2500-12-31      | 7.5000%  | 0.0000% | $287000.00         | $299000.91         | Corporate Debt Securities                         |
| BANCO MERCANTILE DEL NORTE SA  ALT TIER I PERP     | 2500-12-31      | 8.3750%  | 0.0000% | $1071000.00        | $1156650.25        | Corporate Debt Securities                         |
| BANCO DO BRASIL S A            FR 6.25%041830      | 2030-04-18      | 6.2500%  | 0.0000% | $279000.00         | $294913.69         | Corporate Debt Securities                         |
| CEMEX SA EURO MTN BE 144A      PERP SUB REGS NT    | 2500-12-31      | 5.1250%  | 0.0000% | $1948000.00        | $1984437.88        | Corporate Debt Securities                         |
| CENTRAIS ELET BRAS SA          SR GLBL REGS 35     | 2035-01-11      | 6.5000%  | 0.0000% | $382000.00         | $396306.11         | Corporate Debt Securities                         |
| CENTRAIS ELET BRAS SA          SR GLBL REGS 30     | 2030-02-04      | 4.6250%  | 0.0000% | $2456000.00        | $2432449.69        | Corporate Debt Securities                         |
| PROVINCIA DEL CHACO            GLBL AMZ REGS 28    | 2028-02-18      | 8.2500%  | 0.0000% | $19000.00          | $10154.75          | Corporate Debt Securities                         |
| CIBANCO S A INSTITUCION DE BAN SR GLBL REGS 31     | 2031-07-22      | 4.3750%  | 0.0000% | $300000.00         | $265089.67         | Corporate Debt Securities                         |
| COMISION EJECUTIVA HIDROELECTR SR GLBL REGS 33     | 2033-01-24      | 8.6500%  | 0.0000% | $2086000.00        | $2229290.82        | Corporate Debt Securities                         |
| COMPANIA GEN DE COMBUSTIBLES   SR REGS NT 30       | 2030-11-28      | 11.8750% | 0.0000% | $300000.00         | $303660.42         | Corporate Debt Securities                         |
| EMPRESA ELECTRICA COCHRANE SPA SR SEC GLBL 27      | 2027-05-14      | 5.5000%  | 0.0000% | $1170000.00        | $273964.69         | Corporate Debt Securities                         |
| GRAPHIC PACKAGING INTL LLC     SR GLBL 144A 30     | 2030-02-01      | 3.7500%  | 0.0000% | $499000.00         | $481642.70         | Corporate Debt Securities                         |
| GRAPHIC PACKAGING INTL LLC     SR GLBL 144A 32     | 2032-07-15      | 6.3750%  | 0.0000% | $403000.00         | $408668.70         | Corporate Debt Securities                         |
| GRAY MEDIA INC                 1LIEN GLBL 33       | 2033-08-15      | 7.2500%  | 0.0000% | $350000.00         | $370708.43         | Corporate Debt Securities                         |
| GRIFFON CORP                   SR GLBL NT 28       | 2028-03-01      | 5.7500%  | 0.0000% | $3405000.00        | $3487055.77        | Corporate Debt Securities                         |
| GROUP 1 AUTOMOTIVE INC         SR GLBL 144A 28     | 2028-08-15      | 4.0000%  | 0.0000% | $53000.00          | $52912.20          | Corporate Debt Securities                         |
| GROUP 1 AUTOMOTIVE INC         SR GLBL 144A 30     | 2030-01-15      | 6.3750%  | 0.0000% | $25000.00          | $25730.41          | Corporate Debt Securities                         |
| GRUBHUB HLDGS INC              1LIEN GLBL PIK30    | 2030-07-31      | 13.0000% | 0.0000% | $99835.00          | $86700.49          | Corporate Debt Securities                         |
| GRUPO TELEVISA S A B           SR NT 8.5%32        | 2032-03-11      | 8.5000%  | 0.0000% | $7903000.00        | $8828594.97        | Corporate Debt Securities                         |
| GRUPO TELEVISA S A B           SR GLBL NT 40       | 2040-01-15      | 6.6250%  | 0.0000% | $7759000.00        | $6951756.87        | Corporate Debt Securities                         |
| GRUPO TELEVISA S A B           SR GLBL NT 46       | 2046-01-31      | 6.1250%  | 0.0000% | $11531000.00       | $9441986.38        | Corporate Debt Securities                         |
| HLF FING SARL LLC / HERBALIFE  SR GLBL 144A 29     | 2029-06-01      | 4.8750%  | 0.0000% | $340000.00         | $325247.26         | Corporate Debt Securities                         |
| HNI CORP                       SR SEC GLBL 29      | 2029-01-18      | 5.1250%  | 0.0000% | $1553000.00        | $1538725.34        | Corporate Debt Securities                         |
| HNI CORP 5.125 18JAN29 144A                        | 2029-01-18      | 5.1250%  | 0.0000% | $22000.00          | $22026.28          | Corporate Debt Securities                         |
| HARROW INC                     SR GLBL 144A 30     | 2030-09-15      | 8.6250%  | 0.0000% | $1171000.00        | $1259518.82        | Corporate Debt Securities                         |
| HARVEST MIDSTREAM I L P        SR GLBL 144A 28     | 2028-09-01      | 7.5000%  | 0.0000% | $33000.00          | $34466.25          | Corporate Debt Securities                         |
| HARVEST MIDSTREAM I L P        SR 144A NT7.5%32    | 2032-05-15      | 7.5000%  | 0.0000% | $25000.00          | $26499.12          | Corporate Debt Securities                         |
| HAWAIIAN ELEC CO INC           SR GLBL 144A 33     | 2033-10-01      | 6.0000%  | 0.0000% | $65000.00          | $67386.15          | Corporate Debt Securities                         |
| HEARTLAND DENTAL LLC / HEAR    SR SEC 144A NT28    | 2028-04-30      | 10.5000% | 0.0000% | $972000.00         | $1033658.82        | Corporate Debt Securities                         |
| HELIX ENERGY SOLUTIONS GRP INC SR GLBL 144A 29     | 2029-03-01      | 9.7500%  | 0.0000% | $99000.00          | $107963.87         | Corporate Debt Securities                         |
| HERCULES INC                   JR SB GLBL DB 29    | 2029-06-30      | 6.5000%  | 0.0000% | $3020000.00        | $3081658.33        | Corporate Debt Securities                         |
| HIGHTOWER HOLDING LLC          SR GLBL 144A 29     | 2029-04-15      | 6.7500%  | 0.0000% | $53000.00          | $53937.97          | Corporate Debt Securities                         |
| HILCORP ENERGY I L P / HILCORP SR 144A NT 35       | 2035-02-15      | 7.2500%  | 0.0000% | $4925000.00        | $4931349.15        | Corporate Debt Securities                         |
| HILTON DOMESTIC OPER CO INC    SR GLBL 144A 29     | 2029-04-01      | 5.8750%  | 0.0000% | $70000.00          | $73079.31          | Corporate Debt Securities                         |
| HILTON DOMESTIC OPER CO INC    SR GLBL 144A 34     | 2034-03-31      | 5.5000%  | 0.0000% | $834000.00         | $845107.95         | Corporate Debt Securities                         |
| HILTON GRAND VACATIONS BORROWE SR SEC GLBL 29      | 2029-06-01      | 5.0000%  | 0.0000% | $185000.00         | $181311.92         | Corporate Debt Securities                         |
| HOLOGIC INC                    SR GLBL 144A 29     | 2029-02-15      | 3.2500%  | 0.0000% | $11033000.00       | $11153765.38       | Corporate Debt Securities                         |
| SERVICE PPTYS TR               SR GLBL NT 29       | 2029-10-01      | 4.9500%  | 0.0000% | $30000.00          | $26967.08          | Corporate Debt Securities                         |
| HOWARD MIDSTREAM ENERGY PARTNE SR 144A NT 34       | 2034-01-15      | 6.6250%  | 0.0000% | $123000.00         | $126616.25         | Corporate Debt Securities                         |
| HUB INTL LTD                   SR 144A NT 29       | 2029-12-01      | 5.6250%  | 0.0000% | $1400000.00        | $1412374.25        | Corporate Debt Securities                         |
| HUDSON PAC PPTYS L P           SR GLBL NT 30       | 2030-01-15      | 3.2500%  | 0.0000% | $87000.00          | $73927.74          | Corporate Debt Securities                         |
| HUNT COS INC                   SR SEC 144A NT29    | 2029-04-15      | 5.2500%  | 0.0000% | $170000.00         | $169000.83         | Corporate Debt Securities                         |
| HUNTSMAN INTERNATIONAL LLC     GLBL NT 5.7%34      | 2034-10-15      | 5.7000%  | 0.0000% | $1508000.00        | $1436317.22        | Corporate Debt Securities                         |
| ILIAD HLDG S A S               SR SEC 144A NT28    | 2028-10-15      | 7.0000%  | 0.0000% | $3163000.00        | $3274327.06        | Corporate Debt Securities                         |
| ICAHN ENTERPRISES LP/CORP      SR SEC GLBL NT29    | 2029-01-15      | 9.7500%  | 0.0000% | $2679000.00        | $2708823.97        | Corporate Debt Securities                         |
| GOEASY LTD                     SR 144A NT 28       | 2028-12-01      | 9.2500%  | 0.0000% | $391000.00         | $408755.20         | Corporate Debt Securities                         |
| GOEASY LTD                     SR 144A NT 29       | 2029-07-01      | 7.6250%  | 0.0000% | $433000.00         | $431598.10         | Corporate Debt Securities                         |
| GOEASY LTD                     SR GLBL 144A 30     | 2030-05-15      | 6.8750%  | 0.0000% | $2089000.00        | $2017812.97        | Corporate Debt Securities                         |
| GOEASY LTD                     SR 144A NT 30       | 2030-10-01      | 7.3750%  | 0.0000% | $39000.00          | $38485.53          | Corporate Debt Securities                         |
| GOLDEN BEAR RE LTD             SR FL 144A BD 29    | 2029-01-08      | 13.4000% | 0.0000% | $30000000.00       | $30669330.00       | Corporate Debt Securities                         |
| GOODYEAR TIRE & RUBR CO        SR GLBL NT 30       | 2030-07-15      | 6.6250%  | 0.0000% | $75000.00          | $76996.53          | Corporate Debt Securities                         |
| GRAPHIC PACKAGING INTL LLC     SR GLBL 144A 29     | 2029-03-01      | 3.5000%  | 0.0000% | $26000.00          | $25215.74          | Corporate Debt Securities                         |
| CINCINNATI BELL TEL CO MTN BE  SR GLBL DB6.3%28    | 2028-12-01      | 6.3000%  | 0.0000% | $83000.00          | $83338.23          | Corporate Debt Securities                         |
| CINEMARK USA INC               SR GLBL 144A 32     | 2032-08-01      | 7.0000%  | 0.0000% | $80000.00          | $85519.64          | Corporate Debt Securities                         |
| CITIGROUP INC                  PERP -Z NT7.375%    | 2500-12-31      | 7.3750%  | 0.0000% | $2123000.00        | $2231749.79        | Corporate Debt Securities                         |
| CITIGROUP INC                  PERP GLBL -HH NT    | 2500-12-31      | 6.6250%  | 0.0000% | $583000.00         | $599901.98         | Corporate Debt Securities                         |
| CITGO PETE CORP                SR SEC 144A NT29    | 2029-01-15      | 8.3750%  | 0.0000% | $91000.00          | $94785.56          | Corporate Debt Securities                         |
| CLARIVATE SCIENCE HOLDINGS COR SR GLBL 144A 29     | 2029-07-01      | 4.8750%  | 0.0000% | $409000.00         | $360231.86         | Corporate Debt Securities                         |
| CLEAR CHANNEL OUTDOOR HLDGS IN SR GLBL 144A 28     | 2028-04-15      | 7.7500%  | 0.0000% | $4379000.00        | $4481180.32        | Corporate Debt Securities                         |
| CLEARWAY ENERGY OPER LLC       SR GLBL 144A 32     | 2032-01-15      | 3.7500%  | 0.0000% | $14000.00          | $12901.88          | Corporate Debt Securities                         |
| CLEARWAY ENERGY OPER LLC       SR GLBL 144A 34     | 2034-01-15      | 5.7500%  | 0.0000% | $14940000.00       | $15053772.25       | Corporate Debt Securities                         |
| CLEVELAND-CLIFFS INC NEW       SR 144A NT 30       | 2030-04-15      | 6.7500%  | 0.0000% | $456000.00         | $476391.18         | Corporate Debt Securities                         |
| CLOUD SOFTWARE GROUP INC       2LIEN GLBL 29       | 2029-09-30      | 9.0000%  | 0.0000% | $36000000.00       | $37387440.00       | Corporate Debt Securities                         |
| COGENT COMMUNICATIONS GROUP LL SR GLBL 144A 27     | 2027-06-15      | 7.0000%  | 0.0000% | $99000.00          | $99290.07          | Corporate Debt Securities                         |
| COGENT COMMUNICATIONS GROUP LL SR SEC GLBL 32      | 2032-07-01      | 6.5000%  | 0.0000% | $40000.00          | $37021.04          | Corporate Debt Securities                         |
| COINBASE GLOBAL INC            SR GLBL 144A 28     | 2028-10-01      | 3.3750%  | 0.0000% | $30000.00          | $29023.39          | Corporate Debt Securities                         |
| COMPASS MINERALS INTL INC      SR 144A NT 8%30     | 2030-07-01      | 8.0000%  | 0.0000% | $200000.00         | $212994.89         | Corporate Debt Securities                         |
| COMPASS GROUP DIVERSIFIED HLDG SR GLBL PIK 29      | 2029-04-15      | 5.2500%  | 0.0000% | $99000.00          | $93808.69          | Corporate Debt Securities                         |
| COREWEAVE INC                  SR GLBL 144A 30     | 2030-06-01      | 9.2500%  | 0.0000% | $9947000.00        | $9949483.99        | Corporate Debt Securities                         |
| COREWEAVE INC                  SR GLBL 144A 31     | 2031-02-01      | 9.0000%  | 0.0000% | $2000000.00        | $2037980.00        | Corporate Debt Securities                         |
| CORNERSTONE BLDG BRANDS INC    SR SEC GLBL 29      | 2029-08-15      | 9.5000%  | 0.0000% | $1580000.00        | $1286849.43        | Corporate Debt Securities                         |
| COTY INC / HFC PRESTIGE P      1LIEN GLBL 30       | 2030-07-15      | 6.6250%  | 0.0000% | $1430000.00        | $1470898.60        | Corporate Debt Securities                         |
| CROSSCOUNTRY INTER HOLDCO LLC  SR 144A NT 32       | 2032-12-01      | 6.7500%  | 0.0000% | $5598000.00        | $5757305.08        | Corporate Debt Securities                         |
| CROWN AMERS LLC                SR GLBL 144A 33     | 2033-06-01      | 5.8750%  | 0.0000% | $13000.00          | $13416.11          | Corporate Debt Securities                         |
| DPL INC                        SR GLBL NT 29       | 2029-04-15      | 4.3500%  | 0.0000% | $101000.00         | $101069.44         | Corporate Debt Securities                         |
| DANAOS CORPORATION             SR GLBL 144A 32     | 2032-10-15      | 6.8750%  | 0.0000% | $1351000.00        | $1420645.55        | Corporate Debt Securities                         |
| DARLING INGREDIENTS INC        SR GLBL 144A 30     | 2030-06-15      | 6.0000%  | 0.0000% | $60000.00          | $61260.60          | Corporate Debt Securities                         |
| DELEK LOGISTICS PARTNERS LP /  SR 144A NT 33       | 2033-06-30      | 7.3750%  | 0.0000% | $895000.00         | $928934.67         | Corporate Debt Securities                         |
| DIAMOND FGN ASSET CO / DIAMOND 2LIEN GLBL 30       | 2030-10-01      | 8.5000%  | 0.0000% | $4875000.00        | $5318318.96        | Corporate Debt Securities                         |
| DIRECTV FING LLC / DIRECTV     SR SEC 144A NT27    | 2027-08-15      | 5.8750%  | 0.0000% | $9708000.00        | $10020472.20       | Corporate Debt Securities                         |
| DISCOVERY COMMUNICATIONS LLC   SR GLBL NT 29       | 2029-05-15      | 4.1250%  | 0.0000% | $80000.00          | $75687.50          | Corporate Debt Securities                         |
| DISCOVERY COMMUNICATIONS LLC   SR GLBL NT 29       | 2029-05-15      | 4.1250%  | 0.0000% | $7088000.00        | $6927766.90        | Corporate Debt Securities                         |
| DISH DBS CORPORATION           SR GLBL NT 26       | 2026-07-01      | 7.7500%  | 0.0000% | $358000.00         | $353125.13         | Corporate Debt Securities                         |
| DISH DBS CORPORATION           SR GLBL NT 28       | 2028-07-01      | 7.3750%  | 0.0000% | $25000.00          | $24058.77          | Corporate Debt Securities                         |
| DISH DBS CORPORATION           1LIEN GLBL 26       | 2026-12-01      | 5.2500%  | 0.0000% | $26963000.00       | $26396889.35       | Corporate Debt Securities                         |
| DIRECTV FING LLC / DIRECTV     SR SEC 144A NT30    | 2030-02-01      | 8.8750%  | 0.0000% | $932000.00         | $972434.95         | Corporate Debt Securities                         |
| DOTDASH MEREDITH INC           SR SEC GLBL 32      | 2032-06-15      | 7.6250%  | 0.0000% | $230000.00         | $214029.09         | Corporate Debt Securities                         |
| DREAM FINDERS HOMES INC        SR GLBL 144A 28     | 2028-08-15      | 8.2500%  | 0.0000% | $315000.00         | $336622.39         | Corporate Debt Securities                         |
| DREAM FINDERS HOMES INC        SR GLBL 144A 30     | 2030-09-15      | 6.8750%  | 0.0000% | $67000.00          | $69832.16          | Corporate Debt Securities                         |
| DYCOM INDS INC                 SR GLBL 144A 29     | 2029-04-15      | 4.5000%  | 0.0000% | $1688000.00        | $1683231.40        | Corporate Debt Securities                         |
| EMERALD DEBT MERGER SUB LLC    SR SEC 144A NT31    | 2031-07-15      | 6.7500%  | 0.0000% | $1375000.00        | $1443327.19        | Corporate Debt Securities                         |
| EAGLE INTER GLOBAL HLDG B V    FR 7.5%050125       | 2026-03-31      | 7.5000%  | 0.0000% | $244000.00         | $114324.17         | Corporate Debt Securities                         |
| EARTHSTONE ENERGY HLDGS LLC    SR GLBL 144A 31     | 2031-07-15      | 9.8750%  | 0.0000% | $37000.00          | $39925.02          | Corporate Debt Securities                         |
| ECHOSTAR CORP                  SR SEC GLBL 30      | 2030-11-30      | 6.7500%  | 0.0000% | $18129888.00       | $18649490.59       | Corporate Debt Securities                         |
| ECOPETROL S A                  SR NT 5.875%45      | 2045-05-28      | 5.8750%  | 0.0000% | $469000.00         | $359131.15         | Corporate Debt Securities                         |
| ECOPETROL S A                  SR GLBL NT 30       | 2030-04-29      | 6.8750%  | 0.0000% | $69000.00          | $70953.28          | Corporate Debt Securities                         |
| ECOPETROL S A                  SR GLBL NT 31       | 2031-11-02      | 4.6250%  | 0.0000% | $100000.00         | $90879.56          | Corporate Debt Securities                         |
| AAG FH UK LTD & GLOBAL         SR 144A NT 32       | 2032-01-15      | 8.7500%  | 0.0000% | $5866000.00        | $5697152.08        | Corporate Debt Securities                         |
| AES PANAMA GENERATION HLDGS    SR SEC GLBL 30      | 2030-05-31      | 4.3750%  | 0.0000% | $691000.00         | $613538.49         | Corporate Debt Securities                         |
| AMC NETWORKS INC               SR GLBL NT 29       | 2029-02-15      | 4.2500%  | 0.0000% | $6239000.00        | $5573605.45        | Corporate Debt Securities                         |
| ASGN INC                       SR GLBL 144A 28     | 2028-05-15      | 4.6250%  | 0.0000% | $85000.00          | $84819.41          | Corporate Debt Securities                         |
| APLD COMPUTECO LLC             1LIEN GLBL 30       | 2030-12-15      | 9.2500%  | 0.0000% | $6980000.00        | $7357800.26        | Corporate Debt Securities                         |
| ASP UNIFRAX HOLDINGS INC       SR PIK 144A NT29    | 2029-09-30      | 11.1750% | 0.0000% | $97768.00          | $75214.14          | Corporate Debt Securities                         |
| ASP UNIFRAX HOLDINGS INC       SR SEC GLBL 29      | 2029-09-30      | 7.1000%  | 0.0000% | $78067.00          | $5926.59           | Corporate Debt Securities                         |
| ACADIA HEALTHCARE COMPANY INC  SR GLBL 144A 33     | 2033-03-15      | 7.3750%  | 0.0000% | $14000.00          | $14150.31          | Corporate Debt Securities                         |
| ACORN RE LIMITED               EXT 1LIEN GLBL28    | 2028-05-05      | 6.6416%  | 0.0000% | $12198000.00       | $12390728.40       | Corporate Debt Securities                         |
| ADAPTHEALTH LLC                SR GLBL 144A 28     | 2028-08-01      | 6.1250%  | 0.0000% | $99000.00          | $102195.21         | Corporate Debt Securities                         |
| ADIENT GLOBAL HLDGS LTD        SR SEC 144A NT28    | 2028-04-15      | 7.0000%  | 0.0000% | $3481000.00        | $3629104.95        | Corporate Debt Securities                         |
| ADIENT GLOBAL HLDGS LTD        SR GLBL 144A 33     | 2033-02-15      | 7.5000%  | 0.0000% | $1305000.00        | $1402072.43        | Corporate Debt Securities                         |
| GEN DIGITAL INC                SR GLBL 144A 30     | 2030-09-30      | 7.1250%  | 0.0000% | $182000.00         | $191209.20         | Corporate Debt Securities                         |
| GEN DIGITAL INC                SR GLBL 144A 33     | 2033-04-01      | 6.2500%  | 0.0000% | $50000.00          | $51392.99          | Corporate Debt Securities                         |
| NOVA CHEMICALS CORP MTN BE     SR 144A NT 27       | 2027-06-01      | 5.2500%  | 0.0000% | $14206000.00       | $14380366.81       | Corporate Debt Securities                         |
| BRUNDAGE-BONE CONCRETE PUMPING SR SEC GLBL 32      | 2032-02-01      | 7.5000%  | 0.0000% | $76000.00          | $79396.57          | Corporate Debt Securities                         |
| NUSTAR LOGISTICS L P           SR NT 5.625%27      | 2027-04-28      | 5.6250%  | 0.0000% | $23000.00          | $23573.04          | Corporate Debt Securities                         |
| CHORD ENERGY CORPORATION       SR GLBL 144A 33     | 2033-03-15      | 6.7500%  | 0.0000% | $95000.00          | $100688.84         | Corporate Debt Securities                         |
| OCCIDENTAL PETE CORP           SR GLBL NT4.3%39    | 2039-08-15      | 4.3000%  | 0.0000% | $5355000.00        | $4716996.37        | Corporate Debt Securities                         |
| OCCIDENTAL PETE CORP           SR GLBL NT 36       | 2036-09-15      | 6.4500%  | 0.0000% | $7347000.00        | $8014236.17        | Corporate Debt Securities                         |
| STONEPEAK NILE PARENT LLC      SR SEC 144A NT32    | 2032-03-15      | 7.2500%  | 0.0000% | $1258000.00        | $1362989.53        | Corporate Debt Securities                         |
| SUNOCO LP/SUNOCO FIN CORP      SR GLBL 144A 31     | 2031-03-15      | 5.6250%  | 0.0000% | $2822000.00        | $2902695.09        | Corporate Debt Securities                         |
| SUNOCO LP/SUNOCO FIN CORP      SR GLBL 144A 32     | 2032-08-15      | 6.6250%  | 0.0000% | $194000.00         | $206052.17         | Corporate Debt Securities                         |
| SUNOCO LP / SUNOCO FIN CORP    SR GLBL NT4.5%30    | 2030-04-30      | 4.5000%  | 0.0000% | $55000.00          | $54364.20          | Corporate Debt Securities                         |
| SUTTER RE LIMITED              EXTND-E 144A 30     | 2030-06-07      | 13.2700% | 0.0000% | $3007000.00        | $3076161.00        | Corporate Debt Securities                         |
| SYNCHRONY FINANCIAL            LW TIER II 33       | 2033-02-02      | 7.2500%  | 0.0000% | $94000.00          | $103162.86         | Corporate Debt Securities                         |
| SYNERGY INFRASTRUCTURE         2LIEN 144A NT 30    | 2030-12-01      | 7.8750%  | 0.0000% | $2251000.00        | $2382008.20        | Corporate Debt Securities                         |
| TGS ASA                        SR SEC 144A NT30    | 2030-01-15      | 8.5000%  | 0.0000% | $404000.00         | $424576.39         | Corporate Debt Securities                         |
| TKC HOLDINGS INCORPORATED      SR 144A NT 29       | 2029-05-15      | 10.5000% | 0.0000% | $94000.00          | $98669.45          | Corporate Debt Securities                         |
| TRI POINTE HOMES INC           GLBL NT 5.7%28      | 2028-06-15      | 5.7000%  | 0.0000% | $99000.00          | $100941.88         | Corporate Debt Securities                         |
| TALLGRASS ENERGY PARTNERS LP/  SR GLBL 144A 30     | 2030-12-31      | 6.0000%  | 0.0000% | $7000.00           | $7140.70           | Corporate Debt Securities                         |
| TALOS PRODTN INC               2LIEN GLBL 29       | 2029-02-01      | 9.0000%  | 0.0000% | $84000.00          | $91324.80          | Corporate Debt Securities                         |
| TASEKO MINES LTD               SR SEC GLBL 30      | 2030-05-01      | 8.2500%  | 0.0000% | $99000.00          | $107192.83         | Corporate Debt Securities                         |
| TAYLOR MORRISON CMNTYS INC     SR GLBL 144A 28     | 2028-01-15      | 5.7500%  | 0.0000% | $71000.00          | $72354.38          | Corporate Debt Securities                         |
| TEGNA INC                      SR GLBL NT 5%29     | 2029-09-15      | 5.0000%  | 0.0000% | $11912000.00       | $12067451.60       | Corporate Debt Securities                         |
| TELECOM ARGENTINA SA           SR GLBL 144A 36     | 2036-01-20      | 8.5000%  | 0.0000% | $450000.00         | $454527.50         | Corporate Debt Securities                         |
| TELEFLEX INCORPORATED          SR GLBL NT 27       | 2027-11-15      | 4.6250%  | 0.0000% | $402000.00         | $402914.72         | Corporate Debt Securities                         |
| SOMNIGROUP INTERNATIONAL INC   SR GLBL 144A 29     | 2029-04-15      | 4.0000%  | 0.0000% | $36000.00          | $35381.40          | Corporate Debt Securities                         |
| TENET HEALTHCARE CORP          1LIEN GLBL 32       | 2032-11-15      | 5.5000%  | 0.0000% | $45000.00          | $45913.05          | Corporate Debt Securities                         |
| TENNECO LLC                    SR SEC GLBL 28      | 2028-11-17      | 8.0000%  | 0.0000% | $6682000.00        | $6961084.87        | Corporate Debt Securities                         |
| TERRAFORM PWR OPER LLC         SR GLBL 144A 30     | 2030-01-15      | 4.7500%  | 0.0000% | $1047000.00        | $1017410.91        | Corporate Debt Securities                         |
| CMG MEDIA CORP                 SR GLBL 144A 27     | 2027-12-15      | 8.8750%  | 0.0000% | $12561000.00       | $11569858.59       | Corporate Debt Securities                         |
| TEVA PHARMACEUTICAL FIN NETH   SR GLBL NT 26       | 2026-10-01      | 3.1500%  | 0.0000% | $5853000.00        | $5875431.62        | Corporate Debt Securities                         |
| TEVA PHARMACEUTICAL FIN NETH   SR GLBL NT 28       | 2028-03-01      | 6.7500%  | 0.0000% | $17326000.00       | $18450414.09       | Corporate Debt Securities                         |
| TEVA PHARMACEUTICAL FIN NETH   SR GLBL NT 29       | 2029-09-15      | 7.8750%  | 0.0000% | $770000.00         | $866435.76         | Corporate Debt Securities                         |
| THOR INDS INC                  SR GLBL 144A 29     | 2029-10-15      | 4.0000%  | 0.0000% | $59000.00          | $57428.63          | Corporate Debt Securities                         |
| 3264 RE LTD                    -A-20251 144A 28    | 2028-02-07      | 24.7700% | 0.0000% | $5250000.00        | $5618550.00        | Corporate Debt Securities                         |
| 3264 RE LTD                    -B-20253 144A 29    | 2029-01-08      | 9.5468%  | 0.0000% | $4500000.00        | $4493250.00        | Corporate Debt Securities                         |
| TIBCO SOFTWARE INC             SR SEC GLBL 29      | 2029-03-31      | 6.5000%  | 0.0000% | $2546000.00        | $2588127.81        | Corporate Debt Securities                         |
| TIDEWATER INC NEW              SR GLBL 144A 30     | 2030-07-15      | 9.1250%  | 0.0000% | $1825000.00        | $1973905.55        | Corporate Debt Securities                         |
| TIME WARNER INC                SR GLBL NT3.8%27    | 2027-02-15      | 3.8000%  | 0.0000% | $15000.00          | $14902.00          | Corporate Debt Securities                         |
| TIME WARNER CABLE ENTERPRISES  SRSUBDB 8.375%33    | 2033-07-15      | 8.3750%  | 0.0000% | $32000.00          | $36583.35          | Corporate Debt Securities                         |
| TITANIA RE LIMITED             -B-20241 144A 27    | 2027-11-26      | 13.0468% | 0.0000% | $11500000.00       | $11662150.00       | Corporate Debt Securities                         |
| TITANIA RE LIMITED             EXT GLBL 144A 32    | 2032-07-09      | 19.7968% | 0.0000% | $1000000.00        | $1072500.00        | Corporate Debt Securities                         |
| TOLL RD INVS PARTNERSHIP II LP SR ZERO 144A 43     | 2043-02-15      | 0.0000%  | 0.0000% | $300000.00         | $39442.35          | Corporate Debt Securities                         |
| TOMONI RE PTE LTD              EXTND-A 144A 32     | 2032-04-07      | 6.8200%  | 0.0000% | $3305000.00        | $3338711.00        | Corporate Debt Securities                         |
| TOPBUILD COR                   SR GLBL 144A 29     | 2029-03-15      | 3.6250%  | 0.0000% | $56000.00          | $55042.05          | Corporate Debt Securities                         |
| TRANSDIGM INC                  2LIEN GLBL 31       | 2031-12-01      | 7.1250%  | 0.0000% | $1192000.00        | $1263135.08        | Corporate Debt Securities                         |
| TRANSDIGM INC                  2LIEN GLBL 32       | 2032-03-01      | 6.6250%  | 0.0000% | $110000.00         | $116795.82         | Corporate Debt Securities                         |
| TRANSDIGM INC                  SR SEC 144A NT33    | 2033-01-15      | 6.0000%  | 0.0000% | $448000.00         | $466623.36         | Corporate Debt Securities                         |
| TRANSOCEAN INC                 SR GLBL 144A 31     | 2031-05-15      | 8.5000%  | 0.0000% | $8636000.00        | $8960785.57        | Corporate Debt Securities                         |
| TRANSOCEAN TITAN FING LTD      1LIEN GLBL 28       | 2028-02-01      | 8.3750%  | 0.0000% | $1117000.00        | $960384.37         | Corporate Debt Securities                         |
| TRAVEL PLUS LEISURE CO         SR SEC GLBL 33      | 2033-09-01      | 6.1250%  | 0.0000% | $82000.00          | $85062.89          | Corporate Debt Securities                         |
| TURNING PT BRANDS INC          SR SEC 144A NT32    | 2032-03-15      | 7.6250%  | 0.0000% | $25000.00          | $27531.09          | Corporate Debt Securities                         |
| BALL CORP                      SR GLBL NT 30       | 2030-08-15      | 2.8750%  | 0.0000% | $310000.00         | $289784.00         | Corporate Debt Securities                         |
| BALL CORP                      SR GLBL NT5.5%33    | 2033-09-15      | 5.5000%  | 0.0000% | $132000.00         | $134793.19         | Corporate Debt Securities                         |
| BANCO BBVA PERU                LW TIER II 34       | 2034-06-07      | 6.2000%  | 0.0000% | $1200000.00        | $1251081.33        | Corporate Debt Securities                         |
| BANCO BRADESCO SA GRAND CAYMAN FR 4.375%031827     | 2027-03-18      | 4.3750%  | 0.0000% | $220000.00         | $223518.17         | Corporate Debt Securities                         |
| BANCO BRADESCO SA GRAND CAYMAN FR 6.5%012230       | 2030-01-22      | 6.5000%  | 0.0000% | $350000.00         | $367515.56         | Corporate Debt Securities                         |
| BANCO MERCANTILE DEL NORTE SA  ALT TIER I PERP     | 2500-12-31      | 8.7500%  | 0.0000% | $1145000.00        | $1255932.05        | Corporate Debt Securities                         |
| BANCO DE CREDITO DEL PERU      FR 3.25%093031      | 2031-09-30      | 3.2500%  | 0.0000% | $854000.00         | $852781.63         | Corporate Debt Securities                         |
| BANCO DE CREDITO DEL PERU      FR 5.8%031035       | 2035-03-10      | 5.8000%  | 0.0000% | $2525000.00        | $2635457.53        | Corporate Debt Securities                         |
| BANCO DE CREDITO DEL PERU      FR 3.25%093031      | 2031-09-30      | 3.2500%  | 0.0000% | $1497000.00        | $1494864.28        | Corporate Debt Securities                         |
| BANCO DE CREDITO DEL PERU      FR 5.8%031035       | 2035-03-10      | 5.8000%  | 0.0000% | $155000.00         | $161780.56         | Corporate Debt Securities                         |
| BANCO DE CREDITO DEL PERU      FR 5.65%011537      | 2037-01-15      | 5.6500%  | 0.0000% | $180000.00         | $181935.75         | Corporate Debt Securities                         |
| BAUSCH HEALTH COS INC          SR GLBL 144A 31     | 2031-02-15      | 5.2500%  | 0.0000% | $74000.00          | $49880.62          | Corporate Debt Securities                         |
| BAUSCH HEALTH COS INC          2LIEN GLBL 30       | 2030-10-15      | 14.0000% | 0.0000% | $125000.00         | $130235.42         | Corporate Debt Securities                         |
| BAYOU RE LTD                   EXTND-A 144A 30     | 2030-05-26      | 15.9600% | 0.0000% | $8420000.00        | $8723120.00        | Corporate Debt Securities                         |
| BEACH ACQUISITION BIDCO LLC    SR GLBL PIK 33      | 2033-07-15      | 10.0000% | 0.0000% | $158000.00         | $174586.71         | Corporate Debt Securities                         |
| BEAZER HOMES USA INC           SR GLBL NT 27       | 2027-10-15      | 5.8750%  | 0.0000% | $1508000.00        | $1532422.69        | Corporate Debt Securities                         |
| BELO CORP                      SR GLBL DEB 27      | 2027-06-01      | 7.7500%  | 0.0000% | $183000.00         | $192408.28         | Corporate Debt Securities                         |
| BLACKSTONE MORTGAGE TRUST INC  SR SEC GLBL 27      | 2027-01-15      | 3.7500%  | 0.0000% | $7000000.00        | $6921757.50        | Corporate Debt Securities                         |
| BLOCK COMMUNICATIONS INC       SR GLBL 144A 28     | 2028-03-01      | 4.8750%  | 0.0000% | $15000.00          | $14983.46          | Corporate Debt Securities                         |
| BLUE RACER MIDSTREAM LLC/ BLUE SR 144A NT 7%29     | 2029-07-15      | 7.0000%  | 0.0000% | $30000.00          | $31296.80          | Corporate Debt Securities                         |
| BLUE RACER MIDSTREAM LLC/ BLUE SR 144A NT 32       | 2032-07-15      | 7.2500%  | 0.0000% | $30000.00          | $31861.82          | Corporate Debt Securities                         |
| BLUE RIDGE RE LTD              -A-20231 144A 27    | 2027-01-08      | 8.7700%  | 0.0000% | $5000000.00        | $5085500.00        | Corporate Debt Securities                         |
| BLUEBONNET RE LTD              -C-20251 144A 28    | 2028-06-07      | 15.2700% | 0.0000% | $2750000.00        | $2945800.00        | Corporate Debt Securities                         |
| BORR IHC LTD / BORR FIN LLC    SR SEC 144A 28      | 2028-11-15      | 10.0000% | 0.0000% | $1499000.00        | $1338693.53        | Corporate Debt Securities                         |
| BORR IHC LTD / BORR FIN LLC    SR SEC 144A 30      | 2030-11-15      | 10.3750% | 0.0000% | $1698000.00        | $1602098.21        | Corporate Debt Securities                         |
| BOYD GAMING CORP               SR GLBL NT 27       | 2027-12-01      | 4.7500%  | 0.0000% | $22000.00          | $22147.72          | Corporate Debt Securities                         |
| BOYNE USA INC                  SR GLBL 144A 29     | 2029-05-15      | 4.7500%  | 0.0000% | $25000.00          | $24977.65          | Corporate Debt Securities                         |
| BRANDYWINE OPER PARTNERSHIP L  SR GLBL NT 27       | 2027-11-15      | 3.9500%  | 0.0000% | $13000.00          | $12880.39          | Corporate Debt Securities                         |
| V F CORP                       SR GLBL NT 37       | 2037-11-01      | 6.4500%  | 0.0000% | $75000.00          | $73373.69          | Corporate Debt Securities                         |
| V F CORP                       SR GLBL NT2.8%27    | 2027-04-23      | 2.8000%  | 0.0000% | $53000.00          | $52087.58          | Corporate Debt Securities                         |
| V F CORP                       SR GLBL NT 30       | 2030-04-23      | 2.9500%  | 0.0000% | $13000.00          | $11940.35          | Corporate Debt Securities                         |
| VZ SECD FING BV                SR SEC GLBL 33      | 2033-01-15      | 7.5000%  | 0.0000% | $11508000.00       | $11829341.72       | Corporate Debt Securities                         |
| VENTURE GLOBAL PLAQUEMINES LNG SR SEC 144A NT33    | 2033-05-01      | 7.5000%  | 0.0000% | $150000.00         | $167460.25         | Corporate Debt Securities                         |
| VENTURE GLOBAL PLAQUEMINES LNG SR SEC 144A NT34    | 2034-06-15      | 6.5000%  | 0.0000% | $60000.00          | $62764.70          | Corporate Debt Securities                         |
| VENTURE GLOBAL LNG INC         SR SEC 144A NT31    | 2031-06-01      | 8.3750%  | 0.0000% | $6444000.00        | $6668867.85        | Corporate Debt Securities                         |
| VENTURE GLOBAL LNG INC         PERP A 144A NT9%    | 2500-12-31      | 9.0000%  | 0.0000% | $4708000.00        | $4298215.68        | Corporate Debt Securities                         |
| VERAISON RE LTD                -A VR 144A NT 27    | 2027-03-08      | 8.2848%  | 0.0000% | $2750000.00        | $2827550.00        | Corporate Debt Securities                         |
| VERAISON RE LTD                EXTND-B 144A 33     | 2033-03-08      | 8.5468%  | 0.0000% | $18694000.00       | $19226779.00       | Corporate Debt Securities                         |
| EDGEWELL PERSONAL CARE CO      SR GLBL 144A 29     | 2029-04-01      | 4.1250%  | 0.0000% | $1893000.00        | $1834440.83        | Corporate Debt Securities                         |
| EDISON INTL                    SR GLBL NT 29       | 2029-06-15      | 5.4500%  | 0.0000% | $64000.00          | $65763.36          | Corporate Debt Securities                         |
| EDISON INTL                    SR GLBL NT 32       | 2032-03-15      | 5.2500%  | 0.0000% | $70000.00          | $71490.82          | Corporate Debt Securities                         |
| EDISON INTL                    SR GLBL NT 30       | 2030-03-15      | 6.2500%  | 0.0000% | $178000.00         | $190892.10         | Corporate Debt Securities                         |
| ENCOMPASS HEALTH CORP          SR GLBL NT4.5%28    | 2028-02-01      | 4.5000%  | 0.0000% | $170000.00         | $173069.35         | Corporate Debt Securities                         |
| ENERFLEX INC                   SR GLBL 144A 31     | 2031-01-15      | 6.8750%  | 0.0000% | $6000.00           | $6257.27           | Corporate Debt Securities                         |
| ENPRO INC                      SR GLBL 144A 33     | 2033-06-01      | 6.1250%  | 0.0000% | $230000.00         | $238580.88         | Corporate Debt Securities                         |
| ERO COPPER CORP                SR GLBL 144A 30     | 2030-02-15      | 6.5000%  | 0.0000% | $60000.00          | $62387.50          | Corporate Debt Securities                         |
| EVERGLADES RE II LTD           EXTND-A 144A 31     | 2031-05-13      | 14.0468% | 0.0000% | $7000000.00        | $7289800.00        | Corporate Debt Securities                         |
| EVERGLADES RE II LTD           -A-20251 144A 28    | 2028-05-19      | 12.4022% | 0.0000% | $6260000.00        | $6517912.00        | Corporate Debt Securities                         |
| EVERGLADES RE II LTD           -B-20251 144A 28    | 2028-05-19      | 13.4000% | 0.0000% | $4750000.00        | $4968975.00        | Corporate Debt Securities                         |
| EVERGLADES RE II LTD           -D-20251 144A 28    | 2028-05-19      | 16.6522% | 0.0000% | $3000000.00        | $3175500.00        | Corporate Debt Securities                         |
| FMC CORP                       SR GLBL NT3.2%26    | 2026-10-01      | 3.2000%  | 0.0000% | $27000.00          | $27038.01          | Corporate Debt Securities                         |
| FNRM CL021DV R24F021                               | 2035-04-25      | 5.5000%  | 0.0000% | $639200.00         | $566834.16         | Agency Collateralized Mortgage Obligation         |
| Fannie Mae                                         | 2054-09-25      | 4.9973%  | 0.0000% | $2471400.00        | $1870347.29        | Agency Collateralized Mortgage Obligation         |
| Freddie Mac                                        | 2041-05-15      | 3.0000%  | 0.0000% | $559580.00         | $16850.51          | Agency Collateralized Mortgage Obligation         |
| Freddie Mac                                        | 2043-12-15      | 3.0000%  | 0.0000% | $250000.00         | $24856.66          | Agency Collateralized Mortgage Obligation         |
| Freddie Mac                                        | 2046-07-15      | 2.5000%  | 0.0000% | $13458300.00       | $2353104.84        | Agency Collateralized Mortgage Obligation         |
| Freddie Mac                                        | 2047-08-15      | 3.5000%  | 0.0000% | $1700000.00        | $139043.60         | Agency Collateralized Mortgage Obligation         |
| Freddie Mac                                        | 2048-02-15      | 3.5000%  | 0.0000% | $1100000.00        | $396255.69         | Agency Collateralized Mortgage Obligation         |
| GNRA 2021-043 AF                                   | 2062-09-16      | 2.0000%  | 0.0000% | $130000.00         | $82986.53          | Agency Collateralized Mortgage Obligation         |
| GNRM 2025-131 AG                                   | 2052-04-20      | 3.0000%  | 0.0000% | $15829824.00       | $13818325.52       | Agency Collateralized Mortgage Obligation         |
| GNRM 2025-131 MJ                                   | 2051-10-20      | 3.0000%  | 0.0000% | $679743.00         | $635109.46         | Agency Collateralized Mortgage Obligation         |
| GNRA 2024-196 DF                                   | 2054-12-20      | 4.9030%  | 0.0000% | $34847000.00       | $32531927.38       | Agency Collateralized Mortgage Obligation         |
| GNRA 2025-083 FN                                   | 2055-05-20      | 5.4530%  | 0.0000% | $3379000.00        | $3118173.62        | Agency Collateralized Mortgage Obligation         |
| GNRA 2025-083 DF                                   | 2055-05-20      | 5.5030%  | 0.0000% | $7107000.00        | $6564012.16        | Agency Collateralized Mortgage Obligation         |
| ENA NORTE TR                   EXT GLBL REGS 28    | 2028-04-25      | 4.9500%  | 0.0000% | $60000.00          | $12789.18          | Corporate Debt Securities                         |
| GLOBAL BK CORP CVD BK BD       SR GLBL REGS 29     | 2029-04-16      | 5.2500%  | 0.0000% | $285000.00         | $286073.50         | Corporate Debt Securities                         |
| INVERSIONES CMPC S A           SB REGS NT6.7%57    | 2057-12-09      | 6.7000%  | 0.0000% | $464000.00         | $471800.61         | Corporate Debt Securities                         |
| LATAM AIRLINES GROUP SA        SR SEC GLBL 30      | 2030-04-15      | 7.8750%  | 0.0000% | $2266000.00        | $2422011.27        | Corporate Debt Securities                         |
| MARCOBRE SAC                   SR REGS NT 36       | 2036-01-22      | 5.7500%  | 0.0000% | $78000.00          | $77709.67          | Corporate Debt Securities                         |
| COMPANIA DE MINAS BUENAVENTURA SR REGS NT6.8%32    | 2032-02-04      | 6.8000%  | 0.0000% | $756000.00         | $785559.60         | Corporate Debt Securities                         |
| MULTIBANK INC                  SR REGS NT 28       | 2028-02-03      | 7.7500%  | 0.0000% | $400000.00         | $415120.00         | Corporate Debt Securities                         |
| PAMPA ENERGIA SA               SR GLBL REGS 31     | 2031-09-10      | 7.9500%  | 0.0000% | $147000.00         | $156316.37         | Corporate Debt Securities                         |
| PAMPA ENERGIA SA               SR REGS NT 34       | 2034-12-16      | 7.8750%  | 0.0000% | $35000.00          | $35942.38          | Corporate Debt Securities                         |
| PETROLEOS DEL PERU - PETROPERU SR GLBL REGS 47     | 2047-06-19      | 5.6250%  | 0.0000% | $200000.00         | $137781.25         | Corporate Debt Securities                         |
| PETROLEOS MEXICANOS            FR 10%020733        | 2033-02-07      | 10.0000% | 0.0000% | $110000.00         | $133326.11         | Corporate Debt Securities                         |
| TECPETROL S A                  SR GLBL REGS 33     | 2033-01-22      | 7.6250%  | 0.0000% | $334000.00         | $341416.28         | Corporate Debt Securities                         |
| TELEFONICA CELULAR DEL PARAGU  5.875%27            | 2027-04-15      | 5.8750%  | 0.0000% | $233000.00         | $237269.82         | Corporate Debt Securities                         |
| UWM MORTGAGE TRUST 2021-INV2   B-4    20510925 FLT | 2051-09-25      | 3.2344%  | 0.0000% | $158000.00         | $119113.81         | Private Label Collateralized Mortgage Obligations |
| FMC CORP                       SR GLBL NT 29       | 2029-10-01      | 3.4500%  | 0.0000% | $25000.00          | $22770.10          | Corporate Debt Securities                         |
| FMC CORP                       GLBL NT 6.375%53    | 2053-05-18      | 6.3750%  | 0.0000% | $654000.00         | $503684.64         | Corporate Debt Securities                         |
| FMG RESOURCES AUGUST 2006 PTY  SR GLBL 144A 27     | 2027-09-15      | 4.5000%  | 0.0000% | $13000.00          | $13216.39          | Corporate Debt Securities                         |
| FMG RESOURCES AUGUST 2006 PTY  SR 144A NT 32       | 2032-04-15      | 6.1250%  | 0.0000% | $50000.00          | $52946.23          | Corporate Debt Securities                         |
| ELLINGTON FINL OPER PNRT LLC   SR GLBL 144A 30     | 2030-09-30      | 7.3750%  | 0.0000% | $32000.00          | $33205.25          | Corporate Debt Securities                         |
| FIESTA PURCHASER INC           SR SEC 144A NT31    | 2031-03-01      | 7.8750%  | 0.0000% | $10000.00          | $10581.84          | Corporate Debt Securities                         |
| FIRST QUANTUM MINERALS LTD     144A NT 8.625%31    | 2031-06-01      | 8.6250%  | 0.0000% | $828000.00         | $881186.93         | Corporate Debt Securities                         |
| FIRST QUANTUM MINERALS LTD     SR 144A NT 34       | 2034-02-15      | 7.2500%  | 0.0000% | $95000.00          | $102954.56         | Corporate Debt Securities                         |
| FISH POND RE LTD               SR CL A 144A 27     | 2027-01-08      | 7.5800%  | 0.0000% | $6900000.00        | $6999360.00        | Corporate Debt Securities                         |
| FLASH COMPUTE LLC              SR SEC GLBL 30      | 2030-12-31      | 7.2500%  | 0.0000% | $32531000.00       | $32735068.77       | Corporate Debt Securities                         |
| FLOODSMART RE LTD              EXTND-A 144A 30     | 2030-03-11      | 20.6700% | 0.0000% | $347000.00         | $353246.00         | Corporate Debt Securities                         |
| FORD MTR CO                    SR GLBL DB7.5%26    | 2026-08-01      | 7.5000%  | 0.0000% | $40000.00          | $42103.67          | Corporate Debt Securities                         |
| FORD MTR CO                    SR NT 4.75%43       | 2043-01-15      | 4.7500%  | 0.0000% | $241000.00         | $194742.26         | Corporate Debt Securities                         |
| FORD MTR CO                    SR GLBL NT 26       | 2026-12-08      | 4.3460%  | 0.0000% | $66000.00          | $66358.22          | Corporate Debt Securities                         |
| FORD MTR CO                    SR GLBL NT 32       | 2032-02-12      | 3.2500%  | 0.0000% | $2891000.00        | $2617154.84        | Corporate Debt Securities                         |
| FORD MOTOR CREDIT COMPANY      SR GLBL NT 31       | 2031-06-17      | 3.6250%  | 0.0000% | $4011000.00        | $3725817.34        | Corporate Debt Securities                         |
| FORD MOTOR CREDIT COMPANY      SR GLBL NT 27       | 2027-11-04      | 7.3500%  | 0.0000% | $282000.00         | $299415.85         | Corporate Debt Securities                         |
| FORD MOTOR CREDIT COMPANY      SR GLBL NT5.8%29    | 2029-03-08      | 5.8000%  | 0.0000% | $459000.00         | $482054.55         | Corporate Debt Securities                         |
| FORD MOTOR CREDIT COMPANY      SR GLBL NT 31       | 2031-11-05      | 6.0540%  | 0.0000% | $335000.00         | $350542.05         | Corporate Debt Securities                         |
| FORTRESS TRANSN & INFRASTRUCTU SR GLBL 144A 28     | 2028-05-01      | 5.5000%  | 0.0000% | $301000.00         | $305002.46         | Corporate Debt Securities                         |
| FORTRESS TRANSN & INFRASTRUCTU SR GLBL 144A 31     | 2031-05-01      | 7.0000%  | 0.0000% | $135000.00         | $144242.85         | Corporate Debt Securities                         |
| FORTRESS TRANSN & INFRASTRUCTU SR GLBL 144A 33     | 2033-04-15      | 5.8750%  | 0.0000% | $99000.00          | $102372.48         | Corporate Debt Securities                         |
| FOUR LAKES RE LTD              EXTND-B 144A 31     | 2031-01-07      | 12.4800% | 0.0000% | $250000.00         | $254075.00         | Corporate Debt Securities                         |
| FOUR LAKES RE LTD              -A-20241 144A 28    | 2028-01-07      | 9.0600%  | 0.0000% | $6050000.00        | $6190965.00        | Corporate Debt Securities                         |
| FOUR LAKES RE LTD              EXT SR-B 144A 33    | 2033-01-10      | 9.5600%  | 0.0000% | $3750000.00        | $3738375.00        | Corporate Debt Securities                         |
| FREEDOM MTG HLDGS LLC          SR 144A NT 29       | 2029-02-01      | 9.2500%  | 0.0000% | $12608000.00       | $13804411.64       | Corporate Debt Securities                         |
| FREEDOM MTG HLDGS LLC          SR 144A NT 31       | 2031-05-15      | 9.1250%  | 0.0000% | $58000.00          | $63117.94          | Corporate Debt Securities                         |
| FREEDOM MTG HLDGS LLC          SR 144A NT 32       | 2032-04-01      | 8.3750%  | 0.0000% | $815000.00         | $882811.28         | Corporate Debt Securities                         |
| FULLER H B CO                  SR GLBL NT 4%27     | 2027-02-15      | 4.0000%  | 0.0000% | $200000.00         | $201660.67         | Corporate Debt Securities                         |
| FXI HOLDINGS INC               SR SEC 144A NT30    | 2030-11-15      | 11.0000% | 0.0000% | $156000.00         | $146029.00         | Corporate Debt Securities                         |
| GFL ENVIRONMENTAL INC          SR GLBL 144A 29     | 2029-08-15      | 4.3750%  | 0.0000% | $200000.00         | $200184.42         | Corporate Debt Securities                         |
| GLP CAP LP/GLP FING II INC     5.3%29              | 2029-01-15      | 5.3000%  | 0.0000% | $16000.00          | $16333.73          | Corporate Debt Securities                         |
| GLP CAP LP/GLP FING II INC     SR GLBL NT 4%30     | 2030-01-15      | 4.0000%  | 0.0000% | $84000.00          | $81762.80          | Corporate Debt Securities                         |
| GLP CAP LP/GLP FING II INC     SR GLBL NT 33       | 2033-02-15      | 5.2500%  | 0.0000% | $209000.00         | $214043.69         | Corporate Debt Securities                         |
| GAP INC                        SR GLBL 144A 29     | 2029-10-01      | 3.6250%  | 0.0000% | $20000.00          | $19244.05          | Corporate Debt Securities                         |
| GARDA WORLD SECURITY CORP      SR 144A NT 6%29     | 2029-06-01      | 6.0000%  | 0.0000% | $5009000.00        | $4983621.07        | Corporate Debt Securities                         |
| GARDA WORLD SECURITY CORP      SR SEC 144A NT28    | 2028-02-15      | 7.7500%  | 0.0000% | $15000.00          | $15866.11          | Corporate Debt Securities                         |
| GATES CORP                     SR GLBL 144A 29     | 2029-07-01      | 6.8750%  | 0.0000% | $91000.00          | $95140.34          | Corporate Debt Securities                         |
| GATEWAY RE LTD                 EXTND-AA 144A 31    | 2031-07-08      | 9.4600%  | 0.0000% | $275000.00         | $282260.00         | Corporate Debt Securities                         |
| GATEWAY RE LTD                 EXT-AAA 144A 32     | 2032-07-07      | 7.8100%  | 0.0000% | $500000.00         | $499450.00         | Corporate Debt Securities                         |
| GATEWAY RE LTD                 -A-20251 144A 28    | 2028-07-07      | 14.0600% | 0.0000% | $5500000.00        | $5926250.00        | Corporate Debt Securities                         |
| GATEWAY RE LTD                 -A-20252 144A 28    | 2028-07-07      | 10.5600% | 0.0000% | $4750000.00        | $4908175.00        | Corporate Debt Securities                         |
| GENERAL MTRS FINL CO INC       PERP SUB GLBL -B    | 2500-12-31      | 6.5000%  | 0.0000% | $20000.00          | $20690.53          | Corporate Debt Securities                         |
| GENERAL MTRS FINL CO INC       PERP SUB GLBL -C    | 2500-12-31      | 5.7000%  | 0.0000% | $922000.00         | $942763.44         | Corporate Debt Securities                         |
| GENESEE STR RE LTD             -A VR 144A BD 28    | 2028-04-07      | 6.9022%  | 0.0000% | $4125000.00        | $4175737.50        | Corporate Debt Securities                         |
| GENESIS ENERGY LP & GEN E      SR GLBL NT 28       | 2028-02-01      | 7.7500%  | 0.0000% | $130000.00         | $135502.21         | Corporate Debt Securities                         |
| GETTY IMAGES INC               SR GLBL 144A 28     | 2028-03-01      | 14.0000% | 0.0000% | $28000.00          | $27188.00          | Corporate Debt Securities                         |
| GETTY IMAGES INC               1LIEN 144A NT 30    | 2030-11-15      | 10.5000% | 0.0000% | $617000.00         | $644348.53         | Corporate Debt Securities                         |
| WRANGLER HOLDCO CORP           SR GLBL 144A 32     | 2032-04-01      | 6.6250%  | 0.0000% | $289000.00         | $307440.89         | Corporate Debt Securities                         |
| GLOBAL ATLANTIC FINANCE CO     SUB 144A DEB 56     | 2056-03-01      | 7.2500%  | 0.0000% | $675000.00         | $691145.25         | Corporate Debt Securities                         |
| GLOBAL MEDICAL RESPONSE INC    1LIEN GLBL 32       | 2032-10-01      | 7.3750%  | 0.0000% | $25000.00          | $26525.17          | Corporate Debt Securities                         |
| OCCIDENTAL PETE CORP           SR GLBL NT 39       | 2039-06-15      | 7.9500%  | 0.0000% | $3003000.00        | $3565064.00        | Corporate Debt Securities                         |
| OCELOT RE LTD                  EXTND-A 144A 31     | 2031-01-07      | 11.3100% | 0.0000% | $4000000.00        | $4072400.00        | Corporate Debt Securities                         |
| OIL & GAS HLDG CO B S C        FR 7.5%102527       | 2027-10-25      | 7.5000%  | 0.0000% | $208000.00         | $218585.47         | Corporate Debt Securities                         |
| ONEMAIN FIN CORP               SR GLBL NT 4%30     | 2030-09-15      | 4.0000%  | 0.0000% | $559000.00         | $532687.87         | Corporate Debt Securities                         |
| ONEMAIN FIN CORP               SR GLBL NT 29       | 2029-05-15      | 6.6250%  | 0.0000% | $278000.00         | $290602.32         | Corporate Debt Securities                         |
| ONEMAIN FIN CORP               SR GLBL NT6.5%33    | 2033-03-15      | 6.5000%  | 0.0000% | $790000.00         | $813078.97         | Corporate Debt Securities                         |
| OPEN TEXT CORP                 SR GLBL 144A 29     | 2029-12-01      | 3.8750%  | 0.0000% | $870000.00         | $813885.60         | Corporate Debt Securities                         |
| OPEN TEXT HLDGS INC            SR GLBL 144A 31     | 2031-12-01      | 4.1250%  | 0.0000% | $3538000.00        | $3190959.05        | Corporate Debt Securities                         |
| ORGANON & CO / ORGANON FGN DEB SR SEC GLBL 34      | 2034-05-15      | 6.7500%  | 0.0000% | $200000.00         | $197742.50         | Corporate Debt Securities                         |
| ORGANON & CO / ORGANON FGN DEB SR GLBL 144A 34     | 2034-05-15      | 7.8750%  | 0.0000% | $4180000.00        | $4027372.52        | Corporate Debt Securities                         |
| ORGANON & CO                   SR GLBL 144A 31     | 2031-04-30      | 5.1250%  | 0.0000% | $7443000.00        | $6856435.78        | Corporate Debt Securities                         |
| OT MERGER CORPORATION          144A NT 7.875%29    | 2029-10-15      | 7.8750%  | 0.0000% | $1053000.00        | $275863.62         | Corporate Debt Securities                         |
| OUTFRONT MEDIA CAP / OUTFRONT  SR GLBL 144A 27     | 2027-08-15      | 5.0000%  | 0.0000% | $2029000.00        | $2075558.79        | Corporate Debt Securities                         |
| PBF HLDG CO LLC / PBF FIN CORP SR GLBL NT 6%28     | 2028-02-15      | 6.0000%  | 0.0000% | $361000.00         | $370317.41         | Corporate Debt Securities                         |
| PRA GROUP INC                  SR GLBL 144A 28     | 2028-02-01      | 8.3750%  | 0.0000% | $5500000.00        | $5812192.99        | Corporate Debt Securities                         |
| PTC INC                        SR GLBL 144A 28     | 2028-02-15      | 4.0000%  | 0.0000% | $43000.00          | $43203.53          | Corporate Debt Securities                         |
| PAGAYA U S HLDG CO LLC         SR GLBL 144A 30     | 2030-08-01      | 8.8750%  | 0.0000% | $299000.00         | $280024.88         | Corporate Debt Securities                         |
| PAPA JOHNS INTL INC            SR GLBL 144A 29     | 2029-09-15      | 3.8750%  | 0.0000% | $1169000.00        | $1134141.88        | Corporate Debt Securities                         |
| PARK OHIO INDS INC-OHIO        SR SEC GLBL 30      | 2030-08-01      | 8.5000%  | 0.0000% | $1686000.00        | $1811134.92        | Corporate Debt Securities                         |
| PARK RIVER HOLDINGS INC        1LIEN 144A NT 31    | 2031-03-15      | 8.0000%  | 0.0000% | $7875000.00        | $8338242.50        | Corporate Debt Securities                         |
| PARK RIVER HOLDINGS INC        2LIEN 144A NT 30    | 2030-12-31      | 8.7500%  | 0.0000% | $100814.00         | $103055.04         | Corporate Debt Securities                         |
| DOMTAR CORP                    SR SEC 144A NT28    | 2028-10-01      | 6.7500%  | 0.0000% | $22317000.00       | $19300020.56       | Corporate Debt Securities                         |
| PENN ENTERTAINMENT INC         SR GLBL 144A 27     | 2027-01-15      | 5.6250%  | 0.0000% | $2585000.00        | $2585759.34        | Corporate Debt Securities                         |
| PENNYMAC FINL SVCS INC NEW     SR GLBL 144A 29     | 2029-12-15      | 7.8750%  | 0.0000% | $2171000.00        | $2320286.10        | Corporate Debt Securities                         |
| PENNYMAC FINL SVCS INC NEW     SR GLBL 144A 30     | 2030-11-15      | 7.1250%  | 0.0000% | $4784000.00        | $5070914.42        | Corporate Debt Securities                         |
| PERENTI FIN PTY LTD            SR 144A NT7.5%29    | 2029-04-26      | 7.5000%  | 0.0000% | $199000.00         | $210544.65         | Corporate Debt Securities                         |
| PERMIAN RES OPER LLC           SR GLBL 144A 32     | 2032-01-15      | 7.0000%  | 0.0000% | $18000.00          | $18927.30          | Corporate Debt Securities                         |
| PETROLEOS MEXICANOS            GLBL NT 6.7%32      | 2032-02-16      | 6.7000%  | 0.0000% | $200000.00         | $205426.44         | Corporate Debt Securities                         |
| PETROBRAS GLOBAL FINANCE BV    SR GLBL NT 44       | 2044-03-17      | 7.2500%  | 0.0000% | $151000.00         | $160495.59         | Corporate Debt Securities                         |
| PETROBRAS GLOBAL FINANCE BV    SR GLBL NT 15       | 2115-06-05      | 6.8500%  | 0.0000% | $1158000.00        | $1107853.13        | Corporate Debt Securities                         |
| PETROLEOS MEXICANOS            GLBL NT 6.5%27      | 2027-03-13      | 6.5000%  | 0.0000% | $400000.00         | $416598.44         | Corporate Debt Securities                         |
| PETROLEOS MEXICANOS            SR GLBL -C NT 28    | 2028-02-12      | 5.3500%  | 0.0000% | $200000.00         | $205989.33         | Corporate Debt Securities                         |
| PETROLEOS MEXICANOS            GLBL NT 7.69%50     | 2050-01-23      | 7.6900%  | 0.0000% | $902000.00         | $810749.42         | Corporate Debt Securities                         |
| PETROLEOS MEXICANOS            GLBL NT 5.95%31     | 2031-01-28      | 5.9500%  | 0.0000% | $5493000.00        | $5339308.91        | Corporate Debt Securities                         |
| PETROLEOS MEXICANOS            FR 8.75%060229      | 2029-06-02      | 8.7500%  | 0.0000% | $935965.00         | $1016904.65        | Corporate Debt Securities                         |
| PETROLEOS MEXICANOS            GLBL NT 10%33       | 2033-02-07      | 10.0000% | 0.0000% | $1317000.00        | $1596277.17        | Corporate Debt Securities                         |
| PHOENIX AVIATION CAP LTD       SR 144A NT 30       | 2030-07-15      | 9.2500%  | 0.0000% | $4242000.00        | $4474691.38        | Corporate Debt Securities                         |
| PITNEY BOWES INC               SR GLBL 144A 27     | 2027-03-15      | 6.8750%  | 0.0000% | $7840000.00        | $8040008.20        | Corporate Debt Securities                         |
| PLUSPETROL S A                 SR 144A NT8.5%32    | 2032-05-30      | 8.5000%  | 0.0000% | $4677000.00        | $4873745.80        | Corporate Debt Securities                         |
| PLUSPETROL S A                 SR GLBL 144A 31     | 2031-05-18      | 8.1250%  | 0.0000% | $750000.00         | $770122.50         | Corporate Debt Securities                         |
| POLESTAR RE LTD                -B-20261 144A 29    | 2029-01-08      | 12.6522% | 0.0000% | $6000000.00        | $5989800.00        | Corporate Debt Securities                         |
| POLESTAR RE LTD                -C-20261 144A 29    | 2029-01-08      | 14.1500% | 0.0000% | $3750000.00        | $3743625.00        | Corporate Debt Securities                         |
| POST HLDGS INC                 SR 144A NT 33       | 2033-03-01      | 6.3750%  | 0.0000% | $130000.00         | $134558.50         | Corporate Debt Securities                         |
| PRECISION DRILLING CORP        SR GLBL 144A 29     | 2029-01-15      | 6.8750%  | 0.0000% | $868000.00         | $879721.98         | Corporate Debt Securities                         |
| PRIMO WTR HLDGS INC / TRIT     SR GLBL 144A 29     | 2029-04-01      | 6.2500%  | 0.0000% | $1850000.00        | $1888294.49        | Corporate Debt Securities                         |
| PROVINCE OF SANTA FE           SR AMZ 144A NT34    | 2034-12-11      | 8.1000%  | 0.0000% | $250000.00         | $246143.75         | Corporate Debt Securities                         |
| PURPLE RE LTD                  EXTND-A 144A 30     | 2030-06-05      | 14.1500% | 0.0000% | $500000.00         | $514500.00         | Corporate Debt Securities                         |
| QVC INC                        1LIEN GLBL NT 27    | 2027-02-15      | 4.7500%  | 0.0000% | $32000.00          | $14776.67          | Corporate Debt Securities                         |
| QORVO INC                      SR GLBL NT 29       | 2029-10-15      | 4.3750%  | 0.0000% | $504000.00         | $502125.33         | Corporate Debt Securities                         |
| QNITY ELECTRONICS INC          1LIEN 144A NT 32    | 2032-08-15      | 5.7500%  | 0.0000% | $527000.00         | $550690.85         | Corporate Debt Securities                         |
| RHP HOTEL PPTY/ RHP FINANCE    SR GLBL 144A 33     | 2033-06-15      | 6.5000%  | 0.0000% | $65000.00          | $67966.93          | Corporate Debt Securities                         |
| RACKSPACE FIN LLC              SR SEC GLBL 28      | 2028-05-15      | 3.5000%  | 0.0000% | $871928.00         | $247227.92         | Corporate Debt Securities                         |
| RADIOLOGY PARTNERS INC         2LIEN GLBL PIK30    | 2030-02-15      | 9.7810%  | 0.0000% | $499996.00         | $519762.49         | Corporate Debt Securities                         |
| RADIOLOGY PARTNERS INC         1LIEN 144A NT 32    | 2032-07-15      | 8.5000%  | 0.0000% | $50000.00          | $52990.58          | Corporate Debt Securities                         |
| RAIN CARBON INC                SR SEC 144A NT29    | 2029-09-01      | 12.2500% | 0.0000% | $122000.00         | $136082.63         | Corporate Debt Securities                         |
| RANGE RES CORP                 SR GLBL 144A 30     | 2030-02-15      | 4.7500%  | 0.0000% | $143000.00         | $144362.91         | Corporate Debt Securities                         |
| ANYWHERE REAL ESTATE GROUP LLC SR GLBL 144A 29     | 2029-01-15      | 5.7500%  | 0.0000% | $6160000.00        | $6097943.13        | Corporate Debt Securities                         |
| ANYWHERE REAL ESTATE GROUP LLC SR GLBL 144A 30     | 2030-04-15      | 5.2500%  | 0.0000% | $1068000.00        | $1036016.07        | Corporate Debt Securities                         |
| ANYWHERE REAL ESTATE GROUP LLC 2LIEN GLBL 30       | 2030-04-15      | 7.0000%  | 0.0000% | $6606312.00        | $6822514.57        | Corporate Debt Securities                         |
| ANYWHERE REAL ESTATE GROUP LLC 2LIEN GLBL 30       | 2030-04-15      | 9.7500%  | 0.0000% | $91000.00          | $101822.40         | Corporate Debt Securities                         |
| REDE D OR FIN S A R L          SR GLBL 144A 35     | 2035-09-09      | 6.4500%  | 0.0000% | $300000.00         | $315468.75         | Corporate Debt Securities                         |
| REGAL REXNORD CORPORATION      CR SEN SR GLBL26    | 2026-02-15      | 6.0500%  | 0.0000% | $2714000.00        | $2789908.32        | Corporate Debt Securities                         |
| REGAL REXNORD CORPORATION      CR SEN SR GLBL28    | 2028-04-15      | 6.0500%  | 0.0000% | $6000.00           | $6317.31           | Corporate Debt Securities                         |
| UPBOUND GROUP INC              SR GLBL 144A 29     | 2029-02-15      | 6.3750%  | 0.0000% | $32000.00          | $32613.72          | Corporate Debt Securities                         |
| RESIDENTIAL REINS 2024 LTD     EXTND-13 144A 31    | 2031-06-06      | 13.1968% | 0.0000% | $2000000.00        | $1500000.00        | Corporate Debt Securities                         |
| RESIDENTIAL REINS 2024 LTD     EXTND-14 144A 31    | 2031-06-06      | 9.5500%  | 0.0000% | $7250000.00        | $7193450.00        | Corporate Debt Securities                         |
| RESIDENTIAL REINS 2024 LTD     -3-2024II 144A28    | 2028-12-06      | 10.5100% | 0.0000% | $4950000.00        | $5067810.00        | Corporate Debt Securities                         |
| RESIDENTIAL REINS 2022 LTD     EXT GLBL 144A 30    | 2030-12-06      | 11.1600% | 0.0000% | $3525000.00        | $3688313.25        | Corporate Debt Securities                         |
| ROBLOX CORP                    SR GLBL 144A 30     | 2030-05-01      | 3.8750%  | 0.0000% | $157000.00         | $152015.23         | Corporate Debt Securities                         |
| ROCKET COS INC                 SR GLBL 144A 30     | 2030-08-01      | 6.1250%  | 0.0000% | $7287000.00        | $7779532.38        | Corporate Debt Securities                         |
| ROGERS COMMUNICATIONS INC      SUB GLBL 144A 82    | 2082-03-15      | 5.2500%  | 0.0000% | $31000.00          | $31573.42          | Corporate Debt Securities                         |
| RRD INTER HLDGS INC            SR PIK 144A NT30    | 2030-12-01      | 11.0000% | 0.0000% | $12000.00          | $12576.33          | Corporate Debt Securities                         |
| SES GLOBAL AMERS HLDGS GP      SR GLBL 144A 44     | 2044-03-25      | 5.3000%  | 0.0000% | $3089000.00        | $2534440.41        | Corporate Debt Securities                         |
| SCIH SALT HOLDINGS INC         SR SEC GLBL 28      | 2028-05-01      | 4.8750%  | 0.0000% | $1445000.00        | $1455537.06        | Corporate Debt Securities                         |
| NAVIENT CORPORATION            FR 5.625%080133     | 2033-08-01      | 5.6250%  | 0.0000% | $356000.00         | $320517.03         | Corporate Debt Securities                         |
| SS&C TECHNOLOGIES INC          SR GLBL 144A 27     | 2027-09-30      | 5.5000%  | 0.0000% | $97000.00          | $98701.70          | Corporate Debt Securities                         |
| SABRE GLBL INC                 SR SEC GLBL 30      | 2030-03-15      | 10.7500% | 0.0000% | $1990000.00        | $1627875.28        | Corporate Debt Securities                         |
| SANDERS RE III LTD ACTING IN R EXTND-A 144A 30     | 2030-04-08      | 9.5500%  | 0.0000% | $250000.00         | $259600.00         | Corporate Debt Securities                         |
| SA RE II LT AC N RE SE AC 24-3 EXT GLBL 144A 32    | 2032-04-07      | 7.5500%  | 0.0000% | $4500000.00        | $4587300.00        | Corporate Debt Securities                         |
| SA RE II LTD SEGR ACCT 25-1    CL A-1 144A 28      | 2028-04-07      | 7.5468%  | 0.0000% | $3300000.00        | $3404280.00        | Corporate Debt Securities                         |
| SCRIPPS E W CO OHIO            2LIEN GLBL 30       | 2030-08-15      | 9.8750%  | 0.0000% | $63000.00          | $65704.54          | Corporate Debt Securities                         |
| SEAGATE DATA STORAGE TECHNOLOG SR GLBL 144A 29     | 2029-07-15      | 3.1250%  | 0.0000% | $5895000.00        | $5195275.78        | Corporate Debt Securities                         |
| SEALED AIR CORP NEW            SR GLBL 144A 33     | 2033-07-15      | 6.8750%  | 0.0000% | $50000.00          | $53106.73          | Corporate Debt Securities                         |
| SEALED AIR CORP / SEALED AIR C SR GLBL 144A 28     | 2028-02-01      | 6.1250%  | 0.0000% | $89000.00          | $93017.89          | Corporate Debt Securities                         |
| SEALED AIR CORP / SEALED AIR C SR GLBL 144A 31     | 2031-02-15      | 7.2500%  | 0.0000% | $394000.00         | $415975.02         | Corporate Debt Securities                         |
| SERVICE PPTYS TR               EXT 1LIEN GLBL28    | 2028-09-30      | 0.0000%  | 0.0000% | $23638000.00       | $21398772.26       | Corporate Debt Securities                         |
| SHIFT4 PMTS LLC / SHIFT4 PMTS  SR GLBL 144A 32     | 2032-08-15      | 6.7500%  | 0.0000% | $150000.00         | $158053.12         | Corporate Debt Securities                         |
| SINCLAIR TELEVISION GROUP      GLBL 144A NT 33     | 2033-02-15      | 9.7500%  | 0.0000% | $20000.00          | $22893.75          | Corporate Debt Securities                         |
| SINCLAIR TELEVISION GROUP      SR SEC GLBL 33      | 2033-02-15      | 8.1250%  | 0.0000% | $50000.00          | $53606.98          | Corporate Debt Securities                         |
| SIX FLAGS ENTERTAINMENT CORP   SR 144A NT 31       | 2031-05-15      | 7.2500%  | 0.0000% | $272000.00         | $272711.05         | Corporate Debt Securities                         |
| SIX FLAGS ENTMT CORP/CANADAS W SR GLBL 144A 32     | 2032-01-15      | 8.6250%  | 0.0000% | $14837000.00       | $15205452.17       | Corporate Debt Securities                         |
| SOUTH JERSEY INDS INC          JR SB A NT3.7%31    | 2031-04-15      | 5.0200%  | 0.0000% | $45000.00          | $39636.22          | Corporate Debt Securities                         |
| STAPLES INC                    SR SEC 144A NT29    | 2029-09-01      | 10.7500% | 0.0000% | $8093000.00        | $8320276.17        | Corporate Debt Securities                         |
| STARWOOD PPTY TR INC           SR GLBL 144A 26     | 2026-07-15      | 3.6250%  | 0.0000% | $12930000.00       | $12864967.49       | Corporate Debt Securities                         |
| STARWOOD PPTY TR INC           SR GLBL 144A 30     | 2030-07-01      | 6.5000%  | 0.0000% | $24000.00          | $25123.59          | Corporate Debt Securities                         |
| STARWOOD PPTY TR INC           SR GLBL 144A 31     | 2031-01-15      | 5.7500%  | 0.0000% | $179000.00         | $184434.54         | Corporate Debt Securities                         |
| STEELCASE INC                  SR GLBL NT 29       | 2029-01-18      | 5.1250%  | 0.0000% | $24000.00          | $23977.88          | Corporate Debt Securities                         |
| BRANDYWINE OPER PARTNERSHIP L  GLBL NT 8.875%29    | 2029-04-12      | 8.8750%  | 0.0000% | $2913000.00        | $3205392.38        | Corporate Debt Securities                         |
| BRASKEM NETH FIN B V           SR GLBL 144A 50     | 2050-01-31      | 5.8750%  | 0.0000% | $1387000.00        | $514923.75         | Corporate Debt Securities                         |
| BRIGHTSTAR LOTTERY PLC /       1LIEN GLBL 33       | 2033-01-15      | 5.7500%  | 0.0000% | $2486000.00        | $2489523.90        | Corporate Debt Securities                         |
| BRINKS CO                      SR GLBL 144A 27     | 2027-10-15      | 4.6250%  | 0.0000% | $7000.00           | $7083.16           | Corporate Debt Securities                         |
| BROADSTREET PARTNERS INC       SR 144A NT 29       | 2029-04-15      | 5.8750%  | 0.0000% | $1115000.00        | $1128140.74        | Corporate Debt Securities                         |
| BROOKFIELD PPTY REIT INC / BPR SR SEC GLBL 27      | 2027-04-01      | 4.5000%  | 0.0000% | $30000.00          | $30056.55          | Corporate Debt Securities                         |
| BUCKEYE PARTNERS L P           SR NT 5.85%43       | 2043-11-15      | 5.8500%  | 0.0000% | $309000.00         | $291664.33         | Corporate Debt Securities                         |
| BUCKEYE PARTNERS L P           SR GLBL NT5.6%44    | 2044-10-15      | 5.6000%  | 0.0000% | $2804000.00        | $2579128.55        | Corporate Debt Securities                         |
| BUCKEYE PARTNERS L P           SR GLBL 144A 28     | 2028-03-01      | 4.5000%  | 0.0000% | $25000.00          | $25346.88          | Corporate Debt Securities                         |
| BUCKEYE PARTNERS L P           SR GLBL 144A 29     | 2029-07-01      | 6.8750%  | 0.0000% | $140000.00         | $146289.95         | Corporate Debt Securities                         |
| BUILDERS FIRSTSOURCE INC       SR GLBL 144A 32     | 2032-02-01      | 4.2500%  | 0.0000% | $2853000.00        | $2778998.73        | Corporate Debt Securities                         |
| CCO HLDGS LLC / CCO HLDGS CAP  SR GLBL 144A 26     | 2026-05-01      | 5.5000%  | 0.0000% | $3651000.00        | $3700679.97        | Corporate Debt Securities                         |
| CCO HLDGS LLC / CCO HLDGS CAP  SR GLBL 144A 33     | 2033-06-01      | 4.5000%  | 0.0000% | $7748000.00        | $6642941.50        | Corporate Debt Securities                         |
| CCO HLDGS LLC / CCO HLDGS CAP  SR GLBL 144A 31     | 2031-03-01      | 7.3750%  | 0.0000% | $47000.00          | $49118.02          | Corporate Debt Securities                         |
| COMMUNITY HEALTH SYS INC NEW   SR GLBL 144A 28     | 2028-04-01      | 6.8750%  | 0.0000% | $10338000.00       | $10094495.59       | Corporate Debt Securities                         |
| CP ATLAS BUYER INC.            2LIEN PIK 144A31    | 2031-01-15      | 12.7500% | 0.0000% | $3331344.00        | $3086431.92        | Corporate Debt Securities                         |
| XPO INC                        SR DEB 6.7%34       | 2034-05-01      | 6.7000%  | 0.0000% | $395000.00         | $427814.19         | Corporate Debt Securities                         |
| CSC HLDGS LLC                  SR GLBL 144A 28     | 2028-02-01      | 5.3750%  | 0.0000% | $1400000.00        | $1078525.97        | Corporate Debt Securities                         |
| CSC HLDGS LLC                  SR GLBL 144A 29     | 2029-02-01      | 6.5000%  | 0.0000% | $16117000.00       | $10763245.99       | Corporate Debt Securities                         |
| CSC HLDGS LLC                  SR GLBL 144A 30     | 2030-12-01      | 4.6250%  | 0.0000% | $1285000.00        | $486166.72         | Corporate Debt Securities                         |
| CSC HLDGS LLC                  SR 144A NT4.5%31    | 2031-11-15      | 4.5000%  | 0.0000% | $869000.00         | $526496.69         | Corporate Debt Securities                         |
| CSN ISLANDS XI CORP.           SR GLBL 144A 28     | 2028-01-28      | 6.7500%  | 0.0000% | $500000.00         | $479497.50         | Corporate Debt Securities                         |
| CSN RESOURCES SA               SR GLBL 144A 32     | 2032-04-08      | 5.8750%  | 0.0000% | $1000000.00        | $829167.78         | Corporate Debt Securities                         |
| CNX RES CORP                   SR GLBL 144A 32     | 2032-03-01      | 7.2500%  | 0.0000% | $353000.00         | $380119.91         | Corporate Debt Securities                         |
| CVR PARTNERS LP/CVR NITROGEN   SR SEC GLBL 28      | 2028-06-15      | 6.1250%  | 0.0000% | $37000.00          | $37386.88          | Corporate Debt Securities                         |
| C&W SR FIN LTD                 SR GLBL 144A 33     | 2033-01-15      | 9.0000%  | 0.0000% | $1736000.00        | $1802714.48        | Corporate Debt Securities                         |
| CABLE ONDA S.A.                SR GLBL 144A 30     | 2030-01-30      | 4.5000%  | 0.0000% | $1228000.00        | $1171904.96        | Corporate Debt Securities                         |
| CALIFORNIA RES CORP            SR GLBL 144A 34     | 2034-01-15      | 7.0000%  | 0.0000% | $2000000.00        | $2059855.56        | Corporate Debt Securities                         |
| CAPSTONE COPPER CORP           SR 144A NT 33       | 2033-03-31      | 6.7500%  | 0.0000% | $361000.00         | $383143.74         | Corporate Debt Securities                         |
| CARE NEW ENG HEALTH SYS        -2016C NT 5.5%26    | 2026-09-01      | 5.5000%  | 0.0000% | $7000000.00        | $7150457.22        | Corporate Debt Securities                         |
| CARNIVAL CORP                  SR GLBL DEB 28      | 2028-01-15      | 6.6500%  | 0.0000% | $993000.00         | $1030168.82        | Corporate Debt Securities                         |
| CARNIVAL CORP                  SR GLBL 144A 33     | 2033-02-15      | 6.1250%  | 0.0000% | $730000.00         | $771758.13         | Corporate Debt Securities                         |
| CASCADES INC                   SR GLBL 144A 30     | 2030-07-15      | 6.7500%  | 0.0000% | $50000.00          | $51965.62          | Corporate Debt Securities                         |
| CASTLE UNITED STATES  HLDG COR SR 144A NT9.5%28    | 2028-02-15      | 9.5000%  | 0.0000% | $350000.00         | $167489.58         | Corporate Debt Securities                         |
| CASTLE UNITED STATES  HLDG COR SR 144A NT 10%31    | 2031-06-30      | 10.0000% | 0.0000% | $859000.00         | $249825.83         | Corporate Debt Securities                         |
| SIX FLAGS ENTERTAINMENT CORP   SR GLBL NT6.5%28    | 2028-10-01      | 6.5000%  | 0.0000% | $445000.00         | $454970.72         | Corporate Debt Securities                         |
| CELANESE US HLDGS LLC          SR GLBL NT1.4%26    | 2026-08-05      | 1.4000%  | 0.0000% | $33000.00          | $32670.84          | Corporate Debt Securities                         |
| CELANESE US HLDGS LLC          CR SEN SR GLBL29    | 2029-07-15      | 7.3300%  | 0.0000% | $191000.00         | $201568.83         | Corporate Debt Securities                         |
| CELANESE US HLDGS LLC          CR SEN SR GLBL32    | 2032-07-15      | 7.3790%  | 0.0000% | $18000.00          | $18937.52          | Corporate Debt Securities                         |
| CELANESE US HLDGS LLC          CR SEN SR GLBL28    | 2028-11-15      | 6.8500%  | 0.0000% | $133000.00         | $141597.23         | Corporate Debt Securities                         |
| CELANESE US HLDGS LLC          CR SEN SR GLBL30    | 2030-11-15      | 7.0500%  | 0.0000% | $163000.00         | $175038.77         | Corporate Debt Securities                         |
| CELANESE US HLDGS LLC          SR GLBL NT 34       | 2034-02-15      | 7.3750%  | 0.0000% | $1051000.00        | $1084094.97        | Corporate Debt Securities                         |
| CEMEX SA EURO MTN BE 144A      PERP SUB 144A NT    | 2500-12-31      | 7.2000%  | 0.0000% | $68000.00          | $73120.40          | Corporate Debt Securities                         |
| CENTENE CORP DEL               SR GLBL NT 29       | 2029-12-15      | 4.6250%  | 0.0000% | $6671000.00        | $6527848.68        | Corporate Debt Securities                         |
| CENTRAIS ELET BRAS SA          SR GLBL 144A 35     | 2035-01-11      | 6.5000%  | 0.0000% | $450000.00         | $466852.75         | Corporate Debt Securities                         |
| CENTURY ALUM CO                2LIEN GLBL 32       | 2032-08-01      | 6.8750%  | 0.0000% | $67000.00          | $71915.98          | Corporate Debt Securities                         |
| CENTURY COMMUNITIES INC        SR GLBL 144A 29     | 2029-08-15      | 3.8750%  | 0.0000% | $1017000.00        | $986114.13         | Corporate Debt Securities                         |
| LUMEN TECHNOLOGIES INC         SR GLBL -G DB 28    | 2028-01-15      | 6.8750%  | 0.0000% | $7000.00           | $7039.09           | Corporate Debt Securities                         |
| CHAMP ACQUISITION CORP         SR SEC GLBL 31      | 2031-12-01      | 8.3750%  | 0.0000% | $225000.00         | $243131.78         | Corporate Debt Securities                         |
| CHARTER COMMUNICATIONS OPER    1LIEN GLBL NT 47    | 2047-05-01      | 5.3750%  | 0.0000% | $4081000.00        | $3342454.06        | Corporate Debt Securities                         |
| CHARTER COMMUNICATIONS OPER    1LIEN NT 5.75%48    | 2048-04-01      | 5.7500%  | 0.0000% | $2509000.00        | $2151936.54        | Corporate Debt Securities                         |
| CHARTER COMMUNICATIONS OPER    1LIEN GLBL NT 41    | 2041-06-01      | 3.5000%  | 0.0000% | $2094000.00        | $1472639.24        | Corporate Debt Securities                         |
| CHARTER COMMUNICATIONS OPER    1LIEN GLBL NT 52    | 2052-06-01      | 3.9000%  | 0.0000% | $6205000.00        | $3984054.69        | Corporate Debt Securities                         |
| CHARTER COMMUNICATIONS OPER    1LIEN GLBL NT 61    | 2061-12-01      | 4.4000%  | 0.0000% | $4150000.00        | $2688872.61        | Corporate Debt Securities                         |
| CHARTER COMMUNICATIONS OPER    SR SEC GLBL NT34    | 2034-06-01      | 6.5500%  | 0.0000% | $21000.00          | $21934.60          | Corporate Debt Securities                         |
| CHEMOURS CO                    SR GLBL NT 27       | 2027-05-15      | 5.3750%  | 0.0000% | $6552000.00        | $6668611.95        | Corporate Debt Securities                         |
| CHEMOURS CO                    SR GLBL 144A 28     | 2028-11-15      | 5.7500%  | 0.0000% | $3290000.00        | $3300196.26        | Corporate Debt Securities                         |
| CHEMOURS CO                    SR GLBL 144A 29     | 2029-11-15      | 4.6250%  | 0.0000% | $5193000.00        | $4899883.28        | Corporate Debt Securities                         |
| CHEMOURS CO                    SR GLBL 144A 33     | 2033-01-15      | 8.0000%  | 0.0000% | $869000.00         | $875555.16         | Corporate Debt Securities                         |
| EMPRESAS PUBLICAS DE MEDELLIN  SR GLBL REGS 31     | 2031-02-15      | 4.3750%  | 0.0000% | $225000.00         | $209362.97         | Corporate Debt Securities                         |
| VISTA OIL & GAS ARGENTINA SAU  SR GLBL REGS 33     | 2033-06-10      | 8.5000%  | 0.0000% | $1078000.00        | $1133145.69        | Corporate Debt Securities                         |
| ANTERO MIDSTREAM PARTNERS LP/A SR GLBL REGS 33     | 2033-10-15      | 5.7500%  | 0.0000% | $20000.00          | $20617.69          | Corporate Debt Securities                         |
| ADVANCE AUTO PARTS INC         SR GLBL REGS 33     | 2033-08-01      | 7.3750%  | 0.0000% | $95000.00          | $99904.43          | Corporate Debt Securities                         |
| ALBERTSONS COS INC / SAFEWAY I SR GLBL REGS 34     | 2034-03-31      | 5.7500%  | 0.0000% | $50000.00          | $49819.89          | Corporate Debt Securities                         |
| ASHLAND INC                    SR GLBL REGS 31     | 2031-09-01      | 3.3750%  | 0.0000% | $341000.00         | $317780.88         | Corporate Debt Securities                         |
| CAESARS ENTERTAINMENT INC NEW  1LIEN REGS NT 32    | 2032-02-15      | 6.5000%  | 0.0000% | $225000.00         | $237051.38         | Corporate Debt Securities                         |
| CARPENTER TECHNOLOGY CORP      SR GLBL REGS 34     | 2034-03-01      | 5.6250%  | 0.0000% | $171000.00         | $175597.76         | Corporate Debt Securities                         |
| CHEMOURS CO                    SR GLBL REGS 29     | 2029-11-15      | 4.6250%  | 0.0000% | $23000.00          | $21701.77          | Corporate Debt Securities                         |
| CHORD ENERGY CORPORATION       SR GLBL REGS 33     | 2033-03-15      | 6.7500%  | 0.0000% | $22000.00          | $23317.42          | Corporate Debt Securities                         |
| CHURCHILL DOWNS INC            SR GLBL REGS 31     | 2031-05-01      | 6.7500%  | 0.0000% | $5000.00           | $5231.29           | Corporate Debt Securities                         |
| CONSENSUS CLOUD SOLUTIONS INC  SR GLBL REGS 28     | 2028-10-15      | 6.5000%  | 0.0000% | $90000.00          | $91806.15          | Corporate Debt Securities                         |
| DARLING INGREDIENTS INC        SR GLBL REGS 30     | 2030-06-15      | 6.0000%  | 0.0000% | $173000.00         | $176634.73         | Corporate Debt Securities                         |
| IRON MTN INC DEL               SR GLBL REGS 27     | 2027-09-15      | 4.8750%  | 0.0000% | $66000.00          | $67166.96          | Corporate Debt Securities                         |
| IRON MTN INC DEL               SR GLBL REGS 29     | 2029-09-15      | 4.8750%  | 0.0000% | $106000.00         | $106643.55         | Corporate Debt Securities                         |
| HLF FING SARL LLC / HERBALIFE  SR SEC GLBL 29      | 2029-04-15      | 12.2500% | 0.0000% | $15000.00          | $16657.19          | Corporate Debt Securities                         |
| LAMB WESTON HLDGS INC          SR GLBL REGS 30     | 2030-01-31      | 4.1250%  | 0.0000% | $12000.00          | $11824.86          | Corporate Debt Securities                         |
| MATCH GROUP HOLDINGS II LLC    GLBL REGS NT 30     | 2030-08-01      | 4.1250%  | 0.0000% | $496000.00         | $480435.73         | Corporate Debt Securities                         |
| MAGNERA CORP                   SR SEC GLBL 31      | 2031-11-15      | 7.2500%  | 0.0000% | $197000.00         | $192300.73         | Corporate Debt Securities                         |
| NBM US HLDGS INC               SR GLBL REGS 29     | 2029-08-06      | 6.6250%  | 0.0000% | $200000.00         | $209580.17         | Corporate Debt Securities                         |
| ADT SECURITY CORPORATION       1LIEN GLBL 32       | 2032-07-15      | 4.8750%  | 0.0000% | $27000.00          | $26316.39          | Corporate Debt Securities                         |
| SHIFT4 PMTS LLC / SHIFT4 PMTS  SR GLBL REGS 32     | 2032-08-15      | 6.7500%  | 0.0000% | $10000.00          | $10536.88          | Corporate Debt Securities                         |
| SM ENERGY COMPANY              SR GLBL REGS 32     | 2032-08-01      | 7.0000%  | 0.0000% | $15000.00          | $15578.63          | Corporate Debt Securities                         |
| SS&C TECHNOLOGIES INC          SR GLBL REGS 32     | 2032-06-01      | 6.5000%  | 0.0000% | $24000.00          | $25090.15          | Corporate Debt Securities                         |
| VENTURE GLOBAL LNG INC         PERP A REGS NT9%    | 2500-12-31      | 9.0000%  | 0.0000% | $44000.00          | $40170.24          | Corporate Debt Securities                         |
| WMG ACQUISITION CORP           SR SEC REGS NT29    | 2029-12-01      | 3.7500%  | 0.0000% | $1000000.00        | $967505.83         | Corporate Debt Securities                         |
| ZF NORTH AMER CAP INC          REGS NT 6.875%32    | 2032-04-23      | 6.8750%  | 0.0000% | $150000.00         | $152108.15         | Corporate Debt Securities                         |
| SEASPAN CORP                   SR GLBL REGS 29     | 2029-08-01      | 5.5000%  | 0.0000% | $12000.00          | $11725.77          | Corporate Debt Securities                         |
| ALBERTSONS COS INC / SAFEWAY I SR GLBL 144A 29     | 2029-03-15      | 3.5000%  | 0.0000% | $214000.00         | $208345.05         | Corporate Debt Securities                         |
| ALBERTSONS COS INC / SAFEWAY I SR GLBL 144A 28     | 2028-02-15      | 6.5000%  | 0.0000% | $8261000.00        | $8638871.91        | Corporate Debt Securities                         |
| BREAD FINANCIAL HOLDINGS INC   SR GLBL 144A 31     | 2031-05-15      | 6.7500%  | 0.0000% | $99000.00          | $103346.10         | Corporate Debt Securities                         |
| ALLIANT HLDGS INTER LLC / ALL  SR SEC 144A NT31    | 2031-01-15      | 7.0000%  | 0.0000% | $125000.00         | $130225.83         | Corporate Debt Securities                         |
| US FOODS INC                   SR GLBL 144A 29     | 2029-02-15      | 4.7500%  | 0.0000% | $141000.00         | $143273.04         | Corporate Debt Securities                         |
| URSA RE LTD                    -F-20251 144A 28    | 2028-02-22      | 11.0468% | 0.0000% | $14013000.00       | $14262431.40       | Corporate Debt Securities                         |
| YPF SOCIEDAD ANONIMA           SR GLBL REGS 29     | 2029-06-27      | 8.5000%  | 0.0000% | $500000.00         | $522540.83         | Corporate Debt Securities                         |
| ASP UNIFRAX HOLDINGS INC       144A NT 5.25%28     | 2028-09-30      | 5.2500%  | 0.0000% | $22861000.00       | $1771727.50        | Corporate Debt Securities                         |
| UNITED RENTALS NORTH AMER INC  SR GLBL NT 30       | 2030-01-15      | 5.2500%  | 0.0000% | $41000.00          | $41570.21          | Corporate Debt Securities                         |
| UNITED STATES STL CORP         SR NT 6.65%37       | 2037-06-01      | 6.6500%  | 0.0000% | $3105000.00        | $3301076.44        | Corporate Debt Securities                         |
| UNITED WHOLESALE MORTGAGE LLC  SR GLBL 144A 29     | 2029-04-15      | 5.5000%  | 0.0000% | $2689000.00        | $2709118.20        | Corporate Debt Securities                         |
| URBAN ONE INC                  2LIEN GLBL 31       | 2031-04-01      | 7.6250%  | 0.0000% | $1541000.00        | $707158.48         | Corporate Debt Securities                         |
| USA COMPRESSION PARTNERS LP    SR GLBL 144A 33     | 2033-10-01      | 6.2500%  | 0.0000% | $1841000.00        | $1902590.66        | Corporate Debt Securities                         |

### Security 653: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 4.050000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1CFF41, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP1CFF41
- **C.18 - Value (incl. sponsor support):** $305034214.90
- **C.18.a - Value (excl. sponsor support):** $305034214.90
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.0100%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-05-04
- **Characteristics:** C.9 Eligible 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                                          |
|:---|:---|:---|:---|:---|:---|:---|
| ARBOR REALTY TRUST INC         SR GLBL 144A 27     | 2027-03-15      | 4.5000%  | 0.0000% | $44225000.00       | $43025396.87       | Corporate Debt Securities                         |
| ASBURY AUTOMOTIVE GROUP INC    SR GLBL NT4.5%28    | 2028-03-01      | 4.5000%  | 0.0000% | $1725000.00        | $1748968.88        | Corporate Debt Securities                         |
| B & G FOODS INC                SR GLBL NT 27       | 2027-09-15      | 5.2500%  | 0.0000% | $97000.00          | $95961.86          | Corporate Debt Securities                         |
| BAFFINLAND IRON MINES CORP / B SR SEC GLBL 26      | 2026-07-15      | 8.7500%  | 0.0000% | $98000.00          | $85791.73          | Corporate Debt Securities                         |
| BANCO MACRO S A                SR 144A NT 8%31     | 2031-01-28      | 8.0000%  | 0.0000% | $250000.00         | $254086.11         | Corporate Debt Securities                         |
| BEASLEY MEZZANINE HOLDINGS LLC SR SEC GLBL 28      | 2028-08-01      | 9.2000%  | 0.0000% | $803000.00         | $341872.79         | Corporate Debt Securities                         |
| BRIDGE STR RE LTD              -A-20251 144A 28    | 2028-01-07      | 7.5700%  | 0.0000% | $7500000.00        | $7610250.00        | Corporate Debt Securities                         |
| CCO HLDGS LLC / CCO HLDGS CAP  SR GLBL 144A 27     | 2027-05-01      | 5.1250%  | 0.0000% | $4423000.00        | $4479747.70        | Corporate Debt Securities                         |
| CVR ENERGY INC                 SR GLBL 144A 29     | 2029-01-15      | 8.5000%  | 0.0000% | $16000.00          | $17321.41          | Corporate Debt Securities                         |
| SIX FLAGS ENTERTAINMENT CORP   SR GLBL NT 27       | 2027-04-15      | 5.3750%  | 0.0000% | $2538000.00        | $2578093.00        | Corporate Debt Securities                         |
| CLARIOS GLOBAL LP / CLARIOS US SR 144A NT 32       | 2032-09-15      | 6.7500%  | 0.0000% | $912000.00         | $969000.00         | Corporate Debt Securities                         |
| COMSTOCK RES INC               SR GLBL 144A 29     | 2029-03-01      | 6.7500%  | 0.0000% | $31000.00          | $31920.93          | Corporate Debt Securities                         |
| EQUIPMENTSHARE COM INC         SR SEC 144A NT33    | 2033-03-15      | 8.0000%  | 0.0000% | $22000.00          | $23853.06          | Corporate Debt Securities                         |
| CLUE OPCO LLC                  1LIEN 144A NT 31    | 2031-10-15      | 9.5000%  | 0.0000% | $1231000.00        | $1338636.59        | Corporate Debt Securities                         |
| GENESIS ENERGY LP & GEN E      SR GLBL NT 29       | 2029-01-15      | 8.2500%  | 0.0000% | $165000.00         | $172634.14         | Corporate Debt Securities                         |
| IAMGOLD CORP                   SR GLBL 144A 28     | 2028-10-15      | 5.7500%  | 0.0000% | $200000.00         | $204108.17         | Corporate Debt Securities                         |
| ICAHN ENTERPRISES LP/CORP      SR SEC GLBL NT27    | 2027-05-15      | 5.2500%  | 0.0000% | $99000.00          | $98974.01          | Corporate Debt Securities                         |
| ILLUMINATE BUYER LLC / ILLUMIN SR GLBL 144A 28     | 2028-07-01      | 9.0000%  | 0.0000% | $1035000.00        | $1044584.10        | Corporate Debt Securities                         |
| KBR INC                        SR GLBL 144A 28     | 2028-09-30      | 4.7500%  | 0.0000% | $19000.00          | $19073.97          | Corporate Debt Securities                         |
| LIONS GATE CAP HLDGS 1 INC     EXTND SR GLBL 30    | 2029-04-15      | 6.0000%  | 0.0000% | $7100000.00        | $6752395.83        | Corporate Debt Securities                         |
| PETROLEOS MEXICANOS            SR GLBL BD9.5%27    | 2027-09-15      | 9.5000%  | 0.0000% | $10000.00          | $10934.55          | Corporate Debt Securities                         |
| QVC INC                        1LIEN NT 5.95%43    | 2043-03-15      | 5.9500%  | 0.0000% | $1875000.00        | $763710.94         | Corporate Debt Securities                         |
| TORREY PINES RE LTD            -A VR 144A BD 28    | 2028-06-07      | 7.3100%  | 0.0000% | $800000.00         | $822640.00         | Corporate Debt Securities                         |
| TRANSDIGM INC                  SR SB GLBL NT 29    | 2029-01-15      | 4.6250%  | 0.0000% | $869000.00         | $866338.33         | Corporate Debt Securities                         |
| WBI OPER LLC                   SR 144A NT6.5%33    | 2033-10-15      | 6.5000%  | 0.0000% | $415000.00         | $427555.13         | Corporate Debt Securities                         |
| XEROX HOLDINGS CORP            SR GLBL 144A 29     | 2029-11-30      | 8.8750%  | 0.0000% | $13613000.00       | $5264033.66        | Corporate Debt Securities                         |
| 1011778 B.C. UNLIMITED LIABILI 2LIEN GLBL 30       | 2030-10-15      | 4.0000%  | 0.0000% | $45000.00          | $43378.05          | Corporate Debt Securities                         |
| PAN AMERN ENERGY S L ARGENTINE GLBL AMZ REGS 32    | 2032-04-30      | 8.5000%  | 0.0000% | $133000.00         | $142795.45         | Corporate Debt Securities                         |
| DIGICEL INTL FIN LTD / DIFL US 1LIEN REGS NT 32    | 2032-08-01      | 8.6250%  | 0.0000% | $1128000.00        | $1216782.53        | Corporate Debt Securities                         |
| BRASKEM NETH FIN B V           SUB GLBL REGS 81    | 2081-01-23      | 12.0600% | 0.0000% | $401000.00         | $96217.17          | Corporate Debt Securities                         |
| INVERSIONES ATLANTIDA S A      SR SEC GLBL 26      | 2026-05-19      | 7.5000%  | 0.0000% | $700000.00         | $691104.17         | Corporate Debt Securities                         |
| YPF SOCIEDAD ANONIMA           FR 7%121547         | 2047-12-15      | 7.0000%  | 0.0000% | $28000.00          | $25189.08          | Corporate Debt Securities                         |
| APOLLO COML REAL ESTATE FIN    SR SEC GLBL 29      | 2029-06-15      | 4.6250%  | 0.0000% | $8000.00           | $8025.85           | Corporate Debt Securities                         |
| CITADEL LIMITED PARTNERSHIP    CR SEN SR REGS32    | 2032-01-23      | 6.3750%  | 0.0000% | $248000.00         | $264286.06         | Corporate Debt Securities                         |
| FRED MAC SEA CR RISK TR 2023-1 M      20621025 5.0 | 2062-10-25      | 5.0000%  | 0.0000% | $7363000.00        | $6510841.55        | Private Label Collateralized Mortgage Obligations |
| SIX FLAGS ENTERTAINMENT CORP   SR REGS NT 31       | 2031-05-15      | 7.2500%  | 0.0000% | $127000.00         | $127332.00         | Corporate Debt Securities                         |
| ARES LXIV CLO LTD 2022-64R     E-R    20391017 FLT | 2039-10-17      | 10.1722% | 0.0000% | $2500000.00        | $2528496.03        | Asset-Backed Securities                           |
| BARINGS CLO LTD 2024-5         E      20380715 FLT | 2038-07-15      | 9.3222%  | 0.0000% | $4000000.00        | $4055856.98        | Asset-Backed Securities                           |
| CENTERSQUARE ISSUER LLC 2025-3 B      20550825 5.4 | 2055-08-25      | 5.4000%  | 0.0000% | $5000000.00        | $4881395.00        | Asset-Backed Securities                           |
| CITIGROUP MTG LN TR 2007-FS1   I-A1   20371025 FLT | 2037-10-25      | 7.2500%  | 0.0000% | $3600000.00        | $367369.84         | Asset-Backed Securities                           |
| HOME EQUITY MTG TR 2006-2      2A-1   20360725 FLT | 2036-07-25      | 3.9471%  | 0.0000% | $18699000.00       | $837805.47         | Asset-Backed Securities                           |
| ELMWOOD CLO 26 LTD             E      20370420 FLT | 2037-04-20      | 10.1176% | 0.0000% | $3500000.00        | $3477479.09        | Asset-Backed Securities                           |
| FIGRE TRUST 2024-HE6           F      20541225 FLT | 2054-12-25      | 8.7040%  | 0.0000% | $3979000.00        | $4238011.23        | Asset-Backed Securities                           |
| GSAMP TRUST 2006-S1            A-1    20351125 FLT | 2035-11-25      | 4.0671%  | 0.0000% | $46046528.00       | $406093.93         | Asset-Backed Securities                           |
| HOME EQUITY MTG INDS 2006-2B   A      20361025 FLT | 2036-10-25      | 4.1271%  | 0.0000% | $159552000.00      | $8449760.47        | Asset-Backed Securities                           |
| J P MORGAN MTG TR 2025-HE2     B-1    20551122 FLT | 2055-11-22      | 6.7030%  | 0.0000% | $608000.00         | $609898.14         | Asset-Backed Securities                           |
| LOBEL AUTOMOBILE REC TR 2025-1 E      20310915 8.1 | 2031-09-15      | 8.1400%  | 0.0000% | $4000000.00        | $4108378.67        | Asset-Backed Securities                           |
| MAGNETITE  LTD 2024-47         E      20380125 FLT | 2038-01-25      | 8.9180%  | 0.0000% | $2000000.00        | $2018301.78        | Asset-Backed Securities                           |
| ML MTG INV TR 2006-SL2         A      20370525 FLT | 2037-05-25      | 4.0871%  | 0.0000% | $23757032.00       | $122925.18         | Asset-Backed Securities                           |
| OCTANE REC TRUST 2023-3        E      20310520 10. | 2031-05-20      | 10.9200% | 0.0000% | $5132000.00        | $5639212.66        | Asset-Backed Securities                           |
| PREFER TERM SEC XXIV 2006-24   C-2    20370322 FLT | 2037-03-22      | 5.0348%  | 0.0000% | $4720000.00        | $3086137.82        | Asset-Backed Securities                           |
| PROGRESS RES 2021-SFR3 TR      G      20380519 4.2 | 2038-05-19      | 4.2540%  | 0.0000% | $4130000.00        | $4121590.63        | Asset-Backed Securities                           |
| RCKT MTG TR 2024-CES9          B-1    20441225 FLT | 2044-12-25      | 7.6690%  | 0.0000% | $12692000.00       | $11960697.19       | Asset-Backed Securities                           |
| ROCKFORD TOWER CLO 2017-3      E      20301021 FLT | 2030-10-21      | 9.6792%  | 0.0000% | $2820000.00        | $2623921.67        | Asset-Backed Securities                           |
| SLM STUDENT LN TR 2007-8       A-5    20430427 FLT | 2043-04-27      | 4.6986%  | 0.0000% | $352735000.00      | $202564168.83      | Asset-Backed Securities                           |

### Security 654: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 4.000000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1CFFC3, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP1CFFC3
- **C.18 - Value (incl. sponsor support):** $500376505.00
- **C.18.a - Value (excl. sponsor support):** $500376505.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-05-04
- **Characteristics:** C.9 Eligible 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   |
|:---|:---|:---|:---|:---|:---|:---|
| DYNAMIX CORP                   SHS CL A         | 2500-12-31      | N/A      | 0.0000% | $211985.00         | $2195104.68        | Equities   |
| FACT II ACQUISITION CORP       ORD SHS CL A     | 2500-12-31      | N/A      | 0.0000% | $58723.00          | $617765.96         | Equities   |
| FIFTH ERA ACQUISITION CORP I   ORD SHS CL A     | 2500-12-31      | N/A      | 0.0000% | $10781.00          | $110613.06         | Equities   |
| FUTURE VISION II ACQUISITION   SHS              | 2500-12-31      | N/A      | 0.0000% | $2719.00           | $28902.97          | Equities   |
| GESHER ACQUISITION CORP. II    USD CL A ORD SHS | 2500-12-31      | N/A      | 0.0000% | $10965.00          | $113158.80         | Equities   |
| GIGCAPITAL7 CORP               ORD SHS CL A     | 2500-12-31      | N/A      | 0.0000% | $91474.00          | $966880.18         | Equities   |
| HCM III ACQUISITION CORP       ORD SHS CL A     | 2500-12-31      | N/A      | 0.0000% | $80534.00          | $821446.80         | Equities   |
| HENNESSY CAP INVT CORP VII     ORD SHS CL A     | 2500-12-31      | N/A      | 0.0000% | $150592.00         | $1546579.84        | Equities   |
| KOCHAV DEFENSE ACQUI CO        SHS CL A         | 2500-12-31      | N/A      | 0.0000% | $58550.00          | $596039.00         | Equities   |
| LAKESHORE ACQUISITION III CORP USD ORD SHS      | 2500-12-31      | N/A      | 0.0000% | $6799.00           | $69553.77          | Equities   |
| MELAR ACQUISITION CORP. I      SHS CL A         | 2500-12-31      | N/A      | 0.0000% | $11263.00          | $120626.73         | Equities   |
| NEW PROVIDENCE ACQUISITION COR USD CL A ORD SHS | 2500-12-31      | N/A      | 0.0000% | $42696.00          | $446173.20         | Equities   |
| NEWHOLD INVT CORP III          ORD SHS CL A     | 2500-12-31      | N/A      | 0.0000% | $20425.00          | $210990.25         | Equities   |
| 1RT ACQUISITION CORP.          USD CL A ORD SHS | 2500-12-31      | N/A      | 0.0000% | $38105.00          | $389433.10         | Equities   |
| PELICAN ACQUISITION CORP       SHS              | 2500-12-31      | N/A      | 0.0000% | $166304.00         | $1764485.44        | Equities   |
| REAL ASSET ACQUISITION CORP    SHS CL A         | 2500-12-31      | N/A      | 0.0000% | $36604.00          | $378851.40         | Equities   |
| ROADZEN INC                    ORD SHS          | 2500-12-31      | N/A      | 0.0000% | $373455.00         | $616200.75         | Equities   |
| SIM ACQUISITION CORP. I        SHS CL A         | 2500-12-31      | N/A      | 0.0000% | $14933.00          | $158737.79         | Equities   |
| TAVIA ACQUISITION CORP         SHS              | 2500-12-31      | N/A      | 0.0000% | $17067.00          | $179032.83         | Equities   |
| TEXAS VENTURES ACQUISITION III USD CL A ORD SHS | 2500-12-31      | N/A      | 0.0000% | $248102.00         | $2612514.06        | Equities   |
| TRANSLATIONAL DEV ACQUISITION  COM CL A         | 2500-12-31      | N/A      | 0.0000% | $9815.00           | $103057.50         | Equities   |
| VOYAGER ACQUISITION CORP       CL A             | 2500-12-31      | N/A      | 0.0000% | $63350.00          | $675944.50         | Equities   |
| UY SCUTI ACQUISITION CORP.     ORD SHS          | 2500-12-31      | N/A      | 0.0000% | $4324.00           | $44493.96          | Equities   |
| YATRA ONLINE INC               ORD SHS          | 2500-12-31      | N/A      | 0.0000% | $29453.00          | $45063.09          | Equities   |
| YORKVILLE ACQUISITION CORP.    SHS CL A         | 2500-12-31      | N/A      | 0.0000% | $129284.00         | $1313525.44        | Equities   |
| CHARLTON ARIA ACQUISITION CORP ORD SHS CL A     | 2500-12-31      | N/A      | 0.0000% | $4523.00           | $47536.73          | Equities   |
| ENTERA BIO LTD                 SHS              | 2500-12-31      | N/A      | 0.0000% | $109917.00         | $160478.82         | Equities   |
| RISKIFIED LTD                  SHS CL A         | 2500-12-31      | N/A      | 0.0000% | $7185.00           | $31182.90          | Equities   |
| AB ACTIVE ETFS INC             INTL GROWTH ETF  | 2500-12-31      | N/A      | 0.0000% | $276.00            | $8128.17           | Equities   |
| AB ACTIVE ETFS INC             CORPORATE BD ETF | 2500-12-31      | N/A      | 0.0000% | $2185.00           | $78343.17          | Equities   |
| ASE TECHNOLOGY HLDG CO LTD     SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $614477.00         | $12154355.06       | Equities   |
| ABIVAX SA                      SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $222368.00         | $25247662.72       | Equities   |
| ABRDN FDS                      EMERGING MKTS DI | 2500-12-31      | N/A      | 0.0000% | $4111.00           | $176211.85         | Equities   |
| GRACE THERAPEUTICS INC         COM              | 2500-12-31      | N/A      | 0.0000% | $1851.00           | $6497.01           | Equities   |
| ADAGIO MED HLDGS INC           COM              | 2500-12-31      | N/A      | 0.0000% | $171991.00         | $171991.00         | Equities   |
| ADVISORS INNER CIRCLE FD II    FRONTIER ASSET O | 2500-12-31      | N/A      | 0.0000% | $3456.00           | $88595.60          | Equities   |
| ADVISORSHARES TR               INSIDER ADVANTA  | 2500-12-31      | N/A      | 0.0000% | $70.00             | $9222.84           | Equities   |
| AFFINITY BANCSHARES INC        COM              | 2500-12-31      | N/A      | 0.0000% | $4406.00           | $90146.76          | Equities   |
| THE ALGER ETF TRUST            RUSSELL INNOVATI | 2500-12-31      | N/A      | 0.0000% | $157.00            | $3193.41           | Equities   |
| ALLSPRING EXCHANGE TRADED FUND BROAD MARKET COR | 2500-12-31      | N/A      | 0.0000% | $1098.00           | $27587.25          | Equities   |
| ALLSPRING EXCHANGE TRADED FUND ULTRA SRT MUNI   | 2500-12-31      | N/A      | 0.0000% | $1442.00           | $36215.83          | Equities   |
| EA SERIES TRUST                STRIVE INTL DEV  | 2500-12-31      | N/A      | 0.0000% | $1517.00           | $49932.51          | Equities   |
| AMARIN CORP PLC                SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $16748.00          | $258254.16         | Equities   |
| AMERICAN BEACON SELECT FUNDS   IONIC INFLATION  | 2500-12-31      | N/A      | 0.0000% | $397.00            | $7558.88           | Equities   |
| ARTESIAN RES CORP              CL A             | 2500-12-31      | N/A      | 0.0000% | $24462.00          | $812505.33         | Equities   |
| ASTRAZENECA PLC                SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $272680.00         | $25247441.20       | Equities   |
| LEONABIO INC                   COM              | 2500-12-31      | N/A      | 0.0000% | $157755.00         | $743026.05         | Equities   |
| BANCO SANTANDER CHILE NEW      SP ADR REP COM   | 2500-12-31      | N/A      | 0.0000% | $111780.00         | $4134742.20        | Equities   |
| BANK MONTREAL MEDIUM           NT LKD 38        | 2500-12-31      | N/A      | 0.0000% | $463.00            | $30780.24          | Equities   |
| BELITE BIO INC                 SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $98850.00          | $16707627.00       | Equities   |
| BLACKROCK ETF TRUST            ISHARES WORLD EX | 2500-12-31      | N/A      | 0.0000% | $14867.00          | $860799.30         | Equities   |
| C4 THERAPEUTICS INC            COM STK          | 2500-12-31      | N/A      | 0.0000% | $1942704.00        | $3807699.84        | Equities   |
| CENTURY THERAPEUTICS INC       COM              | 2500-12-31      | N/A      | 0.0000% | $1576736.00        | $3169239.36        | Equities   |
| CHIPMOS TECHNOLOGIES INC       SPONSORD ADS NEW | 2500-12-31      | N/A      | 0.0000% | $20981.00          | $814062.80         | Equities   |
| COTWO ADVISORS PHYSICAL EUROPE COMMON UNITS     | 2500-12-31      | N/A      | 0.0000% | $1300.00           | $29120.00          | Equities   |
| CUMBERLAND PHARMACEUTICALS INC COM              | 2500-12-31      | N/A      | 0.0000% | $106878.00         | $395448.60         | Equities   |
| DEUTSCHE BK AG LONDON BRH      DB GOLD DBL LNG  | 2500-12-31      | N/A      | 0.0000% | $82.00             | $19841.38          | Equities   |
| DIREXION SHS ETF TR            DLY AEROSPC 3X   | 2500-12-31      | N/A      | 0.0000% | $11876.00          | $948179.84         | Equities   |
| DRDGOLD LIMITED                SPON ADR REPSTG  | 2500-12-31      | N/A      | 0.0000% | $6215.00           | $220570.35         | Equities   |
| ETF OPPORTUNITIES TRUST        KINGSBARN TACTIC | 2500-12-31      | N/A      | 0.0000% | $153.00            | $3568.28           | Equities   |
| EMBRAER S.A.                   SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $113285.00         | $8471452.30        | Equities   |
| EXCHANGE TRADED CONCEPTS TRUST RANGE GLOBAL COA | 2500-12-31      | N/A      | 0.0000% | $28133.00          | $756215.04         | Equities   |
| EXCHANGE TRADED CONCEPTS TRUST ROBO GBL HLTCR   | 2500-12-31      | N/A      | 0.0000% | $310.00            | $11398.70          | Equities   |
| EXCHANGE LISTED FDS TR         LONG POND REAL E | 2500-12-31      | N/A      | 0.0000% | $33811.00          | $913911.33         | Equities   |
| EXCHANGE LISTED FDS TR         ETC CABANA TARGT | 2500-12-31      | N/A      | 0.0000% | $5324.00           | $141174.38         | Equities   |
| FATPIPE INC UT                 COM              | 2500-12-31      | N/A      | 0.0000% | $3554.00           | $6148.42           | Equities   |
| FIBROBIOLOGICS INC             COM SHS          | 2500-12-31      | N/A      | 0.0000% | $49528.00          | $16898.95          | Equities   |
| FIRST TR EXCHANGE-TRADED FD    WTR ETF          | 2500-12-31      | N/A      | 0.0000% | $60.00             | $6787.80           | Equities   |
| FIRST TR EXCHANGE-TRADED FD II ALERIAN US NXTGN | 2500-12-31      | N/A      | 0.0000% | $1693.00           | $134750.27         | Equities   |
| FIRST TR EXCHANGE TRADED FD VI RISNG DIVD ACHIV | 2500-12-31      | N/A      | 0.0000% | $19661.00          | $1439381.81        | Equities   |
| FIRST TR EXCH TRADED FD III    HORIZON MNGD ETF | 2500-12-31      | N/A      | 0.0000% | $3834.00           | $142366.39         | Equities   |
| FOSSIL GROUP INC               COM              | 2500-12-31      | N/A      | 0.0000% | $57034.00          | $212166.48         | Equities   |
| FRANKLIN TEMPLETON ETF TR      US CORE DIV TILT | 2500-12-31      | N/A      | 0.0000% | $13499.00          | $736370.45         | Equities   |
| FRANKLIN TEMPLETON ETF TR      BRANDYWINEGLOBAL | 2500-12-31      | N/A      | 0.0000% | $502.00            | $12413.91          | Equities   |
| FULL TRUCK ALLIANCE CO LTD     SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $2487480.00        | $25247922.00       | Equities   |
| GRANITE PT MTG TR INC          COM STK          | 2500-12-31      | N/A      | 0.0000% | $202997.00         | $456743.25         | Equities   |
| GRANITESHARES ETF TR           HIPS US HIGH INC | 2500-12-31      | N/A      | 0.0000% | $11079.00          | $134166.69         | Equities   |
| GREAT ELM GROUP INC            COM NEW          | 2500-12-31      | N/A      | 0.0000% | $38210.00          | $82533.60          | Equities   |
| GRUPO AEROPORTUARIO DEL CENTRO SPON ADR         | 2500-12-31      | N/A      | 0.0000% | $20801.00          | $2461798.35        | Equities   |
| HARBOR ETF TRUST               EMERGING MARKETS | 2500-12-31      | N/A      | 0.0000% | $127.00            | $3387.22           | Equities   |
| HARBOR ETF TRUST               EMERGING MKTS    | 2500-12-31      | N/A      | 0.0000% | $264.00            | $6445.61           | Equities   |
| NOVABRIDGE BIOSCIENCES         SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $1045648.00        | $3847984.64        | Equities   |
| IBIO INC                       COM NEW          | 2500-12-31      | N/A      | 0.0000% | $463346.00         | $996193.90         | Equities   |
| TIDAL TRUST III                ROCKEFELLER CALI | 2500-12-31      | N/A      | 0.0000% | $3479.00           | $84063.08          | Equities   |
| NEW YORK LIFE INVTS ACTIVE ETF NYLI CBRE REAL A | 2500-12-31      | N/A      | 0.0000% | $17.00             | $494.48            | Equities   |
| INGRAM MICRO HLDG CORP         COM              | 2500-12-31      | N/A      | 0.0000% | $233003.00         | $4974614.05        | Equities   |
| INSPIREMD INC                  COM              | 2500-12-31      | N/A      | 0.0000% | $103782.00         | $167089.02         | Equities   |
| INTERCONTINENTAL HOTELS GROUP  SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $42653.00          | $5857109.96        | Equities   |
| INVENTIVA SA                   ADS              | 2500-12-31      | N/A      | 0.0000% | $343456.00         | $2170641.92        | Equities   |
| INVESCO EXCHANGE-TRADED FD TR  INVESCO PHLX SM  | 2500-12-31      | N/A      | 0.0000% | $43734.00          | $2864577.00        | Equities   |
| INVESCO EXCH TRD SLF IDX FD TR BULETSHS 2029    | 2500-12-31      | N/A      | 0.0000% | $24673.00          | $464839.32         | Equities   |
| ISHARES INC                    US POWER INFRAST | 2500-12-31      | N/A      | 0.0000% | $21074.00          | $522002.98         | Equities   |
| ISHARES INC                    EM MKT SM-CP ETF | 2500-12-31      | N/A      | 0.0000% | $25651.00          | $1870214.41        | Equities   |
| ISHARES INC                    MSCI SWITZERLAND | 2500-12-31      | N/A      | 0.0000% | $13210.00          | $821926.20         | Equities   |
| ISHARES INC                    MSCI STH KOR ETF | 2500-12-31      | N/A      | 0.0000% | $119654.00         | $14896923.00       | Equities   |
| ISHARES TR                     CORE S&P500 ETF  | 2500-12-31      | N/A      | 0.0000% | $36218.00          | $25247205.62       | Equities   |
| ISHARES TR                     S&P 500 VAL ETF  | 2500-12-31      | N/A      | 0.0000% | $16129.00          | $3494831.72        | Equities   |
| ISHARES TR                     RUS MD CP GR ETF | 2500-12-31      | N/A      | 0.0000% | $62530.00          | $8634142.40        | Equities   |
| ISHARES TR                     IBOXX HI YD ETF  | 2500-12-31      | N/A      | 0.0000% | $311588.00         | $25247975.64       | Equities   |
| ISHARES TR                     MSCI CHINA ETF   | 2500-12-31      | N/A      | 0.0000% | $69919.00          | $4490897.37        | Equities   |
| JANUS DETROIT STR TR           HENDERSON CORPOR | 2500-12-31      | N/A      | 0.0000% | $390.00            | $16454.61          | Equities   |
| KRANESHARES TRUST              CSI CHI INTERNET | 2500-12-31      | N/A      | 0.0000% | $695728.00         | $25247969.12       | Equities   |
| KRANESHARES TRUST              100 KWEB JAN 27  | 2500-12-31      | N/A      | 0.0000% | $329.00            | $9465.99           | Equities   |
| LIFETIME BRANDS INC            COM              | 2500-12-31      | N/A      | 0.0000% | $19803.00          | $67330.20          | Equities   |
| LISTED FDS TR                  RELATIVE STRENGT | 2500-12-31      | N/A      | 0.0000% | $292.00            | $8153.11           | Equities   |
| MACROGENICS INC                COM              | 2500-12-31      | N/A      | 0.0000% | $40177.00          | $77541.61          | Equities   |
| NORTHERN FDS                   2045 TAX-EXEMPT  | 2500-12-31      | N/A      | 0.0000% | $261.00            | $27096.92          | Equities   |
| ONKURE THERAPEUTICS INC        COM CL A         | 2500-12-31      | N/A      | 0.0000% | $120696.00         | $329500.08         | Equities   |
| ORCHESTRA BIOMED HLDGS INC     COM              | 2500-12-31      | N/A      | 0.0000% | $3835.00           | $14304.55          | Equities   |
| PACER FDS TR                   INDLS & LOGISTIC | 2500-12-31      | N/A      | 0.0000% | $4099.00           | $125749.53         | Equities   |
| PACER FDS TR                   DATA AND INFRAST | 2500-12-31      | N/A      | 0.0000% | $102652.00         | $3228405.40        | Equities   |
| PETROLEO BRASILEIRO S A        SP ADR NON VTG   | 2500-12-31      | N/A      | 0.0000% | $432428.00         | $6296151.68        | Equities   |
| PIMCO ETF TR                   0-5 HIGH YIELD   | 2500-12-31      | N/A      | 0.0000% | $92366.00          | $8779388.30        | Equities   |
| PLIANT THERAPEUTICS INC        COM              | 2500-12-31      | N/A      | 0.0000% | $974533.00         | $1208420.92        | Equities   |
| PROSHARES TR                   UL MSCI JP ETF   | 2500-12-31      | N/A      | 0.0000% | $264.00            | $15474.62          | Equities   |
| PURETECH HEALTH PLC            ADS              | 2500-12-31      | N/A      | 0.0000% | $2738.00           | $51474.40          | Equities   |
| STATE STR SPDR S&P 500 ETF TR  TR UNIT          | 2500-12-31      | N/A      | 0.0000% | $36378.00          | $25247787.12       | Equities   |
| SPDR INDEX SHS FDS             MSCI WRLD STRGIC | 2500-12-31      | N/A      | 0.0000% | $3216.00           | $475405.20         | Equities   |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $120.00            | $20133.42          | Equities   |
| SCHWAB STRATEGIC TR            EMRG MKTEQ ETF   | 2500-12-31      | N/A      | 0.0000% | $4569.00           | $160646.04         | Equities   |
| SCHWAB STRATEGIC TR            FUNDAMENTAL INTL | 2500-12-31      | N/A      | 0.0000% | $21362.00          | $1028793.92        | Equities   |
| SELECT SECTOR SPDR TR          STATE STREET FIN | 2500-12-31      | N/A      | 0.0000% | $471472.00         | $25247325.60       | Equities   |
| SHATTUCK LABS INC              COM              | 2500-12-31      | N/A      | 0.0000% | $2592.00           | $10549.44          | Equities   |
| CHICAGO ATLANTIC BDC INC       COM              | 2500-12-31      | N/A      | 0.0000% | $52091.00          | $549560.05         | Equities   |
| SIMPLIFY EXCHANGE TRADED FUNDS PIPER SANDLER US | 2500-12-31      | N/A      | 0.0000% | $442.00            | $13431.14          | Equities   |
| SOHU COM LTD                   SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $43045.00          | $731334.55         | Equities   |
| SPINNAKER ETF SERIES           OBRA OPPOR STRU  | 2500-12-31      | N/A      | 0.0000% | $4847.00           | $49293.99          | Equities   |
| STMICROELECTRONICS N V         NY REGISTRY      | 2500-12-31      | N/A      | 0.0000% | $882180.00         | $25247991.60       | Equities   |
| SUTRO BIOPHARMA INC            COM SHS          | 2500-12-31      | N/A      | 0.0000% | $115192.00         | $1718664.64        | Equities   |
| T ROWE PRICE ETF INC           VALUE ETF        | 2500-12-31      | N/A      | 0.0000% | $12179.00          | $450866.58         | Equities   |
| TAIWAN SEMICONDUCTOR MFG LTD   SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $74352.00          | $25246221.60       | Equities   |
| TEXAS CAPITAL FUNDS TRUST      TEXAS OIL INDEX  | 2500-12-31      | N/A      | 0.0000% | $1112.00           | $28099.02          | Equities   |
| THE ONE GROUP HOSPITALITY INC  COM              | 2500-12-31      | N/A      | 0.0000% | $71032.00          | $149167.20         | Equities   |
| THORNBURG ETF TR               CORE PLUS BD ETF | 2500-12-31      | N/A      | 0.0000% | $4183.00           | $106750.16         | Equities   |
| THORNBURG ETF TR               INTL GROWTH ETF  | 2500-12-31      | N/A      | 0.0000% | $40.00             | $1032.00           | Equities   |
| TUNIU CORP                     SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $12234.00          | $8098.91           | Equities   |
| UBS AG LONDON BRANCH           NT LKD 51        | 2500-12-31      | N/A      | 0.0000% | $245.00            | $13741.12          | Equities   |
| VANECK ETF TRUST               ROBOTICS ETF     | 2500-12-31      | N/A      | 0.0000% | $8461.00           | $490898.76         | Equities   |
| VANGUARD SPECIALIZED FUNDS     DIV APP ETF      | 2500-12-31      | N/A      | 0.0000% | $9931.00           | $2227622.61        | Equities   |
| VANGUARD INTL EQUITY INDEX FDS FTSE EMR MKT ETF | 2500-12-31      | N/A      | 0.0000% | $149997.00         | $8645827.08        | Equities   |
| VANGUARD INDEX FDS             SM CP VAL ETF    | 2500-12-31      | N/A      | 0.0000% | $4755.00           | $1065452.85        | Equities   |
| VODAFONE GROUP PLC             SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $1716380.00        | $25247949.80       | Equities   |
| WISDOMTREE TR                  CORE LADDERED MU | 2500-12-31      | N/A      | 0.0000% | $2880.00           | $74966.40          | Equities   |
| WISDOMTREE TR                  INDIA HEDGED EQU | 2500-12-31      | N/A      | 0.0000% | $1452.00           | $59745.44          | Equities   |
| XILIO THERAPEUTICS INC         COM              | 2500-12-31      | N/A      | 0.0000% | $562862.00         | $343289.53         | Equities   |
| ZENTALIS PHARMACEUTICALS INC   COM              | 2500-12-31      | N/A      | 0.0000% | $233050.00         | $584955.50         | Equities   |
| MDXHEALTH SA                   SHS NEW          | 2500-12-31      | N/A      | 0.0000% | $187520.00         | $667571.20         | Equities   |
| ARCHIMEDES TECH SPAC PARTNERS  ORD SHS          | 2500-12-31      | N/A      | 0.0000% | $22830.00          | $243824.40         | Equities   |
| A PARADISE ACQUISITION CORP    COM CL A         | 2500-12-31      | N/A      | 0.0000% | $77190.00          | $776531.40         | Equities   |
| BEST SPAC I ACQUISITION CORP.  USD CL A ORD SHS | 2500-12-31      | N/A      | 0.0000% | $12713.00          | $129418.34         | Equities   |
| BLACK HAWK ACQUISITION CORP    USD CL A SHS     | 2500-12-31      | N/A      | 0.0000% | $1200.00           | $13500.00          | Equities   |
| CANTOR EQUITY PARTNERS I INC.  SHS CL A         | 2500-12-31      | N/A      | 0.0000% | $215907.00         | $2256228.15        | Equities   |
| CAYSON ACQUISITION CORP        SHS              | 2500-12-31      | N/A      | 0.0000% | $10081.00          | $108269.94         | Equities   |
| CONNECT BIOPHARMA HLDGS LTD    SHS              | 2500-12-31      | N/A      | 0.0000% | $219364.00         | $559378.20         | Equities   |
| DIGITAL ASSET ACQUISITION CORP SHS CL A         | 2500-12-31      | N/A      | 0.0000% | $87203.00          | $890778.65         | Equities   |
| VANGUARD WORLD FD              INF TECH ETF     | 2500-12-31      | N/A      | 0.0000% | $91.00             | $69232.80          | Equities   |
| USCF ETF TR                    ENERGY COMMODITY | 2500-12-31      | N/A      | 0.0000% | $346.00            | $7926.31           | Equities   |
| SERA PROGNOSTICS INC           CLASS A COM      | 2500-12-31      | N/A      | 0.0000% | $11539.00          | $32309.20          | Equities   |
| SPDR INDEX SHS FDS             S&P INTL ETF     | 2500-12-31      | N/A      | 0.0000% | $9151.00           | $418749.76         | Equities   |
| RAPID MICRO BIOSYSTEMS INC     CLASS A COM      | 2500-12-31      | N/A      | 0.0000% | $170109.00         | $796110.12         | Equities   |
| PROSHARES TR                   SHT 7-10 YR TR   | 2500-12-31      | N/A      | 0.0000% | $4760.00           | $133113.40         | Equities   |
| PIMCO ETF TR                   ENHAN SHRT MA AC | 2500-12-31      | N/A      | 0.0000% | $17835.00          | $1795806.15        | Equities   |
| MICROSOFT CORP                 COM              | 2500-12-31      | N/A      | 0.0000% | $53394.00          | $23146299.00       | Equities   |
| KANZHUN LIMITED                SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $1335872.00        | $25247980.80       | Equities   |
| JERASH HLDGS US INC            COM              | 2500-12-31      | N/A      | 0.0000% | $10032.00          | $30798.24          | Equities   |
| ISHARES TR                     GENOMICS IMMUN   | 2500-12-31      | N/A      | 0.0000% | $7208.00           | $209680.72         | Equities   |
| ISHARES TR                     RUS 2000 GRW ETF | 2500-12-31      | N/A      | 0.0000% | $65496.00          | $22452028.80       | Equities   |
| VANGUARD BD INDEX FDS          LONG TERM BOND   | 2500-12-31      | N/A      | 0.0000% | $198278.00         | $13851701.08       | Equities   |

### Security 655: BOFA SECURITIES INC

- **C.1 - Title:** BOFA SECURITIES INC 4.300000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1CIWO2, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: ARP1CIWO2
- **C.18 - Value (incl. sponsor support):** $300492117.00
- **C.18.a - Value (excl. sponsor support):** $300492117.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-06-05
- **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   |
|:---|:---|:---|:---|:---|:---|:---|
| STARDUST PWR INC               COM              | 2500-12-31      | N/A      | 0.0000% | $10700.00          | $46866.00          | Equities   |
| STONERIDGE INC                 COM              | 2500-12-31      | N/A      | 0.0000% | $4500.00           | $30060.00          | Equities   |
| THEMES ETF TR                  LEVERAGE SHS 2X  | 2500-12-31      | N/A      | 0.0000% | $130.00            | $2432.30           | Equities   |
| TIDAL TRUST II                 YIELDMAX NVDA    | 2500-12-31      | N/A      | 0.0000% | $150300.00         | $2204901.00        | Equities   |
| TIDAL TRUST II                 YIELDMAX AAPL    | 2500-12-31      | N/A      | 0.0000% | $9342.00           | $116494.74         | Equities   |
| TIDAL TRUST I                  SOFI SOCIAL 50   | 2500-12-31      | N/A      | 0.0000% | $134.00            | $7406.18           | Equities   |
| TIDAL TRUST I                  SP FDS S&P 500   | 2500-12-31      | N/A      | 0.0000% | $35.00             | $1808.45           | Equities   |
| TIDAL TRUST II                 HILTON SMALL-MID | 2500-12-31      | N/A      | 0.0000% | $6979.00           | $199180.66         | Equities   |
| TIDAL TRUST II                 YIELDMAX SNOW OP | 2500-12-31      | N/A      | 0.0000% | $52600.00          | $570184.00         | Equities   |
| TIDAL TRUST II                 DEFIANCE DAILY   | 2500-12-31      | N/A      | 0.0000% | $41100.00          | $787887.00         | Equities   |
| TIDAL TRUST II                 YIELDMAX HOOD OP | 2500-12-31      | N/A      | 0.0000% | $81.00             | $3361.50           | Equities   |
| TIDAL TRUST II                 YIELDMAX MARA OP | 2500-12-31      | N/A      | 0.0000% | $595.00            | $4391.10           | Equities   |
| TIDAL TRUST II                 YIELDMAX CRYPTO  | 2500-12-31      | N/A      | 0.0000% | $3225.00           | $80786.25          | Equities   |
| TIDAL TRUST II                 YIELDMAX AI & T  | 2500-12-31      | N/A      | 0.0000% | $98.00             | $4103.26           | Equities   |
| TIDAL TRUST II                 DEFIANCE 2X DAIL | 2500-12-31      | N/A      | 0.0000% | $33700.00          | $448041.50         | Equities   |
| TIDAL TRUST II                 DEFIANCE DAILY   | 2500-12-31      | N/A      | 0.0000% | $200.00            | $9874.96           | Equities   |
| TIDAL TRUST II                 DEFIANCE DLY TRG | 2500-12-31      | N/A      | 0.0000% | $300.00            | $8595.00           | Equities   |
| TIDAL TRUST II                 YIELDMAX MRNA OP | 2500-12-31      | N/A      | 0.0000% | $10900.00          | $216474.00         | Equities   |
| TIDAL TRUST II                 YIELDMAX ULTRA O | 2500-12-31      | N/A      | 0.0000% | $67480.00          | $2466394.00        | Equities   |
| TIDAL TRUST II                 YIELDMAX MSTR OP | 2500-12-31      | N/A      | 0.0000% | $14800.00          | $387316.00         | Equities   |
| TIDAL TRUST II                 YIELDMAX TSLA OP | 2500-12-31      | N/A      | 0.0000% | $600.00            | $20508.00          | Equities   |
| TORTOISE CAPITAL SERIES TRUST  AI INFRASTRUCTUR | 2500-12-31      | N/A      | 0.0000% | $300.00            | $10425.00          | Equities   |
| TSCAN THERAPEUTICS INC         COM              | 2500-12-31      | N/A      | 0.0000% | $33500.00          | $34840.00          | Equities   |
| USCF ETF TR                    SUSTAINABLE BAT  | 2500-12-31      | N/A      | 0.0000% | $59.00             | $1471.86           | Equities   |
| U S GLOBAL INVS INC            CL A             | 2500-12-31      | N/A      | 0.0000% | $870.00            | $3132.00           | Equities   |
| UNIFIED SER TR                 ONEASCENT ENHANC | 2500-12-31      | N/A      | 0.0000% | $3100.00           | $94457.00          | Equities   |
| VALKYRIE ETF TRUST II          COINSHARES BITCN | 2500-12-31      | N/A      | 0.0000% | $6163.00           | $300384.62         | Equities   |
| VANECK ETF TRUST               URANIUM AND NUCL | 2500-12-31      | N/A      | 0.0000% | $3346.00           | $530140.24         | Equities   |
| VANECK ETF TRUST               CHINEXT ETF      | 2500-12-31      | N/A      | 0.0000% | $92.00             | $4196.12           | Equities   |
| VANGUARD MALVERN FDS           TOTAL TREASURY   | 2500-12-31      | N/A      | 0.0000% | $5300.00           | $403701.00         | Equities   |
| VANGUARD INTL EQUITY INDEX FDS GLB EX US ETF    | 2500-12-31      | N/A      | 0.0000% | $6470.00           | $315024.30         | Equities   |
| VANGUARD WORLD FD              ENERGY ETF       | 2500-12-31      | N/A      | 0.0000% | $12140.00          | $1731649.60        | Equities   |
| SIMPLIFY EXCHANGE TRADED FUNDS MANAGED FUTURES  | 2500-12-31      | N/A      | 0.0000% | $179132.00         | $5196619.32        | Equities   |
| SMART SAND INC                 COM              | 2500-12-31      | N/A      | 0.0000% | $660.00            | $3141.60           | Equities   |
| SNAP INC                       CL A             | 2500-12-31      | N/A      | 0.0000% | $357600.00         | $2589024.00        | Equities   |
| SO YOUNG INTERNATIONAL INC     SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $2503.00           | $7233.67           | Equities   |
| SPROTT FDS TR                  URANIUM MINERS E | 2500-12-31      | N/A      | 0.0000% | $12501.00          | $1013706.09        | Equities   |
| VANGUARD SCOTTSDALE FDS        VNG RUS1000GRW   | 2500-12-31      | N/A      | 0.0000% | $124172.00         | $14999977.60       | Equities   |
| VANGUARD INDEX FDS             S&P 500 ETF SHS  | 2500-12-31      | N/A      | 0.0000% | $23501.00          | $14999983.27       | Equities   |
| VANGUARD INDEX FDS             TOTAL STK MKT    | 2500-12-31      | N/A      | 0.0000% | $43822.00          | $14999832.38       | Equities   |
| VERMILION ENERGY INC           COM              | 2500-12-31      | N/A      | 0.0000% | $28100.00          | $277347.00         | Equities   |
| VINCE HLDG CORP                COM NEW          | 2500-12-31      | N/A      | 0.0000% | $668.00            | $1877.08           | Equities   |
| VIVANI MEDICAL INC             COMMON STOCK     | 2500-12-31      | N/A      | 0.0000% | $16809.00          | $25381.59          | Equities   |
| ELME COMMUNITIES               SH BEN INT       | 2500-12-31      | N/A      | 0.0000% | $6400.00           | $13952.00          | Equities   |
| ELME COMMUNITIES               SH BEN INT       | 2500-12-31      | N/A      | 0.0000% | $797264.00         | $1738035.52        | Equities   |
| WILEY JOHN & SONS INC          CL B             | 2500-12-31      | N/A      | 0.0000% | $98.00             | $3112.48           | Equities   |
| WISDOMTREE TR                  EM EX ST-OWNED   | 2500-12-31      | N/A      | 0.0000% | $1519.00           | $64527.12          | Equities   |
| WISDOMTREE TR                  CLOUD COMPUTNG   | 2500-12-31      | N/A      | 0.0000% | $33461.00          | $1021898.94        | Equities   |
| XWELL INC                      COM NEW          | 2500-12-31      | N/A      | 0.0000% | $10598.00          | $3024.67           | Equities   |
| ZENTALIS PHARMACEUTICALS INC   COM              | 2500-12-31      | N/A      | 0.0000% | $123451.00         | $309862.01         | Equities   |
| CMB.TECH NV                    SHS              | 2500-12-31      | N/A      | 0.0000% | $75700.00          | $978044.00         | Equities   |
| MDXHEALTH SA                   SHS NEW          | 2500-12-31      | N/A      | 0.0000% | $8254.00           | $29384.24          | Equities   |
| BEYONDSPRING INC               SHS              | 2500-12-31      | N/A      | 0.0000% | $172918.00         | $269752.08         | Equities   |
| ZETA NETWORK GROUP             SHS NEW CL A     | 2500-12-31      | N/A      | 0.0000% | $4680.00           | $4680.00           | Equities   |
| DELIXY HLDGS LTD               SHS              | 2500-12-31      | N/A      | 0.0000% | $6400.00           | $5990.40           | Equities   |
| ECARX HOLDINGS INC             CLASS A ORD      | 2500-12-31      | N/A      | 0.0000% | $704145.00         | $1358999.85        | Equities   |
| MURANO GLOBAL INVTS PLC        SHS              | 2500-12-31      | N/A      | 0.0000% | $3500.00           | $5285.00           | Equities   |
| SPRINGVIEW HLDGS LTD           ORD SHS CL A NEW | 2500-12-31      | N/A      | 0.0000% | $2289.00           | $9156.00           | Equities   |
| TSAKOS ENERGY NAVIGATION LTD   SHS              | 2500-12-31      | N/A      | 0.0000% | $64.00             | $1728.64           | Equities   |
| ZJK INDL CO. LTD.              ORD SHS          | 2500-12-31      | N/A      | 0.0000% | $600.00            | $1218.00           | Equities   |
| AC IMMUNE SA                   SHS              | 2500-12-31      | N/A      | 0.0000% | $800.00            | $2720.00           | Equities   |
| ALCON AG                       ORD SHS          | 2500-12-31      | N/A      | 0.0000% | $28.00             | $2272.20           | Equities   |
| UBS GROUP AG                   SHS              | 2500-12-31      | N/A      | 0.0000% | $72200.00          | $3477152.00        | Equities   |
| ICL GROUP LTD                  SHS              | 2500-12-31      | N/A      | 0.0000% | $62913.00          | $344134.11         | Equities   |
| PROQR THRAPEUTICS N V          SHS EURO         | 2500-12-31      | N/A      | 0.0000% | $361651.00         | $578641.60         | Equities   |
| STELLANTIS N.V                 SHS              | 2500-12-31      | N/A      | 0.0000% | $763744.00         | $7530515.84        | Equities   |
| ROBIN ENERGY LTD               ORD SHS NEW      | 2500-12-31      | N/A      | 0.0000% | $1000.00           | $4880.00           | Equities   |
| VINFAST AUTO LTD               SHS              | 2500-12-31      | N/A      | 0.0000% | $13787.00          | $46186.45          | Equities   |
| WHITEHAWK THERAPEUTICS INC     COM              | 2500-12-31      | N/A      | 0.0000% | $705.00            | $1896.45           | Equities   |
| ADVANCED FLOWER CAP INC        COM              | 2500-12-31      | N/A      | 0.0000% | $3108.00           | $7210.56           | Equities   |
| ABCELLERA BIOLOGICS INC        COM              | 2500-12-31      | N/A      | 0.0000% | $1021918.00        | $3944603.48        | Equities   |
| ABRDN PALLADIUM ETF TRUST      PHYSICAL PALLADM | 2500-12-31      | N/A      | 0.0000% | $3414.00           | $622952.58         | Equities   |
| ACUMEN PHARMACEUTICALS INC     COM              | 2500-12-31      | N/A      | 0.0000% | $24500.00          | $68355.00          | Equities   |
| AGENUS INC                     COM NEW          | 2500-12-31      | N/A      | 0.0000% | $63510.00          | $189894.90         | Equities   |
| AIRGAIN INC                    COM              | 2500-12-31      | N/A      | 0.0000% | $700.00            | $2968.00           | Equities   |
| ALLIED GAMING & ENTRTNMNT INC  COM              | 2500-12-31      | N/A      | 0.0000% | $92390.00          | $28012.65          | Equities   |
| EA SERIES TRUST                TBG DIVIDEND FOC | 2500-12-31      | N/A      | 0.0000% | $679.00            | $23798.95          | Equities   |
| ALPHA MODUS HLDGS INC          CL A             | 2500-12-31      | N/A      | 0.0000% | $23655.00          | $26493.60          | Equities   |
| ALTO INGREDIENTS INC           COM              | 2500-12-31      | N/A      | 0.0000% | $161162.00         | $414186.34         | Equities   |
| ALTSHARES TRUST                MERGER ARBITRAGE | 2500-12-31      | N/A      | 0.0000% | $12900.00          | $374874.00         | Equities   |
| AMERICAN CENTY ETF TR          INTERNATIONAL LR | 2500-12-31      | N/A      | 0.0000% | $1021.00           | $78198.39          | Equities   |
| AMPLIFY ETF TR                 CWP ENHANCED DIV | 2500-12-31      | N/A      | 0.0000% | $92.00             | $4202.56           | Equities   |
| AMPLIFY ETF TR                 CWP GROWTH & INC | 2500-12-31      | N/A      | 0.0000% | $10600.00          | $307082.00         | Equities   |
| AMPLIFY ETF TR                 BLOCKCHAIN TECHN | 2500-12-31      | N/A      | 0.0000% | $12000.00          | $739680.00         | Equities   |
| AMPLIFY ETF TR                 CWP INTL ENHANCE | 2500-12-31      | N/A      | 0.0000% | $20876.00          | $895580.40         | Equities   |
| ANEBULO PHARMACEUTICALS INC    COM              | 2500-12-31      | N/A      | 0.0000% | $3197.00           | $2797.38           | Equities   |
| SOLAI LIMITED                  SPON ADR         | 2500-12-31      | N/A      | 0.0000% | $3141.00           | $2952.54           | Equities   |
| BTQ TECHNOLOGIES CORP          COM              | 2500-12-31      | N/A      | 0.0000% | $120100.00         | $458782.00         | Equities   |
| BALLARD PWR SYS INC NEW        COM              | 2500-12-31      | N/A      | 0.0000% | $773768.00         | $1926682.32        | Equities   |
| BANK MONTREAL MEDIUM           MICROSECTORS GOL | 2500-12-31      | N/A      | 0.0000% | $11800.00          | $46846.00          | Equities   |
| BANK MONTREAL MEDIUM           NT LKD 38        | 2500-12-31      | N/A      | 0.0000% | $415.00            | $27589.20          | Equities   |
| BANK MONTREAL MEDIUM           NT LKD 38        | 2500-12-31      | N/A      | 0.0000% | $7514.00           | $499530.72         | Equities   |
| BANK NOVA SCOTIA B C           COM              | 2500-12-31      | N/A      | 0.0000% | $82300.00          | $6289366.00        | Equities   |
| BANZAI INTERNATIONAL INC       COM CL A         | 2500-12-31      | N/A      | 0.0000% | $2092.00           | $2594.08           | Equities   |
| BARFRESH FOOD GROUP INC        COM NEW          | 2500-12-31      | N/A      | 0.0000% | $532.00            | $1649.20           | Equities   |
| BARRICK MNG CORP               COM SHS          | 2500-12-31      | N/A      | 0.0000% | $16800.00          | $874440.00         | Equities   |
| BENEFICIENT                    COM CL A         | 2500-12-31      | N/A      | 0.0000% | $1363.00           | $6406.10           | Equities   |
| BINAH CAP GROUP INC            COM              | 2500-12-31      | N/A      | 0.0000% | $600.00            | $1398.00           | Equities   |
| BIOHARVEST SCIENCES INC        COM NEW          | 2500-12-31      | N/A      | 0.0000% | $2000.00           | $9880.00           | Equities   |
| BITFARMS LTD                   COM              | 2500-12-31      | N/A      | 0.0000% | $967800.00         | $2371110.00        | Equities   |
| BLACKROCK ETF TRUST            ISHARES US EQUIT | 2500-12-31      | N/A      | 0.0000% | $110848.00         | $6853731.84        | Equities   |
| BLACKROCK ETF TRUST            ISHARES INTL EQ  | 2500-12-31      | N/A      | 0.0000% | $400.00            | $12096.00          | Equities   |
| BLACKROCK ETF TRUST            ISHARES A I INNO | 2500-12-31      | N/A      | 0.0000% | $1668.00           | $58980.48          | Equities   |
| BLACKROCK ETF TRUST            ISHARES LARGE CA | 2500-12-31      | N/A      | 0.0000% | $2115.00           | $93492.31          | Equities   |
| CALAMOS ETF TR                 S&P 500 STRUCTUR | 2500-12-31      | N/A      | 0.0000% | $39.00             | $1059.24           | Equities   |
| CAPITAL GRP FIXED INCM ETF TR  US MULTI-SECTOR  | 2500-12-31      | N/A      | 0.0000% | $237.00            | $6581.49           | Equities   |
| CAPITAL GROUP DIVIDEND GROWERS SHS ETF          | 2500-12-31      | N/A      | 0.0000% | $56.00             | $2059.68           | Equities   |
| WEARABLE DEVICES LTD           SHS              | 2500-12-31      | N/A      | 0.0000% | $34229.00          | $34571.29          | Equities   |
| COINCHECK GROUP NV             SHS              | 2500-12-31      | N/A      | 0.0000% | $1800.00           | $4230.00           | Equities   |
| INFLARX NV                     COM              | 2500-12-31      | N/A      | 0.0000% | $1036026.00        | $955941.19         | Equities   |
| RAFAEL HLDGS INC               COM CL B         | 2500-12-31      | N/A      | 0.0000% | $10619.00          | $12530.42          | Equities   |
| RAPID MICRO BIOSYSTEMS INC     CLASS A COM      | 2500-12-31      | N/A      | 0.0000% | $25600.00          | $119808.00         | Equities   |
| RIDENOW GROUP INC              COM CL B         | 2500-12-31      | N/A      | 0.0000% | $1882.00           | $9259.44           | Equities   |
| RUSSELL INVTS EXCHANGE TRADED  GLOBAL INFRASTRU | 2500-12-31      | N/A      | 0.0000% | $6425.00           | $172190.00         | Equities   |
| SPDR INDEX SHS FDS             EURO STOXX 50    | 2500-12-31      | N/A      | 0.0000% | $36858.00          | $2486440.68        | Equities   |
| SPDR INDEX SHS FDS             EURO STOXX 50    | 2500-12-31      | N/A      | 0.0000% | $185495.00         | $12513492.70       | Equities   |
| SPDR INDEX SHS FDS             PORTFLI MSCI GBL | 2500-12-31      | N/A      | 0.0000% | $15260.00          | $1218816.20        | Equities   |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $109085.00         | $6986894.25        | Equities   |
| SSGA ACTIVE TR                 SPDR SSGA IG PUB | 2500-12-31      | N/A      | 0.0000% | $2113.00           | $53828.68          | Equities   |
| SSGA ACTIVE TR                 SPDR GALAXY DI   | 2500-12-31      | N/A      | 0.0000% | $112.00            | $5986.30           | Equities   |
| SSGA ACTIVE TR                 STATE STR MY2033 | 2500-12-31      | N/A      | 0.0000% | $300.00            | $7506.81           | Equities   |
| SANGAMO THERAPEUTICS INC       COM              | 2500-12-31      | N/A      | 0.0000% | $83711.00          | $42943.74          | Equities   |
| SELECT SECTOR SPDR TR          STATE STREET CON | 2500-12-31      | N/A      | 0.0000% | $10588.00          | $1283159.72        | Equities   |
| SELECT SECTOR SPDR TR          STATE STREET FIN | 2500-12-31      | N/A      | 0.0000% | $280112.00         | $14999997.60       | Equities   |
| SENSTAR TECHNOLOGIES CORP      COM              | 2500-12-31      | N/A      | 0.0000% | $325.00            | $1342.25           | Equities   |
| SHATTUCK LABS INC              COM              | 2500-12-31      | N/A      | 0.0000% | $3.00              | $12.21             | Equities   |
| SHATTUCK LABS INC              COM              | 2500-12-31      | N/A      | 0.0000% | $447000.00         | $1819290.00        | Equities   |
| SIMPLIFY EXCHANGE TRADED FUNDS BARRIER INCOME   | 2500-12-31      | N/A      | 0.0000% | $112481.00         | $2943627.77        | Equities   |
| SIMPLIFY EXCHANGE TRADED FUNDS GAMMA EMERGING   | 2500-12-31      | N/A      | 0.0000% | $100.00            | $2673.01           | Equities   |
| CENTURY CASINOS INC            COM              | 2500-12-31      | N/A      | 0.0000% | $1957.00           | $2994.21           | Equities   |
| BIO-KEY INTL INC               COM NEW          | 2500-12-31      | N/A      | 0.0000% | $8425.00           | $5897.50           | Equities   |
| BAUSCH HEALTH COS INC          COM              | 2500-12-31      | N/A      | 0.0000% | $364900.00         | $2039791.00        | Equities   |
| CENTURY THERAPEUTICS INC       COM              | 2500-12-31      | N/A      | 0.0000% | $18919.00          | $38027.19          | Equities   |
| CENTURY THERAPEUTICS INC       COM              | 2500-12-31      | N/A      | 0.0000% | $203900.00         | $409839.00         | Equities   |
| QUINCE THERAPEUTICS INC        COM              | 2500-12-31      | N/A      | 0.0000% | $815700.00         | $220320.57         | Equities   |
| DBX ETF TR                     XTRACKERS MSCI   | 2500-12-31      | N/A      | 0.0000% | $812.00            | $98999.04          | Equities   |
| DATA I O CORP                  COM              | 2500-12-31      | N/A      | 0.0000% | $595.00            | $1868.30           | Equities   |
| DESTINATION XL GROUP INC       COM              | 2500-12-31      | N/A      | 0.0000% | $15763.00          | $11158.63          | Equities   |
| DIGI PWR X INC                 COM SUB VTG      | 2500-12-31      | N/A      | 0.0000% | $99496.00          | $269634.16         | Equities   |
| DIMENSIONAL ETF TRUST          US HIGH PROFITAB | 2500-12-31      | N/A      | 0.0000% | $2000.00           | $77840.00          | Equities   |
| DIMENSIONAL ETF TRUST          CORE FIXED INCOM | 2500-12-31      | N/A      | 0.0000% | $391.00            | $16676.15          | Equities   |
| DIREXION SHS ETF TR            DLY SCOND 3XBU   | 2500-12-31      | N/A      | 0.0000% | $48000.00          | $3382560.00        | Equities   |
| DIREXION SHS ETF TR            DLY MIDCAP ETF3X | 2500-12-31      | N/A      | 0.0000% | $225.00            | $13050.00          | Equities   |
| DIREXION SHS ETF TR            DLY FIN BULL NEW | 2500-12-31      | N/A      | 0.0000% | $30.00             | $4646.40           | Equities   |
| DIREXION SHS ETF TR            DLY CNMSR BULL   | 2500-12-31      | N/A      | 0.0000% | $2248.00           | $116289.04         | Equities   |
| DIREXION SHS ETF TR            HEALTHCARE BUL   | 2500-12-31      | N/A      | 0.0000% | $10.00             | $1081.90           | Equities   |
| DIREXION SHS ETF TR            DAILY FINL BEAR  | 2500-12-31      | N/A      | 0.0000% | $97.00             | $3986.70           | Equities   |
| DIREXION SHS ETF TR            DLY UTLTIES 3X   | 2500-12-31      | N/A      | 0.0000% | $5600.00           | $234192.00         | Equities   |
| DIREXION SHS ETF TR            DLY S&P500 BR 1X | 2500-12-31      | N/A      | 0.0000% | $395.00            | $3677.45           | Equities   |
| DIREXION SHS ETF TR            DAILY 20+ YEAR T | 2500-12-31      | N/A      | 0.0000% | $283641.00         | $10639373.91       | Equities   |
| DIREXION SHS ETF TR            DAILY REGIONAL   | 2500-12-31      | N/A      | 0.0000% | $43.00             | $5111.41           | Equities   |
| DIREXION SHS ETF TR            OIL GAS BL 2X SH | 2500-12-31      | N/A      | 0.0000% | $3300.00           | $86757.00          | Equities   |
| DIREXION SHS ETF TR            DLY ENRGY BULL2X | 2500-12-31      | N/A      | 0.0000% | $1304.00           | $92218.88          | Equities   |
| DIREXION SHS ETF TR            DAILY ROBOTICS   | 2500-12-31      | N/A      | 0.0000% | $341.00            | $9486.62           | Equities   |
| DIREXION SHS ETF TR            DAILY XOM BEAR 1 | 2500-12-31      | N/A      | 0.0000% | $813.00            | $15217.73          | Equities   |
| DIREXION SHS ETF TR            DAILY PLTR BEAR  | 2500-12-31      | N/A      | 0.0000% | $3170.00           | $24282.20          | Equities   |
| DIREXION SHS ETF TR            DAILY NVDA 2X SH | 2500-12-31      | N/A      | 0.0000% | $46.00             | $5684.68           | Equities   |
| DIREXION SHS ETF TR            DAILY MSFT 2X SH | 2500-12-31      | N/A      | 0.0000% | $47900.00          | $1554355.00        | Equities   |
| ETF SER SOLUTIONS              AAM BRENTVIEW    | 2500-12-31      | N/A      | 0.0000% | $1018.00           | $23712.99          | Equities   |
| ETF OPPORTUNITIES TRUST        REX AI EQUITY PR | 2500-12-31      | N/A      | 0.0000% | $465.00            | $17753.70          | Equities   |
| ENBRIDGE INC                   COM              | 2500-12-31      | N/A      | 0.0000% | $800.00            | $39392.00          | Equities   |
| ENTREPRENEURSHARES SERIES TRUS ERSHARES PRIVATE | 2500-12-31      | N/A      | 0.0000% | $570336.00         | $10842087.36       | Equities   |
| ERO COPPER CORP                COM              | 2500-12-31      | N/A      | 0.0000% | $2700.00           | $102681.00         | Equities   |
| EXCHANGE TRADED CONCEPTS TRUST ROBO GLB ETF     | 2500-12-31      | N/A      | 0.0000% | $2528.00           | $186111.36         | Equities   |
| EXCHANGE LISTED FDS TR         BANCREEK INT LC  | 2500-12-31      | N/A      | 0.0000% | $96.00             | $2684.63           | Equities   |
| FEDERATED HERMES ETF TRUST     SHORT DURATION H | 2500-12-31      | N/A      | 0.0000% | $63.00             | $1470.73           | Equities   |
| FEDERATED HERMES ETF TRUST     MDT LARGE CAP    | 2500-12-31      | N/A      | 0.0000% | $600.00            | $19354.20          | Equities   |
| FIGMA INC                      CLASS A COM STK  | 2500-12-31      | N/A      | 0.0000% | $264326.00         | $7155304.82        | Equities   |
| FIRST TR EXCHANGE-TRADED FD    NAT GAS ETF      | 2500-12-31      | N/A      | 0.0000% | $9486.00           | $241608.42         | Equities   |
| FIRST TR EXCHANGE-TRADED FD    COM              | 2500-12-31      | N/A      | 0.0000% | $891.00            | $24939.09          | Equities   |
| FIRST TR EXCH TRD ALPHDX FD II INDIA NFTY50 EQW | 2500-12-31      | N/A      | 0.0000% | $352.00            | $19745.44          | Equities   |
| FIRST TR EXCHANGE-TRADED FD IV SENIOR LN FD     | 2500-12-31      | N/A      | 0.0000% | $2253.00           | $102669.21         | Equities   |
| FIRST TR EXCHANGE TRADED FD VI DORSY WR MOMNT   | 2500-12-31      | N/A      | 0.0000% | $1700.00           | $60841.81          | Equities   |
| FISCALNOTE HOLDINGS INC        CL A NEW         | 2500-12-31      | N/A      | 0.0000% | $1232.00           | $1613.92           | Equities   |
| FLEXSHARES TR                  ESG & CLM DEVELP | 2500-12-31      | N/A      | 0.0000% | $749.00            | $46476.95          | Equities   |
| FORTIS INC                     COM              | 2500-12-31      | N/A      | 0.0000% | $120900.00         | $6482658.00        | Equities   |
| FOSSIL GROUP INC               COM              | 2500-12-31      | N/A      | 0.0000% | $153196.00         | $569889.12         | Equities   |
| FRANKLIN TEMPLETON ETF TR      EMER MKT COR DIV | 2500-12-31      | N/A      | 0.0000% | $8366.00           | $310162.76         | Equities   |
| FRANKLIN TEMPLETON ETF TR      MULTISECTOR INCM | 2500-12-31      | N/A      | 0.0000% | $186.00            | $4715.10           | Equities   |
| FRANKLIN TEMPLETON ETF TR      WESTN ASSET BD   | 2500-12-31      | N/A      | 0.0000% | $213.00            | $5419.57           | Equities   |
| FRANKLIN TEMPLETON ETF TR      FTSE MEXICO      | 2500-12-31      | N/A      | 0.0000% | $60.00             | $2308.20           | Equities   |
| GAOTU TECHEDU INC              SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $25174.00          | $56893.24          | Equities   |
| GENASYS INC                    COM              | 2500-12-31      | N/A      | 0.0000% | $1647.00           | $3195.18           | Equities   |
| GENASYS INC                    COM              | 2500-12-31      | N/A      | 0.0000% | $59900.00          | $116206.00         | Equities   |
| GLOBAL X FDS                   GBL X FTSE ETF   | 2500-12-31      | N/A      | 0.0000% | $5931.00           | $115773.12         | Equities   |
| GLOBAL X FDS                   CYBRSCURTY ETF   | 2500-12-31      | N/A      | 0.0000% | $1055.00           | $30426.20          | Equities   |
| GLOBAL X FDS                   GLOBAL X SILVER  | 2500-12-31      | N/A      | 0.0000% | $82682.00          | $9149590.12        | Equities   |
| GLOBAL X FDS                   DEFENSE TECH ETF | 2500-12-31      | N/A      | 0.0000% | $409.00            | $31263.96          | Equities   |
| GLOBAL X FDS                   DOW 30 COVERED C | 2500-12-31      | N/A      | 0.0000% | $298.00            | $6615.60           | Equities   |
| GOLDMAN SACHS ETF TR           CORPORATE BOND E | 2500-12-31      | N/A      | 0.0000% | $10807.00          | $552573.80         | Equities   |
| GOLDMAN SACHS ETF TR           CORE BOND ETF    | 2500-12-31      | N/A      | 0.0000% | $21112.00          | $1076606.44        | Equities   |
| GRAFTECH INTL LTD              COM NEW          | 2500-12-31      | N/A      | 0.0000% | $81.00             | $1327.59           | Equities   |
| GRANITESHARES ETF TR           2X LONG RDDT DA  | 2500-12-31      | N/A      | 0.0000% | $4200.00           | $137130.00         | Equities   |
| GRANITESHARES ETF TR           NASDAQ SELECT DI | 2500-12-31      | N/A      | 0.0000% | $800.00            | $50122.08          | Equities   |
| GRANITESHARES ETF TR           2X LONG CRWD DAI | 2500-12-31      | N/A      | 0.0000% | $1682.00           | $45416.52          | Equities   |
| GRANITESHARES ETF TR           GRANITESHARES 2X | 2500-12-31      | N/A      | 0.0000% | $15699.00          | $533609.01         | Equities   |
| GRANITESHARES ETF TR           2X LONG TSLA DAI | 2500-12-31      | N/A      | 0.0000% | $8700.00           | $234378.00         | Equities   |
| GRANITESHARES ETF TR           2X LONG COIN DAI | 2500-12-31      | N/A      | 0.0000% | $200.00            | $2200.00           | Equities   |
| GRAYSCALE ETHEREUM STAKING     SHS NEW          | 2500-12-31      | N/A      | 0.0000% | $47941.00          | $1268518.86        | Equities   |
| HARBOR ETF TRUST               HEALTH CARE ETF  | 2500-12-31      | N/A      | 0.0000% | $6495.00           | $202512.80         | Equities   |
| HEARTBEAM INC                  COM              | 2500-12-31      | N/A      | 0.0000% | $7753.00           | $11707.03          | Equities   |
| HINGE HEALTH INC               CL A             | 2500-12-31      | N/A      | 0.0000% | $153180.00         | $5548179.60        | Equities   |
| HUDBAY MINERALS INC            COM              | 2500-12-31      | N/A      | 0.0000% | $24776.00          | $666722.16         | Equities   |
| IO BIOTECH INC                 COM              | 2500-12-31      | N/A      | 0.0000% | $66720.00          | $21103.54          | Equities   |
| NEW YORK LIFE INVESTMENTS ETF  NYLI US LC R&D L | 2500-12-31      | N/A      | 0.0000% | $1032.00           | $42260.92          | Equities   |
| NEW YORK LIFE INVESTMENTS ETF  NYLI CANDRIAM IN | 2500-12-31      | N/A      | 0.0000% | $10983.00          | $407819.66         | Equities   |
| LENDWAY INC                    COM NEW          | 2500-12-31      | N/A      | 0.0000% | $1307.00           | $6149.43           | Equities   |
| INNOVATOR ETFS TRUST           INTRNL DEV JAN   | 2500-12-31      | N/A      | 0.0000% | $100.00            | $3716.00           | Equities   |
| INNOVATOR ETFS TRUST           INTERNATIONAL DV | 2500-12-31      | N/A      | 0.0000% | $200.00            | $7190.00           | Equities   |
| INNOVATOR ETFS TRUST           GRADIENT TACTIC  | 2500-12-31      | N/A      | 0.0000% | $4240.00           | $124443.58         | Equities   |
| INNOVATOR ETFS TRUST           BUFFER STEP UP S | 2500-12-31      | N/A      | 0.0000% | $27.00             | $1014.42           | Equities   |
| INVESCO ACTIVELY MANAGED EXCHA MSCI EAFE INCOME | 2500-12-31      | N/A      | 0.0000% | $4129.00           | $230418.85         | Equities   |
| INVESCO QQQ TR                 UNIT SER 1       | 2500-12-31      | N/A      | 0.0000% | $23831.00          | $14999946.33       | Equities   |
| INVESCO EXCHANGE TRADED FD TR  S&P MDCP400 PR   | 2500-12-31      | N/A      | 0.0000% | $113.00            | $6321.22           | Equities   |
| INVESCO EXCHANGE TRADED FD TR  S&P 100 EQL WIGH | 2500-12-31      | N/A      | 0.0000% | $134.00            | $16144.32          | Equities   |
| INVESCO EXCHANGE-TRADED FD TR  S&P 500 HIGH DIV | 2500-12-31      | N/A      | 0.0000% | $100.00            | $3377.31           | Equities   |
| INVESCO EXCHANGE-TRADED FD TR  SR LN ETF        | 2500-12-31      | N/A      | 0.0000% | $723588.00         | $14999979.24       | Equities   |
| INVESCO EXCH TRADED FD TR II   MSCI GREEN BUIL  | 2500-12-31      | N/A      | 0.0000% | $100.00            | $1860.11           | Equities   |
| INVESCO DB MULTI-SECTOR COMMOD BASE METALS FD   | 2500-12-31      | N/A      | 0.0000% | $217516.00         | $5459651.60        | Equities   |
| INVESTMENT MANAGERS SER TR II  TRADR 1X SHORT   | 2500-12-31      | N/A      | 0.0000% | $200.00            | $5958.00           | Equities   |
| INVESTMENT MANAGERS SER TR II  ALTERNATIVE ACCE | 2500-12-31      | N/A      | 0.0000% | $100.00            | $2508.50           | Equities   |
| ISHARES INC                    MSCI NETHERL ETF | 2500-12-31      | N/A      | 0.0000% | $3952.00           | $250872.96         | Equities   |
| ISHARES TR                     CORE S&P500 ETF  | 2500-12-31      | N/A      | 0.0000% | $21518.00          | $14999982.62       | Equities   |
| ISHARES TR                     1 3 YR TREAS BD  | 2500-12-31      | N/A      | 0.0000% | $263.00            | $21807.96          | Equities   |
| ISHARES TR                     RUS 1000 GRW ETF | 2500-12-31      | N/A      | 0.0000% | $7599.00           | $3567274.56        | Equities   |
| ISHARES TR                     S&P SML 600 GWT  | 2500-12-31      | N/A      | 0.0000% | $600.00            | $89622.00          | Equities   |
| ISHARES TR                     MBS ETF          | 2500-12-31      | N/A      | 0.0000% | $32138.00          | $3078499.02        | Equities   |
| ISHARES TR                     MSCI EURO FL ETF | 2500-12-31      | N/A      | 0.0000% | $46336.00          | $1782545.92        | Equities   |
| ISHARES TR                     CORE 60/40 BALAN | 2500-12-31      | N/A      | 0.0000% | $2668.00           | $177902.24         | Equities   |
| ISHARES TR                     CORE 30/70 CONSE | 2500-12-31      | N/A      | 0.0000% | $11498.00          | $469808.28         | Equities   |
| ISHARES S&P GSCI COMMODITY- IN UNIT BEN INT     | 2500-12-31      | N/A      | 0.0000% | $430782.00         | $11187408.54       | Equities   |
| ISHARES U S ETF TR             BLOOMBERG ROLL   | 2500-12-31      | N/A      | 0.0000% | $4441.00           | $247585.75         | Equities   |
| ISHARES INC                    MSCI SINGPOR ETF | 2500-12-31      | N/A      | 0.0000% | $3678.00           | $106036.74         | Equities   |
| ISHARES TR                     MSCI INTL MOMENT | 2500-12-31      | N/A      | 0.0000% | $142.00            | $7324.36           | Equities   |
| ISHARES TR                     ESG AWR MSCI USA | 2500-12-31      | N/A      | 0.0000% | $45663.00          | $6908811.90        | Equities   |
| ISHARES TR                     GENOMICS IMMUN   | 2500-12-31      | N/A      | 0.0000% | $427.00            | $12421.43          | Equities   |
| ISHARES TR                     IBONDS 1-5 YR TI | 2500-12-31      | N/A      | 0.0000% | $100.00            | $2531.00           | Equities   |
| ISHARES TR                     IBONDS 1-5 YR TR | 2500-12-31      | N/A      | 0.0000% | $357.00            | $9048.16           | Equities   |
| ISHARES TR                     IBONDS 1-5 YR CO | 2500-12-31      | N/A      | 0.0000% | $1512.00           | $38465.28          | Equities   |
| J P MORGAN EXCHANGE TRADED FD  REALTY INCOME ET | 2500-12-31      | N/A      | 0.0000% | $6721.00           | $321331.01         | Equities   |
| J P MORGAN EXCHANGE TRADED FD  INTRNL RES EQT   | 2500-12-31      | N/A      | 0.0000% | $600.00            | $47622.00          | Equities   |
| J P MORGAN EXCHANGE TRADED FD  USD EMRNG MKT    | 2500-12-31      | N/A      | 0.0000% | $1300.00           | $52564.72          | Equities   |
| J P MORGAN EXCHANGE TRADED FD  FLEXIBLE INCOME  | 2500-12-31      | N/A      | 0.0000% | $7161.00           | $374389.25         | Equities   |
| JPMORGAN CHASE FINL CO LLC     CAL LKD 44       | 2500-12-31      | N/A      | 0.0000% | $40.00             | $1311.60           | Equities   |
| KEY TRONIC CORP                COM              | 2500-12-31      | N/A      | 0.0000% | $2844.00           | $8247.60           | Equities   |
| KINROSS GOLD CORP              COM              | 2500-12-31      | N/A      | 0.0000% | $108295.00         | $3963597.00        | Equities   |
| THE BRAND HOUSE COLLECTIVE INC COM              | 2500-12-31      | N/A      | 0.0000% | $6674.00           | $8142.28           | Equities   |
| KRANESHARES TRUST              CSI CHI INTERNET | 2500-12-31      | N/A      | 0.0000% | $34.00             | $1233.86           | Equities   |
| KRANESHARES TRUST              ARTIFICIAL INTEL | 2500-12-31      | N/A      | 0.0000% | $46343.00          | $1679933.75        | Equities   |
| KRANESHARES TRUST              BOSERA MSCI CHIN | 2500-12-31      | N/A      | 0.0000% | $92769.00          | $2894392.80        | Equities   |
| KRANESHARES TRUST              MOUNT LUCAS ETF  | 2500-12-31      | N/A      | 0.0000% | $165.00            | $4385.70           | Equities   |
| KRANESHARES TRUST              MSCI ALL CHINA   | 2500-12-31      | N/A      | 0.0000% | $1486.00           | $26911.46          | Equities   |
| LARGO INC                      COM              | 2500-12-31      | N/A      | 0.0000% | $17749.00          | $23428.68          | Equities   |
| LAZARD ACTIVE ETF TR           US SYSTEMATIC SM | 2500-12-31      | N/A      | 0.0000% | $200.00            | $5342.02           | Equities   |
| LEVI STRAUSS & CO NEW          CL A COM STK     | 2500-12-31      | N/A      | 0.0000% | $238900.00         | $4907006.00        | Equities   |
| NOMURA ETF TR                  TAX FREE USA SRT | 2500-12-31      | N/A      | 0.0000% | $190.00            | $4871.60           | Equities   |
| MEDICUS PHARMA LTD             COM              | 2500-12-31      | N/A      | 0.0000% | $8052.00           | $10065.00          | Equities   |
| MEREO BIOPHARMA GROUP PLC      SPON ADS         | 2500-12-31      | N/A      | 0.0000% | $1813440.00        | $797913.60         | Equities   |
| NEXMETALS MINING CORP.         COM NEW          | 2500-12-31      | N/A      | 0.0000% | $610.00            | $2684.00           | Equities   |
| NUTRIEN LTD                    COM              | 2500-12-31      | N/A      | 0.0000% | $1408.00           | $100151.04         | Equities   |
| ORCHESTRA BIOMED HLDGS INC     COM              | 2500-12-31      | N/A      | 0.0000% | $1850.00           | $6900.50           | Equities   |
| ORCHESTRA BIOMED HLDGS INC     COM              | 2500-12-31      | N/A      | 0.0000% | $14123.00          | $52678.79          | Equities   |
| ORION PROPERTIES INC           COM              | 2500-12-31      | N/A      | 0.0000% | $108230.00         | $241352.90         | Equities   |
| PACER FDS TR                   DATA & DIGI REVO | 2500-12-31      | N/A      | 0.0000% | $62896.00          | $4168117.92        | Equities   |
| PGIM ROCK ETF TR               LADDERED NASDAQ  | 2500-12-31      | N/A      | 0.0000% | $100.00            | $2915.48           | Equities   |
| PAN AMERN SILVER CORP          COM              | 2500-12-31      | N/A      | 0.0000% | $82.00             | $5189.78           | Equities   |
| PLAYBOY INC                    COM              | 2500-12-31      | N/A      | 0.0000% | $6827.00           | $10581.85          | Equities   |
| PLUS THERAPEUTICS INC          COM              | 2500-12-31      | N/A      | 0.0000% | $338862.00         | $83055.08          | Equities   |
| PROSHARES TR                   PSHS SHORT DOW30 | 2500-12-31      | N/A      | 0.0000% | $600.00            | $13854.00          | Equities   |
| PROSHARES TR                   PSHS SHORT DOW30 | 2500-12-31      | N/A      | 0.0000% | $36112.00          | $833826.08         | Equities   |
| PROSHARES TR II                ULSHT BLOOMB OIL | 2500-12-31      | N/A      | 0.0000% | $300.00            | $4635.00           | Equities   |
| PROSHARES TR                   ULTRA NVDA       | 2500-12-31      | N/A      | 0.0000% | $200.00            | $5902.00           | Equities   |
| PROSHARES TR                   ULTRA COIN       | 2500-12-31      | N/A      | 0.0000% | $1085.00           | $9406.95           | Equities   |
| PROSHARES TR                   ULTRASHORT QQQ   | 2500-12-31      | N/A      | 0.0000% | $131007.00         | $2528435.10        | Equities   |
| PROSHARES TR                   ULTRAPRO SHORT S | 2500-12-31      | N/A      | 0.0000% | $66.00             | $3131.70           | Equities   |
| JANUS DETROIT STR TR           HENDERSON MTG    | 2500-12-31      | N/A      | 0.0000% | $257.00            | $11822.00          | Equities   |
| Q32 BIO INC                    COM              | 2500-12-31      | N/A      | 0.0000% | $11000.00          | $44220.00          | Equities   |
| QUEST RESOURCE HLDG CORP       COM NEW          | 2500-12-31      | N/A      | 0.0000% | $13507.00          | $29175.12          | Equities   |
| RADIOPHARM THERANOSTICS LTD    SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $313.00            | $1558.74           | Equities   |

### Security 656: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 4.000000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1CZQO1, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP1CZQO1
- **C.18 - Value (incl. sponsor support):** $800740968.00
- **C.18.a - Value (excl. sponsor support):** $800740968.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-05-26
- **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   |
|:---|:---|:---|:---|:---|:---|:---|
| ISHARES GOLD TR                ISHARES NEW      | 2500-12-31      | N/A      | 0.0000% | $396736.00         | $40296475.52       | Equities   |
| ISHARES INC                    EM MKT SM-CP ETF | 2500-12-31      | N/A      | 0.0000% | $25651.00          | $1870214.41        | Equities   |
| ISHARES INC                    MSCI CDA ETF     | 2500-12-31      | N/A      | 0.0000% | $105457.00         | $5961484.21        | Equities   |
| ISHARES INC                    MSCI BIC ETF     | 2500-12-31      | N/A      | 0.0000% | $9555.00           | $437085.83         | Equities   |
| ISHARES INC                    MSCI STH KOR ETF | 2500-12-31      | N/A      | 0.0000% | $323667.00         | $40296541.50       | Equities   |
| ISHARES TR                     CHINA LG-CAP ETF | 2500-12-31      | N/A      | 0.0000% | $499613.00         | $20374218.14       | Equities   |
| ISHARES TR                     CORE S&P500 ETF  | 2500-12-31      | N/A      | 0.0000% | $57806.00          | $40295984.54       | Equities   |
| ISHARES TR                     LATN AMER 40 ETF | 2500-12-31      | N/A      | 0.0000% | $26453.00          | $970031.51         | Equities   |
| ISHARES TR                     RUS MID CAP ETF  | 2500-12-31      | N/A      | 0.0000% | $23264.00          | $2327563.20        | Equities   |
| ISHARES TR                     RUS 1000 ETF     | 2500-12-31      | N/A      | 0.0000% | $106018.00         | $40296381.62       | Equities   |
| ISHARES TR                     CORE S&P US GWT  | 2500-12-31      | N/A      | 0.0000% | $6797.00           | $1159704.14        | Equities   |
| ISHARES TR                     U.S. UTILITS ETF | 2500-12-31      | N/A      | 0.0000% | $3662.00           | $402820.00         | Equities   |
| ISHARES TR                     US CONSM STAPLES | 2500-12-31      | N/A      | 0.0000% | $25988.00          | $1826956.40        | Equities   |
| ISHARES TR                     MSCI ACWI ETF    | 2500-12-31      | N/A      | 0.0000% | $72555.00          | $10643818.50       | Equities   |
| ISHARES TR                     MSCI KOKUSAI ETF | 2500-12-31      | N/A      | 0.0000% | $95.00             | $13462.35          | Equities   |
| ISHARES TR                     JPMORGAN USD EMG | 2500-12-31      | N/A      | 0.0000% | $3005.00           | $290493.35         | Equities   |
| ISHARES TR                     INTL DEV RE ETF  | 2500-12-31      | N/A      | 0.0000% | $11801.00          | $288469.54         | Equities   |
| ISHARES TR                     IBOXX HI YD ETF  | 2500-12-31      | N/A      | 0.0000% | $497304.00         | $40296543.12       | Equities   |
| ISHARES TR                     GLOB UTILITS ETF | 2500-12-31      | N/A      | 0.0000% | $13887.00          | $1138456.26        | Equities   |
| ISHARES U S ETF TR             INT RT HDG C B   | 2500-12-31      | N/A      | 0.0000% | $1408.00           | $132281.60         | Equities   |
| ISHARES INC                    MSCI MLY ETF NEW | 2500-12-31      | N/A      | 0.0000% | $1439.00           | $42119.53          | Equities   |
| ISHARES TR                     CORE DIV GRWTH   | 2500-12-31      | N/A      | 0.0000% | $15132.00          | $1084359.12        | Equities   |
| ISHARES TR                     ESG AW MSCI EAFE | 2500-12-31      | N/A      | 0.0000% | $209884.00         | $21183592.12       | Equities   |
| ISHARES TR                     IBDS DEC28 ETF   | 2500-12-31      | N/A      | 0.0000% | $249841.00         | $6375942.32        | Equities   |
| ISHARES TR                     MSCI CHINA MLTSE | 2500-12-31      | N/A      | 0.0000% | $10314.00          | $257166.18         | Equities   |
| ISHARES TR                     US TECH BRKTHR   | 2500-12-31      | N/A      | 0.0000% | $2714.00           | $164658.38         | Equities   |
| ISHARES TR                     IBONDS 27 TRM TS | 2500-12-31      | N/A      | 0.0000% | $2894.00           | $65143.94          | Equities   |
| ISHARES TR                     IBONDS 26 TRM TS | 2500-12-31      | N/A      | 0.0000% | $920.00            | $21104.80          | Equities   |
| ISHARES BITCOIN TRUST ETF      SHS BEN INT      | 2500-12-31      | N/A      | 0.0000% | $846560.00         | $40296256.00       | Equities   |
| ITAU UNIBANCO HLDG S A         SPON ADR REP PFD | 2500-12-31      | N/A      | 0.0000% | $4512488.00        | $40296517.84       | Equities   |
| KRANESHARES TRUST              CSI CHI INTERNET | 2500-12-31      | N/A      | 0.0000% | $90998.00          | $3302317.42        | Equities   |
| KRANESHARES TRUST              100 KWEB JAN 27  | 2500-12-31      | N/A      | 0.0000% | $329.00            | $9465.99           | Equities   |
| LISTED FDS TR                  TEUCRIUM AGRI ST | 2500-12-31      | N/A      | 0.0000% | $3860.00           | $65350.57          | Equities   |
| LISTED FDS TR                  ALEXIS PRACTICAL | 2500-12-31      | N/A      | 0.0000% | $8022.00           | $297772.63         | Equities   |
| LISTED FDS TR                  TEUCRIUM 2X DLY  | 2500-12-31      | N/A      | 0.0000% | $643.00            | $11824.77          | Equities   |
| MACKENZIE RLTY CAP INC         COM NEW          | 2500-12-31      | N/A      | 0.0000% | $3124.00           | $13933.04          | Equities   |
| NOMURA ETF TR                  GLOBAL LISTED IN | 2500-12-31      | N/A      | 0.0000% | $361.00            | $10614.48          | Equities   |
| NOMURA ETF TR                  NATIONAL HIGH YL | 2500-12-31      | N/A      | 0.0000% | $5476.00           | $133614.40         | Equities   |
| MAN ETF SER TR                 ACTIVE HIGH YIEL | 2500-12-31      | N/A      | 0.0000% | $577.00            | $14456.74          | Equities   |
| MANAGER DIRECTED PORTFOLIOS    SANJAC ALPHA LOW | 2500-12-31      | N/A      | 0.0000% | $453.00            | $11485.82          | Equities   |
| MICROSOFT CORP                 COM              | 2500-12-31      | N/A      | 0.0000% | $92955.00          | $40295992.50       | Equities   |
| MORGAN STANLEY ETF TRUST       EATON VANCE HIGH | 2500-12-31      | N/A      | 0.0000% | $6245.00           | $313217.97         | Equities   |
| NORTHERN FDS                   TAX-EXEMPT BD    | 2500-12-31      | N/A      | 0.0000% | $264.00            | $13676.52          | Equities   |
| NVIDIA CORPORATION             COM              | 2500-12-31      | N/A      | 0.0000% | $4044.00           | $778510.44         | Equities   |
| ONKURE THERAPEUTICS INC        COM CL A         | 2500-12-31      | N/A      | 0.0000% | $120691.00         | $329486.43         | Equities   |
| OSPREY BITCOIN TR              UNIT BEN INT     | 2500-12-31      | N/A      | 0.0000% | $34265.00          | $924469.70         | Equities   |
| PACER FDS TR                   INDLS & LOGISTIC | 2500-12-31      | N/A      | 0.0000% | $4099.00           | $125749.53         | Equities   |
| PACER FDS TR                   US EXPORT LEAD   | 2500-12-31      | N/A      | 0.0000% | $2786.00           | $178323.78         | Equities   |
| PACER FDS TR                   DATA AND INFRAST | 2500-12-31      | N/A      | 0.0000% | $7662.00           | $240969.90         | Equities   |
| PARNASSUS INCOME FDS           VALUE SELECT ETF | 2500-12-31      | N/A      | 0.0000% | $2414.00           | $71406.12          | Equities   |
| PIMCO ETF TR                   PREFERRED AND CP | 2500-12-31      | N/A      | 0.0000% | $263.00            | $13660.22          | Equities   |
| PRECIDIAN ETFS TR              BP PLC ADRHEDGED | 2500-12-31      | N/A      | 0.0000% | $478.00            | $27410.86          | Equities   |
| PRECIDIAN ETFS TR              SAP SE ADRHEDGED | 2500-12-31      | N/A      | 0.0000% | $288.00            | $10342.11          | Equities   |
| PROSHARES TR                   SP500 EX HLTH    | 2500-12-31      | N/A      | 0.0000% | $192.00            | $14565.12          | Equities   |
| PROSHARES TR                   ULTR RUSSL2000   | 2500-12-31      | N/A      | 0.0000% | $297.00            | $19064.43          | Equities   |
| PROSHARES TR                   SHT 7-10 YR TR   | 2500-12-31      | N/A      | 0.0000% | $4760.00           | $133113.40         | Equities   |
| PURETECH HEALTH PLC            ADS              | 2500-12-31      | N/A      | 0.0000% | $2738.00           | $51474.40          | Equities   |
| RLX TECHNOLOGY INC             SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $1736500.00        | $4046045.00        | Equities   |
| RENOVORX INC                   COM NEW          | 2500-12-31      | N/A      | 0.0000% | $7956.00           | $7637.76           | Equities   |
| RENAISSANCE CAP GREENWICH FDS  INTNTL IPO ETF   | 2500-12-31      | N/A      | 0.0000% | $372.00            | $7150.21           | Equities   |
| ROUNDHILL ETF TRUST            ROUNDHILL S&P500 | 2500-12-31      | N/A      | 0.0000% | $663.00            | $35802.00          | Equities   |
| AB ACTIVE ETFS INC             INTL GROWTH ETF  | 2500-12-31      | N/A      | 0.0000% | $412.00            | $12133.36          | Equities   |
| AB ACTIVE ETFS INC             CORE PLUS BD ETF | 2500-12-31      | N/A      | 0.0000% | $2863.00           | $102020.43         | Equities   |
| AB ACTIVE ETFS INC             CORPORATE BD ETF | 2500-12-31      | N/A      | 0.0000% | $2119.00           | $75976.74          | Equities   |
| AB ACTIVE ETFS INC             TAX AWARE INTERM | 2500-12-31      | N/A      | 0.0000% | $59323.00          | $1517482.34        | Equities   |
| ATRENEW INC                    SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $463584.00         | $2864949.12        | Equities   |
| ALPS ETF TR                    O SHARES INTL D  | 2500-12-31      | N/A      | 0.0000% | $4235.00           | $146024.07         | Equities   |
| ALX ONCOLOGY HLDGS INC         COM              | 2500-12-31      | N/A      | 0.0000% | $360628.00         | $566185.96         | Equities   |
| ACUMEN PHARMACEUTICALS INC     COM              | 2500-12-31      | N/A      | 0.0000% | $519560.00         | $1449572.40        | Equities   |
| ADVISORSHARES TR               PURE CANNABIS    | 2500-12-31      | N/A      | 0.0000% | $124579.00         | $372491.21         | Equities   |
| ADVISORS SER TR                SCHARF ETF       | 2500-12-31      | N/A      | 0.0000% | $107.00            | $6043.63           | Equities   |
| ADVISORS INNER CIRCLE FD III   DEMOCRACY INTERN | 2500-12-31      | N/A      | 0.0000% | $2509.00           | $82863.74          | Equities   |
| ADVISORS INNER CIRCLE FD II    3EDGE DYNAMIC IN | 2500-12-31      | N/A      | 0.0000% | $40658.00          | $1227465.02        | Equities   |
| AFFINITY BANCSHARES INC        COM              | 2500-12-31      | N/A      | 0.0000% | $4406.00           | $90146.76          | Equities   |
| EA SERIES TRUST                ALTRIUS GBL DIV  | 2500-12-31      | N/A      | 0.0000% | $591.00            | $24067.00          | Equities   |
| EA SERIES TRUST                CONCOURSE CAPITL | 2500-12-31      | N/A      | 0.0000% | $1380.00           | $38943.19          | Equities   |
| ALTERITY THERAPEUTICS LTD      SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $2037.00           | $6640.62           | Equities   |
| AMERICAN CENTY ETF TR          LARGE CAP EQUITY | 2500-12-31      | N/A      | 0.0000% | $5442.00           | $433292.04         | Equities   |
| AMPLIFY ETF TR                 AMPLIFY TRAVEL T | 2500-12-31      | N/A      | 0.0000% | $9197.00           | $181778.70         | Equities   |
| ASCENDIS PHARMA A/S            SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $81400.00          | $18229530.00       | Equities   |
| LEONABIO INC                   COM              | 2500-12-31      | N/A      | 0.0000% | $157755.00         | $743026.05         | Equities   |
| BANCO BRADESCO S A             SP ADR PFD NEW   | 2500-12-31      | N/A      | 0.0000% | $7252490.00        | $30097833.50       | Equities   |
| BAYVIEW ACQUISITION CORP       ORD SHS          | 2500-12-31      | N/A      | 0.0000% | $5305.00           | $62652.05          | Equities   |
| BITWISE FUNDS TRUST            TRENDWISE ETHER  | 2500-12-31      | N/A      | 0.0000% | $3069.00           | $107353.62         | Equities   |
| BLACKROCK ETF TRUST            ISHARES WORLD EX | 2500-12-31      | N/A      | 0.0000% | $14867.00          | $860799.30         | Equities   |
| BONDBLOXX ETF TRUST            BLOOMBERG SIX MN | 2500-12-31      | N/A      | 0.0000% | $1653.00           | $83261.61          | Equities   |
| BONDBLOXX ETF TRUST            B RT USD HI YLD  | 2500-12-31      | N/A      | 0.0000% | $1184.00           | $47014.27          | Equities   |
| CALAMOS ETF TR                 RUSSELL 2000 STR | 2500-12-31      | N/A      | 0.0000% | $5508.00           | $150397.59         | Equities   |
| CALAMOS ETF TR                 S&P 500 STRUCTUR | 2500-12-31      | N/A      | 0.0000% | $2182.00           | $58929.27          | Equities   |
| CAPITAL GROUP GBL GROWTH EQTY  SHS CREATION UNI | 2500-12-31      | N/A      | 0.0000% | $239984.00         | $8845810.24        | Equities   |
| CATO CORP NEW                  CL A             | 2500-12-31      | N/A      | 0.0000% | $2703.00           | $8352.27           | Equities   |
| CEMEX SAB DE CV                SPON ADR NEW     | 2500-12-31      | N/A      | 0.0000% | $2653400.00        | $34202326.00       | Equities   |
| CENTESSA PHARMACEUTICALS PLC   SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $1516030.00        | $37733986.70       | Equities   |
| CENTURY THERAPEUTICS INC       COM              | 2500-12-31      | N/A      | 0.0000% | $1576736.00        | $3169239.36        | Equities   |
| CHIPMOS TECHNOLOGIES INC       SPONSORD ADS NEW | 2500-12-31      | N/A      | 0.0000% | $20981.00          | $814062.80         | Equities   |
| CLEAR CHANNEL OUTDOOR HLDGS IN COM              | 2500-12-31      | N/A      | 0.0000% | $2851280.00        | $6386867.20        | Equities   |
| CLEARONE INC                   COM NEW          | 2500-12-31      | N/A      | 0.0000% | $8788.00           | $57122.00          | Equities   |
| COMMERCIAL VEH GROUP INC       COM              | 2500-12-31      | N/A      | 0.0000% | $76027.00          | $123163.74         | Equities   |
| COMPASS PATHWAYS PLC           SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $822968.00         | $5587952.72        | Equities   |
| CONTEXT THERAPEUTICS INC       COM              | 2500-12-31      | N/A      | 0.0000% | $927104.00         | $2289946.88        | Equities   |
| DBX ETF TR                     XTRACKERS MSCI   | 2500-12-31      | N/A      | 0.0000% | $4195.00           | $156105.60         | Equities   |
| DBX ETF TR                     XTRACKERS CYBER  | 2500-12-31      | N/A      | 0.0000% | $574.00            | $19137.79          | Equities   |
| DHI GROUP INC                  COM              | 2500-12-31      | N/A      | 0.0000% | $281480.00         | $489775.20         | Equities   |
| DIMENSIONAL ETF TRUST          US TARGETED VLU  | 2500-12-31      | N/A      | 0.0000% | $8536.00           | $543145.68         | Equities   |
| DOUBLELINE ETF TRUST           FORTUNE 500 EQUA | 2500-12-31      | N/A      | 0.0000% | $5021.00           | $167149.09         | Equities   |
| ETF OPPORTUNITIES TRUST        REX BITCOIN CORP | 2500-12-31      | N/A      | 0.0000% | $3325.00           | $78443.07          | Equities   |
| EVAXION AS                     SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $26030.00          | $88502.00          | Equities   |
| EXCHANGE TRADED CONCEPTS TRUST ROBO GBL HLTCR   | 2500-12-31      | N/A      | 0.0000% | $6851.00           | $251911.27         | Equities   |
| EXCHANGE LISTED FDS TR         LONG POND REAL E | 2500-12-31      | N/A      | 0.0000% | $33811.00          | $913911.33         | Equities   |
| FIDELITY COVINGTON TRUST       METAVERSE ETF    | 2500-12-31      | N/A      | 0.0000% | $6316.00           | $229807.66         | Equities   |
| FIDELITY COVINGTON TRUST       CRYPTO IND & DIG | 2500-12-31      | N/A      | 0.0000% | $286.00            | $11919.31          | Equities   |
| FIDELITY COVINGTON TRUST       MSCI INFO TECH I | 2500-12-31      | N/A      | 0.0000% | $30709.00          | $6969100.46        | Equities   |
| FIDELITY COVINGTON TRUST       ENHANCED SMALL   | 2500-12-31      | N/A      | 0.0000% | $16505.00          | $663170.90         | Equities   |
| FINVOLUTION GROUP              SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $1006450.00        | $5183217.50        | Equities   |
| FIRST NORTHWEST BANCORP        COM              | 2500-12-31      | N/A      | 0.0000% | $30186.00          | $316047.42         | Equities   |
| FIRST TR EXCHANGE-TRADED FD    COM SHS ANNUAL   | 2500-12-31      | N/A      | 0.0000% | $144.00            | $12065.28          | Equities   |
| FIRST TR EXCHANGE-TRADED FD II NASDAQ CYB ETF   | 2500-12-31      | N/A      | 0.0000% | $2440.00           | $169726.40         | Equities   |
| FIRST TR EXCHANGE-TRADED ALPHA COM SHS          | 2500-12-31      | N/A      | 0.0000% | $2508.00           | $413867.40         | Equities   |
| FIRST TR EXCHANGE-TRADED FD II ALERIAN US NXTGN | 2500-12-31      | N/A      | 0.0000% | $1693.00           | $134750.27         | Equities   |
| FIRST TR EXCHANGE-TRADED FD II ALERIAN DISRUPT  | 2500-12-31      | N/A      | 0.0000% | $1057.00           | $42725.74          | Equities   |
| FIRST TR EXCHANGE TRADED FD VI BALANCED INCOME  | 2500-12-31      | N/A      | 0.0000% | $1099.00           | $23895.78          | Equities   |
| FIRST TR EXCHANGE TRADED FD VI S NETWORK STREAM | 2500-12-31      | N/A      | 0.0000% | $2558.00           | $91512.45          | Equities   |
| FIRST TR EXCHANGE TRADED FD VI NASDQ ARTFCIAL   | 2500-12-31      | N/A      | 0.0000% | $34028.00          | $1812416.35        | Equities   |
| FIRST TR EXCHANGE TRADED FD VI S NETWRK E-COM   | 2500-12-31      | N/A      | 0.0000% | $307.00            | $12110.41          | Equities   |
| FIRST TR EXCHANGE-TRADED FD IV ENERGY INM PARTN | 2500-12-31      | N/A      | 0.0000% | $518.00            | $14879.55          | Equities   |
| FLEXSHARES TR                  EMRG MKT QT LW   | 2049-12-31      | N/A      | 0.0000% | $19.00             | $595.26            | Equities   |
| FORMULA SYSTEMS 1985 LTD       SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $78.00             | $12869.22          | Equities   |
| FRANKLIN TEMPLETON ETF TR      US CORE DIV TILT | 2500-12-31      | N/A      | 0.0000% | $13499.00          | $736370.45         | Equities   |
| FRANKLIN TEMPLETON ETF TR      MULTISECTOR INCM | 2500-12-31      | N/A      | 0.0000% | $186.00            | $4715.10           | Equities   |
| GALAPAGOS NV                   SPON ADR         | 2500-12-31      | N/A      | 0.0000% | $158113.00         | $5396396.69        | Equities   |
| GLOBAL X FDS                   GLOBAL X COPPER  | 2500-12-31      | N/A      | 0.0000% | $81195.00          | $7651004.85        | Equities   |
| GLOBAL X FDS                   PURECAP MSCI INF | 2500-12-31      | N/A      | 0.0000% | $6959.00           | $189632.75         | Equities   |
| GOLDMAN SACHS ETF TR           JUST US LRG CP   | 2500-12-31      | N/A      | 0.0000% | $180.00            | $17747.69          | Equities   |
| GOLDMAN SACHS ETF TR           INNOVAT EQ ETF   | 2500-12-31      | N/A      | 0.0000% | $69.00             | $5182.59           | Equities   |
| GREAT ELM GROUP INC            COM NEW          | 2500-12-31      | N/A      | 0.0000% | $27458.00          | $59309.28          | Equities   |
| GRUPO TELEVISA S A B           SPON ADR REP ORD | 2500-12-31      | N/A      | 0.0000% | $1708220.00        | $5551715.00        | Equities   |
| GRUPO AVAL ACCIONES Y VALORES  SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $113037.00         | $577619.07         | Equities   |
| GUINNESS ATKINSON FDS          SMART TRANSPORTA | 2500-12-31      | N/A      | 0.0000% | $424.00            | $24617.61          | Equities   |
| HARBOR ETF TRUST               INTL EQUITY ETF  | 2500-12-31      | N/A      | 0.0000% | $66.00             | $1647.57           | Equities   |
| HARBOR ETF TRUST               EMERGING MARKETS | 2500-12-31      | N/A      | 0.0000% | $127.00            | $3387.22           | Equities   |
| HARBOR ETF TRUST               ACTIVE SMALL CAP | 2500-12-31      | N/A      | 0.0000% | $1975.00           | $40351.03          | Equities   |
| NOVABRIDGE BIOSCIENCES         SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $1045648.00        | $3847984.64        | Equities   |
| TIDAL TRUST III                ROCKEFELLER CALI | 2500-12-31      | N/A      | 0.0000% | $3479.00           | $84063.08          | Equities   |
| INSPIREMD INC                  COM              | 2500-12-31      | N/A      | 0.0000% | $103782.00         | $167089.02         | Equities   |
| INNOVATOR ETFS TRUST           BUFFER STEP UP S | 2500-12-31      | N/A      | 0.0000% | $2918.00           | $109632.76         | Equities   |
| INTEL CORP                     COM              | 2500-12-31      | N/A      | 0.0000% | $158440.00         | $7709690.40        | Equities   |
| INVESCO QQQ TR                 UNIT SER 1       | 2500-12-31      | N/A      | 0.0000% | $64020.00          | $40296108.60       | Equities   |
| INVESCO EXCHANGE TRADED FD TR  S&P500 PUR GWT   | 2500-12-31      | N/A      | 0.0000% | $16331.00          | $813610.42         | Equities   |
| INVESCO EXCHANGE TRADED FD TR  S&P500 EQL TEC   | 2500-12-31      | N/A      | 0.0000% | $103553.00         | $4969508.47        | Equities   |
| INVESCO EXCHANGE TRADED FD TR  S&P500 EQL DIS   | 2500-12-31      | N/A      | 0.0000% | $5814.00           | $339770.16         | Equities   |
| INVESCO EXCHANGE TRADED FD TR  S&P MDCP VLU MNT | 2500-12-31      | N/A      | 0.0000% | $906.00            | $60203.70          | Equities   |
| INVESCO EXCHANGE-TRADED FD TR  S&P INTL LOW     | 2500-12-31      | N/A      | 0.0000% | $24131.00          | $846274.17         | Equities   |
| INVESCO EXCHANGE-TRADED FD TR  S&P EMRNG MMTM   | 2500-12-31      | N/A      | 0.0000% | $4578.00           | $86388.69          | Equities   |
| INVESCO EXCHANGE-TRADED FD TR  MSCI GBL TIMBR   | 2500-12-31      | N/A      | 0.0000% | $7024.00           | $211857.89         | Equities   |
| INVESCO EXCHANGE-TRADED FD TR  RAFI DVLPD MRKTS | 2500-12-31      | N/A      | 0.0000% | $25266.00          | $1152382.26        | Equities   |
| INVESCO EXCHANGE-TRADED FD TR  S&P MIDCAP 400   | 2500-12-31      | N/A      | 0.0000% | $993.00            | $32122.26          | Equities   |
| INVESCO EXCH TRD SLF IDX FD TR BULSHS 2027 CB   | 2500-12-31      | N/A      | 0.0000% | $30407.00          | $599626.04         | Equities   |
| VANECK ETF TRUST               ENERGY INCME ET  | 2500-12-31      | N/A      | 0.0000% | $999.00            | $103696.90         | Equities   |
| VANECK ETF TRUST               ROBOTICS ETF     | 2500-12-31      | N/A      | 0.0000% | $8461.00           | $490898.76         | Equities   |
| VANGUARD BD INDEX FDS          TOTAL BND MRKT   | 2500-12-31      | N/A      | 0.0000% | $53636.00          | $3983009.36        | Equities   |
| VANGUARD TAX-MANAGED FDS       VAN FTSE DEV MKT | 2500-12-31      | N/A      | 0.0000% | $179630.00         | $12047784.10       | Equities   |
| VANGUARD WORLD FD              ENERGY ETF       | 2500-12-31      | N/A      | 0.0000% | $1201.00           | $171310.64         | Equities   |
| VANGUARD SCOTTSDALE FDS        VNG RUS2000IDX   | 2500-12-31      | N/A      | 0.0000% | $85926.00          | $9142526.40        | Equities   |
| VANGUARD INDEX FDS             GROWTH ETF       | 2500-12-31      | N/A      | 0.0000% | $26020.00          | $12623082.60       | Equities   |
| VICTORY PORTFOLIOS II          VICTORYSHS EMERG | 2500-12-31      | N/A      | 0.0000% | $173.00            | $10488.51          | Equities   |
| VICTORY PORTFOLIOS II          VICTORYSHARES WE | 2500-12-31      | N/A      | 0.0000% | $30.00             | $756.60            | Equities   |
| VIOMI TECHNOLOGY CO LTD        SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $434493.00         | $582220.62         | Equities   |
| ELME COMMUNITIES               SH BEN INT       | 2500-12-31      | N/A      | 0.0000% | $176640.00         | $385075.20         | Equities   |
| WISDOMTREE TR                  GEOALPHA OPPO    | 2500-12-31      | N/A      | 0.0000% | $485.00            | $17214.93          | Equities   |
| WISDOMTREE TR                  CORE LADDERED MU | 2500-12-31      | N/A      | 0.0000% | $2880.00           | $74966.40          | Equities   |
| WISDOMTREE TR                  1 3 YR LADDERED  | 2500-12-31      | N/A      | 0.0000% | $2304.00           | $116916.48         | Equities   |
| WISDOMTREE TR                  INDIA HEDGED EQU | 2500-12-31      | N/A      | 0.0000% | $1452.00           | $59745.44          | Equities   |
| WISDOMTREE TR                  FLOATNG RAT TREA | 2500-12-31      | N/A      | 0.0000% | $37585.00          | $1892028.90        | Equities   |
| WOODSIDE ENERGY GROUP LTD      SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $159570.00         | $2819601.90        | Equities   |
| XILIO THERAPEUTICS INC         COM              | 2500-12-31      | N/A      | 0.0000% | $563681.00         | $343789.04         | Equities   |
| YIREN DIGITAL LTD              SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $4830.00           | $20189.40          | Equities   |
| MDXHEALTH SA                   SHS NEW          | 2500-12-31      | N/A      | 0.0000% | $144133.00         | $513113.48         | Equities   |
| BEST SPAC I ACQUISITION CORP.  USD CL A ORD SHS | 2500-12-31      | N/A      | 0.0000% | $12713.00          | $129418.34         | Equities   |
| BLACK HAWK ACQUISITION CORP    USD CL A SHS     | 2500-12-31      | N/A      | 0.0000% | $1200.00           | $13500.00          | Equities   |
| CAYSON ACQUISITION CORP        SHS              | 2500-12-31      | N/A      | 0.0000% | $10081.00          | $108269.94         | Equities   |
| BOLD EAGLE ACQUISITION CORP    CL A             | 2500-12-31      | N/A      | 0.0000% | $101718.00         | $1079227.98        | Equities   |
| CRANE HBR ACQUISITION CORP     CL A             | 2500-12-31      | N/A      | 0.0000% | $430594.00         | $4577214.22        | Equities   |
| DIGITAL ASSET ACQUISITION CORP SHS CL A         | 2500-12-31      | N/A      | 0.0000% | $87203.00          | $890778.65         | Equities   |
| FACT II ACQUISITION CORP       ORD SHS CL A     | 2500-12-31      | N/A      | 0.0000% | $58723.00          | $617765.96         | Equities   |
| FIGX CAP ACQUISITION CORP.     USD CL A ORD SHS | 2500-12-31      | N/A      | 0.0000% | $15483.00          | $156610.55         | Equities   |
| HENNESSY CAP INVT CORP VII     ORD SHS CL A     | 2500-12-31      | N/A      | 0.0000% | $150592.00         | $1546579.84        | Equities   |
| LIGHTWAVE ACQUISITION CORP     USD CL A ORD SHS | 2500-12-31      | N/A      | 0.0000% | $42985.00          | $433718.65         | Equities   |
| LAUNCH ONE ACQUISITION CORP    SHS CLASS A      | 2500-12-31      | N/A      | 0.0000% | $27238.00          | $289812.32         | Equities   |
| M3BRIGADE ACQUISITION V CORP   CL A             | 2500-12-31      | N/A      | 0.0000% | $411504.00         | $4411322.88        | Equities   |
| PIONEER ACQUISITION I CORP     CL A ORD SHS     | 2500-12-31      | N/A      | 0.0000% | $47398.00          | $479667.76         | Equities   |
| PLUM ACQUISITION CORP IV       SHS CL A         | 2500-12-31      | N/A      | 0.0000% | $25613.00          | $270217.15         | Equities   |
| RANGE CAP ACQUISITION CORP     ORD SHS          | 2500-12-31      | N/A      | 0.0000% | $22626.00          | $236781.09         | Equities   |
| STELLAR V CAP CORP             SHS CL A         | 2500-12-31      | N/A      | 0.0000% | $12780.00          | $132912.00         | Equities   |
| TAVIA ACQUISITION CORP         SHS              | 2500-12-31      | N/A      | 0.0000% | $16008.00          | $167923.92         | Equities   |
| TEXAS VENTURES ACQUISITION III USD CL A ORD SHS | 2500-12-31      | N/A      | 0.0000% | $248102.00         | $2612514.06        | Equities   |
| VENDOME ACQUISITION CORP I     COM CL A         | 2500-12-31      | N/A      | 0.0000% | $18712.00          | $188991.20         | Equities   |
| CHARLTON ARIA ACQUISITION CORP ORD SHS CL A     | 2500-12-31      | N/A      | 0.0000% | $4523.00           | $47536.73          | Equities   |
| HAFNIA LTD                     SHS              | 2500-12-31      | N/A      | 0.0000% | $64240.00          | $391221.60         | Equities   |
| STEALTHGAS INC                 SHS              | 2500-12-31      | N/A      | 0.0000% | $109232.00         | $855286.56         | Equities   |
| STATE STR SPDR S&P 500 ETF TR  TR UNIT          | 2500-12-31      | N/A      | 0.0000% | $53597.00          | $37198461.88       | Equities   |
| STATE STR SPDR S&P MIDCAP 400  UTSER1 S&PDCRP   | 2500-12-31      | N/A      | 0.0000% | $12422.00          | $7864989.30        | Equities   |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $102571.00         | $3006356.01        | Equities   |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $3730.00           | $358608.17         | Equities   |
| SELECT SECTOR SPDR TR          STATE STREET FIN | 2500-12-31      | N/A      | 0.0000% | $34663.00          | $1856203.65        | Equities   |
| SELECT SECTOR SPDR TR          STATE STREET REA | 2500-12-31      | N/A      | 0.0000% | $222158.00         | $9190676.46        | Equities   |
| SELECT SECTOR SPDR TR          STATE STREET UTI | 2500-12-31      | N/A      | 0.0000% | $157220.00         | $6812342.60        | Equities   |
| SEER INC                       COM CL A         | 2500-12-31      | N/A      | 0.0000% | $116472.00         | $216637.92         | Equities   |
| SERA PROGNOSTICS INC           CLASS A COM      | 2500-12-31      | N/A      | 0.0000% | $49303.00          | $138048.40         | Equities   |
| SERVICE PPTYS TR               COM SH BEN INT   | 2500-12-31      | N/A      | 0.0000% | $1316976.00        | $2620782.24        | Equities   |
| SILENCE THERAPEUTICS PLC       ADS              | 2500-12-31      | N/A      | 0.0000% | $38950.00          | $193192.00         | Equities   |
| CHICAGO ATLANTIC BDC INC       COM              | 2500-12-31      | N/A      | 0.0000% | $52091.00          | $549560.05         | Equities   |
| SIMPLIFY EXCHANGE TRADED FUNDS BARRIER INCOME   | 2500-12-31      | N/A      | 0.0000% | $81814.00          | $2141072.38        | Equities   |
| SIMPLIFY EXCHANGE TRADED FUNDS SIMPLIFY US EQT  | 2500-12-31      | N/A      | 0.0000% | $1060.00           | $48016.94          | Equities   |
| SOCIEDAD QUIMICA Y MINERA DE   SPON ADR SER B   | 2500-12-31      | N/A      | 0.0000% | $143306.00         | $11699501.84       | Equities   |
| SUTRO BIOPHARMA INC            COM SHS          | 2500-12-31      | N/A      | 0.0000% | $115192.00         | $1718664.64        | Equities   |
| T ROWE PRICE ETF INC           FINANCIALS ETF   | 2500-12-31      | N/A      | 0.0000% | $39.00             | $1054.65           | Equities   |
| TAIWAN SEMICONDUCTOR MFG LTD   SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $118672.00         | $40295077.60       | Equities   |
| TENAX THERAPEUTICS INC         COM NEW          | 2500-12-31      | N/A      | 0.0000% | $181047.00         | $2420598.39        | Equities   |
| TEXAS CAPITAL FUNDS TRUST      TEXAS OIL INDEX  | 2500-12-31      | N/A      | 0.0000% | $2506.00           | $63323.86          | Equities   |
| THEMES ETF TR                  NATURAL MONOPOLY | 2500-12-31      | N/A      | 0.0000% | $225.00            | $7290.85           | Equities   |
| THE ONE GROUP HOSPITALITY INC  COM              | 2500-12-31      | N/A      | 0.0000% | $71032.00          | $149167.20         | Equities   |
| THORNBURG ETF TR               INTL GROWTH ETF  | 2500-12-31      | N/A      | 0.0000% | $40.00             | $1032.00           | Equities   |
| TIDAL TRUST I                  DIGITAL ASSET    | 2500-12-31      | N/A      | 0.0000% | $639.00            | $12884.28          | Equities   |
| TIDAL TRUST I                  AZTLAN GBL STOCK | 2500-12-31      | N/A      | 0.0000% | $683.00            | $20623.59          | Equities   |
| TILLYS INC                     CL A             | 2500-12-31      | N/A      | 0.0000% | $145864.00         | $221713.28         | Equities   |
| TURKCELL ILETISIM HIZMETLERI   SPON ADR NEW     | 2500-12-31      | N/A      | 0.0000% | $599638.00         | $4011578.22        | Equities   |
| TUYA INC                       SPONSERED ADS    | 2500-12-31      | N/A      | 0.0000% | $1135100.00        | $2395061.00        | Equities   |
| UNIVERSAL ELECTRS INC          COM              | 2500-12-31      | N/A      | 0.0000% | $9293.00           | $36893.21          | Equities   |
| URBAN ONE INC                  COM SHS CL D NON | 2500-12-31      | N/A      | 0.0000% | $25870.00          | $239038.80         | Equities   |

### Security 657: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 4.000000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1DD2N7, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP1DD2N7
- **C.18 - Value (incl. sponsor support):** $527382412.28
- **C.18.a - Value (excl. sponsor support):** $527382412.28
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-06-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category   |
|:---|:---|:---|:---|:---|:---|:---|
| ISHARES TR                     CALIF MUN BD ETF | 2500-12-31      | N/A      | 0.0000% | $32263.00          | $1865769.29        | Equities   |
| ISHARES TR                     IBOXX HI YD ETF  | 2500-12-31      | N/A      | 0.0000% | $327048.00         | $26500699.44       | Equities   |
| ISHARES TR                     RUS TOP 200 ETF  | 2500-12-31      | N/A      | 0.0000% | $1948.00           | $336497.52         | Equities   |
| ISHARES TR                     CORE HIGH DV ETF | 2500-12-31      | N/A      | 0.0000% | $6932.00           | $905873.76         | Equities   |
| ISHARES TR                     ESG AWR MSCI USA | 2500-12-31      | N/A      | 0.0000% | $14200.00          | $2148460.00        | Equities   |
| ISHARES TR                     IBONDS DEC2026   | 2500-12-31      | N/A      | 0.0000% | $42354.00          | $1027931.58        | Equities   |
| ISHARES TR                     IBONDS DEC 2033  | 2500-12-31      | N/A      | 0.0000% | $166723.00         | $4363140.91        | Equities   |
| ISHARES GOLD TR                SHARES REPRESENT | 2500-12-31      | N/A      | 0.0000% | $97043.00          | $5219942.97        | Equities   |
| ISHARES BITCOIN TRUST ETF      SHS BEN INT      | 2500-12-31      | N/A      | 0.0000% | $556736.00         | $26500633.60       | Equities   |
| ISHARES TR                     IBONDS DEC 2044  | 2500-12-31      | N/A      | 0.0000% | $521.00            | $12918.98          | Equities   |
| KT CORP                        SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $301559.00         | $6356863.72        | Equities   |
| KRANESHARES TRUST              CSI CHI INTERNET | 2500-12-31      | N/A      | 0.0000% | $730248.00         | $26500699.92       | Equities   |
| KRANESHARES TRUST              100 KWEB JAN 27  | 2500-12-31      | N/A      | 0.0000% | $44.00             | $1265.97           | Equities   |
| LEXINFINTECH HLDGS LTD         ADR              | 2500-12-31      | N/A      | 0.0000% | $685543.00         | $1974363.84        | Equities   |
| LISTED FDS TR                  TEUCRIUM AGRI ST | 2500-12-31      | N/A      | 0.0000% | $3860.00           | $65350.57          | Equities   |
| LISTED FDS TR                  HORZN KINTCS BL  | 2500-12-31      | N/A      | 0.0000% | $2354.00           | $74872.97          | Equities   |
| LISTED FDS TR                  GLACIERSHARES    | 2500-12-31      | N/A      | 0.0000% | $192.00            | $5506.56           | Equities   |
| LITMAN GREGORY FDS TR          POLEN CAP EMRGNG | 2500-12-31      | N/A      | 0.0000% | $382.00            | $4780.69           | Equities   |
| LIVEPERSON INC                 COM              | 2500-12-31      | N/A      | 0.0000% | $115249.00         | $376864.23         | Equities   |
| NOMURA ETF TR                  GLOBAL LISTED IN | 2500-12-31      | N/A      | 0.0000% | $272.00            | $7997.62           | Equities   |
| MAN ETF SER TR                 ACTIVE HIGH YIEL | 2500-12-31      | N/A      | 0.0000% | $217.00            | $5436.94           | Equities   |
| MERCER INTL INC                COM              | 2500-12-31      | N/A      | 0.0000% | $12811.00          | $27031.21          | Equities   |
| MICROSOFT CORP                 COM              | 2500-12-31      | N/A      | 0.0000% | $61132.00          | $26500722.00       | Equities   |
| MILESTONE PHARMACEUTICALS INC  COM              | 2500-12-31      | N/A      | 0.0000% | $437050.00         | $826024.50         | Equities   |
| MORGAN STANLEY ETF TRUST       CALVERT US LARCP | 2500-12-31      | N/A      | 0.0000% | $124.00            | $10611.92          | Equities   |
| MORGAN STANLEY ETF TRUST       EATON VANCE HIGH | 2500-12-31      | N/A      | 0.0000% | $7590.00           | $380676.45         | Equities   |
| NAUTILUS BIOTECHNOLOGY INC     COM              | 2500-12-31      | N/A      | 0.0000% | $207013.00         | $401605.22         | Equities   |
| NEXGEL INC                     COM              | 2500-12-31      | N/A      | 0.0000% | $16208.00          | $23663.68          | Equities   |
| NORTHERN FDS                   2035 TAX-EXEMPT  | 2500-12-31      | N/A      | 0.0000% | $311.00            | $31704.93          | Equities   |
| NVIDIA CORPORATION             COM              | 2500-12-31      | N/A      | 0.0000% | $1478.00           | $284529.78         | Equities   |
| OPUS GENETICS INC              COM              | 2500-12-31      | N/A      | 0.0000% | $177260.00         | $443150.00         | Equities   |
| ONKURE THERAPEUTICS INC        COM CL A         | 2500-12-31      | N/A      | 0.0000% | $120696.00         | $329500.08         | Equities   |
| OVID THERAPEUTICS INC          COM              | 2500-12-31      | N/A      | 0.0000% | $468246.00         | $725781.30         | Equities   |
| PMV PHARMACEUTICALS INC        COM              | 2500-12-31      | N/A      | 0.0000% | $404979.00         | $453576.48         | Equities   |
| PACER FDS TR                   INDLS & LOGISTIC | 2500-12-31      | N/A      | 0.0000% | $4099.00           | $125749.53         | Equities   |
| PACER FDS TR                   US EXPORT LEAD   | 2500-12-31      | N/A      | 0.0000% | $1586.00           | $101515.26         | Equities   |
| PERMROCK ROYALTY TRUST         TR UNIT          | 2500-12-31      | N/A      | 0.0000% | $10691.00          | $37739.23          | Equities   |
| PETMED EXPRESS INC             COM              | 2500-12-31      | N/A      | 0.0000% | $41743.00          | $134829.89         | Equities   |
| PETROLEO BRASILEIRO SA PETROBR SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $1707520.00        | $26500710.40       | Equities   |
| PRECIDIAN ETFS TR              SHELL PLC ADRHED | 2500-12-31      | N/A      | 0.0000% | $2400.00           | $131981.52         | Equities   |
| PRECIDIAN ETFS TR              SAP SE ADRHEDGED | 2500-12-31      | N/A      | 0.0000% | $288.00            | $10342.11          | Equities   |
| PROSHARES TR                   SHT 7-10 YR TR   | 2500-12-31      | N/A      | 0.0000% | $1080.00           | $30202.20          | Equities   |
| PROSHARES TR                   ULTRA S&P 500 EQ | 2500-12-31      | N/A      | 0.0000% | $1655.00           | $72306.95          | Equities   |
| PURETECH HEALTH PLC            ADS              | 2500-12-31      | N/A      | 0.0000% | $2738.00           | $51474.40          | Equities   |
| PYXIS ONCOLOGY INC             COMMON STOCK     | 2500-12-31      | N/A      | 0.0000% | $711262.00         | $1109568.72        | Equities   |
| HIGH TEMPLAR TECHNOLOGY LTD    SPON ADS         | 2500-12-31      | N/A      | 0.0000% | $287347.00         | $856294.06         | Equities   |
| QUIPT HOME MEDICAL CORP        COM              | 2500-12-31      | N/A      | 0.0000% | $185211.00         | $663055.38         | Equities   |
| RBB FD INC                     FM ULTRASHORT TR | 2500-12-31      | N/A      | 0.0000% | $4250.00           | $211401.80         | Equities   |
| RAFAEL HLDGS INC               COM CL B         | 2500-12-31      | N/A      | 0.0000% | $40022.00          | $47225.96          | Equities   |
| RELMADA THERAPEUTICS INC       COM              | 2500-12-31      | N/A      | 0.0000% | $439767.00         | $1719488.97        | Equities   |
| SHELL PLC                      SPON ADS         | 2500-12-31      | N/A      | 0.0000% | $335567.00         | $25996375.49       | Equities   |
| STATE STR SPDR S&P 500 ETF TR  TR UNIT          | 2500-12-31      | N/A      | 0.0000% | $38182.00          | $26499835.28       | Equities   |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $3730.00           | $358608.17         | Equities   |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $28351.00          | $2597802.13        | Equities   |
| SSGA ACTIVE TR                 STATE STR MY2027 | 2500-12-31      | N/A      | 0.0000% | $1117.00           | $27690.43          | Equities   |
| SSGA ACTIVE TR                 STATE STR MY2034 | 2500-12-31      | N/A      | 0.0000% | $957.00            | $23809.59          | Equities   |
| SEA LTD                        SPONSORD ADS     | 2500-12-31      | N/A      | 0.0000% | $176330.00         | $21494627.00       | Equities   |
| SELECT SECTOR SPDR TR          STATE STREET HEA | 2500-12-31      | N/A      | 0.0000% | $39813.00          | $6124035.66        | Equities   |
| SEER INC                       COM CL A         | 2500-12-31      | N/A      | 0.0000% | $140043.00         | $260479.98         | Equities   |
| SENESTECH INC                  COM NEW          | 2500-12-31      | N/A      | 0.0000% | $5024.00           | $9445.12           | Equities   |
| SEQUANS COMMUNICATIONS S A     SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $10016.00          | $46574.40          | Equities   |
| SERA PROGNOSTICS INC           CLASS A COM      | 2500-12-31      | N/A      | 0.0000% | $49303.00          | $138048.40         | Equities   |
| SIBANYE STILLWATER LTD         SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $676377.00         | $13520776.23       | Equities   |
| SILENCE THERAPEUTICS PLC       ADS              | 2500-12-31      | N/A      | 0.0000% | $246290.00         | $1221598.40        | Equities   |
| CHICAGO ATLANTIC BDC INC       COM              | 2500-12-31      | N/A      | 0.0000% | $52091.00          | $549560.05         | Equities   |
| SIMPLIFY EXCHANGE TRADED FUNDS PIPER SANDLER US | 2500-12-31      | N/A      | 0.0000% | $442.00            | $13431.14          | Equities   |
| SIMPLIFY EXCHANGE TRADED FUNDS CHINA A SHS PLUS | 2500-12-31      | N/A      | 0.0000% | $621.00            | $16609.82          | Equities   |
| SMART SAND INC                 COM              | 2500-12-31      | N/A      | 0.0000% | $113014.00         | $537946.64         | Equities   |
| SMARTRENT INC                  COM CL A         | 2500-12-31      | N/A      | 0.0000% | $574699.00         | $959747.33         | Equities   |
| SNDL INC                       COM              | 2500-12-31      | N/A      | 0.0000% | $3280120.00        | $5116987.20        | Equities   |
| SPINNAKER ETF SERIES           UVA UNCONSTRAIND | 2500-12-31      | N/A      | 0.0000% | $5940.00           | $131759.89         | Equities   |
| SPORTSMANS WHSE HLDGS INC      COM              | 2500-12-31      | N/A      | 0.0000% | $6500.00           | $9165.00           | Equities   |
| STONERIDGE INC                 COM              | 2500-12-31      | N/A      | 0.0000% | $162846.00         | $1087811.28        | Equities   |
| STRATEGY SHS                   DAY HAGAN SMART  | 2500-12-31      | N/A      | 0.0000% | $496.00            | $10614.40          | Equities   |
| TECHPRECISION CORP             COM NEW          | 2500-12-31      | N/A      | 0.0000% | $4180.00           | $20607.40          | Equities   |
| THEMES ETF TR                  GENERATIVE ARTIF | 2500-12-31      | N/A      | 0.0000% | $8817.00           | $342893.13         | Equities   |
| THE ONE GROUP HOSPITALITY INC  COM              | 2500-12-31      | N/A      | 0.0000% | $71032.00          | $149167.20         | Equities   |
| THORNBURG ETF TR               INTL GROWTH ETF  | 2500-12-31      | N/A      | 0.0000% | $40.00             | $1032.00           | Equities   |
| TIDAL TRUST II                 NICHOLAS FIXED   | 2500-12-31      | N/A      | 0.0000% | $1544.00           | $27636.83          | Equities   |
| TIDAL TRUST I                  DIGITAL ASSET    | 2500-12-31      | N/A      | 0.0000% | $1979.00           | $39902.97          | Equities   |
| TIDAL TRUST I                  GOD BLESS AMER   | 2500-12-31      | N/A      | 0.0000% | $283.00            | $12397.98          | Equities   |
| TIDAL TRUST I                  AZTLAN GBL STOCK | 2500-12-31      | N/A      | 0.0000% | $683.00            | $20623.59          | Equities   |
| TILLYS INC                     CL A             | 2500-12-31      | N/A      | 0.0000% | $145864.00         | $221713.28         | Equities   |
| UBS AG LONDON BRANCH           ETRACS UBS BLOOM | 2500-12-31      | N/A      | 0.0000% | $542.00            | $17609.58          | Equities   |
| UBS AG LONDON BRANCH           ETRACS 2XM ETN   | 2500-12-31      | N/A      | 0.0000% | $3775.00           | $31992.37          | Equities   |
| UNIFI INC                      COM NEW          | 2500-12-31      | N/A      | 0.0000% | $24970.00          | $98381.80          | Equities   |
| URBAN ONE INC                  COM SHS CL D NON | 2500-12-31      | N/A      | 0.0000% | $25870.00          | $239038.80         | Equities   |
| VALE S A                       SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $1564384.00        | $26500664.96       | Equities   |
| VANECK ETF TRUST               ROBOTICS ETF     | 2500-12-31      | N/A      | 0.0000% | $8461.00           | $490898.76         | Equities   |
| VANGUARD ADMIRAL FDS INC       500 VAL IDX FD   | 2500-12-31      | N/A      | 0.0000% | $1496.00           | $313471.84         | Equities   |
| VANGUARD BD INDEX FDS          SHORT TRM BOND   | 2500-12-31      | N/A      | 0.0000% | $335920.00         | $26500728.80       | Equities   |
| VANGUARD SCOTTSDALE FDS        SHRT TRM CORP BD | 2500-12-31      | N/A      | 0.0000% | $133953.00         | $10713560.94       | Equities   |
| VANGUARD INDEX FDS             SML CP GRW ETF   | 2500-12-31      | N/A      | 0.0000% | $25131.00          | $8013019.35        | Equities   |
| VERA BRADLEY INC               COM              | 2500-12-31      | N/A      | 0.0000% | $161511.00         | $376320.63         | Equities   |
| VICTORY PORTFOLIOS II          VICTORYSHS EMERG | 2500-12-31      | N/A      | 0.0000% | $14367.00          | $871030.98         | Equities   |
| VICTORY PORTFOLIOS II          VCSHS US LRG CAP | 2500-12-31      | N/A      | 0.0000% | $353.00            | $25583.39          | Equities   |
| VICTORY PORTFOLIOS II          VICTORYSHARES WE | 2500-12-31      | N/A      | 0.0000% | $30.00             | $756.60            | Equities   |
| VINCE HLDG CORP                COM NEW          | 2500-12-31      | N/A      | 0.0000% | $105856.00         | $297455.36         | Equities   |
| BRIDGER AEROSPACE GRP HLDGS IN COM              | 2500-12-31      | N/A      | 0.0000% | $163512.00         | $510157.44         | Equities   |
| WISDOMTREE TR                  GEOALPHA OPPO    | 2500-12-31      | N/A      | 0.0000% | $485.00            | $17214.93          | Equities   |
| WISDOMTREE TR                  CORE LADDERED MU | 2500-12-31      | N/A      | 0.0000% | $2880.00           | $74966.40          | Equities   |
| WISDOMTREE TR                  INTK MLTIFACTR   | 2500-12-31      | N/A      | 0.0000% | $4616.00           | $155741.99         | Equities   |
| XILIO THERAPEUTICS INC         COM              | 2500-12-31      | N/A      | 0.0000% | $564468.00         | $344269.03         | Equities   |
| ALPS GROUP INC                 ORD SHS          | 2500-12-31      | N/A      | 0.0000% | $267774.00         | $249003.04         | Equities   |
| WHITEHAWK THERAPEUTICS INC     COM              | 2500-12-31      | N/A      | 0.0000% | $69965.00          | $188205.85         | Equities   |
| AB ACTIVE ETFS INC             INTL GROWTH ETF  | 2500-12-31      | N/A      | 0.0000% | $412.00            | $12133.36          | Equities   |
| AB ACTIVE ETFS INC             CORE PLUS BD ETF | 2500-12-31      | N/A      | 0.0000% | $19304.00          | $687880.67         | Equities   |
| AB ACTIVE ETFS INC             CORPORATE BD ETF | 2500-12-31      | N/A      | 0.0000% | $2185.00           | $78343.17          | Equities   |
| ALX ONCOLOGY HLDGS INC         COM              | 2500-12-31      | N/A      | 0.0000% | $360628.00         | $566185.96         | Equities   |
| ACUMEN PHARMACEUTICALS INC     COM              | 2500-12-31      | N/A      | 0.0000% | $135340.00         | $377598.60         | Equities   |
| ACURX PHARMACEUTICALS INC      COM NEW          | 2500-12-31      | N/A      | 0.0000% | $31544.00          | $78544.56          | Equities   |
| ADVISORS INNER CIRCLE FD II    FRONTIER ASSET O | 2500-12-31      | N/A      | 0.0000% | $88.00             | $2255.91           | Equities   |
| ADVISORS SER TR                SCHARF ETF       | 2500-12-31      | N/A      | 0.0000% | $22286.00          | $1258768.99        | Equities   |
| ADVISORS INNER CIRCLE FD II    3EDGE DYNAMIC IN | 2500-12-31      | N/A      | 0.0000% | $40658.00          | $1227465.02        | Equities   |
| ALICO INC                      COM              | 2500-12-31      | N/A      | 0.0000% | $331.00            | $13521.35          | Equities   |
| ALPHA COGNITION INC            COM NEW          | 2500-12-31      | N/A      | 0.0000% | $11360.00          | $59185.60          | Equities   |
| ALTO INGREDIENTS INC           COM              | 2500-12-31      | N/A      | 0.0000% | $1166346.00        | $2997509.22        | Equities   |
| AMERICAN BEACON SELECT FUNDS   IONIC INFLATION  | 2500-12-31      | N/A      | 0.0000% | $397.00            | $7558.88           | Equities   |
| AMERICAN CENTY ETF TR          AVANTIS RESPONSI | 2500-12-31      | N/A      | 0.0000% | $6779.00           | $480779.56         | Equities   |
| AMPLIFY ETF TR                 AMPLIFY TRAVEL T | 2500-12-31      | N/A      | 0.0000% | $4143.00           | $81886.40          | Equities   |
| ANGEL OAK FUNDS TRUST          OAK ULTRASHORT   | 2500-12-31      | N/A      | 0.0000% | $5151.00           | $264246.30         | Equities   |
| APYX MEDICAL CORPORATION       COM              | 2500-12-31      | N/A      | 0.0000% | $104210.00         | $422050.50         | Equities   |
| ARTS WAY MFG INC               COM              | 2500-12-31      | N/A      | 0.0000% | $9524.00           | $23714.76          | Equities   |
| ARTIVA BIOTHERAPEUTICS INC     COM              | 2500-12-31      | N/A      | 0.0000% | $5474.00           | $22717.10          | Equities   |
| ATOUR LIFESTYLE HLDGS LTD      SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $717400.00         | $26500756.00       | Equities   |
| BAOZUN INC                     SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $221709.00         | $611916.84         | Equities   |
| BIOXCEL THERAPEUTICS INC       COM NEW          | 2500-12-31      | N/A      | 0.0000% | $761960.00         | $1234375.20        | Equities   |
| BITWISE FUNDS TRUST            TRENDWISE ETHER  | 2500-12-31      | N/A      | 0.0000% | $3069.00           | $107353.62         | Equities   |
| BOUNDLESS BIO INC              COM              | 2500-12-31      | N/A      | 0.0000% | $105176.00         | $124107.68         | Equities   |
| BROADWIND INC                  COM NEW          | 2500-12-31      | N/A      | 0.0000% | $71131.00          | $221928.72         | Equities   |
| C4 THERAPEUTICS INC            COM STK          | 2500-12-31      | N/A      | 0.0000% | $106388.00         | $208520.48         | Equities   |
| CABALETTA BIO INC              COM              | 2500-12-31      | N/A      | 0.0000% | $2235272.00        | $6146998.00        | Equities   |
| CAMP4 THERAPEUTICS CORP        COM              | 2500-12-31      | N/A      | 0.0000% | $21505.00          | $83224.35          | Equities   |
| CARIBOU BIOSCIENCES INC        COM              | 2500-12-31      | N/A      | 0.0000% | $516787.00         | $764844.76         | Equities   |
| CENTURY THERAPEUTICS INC       COM              | 2500-12-31      | N/A      | 0.0000% | $1576736.00        | $3169239.36        | Equities   |
| CHAGEE HLDGS LTD               SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $182016.00         | $2195112.96        | Equities   |
| CHIPMOS TECHNOLOGIES INC       SPONSORD ADS NEW | 2500-12-31      | N/A      | 0.0000% | $20981.00          | $814062.80         | Equities   |
| ELEVATION SERIES TRUST         TRUESHARES ACTIV | 2500-12-31      | N/A      | 0.0000% | $1093.00           | $23378.83          | Equities   |
| CONTEXT THERAPEUTICS INC       COM              | 2500-12-31      | N/A      | 0.0000% | $927104.00         | $2289946.88        | Equities   |
| CREATIVE REALITIES INC         COM              | 2500-12-31      | N/A      | 0.0000% | $3992.00           | $13293.36          | Equities   |
| DBX ETF TR                     XTRACKERS MSCI   | 2500-12-31      | N/A      | 0.0000% | $4195.00           | $156105.60         | Equities   |
| DBX ETF TR                     XTRACKERS FTSE   | 2500-12-31      | N/A      | 0.0000% | $489.00            | $18668.02          | Equities   |
| DAQO NEW ENERGY CORP           SPNSRD ADS NEW   | 2500-12-31      | N/A      | 0.0000% | $56493.00          | $1449610.38        | Equities   |
| DIREXION SHS ETF TR            DL FTSE BULL 3X  | 2500-12-31      | N/A      | 0.0000% | $24672.00          | $1243715.52        | Equities   |
| DIREXION SHS ETF TR            DAILY AI AND BIG | 2500-12-31      | N/A      | 0.0000% | $2695.00           | $134750.00         | Equities   |
| DRILLING TOOLS INTL CORP       COM              | 2500-12-31      | N/A      | 0.0000% | $11884.00          | $44565.00          | Equities   |
| ETF OPPORTUNITIES TRUST        REX BITCOIN CORP | 2500-12-31      | N/A      | 0.0000% | $3325.00           | $78443.07          | Equities   |
| ETF OPPORTUNITIES TRUST        HEDGEYE QUALITY  | 2500-12-31      | N/A      | 0.0000% | $5130.00           | $150565.50         | Equities   |
| CLIMB BIO INC                  COM              | 2500-12-31      | N/A      | 0.0000% | $36555.00          | $174732.90         | Equities   |
| TCW ETF TRUST                  TRANSFORM SUPPLY | 2500-12-31      | N/A      | 0.0000% | $252.00            | $18456.78          | Equities   |
| EQUILLIUM INC                  COM              | 2500-12-31      | N/A      | 0.0000% | $574202.00         | $792398.76         | Equities   |
| EXCHANGE TRADED CONCEPTS TRUST RANGE GLOBAL COA | 2500-12-31      | N/A      | 0.0000% | $2733.00           | $73463.04          | Equities   |
| FATHOM HOLDINGS INC            COM              | 2500-12-31      | N/A      | 0.0000% | $28590.00          | $32306.70          | Equities   |
| FIDELITY COVINGTON TRUST       METAVERSE ETF    | 2500-12-31      | N/A      | 0.0000% | $7910.00           | $287805.35         | Equities   |
| FIDELITY COVINGTON TRUST       DIVID ETF RISI   | 2500-12-31      | N/A      | 0.0000% | $1731.00           | $107720.13         | Equities   |
| 1STDIBS COM INC                COM              | 2500-12-31      | N/A      | 0.0000% | $116229.00         | $638097.21         | Equities   |
| FIRST TR EXCHANGE-TRADED FD    DOW 30 EQL WGT   | 2500-12-31      | N/A      | 0.0000% | $2055.00           | $86597.70          | Equities   |
| FIRST TR EXCHANGE-TRADED FD    CAP STRENGTH ETF | 2500-12-31      | N/A      | 0.0000% | $175442.00         | $16877520.40       | Equities   |
| FIRST TR EXCHANGE-TRADED FD    NAT GAS ETF      | 2500-12-31      | N/A      | 0.0000% | $10388.00          | $264582.36         | Equities   |
| FIRST TR EXCHANGE-TRADED FD II ALERIAN US NXTGN | 2500-12-31      | N/A      | 0.0000% | $705.00            | $56112.78          | Equities   |
| FIRST TR EXCHANGE-TRADED FD II ALERIAN DISRUPT  | 2500-12-31      | N/A      | 0.0000% | $1057.00           | $42725.74          | Equities   |
| FIRST TR EXCH TRD ALPHDX FD II ASIA EX JAPAN    | 2500-12-31      | N/A      | 0.0000% | $1938.00           | $86368.71          | Equities   |
| FIRST TR EXCH TRD ALPHDX FD II SWITZLND ALPHA   | 2500-12-31      | N/A      | 0.0000% | $2815.00           | $235925.15         | Equities   |
| FIRST TR EXCHANGE TRADED FD VI S NETWORK STREAM | 2500-12-31      | N/A      | 0.0000% | $2556.00           | $91440.90          | Equities   |
| FIRST TR EXCHNG TRADED FD VIII SECURITIZED PLUS | 2500-12-31      | N/A      | 0.0000% | $23467.00          | $506549.28         | Equities   |
| FLEXSHARES TR                  EMRG MKT QT LW   | 2049-12-31      | N/A      | 0.0000% | $1476.00           | $46242.34          | Equities   |
| FLEXSHARES TR                  HIG YLD VL ETF   | 2500-12-31      | N/A      | 0.0000% | $353.00            | $14473.00          | Equities   |
| FORTRESS BIOTECH INC           COM NEW          | 2500-12-31      | N/A      | 0.0000% | $211593.00         | $710952.48         | Equities   |
| FRANKLIN TEMPLETON ETF TR      FRANKLIN ASIA    | 2500-12-31      | N/A      | 0.0000% | $8242.00           | $266104.51         | Equities   |
| FRANKLIN TEMPLETON ETF TR      FRANKLIN DYN MUN | 2500-12-31      | N/A      | 0.0000% | $200977.00         | $5040503.16        | Equities   |
| FRESENIUS MEDICAL CARE AG      SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $180857.00         | $4072899.64        | Equities   |
| FUEL TECH INC                  COM              | 2500-12-31      | N/A      | 0.0000% | $138971.00         | $193169.69         | Equities   |
| FULL TRUCK ALLIANCE CO LTD     SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $1309936.00        | $13295850.40       | Equities   |
| GLOBAL X FDS                   NASDAQ 100 COVER | 2500-12-31      | N/A      | 0.0000% | $223456.00         | $3988689.60        | Equities   |
| GLOBAL X FDS                   CLEANTECH ETF NW | 2500-12-31      | N/A      | 0.0000% | $5194.00           | $328526.73         | Equities   |
| GLOBAL X FDS                   INVESTMENT GRADE | 2500-12-31      | N/A      | 0.0000% | $20716.00          | $525009.73         | Equities   |
| GOPRO INC                      CL A             | 2500-12-31      | N/A      | 0.0000% | $783408.00         | $947923.68         | Equities   |
| GREAT ELM GROUP INC            COM NEW          | 2500-12-31      | N/A      | 0.0000% | $38210.00          | $82533.60          | Equities   |
| GROWGENERATION CORP            COM              | 2500-12-31      | N/A      | 0.0000% | $131085.00         | $179586.45         | Equities   |
| GRUPO CIBEST SA                SPON ADS         | 2500-12-31      | N/A      | 0.0000% | $268576.00         | $22702729.28       | Equities   |
| GUINNESS ATKINSON FDS          SMART TRANSPORTA | 2500-12-31      | N/A      | 0.0000% | $424.00            | $24617.61          | Equities   |
| HARBOR ETF TRUST               EMERGING MARKETS | 2500-12-31      | N/A      | 0.0000% | $127.00            | $3387.22           | Equities   |
| HYPERFINE INC                  COM CL A         | 2500-12-31      | N/A      | 0.0000% | $187597.00         | $223240.43         | Equities   |
| NOVABRIDGE BIOSCIENCES         SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $1045648.00        | $3847984.64        | Equities   |
| TIDAL TRUST III                ROCKEFELLER CALI | 2500-12-31      | N/A      | 0.0000% | $3479.00           | $84063.08          | Equities   |
| TIDAL TRUST III                ROCKEFELLER GLOB | 2500-12-31      | N/A      | 0.0000% | $7930.00           | $255187.40         | Equities   |
| INSMED INC                     COM PAR $.01     | 2500-12-31      | N/A      | 0.0000% | $51197.00          | $8079910.54        | Equities   |
| INNOVATOR ETFS TRUST           INTRNL DEV JULY  | 2500-12-31      | N/A      | 0.0000% | $8016.00           | $275509.92         | Equities   |
| INVESCO ACTIVELY MANAGED EXCHA ULTRA SHRT DUR   | 2500-12-31      | N/A      | 0.0000% | $70065.00          | $3519364.95        | Equities   |
| INVENTIVA SA                   ADS              | 2500-12-31      | N/A      | 0.0000% | $343456.00         | $2170641.92        | Equities   |
| INVESCO EXCHANGE-TRADED FD TR  S&P INTL LOW     | 2500-12-31      | N/A      | 0.0000% | $14104.00          | $494627.28         | Equities   |
| INVESCO EXCHANGE-TRADED FD TR  RAFI DVLPD MRKTS | 2500-12-31      | N/A      | 0.0000% | $14638.00          | $667639.18         | Equities   |
| IRIDEX CORP                    COM              | 2500-12-31      | N/A      | 0.0000% | $9914.00           | $14771.86          | Equities   |
| ISHARES INC                    EM MKT SM-CP ETF | 2500-12-31      | N/A      | 0.0000% | $4523.00           | $329771.93         | Equities   |
| ISHARES INC                    MSCI BIC ETF     | 2500-12-31      | N/A      | 0.0000% | $5975.00           | $273321.59         | Equities   |
| ISHARES INC                    MSCI FRANCE ETF  | 2500-12-31      | N/A      | 0.0000% | $900.00            | $41238.00          | Equities   |
| ISHARES TR                     CHINA LG-CAP ETF | 2500-12-31      | N/A      | 0.0000% | $649847.00         | $26500760.66       | Equities   |
| ISHARES TR                     RUS 1000 ETF     | 2500-12-31      | N/A      | 0.0000% | $69722.00          | $26500634.98       | Equities   |
| ISHARES TR                     U.S. TECH ETF    | 2500-12-31      | N/A      | 0.0000% | $40732.00          | $8223383.48        | Equities   |
| CONTROLADORA VUELA COMP DE AVI SPON ADR RP 10   | 2500-12-31      | N/A      | 0.0000% | $4600.00           | $44804.00          | Equities   |
| COTWO ADVISORS PHYSICAL EUROPE COMMON UNITS     | 2500-12-31      | N/A      | 0.0000% | $1300.00           | $29120.00          | Equities   |
| BEST SPAC I ACQUISITION CORP.  USD CL A ORD SHS | 2500-12-31      | N/A      | 0.0000% | $12713.00          | $129418.34         | Equities   |
| BLACK HAWK ACQUISITION CORP    USD CL A SHS     | 2500-12-31      | N/A      | 0.0000% | $1200.00           | $13500.00          | Equities   |
| BLUE ACQUISITION CORP.         ORD SHS CL A     | 2500-12-31      | N/A      | 0.0000% | $18030.00          | $184627.20         | Equities   |
| CAYSON ACQUISITION CORP        SHS              | 2500-12-31      | N/A      | 0.0000% | $10081.00          | $108269.94         | Equities   |
| BOLD EAGLE ACQUISITION CORP    CL A             | 2500-12-31      | N/A      | 0.0000% | $101718.00         | $1079227.98        | Equities   |
| CONNECT BIOPHARMA HLDGS LTD    SHS              | 2500-12-31      | N/A      | 0.0000% | $219364.00         | $559378.20         | Equities   |
| FACT II ACQUISITION CORP       ORD SHS CL A     | 2500-12-31      | N/A      | 0.0000% | $58723.00          | $617765.96         | Equities   |
| FBS GLOBAL LTD                 ORD SHS          | 2500-12-31      | N/A      | 0.0000% | $110081.00         | $93161.55          | Equities   |
| GIGCAPITAL7 CORP               ORD SHS CL A     | 2500-12-31      | N/A      | 0.0000% | $437731.00         | $4626816.67        | Equities   |
| HENNESSY CAP INVT CORP VII     ORD SHS CL A     | 2500-12-31      | N/A      | 0.0000% | $150592.00         | $1546579.84        | Equities   |
| K&F GROWTH ACQUISITION CORP II SHS CL A         | 2500-12-31      | N/A      | 0.0000% | $19800.00          | $206316.00         | Equities   |
| MELAR ACQUISITION CORP. I      SHS CL A         | 2500-12-31      | N/A      | 0.0000% | $11263.00          | $120626.73         | Equities   |
| NEWHOLD INVT CORP III          ORD SHS CL A     | 2500-12-31      | N/A      | 0.0000% | $20425.00          | $210990.25         | Equities   |
| REAL ASSET ACQUISITION CORP    SHS CL A         | 2500-12-31      | N/A      | 0.0000% | $36604.00          | $378851.40         | Equities   |
| STELLAR V CAP CORP             SHS CL A         | 2500-12-31      | N/A      | 0.0000% | $12780.00          | $132912.00         | Equities   |
| TAVIA ACQUISITION CORP         SHS              | 2500-12-31      | N/A      | 0.0000% | $17067.00          | $179032.83         | Equities   |
| CHARLTON ARIA ACQUISITION CORP ORD SHS CL A     | 2500-12-31      | N/A      | 0.0000% | $4523.00           | $47536.73          | Equities   |
| ZJK INDL CO. LTD.              ORD SHS          | 2500-12-31      | N/A      | 0.0000% | $8248.00           | $16743.44          | Equities   |
| BOS BETTER ONLINE SOLUTIONS    SHS NEW NIS 80   | 2500-12-31      | N/A      | 0.0000% | $18005.00          | $89664.90          | Equities   |
| CERAGON NETWORKS LTD           ORD              | 2500-12-31      | N/A      | 0.0000% | $195190.00         | $454792.70         | Equities   |
| ICECURE MEDICAL LTD CAESAREA   SHS NEW          | 2500-12-31      | N/A      | 0.0000% | $292519.00         | $180191.70         | Equities   |
| POLYPID LTD                    COM              | 2500-12-31      | N/A      | 0.0000% | $19764.00          | $93088.44          | Equities   |
| COINCHECK GROUP NV             SHS              | 2500-12-31      | N/A      | 0.0000% | $29533.00          | $69402.55          | Equities   |
| DIANA SHIPPING INC             COM              | 2500-12-31      | N/A      | 0.0000% | $90348.00          | $206896.92         | Equities   |
| GLOBUS MARITIME LIMITED NEW    COM NEW          | 2500-12-31      | N/A      | 0.0000% | $25424.00          | $40805.52          | Equities   |
| STEALTHGAS INC                 SHS              | 2500-12-31      | N/A      | 0.0000% | $11803.00          | $92417.49          | Equities   |

### Security 658: BNP PARIBAS SA

- **C.1 - Title:** BNP PARIBAS SA 3.850000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1DJ4O0, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: ARP1DJ4O0
- **C.18 - Value (incl. sponsor support):** $800035960.00
- **C.18.a - Value (excl. sponsor support):** $800035960.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-03-16
- **Characteristics:** C.9 Eligible 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                                          |
|:---|:---|:---|:---|:---|:---|:---|
| VERISK ANALYTICS INC           SR GLBL NT 50       | 2050-05-15      | 3.6250%  | 0.0000% | $100000.00         | $73111.21          | Corporate Debt Securities                         |
| VIRGINIA ELEC & PWR CO         SR GLBL A NT5%33    | 2033-04-01      | 5.0000%  | 0.0000% | $2374000.00        | $2460265.88        | Corporate Debt Securities                         |
| VODAFONE GROUP PLC             SR GLBL NT 43       | 2043-02-19      | 4.3750%  | 0.0000% | $1000.00           | $879.51            | Corporate Debt Securities                         |
| VODAFONE GROUP PLC             SR GLBL NT 43       | 2043-02-19      | 4.3750%  | 0.0000% | $50000.00          | $43975.30          | Corporate Debt Securities                         |
| WALMART INC                    SR NT 6.5%37        | 2037-08-15      | 6.5000%  | 0.0000% | $2000.00           | $2377.54           | Corporate Debt Securities                         |
| WELLS FARGO & CO               FR 5.389%042434     | 2034-04-24      | 5.3890%  | 0.0000% | $2670000.00        | $2803127.98        | Corporate Debt Securities                         |
| WESTERN-SOUTHERN GLOBAL FDG    144A NT 4.7%32      | 2032-12-10      | 4.7000%  | 0.0000% | $1000.00           | $996.60            | Corporate Debt Securities                         |
| WILLIAMS COS INC               SR GLBL NT 33       | 2033-03-15      | 5.6500%  | 0.0000% | $6000.00           | $6412.24           | Corporate Debt Securities                         |
| WILLIAMS PARTNERS L.P.         SR GLBL NT5.1%45    | 2045-09-15      | 5.1000%  | 0.0000% | $200000.00         | $188421.00         | Corporate Debt Securities                         |
| WILLIAMS PARTNERS L.P.         SR GLBL NT5.4%44    | 2044-03-04      | 5.4000%  | 0.0000% | $30000.00          | $29578.80          | Corporate Debt Securities                         |
| WOODSIDE FIN LTD               GLBL NT 5.7%54      | 2054-09-12      | 5.7000%  | 0.0000% | $111000.00         | $107426.91         | Corporate Debt Securities                         |
| GLENCORE FINANCE CANADA LTD    GLBL 144A NT6%41    | 2041-11-15      | 6.0000%  | 0.0000% | $2000.00           | $2096.62           | Corporate Debt Securities                         |
| XYLEM INC                      SR GLBL NT 31       | 2031-01-30      | 2.2500%  | 0.0000% | $475000.00         | $430198.00         | Corporate Debt Securities                         |
| YALE UNIV                      SR GLBL 2020A 50    | 2050-04-15      | 2.4020%  | 0.0000% | $1000.00           | $607.76            | Corporate Debt Securities                         |
| PROSUS N V                     FR 3.832%020851     | 2051-02-08      | 3.8320%  | 0.0000% | $5425000.00        | $3740963.06        | Corporate Debt Securities                         |
| AUSTRALIA & NEW ZEALAND BKG GR LW TIER II 32       | 2032-12-08      | 6.7420%  | 0.0000% | $200000.00         | $222767.69         | Corporate Debt Securities                         |
| NORTHERN STAR RESOURCES LTD    SR REGS NT 33       | 2033-04-11      | 6.1250%  | 0.0000% | $24000.00          | $25812.12          | Corporate Debt Securities                         |
| VOLKSWAGEN GROUP AMER FIN LLC  SR GLBL REGS 30     | 2030-05-13      | 3.7500%  | 0.0000% | $200000.00         | $194826.17         | Corporate Debt Securities                         |
| PETRONAS CAPITAL LTD           FR 4.5%031845       | 2045-03-18      | 4.5000%  | 0.0000% | $608000.00         | $549863.04         | Corporate Debt Securities                         |
| SHINHAN BK REG S               LW TIER II 34       | 2034-04-15      | 5.7500%  | 0.0000% | $546000.00         | $582647.97         | Corporate Debt Securities                         |
| ORACLE CORP                    SR GLBL NT 29       | 2029-11-09      | 6.1500%  | 0.0000% | $221000.00         | $233203.07         | Corporate Debt Securities                         |
| ORACLE CORP                    SR GLBL NT5.5%64    | 2064-09-27      | 5.5000%  | 0.0000% | $1565000.00        | $1263380.16        | Corporate Debt Securities                         |
| ORACLE CORP                    SR GLBL NT 32       | 2032-02-03      | 5.2500%  | 0.0000% | $9645000.00        | $9865219.46        | Corporate Debt Securities                         |
| ORACLE CORP                    SR GLBL NT5.5%35    | 2035-08-03      | 5.5000%  | 0.0000% | $5000.00           | $5003.31           | Corporate Debt Securities                         |
| ORANGE S A                     SR GLBL 144A 31     | 2031-01-13      | 4.2500%  | 0.0000% | $1000.00           | $993.49            | Corporate Debt Securities                         |
| BLUE OWL CR INCOME CORP        SR GLBL NT 29       | 2029-01-15      | 7.7500%  | 0.0000% | $330000.00         | $351090.03         | Corporate Debt Securities                         |
| PNC FINL SVCS GROUP INC        SR GLBL NT 26       | 2026-08-13      | 1.1500%  | 0.0000% | $2000.00           | $1983.75           | Corporate Debt Securities                         |
| PNC FINL SVCS GROUP INC        SUB GLBL NT 41      | 2041-01-25      | 5.4230%  | 0.0000% | $1000000.00        | $1001972.56        | Corporate Debt Securities                         |
| PACIFIC GAS & ELEC CO          SR NT 4.6%43        | 2043-06-15      | 4.6000%  | 0.0000% | $47000.00          | $39822.16          | Corporate Debt Securities                         |
| PACIFIC GAS & ELEC CO          1M GLBL BD 33       | 2033-01-15      | 6.1500%  | 0.0000% | $501000.00         | $532729.58         | Corporate Debt Securities                         |
| PACIFIC GAS & ELEC CO          1M GLBL BD6.4%33    | 2033-06-15      | 6.4000%  | 0.0000% | $617000.00         | $670734.53         | Corporate Debt Securities                         |
| PACIFICORP                     1M GLBL BD2.7%30    | 2030-09-15      | 2.7000%  | 0.0000% | $500000.00         | $466227.50         | Corporate Debt Securities                         |
| PACIFICORP                     1M GLBL -49TH 52    | 2052-06-15      | 2.9000%  | 0.0000% | $6058000.00        | $3608841.47        | Corporate Debt Securities                         |
| PACIFICORP                     1M GLBL BD 53       | 2053-12-01      | 5.3500%  | 0.0000% | $5829000.00        | $5217060.25        | Corporate Debt Securities                         |
| PAYCHEX INC                    SR GLBL NT 32       | 2032-04-15      | 5.3500%  | 0.0000% | $7380000.00        | $7744971.75        | Corporate Debt Securities                         |
| PFIZER INC                     SR GLBL NT 27       | 2027-11-15      | 3.8750%  | 0.0000% | $2364000.00        | $2388507.78        | Corporate Debt Securities                         |
| PHILLIPS 66                    SR GLBL NT 34       | 2034-11-15      | 4.6500%  | 0.0000% | $139000.00         | $137223.23         | Corporate Debt Securities                         |
| POTOMAC ELEC PWR CO            1ST MTG BD7.9%38    | 2038-12-15      | 7.9000%  | 0.0000% | $3426000.00        | $4277343.87        | Corporate Debt Securities                         |
| PRINCIPAL LIFE GLOBAL FDG II   -51 144A NT 28      | 2028-08-18      | 4.2500%  | 0.0000% | $4000000.00        | $4086940.00        | Corporate Debt Securities                         |
| PROLOGIS L P                   SR GLBL NT 50       | 2050-10-15      | 2.1250%  | 0.0000% | $25000.00          | $13736.45          | Corporate Debt Securities                         |
| PUBLIC SVC ELEC & GAS CO       FR 3.2%051529       | 2029-05-15      | 3.2000%  | 0.0000% | $121000.00         | $118751.42         | Corporate Debt Securities                         |
| PUBLIC STORAGE OPER CO         SR GLBL NT 53       | 2053-08-01      | 5.3500%  | 0.0000% | $457000.00         | $456283.14         | Corporate Debt Securities                         |
| REGENERON PHARMACEUTICALS      SR GLBL NT2.8%50    | 2050-09-15      | 2.8000%  | 0.0000% | $6475000.00        | $4052637.75        | Corporate Debt Securities                         |
| GENERAL MTRS CO                SR GLBL NT 49       | 2049-04-01      | 5.9500%  | 0.0000% | $100000.00         | $99767.81          | Corporate Debt Securities                         |
| GENERAL MTRS FINL CO INC       SR GLBL NT 27       | 2027-02-26      | 2.3500%  | 0.0000% | $676000.00         | $670904.84         | Corporate Debt Securities                         |
| GENERAL MTRS FINL CO INC       SR GLBL NT5.6%31    | 2031-06-18      | 5.6000%  | 0.0000% | $24000.00          | $25188.80          | Corporate Debt Securities                         |
| GENERAL MTRS FINL CO INC       SR GLBL NT 28       | 2028-04-04      | 5.0500%  | 0.0000% | $230000.00         | $238193.11         | Corporate Debt Securities                         |
| GEORGIA PWR CO                 SR GLBL 2025E 55    | 2055-10-01      | 5.5000%  | 0.0000% | $173000.00         | $172684.47         | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        SR NT 6.561%34      | 2034-10-24      | 6.5610%  | 0.0000% | $1991000.00        | $2239150.28        | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 36       | 2036-10-21      | 4.9390%  | 0.0000% | $5804000.00        | $5813879.86        | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 32       | 2032-04-22      | 2.6150%  | 0.0000% | $1000.00           | $917.86            | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 27       | 2027-09-10      | 1.5420%  | 0.0000% | $4316000.00        | $4276105.77        | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 42       | 2042-07-21      | 2.9080%  | 0.0000% | $1000.00           | $733.58            | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 27       | 2027-10-21      | 1.9480%  | 0.0000% | $34000.00          | $33673.84          | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 27       | 2027-10-21      | 1.9480%  | 0.0000% | $50000.00          | $49520.35          | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 47       | 2047-01-21      | 5.5410%  | 0.0000% | $1000.00           | $991.25            | Corporate Debt Securities                         |
| GOLDMAN SACHS BK USA           SR NT 5.283%27      | 2027-03-18      | 5.2830%  | 0.0000% | $5208000.00        | $5316904.49        | Corporate Debt Securities                         |
| COMMONWEALTH EDISON CO         1M GLBL 120 BD26    | 2026-06-15      | 2.5500%  | 0.0000% | $4973000.00        | $4965428.61        | Corporate Debt Securities                         |
| CONOCOPHILLIPS COMPANY         SR GLBL NT 62       | 2062-03-15      | 4.0250%  | 0.0000% | $70000.00          | $52173.36          | Corporate Debt Securities                         |
| CONSOLIDATED EDISON CO N Y INC SR -2008 B DB 38    | 2038-04-01      | 6.7500%  | 0.0000% | $1000.00           | $1169.75           | Corporate Debt Securities                         |
| CONSTELLATION ENERGY GENERATI  SR SEC GLBL 31      | 2031-03-01      | 3.7500%  | 0.0000% | $797000.00         | $780526.67         | Corporate Debt Securities                         |
| CONSUMERS ENERGY CO            1M GLBL BD3.1%50    | 2050-08-15      | 3.1000%  | 0.0000% | $3000.00           | $2067.74           | Corporate Debt Securities                         |
| COOPERATIEVE RABOBANK U.A.     SUB NT 5.25%45      | 2045-08-04      | 5.2500%  | 0.0000% | $2335000.00        | $2276453.77        | Corporate Debt Securities                         |
| COX COMMUNICATIONS INC NEW     SR 144A NT4.8%35    | 2035-02-01      | 4.8000%  | 0.0000% | $100000.00         | $94703.67          | Corporate Debt Securities                         |
| COX COMMUNICATIONS INC NEW     SR GLBL 144A 26     | 2026-09-15      | 3.3500%  | 0.0000% | $25000.00          | $25195.31          | Corporate Debt Securities                         |
| COX COMMUNICATIONS INC NEW     SR 144A NT2.6%31    | 2031-06-15      | 2.6000%  | 0.0000% | $1415000.00        | $1264585.50        | Corporate Debt Securities                         |
| UBS GROUP AG                   SR GLBL 144A 29     | 2029-12-23      | 4.1510%  | 0.0000% | $4978000.00        | $5044226.34        | Corporate Debt Securities                         |
| DCP MIDSTREAM OPERATING LP     NT 144A 6.75%37     | 2037-09-15      | 6.7500%  | 0.0000% | $520000.00         | $580144.50         | Corporate Debt Securities                         |
| DELL INTL LLC/EMC CORP         CR SEN SR SEC 26    | 2026-10-01      | 4.9000%  | 0.0000% | $343000.00         | $349992.82         | Corporate Debt Securities                         |
| DISNEY WALT CO                 SR GLBL NT 26       | 2026-11-15      | 3.3750%  | 0.0000% | $4042000.00        | $4057243.39        | Corporate Debt Securities                         |
| DOMINION ENERGY INC            SR GLBL -B NT 27    | 2027-03-15      | 3.6000%  | 0.0000% | $156000.00         | $157466.40         | Corporate Debt Securities                         |
| DOW CHEMICAL CO                SR GLBL NT 48       | 2048-11-30      | 5.5500%  | 0.0000% | $995000.00         | $892007.55         | Corporate Debt Securities                         |
| DOW CHEMICAL CO                SR GLBL NT6.3%33    | 2033-03-15      | 6.3000%  | 0.0000% | $490000.00         | $532088.55         | Corporate Debt Securities                         |
| DOW CHEMICAL CO                SR GLBL NT6.3%33    | 2033-03-15      | 6.3000%  | 0.0000% | $500000.00         | $542947.50         | Corporate Debt Securities                         |
| DOW CHEMICAL CO                SR GLBL NT5.6%54    | 2054-02-15      | 5.6000%  | 0.0000% | $6000.00           | $5430.94           | Corporate Debt Securities                         |
| EIDP INC                       SR GLBL NT2.3%30    | 2030-07-15      | 2.3000%  | 0.0000% | $5983000.00        | $5539948.88        | Corporate Debt Securities                         |
| EIDP INC                       SR GLBL NT2.3%30    | 2030-07-15      | 2.3000%  | 0.0000% | $16255000.00       | $15051290.16       | Corporate Debt Securities                         |
| DUKE ENERGY OHIO INC           1M GLBL BD 29       | 2029-02-01      | 3.6500%  | 0.0000% | $10000.00          | $10090.89          | Corporate Debt Securities                         |
| DUKE ENERGY FLA LLC            1M GLBL BD3.2%27    | 2027-01-15      | 3.2000%  | 0.0000% | $4185000.00        | $4170533.85        | Corporate Debt Securities                         |
| ERP OPER LTD PARTNERSHIP       SR GLBL NT2.5%30    | 2030-02-15      | 2.5000%  | 0.0000% | $1000.00           | $950.98            | Corporate Debt Securities                         |
| DOMINION ENERGY GAS HLDGS LLC  SR GLBL -A NT 54    | 2054-10-15      | 5.6500%  | 0.0000% | $4391000.00        | $4370402.55        | Corporate Debt Securities                         |
| EBAY INC.                      SR GLBL NT 35       | 2035-11-06      | 5.1250%  | 0.0000% | $1000.00           | $1012.83           | Corporate Debt Securities                         |
| ELECTRONIC ARTS INC            SR GLBL NT 31       | 2031-02-15      | 1.8500%  | 0.0000% | $18337000.00       | $17879659.94       | Corporate Debt Securities                         |
| ENBRIDGE INC                   SR GLBL NT 26       | 2026-12-01      | 4.2500%  | 0.0000% | $7000.00           | $7058.91           | Corporate Debt Securities                         |
| ENERGY TRANSFER L P            SR NT 6.5%42        | 2042-02-01      | 6.5000%  | 0.0000% | $806000.00         | $879547.05         | Corporate Debt Securities                         |
| ENERGY TRANSFER L P            SR NT 5.15%45       | 2045-03-15      | 5.1500%  | 0.0000% | $72000.00          | $65619.54          | Corporate Debt Securities                         |
| ENTERGY LA LLC                 1MTG BD 2.4% 26     | 2026-10-01      | 2.4000%  | 0.0000% | $4200000.00        | $4194974.00        | Corporate Debt Securities                         |
| ESSENTIAL UTILS INC            SR GLBL NT 35       | 2035-08-15      | 5.2500%  | 0.0000% | $1600000.00        | $1668750.67        | Corporate Debt Securities                         |
| EVERSOURCE ENERGY              SR GLBL EE NT 34    | 2034-01-01      | 5.5000%  | 0.0000% | $250000.00         | $258885.14         | Corporate Debt Securities                         |
| EXELON CORP                    GLBL NT 5.875%55    | 2055-03-15      | 5.8750%  | 0.0000% | $322000.00         | $330774.90         | Corporate Debt Securities                         |
| META PLATFORMS INC             SR GLBL NT5.5%45    | 2045-11-15      | 5.5000%  | 0.0000% | $1000.00           | $978.70            | Corporate Debt Securities                         |
| META PLATFORMS INC             SR GLBL NT 35       | 2035-11-15      | 4.8750%  | 0.0000% | $1000.00           | $1002.74           | Corporate Debt Securities                         |
| FEDEX CORP                     SR NT 3.9%35        | 2035-02-01      | 3.9000%  | 0.0000% | $30000.00          | $28532.15          | Corporate Debt Securities                         |
| FIDELITY NATL INFORMATION SVCS SR GLBL NT3.1%41    | 2041-03-01      | 3.1000%  | 0.0000% | $200000.00         | $150514.11         | Corporate Debt Securities                         |
| FIFTH THIRD BANCORP            SR GLBL NT 28       | 2028-10-27      | 6.3610%  | 0.0000% | $6647000.00        | $7007949.27        | Corporate Debt Securities                         |
| FIFTH THIRD BANCORP            SR GLBL NT 29       | 2029-07-27      | 6.3390%  | 0.0000% | $8909000.00        | $9365659.75        | Corporate Debt Securities                         |
| FISERV INC                     SR GLBL NT5.6%33    | 2033-03-02      | 5.6000%  | 0.0000% | $8000.00           | $8422.58           | Corporate Debt Securities                         |
| FLEXTRONICS INTL LTD           SR GLBL NT 35       | 2035-11-13      | 5.3750%  | 0.0000% | $4000.00           | $4045.11           | Corporate Debt Securities                         |
| FOUNDRY JV HOLDCO LLC.         SR SEC 144A NT39    | 2039-01-25      | 6.3000%  | 0.0000% | $16480000.00       | $17602205.60       | Corporate Debt Securities                         |
| FOX CORP                       SR GLBL NT 29       | 2029-01-25      | 4.7090%  | 0.0000% | $2800000.00        | $2840863.28        | Corporate Debt Securities                         |
| FRESENIUS MED CARE US FIN III  SR 144A NT 3%31     | 2031-12-01      | 3.0000%  | 0.0000% | $5000000.00        | $4532733.33        | Corporate Debt Securities                         |
| GA GLOBAL FUNDING TRUST        FR 5.5%040132       | 2032-04-01      | 5.5000%  | 0.0000% | $7908000.00        | $8227408.51        | Corporate Debt Securities                         |
| ALLY FINL INC                  SR NT 8%31          | 2031-11-01      | 8.0000%  | 0.0000% | $2000.00           | $2305.08           | Corporate Debt Securities                         |
| GE AEROSPACE                   SR GLBL NT4.9%36    | 2036-01-29      | 4.9000%  | 0.0000% | $45000.00          | $45629.82          | Corporate Debt Securities                         |
| GENERAL MTRS CO                SR GLBL NT5.4%48    | 2048-04-01      | 5.4000%  | 0.0000% | $1119000.00        | $1041363.78        | Corporate Debt Securities                         |
| ABBOTT LABORATORIES            SR NT 6%39          | 2039-04-01      | 6.0000%  | 0.0000% | $15000.00          | $16754.75          | Corporate Debt Securities                         |
| AERCAP IRELAND CAP DESIGNATED  SR GLBL NT3.3%32    | 2032-01-30      | 3.3000%  | 0.0000% | $26116000.00       | $24156777.68       | Corporate Debt Securities                         |
| AERCAP IRELAND CAP DESIGNATED  SR GLBL NT3.4%33    | 2033-10-29      | 3.4000%  | 0.0000% | $17761000.00       | $16170226.17       | Corporate Debt Securities                         |
| ADVANCED MICRO DEVICES INC     SR GLBL NT 26       | 2026-09-24      | 4.2120%  | 0.0000% | $3975000.00        | $4045643.70        | Corporate Debt Securities                         |
| ADVENTIST HEALTH SYS WEST      -2019 BD 3.63%49    | 2049-03-01      | 3.6300%  | 0.0000% | $1000.00           | $695.25            | Corporate Debt Securities                         |
| AETNA INC NEW                  SR GLBL NT 37       | 2037-12-15      | 6.7500%  | 0.0000% | $1042000.00        | $1158242.92        | Corporate Debt Securities                         |
| AFFILIATED MANAGERS GROUP      GLBL NT 5.5%34      | 2034-08-20      | 5.5000%  | 0.0000% | $3947000.00        | $4131658.20        | Corporate Debt Securities                         |
| AFFILIATED MANAGERS GROUP      GLBL NT 5.5%34      | 2034-08-20      | 5.5000%  | 0.0000% | $11786000.00       | $12337401.46       | Corporate Debt Securities                         |
| ALIMENTATION COUCHE-TARD INC   SR GLBL 144A 27     | 2027-07-26      | 3.5500%  | 0.0000% | $61000.00          | $60582.42          | Corporate Debt Securities                         |
| ALLY FINL INC                  SR GLBL NT 35       | 2035-07-26      | 6.1840%  | 0.0000% | $500000.00         | $516563.56         | Corporate Debt Securities                         |
| ALPHABET INC                   SR GLBL NT 45       | 2045-11-15      | 5.3500%  | 0.0000% | $10531000.00       | $10539354.59       | Corporate Debt Securities                         |
| ALTRIA GROUP INC               SR GLBL NT 35       | 2035-02-06      | 5.6250%  | 0.0000% | $869000.00         | $925361.17         | Corporate Debt Securities                         |
| MARTIN MARIETTA MATLS INC      SR GLBL NT2.4%31    | 2031-07-15      | 2.4000%  | 0.0000% | $348000.00         | $314411.04         | Corporate Debt Securities                         |
| MASCO CORP                     SR GLBL NT 2%30     | 2030-10-01      | 2.0000%  | 0.0000% | $14000.00          | $12645.38          | Corporate Debt Securities                         |
| MASSMUTUAL GLBL FDG II MTN     -20225 144A NT27    | 2027-12-07      | 5.0500%  | 0.0000% | $200000.00         | $205496.94         | Corporate Debt Securities                         |
| MASTERCARD INCORPORATED        SR GLBL NT3.3%27    | 2027-03-26      | 3.3000%  | 0.0000% | $4546000.00        | $4576852.19        | Corporate Debt Securities                         |
| MCCORMICK & CO INC             SR GLBL NT 33       | 2033-04-15      | 4.9500%  | 0.0000% | $192000.00         | $197348.64         | Corporate Debt Securities                         |
| MCDONALDS CORP                 FR 4.4%021231       | 2031-02-12      | 4.4000%  | 0.0000% | $2000.00           | $2050.50           | Corporate Debt Securities                         |
| MERCEDES-BENZ FIN NORTH AMER   144A NT 4.85%29     | 2029-01-11      | 4.8500%  | 0.0000% | $750000.00         | $765907.29         | Corporate Debt Securities                         |
| MERCEDES-BENZ FIN NORTH AMER   FLT 144A NT 27      | 2027-11-15      | 4.6371%  | 0.0000% | $5250000.00        | $5327233.47        | Corporate Debt Securities                         |
| MERCEDES-BENZ FIN NORTH AMER   144A NT 4.8%26      | 2026-11-13      | 4.8000%  | 0.0000% | $4375000.00        | $4450935.42        | Corporate Debt Securities                         |
| MERCEDES-BENZ FIN NORTH AMER   GLBL FLT 144A 27    | 2027-04-01      | 4.4483%  | 0.0000% | $5250000.00        | $5289774.83        | Corporate Debt Securities                         |
| MERCK & CO INC                 SR GLBL NT5.7%65    | 2065-12-04      | 5.7000%  | 0.0000% | $1699000.00        | $1697346.31        | Corporate Debt Securities                         |
| METROPOLITAN LIFE GLOBAL FDG I SR SEC GLBL 30      | 2030-04-09      | 2.9500%  | 0.0000% | $204000.00         | $195798.35         | Corporate Debt Securities                         |
| MICRON TECHNOLOGY INC          SR GLBL NT 33       | 2033-02-09      | 5.8750%  | 0.0000% | $320000.00         | $349797.20         | Corporate Debt Securities                         |
| MIZUHO FINANCIAL GROUP INC     SR GLBL NT 31       | 2031-07-10      | 2.2010%  | 0.0000% | $4500000.00        | $4105137.50        | Corporate Debt Securities                         |
| MORGAN STANLEY BK N A          SR -A NT4.754%26    | 2026-04-21      | 4.7540%  | 0.0000% | $3986000.00        | $4042894.17        | Corporate Debt Securities                         |
| MORGAN STANLEY BK N A          SR NT 4.447%27      | 2027-10-15      | 4.4470%  | 0.0000% | $2183000.00        | $2219173.22        | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 4.431%012330     | 2030-01-23      | 4.4310%  | 0.0000% | $1009000.00        | $1015529.83        | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 1.928%042832     | 2032-04-28      | 1.9280%  | 0.0000% | $219000.00         | $193509.96         | Corporate Debt Securities                         |
| MORGAN STANLEY                 SR GLBL NT 32       | 2032-04-01      | 7.2500%  | 0.0000% | $3104000.00        | $3640046.14        | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 3.971%072238     | 2038-07-22      | 3.9710%  | 0.0000% | $19000.00          | $17102.71          | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 1.512%072027     | 2027-07-20      | 1.5120%  | 0.0000% | $1000.00           | $988.60            | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 2.475%012128     | 2028-01-21      | 2.4750%  | 0.0000% | $619000.00         | $610494.17         | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 5.173%011630     | 2030-01-16      | 5.1730%  | 0.0000% | $5000.00           | $5142.96           | Corporate Debt Securities                         |
| MORGAN STANLEY                 VR 041725-041229    | 2029-04-12      | 5.0379%  | 0.0000% | $472000.00         | $479771.92         | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 5.314%011841     | 2041-01-18      | 5.3140%  | 0.0000% | $18107000.00       | $17995390.46       | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 4.238%010930     | 2030-01-09      | 4.2380%  | 0.0000% | $1000.00           | $1001.76           | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 4.238%010930     | 2030-01-09      | 4.2380%  | 0.0000% | $1066000.00        | $1067873.20        | Corporate Debt Securities                         |
| MORGAN STANLEY PRIVATE BK NATL SR NT 4.465%31      | 2031-11-19      | 4.4650%  | 0.0000% | $5193000.00        | $5241325.91        | Corporate Debt Securities                         |
| NRG ENERGY INC                 1LIEN GLBL 35       | 2035-10-15      | 5.4070%  | 0.0000% | $12551000.00       | $12728618.96       | Corporate Debt Securities                         |
| NETAPP INC                     SR GLBL NT5.5%32    | 2032-03-17      | 5.5000%  | 0.0000% | $332000.00         | $352258.46         | Corporate Debt Securities                         |
| NETFLIX INC.                   SR GLBL NT 29       | 2029-05-15      | 6.3750%  | 0.0000% | $2000.00           | $2165.06           | Corporate Debt Securities                         |
| NOMURA HLDGS INC               SR GLBL NT 27       | 2027-07-06      | 5.3860%  | 0.0000% | $465000.00         | $474351.46         | Corporate Debt Securities                         |
| NOMURA HLDGS INC               SR GLBL NT 33       | 2033-07-12      | 6.0870%  | 0.0000% | $200000.00         | $215882.70         | Corporate Debt Securities                         |
| NORFOLK SOUTHN CORP            SR NT 4.837%41      | 2041-10-01      | 4.8370%  | 0.0000% | $407000.00         | $391562.07         | Corporate Debt Securities                         |
| NORTHERN STS PWR CO MINN       1ST MTG BDS 6.2%    | 2037-07-01      | 6.2000%  | 0.0000% | $3180000.00        | $3505646.13        | Corporate Debt Securities                         |
| NOVARTIS CAPITAL CORP          SR GLBL NT 4%45     | 2045-11-20      | 4.0000%  | 0.0000% | $90000.00          | $75788.80          | Corporate Debt Securities                         |
| OMNICOM GROUP INC              GLBL NT 5.3%34      | 2034-11-01      | 5.3000%  | 0.0000% | $1060000.00        | $1095067.74        | Corporate Debt Securities                         |
| ONCOR ELEC DELIVERY CO LLC     SR SEC 144A NT35    | 2035-04-01      | 5.3500%  | 0.0000% | $5000.00           | $5234.97           | Corporate Debt Securities                         |
| ORACLE CORP                    SR GLBL NT 39       | 2039-07-08      | 6.1250%  | 0.0000% | $92000.00          | $91032.44          | Corporate Debt Securities                         |
| ORACLE CORP                    SR GLBL NT3.9%35    | 2035-05-15      | 3.9000%  | 0.0000% | $2200000.00        | $1908951.00        | Corporate Debt Securities                         |
| ORACLE CORP                    SR GLBL NT2.3%28    | 2028-03-25      | 2.3000%  | 0.0000% | $1125000.00        | $1082864.37        | Corporate Debt Securities                         |
| AMAZON COM INC                 SR GLBL NT3.3%27    | 2027-04-13      | 3.3000%  | 0.0000% | $5295000.00        | $5325013.82        | Corporate Debt Securities                         |
| AMAZON COM INC                 SR GLBL NT 35       | 2035-11-20      | 4.6500%  | 0.0000% | $1000.00           | $1001.98           | Corporate Debt Securities                         |
| AMERICAN FINANCIAL GROUP INC   SR GLBL NT 5%35     | 2035-09-23      | 5.0000%  | 0.0000% | $9327000.00        | $9319154.96        | Corporate Debt Securities                         |
| AMERICAN HONDA FIN CORP MTN    FR 5.2%030535       | 2035-03-05      | 5.2000%  | 0.0000% | $258000.00         | $266525.47         | Corporate Debt Securities                         |
| AMERICAN INTL GROUP INC        SR GLBL NT 36       | 2036-05-01      | 6.2500%  | 0.0000% | $5474000.00        | $5941596.68        | Corporate Debt Securities                         |
| AMERICAN NATL GLOBAL FDG       FR 4.625%121528     | 2028-12-15      | 4.6250%  | 0.0000% | $2000.00           | $2018.18           | Corporate Debt Securities                         |
| AMPHENOL CORP                  SR GLBL NT 54       | 2054-11-15      | 5.3750%  | 0.0000% | $45000.00          | $44480.16          | Corporate Debt Securities                         |
| AMPHENOL CORP                  SR GLBL NT4.4%33    | 2033-02-15      | 4.4000%  | 0.0000% | $1702000.00        | $1701128.20        | Corporate Debt Securities                         |
| ANHEUSER-BUSCH INBEV WLDW INC  SR GLBL NT 39       | 2039-01-23      | 5.4500%  | 0.0000% | $1282000.00        | $1326651.70        | Corporate Debt Securities                         |
| ELEVANCE HEALTH INC FORMERLY A SR GLBL NT 31       | 2031-03-15      | 2.5500%  | 0.0000% | $1000.00           | $921.85            | Corporate Debt Securities                         |
| ELEVANCE HEALTH INC FORMERLY A SR GLBL NT 5%36     | 2036-01-15      | 5.0000%  | 0.0000% | $225000.00         | $223808.25         | Corporate Debt Securities                         |
| ELEVANCE HEALTH INC FORMERLY A SR GLBL NT 5%36     | 2036-01-15      | 5.0000%  | 0.0000% | $970000.00         | $964862.23         | Corporate Debt Securities                         |
| AON NORTH AMERICA INC.         SR GLBL NT 54       | 2054-03-01      | 5.7500%  | 0.0000% | $27000.00          | $27717.35          | Corporate Debt Securities                         |
| APA CORPORATION                SR GLBL NT5.1%40    | 2040-09-01      | 5.1000%  | 0.0000% | $2249000.00        | $2070605.57        | Corporate Debt Securities                         |
| APPLE INC                      SR GLBL NT 47       | 2047-09-12      | 3.7500%  | 0.0000% | $100000.00         | $80570.50          | Corporate Debt Securities                         |
| ARCHER DANIELS MIDLAND CO      SR NT 4.5%49        | 2049-03-15      | 4.5000%  | 0.0000% | $4892000.00        | $4304886.62        | Corporate Debt Securities                         |
| ARES CAPITAL CORP              SR GLBL NT 29       | 2029-07-15      | 5.9500%  | 0.0000% | $242000.00         | $249264.64         | Corporate Debt Securities                         |
| ARES CAPITAL CORP              SR GLBL NT5.8%32    | 2032-03-08      | 5.8000%  | 0.0000% | $122000.00         | $125704.87         | Corporate Debt Securities                         |
| ARES CAPITAL CORP              SR GLBL NT5.1%31    | 2031-01-15      | 5.1000%  | 0.0000% | $1000.00           | $987.12            | Corporate Debt Securities                         |
| ARES CAPITAL CORP              SR GLBL NT5.1%31    | 2031-01-15      | 5.1000%  | 0.0000% | $2000000.00        | $1974230.00        | Corporate Debt Securities                         |
| ARES STRATEGIC INCOME FD       SR GLBL 144A 31     | 2031-01-15      | 5.1500%  | 0.0000% | $2000.00           | $1948.67           | Corporate Debt Securities                         |
| ASCENSION HEALTH ALLIANCE      GLBL -2025 BD 30    | 2030-11-15      | 4.2940%  | 0.0000% | $15000.00          | $15118.10          | Corporate Debt Securities                         |
| ASTRAZENECA PLC                NT 3.125%27         | 2027-06-12      | 3.1250%  | 0.0000% | $4132000.00        | $4121243.03        | Corporate Debt Securities                         |
| ATHENE HOLDING LTD             SR GLBL NT 55       | 2055-05-19      | 6.6250%  | 0.0000% | $4060000.00        | $4236106.45        | Corporate Debt Securities                         |
| BHP BILLITON FIN USA LTD       SR GLBL NT 33       | 2033-09-08      | 5.2500%  | 0.0000% | $3880000.00        | $4100222.33        | Corporate Debt Securities                         |
| BMW US CAP LLC                 GLBL 144A NT 27     | 2027-04-01      | 3.4500%  | 0.0000% | $4875000.00        | $4905440.31        | Corporate Debt Securities                         |
| BMW US CAP LLC                 144A NT 5.15%34     | 2034-04-02      | 5.1500%  | 0.0000% | $2402000.00        | $2488497.35        | Corporate Debt Securities                         |
| BMW US CAP LLC                 GLBL 144A NT 27     | 2027-08-11      | 4.1500%  | 0.0000% | $4430000.00        | $4531056.91        | Corporate Debt Securities                         |
| BPCE                           FR 5.417%011337     | 2037-01-13      | 5.4170%  | 0.0000% | $4831000.00        | $4841473.74        | Corporate Debt Securities                         |
| BPCE                           FR 3.375%120226     | 2026-12-02      | 3.3750%  | 0.0000% | $400000.00         | $400451.00         | Corporate Debt Securities                         |
| BPCE                           FR 3.375%120226     | 2026-12-02      | 3.3750%  | 0.0000% | $1166000.00        | $1167314.67        | Corporate Debt Securities                         |
| BANCO SANTANDER SA             SNR NPF GLBL 30     | 2030-11-06      | 4.9623%  | 0.0000% | $15000000.00       | $15227807.13       | Corporate Debt Securities                         |
| BANK AMERICA CORP              FR 2.299%072132     | 2032-07-21      | 2.2990%  | 0.0000% | $858000.00         | $768188.64         | Corporate Debt Securities                         |
| BANK MONTREAL MEDIUM           FR 1.25%091526      | 2026-09-15      | 1.2500%  | 0.0000% | $306000.00         | $302624.05         | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO            8.75%30             | 2030-09-01      | 8.7500%  | 0.0000% | $32000.00          | $38836.01          | Corporate Debt Securities                         |
| BARCLAYS PLC                   GLBL NT 7.437%33    | 2033-11-02      | 7.4370%  | 0.0000% | $1771000.00        | $2057936.24        | Corporate Debt Securities                         |
| BARCLAYS PLC                   SR GLBL NT 29       | 2029-11-11      | 4.4760%  | 0.0000% | $1000.00           | $1026.67           | Corporate Debt Securities                         |
| BARRICK NORTH AMERICA FIN LLC  SR NT 5.7%41        | 2041-05-30      | 5.7000%  | 0.0000% | $3000.00           | $3094.35           | Corporate Debt Securities                         |
| BAYER US FIN II LLC            SR 144A NT 38       | 2038-06-25      | 4.6250%  | 0.0000% | $798000.00         | $738211.07         | Corporate Debt Securities                         |
| BELL CDA                       SR GLBL-US2 NT49    | 2049-07-29      | 4.3000%  | 0.0000% | $73000.00          | $58142.27          | Corporate Debt Securities                         |
| BERKSHIRE HATHAWAY FIN CORP    SR GLBL NT2.3%27    | 2027-03-15      | 2.3000%  | 0.0000% | $5779000.00        | $5740714.12        | Corporate Debt Securities                         |
| BERKSHIRE HATHAWAY FIN CORP    SR GLBL NT 52       | 2052-03-15      | 3.8500%  | 0.0000% | $5732000.00        | $4484301.23        | Corporate Debt Securities                         |
| BLACK HILLS CORP               SR GLBL NT 31       | 2031-01-31      | 4.5500%  | 0.0000% | $4000.00           | $4059.30           | Corporate Debt Securities                         |
| BLACKSTONE HLDGS FIN L L C     SR GLBL 144A 51     | 2051-08-05      | 2.8500%  | 0.0000% | $2000.00           | $1283.19           | Corporate Debt Securities                         |
| BLACKSTONE PRIVATE CREDIT FUND SR GLBL NT 30       | 2030-04-01      | 5.2500%  | 0.0000% | $9870000.00        | $9933998.73        | Corporate Debt Securities                         |
| BLACKSTONE PRIVATE CREDIT FUND SR GLBL NT 6%34     | 2034-11-22      | 6.0000%  | 0.0000% | $2000.00           | $2011.03           | Corporate Debt Securities                         |
| APPLE INC                      SR NT 3.45%45       | 2045-02-09      | 3.4500%  | 0.0000% | $2000.00           | $1588.86           | Corporate Debt Securities                         |
| ANHEUSER-BUSCH INBEV WLDW INC  SR GLBL NT 42       | 2042-01-15      | 4.9500%  | 0.0000% | $502000.00         | $482644.14         | Corporate Debt Securities                         |
| NORTHROP GRUMMAN CORP          SR GLBL NT4.4%30    | 2030-05-01      | 4.4000%  | 0.0000% | $5676000.00        | $5781901.55        | Corporate Debt Securities                         |
| NORTHROP GRUMMAN CORP          SR GLBL NT 28       | 2028-01-15      | 3.2500%  | 0.0000% | $15054000.00       | $14887264.41       | Corporate Debt Securities                         |
| NORDEA BK ABP MED TERM NTS     ALT TIER I PERP     | 2500-12-31      | 6.6250%  | 0.0000% | $3393000.00        | $3480164.28        | Corporate Debt Securities                         |
| NIKE INC                       SR GLBL NT 27       | 2027-03-27      | 2.7500%  | 0.0000% | $3963000.00        | $3957514.55        | Corporate Debt Securities                         |
| NATIONAL RURAL UTILS COOP FIN  SR SEC GLBL BD30    | 2030-03-15      | 2.4000%  | 0.0000% | $859000.00         | $807932.45         | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 6.375%072442     | 2042-07-24      | 6.3750%  | 0.0000% | $1870000.00        | $2082212.27        | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 4.375%012247     | 2047-01-22      | 4.3750%  | 0.0000% | $121000.00         | $104925.42         | Corporate Debt Securities                         |
| MARRIOTT INTL INC NEW          CR SEN SR GLBL32    | 2032-10-15      | 3.5000%  | 0.0000% | $464000.00         | $438200.83         | Corporate Debt Securities                         |
| ALTRIA GROUP INC               SR GLBL NT5.8%39    | 2039-02-14      | 5.8000%  | 0.0000% | $225000.00         | $236755.00         | Corporate Debt Securities                         |
| BLACKSTONE PRIVATE CREDIT FUND SR GLBL NT 6%34     | 2034-11-22      | 6.0000%  | 0.0000% | $25000.00          | $25137.83          | Corporate Debt Securities                         |
| BLACKSTONE PRIVATE CREDIT FUND SR GLBL NT 30       | 2030-09-10      | 5.0500%  | 0.0000% | $2321000.00        | $2321113.47        | Corporate Debt Securities                         |
| BLACKSTONE PRIVATE CREDIT FUND SR GLBL NT 31       | 2031-03-12      | 5.3500%  | 0.0000% | $1395000.00        | $1370148.07        | Corporate Debt Securities                         |
| BLACKSTONE REG FINANCE CO LLC  SR GLBL NT 36       | 2036-02-15      | 4.9500%  | 0.0000% | $703000.00         | $705398.99         | Corporate Debt Securities                         |
| BLUE OWL TECHNOLOGY FIN CORP   SR GLBL NT 31       | 2031-01-23      | 6.1250%  | 0.0000% | $450000.00         | $444960.44         | Corporate Debt Securities                         |
| BOEING CO                      SR GLBL NT 59       | 2059-08-01      | 3.9500%  | 0.0000% | $2610000.00        | $1910755.63        | Corporate Debt Securities                         |
| BOEING CO                      CR SEN SR GLBL26    | 2026-02-04      | 2.1960%  | 0.0000% | $595000.00         | $601096.37         | Corporate Debt Securities                         |
| BORGWARNER INC                 GLBL NT 5.4%34      | 2034-08-15      | 5.4000%  | 0.0000% | $178000.00         | $187604.88         | Corporate Debt Securities                         |
| BOSTON PPTYS LTD PARTNERSHIP   SR GLBL NT 33       | 2033-10-01      | 2.4500%  | 0.0000% | $50000.00          | $41842.43          | Corporate Debt Securities                         |
| BRISTOL-MYERS SQUIBB CO        SR GLBL NT 49       | 2049-10-26      | 4.2500%  | 0.0000% | $13326000.00       | $11060276.46       | Corporate Debt Securities                         |
| BRISTOL-MYERS SQUIBB CO        SR GLBL NT 44       | 2044-05-15      | 4.6250%  | 0.0000% | $5000000.00        | $4541477.08        | Corporate Debt Securities                         |
| BRISTOL-MYERS SQUIBB CO        SR GLBL NT4.9%29    | 2029-02-22      | 4.9000%  | 0.0000% | $650000.00         | $682880.61         | Corporate Debt Securities                         |
| BROADSTONE NET LEASE LLC       SR GLBL NT 5%32     | 2032-11-01      | 5.0000%  | 0.0000% | $100000.00         | $101837.22         | Corporate Debt Securities                         |
| BROADCOM INC                   SR GLBL NT 30       | 2030-11-15      | 4.1500%  | 0.0000% | $4000.00           | $4011.46           | Corporate Debt Securities                         |
| BROADCOM INC                   SR GLBL 144A 32     | 2032-04-15      | 4.1500%  | 0.0000% | $252000.00         | $249493.65         | Corporate Debt Securities                         |
| BROADCOM INC                   GLBL NT 4.8%34      | 2034-10-15      | 4.8000%  | 0.0000% | $4999000.00        | $5066236.55        | Corporate Debt Securities                         |
| BROOKLYN UNION GAS CO          SR 144A NT 32       | 2032-08-05      | 4.8660%  | 0.0000% | $1172000.00        | $1190944.40        | Corporate Debt Securities                         |
| BUNGE LTD FIN CORP             GLBL NT 4.65%34     | 2034-09-17      | 4.6500%  | 0.0000% | $2926000.00        | $2926173.12        | Corporate Debt Securities                         |
| CF INDS INC                    SR NT 4.95%43       | 2043-06-01      | 4.9500%  | 0.0000% | $241000.00         | $220281.83         | Corporate Debt Securities                         |
| CGI INC                        SR GLBL NT 26       | 2026-09-14      | 1.4500%  | 0.0000% | $5192000.00        | $5139445.42        | Corporate Debt Securities                         |
| THE CIGNA GROUP                SR GLBL NT 26       | 2026-03-15      | 1.2500%  | 0.0000% | $2000.00           | $2002.73           | Corporate Debt Securities                         |
| THE CIGNA GROUP                SR GLBL NT 31       | 2031-05-15      | 5.1250%  | 0.0000% | $2578000.00        | $2685856.00        | Corporate Debt Securities                         |
| THE CIGNA GROUP                SR GLBL NT 32       | 2032-09-15      | 4.8750%  | 0.0000% | $152000.00         | $156724.29         | Corporate Debt Securities                         |
| THE CAMPBELLS COMPANY          SR GLBL NT 31       | 2031-03-21      | 4.5500%  | 0.0000% | $576000.00         | $575341.92         | Corporate Debt Securities                         |
| CANADIAN PAC RY CO NEW         GLBL NT 1.75%26     | 2026-12-02      | 1.7500%  | 0.0000% | $9547000.00        | $9407417.56        | Corporate Debt Securities                         |
| CAPITAL ONE FINL CORP          SR GLBL NT 27       | 2027-11-02      | 1.8780%  | 0.0000% | $90000.00          | $88849.86          | Corporate Debt Securities                         |
| CAPITAL ONE FINL CORP          SR GLBL NT 29       | 2029-06-08      | 6.3120%  | 0.0000% | $45000.00          | $47489.73          | Corporate Debt Securities                         |
| CAPITAL ONE FINL CORP          SR GLBL NT 31       | 2031-10-30      | 7.6240%  | 0.0000% | $2000.00           | $2282.12           | Corporate Debt Securities                         |
| CARDINAL HEALTH INC            SR GLBL NT 34       | 2034-11-15      | 5.3500%  | 0.0000% | $15000.00          | $15600.54          | Corporate Debt Securities                         |
| CELLNEX FIN CO SA              SR GLBL 144A 41     | 2041-07-07      | 3.8750%  | 0.0000% | $309000.00         | $251258.93         | Corporate Debt Securities                         |
| CENOVUS ENERGY INC             SR NT 4.65%31       | 2031-03-20      | 4.6500%  | 0.0000% | $923000.00         | $929037.96         | Corporate Debt Securities                         |
| CENOVUS ENERGY INC             SR NT 5.4%36        | 2036-03-20      | 5.4000%  | 0.0000% | $740000.00         | $747392.60         | Corporate Debt Securities                         |
| CHUBB INA HLDGS INC            SR GLBL NT4.9%35    | 2035-08-15      | 4.9000%  | 0.0000% | $4665000.00        | $4792183.45        | Corporate Debt Securities                         |
| CISCO SYS INC                  SR GLBL NT4.8%27    | 2027-02-26      | 4.8000%  | 0.0000% | $5795000.00        | $5976460.77        | Corporate Debt Securities                         |
| JEFFERIES FINANCIAL GROUP INC  SR DEB 6.25%36      | 2036-01-15      | 6.2500%  | 0.0000% | $100000.00         | $105568.42         | Corporate Debt Securities                         |
| JEFFERIES FINANCIAL GROUP INC  SR GLBL NT5.5%36    | 2036-02-15      | 5.5000%  | 0.0000% | $1000.00           | $993.23            | Corporate Debt Securities                         |
| JOHNSON & JOHNSON              SR GLBL DEB 33      | 2033-05-15      | 4.9500%  | 0.0000% | $55000.00          | $58410.69          | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO            PERP JR SB OO NT    | 2500-12-31      | 6.5000%  | 0.0000% | $597000.00         | $624429.83         | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO            PERP JR SB GLBL     | 2500-12-31      | 6.8750%  | 0.0000% | $124000.00         | $132277.91         | Corporate Debt Securities                         |
| KEURIG DR PEPPER INC           SR GLBL NT 32       | 2032-04-15      | 4.0500%  | 0.0000% | $689000.00         | $671824.95         | Corporate Debt Securities                         |
| KROGER CO                      SR GLBL NT 5%42     | 2042-04-15      | 5.0000%  | 0.0000% | $5000.00           | $4735.07           | Corporate Debt Securities                         |
| LPL HLDGS INC                  SR GLBL NT 35       | 2035-03-15      | 5.6500%  | 0.0000% | $25000.00          | $26071.44          | Corporate Debt Securities                         |
| LABORATORY CORP AMER HLDGS     SR GLBL NT4.8%34    | 2034-10-01      | 4.8000%  | 0.0000% | $1704000.00        | $1712531.36        | Corporate Debt Securities                         |
| ELI LILLY & CO                 SR GLBL NT 5%26     | 2026-02-27      | 5.0000%  | 0.0000% | $4965000.00        | $5070059.40        | Corporate Debt Securities                         |
| ELI LILLY & CO                 GLBL NT 4.15%27     | 2027-08-14      | 4.1500%  | 0.0000% | $5564000.00        | $5706528.04        | Corporate Debt Securities                         |
| LLOYDS BANKING GROUP PLC       SR GLBL NT 35       | 2035-01-05      | 5.6790%  | 0.0000% | $4321000.00        | $4555300.82        | Corporate Debt Securities                         |
| LOWES COS INC                  SR GLBL NT 35       | 2035-10-15      | 4.8500%  | 0.0000% | $1345000.00        | $1355338.57        | Corporate Debt Securities                         |
| MARRIOTT INTL INC NEW          CR SEN SR GLBL32    | 2032-10-15      | 3.5000%  | 0.0000% | $77000.00          | $72718.67          | Corporate Debt Securities                         |
| GOLDMAN SACHS BK USA           SR FLT NT 27        | 2027-05-21      | 4.5119%  | 0.0000% | $4500000.00        | $4544936.25        | Corporate Debt Securities                         |
| GOLDMAN SACHS PRIVATE CR CORP  SR GLBL 144A 31     | 2031-01-31      | 5.8750%  | 0.0000% | $18000.00          | $18116.29          | Corporate Debt Securities                         |
| HCA INC.                       SR SEC GLBL NT49    | 2049-06-15      | 5.2500%  | 0.0000% | $251000.00         | $229743.44         | Corporate Debt Securities                         |
| HCA INC.                       SR GLBL NT4.6%32    | 2032-11-15      | 4.6000%  | 0.0000% | $1000.00           | $1001.96           | Corporate Debt Securities                         |
| HCA INC.                       SR GLBL NT4.6%32    | 2032-11-15      | 4.6000%  | 0.0000% | $530000.00         | $531038.80         | Corporate Debt Securities                         |
| HCA INC.                       SR GLBL NT4.9%35    | 2035-11-15      | 4.9000%  | 0.0000% | $1458000.00        | $1452240.90        | Corporate Debt Securities                         |
| HEALTHPEAK OP LLC              SR GLBL NT 26       | 2026-07-15      | 3.2500%  | 0.0000% | $74000.00          | $73832.33          | Corporate Debt Securities                         |
| HSBC HLDGS PLC                 SUB GLBL NT 26      | 2026-11-23      | 4.3750%  | 0.0000% | $1154000.00        | $1165681.20        | Corporate Debt Securities                         |
| HPS CORPORATE LENDING FUND     SR GLBL 144A 28     | 2028-09-11      | 4.9000%  | 0.0000% | $13000.00          | $13167.82          | Corporate Debt Securities                         |
| HASBRO INC                     SR GLBL NT 34       | 2034-05-14      | 6.0500%  | 0.0000% | $100000.00         | $107699.22         | Corporate Debt Securities                         |
| HEALTHPEAK OP LLC              SR GLBL NT 32       | 2032-12-15      | 5.2500%  | 0.0000% | $5387000.00        | $5559666.82        | Corporate Debt Securities                         |
| HEWLETT PACKARD ENTERPRISE CO  SR GLBL NT 26       | 2026-09-25      | 4.4500%  | 0.0000% | $50000.00          | $50923.57          | Corporate Debt Securities                         |
| HOME DEPOT INC                 SR GLBL NT 26       | 2026-06-25      | 5.1500%  | 0.0000% | $500000.00         | $505263.47         | Corporate Debt Securities                         |
| HONEYWELL INTL INC             SR GLBL NT4.7%30    | 2030-02-01      | 4.7000%  | 0.0000% | $6323000.00        | $6608227.02        | Corporate Debt Securities                         |
| HORACE MANN EDUCATORS CORP NEW SR GLBL -2025 30    | 2030-10-01      | 4.7000%  | 0.0000% | $348000.00         | $352050.33         | Corporate Debt Securities                         |
| HYUNDAI CAP AMER               SR 144A NT2.1%28    | 2028-09-15      | 2.1000%  | 0.0000% | $63000.00          | $60178.12          | Corporate Debt Securities                         |
| INDIANA MICH PWR CO            SR GLBL -O NT 51    | 2051-05-01      | 3.2500%  | 0.0000% | $691000.00         | $468515.08         | Corporate Debt Securities                         |
| ING GROEP N.V.                 SR GLBL FL NT 29    | 2029-03-25      | 4.6845%  | 0.0000% | $6000000.00        | $6048730.02        | Corporate Debt Securities                         |
| INTEL CORP                     SR GLBL NT 49       | 2049-11-15      | 3.2500%  | 0.0000% | $628000.00         | $414179.08         | Corporate Debt Securities                         |
| INTEL CORP                     SR GLBL NT5.9%63    | 2063-02-10      | 5.9000%  | 0.0000% | $49000.00          | $48318.46          | Corporate Debt Securities                         |
| INTACT FINL CORP               SR 144A NT 32       | 2032-09-22      | 5.4590%  | 0.0000% | $76000.00          | $80388.22          | Corporate Debt Securities                         |
| INTESA SANPAOLO S P A          SR 144A NT 48       | 2048-01-12      | 4.3750%  | 0.0000% | $8840000.00        | $7071712.70        | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO            SR NT 6.4%38        | 2038-05-15      | 6.4000%  | 0.0000% | $480000.00         | $546625.60         | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO            SUB NT 4.95%45      | 2045-06-01      | 4.9500%  | 0.0000% | $1611000.00        | $1527248.14        | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO            SR NT FXD/FLT 28    | 2028-02-01      | 3.7820%  | 0.0000% | $3100000.00        | $3151878.33        | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO            SR GLBL NT 48       | 2048-02-22      | 4.2600%  | 0.0000% | $1374000.00        | $1195416.64        | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO            SR NT FXD/FLT 38    | 2038-07-24      | 3.8820%  | 0.0000% | $2326000.00        | $2089415.56        | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO            SR GLBL NT 29       | 2029-01-23      | 3.5090%  | 0.0000% | $5581000.00        | $5529556.05        | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO            SR GLBL NT 49       | 2049-01-23      | 3.8970%  | 0.0000% | $100000.00         | $79770.77          | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO            SR GLBL NT 41       | 2041-04-22      | 3.1090%  | 0.0000% | $212000.00         | $167544.32         | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO            SUB GLBL NT 31      | 2031-05-13      | 2.9560%  | 0.0000% | $4116000.00        | $3907000.04        | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO            SR GLBL NT 33       | 2033-04-26      | 4.5860%  | 0.0000% | $88000.00          | $89255.28          | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO            SR GLBL NT 29       | 2029-01-24      | 4.9150%  | 0.0000% | $229000.00         | $233208.83         | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO            SR GLBL NT 29       | 2029-01-24      | 4.9150%  | 0.0000% | $1506000.00        | $1533679.03        | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO            SR GLBL NT 31       | 2031-01-24      | 5.1400%  | 0.0000% | $1000000.00        | $1032786.67        | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO            SR GLBL NT 31       | 2031-04-22      | 5.1030%  | 0.0000% | $486000.00         | $507802.69         | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO            SR GLBL FL NT 32    | 2032-01-22      | 4.4969%  | 0.0000% | $1000.00           | $1002.38           | Corporate Debt Securities                         |
| CITIGROUP INC                  SUB GLBL NT 46      | 2046-05-18      | 4.7500%  | 0.0000% | $358000.00         | $318609.26         | Corporate Debt Securities                         |
| CITIGROUP INC                  SR GLBL NT 39       | 2039-01-24      | 3.8780%  | 0.0000% | $1000.00           | $885.34            | Corporate Debt Securities                         |
| CITIBANK N A                   SR GLBL NT 26       | 2026-04-30      | 5.4380%  | 0.0000% | $4500000.00        | $4573957.50        | Corporate Debt Securities                         |
| CITIBANK N A                   SR GLBL FL NT 26    | 2026-08-06      | 4.5145%  | 0.0000% | $4842000.00        | $4904188.79        | Corporate Debt Securities                         |
| CITIBANK N A                   SR FLT NT 27        | 2027-11-19      | 4.4812%  | 0.0000% | $4721000.00        | $4772881.69        | Corporate Debt Securities                         |
| COCA COLA CO                   SR GLBL NT 27       | 2027-03-25      | 3.3750%  | 0.0000% | $5023000.00        | $5067447.27        | Corporate Debt Securities                         |
| COMCAST CORP NEW               SR NT 7.05%33       | 2033-03-15      | 7.0500%  | 0.0000% | $42000.00          | $49063.88          | Corporate Debt Securities                         |
| COMCAST CORP NEW               GLBL NT 2.887%51    | 2051-11-01      | 2.8870%  | 0.0000% | $3709000.00        | $2212000.52        | Corporate Debt Securities                         |
| BENCHMARK MORTGAGE TR 2024-V9  A-3    20570817 5.6 | 2057-08-17      | 5.6019%  | 0.0000% | $3889272.00        | $4064879.02        | Private Label Collateralized Mortgage Obligations |
| CONNECTICUT AVE SECS 2022-R02  2M-2   20420127 FLT | 2042-01-27      | 6.6973%  | 0.0000% | $10000.00          | $10143.63          | Private Label Collateralized Mortgage Obligations |
| MORGAN STAN CAP I TR 2017-ASHF D      20341115 FLT | 2034-11-15      | 6.1780%  | 0.0000% | $10000.00          | $9726.10           | Private Label Collateralized Mortgage Obligations |
| ANTARES CLO LTD 2017-1RR       D-RR   20370121 FLT | 2037-01-21      | 7.4176%  | 0.0000% | $24690583.00       | $24453564.56       | Asset-Backed Securities                           |
| ARES LXXVIII CLO LTD           D-3    20390115 FLT | 2039-01-15      | 7.4869%  | 0.0000% | $1242728.00        | $1261839.57        | Asset-Backed Securities                           |
| CARVAL CLO LTD 2019-3RR        A-R2   20320720 FLT | 2032-07-20      | 4.6576%  | 0.0000% | $337581.00         | $285274.16         | Asset-Backed Securities                           |
| CHASE ISSUE TR 2024-1          A      20290116 4.6 | 2029-01-16      | 4.6000%  | 0.0000% | $1500000.00        | $1515299.50        | Asset-Backed Securities                           |
| CHURCHILL NCPCIF CLO 2024-1    B      20360721 FLT | 2036-07-21      | 5.6176%  | 0.0000% | $250476.00         | $249459.18         | Asset-Backed Securities                           |
| GM FIN REV REC TR 2024-1       A      20361211 4.9 | 2036-12-11      | 4.9800%  | 0.0000% | $589000.00         | $607483.61         | Asset-Backed Securities                           |
| HONDA AUTO REC OWNER TR 2024-3 A-3    20290321 4.5 | 2029-03-21      | 4.5700%  | 0.0000% | $4256000.00        | $4289850.10        | Asset-Backed Securities                           |
| MAGNETITE LTD 2019-23R         A-R    20350125 FLT | 2035-01-25      | 5.0596%  | 0.0000% | $14614774.00       | $14634097.38       | Asset-Backed Securities                           |
| OHA CREDIT FUNDING LTD 2020-7R A-1-R2 20380719 FLT | 2038-07-19      | 4.9476%  | 0.0000% | $1141601.00        | $1145761.38        | Asset-Backed Securities                           |
| PARK BLUE CLO 2023-3R          A-2-R  20380420 FLT | 2038-04-20      | 5.3476%  | 0.0000% | $1269432.00        | $1275214.84        | Asset-Backed Securities                           |
| UNITED AIRLINES PT CERT 2018-1 AA     20310901 3.5 | 2031-09-01      | 3.5000%  | 0.0000% | $1000.00           | $649.23            | Asset-Backed Securities                           |
| UNITED AIRLINES PT TR 2016-1   AA     20280707 3.1 | 2028-07-07      | 3.1000%  | 0.0000% | $1000.00           | $539.56            | Asset-Backed Securities                           |
| UNITED AIRLINES PT CERT 2015-1 AA     20290601 3.4 | 2029-06-01      | 3.4500%  | 0.0000% | $1000.00           | $535.74            | Asset-Backed Securities                           |
| UTD AIRLINES INC 2023-1        A      20370715 5.8 | 2037-07-15      | 5.8000%  | 0.0000% | $1157000.00        | $1105040.23        | Asset-Backed Securities                           |
| JEFFERIES CR PT BDC CLO 2025-1 A      20370427 FLT | 2037-04-27      | 5.2180%  | 0.0000% | $974482.00         | $976869.86         | Asset-Backed Securities                           |
| REPSOL E&P CAPITAL MARKETS US  SR 144A NT 35       | 2035-09-16      | 5.9760%  | 0.0000% | $4900000.00        | $5116452.60        | Corporate Debt Securities                         |
| RIO TINTO FIN USA PLC          SR GLBL NT 27       | 2027-03-12      | 4.3750%  | 0.0000% | $4918000.00        | $5034216.44        | Corporate Debt Securities                         |
| RIO TINTO FIN USA PLC          SR GLBL NT 65       | 2065-03-14      | 5.8750%  | 0.0000% | $3530000.00        | $3707256.99        | Corporate Debt Securities                         |
| ROYAL BK CDA                   FR 5.069%072327     | 2027-07-23      | 5.0690%  | 0.0000% | $2563000.00        | $2579110.09        | Corporate Debt Securities                         |
| ROYAL CARIBBEAN CRUISES LTD    SR GLBL NT 36       | 2036-01-15      | 5.3750%  | 0.0000% | $812000.00         | $816043.42         | Corporate Debt Securities                         |
| SA GLOBAL SUKUK LTD            SR GLBL 144A 35     | 2035-09-17      | 4.6250%  | 0.0000% | $2000.00           | $1962.85           | Corporate Debt Securities                         |
| SALESFORCE INC                 GLBL NT 2.7%41      | 2041-07-15      | 2.7000%  | 0.0000% | $7500000.00        | $5413087.50        | Corporate Debt Securities                         |
| SAMMONS FINANCIAL GROUP INC    SR 144A NT 31       | 2031-04-16      | 3.3500%  | 0.0000% | $2000.00           | $1881.50           | Corporate Debt Securities                         |
| SCHWAB CHARLES CORP            SR GLBL NT 31       | 2031-11-14      | 4.3430%  | 0.0000% | $2080000.00        | $2094640.20        | Corporate Debt Securities                         |
| SHELL INTERNATIONAL FIN BV     SR GLBL NT2.5%26    | 2026-09-12      | 2.5000%  | 0.0000% | $3766000.00        | $3773431.57        | Corporate Debt Securities                         |
| SHERWIN WILLIAMS CO            SR GLBL NT 35       | 2035-08-15      | 5.1500%  | 0.0000% | $92000.00          | $95965.20          | Corporate Debt Securities                         |
| SIEMENS FIN NV                 GLBL 144A NT 26     | 2026-08-17      | 6.1250%  | 0.0000% | $5482000.00        | $5701568.57        | Corporate Debt Securities                         |
| SIEMENS FUNDING B.V.           SR GLBL 144A 65     | 2065-05-28      | 5.9000%  | 0.0000% | $2905000.00        | $3073144.63        | Corporate Debt Securities                         |
| SIMON PPTY GROUP LP            GLBL NT 4.3%31      | 2031-01-15      | 4.3000%  | 0.0000% | $8854000.00        | $8849312.30        | Corporate Debt Securities                         |
| SIXTH STR LENDING PARTNERS     SR GLBL NT 30       | 2030-07-15      | 6.1250%  | 0.0000% | $300000.00         | $307632.62         | Corporate Debt Securities                         |
| DOMINION ENERGY SOUTH CAROLINA 1M GLBL BD 41       | 2041-02-01      | 5.4500%  | 0.0000% | $16000.00          | $16586.54          | Corporate Debt Securities                         |
| SOUTHERN CALIF GAS CO          1M GLBL TT BD 26    | 2026-06-15      | 2.6000%  | 0.0000% | $4511000.00        | $4503511.74        | Corporate Debt Securities                         |
| SOUTHWEST AIRLS CO             SR GLBL NT 35       | 2035-11-15      | 5.2500%  | 0.0000% | $6051000.00        | $6006267.98        | Corporate Debt Securities                         |
| STANLEY BLACK & DECKER INC     SR GLBL NT 50       | 2050-11-15      | 2.7500%  | 0.0000% | $268000.00         | $162346.14         | Corporate Debt Securities                         |
| STARBUCKS CORP                 SR GLBL NT 3%32     | 2032-02-14      | 3.0000%  | 0.0000% | $1365000.00        | $1279268.90        | Corporate Debt Securities                         |
| STELLANTIS FINANCE US INC      SR GLBL 144A 30     | 2030-03-18      | 5.7500%  | 0.0000% | $2831000.00        | $2979948.35        | Corporate Debt Securities                         |
| STRYKER CORPORATION            SR GLBL NT 46       | 2046-03-15      | 4.6250%  | 0.0000% | $108000.00         | $98224.24          | Corporate Debt Securities                         |
| STRYKER CORPORATION            SR GLBL NT 30       | 2030-06-15      | 1.9500%  | 0.0000% | $100000.00         | $91130.75          | Corporate Debt Securities                         |
| SUMITOMO MITSUI FIN GRP INC    3.944%28            | 2028-07-19      | 3.9440%  | 0.0000% | $145000.00         | $145224.04         | Corporate Debt Securities                         |
| SUMITOMO MITSUI FIN GRP INC    SR GLBL NT 37       | 2037-01-15      | 5.0460%  | 0.0000% | $4113000.00        | $4121976.62        | Corporate Debt Securities                         |
| SUMITOMO MITSUI FIN GRP INC    SR GLBL NT 47       | 2047-01-15      | 5.5700%  | 0.0000% | $1450000.00        | $1457686.21        | Corporate Debt Securities                         |
| SYNOVUS BK COLUMBUS GA         LW TIER II 36       | 2036-01-15      | 5.9570%  | 0.0000% | $2230000.00        | $2265388.06        | Corporate Debt Securities                         |
| T MOBILE USA INC               SR GLBL NT1.5%26    | 2026-02-15      | 1.5000%  | 0.0000% | $400000.00         | $402186.00         | Corporate Debt Securities                         |
| T MOBILE USA INC               SR GLBL NT 31       | 2031-02-15      | 2.5500%  | 0.0000% | $3000.00           | $2778.32           | Corporate Debt Securities                         |
| T MOBILE USA INC               SR GLBL NT 32       | 2032-05-15      | 5.1250%  | 0.0000% | $1751000.00        | $1818671.04        | Corporate Debt Securities                         |
| TAKEDA US FING INC             SR GLBL NT5.9%55    | 2055-07-07      | 5.9000%  | 0.0000% | $6080000.00        | $6220079.82        | Corporate Debt Securities                         |
| TAPESTRY INC                   SR GLBL NT5.5%35    | 2035-03-11      | 5.5000%  | 0.0000% | $7000.00           | $7302.86           | Corporate Debt Securities                         |
| TARGA RES CORP                 SR GLBL NT4.2%33    | 2033-02-01      | 4.2000%  | 0.0000% | $20000.00          | $19566.07          | Corporate Debt Securities                         |
| TARGA RES PARTNERS / TARGA RES SR GLBL NT5.4%36    | 2036-07-30      | 5.4000%  | 0.0000% | $12000.00          | $12060.48          | Corporate Debt Securities                         |
| TEXAS INSTRS INC               SR GLBL NT 63       | 2063-05-18      | 5.0500%  | 0.0000% | $5293000.00        | $4846270.80        | Corporate Debt Securities                         |
| THERMO FISHER SCIENTIFIC INC   SR GLBL NT 33       | 2033-08-10      | 5.0860%  | 0.0000% | $3727000.00        | $3948038.02        | Corporate Debt Securities                         |
| THERMO FISHER SCIENTIFIC INC   SR GLBL NT 32       | 2032-10-07      | 4.4730%  | 0.0000% | $192000.00         | $195089.33         | Corporate Debt Securities                         |
| 3M CO                          FR 3.125%091946     | 2046-09-19      | 3.1250%  | 0.0000% | $1165000.00        | $823936.38         | Corporate Debt Securities                         |
| TORONTO DOMINION BK ONT        FR 1.95%011227      | 2027-01-12      | 1.9500%  | 0.0000% | $146000.00         | $143615.09         | Corporate Debt Securities                         |
| TORONTO DOMINION BK ONT        FR 4.568%121726     | 2026-12-17      | 4.5680%  | 0.0000% | $4908000.00        | $4968153.54        | Corporate Debt Securities                         |
| TORONTO DOMINION BK ONT        LW TIER II GLBL     | 2031-09-15      | 3.6250%  | 0.0000% | $297000.00         | $299611.74         | Corporate Debt Securities                         |
| TORONTO DOMINION BK ONT        LW TIER II GLBL     | 2034-09-10      | 5.1460%  | 0.0000% | $3825000.00        | $3961943.50        | Corporate Debt Securities                         |
| TORONTO DOMINION BK ONT        ALT TIER I GLBL     | 2082-10-31      | 8.1250%  | 0.0000% | $1505000.00        | $1608261.81        | Corporate Debt Securities                         |
| TOYOTA MOTOR CORP              SR GLBL NT 26       | 2026-07-13      | 5.2750%  | 0.0000% | $4098000.00        | $4130091.32        | Corporate Debt Securities                         |
| TOYOTA MOTOR CORP              SR GLBL NT 33       | 2033-07-13      | 5.1230%  | 0.0000% | $4430000.00        | $4608392.53        | Corporate Debt Securities                         |
| TOYOTA MOTOR CORP              SR GLBL NT 27       | 2027-06-30      | 4.1860%  | 0.0000% | $4000.00           | $4036.11           | Corporate Debt Securities                         |
| NEXT PROPERTIES TR 2401        SR 144A NT 34       | 2034-02-13      | 7.3750%  | 0.0000% | $200000.00         | $221327.42         | Corporate Debt Securities                         |
| UBS GROUP AG                   FR 3.126%081330     | 2030-08-13      | 3.1260%  | 0.0000% | $275000.00         | $268191.32         | Corporate Debt Securities                         |
| UNILEVER CAP CORP              SR GLBL NT2.9%27    | 2027-05-05      | 2.9000%  | 0.0000% | $5250000.00        | $5236230.42        | Corporate Debt Securities                         |
| UNITED PARCEL SVCS INC         GLBL NT 5.6%64      | 2064-05-22      | 5.6000%  | 0.0000% | $3424000.00        | $3355306.95        | Corporate Debt Securities                         |
| UNITEDHEALTH GROUP INC         SR GLBL NT 48       | 2048-12-15      | 4.4500%  | 0.0000% | $54000.00          | $45504.32          | Corporate Debt Securities                         |
| VALE OVERSEAS LTD              SR GLBL NT6.4%54    | 2054-06-28      | 6.4000%  | 0.0000% | $700000.00         | $725598.22         | Corporate Debt Securities                         |
| VERIZON COMMUNICATIONS INC     SR GLBL NT 37       | 2037-07-02      | 5.4010%  | 0.0000% | $715000.00         | $725489.61         | Corporate Debt Securities                         |
| VERIZON COMMUNICATIONS INC     SR GLBL NT 5%36     | 2036-01-15      | 5.0000%  | 0.0000% | $916000.00         | $915071.79         | Corporate Debt Securities                         |
| VERIZON COMMUNICATIONS INC     SR GLBL NT 5%36     | 2036-01-15      | 5.0000%  | 0.0000% | $1911000.00        | $1909063.52        | Corporate Debt Securities                         |
| VERISK ANALYTICS INC           SR NT 5.5%45        | 2045-06-15      | 5.5000%  | 0.0000% | $310000.00         | $303637.25         | Corporate Debt Securities                         |
| UNIVERSITY PA TRUSTEES         BD 4.674%12         | 2112-09-01      | 4.6740%  | 0.0000% | $453000.00         | $376803.21         | Corporate Debt Securities                         |
| UBS GROUP AG                   ALT TIER I PERP     | 2500-12-31      | 7.0000%  | 0.0000% | $7000000.00        | $7132984.44        | Corporate Debt Securities                         |

### Security 659: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 4.050000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1DSTT2, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP1DSTT2
- **C.18 - Value (incl. sponsor support):** $749545275.00
- **C.18.a - Value (excl. sponsor support):** $749545275.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-06-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                                          |
|:---|:---|:---|:---|:---|:---|:---|
| SWF HLDGS I CORP               144A NT 6.5%29      | 2029-10-06      | 6.5000%  | 0.0000% | $85000.00          | $36676.32          | Corporate Debt Securities                         |
| SA RE II LTD SEGR ACCT 25-1    CL A-2 144A 30      | 2030-04-08      | 7.7968%  | 0.0000% | $730000.00         | $774165.00         | Corporate Debt Securities                         |
| SANTANDER HOLDINGS USA INC     SR GLBL NT 26       | 2026-10-05      | 3.2440%  | 0.0000% | $3000.00           | $3014.98           | Corporate Debt Securities                         |
| SEAGATE DATA STORAGE TECHNOLOG SR 144A NT 30       | 2030-07-15      | 5.8750%  | 0.0000% | $557000.00         | $575357.56         | Corporate Debt Securities                         |
| SERVICE CORP INTL              SR GLBL NT7.5%27    | 2027-04-01      | 7.5000%  | 0.0000% | $64000.00          | $67436.27          | Corporate Debt Securities                         |
| 7-ELEVEN INC                   GLBL 144A NT 41     | 2041-02-10      | 2.5000%  | 0.0000% | $5000.00           | $3500.38           | Corporate Debt Securities                         |
| SHEA HOMES LP/ SHEA HOMES FDG  SR GLBL NT 29       | 2029-04-01      | 4.7500%  | 0.0000% | $94000.00          | $94360.15          | Corporate Debt Securities                         |
| SHUTTERFLY FIN LLC             SR SEC GLBL 27      | 2027-10-01      | 9.7500%  | 0.0000% | $528869.00         | $537980.97         | Corporate Debt Securities                         |
| SINCLAIR TELEVISION GROUP      SR GLBL 144A 30     | 2030-03-01      | 5.5000%  | 0.0000% | $50000.00          | $43937.19          | Corporate Debt Securities                         |
| SIRIUS XM RADIO INC            SR GLBL 144A 30     | 2030-07-01      | 4.1250%  | 0.0000% | $1185000.00        | $1123916.71        | Corporate Debt Securities                         |
| SKYWORKS SOLUTIONS INC         SR GLBL NT1.8%26    | 2026-06-01      | 1.8000%  | 0.0000% | $85000.00          | $84567.35          | Corporate Debt Securities                         |
| SMITHFIELD FOODS INC           SR GLBL 144A 30     | 2030-10-15      | 3.0000%  | 0.0000% | $45000.00          | $41791.50          | Corporate Debt Securities                         |
| SOLSTICE ADVANCED MATLS INC    SR 144A NT 33       | 2033-09-30      | 5.6250%  | 0.0000% | $107000.00         | $109550.88         | Corporate Debt Securities                         |
| AMER AIRLINES PT TR 2016-1     A      20290715 4.1 | 2029-07-15      | 4.1000%  | 0.0000% | $3000.00           | $1623.10           | Asset-Backed Securities                           |
| AMER AIRLINES PT TR 2017-1     A      20300815 4.0 | 2030-08-15      | 4.0000%  | 0.0000% | $5000.00           | $2920.86           | Asset-Backed Securities                           |
| AMERICAN CR ACCEPT REC 2024-3  E      20320312 7.9 | 2032-03-12      | 7.9200%  | 0.0000% | $15500000.00       | $16343541.00       | Asset-Backed Securities                           |
| BEAR STEARNS ASSET BK 2005-1   M-4    20350325 FLT | 2035-03-25      | 7.0871%  | 0.0000% | $1231000.00        | $435261.00         | Asset-Backed Securities                           |
| CWHEQ REVOLVING HEQ 2006-H     2-A-1B 20361115 FLT | 2036-11-15      | 6.6460%  | 0.0000% | $221150000.00      | $6749662.69        | Asset-Backed Securities                           |
| CAPITAL ONE PRIME TR 2022-1    A-3    20270415 3.1 | 2027-04-15      | 3.1700%  | 0.0000% | $140000.00         | $4446.97           | Asset-Backed Securities                           |
| CARLYLE US CLO 2024-6 LTD      E      20371025 FLT | 2037-10-25      | 9.4180%  | 0.0000% | $2000000.00        | $1943588.89        | Asset-Backed Securities                           |
| CARVANA AUTO RCV TR 2021-N4    A-2    20280910 1.8 | 2028-09-10      | 1.8000%  | 0.0000% | $2000.00           | $764.69            | Asset-Backed Securities                           |
| CARVANA AUTO REC 2023-N4       E      20300211 9.5 | 2030-02-11      | 9.5600%  | 0.0000% | $2138000.00        | $2272709.20        | Asset-Backed Securities                           |
| C-BASS ABS 2006-SL1            A2 144 20360925 FLT | 2036-09-25      | 6.0560%  | 0.0000% | $10870843.00       | $210016.79         | Asset-Backed Securities                           |
| HOME EQUITY MTG TR 2006-2      2A-1   20360725 FLT | 2036-07-25      | 3.9471%  | 0.0000% | $111060000.00      | $4976024.13        | Asset-Backed Securities                           |
| EXETER ATMBL REC TR 2022-4     E      20300315 8.2 | 2030-03-15      | 8.2300%  | 0.0000% | $1750000.00        | $1791534.79        | Asset-Backed Securities                           |
| EXETER AUTOMOBILE REC 2022-3   E      20300115 9.0 | 2030-01-15      | 9.0900%  | 0.0000% | $27000000.00       | $27487282.50       | Asset-Backed Securities                           |
| EXETER AUTO RECV TR 2022-5     E      20300415 10. | 2030-04-15      | 10.4500% | 0.0000% | $18322000.00       | $19525043.88       | Asset-Backed Securities                           |
| FIGRE TRUST 2025-PF2           C      20551025 FLT | 2055-10-25      | 5.2180%  | 0.0000% | $2000000.00        | $1860740.79        | Asset-Backed Securities                           |
| FLEXENTIAL ISSUER LLC 2021-1   B      20511127 3.7 | 2051-11-27      | 3.7200%  | 0.0000% | $15500000.00       | $15300602.84       | Asset-Backed Securities                           |
| GSAMP TRUST 2006-S1            A-2A   20351125 FLT | 2035-11-25      | 3.9671%  | 0.0000% | $300000.00         | $865.24            | Asset-Backed Securities                           |
| GSAMP TRUST 2005-WMC2          M-1    20351126 FLT | 2035-11-26      | 4.4321%  | 0.0000% | $1200000.00        | $581795.13         | Asset-Backed Securities                           |
| GLS AUTO RECV ISSUER TR 2024-4 E      20310815 7.5 | 2031-08-15      | 7.5100%  | 0.0000% | $7347000.00        | $7651056.81        | Asset-Backed Securities                           |
| J P MORGAN MTG TR 2025-HE2     B-4    20551120 0.0 | 2055-11-20      | 0.0000%  | 0.0000% | $444570.00         | $61255.52          | Asset-Backed Securities                           |
| JETBLUE AIRWAYS CORP 2020-1    1B     20300515 7.7 | 2030-05-15      | 7.7500%  | 0.0000% | $9000.00           | $4447.11           | Asset-Backed Securities                           |
| LAD AUTO RECEIVABLES 2024-1    A-3    20280118 5.2 | 2028-01-18      | 5.2300%  | 0.0000% | $21000.00          | $4044.37           | Asset-Backed Securities                           |
| LCM 32 INCOME NT ISSUER LTD                        | 2034-07-20      | 0.0000%  | 0.0000% | $4000000.00        | $640000.00         | Asset-Backed Securities                           |
| ML MTG INV TR 2007-SL1         A-1    20370225 FLT | 2037-02-25      | 4.3871%  | 0.0000% | $25809120.00       | $293277.57         | Asset-Backed Securities                           |
| NATIONAL COLL ST LN TR 2007-3  A3-AR7 20380325 FLT | 2038-03-25      | 0.0100%  | 0.0000% | $1000000.00        | $865687.99         | Asset-Backed Securities                           |
| NAVIENT STUDENT LN TR 2014-1   A-3    20310625 FLT | 2031-06-25      | 4.3218%  | 0.0000% | $2825000.00        | $641453.44         | Asset-Backed Securities                           |
| NELNET ST LN TR 2007-1         A-4    20360827 FLT | 2036-08-27      | 4.5916%  | 0.0000% | $115000000.00      | $48895792.48       | Asset-Backed Securities                           |
| NEUBERGER BRMN LN ADV 2024-58  E      20381018 FLT | 2038-10-18      | 8.9176%  | 0.0000% | $2500000.00        | $2434175.30        | Asset-Backed Securities                           |
| NOMURA ASSET ACCEPT 2005-S4    A-3    20351025 FLT | 2035-10-25      | 4.3871%  | 0.0000% | $942000.00         | $4405.09           | Asset-Backed Securities                           |
| NOMURA ASSET ALT LN 2006-S3    A-1    20360825 FLT | 2036-08-25      | 4.1071%  | 0.0000% | $338000.00         | $1705.56           | Asset-Backed Securities                           |
| CONTINENTAL FIN  CR TR 2024-A  C      20321215 6.5 | 2032-12-15      | 6.5200%  | 0.0000% | $1500000.00        | $1514806.00        | Asset-Backed Securities                           |
| PAGAYA AI DEBT TR 2025-8       E      20330715 9.5 | 2033-07-15      | 9.5650%  | 0.0000% | $15000000.00       | $15279381.24       | Asset-Backed Securities                           |
| PAGAYA AI DEBT TR 2024-9       F      20320315 12. | 2032-03-15      | 12.0000% | 0.0000% | $1700000.00        | $1316417.78        | Asset-Backed Securities                           |
| POINT SECURITIZATION TR 2025-2 A-2    20550925 7.0 | 2055-09-25      | 7.0000%  | 0.0000% | $500000.00         | $502887.11         | Asset-Backed Securities                           |
| LD HOLDINGS GROUP LLC          SR GLBL 144A 28     | 2028-04-01      | 6.1250%  | 0.0000% | $99000.00          | $97135.49          | Corporate Debt Securities                         |
| LBM ACQUISITION LLC            1LIEN GLBL 31       | 2031-06-15      | 9.5000%  | 0.0000% | $4819000.00        | $5132162.71        | Corporate Debt Securities                         |
| LEVEL 3 FING INC               1LIEN GLBL 29       | 2029-11-15      | 3.8750%  | 0.0000% | $958000.00         | $855563.85         | Corporate Debt Securities                         |
| LIBERTY MEDIA CORP DEL         SR DEB 8.25%30      | 2030-02-01      | 8.2500%  | 0.0000% | $48223000.00       | $5030663.55        | Corporate Debt Securities                         |
| LIFEPOINT HEALTH INC           SR SEC GLBL 30      | 2030-08-15      | 9.8750%  | 0.0000% | $1001000.00        | $1118848.15        | Corporate Debt Securities                         |
| ELI LILLY & CO                 SR GLBL NT 37       | 2037-03-15      | 5.5500%  | 0.0000% | $3000.00           | $3271.63           | Corporate Debt Securities                         |
| ELI LILLY & CO                 SR GLBL NT2.5%60    | 2060-09-15      | 2.5000%  | 0.0000% | $9000.00           | $4989.56           | Corporate Debt Securities                         |
| LINCOLN NATL CORP IND          SR GLBL NT3.4%32    | 2032-03-01      | 3.4000%  | 0.0000% | $4000.00           | $3754.49           | Corporate Debt Securities                         |
| LITHIA MTRS INC                SR GLBL 144A 30     | 2030-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1023.72           | Corporate Debt Securities                         |
| LIVE NATION ENTERTAINMENT INC  SR SEC GLBL 27      | 2027-05-15      | 6.5000%  | 0.0000% | $350000.00         | $356958.58         | Corporate Debt Securities                         |
| LOUISVILLE GAS & ELEC CO       1M GLBL BD 40       | 2040-11-15      | 5.1250%  | 0.0000% | $5000.00           | $4948.14           | Corporate Debt Securities                         |
| LUMEN TECHNOLOGIES INC         1LIEN GLBL 29       | 2029-04-15      | 4.1250%  | 0.0000% | $622.00            | $632.92            | Corporate Debt Securities                         |
| MBIA INC                       SR GLBL DEB 27      | 2027-07-15      | 7.1500%  | 0.0000% | $150000.00         | $150446.88         | Corporate Debt Securities                         |
| MPT OPER PTSHP LP/MPT FIN CORP SR GLBL NT 5%27     | 2027-10-15      | 5.0000%  | 0.0000% | $686000.00         | $679327.51         | Corporate Debt Securities                         |
| WARNERMEDIA HLDGS INC          SR GLBL NT 32       | 2032-03-15      | 4.2790%  | 0.0000% | $13000.00          | $10915.40          | Corporate Debt Securities                         |
| WARNERMEDIA HLDGS INC          SR GLBL 144A 29     | 2029-03-15      | 4.0540%  | 0.0000% | $1000000.00        | $985242.50         | Corporate Debt Securities                         |
| MAIN STR CAP CORP              SR GLBL NT 29       | 2029-03-01      | 6.9500%  | 0.0000% | $4000.00           | $4295.58           | Corporate Debt Securities                         |
| MARATHON OIL CORP              SR GLBL NT6.8%32    | 2032-03-15      | 6.8000%  | 0.0000% | $4000.00           | $4364.16           | Corporate Debt Securities                         |
| MARATHON OIL CORP              SR GLBL NT4.4%27    | 2027-07-15      | 4.4000%  | 0.0000% | $105000.00         | $104541.50         | Corporate Debt Securities                         |
| MARRIOTT INTL INC NEW          SR GLBL NN NT 29    | 2029-05-15      | 4.8750%  | 0.0000% | $2000.00           | $2065.29           | Corporate Debt Securities                         |
| MARVELL TECHNOLOGY INC         SR GLBL NT 30       | 2030-07-15      | 4.7500%  | 0.0000% | $3000.00           | $3043.32           | Corporate Debt Securities                         |
| MATADOR RES CO                 SR GLBL 144A 32     | 2032-04-15      | 6.5000%  | 0.0000% | $2000.00           | $2075.58           | Corporate Debt Securities                         |
| NATIONAL COLL ST LN TR 2006-2  C      20310925 FLT | 2031-09-25      | 4.2871%  | 0.0000% | $7000000.00        | $3341.39           | Asset-Backed Securities                           |
| FIELDSTONE MTG INV 2005-1      M8     20350325 FLT | 2035-03-25      | 5.8121%  | 0.0000% | $3000000.00        | $1966.88           | Asset-Backed Securities                           |
| CWHEQ HEQ LN TR 2006-S5        A-6    20350625 FLT | 2035-06-25      | 5.7500%  | 0.0000% | $8000000.00        | $0.65              | Asset-Backed Securities                           |
| SCIENCE APPLICATIONS INTL CORP SR GLBL 144A 28     | 2028-04-01      | 4.8750%  | 0.0000% | $31000.00          | $31409.34          | Corporate Debt Securities                         |
| SAN DIEGO GAS & ELEC CO        1M GLBL DDD BD26    | 2026-06-01      | 6.0000%  | 0.0000% | $2000.00           | $2031.05           | Corporate Debt Securities                         |
| FIELDSTONE MTG INV 2006-S1     M5     20370125 FLT | 2037-01-25      | 4.9871%  | 0.0000% | $3981000.00        | $2245.12           | Asset-Backed Securities                           |
| FIELDSTONE MTG INV 2006-S1     M4     20370125 FLT | 2037-01-25      | 4.8371%  | 0.0000% | $4078000.00        | $2231.85           | Asset-Backed Securities                           |
| FIELDSTONE MTG INV 2006-1      M7     20360525 FLT | 2036-05-25      | 5.4371%  | 0.0000% | $5000000.00        | $3069.79           | Asset-Backed Securities                           |
| FIELDSTONE MTG INV 2006-1      M5     20360525 FLT | 2036-05-25      | 4.5821%  | 0.0000% | $4000000.00        | $2075.83           | Asset-Backed Securities                           |
| FIELDSTONE MTG INV 2006-1      M4     20360525 FLT | 2036-05-25      | 4.5371%  | 0.0000% | $8861000.00        | $4554.18           | Asset-Backed Securities                           |
| FIELDSTONE MTG INV 2006-1      M3     20360525 FLT | 2036-05-25      | 4.3721%  | 0.0000% | $7527000.00        | $3730.57           | Asset-Backed Securities                           |
| FIELDSTONE MTG INV 2006-2      M5     20360725 FLT | 2036-07-25      | 4.4471%  | 0.0000% | $4000000.00        | $2015.83           | Asset-Backed Securities                           |
| FIELDSTONE MTG INV 2006-2      M4     20360725 FLT | 2036-07-25      | 4.4021%  | 0.0000% | $5000000.00        | $2494.79           | Asset-Backed Securities                           |
| FIELDSTONE MTG INV 2006-2      M3     20360725 FLT | 2036-07-25      | 4.2971%  | 0.0000% | $7600000.00        | $3703.41           | Asset-Backed Securities                           |
| FIELDSTONE MTG INV 2006-3      M7     20361125 FLT | 2036-11-25      | 0.0000%  | 0.0000% | $3015000.00        | $1700.33           | Asset-Backed Securities                           |
| FIELDSTONE MTG INV 2006-3      M4     20361125 FLT | 2036-11-25      | 0.0000%  | 0.0000% | $7200000.00        | $3544.50           | Asset-Backed Securities                           |
| SIGNAL PARENT INCORPORATED     SR 144A NT 29       | 2029-04-01      | 6.1250%  | 0.0000% | $44000.00          | $18490.85          | Corporate Debt Securities                         |
| MATCH GROUP HOLDINGS II LLC    SR GLBL 144A 29     | 2029-02-15      | 5.6250%  | 0.0000% | $99000.00          | $101744.40         | Corporate Debt Securities                         |
| MATCH GROUP HOLDINGS II LLC    GLBL 144A NT 28     | 2028-06-01      | 4.6250%  | 0.0000% | $2000.00           | $1997.16           | Corporate Debt Securities                         |
| MATTAMY GROUP CORP             SR 144A NT 6%33     | 2033-12-15      | 6.0000%  | 0.0000% | $4094000.00        | $4060988.71        | Corporate Debt Securities                         |
| MAUSER PACKAGING SOLUTIONS     2LIEN 144A NT 30    | 2030-04-15      | 9.2500%  | 0.0000% | $2000.00           | $2004.99           | Corporate Debt Securities                         |
| MCAFEE CORP                    SR 144A NT 30       | 2030-02-15      | 7.3750%  | 0.0000% | $2158000.00        | $1840454.80        | Corporate Debt Securities                         |
| MCDONALDS CORP                 FR 4.7%120935       | 2035-12-09      | 4.7000%  | 0.0000% | $3000.00           | $3004.49           | Corporate Debt Securities                         |
| MERCER INTL INC                SR GLBL NT 29       | 2029-02-01      | 5.1250%  | 0.0000% | $191000.00         | $123119.10         | Corporate Debt Securities                         |
| DTE GAS CO DISC COML PAPER     SR SEC NT 5.7%33    | 2033-03-15      | 5.7000%  | 0.0000% | $1000.00           | $1062.10           | Corporate Debt Securities                         |
| MIDAMERICAN ENERGY COMPANY     1ST MTG BD4.4%44    | 2044-10-15      | 4.4000%  | 0.0000% | $5000.00           | $4393.37           | Corporate Debt Securities                         |
| MIDCONTINENT COMM/FINANCE CORP SR 144A NT 8%32     | 2032-08-15      | 8.0000%  | 0.0000% | $720000.00         | $729112.80         | Corporate Debt Securities                         |
| MINERAL RES LTD                SR 144A NT8.5%30    | 2030-05-01      | 8.5000%  | 0.0000% | $446000.00         | $471579.83         | Corporate Debt Securities                         |
| MONA LISA RE LTD               -B-20251 144A 28    | 2028-01-07      | 14.0600% | 0.0000% | $13250000.00       | $13501750.00       | Corporate Debt Securities                         |
| MONA LISA RE LTD               EXT GLBL 144A 35    | 2035-01-08      | 9.0600%  | 0.0000% | $9500000.00        | $9485750.00        | Corporate Debt Securities                         |
| MONDELEZ INTL INC              SR GLBL NT 32       | 2032-10-15      | 1.8750%  | 0.0000% | $4000.00           | $3463.95           | Corporate Debt Securities                         |
| MOODYS CORP                    SR GLBL NT 28       | 2028-01-15      | 3.2500%  | 0.0000% | $4000.00           | $3951.82           | Corporate Debt Securities                         |
| MOOG INC                       SR GLBL 144A 27     | 2027-12-15      | 4.2500%  | 0.0000% | $50000.00          | $50002.62          | Corporate Debt Securities                         |
| MURPHY OIL CORP                SR GLBL NT 6%32     | 2032-10-01      | 6.0000%  | 0.0000% | $1189000.00        | $1212558.05        | Corporate Debt Securities                         |
| MURPHY OIL USA INC             SR GLBL NT 27       | 2027-05-01      | 5.6250%  | 0.0000% | $26000.00          | $26361.82          | Corporate Debt Securities                         |
| MYLAN N V                      SR GLBL NT 26       | 2026-06-15      | 3.9500%  | 0.0000% | $620000.00         | $622385.45         | Corporate Debt Securities                         |
| NCR VOYIX CORPORATION          SR GLBL 144A 29     | 2029-04-15      | 5.1250%  | 0.0000% | $99000.00          | $99662.10          | Corporate Debt Securities                         |
| NCL CORP LTD                   SR GLBL 144A 31     | 2031-01-15      | 5.8750%  | 0.0000% | $1159000.00        | $1163911.75        | Corporate Debt Securities                         |
| NRG ENERGY INC                 SR GLBL 144A 29     | 2029-06-15      | 5.2500%  | 0.0000% | $4833000.00        | $4885933.43        | Corporate Debt Securities                         |
| NRG ENERGY INC                 SR GLBL 144A 31     | 2031-02-15      | 3.6250%  | 0.0000% | $99000.00          | $94381.11          | Corporate Debt Securities                         |
| NRG ENERGY INC                 SR GLBL 144A 34     | 2034-01-15      | 5.7500%  | 0.0000% | $3763000.00        | $3850711.35        | Corporate Debt Securities                         |
| NAKAMA RE LTD                  -2-20231 144A 28    | 2028-05-09      | 7.4708%  | 0.0000% | $2417000.00        | $2494827.40        | Corporate Debt Securities                         |
| NATURE COAST RE LTD            -A-20251 144A 29    | 2029-01-15      | 15.0968% | 0.0000% | $1500000.00        | $1594650.00        | Corporate Debt Securities                         |
| NATURE COAST RE LTD            -A VR 144A BD 29    | 2029-04-10      | 13.2968% | 0.0000% | $6500000.00        | $6706050.00        | Corporate Debt Securities                         |
| NATWEST MKTS PLC US MEDIUM     FR 4.412%110630     | 2030-11-06      | 4.4120%  | 0.0000% | $1000.00           | $1009.00           | Corporate Debt Securities                         |
| NAVIENT CORPORATION            SR GLBL NT 28       | 2028-03-15      | 4.8750%  | 0.0000% | $21000.00          | $21014.52          | Corporate Debt Securities                         |
| NAVIENT CORPORATION            SR GLBL NT5.5%29    | 2029-03-15      | 5.5000%  | 0.0000% | $435000.00         | $434815.12         | Corporate Debt Securities                         |
| NAVIENT CORPORATION            SR GLBL NT 30       | 2030-07-25      | 9.3750%  | 0.0000% | $1074000.00        | $1158332.72        | Corporate Debt Securities                         |
| NEW YORK LIFE GLOBAL FDG       VR 060921-060926    | 2026-06-09      | 4.1788%  | 0.0000% | $2000.00           | $2014.51           | Corporate Debt Securities                         |
| NEWELL BRANDS INC              CR SEN SR GLBL36    | 2036-04-01      | 7.3750%  | 0.0000% | $75000.00          | $74516.14          | Corporate Debt Securities                         |
| NEWELL BRANDS INC              SR GLBL 144A 28     | 2028-06-01      | 8.5000%  | 0.0000% | $2912000.00        | $3097088.34        | Corporate Debt Securities                         |
| NEWMONT CORP                   GTD NT 6.25%39      | 2039-10-01      | 6.2500%  | 0.0000% | $2000.00           | $2226.62           | Corporate Debt Securities                         |
| NEWMONT CORP                   SR GLBL NT 30       | 2030-10-01      | 2.2500%  | 0.0000% | $2000.00           | $1862.28           | Corporate Debt Securities                         |
| XPLR INFRASTRUCTURE            SR GLBL 144A 26     | 2026-10-15      | 3.8750%  | 0.0000% | $388000.00         | $390445.21         | Corporate Debt Securities                         |
| XPLR INFRASTRUCTURE            SR GLBL 144A 29     | 2029-01-15      | 7.2500%  | 0.0000% | $251000.00         | $259652.18         | Corporate Debt Securities                         |
| NEXSTAR BROADCASTING INC       SR GLBL 144A 27     | 2027-07-15      | 5.6250%  | 0.0000% | $3499000.00        | $3507690.64        | Corporate Debt Securities                         |
| NISSAN MTR ACCEP CO LLC        FR 2.75%030928      | 2028-03-09      | 2.7500%  | 0.0000% | $80000.00          | $76912.87          | Corporate Debt Securities                         |
| NISSAN MOTOR CO LTD            SR GLBL 144A 30     | 2030-09-17      | 4.8100%  | 0.0000% | $600000.00         | $577098.17         | Corporate Debt Securities                         |
| NOKIA CORP                     SR NT 6.625%39      | 2039-05-15      | 6.6250%  | 0.0000% | $57000.00          | $61993.32          | Corporate Debt Securities                         |
| NORFOLK SOUTHN CORP            SR GLBL NT4.1%49    | 2049-05-15      | 4.1000%  | 0.0000% | $6000.00           | $4851.07           | Corporate Debt Securities                         |
| NORTHERN STS PWR CO MINN       1M GLBL BD 35       | 2035-07-15      | 5.2500%  | 0.0000% | $4000.00           | $4088.75           | Corporate Debt Securities                         |
| NORTHROP GRUMMAN CORP          SR GLBL NT 40       | 2040-05-01      | 5.1500%  | 0.0000% | $3000.00           | $3036.85           | Corporate Debt Securities                         |
| NORTHWESTERN MUT LIFE INS CO   SUB 144A NT 59      | 2059-09-30      | 3.6250%  | 0.0000% | $4000.00           | $2849.17           | Corporate Debt Securities                         |
| NOVA CHEMICALS CORP MTN BE     1LIEN GLBL 28       | 2028-11-15      | 8.5000%  | 0.0000% | $52000.00          | $55217.15          | Corporate Debt Securities                         |
| NOVA CHEMICALS CORP MTN BE     SR 144A NT 9%30     | 2030-02-15      | 9.0000%  | 0.0000% | $292000.00         | $323416.28         | Corporate Debt Securities                         |
| NOVELIS CORP                   SR GLBL 144A 30     | 2030-01-30      | 4.7500%  | 0.0000% | $25000.00          | $24243.25          | Corporate Debt Securities                         |
| NUCOR CORP                     SR GLBL NT4.3%27    | 2027-05-23      | 4.3000%  | 0.0000% | $4000.00           | $4057.25           | Corporate Debt Securities                         |
| OCCIDENTAL PETE CORP           SR GLBL NT4.2%48    | 2048-03-15      | 4.2000%  | 0.0000% | $10000.00          | $7625.50           | Corporate Debt Securities                         |
| OCCIDENTAL PETE CORP           SR GLBL NT 32       | 2032-01-01      | 5.3750%  | 0.0000% | $152000.00         | $156835.10         | Corporate Debt Securities                         |
| OI EUROPEAN GROUP BV           SR GLBL 144A 30     | 2030-02-15      | 4.7500%  | 0.0000% | $380000.00         | $375930.52         | Corporate Debt Securities                         |
| OLIN CORP                      SR GLBL NT 5%30     | 2030-02-01      | 5.0000%  | 0.0000% | $6000.00           | $6047.11           | Corporate Debt Securities                         |
| ONCOR ELEC DELIVERY CO LLC     SR SEC GLBL NT28    | 2028-05-15      | 4.3000%  | 0.0000% | $4000.00           | $4065.79           | Corporate Debt Securities                         |
| 1011778 B.C. UNLIMITED LIABILI 2LIEN GLBL 30       | 2030-10-15      | 4.0000%  | 0.0000% | $365000.00         | $351844.18         | Corporate Debt Securities                         |
| ONESKY FLIGHT LLC              SR 144A NT 29       | 2029-12-15      | 8.8750%  | 0.0000% | $739000.00         | $798795.26         | Corporate Debt Securities                         |
| 1261229 BC LTD                 1LIEN GLBL 32       | 2032-04-15      | 10.0000% | 0.0000% | $8963000.00        | $9466959.61        | Corporate Debt Securities                         |
| ONTARIO GAMING GTA LTD PARTNER SR SEC 144A NT30    | 2030-08-01      | 8.0000%  | 0.0000% | $417000.00         | $417028.26         | Corporate Debt Securities                         |
| P & L DEVELOPMENT LLC/  PLD FI SR SEC PIK 29       | 2029-05-15      | 12.0000% | 0.0000% | $1343.00           | $1399.30           | Corporate Debt Securities                         |
| PPL ELEC UTILS CORP            1MTG BD 4.15% 45    | 2045-10-01      | 4.1500%  | 0.0000% | $5000.00           | $4269.09           | Corporate Debt Securities                         |
| PRA GROUP INC                  SR 144A NT 30       | 2030-01-31      | 8.8750%  | 0.0000% | $2916000.00        | $3067267.50        | Corporate Debt Securities                         |
| BEAR STEARNS ARM TR 2003-9     II-A-1 20340225 FLT | 2034-02-25      | 5.5659%  | 0.0000% | $100000.00         | $470.02            | Private Label Collateralized Mortgage Obligations |
| UKG INC                        SR SEC REGS NT31    | 2031-02-01      | 6.8750%  | 0.0000% | $280000.00         | $289339.13         | Corporate Debt Securities                         |
| US FOODS INC                   SR GLBL REGS 30     | 2030-06-01      | 4.6250%  | 0.0000% | $146000.00         | $144840.74         | Corporate Debt Securities                         |
| VISTRA OPERATIONS CO LLC       SR GLBL REGS 32     | 2032-04-15      | 6.8750%  | 0.0000% | $100000.00         | $107154.21         | Corporate Debt Securities                         |
| ZF NORTH AMER CAP INC          REGS NT 7.5%31      | 2031-03-24      | 7.5000%  | 0.0000% | $450000.00         | $471897.00         | Corporate Debt Securities                         |
| URSA RE LTD                    EXTND-AA 144A 30    | 2030-12-07      | 9.0600%  | 0.0000% | $2440000.00        | $2501976.00        | Corporate Debt Securities                         |
| UWM HLDGS LLC                  SR GLBL 144A 30     | 2030-02-01      | 6.6250%  | 0.0000% | $4724000.00        | $4956047.47        | Corporate Debt Securities                         |
| UNION PAC CORP                 SR GLBL NT 26       | 2026-03-01      | 2.7500%  | 0.0000% | $4000.00           | $4041.57           | Corporate Debt Securities                         |
| UNION PAC CORP                 SR GLBL NT 38       | 2038-09-10      | 4.3750%  | 0.0000% | $4000.00           | $3930.62           | Corporate Debt Securities                         |
| UNITED RENTALS NORTH AMER INC  2LIEN GLBL NT 27    | 2027-11-15      | 3.8750%  | 0.0000% | $8270000.00        | $8263987.02        | Corporate Debt Securities                         |
| UNITED RENTALS NORTH AMER INC  SR GLBL NT 32       | 2032-01-15      | 3.7500%  | 0.0000% | $897000.00         | $839387.93         | Corporate Debt Securities                         |
| UNITEDHEALTH GROUP INC         SR GLBL NT 35       | 2035-07-15      | 4.6250%  | 0.0000% | $4000.00           | $3931.31           | Corporate Debt Securities                         |
| UNITI SVC LLC / UNITI FIBER    SR GLBL 144A 32     | 2032-06-15      | 8.6250%  | 0.0000% | $40000.00          | $40337.25          | Corporate Debt Securities                         |
| UNIVISION COMMUNICATIONS INC   1LIEN 144A NT 28    | 2028-08-15      | 8.0000%  | 0.0000% | $638000.00         | $682313.35         | Corporate Debt Securities                         |
| URSA RE II LIMITED             -FG-20252 144A28    | 2028-06-07      | 11.4022% | 0.0000% | $7750000.00        | $7772475.00        | Corporate Debt Securities                         |
| VAIL RESORTS INC               SR GLBL 144A 30     | 2030-07-15      | 5.6250%  | 0.0000% | $70000.00          | $71258.16          | Corporate Debt Securities                         |
| VALARIS LTD                    2LIEN 144A NT 30    | 2030-04-30      | 8.3750%  | 0.0000% | $91000.00          | $96972.10          | Corporate Debt Securities                         |
| VALLEY NATL BANCORP            LW TIER II 31       | 2031-06-15      | 3.0000%  | 0.0000% | $2000.00           | $1923.98           | Corporate Debt Securities                         |
| VENTURE GLOBAL PLAQUEMINES LNG SR SEC 144A NT34    | 2034-01-15      | 6.5000%  | 0.0000% | $60000.00          | $62335.70          | Corporate Debt Securities                         |
| VENTURE GLOBAL LNG INC         SR SEC 144A NT29    | 2029-02-01      | 9.5000%  | 0.0000% | $3426000.00        | $3809013.48        | Corporate Debt Securities                         |
| VERAISON RE LTD                EXTND-A 144A 33     | 2033-03-08      | 7.0468%  | 0.0000% | $9500000.00        | $9685250.00        | Corporate Debt Securities                         |
| VERISIGN INC                   SR GLBL NT 32       | 2032-06-01      | 5.2500%  | 0.0000% | $3000.00           | $3101.59           | Corporate Debt Securities                         |
| VERIZON COMMUNICATIONS INC     SR GLBL NT 35       | 2035-09-15      | 5.8500%  | 0.0000% | $1000.00           | $1085.43           | Corporate Debt Securities                         |
| VERMILION ENERGY INC           SR 144A NT 30       | 2030-05-01      | 6.8750%  | 0.0000% | $409000.00         | $415297.18         | Corporate Debt Securities                         |
| PARAMOUNT GLOBAL               SR GLBL DEB 30      | 2030-07-30      | 7.8750%  | 0.0000% | $4000.00           | $4301.76           | Corporate Debt Securities                         |
| PARAMOUNT GLOBAL               SR GLBL DB5.5%33    | 2033-05-15      | 5.5000%  | 0.0000% | $572000.00         | $546407.77         | Corporate Debt Securities                         |
| VIASAT INC                     SR SEC 144A NT31    | 2031-05-30      | 7.5000%  | 0.0000% | $1150000.00        | $1131588.50        | Corporate Debt Securities                         |
| PARAMOUNT GLOBAL               JR SB GLBL DB 57    | 2057-02-28      | 6.2500%  | 0.0000% | $95000.00          | $89819.54          | Corporate Debt Securities                         |
| VIATRIS INC                    SR GLBL NT2.3%27    | 2027-06-22      | 2.3000%  | 0.0000% | $10000.00          | $9755.48           | Corporate Debt Securities                         |
| VIATRIS INC                    SR GLBL NT 40       | 2040-06-22      | 3.8500%  | 0.0000% | $25000.00          | $19351.35          | Corporate Debt Securities                         |
| VICI PROPERTIES LP             SR GLBL NT 28       | 2028-04-01      | 4.7500%  | 0.0000% | $4000.00           | $4102.65           | Corporate Debt Securities                         |
| VICTRA HLDGS LLC / VICTRA FIN  SR SEC GLBL 29      | 2029-09-15      | 8.7500%  | 0.0000% | $50000.00          | $54267.62          | Corporate Debt Securities                         |
| VIDEOTRON LTD/ VIDEOTRON LTEE  SR 144A NT 29       | 2029-06-15      | 3.6250%  | 0.0000% | $2000.00           | $1962.38           | Corporate Debt Securities                         |
| VIKING BAKED GOODS ACQU CORP   SR SEC GLBL 31      | 2031-11-01      | 8.6250%  | 0.0000% | $75000.00          | $76247.47          | Corporate Debt Securities                         |
| VIRGIN MEDIA VENDOR FING NTS   SR GLBL 144A 28     | 2028-07-15      | 5.0000%  | 0.0000% | $3661000.00        | $3670677.24        | Corporate Debt Securities                         |
| VISTAJET MALTA FIN P L C / X   SR 144A NT 27       | 2027-05-01      | 7.8750%  | 0.0000% | $50000.00          | $51232.94          | Corporate Debt Securities                         |
| VISTAJET MALTA FIN P L C       SR 144A NT9.5%28    | 2028-06-01      | 9.5000%  | 0.0000% | $556000.00         | $583449.41         | Corporate Debt Securities                         |
| VMED O2 UK FING I PLC          SR SEC GLBL 33      | 2033-01-15      | 6.7500%  | 0.0000% | $5955000.00        | $5941645.91        | Corporate Debt Securities                         |
| W & T OFFSHORE INC             SR SEC GLBL 29      | 2029-02-01      | 10.7500% | 0.0000% | $200000.00         | $207940.28         | Corporate Debt Securities                         |
| WMG ACQUISITION CORP           SR SEC 144A NT29    | 2029-12-01      | 3.7500%  | 0.0000% | $3123000.00        | $3021520.72        | Corporate Debt Securities                         |
| WALGREENS BOOTS ALLIANCE INC   GLBL NT 3.2%30      | 2030-04-15      | 3.2000%  | 0.0000% | $1309000.00        | $1100899.54        | Corporate Debt Securities                         |
| WALGREENS BOOTS ALLIANCE INC   GLBL NT 4.1%50      | 2050-04-15      | 4.1000%  | 0.0000% | $309000.00         | $183687.62         | Corporate Debt Securities                         |
| WELLS FARGO & CO               SR NT 3%26          | 2026-10-23      | 3.0000%  | 0.0000% | $4000.00           | $4008.61           | Corporate Debt Securities                         |
| WELLS FARGO & CO               FR 4.97%042329      | 2029-04-23      | 4.9700%  | 0.0000% | $4000.00           | $4127.81           | Corporate Debt Securities                         |
| WEST TECHNOLOGY GROUP LLC      SR 144A NT8.5%27    | 2027-04-10      | 8.5000%  | 0.0000% | $25000.00          | $3649.31           | Corporate Debt Securities                         |
| WEX INC                        SR GLBL 144A 33     | 2033-03-15      | 6.5000%  | 0.0000% | $766000.00         | $801354.73         | Corporate Debt Securities                         |
| WHIRLPOOL CORP                 SR GLBL NT4.7%32    | 2032-05-14      | 4.7000%  | 0.0000% | $37000.00          | $34164.03          | Corporate Debt Securities                         |
| WILLIAMS COS INC               SR GLBL NT 44       | 2044-06-24      | 5.7500%  | 0.0000% | $2000.00           | $2006.72           | Corporate Debt Securities                         |
| WEC ENERGY GROUP INC           SR NT 6.2%33        | 2033-04-01      | 6.2000%  | 0.0000% | $2000.00           | $2191.99           | Corporate Debt Securities                         |
| XPO INC                        SR GLBL 144A 32     | 2032-02-01      | 7.1250%  | 0.0000% | $420000.00         | $456278.37         | Corporate Debt Securities                         |
| XPLR INFRASTRUCTURE            SR 144A NT 33       | 2033-03-15      | 8.6250%  | 0.0000% | $1751000.00        | $1893012.67        | Corporate Debt Securities                         |
| YALE UNIV                      SR GLBL 2020A 30    | 2030-04-15      | 1.4820%  | 0.0000% | $5000.00           | $4531.06           | Corporate Debt Securities                         |
| YUM BRANDS INC                 SR GLBL NT 37       | 2037-11-15      | 6.8750%  | 0.0000% | $98000.00          | $109153.67         | Corporate Debt Securities                         |
| ZIPRECRUITER INC               SR GLBL 144A 30     | 2030-01-15      | 5.0000%  | 0.0000% | $552000.00         | $380721.76         | Corporate Debt Securities                         |
| KLABIN AUSTRIA GMBH            SR GLBL REGS 29     | 2029-04-03      | 5.7500%  | 0.0000% | $485000.00         | $502696.44         | Corporate Debt Securities                         |
| FIRST QUANTUM MINERALS LTD     REGS NT 8.625%31    | 2031-06-01      | 8.6250%  | 0.0000% | $200000.00         | $212847.08         | Corporate Debt Securities                         |
| GFL ENVIRONMENTAL INC          SR GLBL REGS 29     | 2029-06-15      | 4.7500%  | 0.0000% | $52000.00          | $51941.63          | Corporate Debt Securities                         |
| TELESAT CDA / TELESAT LLC      SR SEC GLBL 26      | 2026-12-06      | 5.6250%  | 0.0000% | $4050000.00        | $3226710.94        | Corporate Debt Securities                         |
| GLENCORE FINANCE CANADA LTD    GLBL REGS NT6%41    | 2041-11-15      | 6.0000%  | 0.0000% | $2000.00           | $2096.62           | Corporate Debt Securities                         |
| ELECTRICITE DE FRANCE SA       SR REGS NT 44       | 2044-01-22      | 4.8750%  | 0.0000% | $4000.00           | $3612.85           | Corporate Debt Securities                         |
| ENERGUATE TRUST                1LIEN REGS NT 35    | 2035-09-15      | 6.3500%  | 0.0000% | $275000.00         | $280532.62         | Corporate Debt Securities                         |
| VALE OVERSEAS LTD              SUB REGS NT 6%56    | 2056-02-25      | 6.0000%  | 0.0000% | $845000.00         | $858801.67         | Corporate Debt Securities                         |
| VALARIS LTD                    2LIEN REGS NT 30    | 2030-04-30      | 8.3750%  | 0.0000% | $88000.00          | $93775.22          | Corporate Debt Securities                         |
| NISSAN MOTOR CO LTD            SR GLBL REGS 30     | 2030-09-17      | 4.8100%  | 0.0000% | $801000.00         | $770426.05         | Corporate Debt Securities                         |
| MINERVA LUXEMBOURG S A         SR REGS NT 33       | 2033-09-13      | 8.8750%  | 0.0000% | $35655000.00       | $40137700.11       | Corporate Debt Securities                         |
| RAIZEN FUELS FINANCE SA        GLBL REGS NT 27     | 2027-01-20      | 5.3000%  | 0.0000% | $3600000.00        | $3485744.00        | Corporate Debt Securities                         |
| BRASKEM NETH FIN B V           SR GLBL REGS 34     | 2034-10-15      | 8.0000%  | 0.0000% | $2539000.00        | $1056917.99        | Corporate Debt Securities                         |
| BANCO GENERAL S A              ALT TIER I PERP     | 2500-12-31      | 5.2500%  | 0.0000% | $350000.00         | $338066.46         | Corporate Debt Securities                         |
| BANCO GNB SUDAMERIS S A        LW TIER II 27       | 2027-04-03      | 7.0510%  | 0.0000% | $10000.00          | $10242.48          | Corporate Debt Securities                         |
| BANCO MERCANTIL DEL NORTE S A  ALT TIER I PERP     | 2500-12-31      | 5.8750%  | 0.0000% | $6967000.00        | $6936060.71        | Corporate Debt Securities                         |
| BANCO MERCANTIL DEL NORTE S A  ALT TIER I PERP     | 2500-12-31      | 6.6250%  | 0.0000% | $483000.00         | $475438.23         | Corporate Debt Securities                         |
| BRF SA                         SR GLBL REGS 30     | 2030-01-24      | 4.8750%  | 0.0000% | $735000.00         | $714340.99         | Corporate Debt Securities                         |
| CARNIVAL CORP                  SR GLBL REGS 31     | 2031-06-15      | 5.8750%  | 0.0000% | $199000.00         | $207135.87         | Corporate Debt Securities                         |
| EMPRESA DE TRANSMISION ELEC    SR GLBL REGS 49     | 2049-05-02      | 5.1250%  | 0.0000% | $560000.00         | $439145.16         | Corporate Debt Securities                         |
| BANCO DO BRASIL S A GRAND CAYM FR 4.875%011129     | 2029-01-11      | 4.8750%  | 0.0000% | $378000.00         | $380223.74         | Corporate Debt Securities                         |
| INSTITUTO COSTARRI             GLBL REGS NT 31     | 2031-10-07      | 6.7500%  | 0.0000% | $318000.00         | $340427.74         | Corporate Debt Securities                         |
| ORBIA ADVANCE CORP S A B DE CV SR GLBL REGS 44     | 2044-09-17      | 5.8750%  | 0.0000% | $733000.00         | $617409.46         | Corporate Debt Securities                         |
| LATAM AIRLINES GROUP SA        SR SEC REGS NT31    | 2031-01-07      | 7.6250%  | 0.0000% | $10430000.00       | $11038815.03       | Corporate Debt Securities                         |
| NEUQUEN PROV ARGENTINA         SR GLBL STEP 30     | 2030-04-27      | 6.8750%  | 0.0000% | $509.00            | $348.07            | Corporate Debt Securities                         |
| PROVINCIA DE RIO NEGRO         GLBL AMZ REGS 28    | 2028-03-10      | 6.8750%  | 0.0000% | $1097.00           | $590.89            | Corporate Debt Securities                         |
| PLUSPETROL S A                 SR GLBL REGS 31     | 2031-05-18      | 8.1250%  | 0.0000% | $799000.00         | $820437.17         | Corporate Debt Securities                         |
| ORBIA ADVANCE CORP S A B DE CV SR GLBL REGS 35     | 2035-05-13      | 7.5000%  | 0.0000% | $1485000.00        | $1514761.88        | Corporate Debt Securities                         |
| PROVINCE OF SANTA FE           SR AMZ REGS NT34    | 2034-12-11      | 8.1000%  | 0.0000% | $491000.00         | $483426.32         | Corporate Debt Securities                         |
| YPF SOCIEDAD ANONIMA           SR SEC GLBL 31      | 2031-01-17      | 9.5000%  | 0.0000% | $333000.00         | $353915.92         | Corporate Debt Securities                         |
| YPF SOCIEDAD ANONIMA           GLBL AMZ REGS 31    | 2031-09-11      | 8.7500%  | 0.0000% | $539.00            | $574.38            | Corporate Debt Securities                         |
| FMG RESOURCES AUGUST 2006 PTY  SR GLBL REGS 27     | 2027-09-15      | 4.5000%  | 0.0000% | $190000.00         | $193162.55         | Corporate Debt Securities                         |
| FMG RESOURCES AUGUST 2006 PTY  SR REGS NT 30       | 2030-04-15      | 5.8750%  | 0.0000% | $50000.00          | $52287.27          | Corporate Debt Securities                         |
| ADVANCE AUTO PARTS INC         SR GLBL REGS 30     | 2030-08-01      | 7.0000%  | 0.0000% | $4000.00           | $4205.97           | Corporate Debt Securities                         |
| AMC NETWORKS INC               SR SEC GLBL 29      | 2029-01-15      | 10.2500% | 0.0000% | $350000.00         | $366404.79         | Corporate Debt Securities                         |
| ARAMARK SVCS INC               SR GLBL REGS 28     | 2028-02-01      | 5.0000%  | 0.0000% | $63000.00          | $64522.15          | Corporate Debt Securities                         |
| ASP UNIFRAX HOLDINGS INC       SR PIK REGS NT29    | 2029-09-30      | 11.1750% | 0.0000% | $1014.00           | $780.08            | Corporate Debt Securities                         |
| BUILDERS FIRSTSOURCE INC       SR GLBL REGS 35     | 2035-05-15      | 6.7500%  | 0.0000% | $725000.00         | $772699.56         | Corporate Debt Securities                         |
| BMW US CAP LLC                 REGS NT 1.25%26     | 2026-08-12      | 1.2500%  | 0.0000% | $4000.00           | $3967.37           | Corporate Debt Securities                         |
| REINSURANCE GROUP AMER INC     SUB GLBL DEB 55     | 2055-09-15      | 6.6500%  | 0.0000% | $4000.00           | $4230.87           | Corporate Debt Securities                         |
| RESIDENTIAL REINS 2023 LTD     EXTND-5 144A 30     | 2030-12-06      | 9.5400%  | 0.0000% | $1250000.00        | $1307750.00        | Corporate Debt Securities                         |
| RESIDENTIAL REINS 2025 LTD     VAR 144A NT 29      | 2029-06-06      | 16.6522% | 0.0000% | $250000.00         | $256750.00         | Corporate Debt Securities                         |
| RESIDENTIAL REINS 2025 LTD     EXT GLBL 144A 33    | 2033-06-06      | 11.4022% | 0.0000% | $5750000.00        | $5971375.00        | Corporate Debt Securities                         |
| RGA GLOBAL FUNDING             SR SEC GLBL 29      | 2029-01-18      | 2.7000%  | 0.0000% | $4000.00           | $3821.40           | Corporate Debt Securities                         |
| RIO OIL FIN TR                 SR SEC GLBL 27      | 2027-01-06      | 9.7500%  | 0.0000% | $750000.00         | $97585.70          | Corporate Debt Securities                         |
| RIVERS ENTERPRISE LENDER LLC / 1LIEN GLBL 30       | 2030-10-15      | 6.2500%  | 0.0000% | $86000.00          | $89080.90          | Corporate Debt Securities                         |
| ROCKCLIFF ENERGY II LLC        SR 144A NT5.5%29    | 2029-10-15      | 5.5000%  | 0.0000% | $2076000.00        | $2087234.62        | Corporate Debt Securities                         |
| QUICKEN LNS LLC/QUICKEN LNS CO SR 144A NT 26       | 2026-10-15      | 2.8750%  | 0.0000% | $712000.00         | $708842.58         | Corporate Debt Securities                         |
| ROCKET SOFTWARE INC            SR 144A NT6.5%29    | 2029-02-15      | 6.5000%  | 0.0000% | $34000.00          | $32281.02          | Corporate Debt Securities                         |
| ROCKIES EXPRESS PIPELINE LLC   SR GLBL 144A 38     | 2038-07-15      | 7.5000%  | 0.0000% | $50000.00          | $54820.75          | Corporate Debt Securities                         |
| ROCKIES EXPRESS PIPELINE LLC   SR 144A NT 33       | 2033-03-15      | 6.7500%  | 0.0000% | $83000.00          | $89672.58          | Corporate Debt Securities                         |
| ROYAL BK CDA                   FR 4.97%050231      | 2031-05-02      | 4.9700%  | 0.0000% | $4000.00           | $4144.52           | Corporate Debt Securities                         |
| SBA COMMUNICATIONS CORP        SR GLBL NT 27       | 2027-02-15      | 3.8750%  | 0.0000% | $776000.00         | $783698.24         | Corporate Debt Securities                         |
| SCIH SALT HOLDINGS INC         SR GLBL 144A 29     | 2029-05-01      | 6.6250%  | 0.0000% | $2000000.00        | $2032096.94        | Corporate Debt Securities                         |
| SLM CORP                       SR GLBL NT 26       | 2026-11-02      | 3.1250%  | 0.0000% | $92000.00          | $91339.34          | Corporate Debt Securities                         |
| SM ENERGY COMPANY              SR GLBL 144A 29     | 2029-08-01      | 6.7500%  | 0.0000% | $172000.00         | $179563.27         | Corporate Debt Securities                         |
| SM ENERGY COMPANY              SR GLBL 144A 32     | 2032-08-01      | 7.0000%  | 0.0000% | $316000.00         | $328189.88         | Corporate Debt Securities                         |
| SPCM SA                        SR GLBL 144A 30     | 2030-03-15      | 3.3750%  | 0.0000% | $1100000.00        | $1049428.88        | Corporate Debt Securities                         |
| PORSCHE FIN AUTO SECRIT 2024-1 A-2B   20280124 FLT | 2028-01-24      | 3.9796%  | 0.0000% | $100000.00         | $1360.20           | Asset-Backed Securities                           |
| RESEARCHODRI PAG MT TR  2025-1 D      20330627 10. | 2033-06-27      | 10.1800% | 0.0000% | $14443000.00       | $13844263.83       | Asset-Backed Securities                           |
| RASC TRUST 2005-KS11           M-3    20351225 FLT | 2035-12-25      | 4.4471%  | 0.0000% | $400000.00         | $314652.83         | Asset-Backed Securities                           |
| SLM PRIVATE ST LN TR 2003-A    A-3    20320615 FLT | 2032-06-15      | 0.0100%  | 0.0000% | $50000.00          | $50113.62          | Asset-Backed Securities                           |
| SLM PRIVATE ST LN TR 2003-A    A-4    20320615 FLT | 2032-06-15      | 0.0100%  | 0.0000% | $4233000.00        | $4242618.93        | Asset-Backed Securities                           |
| SLM PRIVATE ST LN TR 2003-C    A-3    20320915 FLT | 2032-09-15      | 0.0100%  | 0.0000% | $6300000.00        | $6314840.91        | Asset-Backed Securities                           |
| SLM STUDENT LOAN TR 2008-3     B      20830426 FLT | 2083-04-26      | 5.3486%  | 0.0000% | $240000.00         | $248046.79         | Asset-Backed Securities                           |
| SLM STUDENT LOAN TR 2008-5     B      20730725 FLT | 2073-07-25      | 5.9986%  | 0.0000% | $1190000.00        | $1255078.14        | Asset-Backed Securities                           |
| SLM STUDENT LOAN TR 2012-1     A-3    20280925 FLT | 2028-09-25      | 4.7618%  | 0.0000% | $1310000.00        | $362999.19         | Asset-Backed Securities                           |
| STWD LTD 2021-FL2              A-S    20380416 FLT | 2038-04-16      | 5.2419%  | 0.0000% | $217500.00         | $217910.75         | Asset-Backed Securities                           |
| SACO I TRUST 2006-5            I-A    20360425 FLT | 2036-04-25      | 4.0871%  | 0.0000% | $4508000.00        | $1940.43           | Asset-Backed Securities                           |
| SALUDA GRADE MTG TR 2021-FIG2  A-1    20511025 FLT | 2051-10-25      | 2.6320%  | 0.0000% | $94000000.00       | $18432001.71       | Asset-Backed Securities                           |
| SASCO ARC 2004-1               A      20340627 5.2 | 2034-06-27      | 5.2500%  | 0.0000% | $5920000.00        | $194.50            | Asset-Backed Securities                           |
| SKYBOX CDO LTD 2005-1          A      20401211 FLT | 2040-12-11      | 2.6884%  | 0.0000% | $1889000.00        | $46878.87          | Asset-Backed Securities                           |
| SOUND POINT CLO LTD 2021-32    E      20341025 FLT | 2034-10-25      | 10.6296% | 0.0000% | $500000.00         | $435750.53         | Asset-Backed Securities                           |
| SYMPHONY CLO LTD 2014-15       SUB    20261019 FLT | 2026-10-19      | 0.0000%  | 0.0000% | $317568.00         | $0.32              | Asset-Backed Securities                           |
| TOWD POINT ASSET TR 2021-SL1   D      20611121 FLT | 2061-11-21      | 5.4898%  | 0.0000% | $984000.00         | $970380.48         | Asset-Backed Securities                           |
| TOWD POINT MTG TR 2024-CES6    B1     20641125 FLT | 2064-11-25      | 8.0000%  | 0.0000% | $12053000.00       | $12386077.97       | Asset-Backed Securities                           |
| UPST SECURITIZATION TR 2025-1  C      20350420 9.2 | 2035-04-20      | 9.2700%  | 0.0000% | $3000000.00        | $3203157.00        | Asset-Backed Securities                           |
| VENTURE 33 CLO 2018            SUB    20310715 FLT | 2031-07-15      | 0.0000%  | 0.0000% | $4250000.00        | $425.00            | Asset-Backed Securities                           |
| PACCAR FINANCIAL CORP          FR 4.45%033026      | 2026-03-30      | 4.4500%  | 0.0000% | $4000.00           | $4063.73           | Corporate Debt Securities                         |
| PACIFIC LIFE GLOBAL FDG II MED SR SEC FL 144A26    | 2026-06-04      | 4.3296%  | 0.0000% | $4000.00           | $4032.39           | Corporate Debt Securities                         |
| PARK INTER HLDGS LLC / PK DOME SR GLBL 144A 30     | 2030-02-01      | 7.0000%  | 0.0000% | $21000.00          | $22346.64          | Corporate Debt Securities                         |
| PATRICK INDS INC               SR GLBL 144A 29     | 2029-05-01      | 4.7500%  | 0.0000% | $683000.00         | $684675.44         | Corporate Debt Securities                         |
| PENN ENTERTAINMENT INC         SR GLBL 144A 29     | 2029-07-01      | 4.1250%  | 0.0000% | $20000.00          | $18622.66          | Corporate Debt Securities                         |
| PERIMETER HOLDINGS LLC         1LIEN GLBL 34       | 2034-01-15      | 6.2500%  | 0.0000% | $394000.00         | $397298.22         | Corporate Debt Securities                         |
| PETROBRAS GLOBAL FINANCE BV    SR GLBL NT6.9%49    | 2049-03-19      | 6.9000%  | 0.0000% | $338000.00         | $342545.54         | Corporate Debt Securities                         |
| PETROBRAS GLOBAL FINANCE BV    SR GLBL NT 36       | 2036-01-10      | 6.2500%  | 0.0000% | $16565000.00       | $16376527.11       | Corporate Debt Securities                         |
| PETROLEOS MEXICANOS            SR GLBL BD6.5%41    | 2041-06-02      | 6.5000%  | 0.0000% | $444000.00         | $390685.47         | Corporate Debt Securities                         |
| PETROLEOS MEXICANOS            SR GLBL BD5.5%44    | 2044-06-27      | 5.5000%  | 0.0000% | $436000.00         | $333950.57         | Corporate Debt Securities                         |
| PETROLEOS DEL PERU - PETROPERU SR GLBL 144A 32     | 2032-06-19      | 4.7500%  | 0.0000% | $1200000.00        | $919091.67         | Corporate Debt Securities                         |
| PETROLEOS MEXICANOS            PERP FR 6.625%      | 2500-12-31      | 6.6250%  | 0.0000% | $411000.00         | $307074.08         | Corporate Debt Securities                         |
| FREEPORT MCMORAN INC           SR NT 6.125%34      | 2034-03-15      | 6.1250%  | 0.0000% | $1000.00           | $1081.03           | Corporate Debt Securities                         |
| PHILLIPS 66                    SR GLBL NT1.3%26    | 2026-02-15      | 1.3000%  | 0.0000% | $2000.00           | $2008.76           | Corporate Debt Securities                         |
| PHILLIPS 66 PARTNERS LP        SR NT 3.75%28       | 2028-03-01      | 3.7500%  | 0.0000% | $5000.00           | $4976.10           | Corporate Debt Securities                         |
| PILGRIMS PRIDE CORP            SR GLBL NT 31       | 2031-04-15      | 4.2500%  | 0.0000% | $63000.00          | $61955.20          | Corporate Debt Securities                         |
| POTOMAC ELEC PWR CO            1M BD 4.15%43       | 2043-03-15      | 4.1500%  | 0.0000% | $5000.00           | $4311.81           | Corporate Debt Securities                         |
| PRAIRIE ACQUIROR LP            SR SEC GLBL 29      | 2029-08-01      | 9.0000%  | 0.0000% | $3000.00           | $3242.88           | Corporate Debt Securities                         |
| PREMIER ENTMT SUB LLC / PREMIE SR GLBL 144A 29     | 2029-09-01      | 5.6250%  | 0.0000% | $75000.00          | $57152.34          | Corporate Debt Securities                         |
| PREMIER ENTMT SUB LLC / PREMIE SR GLBL 144A 31     | 2031-09-01      | 5.8750%  | 0.0000% | $2000.00           | $1358.63           | Corporate Debt Securities                         |
| PROCTER & GAMBLE CO            SR GLBL NT 3%30     | 2030-03-25      | 3.0000%  | 0.0000% | $5000.00           | $4873.28           | Corporate Debt Securities                         |
| PROSPECT CAP CORP              SR GLBL NT 28       | 2028-10-15      | 3.4370%  | 0.0000% | $54000.00          | $48492.79          | Corporate Debt Securities                         |
| PROVIDENT FDG ASSOCIATES LP    SR 144A NT 29       | 2029-09-15      | 9.7500%  | 0.0000% | $288000.00         | $314848.08         | Corporate Debt Securities                         |
| PUBLIC SERVICE CO COLO         1M GLBL 42 BD 42    | 2042-09-15      | 3.6000%  | 0.0000% | $6000.00           | $4792.08           | Corporate Debt Securities                         |
| PUBLIC SVC ELEC & GAS CO       FR 3.65%090128      | 2028-09-01      | 3.6500%  | 0.0000% | $3000.00           | $3023.99           | Corporate Debt Securities                         |
| PUBLIC SVC ELEC & GAS CO       FR 2.05%080150      | 2050-08-01      | 2.0500%  | 0.0000% | $9000.00           | $4974.60           | Corporate Debt Securities                         |
| PUERTO RICO PARAMETRIC RE LTD  EXTND-A 144A 27     | 2027-10-07      | 12.5468% | 0.0000% | $1400000.00        | $1489262.09        | Corporate Debt Securities                         |
| PUGET ENERGY INC               MTN AMBAC  12/27    | 2027-12-01      | 7.0200%  | 0.0000% | $4000.00           | $4317.06           | Corporate Debt Securities                         |
| QVC INC                        SR SEC GLBL 29      | 2029-04-15      | 6.8750%  | 0.0000% | $8957000.00        | $3896761.51        | Corporate Debt Securities                         |
| QNITY ELECTRONICS INC          SR 144A NT 33       | 2033-08-15      | 6.2500%  | 0.0000% | $1000.00           | $1060.96           | Corporate Debt Securities                         |
| RLJ LODGING TR                 SR SEC GLBL 26      | 2026-07-01      | 3.7500%  | 0.0000% | $10308000.00       | $10280589.31       | Corporate Debt Securities                         |
| RACKSPACE TECHNOLOGY GLOBAL    SR GLBL 144A 28     | 2028-12-01      | 5.3750%  | 0.0000% | $652000.00         | $123103.49         | Corporate Debt Securities                         |
| RACKSPACE TECHNOLOGY GLOBAL    1LIEN GLBL 28       | 2028-02-15      | 3.5000%  | 0.0000% | $13000.00          | $2808.54           | Corporate Debt Securities                         |
| RAILWORKS HLDGS LP / RAILWORKS SR SEC 144A NT28    | 2028-11-15      | 8.2500%  | 0.0000% | $2000.00           | $2064.18           | Corporate Debt Securities                         |
| RTX CORPORATION                GLBL NT 2.375%32    | 2032-03-15      | 2.3750%  | 0.0000% | $3000.00           | $2704.67           | Corporate Debt Securities                         |
| SONIC AUTOMOTIVE INC           SR GLBL 144A 31     | 2031-11-15      | 4.8750%  | 0.0000% | $38000.00          | $36987.54          | Corporate Debt Securities                         |
| SOUTH BOW CDN INFRASTRUCTURE H JR SB GLBL -1 55    | 2055-03-01      | 7.6250%  | 0.0000% | $34000.00          | $36461.91          | Corporate Debt Securities                         |
| AMER STATES WTR CO             7.23%31             | 2031-12-15      | 7.2300%  | 0.0000% | $5000000.00        | $5770987.50        | Corporate Debt Securities                         |
| SOUTHWEST GAS CORP             SR GLBL NT3.7%28    | 2028-04-01      | 3.7000%  | 0.0000% | $3000.00           | $3015.30           | Corporate Debt Securities                         |
| SOUTHWESTERN PUB SVC CO        1M GLBL 12 BD 35    | 2035-05-15      | 5.3000%  | 0.0000% | $4000.00           | $4126.97           | Corporate Debt Securities                         |
| SPANISH BROADCASTING SYS INC   SR SEC 144A NT26    | 2026-03-01      | 9.7500%  | 0.0000% | $70000.00          | $49024.79          | Corporate Debt Securities                         |
| SPECTRUM BRANDS INC            SR GLBL 144A 31     | 2031-03-15      | 3.8750%  | 0.0000% | $15000.00          | $12322.97          | Corporate Debt Securities                         |
| BLOCK INC                      SR GLBL NT 26       | 2026-06-01      | 2.7500%  | 0.0000% | $93000.00          | $92857.43          | Corporate Debt Securities                         |
| STARBUCKS CORP                 SR GLBL NT 26       | 2026-06-15      | 2.4500%  | 0.0000% | $2000.00           | $1995.29           | Corporate Debt Securities                         |
| STARWOOD PPTY TR INC           SR GLBL 144A 27     | 2027-01-15      | 4.3750%  | 0.0000% | $12910000.00       | $12849618.85       | Corporate Debt Securities                         |
| STARWOOD PPTY TR INC           SR GLBL 144A 29     | 2029-04-01      | 7.2500%  | 0.0000% | $143000.00         | $154231.97         | Corporate Debt Securities                         |
| STATION CASINOS LLC            SR GLBL 144A 32     | 2032-03-15      | 6.6250%  | 0.0000% | $3246000.00        | $3399353.21        | Corporate Debt Securities                         |
| STEWART INFORMATION SVCS CORP  SR GLBL NT3.6%31    | 2031-11-15      | 3.6000%  | 0.0000% | $5000.00           | $4531.25           | Corporate Debt Securities                         |
| STONEBRIAR ABF ISSUER LLC      SR 144A NT 30       | 2030-12-15      | 8.1250%  | 0.0000% | $25000.00          | $26389.32          | Corporate Debt Securities                         |
| STONEX ESCROW ISSUER LLC       SR SEC GLBL 32      | 2032-07-15      | 6.8750%  | 0.0000% | $35000.00          | $36275.56          | Corporate Debt Securities                         |
| SUMITOMO MITSUI FIN GRP INC    LW TIER II 30       | 2030-09-23      | 2.1420%  | 0.0000% | $4000.00           | $3648.35           | Corporate Debt Securities                         |
| SUNOCO LP/SUNOCO FIN CORP      SR GLBL 144A 29     | 2029-05-01      | 7.0000%  | 0.0000% | $55000.00          | $58144.11          | Corporate Debt Securities                         |
| SUNOCO LP/SUNOCO FIN CORP      SR GLBL 144A 34     | 2034-03-15      | 5.8750%  | 0.0000% | $8000.00           | $8203.85           | Corporate Debt Securities                         |
| SUNOCO LP / SUNOCO FIN CORP    SR GLBL NT 28       | 2028-03-15      | 5.8750%  | 0.0000% | $34000.00          | $34751.44          | Corporate Debt Securities                         |
| SUNOCO LP / SUNOCO FIN CORP    SR GLBL NT4.5%29    | 2029-05-15      | 4.5000%  | 0.0000% | $92000.00          | $91392.34          | Corporate Debt Securities                         |
| SUTTER RE LIMITED              EXTND-B 144A 30     | 2030-06-07      | 10.2700% | 0.0000% | $7250000.00        | $7337000.00        | Corporate Debt Securities                         |
| SYSCO CORP                     SR GLBL NT5.1%30    | 2030-09-23      | 5.1000%  | 0.0000% | $4000.00           | $4198.45           | Corporate Debt Securities                         |
| T MOBILE USA INC               SR GLBL NT4.8%28    | 2028-07-15      | 4.8000%  | 0.0000% | $3000.00           | $3057.84           | Corporate Debt Securities                         |
| TRI POINTE HOMES INC           SR GLBL NT 27       | 2027-06-01      | 5.2500%  | 0.0000% | $32000.00          | $32364.61          | Corporate Debt Securities                         |
| TALLGRASS ENERGY PARTNERS LP/  SR 144A NT 6%31     | 2031-09-01      | 6.0000%  | 0.0000% | $100000.00         | $103230.33         | Corporate Debt Securities                         |
| TALOS PRODTN INC               2LIEN GLBL 31       | 2031-02-01      | 9.3750%  | 0.0000% | $1120000.00        | $1239128.33        | Corporate Debt Securities                         |
| TAMPA ELEC CO                  GLBL NT 4.9%29      | 2029-03-01      | 4.9000%  | 0.0000% | $2000.00           | $2087.80           | Corporate Debt Securities                         |
| TEAM HEALTH HOLDING INC        1LIEN GLBL PIK28    | 2028-06-30      | 13.5000% | 0.0000% | $117000.00         | $125541.00         | Corporate Debt Securities                         |
| TEAM HEALTH HOLDING INC        SR SEC 144A NT28    | 2028-06-30      | 8.3750%  | 0.0000% | $31000.00          | $31509.53          | Corporate Debt Securities                         |
| TELECOM ITALIA CAP             SR GLBL -C NT 33    | 2033-11-15      | 6.3750%  | 0.0000% | $52000.00          | $55221.46          | Corporate Debt Securities                         |
| TELESAT CDA / TELESAT LLC      SR SEC GLBL 26      | 2026-12-06      | 5.6250%  | 0.0000% | $12184000.00       | $9707221.25        | Corporate Debt Securities                         |
| TELUS CORPORATION              JR SB GLBL -D 56    | 2056-06-09      | 6.6250%  | 0.0000% | $500000.00         | $508287.71         | Corporate Debt Securities                         |
| TENET HEALTHCARE CORP          1LIEN GLBL NT 28    | 2028-06-15      | 4.6250%  | 0.0000% | $522000.00         | $523932.05         | Corporate Debt Securities                         |
| TIME WARNER CABLE INC          SR GLBL DB5.5%41    | 2041-09-01      | 5.5000%  | 0.0000% | $2053000.00        | $1802808.87        | Corporate Debt Securities                         |
| TOLL BROS FIN CORP             SR GLBL NT3.8%29    | 2029-11-01      | 3.8000%  | 0.0000% | $2000.00           | $1989.13           | Corporate Debt Securities                         |
| TOMONI RE PTE LTD              EXTND-B 144A 32     | 2032-04-07      | 7.5700%  | 0.0000% | $1530000.00        | $1572209.30        | Corporate Debt Securities                         |
| TOPBUILD COR                   SR GLBL 144A 32     | 2032-02-15      | 4.1250%  | 0.0000% | $24000.00          | $23249.67          | Corporate Debt Securities                         |
| TOPANGA RE LIMITED             SR CL B 144A 30     | 2030-01-07      | 9.3200%  | 0.0000% | $3250000.00        | $3278704.72        | Corporate Debt Securities                         |
| TORONTO DOMINION BK ONT        FR 4.98%040527      | 2027-04-05      | 4.9800%  | 0.0000% | $2000.00           | $2056.00           | Corporate Debt Securities                         |
| TORONTO DOMINION BK ONT        VR 013125-013128    | 2028-01-31      | 4.4763%  | 0.0000% | $3000.00           | $3051.62           | Corporate Debt Securities                         |
| TORREY PINES RE LTD            EXTND-A 144A 32     | 2032-06-07      | 9.6060%  | 0.0000% | $9000000.00        | $9393300.00        | Corporate Debt Securities                         |
| TOYOTA MOTOR CORP              SR GLBL NT 27       | 2027-06-30      | 4.1860%  | 0.0000% | $2000.00           | $2018.06           | Corporate Debt Securities                         |
| TRANSOCEAN INC                 1LIEN GLBL 30       | 2030-02-15      | 8.7500%  | 0.0000% | $1132000.00        | $919929.00         | Corporate Debt Securities                         |
| TRINET GROUP INC               SR GLBL 144A 29     | 2029-03-01      | 3.5000%  | 0.0000% | $381000.00         | $365434.67         | Corporate Debt Securities                         |
| TRI LU FIN SPV SARL & NA FI    SR GLBL PIK 29      | 2029-05-03      | 7.6250%  | 0.0000% | $35000.00          | $2010.68           | Corporate Debt Securities                         |
| TUCSON ELEC PWR CO             4.85%48             | 2048-12-01      | 4.8500%  | 0.0000% | $3000.00           | $2695.59           | Corporate Debt Securities                         |
| US FOODS INC                   SR GLBL 144A 30     | 2030-06-01      | 4.6250%  | 0.0000% | $402000.00         | $398808.06         | Corporate Debt Securities                         |
| UPC BROADBAND FINCO B V        SR SEC GLBL 31      | 2031-07-15      | 4.8750%  | 0.0000% | $486000.00         | $466793.89         | Corporate Debt Securities                         |
| DONNELLEY R R & SONS CO        SR SEC 144A NT29    | 2029-08-01      | 10.8750% | 0.0000% | $1875000.00        | $2020411.72        | Corporate Debt Securities                         |
| DOW CHEMICAL CO                SR NT 5.25%41       | 2041-11-15      | 5.2500%  | 0.0000% | $2000.00           | $1834.88           | Corporate Debt Securities                         |
| DOW CHEMICAL CO                SR NT 4.375%42      | 2042-11-15      | 4.3750%  | 0.0000% | $3000.00           | $2431.81           | Corporate Debt Securities                         |
| DUPONT DE NEMOURS INC          5.419%48            | 2048-11-15      | 5.4190%  | 0.0000% | $4000.00           | $3847.80           | Corporate Debt Securities                         |
| DUKE ENERGY CORP NEW           GLBL NT 5.45%34     | 2034-06-15      | 5.4500%  | 0.0000% | $2000.00           | $2092.24           | Corporate Debt Securities                         |
| DYE & DURHAM CORP              SR SEC 144A NT29    | 2029-04-15      | 8.6250%  | 0.0000% | $75000.00          | $70690.97          | Corporate Debt Securities                         |
| EDISON INTL                    SR GLBL NT 27       | 2027-06-15      | 5.7500%  | 0.0000% | $123000.00         | $126027.95         | Corporate Debt Securities                         |
| EDISON INTL                    PERP SUB GLBL -A    | 2500-12-31      | 5.3750%  | 0.0000% | $4000.00           | $4070.91           | Corporate Debt Securities                         |
| EL PASO ELEC CO                SR GLBL NT 5%44     | 2044-12-01      | 5.0000%  | 0.0000% | $2000.00           | $1799.33           | Corporate Debt Securities                         |
| EL PASO NAT GAS CO             SR DEB 7.5%26       | 2026-11-15      | 7.5000%  | 0.0000% | $1000.00           | $1039.38           | Corporate Debt Securities                         |
| ELEMENT SOLUTIONS INC          SR GLBL 144A 28     | 2028-09-01      | 3.8750%  | 0.0000% | $122000.00         | $120898.12         | Corporate Debt Securities                         |
| EMBECTA CORP                   SR SEC 144A NT30    | 2030-02-15      | 5.0000%  | 0.0000% | $350000.00         | $336674.33         | Corporate Debt Securities                         |
| EMPIRE COMMUNITIES CORPORATION SR 144A NT 29       | 2029-05-01      | 9.7500%  | 0.0000% | $1000.00           | $1058.20           | Corporate Debt Securities                         |
| EMPRESA ELECTRICA COCHRANE SPA SR SEC GLBL 27      | 2027-05-14      | 5.5000%  | 0.0000% | $423000.00         | $99048.77          | Corporate Debt Securities                         |
| ENBRIDGE INC                   SR NT 3.7%27        | 2027-07-15      | 3.7000%  | 0.0000% | $5000.00           | $4985.31           | Corporate Debt Securities                         |
| ENBRIDGE INC                   LW TIER II 80       | 2080-07-15      | 5.7500%  | 0.0000% | $1794000.00        | $1817745.08        | Corporate Debt Securities                         |
| ENDURANCE SPECIALTY HLDGS LTD  SR NT 7%34          | 2034-07-15      | 7.0000%  | 0.0000% | $1000.00           | $1111.17           | Corporate Debt Securities                         |
| ENERGIZER HLDGS INC            SR GLBL 144A 29     | 2029-03-31      | 4.3750%  | 0.0000% | $57000.00          | $55592.29          | Corporate Debt Securities                         |
| ENERSYS                        GLBL 144A NT 27     | 2027-12-15      | 4.3750%  | 0.0000% | $20000.00          | $20004.38          | Corporate Debt Securities                         |
| ENDO FIN HLDGS INC             SR SEC GLBL 31      | 2031-04-15      | 8.5000%  | 0.0000% | $76000.00          | $82262.53          | Corporate Debt Securities                         |
| ENTERGY LA LLC                 1M GLBL-A BD 52     | 2052-09-15      | 4.7500%  | 0.0000% | $4000.00           | $3562.93           | Corporate Debt Securities                         |
| ENTEGRIS INC                   SR SEC GLBL 29      | 2029-04-15      | 4.7500%  | 0.0000% | $95000.00          | $96285.75          | Corporate Debt Securities                         |
| EQUINOR ASA                    SR GLBL NT 40       | 2040-04-06      | 3.6250%  | 0.0000% | $5000.00           | $4294.75           | Corporate Debt Securities                         |
| EQUIPMENTSHARE COM INC         2LIEN 144A NT 28    | 2028-05-15      | 9.0000%  | 0.0000% | $607000.00         | $645617.34         | Corporate Debt Securities                         |
| LAUDER ESTEE COS INC           SR NT 6%37          | 2037-05-15      | 6.0000%  | 0.0000% | $4000.00           | $4386.20           | Corporate Debt Securities                         |
| EUROPEAN INVT BK               GLBL NT 1.625%31    | 2031-05-13      | 1.6250%  | 0.0000% | $1000.00           | $896.72            | Corporate Debt Securities                         |
| SK INVICTUS INTERMEDIATE II    SR SEC 144A NT29    | 2029-10-30      | 5.0000%  | 0.0000% | $99000.00          | $99016.83          | Corporate Debt Securities                         |
| FAIR ISAAC CORP                SR GLBL 144A 28     | 2028-06-15      | 4.0000%  | 0.0000% | $540000.00         | $533622.60         | Corporate Debt Securities                         |
| FEDERAL REALTY OP LP           SR GLBL NT 26       | 2026-02-15      | 1.2500%  | 0.0000% | $3000.00           | $3012.90           | Corporate Debt Securities                         |
| FEDEX CORP                     SR GLBL NT 50       | 2050-05-15      | 5.2500%  | 0.0000% | $3000.00           | $2847.92           | Corporate Debt Securities                         |
| FINANCE OF AMERICA FUNDING LLC EXT SR SEC STP27    | 2027-11-30      | 8.8750%  | 0.0000% | $2000.00           | $1978.24           | Corporate Debt Securities                         |
| FIRST CASH INC                 SR GLBL 144A 32     | 2032-03-01      | 6.8750%  | 0.0000% | $170000.00         | $181579.53         | Corporate Debt Securities                         |
| FLAGSTAR BANK NATIONAL ASSOCIA LW TIER II 30       | 2030-11-01      | 7.7638%  | 0.0000% | $1991000.00        | $1935885.49        | Corporate Debt Securities                         |
| FLOODSMART RE LTD              EXTND-A 144A 31     | 2031-03-11      | 17.8800% | 0.0000% | $6250000.00        | $6656250.00        | Corporate Debt Securities                         |
| FLORIDA PWR & LT CO            1MTG BD 4.95%35     | 2035-06-01      | 4.9500%  | 0.0000% | $3000.00           | $3055.78           | Corporate Debt Securities                         |
| FLORIDA PWR & LT CO            1MTG 5.4%35         | 2035-09-01      | 5.4000%  | 0.0000% | $2000.00           | $2113.70           | Corporate Debt Securities                         |
| FORD MOTOR CREDIT COMPANY      SR NT 5.8%27        | 2027-03-05      | 5.8000%  | 0.0000% | $273000.00         | $283172.28         | Corporate Debt Securities                         |
| FORD MOTOR CREDIT COMPANY      SR GLBL NT 35       | 2035-10-31      | 5.8690%  | 0.0000% | $145000.00         | $146680.91         | Corporate Debt Securities                         |
| FOX CORP                       GLBL NT 6.5%33      | 2033-10-13      | 6.5000%  | 0.0000% | $4000.00           | $4478.52           | Corporate Debt Securities                         |
| FREEDOM FDG CTR LLC            SR PIK 144A NT32    | 2032-10-01      | 12.0000% | 0.0000% | $12500000.00       | $13882500.00       | Corporate Debt Securities                         |
| FREEDOM MORTGAGE CORPORATION   SR 144A NT 30       | 2030-10-01      | 12.2500% | 0.0000% | $366000.00         | $419169.94         | Corporate Debt Securities                         |
| FREEPORT MCMORAN INC           SR GLBL NT 5%27     | 2027-09-01      | 5.0000%  | 0.0000% | $4000.00           | $4084.66           | Corporate Debt Securities                         |
| GGAM FIN LTD                   SR GLBL 144A 28     | 2028-06-15      | 8.0000%  | 0.0000% | $2804000.00        | $2986344.12        | Corporate Debt Securities                         |
| GGAM FIN LTD                   SR 144A NT 8%27     | 2027-02-15      | 8.0000%  | 0.0000% | $1774000.00        | $1820478.80        | Corporate Debt Securities                         |
| GLP CAP LP/GLP FING II INC     SR GLBL NT 32       | 2032-01-15      | 3.2500%  | 0.0000% | $144000.00         | $130657.56         | Corporate Debt Securities                         |
| GTE SOUTHWEST INC              1M GLBL BD8.5%31    | 2031-11-15      | 8.5000%  | 0.0000% | $423000.00         | $477901.88         | Corporate Debt Securities                         |
| GFL ENVIRONMENTAL HOLDINGS US  SR GLBL 144A 34     | 2034-02-01      | 5.5000%  | 0.0000% | $9850000.00        | $9880228.56        | Corporate Debt Securities                         |
| GENERAL DYNAMICS CORP          SR GLBL NT 26       | 2026-06-01      | 1.1500%  | 0.0000% | $2000.00           | $1986.23           | Corporate Debt Securities                         |
| GE AEROSPACE                   SR GLBL NT4.3%30    | 2030-07-29      | 4.3000%  | 0.0000% | $3000.00           | $3021.57           | Corporate Debt Securities                         |
| GLOBAL ATLANTIC FINANCE CO     JR SB 144A NT 54    | 2054-10-15      | 7.9500%  | 0.0000% | $34000.00          | $35926.01          | Corporate Debt Securities                         |
| GO DADDY OPER CO LLC / GD FIN  SR GLBL 144A 27     | 2027-12-01      | 5.2500%  | 0.0000% | $5837000.00        | $5879984.64        | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 29       | 2029-05-01      | 4.2230%  | 0.0000% | $4000.00           | $4050.60           | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        SR GLBL FL NT 27    | 2027-10-21      | 4.5775%  | 0.0000% | $4000.00           | $4016.49           | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        SR GLBL FL NT 28    | 2028-02-24      | 4.8790%  | 0.0000% | $1000.00           | $1015.26           | Corporate Debt Securities                         |
| GOLDMAN SACHS CAP II           PERP GLBL NT        | 2043-06-01      | 4.8215%  | 0.0000% | $6118000.00        | $5159283.40        | Corporate Debt Securities                         |
| GOLDMAN SACHS CAP I            JR SB GLBL DB 34    | 2034-02-15      | 6.3450%  | 0.0000% | $5000.00           | $5489.61           | Corporate Debt Securities                         |
| GOLDMAN SACHS BK USA           SR FLT NT 27        | 2027-05-21      | 4.5119%  | 0.0000% | $3000.00           | $3029.96           | Corporate Debt Securities                         |
| GOODYEAR TIRE & RUBR CO        SR NT 4.875%27      | 2027-03-15      | 4.8750%  | 0.0000% | $60000.00          | $60967.88          | Corporate Debt Securities                         |
| GOODYEAR TIRE & RUBR CO        SR GLBL NT 5%29     | 2029-07-15      | 5.0000%  | 0.0000% | $26000.00          | $25467.35          | Corporate Debt Securities                         |
| GREAT CDN GA CORP/RA CO-IS LLC SR SEC 144A NT29    | 2029-11-15      | 8.7500%  | 0.0000% | $89000.00          | $91713.54          | Corporate Debt Securities                         |
| HEALTHPEAK OP LLC              SR GLBL NT3.5%29    | 2029-07-15      | 3.5000%  | 0.0000% | $4000.00           | $3901.39           | Corporate Debt Securities                         |
| HP INC                         SR GLBL NT 3%27     | 2027-06-17      | 3.0000%  | 0.0000% | $4000.00           | $3959.13           | Corporate Debt Securities                         |
| HA SUSTAINABLE INFRA CAP INC   SR GLBL NT 34       | 2034-07-01      | 6.3750%  | 0.0000% | $4000.00           | $4115.82           | Corporate Debt Securities                         |
| HANOVER INS GROUP INC          SR GLBL NT2.5%30    | 2030-09-01      | 2.5000%  | 0.0000% | $3000.00           | $2770.85           | Corporate Debt Securities                         |
| L3HARRIS TECHNOLOGIES INC      6.35%28             | 2028-02-01      | 6.3500%  | 0.0000% | $1000.00           | $1067.96           | Corporate Debt Securities                         |
| HASBRO INC                     SR NT 6.35%40       | 2040-03-15      | 6.3500%  | 0.0000% | $4000.00           | $4301.61           | Corporate Debt Securities                         |
| HEALTHCARE RLTY TR             SR GLBL NT 28       | 2028-01-15      | 3.6250%  | 0.0000% | $5000.00           | $4859.70           | Corporate Debt Securities                         |
| HEALTHCARE TRUST OF AMER HLDGS SR GLBL NT3.5%26    | 2026-08-01      | 3.5000%  | 0.0000% | $4000.00           | $4053.05           | Corporate Debt Securities                         |
| HEALTHEQUITY INC               SR GLBL 144A 29     | 2029-10-01      | 4.5000%  | 0.0000% | $2726000.00        | $2698044.87        | Corporate Debt Securities                         |
| HERBIE RE LTD                  -A VR 144A BD 27    | 2027-06-07      | 34.5700% | 0.0000% | $3500000.00        | $4021150.00        | Corporate Debt Securities                         |
| HERTZ CORP                     SR GLBL 144A 26     | 2026-12-01      | 4.6250%  | 0.0000% | $2246000.00        | $2146479.43        | Corporate Debt Securities                         |
| HESS MIDSTREAM OPERATIONS LP   SR GLBL 144A 29     | 2029-06-01      | 6.5000%  | 0.0000% | $2000.00           | $2090.67           | Corporate Debt Securities                         |
| HEXCEL CORP NEW                CR SEN SR NT 27     | 2027-02-15      | 4.2000%  | 0.0000% | $60000.00          | $61068.00          | Corporate Debt Securities                         |
| HEXCEL CORP NEW                CR SEN GLBL NT35    | 2035-02-26      | 5.8750%  | 0.0000% | $86000.00          | $92582.61          | Corporate Debt Securities                         |
| HILCORP ENERGY I L P / HILCORP SR 144A NT 32       | 2032-04-15      | 6.2500%  | 0.0000% | $97000.00          | $94901.81          | Corporate Debt Securities                         |
| HILCORP ENERGY I L P / HILCORP SR 144A NT 33       | 2033-11-01      | 8.3750%  | 0.0000% | $3001000.00        | $3175942.88        | Corporate Debt Securities                         |
| HILCORP ENERGY I L P / HILCORP SR 144A NT 34       | 2034-05-15      | 6.8750%  | 0.0000% | $140000.00         | $136835.01         | Corporate Debt Securities                         |
| HILLENBRAND INC                SR GLBL NT 31       | 2031-03-01      | 3.7500%  | 0.0000% | $1657000.00        | $1695427.21        | Corporate Debt Securities                         |
| HOLOGIC INC                    SR GLBL 144A 28     | 2028-02-01      | 4.6250%  | 0.0000% | $470000.00         | $480272.57         | Corporate Debt Securities                         |
| HOME DEPOT INC                 SR GLBL NT 29       | 2029-06-15      | 2.9500%  | 0.0000% | $3000.00           | $2918.42           | Corporate Debt Securities                         |
| HORIZON MUT HLDGS INC          SR GLBL 144A 34     | 2034-11-15      | 6.2000%  | 0.0000% | $25000.00          | $24771.42          | Corporate Debt Securities                         |
| SERVICE PPTYS TR               SR NT 4.95%27       | 2027-02-15      | 4.9500%  | 0.0000% | $10092000.00       | $10274337.21       | Corporate Debt Securities                         |
| HOWARD MIDSTREAM ENERGY PARTNE SR 144A NT 32       | 2032-07-15      | 7.3750%  | 0.0000% | $87000.00          | $92282.02          | Corporate Debt Securities                         |
| HUNTSMAN INTERNATIONAL LLC     GLBL NT 2.95%31     | 2031-06-15      | 2.9500%  | 0.0000% | $45000.00          | $38664.34          | Corporate Debt Securities                         |
| HYPATIA LIMITED                EXTND 144A 30       | 2030-04-08      | 14.0468% | 0.0000% | $12487000.00       | $12674305.00       | Corporate Debt Securities                         |
| IHS MARKIT LTD                 SR GLBL NT 28       | 2028-08-01      | 4.7500%  | 0.0000% | $3000.00           | $3056.45           | Corporate Debt Securities                         |
| IHS MARKIT LTD                 SR GLBL NT 29       | 2029-05-01      | 4.2500%  | 0.0000% | $3000.00           | $2933.42           | Corporate Debt Securities                         |
| BUILDERS FIRSTSOURCE INC       SR GLBL 144A 34     | 2034-03-01      | 6.3750%  | 0.0000% | $5347000.00        | $5680628.29        | Corporate Debt Securities                         |
| PARAMOUNT GLOBAL               SR GLBL NT4.6%45    | 2045-01-15      | 4.6000%  | 0.0000% | $7850000.00        | $5386015.83        | Corporate Debt Securities                         |
| PARAMOUNT GLOBAL               SR GLBL NT3.7%28    | 2028-06-01      | 3.7000%  | 0.0000% | $14560000.00       | $14261576.62       | Corporate Debt Securities                         |
| PARAMOUNT GLOBAL               SR GLBL NT4.2%29    | 2029-06-01      | 4.2000%  | 0.0000% | $195000.00         | $191009.00         | Corporate Debt Securities                         |
| CCO HLDGS LLC / CCO HLDGS CAP  SR GLBL 144A 28     | 2028-02-01      | 5.0000%  | 0.0000% | $2510000.00        | $2554203.89        | Corporate Debt Securities                         |
| CCO HLDGS LLC / CCO HLDGS CAP  SR GLBL 144A 29     | 2029-06-01      | 5.3750%  | 0.0000% | $10098000.00       | $10010339.54       | Corporate Debt Securities                         |
| CCO HLDGS LLC / CCO HLDGS CAP  SR GLBL 144A 31     | 2031-02-01      | 4.2500%  | 0.0000% | $3745000.00        | $3444208.88        | Corporate Debt Securities                         |
| CCO HLDGS LLC / CCO HLDGS CAP  SR GLBL 144A 34     | 2034-01-15      | 4.2500%  | 0.0000% | $146000.00         | $120260.32         | Corporate Debt Securities                         |
| INDYMAC INDX 2007-AR17         A-2    20370825 FLT | 2037-08-25      | 3.4793%  | 0.0000% | $35433000.00       | $97.59             | Private Label Collateralized Mortgage Obligations |
| JP MORGAN MTG TR 2020-LTV1     A-15   20500625 FLT | 2050-06-25      | 3.5000%  | 0.0000% | $370000.00         | $1308.91           | Private Label Collateralized Mortgage Obligations |
| 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 |
| JP MORGAN MTG TR 2007-A6       1-A-2  20371225 FLT | 2037-12-25      | 0.0000%  | 0.0000% | $699000.00         | $4042.67           | Private Label Collateralized Mortgage Obligations |
| JP MORGAN MTG TR 2007-A6                           | 2037-12-25      | 5.5097%  | 0.0000% | $9705000.00        | $4173.48           | Private Label Collateralized Mortgage Obligations |
| ICAHN ENTERPRISES LP/CORP      SR SEC GLBL NT26    | 2026-05-15      | 6.2500%  | 0.0000% | $1779000.00        | $1801897.21        | Corporate Debt Securities                         |
| IHEARTCOMMUNICATIONS INC       1LIEN GLBL NT 26    | 2026-05-01      | 6.3750%  | 0.0000% | $1362.00           | $1376.57           | Corporate Debt Securities                         |
| IHEARTCOMMUNICATIONS INC       1LIEN GLBL 27       | 2027-08-15      | 5.2500%  | 0.0000% | $2000.00           | $1948.12           | Corporate Debt Securities                         |
| CRESCENT ENERGY FINANCE LLC    SR GLBL 144A 34     | 2034-01-15      | 8.3750%  | 0.0000% | $175000.00         | $178044.93         | Corporate Debt Securities                         |
| CRESCENT ENERGY FINANCE LLC    SR GLBL 144A 30     | 2030-10-15      | 9.7500%  | 0.0000% | $41000.00          | $44775.18          | Corporate Debt Securities                         |
| INSULET CORP                   SR GLBL 144A 33     | 2033-04-01      | 6.5000%  | 0.0000% | $7263000.00        | $7718216.59        | Corporate Debt Securities                         |
| ION PLATFORM FINANCE S.A R.L.  SR SEC 144A NT29    | 2029-05-30      | 9.5000%  | 0.0000% | $430000.00         | $419794.67         | Corporate Debt Securities                         |
| ION PLATFORM FINANCE S.A R.L.  SR SEC 144A NT29    | 2029-05-01      | 8.7500%  | 0.0000% | $441000.00         | $427726.64         | Corporate Debt Securities                         |
| ION PLATFORM FINANCE S.A R.L.  SR SEC 144A NT28    | 2028-05-01      | 5.0000%  | 0.0000% | $68000.00          | $64806.49          | Corporate Debt Securities                         |
| IRON MTN INC DEL               SR GLBL 144A 29     | 2029-09-15      | 4.8750%  | 0.0000% | $150000.00         | $150910.69         | Corporate Debt Securities                         |
| JELD-WEN HLDG INC              SR GLBL 144A 32     | 2032-09-01      | 7.0000%  | 0.0000% | $55000.00          | $36305.62          | Corporate Debt Securities                         |
| JOHNSON & JOHNSON              SR NT 3.55%36       | 2036-03-01      | 3.5500%  | 0.0000% | $5000.00           | $4664.37           | Corporate Debt Securities                         |
| JOHNSON CTLS INTL PLC/ TYCO    GLBL NT 4.9%32      | 2032-12-01      | 4.9000%  | 0.0000% | $4000.00           | $4100.56           | Corporate Debt Securities                         |
| KB HOME                        SR GLBL NT 4%31     | 2031-06-15      | 4.0000%  | 0.0000% | $682000.00         | $647020.22         | Corporate Debt Securities                         |
| KEURIG DR PEPPER INC           GLBL FLT NT 27      | 2027-03-15      | 4.5594%  | 0.0000% | $2000.00           | $2014.44           | Corporate Debt Securities                         |
| KEYCORP CAP I                  JR SB GLBL 28       | 2028-07-01      | 4.6624%  | 0.0000% | $20000.00          | $19716.12          | Corporate Debt Securities                         |
| KINGPIN INTER HLDGS LLC        SR SEC GLBL 32      | 2032-10-15      | 7.2500%  | 0.0000% | $45000.00          | $44305.10          | Corporate Debt Securities                         |
| KITE RLTY GROUP L P            GLBL NT 5.5%34      | 2034-03-01      | 5.5000%  | 0.0000% | $2000.00           | $2104.95           | Corporate Debt Securities                         |
| KOBE US MIDCO 2 INCORPORATED   SR SEC PIK 26       | 2026-11-01      | 9.2500%  | 0.0000% | $171000.00         | $146267.94         | Corporate Debt Securities                         |
| KODIAK GAS SVCS LLC            SR GLBL 144A 29     | 2029-02-15      | 7.2500%  | 0.0000% | $685000.00         | $733620.73         | Corporate Debt Securities                         |
| KOHLS CORP                     SR GLBL NT 45       | 2045-07-17      | 5.5500%  | 0.0000% | $1746000.00        | $1173965.30        | Corporate Debt Securities                         |
| KRONOS ACQUISITION HLDGS INC   SR SEC 144A NT31    | 2031-06-30      | 8.2500%  | 0.0000% | $2734000.00        | $1939431.25        | Corporate Debt Securities                         |
| KRONOS ACQUISITION HLDGS INC   SR 144A NT 32       | 2032-06-30      | 10.7500% | 0.0000% | $157000.00         | $77158.96          | Corporate Debt Securities                         |
| LPL HLDGS INC                  SR GLBL NT4.9%28    | 2028-04-03      | 4.9000%  | 0.0000% | $4000.00           | $4123.30           | Corporate Debt Securities                         |
| LABORATORY CORP AMER HLDGS     SR GLBL NT 26       | 2026-06-01      | 1.5500%  | 0.0000% | $2000.00           | $1988.96           | Corporate Debt Securities                         |
| LADDER CAPITAL FIN HLDGS/CORP  SR GLBL 144A 27     | 2027-02-01      | 4.2500%  | 0.0000% | $28000.00          | $28464.01          | Corporate Debt Securities                         |
| LADDER CAPITAL FIN HLDGS/CORP  SR GLBL 144A 29     | 2029-06-15      | 4.7500%  | 0.0000% | $53000.00          | $52861.54          | Corporate Debt Securities                         |
| LAMAR MEDIA CORP               SR GLBL NT 28       | 2028-02-15      | 3.7500%  | 0.0000% | $204000.00         | $200712.03         | Corporate Debt Securities                         |
| LAMB WESTON HLDGS INC          SR GLBL 144A 32     | 2032-01-31      | 4.3750%  | 0.0000% | $1008000.00        | $981534.96         | Corporate Debt Securities                         |
| LAZARD LLC                     SR GLBL NT 6%31     | 2031-03-15      | 6.0000%  | 0.0000% | $3000.00           | $3248.97           | Corporate Debt Securities                         |
| CACI INTL INC                  SR GLBL REGS 33     | 2033-06-15      | 6.3750%  | 0.0000% | $298000.00         | $311937.09         | Corporate Debt Securities                         |
| CCO HLDGS LLC / CCO HLDGS CAP  SR GLBL REGS 27     | 2027-05-01      | 5.1250%  | 0.0000% | $153000.00         | $154963.01         | Corporate Debt Securities                         |
| CCO HLDGS LLC / CCO HLDGS CAP  SR GLBL REGS 30     | 2030-08-15      | 4.5000%  | 0.0000% | $205000.00         | $195575.33         | Corporate Debt Securities                         |
| CHEMOURS CO                    SR GLBL REGS 33     | 2033-01-15      | 8.0000%  | 0.0000% | $8000.00           | $8060.35           | Corporate Debt Securities                         |
| COINBASE GLOBAL INC            SR GLBL REGS 28     | 2028-10-01      | 3.3750%  | 0.0000% | $2000.00           | $1934.89           | Corporate Debt Securities                         |
| COINBASE GLOBAL INC            SR GLBL REGS 31     | 2031-10-01      | 3.6250%  | 0.0000% | $180000.00         | $161678.28         | Corporate Debt Securities                         |
| DAVITA INC                     SR GLBL REGS 32     | 2032-09-01      | 6.8750%  | 0.0000% | $70000.00          | $74018.34          | Corporate Debt Securities                         |
| IRON MTN INC DEL               SR GLBL REGS 32     | 2032-07-15      | 5.6250%  | 0.0000% | $5000.00           | $4962.27           | Corporate Debt Securities                         |
| OPEN TEXT HLDGS INC            SR GLBL REGS 31     | 2031-12-01      | 4.1250%  | 0.0000% | $543000.00         | $489737.36         | Corporate Debt Securities                         |
| PRA GROUP INC                  SR GLBL REGS 29     | 2029-10-01      | 5.0000%  | 0.0000% | $18000.00          | $16768.58          | Corporate Debt Securities                         |
| PITNEY BOWES INC               SR GLBL REGS 29     | 2029-03-15      | 7.2500%  | 0.0000% | $20000.00          | $20764.55          | Corporate Debt Securities                         |
| QUICKEN LNS LLC/QUICKEN LNS CO SR REGS NT 4%33     | 2033-10-15      | 4.0000%  | 0.0000% | $1000000.00        | $935446.67         | Corporate Debt Securities                         |
| SHEA HOMES LP/ SHEA HOMES FDG  SR GLBL REGS 28     | 2028-02-15      | 4.7500%  | 0.0000% | $342000.00         | $348806.08         | Corporate Debt Securities                         |
| CCO HLDGS LLC / CCO HLDGS CAP  SR GLBL 144A 29     | 2029-09-01      | 6.3750%  | 0.0000% | $1460000.00        | $1503793.31        | Corporate Debt Securities                         |
| CCO HLDGS LLC / CCO HLDGS CAP  SR GLBL 144A 36     | 2036-02-01      | 7.3750%  | 0.0000% | $581000.00         | $568719.19         | Corporate Debt Securities                         |
| CBOE GLOBAL MKTS INC           SR GLBL NT 30       | 2030-12-15      | 1.6250%  | 0.0000% | $3000.00           | $2662.11           | Corporate Debt Securities                         |
| CDI ESCROW ISSUER INC          SR GLBL 144A 30     | 2030-04-01      | 5.7500%  | 0.0000% | $1268000.00        | $1298922.65        | Corporate Debt Securities                         |
| THE CIGNA GROUP                GLBL NT 3.05%27     | 2027-10-15      | 3.0500%  | 0.0000% | $4000.00           | $3980.66           | Corporate Debt Securities                         |
| CNH INDUSTRIAL CAPITAL LLC     SR GLBL NT 26       | 2026-07-15      | 1.4500%  | 0.0000% | $4000.00           | $3955.06           | Corporate Debt Securities                         |
| CNX RES CORP                   SR 144A NT 31       | 2031-01-15      | 7.3750%  | 0.0000% | $236000.00         | $245077.25         | Corporate Debt Securities                         |
| CVS HEALTH CORP                SR GLBL NT 5%29     | 2029-01-30      | 5.0000%  | 0.0000% | $2000.00           | $2041.66           | Corporate Debt Securities                         |
| CABOT CORP                     SR GLBL NT 4%29     | 2029-07-01      | 4.0000%  | 0.0000% | $5000.00           | $4971.61           | Corporate Debt Securities                         |
| CAESARS ENTERTAINMENT INC NEW  1LIEN 144A NT 32    | 2032-02-15      | 6.5000%  | 0.0000% | $145000.00         | $152766.44         | Corporate Debt Securities                         |
| CANADIAN IMPERIAL BANK OF COMM SR GLBL FL NT 26    | 2026-10-02      | 4.8884%  | 0.0000% | $2000.00           | $2019.59           | Corporate Debt Securities                         |
| CANADIAN IMPERIAL BANK OF COMM GLBL FLT NT 27      | 2027-09-11      | 4.6156%  | 0.0000% | $2000.00           | $2018.85           | Corporate Debt Securities                         |
| CANADIAN NATL RY CO            3.65%48             | 2048-02-03      | 3.6500%  | 0.0000% | $3000.00           | $2356.79           | Corporate Debt Securities                         |
| CANADIAN PAC RY CO NEW         GLBL NT 2.45%31     | 2031-12-02      | 2.4500%  | 0.0000% | $5000.00           | $4513.79           | Corporate Debt Securities                         |
| CARNIVAL CORP                  SR 144A NT 32       | 2032-08-01      | 5.7500%  | 0.0000% | $374000.00         | $395727.95         | Corporate Debt Securities                         |
| CARVANA CO                     SR GLBL 144A 30     | 2030-05-01      | 10.2500% | 0.0000% | $1390000.00        | $1529472.99        | Corporate Debt Securities                         |
| CARVANA CO                     1LIEN GLBL PIK31    | 2031-06-01      | 9.0000%  | 0.0000% | $10075000.00       | $11771898.67       | Corporate Debt Securities                         |
| CATERPILLAR FINL SVCS MTNS BE  FR 0.9%030226       | 2026-03-02      | 0.9000%  | 0.0000% | $4000.00           | $4003.88           | Corporate Debt Securities                         |
| CATERPILLAR FINL SVCS MTNS BE  FR 4.35%051526      | 2026-05-15      | 4.3500%  | 0.0000% | $1000.00           | $1010.70           | Corporate Debt Securities                         |
| CATERPILLAR FINL SVCS MTNS BE  VR 022724-022726    | 2026-02-27      | 4.2029%  | 0.0000% | $3000.00           | $3023.40           | Corporate Debt Securities                         |
| CELANESE US HLDGS LLC          CR SEN SR GLBL27    | 2027-07-15      | 7.1650%  | 0.0000% | $444000.00         | $461398.33         | Corporate Debt Securities                         |
| CELANESE US HLDGS LLC          SR GLBL NT 7%31     | 2031-02-15      | 7.0000%  | 0.0000% | $253000.00         | $261804.68         | Corporate Debt Securities                         |
| CEMEX SA EURO MTN BE 144A      PERP SUB 144A NT    | 2500-12-31      | 5.1250%  | 0.0000% | $953000.00         | $970826.13         | Corporate Debt Securities                         |
| CENTRAL PARENT LLC / CDK GLOBA 1LIEN 144A NT 29    | 2029-06-15      | 8.0000%  | 0.0000% | $2110000.00        | $1757123.60        | Corporate Debt Securities                         |
| CENTURY COMMUNITIES INC        SR GLBL 144A 33     | 2033-09-15      | 6.6250%  | 0.0000% | $808000.00         | $838086.44         | Corporate Debt Securities                         |
| LUMEN TECHNOLOGIES INC         SR -P NT 7.6%39     | 2039-09-15      | 7.6000%  | 0.0000% | $50000.00          | $50036.00          | Corporate Debt Securities                         |
| LUMEN TECHNOLOGIES INC         SR GLBL 144A 29     | 2029-01-15      | 4.5000%  | 0.0000% | $5000.00           | $4698.62           | Corporate Debt Securities                         |
| NISSAN MTR ACCEP CO LLC        FR 1.85%091626      | 2026-09-16      | 1.8500%  | 0.0000% | $800000.00         | $789412.89         | Corporate Debt Securities                         |
| CHAMPIONS FING INC             SR SEC 144A NT29    | 2029-02-15      | 8.7500%  | 0.0000% | $82000.00          | $83022.88          | Corporate Debt Securities                         |
| CHARTER COMMUNICATIONS OPER    1LIEN NT 4.8%50     | 2050-03-01      | 4.8000%  | 0.0000% | $89000.00          | $67432.33          | Corporate Debt Securities                         |
| CHARTWELL RE LTD               EXT GLBL 144A 32    | 2032-06-07      | 10.5700% | 0.0000% | $5000000.00        | $5159000.00        | Corporate Debt Securities                         |
| RRD PARENT INC                 SR GLBL PIK 31      | 2031-10-15      | 10.0000% | 0.0000% | $1016.00           | $1799.39           | Corporate Debt Securities                         |
| CHEVRON USA INC                GLBL NT 4.95%47     | 2047-08-15      | 4.9500%  | 0.0000% | $3000.00           | $2839.19           | Corporate Debt Securities                         |
| CHURCHILL DOWNS INC            SR GLBL 144A 27     | 2027-04-01      | 5.5000%  | 0.0000% | $85000.00          | $86543.65          | Corporate Debt Securities                         |
| CITIGROUP INC                  SR NT 5.875%42      | 2042-01-30      | 5.8750%  | 0.0000% | $4000.00           | $4213.76           | Corporate Debt Securities                         |
| CITIZENS FINL GROUP INC        SR GLBL NT 30       | 2030-04-30      | 3.2500%  | 0.0000% | $3000.00           | $2893.01           | Corporate Debt Securities                         |
| CITRUS RE LTD                  EXTND-B 144A 31     | 2031-06-07      | 14.0000% | 0.0000% | $3000000.00        | $3171300.00        | Corporate Debt Securities                         |
| CLEAN HARBORS INC              SR GLBL 144A 31     | 2031-02-01      | 6.3750%  | 0.0000% | $22000.00          | $23254.39          | Corporate Debt Securities                         |
| CLEAR CHANNEL OUTDOOR HLDGS IN SR GLBL 144A 29     | 2029-06-01      | 7.5000%  | 0.0000% | $1890000.00        | $1892044.35        | Corporate Debt Securities                         |
| CLEAR CHANNEL OUTDOOR HLDGS IN 1LIEN GLBL 33       | 2033-03-15      | 7.5000%  | 0.0000% | $964000.00         | $1059124.31        | Corporate Debt Securities                         |
| CLEARWATER PAPER CORP          SR GLBL 144A 28     | 2028-08-15      | 4.7500%  | 0.0000% | $1150000.00        | $1120215.96        | Corporate Debt Securities                         |
| CLYDESDALE ACQUISITION HLDGS   SR SEC GLBL 30      | 2030-01-15      | 6.8750%  | 0.0000% | $523000.00         | $530993.84         | Corporate Debt Securities                         |
| CLYDESDALE ACQUISITION HLDGS   SR SEC 144A NT32    | 2032-04-15      | 6.7500%  | 0.0000% | $1246000.00        | $1275539.54        | Corporate Debt Securities                         |
| COINBASE GLOBAL INC            SR GLBL 144A 31     | 2031-10-01      | 3.6250%  | 0.0000% | $524000.00         | $470663.42         | Corporate Debt Securities                         |
| COLGATE PALMOLIVE CO           SR GLBL NT 32       | 2032-08-15      | 3.2500%  | 0.0000% | $3000.00           | $2874.86           | Corporate Debt Securities                         |
| COMCAST CABLE COMMUNICATIONS   SR NT 8.5%27        | 2027-05-01      | 8.5000%  | 0.0000% | $3000.00           | $3218.02           | Corporate Debt Securities                         |
| COMCAST CORP NEW               SR NT 4.5%43        | 2043-01-15      | 4.5000%  | 0.0000% | $3000.00           | $2530.55           | Corporate Debt Securities                         |
| COMISION EJECUTIVA HIDROELECTR SR GLBL 144A 33     | 2033-01-24      | 8.6500%  | 0.0000% | $735000.00         | $785488.38         | Corporate Debt Securities                         |
| COMMONWEALTH EDISON CO         1M GLBL 116 BD44    | 2044-01-15      | 4.7000%  | 0.0000% | $5000.00           | $4508.74           | Corporate Debt Securities                         |
| COMMONWEALTH BANK OF AUSTRALIA FR 1.125%061526     | 2026-06-15      | 1.1250%  | 0.0000% | $3000.00           | $2973.86           | Corporate Debt Securities                         |
| COMPASS MINERALS INTL INC      SR GLBL 144A 27     | 2027-12-01      | 6.7500%  | 0.0000% | $45000.00          | $45496.01          | Corporate Debt Securities                         |
| CONOCOPHILLIPS CDA FDG CO II   SR NT 5.95%36       | 2036-10-15      | 5.9500%  | 0.0000% | $2000.00           | $2191.71           | Corporate Debt Securities                         |
| CONSOLIDATED EDISON CO N Y INC SR -2009 C DB 39    | 2039-12-01      | 5.5000%  | 0.0000% | $1000.00           | $1033.55           | Corporate Debt Securities                         |
| CONSTELLATION BRANDS INC       SR GLBL NT4.9%33    | 2033-05-01      | 4.9000%  | 0.0000% | $3000.00           | $3055.96           | Corporate Debt Securities                         |
| CONTINENTAL RES INC            SR NT 4.375%28      | 2028-01-15      | 4.3750%  | 0.0000% | $2000.00           | $2004.03           | Corporate Debt Securities                         |
| CONUMA RES LTD                 SR SEC 144A 28      | 2028-05-01      | 13.1250% | 0.0000% | $329000.00         | $320514.40         | Corporate Debt Securities                         |
| COOPER-STANDARD AUTOMOTIVE INC SR GLBL 144A 26     | 2026-11-15      | 5.6250%  | 0.0000% | $700000.00         | $674953.12         | Corporate Debt Securities                         |
| COUGAR JV SUBSIDIARY LLC       SR 144A NT 8%32     | 2032-05-15      | 8.0000%  | 0.0000% | $72000.00          | $78077.28          | Corporate Debt Securities                         |
| CROCS INC                      SR GLBL 144A 29     | 2029-03-15      | 4.2500%  | 0.0000% | $50000.00          | $49175.38          | Corporate Debt Securities                         |
| CUMULUS MEDIA NEW HLDGS INC    SR SEC GLBL 29      | 2029-07-01      | 8.0000%  | 0.0000% | $1060000.00        | $307400.00         | Corporate Debt Securities                         |
| CUSHMAN & WAKEFIELD U S BRRWR  SR SEC GLBL 28      | 2028-05-15      | 6.7500%  | 0.0000% | $212000.00         | $216106.97         | Corporate Debt Securities                         |
| DANA INC                       SR GLBL NT4.5%32    | 2032-02-15      | 4.5000%  | 0.0000% | $831000.00         | $804453.70         | Corporate Debt Securities                         |
| DARLING INGREDIENTS INC        SR GLBL 144A 27     | 2027-04-15      | 5.2500%  | 0.0000% | $5121000.00        | $5201668.55        | Corporate Debt Securities                         |
| DAVITA INC                     SR GLBL 144A 32     | 2032-09-01      | 6.8750%  | 0.0000% | $233000.00         | $246375.33         | Corporate Debt Securities                         |
| JOHN DEERE CAPITAL CORPORATION FR 3.9%060732       | 2032-06-07      | 3.9000%  | 0.0000% | $5000.00           | $4930.66           | Corporate Debt Securities                         |
| JOHN DEERE CAPITAL CORPORATION FR 4.9%030731       | 2031-03-07      | 4.9000%  | 0.0000% | $2000.00           | $2101.93           | Corporate Debt Securities                         |
| DELL INTL LLC/EMC CORP         SR GLBL NT5.5%35    | 2035-04-01      | 5.5000%  | 0.0000% | $2000.00           | $2093.12           | Corporate Debt Securities                         |
| DISCOVERY COMMUNICATIONS LLC   SR GLBL NT 30       | 2030-05-15      | 3.6250%  | 0.0000% | $1182000.00        | $1065043.56        | Corporate Debt Securities                         |
| DISCOVERY COMMUNICATIONS LLC   SR GLBL NT5.2%47    | 2047-09-20      | 5.2000%  | 0.0000% | $157000.00         | $97148.11          | Corporate Debt Securities                         |
| DISCOVERY COMMUNICATIONS LLC   SR GLBL NT 5%37     | 2037-09-20      | 5.0000%  | 0.0000% | $3500000.00        | $2775694.44        | Corporate Debt Securities                         |
| DISCOVERY COMMUNICATIONS LLC   SR GLBL NT 30       | 2030-05-15      | 3.6250%  | 0.0000% | $33773000.00       | $31444759.74       | Corporate Debt Securities                         |
| DOMINION ENERGY SOUTH CAROLINA 1M GLBL -A BD 31    | 2031-12-01      | 2.3000%  | 0.0000% | $4000.00           | $3591.32           | Corporate Debt Securities                         |
| DOMTAR CORP                    SR NT 6.25%42       | 2042-09-01      | 6.2500%  | 0.0000% | $799000.00         | $409949.37         | Corporate Debt Securities                         |
| DONNELLEY R R & SONS CO        SR SEC 144A NT29    | 2029-08-01      | 9.5000%  | 0.0000% | $1031000.00        | $1120383.69        | Corporate Debt Securities                         |
| API GROUP DE INC               SR GLBL 144A 29     | 2029-07-15      | 4.1250%  | 0.0000% | $94000.00          | $91614.16          | Corporate Debt Securities                         |
| AADVANTAGE LOYALTY IP LTD/ AME 1LIEN GLBL 29       | 2029-04-20      | 5.7500%  | 0.0000% | $99000.00          | $100280.78         | Corporate Debt Securities                         |
| ACORN RE LIMITED               -A VR 144A NT 26    | 2026-11-06      | 7.8916%  | 0.0000% | $845000.00         | $862143.49         | Corporate Debt Securities                         |
| ACRISURE LLC / ACRISURE FIN    SR 144A NT 6%29     | 2029-08-01      | 6.0000%  | 0.0000% | $60000.00          | $61185.20          | Corporate Debt Securities                         |
| ACRISURE LLC / ACRISURE FIN    SR 144A NT8.5%29    | 2029-06-15      | 8.5000%  | 0.0000% | $2221000.00        | $2348363.25        | Corporate Debt Securities                         |
| ADVANCE AUTO PARTS INC         GLBL NT 3.9%30      | 2030-04-15      | 3.9000%  | 0.0000% | $3000.00           | $2805.38           | Corporate Debt Securities                         |
| ADVANCE AUTO PARTS INC         SR GLBL 144A 30     | 2030-08-01      | 7.0000%  | 0.0000% | $1000.00           | $1051.49           | Corporate Debt Securities                         |
| AGREE LTD PARTNERSHIP          SR GLBL NT2.9%30    | 2030-10-01      | 2.9000%  | 0.0000% | $2000.00           | $1888.69           | Corporate Debt Securities                         |
| ALABAMA PWR CO                 SR NT-T   5.7%33    | 2033-02-15      | 5.7000%  | 0.0000% | $1000.00           | $1089.40           | Corporate Debt Securities                         |
| ALBERTSONS COS INC / SAFEWAY I SR GLBL 144A 30     | 2030-02-15      | 4.8750%  | 0.0000% | $1971000.00        | $1990244.35        | Corporate Debt Securities                         |
| ALBERTSONS INC                 SR DEB 7.45%29      | 2029-08-01      | 7.4500%  | 0.0000% | $3821000.00        | $4208881.39        | Corporate Debt Securities                         |
| BREAD FINANCIAL HOLDINGS INC   SUB GLBL 144A 35    | 2035-06-15      | 8.3750%  | 0.0000% | $485000.00         | $504127.79         | Corporate Debt Securities                         |
| ALLISON TRANSMISSION INC       SR GLBL 144A 29     | 2029-06-01      | 5.8750%  | 0.0000% | $57000.00          | $58309.77          | Corporate Debt Securities                         |
| ALTICE FRANCE S A              SR SEC GLBL 29      | 2029-11-01      | 9.5000%  | 0.0000% | $364.00            | $380.81            | Corporate Debt Securities                         |
| ALTICE FRANCE S A              SR SEC GLBL 32      | 2032-07-15      | 6.8750%  | 0.0000% | $570.00            | $559.46            | Corporate Debt Securities                         |
| AMENTUM ESCROW CORP            SR GLBL 144A 32     | 2032-08-01      | 7.2500%  | 0.0000% | $880000.00         | $958107.58         | Corporate Debt Securities                         |
| AMERICAN EXPRESS CO            3.125%26            | 2026-05-20      | 3.1250%  | 0.0000% | $3000.00           | $3011.54           | Corporate Debt Securities                         |
| AMERICAN WTR CAP CORP          SR GLBL NT 29       | 2029-06-01      | 3.4500%  | 0.0000% | $2000.00           | $1974.15           | Corporate Debt Securities                         |
| AMERIGAS PARTNERS L P          SR GLBL NT 27       | 2027-05-20      | 5.7500%  | 0.0000% | $85000.00          | $86587.85          | Corporate Debt Securities                         |
| ANDREW W MELLON FNDTN          SR -2020 BD 27      | 2027-08-01      | 0.9470%  | 0.0000% | $5000.00           | $4817.29           | Corporate Debt Securities                         |
| APPLE INC                      SR GLBL NT 3%27     | 2027-06-20      | 3.0000%  | 0.0000% | $3000.00           | $2985.64           | Corporate Debt Securities                         |
| APPLIED MATLS INC              SR GLBL NT4.8%29    | 2029-06-15      | 4.8000%  | 0.0000% | $3000.00           | $3094.56           | Corporate Debt Securities                         |
| ARBOR REALTY SENIOR INC        SR GLBL 144A 30     | 2030-07-15      | 7.8750%  | 0.0000% | $224000.00         | $205229.08         | Corporate Debt Securities                         |
| ARBOR REALTY SENIOR INC        SR GLBL 144A 28     | 2028-12-15      | 8.5000%  | 0.0000% | $7035000.00        | $6909347.08        | Corporate Debt Securities                         |
| ARCHER DANIELS MIDLAND CO      SR DEB 6.75%27      | 2027-12-15      | 6.7500%  | 0.0000% | $2000.00           | $2115.64           | Corporate Debt Securities                         |
| ARCHES BUYER INC               1LIEN GLBL 28       | 2028-06-01      | 4.2500%  | 0.0000% | $122000.00         | $121025.86         | Corporate Debt Securities                         |
| ARCOSA INC                     SR GLBL 144A 32     | 2032-08-15      | 6.8750%  | 0.0000% | $5000.00           | $5417.25           | Corporate Debt Securities                         |
| ASHLAND INC                    SR GLBL 144A 31     | 2031-09-01      | 3.3750%  | 0.0000% | $100000.00         | $93190.88          | Corporate Debt Securities                         |
| ASHTON WOODS USA LLC / ASHTON  SR 144A NT 29       | 2029-08-01      | 4.6250%  | 0.0000% | $912000.00         | $895088.35         | Corporate Debt Securities                         |
| ASHTON WOODS USA LLC / ASHTON  SR 144A NT 33       | 2033-08-01      | 6.8750%  | 0.0000% | $277000.00         | $290115.10         | Corporate Debt Securities                         |
| ASURION LLC / ASURION CO       2LIEN 144A NT 34    | 2034-02-01      | 8.3750%  | 0.0000% | $925000.00         | $933852.25         | Corporate Debt Securities                         |
| ASSURANT INC                   SUB GLBL NT 7%48    | 2048-03-27      | 7.0000%  | 0.0000% | $85000.00          | $89555.72          | Corporate Debt Securities                         |
| ATHENE GLOBAL FDG              SR SEC REGS NT26    | 2026-06-29      | 1.6080%  | 0.0000% | $3000.00           | $2972.71           | Corporate Debt Securities                         |
| AUTOZONE INC                   SR GLBL NT5.2%33    | 2033-08-01      | 5.2000%  | 0.0000% | $2000.00           | $2100.25           | Corporate Debt Securities                         |
| AVIENT CORPORATION             SR GLBL 144A 30     | 2030-08-01      | 7.1250%  | 0.0000% | $473000.00         | $503568.61         | Corporate Debt Securities                         |
| AVIS BUDGET CAR RENT LLC /AVIS SR GLBL 144A 32     | 2032-06-15      | 8.3750%  | 0.0000% | $2585000.00        | $2683950.57        | Corporate Debt Securities                         |
| BANCO BRADESCO SA GRAND CAYMAN FR 6.5%012230       | 2030-01-22      | 6.5000%  | 0.0000% | $1170000.00        | $1226332.51        | Corporate Debt Securities                         |
| BANCO MERCANTILE DEL NORTE SA  ALT TIER I PERP     | 2500-12-31      | 8.3750%  | 0.0000% | $500000.00         | $539986.11         | Corporate Debt Securities                         |
| BANK AMERICA CORP              VR 012425-012431    | 2031-01-24      | 4.6664%  | 0.0000% | $3000.00           | $3018.38           | Corporate Debt Securities                         |
| BANK MONTREAL MEDIUM           VR 092225-092228    | 2028-09-22      | 4.4258%  | 0.0000% | $2000.00           | $2013.02           | Corporate Debt Securities                         |
| BANK NEW YORK MELLON CORP      FR 3.85%042629      | 2029-04-26      | 3.8500%  | 0.0000% | $3000.00           | $3028.06           | Corporate Debt Securities                         |
| BAUSCH HEALTH COS INC          SR GLBL 144A 28     | 2028-01-15      | 7.0000%  | 0.0000% | $5000.00           | $4515.03           | Corporate Debt Securities                         |
| BAUSCH HEALTH COS INC          SR GLBL 144A 29     | 2029-02-15      | 6.2500%  | 0.0000% | $1065000.00        | $874520.31         | Corporate Debt Securities                         |
| BECTON DICKINSON & CO          SR DEB 7%27         | 2027-08-01      | 7.0000%  | 0.0000% | $1000.00           | $1074.21           | Corporate Debt Securities                         |
| BELL CDA                       JR SB GLBL -B 55    | 2055-09-15      | 7.0000%  | 0.0000% | $741000.00         | $795619.11         | Corporate Debt Securities                         |
| BERKSHIRE HATHAWAY FIN CORP    SR GLBL NT 32       | 2032-03-15      | 2.8750%  | 0.0000% | $3000.00           | $2823.87           | Corporate Debt Securities                         |
| BLACKROCK TCP CAPITAL CORP     SR GLBL NT 26       | 2026-02-09      | 2.8500%  | 0.0000% | $76000.00          | $76953.61          | Corporate Debt Securities                         |
| BOARDWALK PIPELINES LP         SR GLBL NT3.4%31    | 2031-02-15      | 3.4000%  | 0.0000% | $3000.00           | $2879.02           | Corporate Debt Securities                         |
| BOEING CO                      SR GLBL NT2.7%27    | 2027-02-01      | 2.7000%  | 0.0000% | $4000.00           | $4002.46           | Corporate Debt Securities                         |
| BOMBARDIER INC                 SR GLBL 144A 30     | 2030-11-15      | 8.7500%  | 0.0000% | $716000.00         | $783231.80         | Corporate Debt Securities                         |
| BP CAP MKTS AMER INC           SR GLBL NT 27       | 2027-04-14      | 3.5880%  | 0.0000% | $2000.00           | $2013.91           | Corporate Debt Securities                         |
| BRANDYWINE OPER PARTNERSHIP L  CR SEN GLBL NT28    | 2028-03-15      | 8.3000%  | 0.0000% | $132000.00         | $143441.10         | Corporate Debt Securities                         |
| BREAKWATER ENERGY HOLDINGS SA  SR SEC 144A NT30    | 2030-11-15      | 9.2500%  | 0.0000% | $1081000.00        | $1153121.92        | Corporate Debt Securities                         |
| BRINKER INTL INC               SR GLBL 144A 30     | 2030-07-15      | 8.2500%  | 0.0000% | $36000.00          | $38144.07          | Corporate Debt Securities                         |
| BROOKFIELD RESIDENTIAL PPTYS   SR GLBL 144A 27     | 2027-09-15      | 6.2500%  | 0.0000% | $4247000.00        | $4348322.80        | Corporate Debt Securities                         |
| BROOKFIELD RESIDENTIAL PPTYS   SR GLBL 144A 30     | 2030-02-15      | 4.8750%  | 0.0000% | $27000.00          | $25895.53          | Corporate Debt Securities                         |
| BROOKFIELD PPTY REIT INC / BPR 1LIEN GLBL 26       | 2026-05-15      | 5.7500%  | 0.0000% | $623000.00         | $628369.74         | Corporate Debt Securities                         |
| BROWN FORMAN CORP              4%38                | 2038-04-15      | 4.0000%  | 0.0000% | $5000.00           | $4565.53           | Corporate Debt Securities                         |
| BUCKEYE PARTNERS L P           SR NT 3.95%26       | 2026-12-01      | 3.9500%  | 0.0000% | $93000.00          | $92889.67          | Corporate Debt Securities                         |
| BUCKEYE PARTNERS L P           SR GLBL NT 27       | 2027-12-01      | 4.1250%  | 0.0000% | $75000.00          | $74732.28          | Corporate Debt Securities                         |
| AEP TEX INC                    SR GLBL -O NT 34    | 2034-05-15      | 5.7000%  | 0.0000% | $2000.00           | $2112.15           | Corporate Debt Securities                         |
| AHP HEALTH PARTNERS INC        SR 144A NT 29       | 2029-07-15      | 5.7500%  | 0.0000% | $4420000.00        | $4322564.78        | Corporate Debt Securities                         |
| AON PLC                        GLBL NT 4.75%45     | 2045-05-15      | 4.7500%  | 0.0000% | $5000.00           | $4519.13           | Corporate Debt Securities                         |
| SOLSTICE ADVANCED MATLS INC    SR REGS NT 33       | 2033-09-30      | 5.6250%  | 0.0000% | $400000.00         | $409536.00         | Corporate Debt Securities                         |
| TRANSDIGM INC                  SR SEC GLBL 28      | 2028-08-15      | 6.7500%  | 0.0000% | $190000.00         | $198980.83         | Corporate Debt Securities                         |

### Security 660: BOFA SECURITIES INC

- **C.1 - Title:** BOFA SECURITIES INC 4.080000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1DXFU3, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: ARP1DXFU3
- **C.18 - Value (incl. sponsor support):** $574771460.50
- **C.18.a - Value (excl. sponsor support):** $574771460.50
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-05-05
- **C.13 - Final Legal Maturity Date:** 2026-05-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                                          |
|:---|:---|:---|:---|:---|:---|:---|
| VENTURE 32 CLO 2018-32         E      20310718 FLT | 2031-07-18      | 9.6792%  | 0.0000% | $5462000.00        | $2299003.20        | Asset-Backed Securities                           |
| VENTURE XXIII CLO 2016-23      SUB    20280719 FLT | 2028-07-19      | 0.0000%  | 0.0000% | $2125000.00        | $63750.00          | Asset-Backed Securities                           |
| VERTICAL CDO LTD 2003-1        A      20400303 FLT | 2040-03-03      | 5.7897%  | 0.0000% | $24000000.00       | $160214.49         | Asset-Backed Securities                           |
| VOYA CLO 2017-3 LTD            SUB    20300722 FLT | 2030-07-22      | 0.0000%  | 0.0000% | $10635000.00       | $2658750.00        | Asset-Backed Securities                           |
| VOYA CLO LTD 2018-1            SUB    20310421 FLT | 2031-04-21      | 0.0000%  | 0.0000% | $5000000.00        | $300000.00         | Asset-Backed Securities                           |
| WASH MUTUAL WMABS                                  | 2036-09-25      | 12.0000% | 0.0000% | $1920000.00        | $3201.92           | Asset-Backed Securities                           |
| YORK CLO-8 LTD 2020-8          SUB    20320420 FLT | 2032-04-20      | 0.0000%  | 0.0000% | $10000000.00       | $6536050.00        | Asset-Backed Securities                           |
| ACACIA CDO 7 2005-7            A      20450112 FLT | 2045-01-12      | 4.2013%  | 0.0000% | $25000000.00       | $758218.48         | Asset-Backed Securities                           |
| ALESCO PREF  FDG VI, 2004-6    D1     20350323 FLT | 2035-03-23      | 6.9466%  | 0.0000% | $3000000.00        | $2497165.11        | Asset-Backed Securities                           |
| ALLEGRO CLO LTD 2021-14        SUB    20341016 FLT | 2034-10-16      | 0.0000%  | 0.0000% | $3500000.00        | $1408316.00        | Asset-Backed Securities                           |
| BELLE HAVEN ABS CDO 2004-1     A1J    20441103 FLT | 2044-11-03      | 7.6000%  | 0.0000% | $9000000.00        | $772085.84         | Asset-Backed Securities                           |
| BLUEMONNTAIN CLO XXII 2018-22  SUB NT 20310715 FLT | 2031-07-15      | 0.0000%  | 0.0000% | $5710000.00        | $394915.02         | Asset-Backed Securities                           |
| CARLYLE GLBL MKT STRTGS 2012-4 SUB NT 20320420 FLT | 2032-04-20      | 0.0000%  | 0.0000% | $6280152.00        | $1964808.35        | Asset-Backed Securities                           |
| ELMWOOD CLO LTD 2022-14        SUB    20381020 FLT | 2038-10-20      | 0.0000%  | 0.0000% | $1855328.00        | $957236.07         | Asset-Backed Securities                           |
| GOLDENTREE LOAN MANAGEMENT 202 B-R    20370420 FLT | 2037-04-20      | 5.6176%  | 0.0000% | $9800000.00        | $9829365.24        | Asset-Backed Securities                           |
| GREYWOLF CLO 2018-7            SUB    20311020 FLT | 2031-10-20      | 0.0000%  | 0.0000% | $3523684.00        | $1610834.52        | Asset-Backed Securities                           |
| PALMER SQUARE CLO LTD 2018-1   SUB    20310418 FLT | 2031-04-18      | 0.0000%  | 0.0000% | $1000000.00        | $221176.00         | Asset-Backed Securities                           |
| ROCKLAND OK CLO 2021           SUB    20340420 FLT | 2034-04-20      | 0.0000%  | 0.0000% | $1100000.00        | $250637.20         | Asset-Backed Securities                           |
| US CAP FDG V LTD 2006-5        B-1    20401010 FLT | 2040-10-10      | 5.1613%  | 0.0000% | $15600000.00       | $1806583.80        | Asset-Backed Securities                           |
| VOYA CLO LTD 2016-3            SUB    20271018 FLT | 2027-10-18      | 0.0000%  | 0.0000% | $4612500.00        | $853976.70         | Asset-Backed Securities                           |
| WELLFLEET CLO LTD 2017-2       SUB NT 20291020 FLT | 2029-10-20      | 0.0000%  | 0.0000% | $2000000.00        | $226082.00         | Asset-Backed Securities                           |
| BCAP LLC TR 2009-RR5           III-A3 20360826 FLT | 2036-08-26      | 6.2500%  | 0.0000% | $1064000.00        | $249697.38         | Private Label Collateralized Mortgage Obligations |
| BAFC 2006 NIM2 LTD                                 | 2046-11-25      | 7.2500%  | 0.0000% | $6995968.00        | $1708.26           | Private Label Collateralized Mortgage Obligations |
| BARCLAYS MTG TR LN 2026-NQM1   A-1    20651226 FLT | 2065-12-26      | 4.8360%  | 0.0000% | $1280000.00        | $1285710.93        | Private Label Collateralized Mortgage Obligations |
| BEAR STEARNS ALT-A 2006-2      II-2A1 20360325 FLT | 2036-03-25      | 4.1734%  | 0.0000% | $14000000.00       | $628606.08         | Private Label Collateralized Mortgage Obligations |
| BEAR STEARNS ALT-A 2005-10     II-2A1 20360125 FLT | 2036-01-25      | 5.0752%  | 0.0000% | $5300000.00        | $150067.88         | Private Label Collateralized Mortgage Obligations |
| BENCHMART MTG TR 2019-B12      E      20520816 FLT | 2052-08-16      | 3.0000%  | 0.0000% | $3217000.00        | $1721727.67        | Private Label Collateralized Mortgage Obligations |
| BENCHMARK MTG TR 2021-B25      300P-D 20540417 FLT | 2054-04-17      | 2.9942%  | 0.0000% | $1778470.00        | $1022090.27        | Private Label Collateralized Mortgage Obligations |
| BRAVO RES FDG TR 2023-NQM3     B-2    20620925 FLT | 2062-09-25      | 4.9390%  | 0.0000% | $8453000.00        | $3683137.96        | Private Label Collateralized Mortgage Obligations |
| BRAVO RES FDG TR 2026-NQM1     B-3    20651225 FLT | 2065-12-25      | 6.9159%  | 0.0000% | $9632560.00        | $9494777.57        | Private Label Collateralized Mortgage Obligations |
| BRAVO RES FDG TR 2025-NQM4     B-2    20650225 FLT | 2065-02-25      | 7.3529%  | 0.0000% | $8794000.00        | $8854741.95        | Private Label Collateralized Mortgage Obligations |
| BX TR 2021-SDMF                F      20340915 FLT | 2034-09-15      | 5.7315%  | 0.0000% | $1100000.00        | $1021935.71        | Private Label Collateralized Mortgage Obligations |
| COMM MTG TR 2014-UBS4          D      20470812 FLT | 2047-08-12      | 4.8096%  | 0.0000% | $2000000.00        | $447748.85         | Private Label Collateralized Mortgage Obligations |
| COMM MTG TR 2018-HCLV          B      20330915 FLT | 2033-09-15      | 5.3760%  | 0.0000% | $4889290.00        | $3911921.33        | Private Label Collateralized Mortgage Obligations |
| EFMT 2024-INV2                 B-1    20691025 FLT | 2069-10-25      | 7.1690%  | 0.0000% | $728000.00         | $739868.60         | Private Label Collateralized Mortgage Obligations |
| EFMT 2024-INV2                 B-3    20691025 FLT | 2069-10-25      | 7.6319%  | 0.0000% | $270300.00         | $267358.57         | Private Label Collateralized Mortgage Obligations |
| EFMT 2025-NQM4                 M-1B   20700925 FLT | 2070-09-25      | 6.1180%  | 0.0000% | $414000.00         | $417475.28         | Private Label Collateralized Mortgage Obligations |
| FARM MORTGAGE TR 2025-2        B      20550925 FLT | 2055-09-25      | 5.7044%  | 0.0000% | $8000000.00        | $6791490.13        | Private Label Collateralized Mortgage Obligations |
| GCAT TR 2025-INV1              B-4    20550225 FLT | 2055-02-25      | 6.6251%  | 0.0000% | $233000.00         | $214445.98         | Private Label Collateralized Mortgage Obligations |
| GS MTG SECS TR 2013-GCJ14      H      20460810 FLT | 2046-08-10      | 4.2500%  | 0.0000% | $15388512.00       | $2493218.77        | Private Label Collateralized Mortgage Obligations |
| GSR MTG LN TR 2006-OA1         1-A-1  20460825 FLT | 2046-08-25      | 4.2271%  | 0.0000% | $83995000.00       | $4303071.38        | Private Label Collateralized Mortgage Obligations |
| GCAT TRUST 2025-INV3           B-6    20550825 FLT | 2055-08-25      | 6.6866%  | 0.0000% | $3296972.00        | $2239114.04        | Private Label Collateralized Mortgage Obligations |
| HARBORVIEW MTG LN TR 2006-1    2-A1A  20360319 FLT | 2036-03-19      | 4.2698%  | 0.0000% | $150000.00         | $9708.40           | Private Label Collateralized Mortgage Obligations |
| IMPAC CMB TR 2004-8            2-A-1  20341025 FLT | 2034-10-25      | 4.4871%  | 0.0000% | $66453499.00       | $1635.63           | Private Label Collateralized Mortgage Obligations |
| JP MORGAN MTG TR 2007-A4       2-A-3  20370625 FLT | 2037-06-25      | 4.8067%  | 0.0000% | $7720000.00        | $402485.73         | Private Label Collateralized Mortgage Obligations |
| JPMCC COML MTG SEC TR 2016-JP4 NR     20491217 FLT | 2049-12-17      | 4.1470%  | 0.0000% | $3890320.00        | $2309132.17        | Private Label Collateralized Mortgage Obligations |
| J.P. MORGAN MTG TR 2023-5      B-6    20531125 FLT | 2053-11-25      | 4.4005%  | 0.0000% | $1299770.00        | $855397.92         | Private Label Collateralized Mortgage Obligations |
| LAVENDER TRUST 2010-RR2        A-4    20361028 6.2 | 2036-10-28      | 6.2500%  | 0.0000% | $1400000.00        | $305975.17         | Private Label Collateralized Mortgage Obligations |
| MF1 LTD  2021-FL7              A-S    20361021 FLT | 2036-10-21      | 5.2398%  | 0.0000% | $16000000.00       | $16000713.25       | Private Label Collateralized Mortgage Obligations |
| MASTR ALTERNATIVE LN TR 2005-3 5-A-1  20350425 6.5 | 2035-04-25      | 6.5000%  | 0.0000% | $11750000.00       | $337567.58         | Private Label Collateralized Mortgage Obligations |
| NOMURA ASSET ACCEPT 2005-AR4   IV-A-1 20350825 FLT | 2035-08-25      | 4.2670%  | 0.0000% | $3000000.00        | $59825.01          | Private Label Collateralized Mortgage Obligations |
| OBX TRUST 2022-INV1            B-6    20511225 FLT | 2051-12-25      | 3.2545%  | 0.0000% | $4150344.00        | $2094372.65        | Private Label Collateralized Mortgage Obligations |
| OBX 2025-NQM7 TRUST            B-2    20550525 FLT | 2055-05-25      | 7.3160%  | 0.0000% | $4293000.00        | $3719341.02        | Private Label Collateralized Mortgage Obligations |
| OBX 2025-NQM12 TRUST           B-1A   20650525 FLT | 2065-05-25      | 6.6380%  | 0.0000% | $7959000.00        | $7278913.62        | Private Label Collateralized Mortgage Obligations |
| PMT LOAN TRUST 2021-INV2       B-6    20511125 FLT | 2051-11-25      | 3.2326%  | 0.0000% | $2987268.00        | $1426363.40        | Private Label Collateralized Mortgage Obligations |
| PROVIDENT FDG MTG 2020-F1      B-3    20360125 FLT | 2036-01-25      | 2.1596%  | 0.0000% | $1033000.00        | $558183.03         | Private Label Collateralized Mortgage Obligations |
| RALI SERIES TRUST 2007-QS4     IV-A1  20370325 FLT | 2037-03-25      | 4.1871%  | 0.0000% | $49758800.00       | $1460165.93        | Private Label Collateralized Mortgage Obligations |
| SEQUOIA MTG TR 2025-S2         B-6    20551125 FLT | 2055-11-25      | 4.1971%  | 0.0000% | $3023976.00        | $1665817.88        | Private Label Collateralized Mortgage Obligations |
| STARWOOD RTL PPTY TR 2014-STAR C      20271115 FLT | 2027-11-15      | 6.7500%  | 0.0000% | $5500000.00        | $15510.92          | Private Label Collateralized Mortgage Obligations |
| STARWOOD RTL PPTY TR 2014-STAR E      20271115 FLT | 2027-11-15      | 6.7500%  | 0.0000% | $100000.00         | $282.02            | Private Label Collateralized Mortgage Obligations |
| UBS COMMERCIAL MTG TR 2019-C18 F      20521217 FLT | 2052-12-17      | 2.8069%  | 0.0000% | $14246000.00       | $5853027.71        | Private Label Collateralized Mortgage Obligations |
| WAMU MTG CERT 2006-AR7         2A     20460725 FLT | 2046-07-25      | 4.6482%  | 0.0000% | $2618000.00        | $117383.74         | Private Label Collateralized Mortgage Obligations |
| ACA ABS 2007-3                 B-1L   20470507 FLT | 2047-05-07      | 4.3935%  | 0.0000% | $5499990.00        | $200785.29         | Asset-Backed Securities                           |
| AMSR TR 2023-SFR2              F-2    20400817 3.9 | 2040-08-17      | 3.9500%  | 0.0000% | $10510000.00       | $9903614.45        | Asset-Backed Securities                           |
| ACACIA CDO 7 2005-7            B      20450112 FLT | 2045-01-12      | 4.4913%  | 0.0000% | $13780000.00       | $907895.30         | Asset-Backed Securities                           |
| ACCREDITED MTG LN TR 2006-1    M-8    20360425 FLT | 2036-04-25      | 1.1883%  | 0.0000% | $3500000.00        | $1954.41           | Asset-Backed Securities                           |
| ACCREDITED MTG LN TR 2006-2    M-1    20360925 FLT | 2036-09-25      | 4.0571%  | 0.0000% | $6089000.00        | $5878007.78        | Asset-Backed Securities                           |
| ACE SECS HEQ 2004-HE1          M-3    20340325 FLT | 2034-03-25      | 5.8121%  | 0.0000% | $5335000.00        | $5115484.08        | Asset-Backed Securities                           |
| ACE SECS HEQ 2004-HE2          M-6    20341025 FLT | 2034-10-25      | 8.8871%  | 0.0000% | $2680000.00        | $308073.01         | Asset-Backed Securities                           |
| ADIRONDACK LTD 2005-1          A-2    20400709 FLT | 2040-07-09      | 5.3602%  | 0.0000% | $15000000.00       | $2146668.57        | Asset-Backed Securities                           |
| ADIRONDACK LTD 2005-1          D      20400709 FLT | 2040-07-09      | 8.2925%  | 0.0000% | $5000000.00        | $31825.81          | Asset-Backed Securities                           |
| ALLEGRO CLO LTD 2024-8S        F      20371015 FLT | 2037-10-15      | 12.2222% | 0.0000% | $900000.00         | $903150.52         | Asset-Backed Securities                           |
| QUEST TRUST 2004-X2            M-3    20340625 FLT | 2034-06-25      | 7.0121%  | 0.0000% | $4000000.00        | $1857739.30        | Asset-Backed Securities                           |
| ANCHORAGE CAP CLO LTD 2021-20  SUB NT 20350122 FLT | 2035-01-22      | 0.0000%  | 0.0000% | $1750000.00        | $390932.50         | Asset-Backed Securities                           |
| APIDOS CLO LTD 2023-46         SUB    20361024 FLT | 2036-10-24      | 0.0000%  | 0.0000% | $2000000.00        | $1150420.00        | Asset-Backed Securities                           |
| ARES XXXVII CLO LTD 15-37R     SUB NT 20261015 FLT | 2026-10-15      | 0.0000%  | 0.0000% | $3000000.00        | $563283.00         | Asset-Backed Securities                           |
| ARROWPOINT CLO LTD 2014-2      SUB NT 20260312 FLT | 2026-03-12      | 0.0000%  | 0.0000% | $8775000.00        | $167830.65         | Asset-Backed Securities                           |
| ASSET BACKED FDG 2004-FF1      M-2    20340125 FLT | 2034-01-25      | 5.9621%  | 0.0000% | $2250000.00        | $84868.38          | Asset-Backed Securities                           |
| ASSET BCKD FDG NIM 2005-OPT1   N2 144 20350926 6.0 | 2035-09-26      | 6.0000%  | 0.0000% | $1556476.00        | $321.18            | Asset-Backed Securities                           |
| ASSURANT CLO 2018-2            SUB    20310421 FLT | 2031-04-21      | 0.0000%  | 0.0000% | $2000000.00        | $590292.00         | Asset-Backed Securities                           |
| ATHILON CAP CORP               SUB C VR 144A 47    | 2047-06-20      | 0.0000%  | 0.0000% | $24900000.00       | $9068946.58        | Asset-Backed Securities                           |
| AYRESOME CDO I LTD 2005-1      A-2    20451208 FLT | 2045-12-08      | 7.4800%  | 0.0000% | $18000000.00       | $4913175.01        | Asset-Backed Securities                           |
| BABSON CLO LTD 2015-I          SUB    20270420 FLT | 2027-04-20      | 0.0000%  | 0.0000% | $6130000.00        | $657663.18         | Asset-Backed Securities                           |
| BMO SBA COOF 2.3396 25SEP36 144A FR                | 2036-09-25      | 2.3347%  | 0.0000% | $311173120.00      | $23471632.79       | Asset-Backed Securities                           |
| PEOPLES CHOICE HM LN 2005-4    M6     20351225 FLT | 2035-12-25      | 4.8371%  | 0.0000% | $6586368.00        | $3604.66           | Asset-Backed Securities                           |
| POINT SECURITIZATION TR 2025-2 A-1    20550925 5.7 | 2055-09-25      | 5.7500%  | 0.0000% | $31900000.00       | $32017596.69       | Asset-Backed Securities                           |
| PORT JACKSON CDO 2007-1        A-2    20521119 FLT | 2052-11-19      | 2.5226%  | 0.0000% | $81700000.00       | $1549192.50        | Asset-Backed Securities                           |
| PREFERRED TERM SEC XXII 2006-2 C-1    20360922 FLT | 2036-09-22      | 5.1348%  | 0.0000% | $4998000.00        | $3781468.20        | Asset-Backed Securities                           |
| PROGRESS RESIDENTIAL 2024-SFR1 E2     20410220 3.8 | 2041-02-20      | 3.8500%  | 0.0000% | $200000.00         | $191397.08         | Asset-Backed Securities                           |
| RCKT MORTGAGE TRUST 2024-CES4  B-1    20440625 FLT | 2044-06-25      | 8.0090%  | 0.0000% | $534000.00         | $545951.82         | Asset-Backed Securities                           |
| RCKT MTG TR 2024-CES7          B-1    20441025 FLT | 2044-10-25      | 7.3120%  | 0.0000% | $714000.00         | $731043.34         | Asset-Backed Securities                           |
| RCKT MTG TR 2025-CES7          B-2    20550725 FLT | 2055-07-25      | 8.0610%  | 0.0000% | $3124000.00        | $2958626.64        | Asset-Backed Securities                           |
| RACE POINT IX CLO LTD 2015-9   INC NT 20270415 FLT | 2027-04-15      | 0.0000%  | 0.0000% | $4010000.00        | $467004.60         | Asset-Backed Securities                           |
| RAD CLO LTD 2025-28            SUB    20380420 FLT | 2038-04-20      | 0.0000%  | 0.0000% | $2000000.00        | $1360746.00        | Asset-Backed Securities                           |
| RADNOR RE 2024-1 LTD           M-2    20340925 FLT | 2034-09-25      | 7.6973%  | 0.0000% | $964999.00         | $992687.00         | Asset-Backed Securities                           |
| RAMP SERIES TRUST 2006-RS5     A-4    20360925 FLT | 2036-09-25      | 4.3471%  | 0.0000% | $700000.00         | $124465.73         | Asset-Backed Securities                           |
| RCO X MORTGAGE LLC 2025-1      A-1    20300125 FLT | 2030-01-25      | 5.8750%  | 0.0000% | $236000.00         | $180202.55         | Asset-Backed Securities                           |
| REGATTA FUNDING LTD 2016-6     SUB    20280720 FLT | 2028-07-20      | 0.0000%  | 0.0000% | $20000000.00       | $4770100.00        | Asset-Backed Securities                           |
| REGATTA FUNDING LTD 27         SUB NT 20370427 FLT | 2037-04-27      | 0.0000%  | 0.0000% | $2000000.00        | $1345482.00        | Asset-Backed Securities                           |
| REGIONAL DIVER FDG LTD 2000-1  NT     20300315 9.2 | 2030-03-15      | 9.2500%  | 0.0000% | $7000000.00        | $15213.06          | Asset-Backed Securities                           |
| RENAISSANCE HEQ 2006-4         N      20370125 7.1 | 2037-01-25      | 7.1420%  | 0.0000% | $4997120.00        | $1242.53           | Asset-Backed Securities                           |
| RASC TRUST 2005-KS11           M-5    20351225 FLT | 2035-12-25      | 4.7321%  | 0.0000% | $2500000.00        | $1059558.14        | Asset-Backed Securities                           |
| ROCKFORD TOWER CLO 2017-1      SUB    20290416 FLT | 2029-04-16      | 0.0000%  | 0.0000% | $11000000.00       | $2860000.00        | Asset-Backed Securities                           |
| ROCKFORD TOWER CLO LTD 2025-3  E      20380331 FLT | 2038-03-31      | 10.6600% | 0.0000% | $1750000.00        | $1765918.00        | Asset-Backed Securities                           |
| ROCKFORD TOWER CLO 2019-1      SUB    20320420 FLT | 2032-04-20      | 0.0000%  | 0.0000% | $13283420.00       | $3357357.84        | Asset-Backed Securities                           |
| ROCKLAND PK CL 0.0 20APR34 144A FRN                | 2034-04-20      | 0.0000%  | 0.0000% | $6464512.00        | $19393.54          | Asset-Backed Securities                           |
| RR 2 LTD 2017-2                SUB NT 21171015 FLT | 2117-10-15      | 0.0000%  | 0.0000% | $7142000.00        | $1642660.00        | Asset-Backed Securities                           |
| SBA IO 2018- 2.84027 25JUL44 144A F                | 2044-07-25      | 2.3904%  | 0.0000% | $35395456.00       | $291723.89         | Asset-Backed Securities                           |
| SALT TR 2021-1                 D      20330228 7.1 | 2033-02-28      | 7.1420%  | 0.0000% | $7340000.00        | $1995607.04        | Asset-Backed Securities                           |
| SACO I TRUST 2004-3            B-1    20350125 FLT | 2035-01-25      | 6.6212%  | 0.0000% | $2200000.00        | $24519.33          | Asset-Backed Securities                           |
| SIERRA MADRE FDG 2004          A1LTB1 20390907 FLT | 2039-09-07      | 4.1894%  | 0.0000% | $4500000.00        | $195007.51         | Asset-Backed Securities                           |
| SMB PRIVATE EDU LN TR  2024-D  D      20530715 7.5 | 2053-07-15      | 7.5100%  | 0.0000% | $50871000.00       | $52649662.09       | Asset-Backed Securities                           |
| SOUND POINT CLO XIX 2018-19    SUB    20310415 FLT | 2031-04-15      | 0.0000%  | 0.0000% | $1250000.00        | $121787.50         | Asset-Backed Securities                           |
| SOUND PNT CLO VI LTD 2014-6    SUB    20261020 FLT | 2026-10-20      | 0.0000%  | 0.0000% | $10521200.00       | $386538.37         | Asset-Backed Securities                           |
| SOUND PNT CLO IV-R LTD 2018-4R E      20310418 FLT | 2031-04-18      | 10.1792% | 0.0000% | $3000000.00        | $1493722.70        | Asset-Backed Securities                           |
| SOUNDVIEW HM LN 2004-WMC1      M-5    20350125 FLT | 2035-01-25      | 5.1371%  | 0.0000% | $6800000.00        | $1276183.46        | Asset-Backed Securities                           |
| SOUNDVIEW HM LN 2006-OPT2      M-1    20360525 FLT | 2036-05-25      | 4.2371%  | 0.0000% | $13000000.00       | $8096749.28        | Asset-Backed Securities                           |
| SOUNDVIEW HM LN 2001-2         M-2    20300325 FLT | 2030-03-25      | 5.5871%  | 0.0000% | $1700000.00        | $51913.04          | Asset-Backed Securities                           |
| SOUND POINT CLO III 2018- 3-R  F      20290416 FLT | 2029-04-16      | 11.7338% | 0.0000% | $2250000.00        | $13307.29          | Asset-Backed Securities                           |
| SOUND POINT CLO 2018-21        SUB NT 20311027 FLT | 2031-10-27      | 0.0000%  | 0.0000% | $5000000.00        | $306815.00         | Asset-Backed Securities                           |
| SOUND POINT CLO XXIV LTD 2019  SUB    20321025 FLT | 2032-10-25      | 0.0000%  | 0.0000% | $5920000.00        | $147064.64         | Asset-Backed Securities                           |
| SOUTH COAST FDG VII 2005-7     A-2    20410107 FLT | 2041-01-07      | 0.6443%  | 0.0000% | $26083000.00       | $64858.57          | Asset-Backed Securities                           |
| SOUTH COAST FDG V 2004-5       B      20390806 FLT | 2039-08-06      | 5.1982%  | 0.0000% | $15000000.00       | $2787965.41        | Asset-Backed Securities                           |
| STRATA CLO LTD 2021-2          SUB    20331020 FLT | 2033-10-20      | 0.0000%  | 0.0000% | $2025000.00        | $222750.00         | Asset-Backed Securities                           |
| STRUCTURED ASSET INV 2004-8    M9     20340925 FLT | 2034-09-25      | 7.5371%  | 0.0000% | $3000000.00        | $468445.52         | Asset-Backed Securities                           |
| STRUCTURED ASSET INV 2005-HE1  M2     20350725 FLT | 2035-07-25      | 4.5071%  | 0.0000% | $360000.00         | $149646.71         | Asset-Backed Securities                           |
| STRUCTURED ASSET SECS 2007-BC1 M1     20370225 FLT | 2037-02-25      | 4.1321%  | 0.0000% | $4278640.00        | $2338444.72        | Asset-Backed Securities                           |
| SUMMER STR LTD 2005-1          A-3    20451206 FLT | 2045-12-06      | 4.5494%  | 0.0000% | $9192000.00        | $1031450.20        | Asset-Backed Securities                           |
| SUNNOVA HELIOS II ISS 2018-1   B      20480720 7.7 | 2048-07-20      | 7.7100%  | 0.0000% | $14218000.00       | $6280455.79        | Asset-Backed Securities                           |
| TCI-FLATIRON CLO LTD 2018-1R2  E-R2   20350730 FLT | 2035-07-30      | 8.8206%  | 0.0000% | $3750000.00        | $3595776.83        | Asset-Backed Securities                           |
| TABERNA PREF FDG II 2005-2     C2 144 20351105 FLT | 2035-11-05      | 5.8622%  | 0.0000% | $25000000.00       | $835583.86         | Asset-Backed Securities                           |
| TABERNA PREF FDG IV 2005-4     C-1    20360505 FLT | 2036-05-05      | 5.6122%  | 0.0000% | $2000000.00        | $56249.04          | Asset-Backed Securities                           |
| TABERNA PREF FDG V 2006-5      B-1L   20360805 FLT | 2036-08-05      | 6.9122%  | 0.0000% | $500000.00         | $18886.40          | Asset-Backed Securities                           |
| TERWIN MTG TRUST 2006-5        I-A-2C 20370725 FLT | 2037-07-25      | 4.3871%  | 0.0000% | $1000000.00        | $825966.93         | Asset-Backed Securities                           |
| THUNDERBOLT II AIR LEASE 2018  B      20380915 5.0 | 2038-09-15      | 7.6800%  | 0.0000% | $5000000.00        | $302419.98         | Asset-Backed Securities                           |
| TRAINER WORTHAM CBO V 2004-V   B 144A 20400104 FLT | 2040-01-04      | 4.7133%  | 0.0000% | $4000000.00        | $850372.42         | Asset-Backed Securities                           |
| TRAPEZA CDO X 2006-10          C-1    20410708 FLT | 2041-07-08      | 5.2614%  | 0.0000% | $2750000.00        | $2037707.68        | Asset-Backed Securities                           |
| TRAPEZA CDO XII 2007-12        C-1    20420406 FLT | 2042-04-06      | 5.0614%  | 0.0000% | $2015000.00        | $1587902.17        | Asset-Backed Securities                           |
| TRAPEZA CDO XII 2007-12        E-1    20420406 FLT | 2042-04-06      | 6.3114%  | 0.0000% | $5000000.00        | $43288.82          | Asset-Backed Securities                           |
| TRINITAS CLO LTD 2018-8        SUB    21170720 FLT | 2117-07-20      | 0.0000%  | 0.0000% | $4500000.00        | $1439347.50        | Asset-Backed Securities                           |
| TRINITAS CLO 2019-11 LTD       SUB    20320715 FLT | 2032-07-15      | 0.0000%  | 0.0000% | $4000000.00        | $1212064.00        | Asset-Backed Securities                           |
| DRYDEN CLO LTD 2022-98         SUB    20350420 FLT | 2035-04-20      | 0.0000%  | 0.0000% | $3000000.00        | $1020000.00        | Asset-Backed Securities                           |
| SECURITY NATL MTG 2007-1       M-1    20370425 FLT | 2037-04-25      | 6.7500%  | 0.0000% | $8428048.00        | $2264105.42        | Asset-Backed Securities                           |
| RASC SERIES TRUST 2006-KS5     M-2    20360725 FLT | 2036-07-25      | 4.0871%  | 0.0000% | $13000000.00       | $8062940.37        | Asset-Backed Securities                           |
| DUKE FDG V LTD                                     | 2033-08-07      | 8.1000%  | 0.0000% | $15000000.00       | $1388190.00        | Asset-Backed Securities                           |
| DUKE FUNDING V LTD                                 | 2033-08-07      | 7.6400%  | 0.0000% | $139300000.00      | $3919818.41        | Asset-Backed Securities                           |
| DUNHILL ABS CDO 2004           A-2    20410104 FLT | 2041-01-04      | 5.4037%  | 0.0000% | $2750000.00        | $45026.97          | Asset-Backed Securities                           |
| ECP CLO LTD 2015-7R            E-R    20300422 FLT | 2030-04-22      | 12.2792% | 0.0000% | $1635000.00        | $1649328.70        | Asset-Backed Securities                           |
| ELEVATION CLO 2021-13 LTD      SUB    20340717 FLT | 2034-07-17      | 0.0000%  | 0.0000% | $3120000.00        | $561600.00         | Asset-Backed Securities                           |
| FHN SBA 2026 1.6678 25DEC51 144A FR                | 2051-12-25      | 1.6678%  | 0.0000% | $185119232.00      | $11454252.48       | Asset-Backed Securities                           |
| FIELDSTONE MTG INV 2005-3      M6     20360225 FLT | 2036-02-25      | 4.8221%  | 0.0000% | $5996544.00        | $3271.86           | Asset-Backed Securities                           |
| FIELDSTONE MTG INV 2006-S1     M2     20370125 FLT | 2037-01-25      | 4.6121%  | 0.0000% | $10674176.00       | $5575.03           | Asset-Backed Securities                           |
| FIGRE TRUST 2025-PF2           B      20551025 FLT | 2055-10-25      | 5.1170%  | 0.0000% | $1250000.00        | $1167851.77        | Asset-Backed Securities                           |
| FIRST NLC TRUST 2005-1         M-7    20350525 FLT | 2035-05-25      | 2.4729%  | 0.0000% | $5996544.00        | $674.87            | Asset-Backed Securities                           |
| GMACM HEQ LN TR 2005-HE1       A3     20350825 FLT | 2035-08-25      | 4.2871%  | 0.0000% | $34632000.00       | $255322.64         | Asset-Backed Securities                           |
| GSAMP TRUST 2006-SD1           M-2    20450725 FLT | 2045-07-25      | 5.1371%  | 0.0000% | $7211000.00        | $4348112.68        | Asset-Backed Securities                           |
| GENERATE CLO 2024-5R LTD       F-R    20370722 FLT | 2037-07-22      | 11.9692% | 0.0000% | $5625000.00        | $5294845.25        | Asset-Backed Securities                           |
| GLACIER FDG CDO I 2004-1       B      20390310 FLT | 2039-03-10      | 2.0960%  | 0.0000% | $37500000.00       | $2234005.12        | Asset-Backed Securities                           |
| GLACIER FDG CDO I 2004-1       C      20390310 FLT | 2039-03-10      | 4.1960%  | 0.0000% | $9000000.00        | $293547.89         | Asset-Backed Securities                           |
| GOODLEAP SUS TR 2023-4         R      20570320 0.0 | 2057-03-20      | 0.0000%  | 0.0000% | $6139160.00        | $3472186.11        | Asset-Backed Securities                           |
| GREENSKY HOME IMPRT TR 2025-1  A-4    20600325 5.2 | 2060-03-25      | 5.2200%  | 0.0000% | $4300000.00        | $2466899.91        | Asset-Backed Securities                           |
| GREENWOOD PARK CLO 2018-1      SUB    20310415 FLT | 2031-04-15      | 0.0000%  | 0.0000% | $26720320.00       | $1068812.80        | Asset-Backed Securities                           |
| HSI ASSET SEC TR 2007-WF1      M-2    20370525 FLT | 2037-05-25      | 4.1921%  | 0.0000% | $6000000.00        | $4676082.39        | Asset-Backed Securities                           |
| HPS LOAN MANAGEMET 10-2016 LTD SUB    20280120 FLT | 2028-01-20      | 0.0000%  | 0.0000% | $2370104.00        | $751168.91         | Asset-Backed Securities                           |
| HPS LOAN MANAGEMENT 10-2016RR  E      20340420 FLT | 2034-04-20      | 12.9492% | 0.0000% | $3900000.00        | $3749885.14        | Asset-Backed Securities                           |
| HALCYON LN ADV FDG 2017-1 LTD  SUB    20290625 FLT | 2029-06-25      | 0.0000%  | 0.0000% | $28664999.00       | $3475172.49        | Asset-Backed Securities                           |
| HARVEST SBA LOAN TRUST 2025-1  C      20520125 FLT | 2052-01-25      | 8.7529%  | 0.0000% | $1750000.00        | $1683744.82        | Asset-Backed Securities                           |
| HILLCREST CDO I LTD 2004-1     B-1    20391210 FLT | 2039-12-10      | 5.1907%  | 0.0000% | $6500000.00        | $431009.94         | Asset-Backed Securities                           |
| HILTON GRAND VAC TRUST 2024-1B D      20390915 8.8 | 2039-09-15      | 8.8500%  | 0.0000% | $2840000.00        | $1018044.95        | Asset-Backed Securities                           |
| HOME EQUITY ASSET TR 2006-5    2-A-4  20361025 FLT | 2036-10-25      | 4.2671%  | 0.0000% | $2500000.00        | $1628307.40        | Asset-Backed Securities                           |
| INDYMAC MBS SPMD 2004-C        M-9    20350325 FLT | 2035-03-25      | 4.2013%  | 0.0000% | $4500000.00        | $1116005.19        | Asset-Backed Securities                           |
| JP MORGAN MTG ACQ 2007-CH3     M-1    20370325 FLT | 2037-03-25      | 4.0871%  | 0.0000% | $100000.00         | $97458.00          | Asset-Backed Securities                           |
| LNR CDO 2007-5                 E      20490426 FLT | 2049-04-26      | 4.7659%  | 0.0000% | $13517000.00       | $2171252.69        | Asset-Backed Securities                           |
| LEXN 2007-5A C                                     | 2051-04-10      | 4.8378%  | 0.0000% | $30000000.00       | $109901.12         | Asset-Backed Securities                           |
| LEXN 2007-5A E                                     | 2051-04-10      | 8.3378%  | 0.0000% | $9225000.00        | $88640.65          | Asset-Backed Securities                           |
| MKP CDO IV LTD                                     | 2040-07-12      | 7.4500%  | 0.0000% | $34000000.00       | $2182970.00        | Asset-Backed Securities                           |
| MP CLO VII LTD 2015-7RR        E-RR   20281018 FLT | 2028-10-18      | 9.6792%  | 0.0000% | $3500000.00        | $3490446.85        | Asset-Backed Securities                           |
| MADISON PRK FUND LTD 2021-52   SUB    20350122 FLT | 2035-01-22      | 0.0000%  | 0.0000% | $6000000.00        | $2700000.00        | Asset-Backed Securities                           |
| MAGNETITE 2021-30 LTD          SUB    20341025 FLT | 2034-10-25      | 0.0000%  | 0.0000% | $13846000.00       | $7061460.00        | Asset-Backed Securities                           |
| MARINER CLO LTD 2020-8         SUB    20330420 FLT | 2033-04-20      | 0.0000%  | 0.0000% | $5000000.00        | $2558870.00        | Asset-Backed Securities                           |
| MASTER ASSET TR 2004-HE1       M-9    20340925 FLT | 2034-09-25      | 9.0371%  | 0.0000% | $3182000.00        | $415356.09         | Asset-Backed Securities                           |
| MASTR ASSET BKD SECS 2004-OPT2 M-8    20340925 FLT | 2034-09-25      | 6.6371%  | 0.0000% | $4000000.00        | $378489.73         | Asset-Backed Securities                           |
| MASTR ASSET TR 2005-HE2        M-4    20351025 FLT | 2035-10-25      | 4.6871%  | 0.0000% | $2500000.00        | $2357941.56        | Asset-Backed Securities                           |
| MONTAUK POT CDO II LTD 2006-02 A-1J   20460406 FLT | 2046-04-06      | 7.1700%  | 0.0000% | $10372000.00       | $1473000.32        | Asset-Backed Securities                           |
| MONTAUK POT CDO II LTD 2006-02 A-3    20460406 FLT | 2046-04-06      | 7.3400%  | 0.0000% | $10000000.00       | $1490413.33        | Asset-Backed Securities                           |
| MORGAN STANLEY CAP 2004-HE6    B-2    20340825 FLT | 2034-08-25      | 6.7121%  | 0.0000% | $250000.00         | $35499.15          | Asset-Backed Securities                           |
| MOSAIC SOLAR LOAN TR 2020-2    A      20460820 1.4 | 2046-08-20      | 1.4400%  | 0.0000% | $1000000.00        | $298945.16         | Asset-Backed Securities                           |
| MYERS PARK CLO 2018-1          SUB    20301021 FLT | 2030-10-21      | 0.0000%  | 0.0000% | $8792000.00        | $2022160.00        | Asset-Backed Securities                           |
| NATIONAL COLL ST LN TR 2007-2  C      20330125 FLT | 2033-01-25      | 4.4371%  | 0.0000% | $1484000.00        | $733.11            | Asset-Backed Securities                           |
| NATIONAL COLL ST LN TR 2006-4  A-4    20320525 FLT | 2032-05-25      | 4.0971%  | 0.0000% | $66484000.00       | $3678749.57        | Asset-Backed Securities                           |
| NAVIENT EDUCATION LN TR 2025-A B      20550715 5.3 | 2055-07-15      | 5.3200%  | 0.0000% | $3735000.00        | $3780113.82        | Asset-Backed Securities                           |
| NAVIENT EDUCATION LN TR 2025-A C      20550715 5.5 | 2055-07-15      | 5.5300%  | 0.0000% | $1435000.00        | $1452201.58        | Asset-Backed Securities                           |
| NAVIENT EDUCATION LN TR 2025-A D      20550715 6.0 | 2055-07-15      | 6.0300%  | 0.0000% | $1360000.00        | $1371526.68        | Asset-Backed Securities                           |
| NELNET STUDENT LOAN TR 2025-B  B      20550517 4.9 | 2055-05-17      | 4.9800%  | 0.0000% | $1000000.00        | $1002257.00        | Asset-Backed Securities                           |
| NEUBERGER BERMAN XXII 2016-22  SUB    20271018 FLT | 2027-10-18      | 0.0000%  | 0.0000% | $2500000.00        | $625000.00         | Asset-Backed Securities                           |
| NOVASTAR HM EQ LN TR 2004-3    M-4    20341225 FLT | 2034-12-25      | 5.3621%  | 0.0000% | $2600000.00        | $1483674.16        | Asset-Backed Securities                           |
| OCTAGON 2021-52 LTD            VAR DI 20340420 FLT | 2034-04-20      | 0.0000%  | 0.0000% | $9000000.00        | $4919733.00        | Asset-Backed Securities                           |
| OCTAGON ALTO LTD 2023-70       SUB    20361020 FLT | 2036-10-20      | 0.0000%  | 0.0000% | $3675000.00        | $1345050.00        | Asset-Backed Securities                           |
| OCTAGON INVT PART 2019-41      SUB    20310415 FLT | 2031-04-15      | 0.0000%  | 0.0000% | $11999600.00       | $2971640.94        | Asset-Backed Securities                           |
| OPORTUN ISSUANCE TRUST 2021-B  B      20310508 1.9 | 2031-05-08      | 1.9600%  | 0.0000% | $250000.00         | $43052.65          | Asset-Backed Securities                           |
| OWNIT MTG LN TR 2005-3         M-1    20360625 FLT | 2036-06-25      | 4.4621%  | 0.0000% | $27010000.00       | $4349173.31        | Asset-Backed Securities                           |
| OWNIT MTG LN TR 2006-6         A-1    20370925 FLT | 2037-09-25      | 4.0671%  | 0.0000% | $25493000.00       | $1932567.97        | Asset-Backed Securities                           |
| PAGAYA AI DEBT GR TR 2025-7    D      20330516 5.5 | 2033-05-16      | 5.5440%  | 0.0000% | $1540000.00        | $1542594.90        | Asset-Backed Securities                           |
| PAGAYA AI DEBT TR 2022-2       C      20300115 7.5 | 2030-01-15      | 7.5000%  | 0.0000% | $8900000.00        | $4402288.17        | Asset-Backed Securities                           |
| PAGAYA AI DEBT TR 2024-9       E      20320315 10. | 2032-03-15      | 10.1060% | 0.0000% | $2500000.00        | $1592329.05        | Asset-Backed Securities                           |
| PARK PLACE SECS 2005-WHQ3      M-5    20350625 FLT | 2035-06-25      | 4.7921%  | 0.0000% | $7209000.00        | $4004284.98        | Asset-Backed Securities                           |
| BEAR STEARNS ASSET 2004-HE10   M-6    20341225 FLT | 2034-12-25      | 5.5629%  | 0.0000% | $1485000.00        | $279703.02         | Asset-Backed Securities                           |
| BERNOULLI CDO I 2006-1         B      20420707 FLT | 2042-07-07      | 5.4437%  | 0.0000% | $35000000.00       | $2334498.06        | Asset-Backed Securities                           |
| BLUEMOUNTAIN CLO LTD 2014-2R2  E-R2   20301021 FLT | 2030-10-21      | 9.9292%  | 0.0000% | $6350000.00        | $5593068.08        | Asset-Backed Securities                           |
| BLUEMOUNTAIN CLO LTD  2021-31  SUB    20340419 FLT | 2034-04-19      | 0.0000%  | 0.0000% | $2100000.00        | $645750.00         | Asset-Backed Securities                           |
| BRAVO RESIDENTIAL 2025-HE1     AIOS   20691125 0.0 | 2069-11-25      | 0.1500%  | 0.0000% | $254556157.00      | $569160.74         | Asset-Backed Securities                           |
| BRAVO RESIDENTIAL 2023-RPL1    B      20630525 FLT | 2063-05-25      | 2.6111%  | 0.0000% | $47365952.00       | $29688392.73       | Asset-Backed Securities                           |
| BRAVO RES FDG TR 2025-CES1     B-3    20550225 FLT | 2055-02-25      | 8.8667%  | 0.0000% | $6132930.00        | $6183383.18        | Asset-Backed Securities                           |
| BRAVO RES FDG TR 2025-CES1     XS     20550225 FLT | 2055-02-25      | 2.1514%  | 0.0000% | $292042880.00      | $14147279.78       | Asset-Backed Securities                           |
| BRAVO RES FDG TR 2025-CES3     XS     20551225 FLT | 2055-12-25      | 3.4752%  | 0.0000% | $364109824.00      | $31271431.98       | Asset-Backed Securities                           |
| CBASS CBO XII LTD 2004-12      C      20400315 FLT | 2040-03-15      | 8.0000%  | 0.0000% | $7000000.00        | $761636.55         | Asset-Backed Securities                           |
| C-BASS CBO XIII 2005-13        C      20400317 FLT | 2040-03-17      | 7.8300%  | 0.0000% | $5500000.00        | $557353.50         | Asset-Backed Securities                           |
| CMO HLDG II BSABS HE11 2005-11 A-1    20351125 5.5 | 2035-11-25      | 5.5000%  | 0.0000% | $703998.00         | $86864.69          | Asset-Backed Securities                           |
| CPS AUTO RECV TR 2023-D        E      20310515 10. | 2031-05-15      | 10.1300% | 0.0000% | $13500000.00       | $14795066.25       | Asset-Backed Securities                           |
| COOF SECURITIZATION TR 2014-1  PTC    20400615 FLT | 2040-06-15      | 3.2614%  | 0.0000% | $100000000.00      | $269801.56         | Asset-Backed Securities                           |
| CPS AUTO RECEIVABLES TR 2025-C E      20330215 6.5 | 2033-02-15      | 6.5900%  | 0.0000% | $5000000.00        | $4998634.17        | Asset-Backed Securities                           |
| CSMC SERIES 2014-2R            3-A-3  20351128 FLT | 2035-11-28      | 3.5000%  | 0.0000% | $790299.00         | $759823.66         | Asset-Backed Securities                           |
| CSMC SERIES 2014-2R            16-A-3 20370827 FLT | 2037-08-27      | 2.7500%  | 0.0000% | $2196040.00        | $705595.37         | Asset-Backed Securities                           |
| CARLYLE GLBL MKT STRTG 2016-1  SUB    20270420 FLT | 2027-04-20      | 0.0000%  | 0.0000% | $14330000.00       | $3732606.75        | Asset-Backed Securities                           |
| CARMAX SELECT REC TR 2025-B    E      20320915 6.8 | 2032-09-15      | 6.8900%  | 0.0000% | $2350000.00        | $2376491.16        | Asset-Backed Securities                           |
| CARRINGTON MTG LN 2006-OPT1    M-4    20360225 FLT | 2036-02-25      | 4.4921%  | 0.0000% | $14033760.00       | $8135584.85        | Asset-Backed Securities                           |
| CATHEDRAL LAKE LTD 2021-6      SUB    20340425 FLT | 2034-04-25      | 0.0000%  | 0.0000% | $2000000.00        | $260000.00         | Asset-Backed Securities                           |
| CEDAR FUNDING II CLO LTD       E-R3   20380722 FLT | 2038-07-22      | 10.1192% | 0.0000% | $3825000.00        | $3712884.32        | Asset-Backed Securities                           |
| CEDAR FUNDING XI CLO 2019-11   SUB    20320601 FLT | 2032-06-01      | 0.0000%  | 0.0000% | $5000000.00        | $250000.00         | Asset-Backed Securities                           |
| CENTRE SQUARE CDO LT           A-3    20511119 FLT | 2051-11-19      | 1.6523%  | 0.0000% | $15000000.00       | $1207837.20        | Asset-Backed Securities                           |
| COMMODORE CDO III 2005         A2 144 20400306 FLT | 2040-03-06      | 9.0000%  | 0.0000% | $28500000.00       | $1793505.00        | Asset-Backed Securities                           |
| COMMODORE CDO III 2005         B 144A 20400306 FLT | 2040-03-06      | 9.2300%  | 0.0000% | $27500000.00       | $1634490.00        | Asset-Backed Securities                           |
| COOPR RESIDENT MORT 2025-CES3  B-3    20600925 FLT | 2060-09-25      | 8.6848%  | 0.0000% | $4203656.00        | $3905175.70        | Asset-Backed Securities                           |
| CSFB HEQ PTC 2004-AA1          M-7    20350225 FLT | 2035-02-25      | 5.0391%  | 0.0000% | $2000000.00        | $36434.08          | Asset-Backed Securities                           |
| CROWN CITY CLO II              SUB    20320120 FLT | 2032-01-20      | 0.0000%  | 0.0000% | $4364776.00        | $1309432.80        | Asset-Backed Securities                           |
| CROWN CITY CLO I               SUB    20300722 FLT | 2030-07-22      | 0.0000%  | 0.0000% | $7493736.00        | $1948371.36        | Asset-Backed Securities                           |
| CROWN POINT CLO 2021-11        SUB    20340117 FLT | 2034-01-17      | 0.0000%  | 0.0000% | $2000000.00        | $1072786.00        | Asset-Backed Securities                           |
| CWABS INC 2006-7               M-1    20450425 FLT | 2045-04-25      | 4.2071%  | 0.0000% | $15225120.00       | $5771272.89        | Asset-Backed Securities                           |
| CWABS INC 2006-24              M-1    20351225 FLT | 2035-12-25      | 4.1621%  | 0.0000% | $13010784.00       | $3222590.17        | Asset-Backed Securities                           |
| DSLA MTG LN TR 2007-AR1        2A-1B  20370319 FLT | 2037-03-19      | 3.9698%  | 0.0000% | $40470976.00       | $2854737.57        | Asset-Backed Securities                           |
| DRYDEN 49  SR LN FD 2017-49    F      20300718 FLT | 2030-07-18      | 11.4792% | 0.0000% | $2600000.00        | $2318016.16        | Asset-Backed Securities                           |
| DRYDEN 42 SENIOR LOAN 2016-RR  F-RR   20370715 FLT | 2037-07-15      | 11.7122% | 0.0000% | $5955000.00        | $5530492.34        | Asset-Backed Securities                           |
| DRYDEN 43 SR LN FD 2016-43     SUB NT 20290720 FLT | 2029-07-20      | 0.0000%  | 0.0000% | $6620000.00        | $1961201.48        | Asset-Backed Securities                           |
| CARRINGTON MTG LN 2006-NC3     M-1    20360825 FLT | 2036-08-25      | 4.2371%  | 0.0000% | $17733248.00       | $2193034.37        | Asset-Backed Securities                           |
| BELLE HAVEN ABS CDO            D      20460705 FLT | 2046-07-05      | 10.0500% | 0.0000% | $4000000.00        | $72307.27          | Asset-Backed Securities                           |
| BELLE HAVEN ABS CDO 2004-1     A1SB   20441103 FLT | 2044-11-03      | 7.3600%  | 0.0000% | $2000000.00        | $127993.45         | Asset-Backed Securities                           |

### Security 661: BOFA SECURITIES INC

- **C.1 - Title:** BOFA SECURITIES INC 4.150000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1E0BD6, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: ARP1E0BD6
- **C.18 - Value (incl. sponsor support):** $720500000.00
- **C.18.a - Value (excl. sponsor support):** $720500000.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-05-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| KLAVIYO INC                    COM SER A        | 2500-12-31      | N/A      | 0.0000% | $78500.00          | $1752120.00        | Equities                           |
| KRANESHARES TRUST              ARTIFICIAL INTEL | 2500-12-31      | N/A      | 0.0000% | $46343.00          | $1679933.75        | Equities                           |
| KRANESHARES TRUST              GLOBAL LUXURY ID | 2500-12-31      | N/A      | 0.0000% | $1629.00           | $41724.07          | Equities                           |
| KRANESHARES TRUST              ELEC VEH FUTUR   | 2500-12-31      | N/A      | 0.0000% | $499.00            | $16112.71          | Equities                           |
| LI AUTO INC                    SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $1.00              | $17.26             | Equities                           |
| LI AUTO INC                    SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $4.00              | $69.04             | Equities                           |
| LENNAR CORP                    CL A             | 2500-12-31      | N/A      | 0.0000% | $1.00              | $111.23            | Equities                           |
| LENNAR CORP                    CL B             | 2500-12-31      | N/A      | 0.0000% | $399.00            | $41739.39          | Equities                           |
| LEXINFINTECH HLDGS LTD         ADR              | 2500-12-31      | N/A      | 0.0000% | $288962.00         | $832210.56         | Equities                           |
| LIFETIME BRANDS INC            COM              | 2500-12-31      | N/A      | 0.0000% | $3026.00           | $10288.40          | Equities                           |
| LIQTECH INTL INC               COM              | 2500-12-31      | N/A      | 0.0000% | $1832.00           | $3114.40           | Equities                           |
| LITMAN GREGORY FDS TR          IMGP DBI MANAGED | 2500-12-31      | N/A      | 0.0000% | $67.00             | $2022.73           | Equities                           |
| LIXTE BIOTECHNOLOGY HLDGS INC  COM              | 2500-12-31      | N/A      | 0.0000% | $638.00            | $2494.58           | Equities                           |
| LOANDEPOT INC                  COM CL A         | 2500-12-31      | N/A      | 0.0000% | $1.00              | $2.33              | Equities                           |
| LOEWS CORP                     COM              | 2500-12-31      | N/A      | 0.0000% | $356.00            | $37266.08          | Equities                           |
| LOOP INDS INC                  COM              | 2500-12-31      | N/A      | 0.0000% | $1064.00           | $1324.68           | Equities                           |
| LYRA THERAPEUTICS INC          COM NEW          | 2500-12-31      | N/A      | 0.0000% | $917.00            | $1834.00           | Equities                           |
| MACKENZIE RLTY CAP INC         COM NEW          | 2500-12-31      | N/A      | 0.0000% | $655.00            | $2921.30           | Equities                           |
| MACROGENICS INC                COM              | 2500-12-31      | N/A      | 0.0000% | $548576.00         | $1058751.68        | Equities                           |
| SPHERE ENTERTAINMENT CO        CL A             | 2500-12-31      | N/A      | 0.0000% | $1.00              | $96.35             | Equities                           |
| MAGNA INTL INC                 COM              | 2500-12-31      | N/A      | 0.0000% | $76.00             | $4012.04           | Equities                           |
| MAGNACHIP SEMICONDUCTOR CORP N COM              | 2500-12-31      | N/A      | 0.0000% | $1607.00           | $4740.65           | Equities                           |
| MAN ETF SER TR                 ACTIVE INCOME ET | 2500-12-31      | N/A      | 0.0000% | $500.00            | $12607.50          | Equities                           |
| MANGOCEUTICALS INC             COM NEW          | 2500-12-31      | N/A      | 0.0000% | $2.00              | $0.75              | Equities                           |
| MANULIFE FINL CORP             COM              | 2500-12-31      | N/A      | 0.0000% | $55.00             | $2120.25           | Equities                           |
| MARKEL GROUP INC               COM              | 2500-12-31      | N/A      | 0.0000% | $1.00              | $2020.62           | Equities                           |
| MASTEC INC                     COM              | 2500-12-31      | N/A      | 0.0000% | $1.00              | $245.08            | Equities                           |
| MCCORMICK & CO INC             COM NON VTG      | 2500-12-31      | N/A      | 0.0000% | $1.00              | $61.32             | Equities                           |
| MEREO BIOPHARMA GROUP PLC      SPON ADS         | 2500-12-31      | N/A      | 0.0000% | $6365264.00        | $2800716.16        | Equities                           |
| MESA RTY TR                    UNIT BEN INT     | 2500-12-31      | N/A      | 0.0000% | $1146.00           | $5947.74           | Equities                           |
| MICROCHIP TECHNOLOGY INC.      COM              | 2500-12-31      | N/A      | 0.0000% | $2.00              | $158.72            | Equities                           |
| SUI GROUP HOLDINGS LIMITED     COM NEW          | 2500-12-31      | N/A      | 0.0000% | $93100.00          | $155477.00         | Equities                           |
| MINDWALK HOLDINGS CORP         COM              | 2500-12-31      | N/A      | 0.0000% | $12000.00          | $21600.00          | Equities                           |
| MOODYS CORP                    COM              | 2500-12-31      | N/A      | 0.0000% | $95.00             | $48967.75          | Equities                           |
| MORGAN STANLEY                 COM NEW          | 2500-12-31      | N/A      | 0.0000% | $4.00              | $729.60            | Equities                           |
| MORGAN STANLEY ETF TRUST       CALVERT US LRGCP | 2500-12-31      | N/A      | 0.0000% | $21.00             | $1741.13           | Equities                           |
| NN INC                         COM              | 2500-12-31      | N/A      | 0.0000% | $32244.00          | $49010.88          | Equities                           |
| NANO DIMENSION LTD             SPONSORD ADS NEW | 2500-12-31      | N/A      | 0.0000% | $10198.00          | $19070.26          | Equities                           |
| NASDAQ INC                     COM              | 2500-12-31      | N/A      | 0.0000% | $2.00              | $196.18            | Equities                           |
| NAUTILUS BIOTECHNOLOGY INC     COM              | 2500-12-31      | N/A      | 0.0000% | $11590.00          | $22484.60          | Equities                           |
| NEPHROS INC                    COM              | 2500-12-31      | N/A      | 0.0000% | $1465.00           | $6431.35           | Equities                           |
| NEUBERGER BERMAN ETF TRUST     DISRUPTERS ETF   | 2500-12-31      | N/A      | 0.0000% | $88.00             | $3065.04           | Equities                           |
| NEUBERGER BERMAN ETF TRUST     CORE EQUITY ETF  | 2500-12-31      | N/A      | 0.0000% | $136.00            | $4338.92           | Equities                           |
| RITHM CAPITAL CORP             COM NEW          | 2500-12-31      | N/A      | 0.0000% | $1.00              | $11.92             | Equities                           |
| NEWELL BRANDS INC              COM              | 2500-12-31      | N/A      | 0.0000% | $12.00             | $50.16             | Equities                           |
| NEWS CORP NEW                  CL A             | 2500-12-31      | N/A      | 0.0000% | $1.00              | $26.77             | Equities                           |
| NEWS CORP NEW                  CL B             | 2500-12-31      | N/A      | 0.0000% | $1.00              | $30.61             | Equities                           |
| NORTHERN FDS                   2035 TAX-EXEMPT  | 2500-12-31      | N/A      | 0.0000% | $349.00            | $35578.84          | Equities                           |
| NOVAGOLD RESOURCES INC         COM NEW          | 2500-12-31      | N/A      | 0.0000% | $1.00              | $10.98             | Equities                           |
| NOVO-NORDISK A S               ADR              | 2500-12-31      | N/A      | 0.0000% | $1.00              | $59.33             | Equities                           |
| NVIDIA CORPORATION             COM              | 2500-12-31      | N/A      | 0.0000% | $1.00              | $192.51            | Equities                           |
| OLAPLEX HLDGS INC              COM              | 2500-12-31      | N/A      | 0.0000% | $19.00             | $29.45             | Equities                           |
| ONEOK INC NEW                  COM              | 2500-12-31      | N/A      | 0.0000% | $1.00              | $78.56             | Equities                           |
| OOMA INC                       COM              | 2500-12-31      | N/A      | 0.0000% | $1.00              | $11.62             | Equities                           |
| OPPFI INC                      COM CL A         | 2500-12-31      | N/A      | 0.0000% | $1.00              | $9.72              | Equities                           |
| ORGANIGRAM GLOBAL INC          COM              | 2500-12-31      | N/A      | 0.0000% | $5400.00           | $8532.00           | Equities                           |
| OUTLOOK THERAPEUTICS INC       COM              | 2500-12-31      | N/A      | 0.0000% | $75230.00          | $34598.28          | Equities                           |
| OVID THERAPEUTICS INC          COM              | 2500-12-31      | N/A      | 0.0000% | $308727.00         | $478526.85         | Equities                           |
| PG&E CORP                      COM              | 2500-12-31      | N/A      | 0.0000% | $1.00              | $15.16             | Equities                           |
| PMV PHARMACEUTICALS INC        COM              | 2500-12-31      | N/A      | 0.0000% | $10203.00          | $11427.36          | Equities                           |
| PACER FDS TR                   METAURUS NASDAQ  | 2500-12-31      | N/A      | 0.0000% | $800.00            | $30657.76          | Equities                           |
| PACER FDS TR                   US LRG CP CASH   | 2500-12-31      | N/A      | 0.0000% | $20573.00          | $746182.71         | Equities                           |
| PACER FDS TR                   US EXPORT LEAD   | 2500-12-31      | N/A      | 0.0000% | $200.00            | $12801.42          | Equities                           |
| PACER FDS TR                   DATA AND INFRAST | 2500-12-31      | N/A      | 0.0000% | $1000.00           | $31450.00          | Equities                           |
| VANGUARD INDEX FDS             S&P 500 ETF SHS  | 2500-12-31      | N/A      | 0.0000% | $56441.00          | $36024597.07       | Equities                           |
| VANGUARD INDEX FDS             MCAP GR IDXVIP   | 2500-12-31      | N/A      | 0.0000% | $12706.00          | $3571656.60        | Equities                           |
| VANGUARD INDEX FDS             SM CP VAL ETF    | 2500-12-31      | N/A      | 0.0000% | $56136.00          | $12578393.52       | Equities                           |
| VANGUARD INDEX FDS             TOTAL STK MKT    | 2500-12-31      | N/A      | 0.0000% | $105247.00         | $36024995.63       | Equities                           |
| TON STRATEGY CO                COM              | 2500-12-31      | N/A      | 0.0000% | $70330.00          | $182858.00         | Equities                           |
| VERISIGN INC                   COM              | 2500-12-31      | N/A      | 0.0000% | $1.00              | $244.21            | Equities                           |
| VERIFYME INC                   COM NEW          | 2500-12-31      | N/A      | 0.0000% | $2860.00           | $3660.80           | Equities                           |
| J P MORGAN EXCHANGE TRADED FD  ACTIVE VALUE ETF | 2500-12-31      | N/A      | 0.0000% | $1173.00           | $88397.28          | Equities                           |
| J P MORGAN EXCHANGE TRADED FD  ACTIVE GROWTH    | 2500-12-31      | N/A      | 0.0000% | $32662.00          | $3006863.72        | Equities                           |
| J P MORGAN EXCHANGE TRADED FD  FLEXIBLE INCOME  | 2500-12-31      | N/A      | 0.0000% | $7161.00           | $374389.25         | Equities                           |
| J P MORGAN EXCHANGE TRADED FD  ACTIVE SM CP VAL | 2500-12-31      | N/A      | 0.0000% | $60.00             | $3651.22           | Equities                           |
| JPMORGAN CHASE FINL CO LLC     CAL LKD 44       | 2500-12-31      | N/A      | 0.0000% | $40.00             | $1311.60           | Equities                           |
| BONK INC                       COM              | 2500-12-31      | N/A      | 0.0000% | $6733.00           | $29019.23          | Equities                           |
| KKR & CO INC                   COM              | 2500-12-31      | N/A      | 0.0000% | $79.00             | $9083.42           | Equities                           |
| KLX ENERGY SERVICS HOLDNGS INC COM NEW          | 2500-12-31      | N/A      | 0.0000% | $19400.00          | $56260.00          | Equities                           |
| AMERIPRISE FINL INC            COM              | 2500-12-31      | N/A      | 0.0000% | $1.00              | $521.36            | Equities                           |
| AMETEK INC                     COM              | 2500-12-31      | N/A      | 0.0000% | $1.00              | $226.62            | Equities                           |
| AMPLIFY ETF TR                 ONLIN RETL ETF   | 2500-12-31      | N/A      | 0.0000% | $81.00             | $5927.57           | Equities                           |
| AMPLIFY ETF TR                 BLOCKCHAIN TECHN | 2500-12-31      | N/A      | 0.0000% | $3258.00           | $200823.12         | Equities                           |
| AMPLIFY ETF TR                 AMPLIFY CYBERSEC | 2500-12-31      | N/A      | 0.0000% | $45.00             | $3501.00           | Equities                           |
| ANIXA BIOSCIENCES INC          COM              | 2500-12-31      | N/A      | 0.0000% | $891.00            | $2762.10           | Equities                           |
| ANNOVIS BIO INC                COM              | 2500-12-31      | N/A      | 0.0000% | $8132.00           | $22850.92          | Equities                           |
| ELEVANCE HEALTH INC FORMERLY A COM              | 2500-12-31      | N/A      | 0.0000% | $1.00              | $346.98            | Equities                           |
| APA CORPORATION                COM              | 2500-12-31      | N/A      | 0.0000% | $1.00              | $26.26             | Equities                           |
| APPLE INC                      COM              | 2500-12-31      | N/A      | 0.0000% | $1.00              | $258.28            | Equities                           |
| APYX MEDICAL CORPORATION       COM              | 2500-12-31      | N/A      | 0.0000% | $4000.00           | $16200.00          | Equities                           |
| AUTOLUS THERAPEUTICS PLC       SPON ADS         | 2500-12-31      | N/A      | 0.0000% | $867270.00         | $1240196.10        | Equities                           |
| BALL CORP                      COM              | 2500-12-31      | N/A      | 0.0000% | $1.00              | $56.57             | Equities                           |
| BANK MONTREAL MEDIUM           COM              | 2500-12-31      | N/A      | 0.0000% | $410.00            | $57974.00          | Equities                           |
| BANK MONTREAL MEDIUM           CAL LKD 41       | 2500-12-31      | N/A      | 0.0000% | $213.00            | $6781.92           | Equities                           |
| BAUSCH PLUS LOMB CORP          COMMON SHARES    | 2500-12-31      | N/A      | 0.0000% | $29200.00          | $492020.00         | Equities                           |
| BERKSHIRE HATHAWAY INC DEL     CL A             | 2500-12-31      | N/A      | 0.0000% | $2.00              | $1428000.00        | Equities                           |
| BITCOIN DEPOT INC              COM              | 2500-12-31      | N/A      | 0.0000% | $171941.00         | $185696.28         | Equities                           |
| BITWISE ETHEREUM ETF           SHS              | 2500-12-31      | N/A      | 0.0000% | $75877.00          | $1519816.31        | Equities                           |
| BLACKROCK ETF TRUST II         ISHARES INTERMED | 2500-12-31      | N/A      | 0.0000% | $7600.00           | $184642.00         | Equities                           |
| BLACKROCK ETF TRUST            ISHARES INTL EQ  | 2500-12-31      | N/A      | 0.0000% | $40.00             | $1209.60           | Equities                           |
| BLACKROCK ETF TRUST            ISHARES A I INNO | 2500-12-31      | N/A      | 0.0000% | $800.00            | $28288.00          | Equities                           |
| BLACKROCK INC                  COM              | 2500-12-31      | N/A      | 0.0000% | $1.00              | $1127.78           | Equities                           |
| BLUE OWL CAPITAL INC           COM CL A         | 2500-12-31      | N/A      | 0.0000% | $1.00              | $13.99             | Equities                           |
| BOEING CO                      COM              | 2500-12-31      | N/A      | 0.0000% | $42.00             | $9829.68           | Equities                           |
| BOEING CO                      COM              | 2500-12-31      | N/A      | 0.0000% | $169.00            | $39552.76          | Equities                           |
| BOSTON SCIENTIFIC CORP         COM              | 2500-12-31      | N/A      | 0.0000% | $1.00              | $92.33             | Equities                           |
| LUCKY STRIKE ENTERTAINMENT COR CL A COM         | 2500-12-31      | N/A      | 0.0000% | $3585.00           | $29325.30          | Equities                           |
| BRADY CORP                     CL A             | 2500-12-31      | N/A      | 0.0000% | $1.00              | $85.56             | Equities                           |
| BRISTOL-MYERS SQUIBB CO        COM              | 2500-12-31      | N/A      | 0.0000% | $1.00              | $54.28             | Equities                           |
| BUMBLE INC                     COM CL A         | 2500-12-31      | N/A      | 0.0000% | $2.00              | $7.02              | Equities                           |
| CGI INC                        CL A SUB VTG     | 2500-12-31      | N/A      | 0.0000% | $16700.00          | $1431190.00        | Equities                           |
| CVS HEALTH CORP                COM              | 2500-12-31      | N/A      | 0.0000% | $1.00              | $74.44             | Equities                           |
| CAMECO CORP                    COM              | 2500-12-31      | N/A      | 0.0000% | $32400.00          | $4330908.00        | Equities                           |
| CAMP4 THERAPEUTICS CORP        COM              | 2500-12-31      | N/A      | 0.0000% | $1788.00           | $6919.56           | Equities                           |
| CANADIAN PACIFIC KANSAS CITY   COM              | 2500-12-31      | N/A      | 0.0000% | $27.00             | $2047.68           | Equities                           |
| CANADIAN SOLAR INC             COM              | 2500-12-31      | N/A      | 0.0000% | $1981.00           | $39164.37          | Equities                           |
| CARDLYTICS INC                 COM              | 2500-12-31      | N/A      | 0.0000% | $1328154.00        | $1354717.08        | Equities                           |
| CARECLOUD INC                  COM              | 2500-12-31      | N/A      | 0.0000% | $1.00              | $2.77              | Equities                           |
| CATO CORP NEW                  CL A             | 2500-12-31      | N/A      | 0.0000% | $8300.00           | $25647.00          | Equities                           |
| CELESTICA INC                  COM              | 2500-12-31      | N/A      | 0.0000% | $40684.00          | $12205200.00       | Equities                           |
| CENTENE CORP DEL               COM              | 2500-12-31      | N/A      | 0.0000% | $2.00              | $87.20             | Equities                           |
| CENTENE CORP DEL               COM              | 2500-12-31      | N/A      | 0.0000% | $1132.00           | $49355.20          | Equities                           |
| CERENCE INC                    COM              | 2500-12-31      | N/A      | 0.0000% | $1.00              | $11.76             | Equities                           |
| CISO GLOBAL INC                COM NEW          | 2500-12-31      | N/A      | 0.0000% | $377964.00         | $176622.58         | Equities                           |
| CHEGG INC                      COM              | 2500-12-31      | N/A      | 0.0000% | $34064.00          | $26978.69          | Equities                           |
| CHEVRON CORP NEW               COM              | 2500-12-31      | N/A      | 0.0000% | $46.00             | $7874.74           | Equities                           |
| CHILDRENS PL INC NEW           COM              | 2500-12-31      | N/A      | 0.0000% | $5121.00           | $21252.15          | Equities                           |
| CLEAR CHANNEL OUTDOOR HLDGS IN COM              | 2500-12-31      | N/A      | 0.0000% | $532261.00         | $1192264.64        | Equities                           |
| COCA COLA CO                   COM              | 2500-12-31      | N/A      | 0.0000% | $219.00            | $16081.17          | Equities                           |
| COMCAST CORP NEW               CL A             | 2500-12-31      | N/A      | 0.0000% | $2.00              | $58.48             | Equities                           |
| COMMERCE BANCSHARES INC        COM              | 2500-12-31      | N/A      | 0.0000% | $1.00              | $52.87             | Equities                           |
| COMMERCIAL VEH GROUP INC       COM              | 2500-12-31      | N/A      | 0.0000% | $86900.00          | $140778.00         | Equities                           |
| COMPANHIA SIDERURGICA NACIONAL SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $2.00              | $4.12              | Equities                           |
| CONCENTRIX CORP                COM              | 2500-12-31      | N/A      | 0.0000% | $1.00              | $38.62             | Equities                           |
| COSTCO WHOLESALE CORPORATION   COM              | 2500-12-31      | N/A      | 0.0000% | $74.00             | $70513.86          | Equities                           |
| COTY INC                       COM CL A         | 2500-12-31      | N/A      | 0.0000% | $6.00              | $18.66             | Equities                           |
| CRAWFORD & CO                  CL A             | 2500-12-31      | N/A      | 0.0000% | $1.00              | $10.63             | Equities                           |
| UBS AG                         ETRACS SILVER SH | 2500-12-31      | N/A      | 0.0000% | $204.00            | $20963.24          | Equities                           |
| CRONOS GROUP INC               COM              | 2500-12-31      | N/A      | 0.0000% | $68078.00          | $176322.02         | Equities                           |
| DBX ETF TR                     XTRACKERS MSCI   | 2500-12-31      | N/A      | 0.0000% | $812.00            | $98999.04          | Equities                           |
| DBX ETF TR                     XTRACKERS HIGH   | 2500-12-31      | N/A      | 0.0000% | $100.00            | $4240.86           | Equities                           |
| DBX ETF TR                     XTRACKERS RISK M | 2500-12-31      | N/A      | 0.0000% | $2000.00           | $46937.80          | Equities                           |
| DHI GROUP INC                  COM              | 2500-12-31      | N/A      | 0.0000% | $1004.00           | $1746.96           | Equities                           |
| DANAHER CORPORATION            COM              | 2500-12-31      | N/A      | 0.0000% | $1.00              | $219.62            | Equities                           |
| DARLING INGREDIENTS INC        COM              | 2500-12-31      | N/A      | 0.0000% | $754.00            | $34608.60          | Equities                           |
| DATA STORAGE CORP              COM NEW          | 2500-12-31      | N/A      | 0.0000% | $462.00            | $1921.92           | Equities                           |
| DEFI TECHNOLOGIES INC          COM              | 2500-12-31      | N/A      | 0.0000% | $1972988.00        | $1543271.21        | Equities                           |
| DESTINATION XL GROUP INC       COM              | 2500-12-31      | N/A      | 0.0000% | $93747.00          | $66363.50          | Equities                           |
| DIMENSIONAL ETF TRUST          US CORE EQT MKT  | 2500-12-31      | N/A      | 0.0000% | $6117.00           | $293065.47         | Equities                           |
| DIMENSIONAL ETF TRUST          EMGR CRE EQT MNG | 2500-12-31      | N/A      | 0.0000% | $44006.00          | $1572774.44        | Equities                           |
| DIMENSIONAL ETF TRUST          US SMALL CAP ETF | 2500-12-31      | N/A      | 0.0000% | $19703.00          | $1459598.24        | Equities                           |
| DIREXION SHS ETF TR            DLY TECH BULL 3X | 2500-12-31      | N/A      | 0.0000% | $12800.00          | $1570816.00        | Equities                           |
| DIREXION SHS ETF TR            DLY MIDCAP ETF3X | 2500-12-31      | N/A      | 0.0000% | $52.00             | $3016.00           | Equities                           |
| DIREXION SHS ETF TR            DAILY REAL EST B | 2500-12-31      | N/A      | 0.0000% | $400.00            | $3620.00           | Equities                           |
| DIREXION SHS ETF TR            DLY SMCAP BULL3X | 2500-12-31      | N/A      | 0.0000% | $39810.00          | $2187559.50        | Equities                           |
| DIREXION SHS ETF TR            DRX S&P500BULL   | 2500-12-31      | N/A      | 0.0000% | $4882.00           | $1123543.48        | Equities                           |
| DIREXION SHS ETF TR            DLY S&P500 2XS   | 2500-12-31      | N/A      | 0.0000% | $98.00             | $18621.96          | Equities                           |
| DIREXION SHS ETF TR            NAS100 EQL WGT   | 2500-12-31      | N/A      | 0.0000% | $500.00            | $52700.00          | Equities                           |
| DIREXION SHS ETF TR            NAS100 EQL WGT   | 2500-12-31      | N/A      | 0.0000% | $995.00            | $104873.00         | Equities                           |
| DIREXION SHS ETF TR            DLY FTS BUL 3X   | 2500-12-31      | N/A      | 0.0000% | $1300.00           | $62777.00          | Equities                           |
| DIREXION SHS ETF TR            DAILY SM CP BEAR | 2500-12-31      | N/A      | 0.0000% | $4100.00           | $25174.00          | Equities                           |
| DIREXION SHS ETF TR            DAILY SM CP BEAR | 2500-12-31      | N/A      | 0.0000% | $108701.00         | $667424.14         | Equities                           |
| DIREXION SHS ETF TR            DLY AEROSPC 3X   | 2500-12-31      | N/A      | 0.0000% | $40278.00          | $3215795.52        | Equities                           |
| DIREXION SHS ETF TR            DLY UTLTIES 3X   | 2500-12-31      | N/A      | 0.0000% | $515.00            | $21537.30          | Equities                           |
| DIREXION SHS ETF TR            DLY INDL BU 3X   | 2500-12-31      | N/A      | 0.0000% | $45.00             | $3648.34           | Equities                           |
| DIREXION SHS ETF TR            DAILY SEMICONDUC | 2500-12-31      | N/A      | 0.0000% | $35489.00          | $62460.64          | Equities                           |
| DIREXION SHS ETF TR            DAILY S&P BIOTCH | 2500-12-31      | N/A      | 0.0000% | $5300.00           | $924426.00         | Equities                           |
| PAGERDUTY INC                  COM              | 2500-12-31      | N/A      | 0.0000% | $2.00              | $21.02             | Equities                           |
| PALANTIR TECHNOLOGIES INC      CL A             | 2500-12-31      | N/A      | 0.0000% | $51.00             | $7744.86           | Equities                           |
| PARAMOUNT SKYDANCE CORP        COM CL B         | 2500-12-31      | N/A      | 0.0000% | $2120.00           | $23871.20          | Equities                           |
| PAYLOCITY HLDG CORP            COM              | 2500-12-31      | N/A      | 0.0000% | $3.00              | $396.45            | Equities                           |
| PAYMENTUS HOLDINGS INC         COM CL A         | 2500-12-31      | N/A      | 0.0000% | $71700.00          | $1970316.00        | Equities                           |
| PAYPAL HLDGS INC               COM              | 2500-12-31      | N/A      | 0.0000% | $1.00              | $53.11             | Equities                           |
| PEMBINA PIPELINE CORP          COM              | 2500-12-31      | N/A      | 0.0000% | $10340.00          | $434797.00         | Equities                           |
| PEPSICO INC                    COM              | 2500-12-31      | N/A      | 0.0000% | $31.00             | $4609.39           | Equities                           |
| PERMROCK ROYALTY TRUST         TR UNIT          | 2500-12-31      | N/A      | 0.0000% | $1236.00           | $4363.08           | Equities                           |
| PLAINS GP HLDGS L P            LTD PARTNR INT A | 2500-12-31      | N/A      | 0.0000% | $252.00            | $5246.64           | Equities                           |
| PLAYBOY INC                    COM              | 2500-12-31      | N/A      | 0.0000% | $59324.00          | $91952.20          | Equities                           |
| PLIANT THERAPEUTICS INC        COM              | 2500-12-31      | N/A      | 0.0000% | $616382.00         | $764313.68         | Equities                           |
| PRECIDIAN ETFS TR              NOVO NORDISK ASB | 2500-12-31      | N/A      | 0.0000% | $84.00             | $2624.00           | Equities                           |
| PRECISION OPTICS CORP INC MASS COM NEW          | 2500-12-31      | N/A      | 0.0000% | $1.00              | $5.03              | Equities                           |
| PRIVIA HEALTH GROUP INC        COM              | 2500-12-31      | N/A      | 0.0000% | $1.00              | $22.87             | Equities                           |
| PROFRAC HLDG CORP              CLASS A COM      | 2500-12-31      | N/A      | 0.0000% | $1.00              | $5.01              | Equities                           |
| PROPANC BIOPHARMA INC          COM NEW          | 2500-12-31      | N/A      | 0.0000% | $140525.00         | $39051.90          | Equities                           |
| PROSHARES TR                   SP500 EX ENRGY   | 2500-12-31      | N/A      | 0.0000% | $61.00             | $4570.21           | Equities                           |
| PROSHARES TR                   ULTRAPRO SRT DOW | 2500-12-31      | N/A      | 0.0000% | $45061.00          | $1360842.20        | Equities                           |
| PROSHARES TR                   ULTRASHORT RUSSE | 2500-12-31      | N/A      | 0.0000% | $700.00            | $19628.00          | Equities                           |
| PROSHARES TR                   ULTRASHORT ENERG | 2500-12-31      | N/A      | 0.0000% | $1800.00           | $45558.00          | Equities                           |
| PROSHARES TR                   SHORT BITCOIN ET | 2500-12-31      | N/A      | 0.0000% | $6350.00           | $151892.00         | Equities                           |
| PROSHARES TR                   NASDAQ 100 HIGH  | 2500-12-31      | N/A      | 0.0000% | $9833.00           | $448325.80         | Equities                           |
| PROSHARES TR                   ULTRA ENERGY     | 2500-12-31      | N/A      | 0.0000% | $2400.00           | $109584.00         | Equities                           |
| PROSHARES TR                   ULTST NASD NW20  | 2500-12-31      | N/A      | 0.0000% | $239.00            | $2105.59           | Equities                           |
| PROSHARES TR                   PSHS ULT SEMICDT | 2500-12-31      | N/A      | 0.0000% | $15353.00          | $932541.22         | Equities                           |
| PROSHARES TR                   PSHS ULTRUSS2000 | 2500-12-31      | N/A      | 0.0000% | $166.00            | $8876.02           | Equities                           |
| PROSHARES TR II                ULTRA YEN NEW    | 2500-12-31      | N/A      | 0.0000% | $646.00            | $12866.90          | Equities                           |
| PROSHARES TR II                ULTRA SILVER NEW | 2500-12-31      | N/A      | 0.0000% | $36631.00          | $14632252.95       | Equities                           |
| PROSHARES TR                   ULT FTSE CHIN 50 | 2500-12-31      | N/A      | 0.0000% | $47.00             | $1383.31           | Equities                           |
| PROSHARES TR II                ULTA BLMBG 2017  | 2500-12-31      | N/A      | 0.0000% | $18549.00          | $444063.06         | Equities                           |
| PROSHARES TR                   ULTRASHORT BITCO | 2500-12-31      | N/A      | 0.0000% | $5663.00           | $260101.59         | Equities                           |
| PROSHARES TR                   ULTRASHORT ETHER | 2500-12-31      | N/A      | 0.0000% | $2210.00           | $114588.50         | Equities                           |
| PUTNAM ETF TRUST               FOCUSED LAR CAP  | 2500-12-31      | N/A      | 0.0000% | $97.00             | $4611.38           | Equities                           |
| PYXIS ONCOLOGY INC             COMMON STOCK     | 2500-12-31      | N/A      | 0.0000% | $140403.00         | $219028.68         | Equities                           |
| PYXIS ONCOLOGY INC             COMMON STOCK     | 2500-12-31      | N/A      | 0.0000% | $547860.00         | $854661.60         | Equities                           |
| QUALCOMM INC                   COM              | 2500-12-31      | N/A      | 0.0000% | $37.00             | $5632.14           | Equities                           |
| QUANTUM BIOPHARMA LTD          CL B SUB VTG SHS | 2500-12-31      | N/A      | 0.0000% | $2300.00           | $11201.00          | Equities                           |
| HIGH TEMPLAR TECHNOLOGY LTD    SPON ADS         | 2500-12-31      | N/A      | 0.0000% | $46853.00          | $139621.94         | Equities                           |
| RBB FD INC                     US TREAS 3 YR NT | 2500-12-31      | N/A      | 0.0000% | $900.00            | $44742.96          | Equities                           |
| RLX TECHNOLOGY INC             SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $295558.00         | $688650.14         | Equities                           |
| RAPID MICRO BIOSYSTEMS INC     CLASS A COM      | 2500-12-31      | N/A      | 0.0000% | $4163.00           | $19482.84          | Equities                           |
| RAVE RESTAURANT GROUP INC      COM              | 2500-12-31      | N/A      | 0.0000% | $3136.00           | $10631.04          | Equities                           |
| REALTY INCOME CORP             COM              | 2500-12-31      | N/A      | 0.0000% | $2.00              | $121.56            | Equities                           |
| REKOR SYSTEMS INC              COM              | 2500-12-31      | N/A      | 0.0000% | $505035.00         | $570689.55         | Equities                           |
| RELMADA THERAPEUTICS INC       COM              | 2500-12-31      | N/A      | 0.0000% | $55489.00          | $216961.99         | Equities                           |
| RESEARCH FRONTIERS INC         COM              | 2500-12-31      | N/A      | 0.0000% | $66066.00          | $79279.20          | Equities                           |
| ROGERS COMMUNICATIONS INC      CL B             | 2500-12-31      | N/A      | 0.0000% | $42100.00          | $1623797.00        | Equities                           |
| ROYAL BK CDA                   COM              | 2500-12-31      | N/A      | 0.0000% | $1.00              | $168.78            | Equities                           |
| ROYAL BK CDA                   COM              | 2500-12-31      | N/A      | 0.0000% | $71000.00          | $11983380.00       | Equities                           |
| SES AI CORPORATION             CL A COM         | 2500-12-31      | N/A      | 0.0000% | $12064.00          | $27385.28          | Equities                           |
| SAB BIOTHERAPEUTICS INC        COM NEW          | 2500-12-31      | N/A      | 0.0000% | $215123.00         | $950843.66         | Equities                           |
| S&P GLOBAL INC                 COM              | 2500-12-31      | N/A      | 0.0000% | $64.00             | $33832.32          | Equities                           |
| OLENOX INDUSTRIES INC          COM NEW          | 2500-12-31      | N/A      | 0.0000% | $754.00            | $1010.36           | Equities                           |
| SPDR INDEX SHS FDS             S&P NORTH AMER   | 2500-12-31      | N/A      | 0.0000% | $6307.00           | $501154.22         | Equities                           |
| SPDR INDEX SHS FDS             EURO STOXX 50    | 2500-12-31      | N/A      | 0.0000% | $60498.00          | $4081195.08        | Equities                           |
| SPDR INDEX SHS FDS             DJ GLB RL ES ETF | 2500-12-31      | N/A      | 0.0000% | $4201.00           | $195892.63         | Equities                           |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $77942.00          | $7582977.18        | Equities                           |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $7.00              | $757.26            | Equities                           |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $37327.00          | $2167578.89        | Equities                           |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $71395.00          | $7882721.95        | Equities                           |
| SSGA ACTIVE ETF TR             STATE STREET DOU | 2500-12-31      | N/A      | 0.0000% | $3540.00           | $142662.00         | Equities                           |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $124585.00         | $17313577.45       | Equities                           |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $430.00            | $27842.50          | Equities                           |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $243.00            | $22868.73          | Equities                           |
| SABINE RTY TR                  UNIT BEN INT     | 2500-12-31      | N/A      | 0.0000% | $65.00             | $4659.85           | Equities                           |
| DECOY THERAPEUTICS INC         COM NEW          | 2500-12-31      | N/A      | 0.0000% | $2059.00           | $1706.91           | Equities                           |
| SALESFORCE INC                 COM              | 2500-12-31      | N/A      | 0.0000% | $5.00              | $1070.40           | Equities                           |
| SANA BIOTECHNOLOGY INC         COM              | 2500-12-31      | N/A      | 0.0000% | $1.00              | $4.60              | Equities                           |
| HENRY SCHEIN INC               COM              | 2500-12-31      | N/A      | 0.0000% | $2.00              | $148.68            | Equities                           |
| SCHWAB CHARLES CORP            COM              | 2500-12-31      | N/A      | 0.0000% | $83.00             | $8588.01           | Equities                           |
| SCHWAB STRATEGIC TR            EMRG MKTEQ ETF   | 2500-12-31      | N/A      | 0.0000% | $17968.00          | $631754.88         | Equities                           |
| SCHWAB STRATEGIC TR            US REIT ETF      | 2500-12-31      | N/A      | 0.0000% | $265522.00         | $5676860.36        | Equities                           |
| SEA LTD                        SPONSORD ADS     | 2500-12-31      | N/A      | 0.0000% | $1.00              | $121.90            | Equities                           |
| SEABRIDGE GOLD INC             COM              | 2500-12-31      | N/A      | 0.0000% | $731822.00         | $24545309.88       | Equities                           |
| SEALED AIR CORP NEW            COM              | 2500-12-31      | N/A      | 0.0000% | $5.00              | $209.35            | Equities                           |
| SELECT SECTOR SPDR TR          STATE STREET CON | 2500-12-31      | N/A      | 0.0000% | $178924.00         | $21683799.56       | Equities                           |
| SELECT SECTOR SPDR TR          STATE STREET COM | 2500-12-31      | N/A      | 0.0000% | $147888.00         | $17715503.52       | Equities                           |
| SELECT SECTOR SPDR TR          STATE STREET UTI | 2500-12-31      | N/A      | 0.0000% | $17076.00          | $739903.08         | Equities                           |
| SEQUANS COMMUNICATIONS S A     SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $18122.00          | $84267.30          | Equities                           |
| SERITAGE GROWTH PPTYS          CL A             | 2500-12-31      | N/A      | 0.0000% | $154097.00         | $505438.16         | Equities                           |
| DIREXION SHS ETF TR            DAILY NYSE FANG  | 2500-12-31      | N/A      | 0.0000% | $232.00            | $45240.00          | Equities                           |
| DIREXION SHS ETF TR            DAILY CSI 2X SH  | 2500-12-31      | N/A      | 0.0000% | $39923.00          | $1791345.01        | Equities                           |
| DIREXION SHS ETF TR            BRZ BL 2X SHS    | 2500-12-31      | N/A      | 0.0000% | $1848.00           | $209748.00         | Equities                           |
| DIREXION SHS ETF TR            RETAIL BULL 3X   | 2500-12-31      | N/A      | 0.0000% | $1300.00           | $12272.00          | Equities                           |
| DIREXION SHS ETF TR            20YR TRES BEAR   | 2500-12-31      | N/A      | 0.0000% | $6500.00           | $239655.00         | Equities                           |
| DIREXION SHS ETF TR            DAILY LLY BEAR   | 2500-12-31      | N/A      | 0.0000% | $100.00            | $1806.27           | Equities                           |
| DIREXION SHS ETF TR            DAILY BA BEAR 1X | 2500-12-31      | N/A      | 0.0000% | $1200.00           | $19896.00          | Equities                           |
| DIREXION SHS ETF TR            DAILY XOM BEAR 1 | 2500-12-31      | N/A      | 0.0000% | $813.00            | $15217.73          | Equities                           |
| DIREXION SHS ETF TR            DAILY FTSE CHINA | 2500-12-31      | N/A      | 0.0000% | $61509.00          | $1262779.77        | Equities                           |
| DIREXION SHS ETF TR            DAILY MU BEAR    | 2500-12-31      | N/A      | 0.0000% | $6500.00           | $23855.00          | Equities                           |
| DIREXION SHS ETF TR            DAILY TSM BEAR   | 2500-12-31      | N/A      | 0.0000% | $4380.00           | $47260.20          | Equities                           |
| DIREXION SHS ETF TR            DAILY CRYPTO INU | 2500-12-31      | N/A      | 0.0000% | $3001.00           | $73224.40          | Equities                           |
| DIREXION SHS ETF TR            DLY MAG 7 BULL 2 | 2500-12-31      | N/A      | 0.0000% | $848.00            | $48157.92          | Equities                           |
| DIREXION SHS ETF TR            DAILY NFLX BULL  | 2500-12-31      | N/A      | 0.0000% | $13327.00          | $316782.79         | Equities                           |
| DIRECT DIGITAL HOLDINGS INC    CL A NEW         | 2500-12-31      | N/A      | 0.0000% | $13900.00          | $36418.00          | Equities                           |
| DIREXION SHS ETF TR            DLY EMG MK BL 3X | 2500-12-31      | N/A      | 0.0000% | $26000.00          | $1881360.00        | Equities                           |
| DIREXION SHS ETF TR            DAILY MSCI INDIA | 2500-12-31      | N/A      | 0.0000% | $68.00             | $3508.80           | Equities                           |
| DIREXION SHS ETF TR            DAILY MSCI INDIA | 2500-12-31      | N/A      | 0.0000% | $95.00             | $4902.00           | Equities                           |
| DIREXION SHS ETF TR            CSI 300 BULL2X   | 2500-12-31      | N/A      | 0.0000% | $4500.00           | $100395.00         | Equities                           |
| DOCGO INC                      COM              | 2500-12-31      | N/A      | 0.0000% | $5.00              | $4.03              | Equities                           |
| DOLLAR GEN CORP NEW            COM              | 2500-12-31      | N/A      | 0.0000% | $1.00              | $141.78            | Equities                           |
| DOUYU INTL HLDGS LTD           SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $1621.00           | $10552.71          | Equities                           |
| DOW INC                        COM              | 2500-12-31      | N/A      | 0.0000% | $4.00              | $108.64            | Equities                           |
| ETF SER SOLUTIONS              AAM BRENTVIEW    | 2500-12-31      | N/A      | 0.0000% | $2382.00           | $55485.59          | Equities                           |
| ETFIS SER TR I                 VIRTUS REAVES UT | 2500-12-31      | N/A      | 0.0000% | $23636.00          | $1853535.12        | Equities                           |
| ETF OPPORTUNITIES TRUST        WEALTHTRUST DBS  | 2500-12-31      | N/A      | 0.0000% | $3295.00           | $119976.88         | Equities                           |
| EDUCATIONAL DEV CORP           COM              | 2500-12-31      | N/A      | 0.0000% | $1002.00           | $1412.82           | Equities                           |
| ELECTRONIC ARTS INC            COM              | 2500-12-31      | N/A      | 0.0000% | $399.00            | $81376.05          | Equities                           |
| ENTREPRENEURSHARES SERIES TRUS ERSHARES PRIVATE | 2500-12-31      | N/A      | 0.0000% | $570336.00         | $10842087.36       | Equities                           |
| ENVERIC BIOSCIENCES INC        COM SHS          | 2500-12-31      | N/A      | 0.0000% | $899.00            | $2759.93           | Equities                           |
| ERIE INDTY CO                  CL A             | 2500-12-31      | N/A      | 0.0000% | $56.00             | $15797.60          | Equities                           |
| ESSENTIAL UTILS INC            COM              | 2500-12-31      | N/A      | 0.0000% | $1.00              | $38.71             | Equities                           |
| ESSEX PPTY TR INC              COM              | 2500-12-31      | N/A      | 0.0000% | $3.00              | $749.64            | Equities                           |
| EXAGEN INC                     COM              | 2500-12-31      | N/A      | 0.0000% | $7100.00           | $28045.00          | Equities                           |
| F N B CORP                     COM              | 2500-12-31      | N/A      | 0.0000% | $1.00              | $17.60             | Equities                           |
| FG NEXUS INC.                  COM NEW          | 2500-12-31      | N/A      | 0.0000% | $86600.00          | $254604.00         | Equities                           |
| FARADAY FUTURE INTLGT ELEC INC COM NEW CL A     | 2500-12-31      | N/A      | 0.0000% | $10.00             | $10.10             | Equities                           |
| FEDERATED HERMES INC           CL B             | 2500-12-31      | N/A      | 0.0000% | $1.00              | $53.03             | Equities                           |
| FENNEC PHARMACEUTICALS INC     COM              | 2500-12-31      | N/A      | 0.0000% | $1.00              | $7.52              | Equities                           |
| FIDELITY NATL INFORMATION SVCS COM              | 2500-12-31      | N/A      | 0.0000% | $1.00              | $55.20             | Equities                           |
| FIRST MAJESTIC SILVER CORP     COM              | 2500-12-31      | N/A      | 0.0000% | $787434.00         | $19819713.78       | Equities                           |
| FIRST TR EXCHANGE-TRADED FD    NAT GAS ETF      | 2500-12-31      | N/A      | 0.0000% | $37665.00          | $959327.55         | Equities                           |
| FIRST TR EXCHANGE-TRADED FD    INDXX AEROSPACE  | 2500-12-31      | N/A      | 0.0000% | $7600.00           | $375972.00         | Equities                           |
| FIRST TR EXCHANGE-TRADED FD II ENERGY ALPHADX   | 2500-12-31      | N/A      | 0.0000% | $779.00            | $14193.38          | Equities                           |
| FIRST TR EXCH TRD ALPHDX FD II EURO ALPHADEX    | 2500-12-31      | N/A      | 0.0000% | $6766.00           | $443809.00         | Equities                           |
| FIRST TR EXCHANGE-TRADED FD IV AAA CMBS ETF     | 2500-12-31      | N/A      | 0.0000% | $6800.00           | $139060.00         | Equities                           |
| FIRST TR EXCHANGE TRADED FD VI RBA INDL ETF     | 2500-12-31      | N/A      | 0.0000% | $3776.00           | $425253.12         | Equities                           |
| FIRST TR EXCHANGE TRAD FD VII  FST TR GLB FD    | 2500-12-31      | N/A      | 0.0000% | $11254.00          | $294629.72         | Equities                           |
| GRIDAI TECHNOLOGIES CORP       COM NEW          | 2500-12-31      | N/A      | 0.0000% | $10064.00          | $28682.40          | Equities                           |
| FLEXSHARES TR                  MORNSTAR UPSTR   | 2500-12-31      | N/A      | 0.0000% | $23871.00          | $1256569.44        | Equities                           |
| FLEXSHARES TR                  ESG & CLM DEVELP | 2500-12-31      | N/A      | 0.0000% | $5933.00           | $368154.52         | Equities                           |
| FORTINET INC                   COM              | 2500-12-31      | N/A      | 0.0000% | $510.00            | $41570.10          | Equities                           |
| FORTUNA MNG CORP               COM NEW          | 2500-12-31      | N/A      | 0.0000% | $5385.00           | $61873.65          | Equities                           |
| FRANCO NEV CORP                COM              | 2500-12-31      | N/A      | 0.0000% | $21387.00          | $5598474.99        | Equities                           |
| FRANKLIN TEMPLETON ETF TR      EMER MKT COR DIV | 2500-12-31      | N/A      | 0.0000% | $8366.00           | $310162.76         | Equities                           |
| FRANKLIN TEMPLETON ETF TR      MULTISECTOR INCM | 2500-12-31      | N/A      | 0.0000% | $186.00            | $4715.10           | Equities                           |
| FRANKLIN TEMPLETON ETF TR      FTSE BRAZIL      | 2500-12-31      | N/A      | 0.0000% | $893.00            | $20646.16          | Equities                           |
| FRANKLIN WIRELESS CORP         COM              | 2500-12-31      | N/A      | 0.0000% | $1160.00           | $4848.80           | Equities                           |
| FUSEMACHINES INC               COM SHS          | 2500-12-31      | N/A      | 0.0000% | $1040.00           | $1664.00           | Equities                           |
| GALECTIN THERAPEUTICS INC      COM NEW          | 2500-12-31      | N/A      | 0.0000% | $61644.00          | $180616.92         | Equities                           |
| GALECTIN THERAPEUTICS INC      COM NEW          | 2500-12-31      | N/A      | 0.0000% | $127500.00         | $373575.00         | Equities                           |
| GCM GROSVENOR INC              COM CL A         | 2500-12-31      | N/A      | 0.0000% | $1.00              | $11.31             | Equities                           |
| GENERAC HLDGS INC              COM              | 2500-12-31      | N/A      | 0.0000% | $1.00              | $170.01            | Equities                           |
| GE AEROSPACE                   COM NEW          | 2500-12-31      | N/A      | 0.0000% | $15.00             | $4482.90           | Equities                           |
| GENERAL MTRS CO                COM              | 2500-12-31      | N/A      | 0.0000% | $24.00             | $2070.24           | Equities                           |
| GENERAL MTRS CO                COM              | 2500-12-31      | N/A      | 0.0000% | $32.00             | $2760.32           | Equities                           |
| GILDAN ACTIVEWEAR INC          COM              | 2500-12-31      | N/A      | 0.0000% | $5243.00           | $345985.57         | Equities                           |
| GSK PLC                        SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $1.00              | $50.66             | Equities                           |
| GLOBAL X FDS                   HEALTHTECH ETF   | 2500-12-31      | N/A      | 0.0000% | $100.00            | $2885.50           | Equities                           |
| GLOBAL X FDS                   CYBRSCURTY ETF   | 2500-12-31      | N/A      | 0.0000% | $860.00            | $24802.40          | Equities                           |
| GLOBAL X FDS                   NASDAQ 100 COVER | 2500-12-31      | N/A      | 0.0000% | $16473.00          | $294043.05         | Equities                           |
| GLOBAL X FDS                   DAX GERMANY ETF  | 2500-12-31      | N/A      | 0.0000% | $639.00            | $29713.50          | Equities                           |
| GLOBAL X FDS                   AUTONMOUS EV ETF | 2500-12-31      | N/A      | 0.0000% | $191.00            | $6346.93           | Equities                           |
| GLOBAL X FDS                   RBTCS ARTFL INTE | 2500-12-31      | N/A      | 0.0000% | $13952.00          | $529617.92         | Equities                           |
| GLOBAL X FDS                   ALTERNATIVE INCM | 2500-12-31      | N/A      | 0.0000% | $3200.00           | $39541.12          | Equities                           |
| GLOBAL X FDS                   GLOBAL X SILVER  | 2500-12-31      | N/A      | 0.0000% | $126889.00         | $14041536.74       | Equities                           |
| GLOBAL X FDS                   GENOMICS AND BIO | 2500-12-31      | N/A      | 0.0000% | $180.00            | $8718.39           | Equities                           |
| GLOBAL X FDS                   PURECAP MSCI COM | 2500-12-31      | N/A      | 0.0000% | $5300.00           | $166526.00         | Equities                           |
| GLOBAL X FDS                   DEFENSE TECH ETF | 2500-12-31      | N/A      | 0.0000% | $21185.00          | $1619381.40        | Equities                           |
| GLOBAL X FDS                   MSCI SUPR EM ETF | 2500-12-31      | N/A      | 0.0000% | $5000.00           | $166150.00         | Equities                           |
| GLOBAL X FDS                   DOW 30 COVERED C | 2500-12-31      | N/A      | 0.0000% | $3300.00           | $73260.00          | Equities                           |
| GOLDMAN SACHS ETF TR           ACTIVEBETA INT   | 2500-12-31      | N/A      | 0.0000% | $1003.00           | $45265.39          | Equities                           |
| GOLDMAN SACHS ETF TR           CORPORATE BOND E | 2500-12-31      | N/A      | 0.0000% | $1.00              | $51.13             | Equities                           |
| GOLDMAN SACHS ETF TR           CORPORATE BOND E | 2500-12-31      | N/A      | 0.0000% | $6500.00           | $332352.15         | Equities                           |
| GOLDMAN SACHS ETF TR           CORE BOND ETF    | 2500-12-31      | N/A      | 0.0000% | $6438.00           | $328305.81         | Equities                           |
| GOLDMAN SACHS ETF TR           CORE BOND ETF    | 2500-12-31      | N/A      | 0.0000% | $14674.00          | $748300.63         | Equities                           |
| GOSSAMER BIO INC               COM              | 2500-12-31      | N/A      | 0.0000% | $2.00              | $4.84              | Equities                           |
| GRANITE PT MTG TR INC          COM STK          | 2500-12-31      | N/A      | 0.0000% | $1200.00           | $2700.00           | Equities                           |
| GRANITESHARES ETF TR           2X SHORT COIN    | 2500-12-31      | N/A      | 0.0000% | $968.00            | $78524.16          | Equities                           |
| GRANITESHARES ETF TR           2X LONG LCID DAI | 2500-12-31      | N/A      | 0.0000% | $2400.00           | $8468.16           | Equities                           |
| GRANITESHARES ETF TR           2X LONG VRT DAI  | 2500-12-31      | N/A      | 0.0000% | $33.00             | $2308.28           | Equities                           |
| GRANITESHARES ETF TR           2X SHORT NVDA DA | 2500-12-31      | N/A      | 0.0000% | $57868.00          | $384822.20         | Equities                           |
| GRANITESHARES ETF TR           1.25X LNG TESLA  | 2500-12-31      | N/A      | 0.0000% | $1000.00           | $16950.00          | Equities                           |
| GRANITESHARES ETF TR           2X LONG PLTR     | 2500-12-31      | N/A      | 0.0000% | $26902.00          | $513828.20         | Equities                           |
| GRANITESHARES ETF TR           GRANITE 2X LONG  | 2500-12-31      | N/A      | 0.0000% | $329218.00         | $6930038.90        | Equities                           |
| GRAYSCALE BITCOIN TRUST ETF    SHS REP COM UT   | 2500-12-31      | N/A      | 0.0000% | $50542.00          | $3312017.26        | Equities                           |
| GRAYSCALE FUNDS TRUST          BITCOIN MINERS   | 2500-12-31      | N/A      | 0.0000% | $1196.00           | $44180.24          | Equities                           |
| GRAYSCALE CHAINLINK TR ETF     SHS              | 2500-12-31      | N/A      | 0.0000% | $471.00            | $4634.64           | Equities                           |
| GREENTREE HOSPITALITY GROUP    SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $1594.00           | $2470.70           | Equities                           |
| GROWGENERATION CORP            COM              | 2500-12-31      | N/A      | 0.0000% | $28000.00          | $38360.00          | Equities                           |
| HP INC                         COM              | 2500-12-31      | N/A      | 0.0000% | $2.00              | $38.78             | Equities                           |
| HAGERTY INC                    CL A COM         | 2500-12-31      | N/A      | 0.0000% | $1003.00           | $12617.74          | Equities                           |
| HALLIBURTON CO                 COM              | 2500-12-31      | N/A      | 0.0000% | $2.00              | $66.78             | Equities                           |
| HARBOR ETF TRUST               HEALTH CARE ETF  | 2500-12-31      | N/A      | 0.0000% | $5005.00           | $156054.90         | Equities                           |
| HARLEY DAVIDSON INC            COM              | 2500-12-31      | N/A      | 0.0000% | $1.00              | $19.71             | Equities                           |
| HAYWARD HLDGS INC              COM              | 2500-12-31      | N/A      | 0.0000% | $1.00              | $16.30             | Equities                           |
| HIVE DIGITAL TECHNOLOGIES LTD  COM NEW          | 2500-12-31      | N/A      | 0.0000% | $468200.00         | $1287550.00        | Equities                           |
| HOST HOTELS & RESORTS INC      COM              | 2500-12-31      | N/A      | 0.0000% | $2.00              | $37.32             | Equities                           |
| IBIO INC                       COM NEW          | 2500-12-31      | N/A      | 0.0000% | $800.00            | $1720.00           | Equities                           |
| IDENTIV INC                    COM NEW          | 2500-12-31      | N/A      | 0.0000% | $10789.00          | $37545.72          | Equities                           |
| IMMUNITYBIO INC                COM              | 2500-12-31      | N/A      | 0.0000% | $1.00              | $5.91              | Equities                           |
| IMMUTEP LTD                    SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $494.00            | $1467.18           | Equities                           |
| NEW YORK LIFE INVESTMENTS ETF  NYLI CANDRIAM IN | 2500-12-31      | N/A      | 0.0000% | $10983.00          | $407819.66         | Equities                           |
| NEW YORK LIFE INVESTMENTS ETF  NYLI MERGER ARBI | 2500-12-31      | N/A      | 0.0000% | $22793.00          | $827157.97         | Equities                           |
| INDUSTRIAL LOGISTICS PPTYS TR  COM SHS BEN INT  | 2500-12-31      | N/A      | 0.0000% | $1.00              | $5.35              | Equities                           |
| INSPIRE MED SYS INC            COM              | 2500-12-31      | N/A      | 0.0000% | $1.00              | $78.54             | Equities                           |
| INNOVATOR ETFS TRUST           EQUITY PREMIUM I | 2500-12-31      | N/A      | 0.0000% | $300.00            | $8197.77           | Equities                           |
| INSULET CORP                   COM              | 2500-12-31      | N/A      | 0.0000% | $163.00            | $41581.30          | Equities                           |
| INTEL CORP                     COM              | 2500-12-31      | N/A      | 0.0000% | $1.00              | $48.66             | Equities                           |
| INTEL CORP                     COM              | 2500-12-31      | N/A      | 0.0000% | $8402.00           | $408841.32         | Equities                           |
| INTERNATIONAL PAPER CO         COM              | 2500-12-31      | N/A      | 0.0000% | $1.00              | $39.00             | Equities                           |
| UNITED STATES TREASURY                          | 2027-02-28      | 1.8750%  | 0.0000% | $100.00            | $99.02             | U.S. Treasuries (including strips) |
| AB ACTIVE ETFS INC             EMERGING MKTS OP | 2500-12-31      | N/A      | 0.0000% | $500.00            | $22999.95          | Equities                           |
| ABVC BIOPHARMA INC             COM NEW          | 2500-12-31      | N/A      | 0.0000% | $2896.00           | $6023.68           | Equities                           |
| AES CORP                       COM              | 2500-12-31      | N/A      | 0.0000% | $2.00              | $30.08             | Equities                           |
| AES CORP                       COM              | 2500-12-31      | N/A      | 0.0000% | $3.00              | $45.12             | Equities                           |
| ALX ONCOLOGY HLDGS INC         COM              | 2500-12-31      | N/A      | 0.0000% | $12256.00          | $19241.92          | Equities                           |
| AT&T INC                       COM              | 2500-12-31      | N/A      | 0.0000% | $1.00              | $25.13             | Equities                           |
| ABBOTT LABS                    COM              | 2500-12-31      | N/A      | 0.0000% | $4.00              | $424.36            | Equities                           |
| ABBOTT LABS                    COM              | 2500-12-31      | N/A      | 0.0000% | $84.00             | $8911.56           | Equities                           |
| ABBVIE INC                     COM              | 2500-12-31      | N/A      | 0.0000% | $1.00              | $220.43            | Equities                           |
| ABRDN ETFS                     BBRG ALL COMMDY  | 2500-12-31      | N/A      | 0.0000% | $700.00            | $24332.00          | Equities                           |
| KALVISTA PHARMACEUTICALS INC   COM              | 2500-12-31      | N/A      | 0.0000% | $1.00              | $15.65             | Equities                           |
| KENVUE INC                     COM              | 2500-12-31      | N/A      | 0.0000% | $2924.00           | $50292.80          | Equities                           |
| KEZAR LIFE SCIENCES INC        COM NEW          | 2500-12-31      | N/A      | 0.0000% | $2.00              | $12.34             | Equities                           |
| ACCEL ENTERTAINMENT INC        COM CL A1        | 2500-12-31      | N/A      | 0.0000% | $1.00              | $11.29             | Equities                           |
| ACHIEVE LIFE SCIENCES INC      COM              | 2500-12-31      | N/A      | 0.0000% | $67388.00          | $292463.92         | Equities                           |
| ADOBE INC                      COM              | 2500-12-31      | N/A      | 0.0000% | $1.00              | $291.65            | Equities                           |
| ADURO CLEAN TECHNOLOGIES INC   COM NEW          | 2500-12-31      | N/A      | 0.0000% | $1.00              | $14.37             | Equities                           |
| ADVISORSHARES TR               DORSEY WRIGT ADR | 2500-12-31      | N/A      | 0.0000% | $1256.00           | $120230.98         | Equities                           |
| ADVISORSHARES TR               PSYCHEDELICS ETF | 2500-12-31      | N/A      | 0.0000% | $219.00            | $3748.01           | Equities                           |
| AETHLON MED INC                COM NEW          | 2500-12-31      | N/A      | 0.0000% | $3831.00           | $9769.05           | Equities                           |
| AGILENT TECHNOLOGIES INC       COM              | 2500-12-31      | N/A      | 0.0000% | $1.00              | $133.27            | Equities                           |
| AGNICO EAGLE MINES LTD         COM              | 2500-12-31      | N/A      | 0.0000% | $92.00             | $19826.92          | Equities                           |
| AGREE RLTY CORP                COM              | 2500-12-31      | N/A      | 0.0000% | $1.00              | $71.96             | Equities                           |
| AGREE RLTY CORP                COM              | 2500-12-31      | N/A      | 0.0000% | $321.00            | $23099.16          | Equities                           |
| AGILON HEALTH INC              COM              | 2500-12-31      | N/A      | 0.0000% | $1.00              | $0.86              | Equities                           |
| ALEANNA INC                    COM CL A         | 2500-12-31      | N/A      | 0.0000% | $456.00            | $1263.12           | Equities                           |
| ALEXANDRIA REAL ESTATE EQ INC  COM              | 2500-12-31      | N/A      | 0.0000% | $1.00              | $54.05             | Equities                           |
| ALIGOS THERAPEUTICS INC        COM NEW          | 2500-12-31      | N/A      | 0.0000% | $3.00              | $24.34             | Equities                           |
| ALLIED GOLD CORP               COM NEW          | 2500-12-31      | N/A      | 0.0000% | $400.00            | $12804.00          | Equities                           |
| EA SERIES TRUST                STRIVE NATURAL   | 2500-12-31      | N/A      | 0.0000% | $700.00            | $32172.00          | Equities                           |
| EA SERIES TRUST                STRIVE US ENERGY | 2500-12-31      | N/A      | 0.0000% | $700.00            | $22280.02          | Equities                           |
| ALPHABET INC                   CAP STK CL A     | 2500-12-31      | N/A      | 0.0000% | $39.00             | $13191.75          | Equities                           |
| ALTO NEUROSCIENCE INC          COM SHS          | 2500-12-31      | N/A      | 0.0000% | $527000.00         | $8073640.00        | Equities                           |
| ALTSHARES TRUST                MERGER ARBITRAGE | 2500-12-31      | N/A      | 0.0000% | $12900.00          | $374874.00         | Equities                           |
| AMERICAN AIRLS GROUP INC       COM              | 2500-12-31      | N/A      | 0.0000% | $1.00              | $13.51             | Equities                           |
| AMERICAN CENTY ETF TR          AVANTIS ALL INT  | 2500-12-31      | N/A      | 0.0000% | $4438.00           | $361519.48         | Equities                           |
| AMERICAN CENTY ETF TR          US QUALITY VAL   | 2500-12-31      | N/A      | 0.0000% | $208.00            | $14256.32          | Equities                           |
| AMERICAN CENTY ETF TR          SELECT HIGH YIEL | 2500-12-31      | N/A      | 0.0000% | $100.00            | $4691.25           | Equities                           |
| AMERICAN EXPRESS CO            COM              | 2500-12-31      | N/A      | 0.0000% | $2.00              | $717.00            | Equities                           |
| AMERICAN EXPRESS CO            COM              | 2500-12-31      | N/A      | 0.0000% | $25.00             | $8962.50           | Equities                           |
| AMERICAN HOMES 4 RENT          CL A             | 2500-12-31      | N/A      | 0.0000% | $1.00              | $30.92             | Equities                           |
| AMERICAN INTL GROUP INC        COM NEW          | 2500-12-31      | N/A      | 0.0000% | $1.00              | $74.36             | Equities                           |
| AMERICAN TOWER CORP            COM              | 2500-12-31      | N/A      | 0.0000% | $1.00              | $181.34            | Equities                           |
| AMERICAN WELL CORP             COM CL A NEW     | 2500-12-31      | N/A      | 0.0000% | $2078.00           | $9662.70           | Equities                           |
| CENCORA INC                    COM              | 2500-12-31      | N/A      | 0.0000% | $1.00              | $352.10            | Equities                           |
| AMERISERV FINL INC             COM              | 2500-12-31      | N/A      | 0.0000% | $2399.00           | $7916.70           | Equities                           |
| AMERISERV FINL INC             COM              | 2500-12-31      | N/A      | 0.0000% | $6378.00           | $21047.40          | Equities                           |
| ANTELOPE ENTERPRISE HLDGS LTD  SHS NEW CL A     | 2500-12-31      | N/A      | 0.0000% | $2400.00           | $1980.24           | Equities                           |
| ARCOS DORADOS HOLDINGS INC     SHS CLASS -A -   | 2500-12-31      | N/A      | 0.0000% | $306200.00         | $2492468.00        | Equities                           |
| SILEXION THERAPEUTICS CORP     ORD SHS NEW      | 2500-12-31      | N/A      | 0.0000% | $712.00            | $1431.12           | Equities                           |
| BULLISH                        ORD SHS          | 2500-12-31      | N/A      | 0.0000% | $1.00              | $32.66             | Equities                           |
| BROOKFIELD WEALTH SOL LTD      CL A EXCHANGEAB  | 2500-12-31      | N/A      | 0.0000% | $50.00             | $2335.50           | Equities                           |
| CBL INTL LTD                   SHS CL B         | 2500-12-31      | N/A      | 0.0000% | $4100.00           | $1394.00           | Equities                           |
| CREDICORP LTD                  COM              | 2500-12-31      | N/A      | 0.0000% | $2800.00           | $1023176.00        | Equities                           |
| FANGDD NETWORK GROUP LTD       SHS NEW CL A     | 2500-12-31      | N/A      | 0.0000% | $22.00             | $35.86             | Equities                           |
| FLUTTER ENTMT PLC              SHS              | 2500-12-31      | N/A      | 0.0000% | $1.00              | $168.72            | Equities                           |
| FST CORP.                      ORD SHS          | 2500-12-31      | N/A      | 0.0000% | $1000.00           | $1190.00           | Equities                           |
| GRAB HOLDINGS LIMITED          CLASS A ORD      | 2500-12-31      | N/A      | 0.0000% | $1015800.00        | $4540626.00        | Equities                           |
| HELEN OF TROY LTD              COM              | 2500-12-31      | N/A      | 0.0000% | $1.00              | $16.70             | Equities                           |
| HUADI INTERNATIONAL GRP CO LTD SHS              | 2500-12-31      | N/A      | 0.0000% | $1427.00           | $1669.59           | Equities                           |
| INVESCO LTD                    SHS              | 2500-12-31      | N/A      | 0.0000% | $1.00              | $27.72             | Equities                           |
| IOTHREE LTD                    ORD SHS NEW      | 2500-12-31      | N/A      | 0.0000% | $5939.00           | $27438.18          | Equities                           |
| KESTRA MED TECHNOLOGIES LTD    SHS              | 2500-12-31      | N/A      | 0.0000% | $1.00              | $24.83             | Equities                           |
| KLARNA GROUP PLC               SHS              | 2500-12-31      | N/A      | 0.0000% | $16400.00          | $395896.00         | Equities                           |
| LINDE PLC                      SHS              | 2500-12-31      | N/A      | 0.0000% | $20.00             | $9100.00           | Equities                           |
| MANCHESTER UTD PLC NEW         ORD CL A         | 2500-12-31      | N/A      | 0.0000% | $66.00             | $1172.82           | Equities                           |
| BTC DIGITAL LTD                SHS NEW          | 2500-12-31      | N/A      | 0.0000% | $6805.00           | $9527.00           | Equities                           |
| MILLENNIUM GROUP INTL HLDGS LT ORD SHS          | 2500-12-31      | N/A      | 0.0000% | $2000.00           | $3320.00           | Equities                           |
| MKDWELL TECH INC               ORD SHS NEW      | 2500-12-31      | N/A      | 0.0000% | $2600.00           | $7462.00           | Equities                           |
| PAGSEGURO DIGITAL LTD          COM CL A         | 2500-12-31      | N/A      | 0.0000% | $1.00              | $12.00             | Equities                           |
| PARK HA BIOLOGICAL TECH CO LTD ORD SHS          | 2500-12-31      | N/A      | 0.0000% | $38406.00          | $3752.27           | Equities                           |
| ALPHATON CAPITAL CORP          SHS NEW          | 2500-12-31      | N/A      | 0.0000% | $3351.00           | $2476.72           | Equities                           |
| PENTAIR PLC                    SHS              | 2500-12-31      | N/A      | 0.0000% | $1.00              | $105.91            | Equities                           |
| TIAN RUIXIANG HLDGS LTD        SHS NEW CL A     | 2500-12-31      | N/A      | 0.0000% | $103299.00         | $12189.28          | Equities                           |
| TNL MEDIAGENE                  SHS              | 2500-12-31      | N/A      | 0.0000% | $5053.00           | $19656.17          | Equities                           |
| PERRIGO CO PLC                 SHS              | 2500-12-31      | N/A      | 0.0000% | $3.00              | $41.22             | Equities                           |
| XP INC                         CL A             | 2500-12-31      | N/A      | 0.0000% | $7.00              | $140.63            | Equities                           |
| YOUXIN TECHNOLOGY LTD          SHS CL A         | 2500-12-31      | N/A      | 0.0000% | $2400.00           | $3336.00           | Equities                           |
| CERAGON NETWORKS LTD           ORD              | 2500-12-31      | N/A      | 0.0000% | $5100.00           | $11883.00          | Equities                           |
| ENTERA BIO LTD                 SHS              | 2500-12-31      | N/A      | 0.0000% | $11722.00          | $17114.12          | Equities                           |
| FRONTLINE PLC                  COM              | 2500-12-31      | N/A      | 0.0000% | $47555.00          | $1346282.05        | Equities                           |
| ZIM INTEGRATED SHIPPING SERV   SHS              | 2500-12-31      | N/A      | 0.0000% | $404573.00         | $9378002.14        | Equities                           |
| AERCAP HOLDINGS NV             SHS              | 2500-12-31      | N/A      | 0.0000% | $16500.00          | $2384745.00        | Equities                           |
| FERRARI N V                    COM              | 2500-12-31      | N/A      | 0.0000% | $15000.00          | $5076750.00        | Equities                           |
| INFLARX NV                     COM              | 2500-12-31      | N/A      | 0.0000% | $66292.00          | $61167.63          | Equities                           |
| COPA HOLDINGS SA               CL A             | 2500-12-31      | N/A      | 0.0000% | $47600.00          | $6321280.00        | Equities                           |
| IREN LIMITED                   ORDINARY SHARES  | 2500-12-31      | N/A      | 0.0000% | $16.00             | $957.44            | Equities                           |
| STEVANATO GROUP S P A          ORD SHS          | 2500-12-31      | N/A      | 0.0000% | $35200.00          | $563200.00         | Equities                           |
| DIANA SHIPPING INC             COM              | 2500-12-31      | N/A      | 0.0000% | $5030.00           | $11518.70          | Equities                           |
| GLOBAL SHIP LEASE INC NEW      COM CL A         | 2500-12-31      | N/A      | 0.0000% | $3.00              | $112.71            | Equities                           |
| IMPERIAL PETE INC              COM NEW          | 2500-12-31      | N/A      | 0.0000% | $18121.00          | $62698.66          | Equities                           |
| PERFORMANCE SHIPPING INC       COMMON SHARES    | 2500-12-31      | N/A      | 0.0000% | $37160.00          | $80637.20          | Equities                           |
| VERITONE INC                   COM              | 2500-12-31      | N/A      | 0.0000% | $2282.00           | $8032.64           | Equities                           |
| VERTEX PHARMACEUTICALS INC     COM              | 2500-12-31      | N/A      | 0.0000% | $238.00            | $113211.84         | Equities                           |
| VIATRIS INC                    COM              | 2500-12-31      | N/A      | 0.0000% | $6.00              | $78.42             | Equities                           |
| VICI PPTYS INC                 COM              | 2500-12-31      | N/A      | 0.0000% | $1.00              | $28.11             | Equities                           |
| VICTORY PORTFOLIOS II          SHARES FREE CASH | 2500-12-31      | N/A      | 0.0000% | $100.00            | $3954.00           | Equities                           |
| DOGWOOD THERAPEUTICS INC       COM NEW          | 2500-12-31      | N/A      | 0.0000% | $8343.00           | $24194.70          | Equities                           |
| VROOM INC                      COM NEW          | 2500-12-31      | N/A      | 0.0000% | $10.00             | $215.00            | Equities                           |
| WABTEC                         COM              | 2500-12-31      | N/A      | 0.0000% | $1.00              | $232.63            | Equities                           |
| WATERBRIDGE INFRASTRUCTURE LLC CL A SHS REPSTG  | 2500-12-31      | N/A      | 0.0000% | $28600.00          | $643786.00         | Equities                           |
| WASTE CONNECTIONS INC          COM              | 2500-12-31      | N/A      | 0.0000% | $35600.00          | $5953388.00        | Equities                           |
| WAYFAIR INC                    CL A             | 2500-12-31      | N/A      | 0.0000% | $1.00              | $107.54            | Equities                           |
| WEST FRASER TIMBER CO LTD      COM              | 2500-12-31      | N/A      | 0.0000% | $3.00              | $208.92            | Equities                           |
| WESTERN DIGITAL CORP           COM              | 2500-12-31      | N/A      | 0.0000% | $2.00              | $556.82            | Equities                           |
| WEYERHAEUSER CO                COM NEW          | 2500-12-31      | N/A      | 0.0000% | $2.00              | $51.86             | Equities                           |
| WILLIAMS COS INC               COM              | 2500-12-31      | N/A      | 0.0000% | $219.00            | $14725.56          | Equities                           |
| WISDOMTREE TR                  TRUE EMERGING MK | 2500-12-31      | N/A      | 0.0000% | $100.00            | $3414.14           | Equities                           |
| XCF GLOBAL INC                 COM CL A         | 2500-12-31      | N/A      | 0.0000% | $179.00            | $31.32             | Equities                           |
| XWELL INC                      COM NEW          | 2500-12-31      | N/A      | 0.0000% | $1.00              | $0.29              | Equities                           |
| X4 PHARMACEUTICALS INC         COM NEW          | 2500-12-31      | N/A      | 0.0000% | $522.00            | $1926.18           | Equities                           |
| X4 PHARMACEUTICALS INC         COM NEW          | 2500-12-31      | N/A      | 0.0000% | $2536.00           | $9357.84           | Equities                           |
| YATSEN HLDG LTD                SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $7446.00           | $31124.28          | Equities                           |
| YUM CHINA HLDGS INC            COM              | 2500-12-31      | N/A      | 0.0000% | $9500.00           | $479845.00         | Equities                           |
| ZENTALIS PHARMACEUTICALS INC   COM              | 2500-12-31      | N/A      | 0.0000% | $44.00             | $110.44            | Equities                           |
| ACCELERANT HOLDINGS            CL A             | 2500-12-31      | N/A      | 0.0000% | $61100.00          | $845013.00         | Equities                           |
| AMCOR PLC                      COM NEW          | 2500-12-31      | N/A      | 0.0000% | $1.00              | $43.89             | Equities                           |
| AMER SPORTS INC                COM SHS          | 2500-12-31      | N/A      | 0.0000% | $1.00              | $37.34             | Equities                           |
| SERVICE PPTYS TR               COM SH BEN INT   | 2500-12-31      | N/A      | 0.0000% | $1.00              | $1.99              | Equities                           |
| SERVICENOW INC                 COM              | 2500-12-31      | N/A      | 0.0000% | $12.00             | $1400.76           | Equities                           |
| SHIMMICK CORPORATION           COM              | 2500-12-31      | N/A      | 0.0000% | $1002.00           | $3406.80           | Equities                           |
| SIMPLIFY EXCHANGE TRADED FUNDS US EQT PLS CNVEX | 2500-12-31      | N/A      | 0.0000% | $60.00             | $2587.00           | Equities                           |
| SIMPLIFY EXCHANGE TRADED FUNDS BARRIER INCOME   | 2500-12-31      | N/A      | 0.0000% | $112481.00         | $2943627.77        | Equities                           |
| SIMPLIFY EXCHANGE TRADED FUNDS CURRENCY STRATEG | 2500-12-31      | N/A      | 0.0000% | $921.00            | $26064.30          | Equities                           |
| SIMPLIFY EXCHANGE TRADED FUNDS HEALTH CARE ETF  | 2500-12-31      | N/A      | 0.0000% | $78049.00          | $2843325.07        | Equities                           |
| SMARTRENT INC                  COM CL A         | 2500-12-31      | N/A      | 0.0000% | $578900.00         | $966763.00         | Equities                           |
| SMITH DOUGLAS HOMES CORP       COM SHS CL A     | 2500-12-31      | N/A      | 0.0000% | $540.00            | $9801.00           | Equities                           |
| SOLARMAX TECHNOLOGY INC        COM SHS          | 2500-12-31      | N/A      | 0.0000% | $2800.00           | $2464.56           | Equities                           |
| SOUTH BOW CORP                 COM              | 2500-12-31      | N/A      | 0.0000% | $8897.00           | $254721.11         | Equities                           |
| SPINNAKER ETF SERIES           GENTER CAP TAXAB | 2500-12-31      | N/A      | 0.0000% | $600.00            | $6207.00           | Equities                           |
| SPROTT INC                     COM NEW          | 2500-12-31      | N/A      | 0.0000% | $8900.00           | $1161183.00        | Equities                           |
| SPROTT FDS TR                  JR COPPER MINERS | 2500-12-31      | N/A      | 0.0000% | $359.00            | $18452.60          | Equities                           |
| SPROTT FDS TR                  LITHIUM MINERS   | 2500-12-31      | N/A      | 0.0000% | $277.00            | $4008.19           | Equities                           |
| SPROTT ETF TRUST               JR GOLD MINERS E | 2500-12-31      | N/A      | 0.0000% | $529.00            | $56534.23          | Equities                           |
| STUBHUB HLDGS INC              CL A             | 2500-12-31      | N/A      | 0.0000% | $53100.00          | $778446.00         | Equities                           |
| SUN LIFE FINANCIAL INC.        COM              | 2500-12-31      | N/A      | 0.0000% | $24142.00          | $1540018.18        | Equities                           |
| SUNCOR ENERGY INC NEW          COM              | 2500-12-31      | N/A      | 0.0000% | $109200.00         | $5862948.00        | Equities                           |
| SUNOPTA INC                    COM              | 2500-12-31      | N/A      | 0.0000% | $6.00              | $27.48             | Equities                           |
| SYPRIS SOLUTIONS INC           COM              | 2500-12-31      | N/A      | 0.0000% | $1140.00           | $3522.60           | Equities                           |
| TELA BIO INC                   COM              | 2500-12-31      | N/A      | 0.0000% | $1798.00           | $1746.40           | Equities                           |
| TELA BIO INC                   COM              | 2500-12-31      | N/A      | 0.0000% | $17651.00          | $17144.42          | Equities                           |
| TFS FINL CORP                  COM              | 2500-12-31      | N/A      | 0.0000% | $2.00              | $29.38             | Equities                           |
| TFI INTL INC                   COM              | 2500-12-31      | N/A      | 0.0000% | $21100.00          | $2312982.00        | Equities                           |
| T ROWE PRICE ETF INC           CAP APPRECIATION | 2500-12-31      | N/A      | 0.0000% | $432171.00         | $16578079.56       | Equities                           |
| TANDY LEATHER FACTORY INC      COM              | 2500-12-31      | N/A      | 0.0000% | $2374.00           | $6742.16           | Equities                           |
| TC ENERGY CORP                 COM              | 2500-12-31      | N/A      | 0.0000% | $1.00              | $59.24             | Equities                           |
| TECK RESOURCES LTD             CL B             | 2500-12-31      | N/A      | 0.0000% | $2000.00           | $116620.00         | Equities                           |
| TELOMIR PHARMACEUTICALS INC    COM              | 2500-12-31      | N/A      | 0.0000% | $2924.00           | $3567.28           | Equities                           |
| TERADYNE INC                   COM              | 2500-12-31      | N/A      | 0.0000% | $133.00            | $33498.71          | Equities                           |
| TESLA INC                      COM              | 2500-12-31      | N/A      | 0.0000% | $1.00              | $416.56            | Equities                           |
| TESLA INC                      COM              | 2500-12-31      | N/A      | 0.0000% | $3.00              | $1249.68           | Equities                           |
| TEUCRIUM COMMODITY TR          SOYBEAN FD       | 2500-12-31      | N/A      | 0.0000% | $173.00            | $3880.39           | Equities                           |
| TEXAS INSTRS INC               COM              | 2500-12-31      | N/A      | 0.0000% | $110.00            | $24086.70          | Equities                           |
| THEMES ETF TR                  LEVERAGE SHARES  | 2500-12-31      | N/A      | 0.0000% | $152.00            | $5427.92           | Equities                           |
| THEMES ETF TR                  LEVERAGE SHARES  | 2500-12-31      | N/A      | 0.0000% | $301.00            | $10748.71          | Equities                           |
| THEMES ETF TR                  SILVER MINER ETF | 2500-12-31      | N/A      | 0.0000% | $2000.00           | $170855.80         | Equities                           |
| 2023 ETF SERIES TRUST          EAGLE CAPITAL SE | 2500-12-31      | N/A      | 0.0000% | $12045.00          | $393148.80         | Equities                           |
| 3M CO                          COM              | 2500-12-31      | N/A      | 0.0000% | $4.00              | $625.52            | Equities                           |
| 374WATER INC                   COM              | 2500-12-31      | N/A      | 0.0000% | $4048.00           | $13075.04          | Equities                           |
| TIDAL TRUST II                 YIELDMAX DIS OPT | 2500-12-31      | N/A      | 0.0000% | $100.00            | $1169.40           | Equities                           |
| TIDAL TRUST II                 YIELDMAX DIS OPT | 2500-12-31      | N/A      | 0.0000% | $107.00            | $1251.26           | Equities                           |
| TIDAL TRUST I                  FUNDSTRAT GRANNY | 2500-12-31      | N/A      | 0.0000% | $86916.00          | $2232002.88        | Equities                           |
| TIDAL TRUST I                  ACADEMY VETERAN  | 2500-12-31      | N/A      | 0.0000% | $8400.00           | $168924.00         | Equities                           |
| TIDAL TRUST I                  SP FDS S&P 500   | 2500-12-31      | N/A      | 0.0000% | $57.00             | $2945.19           | Equities                           |
| TIDAL TRUST II                 DEF DLY TGT AVGO | 2500-12-31      | N/A      | 0.0000% | $31122.00          | $1301833.26        | Equities                           |
| TIDAL TRUST II                 DEFIANCE DAILY T | 2500-12-31      | N/A      | 0.0000% | $200.00            | $2332.00           | Equities                           |
| TIDAL TRUST II                 DEFIANCE S&P 500 | 2500-12-31      | N/A      | 0.0000% | $59.00             | $1047.25           | Equities                           |
| TIDAL TRUST II                 YIELDMAX UNIVERS | 2500-12-31      | N/A      | 0.0000% | $7800.00           | $74646.00          | Equities                           |
| TIDAL TRUST II                 HILTON SMALL-MID | 2500-12-31      | N/A      | 0.0000% | $11646.00          | $332376.84         | Equities                           |
| TIDAL TRUST II                 DEFIANCE DAILY   | 2500-12-31      | N/A      | 0.0000% | $5000.00           | $60150.00          | Equities                           |
| TIDAL TRUST II                 DEFIANCE DAILY   | 2500-12-31      | N/A      | 0.0000% | $24.00             | $570.72            | Equities                           |
| TIDAL TRUST II                 DEFIANCE LARGE   | 2500-12-31      | N/A      | 0.0000% | $7361.00           | $169372.19         | Equities                           |
| TIDAL TRUST II                 YIELDMAX PLTR OP | 2500-12-31      | N/A      | 0.0000% | $1000.00           | $42960.00          | Equities                           |
| TIDAL TRUST II                 STKD 100 BITCOIN | 2500-12-31      | N/A      | 0.0000% | $20300.00          | $830067.00         | Equities                           |
| TIDAL TRUST II                 DEFIANCE DAILY T | 2500-12-31      | N/A      | 0.0000% | $709.00            | $66156.79          | Equities                           |
| TIDAL TRUST II                 DEFIANCE DAILY T | 2500-12-31      | N/A      | 0.0000% | $1065.00           | $21449.10          | Equities                           |
| TIDAL TRUST II                 YIELDMAX SHORT   | 2500-12-31      | N/A      | 0.0000% | $40.00             | $1987.77           | Equities                           |
| TIDAL TRUST II                 YIELDMAX AMD OPT | 2500-12-31      | N/A      | 0.0000% | $351.00            | $13938.21          | Equities                           |
| TITAN INTL INC ILL             COM              | 2500-12-31      | N/A      | 0.0000% | $4.00              | $37.40             | Equities                           |
| TORONTO DOMINION BK ONT        COM NEW          | 2500-12-31      | N/A      | 0.0000% | $17200.00          | $1632796.00        | Equities                           |
| TRANSACT TECHNOLOGIES INC      COM              | 2500-12-31      | N/A      | 0.0000% | $691.00            | $2466.87           | Equities                           |
| TRAVELERS COMPANIES INC        COM              | 2500-12-31      | N/A      | 0.0000% | $2.00              | $568.58            | Equities                           |
| TSCAN THERAPEUTICS INC         COM              | 2500-12-31      | N/A      | 0.0000% | $18961.00          | $19719.44          | Equities                           |
| UDR INC                        COM              | 2500-12-31      | N/A      | 0.0000% | $1.00              | $36.91             | Equities                           |
| UBER TECHNOLOGIES INC          COM              | 2500-12-31      | N/A      | 0.0000% | $2.00              | $163.40            | Equities                           |
| ULTRAGENYX PHARMACEUTICAL INC  COM              | 2500-12-31      | N/A      | 0.0000% | $1717.00           | $41671.59          | Equities                           |
| UNIFIED SER TR                 ONEASCENT INTL   | 2500-12-31      | N/A      | 0.0000% | $922.00            | $40614.10          | Equities                           |
| UNITED STS BRENT OIL FD LP     UNIT             | 2500-12-31      | N/A      | 0.0000% | $53.00             | $1737.87           | Equities                           |
| UNITED STS GASOLINE FD LP      UNITS            | 2500-12-31      | N/A      | 0.0000% | $2738.00           | $188182.74         | Equities                           |
| UNITEDHEALTH GROUP INC         COM              | 2500-12-31      | N/A      | 0.0000% | $28.00             | $8184.12           | Equities                           |
| UWM HOLDINGS CORPORATION       COM CL A         | 2500-12-31      | N/A      | 0.0000% | $1.00              | $5.70              | Equities                           |
| VANDA PHARMACEUTICALS INC      COM              | 2500-12-31      | N/A      | 0.0000% | $1.00              | $7.78              | Equities                           |
| VANECK ETF TRUST               GOLD MINERS ETF  | 2500-12-31      | N/A      | 0.0000% | $1.00              | $107.98            | Equities                           |
| VANECK ETF TRUST               OIL SERVICES ETF | 2500-12-31      | N/A      | 0.0000% | $43329.00          | $15165583.29       | Equities                           |
| VANGUARD BD INDEX FDS          TOTAL BND MRKT   | 2500-12-31      | N/A      | 0.0000% | $267456.00         | $19861282.56       | Equities                           |
| VANGUARD INTL EQUITY INDEX FDS TT WRLD ST ETF   | 2500-12-31      | N/A      | 0.0000% | $46068.00          | $6759096.96        | Equities                           |
| VANGUARD WORLD FD              UTILITIES ETF    | 2500-12-31      | N/A      | 0.0000% | $675.00            | $127129.50         | Equities                           |
| VANGUARD SCOTTSDALE FDS        VNG RUS1000GRW   | 2500-12-31      | N/A      | 0.0000% | $49933.00          | $6031906.40        | Equities                           |
| VANGUARD SCOTTSDALE FDS        LG-TERM COR BD   | 2500-12-31      | N/A      | 0.0000% | $153892.00         | $11760426.64       | Equities                           |
| VANGUARD MUN BD FDS            TAX EXEMPT BD    | 2500-12-31      | N/A      | 0.0000% | $42544.00          | $2149322.88        | Equities                           |
| INVESCO QQQ TR                 UNIT SER 1       | 2500-12-31      | N/A      | 0.0000% | $57234.00          | $36024796.62       | Equities                           |
| INVESCO ACTVELY MNGD ETC FD TR ELC VEH MTLS CDT | 2500-12-31      | N/A      | 0.0000% | $115.00            | $2121.57           | Equities                           |
| INVESTMENT MANAGERS SER TR II  TRADR 2X LONG    | 2500-12-31      | N/A      | 0.0000% | $48600.00          | $1180494.00        | Equities                           |
| INVESTMENT MANAGERS SER TR II  TRADR 2X LONG SP | 2500-12-31      | N/A      | 0.0000% | $31.00             | $5180.13           | Equities                           |
| INTUITIVE SURGICAL INC         COM NEW          | 2500-12-31      | N/A      | 0.0000% | $82.00             | $41619.10          | Equities                           |
| INVESCO EXCHANGE TRADED FD TR  S&P 500 TOP 50   | 2500-12-31      | N/A      | 0.0000% | $31905.00          | $1882714.05        | Equities                           |
| INVESCO EXCHANGE TRADED FD TR  S&P500 EQL IND   | 2500-12-31      | N/A      | 0.0000% | $271.00            | $16325.04          | Equities                           |
| INVESCO EXCHANGE TRADED FD TR  S&P500 EQL WGT   | 2500-12-31      | N/A      | 0.0000% | $16409.00          | $3257514.68        | Equities                           |
| INVESCO EXCHANGE TRADED FD TR  S&P500 EQL ENR   | 2500-12-31      | N/A      | 0.0000% | $3533.00           | $314083.70         | Equities                           |
| INVESCO EXCHANGE TRADED FD TR  S&P500 EQL DIS   | 2500-12-31      | N/A      | 0.0000% | $200.00            | $11688.00          | Equities                           |
| INVESCO EXCHANGE TRADED FD TR  S&P 500 VLU MOMN | 2500-12-31      | N/A      | 0.0000% | $500.00            | $34851.35          | Equities                           |
| INVESCO EXCHANGE TRADED FD TR  S&P SMCP VLU MNT | 2500-12-31      | N/A      | 0.0000% | $100.00            | $6120.00           | Equities                           |
| INVESCO EXCHANGE TRADED FD TR  INTL DIVI ACHI   | 2500-12-31      | N/A      | 0.0000% | $496.00            | $11313.76          | Equities                           |
| INVESCO EXCHANGE TRADED FD TR  AI AND NEXT GEN  | 2500-12-31      | N/A      | 0.0000% | $718.00            | $47596.22          | Equities                           |
| INVESCO DB COMMDY INDX TRCK FD UNIT             | 2500-12-31      | N/A      | 0.0000% | $25272.00          | $639381.60         | Equities                           |
| INVESCO EXCHANGE-TRADED FD TR  S&P500 LOW VOL   | 2500-12-31      | N/A      | 0.0000% | $105196.00         | $7683515.84        | Equities                           |
| INVESCO EXCHANGE-TRADED FD TR  KBW BK ETF       | 2500-12-31      | N/A      | 0.0000% | $7016.00           | $604919.52         | Equities                           |
| INVESCO EXCHANGE-TRADED FD TR  S&P SMALLCAP ENE | 2500-12-31      | N/A      | 0.0000% | $1288.00           | $64674.99          | Equities                           |
| INVESCO EXCHANGE-TRADED FD TR  SR LN ETF        | 2500-12-31      | N/A      | 0.0000% | $1737816.00        | $36024925.68       | Equities                           |
| INVESCO EXCHANGE-TRADED FD TR  SOLAR ETF        | 2500-12-31      | N/A      | 0.0000% | $27781.00          | $1548790.75        | Equities                           |
| INVESCO DB MULTI-SECTOR COMMOD OIL FD           | 2500-12-31      | N/A      | 0.0000% | $668.00            | $9318.60           | Equities                           |
| INVESCO DB MULTI-SECTOR COMMOD BASE METALS FD   | 2500-12-31      | N/A      | 0.0000% | $11706.00          | $293820.60         | Equities                           |
| INVESCO DB US DLR INDEX TR     BULLISH FD       | 2500-12-31      | N/A      | 0.0000% | $1479.00           | $39326.61          | Equities                           |
| AUTHID INC                     COM              | 2500-12-31      | N/A      | 0.0000% | $7800.00           | $11934.00          | Equities                           |
| ISHARES INC                    MSCI BRAZIL ETF  | 2500-12-31      | N/A      | 0.0000% | $1.00              | $38.12             | Equities                           |
| ISHARES INC                    MSCI EM ASIA ETF | 2500-12-31      | N/A      | 0.0000% | $1863.00           | $190901.61         | Equities                           |
| ISHARES INC                    MSCI ISRAEL ETF  | 2500-12-31      | N/A      | 0.0000% | $28217.00          | $3377010.56        | Equities                           |
| ISHARES INC                    MSCI FRANCE ETF  | 2500-12-31      | N/A      | 0.0000% | $252.00            | $11546.64          | Equities                           |
| ISHARES INC                    MSCI STH KOR ETF | 2500-12-31      | N/A      | 0.0000% | $39870.00          | $4963815.00        | Equities                           |
| ISHARES TR                     TIPS BD ETF      | 2500-12-31      | N/A      | 0.0000% | $70202.00          | $7758725.04        | Equities                           |
| ISHARES TR                     CORE S&P500 ETF  | 2500-12-31      | N/A      | 0.0000% | $51679.00          | $36024914.11       | Equities                           |
| ISHARES TR                     CORE US AGGBD ET | 2500-12-31      | N/A      | 0.0000% | $359710.00         | $36024956.50       | Equities                           |
| ISHARES TR                     GBL COMM SVC ETF | 2500-12-31      | N/A      | 0.0000% | $747.00            | $94502.97          | Equities                           |
| ISHARES TR                     S&P 500 GRWT ETF | 2500-12-31      | N/A      | 0.0000% | $33276.00          | $4157836.20        | Equities                           |
| ISHARES TR                     S&P 500 VAL ETF  | 2500-12-31      | N/A      | 0.0000% | $55088.00          | $11936467.84       | Equities                           |
| ISHARES TR                     ISHARES BIOTECH  | 2500-12-31      | N/A      | 0.0000% | $24965.00          | $4350151.25        | Equities                           |
| ISHARES TR                     RUS 1000 ETF     | 2500-12-31      | N/A      | 0.0000% | $2934.00           | $1115184.06        | Equities                           |
| ISHARES TR                     RUS 1000 ETF     | 2500-12-31      | N/A      | 0.0000% | $58792.00          | $22346251.28       | Equities                           |
| ISHARES TR                     EUROPE ETF       | 2500-12-31      | N/A      | 0.0000% | $284.00            | $20547.40          | Equities                           |
| ISHARES TR                     SP SMCP600VL ETF | 2500-12-31      | N/A      | 0.0000% | $14165.00          | $1721189.15        | Equities                           |
| ISHARES TR                     GLB INFRASTR ETF | 2500-12-31      | N/A      | 0.0000% | $10577.00          | $685283.83         | Equities                           |
| ISHARES TR                     ISHS 1-5YR INVS  | 2500-12-31      | N/A      | 0.0000% | $204722.00         | $10860502.10       | Equities                           |
| ISHARES TR                     US BR DEL SE ETF | 2500-12-31      | N/A      | 0.0000% | $15701.00          | $2900602.74        | Equities                           |
| ISHARES TR                     MSCI INDONIA ETF | 2500-12-31      | N/A      | 0.0000% | $1.00              | $17.58             | Equities                           |
| ISHARES INC                    MSCI JAPAN ETF   | 2500-12-31      | N/A      | 0.0000% | $15.00             | $1291.35           | Equities                           |
| ISHARES TR                     MSCI INTL QUALTY | 2500-12-31      | N/A      | 0.0000% | $7086.00           | $342324.66         | Equities                           |
| ISHARES TR                     CORE UNIVRSL USD | 2500-12-31      | N/A      | 0.0000% | $73543.00          | $3432987.24        | Equities                           |
| ISHARES TR                     MSCI UK ETF NEW  | 2500-12-31      | N/A      | 0.0000% | $1100.00           | $51084.00          | Equities                           |
| ISHARES TR                     MSCI EAFE SMCP   | 2500-12-31      | N/A      | 0.0000% | $238.00            | $9671.13           | Equities                           |
| ISHARES TR                     MSCI ACWI EXUS   | 2500-12-31      | N/A      | 0.0000% | $5044.00           | $209864.70         | Equities                           |
| ISHARES TR                     BLOCKCHAIN & TEC | 2500-12-31      | N/A      | 0.0000% | $323.00            | $14786.94          | Equities                           |
| ISHARES TR                     IBONDS 1-5 YR TR | 2500-12-31      | N/A      | 0.0000% | $89.00             | $2255.70           | Equities                           |
| ISHARES ETHEREUM TR            SHS              | 2500-12-31      | N/A      | 0.0000% | $28320.00          | $597835.20         | Equities                           |
| IVEDA SOLUTIONS INC            COM              | 2500-12-31      | N/A      | 0.0000% | $1.00              | $0.91              | Equities                           |

### Security 662: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 4.050000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1E0CR4, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP1E0CR4
- **C.18 - Value (incl. sponsor support):** $2248053750.00
- **C.18.a - Value (excl. sponsor support):** $2248053750.00
- **C.19 - Percentage of Net Assets:** 0.5700%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-07-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| CIFC FUNDING LTD 2021-4R       E-R    20370723 FLT | 2037-07-23      | 9.8710%  | 0.0000% | $2070000.00        | $2087552.29        | Asset-Backed Securities                   |
| CPS AUTO RECEIVABLES 2025-A    E      20320816 7.6 | 2032-08-16      | 7.6500%  | 0.0000% | $4000000.00        | $4146578.00        | Asset-Backed Securities                   |
| CSMC TR 2021-RPL9              A-1    20610225 FLT | 2061-02-25      | 3.8752%  | 0.0000% | $4000000.00        | $2583166.10        | Asset-Backed Securities                   |
| CWABS INC 2006-22              1-A    20350625 FLT | 2035-06-25      | 4.0671%  | 0.0000% | $5147000.00        | $506752.69         | Asset-Backed Securities                   |
| CWABS INC 2005-14              M-4    20360225 FLT | 2036-02-25      | 4.8821%  | 0.0000% | $8900000.00        | $8729300.59        | Asset-Backed Securities                   |
| CWABS INC 2003-2               M-2    20330326 FLT | 2033-03-26      | 6.2621%  | 0.0000% | $29807000.00       | $2322376.39        | Asset-Backed Securities                   |
| CWABS INC 2005-AB1             M-2    20350525 FLT | 2035-05-25      | 4.4471%  | 0.0000% | $154000.00         | $30558.42          | Asset-Backed Securities                   |
| CANYON CLO LTD 2022-1          E      20350416 FLT | 2035-04-16      | 10.0711% | 0.0000% | $2300000.00        | $2237087.52        | Asset-Backed Securities                   |
| CARLYLE US CLO 2018-4 LTD      SUB    20310121 FLT | 2031-01-21      | 0.0000%  | 0.0000% | $1510000.00        | $437900.00         | Asset-Backed Securities                   |
| CARLYLE US CLO LTD 2025-1      E      20380426 FLT | 2038-04-26      | 9.3680%  | 0.0000% | $3000000.00        | $3034232.68        | Asset-Backed Securities                   |
| CARVAL CLO LTD 2019-2R2        E-R2   20320420 FLT | 2032-04-20      | 10.1676% | 0.0000% | $10900000.00       | $10763797.32       | Asset-Backed Securities                   |
| COLLEGIATE FDG LN TR 2005-A    A-4    20350328 FLT | 2035-03-28      | 4.5076%  | 0.0000% | $107200000.00      | $43976024.03       | Asset-Backed Securities                   |
| COREVEST AMER FIN TR 2019-2    D      20520617 4.2 | 2052-06-17      | 4.2190%  | 0.0000% | $2600000.00        | $2497231.46        | Asset-Backed Securities                   |
| COREVEST AMERIC FIN TR 2021-2  E      20540717 3.7 | 2054-07-17      | 3.7230%  | 0.0000% | $2000000.00        | $1728328.17        | Asset-Backed Securities                   |
| CRESTLINE DENALI XIV 2016-14   SUB NT 20281023 FLT | 2028-10-23      | 0.0000%  | 0.0000% | $250000.00         | $7912.50           | Asset-Backed Securities                   |
| CWABS INC 2006-18              1-A    20350225 FLT | 2035-02-25      | 4.0671%  | 0.0000% | $4400000.00        | $128081.73         | Asset-Backed Securities                   |
| DRYDEN 40 SR LN FD 2015-40R    E-R    20310815 FLT | 2031-08-15      | 9.8634%  | 0.0000% | $2000000.00        | $1781749.62        | Asset-Backed Securities                   |
| DRYDEN 119 C 12.32239 15APR36 144A                 | 2036-04-15      | 10.6722% | 0.0000% | $4500000.00        | $4281622.86        | Asset-Backed Securities                   |
| ELMWOOD CLO 2024-27 LTD        E      20370420 FLT | 2037-04-20      | 9.9176%  | 0.0000% | $3000000.00        | $3020954.69        | Asset-Backed Securities                   |
| ELMWOOD CLO LTD 2024-32        E      20371019 FLT | 2037-10-19      | 9.0676%  | 0.0000% | $4500000.00        | $4538289.54        | Asset-Backed Securities                   |
| EQUITY ONE ABS INC 1999-1      A      20300825 7.7 | 2030-08-25      | 4.5880%  | 0.0000% | $195014604.00      | $140882.96         | Asset-Backed Securities                   |
| EXETER AUTO RECEV TR 2024-5    E      20320517 7.2 | 2032-05-17      | 7.2200%  | 0.0000% | $8000000.00        | $8285986.66        | Asset-Backed Securities                   |
| EXETER AUTO REC TR 2024-4      E      20320217 7.6 | 2032-02-17      | 7.6500%  | 0.0000% | $8000000.00        | $8390932.00        | Asset-Backed Securities                   |
| EXETER AUTO REC TR 2024-1      E      20310815 7.8 | 2031-08-15      | 7.8900%  | 0.0000% | $3756000.00        | $3942111.68        | Asset-Backed Securities                   |
| FIRST FRANKLIN MTG 2005-FFH1   M-3    20360625 FLT | 2036-06-25      | 4.6571%  | 0.0000% | $246994.00         | $190974.84         | Asset-Backed Securities                   |
| FIRSTKEY HOMES TRUST 2021-SFR2 E1     20380917 2.2 | 2038-09-17      | 2.2580%  | 0.0000% | $12500000.00       | $12317949.31       | Asset-Backed Securities                   |
| FLAGSHIP CR AUTO TR 2023-1     E      20300415 11. | 2030-04-15      | 11.4400% | 0.0000% | $10091000.00       | $9601129.04        | Asset-Backed Securities                   |
| FLAGSHIP CR AUTO TR 2023-3     E      20300617 9.7 | 2030-06-17      | 9.7400%  | 0.0000% | $10850000.00       | $9337383.41        | Asset-Backed Securities                   |
| FREMONT HM LN TR 2006-B        SL-A   20360825 FLT | 2036-08-25      | 3.9771%  | 0.0000% | $14168432.00       | $270099.48         | Asset-Backed Securities                   |
| GSAMP TRUST 2006-S2            A-3    20360125 FLT | 2036-01-25      | 6.1280%  | 0.0000% | $3280096.00        | $96389.97          | Asset-Backed Securities                   |
| GSAMP TRUST 2005-WMC1          M-1    20350925 FLT | 2035-09-25      | 4.5221%  | 0.0000% | $700000.00         | $62948.03          | Asset-Backed Securities                   |
| GLS AUTO REC ISS TR 2025-1     E      20320315 7.1 | 2032-03-15      | 7.1900%  | 0.0000% | $4200000.00        | $4397949.50        | Asset-Backed Securities                   |
| GALLATIN CLO XI LTD 2024-1     E      20371020 FLT | 2037-10-20      | 11.6676% | 0.0000% | $3000000.00        | $3049653.03        | Asset-Backed Securities                   |
| GOLDENTREE LN MGMT 2024-19     E      20370420 FLT | 2037-04-20      | 9.6676%  | 0.0000% | $2500000.00        | $2500438.63        | Asset-Backed Securities                   |
| GOLDENTREE LN MGMT US 2024-20  E      20370720 FLT | 2037-07-20      | 9.5676%  | 0.0000% | $5000000.00        | $5025088.38        | Asset-Backed Securities                   |
| GREENACRE PK CLO LLC 2025-1R   E-R    20380720 FLT | 2038-07-20      | 9.6676%  | 0.0000% | $3780000.00        | $3755136.87        | Asset-Backed Securities                   |
| HARVEST US CLO LTD 2024-2      E      20371015 FLT | 2037-10-15      | 10.5722% | 0.0000% | $2000000.00        | $2030170.16        | Asset-Backed Securities                   |
| HERTZ VEHICLE FINANCING 2025-5 D      20300525 7.7 | 2030-05-25      | 7.7400%  | 0.0000% | $4720000.00        | $4838217.12        | Asset-Backed Securities                   |
| IRWIN HOME EQUITY TR 2006-2    IIA3 1 20360225 FLT | 2036-02-25      | 6.9000%  | 0.0000% | $12000000.00       | $2593790.17        | Asset-Backed Securities                   |
| JP MORGAN MTG TR 2025-HE1      B-1    20550720 FLT | 2055-07-20      | 6.7020%  | 0.0000% | $706000.00         | $675788.81         | Asset-Backed Securities                   |
| J P MORGAN MTG TR 2025-HE2     B-2    20551122 FLT | 2055-11-22      | 8.1371%  | 0.0000% | $372000.00         | $364294.13         | Asset-Backed Securities                   |
| J P MORGAN MTG TR 2025-HE2     X      20551120 FLT | 2055-11-20      | 2.8916%  | 0.0000% | $18138560.00       | $967750.76         | Asset-Backed Securities                   |
| JETBLUE AIRWAYS 2019-1         A      20291115 2.9 | 2029-11-15      | 2.9500%  | 0.0000% | $150000.00         | $101205.33         | Asset-Backed Securities                   |
| WARNERMEDIA HLDGS INC          SR GLBL NT 62       | 2062-03-15      | 5.3910%  | 0.0000% | $35000000.00       | $20360068.75       | Corporate Debt Securities                 |
| WARNERMEDIA HLDGS INC          SR GLBL NT 42       | 2042-03-15      | 5.0500%  | 0.0000% | $6390000.00        | $4649284.12        | Corporate Debt Securities                 |
| MARLON LTD                     EXTND SR GLBL 31    | 2031-06-09      | 10.8760% | 0.0000% | $750000.00         | $798719.33         | Corporate Debt Securities                 |
| MATCH GROUP HOLDINGS II LLC    SR GLBL 144A 27     | 2027-12-15      | 5.0000%  | 0.0000% | $667000.00         | $670908.62         | Corporate Debt Securities                 |
| MATCH GROUP HOLDINGS II LLC    SR 144A NT 31       | 2031-10-01      | 3.6250%  | 0.0000% | $26000.00          | $23902.65          | Corporate Debt Securities                 |
| MAYFLOWER RE LTD               EXTND-A 144A 30     | 2030-07-08      | 8.5650%  | 0.0000% | $250000.00         | $253875.00         | Corporate Debt Securities                 |
| MAYFLOWER RE LTD               -A VR 144A NT 27    | 2027-07-08      | 8.4450%  | 0.0000% | $3000000.00        | $3095963.75        | Corporate Debt Securities                 |
| MEADOWS LTD                    -C-20251 144A 29    | 2029-12-07      | 11.1500% | 0.0000% | $2250000.00        | $2249775.00        | Corporate Debt Securities                 |
| METALSA S A DE C V             SR GLBL 144A 31     | 2031-05-04      | 3.7500%  | 0.0000% | $455000.00         | $401195.49         | Corporate Debt Securities                 |
| METROCAT RE LTD                EXTND-A 144A 27     | 2027-05-10      | 9.2916%  | 0.0000% | $4550000.00        | $4622215.25        | Corporate Debt Securities                 |
| ORBIA ADVANCE CORP S A B DE CV SR GLBL 144A 48     | 2048-01-15      | 5.5000%  | 0.0000% | $455000.00         | $350819.41         | Corporate Debt Securities                 |
| MONA LISA RE LTD               -A-20251 144A 29    | 2029-01-08      | 11.5600% | 0.0000% | $8000000.00        | $8140000.00        | Corporate Debt Securities                 |
| MONA LISA RE LTD               EXT GLBL 144A 34    | 2034-01-08      | 15.5600% | 0.0000% | $9500000.00        | $9661500.00        | Corporate Debt Securities                 |
| MONTOYA RE LTD                 GLBL-B 144A 30      | 2030-04-09      | 16.1500% | 0.0000% | $4000000.00        | $3999600.00        | Corporate Debt Securities                 |
| MOSS CREEK RES HLDGS INC       SR 144A NT 31       | 2031-09-01      | 8.2500%  | 0.0000% | $2859000.00        | $2882803.56        | Corporate Debt Securities                 |
| MOTION BONDCO DESIGNATED ACTIV SR GLBL 144A 27     | 2027-11-15      | 6.6250%  | 0.0000% | $32933000.00       | $31736283.39       | Corporate Debt Securities                 |
| MURPHY OIL CORP                SR GLBL NT6.5%34    | 2034-02-15      | 6.5000%  | 0.0000% | $2351000.00        | $2358626.38        | Corporate Debt Securities                 |
| MYSTIC RE IV LIMITED           -A VR 144A NT 27    | 2027-01-08      | 15.5468% | 0.0000% | $7900000.00        | $8226270.00        | Corporate Debt Securities                 |
| MYSTIC RE IV LIMITED           EXTND-B 144A 32     | 2032-01-12      | 13.7968% | 0.0000% | $5500000.00        | $5650150.00        | Corporate Debt Securities                 |
| NCL CORP LTD                   SR GLBL 144A 29     | 2029-02-15      | 7.7500%  | 0.0000% | $731000.00         | $806578.70         | Corporate Debt Securities                 |
| NRG ENERGY INC                 SR GLBL 144A 29     | 2029-02-15      | 3.3750%  | 0.0000% | $607000.00         | $590956.23         | Corporate Debt Securities                 |
| NRG ENERGY INC                 SR GLBL 144A 29     | 2029-07-15      | 5.7500%  | 0.0000% | $2000000.00        | $2000151.67        | Corporate Debt Securities                 |
| NABORS INDS INC                SR 144A NT 30       | 2030-01-31      | 9.1250%  | 0.0000% | $1067000.00        | $1173961.42        | Corporate Debt Securities                 |
| NAKAMA RE PTE LIMITED          -1-20211 144A 26    | 2026-10-13      | 5.5900%  | 0.0000% | $9922000.00        | $9933906.40        | Corporate Debt Securities                 |
| NCR ATLEOS CORPORATION         1LIEN 144A NT 29    | 2029-04-01      | 9.5000%  | 0.0000% | $1188000.00        | $1311127.62        | Corporate Debt Securities                 |
| RITHM CAPITAL CORP             SR GLBL 144A 30     | 2030-07-15      | 8.0000%  | 0.0000% | $10648000.00       | $10987067.81       | Corporate Debt Securities                 |
| NEWFOLD DIGITAL HLDGS GROUP IN 1LIEN GLBL 29       | 2029-04-30      | 11.7500% | 0.0000% | $42045568.00       | $39395529.28       | Corporate Debt Securities                 |
| NEWELL BRANDS INC              SR GLBL NT 30       | 2030-05-15      | 6.3750%  | 0.0000% | $5658000.00        | $5668078.31        | Corporate Debt Securities                 |
| NISSAN MTR ACCEP CO LLC        FR 1.85%091626      | 2026-09-16      | 1.8500%  | 0.0000% | $60000.00          | $59205.97          | Corporate Debt Securities                 |
| NISSAN MTR ACCEP CO LLC        FR 6.95%091526      | 2026-09-15      | 6.9500%  | 0.0000% | $349000.00         | $362018.57         | Corporate Debt Securities                 |
| NISSAN MTR ACCEP CO LLC        FR 5.3%091327       | 2027-09-13      | 5.3000%  | 0.0000% | $95000.00          | $97060.50          | Corporate Debt Securities                 |
| NOBLE FIN II LLC               SR GLBL 144A 30     | 2030-04-15      | 8.0000%  | 0.0000% | $4757000.00        | $5068551.79        | Corporate Debt Securities                 |
| FNRM RC054CP R14F054                               | 2044-09-25      | 3.5000%  | 0.0000% | $24500000.00       | $2012438.58        | Agency Collateralized Mortgage Obligation |
| Fannie Mae                                         | 2026-12-25      | 2.5733%  | 0.0000% | $1774960.00        | $992162.69         | Agency Collateralized Mortgage Obligation |
| Fannie Mae                                         | 2052-09-25      | 4.3473%  | 0.0000% | $50493184.00       | $31091037.33       | Agency Collateralized Mortgage Obligation |
| FNRM CL109A R25F109                                | 2052-05-25      | 4.0000%  | 0.0000% | $28591616.00       | $27883235.70       | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2047-12-15      | 3.0000%  | 0.0000% | $9916000.00        | $8736746.31        | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2036-07-15      | 6.0000%  | 0.0000% | $12085000.00       | $2394092.03        | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2037-06-15      | 5.5000%  | 0.0000% | $22380000.00       | $1819714.32        | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC MSCR TR 2021-MN2   B-1    20410725 FLT | 2041-07-25      | 9.1973%  | 0.0000% | $881999.00         | $882910.92         | Agency Collateralized Mortgage Obligation |
| FHLMC SCRTT SERIES 2017-2      MB     20560825 3.0 | 2056-08-25      | 3.0000%  | 0.0000% | $8000000.00        | $6316085.33        | Agency Collateralized Mortgage Obligation |
| GNRM 2013-026 KD                                   | 2043-02-16      | 2.5000%  | 0.0000% | $1700000.00        | $1513146.01        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-116 FA                                   | 2055-07-20      | 5.0230%  | 0.0000% | $35000000.00       | $32739469.72       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-114 LF                                   | 2055-07-20      | 5.0230%  | 0.0000% | $50000000.00       | $49084697.21       | Agency Collateralized Mortgage Obligation |
| GNRA 2023-063 TF                                   | 2053-05-20      | 4.7030%  | 0.0000% | $100000000.00      | $37697981.53       | Agency Collateralized Mortgage Obligation |
| GNRM 2025-002 JL                                   | 2054-08-20      | 5.5000%  | 0.0000% | $2138999.00        | $2168753.67        | Agency Collateralized Mortgage Obligation |
| AGL CLO LTD 2022-17R           E-R    20350122 FLT | 2035-01-22      | 8.3197%  | 0.0000% | $2500000.00        | $2422849.81        | Asset-Backed Securities                   |
| AGL CLO 2024-29 LTD            E      20370421 FLT | 2037-04-21      | 10.2197% | 0.0000% | $3500000.00        | $3500227.23        | Asset-Backed Securities                   |
| AMSR TRUST 2021-SFR1           F      20400619 3.5 | 2040-06-19      | 3.5960%  | 0.0000% | $400000.00         | $385129.91         | Asset-Backed Securities                   |
| ALLEGRO CLO LTD 2021-12R       E-1-R  20370720 FLT | 2037-07-20      | 11.0697% | 0.0000% | $1000000.00        | $999637.42         | Asset-Backed Securities                   |
| AMERICAN CR ACC RECV TR 2022-4 E      20300114 10. | 2030-01-14      | 10.0000% | 0.0000% | $15000000.00       | $15339423.33       | Asset-Backed Securities                   |
| AMERICAN HOME MTG 2007-SD1     IV-A   20460725 FLT | 2046-07-25      | 4.6871%  | 0.0000% | $10267264.00       | $495063.23         | Asset-Backed Securities                   |
| APIDOS CLO XXIII LTD 2018-23R2 ERR    20330415 FLT | 2033-04-15      | 8.8722%  | 0.0000% | $2000000.00        | $1996473.49        | Asset-Backed Securities                   |
| APIDOS CLO LTD 2020-40R        E-R    20370715 FLT | 2037-07-15      | 9.2722%  | 0.0000% | $4000000.00        | $4028933.65        | Asset-Backed Securities                   |
| APIDOS CLO LTD 2024-49         E      20371026 FLT | 2037-10-26      | 9.0680%  | 0.0000% | $6000000.00        | $6043425.35        | Asset-Backed Securities                   |
| ARIVO AC AUTO LN RECV TR 2022- C      20290315 9.8 | 2029-03-15      | 9.8400%  | 0.0000% | $500000.00         | $524490.50         | Asset-Backed Securities                   |
| HERBIE RE LTD                  -C-20242 144A 27    | 2027-01-08      | 26.5700% | 0.0000% | $2500000.00        | $2510000.00        | Corporate Debt Securities                 |
| HERC HLDGS INC                 SR GLBL 144A 34     | 2034-03-15      | 6.0000%  | 0.0000% | $9973000.00        | $10093706.54       | Corporate Debt Securities                 |
| HESS MIDSTREAM OPERATIONS LP   SR 144A NT 28       | 2028-03-01      | 5.8750%  | 0.0000% | $22848000.00       | $23819861.89       | Corporate Debt Securities                 |
| HESS MIDSTREAM OPERATIONS LP   SR GLBL 144A 28     | 2028-06-15      | 5.1250%  | 0.0000% | $2224000.00        | $2242028.30        | Corporate Debt Securities                 |
| HESTIA RE LTD                  -A-20251 144A 28    | 2028-03-13      | 10.3100% | 0.0000% | $17750000.00       | $18204400.00       | Corporate Debt Securities                 |
| COMMERCIAL METALS CO           SR GLBL 144A 33     | 2033-11-15      | 5.7500%  | 0.0000% | $2487000.00        | $2554154.53        | Corporate Debt Securities                 |
| CONNECT FINCO SARL / CONNECT U SR SEC GLBL 29      | 2029-09-15      | 9.0000%  | 0.0000% | $594000.00         | $649687.50         | Corporate Debt Securities                 |
| CONNECT HLDG II LLC            SR SEC 144A NT31    | 2031-04-03      | 10.5000% | 0.0000% | $11183000.00       | $11007408.26       | Corporate Debt Securities                 |
| COOPER-STANDARD AUTOMOTIVE INC 3LIEN GLBL PIK27    | 2027-05-15      | 5.6250%  | 0.0000% | $99000.00          | $98046.75          | Corporate Debt Securities                 |
| COTY INC                       1LIEN GLBL 29       | 2029-01-15      | 4.7500%  | 0.0000% | $95000.00          | $93892.22          | Corporate Debt Securities                 |
| CROWDSTRIKE HLDGS INC          SR GLBL NT 3%29     | 2029-02-15      | 3.0000%  | 0.0000% | $4747000.00        | $4609859.17        | Corporate Debt Securities                 |
| CROWN AMERS LLC                SR GLBL NT 30       | 2030-04-01      | 5.2500%  | 0.0000% | $92000.00          | $95454.06          | Corporate Debt Securities                 |
| CUSHMAN & WAKEFIELD U S BRRWR  SR SEC GLBL 31      | 2031-09-01      | 8.8750%  | 0.0000% | $30000.00          | $33070.58          | Corporate Debt Securities                 |
| DELUXE CORP MEDIUM TERM NTS    SR GLBL 144A 29     | 2029-06-01      | 8.0000%  | 0.0000% | $32000.00          | $32964.20          | Corporate Debt Securities                 |
| DIEBOLD NIXDORF INC            SR SEC GLBL 30      | 2030-03-31      | 7.7500%  | 0.0000% | $90000.00          | $97800.60          | Corporate Debt Securities                 |
| DILLARDS INC                   SR NT 7%28          | 2028-12-01      | 7.0000%  | 0.0000% | $20000.00          | $21329.44          | Corporate Debt Securities                 |
| DISCOVERY COMMUNICATIONS LLC   SR GLBL NT 28       | 2028-03-20      | 3.9500%  | 0.0000% | $5449000.00        | $5337262.20        | Corporate Debt Securities                 |
| DISCOVERY COMMUNICATIONS LLC   SR GLBL NT5.3%49    | 2049-05-15      | 5.3000%  | 0.0000% | $75000.00          | $50328.13          | Corporate Debt Securities                 |
| DISCOVERY COMMUNICATIONS LLC   SR NT 4.95%42       | 2042-05-15      | 4.9500%  | 0.0000% | $6370000.00        | $4206190.62        | Corporate Debt Securities                 |
| DISH NETWORK CORPORATION       1LIEN GLBL 27       | 2027-11-15      | 11.7500% | 0.0000% | $3489000.00        | $3693068.70        | Corporate Debt Securities                 |
| EARTHSTONE ENERGY HLDGS LLC    SR GLBL 144A 27     | 2027-04-15      | 8.0000%  | 0.0000% | $429000.00         | $442888.16         | Corporate Debt Securities                 |
| ECHOSTAR CORP                  SR SEC GLBL NT29    | 2029-11-30      | 10.7500% | 0.0000% | $41268.00          | $46075.17          | Corporate Debt Securities                 |
| ECOPETROL S A                  SR GLBL BD 51       | 2051-11-02      | 5.8750%  | 0.0000% | $1000000.00        | $739111.11         | Corporate Debt Securities                 |
| ECOPETROL S A                  SR GLBL NT 33       | 2033-01-13      | 8.8750%  | 0.0000% | $20000.00          | $21567.62          | Corporate Debt Securities                 |
| EDISON INTL                    JR SB GLBL NT 54    | 2054-06-15      | 7.8750%  | 0.0000% | $3302000.00        | $3465857.62        | Corporate Debt Securities                 |
| EMBARQ CORP                    SR GLBL NT 36       | 2036-06-01      | 7.9950%  | 0.0000% | $44693000.00       | $18239343.65       | Corporate Debt Securities                 |
| EMERA INC                      LW TIER II 76       | 2076-06-15      | 6.7500%  | 0.0000% | $9000.00           | $9138.13           | Corporate Debt Securities                 |
| ENCORE CAP GROUP INC           SR SEC GLBL 31      | 2031-04-15      | 6.6250%  | 0.0000% | $2985000.00        | $3078010.53        | Corporate Debt Securities                 |
| ENERSYS                        GLBL 144A NT 32     | 2032-01-15      | 6.6250%  | 0.0000% | $40000.00          | $41562.82          | Corporate Debt Securities                 |
| ENTEGRIS INC                   SR GLBL 144A 29     | 2029-05-01      | 3.6250%  | 0.0000% | $31000.00          | $30171.43          | Corporate Debt Securities                 |
| ESAB CORPORATION               SR GLBL 144A 29     | 2029-04-15      | 6.2500%  | 0.0000% | $235000.00         | $245370.35         | Corporate Debt Securities                 |
| EVERGLADES RE II LTD           -C-20251 144A 28    | 2028-05-19      | 14.8974% | 0.0000% | $5250000.00        | $5580750.00        | Corporate Debt Securities                 |
| FMG RESOURCES AUGUST 2006 PTY  SR 144A NT 30       | 2030-04-15      | 5.8750%  | 0.0000% | $569000.00         | $595029.14         | Corporate Debt Securities                 |
| FORVIA SE                      SR GLBL 144A 30     | 2030-06-15      | 8.0000%  | 0.0000% | $1420000.00        | $1530547.00        | Corporate Debt Securities                 |
| FERRELLGAS L P / FERRELLGAS    SR GLBL 144A 29     | 2029-04-01      | 5.8750%  | 0.0000% | $2748000.00        | $2700762.26        | Corporate Debt Securities                 |
| FERRELLGAS L P / FERRELLGAS    SR GLBL 144A 31     | 2031-01-15      | 9.2500%  | 0.0000% | $4695000.00        | $4968933.69        | Corporate Debt Securities                 |
| FIVE POINT OPERATING COMPANY   SR GLBL 144A 30     | 2030-10-01      | 8.0000%  | 0.0000% | $4641000.00        | $4964838.67        | Corporate Debt Securities                 |
| FLUOR CORP                     SR GLBL NT 28       | 2028-09-15      | 4.2500%  | 0.0000% | $96000.00          | $96838.80          | Corporate Debt Securities                 |
| FOCUS FINL PARTNERS LLC        SR SEC GLBL 31      | 2031-09-15      | 6.7500%  | 0.0000% | $76000.00          | $79449.83          | Corporate Debt Securities                 |
| FORD MOTOR CREDIT COMPANY      SR GLBL NT 28       | 2028-03-20      | 5.9180%  | 0.0000% | $1361000.00        | $1423715.64        | Corporate Debt Securities                 |
| FORD MOTOR CREDIT COMPANY      SR GLBL NT 29       | 2029-04-06      | 4.9700%  | 0.0000% | $372000.00         | $374785.25         | Corporate Debt Securities                 |
| FORTRESS TRANSN & INFRASTRUCTU SR GLBL 144A 30     | 2030-12-01      | 7.8750%  | 0.0000% | $2343000.00        | $2516138.91        | Corporate Debt Securities                 |
| FORTRESS TRANSN & INFRASTRUCTU SR GLBL 144A 32     | 2032-06-15      | 7.0000%  | 0.0000% | $8688000.00        | $9217272.96        | Corporate Debt Securities                 |
| FOUR LAKES RE LTD              EXTND-A 144A 31     | 2031-01-07      | 9.3600%  | 0.0000% | $550000.00         | $558525.00         | Corporate Debt Securities                 |
| FREEDOM MORTGAGE CORPORATION   SR 144A NT 27       | 2027-01-15      | 6.6250%  | 0.0000% | $3417000.00        | $3429029.26        | Corporate Debt Securities                 |
| FREEDOM MTG HLDGS LLC          SR 144A NT 31       | 2031-05-01      | 6.8750%  | 0.0000% | $17859000.00       | $18105285.53       | Corporate Debt Securities                 |
| FXI HOLDINGS INC               JR GLBL PIK 29      | 2029-11-15      | 14.0000% | 0.0000% | $740009.00         | $442648.72         | Corporate Debt Securities                 |
| GFL ENVIRONMENTAL INC          SR GLBL 144A 28     | 2028-08-01      | 4.0000%  | 0.0000% | $3150000.00        | $3161116.00        | Corporate Debt Securities                 |
| GFL ENVIRONMENTAL INC          SR GLBL 144A 29     | 2029-06-15      | 4.7500%  | 0.0000% | $4449000.00        | $4444006.00        | Corporate Debt Securities                 |
| GGAM FIN LTD                   SR 144A NT 8%27     | 2027-02-15      | 8.0000%  | 0.0000% | $5035000.00        | $5166917.00        | Corporate Debt Securities                 |
| GLP CAP LP/GLP FING II INC     SR GLBL NT 37       | 2037-11-01      | 5.7500%  | 0.0000% | $767000.00         | $780911.46         | Corporate Debt Securities                 |
| GARDA WORLD SECURITY CORP      SR GLBL 144A 32     | 2032-08-01      | 8.2500%  | 0.0000% | $4350000.00        | $4637799.62        | Corporate Debt Securities                 |
| GATEWAY RE LTD                 -C2-20251 144A27    | 2027-07-07      | 13.0600% | 0.0000% | $4375000.00        | $4564437.50        | Corporate Debt Securities                 |
| GENESEE & WYO INC              SR SEC 144A NT32    | 2032-04-15      | 6.2500%  | 0.0000% | $706000.00         | $739216.71         | Corporate Debt Securities                 |
| GENESIS ENERGY LP & GEN E      SR GLBL NT 32       | 2032-05-15      | 7.8750%  | 0.0000% | $1343000.00        | $1423172.06        | Corporate Debt Securities                 |
| GETTY IMAGES INC               SR SEC GLBL 30      | 2030-02-21      | 11.2500% | 0.0000% | $8478976.00        | $7821198.24        | Corporate Debt Securities                 |
| GLOBAL AIRCRAFT LEASING CO LTD SR SEC 144A NT27    | 2027-09-01      | 8.7500%  | 0.0000% | $222000.00         | $237916.35         | Corporate Debt Securities                 |
| GOODYEAR TIRE & RUBR CO        SR GLBL NT 33       | 2033-04-30      | 5.6250%  | 0.0000% | $2040000.00        | $1974888.30        | Corporate Debt Securities                 |
| GOTO GROUP INC                 SR SEC GLBL 28      | 2028-05-01      | 5.5000%  | 0.0000% | $20536000.00       | $17615039.22       | Corporate Debt Securities                 |
| GRAFTECH GLOBAL ENTERPRISES I  SR SEC GLBL 28      | 2028-12-15      | 9.8750%  | 0.0000% | $461000.00         | $363947.40         | Corporate Debt Securities                 |
| GRAHAM HLDGS CO                SR GLBL 144A 33     | 2033-12-01      | 5.6250%  | 0.0000% | $4868000.00        | $4934216.97        | Corporate Debt Securities                 |
| GRAPHIC PACKAGING INTL LLC     SR GLBL 144A 28     | 2028-03-15      | 3.5000%  | 0.0000% | $1991000.00        | $1956744.84        | Corporate Debt Securities                 |
| GREENGROVE RE LTD              -A VR 144A BD 28    | 2028-04-07      | 11.4000% | 0.0000% | $7835000.00        | $8132730.00        | Corporate Debt Securities                 |
| GRUPO TELEVISA S A B           SR NT 5%45          | 2045-05-13      | 5.0000%  | 0.0000% | $2342000.00        | $1656951.99        | Corporate Debt Securities                 |
| FULLER H B CO                  SR GLBL NT 28       | 2028-10-15      | 4.2500%  | 0.0000% | $100000.00         | $99608.58          | Corporate Debt Securities                 |
| HA SUSTAINABLE INFRA CAP INC   JR SB GLBL NT 56    | 2056-06-01      | 8.0000%  | 0.0000% | $70000.00          | $74338.29          | Corporate Debt Securities                 |
| HERBIE RE LTD                  -A-20242 144A 29    | 2029-01-08      | 10.8200% | 0.0000% | $8750000.00        | $8978375.00        | Corporate Debt Securities                 |
| HERBIE RE LTD                  -B-20242 144A 29    | 2029-01-08      | 14.3200% | 0.0000% | $5000000.00        | $5228500.00        | Corporate Debt Securities                 |
| CWABS INC 2006-8               2-A-4  20460125 FLT | 2046-01-25      | 4.2871%  | 0.0000% | $100000.00         | $57778.59          | Asset-Backed Securities                   |
| ALTLAS SENIOR LOAN FND 2016-7R F-R    20311128 FLT | 2031-11-28      | 12.1340% | 0.0000% | $3500000.00        | $1612135.68        | Asset-Backed Securities                   |
| ATLAS SR LN FUND LTD 2024-23   E      20370720 FLT | 2037-07-20      | 10.7976% | 0.0000% | $2000000.00        | $2016618.68        | Asset-Backed Securities                   |
| ATLAS SENIOR LOAN 2022-20R     E-R    20371019 FLT | 2037-10-19      | 11.7676% | 0.0000% | $3000000.00        | $3060116.36        | Asset-Backed Securities                   |
| AVANT CR CRD MSTR TR 2024-1    B      20300415 5.5 | 2030-04-15      | 5.5500%  | 0.0000% | $10000000.00       | $10004365.00       | Asset-Backed Securities                   |
| AVANT CR CRD MSTR TR 2024-1    C      20300415 6.2 | 2030-04-15      | 6.2300%  | 0.0000% | $8500000.00        | $8539013.58        | Asset-Backed Securities                   |
| AVID AUTOMOBILE REC TR 2023-1  D      20280717 8.7 | 2028-07-17      | 8.7500%  | 0.0000% | $10800000.00       | $10820172.61       | Asset-Backed Securities                   |
| BAIN CAPITAL CR CLO LTD 2024-2 E      20370715 FLT | 2037-07-15      | 10.3122% | 0.0000% | $5000000.00        | $5014383.73        | Asset-Backed Securities                   |
| BARDIN HILL CLO 2021-2 LTD     E      20341025 FLT | 2034-10-25      | 11.6296% | 0.0000% | $2450000.00        | $2435361.81        | Asset-Backed Securities                   |
| BARINGS MIDDLE MKT CLO 2021-1  D      20330720 FLT | 2033-07-20      | 12.5792% | 0.0000% | $1000000.00        | $997204.23         | Asset-Backed Securities                   |
| BARINGS CLO 2023-4 LTD         E      20370121 FLT | 2037-01-21      | 11.2576% | 0.0000% | $2500000.00        | $2523442.80        | Asset-Backed Securities                   |
| BEAR STEARNS ASSET BK 1999-2   AF-1   20291025 FLT | 2029-10-25      | 8.1800%  | 0.0000% | $80584000.00       | $38742.60          | Asset-Backed Securities                   |
| BHG SECURITIZATION TR 24-1CON  E      20350417 10. | 2035-04-17      | 10.4500% | 0.0000% | $1700000.00        | $1861589.44        | Asset-Backed Securities                   |
| BIRCH GROVE CLO LTD 2019-RR    E-RR   20370717 FLT | 2037-07-17      | 10.6076% | 0.0000% | $2000000.00        | $2020433.13        | Asset-Backed Securities                   |
| BRANT POINT CLO 2023-1 2023-1R E-R    20380726 FLT | 2038-07-26      | 10.7680% | 0.0000% | $2500000.00        | $2558141.12        | Asset-Backed Securities                   |
| BURFORD CAPITAL GLOBAL FIN LLC SR GLBL 144A 31     | 2031-07-01      | 9.2500%  | 0.0000% | $321000.00         | $333580.44         | Corporate Debt Securities                 |
| PARAMOUNT GLOBAL               SR NT 4.85%42       | 2042-07-01      | 4.8500%  | 0.0000% | $11067000.00       | $8101342.19        | Corporate Debt Securities                 |
| PARAMOUNT GLOBAL               SR GLBL NT2.9%27    | 2027-01-15      | 2.9000%  | 0.0000% | $144000.00         | $141900.24         | Corporate Debt Securities                 |
| CCO HLDGS LLC / CCO HLDGS CAP  SR GLBL 144A 30     | 2030-08-15      | 4.5000%  | 0.0000% | $9668000.00        | $9133601.30        | Corporate Debt Securities                 |
| CD&R SMOKEY BUYER INC / RADIO  SR SEC 144A NT29    | 2029-10-15      | 9.5000%  | 0.0000% | $25000.00          | $22699.46          | Corporate Debt Securities                 |
| COMMUNITY HEALTH SYS INC NEW   2LIEN GLBL 30       | 2030-04-01      | 6.1250%  | 0.0000% | $6046000.00        | $5146273.75        | Corporate Debt Securities                 |
| CMG MEDIA CORP                 SR SEC GLBL 29      | 2029-06-18      | 8.8750%  | 0.0000% | $8109250.00        | $7063916.99        | Corporate Debt Securities                 |
| CSC HLDGS LLC                  SR GLBL 144A 28     | 2028-04-01      | 7.5000%  | 0.0000% | $27000000.00       | $16554375.00       | Corporate Debt Securities                 |
| CSC HLDGS LLC                  SR GLBL 144A 30     | 2030-01-15      | 5.7500%  | 0.0000% | $107676000.00      | $40741996.23       | Corporate Debt Securities                 |
| CSC HLDGS LLC                  SR GLBL 144A 31     | 2031-11-15      | 5.0000%  | 0.0000% | $2000000.00        | $750833.33         | Corporate Debt Securities                 |
| CSC HLDGS LLC                  SR GLBL 144A 28     | 2028-05-15      | 11.2500% | 0.0000% | $14075000.00       | $11518241.06       | Corporate Debt Securities                 |
| CAPE LOOKOUT RE LTD            EXTND-A 144A 30     | 2030-04-28      | 10.7220% | 0.0000% | $2928000.00        | $2971920.00        | Corporate Debt Securities                 |
| CAPE LOOKOUT RE LTD            EXT GLBL 144A 32    | 2032-03-13      | 10.4200% | 0.0000% | $250000.00         | $263475.00         | Corporate Debt Securities                 |
| CARNIVAL CORP                  SR 144A NT 30       | 2030-03-15      | 5.7500%  | 0.0000% | $25000.00          | $26277.06          | Corporate Debt Securities                 |
| CARS COM INC                   SR GLBL 144A 28     | 2028-11-01      | 6.3750%  | 0.0000% | $75000.00          | $76109.28          | Corporate Debt Securities                 |
| CARVANA CO                     SR GLBL 144A 28     | 2028-10-01      | 5.8750%  | 0.0000% | $1899000.00        | $1859918.84        | Corporate Debt Securities                 |
| CARVANA CO                     SR GLBL 144A 27     | 2027-04-15      | 5.5000%  | 0.0000% | $12452000.00       | $12402710.83       | Corporate Debt Securities                 |
| CELANESE US HLDGS LLC          SR GLBL NT 33       | 2033-04-15      | 6.7500%  | 0.0000% | $16000.00          | $16572.76          | Corporate Debt Securities                 |
| CENTENE CORP DEL               SR GLBL NT 28       | 2028-07-15      | 2.4500%  | 0.0000% | $1896000.00        | $1784440.94        | Corporate Debt Securities                 |
| CENTRAL GARDEN & PET CO        SR GLBL 144A 31     | 2031-04-30      | 4.1250%  | 0.0000% | $39000.00          | $37178.80          | Corporate Debt Securities                 |
| CERDIA FINANZ GMBH             SR SEC 144A NT31    | 2031-10-03      | 9.3750%  | 0.0000% | $1100000.00        | $1160801.12        | Corporate Debt Securities                 |
| CHARLES RIV RE LTD             EXTND SR 144A 31    | 2031-05-10      | 11.1920% | 0.0000% | $950000.00         | $989045.00         | Corporate Debt Securities                 |
| CHART INDS INC                 SR SEC GLBL 30      | 2030-01-01      | 7.5000%  | 0.0000% | $5100000.00        | $5340473.50        | Corporate Debt Securities                 |
| CHARTER COMMUNICATIONS OPER    1LIEN GLBL NT 28    | 2028-03-15      | 4.2000%  | 0.0000% | $2711000.00        | $2741634.30        | Corporate Debt Securities                 |
| CHARTER COMMUNICATIONS OPER    1LIEN NT5.375%38    | 2038-04-01      | 5.3750%  | 0.0000% | $50000.00          | $45871.87          | Corporate Debt Securities                 |
| CHARTER COMMUNICATIONS OPER    1LIEN NT 5.05%29    | 2029-03-30      | 5.0500%  | 0.0000% | $16000.00          | $16387.73          | Corporate Debt Securities                 |
| CHARTER COMMUNICATIONS OPER    1LIEN GLBL NT 62    | 2062-06-30      | 3.9500%  | 0.0000% | $3505000.00        | $2084569.54        | Corporate Debt Securities                 |
| CHARTER COMMUNICATIONS OPER    SR SEC GLBL NT55    | 2055-12-01      | 6.7000%  | 0.0000% | $2050000.00        | $1977992.61        | Corporate Debt Securities                 |
| CITIGROUP INC                  PERP JR SB GLBL     | 2500-12-31      | 6.9500%  | 0.0000% | $2600000.00        | $2708391.83        | Corporate Debt Securities                 |
| CITIGROUP INC                  PERP GLBL -GG NT    | 2500-12-31      | 6.8750%  | 0.0000% | $13090000.00       | $13569393.98       | Corporate Debt Securities                 |
| CITRUS RE LTD                  EXT GLBL 144A 32    | 2028-06-07      | 8.0600%  | 0.0000% | $8260000.00        | $8571402.00        | Corporate Debt Securities                 |
| CIVITAS RESOURCES INC          SR 144A NT 31       | 2031-07-01      | 8.7500%  | 0.0000% | $5084000.00        | $5377644.78        | Corporate Debt Securities                 |
| CLEVELAND-CLIFFS INC NEW       SR 144A NT 7%32     | 2032-03-15      | 7.0000%  | 0.0000% | $1870000.00        | $1969297.00        | Corporate Debt Securities                 |
| CLEVELAND-CLIFFS INC NEW       SR 144A NT 34       | 2034-01-15      | 7.6250%  | 0.0000% | $2591000.00        | $2723599.82        | Corporate Debt Securities                 |
| CLEVELAND-CLIFFS INC NEW       SR NT 6.25%40       | 2040-10-01      | 6.2500%  | 0.0000% | $1550000.00        | $1387513.07        | Corporate Debt Securities                 |
| COBRA ACQUISITIONCO LLC        SR GLBL 144A 29     | 2029-11-01      | 6.3750%  | 0.0000% | $31437000.00       | $27830246.09       | Corporate Debt Securities                 |
| PERMIAN RES OPER LLC           SR 144A NT 29       | 2029-07-01      | 5.8750%  | 0.0000% | $22000.00          | $22187.94          | Corporate Debt Securities                 |
| AAG FH UK PLC/GL AU HL PLC     SR 144A NT 29       | 2029-08-15      | 11.5000% | 0.0000% | $11720000.00       | $13061686.07       | Corporate Debt Securities                 |
| ADT SECURITY CORPORATION       1LIEN GLBL 33       | 2033-10-15      | 5.8750%  | 0.0000% | $71000.00          | $72113.84          | Corporate Debt Securities                 |
| AMC NETWORKS INC               SR SEC GLBL 29      | 2029-01-15      | 10.2500% | 0.0000% | $26393000.00       | $27630061.90       | Corporate Debt Securities                 |
| ANGI GROUP LLC                 SR GLBL 144A 28     | 2028-08-15      | 3.8750%  | 0.0000% | $529000.00         | $496577.81         | Corporate Debt Securities                 |
| ATP TOWER HLDGS LLC            SR SEC 144A NT30    | 2030-02-03      | 7.8750%  | 0.0000% | $1230000.00        | $1314413.36        | Corporate Debt Securities                 |
| ASP UNIFRAX HLDGS 0.01 30SEP29 144A                | 2029-09-30      | 7.1000%  | 0.0000% | $1641000.00        | $1538888.23        | Corporate Debt Securities                 |
| AADVANTAGE LOYALTY IP LTD/ AME 1LIEN GLBL 26       | 2026-04-20      | 5.5000%  | 0.0000% | $3619000.00        | $302279.32         | Corporate Debt Securities                 |
| ACORN RE LIMITED               -A VR 144A NT 28    | 2028-11-07      | 5.8968%  | 0.0000% | $5650000.00        | $5642090.00        | Corporate Debt Securities                 |
| ALBERTSONS COS INC / SAFEWAY I SR GLBL 144A 28     | 2028-02-15      | 5.8750%  | 0.0000% | $15000.00          | $15410.51          | Corporate Debt Securities                 |
| STANLEY BLACK & DECKER INC     JR SB GLBL DB 60    | 2060-03-15      | 6.7070%  | 0.0000% | $13905000.00       | $14153743.07       | Corporate Debt Securities                 |
| STAPLES INC                    SR 144A NT 27       | 2027-04-15      | 10.7500% | 0.0000% | $20000.00          | $20177.08          | Corporate Debt Securities                 |
| STAPLES INC                    2LIEN GLBL 30       | 2030-01-15      | 12.7500% | 0.0000% | $8854960.00        | $7321568.71        | Corporate Debt Securities                 |
| STAR HLDG LLC                  SR SEC 144A NT31    | 2031-08-01      | 8.7500%  | 0.0000% | $1447000.00        | $1514338.96        | Corporate Debt Securities                 |
| STARWOOD PPTY TR INC           SR GLBL 144A 30     | 2030-04-15      | 6.0000%  | 0.0000% | $29000.00          | $30298.62          | Corporate Debt Securities                 |
| STATION CASINOS LLC            SR GLBL 144A 31     | 2031-12-01      | 4.6250%  | 0.0000% | $51000.00          | $49381.25          | Corporate Debt Securities                 |
| SUBURBAN PROPANE PARTNERS L P  SR GLBL 144A 35     | 2035-12-15      | 6.5000%  | 0.0000% | $1282000.00        | $1284783.36        | Corporate Debt Securities                 |
| SUMMIT MIDSTREAM HLDGS LLC /   SR SEC GLBL 29      | 2029-10-31      | 8.6250%  | 0.0000% | $1757000.00        | $1906312.06        | Corporate Debt Securities                 |
| SUNOCO LP/SUNOCO FIN CORP      SR GLBL 144A 33     | 2033-07-01      | 6.2500%  | 0.0000% | $125000.00         | $128870.59         | Corporate Debt Securities                 |
| SYNAPTICS INC                  SR GLBL 144A 29     | 2029-06-15      | 4.0000%  | 0.0000% | $103000.00         | $100398.22         | Corporate Debt Securities                 |
| TALEN ENERGY SUPPLY LLC        SR SEC 144A NT30    | 2030-06-01      | 8.6250%  | 0.0000% | $98000.00          | $104718.43         | Corporate Debt Securities                 |
| TALEN ENERGY SUPPLY LLC        SR GLBL 144A 34     | 2034-02-01      | 6.2500%  | 0.0000% | $5266000.00        | $5431014.50        | Corporate Debt Securities                 |
| TAYLOR MORRISON CMNTYS INC     SR GLBL 144A 32     | 2032-11-15      | 5.7500%  | 0.0000% | $44000.00          | $45667.06          | Corporate Debt Securities                 |
| TEGNA INC                      SR GLBL NT 28       | 2028-03-15      | 4.6250%  | 0.0000% | $21000.00          | $21186.98          | Corporate Debt Securities                 |
| TELECOM ARGENTINA SA           SR AMZ 144A NT31    | 2031-07-18      | 9.5000%  | 0.0000% | $119000.00         | $127516.43         | Corporate Debt Securities                 |
| TELECOM ITALIA CAP             GTD SR NT 6%34      | 2034-09-30      | 6.0000%  | 0.0000% | $205000.00         | $214106.10         | Corporate Debt Securities                 |
| TELESAT CDA / TELESAT LLC      GLBL 144A NT 27     | 2027-10-15      | 6.5000%  | 0.0000% | $16017000.00       | $7512106.47        | Corporate Debt Securities                 |
| TELESAT CDA / TELESAT LLC      SR SEC GLBL 27      | 2027-06-01      | 4.8750%  | 0.0000% | $6062000.00        | $4655552.85        | Corporate Debt Securities                 |
| TENET HEALTHCARE CORP          1LIEN GLBL NT 27    | 2027-11-01      | 5.1250%  | 0.0000% | $195000.00         | $197464.83         | Corporate Debt Securities                 |
| TEREX CORP NEW                 SR SEC GLBL 32      | 2032-10-15      | 6.2500%  | 0.0000% | $172000.00         | $179574.74         | Corporate Debt Securities                 |
| TEVA PHARMACEUTICAL FIN NETH   SR GLBL NT4.1%46    | 2046-10-01      | 4.1000%  | 0.0000% | $6082000.00        | $4738746.37        | Corporate Debt Securities                 |
| TEVA PHARMACEUTICAL FIN NETH   SR GLBL NT 27       | 2027-05-09      | 4.7500%  | 0.0000% | $7111000.00        | $7185007.73        | Corporate Debt Securities                 |
| TEVA PHARMACEUTICAL FIN NETH   SR GLBL NT 6%32     | 2032-12-01      | 6.0000%  | 0.0000% | $5406000.00        | $5725945.10        | Corporate Debt Securities                 |
| TEVA PHARMACEUTICAL FIN NETH   SR GLBL NT 30       | 2030-12-01      | 5.7500%  | 0.0000% | $5512000.00        | $5753169.90        | Corporate Debt Securities                 |
| 3264 RE LTD                    EXTND-B 144A 32     | 2032-02-07      | 6.5200%  | 0.0000% | $9000000.00        | $9089100.00        | Corporate Debt Securities                 |
| 3264 RE LTD                    SR VR 144A BD 29    | 2029-01-08      | 10.0468% | 0.0000% | $8500000.00        | $8487250.00        | Corporate Debt Securities                 |
| TIME WARNER CABLE INC          SR DEB 6.55%37      | 2037-05-01      | 6.5500%  | 0.0000% | $1799000.00        | $1820845.36        | Corporate Debt Securities                 |
| TITANIA RE LIMITED             -A-20241 144A 27    | 2027-11-26      | 9.7968%  | 0.0000% | $10000000.00       | $10050000.00       | Corporate Debt Securities                 |
| TOPAZ SOLAR FARMS LLC          SR SEC GLBL 39      | 2039-09-30      | 5.7500%  | 0.0000% | $17255000.00       | $17648011.38       | Corporate Debt Securities                 |
| TOPBUILD COR                   SR GLBL 144A 34     | 2034-01-31      | 5.6250%  | 0.0000% | $467000.00         | $479833.74         | Corporate Debt Securities                 |
| TORREY PINES RE LTD            -C-20251 144A 28    | 2028-06-07      | 10.0600% | 0.0000% | $4270000.00        | $4393830.00        | Corporate Debt Securities                 |
| TRANSDIGM INC                  SR SB GLBL NT 29    | 2029-05-01      | 4.8750%  | 0.0000% | $1670000.00        | $1686035.48        | Corporate Debt Securities                 |
| TRANSDIGM INC                  SR SEC GLBL 28      | 2028-08-15      | 6.7500%  | 0.0000% | $445000.00         | $466034.04         | Corporate Debt Securities                 |
| TRANSDIGM INC                  1LIEN GLBL 29       | 2029-03-01      | 6.3750%  | 0.0000% | $6697000.00        | $7058540.34        | Corporate Debt Securities                 |
| TRANSOCEAN AQUILA LTD          1LIEN 144A NT 28    | 2028-09-30      | 8.0000%  | 0.0000% | $62000.00          | $47262.24          | Corporate Debt Securities                 |
| TRIMAS CORP                    SR GLBL 144A 29     | 2029-04-15      | 4.1250%  | 0.0000% | $175000.00         | $172662.22         | Corporate Debt Securities                 |
| TRINITY INDS INC               SR GLBL 144A 28     | 2028-07-15      | 7.7500%  | 0.0000% | $165000.00         | $170736.91         | Corporate Debt Securities                 |
| TRIVIUM PACKAGING FIN B V      SR SEC 144A NT30    | 2030-07-15      | 8.2500%  | 0.0000% | $600000.00         | $641986.50         | Corporate Debt Securities                 |
| TWITTER INC                    SR GLBL 144A 30     | 2030-03-01      | 5.0000%  | 0.0000% | $189000.00         | $121886.56         | Corporate Debt Securities                 |
| URSA RE LTD                    EXTND-E 144A 30     | 2030-12-07      | 12.8200% | 0.0000% | $1500000.00        | $1553400.00        | Corporate Debt Securities                 |
| UWM HLDGS LLC                  SR GLBL 144A 31     | 2031-03-15      | 6.2500%  | 0.0000% | $6874000.00        | $7033434.79        | Corporate Debt Securities                 |
| UNDER ARMOUR INC               SR GLBL NT 26       | 2026-06-15      | 3.2500%  | 0.0000% | $68000.00          | $67898.85          | Corporate Debt Securities                 |
| UNISYS CORP                    SR SEC GLBL 31      | 2031-01-15      | 10.6250% | 0.0000% | $7633000.00        | $7357655.43        | Corporate Debt Securities                 |
| UNITED RENTALS NORTH AMER INC  SR GLBL 144A 33     | 2033-11-15      | 5.3750%  | 0.0000% | $2795000.00        | $2814115.08        | Corporate Debt Securities                 |
| QWEST CAP  FDG INC             GLBL DEB6.875%28    | 2028-07-15      | 6.8750%  | 0.0000% | $6869000.00        | $6652108.46        | Corporate Debt Securities                 |
| UNITED WHOLESALE MORTGAGE LLC  SR GLBL 144A 27     | 2027-06-15      | 5.7500%  | 0.0000% | $5846000.00        | $5899827.04        | Corporate Debt Securities                 |
| UNITI SVC LLC / UNITI FIBER    SR GLBL 144A 30     | 2030-01-15      | 6.0000%  | 0.0000% | $33401000.00       | $31611374.42       | Corporate Debt Securities                 |
| URSA RE II LIMITED             GLBL-G 144A 28      | 2028-06-07      | 12.5600% | 0.0000% | $3000000.00        | $3076800.00        | Corporate Debt Securities                 |
| VM CONS INCORPORATED           SR GLBL 144A 29     | 2029-04-15      | 5.5000%  | 0.0000% | $901000.00         | $900794.27         | Corporate Debt Securities                 |
| VALVOLINE INC                  SR GLBL 144A 31     | 2031-06-15      | 3.6250%  | 0.0000% | $37000.00          | $34121.05          | Corporate Debt Securities                 |
| VELOCITY COML CAP LLC          SR 144A NT 31       | 2031-02-15      | 9.3750%  | 0.0000% | $3782000.00        | $3838730.00        | Corporate Debt Securities                 |
| VENTURE GLOBAL LNG INC         SR SEC 144A NT28    | 2028-06-01      | 8.1250%  | 0.0000% | $1978000.00        | $2051949.45        | Corporate Debt Securities                 |
| VERSANT MEDIA GROUP INC        SR SEC 144A NT31    | 2031-01-30      | 7.2500%  | 0.0000% | $1900000.00        | $1986158.14        | Corporate Debt Securities                 |
| VERTICAL U S NEWCO INC         SR SEC GLBL 27      | 2027-07-15      | 5.2500%  | 0.0000% | $906000.00         | $907864.09         | Corporate Debt Securities                 |
| PARAMOUNT GLOBAL               SR GLBL DEB 43      | 2043-03-15      | 4.3750%  | 0.0000% | $52000.00          | $36632.25          | Corporate Debt Securities                 |
| VIPER ENERGY PARTNERS LLC      SR GLBL NT5.7%35    | 2035-08-01      | 5.7000%  | 0.0000% | $280000.00         | $294091.93         | Corporate Debt Securities                 |
| VISTRA CORP                    PERP SUB -B 144A    | 2500-12-31      | 7.0000%  | 0.0000% | $2300000.00        | $2349289.00        | Corporate Debt Securities                 |
| VISTRA OPERATIONS CO LLC       SR GLBL 144A 27     | 2027-07-31      | 5.0000%  | 0.0000% | $1175000.00        | $1204257.50        | Corporate Debt Securities                 |
| VISTRA OPERATIONS CO LLC       SR GLBL 144A 31     | 2031-10-15      | 7.7500%  | 0.0000% | $2116000.00        | $2283405.58        | Corporate Debt Securities                 |
| VISTRA OPERATIONS CO LLC       SR GLBL 144A 32     | 2032-04-15      | 6.8750%  | 0.0000% | $918000.00         | $983675.63         | Corporate Debt Securities                 |
| VITALITY RE XVI 2025           EXTND-C 144A 30     | 2030-01-08      | 7.2800%  | 0.0000% | $3750000.00        | $3725250.00        | Corporate Debt Securities                 |
| VODAFONE GROUP PLC             SUB GLBL NT 81      | 2081-06-04      | 5.1250%  | 0.0000% | $30000.00          | $24041.77          | Corporate Debt Securities                 |
| VORNADO RLTY L P               GLBL NT 2.15%26     | 2026-06-01      | 2.1500%  | 0.0000% | $5629000.00        | $5602564.03        | Corporate Debt Securities                 |
| TIKEHAU US CLO LTD 2022-2R     E-R    20380120 FLT | 2038-01-20      | 10.3476% | 0.0000% | $4750000.00        | $4653358.12        | Asset-Backed Securities                   |
| TOWD POINT ASSET TR 2021-SL1   B      20611121 FLT | 2061-11-21      | 4.8398%  | 0.0000% | $2736000.00        | $2719043.55        | Asset-Backed Securities                   |
| TOWD POINT MTG TR 2025-CRM1    B1     20650125 FLT | 2065-01-25      | 7.2815%  | 0.0000% | $3522848.00        | $3549711.88        | Asset-Backed Securities                   |
| UNITED AUTO CR SEC TR 2024-1   E      20301112 10. | 2030-11-12      | 10.4500% | 0.0000% | $6290000.00        | $6632544.32        | Asset-Backed Securities                   |
| UNITED AUTO CR SEC TR 2025-1   E      20311010 7.7 | 2031-10-10      | 7.7100%  | 0.0000% | $8815000.00        | $8908054.08        | Asset-Backed Securities                   |
| VMC FIN LL 2021-FL4            C      20360618 FLT | 2036-06-18      | 6.0398%  | 0.0000% | $17071000.00       | $14770724.21       | Asset-Backed Securities                   |
| VENTURE CLO LTD 2023-47        E      20360421 FLT | 2036-04-21      | 12.8176% | 0.0000% | $3500000.00        | $3543839.09        | Asset-Backed Securities                   |
| VERUS SECURITIZATION TR 2025-3 B-1    20700525 FLT | 2070-05-25      | 7.5001%  | 0.0000% | $400000.00         | $411065.89         | Asset-Backed Securities                   |
| VIBRANT CLO 2017-7 LTD         SUB    20300916 FLT | 2030-09-16      | 0.0000%  | 0.0000% | $9400000.00        | $611582.80         | Asset-Backed Securities                   |
| WELLFLEET CLO 2019-1           D      20320720 FLT | 2032-07-20      | 10.8292% | 0.0000% | $8661000.00        | $8303977.31        | Asset-Backed Securities                   |
| WELLFLEET CLO LTD 2024-2       E      20380225 FLT | 2038-02-25      | 10.3186% | 0.0000% | $1850000.00        | $1854860.79        | Asset-Backed Securities                   |
| WELLS FARGO HEQ 2005-3         M-7    20351125 FLT | 2035-11-25      | 5.5121%  | 0.0000% | $999998.00         | $310347.36         | Asset-Backed Securities                   |
| VMC FINANCE 2019-FL3           D      20360917 FLT | 2036-09-17      | 6.9447%  | 0.0000% | $1750000.00        | $1095310.80        | Asset-Backed Securities                   |
| HESTIA RE LTD                  -B-20251 144A 28    | 2028-03-13      | 11.8100% | 0.0000% | $7250000.00        | $7496500.00        | Corporate Debt Securities                 |
| HIGH PT RE LTD                 EXTND-A 144A 32     | 2032-01-06      | 9.2000%  | 0.0000% | $2000000.00        | $2025600.00        | Corporate Debt Securities                 |
| HILCORP ENERGY I L P / HILCORP SR GLBL 144A 31     | 2031-02-01      | 6.0000%  | 0.0000% | $699000.00         | $696423.02         | Corporate Debt Securities                 |
| HILTON DOMESTIC OPER CO INC    SR NT 4.875%30      | 2030-01-15      | 4.8750%  | 0.0000% | $92000.00          | $92374.55          | Corporate Debt Securities                 |
| HILTON DOMESTIC OPER CO INC    SR GLBL 144A 33     | 2033-03-15      | 5.8750%  | 0.0000% | $175000.00         | $182980.22         | Corporate Debt Securities                 |
| SERVICE PPTYS TR               SR GLBL NT 28       | 2028-01-15      | 3.9500%  | 0.0000% | $5685000.00        | $5384808.31        | Corporate Debt Securities                 |
| K HOVNANIAN ENTERPRISES INC    SR GLBL 144A 40     | 2040-02-01      | 5.0000%  | 0.0000% | $589000.00         | $397493.19         | Corporate Debt Securities                 |
| HOWARD HUGHES HOLDINGS INC     SR GLBL 144A 28     | 2028-08-01      | 5.3750%  | 0.0000% | $6241000.00        | $6403925.64        | Corporate Debt Securities                 |
| HOWARD HUGHES HOLDINGS INC     SR GLBL 144A 31     | 2031-02-01      | 4.3750%  | 0.0000% | $2781000.00        | $2702585.46        | Corporate Debt Securities                 |
| HUGHES SATELLITE S             1LIEN GLBL NT 26    | 2026-08-01      | 5.2500%  | 0.0000% | $1429000.00        | $1389294.04        | Corporate Debt Securities                 |
| HUNTINGTON BANCSHARES INC      PERP GLBL -K NT     | 2500-12-31      | 6.2500%  | 0.0000% | $8615000.00        | $8638210.25        | Corporate Debt Securities                 |
| HYPATIA LIMITED                -A VR 144A NT 28    | 2028-07-05      | 12.1500% | 0.0000% | $5000000.00        | $5182500.00        | Corporate Debt Securities                 |
| IHO VERWALTUNGS GMBH           SR SEC GLBL 29      | 2029-05-15      | 6.3750%  | 0.0000% | $565001.00         | $579087.18         | Corporate Debt Securities                 |
| IHO VERWALTUNGS GMBH           SR SEC GLBL 32      | 2032-11-15      | 8.0000%  | 0.0000% | $2426000.00        | $2621867.15        | Corporate Debt Securities                 |
| INEOS FINANCE PLC              SR SEC GLBL 28      | 2028-05-15      | 6.7500%  | 0.0000% | $422000.00         | $374386.79         | Corporate Debt Securities                 |
| IHEARTCOMMUNICATIONS INC       8.375%27            | 2027-05-01      | 8.3750%  | 0.0000% | $1715918.00        | $1648490.76        | Corporate Debt Securities                 |
| IHEARTCOMMUNICATIONS INC       SR SEC GLBL 31      | 2031-01-15      | 7.0000%  | 0.0000% | $804969.00         | $654372.72         | Corporate Debt Securities                 |
| IHEARTCOMMUNICATIONS INC       SR SEC GLBL 30      | 2030-05-01      | 10.8750% | 0.0000% | $28410752.00       | $24516075.90       | Corporate Debt Securities                 |
| IHEARTCOMMUNICATIONS INC       SR SEC GLBL 30      | 2030-08-15      | 7.7500%  | 0.0000% | $20250280.00       | $18076024.31       | Corporate Debt Securities                 |
| CRESCENT ENERGY FINANCE LLC    SR GLBL 144A 32     | 2032-04-01      | 7.6250%  | 0.0000% | $6281000.00        | $6412554.67        | Corporate Debt Securities                 |
| INDUSTRIAL SUB TR 20           SUB GLBL 144A 36    | 2036-04-15      | 6.5500%  | 0.0000% | $150000.00         | $152269.38         | Corporate Debt Securities                 |
| INSIGHT ENTERPRISES INC        SR GLBL 144A 32     | 2032-05-15      | 6.6250%  | 0.0000% | $1621000.00        | $1682520.33        | Corporate Debt Securities                 |
| INTEGRITY RE III LTD           -C-20251 144A 28    | 2028-06-06      | 15.8974% | 0.0000% | $8250000.00        | $8714475.00        | Corporate Debt Securities                 |
| INTEGRITY RE III LTD           -D-20251 144A 27    | 2027-06-06      | 29.1500% | 0.0000% | $2700000.00        | $3072870.00        | Corporate Debt Securities                 |
| ION PLATFORM FINANCE S.A R.L.  SR SEC 144A NT28    | 2028-05-15      | 5.7500%  | 0.0000% | $212000.00         | $202119.03         | Corporate Debt Securities                 |
| IQVIA INC                      SR 144A NT6.5%30    | 2030-05-15      | 6.5000%  | 0.0000% | $2750000.00        | $2885084.58        | Corporate Debt Securities                 |
| IRON MTN INC DEL               SR GLBL 144A 28     | 2028-03-15      | 5.2500%  | 0.0000% | $3034000.00        | $3088786.46        | Corporate Debt Securities                 |
| IRON MTN INC DEL               SR GLBL 144A 33     | 2033-01-15      | 6.2500%  | 0.0000% | $130000.00         | $131678.84         | Corporate Debt Securities                 |
| JEFFERSON CAPITAL HOLDINGS LLC SR GLBL 144A 26     | 2026-08-15      | 6.0000%  | 0.0000% | $48000.00          | $49260.00          | Corporate Debt Securities                 |
| KB HOME                        SR GLBL NT4.8%29    | 2029-11-15      | 4.8000%  | 0.0000% | $881000.00         | $885827.88         | Corporate Debt Securities                 |
| KENNEDY WILSON INC             SR GLBL NT 30       | 2030-02-01      | 4.7500%  | 0.0000% | $4156000.00        | $4063735.65        | Corporate Debt Securities                 |
| KNIFE RIVER CORP               SR 144A NT 31       | 2031-05-01      | 7.7500%  | 0.0000% | $25000.00          | $26535.49          | Corporate Debt Securities                 |
| KOHLS CORP                     SR SEC GLBL 30      | 2030-06-01      | 10.0000% | 0.0000% | $22000.00          | $24447.48          | Corporate Debt Securities                 |
| LCPR SR SECD FING DESIGNATED A 1LIEN GLBL 27       | 2027-10-15      | 6.7500%  | 0.0000% | $29497000.00       | $21081137.19       | Corporate Debt Securities                 |
| LAS VEGAS SANDS CORP           SR GLBL NT3.9%29    | 2029-08-08      | 3.9000%  | 0.0000% | $833000.00         | $826821.92         | Corporate Debt Securities                 |
| LEVEL 3 FING INC               2LIEN GLBL 30       | 2030-04-01      | 4.5000%  | 0.0000% | $1468300.00        | $1389195.34        | Corporate Debt Securities                 |
| LEVEL 3 FING INC               1LIEN GLBL 34       | 2034-03-31      | 7.0000%  | 0.0000% | $99663.00          | $106322.48         | Corporate Debt Securities                 |
| LEVEL 3 FING INC               SR GLBL 144A 36     | 2036-01-15      | 8.5000%  | 0.0000% | $10542000.00       | $10856637.70       | Corporate Debt Securities                 |
| LIONGATE RE DAC                EXT VR 144A BD31    | 2031-04-25      | 7.2277%  | 0.0000% | $4870000.00        | $4901655.00        | Corporate Debt Securities                 |
| LIVE NATION ENTERTAINMENT INC  SR SEC GLBL 28      | 2028-01-15      | 3.7500%  | 0.0000% | $63000.00          | $62009.17          | Corporate Debt Securities                 |
| LONG RIDGE ENERGY LLC          SR SEC GLBL 32      | 2032-02-15      | 8.7500%  | 0.0000% | $739000.00         | $813523.84         | Corporate Debt Securities                 |
| LUMEN TECHNOLOGIES INC         GLBL 144A NT 30     | 2030-04-15      | 4.1250%  | 0.0000% | $499863.00         | $508593.73         | Corporate Debt Securities                 |
| LUMEN TECHNOLOGIES INC         SR SEC GLBL 32      | 2032-10-15      | 10.0000% | 0.0000% | $232554.00         | $239318.22         | Corporate Debt Securities                 |
| M D C HLDGS INC                CR SEN SR GLBL31    | 2031-01-15      | 2.5000%  | 0.0000% | $54000.00          | $48604.09          | Corporate Debt Securities                 |
| M/I HOMES INC                  SR GLBL NT 28       | 2028-02-01      | 4.9500%  | 0.0000% | $75000.00          | $76569.94          | Corporate Debt Securities                 |
| MPH ACQUISITION HLDGS LLC      SR GLBL 144A 28     | 2028-11-01      | 5.7500%  | 0.0000% | $1054000.00        | $752782.90         | Corporate Debt Securities                 |
| MPT OPER PTSHP LP/MPT FIN CORP SR GLBL NT3.5%31    | 2031-03-15      | 3.5000%  | 0.0000% | $16873000.00       | $12635767.88       | Corporate Debt Securities                 |
| WARNERMEDIA HLDGS INC          SR GLBL NT 27       | 2027-03-15      | 3.7550%  | 0.0000% | $2077000.00        | $2068985.38        | Corporate Debt Securities                 |
| NORDSTROM INC                  SR GLBL DEB 28      | 2028-03-15      | 6.9500%  | 0.0000% | $34000.00          | $36168.26          | Corporate Debt Securities                 |
| NORDSTROM INC                  SR GLBL NT 31       | 2031-08-01      | 4.2500%  | 0.0000% | $66000.00          | $62360.89          | Corporate Debt Securities                 |
| NORTHERN OIL & GAS INC         SR GLBL 144A 28     | 2028-03-01      | 8.1250%  | 0.0000% | $357000.00         | $371236.61         | Corporate Debt Securities                 |
| NORTHRIVER MIDSTREAM FINANCE L SR SEC 144A NT32    | 2032-07-15      | 6.7500%  | 0.0000% | $1566000.00        | $1598263.51        | Corporate Debt Securities                 |
| GEN DIGITAL INC                SR GLBL 144A 27     | 2027-09-30      | 6.7500%  | 0.0000% | $2322000.00        | $2402596.62        | Corporate Debt Securities                 |
| NOVA CHEMICALS CORP MTN BE     SR 144A NT 29       | 2029-05-15      | 4.2500%  | 0.0000% | $12863000.00       | $12664320.25       | Corporate Debt Securities                 |
| NOVA CHEMICALS CORP MTN BE     SR 144A NT 7%31     | 2031-12-01      | 7.0000%  | 0.0000% | $13546000.00       | $14589613.94       | Corporate Debt Securities                 |
| NOVELIS CORP                   SR 144A NT 26       | 2026-11-15      | 3.2500%  | 0.0000% | $550000.00         | $549598.96         | Corporate Debt Securities                 |
| NUSTAR LOGISTICS L P           SR GLBL NT 30       | 2030-10-01      | 6.3750%  | 0.0000% | $32000.00          | $34197.85          | Corporate Debt Securities                 |
| OCCIDENTAL PETE CORP           SR GLBL NT 45       | 2045-06-15      | 4.6250%  | 0.0000% | $84000.00          | $67978.79          | Corporate Debt Securities                 |
| OCCIDENTAL PETE CORP           SR GLBL NT7.5%31    | 2031-05-01      | 7.5000%  | 0.0000% | $50000.00          | $57218.58          | Corporate Debt Securities                 |
| OCCIDENTAL PETE CORP           SR GLBL NT4.5%44    | 2044-07-15      | 4.5000%  | 0.0000% | $17000.00          | $13471.23          | Corporate Debt Securities                 |
| OCCIDENTAL PETE CORP           SR GLBL NT 31       | 2031-01-01      | 6.1250%  | 0.0000% | $892000.00         | $946888.35         | Corporate Debt Securities                 |
| OCEANSIDE RE LTD               -A VR 144A BD 28    | 2028-05-14      | 9.5600%  | 0.0000% | $4000000.00        | $4076800.00        | Corporate Debt Securities                 |
| OCELOT RE LTD                  -A-20251 144A 29    | 2029-02-26      | 8.0600%  | 0.0000% | $11750000.00       | $12009675.00       | Corporate Debt Securities                 |
| OCELOT RE LTD                  -B-20251 144A 29    | 2029-02-26      | 9.8100%  | 0.0000% | $8750000.00        | $9134125.00        | Corporate Debt Securities                 |
| OLIN CORP                      SR GLBL 144A 33     | 2033-04-01      | 6.6250%  | 0.0000% | $58000.00          | $58870.54          | Corporate Debt Securities                 |
| ONEMAIN FIN CORP               SR GLBL NT3.5%27    | 2027-01-15      | 3.5000%  | 0.0000% | $177000.00         | $174950.04         | Corporate Debt Securities                 |
| ONEMAIN FIN CORP               SR GLBL NT7.5%31    | 2031-05-15      | 7.5000%  | 0.0000% | $754000.00         | $803224.89         | Corporate Debt Securities                 |
| 123 LTS RE LTD                 EXT GLBL 144A 31    | 2031-09-14      | 14.5200% | 0.0000% | $2225000.00        | $2292417.50        | Corporate Debt Securities                 |
| ACCENDRA HEALTH INC            SR GLBL 144A 30     | 2030-04-01      | 6.6250%  | 0.0000% | $26000.00          | $15596.08          | Corporate Debt Securities                 |
| PBF HLDG CO LLC / PBF FIN CORP SR GLBL 144A 30     | 2030-09-15      | 7.8750%  | 0.0000% | $126000.00         | $129913.72         | Corporate Debt Securities                 |
| PARK INTER HLDGS LLC / PK DOME 1LIEN GLBL 28       | 2028-10-01      | 5.8750%  | 0.0000% | $5000000.00        | $5092200.69        | Corporate Debt Securities                 |
| PARK INTER HLDGS LLC / PK DOME 1LIEN GLBL 29       | 2029-05-15      | 4.8750%  | 0.0000% | $7637000.00        | $7560906.84        | Corporate Debt Securities                 |
| PARKLAND CORP                  SR 144A NT 30       | 2030-05-01      | 4.6250%  | 0.0000% | $15000.00          | $14606.46          | Corporate Debt Securities                 |
| PEDERNALES ELEC COOP INC       1M GLBL 144A 32     | 2032-11-15      | 6.2020%  | 0.0000% | $990000.00         | $1046896.12        | Corporate Debt Securities                 |
| PETROBRAS GLOBAL FINANCE BV    SR GLBL NT 40       | 2040-01-20      | 6.8750%  | 0.0000% | $288000.00         | $293590.00         | Corporate Debt Securities                 |
| PETROBRAS GLOBAL FINANCE BV    SR GLBL NT 29       | 2029-02-01      | 5.7500%  | 0.0000% | $88000.00          | $92510.02          | Corporate Debt Securities                 |
| PETROBRAS GLOBAL FINANCE BV    SR GLBL NT 30       | 2030-09-10      | 5.1250%  | 0.0000% | $5881000.00        | $5932638.45        | Corporate Debt Securities                 |
| PETROLEOS MEXICANOS            SR GLBL -C BD 48    | 2048-02-12      | 6.3500%  | 0.0000% | $793000.00         | $652102.40         | Corporate Debt Securities                 |
| PHINIA INC                     SR SEC GLBL 29      | 2029-04-15      | 6.7500%  | 0.0000% | $418000.00         | $440169.67         | Corporate Debt Securities                 |
| PITNEY BOWES INC               SR GLBL 144A 29     | 2029-03-15      | 7.2500%  | 0.0000% | $17210000.00       | $17867895.27       | Corporate Debt Securities                 |
| PLANET FINANCIAL GROUP         SR 144A NT 29       | 2029-12-15      | 10.5000% | 0.0000% | $6467000.00        | $6837720.78        | Corporate Debt Securities                 |
| POLESTAR RE LTD                SR CL A 144A 28     | 2028-01-07      | 14.1500% | 0.0000% | $20550000.00       | $21593940.00       | Corporate Debt Securities                 |
| POST HLDGS INC                 SR GLBL 144A 36     | 2036-03-15      | 6.5000%  | 0.0000% | $16677000.00       | $16832513.02       | Corporate Debt Securities                 |
| PRG WONDER PLAZA PPTYS INC     ZERO NT 27          | 2027-01-22      | 0.0000%  | 0.0000% | $14260000.00       | $13832342.60       | Corporate Debt Securities                 |
| PRIMO WTR HLDGS INC / TRIT     SR SEC GLBL 29      | 2029-04-30      | 4.3750%  | 0.0000% | $1883000.00        | $1859081.19        | Corporate Debt Securities                 |
| PURPLE RE LTD                  EXTND-A 144A 30     | 2030-04-24      | 16.6814% | 0.0000% | $4750000.00        | $4866375.00        | Corporate Debt Securities                 |
| PURPLE RE LTD                  -A-20251 144A 28    | 2028-06-07      | 10.8974% | 0.0000% | $14550000.00       | $15267315.00       | Corporate Debt Securities                 |
| PURPLE RE LTD                  -B-20251 144A 28    | 2028-06-07      | 11.3974% | 0.0000% | $11200000.00       | $11571840.00       | Corporate Debt Securities                 |
| QVC INC                        1LIEN GLBL NT 28    | 2028-09-01      | 4.3750%  | 0.0000% | $6140000.00        | $2852568.10        | Corporate Debt Securities                 |
| ROCKET MTG LLC                 SR 144A NT 28       | 2028-01-15      | 5.2500%  | 0.0000% | $1044000.00        | $1018513.35        | Corporate Debt Securities                 |
| QUICKEN LNS LLC/QUICKEN LNS CO SR GLBL 144A 29     | 2029-03-01      | 3.6250%  | 0.0000% | $50000.00          | $49213.67          | Corporate Debt Securities                 |
| QUICKEN LNS LLC/QUICKEN LNS CO SR GLBL 144A 31     | 2031-03-01      | 3.8750%  | 0.0000% | $14000.00          | $13483.23          | Corporate Debt Securities                 |
| QUIKRETE HLDGS INC             SR SEC 144A NT32    | 2032-03-01      | 6.3750%  | 0.0000% | $1779000.00        | $1890143.77        | Corporate Debt Securities                 |
| RADIATE HOLDCO LLC/RADIATE FI  PIK 144A NT 29      | 2029-09-25      | 6.2500%  | 0.0000% | $304000.00         | $256885.02         | Corporate Debt Securities                 |
| RAKUTEN GROUP INC              SR 144A NT 27       | 2027-02-15      | 11.2500% | 0.0000% | $2275000.00        | $2537199.44        | Corporate Debt Securities                 |
| RAKUTEN GROUP INC              SR 144A NT 29       | 2029-04-15      | 9.7500%  | 0.0000% | $469000.00         | $538213.85         | Corporate Debt Securities                 |
| RAND PARENT LLC                1LIEN 144A NT 30    | 2030-02-15      | 8.5000%  | 0.0000% | $1645000.00        | $1783621.41        | Corporate Debt Securities                 |
| SPX FLOW INCORPORATION         SR 144A NT 30       | 2030-04-01      | 8.7500%  | 0.0000% | $3673000.00        | $3887149.16        | Corporate Debt Securities                 |
| RESIDENTIAL REINS 2025 LTD     EXT GLBL 144A 33    | 2033-06-06      | 9.4022%  | 0.0000% | $3825000.00        | $3962700.00        | Corporate Debt Securities                 |
| RESIDENTIAL REINS 2025 LTD     EXT GLBL 144A 33    | 2033-12-06      | 13.7968% | 0.0000% | $10500000.00       | $10479000.00       | Corporate Debt Securities                 |
| RESIDENTIAL REINS 2024 LTD     -4-2024II 144A28    | 2028-12-06      | 8.9500%  | 0.0000% | $2050000.00        | $2113755.00        | Corporate Debt Securities                 |
| RESIDEO FDG INC                SR GLBL 144A 32     | 2032-07-15      | 6.5000%  | 0.0000% | $415000.00         | $422448.56         | Corporate Debt Securities                 |
| RESIDENTIAL REINS 2023 LTD     EXT GLBL 144A 30    | 2030-06-06      | 14.6000% | 0.0000% | $2250000.00        | $1848362.50        | Corporate Debt Securities                 |
| RESIDENTIAL REINS 2023 LTD     EXT GLBL 144A 30    | 2030-06-06      | 10.3068% | 0.0000% | $3165000.00        | $3282655.46        | Corporate Debt Securities                 |
| RIO OIL FIN TR                 SR SEC GLBL 28      | 2028-04-06      | 8.2000%  | 0.0000% | $1100000.00        | $496096.17         | Corporate Debt Securities                 |
| RIVERFRONT RE LTD              -A-20251 144A 29    | 2029-01-08      | 9.0468%  | 0.0000% | $10425000.00       | $11151622.50       | Corporate Debt Securities                 |
| RIVERFRONT RE LTD              -B VR 144A NT 29    | 2029-01-08      | 11.2968% | 0.0000% | $3000000.00        | $3165300.00        | Corporate Debt Securities                 |
| ROCKET COS INC                 SR GLBL 144A 33     | 2033-08-01      | 6.3750%  | 0.0000% | $4791000.00        | $5187782.63        | Corporate Debt Securities                 |
| ROCKET COS INC                 SR GLBL 144A 29     | 2029-08-01      | 6.5000%  | 0.0000% | $6109000.00        | $6509502.65        | Corporate Debt Securities                 |
| PETROLEOS MEXICANOS            FR 5.625%012346     | 2046-01-23      | 5.6250%  | 0.0000% | $438000.00         | $329850.68         | Corporate Debt Securities                 |
| RYAN SPECIALTY LLC             SR SEC GLBL 32      | 2032-08-01      | 5.8750%  | 0.0000% | $43000.00          | $44987.97          | Corporate Debt Securities                 |
| SM ENERGY COMPANY              SR GLBL NT6.5%28    | 2028-07-15      | 6.5000%  | 0.0000% | $134000.00         | $135768.58         | Corporate Debt Securities                 |
| SABRE GLBL INC                 SR SEC 144A NT29    | 2029-11-15      | 10.7500% | 0.0000% | $20372000.00       | $16973865.52       | Corporate Debt Securities                 |
| SABRE FINL BORROWER LLC        1LIEN GLBL 29       | 2029-06-15      | 11.1250% | 0.0000% | $1558000.00        | $1602958.47        | Corporate Debt Securities                 |
| SAFEWAY INC                    SR DEB   7.45%27    | 2027-09-15      | 7.4500%  | 0.0000% | $1563000.00        | $1659276.89        | Corporate Debt Securities                 |
| SANDERS RE III LTD S AC 24-1   EXTND-A 144A 31     | 2031-04-07      | 9.1200%  | 0.0000% | $2100000.00        | $2197860.00        | Corporate Debt Securities                 |
| SANDERS RE II LTD ACTING       -A VR 144A BD 28    | 2028-06-07      | 10.5600% | 0.0000% | $2250000.00        | $2350575.00        | Corporate Debt Securities                 |
| SA RE II LT AC N RE SE AC 24-3 EXT GLBL 144A 32    | 2032-04-07      | 8.9200%  | 0.0000% | $5777000.00        | $5991904.40        | Corporate Debt Securities                 |
| SCRIPPS ESCROW II INC          SR GLBL 144A 31     | 2031-01-15      | 5.3750%  | 0.0000% | $20000.00          | $14873.99          | Corporate Debt Securities                 |
| SEAGATE DATA STORAGE TECHNOLOG SR GLBL 144A 29     | 2029-06-01      | 4.0910%  | 0.0000% | $440000.00         | $434356.87         | Corporate Debt Securities                 |
| SEAGATE DATA STORAGE TECHNOLOG SR GLBL 144A 29     | 2029-12-15      | 8.2500%  | 0.0000% | $142000.00         | $151041.49         | Corporate Debt Securities                 |
| SEAGATE DATA STORAGE TECHNOLOG SR GLBL 144A 32     | 2032-12-01      | 9.6250%  | 0.0000% | $884000.00         | $1012183.81        | Corporate Debt Securities                 |
| SEALED AIR CORP NEW            SR GLBL 144A 29     | 2029-04-15      | 5.0000%  | 0.0000% | $2000000.00        | $2042506.67        | Corporate Debt Securities                 |
| DIVERSIFIED HEALTHCARE TR      SR GLBL NT 28       | 2028-02-15      | 4.7500%  | 0.0000% | $33972000.00       | $33630269.99       | Corporate Debt Securities                 |
| SERVICE PPTYS TR               SR GLBL NT5.5%27    | 2027-12-15      | 5.5000%  | 0.0000% | $27918000.00       | $27898317.81       | Corporate Debt Securities                 |
| SERVICE PPTYS TR               SR GLBL NT 29       | 2029-06-15      | 8.3750%  | 0.0000% | $5105000.00        | $5237146.47        | Corporate Debt Securities                 |
| SERVICE PPTYS TR               SR GLBL NT 32       | 2032-06-15      | 8.8750%  | 0.0000% | $2322000.00        | $2341957.91        | Corporate Debt Securities                 |
| SHUTTERFLY FIN LLC             2LIEN GLBL PIK27    | 2027-10-01      | 8.5000%  | 0.0000% | $83408.00          | $82146.08          | Corporate Debt Securities                 |
| SILGAN HLDGS INC               SR GLBL NT 28       | 2028-02-01      | 4.1250%  | 0.0000% | $103000.00         | $103455.82         | Corporate Debt Securities                 |
| SIRIUS XM RADIO INC            SR GLBL 144A 27     | 2027-08-01      | 5.0000%  | 0.0000% | $12645000.00       | $12957092.65       | Corporate Debt Securities                 |
| SIRIUS XM RADIO INC            SR GLBL 144A 28     | 2028-07-15      | 4.0000%  | 0.0000% | $99000.00          | $96853.35          | Corporate Debt Securities                 |
| SIRIUS XM RADIO INC            SR GLBL 144A 26     | 2026-09-01      | 3.1250%  | 0.0000% | $55728000.00       | $56103273.90       | Corporate Debt Securities                 |
| SIX FLAGS ENTERTAINMENT CORP   SR GLBL 144A 27     | 2027-04-15      | 5.5000%  | 0.0000% | $33503000.00       | $34026037.67       | Corporate Debt Securities                 |
| BLOCK INC                      SR GLBL NT3.5%31    | 2031-06-01      | 3.5000%  | 0.0000% | $688000.00         | $647013.16         | Corporate Debt Securities                 |
| SMYRNA READY MIX LLC           SR SEC GLBL 28      | 2028-11-01      | 6.0000%  | 0.0000% | $25000.00          | $25509.33          | Corporate Debt Securities                 |
| STANDARD BLDG SOLUTIONS INC    SR GLBL 144A 34     | 2034-03-15      | 5.8750%  | 0.0000% | $6144000.00        | $6190056.11        | Corporate Debt Securities                 |
| RR LTD 2024-32R                D-R    20391017 FLT | 2039-10-17      | 9.7722%  | 0.0000% | $2250000.00        | $2283236.43        | Asset-Backed Securities                   |
| REGATTA FUNDING LTD 2024-29    E      20370908 FLT | 2037-09-08      | 9.5222%  | 0.0000% | $6000000.00        | $6066405.47        | Asset-Backed Securities                   |
| SLM PRIVATE ST LN TR 2003-C    A-5    20320915 FLT | 2032-09-15      | 0.0100%  | 0.0000% | $7450000.00        | $7332377.17        | Asset-Backed Securities                   |
| SALUDA GRADE ALT MTG 2022-SEQ2 A-1    20520225 FLT | 2052-02-25      | 3.5000%  | 0.0000% | $883800.00         | $92233.19          | Asset-Backed Securities                   |
| SOUND POINT CLO LTD 2021-32    Y      20341025 FLT | 2034-10-25      | 0.0625%  | 0.0000% | $464839.00         | $110948.05         | Asset-Backed Securities                   |
| SPIRIT AIRLINES INC 2015-1     A      20291001 4.1 | 2029-10-01      | 4.1000%  | 0.0000% | $40000.00          | $18169.59          | Asset-Backed Securities                   |
| STRUCTURED ASSET SECS 2006-S4  A      20370125 FLT | 2037-01-25      | 4.1271%  | 0.0000% | $14002176.00       | $128736.06         | Asset-Backed Securities                   |
| TALLMAN PARK CLO LTD 2021      SUB    20340420 FLT | 2034-04-20      | 0.0000%  | 0.0000% | $4000000.00        | $1800000.00        | Asset-Backed Securities                   |
| THL CR WIND RIVER CLO 2014-2R  E-R    20310115 FLT | 2031-01-15      | 9.6838%  | 0.0000% | $3000000.00        | $2584424.75        | Asset-Backed Securities                   |
| W. R. GRACE HOLDINGS LLC       SR SEC 144A NT32    | 2032-08-15      | 6.6250%  | 0.0000% | $1000000.00        | $1024508.47        | Corporate Debt Securities                 |
| W. R. GRACE HOLDINGS LLC       SR SEC 144A NT33    | 2033-08-01      | 7.0000%  | 0.0000% | $5660000.00        | $5670609.36        | Corporate Debt Securities                 |
| WELLS FARGO & CO               JR SB -B DEB 29     | 2029-11-15      | 7.9500%  | 0.0000% | $1029000.00        | $1172424.59        | Corporate Debt Securities                 |
| WESTERN DIGITAL CORP           SR GLBL NT 29       | 2029-02-01      | 2.8500%  | 0.0000% | $6471000.00        | $6263739.26        | Corporate Debt Securities                 |
| WHIRLPOOL CORP                 SR GLBL NT5.5%33    | 2033-03-01      | 5.5000%  | 0.0000% | $58000.00          | $55557.27          | Corporate Debt Securities                 |
| WINSTON RE LTD                 EXTND-A 144A 32     | 2032-02-20      | 10.0600% | 0.0000% | $7350000.00        | $7543305.00        | Corporate Debt Securities                 |
| WOLFSPEED INC                  SR SEC GLBL 30      | 2030-06-23      | 13.8750% | 0.0000% | $27898000.00       | $30691965.33       | Corporate Debt Securities                 |
| WOM MOBILE SPA                 1LIEN GLBL PIK31    | 2031-04-01      | 11.0000% | 0.0000% | $1798136.00        | $1861720.09        | Corporate Debt Securities                 |
| XPLR INFRASTRUCTURE            SR GLBL 144A 34     | 2034-04-15      | 7.7500%  | 0.0000% | $1835000.00        | $1898920.70        | Corporate Debt Securities                 |
| XEROX HOLDINGS CORP            SR GLBL 144A 28     | 2028-08-15      | 5.5000%  | 0.0000% | $16444000.00       | $7739670.07        | Corporate Debt Securities                 |
| YOSEMITE RE LTD                -A-20251 144A 28    | 2028-06-07      | 10.7968% | 0.0000% | $4250000.00        | $4490550.00        | Corporate Debt Securities                 |
| YUM BRANDS INC                 SR GLBL 144A 30     | 2030-01-15      | 4.7500%  | 0.0000% | $41000.00          | $40979.88          | Corporate Debt Securities                 |
| ZAYO GROUP HLDGS INC           1LIEN GLBL PIK30    | 2030-09-09      | 13.7500% | 0.0000% | $55128.00          | $52082.18          | Corporate Debt Securities                 |
| ARIS MINING CORPORATION        SR REGS NT 8%29     | 2029-10-31      | 8.0000%  | 0.0000% | $1930000.00        | $2067512.50        | Corporate Debt Securities                 |
| GFL ENVIRONMENTAL INC          SR GLBL REGS 29     | 2029-08-15      | 4.3750%  | 0.0000% | $372000.00         | $372343.01         | Corporate Debt Securities                 |
| ALTICE FRANCE S A              SR SEC GLBL 32      | 2032-07-15      | 6.8750%  | 0.0000% | $4826104.00        | $4736891.46        | Corporate Debt Securities                 |
| SCC PWR PLC                    2LIEN GLBL PIK28    | 2028-12-31      | 8.0000%  | 0.0000% | $10373.00          | $6430.43           | Corporate Debt Securities                 |
| VIRGIN MEDIA SECD FIN PLC      1LIEN GLBL 29       | 2029-05-15      | 5.5000%  | 0.0000% | $370000.00         | $369951.28         | Corporate Debt Securities                 |
| CSN RESOURCES SA               SR REGS NT 31       | 2031-06-10      | 4.6250%  | 0.0000% | $3329000.00        | $2639376.38        | Corporate Debt Securities                 |
| CSN RESOURCES SA               SR GLBL REGS 32     | 2032-04-08      | 5.8750%  | 0.0000% | $1237000.00        | $1025680.54        | Corporate Debt Securities                 |
| FS LUXEMBOURG SARL             SR REGS NT 31       | 2031-02-12      | 8.8750%  | 0.0000% | $1339000.00        | $1477260.68        | Corporate Debt Securities                 |
| MILLICOM INTL CELLULAR S A     SR GLBL REGS 29     | 2029-03-25      | 6.2500%  | 0.0000% | $487000.00         | $452597.95         | Corporate Debt Securities                 |
| OHI GROUP SA                   SR SEC REGS 29      | 2029-07-22      | 13.0000% | 0.0000% | $320000.00         | $307918.22         | Corporate Debt Securities                 |
| SIMPAR EUROPE                  SR GLBL REGS 31     | 2031-01-26      | 5.2000%  | 0.0000% | $1230000.00        | $1021610.67        | Corporate Debt Securities                 |
| VAMOS EUROPE                   SR REGS NT9.2%31    | 2031-01-26      | 9.2000%  | 0.0000% | $62000.00          | $61327.64          | Corporate Debt Securities                 |
| BRASKEM NETH FIN B V           SR GLBL REGS 28     | 2028-01-10      | 4.5000%  | 0.0000% | $7226000.00        | $3196276.58        | Corporate Debt Securities                 |
| YINSON BORONIA PRODTN B V      SR SEC GLBL 42      | 2042-07-31      | 8.9470%  | 0.0000% | $4916000.00        | $5567498.54        | Corporate Debt Securities                 |
| AES GENER S A                  JR SB GLBL 55       | 2055-06-10      | 8.1500%  | 0.0000% | $1086000.00        | $1167123.60        | Corporate Debt Securities                 |
| BANCO INTERNATIONAL DEL PERU   SUB REGS NT 34      | 2034-01-16      | 7.6250%  | 0.0000% | $3122000.00        | $3324197.20        | Corporate Debt Securities                 |
| BANCO MERCANTILE DEL NORTE SA  ALT TIER I PERP     | 2500-12-31      | 8.3750%  | 0.0000% | $800000.00         | $860027.78         | Corporate Debt Securities                 |
| BANCO MERCANTILE DEL NORTE SA  ALT TIER I PERP     | 2500-12-31      | 8.7500%  | 0.0000% | $789000.00         | $865441.39         | Corporate Debt Securities                 |
| CABLE ONDA S.A.                SR GLBL REGS 30     | 2030-01-30      | 4.5000%  | 0.0000% | $1050000.00        | $1002036.00        | Corporate Debt Securities                 |
| BANCO DO BRASIL S A            SR GLBL REGS 31     | 2031-03-18      | 6.0000%  | 0.0000% | $7285000.00        | $7653329.60        | Corporate Debt Securities                 |
| COLOMBIA TELECOMUNICACIONES    SR REGS NT 30       | 2030-07-17      | 4.9500%  | 0.0000% | $939000.00         | $876263.06         | Corporate Debt Securities                 |
| EMPRESA ELECTRICA ANGAMO SA    SR SEC GLBL 29      | 2029-05-25      | 4.8750%  | 0.0000% | $200000.00         | $55897.21          | Corporate Debt Securities                 |
| GRUPO AEROMEXICO SAB DE CV     SR SEC REGS NT29    | 2029-11-15      | 8.2500%  | 0.0000% | $857000.00         | $897439.69         | Corporate Debt Securities                 |
| HERITAGE PETE CO LTD           GLBL REGS NT9%29    | 2029-08-12      | 9.0000%  | 0.0000% | $1000000.00        | $1074130.00        | Corporate Debt Securities                 |
| NEUQUEN PROV ARGENTINA         GLBL AMZ REGS 30    | 2030-05-12      | 8.6250%  | 0.0000% | $337000.00         | $179250.04         | Corporate Debt Securities                 |
| PETROLEOS DEL PERU - PETROPERU SR GLBL REGS 32     | 2032-06-19      | 4.7500%  | 0.0000% | $4082000.00        | $3126443.49        | Corporate Debt Securities                 |
| PLUSPETROL S A                 SR REGS NT8.5%32    | 2032-05-30      | 8.5000%  | 0.0000% | $2613000.00        | $2722920.20        | Corporate Debt Securities                 |
| TELEFONICA MOVILES CHILE S A   SR REGS NT 31       | 2031-11-18      | 3.5370%  | 0.0000% | $3783000.00        | $2741063.44        | Corporate Debt Securities                 |
| TRANSPORTADORA DE GAS DEL SUR  REGS NT 8.5%31      | 2031-07-24      | 8.5000%  | 0.0000% | $300000.00         | $316289.00         | Corporate Debt Securities                 |
| VISTA OIL & GAS ARGENTINA SAU  GLBL AMZ REGS 35    | 2035-12-10      | 7.6250%  | 0.0000% | $50000.00          | $50969.51          | Corporate Debt Securities                 |
| YPF SOCIEDAD ANONIMA           FR 6.95%072127      | 2027-07-21      | 6.9500%  | 0.0000% | $32000.00          | $32394.80          | Corporate Debt Securities                 |
| YPF SOCIEDAD ANONIMA           SR GLBL REGS 34     | 2034-01-17      | 8.2500%  | 0.0000% | $8185000.00        | $8325529.63        | Corporate Debt Securities                 |
| ATP TOWER HLDGS LLC            SR SEC REGS NT30    | 2030-02-03      | 7.8750%  | 0.0000% | $1995000.00        | $2131914.36        | Corporate Debt Securities                 |
| BUILDERS FIRSTSOURCE INC       SR GLBL REGS 30     | 2030-03-01      | 5.0000%  | 0.0000% | $34000.00          | $34594.47          | Corporate Debt Securities                 |
| GLOBAL ATLANTIC FINANCE CO     SUB REGS DEB 56     | 2056-03-01      | 7.2500%  | 0.0000% | $900000.00         | $921527.00         | Corporate Debt Securities                 |
| GAP INC                        SR GLBL REGS 31     | 2031-10-01      | 3.8750%  | 0.0000% | $300000.00         | $281393.71         | Corporate Debt Securities                 |
| IRON MTN INC DEL               SR GLBL REGS 31     | 2031-02-15      | 4.5000%  | 0.0000% | $150000.00         | $146411.25         | Corporate Debt Securities                 |
| PLAYTIKA HLDG CORP             SR GLBL REGS 29     | 2029-03-15      | 4.2500%  | 0.0000% | $20000.00          | $17818.75          | Corporate Debt Securities                 |
| RIO OIL FIN TR                 SR SEC GLBL 27      | 2027-01-06      | 9.7500%  | 0.0000% | $2400000.00        | $312274.23         | Corporate Debt Securities                 |
| RIO OIL FIN TR                 SR SEC GLBL 28      | 2028-04-06      | 8.2000%  | 0.0000% | $3220000.00        | $1452208.78        | Corporate Debt Securities                 |
| SIRIUS XM RADIO INC            SR GLBL REGS 30     | 2030-07-01      | 4.1250%  | 0.0000% | $288000.00         | $273154.44         | Corporate Debt Securities                 |
| TENET HEALTHCARE CORP          1LIEN GLBL 32       | 2032-11-15      | 5.5000%  | 0.0000% | $638000.00         | $650945.02         | Corporate Debt Securities                 |
| VISTRA OPERATIONS CO LLC       SR GLBL REGS 29     | 2029-05-01      | 4.3750%  | 0.0000% | $1885000.00        | $1883861.41        | Corporate Debt Securities                 |
| KKR CLO 2020-30 LTD            SUB    20311017 FLT | 2031-10-17      | 0.0000%  | 0.0000% | $500000.00         | $150000.00         | Asset-Backed Securities                   |
| LOBEL AUT RECEIVABLES 2023-2   D      20300916 11. | 2030-09-16      | 11.0000% | 0.0000% | $7920000.00        | $8356861.92        | Asset-Backed Securities                   |
| MCF CLO LLC 2024-8R            E-R    20360418 FLT | 2036-04-18      | 11.6676% | 0.0000% | $2000000.00        | $2006542.02        | Asset-Backed Securities                   |
| MADISON PARK FUNDING 2024-58   E      20370427 FLT | 2037-04-27      | 10.3180% | 0.0000% | $5000000.00        | $4959432.24        | Asset-Backed Securities                   |
| MERCURY FINL CR CARD 2024-2    C      20290720 10. | 2029-07-20      | 10.4200% | 0.0000% | $18000000.00       | $18172358.01       | Asset-Backed Securities                   |
| ML MTG INVESTORS 2004-WMC4     B-1    20350425 FLT | 2035-04-25      | 6.7571%  | 0.0000% | $4881544.00        | $682801.90         | Asset-Backed Securities                   |
| MORGAN STANLEY ABS 2007-NC4    A-2A   20370525 FLT | 2037-05-25      | 3.8671%  | 0.0000% | $40864200.00       | $5789447.84        | Asset-Backed Securities                   |
| NATIONAL COLL ST LN TR 2007-4  A3-AR4 20380325 FLT | 2038-03-25      | 0.0100%  | 0.0000% | $2000000.00        | $1889458.27        | Asset-Backed Securities                   |
| NAVIENT REF LOAN TR 2025-B     B      20550915 5.4 | 2055-09-15      | 5.4400%  | 0.0000% | $664000.00         | $660398.24         | Asset-Backed Securities                   |
| NOMURA ASSET ALT LN 2006-S2    A-3    20360425 FLT | 2036-04-25      | 4.2871%  | 0.0000% | $170999.00         | $7442.22           | Asset-Backed Securities                   |
| OSAT TRUST 2021-RPL1           A-1    20650525 FLT | 2065-05-25      | 6.1156%  | 0.0000% | $11400000.00       | $6396444.92        | Asset-Backed Securities                   |
| OFSI BSL CLO LTD 2022-11RR     E-RR   20380331 FLT | 2038-03-31      | 11.8176% | 0.0000% | $3250000.00        | $3052567.94        | Asset-Backed Securities                   |
| OCTAGON LTD 2021-52R           E-R    20370723 FLT | 2037-07-23      | 11.0010% | 0.0000% | $3750000.00        | $3709046.58        | Asset-Backed Securities                   |
| OCTANE RECTRUST 2024-2         E      20320720 9.0 | 2032-07-20      | 9.0400%  | 0.0000% | $3500000.00        | $3759217.39        | Asset-Backed Securities                   |
| OPORTUN FUNDING TR 2024-3      D      20290815 9.6 | 2029-08-15      | 9.6000%  | 0.0000% | $10403000.00       | $10566389.52       | Asset-Backed Securities                   |
| PPM CLO 6-R 13.28549 20JAN37 144A F                | 2037-01-20      | 12.6276% | 0.0000% | $2000000.00        | $2008575.35        | Asset-Backed Securities                   |
| PAGAYA AI DEBT TRUST 2025-5    E      20330315 9.6 | 2033-03-15      | 9.6980%  | 0.0000% | $11000000.00       | $11178008.25       | Asset-Backed Securities                   |
| PALMER SQUARE CLO 2024-4 LTD   E      20380115 FLT | 2038-01-15      | 8.6722%  | 0.0000% | $3000000.00        | $2970874.24        | Asset-Backed Securities                   |
| PARK PLACE SECS 2004-WHQ1      M-7    20340925 FLT | 2034-09-25      | 6.5621%  | 0.0000% | $273558.00         | $61315.63          | Asset-Backed Securities                   |
| PREFER TERM SEC XXV 2007-25    C-1    20370622 FLT | 2037-06-22      | 4.8348%  | 0.0000% | $14801000.00       | $7690342.13        | Asset-Backed Securities                   |
| RASC SERIES TRUST 2006-EMX8    A-I-3  20360825 FLT | 2036-08-25      | 4.1271%  | 0.0000% | $700000.00         | $47265.88          | Asset-Backed Securities                   |
| RCKT MORTGAGE TRUST 2024-CES5  B-1    20440725 FLT | 2044-07-25      | 7.6820%  | 0.0000% | $13400000.00       | $13604460.93       | Asset-Backed Securities                   |
| RCKTL 2025-1                   E      20340725 7.1 | 2034-07-25      | 7.1200%  | 0.0000% | $1000000.00        | $1010421.89        | Asset-Backed Securities                   |
| ALBERTSONS COS INC / SAFEWAY I SR GLBL 144A 27     | 2027-01-15      | 4.6250%  | 0.0000% | $1867000.00        | $1869832.39        | Corporate Debt Securities                 |
| ALLIANT HLDGS INTER LLC / ALL  SR SEC 144A NT28    | 2028-04-15      | 6.7500%  | 0.0000% | $31000.00          | $32148.16          | Corporate Debt Securities                 |
| ALLY FINL INC                  ALT TIER I PERP     | 2500-12-31      | 4.7000%  | 0.0000% | $6821000.00        | $6626544.66        | Corporate Debt Securities                 |
| ALLY FINL INC                  JR SB GLBL NT 40    | 2040-01-17      | 6.6460%  | 0.0000% | $1211000.00        | $1215843.93        | Corporate Debt Securities                 |
| ALTICE FRANCE S A              SR SEC GLBL 30      | 2030-10-15      | 6.8750%  | 0.0000% | $99958.00          | $100586.31         | Corporate Debt Securities                 |
| ALTICE FINANCING S.A.          SR SEC GLBL 29      | 2029-08-15      | 5.7500%  | 0.0000% | $9890000.00        | $7386189.91        | Corporate Debt Securities                 |
| AMBAC ASSURANCE CORP           PERP SUB 144A NT    | 2500-12-31      | 5.1000%  | 0.0000% | $16556864.00       | $16001733.78       | Corporate Debt Securities                 |
| AMERICAN AIRLINES              1LIEN GLBL 29       | 2029-05-15      | 8.5000%  | 0.0000% | $800000.00         | $848790.67         | Corporate Debt Securities                 |
| AMERICAN AXLE & MFG INC        SR GLBL 144A 33     | 2033-10-15      | 7.7500%  | 0.0000% | $1000000.00        | $1055117.50        | Corporate Debt Securities                 |
| AMERICAN BLDRS & CONTRACTORS   SR 144A NT 29       | 2029-11-15      | 3.8750%  | 0.0000% | $3817000.00        | $3715288.08        | Corporate Debt Securities                 |
| AMKOR TECHNOLOGY INC           SR GLBL 144A 33     | 2033-10-01      | 5.8750%  | 0.0000% | $21120000.00       | $21986318.93       | Corporate Debt Securities                 |
| AMNEAL PHARMACEUTICALS INC     1LIEN GLBL 32       | 2032-08-01      | 6.8750%  | 0.0000% | $90000.00          | $97692.66          | Corporate Debt Securities                 |
| AMWINS GROUP INC               SR 144A NT 29       | 2029-06-30      | 4.8750%  | 0.0000% | $180000.00         | $178049.25         | Corporate Debt Securities                 |
| AMWINS GROUP INC               SR SEC 144A NT29    | 2029-02-15      | 6.3750%  | 0.0000% | $72000.00          | $75977.19          | Corporate Debt Securities                 |
| ANTERO MIDSTREAM PARTNERS LP/A SR GLBL 144A 34     | 2034-07-01      | 5.7500%  | 0.0000% | $4951000.00        | $5015856.72        | Corporate Debt Securities                 |
| AQUILA RE I LTD 2023-1         EXT-A-1 144A 31     | 2031-06-07      | 8.9500%  | 0.0000% | $5750000.00        | $5931700.00        | Corporate Debt Securities                 |
| ARAGONITE RE LTD               EXTND-A 144A 31     | 2031-04-07      | 8.9968%  | 0.0000% | $1395000.00        | $1436013.00        | Corporate Debt Securities                 |
| ARDAGH GROUP S A / ARDAG       2LIEN PIK 144A30    | 2030-12-01      | 12.0000% | 0.0000% | $11499000.00       | $11169362.00       | Corporate Debt Securities                 |
| ARMOR RE LTD                   -A-20242 144A 28    | 2028-01-07      | 12.0600% | 0.0000% | $6500000.00        | $6890000.00        | Corporate Debt Securities                 |
| ASCENT RES UTICA HLDGS LLC / A 144A NT 9%27        | 2027-11-01      | 9.0000%  | 0.0000% | $21637000.00       | $27342244.16       | Corporate Debt Securities                 |
| ASCENT RES UTICA HLDGS LLC / A SR 144A NT 32       | 2032-10-15      | 6.6250%  | 0.0000% | $1555000.00        | $1643344.09        | Corporate Debt Securities                 |
| ASHTON WOODS USA LLC / ASHTON  SR 144A NT 30       | 2030-04-01      | 4.6250%  | 0.0000% | $673000.00         | $647768.01         | Corporate Debt Securities                 |
| ATLAS CAP DAC                  -A-20241 144A 27    | 2027-06-08      | 15.9589% | 0.0000% | $5000000.00        | $5642490.65        | Corporate Debt Securities                 |
| AVIS BUDGET CAR RENT LLC /AVIS SR GLBL 144A 27     | 2027-07-15      | 5.7500%  | 0.0000% | $11400000.00       | $11424462.50       | Corporate Debt Securities                 |
| AVIS BUDGET CAR RENT LLC /AVIS SR GLBL 144A 28     | 2028-04-01      | 4.7500%  | 0.0000% | $635000.00         | $631870.33         | Corporate Debt Securities                 |
| AVIS BUDGET CAR RENT LLC /AVIS SR GLBL 144A 31     | 2031-02-15      | 8.0000%  | 0.0000% | $172000.00         | $178994.67         | Corporate Debt Securities                 |
| AXON ENTERPRISE INC            SR GLBL 144A 30     | 2030-03-15      | 6.1250%  | 0.0000% | $5000000.00        | $5272493.75        | Corporate Debt Securities                 |
| AZORRA FIN LTD                 SR GLBL 144A 31     | 2031-01-15      | 7.2500%  | 0.0000% | $564000.00         | $592087.67         | Corporate Debt Securities                 |
| BKV UPSTREAM MIDSTREAM         SR GLBL 144A 30     | 2030-10-15      | 7.5000%  | 0.0000% | $3069000.00        | $3195238.20        | Corporate Debt Securities                 |
| BANCO DE CREDITO E INVERSIONES FR 8.75%            | 2500-12-31      | 8.7500%  | 0.0000% | $2591000.00        | $2900897.99        | Corporate Debt Securities                 |
| BANCO BRADESCO SA GRAND CAYMAN FR 5.375%012031     | 2031-01-20      | 5.3750%  | 0.0000% | $4007000.00        | $4019794.57        | Corporate Debt Securities                 |
| BANCO DE BOGOTA SA             SR GLBL 144A 27     | 2027-08-03      | 4.3750%  | 0.0000% | $475000.00         | $483350.70         | Corporate Debt Securities                 |
| BANCO GNB SUDAMERIS S A        LW TIER II 31       | 2031-04-16      | 7.5000%  | 0.0000% | $150000.00         | $152266.00         | Corporate Debt Securities                 |
| BANCO BTG PACTUAL SA CAYMAN IS FR 6.25%040829      | 2029-04-08      | 6.2500%  | 0.0000% | $500000.00         | $526647.22         | Corporate Debt Securities                 |
| BANCO DE CREDITO DEL PERU      FR 6.45%073035      | 2035-07-30      | 6.4500%  | 0.0000% | $1220000.00        | $1272460.00        | Corporate Debt Securities                 |
| BANCO MERCANTIL DEL NORTE S A  ALT TIER I PERP     | 2500-12-31      | 5.8750%  | 0.0000% | $2600000.00        | $2588453.83        | Corporate Debt Securities                 |
| BAUSCH HEALTH COS INC          SR GLBL 144A 29     | 2029-05-30      | 7.2500%  | 0.0000% | $6523000.00        | $5248623.23        | Corporate Debt Securities                 |
| BAUSCH HEALTH COS INC          SR GLBL 144A 28     | 2028-01-30      | 5.0000%  | 0.0000% | $4703000.00        | $4053421.64        | Corporate Debt Securities                 |
| BAUSCH HEALTH COS INC          SR GLBL 144A 30     | 2030-01-30      | 5.2500%  | 0.0000% | $735000.00         | $523687.50         | Corporate Debt Securities                 |
| BAUSCH HEALTH COS INC          SR GLBL 144A 29     | 2029-02-15      | 5.0000%  | 0.0000% | $2440000.00        | $1910316.67        | Corporate Debt Securities                 |
| BAYOU RE LTD                   -A-20241 144A 27    | 2027-04-30      | 11.8920% | 0.0000% | $4200000.00        | $4424280.00        | Corporate Debt Securities                 |
| BLACKROCK TCP CAPITAL CORP     SR GLBL NT 29       | 2029-05-30      | 6.9500%  | 0.0000% | $63000.00          | $63033.60          | Corporate Debt Securities                 |
| BLUEBONNET RE LTD              -B-20251 144A 28    | 2028-06-07      | 12.0200% | 0.0000% | $4500000.00        | $4747500.00        | Corporate Debt Securities                 |
| CIVITAS RESOURCES INC          SR GLBL 144A 26     | 2026-10-15      | 5.0000%  | 0.0000% | $3000000.00        | $3040000.00        | Corporate Debt Securities                 |
| BONANZA RE LTD                 -C-20241 144A 27    | 2027-12-19      | 9.0300%  | 0.0000% | $13450000.00       | $13698825.00       | Corporate Debt Securities                 |
| BRANDYWINE OPER PARTNERSHIP L  SR GLBL NT 31       | 2031-01-15      | 6.1250%  | 0.0000% | $2139000.00        | $2081443.97        | Corporate Debt Securities                 |
| BRISTOW GROUP INC              1LIEN GLBL 28       | 2028-03-01      | 6.8750%  | 0.0000% | $50000.00          | $51478.74          | Corporate Debt Securities                 |
| BROOKFIELD RESIDENTIAL PPTYS   SR GLBL 144A 29     | 2029-06-15      | 5.0000%  | 0.0000% | $6213000.00        | $6058109.91        | Corporate Debt Securities                 |
| BURFORD CAPITAL GLOBAL FIN LLC SR GLBL 144A 30     | 2030-04-15      | 6.8750%  | 0.0000% | $3298000.00        | $3291048.09        | Corporate Debt Securities                 |

### Security 663: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** WELLS FARGO SECURITIES LLC 4.220000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1E2FJ5, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: ARP1E2FJ5
- **C.18 - Value (incl. sponsor support):** $499859290.00
- **C.18.a - Value (excl. sponsor support):** $499859290.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-05-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                          |
|:---|:---|:---|:---|:---|:---|:---|
| JPMDB COML MTG SEC TR 2016-C2  B      20490617 3.9 | 2049-06-17      | 3.9901%  | 0.0000% | $4500000.00        | $4068154.11        | Private Label Collateralized Mortgage Obligations |
| J.P. MORGAN MTG TR 2022-INV3   B-6    20520925 FLT | 2052-09-25      | 3.0549%  | 0.0000% | $2659000.00        | $1300714.54        | Private Label Collateralized Mortgage Obligations |
| JPMBB COML MTG SEC TR 2015-C29 C      20480515 FLT | 2048-05-15      | 4.2837%  | 0.0000% | $10207000.00       | $9783009.18        | Private Label Collateralized Mortgage Obligations |
| JP MORGAN CHASE CMBS 2018-WPT  E-FL   20330708 FLT | 2033-07-08      | 6.5270%  | 0.0000% | $3000000.00        | $1153567.42        | Private Label Collateralized Mortgage Obligations |
| JP MORGAN CHASE CMBS 2018-PHH  D      20350615 FLT | 2035-06-15      | 5.7370%  | 0.0000% | $10000000.00       | $3068298.33        | Private Label Collateralized Mortgage Obligations |
| JP MRGN CHASE COM 2020-MKST    F      20361215 FLT | 2036-12-15      | 7.1445%  | 0.0000% | $8181000.00        | $66969.26          | Private Label Collateralized Mortgage Obligations |
| JP MORGAN MTG TR 2021-INV2     B-5    20511225 FLT | 2051-12-25      | 3.0223%  | 0.0000% | $630000.00         | $385559.90         | Private Label Collateralized Mortgage Obligations |
| JP MRGN CHASE COM TR 2021-NYAH E      20380615 FLT | 2038-06-15      | 5.8855%  | 0.0000% | $1000000.00        | $859758.08         | Private Label Collateralized Mortgage Obligations |
| JP MRGN CHASE COM TR 2021-NYAH H      20380615 FLT | 2038-06-15      | 7.4355%  | 0.0000% | $3880000.00        | $2495592.40        | Private Label Collateralized Mortgage Obligations |
| JP MORGAN MORTG TR 2022-4      B-6    20521025 FLT | 2052-10-25      | 2.0035%  | 0.0000% | $1753173.00        | $280951.89         | Private Label Collateralized Mortgage Obligations |
| LSTAR COML MTG TR 2017-5       D      20500311 FLT | 2050-03-11      | 4.6874%  | 0.0000% | $5141000.00        | $4299916.82        | Private Label Collateralized Mortgage Obligations |
| MKT MORTGAGE TRUST 2020-525M   E      20400212 FLT | 2040-02-12      | 2.9406%  | 0.0000% | $2080000.00        | $1617178.82        | Private Label Collateralized Mortgage Obligations |
| MOFT MTG TR 2020-B6            A      20400810 FLT | 2040-08-10      | 3.2828%  | 0.0000% | $1500000.00        | $1241829.69        | Private Label Collateralized Mortgage Obligations |
| MOFT TRUST 2020-ABC            C      20420212 FLT | 2042-02-12      | 3.4767%  | 0.0000% | $6315000.00        | $4753708.92        | Private Label Collateralized Mortgage Obligations |
| MRCD 2019-PARK MORTGAGE TRUST  F      20361215 2.7 | 2036-12-15      | 2.7175%  | 0.0000% | $4608000.00        | $3120487.43        | Private Label Collateralized Mortgage Obligations |
| MSBAM COMM MTG 2012-CKSV       A-2    20301018 3.2 | 2030-10-18      | 3.2770%  | 0.0000% | $15440000.00       | $11978828.05       | Private Label Collateralized Mortgage Obligations |
| MORGAN STANLEY CAP I 2013-ALTM D      20350207 FLT | 2035-02-07      | 3.7048%  | 0.0000% | $4500000.00        | $3838339.72        | Private Label Collateralized Mortgage Obligations |
| MORGAN STAN CAP I TR 2019-PLND G      20360515 FLT | 2036-05-15      | 7.4455%  | 0.0000% | $5000000.00        | $103261.41         | Private Label Collateralized Mortgage Obligations |
| MS BOFA ML TRUST 2013-C11      C      20460817 FLT | 2046-08-17      | 4.1663%  | 0.0000% | $215000.00         | $12782.14          | Private Label Collateralized Mortgage Obligations |
| MORGAN STANLEY CAP I 2014-150E D      20320913 FLT | 2032-09-13      | 4.2950%  | 0.0000% | $2000000.00        | $1595775.77        | Private Label Collateralized Mortgage Obligations |
| OBX TRUST 2024-NQM4            B-3    20640125 FLT | 2064-01-25      | 7.8567%  | 0.0000% | $1090000.00        | $804495.25         | Private Label Collateralized Mortgage Obligations |
| OBX TR 2024-NQM13              B-1A   20640625 FLT | 2064-06-25      | 6.6350%  | 0.0000% | $11936000.00       | $11350179.46       | Private Label Collateralized Mortgage Obligations |
| NYC COML MTG TR 2026-7W34      A      20410207 FLT | 2041-02-07      | 5.0378%  | 0.0000% | $14960000.00       | $15116305.49       | Private Label Collateralized Mortgage Obligations |
| OBX TRUST 2025-NQM11           B-1    20650525 FLT | 2065-05-25      | 7.1930%  | 0.0000% | $18852000.00       | $18218146.01       | Private Label Collateralized Mortgage Obligations |
| PMT LOAN TRUST 2025-INV10      B-6    20561025 FLT | 2056-10-25      | 6.7782%  | 0.0000% | $2130453.00        | $1141823.20        | Private Label Collateralized Mortgage Obligations |
| RFR TRUST 2025-SGRM            E      20410313 7.5 | 2041-03-13      | 7.2670%  | 0.0000% | $3598000.00        | $3731025.16        | Private Label Collateralized Mortgage Obligations |
| REDWOOD FDG TRUST 2025-3       A      20561228 FLT | 2056-12-28      | 6.2310%  | 0.0000% | $58000000.00       | $54284908.84       | Private Label Collateralized Mortgage Obligations |
| SWCH COMM MTG TR  2025-DATA    E      20420218 FLT | 2042-02-18      | 7.0204%  | 0.0000% | $500000.00         | $498964.59         | Private Label Collateralized Mortgage Obligations |
| SEQUOIA MTG TR 2026-1NV1       A-2    20560125 FLT | 2056-01-25      | 4.5000%  | 0.0000% | $24428000.00       | $23860049.00       | Private Label Collateralized Mortgage Obligations |
| SEQUOIA MTG TR 2025-13         B-6    20560125 FLT | 2056-01-25      | 5.8352%  | 0.0000% | $1696917.00        | $951772.69         | Private Label Collateralized Mortgage Obligations |
| SEQUOIA MTG TR 2026-1          B-1    20560225 FLT | 2056-02-25      | 5.7497%  | 0.0000% | $11392000.00       | $11338408.52       | Private Label Collateralized Mortgage Obligations |
| SEQUOIA MTG TR 2026-1          B-2    20560225 FLT | 2056-02-25      | 5.7497%  | 0.0000% | $7707000.00        | $7405515.20        | Private Label Collateralized Mortgage Obligations |
| SOHO TRUST 2021-SOHO           A      20380812 FLT | 2038-08-12      | 2.6966%  | 0.0000% | $1270000.00        | $1060002.01        | Private Label Collateralized Mortgage Obligations |
| SYCA COMMERCIALTR 2025-WAG     D      20421113 FLT | 2042-11-13      | 7.0333%  | 0.0000% | $5000000.00        | $5122763.37        | Private Label Collateralized Mortgage Obligations |
| SYCA COMMERCIALTR 2025-WAG     G      20421113 FLT | 2042-11-13      | 10.7954% | 0.0000% | $6300000.00        | $6110529.30        | Private Label Collateralized Mortgage Obligations |
| VERUS SECURITIZATION TR 2024-1 B-2    20690125 FLT | 2069-01-25      | 8.2657%  | 0.0000% | $10505000.00       | $10710156.76       | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COML TR 2015-C27   D      20480218 3.7 | 2048-02-18      | 3.7680%  | 0.0000% | $14008000.00       | $7452891.02        | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COML TR 2015-LC20  D      20500415 FLT | 2050-04-15      | 4.7392%  | 0.0000% | $2203000.00        | $2128819.81        | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COML TR 2015-NXS2  C      20580717 FLT | 2058-07-17      | 3.8870%  | 0.0000% | $2021000.00        | $1884599.03        | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COML TR 2016-NXS6  D      20491118 3.0 | 2049-11-18      | 3.0590%  | 0.0000% | $5597102.00        | $4832219.92        | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO CO MTG TR 2017-C40 G      20501017 FLT | 2050-10-17      | 4.2937%  | 0.0000% | $4001000.00        | $1203163.91        | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO MTG TR 2017-SMP    D      20341215 FLT | 2034-12-15      | 5.5010%  | 0.0000% | $390000.00         | $162698.05         | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COML MTG 2025-5C3  F      20580117 FLT | 2058-01-17      | 4.2500%  | 0.0000% | $2000000.00        | $1520855.22        | Private Label Collateralized Mortgage Obligations |
| WORLDWIDE PLAZA TR 2017-WWP    A      20361112 3.5 | 2036-11-12      | 3.5263%  | 0.0000% | $7190000.00        | $5882064.45        | Private Label Collateralized Mortgage Obligations |
| AGL CLO 24 LTD 2023-24R        E-R    20380331 FLT | 2038-03-31      | 10.5110% | 0.0000% | $3350000.00        | $3328204.26        | Asset-Backed Securities                           |
| AMSR TRUST 2022-SFR1           G      20390317 5.0 | 2039-03-17      | 5.0000%  | 0.0000% | $1246000.00        | $1232946.63        | Asset-Backed Securities                           |
| ACRES LTD 2021-FL1             C      20361020 FLT | 2036-10-20      | 5.9419%  | 0.0000% | $2500000.00        | $2501966.81        | Asset-Backed Securities                           |
| AFFIRM ASSET SEC TR 2024-A     C      20290215 6.1 | 2029-02-15      | 6.1600%  | 0.0000% | $500000.00         | $501690.83         | Asset-Backed Securities                           |
| AFFIRM ASSET SEC 2024-A        A      20290215 5.6 | 2029-02-15      | 5.6100%  | 0.0000% | $200000.00         | $200581.70         | Asset-Backed Securities                           |
| AFFIRM ASSET SEC TR 2023-X1    D      20281115 9.5 | 2028-11-15      | 9.5500%  | 0.0000% | $2000000.00        | $1434603.15        | Asset-Backed Securities                           |
| APEX CREDIT CLO LTD  2019-RR   E-RR   20370720 FLT | 2037-07-20      | 11.7976% | 0.0000% | $5000000.00        | $4765685.60        | Asset-Backed Securities                           |
| AREIT 2022-CRE6 LTD 2022-CRE6  D      20370121 FLT | 2037-01-21      | 6.5520%  | 0.0000% | $1500000.00        | $1503135.42        | Asset-Backed Securities                           |
| ARES CLO LTD 2019-51           SUB    20340417 FLT | 2034-04-17      | 0.0000%  | 0.0000% | $2760000.00        | $1088875.20        | Asset-Backed Securities                           |
| BALLYROCK CLO 2021-17 LTD      SUB    20341020 FLT | 2034-10-20      | 0.0000%  | 0.0000% | $7697500.00        | $3637415.14        | Asset-Backed Securities                           |
| BARINGS CLO LTD 2019-IV        SUB NT 20330118 FLT | 2033-01-18      | 0.0000%  | 0.0000% | $3700000.00        | $2168322.10        | Asset-Backed Securities                           |
| BARINGS CLO LTD 2021-1         SUB    20340425 FLT | 2034-04-25      | 0.0000%  | 0.0000% | $2000000.00        | $660000.00         | Asset-Backed Securities                           |
| BLUEMOUNTAIN CLO 2015-4        SUB NT 20270120 FLT | 2027-01-20      | 0.0000%  | 0.0000% | $2500000.00        | $230750.00         | Asset-Backed Securities                           |
| BLUEMNT CLO LTD 2021-33        SUB    20341120 FLT | 2034-11-20      | 0.0000%  | 0.0000% | $5400569.00        | $2106221.91        | Asset-Backed Securities                           |
| CPS AUTO RECEIVABLES TR 2025-C E      20330215 6.5 | 2033-02-15      | 6.5900%  | 0.0000% | $5410000.00        | $5408522.17        | Asset-Backed Securities                           |
| CARLYLE US CLO 2017-2 LTD      SUB NT 20310721 FLT | 2031-07-21      | 0.0000%  | 0.0000% | $2250000.00        | $337500.00         | Asset-Backed Securities                           |
| CARVANA AUTO RECIEV TR 2024-N3 E      20320412 7.6 | 2032-04-12      | 7.6600%  | 0.0000% | $4300000.00        | $4336621.19        | Asset-Backed Securities                           |
| CLICKLEASE EQP REC LLC 2024-1  C      20300215 8.4 | 2030-02-15      | 8.4000%  | 0.0000% | $19000000.00       | $12429202.84       | Asset-Backed Securities                           |
| COMMERCIAL EQUI FIN LLC 2024-1 C      20310415 7.3 | 2031-04-15      | 7.3600%  | 0.0000% | $150000.00         | $153910.60         | Asset-Backed Securities                           |
| CROWN POINT CLO 2021-11        SUB    20340117 FLT | 2034-01-17      | 0.0000%  | 0.0000% | $5000000.00        | $2681965.00        | Asset-Backed Securities                           |
| ELMWOOD CLO LTD 2021-8         SUB    20340120 FLT | 2034-01-20      | 0.0000%  | 0.0000% | $1764706.00        | $494117.68         | Asset-Backed Securities                           |
| EXETER AUTO REC TR 2024-4      E      20320217 7.6 | 2032-02-17      | 7.6500%  | 0.0000% | $9848000.00        | $10329237.29       | Asset-Backed Securities                           |
| EXETER AUTO REC TR 2026-1      E      20330815 6.6 | 2033-08-15      | 6.6900%  | 0.0000% | $1600000.00        | $1602793.07        | Asset-Backed Securities                           |
| FLAGSHIP CR AUT TR 2021-4      E      20290315 4.0 | 2029-03-15      | 4.0300%  | 0.0000% | $1000000.00        | $828331.17         | Asset-Backed Securities                           |
| GLS AUTO SELECT REC TR 2023-1  B      20290315 6.0 | 2029-03-15      | 6.0900%  | 0.0000% | $1000000.00        | $1022922.50        | Asset-Backed Securities                           |
| GENERATE CLO LTD 2022-10       SUB    20350723 FLT | 2035-07-23      | 0.0000%  | 0.0000% | $4000000.00        | $2816736.00        | Asset-Backed Securities                           |
| GOODLEAP HOME IMPROV SL 2025-1 A      20490220 5.3 | 2049-02-20      | 5.3800%  | 0.0000% | $2348000.00        | $1659315.68        | Asset-Backed Securities                           |
| HINNT LLC 2024-A               E      20430316 8.0 | 2043-03-16      | 8.0000%  | 0.0000% | $750000.00         | $331843.26         | Asset-Backed Securities                           |
| HOME RE 2026-1 LTD             M-2    20360125 FLT | 2036-01-25      | 6.9030%  | 0.0000% | $900000.00         | $902992.28         | Asset-Backed Securities                           |
| HOME PART AMERICA TR 2021-2    G      20381217 4.5 | 2038-12-17      | 4.5050%  | 0.0000% | $1164569.00        | $1102683.95        | Asset-Backed Securities                           |
| KKR CLO LTD 2021-34            E      20340717 FLT | 2034-07-17      | 10.7838% | 0.0000% | $1400000.00        | $1368462.55        | Asset-Backed Securities                           |
| MADISON PARK FDG LTD 2024-60R  E-R    20371026 FLT | 2037-10-26      | 10.1680% | 0.0000% | $1500000.00        | $1450604.67        | Asset-Backed Securities                           |
| MADISON PARK FUNDING 2019-32   SUB    20310122 FLT | 2031-01-22      | 0.0000%  | 0.0000% | $5361301.00        | $1769229.33        | Asset-Backed Securities                           |
| MARBLE POINT CLO  LTD 2022-25  SUB    20341020 FLT | 2034-10-20      | 0.0000%  | 0.0000% | $8000000.00        | $5025176.00        | Asset-Backed Securities                           |
| MARBLE PT CLO XII INCOME NT LTD                    | 2031-07-16      | 0.0000%  | 0.0000% | $6150000.00        | $953090.10         | Asset-Backed Securities                           |
| MARBLE POINT CLO XV LTD        INC    20490606 FLT | 2049-06-06      | 0.0000%  | 0.0000% | $6750000.00        | $1544022.00        | Asset-Backed Securities                           |
| MISSION LN CR CD MT TR 2025-A  E      20300515 0.0 | 2030-05-15      | 12.2500% | 0.0000% | $2500000.00        | $2483430.42        | Asset-Backed Securities                           |
| NEUBERGER BR LN A CL 2020-24R2 E-R2   20381019 FLT | 2038-10-19      | 10.6697% | 0.0000% | $660000.00         | $665948.73         | Asset-Backed Securities                           |
| NEW RESI MTG TR 2020-RPL1      B-3    20591125 FLT | 2059-11-25      | 3.8304%  | 0.0000% | $2199350.00        | $1755896.32        | Asset-Backed Securities                           |
| NIAGARA PK CLO LTD 2019-1RR    E-RR   20380119 FLT | 2038-01-19      | 9.7676%  | 0.0000% | $600000.00         | $588817.94         | Asset-Backed Securities                           |
| OAKTREE CLO LTD 2019-4         SUB    20321020 FLT | 2032-10-20      | 0.0000%  | 0.0000% | $5000000.00        | $2891435.00        | Asset-Backed Securities                           |
| OCEAN TRAILS CLO 2020-10R      E-R    20341016 FLT | 2034-10-16      | 11.5038% | 0.0000% | $1000000.00        | $1007103.25        | Asset-Backed Securities                           |
| OCTAGON 2021-57 LTD            SUB    20341016 FLT | 2034-10-16      | 0.0000%  | 0.0000% | $5000000.00        | $2016370.00        | Asset-Backed Securities                           |
| PRPM LLC 2024-RCF2             M-2    20540325 FLT | 2054-03-25      | 3.7500%  | 0.0000% | $4316000.00        | $4098641.20        | Asset-Backed Securities                           |
| PAGAYA AI DEBT G 5.617 15APR32 144A                | 2032-04-15      | 5.6170%  | 0.0000% | $780000.00         | $513049.03         | Asset-Backed Securities                           |
| PROGRESS RES TR 2021-SFR8      E-1    20381019 2.3 | 2038-10-19      | 2.3820%  | 0.0000% | $175000.00         | $172251.25         | Asset-Backed Securities                           |
| PROGRESS RES TR 2021-SFR10     F      20401219 4.6 | 2040-12-19      | 4.6080%  | 0.0000% | $19035000.00       | $15519131.61       | Asset-Backed Securities                           |
| PROGRESS RESI TRUST 2026-SFR1  E      20430209 4.1 | 2043-02-09      | 4.1000%  | 0.0000% | $5000000.00        | $4643440.56        | Asset-Backed Securities                           |
| PROGRESS RES TRUST 2025-SFR5   E      20421017 4.8 | 2042-10-17      | 4.8500%  | 0.0000% | $4000000.00        | $3880759.78        | Asset-Backed Securities                           |
| ROCKFORD TOWER LTD 2019-2      E      20320820 FLT | 2032-08-20      | 10.2006% | 0.0000% | $3000000.00        | $2966783.37        | Asset-Backed Securities                           |
| SCULPTOR CLO LTD 2021-29R      E-R    20380722 FLT | 2038-07-22      | 10.6992% | 0.0000% | $1250000.00        | $1237122.00        | Asset-Backed Securities                           |
| SIERRA TIMSHR REC FDG 2022-2   D      20400620 9.2 | 2040-06-20      | 9.2200%  | 0.0000% | $1000000.00        | $168365.88         | 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                           |
| VENTURE XIX CLO LTD 2015-19    SUBFEE 20270115 FLT | 2027-01-15      | 0.1000%  | 0.0000% | $364227.00         | $1611.35           | Asset-Backed Securities                           |
| VERUS SECURITIZATION TR 2024-9 B-2    20691125 FLT | 2069-11-25      | 7.3522%  | 0.0000% | $6776726.00        | $6852297.48        | Asset-Backed Securities                           |
| VERUS SECURITIZATION TR 2025-1 B-2    20700125 FLT | 2070-01-25      | 7.3590%  | 0.0000% | $6526000.00        | $6613514.37        | Asset-Backed Securities                           |
| WHETSTNE PRK CLO LTD 2021-1    E      20350122 FLT | 2035-01-22      | 10.0792% | 0.0000% | $1000000.00        | $979359.79         | Asset-Backed Securities                           |
| WINGSTOP FUNDING LLC 2024-1    A-2    20541205 5.8 | 2054-12-05      | 5.8580%  | 0.0000% | $4120000.00        | $4268644.33        | Asset-Backed Securities                           |
| CARLYLE US CLO 2017-2 LTD      SUB NT 20310721 FLT | 2031-07-21      | 0.0000%  | 0.0000% | $2500000.00        | $456495.00         | Asset-Backed Securities                           |
| ALEN MORTGAGE TR 2021-ACEN     B      20340417 FLT | 2034-04-17      | 5.4455%  | 0.0000% | $5375000.00        | $4957194.53        | Private Label Collateralized Mortgage Obligations |
| ARBOR RLTY COM NT 2021-FL4     C      20361117 FLT | 2036-11-17      | 6.0947%  | 0.0000% | $7750000.00        | $7768673.21        | Private Label Collateralized Mortgage Obligations |
| BFLD TRUST 2020-EYP            B      20351015 FLT | 2035-10-15      | 5.4955%  | 0.0000% | $6800000.00        | $695297.16         | Private Label Collateralized Mortgage Obligations |
| BFLD TRUST 2020-EYP            C      20351015 FLT | 2035-10-15      | 5.8955%  | 0.0000% | $4000000.00        | $169665.00         | Private Label Collateralized Mortgage Obligations |
| BFLD TRUST 2020-EYP            F      20351015 FLT | 2035-10-15      | 7.9955%  | 0.0000% | $1000000.00        | $7931.25           | Private Label Collateralized Mortgage Obligations |
| BBCMS TRUST 2021-AGW           E      20360616 FLT | 2036-06-16      | 6.9445%  | 0.0000% | $7372000.00        | $6913542.32        | Private Label Collateralized Mortgage Obligations |
| BAHA TR 2024-MAR               B      20411212 FLT | 2041-12-12      | 7.0694%  | 0.0000% | $3000000.00        | $3160685.42        | Private Label Collateralized Mortgage Obligations |
| BWAY MTG TR 2013-1515          B      20330310 3.4 | 2033-03-10      | 3.4729%  | 0.0000% | $7860000.00        | $7410342.09        | Private Label Collateralized Mortgage Obligations |
| BX TRUST 2021-LBA              G-JV   20360215 FLT | 2036-02-15      | 6.7955%  | 0.0000% | $799425.00         | $801688.37         | Private Label Collateralized Mortgage Obligations |
| BX TR 2022-AHP                 D      20390118 FLT | 2039-01-18      | 6.1202%  | 0.0000% | $14442000.00       | $14478828.24       | Private Label Collateralized Mortgage Obligations |
| BAMLL COMM  MORT 2025-1105W    B      20401217 0.0 | 2040-12-17      | 6.2810%  | 0.0000% | $5000000.00        | $5010915.42        | Private Label Collateralized Mortgage Obligations |
| BAMLL COMM  MORT 2025-1105W    D      20401217 0.0 | 2040-12-17      | 7.7810%  | 0.0000% | $2800000.00        | $2796237.04        | Private Label Collateralized Mortgage Obligations |
| BANK 2019-BNK16                H      20520216 FLT | 2052-02-16      | 3.6712%  | 0.0000% | $1158000.00        | $251040.89         | Private Label Collateralized Mortgage Obligations |
| BX TRUST 2017-CQHP             A      20341115 FLT | 2034-11-15      | 4.5780%  | 0.0000% | $7750000.00        | $5187327.06        | Private Label Collateralized Mortgage Obligations |
| BX TRUST 2017-CQHP             C      20341115 FLT | 2034-11-15      | 4.9780%  | 0.0000% | $5750000.00        | $4956926.46        | Private Label Collateralized Mortgage Obligations |
| CF MTG  2019-CF1 TR            65A    20520517 4.4 | 2052-05-17      | 4.4114%  | 0.0000% | $3600000.00        | $1852436.26        | Private Label Collateralized Mortgage Obligations |
| CF MTG  2019-CF1 TR            65C    20520517 4.1 | 2052-05-17      | 4.1226%  | 0.0000% | $240000.00         | $32455.92          | Private Label Collateralized Mortgage Obligations |
| CIM TRUST 2020-R5              B3     20591225 FLT | 2059-12-25      | 4.5155%  | 0.0000% | $1122650.00        | $669791.88         | Private Label Collateralized Mortgage Obligations |
| CIP COMMERCIAL MORTGAGE 2025-S E      20371015 FLT | 2037-10-15      | 7.4302%  | 0.0000% | $8500000.00        | $8547565.26        | Private Label Collateralized Mortgage Obligations |
| CSMC TRUST 2017-PFHP           E      20301216 FLT | 2030-12-16      | 7.2200%  | 0.0000% | $8469000.00        | $7542672.07        | Private Label Collateralized Mortgage Obligations |
| CSMC TRUST 2017-PFHP           G      20301216 FLT | 2030-12-16      | 9.8780%  | 0.0000% | $7305000.00        | $3993854.13        | Private Label Collateralized Mortgage Obligations |
| COMM MTG TR 2025-180W          E      20420812 FLT | 2042-08-12      | 7.3635%  | 0.0000% | $1786000.00        | $1824346.70        | Private Label Collateralized Mortgage Obligations |
| COMM MTG TR 2013-LC13          E      20460810 FLT | 2046-08-10      | 3.7191%  | 0.0000% | $2000000.00        | $794226.45         | Private Label Collateralized Mortgage Obligations |
| COMM MTG TR 2015-CCRE27        E      20481013 3.2 | 2048-10-13      | 3.2500%  | 0.0000% | $1450000.00        | $1089831.68        | Private Label Collateralized Mortgage Obligations |
| CSMC TRUST 2013-HYB1           B-5    20430425 FLT | 2043-04-25      | 5.5365%  | 0.0000% | $3540000.00        | $3492521.37        | Private Label Collateralized Mortgage Obligations |
| CSMC TRUST 2017-CALI           A      20321112 3.4 | 2032-11-12      | 3.4313%  | 0.0000% | $4500000.00        | $3589938.61        | Private Label Collateralized Mortgage Obligations |
| CSWF 2021-SOP2                 E      20340615 FLT | 2034-06-15      | 7.2616%  | 0.0000% | $6420000.00        | $3508322.80        | Private Label Collateralized Mortgage Obligations |
| COLT MTG LN TR 2024-INV1       B-2    20681226 FLT | 2068-12-26      | 8.1347%  | 0.0000% | $5310000.00        | $5159731.98        | Private Label Collateralized Mortgage Obligations |
| CHASE HOME LDG MTG TR 2025-8   B-6    20560625 FLT | 2056-06-25      | 6.4261%  | 0.0000% | $1080000.00        | $603944.20         | Private Label Collateralized Mortgage Obligations |
| CITGRP COML MTG TR 2014-GC21   C      20470510 FLT | 2047-05-10      | 4.7800%  | 0.0000% | $11659000.00       | $2280529.55        | Private Label Collateralized Mortgage Obligations |
| CITGRP COML MTG TR 2015-GC35   A-S    20481113 FLT | 2048-11-13      | 4.0720%  | 0.0000% | $2550000.00        | $2422964.67        | Private Label Collateralized Mortgage Obligations |
| COLT MTG LN TR 2026-1          A-1F   20710225 FLT | 2071-02-25      | 4.7966%  | 0.0000% | $20000000.00       | $20005449.57       | Private Label Collateralized Mortgage Obligations |
| COMM MORTGAGE TRUST 2019-521F  E      20340615 FLT | 2034-06-15      | 5.8280%  | 0.0000% | $5000000.00        | $4174591.69        | Private Label Collateralized Mortgage Obligations |
| COREVEST AMCR FIN TR 2020-4    D      20521217 2.7 | 2052-12-17      | 2.7120%  | 0.0000% | $1325000.00        | $1184289.86        | Private Label Collateralized Mortgage Obligations |
| COREVEST AMCR FIN TR 2020-3    D      20530815 2.9 | 2053-08-15      | 2.9500%  | 0.0000% | $605000.00         | $534739.16         | Private Label Collateralized Mortgage Obligations |
| DBJPM MTG TR 2016-SFC          A      20360812 2.8 | 2036-08-12      | 2.8330%  | 0.0000% | $4500000.00        | $759519.63         | Private Label Collateralized Mortgage Obligations |
| EFMT 2025-NQM4                 B-2    20700925 FLT | 2070-09-25      | 7.4469%  | 0.0000% | $920000.00         | $901368.96         | Private Label Collateralized Mortgage Obligations |
| EFMT 2025-INV1                 B-2    20700325 FLT | 2070-03-25      | 7.3035%  | 0.0000% | $2112000.00        | $2131129.17        | Private Label Collateralized Mortgage Obligations |
| FRESB 2023-SB108 MTG TR        A-5H   20430725 FLT | 2043-07-25      | 4.3100%  | 0.0000% | $10000000.00       | $9894202.99        | Private Label Collateralized Mortgage Obligations |
| FRESB MORTGAGE 2023-SB109      A-10H  20430725 FLT | 2043-07-25      | 3.8200%  | 0.0000% | $20000000.00       | $14250412.30       | Private Label Collateralized Mortgage Obligations |
| FARM MORTGAGE TR 2025-1        A-1    20380125 FLT | 2038-01-25      | 5.2200%  | 0.0000% | $100000.00         | $94027.47          | Private Label Collateralized Mortgage Obligations |
| FREDDIE MAC SEASONED 2025-1    A-1    20350525 3.0 | 2035-05-25      | 3.0000%  | 0.0000% | $24000.00          | $20785.64          | Private Label Collateralized Mortgage Obligations |
| GS MTG SECS TR 2013-PEMB       D      20330307 FLT | 2033-03-07      | 3.5495%  | 0.0000% | $1570000.00        | $59470.53          | Private Label Collateralized Mortgage Obligations |
| GS MTG SECS TR 2014-GC22       D      20470612 FLT | 2047-06-12      | 4.6677%  | 0.0000% | $12884000.00       | $1722978.94        | Private Label Collateralized Mortgage Obligations |
| GS MTG SECS CORP TR 2018-RIVR  G      20350716 FLT | 2035-07-16      | 6.5770%  | 0.0000% | $995000.00         | $3463.43           | Private Label Collateralized Mortgage Obligations |
| GS MTG SEC CORP TR 2018-LAUA   D      20321115 FLT | 2032-11-15      | 5.9772%  | 0.0000% | $4540000.00        | $4553641.03        | Private Label Collateralized Mortgage Obligations |
| GS MTG SECS TR 2017-GPTX       B      20340512 3.1 | 2034-05-12      | 3.1039%  | 0.0000% | $3000000.00        | $1944202.13        | Private Label Collateralized Mortgage Obligations |
| GS MORTGAGE BACKED 2025-PJ8    B-6    20560225 FLT | 2056-02-25      | 6.5525%  | 0.0000% | $602451.00         | $306362.84         | Private Label Collateralized Mortgage Obligations |

### Security 664: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** WELLS FARGO SECURITIES LLC 4.220000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1E2G54, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: ARP1E2G54
- **C.18 - Value (incl. sponsor support):** $399541612.00
- **C.18.a - Value (excl. sponsor support):** $399541612.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2026-08-05
- **C.12 - Maturity Date (WAL):** 2026-08-05
- **C.13 - Final Legal Maturity Date:** 2026-08-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                |
|:---|:---|:---|:---|:---|:---|:---|
| AGL CLO 2021-10 LTD            D      20340417 FLT | 2034-04-17      | 6.8338%  | 0.0000% | $1125000.00        | $1126785.84        | Asset-Backed Securities |
| AFFIRM MASTER TRUST 2025-3     C      20341016 4.8 | 2034-10-16      | 4.8900%  | 0.0000% | $1000000.00        | $1000738.50        | Asset-Backed Securities |
| AJAX MORTGAGE LOAN TR 2020-B   A-2    20590525 FLT | 2059-05-25      | 2.8640%  | 0.0000% | $400000.00         | $370894.71         | Asset-Backed Securities |
| ALLY AUTO RECV TR 2023-1       A-3    20280515 5.4 | 2028-05-15      | 5.4600%  | 0.0000% | $193000.00         | $97152.04          | Asset-Backed Securities |
| AMERICAN CR ACCE REC TR 2024-4 D      20310812 5.3 | 2031-08-12      | 5.3400%  | 0.0000% | $2600000.00        | $2632752.20        | Asset-Backed Securities |
| AMERN CR ACCEP REC TR 2023-2   C      20290813 5.9 | 2029-08-13      | 5.9600%  | 0.0000% | $1976000.00        | $19586.91          | Asset-Backed Securities |
| AMERICAN CR REC TR 2023-4      C      20300912 6.9 | 2030-09-12      | 6.9900%  | 0.0000% | $12730000.00       | $7296610.80        | Asset-Backed Securities |
| AMERICR ATMBL REC TR 2022-2    C      20280418 5.3 | 2028-04-18      | 5.3200%  | 0.0000% | $55000.00          | $55424.78          | Asset-Backed Securities |
| AUTONATION FIN TR 2026-1       C      20311014 4.5 | 2031-10-14      | 4.5600%  | 0.0000% | $2925000.00        | $2931238.05        | Asset-Backed Securities |
| AVIS BUDGT RENL FD LC 2020-2   A      20270220 2.0 | 2027-02-20      | 2.0200%  | 0.0000% | $4544000.00        | $756817.67         | Asset-Backed Securities |
| AVIS BUDGET RENTL FD LC 2021-1 A      20270820 1.3 | 2027-08-20      | 1.3800%  | 0.0000% | $3590000.00        | $3558804.10        | Asset-Backed Securities |
| BBAM US CLO 2022-1R LLC        A-R    20380330 FLT | 2038-03-30      | 4.8722%  | 0.0000% | $2830000.00        | $2837754.42        | Asset-Backed Securities |
| BALBOA BAY LN FDG LTD 2021-1   D      20340720 FLT | 2034-07-20      | 6.9792%  | 0.0000% | $1000000.00        | $992578.68         | Asset-Backed Securities |
| BOFA AUTO TRUST 2024-1         A-3    20281115 5.3 | 2028-11-15      | 5.3500%  | 0.0000% | $5000.00           | $3910.64           | Asset-Backed Securities |
| BRIDGECR LDG AUTO SEC TR2025-3 A-2    20280215 4.7 | 2028-02-15      | 4.7300%  | 0.0000% | $19000000.00       | $13619048.21       | Asset-Backed Securities |
| BRIDGECREST AUTO SEC TR 2026-1 A-3    20291215 4.0 | 2029-12-15      | 4.0400%  | 0.0000% | $3656000.00        | $3664242.25        | Asset-Backed Securities |
| BRIDGECREST LD AUTO SEC 2023-1 B      20290815 6.8 | 2029-08-15      | 6.8000%  | 0.0000% | $2050000.00        | $799818.26         | Asset-Backed Securities |
| BRIDGECREST LD AUTO SEC 2023-1 D      20290815 7.8 | 2029-08-15      | 7.8400%  | 0.0000% | $18905000.00       | $19980480.23       | Asset-Backed Securities |
| CFIP CLO LTD 2017-1R           D-R    20341018 FLT | 2034-10-18      | 7.7492%  | 0.0000% | $700000.00         | $695031.80         | Asset-Backed Securities |
| CIFC FDG 2013-3R LTD           A-2-R  20310424 FLT | 2031-04-24      | 4.8680%  | 0.0000% | $1000000.00        | $1000280.89        | Asset-Backed Securities |
| CAPITAL ONE CC TR 2019-3       A      20280815 2.0 | 2028-08-15      | 2.0600%  | 0.0000% | $274000.00         | $271636.29         | Asset-Backed Securities |
| CAPITAL ONE MULTI-ASSET 2025-3 A      20371015 4.6 | 2037-10-15      | 4.6500%  | 0.0000% | $10832000.00       | $10826762.73       | Asset-Backed Securities |
| RCKT MORTGAGE TR 2025-CES12    A-1A   20551125 FLT | 2055-11-25      | 5.0270%  | 0.0000% | $36500000.00       | $36095787.73       | Asset-Backed Securities |
| RR LTD 2024-32R                A-1R   20391017 FLT | 2039-10-17      | 5.0322%  | 0.0000% | $1000000.00        | $1004556.75        | Asset-Backed Securities |
| RR LTD 2025-38                 A-2    20400416 FLT | 2040-04-16      | 5.1722%  | 0.0000% | $5000000.00        | $5017475.39        | Asset-Backed Securities |
| CAPITAL ONE PRIME TR 2022-1    A-3    20270415 3.1 | 2027-04-15      | 3.1700%  | 0.0000% | $1600000.00        | $50822.55          | Asset-Backed Securities |
| CARLYLE DIRECT LENDNG 2015-1RR B-R    20360715 FLT | 2036-07-15      | 6.4222%  | 0.0000% | $1300000.00        | $1287436.69        | Asset-Backed Securities |
| CARMAX AUTO OWNER TR 2022-1    C      20271115 2.2 | 2027-11-15      | 2.2000%  | 0.0000% | $200000.00         | $199627.53         | Asset-Backed Securities |
| CARLYLE US CLO LTD 2021-5R     A-2-R  20380331 FLT | 2038-03-31      | 5.2676%  | 0.0000% | $4200000.00        | $4217023.57        | Asset-Backed Securities |
| CARMAX AUTO OWNER TR 2022-4    A-3    20270816 5.3 | 2027-08-16      | 5.3400%  | 0.0000% | $3800000.00        | $611863.71         | Asset-Backed Securities |
| CARMAX AUTO OWNER TRUST 2024-1 A-4    20290815 4.9 | 2029-08-15      | 4.9400%  | 0.0000% | $8200000.00        | $8359697.74        | Asset-Backed Securities |
| CARMAX SELECT RECIEVA 2024-A   A-2A   20270915 5.7 | 2027-09-15      | 5.7800%  | 0.0000% | $131000.00         | $15801.29          | Asset-Backed Securities |
| CARVANA AUTO REC TR 2022-P3    A-3    20271110 4.6 | 2027-11-10      | 4.6100%  | 0.0000% | $2709000.00        | $347379.87         | Asset-Backed Securities |
| CARVANA AUTO REC TR 2021-P1    C      20270310 1.5 | 2027-03-10      | 1.5300%  | 0.0000% | $1135000.00        | $944716.47         | Asset-Backed Securities |
| CARVANA AUTO RECB TR 2021-N1   A      20280110 0.7 | 2028-01-10      | 0.7000%  | 0.0000% | $17910000.00       | $449825.13         | Asset-Backed Securities |
| CARVANA AUTO REC TR 2022-P1    A-4    20280210 3.5 | 2028-02-10      | 3.5200%  | 0.0000% | $10000000.00       | $5860117.55        | Asset-Backed Securities |
| CARVANA AUTO RECIEVABLES TR 20 A-3    20271210 5.9 | 2027-12-10      | 5.9800%  | 0.0000% | $500000.00         | $36890.77          | Asset-Backed Securities |
| CARVANA AUTO REC TR 2023-P3    A-4    20290710 5.7 | 2029-07-10      | 5.7100%  | 0.0000% | $172000.00         | $176535.33         | Asset-Backed Securities |
| CARVANA AUTO RECE TR 2025-P4   D      20331110 5.6 | 2033-11-10      | 5.6200%  | 0.0000% | $2169000.00        | $2185998.93        | Asset-Backed Securities |
| CARVANA AUTO RECEIV TR 2024-P3 A-3    20291010 4.2 | 2029-10-10      | 4.2600%  | 0.0000% | $500000.00         | $462570.38         | Asset-Backed Securities |
| CIFC FUNDING LTD 2018-2R       A-1-R  20371020 FLT | 2037-10-20      | 5.0376%  | 0.0000% | $1960000.00        | $1968661.91        | Asset-Backed Securities |
| CTZNS AUTO RECEIVABLES TR 2023 A-4    20301015 5.7 | 2030-10-15      | 5.7800%  | 0.0000% | $300000.00         | $305557.30         | Asset-Backed Securities |
| CREDIT ACC AUTO LN TR 2025-2   B      20360115 4.8 | 2036-01-15      | 4.8700%  | 0.0000% | $2199000.00        | $2224429.60        | Asset-Backed Securities |
| CREDIT ACCEPTANCE AUTO 2025-1  C      20350716 5.7 | 2035-07-16      | 5.7100%  | 0.0000% | $2000000.00        | $2046320.33        | Asset-Backed Securities |
| CRESTLNE DRECT LND 2024-1      C      20350117 FLT | 2035-01-17      | 5.9722%  | 0.0000% | $10000000.00       | $10024774.12       | Asset-Backed Securities |
| DT AUTO OWNER TRUST 2022-2     D      20280315 5.4 | 2028-03-15      | 5.4600%  | 0.0000% | $3800000.00        | $2708894.90        | Asset-Backed Securities |
| DRIVE AUTO RECEIVABL TR 2024-2 A-3    20280915 4.5 | 2028-09-15      | 4.5000%  | 0.0000% | $700000.00         | $647033.34         | Asset-Backed Securities |
| DRIVEN BRANDS FDG LLC 2021-1   A-2    20511020 2.7 | 2051-10-20      | 2.7910%  | 0.0000% | $5150000.00        | $4547865.69        | Asset-Backed Securities |
| DRYDEN 40 SENIOR LN 2015-40R2  A-R2   20310815 FLT | 2031-08-15      | 5.0018%  | 0.0000% | $1000000.00        | $339753.01         | Asset-Backed Securities |
| DRYDEN 87 CLO LTD 2021-87R     A-2-R  20380820 FLT | 2038-08-20      | 5.4890%  | 0.0000% | $6500000.00        | $6582910.42        | Asset-Backed Securities |
| DRYDEN 64 CLO LTD 2018-64      A      20310418 FLT | 2031-04-18      | 4.8992%  | 0.0000% | $1500000.00        | $369621.60         | Asset-Backed Securities |
| EFMT 2025-CES2                 A-1A   20600225 FLT | 2060-02-25      | 5.6550%  | 0.0000% | $2925000.00        | $2540340.04        | Asset-Backed Securities |
| ELMWOOD CLO LTD 2019-1RR       A-1-RR 20370420 FLT | 2037-04-20      | 5.1876%  | 0.0000% | $150000.00         | $150552.15         | Asset-Backed Securities |
| ELMWOOD CLO LTD 2019-3RR       A-1RR  20370720 FLT | 2037-07-20      | 5.0476%  | 0.0000% | $1400000.00        | $1404510.97        | Asset-Backed Securities |
| ELMWOOD CLO LTD 2022-16R       A-R    20370420 FLT | 2037-04-20      | 5.1976%  | 0.0000% | $2000000.00        | $2006587.57        | Asset-Backed Securities |
| ENTERPRISE FLT FING LLC 2024-2 A-4    20301220 5.6 | 2030-12-20      | 5.6900%  | 0.0000% | $390000.00         | $402677.56         | Asset-Backed Securities |
| EXETER AUTO REC TR 2023-4      D      20291217 6.9 | 2029-12-17      | 6.9500%  | 0.0000% | $55000.00          | $56304.59          | Asset-Backed Securities |
| EXETER ATM REC TR 2022-1       D      20280615 3.0 | 2028-06-15      | 3.0200%  | 0.0000% | $3805000.00        | $1458381.45        | Asset-Backed Securities |
| EXETER AUTOMBL REC TR 2025-1   A-3    20280815 4.6 | 2028-08-15      | 4.6700%  | 0.0000% | $350000.00         | $351145.14         | Asset-Backed Securities |
| EXETER AUTO REC TR 2024-1      B      20280815 5.2 | 2028-08-15      | 5.2900%  | 0.0000% | $2250000.00        | $1028859.68        | Asset-Backed Securities |
| EXETER AUTO REC TR 2026-1      A-2    20280915 4.0 | 2028-09-15      | 4.0800%  | 0.0000% | $500000.00         | $500240.33         | Asset-Backed Securities |
| EXETER SEL AUTO REC TR 2025-1  A-2    20281016 4.8 | 2028-10-16      | 4.8300%  | 0.0000% | $2250000.00        | $1114655.25        | Asset-Backed Securities |
| FIRSTENERGY OHIO SPEC TR 2013  A-3    20360115 3.4 | 2036-01-15      | 3.4500%  | 0.0000% | $250000.00         | $139807.18         | Asset-Backed Securities |
| 522 FUNDING CLO LTD 2020-6R    D-R    20341023 FLT | 2034-10-23      | 7.0826%  | 0.0000% | $7000000.00        | $6954060.25        | Asset-Backed Securities |
| FLAGSHIP CR AUTO TR 2020-2     E      20270915 8.2 | 2027-09-15      | 8.2200%  | 0.0000% | $9350000.00        | $3142831.73        | Asset-Backed Securities |
| FLATIRON CLO LTD 2025-26       A      20380115 FLT | 2038-01-15      | 5.0022%  | 0.0000% | $1000000.00        | $1004174.25        | Asset-Backed Securities |
| FORD CREDIT FLRPLN TR 2018-4   A      20301115 4.0 | 2030-11-15      | 4.0600%  | 0.0000% | $2000000.00        | $2007137.33        | Asset-Backed Securities |
| FORD CREDIT AUTO 2023-B        C      20270415 6.4 | 2027-04-15      | 6.4300%  | 0.0000% | $18998000.00       | $19108077.57       | Asset-Backed Securities |
| FORD CR AUTO OWNER TR 2024-D   A-3    20290815 4.6 | 2029-08-15      | 4.6100%  | 0.0000% | $57000.00          | $57735.97          | Asset-Backed Securities |
| FORTRESS CR BSL LTD 2023-19R   C-1-R  20360724 FLT | 2036-07-24      | 6.0680%  | 0.0000% | $2000000.00        | $2008848.45        | Asset-Backed Securities |
| FORTRESS CREDIT BSL 2024-26    A      20380115 FLT | 2038-01-15      | 5.0722%  | 0.0000% | $2000000.00        | $2011626.83        | Asset-Backed Securities |
| GS MTG BCKD SEC TR 2018-RPL1   A1A    20571025 3.7 | 2057-10-25      | 3.7500%  | 0.0000% | $9300000.00        | $1794506.85        | Asset-Backed Securities |
| GLS AUTO RECV ISSUER 2020-3    E      20270715 4.3 | 2027-07-15      | 4.3100%  | 0.0000% | $5300000.00        | $721862.85         | Asset-Backed Securities |
| GLS AUTO REC TR 2021-4         D      20271015 2.4 | 2027-10-15      | 2.4800%  | 0.0000% | $205000.00         | $84091.50          | Asset-Backed Securities |
| GLS AUTO RECV ISSUER TR 2023-1 C      20281215 6.3 | 2028-12-15      | 6.3800%  | 0.0000% | $9715000.00        | $1871655.52        | Asset-Backed Securities |
| GM FINA AUTO LEASE TR 2024-2   A-3    20270720 5.3 | 2027-07-20      | 5.3900%  | 0.0000% | $705000.00         | $558203.04         | Asset-Backed Securities |
| GLS AUTO RECV ISSUER TR 2024-4 A-2    20271015 4.7 | 2027-10-15      | 4.7600%  | 0.0000% | $15400000.00       | $977520.77         | Asset-Backed Securities |
| GLS AUTO REC ISS TR 2025-1     B      20290716 4.9 | 2029-07-16      | 4.9800%  | 0.0000% | $11760000.00       | $11908611.12       | Asset-Backed Securities |
| GLS AUTO SELECT RECV TR 2025-4 D      20330118 5.6 | 2033-01-18      | 5.6100%  | 0.0000% | $1363000.00        | $1381416.17        | Asset-Backed Securities |
| GLS AUTO RECEIVABLES 2024-2    B      20281115 5.7 | 2028-11-15      | 5.7700%  | 0.0000% | $3478000.00        | $3507504.45        | Asset-Backed Securities |
| GLS AUTO RECV ISSUER TR 2025-2 A-2    20280315 4.7 | 2028-03-15      | 4.7500%  | 0.0000% | $14010000.00       | $8794499.85        | Asset-Backed Securities |
| GLS AUTO SELECT REC TR 2026-1  A-2    20320217 4.0 | 2032-02-17      | 4.0500%  | 0.0000% | $5000000.00        | $5008842.50        | Asset-Backed Securities |
| GLS AUTO SELECT REC TR 2026-1  D      20330418 5.2 | 2033-04-18      | 5.2500%  | 0.0000% | $3205000.00        | $3211043.03        | Asset-Backed Securities |
| GM FIN CONS AUTO REC 2022-1    A-4    20280417 1.5 | 2028-04-17      | 1.5100%  | 0.0000% | $386000.00         | $163571.39         | Asset-Backed Securities |
| GOLUB CAP PARTNERS 2025-79(B)  A      20380420 FLT | 2038-04-20      | 4.8376%  | 0.0000% | $1800000.00        | $1796527.41        | Asset-Backed Securities |
| GREATAMER LEASING RECV 2022-1  A-4    20290716 5.3 | 2029-07-16      | 5.3500%  | 0.0000% | $3005000.00        | $3030536.99        | Asset-Backed Securities |
| HPEFS EQUIPMENT TRUST 2024-2   A-3    20311020 5.3 | 2031-10-20      | 5.3600%  | 0.0000% | $540000.00         | $488615.23         | Asset-Backed Securities |
| HILTON GR VACATIONS TR 2024-2  C      20380325 5.9 | 2038-03-25      | 5.9900%  | 0.0000% | $100000.00         | $54315.62          | Asset-Backed Securities |
| HONDA AUTO REV OWNER TR 2025-2 A-2B   20280118 FLT | 2028-01-18      | 4.1874%  | 0.0000% | $7635000.00        | $6678975.99        | Asset-Backed Securities |
| HONDA AUTO REC OWNER TR 2024-3 A-2    20270222 4.8 | 2027-02-22      | 4.8900%  | 0.0000% | $88000.00          | $9410.11           | Asset-Backed Securities |
| HONDA AUTO RECE OWN TR 2025-1  A-4    20310521 4.6 | 2031-05-21      | 4.6400%  | 0.0000% | $182000.00         | $185177.72         | Asset-Backed Securities |
| HONDA AUTO RECV OWN TR 2023-3  A-3    20280218 5.4 | 2028-02-18      | 5.4100%  | 0.0000% | $284000.00         | $135955.60         | Asset-Backed Securities |
| HOTWIRE FUNDING LLC 2021-1     A-2    20511120 2.3 | 2051-11-20      | 2.3110%  | 0.0000% | $3800000.00        | $3730193.79        | Asset-Backed Securities |
| HOTWIRE FUND LLC 2024-1        B      20540620 6.6 | 2054-06-20      | 6.6720%  | 0.0000% | $145000.00         | $148298.94         | Asset-Backed Securities |
| HYUNDAI AUTO RECE TR 2024-A    C      20310715 5.2 | 2031-07-15      | 5.2700%  | 0.0000% | $1200000.00        | $1228252.60        | Asset-Backed Securities |
| ISLAND FINANCE TR 2025-1       B      20350319 7.9 | 2035-03-19      | 7.9500%  | 0.0000% | $4750000.00        | $4827614.21        | Asset-Backed Securities |
| KKR CLO LTD 2025-37R           D-2R   20380420 FLT | 2038-04-20      | 7.9176%  | 0.0000% | $2400000.00        | $2332078.42        | Asset-Backed Securities |
| LAD AUTO RECEIVABLES TR 2023-3 B      20280615 6.0 | 2028-06-15      | 6.0900%  | 0.0000% | $604000.00         | $610354.99         | Asset-Backed Securities |
| LAD AUTO RECEIVABLES TR 2024-3 C      20300315 4.9 | 2030-03-15      | 4.9300%  | 0.0000% | $100000.00         | $101493.12         | Asset-Backed Securities |
| LENDMARK FUNDING TR 2025-2     A      20341020 4.7 | 2034-10-20      | 4.7800%  | 0.0000% | $771000.00         | $777278.85         | Asset-Backed Securities |
| MAD PAR FDG XXII LTD 2016-22RR C-R2   20380115 FLT | 2038-01-15      | 5.6222%  | 0.0000% | $2000000.00        | $2012705.16        | Asset-Backed Securities |
| MADISON PK FDG LTD 2020-46RR   D-RR   20341016 FLT | 2034-10-16      | 6.4222%  | 0.0000% | $1500000.00        | $1490138.87        | Asset-Backed Securities |
| MADISON PARK FUNDING 2025-73   B      20381017 FLT | 2038-10-17      | 5.6630%  | 0.0000% | $1200000.00        | $1227581.17        | Asset-Backed Securities |
| MAN US CLO LTD 2023-1          C      20351015 FLT | 2035-10-15      | 7.6676%  | 0.0000% | $250000.00         | $252112.47         | Asset-Backed Securities |
| MARINER FIN ISSUANCE 2025-B    D      20381122 5.8 | 2038-11-22      | 5.8400%  | 0.0000% | $3250000.00        | $3290040.72        | Asset-Backed Securities |
| MONROE CAPITAL MML 2020-10RR   A-R2   20370820 FLT | 2037-08-20      | 5.5590%  | 0.0000% | $20000000.00       | $20282470.08       | Asset-Backed Securities |
| NP SPE II LLC 2017-1           A-2    20471020 4.2 | 2047-10-20      | 4.2190%  | 0.0000% | $2000000.00        | $1741223.92        | Asset-Backed Securities |
| NP SPE X LP 2021-1             A1     20510319 2.2 | 2051-03-19      | 2.2300%  | 0.0000% | $5250000.00        | $4449903.45        | Asset-Backed Securities |
| NP SPE IX LP 2019-9            A-2    20490920 3.2 | 2049-09-20      | 3.2410%  | 0.0000% | $28687000.00       | $25201544.85       | Asset-Backed Securities |
| NAVIENT PRIVATE ED LN 2021-E   A      20691216 0.9 | 2069-12-16      | 0.9700%  | 0.0000% | $14359000.00       | $5486072.67        | Asset-Backed Securities |
| NAVIENT PVT ED RI LN TR 2021-B A      20690715 0.9 | 2069-07-15      | 0.9400%  | 0.0000% | $12580000.00       | $3493500.94        | Asset-Backed Securities |
| NEW RESI MTG TR 2020-RPL1      A-2    20591125 FLT | 2059-11-25      | 3.0000%  | 0.0000% | $3567000.00        | $3284321.19        | Asset-Backed Securities |
| OAKTREE CLO  LTD 2019-2RR      B-RR   20371015 FLT | 2037-10-15      | 5.8722%  | 0.0000% | $2390000.00        | $2404499.52        | Asset-Backed Securities |
| OCP CLO LTD 2025-40            A      20380416 FLT | 2038-04-16      | 4.8111%  | 0.0000% | $391104.00         | $391730.16         | Asset-Backed Securities |
| OCTAGON INVEST PTNRS 2016-29R2 B-R2   20370720 FLT | 2037-07-20      | 5.5176%  | 0.0000% | $1000000.00        | $1004972.68        | Asset-Backed Securities |
| ONEMAIN FINL ISSUA TR 2023-2   A-1    20360915 5.8 | 2036-09-15      | 5.8400%  | 0.0000% | $200000.00         | $204526.31         | Asset-Backed Securities |
| PFS FINANCING CORP 2024-E      A      20280717 FLT | 2028-07-17      | 4.5574%  | 0.0000% | $24250000.00       | $24335139.20       | Asset-Backed Securities |
| PSNH FDG LLC 3 2018-1          A-2    20280801 3.5 | 2028-08-01      | 3.5060%  | 0.0000% | $1046000.00        | $342089.97         | Asset-Backed Securities |
| PRPM LLC 2024-RPL1             A-1    20641225 FLT | 2064-12-25      | 4.2000%  | 0.0000% | $146646.00         | $115855.69         | Asset-Backed Securities |
| PROGRESS RESIDENTIAL 2025-SFR4 B      20420819 4.7 | 2042-08-19      | 4.7000%  | 0.0000% | $4000000.00        | $3980020.44        | Asset-Backed Securities |
| PROGRESS RES TR 2021-SFR8      A      20381019 1.5 | 2038-10-19      | 1.5100%  | 0.0000% | $585000.00         | $561230.50         | Asset-Backed Securities |
| REGATTA VIII 5.8724 17APR37 144A FR                | 2037-04-17      | 5.2176%  | 0.0000% | $10000000.00       | $10023893.42       | Asset-Backed Securities |
| REPUBLIC FINANCE ISS TR 2025-A B      20341120 4.9 | 2034-11-20      | 4.9700%  | 0.0000% | $8900000.00        | $8902710.54        | Asset-Backed Securities |
| ROCKFORD TOWER CLO 2024-1 LTD  A-1    20370420 FLT | 2037-04-20      | 5.2776%  | 0.0000% | $15000000.00       | $15042090.12       | Asset-Backed Securities |
| SLM PRIVATE ST LN TR 2006-A    A-5    20390615 FLT | 2039-06-15      | 4.2748%  | 0.0000% | $184000.00         | $41239.84          | Asset-Backed Securities |
| SANTANDER DRIVE AUTO TR 2022-3 C      20290815 4.4 | 2029-08-15      | 4.4900%  | 0.0000% | $1295000.00        | $868560.29         | Asset-Backed Securities |
| SANTANR DRV AUTO REC TR 2023-6 A-3    20280717 5.9 | 2028-07-17      | 5.9300%  | 0.0000% | $2800000.00        | $761128.01         | Asset-Backed Securities |
| SANTANDER DRIVE REC TR 2022-5  C      20281016 4.7 | 2028-10-16      | 4.7400%  | 0.0000% | $21077000.00       | $3464114.18        | Asset-Backed Securities |
| SANTR DRIVE AUTO REC TR 2023-2 B      20280515 5.2 | 2028-05-15      | 5.2400%  | 0.0000% | $420000.00         | $105436.18         | Asset-Backed Securities |
| SANT DR AUTOREC TR 2024-3      B      20290917 5.5 | 2029-09-17      | 5.5500%  | 0.0000% | $100000.00         | $101367.85         | Asset-Backed Securities |
| SANTANDER DRIVE AUTO 2024-1    B      20281215 5.2 | 2028-12-15      | 5.2300%  | 0.0000% | $700000.00         | $704517.92         | Asset-Backed Securities |
| SANTANDER DR AUT REC TR 2024-4 A-3    20290116 4.8 | 2029-01-16      | 4.8500%  | 0.0000% | $25000.00          | $16825.42          | Asset-Backed Securities |
| SIGNAL PEAK CLO LTD 2024-11    B      20370720 FLT | 2037-07-20      | 5.5176%  | 0.0000% | $2000000.00        | $2008965.35        | Asset-Backed Securities |
| STAR TR 2024-SFR4              A      20411018 FLT | 2041-10-18      | 5.4302%  | 0.0000% | $1790000.00        | $1799078.78        | Asset-Backed Securities |
| SYMPHONY CLO 2023-30R LTD      A-1-R  20371020 FLT | 2037-10-20      | 5.2076%  | 0.0000% | $1060000.00        | $1063367.16        | Asset-Backed Securities |
| TWIN BROOK CLO LLC 2025-1      A      20370420 FLT | 2037-04-20      | 5.1076%  | 0.0000% | $1000000.00        | $1001298.79        | Asset-Backed Securities |
| VENTURE CLO LTD 2013-15R2      D-R2   20320715 FLT | 2032-07-15      | 7.8538%  | 0.0000% | $3000000.00        | $2993677.25        | Asset-Backed Securities |
| VENTURE 33 CLO 2018            D      20310715 FLT | 2031-07-15      | 7.0938%  | 0.0000% | $2500000.00        | $2392864.37        | Asset-Backed Securities |
| VEROS AUTO RECE TR 2024-1      A      20271115 6.2 | 2027-11-15      | 6.2800%  | 0.0000% | $500000.00         | $49120.60          | Asset-Backed Securities |
| VOLKSWAGEN AUTO LEASE 2024-A   A-2-A  20261221 5.4 | 2026-12-21      | 5.4000%  | 0.0000% | $680000.00         | $26189.12          | Asset-Backed Securities |
| WF CARD ISSUANCE TR 2025-1     A      20300515 4.3 | 2030-05-15      | 4.3400%  | 0.0000% | $20000.00          | $20260.77          | Asset-Backed Securities |
| WESTLAKE AUTO REC TR 2026-1    B      20310515 4.2 | 2031-05-15      | 4.2000%  | 0.0000% | $9750000.00        | $9762639.25        | Asset-Backed Securities |
| WESTLK AUTO REC TR 2022-3      C      20271215 6.4 | 2027-12-15      | 6.4400%  | 0.0000% | $1606000.00        | $384382.95         | Asset-Backed Securities |
| WINDHILL CLO 2025-4 LTD        C      20371022 FLT | 2037-10-22      | 5.9721%  | 0.0000% | $4400000.00        | $4463674.89        | Asset-Backed Securities |
| WORLD OMNI AUTO REC TR 2022-B  A-3    20270715 3.2 | 2027-07-15      | 3.2500%  | 0.0000% | $1245000.00        | $7572.69           | Asset-Backed Securities |
| WORLD OMNI SELECT AUTO TR 2023 B      20280815 5.8 | 2028-08-15      | 5.8700%  | 0.0000% | $115000.00         | $115896.52         | Asset-Backed Securities |
| WORLD OMNI SET AUTO TR  2024-A A-3    20300215 4.9 | 2030-02-15      | 4.9800%  | 0.0000% | $1125000.00        | $1132412.62        | Asset-Backed Securities |

### Security 665: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** WELLS FARGO SECURITIES LLC 4.130000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1E2G62, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: ARP1E2G62
- **C.18 - Value (incl. sponsor support):** $200161816.00
- **C.18.a - Value (excl. sponsor support):** $200161816.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-05-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                  |
|:---|:---|:---|:---|:---|:---|:---|
| AEP TRANSMISSION CO LLC        SR GLBL -I NT 47 | 2047-12-01      | 3.7500%  | 0.0000% | $130000.00         | $100532.36         | Corporate Debt Securities |
| ALABAMA PWR CO                 SR -2017B NT 47  | 2047-12-01      | 3.7000%  | 0.0000% | $81000.00          | $62397.86          | Corporate Debt Securities |
| ANHEUSER-BUSCH COS LLC / ANHEU SR GLBL NT4.9%46 | 2046-02-01      | 4.9000%  | 0.0000% | $1508000.00        | $1432545.54        | Corporate Debt Securities |
| ANTARES HLDGS LP               SR GLBL 144A 26  | 2026-07-15      | 3.9500%  | 0.0000% | $7800000.00        | $7787565.50        | Corporate Debt Securities |
| AON CORP / AON GLOBAL HLDGS    GLBL NT 2.6%31   | 2031-12-02      | 2.6000%  | 0.0000% | $3243000.00        | $2944413.39        | Corporate Debt Securities |
| AON NORTH AMERICA INC.         SR GLBL NT5.3%31 | 2031-03-01      | 5.3000%  | 0.0000% | $4028000.00        | $4286823.62        | Corporate Debt Securities |
| APPALACHIAN PWR CO             SR GLBL -Z NT 50 | 2050-05-01      | 3.7000%  | 0.0000% | $57000.00          | $42331.46          | Corporate Debt Securities |
| APTIV PLC                      SR GLBL NT3.1%51 | 2051-12-01      | 3.1000%  | 0.0000% | $50000.00          | $32683.53          | Corporate Debt Securities |
| AVOLON HLDGS FDG LTD           SR 144A NT 27    | 2027-11-18      | 2.5280%  | 0.0000% | $35000.00          | $34144.11          | Corporate Debt Securities |
| BALTIMORE GAS & ELEC CO        SR GLBL NT 52    | 2052-06-01      | 4.5500%  | 0.0000% | $70000.00          | $59683.19          | Corporate Debt Securities |
| BANK AMERICA CORP              ALT TIER I PERP  | 2079-12-31      | 6.1250%  | 0.0000% | $5997000.00        | $6076282.84        | Corporate Debt Securities |
| BANK NEW YORK MELLON CORP      PERP SUB GLBL -F | 2099-12-31      | 4.6250%  | 0.0000% | $694000.00         | $703598.98         | Corporate Debt Securities |
| BAYER US FIN II LLC            SR GLBL 144A 64  | 2064-07-15      | 4.7000%  | 0.0000% | $10000.00          | $7765.58           | Corporate Debt Securities |
| BERKSHIRE HATHAWAY ENERGY CO   SR GLBL NT 50    | 2050-10-15      | 4.2500%  | 0.0000% | $22000.00          | $18126.59          | Corporate Debt Securities |
| BLACKSTONE HLDGS FIN L L C     SR GLBL 144A 28  | 2028-08-05      | 1.6250%  | 0.0000% | $23000.00          | $21811.57          | Corporate Debt Securities |
| BP CAP MKTS AMER INC           GLBL NT 3.379%61 | 2061-02-08      | 3.3790%  | 0.0000% | $826000.00         | $556644.80         | Corporate Debt Securities |
| CENTERPOINT ENERGY HOUSTON ELE 1M GLBL AH BD 52 | 2052-03-01      | 3.6000%  | 0.0000% | $430000.00         | $322168.90         | Corporate Debt Securities |
| CITADEL FINANCE LLC            SR GLBL 144A 26  | 2026-03-09      | 3.3750%  | 0.0000% | $5477000.00        | $5542662.38        | Corporate Debt Securities |
| CITIBANK N A                   SR GLBL NT 27    | 2027-05-29      | 4.5760%  | 0.0000% | $2054000.00        | $2088473.88        | Corporate Debt Securities |
| COBANK ACB                     PERP JR GLBL -K  | 2500-12-31      | 6.4500%  | 0.0000% | $256000.00         | $258676.69         | Corporate Debt Securities |
| COMMONWEALTH EDISON CO         1M GLBL 129 BD50 | 2050-03-01      | 3.0000%  | 0.0000% | $67000.00          | $45077.38          | Corporate Debt Securities |
| CONSOLIDATED EDISON CO N Y INC SR GLBL 2020 B50 | 2050-04-01      | 3.9500%  | 0.0000% | $18000.00          | $14290.50          | Corporate Debt Securities |
| CONSTELLATION ENERGY GENERATI  SR GLBL NT6.5%53 | 2053-10-01      | 6.5000%  | 0.0000% | $5000.00           | $5539.08           | Corporate Debt Securities |
| DUKE ENERGY CAROLINAS LLC      1M GLBL BD3.2%49 | 2049-08-15      | 3.2000%  | 0.0000% | $30000.00          | $21107.30          | Corporate Debt Securities |
| DUKE ENERGY PROGRESS LLC       1M GLBL BD3.6%47 | 2047-09-15      | 3.6000%  | 0.0000% | $5000.00           | $3819.45           | Corporate Debt Securities |
| ENEL FIN INTL N.V.             SR 144A NT7.5%32 | 2032-10-14      | 7.5000%  | 0.0000% | $1000000.00        | $1170233.33        | Corporate Debt Securities |
| ENTERPRISE PRODS OPER LLC      SR GLBL NT3.2%52 | 2052-02-15      | 3.2000%  | 0.0000% | $48000.00          | $32670.08          | Corporate Debt Securities |
| ENTERPRISE PRODS OPER LLC      GLBL NT 5.55%55  | 2055-02-16      | 5.5500%  | 0.0000% | $783000.00         | $783221.85         | Corporate Debt Securities |
| EUROPEAN INVT BK               GLBL NT 3.25%27  | 2027-11-15      | 3.2500%  | 0.0000% | $20783000.00       | $20801514.19       | Corporate Debt Securities |
| EUROPEAN INVT BK               SR GLBL NT 29    | 2029-11-15      | 3.7500%  | 0.0000% | $2409000.00        | $2431385.63        | Corporate Debt Securities |
| EVEREST REINS HLDGS INC        SR GLBL NT 52    | 2052-10-15      | 3.1250%  | 0.0000% | $59000.00          | $38491.28          | Corporate Debt Securities |
| F&G GLOBAL FUNDING             -20252 144A NT28 | 2028-09-08      | 4.6500%  | 0.0000% | $105000.00         | $107462.43         | Corporate Debt Securities |
| FIFTH THIRD BK CINCINNATI STN  SR NT 4.967%28   | 2028-01-28      | 4.9670%  | 0.0000% | $356000.00         | $359099.32         | Corporate Debt Securities |
| FIXED INCOME PASS THROUTH TRUST 2007            | 2077-05-15      | 0.0100%  | 0.0000% | $800000.00         | $710824.00         | Corporate Debt Securities |
| FLORIDA PWR & LT CO            1M GLBL BD5.6%54 | 2054-06-15      | 5.6000%  | 0.0000% | $79000.00          | $80305.87          | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 47    | 2047-01-21      | 5.5410%  | 0.0000% | $13284000.00       | $13167701.90       | Corporate Debt Securities |
| GOLDMAN SACHS BK USA           SR NT 5.283%27   | 2027-03-18      | 5.2830%  | 0.0000% | $633000.00         | $646236.66         | Corporate Debt Securities |
| HCA INC.                       SR GLBL NT5.9%53 | 2053-06-01      | 5.9000%  | 0.0000% | $10000000.00       | $9905194.44        | Corporate Debt Securities |
| INDIANA MICH PWR CO            SR GLBL -P NT 53 | 2053-04-01      | 5.6250%  | 0.0000% | $355000.00         | $360794.93         | Corporate Debt Securities |
| INTEGRIS BAPTIST MED CTR INC   SR SEC -2020A 50 | 2050-08-15      | 3.8750%  | 0.0000% | $2500000.00        | $1891426.04        | Corporate Debt Securities |
| KEYBANK NATIONAL ASSOCIATION   SR GLBL NT 27    | 2027-11-15      | 5.8500%  | 0.0000% | $2108000.00        | $2197289.61        | Corporate Debt Securities |
| KOREA DEV BK                   SR GLBL NT 4%31  | 2031-01-28      | 4.0000%  | 0.0000% | $1000000.00        | $999482.22         | Corporate Debt Securities |
| MASS INST TECH MTN BE          -F BD 2.989%50   | 2050-07-01      | 2.9890%  | 0.0000% | $10000000.00       | $6817678.06        | Corporate Debt Securities |
| BANK AMERICA CORP              SUB GLBL NT 37   | 2037-01-29      | 6.1100%  | 0.0000% | $353000.00         | $378828.91         | Corporate Debt Securities |
| MIDAMERICAN ENERGY COMPANY     1M GLBL BD5.3%55 | 2055-02-01      | 5.3000%  | 0.0000% | $5000.00           | $4901.71           | Corporate Debt Securities |
| MORGAN STANLEY BK N A          SR NT 4.952%28   | 2028-01-14      | 4.9520%  | 0.0000% | $950000.00         | $960488.84         | Corporate Debt Securities |
| CNOOC PETROLEUM NORTH AMERICA  SR GLBL NT6.4%37 | 2037-05-15      | 6.4000%  | 0.0000% | $16575000.00       | $19557560.75       | Corporate Debt Securities |
| PERUSAHAAN LISTRIK NEGARA PT   SR GLBL 3 REGS29 | 2029-01-25      | 5.3750%  | 0.0000% | $480000.00         | $491014.33         | Corporate Debt Securities |
| PROLOGIS L P                   SR GLBL NT 3%50  | 2050-04-15      | 3.0000%  | 0.0000% | $40000.00          | $26870.00          | Corporate Debt Securities |
| PROTECTIVE LIFE CORP           SR 144A NT4.7%31 | 2031-01-15      | 4.7000%  | 0.0000% | $50000.00          | $50597.33          | Corporate Debt Securities |
| PUBLIC SERVICE CO COLO         1M GLBL 34 BD 50 | 2050-03-01      | 3.2000%  | 0.0000% | $19000.00          | $13214.20          | Corporate Debt Securities |
| SANTANDER HOLDINGS USA INC     SR GLBL NT 27    | 2027-05-31      | 6.1240%  | 0.0000% | $44000.00          | $44706.49          | Corporate Debt Securities |
| UNUM GROUP                     SR GLBL NT4.5%49 | 2049-12-15      | 4.5000%  | 0.0000% | $677000.00         | $555603.74         | Corporate Debt Securities |
| WILLIS NORTH AMER INC          SR GLBL NT4.5%28 | 2028-09-15      | 4.5000%  | 0.0000% | $18000.00          | $18437.31          | Corporate Debt Securities |
| ORANGE S A                     SR GLBL REGS 31  | 2031-01-13      | 4.2500%  | 0.0000% | $800000.00         | $794789.56         | Corporate Debt Securities |
| CK HUTCHISON INTL 24 LTD       SR GLBL REGS 34  | 2034-04-26      | 5.5000%  | 0.0000% | $48758000.00       | $51676220.48       | Corporate Debt Securities |
| CK HUTCHINSON INTL 24 II LTD   SR REGS NT 34    | 2034-09-13      | 4.7500%  | 0.0000% | $29400000.00       | $29808553.83       | Corporate Debt Securities |
| PT PERTAMINA PERSERO           SR GLBL REGS 42  | 2042-05-03      | 6.0000%  | 0.0000% | $10500000.00       | $10648365.00       | Corporate Debt Securities |

### Security 666: BNP PARIBAS SA

- **C.1 - Title:** BNP PARIBAS SA 4.050000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1E2W15, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: ARP1E2W15
- **C.18 - Value (incl. sponsor support):** $299894106.00
- **C.18.a - Value (excl. sponsor support):** $299894106.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-07-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                |
|:---|:---|:---|:---|:---|:---|:---|
| HSI ASSET SEC TR 2007-HE1      II-A-3 20370125 FLT | 2037-01-25      | 3.9771%  | 0.0000% | $7535000.00        | $2800113.12        | Asset-Backed Securities |
| HOME EQUITY MTG INABS 2007-A   2A-4A  20370425 FLT | 2037-04-25      | 4.1071%  | 0.0000% | $6500000.00        | $1815217.49        | Asset-Backed Securities |
| IXIS REAL ESTATE TR 2005-HE4   M-2    20360225 FLT | 2036-02-25      | 4.4471%  | 0.0000% | $8000000.00        | $2453054.74        | Asset-Backed Securities |
| JP MORGAN MTG ACQ 2006-NC1     M-2    20360425 FLT | 2036-04-25      | 4.2971%  | 0.0000% | $1694190.00        | $1556380.00        | Asset-Backed Securities |
| LEHMAN ABS MTG LN TR 2007-1    2-A3   20370625 FLT | 2037-06-25      | 4.0171%  | 0.0000% | $12137920.00       | $2248173.51        | Asset-Backed Securities |
| MASTR ASSET BKD SECS 2006-NC1  M-2    20360125 FLT | 2036-01-25      | 4.4021%  | 0.0000% | $11030000.00       | $8379833.00        | Asset-Backed Securities |
| MASTR ABS TR 2006-HE1          M-2    20360125 FLT | 2036-01-25      | 4.3571%  | 0.0000% | $15235000.00       | $9300953.21        | Asset-Backed Securities |
| MASTR ABS TRUST 2006-AM2       A-3    20360625 FLT | 2036-06-25      | 4.1271%  | 0.0000% | $20360000.00       | $3012092.80        | Asset-Backed Securities |
| ML MTG INVESTORS 2005-AR1      M-2    20360625 FLT | 2036-06-25      | 4.7921%  | 0.0000% | $3492000.00        | $1662898.02        | Asset-Backed Securities |
| MORGAN STANLEY CAP 2005-NC2    M-6    20350325 FLT | 2035-03-25      | 4.8221%  | 0.0000% | $6010000.00        | $2815480.01        | Asset-Backed Securities |
| MORGAN STANLEY CAP 2005-WMC4   B-1    20350425 FLT | 2035-04-25      | 5.5871%  | 0.0000% | $4131000.00        | $2114746.00        | Asset-Backed Securities |
| MORGAN STANLEY CAP 2005-HE3    M-6    20350725 FLT | 2035-07-25      | 4.8971%  | 0.0000% | $7500000.00        | $4778765.27        | Asset-Backed Securities |
| MORGAN STANLEY CAP 2005-HE7    M-3    20351125 FLT | 2035-11-25      | 4.4921%  | 0.0000% | $5936189.00        | $5146808.10        | Asset-Backed Securities |
| MORGAN STANLEY CAP 2006-HE1    M-1    20360125 FLT | 2036-01-25      | 4.3421%  | 0.0000% | $3600000.00        | $3061487.85        | Asset-Backed Securities |
| MORGAN STANLEY CAP 2003-NC8    B-3    20330925 FLT | 2033-09-25      | 9.4121%  | 0.0000% | $8496000.00        | $1611132.15        | Asset-Backed Securities |
| NATIONSTAR HEQ LN TR 2007-C    M-1    20370625 FLT | 2037-06-25      | 4.1621%  | 0.0000% | $3832000.00        | $3449686.31        | Asset-Backed Securities |
| NEW CENTURY HEQ TR 2005-4      M-6    20350925 FLT | 2035-09-25      | 4.9121%  | 0.0000% | $15225129.00       | $8122321.87        | Asset-Backed Securities |
| NOMURA HEQ LN TR 2006-FM1      M-1    20351125 FLT | 2035-11-25      | 4.4021%  | 0.0000% | $17435933.00       | $7531079.59        | Asset-Backed Securities |
| OPTION ONE MTG LN TR 2007-1    II-A-3 20370125 FLT | 2037-01-25      | 4.0671%  | 0.0000% | $15690000.00       | $3996665.60        | Asset-Backed Securities |
| PARK PLACE SECS 2004-WCW2      M-5    20341025 FLT | 2034-10-25      | 5.6621%  | 0.0000% | $8532900.00        | $1760343.49        | Asset-Backed Securities |
| PARK PLACE SECS 2005-WHQ1      M-7    20350325 FLT | 2035-03-25      | 5.6621%  | 0.0000% | $10000000.00       | $6202916.82        | Asset-Backed Securities |
| PEOPLES CHOICE HM LN 2005-1    M5     20350225 FLT | 2035-02-25      | 5.2871%  | 0.0000% | $4100000.00        | $3251674.29        | Asset-Backed Securities |
| POPULAR ABS 2006-A             M-2    20360225 FLT | 2036-02-25      | 4.6571%  | 0.0000% | $1988400.00        | $1506684.06        | Asset-Backed Securities |
| POPULAR ABS 2006-A             M-3    20360225 FLT | 2036-02-25      | 4.8221%  | 0.0000% | $3600000.00        | $3179722.41        | Asset-Backed Securities |
| RENAISSANCE HEQ 2005-1         M-1    20350525 5.8 | 2035-05-25      | 5.8570%  | 0.0000% | $6624900.00        | $3126191.20        | Asset-Backed Securities |
| RESIDENTIAL ASSET 2005-AHL2    M-3    20351025 FLT | 2035-10-25      | 4.4921%  | 0.0000% | $2500000.00        | $2297907.40        | Asset-Backed Securities |
| RASC TRUST 2005-KS11           M-4    20351225 FLT | 2035-12-25      | 4.6721%  | 0.0000% | $901000.00         | $841115.90         | Asset-Backed Securities |
| RAMP SERIES TRUST 2006-NC3     M-2    20360325 FLT | 2036-03-25      | 4.3271%  | 0.0000% | $4180000.00        | $2842870.05        | Asset-Backed Securities |
| RESIDENTIAL ASSET  2005-EFC2   M-7    20350725 FLT | 2035-07-25      | 5.5871%  | 0.0000% | $2719000.00        | $2508249.29        | Asset-Backed Securities |
| SG MTG SECS TR 2006-OPT2       A-3D   20361025 FLT | 2036-10-25      | 4.2071%  | 0.0000% | $5020000.00        | $4043290.18        | Asset-Backed Securities |
| SAXON ASSET SEC CO 2005-1      M-4    20350525 FLT | 2035-05-25      | 4.3860%  | 0.0000% | $10000000.00       | $1707843.06        | Asset-Backed Securities |
| SECURITIZED ASSET REC 2005-FR4 M-2    20360125 FLT | 2036-01-25      | 4.7471%  | 0.0000% | $6398400.00        | $636471.32         | Asset-Backed Securities |
| SECURITIZED ASSET REC 2006-OP1 M-6    20351025 FLT | 2035-10-25      | 4.7921%  | 0.0000% | $4000000.00        | $3178593.17        | Asset-Backed Securities |
| SECURITIZED ASSET REC 2006-FR2 A-3    20360325 FLT | 2036-03-25      | 4.2871%  | 0.0000% | $2400000.00        | $832846.78         | Asset-Backed Securities |
| SPECIALTY UNDRWR FIN 2005-BC2  M-4    20351226 FLT | 2035-12-26      | 4.8521%  | 0.0000% | $7100000.00        | $6624775.40        | Asset-Backed Securities |
| SPECIALTY UNDRWR FIN 2006-BC4  A-2D   20370925 FLT | 2037-09-25      | 4.2671%  | 0.0000% | $7611000.00        | $1401257.48        | Asset-Backed Securities |
| STRUCTURED ASSET INV 2005-HE3  M2     20350925 FLT | 2035-09-25      | 4.5221%  | 0.0000% | $1206224.00        | $1006117.05        | Asset-Backed Securities |
| STRUCTURED ASSET INV 2005-9    M2     20351125 FLT | 2035-11-25      | 4.4621%  | 0.0000% | $3138870.00        | $2151247.61        | Asset-Backed Securities |
| STRUCTURED ASSET SECS 2005-WF3 M9     20350725 FLT | 2035-07-25      | 7.1621%  | 0.0000% | $2391900.00        | $982211.19         | Asset-Backed Securities |
| STRUCTURED ASSET SEC 2006-OPT1 M1     20360425 FLT | 2036-04-25      | 4.0871%  | 0.0000% | $5770000.00        | $4050728.70        | Asset-Backed Securities |
| STRUCTURED ASSET SECS 2006-BC2 A4     20360925 FLT | 2036-09-25      | 4.0271%  | 0.0000% | $7200000.00        | $4589728.50        | Asset-Backed Securities |
| STRUCTURED ASSET SECS 2007-BC1 M1     20370225 FLT | 2037-02-25      | 4.1321%  | 0.0000% | $51520566.00       | $28158011.79       | Asset-Backed Securities |
| AAMES MTG TR 2004-1            M7     20350125 FLT | 2035-01-25      | 6.4871%  | 0.0000% | $5499900.00        | $4461929.31        | Asset-Backed Securities |
| ACE SECS HEQ 2006-OP2          M-1    20360825 FLT | 2036-08-25      | 4.1621%  | 0.0000% | $9184237.00        | $5945892.87        | Asset-Backed Securities |
| ACE SECS HEQ 2005-HE5          M-5    20350825 FLT | 2035-08-25      | 4.7471%  | 0.0000% | $4750000.00        | $3304577.66        | Asset-Backed Securities |
| ACE SECS HEQ 2006-NC1          M-2    20351225 FLT | 2035-12-25      | 4.4321%  | 0.0000% | $14418900.00       | $7702202.43        | Asset-Backed Securities |
| ACE SECS HEQ 2006-NC1          M-2    20351225 FLT | 2035-12-25      | 4.4321%  | 0.0000% | $15000000.00       | $8012610.98        | Asset-Backed Securities |
| ACE SECS HEQ 2006-HE1          M-1    20360225 FLT | 2036-02-25      | 4.3721%  | 0.0000% | $12171400.00       | $8673640.25        | Asset-Backed Securities |
| AEGIS ABS 2005-5               M2     20351226 FLT | 2035-12-26      | 4.4621%  | 0.0000% | $3000000.00        | $2028927.14        | Asset-Backed Securities |
| AMERIQUEST MTG SECS 2005-R11   M-6    20360125 FLT | 2036-01-25      | 4.9421%  | 0.0000% | $4830000.00        | $3250127.19        | Asset-Backed Securities |
| AMERIQUEST MTG SECS 2006-R1    M-3    20360325 FLT | 2036-03-25      | 4.4471%  | 0.0000% | $2872500.00        | $2701310.62        | Asset-Backed Securities |
| ARGENT SECS TR 2006-W2         A-2B   20360325 FLT | 2036-03-25      | 4.1671%  | 0.0000% | $33900000.00       | $3822956.38        | Asset-Backed Securities |
| ABS CORP HEQ 2005-HE6          M7     20350725 FLT | 2035-07-25      | 5.8121%  | 0.0000% | $2959000.00        | $2347474.20        | Asset-Backed Securities |
| ASSET BACKED FDG 2005-HE1      M-4    20350325 FLT | 2035-03-25      | 4.7921%  | 0.0000% | $16231640.00       | $3189694.68        | Asset-Backed Securities |
| BEAR STEARNS ABS TR 2006-AQ1   I-2A   20361027 FLT | 2036-10-27      | 4.0671%  | 0.0000% | $24899900.00       | $725116.10         | Asset-Backed Securities |
| BEAR STEARNS ABS TR 2007-2     M-1    20370525 FLT | 2037-05-25      | 4.4371%  | 0.0000% | $3650000.00        | $2323793.95        | Asset-Backed Securities |
| C-BASS ABS LLC 2004-CB4        M-2    20340625 FLT | 2034-06-25      | 6.7670%  | 0.0000% | $4300000.00        | $487468.37         | Asset-Backed Securities |
| C-BASS TRUST 2007-CB4          A-1B   20370425 FLT | 2037-04-25      | 2.6329%  | 0.0000% | $30760000.00       | $13953904.68       | Asset-Backed Securities |
| CWABS INC 2006-23              M-1    20351225 FLT | 2035-12-25      | 4.1621%  | 0.0000% | $3878454.00        | $3219062.55        | Asset-Backed Securities |
| CWABS INC 2006-11              MV-1   20350625 FLT | 2035-06-25      | 4.1921%  | 0.0000% | $5079500.00        | $3510256.70        | Asset-Backed Securities |
| CWABS INC 2006-15              A-4    20360425 FLT | 2036-04-25      | 4.2479%  | 0.0000% | $4235000.00        | $734979.16         | Asset-Backed Securities |
| CWABS INC 2005-14              M-5    20360225 FLT | 2036-02-25      | 4.9571%  | 0.0000% | $4000000.00        | $3577998.69        | Asset-Backed Securities |
| CWABS INC 2006-2               M-3    20360425 FLT | 2036-04-25      | 4.4471%  | 0.0000% | $3100000.00        | $2241083.21        | Asset-Backed Securities |
| CWABS INC 2006-6               M-1    20350925 FLT | 2035-09-25      | 4.2671%  | 0.0000% | $4000000.00        | $2794871.04        | Asset-Backed Securities |
| CWABS INC 2005-3               MV-8   20350425 FLT | 2035-04-25      | 5.8871%  | 0.0000% | $6691000.00        | $5577900.11        | Asset-Backed Securities |
| CWABS INC 2004-7               MV-6   20341025 FLT | 2034-10-25      | 5.8871%  | 0.0000% | $16860000.00       | $3095264.94        | Asset-Backed Securities |
| CWABS INC 2004-10              MV-5   20341125 FLT | 2034-11-25      | 3.8540%  | 0.0000% | $8000000.00        | $2029423.43        | Asset-Backed Securities |
| CWABS INC 2004-12              MV-6   20350225 FLT | 2035-02-25      | 5.5871%  | 0.0000% | $13500000.00       | $11428256.91       | Asset-Backed Securities |
| CWABS INC 2005-4               MV-7   20350725 FLT | 2035-07-25      | 5.6621%  | 0.0000% | $5700000.00        | $4297836.00        | Asset-Backed Securities |
| CWABS INC 2004-13              MV-7   20350225 FLT | 2035-02-25      | 6.1871%  | 0.0000% | $5408000.00        | $4175651.91        | Asset-Backed Securities |
| CWABS INC 2005-1               MF-4   20350425 FLT | 2035-04-25      | 5.6540%  | 0.0000% | $4000000.00        | $3027520.84        | Asset-Backed Securities |
| CWABS INC 2007-5               2-A-4  20360225 FLT | 2036-02-25      | 4.4271%  | 0.0000% | $8000000.00        | $6386986.15        | Asset-Backed Securities |
| CWABS INC 2007-12              1-M-1  20370925 FLT | 2037-09-25      | 4.7571%  | 0.0000% | $4453000.00        | $4049208.20        | Asset-Backed Securities |
| CITIGROUP MTG LN TR 2006-SHL1  M-3    20451127 FLT | 2045-11-27      | 5.1371%  | 0.0000% | $2756000.00        | $2453784.27        | Asset-Backed Securities |
| CITIGROUP MTG LN TR 2007-AMC1  A-2B   20361226 FLT | 2036-12-26      | 4.0871%  | 0.0000% | $16899900.00       | $2853355.12        | Asset-Backed Securities |
| CITIGROUP MTG LN TR 2007-AMC1  A-1    20361226 FLT | 2036-12-26      | 4.1071%  | 0.0000% | $5500000.00        | $526795.35         | Asset-Backed Securities |
| CITIGROUP MTG LN TR 2007-AMC2  A-3A   20370125 FLT | 2037-01-25      | 3.9471%  | 0.0000% | $75395968.00       | $2216417.40        | Asset-Backed Securities |
| CITIGROUP MTG LN TR 2007-AMC2  A-3C   20370125 FLT | 2037-01-25      | 4.2871%  | 0.0000% | $10000000.00       | $2167208.26        | Asset-Backed Securities |
| CITIGROUP MTG LN TR 2007-AHL3  A-3A   20450725 FLT | 2045-07-25      | 3.8471%  | 0.0000% | $50050000.00       | $2037416.08        | Asset-Backed Securities |
| CWABS INC 2007-10              2-M-1  20361125 FLT | 2036-11-25      | 4.0471%  | 0.0000% | $15432864.00       | $12719043.36       | Asset-Backed Securities |
| CWABS INC 2007-BC3             2-A-4  20371125 FLT | 2037-11-25      | 4.2871%  | 0.0000% | $3913750.00        | $3124051.30        | Asset-Backed Securities |
| ENCORE CREDIT REC TR 2005-3    M-7    20351025 FLT | 2035-10-25      | 5.5421%  | 0.0000% | $7955000.00        | $5929246.77        | Asset-Backed Securities |
| FIRST FRANKLIN MTG 2006-FF14   A6     20361025 FLT | 2036-10-25      | 4.0971%  | 0.0000% | $4500000.00        | $3718771.81        | Asset-Backed Securities |
| FIRST FRANKLIN MTG 2005-FF6    M-4    20360525 FLT | 2036-05-25      | 4.7621%  | 0.0000% | $3500000.00        | $1983349.19        | Asset-Backed Securities |
| FREMONT HM LN TR 2005-D        M2     20351125 FLT | 2035-11-25      | 4.4471%  | 0.0000% | $29200000.00       | $14475843.15       | Asset-Backed Securities |
| GSAMP TRUST 2006-NC1           M-2    20360225 FLT | 2036-02-25      | 4.3571%  | 0.0000% | $2454000.00        | $1964685.23        | Asset-Backed Securities |

### Security 667: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** WELLS FARGO SECURITIES LLC 4.220000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1E5TW4, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: ARP1E5TW4
- **C.18 - Value (incl. sponsor support):** $499424495.00
- **C.18.a - Value (excl. sponsor support):** $499424495.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2026-08-07
- **C.12 - Maturity Date (WAL):** 2026-08-07
- **C.13 - Final Legal Maturity Date:** 2026-08-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                |
|:---|:---|:---|:---|:---|:---|:---|
| SFS AUTO RECV SECS TR 2025-3   B      20311120 4.4 | 2031-11-20      | 4.4400%  | 0.0000% | $3000000.00        | $3021724.00        | Asset-Backed Securities |
| SBNA AUTO LEASE TRUST 2024-A   A-3    20261120 5.3 | 2026-11-20      | 5.3900%  | 0.0000% | $2244000.00        | $218320.53         | Asset-Backed Securities |
| SBNA AUTO LEASE TRUST 2023-A   A-3    20270420 6.5 | 2027-04-20      | 6.5100%  | 0.0000% | $1200000.00        | $94801.04          | Asset-Backed Securities |
| SANTANDER DRIVE REC TR 2023-3  B      20280717 5.6 | 2028-07-17      | 5.6100%  | 0.0000% | $1187000.00        | $616547.30         | Asset-Backed Securities |
| SANTANDER AUTO REC TR 2022-4   C      20291115 5.0 | 2029-11-15      | 5.0000%  | 0.0000% | $845000.00         | $682467.67         | Asset-Backed Securities |
| SANTANDER DRV AUTO TR 2023-1   C      20300515 5.0 | 2030-05-15      | 5.0900%  | 0.0000% | $477000.00         | $400213.42         | Asset-Backed Securities |
| SANT DR AUTOREC TR 2024-3      A-3    20290116 5.6 | 2029-01-16      | 5.6300%  | 0.0000% | $1604000.00        | $760008.92         | Asset-Backed Securities |
| SANTANDER DRIVE AUTO 2024-1    C      20300315 5.4 | 2030-03-15      | 5.4500%  | 0.0000% | $2000000.00        | $2031215.67        | Asset-Backed Securities |
| SOUND POINT CLO XXIX-R LTD     B-1R   20340425 FLT | 2034-04-25      | 5.2680%  | 0.0000% | $300000.00         | $300691.60         | Asset-Backed Securities |
| SOUND POINT CLO LTD 2024-40    A-2    20371020 FLT | 2037-10-20      | 5.1676%  | 0.0000% | $3250000.00        | $3237410.97        | Asset-Backed Securities |
| STELLANTIS FIN UW TR 2025-A    A-2    20270720 4.6 | 2027-07-20      | 4.6300%  | 0.0000% | $730000.00         | $575836.37         | Asset-Backed Securities |
| SYMPHONY LTD 2024-41           D-1    20370720 FLT | 2037-07-20      | 6.6176%  | 0.0000% | $1750000.00        | $1757854.40        | Asset-Backed Securities |
| TEXAS DEBT C 5.80961 24APR38 144A F                | 2038-04-24      | 5.2180%  | 0.0000% | $30000000.00       | $30056993.40       | Asset-Backed Securities |
| TESLA ELECTRC VEHICLE 2023-1   A-3    20280620 5.3 | 2028-06-20      | 5.3800%  | 0.0000% | $35000.00          | $30483.12          | Asset-Backed Securities |
| 37 CAPITAL CLO LTD 2022-2R     D-R    20340717 FLT | 2034-07-17      | 7.0722%  | 0.0000% | $3000000.00        | $3016700.24        | Asset-Backed Securities |
| TWIN BROOK CLO LLC 2025-1      C      20370420 FLT | 2037-04-20      | 5.7676%  | 0.0000% | $24000000.00       | $23577842.88       | Asset-Backed Securities |
| VENTURE 2015-19RR CLO LTD      D-RR   20320115 FLT | 2032-01-15      | 7.4338%  | 0.0000% | $2000000.00        | $1968754.83        | Asset-Backed Securities |
| VERIZON MASTER TRUST 2024-5    A      20320621 5.0 | 2032-06-21      | 5.0000%  | 0.0000% | $250000.00         | $257568.97         | Asset-Backed Securities |
| VERIZON MASTER TRUST           A      20331020 0.0 | 2033-10-20      | 4.2800%  | 0.0000% | $21367000.00       | $21436354.89       | Asset-Backed Securities |
| WESTLAKE AUTO REC TR 2023-2    C      20280315 6.2 | 2028-03-15      | 6.2900%  | 0.0000% | $1560000.00        | $945280.78         | Asset-Backed Securities |
| WESTLAKE AUTOMBL REC TR 2023-4 C      20281115 6.6 | 2028-11-15      | 6.6400%  | 0.0000% | $1000000.00        | $1021012.67        | Asset-Backed Securities |
| WESTLAKE AT MBL RECV TR 23-P1  B      20270315 6.1 | 2027-03-15      | 6.1100%  | 0.0000% | $100000.00         | $100445.58         | Asset-Backed Securities |
| WESTLAKE AUTO REC TR 2026-1    C      20310616 4.3 | 2031-06-16      | 4.3700%  | 0.0000% | $8500000.00        | $8516340.78        | Asset-Backed Securities |
| WESTLAKE AUTOMOBILE REC 2025-3 A-2A   20280417 4.3 | 2028-04-17      | 4.3100%  | 0.0000% | $770000.00         | $772426.14         | Asset-Backed Securities |
| WESTLAKE AT REC TR 2024-1      A-3    20270517 5.4 | 2027-05-17      | 5.4400%  | 0.0000% | $1630000.00        | $53966.88          | Asset-Backed Securities |
| WORLD OMNI AUTO REC TR 2022-A  C      20280915 2.5 | 2028-09-15      | 2.5500%  | 0.0000% | $850000.00         | $849046.72         | Asset-Backed Securities |
| WORLD OMNI AUTO REC TR 2024-A  B      20291217 5.0 | 2029-12-17      | 5.0900%  | 0.0000% | $9875000.00        | $10064519.35       | Asset-Backed Securities |
| AVIS BUDGET CAR FDG LLC 2022-1 A      20280820 3.8 | 2028-08-20      | 3.8300%  | 0.0000% | $400000.00         | $398956.76         | Asset-Backed Securities |
| AVIS BUDGET FDG LLC 2022-3     B      20270220 5.3 | 2027-02-20      | 5.3100%  | 0.0000% | $6738000.00        | $1125314.50        | Asset-Backed Securities |
| BBAM US CLO LTD 2025-6         C      20390127 FLT | 2039-01-27      | 5.6579%  | 0.0000% | $300000.00         | $303350.50         | Asset-Backed Securities |
| BK OF AMER AUTO TR 2023-1      A-3    20280215 5.5 | 2028-02-15      | 5.5300%  | 0.0000% | $190000.00         | $80578.84          | Asset-Backed Securities |
| BMW VEHICLE LEASE TR 2025-1    A-2b   20270927 FLT | 2027-09-27      | 4.0873%  | 0.0000% | $8130000.00        | $6588897.24        | Asset-Backed Securities |
| BOWLING GREEN PARK CLO 2019-1A A-RR   20350418 FLT | 2035-04-18      | 4.6676%  | 0.0000% | $250000.00         | $250321.64         | Asset-Backed Securities |
| BRIDGECREST AUTO SEC TR 2026-1 B      20311115 4.2 | 2031-11-15      | 4.2500%  | 0.0000% | $10000000.00       | $10011721.11       | Asset-Backed Securities |
| BRIDGECREST AUTO SEC TR 2025-1 A-2    20270915 4.7 | 2027-09-15      | 4.7100%  | 0.0000% | $11585000.00       | $964385.71         | Asset-Backed Securities |
| CIFC FUNDING LTD 2014-3R       A-1R   20380331 FLT | 2038-03-31      | 4.8522%  | 0.0000% | $3750000.00        | $3763994.05        | Asset-Backed Securities |
| CIFC FUNDING 2020-1 LTD        A-1-R  20360715 FLT | 2036-07-15      | 5.0838%  | 0.0000% | $1625000.00        | $1630960.91        | Asset-Backed Securities |
| CNH EQUIPMENT TR 2021-C        B      20290416 1.4 | 2029-04-16      | 1.4100%  | 0.0000% | $605000.00         | $604703.85         | Asset-Backed Securities |
| CIFC FDG LTD 2023-3            A      20370121 FLT | 2037-01-21      | 5.2676%  | 0.0000% | $650000.00         | $650788.60         | Asset-Backed Securities |
| CPS AUTO REC TR 2022-B         D      20280815 5.1 | 2028-08-15      | 5.1900%  | 0.0000% | $20300000.00       | $11776731.33       | Asset-Backed Securities |
| CAPITAL ONE PR AR TR  2024-1   A-3    20290716 4.6 | 2029-07-16      | 4.6200%  | 0.0000% | $4355000.00        | $4403858.75        | Asset-Backed Securities |
| CARMAX AUTO OWNER TRUST 2022-2 C      20271215 4.2 | 2027-12-15      | 4.2600%  | 0.0000% | $80000.00          | $80118.80          | Asset-Backed Securities |
| CARVANA AUTO REC TR 2021-P1    D      20271210 1.8 | 2027-12-10      | 1.8200%  | 0.0000% | $265000.00         | $264393.71         | Asset-Backed Securities |
| CARVANA AUTO RECB TR 2021-N1   C      20280110 1.3 | 2028-01-10      | 1.3000%  | 0.0000% | $1660000.00        | $113726.46         | Asset-Backed Securities |
| CARVANA AUTO RECS TR 2021-N3   B      20280612 0.6 | 2028-06-12      | 0.6600%  | 0.0000% | $8400000.00        | $420129.17         | Asset-Backed Securities |
| CARVANA AUTO RCV TR 2021-N4    A-2    20280910 1.8 | 2028-09-10      | 1.8000%  | 0.0000% | $1946000.00        | $744043.50         | Asset-Backed Securities |
| CARVANA AUTO REC 2021-P2       B      20270310 1.2 | 2027-03-10      | 1.2700%  | 0.0000% | $948000.00         | $493100.81         | Asset-Backed Securities |
| CARVANA AUTO RECEIV 2024-N2    A-3    20280710 5.7 | 2028-07-10      | 5.7100%  | 0.0000% | $25000000.00       | $18003094.24       | Asset-Backed Securities |
| CARVANA AUTO RECEIV 2024-N2    D      20300910 6.4 | 2030-09-10      | 6.4400%  | 0.0000% | $6000000.00        | $6170938.66        | Asset-Backed Securities |
| CARVANA AUTO RECIEV TR 2024-N3 A-2    20271210 4.8 | 2027-12-10      | 4.8400%  | 0.0000% | $2640000.00        | $147160.99         | Asset-Backed Securities |
| CARVANA AUTO REC TR 2022-P1    B      20280210 3.0 | 2028-02-10      | 3.0000%  | 0.0000% | $550000.00         | $545827.52         | Asset-Backed Securities |
| CARVANA AR REC TR 2025-N1      A-2    20280510 4.7 | 2028-05-10      | 4.7800%  | 0.0000% | $4115000.00        | $1669537.27        | Asset-Backed Securities |
| CITIGROUP MTG LOAN 2024-RP2    A-1    20630225 FLT | 2063-02-25      | 4.1000%  | 0.0000% | $1000000.00        | $798882.49         | Asset-Backed Securities |
| COOPR RESIDENT MORT 2025-CES3  A-1A   20600925 FLT | 2060-09-25      | 4.8400%  | 0.0000% | $10000000.00       | $9634211.48        | Asset-Backed Securities |
| CPS AUTO RECEIVABLES TR 2026-A B      20300916 0.0 | 2030-09-16      | 4.4300%  | 0.0000% | $5000000.00        | $5006205.83        | Asset-Backed Securities |
| CPS AUTO RECV TR 2024-A        B      20280515 5.6 | 2028-05-15      | 5.6500%  | 0.0000% | $6000000.00        | $1354757.12        | Asset-Backed Securities |
| CREDIT ACCEP AT LN TR 2022-3   C      20330215 8.4 | 2033-02-15      | 8.4500%  | 0.0000% | $2000000.00        | $574815.00         | Asset-Backed Securities |
| CREDIT ACCEPTANCE AUTO 2023-5  A      20331215 6.1 | 2033-12-15      | 6.1300%  | 0.0000% | $10000000.00       | $9117175.87        | Asset-Backed Securities |
| CREDIT ACCEPT AUT LN TR 2024-1 A      20340315 5.6 | 2034-03-15      | 5.6800%  | 0.0000% | $15395000.00       | $15547913.41       | Asset-Backed Securities |
| CROWN CITY CLO V LLC           A-1R   20370420 FLT | 2037-04-20      | 5.2676%  | 0.0000% | $1000000.00        | $1002553.23        | Asset-Backed Securities |
| DT AUTO OWNER TR 2023-2        D      20290215 6.6 | 2029-02-15      | 6.6200%  | 0.0000% | $820000.00         | $840305.93         | Asset-Backed Securities |
| DRIVE AUTO RECEI TR 2025-2     A-2    20281015 4.2 | 2028-10-15      | 4.2900%  | 0.0000% | $1055000.00        | $1018726.92        | Asset-Backed Securities |
| DRYDEN CLO LTD 2022-98         D      20350420 FLT | 2035-04-20      | 6.7697%  | 0.0000% | $8900000.00        | $8833694.09        | Asset-Backed Securities |
| EATON VANCE CLO LTD 2020-2R2   A-R2   20371015 FLT | 2037-10-15      | 5.0522%  | 0.0000% | $1270000.00        | $1276140.55        | Asset-Backed Securities |
| ENT AUTO RECEIVABLES 2023-1    A-3    20290116 6.2 | 2029-01-16      | 6.2400%  | 0.0000% | $5800000.00        | $3108561.98        | Asset-Backed Securities |
| ENTERPRISE FLEET FIN 2024-3    A-4    20310320 5.0 | 2031-03-20      | 5.0600%  | 0.0000% | $80000.00          | $81871.00          | Asset-Backed Securities |
| ENTERPRISE FLEET FINANCING 202 A-2    20281020 4.0 | 2028-10-20      | 4.0000%  | 0.0000% | $3000000.00        | $3006006.67        | Asset-Backed Securities |
| EXETER AUTO REC TR 2024-4      A-3    20300815 5.2 | 2030-08-15      | 5.2800%  | 0.0000% | $1650000.00        | $254944.78         | Asset-Backed Securities |
| EXETER AUTO REC TR 2025-4      A-2    20280315 4.5 | 2028-03-15      | 4.5300%  | 0.0000% | $4080000.00        | $3427889.70        | Asset-Backed Securities |
| EXETER AUTOMOBLE REC TR 2025-2 A-3    20290116 4.7 | 2029-01-16      | 4.7400%  | 0.0000% | $130000.00         | $130666.25         | Asset-Backed Securities |
| EXETER AUTO REC TR 2023-3      C      20280615 6.2 | 2028-06-15      | 6.2100%  | 0.0000% | $1355000.00        | $621104.89         | Asset-Backed Securities |
| FIRST INV AUTO OWN TR 2021-2   D      20271215 1.6 | 2027-12-15      | 1.6600%  | 0.0000% | $5340000.00        | $5326119.56        | Asset-Backed Securities |
| FLAGSHIP CR AUTO TRUST 2021-3  D      20270915 1.6 | 2027-09-15      | 1.6500%  | 0.0000% | $1128000.00        | $1108015.79        | Asset-Backed Securities |
| FLATIRON CLO 2021-21R LTD      C-R    20371019 FLT | 2037-10-19      | 5.6676%  | 0.0000% | $2500000.00        | $2509635.85        | Asset-Backed Securities |
| FORD CR AUTO OWNER TR 2022-D   A-3    20270515 5.2 | 2027-05-15      | 5.2700%  | 0.0000% | $505000.00         | $68957.28          | Asset-Backed Securities |
| FORD CR AUTO OWNER TR 2025-A   A-2A   20271215 4.4 | 2027-12-15      | 4.4700%  | 0.0000% | $335000.00         | $234924.86         | Asset-Backed Securities |
| FOURSIGHT CAP ATML REC 2022-2  C      20280815 5.7 | 2028-08-15      | 5.7500%  | 0.0000% | $5770000.00        | $899094.65         | Asset-Backed Securities |
| GCAT 2021-NQM1 TR              A-3    20660125 FLT | 2066-01-25      | 1.1510%  | 0.0000% | $16165000.00       | $3215621.34        | Asset-Backed Securities |
| GLS AUTO RECEIVABLES 2020-4 TR E      20271015 3.5 | 2027-10-15      | 3.5100%  | 0.0000% | $4850000.00        | $1836396.10        | Asset-Backed Securities |
| GLS AUTO REC TR 2021-3         D      20270715 1.4 | 2027-07-15      | 1.4800%  | 0.0000% | $4375000.00        | $814393.12         | 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         | $77266.36          | Asset-Backed Securities |
| GM FIN CONS AUT REC TR 2022-3  C      20280316 4.7 | 2028-03-16      | 4.7200%  | 0.0000% | $75000.00          | $75316.24          | Asset-Backed Securities |
| GLS AUTO RECEIVABLES ISSUER TR C      20290515 6.0 | 2029-05-15      | 6.0100%  | 0.0000% | $1892000.00        | $1910702.74        | Asset-Backed Securities |
| GLS AUTO SELECT 2023-2         A-2    20280615 6.3 | 2028-06-15      | 6.3700%  | 0.0000% | $3950000.00        | $435318.35         | Asset-Backed Securities |
| GLS AUTO SELEC REC TR 2024-4   C      20301115 4.7 | 2030-11-15      | 4.7500%  | 0.0000% | $2734000.00        | $2763593.27        | Asset-Backed Securities |
| GLS AUTO RECEIVABLES 2025-4    A-2    20281016 0.0 | 2028-10-16      | 4.3700%  | 0.0000% | $10918000.00       | $10952509.99       | Asset-Backed Securities |
| GM FINAN AB LEASING TR 2025-2  A-2-A  20270720 4.5 | 2027-07-20      | 4.5500%  | 0.0000% | $301000.00         | $255910.86         | Asset-Backed Securities |
| GLS AUTO SELECT REC TR 2026-1  C      20320217 4.8 | 2032-02-17      | 4.8000%  | 0.0000% | $3424000.00        | $3428632.67        | Asset-Backed Securities |
| GM FIN CONS AUTO REC 2022-1    B      20280417 1.7 | 2028-04-17      | 1.7900%  | 0.0000% | $140000.00         | $139939.54         | Asset-Backed Securities |
| GOLDENTREE LN OPP XII 2016-12R D-R    20300722 FLT | 2030-07-22      | 6.8313%  | 0.0000% | $2500000.00        | $2505669.56        | Asset-Backed Securities |
| GOLUB CAP PART CLO LT 2024-74B D-2    20370727 FLT | 2037-07-27      | 8.1680%  | 0.0000% | $1650000.00        | $1663204.22        | Asset-Backed Securities |
| GOLUB CAP CLO 2025-78M         A-1    20390421 FLT | 2039-04-21      | 5.0497%  | 0.0000% | $4380000.00        | $4372562.76        | Asset-Backed Securities |
| GREAT LAKES CLO LTD  2024-8    A      20370715 FLT | 2037-07-15      | 5.4722%  | 0.0000% | $10000000.00       | $10035000.79       | Asset-Backed Securities |
| AGL CLO LTD 2022-23R           A-1-R  20380420 FLT | 2038-04-20      | 4.8176%  | 0.0000% | $13400000.00       | $13414314.30       | Asset-Backed Securities |
| AIMCO CLO LTD 2024-19          A      20371020 FLT | 2037-10-20      | 5.0176%  | 0.0000% | $337000.00         | $338487.45         | Asset-Backed Securities |
| AMSR TR 2025-SFR1              C      20300617 3.6 | 2030-06-17      | 3.6550%  | 0.0000% | $1500000.00        | $1414570.96        | Asset-Backed Securities |
| ARI FLEET LEASE TRUST 2024-A   A-3    20321115 5.0 | 2032-11-15      | 5.0000%  | 0.0000% | $300000.00         | $305147.50         | Asset-Backed Securities |
| AFFIRM ASSET SEC TR 2025-X2    A      20301015 4.4 | 2030-10-15      | 4.4500%  | 0.0000% | $5389000.00        | $4616681.21        | Asset-Backed Securities |
| ALLY BANK AUTO CREDIT LKD 24-A A-2    20320517 5.6 | 2032-05-17      | 5.6810%  | 0.0000% | $1155000.00        | $533789.83         | Asset-Backed Securities |
| ALLY AUTO REC TR 2022-3        A-3    20270415 5.0 | 2027-04-15      | 5.0700%  | 0.0000% | $3591000.00        | $108613.02         | Asset-Backed Securities |
| AMERICREDIT AM RECV TR 2024-1  A-3    20290118 5.4 | 2029-01-18      | 5.4300%  | 0.0000% | $305000.00         | $284558.88         | Asset-Backed Securities |
| AMERICAN CR ACCE REC TR 2024-4 A      20280313 4.8 | 2028-03-13      | 4.8100%  | 0.0000% | $12000000.00       | $460144.18         | Asset-Backed Securities |
| AMERICAN CR ACC RECV TR 2025-4 A      20290514 4.4 | 2029-05-14      | 4.4200%  | 0.0000% | $6734000.00        | $5703011.82        | Asset-Backed Securities |
| AMERICAN CR ACCPT RE TR 2025-3 A      20290112 4.7 | 2029-01-12      | 4.7300%  | 0.0000% | $9900000.00        | $6780087.69        | Asset-Backed Securities |
| AMERICAN CR ACCPT RE TR 2025-3 D      20320712 5.1 | 2032-07-12      | 5.1900%  | 0.0000% | $7100000.00        | $7170730.20        | Asset-Backed Securities |
| AMERICAN CR ACC RECV TR 2022-4 D      20290213 8.0 | 2029-02-13      | 8.0000%  | 0.0000% | $165000.00         | $71431.41          | Asset-Backed Securities |
| AMERICAN CR ACC RECV TR 2023-1 D      20290412 6.3 | 2029-04-12      | 6.3500%  | 0.0000% | $700000.00         | $669835.02         | Asset-Backed Securities |
| AMERICAN CR ACCEP RECV TR 24-1 D      20300513 5.8 | 2030-05-13      | 5.8600%  | 0.0000% | $16320000.00       | $16567623.36       | Asset-Backed Securities |
| AMERICAN CRT ACC REC TR 2026-1 D      20330112 5.1 | 2033-01-12      | 5.1000%  | 0.0000% | $1000000.00        | $1001163.33        | Asset-Backed Securities |
| AMERICREDIT AUTO REC 2022-1    C      20270920 2.9 | 2027-09-20      | 2.9800%  | 0.0000% | $13190000.00       | $10210626.00       | Asset-Backed Securities |
| ANCHORAGE CAP CLO 2019-11R2    A-R2   20370722 FLT | 2037-07-22      | 5.1992%  | 0.0000% | $1000000.00        | $1003535.38        | Asset-Backed Securities |
| ARES LXVII CLO LTD 2025-67R    A-1-R  20380125 FLT | 2038-01-25      | 4.8580%  | 0.0000% | $16000000.00       | $16012156.48       | Asset-Backed Securities |
| ARES XLIV CLO LTD              A-1-RR 20340417 FLT | 2034-04-17      | 4.8022%  | 0.0000% | $3625000.00        | $3633195.81        | Asset-Backed Securities |
| ARES LXI CLO LTD 2021-61R      D-R    20370420 FLT | 2037-04-20      | 7.5676%  | 0.0000% | $1000000.00        | $1005772.12        | Asset-Backed Securities |
| AUTONATION FIN TR 2025-1       A-2    20280410 4.7 | 2028-04-10      | 4.7200%  | 0.0000% | $255000.00         | $158451.51         | Asset-Backed Securities |
| AUTONATION FIN TR 2026-1       D      20340111 5.0 | 2034-01-11      | 5.0700%  | 0.0000% | $4118000.00        | $4125399.36        | Asset-Backed Securities |
| LCM LTD 2021-32                D      20340720 FLT | 2034-07-20      | 7.3292%  | 0.0000% | $4000000.00        | $3821143.60        | Asset-Backed Securities |
| LMRE 2025-SFR1                 A      20421217 4.5 | 2042-12-17      | 4.5000%  | 0.0000% | $10000000.00       | $9761580.00        | Asset-Backed Securities |
| LAD AUTO RECEIVABLES TR 2023-2 B      20280415 5.4 | 2028-04-15      | 5.4500%  | 0.0000% | $520000.00         | $505334.54         | Asset-Backed Securities |
| MCF CLO LLC 2024-8R            A-R    20360418 FLT | 2036-04-18      | 5.6176%  | 0.0000% | $5250000.00        | $5263757.38        | Asset-Backed Securities |
| MMAF EQUIP FIN 2019-B          A-5    20411112 2.2 | 2041-11-12      | 2.2900%  | 0.0000% | $2960000.00        | $1981424.49        | Asset-Backed Securities |
| MMAF EQUIP FIN 2021-A          A-5    20431113 1.1 | 2043-11-13      | 1.1900%  | 0.0000% | $2140000.00        | $2133036.32        | Asset-Backed Securities |
| MADISON PARK FDG LTD 2022-54R  C-R    20371021 FLT | 2037-10-21      | 5.6697%  | 0.0000% | $500000.00         | $501863.71         | Asset-Backed Securities |
| MADISON PK FDG LTD 2021-38R    A-2-R  20381018 FLT | 2038-10-18      | 5.1176%  | 0.0000% | $2525000.00        | $2532654.70        | Asset-Backed Securities |
| MAGNETITE LTD 2016-17R2        C-R2   20370420 FLT | 2037-04-20      | 6.1176%  | 0.0000% | $1470000.00        | $1476790.43        | Asset-Backed Securities |
| MARINER FIN ISSUANCE TR 2021-B A      20361120 2.1 | 2036-11-20      | 2.1000%  | 0.0000% | $596000.00         | $581079.93         | Asset-Backed Securities |
| MERCEDES AUTO REC TR 2023-1    A-3    20271115 4.5 | 2027-11-15      | 4.5100%  | 0.0000% | $158000.00         | $34397.32          | Asset-Backed Securities |
| MORGAN STNY ETN VC CL 2023-19R A-2-R  20380715 FLT | 2038-07-15      | 5.3222%  | 0.0000% | $1500000.00        | $1508021.37        | Asset-Backed Securities |
| NP SPE II LLC 2016-1           A-2    20460420 5.4 | 2046-04-20      | 5.4380%  | 0.0000% | $1500000.00        | $1158299.63        | Asset-Backed Securities |
| NEW RESI MTG TR 2020-RPL1      M-1    20591125 FLT | 2059-11-25      | 3.2500%  | 0.0000% | $3447600.00        | $3094152.24        | Asset-Backed Securities |
| NEW RESI MTG TR 2019-RPL3      B2     20590725 FLT | 2059-07-25      | 3.9773%  | 0.0000% | $40981000.00       | $36649182.73       | Asset-Backed Securities |
| OCP CLO LTD 2021-21R           A-R    20380120 FLT | 2038-01-20      | 4.8476%  | 0.0000% | $1000000.00        | $1002046.56        | Asset-Backed Securities |
| OCCU AUTO RECEIVABLES 2023-1   A-3    20280615 6.2 | 2028-06-15      | 6.2300%  | 0.0000% | $845000.00         | $409010.33         | Asset-Backed Securities |
| OCEAN TRAILS CLO 2022-12R LTD  A-2-R  20350720 FLT | 2035-07-20      | 5.1676%  | 0.0000% | $8000000.00        | $8036443.62        | Asset-Backed Securities |
| OCP CLO LTD 2025-40            A      20380416 FLT | 2038-04-16      | 4.8111%  | 0.0000% | $8308896.00        | $8322198.50        | Asset-Backed Securities |
| ONEMAIN FIN ISS TR 2022-S1     D      20350514 5.2 | 2035-05-14      | 5.2000%  | 0.0000% | $1570000.00        | $1581550.66        | Asset-Backed Securities |
| ONEMAIN FIN ISSUANCE TR 2022-3 A      20340515 5.9 | 2034-05-15      | 5.9400%  | 0.0000% | $102566000.00      | $21053326.85       | Asset-Backed Securities |
| OSCAR US FUNDING XIII LLC      SR-A-4 144A 28      | 2028-09-11      | 1.2700%  | 0.0000% | $5900000.00        | $983382.83         | Asset-Backed Securities |
| PFS FINANCING CORP 2024-F      A      20290815 4.7 | 2029-08-15      | 4.7500%  | 0.0000% | $1255000.00        | $1271282.58        | Asset-Backed Securities |
| PRPM LLC 2025-RPL2             A-2    20550425 FLT | 2055-04-25      | 3.7500%  | 0.0000% | $2500000.00        | $2416632.08        | Asset-Backed Securities |
| PORSCHE FINANCIAL AUTO 2025-1  A-3    20310122 3.8 | 2031-01-22      | 3.8600%  | 0.0000% | $9700000.00        | $9706293.15        | Asset-Backed Securities |
| PRESTIGE AUTO RECEIVABLES 2023 B      20271215 6.6 | 2027-12-15      | 6.6400%  | 0.0000% | $3215000.00        | $1061194.41        | Asset-Backed Securities |
| PROGRESS RESI TRUST 2026-SFR1  D      20430209 4.0 | 2043-02-09      | 4.0000%  | 0.0000% | $5000000.00        | $4694049.44        | Asset-Backed Securities |
| RCKT MORTGAGE TR 2025-CES8     A-1A   20550825 FLT | 2055-08-25      | 5.1477%  | 0.0000% | $9300000.00        | $8670489.83        | Asset-Backed Securities |
| RR LTD 24-R2                   A-1A-R 20370115 FLT | 2037-01-15      | 4.9822%  | 0.0000% | $3000000.00        | $3013937.74        | Asset-Backed Securities |
| SFS AUTO RECEIVABLES 2024-2    B      20300820 5.4 | 2030-08-20      | 5.4100%  | 0.0000% | $20000.00          | $20568.04          | Asset-Backed Securities |
| HPEFS EQUIPMENT TR 2024-1      B      20310520 5.1 | 2031-05-20      | 5.1800%  | 0.0000% | $1175000.00        | $1180733.87        | Asset-Backed Securities |
| HALSEYPOINT CLO 7 LTD 2023-7R  A-2R   20380720 FLT | 2038-07-20      | 5.3676%  | 0.0000% | $4300000.00        | $4320601.33        | Asset-Backed Securities |
| HERTZ VEH FING III LLC 2023-1  B      20270625 6.2 | 2027-06-25      | 6.2200%  | 0.0000% | $2450000.00        | $2461404.48        | Asset-Backed Securities |
| HERTZ VEHICLE FIN 2025-2       A      20310925 5.1 | 2031-09-25      | 5.1300%  | 0.0000% | $370000.00         | $376555.47         | Asset-Backed Securities |
| HILTON GRAND VACA TR 2022-2    C      20370125 5.5 | 2037-01-25      | 5.5700%  | 0.0000% | $150000.00         | $46049.13          | Asset-Backed Securities |
| HOME PART AMERICA TR 2021-2    A      20381217 1.9 | 2038-12-17      | 1.9010%  | 0.0000% | $300000.00         | $195252.12         | Asset-Backed Securities |
| HYUNDAI AUTO LEASE 2026-A      A-3    20281215 3.9 | 2028-12-15      | 3.9700%  | 0.0000% | $3500000.00        | $3509766.75        | Asset-Backed Securities |
| KENNEDY LEWIS 0.01 20OCT36 144A FRN                | 2036-10-20      | 8.1676%  | 0.0000% | $1500000.00        | $1515778.18        | Asset-Backed Securities |
| KUBOTA CREDIT OWNER TR 2024-1  A-4    20300115 5.2 | 2030-01-15      | 5.2000%  | 0.0000% | $300000.00         | $307343.60         | Asset-Backed Securities |
| LCM LTD 2021-35                D      20341016 FLT | 2034-10-16      | 7.3338%  | 0.0000% | $15000000.00       | $14415386.25       | Asset-Backed Securities |

### Security 668: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** WELLS FARGO SECURITIES LLC 4.320000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1E5TY0, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: ARP1E5TY0
- **C.18 - Value (incl. sponsor support):** $144500000.00
- **C.18.a - Value (excl. sponsor support):** $144500000.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2026-08-07
- **C.12 - Maturity Date (WAL):** 2026-08-07
- **C.13 - Final Legal Maturity Date:** 2026-08-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                                          |
|:---|:---|:---|:---|:---|:---|:---|
| BBCMS MRTG TR 2022-C15         E      20550416 FLT | 2055-04-16      | 2.5000%  | 0.0000% | $1808000.00        | $978523.75         | Private Label Collateralized Mortgage Obligations |
| BANK 2019-BNK16                F      20520216 FLT | 2052-02-16      | 3.6712%  | 0.0000% | $4022000.00        | $1487015.18        | Private Label Collateralized Mortgage Obligations |
| BRAVO RES FDG TR 2025-NQM1     B-2    20641225 FLT | 2064-12-25      | 7.2523%  | 0.0000% | $5096000.00        | $5144351.62        | Private Label Collateralized Mortgage Obligations |
| CFK TR 2020-MF2                E      20390317 FLT | 2039-03-17      | 3.4575%  | 0.0000% | $7500000.00        | $5717866.56        | Private Label Collateralized Mortgage Obligations |
| CIM TRUST 2020-R5              B3     20591225 FLT | 2059-12-25      | 4.5155%  | 0.0000% | $56070707.00       | $33452727.24       | Private Label Collateralized Mortgage Obligations |
| CITIGRP COML MTG TR 2020-GC46  E      20530218 2.6 | 2053-02-18      | 2.6000%  | 0.0000% | $1000000.00        | $546739.44         | Private Label Collateralized Mortgage Obligations |
| COREVEST AMER FIN TR 2019-3    E      20521018 FLT | 2052-10-18      | 4.7042%  | 0.0000% | $3290000.00        | $3059583.06        | Private Label Collateralized Mortgage Obligations |
| CSFB MTG PTC 2003-29           D-B-2  20331225 FLT | 2033-12-25      | 6.1441%  | 0.0000% | $8000000.00        | $579410.28         | Private Label Collateralized Mortgage Obligations |
| CSMC TRUST 2017-RPL1           B-3    20570725 FLT | 2057-07-25      | 2.9774%  | 0.0000% | $2000000.00        | $1151350.99        | Private Label Collateralized Mortgage Obligations |
| CITIGRP COML MTG TR 2015-GC33  D      20580912 3.1 | 2058-09-12      | 3.1720%  | 0.0000% | $9000000.00        | $5625497.00        | Private Label Collateralized Mortgage Obligations |
| IMPERIAL FUND MTG TR 2020-NQM1 B-2    20551025 FLT | 2055-10-25      | 5.7126%  | 0.0000% | $742000.00         | $743431.94         | Private Label Collateralized Mortgage Obligations |
| JP MORGAN CHASE CMBS 2012-WLD  A      20300507 3.9 | 2030-05-07      | 3.9054%  | 0.0000% | $47132000.00       | $30716251.25       | Private Label Collateralized Mortgage Obligations |
| JP MORGAN CHASE CMBS 2018-PHH  A      20350615 FLT | 2035-06-15      | 4.9370%  | 0.0000% | $6246000.00        | $5125461.19        | Private Label Collateralized Mortgage Obligations |
| JP MRGN CHASE COM 2020-MKST    D      20361215 FLT | 2036-12-15      | 5.7945%  | 0.0000% | $3750000.00        | $64561.69          | Private Label Collateralized Mortgage Obligations |
| JP MRGN CHASE COM 2020-MKST    H      20361215 FLT | 2036-12-15      | 11.0445% | 0.0000% | $280000.00         | $1258.31           | Private Label Collateralized Mortgage Obligations |
| MOFT TRUST 2020-ABC            B      20420212 FLT | 2042-02-12      | 3.4767%  | 0.0000% | $5312000.00        | $4264270.02        | Private Label Collateralized Mortgage Obligations |
| MOFT TRUST 2020-ABC            E      20420212 FLT | 2042-02-12      | 3.4767%  | 0.0000% | $2523784.00        | $1647452.19        | Private Label Collateralized Mortgage Obligations |
| MRCD 2019-PARK MORTGAGE TRUST  D      20361215 2.7 | 2036-12-15      | 2.7175%  | 0.0000% | $200000.00         | $160437.82         | Private Label Collateralized Mortgage Obligations |
| MULTIFAMILY CONNECT TR 2024-01 B-1    20540727 FLT | 2054-07-27      | 10.4473% | 0.0000% | $22897000.00       | $25121301.79       | Private Label Collateralized Mortgage Obligations |
| OBX TR 2024-NQM13              B-3    20640625 FLT | 2064-06-25      | 7.6938%  | 0.0000% | $286000.00         | $197800.11         | Private Label Collateralized Mortgage Obligations |
| PRKCM TR 2023-AFC1             B-2    20580225 FLT | 2058-02-25      | 7.3952%  | 0.0000% | $7900000.00        | $7910516.75        | Private Label Collateralized Mortgage Obligations |
| ROCK TR 2024-CNTR              E      20411115 8.8 | 2041-11-15      | 8.8191%  | 0.0000% | $3813000.00        | $4079449.55        | Private Label Collateralized Mortgage Obligations |
| ROC MTG TR 2024-RTL1           A1     20391025 FLT | 2039-10-25      | 5.5890%  | 0.0000% | $2845000.00        | $2861530.16        | Private Label Collateralized Mortgage Obligations |
| SEQUOIA MTG TR 2026-1          B-5    20560225 FLT | 2056-02-25      | 5.7497%  | 0.0000% | $2346000.00        | $1529900.95        | Private Label Collateralized Mortgage Obligations |
| STDIO COML MTG TR 2025-RLGH    A      20380716 FLT | 2038-07-16      | 5.7197%  | 0.0000% | $5000000.00        | $5024427.79        | Private Label Collateralized Mortgage Obligations |
| WFRBS COML MTG TR 2014-C23     D      20571017 FLT | 2057-10-17      | 3.8945%  | 0.0000% | $6281000.00        | $4981694.76        | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COML TR 2015-NXS2  E      20580717 FLT | 2058-07-17      | 3.4190%  | 0.0000% | $3000000.00        | $752793.58         | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COML TR 2016-NXS5  D      20590117 FLT | 2059-01-17      | 4.8750%  | 0.0000% | $300000.00         | $229616.11         | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COML MTG 2025-AURA E      20421015 FLT | 2042-10-15      | 8.6185%  | 0.0000% | $13020000.00       | $13019779.09       | Private Label Collateralized Mortgage Obligations |

### Security 669: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** WELLS FARGO SECURITIES LLC 4.230000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1E74G2, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: ARP1E74G2
- **C.18 - Value (incl. sponsor support):** $499855955.00
- **C.18.a - Value (excl. sponsor support):** $499855955.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2026-05-13
- **C.12 - Maturity Date (WAL):** 2026-05-13
- **C.13 - Final Legal Maturity Date:** 2026-05-13
- **Characteristics:** C.9 Eligible 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                                          |
|:---|:---|:---|:---|:---|:---|:---|
| ACREC LLC 2026-FL4             A-S    20430118 0.0 | 2043-01-18      | 5.4000%  | 0.0000% | $874000.00         | $874120.61         | Private Label Collateralized Mortgage Obligations |
| JP MORGAN CHASE CMBS 2018-PHH  C      20350615 FLT | 2035-06-15      | 5.3870%  | 0.0000% | $5300000.00        | $2526584.20        | Private Label Collateralized Mortgage Obligations |
| JP MORGAN CHASE CMBS 2018-PHH  E      20350615 FLT | 2035-06-15      | 6.4370%  | 0.0000% | $13700000.00       | $1193153.55        | Private Label Collateralized Mortgage Obligations |
| JP MORGAN CHASE CMBS 2018-PHH  F      20350615 FLT | 2035-06-15      | 7.0370%  | 0.0000% | $1890000.00        | $14737.27          | Private Label Collateralized Mortgage Obligations |
| JP MRGN CHASE COM 2020-MKST    G      20361215 FLT | 2036-12-15      | 8.5445%  | 0.0000% | $280000.00         | $966.64            | Private Label Collateralized Mortgage Obligations |
| JP MORGAN MTG TR 2021-INV6     B-6    20520425 FLT | 2052-04-25      | 2.8870%  | 0.0000% | $1102000.00        | $540247.10         | Private Label Collateralized Mortgage Obligations |
| J.P. MRG COMM TR 2022-OPO      D      20390107 FLT | 2039-01-07      | 3.4496%  | 0.0000% | $6366000.00        | $5110489.97        | Private Label Collateralized Mortgage Obligations |
| LCCM MORTGAGE TR 2017-LC26     D      20500712 3.3 | 2050-07-12      | 3.3270%  | 0.0000% | $11734000.00       | $9115406.34        | Private Label Collateralized Mortgage Obligations |
| LSTAR COML MTG TR 2017-5       C      20500311 FLT | 2050-03-11      | 4.6874%  | 0.0000% | $4169000.00        | $3937190.97        | Private Label Collateralized Mortgage Obligations |
| MCR TR 2024-HF1                E      20411216 FLT | 2041-12-16      | 7.8702%  | 0.0000% | $13400000.00       | $12154530.86       | Private Label Collateralized Mortgage Obligations |
| MCR TR 2024-HF1                F      20411216 FLT | 2041-12-16      | 9.1182%  | 0.0000% | $6600000.00        | $5992879.14        | Private Label Collateralized Mortgage Obligations |
| MKT MORTGAGE TRUST 2020-525M   F      20400212 FLT | 2040-02-12      | 2.9406%  | 0.0000% | $20500000.00       | $15243447.75       | Private Label Collateralized Mortgage Obligations |
| MOFT MTG TR 2020-B6            B      20400810 FLT | 2040-08-10      | 3.2828%  | 0.0000% | $1000000.00        | $777869.46         | Private Label Collateralized Mortgage Obligations |
| MOFT TRUST 2020-ABC            A      20420212 3.3 | 2042-02-12      | 3.3580%  | 0.0000% | $8865000.00        | $7574407.20        | Private Label Collateralized Mortgage Obligations |
| MOFT TRUST 2020-ABC            E      20420212 FLT | 2042-02-12      | 3.4767%  | 0.0000% | $2378216.00        | $1552429.66        | Private Label Collateralized Mortgage Obligations |
| MSSG TR 2017-237P              C      20390913 FLT | 2039-09-13      | 3.7401%  | 0.0000% | $6495000.00        | $6124816.73        | Private Label Collateralized Mortgage Obligations |
| MILL CITY MTG LN TR 2017-1     B4     20581125 FLT | 2058-11-25      | 3.8356%  | 0.0000% | $853146.00         | $565244.03         | Private Label Collateralized Mortgage Obligations |
| MS BOFA ML TRUST 2015-C22      D      20480417 FLT | 2048-04-17      | 3.9726%  | 0.0000% | $8549676.00        | $4858782.17        | Private Label Collateralized Mortgage Obligations |
| MORGAN STAN CAP I TR 2019-PLND A      20360515 FLT | 2036-05-15      | 4.7955%  | 0.0000% | $3782000.00        | $1633816.88        | Private Label Collateralized Mortgage Obligations |
| MORGAN STAN CAP I TR 2019-PLND B      20360515 FLT | 2036-05-15      | 5.0955%  | 0.0000% | $4385000.00        | $447809.87         | Private Label Collateralized Mortgage Obligations |
| MORGAN STAN CAP I TR 2019-PLND F      20360515 FLT | 2036-05-15      | 6.5955%  | 0.0000% | $6512000.00        | $213581.34         | Private Label Collateralized Mortgage Obligations |
| MORGAN STAN CAP I TR 2019-PLND H      20360515 FLT | 2036-05-15      | 8.4455%  | 0.0000% | $5000000.00        | $55344.75          | Private Label Collateralized Mortgage Obligations |
| MORGAN STN CAP I TR 2019-NUGS  C      20361215 FLT | 2036-12-15      | 5.2955%  | 0.0000% | $3000000.00        | $158388.75         | Private Label Collateralized Mortgage Obligations |
| MS BOFAML TRUST 2014-C16       D      20470617 FLT | 2047-06-17      | 4.6039%  | 0.0000% | $11978000.00       | $9723186.47        | Private Label Collateralized Mortgage Obligations |
| MORGAN STANLEY CAP I 2014-150E C      20320913 FLT | 2032-09-13      | 4.2950%  | 0.0000% | $5167000.00        | $4381036.70        | Private Label Collateralized Mortgage Obligations |
| MS BOFA ML TRUST 2015-C21      D      20480317 FLT | 2048-03-17      | 3.9911%  | 0.0000% | $3800000.00        | $2869817.26        | Private Label Collateralized Mortgage Obligations |
| MORGAN STNLY BAML TR 2025-5C1  F      20580315 FLT | 2058-03-15      | 4.0000%  | 0.0000% | $7000000.00        | $5098626.55        | Private Label Collateralized Mortgage Obligations |
| NEW RESDTL FDG LN TR 2026-NQM1 A-3    20651125 FLT | 2065-11-25      | 5.1790%  | 0.0000% | $4500000.00        | $4521163.37        | Private Label Collateralized Mortgage Obligations |
| OBX TRUST 2024-NQM4            B-2    20640125 FLT | 2064-01-25      | 7.8567%  | 0.0000% | $3134000.00        | $2936385.73        | Private Label Collateralized Mortgage Obligations |
| OBX TR 2024-NQM13              B-2    20640625 FLT | 2064-06-25      | 7.6938%  | 0.0000% | $570000.00         | $514897.97         | Private Label Collateralized Mortgage Obligations |
| OBX TRUST 2025-NQM17           B-1    20650825 FLT | 2065-08-25      | 6.6670%  | 0.0000% | $7914000.00        | $7933805.89        | Private Label Collateralized Mortgage Obligations |
| OBX TRUST 2025-NQM17           B-2    20650825 FLT | 2065-08-25      | 7.0878%  | 0.0000% | $329000.00         | $324324.78         | Private Label Collateralized Mortgage Obligations |
| NYC COML MTG TR 2026-7W34      B      20410207 FLT | 2041-02-07      | 5.3279%  | 0.0000% | $3500000.00        | $3537201.22        | Private Label Collateralized Mortgage Obligations |
| OBX TRUST 2025-NQM11           B-3    20650525 FLT | 2065-05-25      | 7.2006%  | 0.0000% | $975165.00         | $658746.89         | Private Label Collateralized Mortgage Obligations |
| ONE NEW YORK PLAZATR 2020-1NYP D      20360115 FLT | 2036-01-15      | 6.5455%  | 0.0000% | $100000.00         | $94897.71          | Private Label Collateralized Mortgage Obligations |
| PMT LOAN TRUST 2025-INV10      B-5    20561025 FLT | 2056-10-25      | 6.7782%  | 0.0000% | $1743000.00        | $1161543.35        | Private Label Collateralized Mortgage Obligations |
| PFP 2026-13 LTD                C      20430818 FLT | 2043-08-18      | 5.7501%  | 0.0000% | $1000000.00        | $1002995.00        | Private Label Collateralized Mortgage Obligations |
| RIDE 2025-SHRE                 E      20470214 FLT | 2047-02-14      | 8.0690%  | 0.0000% | $6611000.00        | $6799863.01        | Private Label Collateralized Mortgage Obligations |
| SG COML MTG SECS TR 2016-C5    D      20481013 FLT | 2048-10-13      | 4.8188%  | 0.0000% | $4000000.00        | $2993195.19        | Private Label Collateralized Mortgage Obligations |
| SHR TR 2024-LXRY               E      20411015 FLT | 2041-10-15      | 8.1302%  | 0.0000% | $26700000.00       | $27043083.76       | Private Label Collateralized Mortgage Obligations |
| SLG OFC TR 2026-PAT            A      20390215 4.9 | 2039-02-15      | 4.9279%  | 0.0000% | $15000000.00       | $15114520.76       | Private Label Collateralized Mortgage Obligations |
| SALUDA GRD ALT MTG TR 24-RTL4  A-2    20300225 FLT | 2030-02-25      | 7.5000%  | 0.0000% | $580000.00         | $584037.19         | Private Label Collateralized Mortgage Obligations |
| SEQUOIA MORTGAGE TRUST 2025-12 B-6    20551225 FLT | 2055-12-25      | 5.9725%  | 0.0000% | $1983938.00        | $1113027.30        | Private Label Collateralized Mortgage Obligations |
| SEQUOIA MTG TR 2026-1          B-4    20560225 FLT | 2056-02-25      | 5.7497%  | 0.0000% | $3015000.00        | $2527603.22        | Private Label Collateralized Mortgage Obligations |
| STWD LLC 2025-FL4              A-S    20421219 FLT | 2042-12-19      | 5.3754%  | 0.0000% | $20000000.00       | $20033431.32       | Private Label Collateralized Mortgage Obligations |
| SYCA COMMERCIALTR 2025-WAG     C      20421113 FLT | 2042-11-13      | 6.5843%  | 0.0000% | $3000000.00        | $3085616.92        | Private Label Collateralized Mortgage Obligations |
| SYCA COMMERCIALTR 2025-WAG     F      20421113 FLT | 2042-11-13      | 9.8598%  | 0.0000% | $11200000.00       | $11526564.82       | Private Label Collateralized Mortgage Obligations |
| TRTX ISSUER LTD 2022-FL5       D      20390217 FLT | 2039-02-17      | 7.0774%  | 0.0000% | $2500000.00        | $2454780.79        | Private Label Collateralized Mortgage Obligations |
| VNDO TRUST 2016-350P           E      20350112 FLT | 2035-01-12      | 3.9026%  | 0.0000% | $2500000.00        | $2454714.46        | Private Label Collateralized Mortgage Obligations |
| VRTX TR 2025-HQ                A      20420807 FLT | 2042-08-07      | 4.9262%  | 0.0000% | $11410000.00       | $11533973.76       | Private Label Collateralized Mortgage Obligations |
| VRTX TR 2025-HQ                D      20420807 FLT | 2042-08-07      | 6.5956%  | 0.0000% | $10500000.00       | $10864656.03       | Private Label Collateralized Mortgage Obligations |
| VERUS SEC TRUST 2024-2         B-2    20690225 FLT | 2069-02-25      | 8.6754%  | 0.0000% | $1850000.00        | $1892003.30        | Private Label Collateralized Mortgage Obligations |
| WFRBS COML MTG TR 2011-C3      D      20440317 FLT | 2044-03-17      | 6.0497%  | 0.0000% | $5712000.00        | $524746.12         | Private Label Collateralized Mortgage Obligations |
| WFRBS COML MTG TR 2013-C15     C      20460817 FLT | 2046-08-17      | 4.1511%  | 0.0000% | $6867000.00        | $6306268.08        | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COML TR 2015-C31   E      20481118 FLT | 2048-11-18      | 4.7800%  | 0.0000% | $5864000.00        | $3628998.24        | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COML TR 2015-NXS4  F      20481217 3.3 | 2048-12-17      | 3.3340%  | 0.0000% | $9361000.00        | $4527791.40        | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COML TR 2016-C32   D      20590117 FLT | 2059-01-17      | 3.7880%  | 0.0000% | $4150000.00        | $3851454.99        | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO CO MTG TR 2017-C40 D      20501017 2.7 | 2050-10-17      | 2.7000%  | 0.0000% | $3550000.00        | $3047973.20        | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO MTG TR 2017-SMP    C      20341215 FLT | 2034-12-15      | 5.0510%  | 0.0000% | $750000.00         | $460265.25         | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO CO TR 2017-C42     D      20501216 2.8 | 2050-12-16      | 2.8000%  | 0.0000% | $2500000.00        | $1591951.39        | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COML MTG 2025-DWHP F      20380415 FLT | 2038-04-15      | 11.1142% | 0.0000% | $10655000.00       | $10770723.10       | Private Label Collateralized Mortgage Obligations |
| WELLS FARG COM MTG TR 2025-C65 E      20581018 4.0 | 2058-10-18      | 4.0000%  | 0.0000% | $7036000.00        | $4816748.67        | Private Label Collateralized Mortgage Obligations |
| ACREC LLC 2026-FL4             D      20430118 0.0 | 2043-01-18      | 6.2000%  | 0.0000% | $1500000.00        | $1499845.83        | Private Label Collateralized Mortgage Obligations |
| ARBOR RLTY CRE NT 2022-FL1 LTD D      20370115 FLT | 2037-01-15      | 6.7074%  | 0.0000% | $8000000.00        | $8025717.83        | Private Label Collateralized Mortgage Obligations |
| ARES TR 2025-IND3              E      20420415 FLT | 2042-04-15      | 7.2302%  | 0.0000% | $18000000.00       | $18099226.42       | Private Label Collateralized Mortgage Obligations |
| BBCMS MTG TR 2019-BWAY         E      20341115 FLT | 2034-11-15      | 6.6445%  | 0.0000% | $130000.00         | $1202.34           | Private Label Collateralized Mortgage Obligations |
| BFLD TRUST 2020-EYP            A      20351015 FLT | 2035-10-15      | 4.9455%  | 0.0000% | $5349081.00        | $4227857.01        | Private Label Collateralized Mortgage Obligations |
| BAHA TR 2024-MAR               C      20411212 FLT | 2041-12-12      | 7.7663%  | 0.0000% | $2000000.00        | $2112840.40        | Private Label Collateralized Mortgage Obligations |
| BBCMS MTG TR 2018-TALL         E      20370316 FLT | 2037-03-16      | 6.3150%  | 0.0000% | $13750000.00       | $11587568.49       | Private Label Collateralized Mortgage Obligations |
| BBCMS MTG TR 2018-TALL         F      20370316 FLT | 2037-03-16      | 7.1130%  | 0.0000% | $26607000.00       | $20242013.70       | Private Label Collateralized Mortgage Obligations |
| BSREP COMM MTG TR 2021-DC      F      20380816 FLT | 2038-08-16      | 6.6455%  | 0.0000% | $5000000.00        | $1790597.34        | Private Label Collateralized Mortgage Obligations |
| BX TR 2025-DELC                C      20421225 0.0 | 2042-12-25      | 5.8802%  | 0.0000% | $2000000.00        | $2017400.16        | Private Label Collateralized Mortgage Obligations |
| BXP TRUST 2017-CC              D      20370813 FLT | 2037-08-13      | 3.5515%  | 0.0000% | $6963000.00        | $5921313.83        | Private Label Collateralized Mortgage Obligations |
| BX TR 2022-AHP                 C      20390118 FLT | 2039-01-18      | 5.7702%  | 0.0000% | $19300000.00       | $19346401.95       | Private Label Collateralized Mortgage Obligations |
| BX COML MTG TR 2025-COPT       D      20420815 FLT | 2042-08-15      | 6.9302%  | 0.0000% | $8000000.00        | $8088100.63        | Private Label Collateralized Mortgage Obligations |
| BX COML MTG TR 2025-COPT       E      20420815 FLT | 2042-08-15      | 8.1802%  | 0.0000% | $5900000.00        | $5959020.13        | Private Label Collateralized Mortgage Obligations |
| BAMLL COMM  MORT 2025-1105W    C      20401217 0.0 | 2040-12-17      | 7.0310%  | 0.0000% | $2500000.00        | $2506253.96        | Private Label Collateralized Mortgage Obligations |
| BANK 2019-BNK16                G      20520216 FLT | 2052-02-16      | 3.6712%  | 0.0000% | $2315000.00        | $466093.61         | Private Label Collateralized Mortgage Obligations |
| BANK 2019-BNK24                F      20621117 2.8 | 2062-11-17      | 2.8110%  | 0.0000% | $1500000.00        | $776973.62         | Private Label Collateralized Mortgage Obligations |
| BANK 2018-BNK12                E      20610517 FLT | 2061-05-17      | 2.9016%  | 0.0000% | $3000000.00        | $1523929.12        | Private Label Collateralized Mortgage Obligations |
| BANK 2022-BNK40                H      20640317 FLT | 2064-03-17      | 1.8895%  | 0.0000% | $2500000.00        | $1062887.81        | Private Label Collateralized Mortgage Obligations |
| BENCHMARK MTG TR 2020-B18      F      20530717 FLT | 2053-07-17      | 2.5000%  | 0.0000% | $3000000.00        | $1261619.67        | Private Label Collateralized Mortgage Obligations |
| BXMT 2020-FL2 LTD              D      20380218 FLT | 2038-02-18      | 5.9919%  | 0.0000% | $10250000.00       | $10115419.22       | Private Label Collateralized Mortgage Obligations |
| CF MTG  2019-CF1 TR            65B    20520517 4.1 | 2052-05-17      | 4.1396%  | 0.0000% | $900000.00         | $219912.01         | Private Label Collateralized Mortgage Obligations |
| COMM MTG TR 2014-UBS4          C      20470812 FLT | 2047-08-12      | 4.7471%  | 0.0000% | $13385000.00       | $10424560.28       | Private Label Collateralized Mortgage Obligations |
| COMM MTG TR 2014-UBS2          D      20470312 FLT | 2047-03-12      | 4.6240%  | 0.0000% | $4086750.00        | $246346.98         | Private Label Collateralized Mortgage Obligations |
| COMM MTG TR 2014-UBS5          C      20470912 FLT | 2047-09-12      | 4.7873%  | 0.0000% | $725000.00         | $677045.89         | Private Label Collateralized Mortgage Obligations |
| CSMC TRUST 2017-PFHP           F      20301216 FLT | 2030-12-16      | 8.2180%  | 0.0000% | $9900000.00        | $7682767.95        | Private Label Collateralized Mortgage Obligations |
| COLT MTG LN TR 2024-INV2       B-2    20690527 FLT | 2069-05-27      | 8.0785%  | 0.0000% | $4080000.00        | $3944856.76        | Private Label Collateralized Mortgage Obligations |
| COMM MTG TR 2015-DC1           D      20480212 FLT | 2048-02-12      | 4.1805%  | 0.0000% | $10000000.00       | $6933676.60        | Private Label Collateralized Mortgage Obligations |
| COMM MTG TR 2013-CCRE13        D      20461113 FLT | 2046-11-13      | 5.1022%  | 0.0000% | $6866000.00        | $3667131.24        | Private Label Collateralized Mortgage Obligations |
| CSWF 2021-SOP2                 D      20340615 FLT | 2034-06-15      | 6.2116%  | 0.0000% | $14160000.00       | $9432227.01        | Private Label Collateralized Mortgage Obligations |
| CSMC 2021-GATE                 E      20361215 FLT | 2036-12-15      | 8.3524%  | 0.0000% | $5941000.00        | $5783486.03        | Private Label Collateralized Mortgage Obligations |
| CWMBS INC 2004-20              3-A-1  20340925 FLT | 2034-09-25      | 4.8976%  | 0.0000% | $113492000.00      | $1102384.09        | Private Label Collateralized Mortgage Obligations |
| COMM MTG TR 2024-CBM           E      20411212 FLT | 2041-12-12      | 7.9274%  | 0.0000% | $3260000.00        | $3316733.73        | Private Label Collateralized Mortgage Obligations |
| CHASE HOME LDG MTG TR 2025-8   B-5    20560625 FLT | 2056-06-25      | 6.5557%  | 0.0000% | $530000.00         | $367022.89         | Private Label Collateralized Mortgage Obligations |
| CITIGRP COML MTG TR 2016-GC37  E      20490412 FLT | 2049-04-12      | 4.8883%  | 0.0000% | $6963239.00        | $4928899.25        | Private Label Collateralized Mortgage Obligations |
| CITIGROUP COML MTG TR 2016-P6  D      20491210 3.2 | 2049-12-10      | 3.2500%  | 0.0000% | $2500000.00        | $1844650.14        | Private Label Collateralized Mortgage Obligations |
| CITGRP COML MTG TR 2014-GC23   F      20470712 FLT | 2047-07-12      | 3.2080%  | 0.0000% | $2908450.00        | $1624320.53        | Private Label Collateralized Mortgage Obligations |
| CITGRP COML MTG TR 2015-GC35   B      20481113 FLT | 2048-11-13      | 4.3460%  | 0.0000% | $1950000.00        | $1809580.39        | Private Label Collateralized Mortgage Obligations |
| CITGRP COML MTG TR 2015-GC35   C      20481113 FLT | 2048-11-13      | 4.4133%  | 0.0000% | $3122000.00        | $2319783.78        | Private Label Collateralized Mortgage Obligations |
| COMM MORTGAGE TRUST 2019-521F  B      20340615 FLT | 2034-06-15      | 4.9280%  | 0.0000% | $7300000.00        | $6880420.36        | Private Label Collateralized Mortgage Obligations |
| COMM MTG TR 2018-HCLV          D      20330915 FLT | 2033-09-15      | 6.1526%  | 0.0000% | $1909000.00        | $583053.74         | Private Label Collateralized Mortgage Obligations |
| COMM MTG TR 2018-HCLV          E      20330915 FLT | 2033-09-15      | 6.4760%  | 0.0000% | $9747000.00        | $1037650.19        | Private Label Collateralized Mortgage Obligations |
| COREVEST AMER FIN TR 2019-1    D      20520315 4.8 | 2052-03-15      | 4.8180%  | 0.0000% | $2890000.00        | $1107793.03        | Private Label Collateralized Mortgage Obligations |
| COREVEST AMER FIN TR 2018-2    E      20521118 FLT | 2052-11-18      | 6.0431%  | 0.0000% | $1000000.00        | $976777.06         | Private Label Collateralized Mortgage Obligations |
| COREVEST AMCR FIN TR 2020-4    C      20521217 2.2 | 2052-12-17      | 2.2500%  | 0.0000% | $800000.00         | $750724.40         | Private Label Collateralized Mortgage Obligations |
| COREVEST AMERICA FIN TR 2021-3 E      20541019 FLT | 2054-10-19      | 4.2743%  | 0.0000% | $2574000.00        | $2314017.32        | Private Label Collateralized Mortgage Obligations |
| DBJPM MTG TR 2016-C3           D      20490812 FLT | 2049-08-12      | 3.4824%  | 0.0000% | $5000000.00        | $3260266.27        | Private Label Collateralized Mortgage Obligations |
| EFMT 2025-RTL1                 A1     20401125 FLT | 2040-11-25      | 5.2210%  | 0.0000% | $6300000.00        | $6308518.48        | Private Label Collateralized Mortgage Obligations |
| EFMT 2025-RTL1                 M1     20401125 FLT | 2040-11-25      | 6.3940%  | 0.0000% | $2000000.00        | $2010428.11        | Private Label Collateralized Mortgage Obligations |
| CITIGRP COML MTG TR 2016-P3    C      20490416 FLT | 2049-04-16      | 4.9537%  | 0.0000% | $1500000.00        | $1393662.72        | Private Label Collateralized Mortgage Obligations |
| EXTENDED STAY AMER TR 2025-ESH F      20421015 FLT | 2042-10-15      | 7.7802%  | 0.0000% | $2500000.00        | $2539354.37        | Private Label Collateralized Mortgage Obligations |
| FS RIALTO ISSUER LTD 2021-FL2  D      20380518 FLT | 2038-05-18      | 6.5919%  | 0.0000% | $3275000.00        | $3282904.22        | Private Label Collateralized Mortgage Obligations |
| FARM MORTGAGE TRUST 2024-1     A      20530525 FLT | 2053-05-25      | 4.6798%  | 0.0000% | $6250000.00        | $5023228.05        | Private Label Collateralized Mortgage Obligations |
| FARM MORTGAGE TR 2025-1        A      20540125 FLT | 2054-01-25      | 5.2200%  | 0.0000% | $832000.00         | $784528.42         | Private Label Collateralized Mortgage Obligations |
| FRESB MORTGAGE TR 2025-SB123   A-10F  20350525 FLT | 2035-05-25      | 5.0100%  | 0.0000% | $748000.00         | $761030.60         | Private Label Collateralized Mortgage Obligations |
| GS MTG SECS TR 2013-PEMB       C      20330307 FLT | 2033-03-07      | 3.5495%  | 0.0000% | $3070000.00        | $346539.51         | Private Label Collateralized Mortgage Obligations |
| GS MTG SECS TR 2013-GC13       D      20460712 FLT | 2046-07-12      | 3.8580%  | 0.0000% | $5792000.00        | $4304080.57        | Private Label Collateralized Mortgage Obligations |
| GS MTG SECS TR 2014-GC22       C      20470612 FLT | 2047-06-12      | 4.6677%  | 0.0000% | $4792000.00        | $2735092.11        | Private Label Collateralized Mortgage Obligations |
| GS MTG SECS CORP TR 2018-RIVR  H      20350716 FLT | 2035-07-16      | 7.3770%  | 0.0000% | $1261000.00        | $3990.01           | Private Label Collateralized Mortgage Obligations |
| GS MTG SEC CORP TR 2018-LAUA   B      20321115 FLT | 2032-11-15      | 5.3772%  | 0.0000% | $8250000.00        | $8274375.72        | Private Label Collateralized Mortgage Obligations |
| GS MORTGAGE SECS TR 2019-GC40  C      20520712 FLT | 2052-07-12      | 3.9460%  | 0.0000% | $3205000.00        | $2652332.11        | Private Label Collateralized Mortgage Obligations |
| GS MTG SEC COR  TR 2020-DUNE   E      20361215 FLT | 2036-12-15      | 6.4500%  | 0.0000% | $5750000.00        | $4494533.33        | Private Label Collateralized Mortgage Obligations |
| GPMT LTD 2021-FL4              D      20361222 FLT | 2036-12-22      | 6.6414%  | 0.0000% | $3875000.00        | $3859272.85        | Private Label Collateralized Mortgage Obligations |
| GS MTG SEC CORP 2021-ROSS TR   F      20360616 FLT | 2036-06-16      | 7.8450%  | 0.0000% | $8000000.00        | $4548050.00        | Private Label Collateralized Mortgage Obligations |
| GS MTG-BACKED SECS 2025-NQM2   B-2    20650625 FLT | 2065-06-25      | 7.3446%  | 0.0000% | $600000.00         | $607782.90         | Private Label Collateralized Mortgage Obligations |
| GS MORTGAGE BACKED 2025-PJ8    B-5    20560225 FLT | 2056-02-25      | 6.5525%  | 0.0000% | $361000.00         | $263251.09         | Private Label Collateralized Mortgage Obligations |
| HONO MORTGAGE TRUST 2021-LULU  F      20361215 FLT | 2036-12-15      | 8.1955%  | 0.0000% | $10634000.00       | $10256735.27       | Private Label Collateralized Mortgage Obligations |
| HOMES TR 2025-NQM1             B-2    20700125 FLT | 2070-01-25      | 7.2324%  | 0.0000% | $4920000.00        | $4941751.62        | Private Label Collateralized Mortgage Obligations |
| HOMEWARD OPTU FD TR 2025-RRTL2 M1     20400925 FLT | 2040-09-25      | 6.5360%  | 0.0000% | $251000.00         | $253639.21         | Private Label Collateralized Mortgage Obligations |
| JPMCC COML MTG SEC TR 2016-JP3 F      20490817 FLT | 2049-08-17      | 4.1768%  | 0.0000% | $2000000.00        | $923077.35         | Private Label Collateralized Mortgage Obligations |
| J.P. MORGAN MTG TR 2022-INV3   B-5    20520925 FLT | 2052-09-25      | 3.3652%  | 0.0000% | $2111942.00        | $1180930.13        | Private Label Collateralized Mortgage Obligations |
| JPMBB COML MTG SEC TR 2015-C27 E      20480218 FLT | 2048-02-18      | 2.8050%  | 0.0000% | $4000000.00        | $149078.33         | Private Label Collateralized Mortgage Obligations |
| JPMBB COML MTG SEC TR 2015-C29 D      20480515 FLT | 2048-05-15      | 3.7837%  | 0.0000% | $9700000.00        | $4855412.62        | Private Label Collateralized Mortgage Obligations |
| JP MORGAN CHASE CMBS 2018-PHH  B      20350615 FLT | 2035-06-15      | 5.1870%  | 0.0000% | $4750000.00        | $3405183.17        | Private Label Collateralized Mortgage Obligations |

### Security 670: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** WELLS FARGO SECURITIES LLC 4.230000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1E91U0, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: ARP1E91U0
- **C.18 - Value (incl. sponsor support):** $399546892.00
- **C.18.a - Value (excl. sponsor support):** $399546892.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2026-08-12
- **C.12 - Maturity Date (WAL):** 2026-08-12
- **C.13 - Final Legal Maturity Date:** 2026-08-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                |
|:---|:---|:---|:---|:---|:---|:---|
| EXETER AUTO REC TR 2023-4      C      20280815 6.5 | 2028-08-15      | 6.5100%  | 0.0000% | $1878000.00        | $1038616.94        | Asset-Backed Securities |
| EXETER AUTOMOBLE REC TR 2025-5 A-2    20280615 4.3 | 2028-06-15      | 4.3800%  | 0.0000% | $13414000.00       | $13459030.80       | Asset-Backed Securities |
| EXETER AUTOMOBLE REC TR 2025-5 C      20320315 4.6 | 2032-03-15      | 4.6800%  | 0.0000% | $2776000.00        | $2803374.14        | Asset-Backed Securities |
| EXETER AUTO REC TR 2025-4      B      20300515 4.4 | 2030-05-15      | 4.4000%  | 0.0000% | $2287000.00        | $2305518.60        | Asset-Backed Securities |
| EXETER AUTO REC TR 2026-1      B      20301015 4.2 | 2030-10-15      | 4.2200%  | 0.0000% | $1800000.00        | $1804067.00        | Asset-Backed Securities |
| FIRST NATIONAL MASTER 2023-2   A      20290917 5.7 | 2029-09-17      | 5.7700%  | 0.0000% | $535000.00         | $542295.88         | Asset-Backed Securities |
| FORD CREDIT AT TR  2025-A      A-2A   20270815 4.5 | 2027-08-15      | 4.5700%  | 0.0000% | $225000.00         | $140921.92         | Asset-Backed Securities |
| FORD CR FLOORPLAN MASTER OWNER A-2    20280515 FLT | 2028-05-15      | 4.9574%  | 0.0000% | $1000000.00        | $1004737.56        | Asset-Backed Securities |
| FORD CREDIT AUTO 2023-B        C      20270415 6.4 | 2027-04-15      | 6.4300%  | 0.0000% | $1047000.00        | $1053066.49        | Asset-Backed Securities |
| FORD CREDIT AUTO ONR TR 2022-B A-4    20270815 3.9 | 2027-08-15      | 3.9300%  | 0.0000% | $48000.00          | $23646.02          | Asset-Backed Securities |
| FORD CR AUTO OWNER TR 2022-C   C      20300315 5.2 | 2030-03-15      | 5.2200%  | 0.0000% | $50000.00          | $50292.15          | Asset-Backed Securities |
| GM FINL AUTO LEASING TR 2025-1 A-2-B  20270520 FLT | 2027-05-20      | 4.1130%  | 0.0000% | $11000000.00       | $7170504.38        | Asset-Backed Securities |
| GLS AUTO RECEIVABLES 2025-4    D      20310815 0.0 | 2031-08-15      | 5.1300%  | 0.0000% | $4044000.00        | $4073858.87        | Asset-Backed Securities |
| GENERATE CLO 2024-7R LTD       A-1-R  20370422 FLT | 2037-04-22      | 5.2892%  | 0.0000% | $750000.00         | $751916.53         | Asset-Backed Securities |
| GLS AUTO REC ISSUER TR 2025-3  A-2    20280717 4.5 | 2028-07-17      | 4.5200%  | 0.0000% | $6520000.00        | $6077937.52        | Asset-Backed Securities |
| GM FINANCIAL CONSUMER 2023-4   A-3    20280816 5.7 | 2028-08-16      | 5.7800%  | 0.0000% | $395000.00         | $259811.70         | Asset-Backed Securities |
| GM FINL CONSUMER AUTOMOBILE RE A-3    20280216 4.6 | 2028-02-16      | 4.6600%  | 0.0000% | $2781000.00        | $900916.54         | Asset-Backed Securities |
| GOLDENTREE LN MGMT 2022-16R2   A-RR   20380120 FLT | 2038-01-20      | 4.7876%  | 0.0000% | $6400000.00        | $6409855.34        | Asset-Backed Securities |
| HARLEY-DAVIDSON  TR 2025-A     A-2A   20280715 4.7 | 2028-07-15      | 4.7100%  | 0.0000% | $200000.00         | $148999.00         | Asset-Backed Securities |
| HERTZ VEHICLE FIN 2021-2 LLC   A      20271225 1.6 | 2027-12-25      | 1.6800%  | 0.0000% | $67741000.00       | $66655879.48       | Asset-Backed Securities |
| HERTZ VEHICLE FINANCING 2025-5 A      20300525 4.6 | 2030-05-25      | 4.6200%  | 0.0000% | $31281000.00       | $31442524.64       | Asset-Backed Securities |
| HONDA AUTO RECEIV OWNER 2025-3 A-2B   20280321 FLT | 2028-03-21      | 4.0520%  | 0.0000% | $26055000.00       | $26093978.28       | Asset-Backed Securities |
| HYUNDAI AUTO LEASE 2026-A      B      20300515 4.1 | 2030-05-15      | 4.1600%  | 0.0000% | $5000000.00        | $5009340.00        | Asset-Backed Securities |
| HYUNDAI AUTO REC TR 2023-C     A-3    20281016 5.5 | 2028-10-16      | 5.5400%  | 0.0000% | $125000.00         | $91232.50          | Asset-Backed Securities |
| HYUNDAI AUTO REC TR 2022-B     A-4    20280815 3.8 | 2028-08-15      | 3.8000%  | 0.0000% | $97000.00          | $52448.04          | Asset-Backed Securities |
| HYUNDAI AUTO REC TR 2024-B     A-3    20290315 4.8 | 2029-03-15      | 4.8400%  | 0.0000% | $1100000.00        | $1113210.63        | Asset-Backed Securities |
| HYUNDAI AUTO LEASE TR  2025-A  A-2B   20270615 FLT | 2027-06-15      | 4.1074%  | 0.0000% | $18000000.00       | $12243454.17       | Asset-Backed Securities |
| JAMESTOWN CLO LTD 2019-14RR    B-RR   20341020 FLT | 2034-10-20      | 5.4176%  | 0.0000% | $250000.00         | $250401.22         | Asset-Backed Securities |
| JOHN DEERE OWNR TR 2022-B      A-3    20270216 3.7 | 2027-02-16      | 3.7400%  | 0.0000% | $279000.00         | $21958.17          | Asset-Backed Securities |
| LAD AUTO RECEIVABLES TR 2024-3 A-2    20271115 4.6 | 2027-11-15      | 4.6400%  | 0.0000% | $65000.00          | $7876.12           | Asset-Backed Securities |
| LAD AUTO RECEIVABLES TR 2024-2 A-3    20280815 5.6 | 2028-08-15      | 5.6100%  | 0.0000% | $190000.00         | $107620.68         | Asset-Backed Securities |
| LENDMARK FUNDING TRUST 2020-2  A      20310421 2.3 | 2031-04-21      | 2.3200%  | 0.0000% | $10293000.00       | $7006142.17        | Asset-Backed Securities |
| M&T EQUIPMENT LLC 2024-LEAF1   A-2    20310818 4.9 | 2031-08-18      | 4.9900%  | 0.0000% | $570000.00         | $258677.74         | Asset-Backed Securities |
| MADISON PARK FUNDING 2025-63R  A-1-R  20380723 FLT | 2038-07-23      | 5.0697%  | 0.0000% | $250000.00         | $251699.36         | Asset-Backed Securities |
| MADISON PARK FDG XXXV 2019-35R A-2A-R 20320420 FLT | 2032-04-20      | 5.1292%  | 0.0000% | $5000000.00        | $5005873.95        | Asset-Backed Securities |
| MAGNETITE XLII LIMITED         A-1    20380125 FLT | 2038-01-25      | 4.9780%  | 0.0000% | $2750000.00        | $2758203.56        | Asset-Backed Securities |
| MAN US CLO LTD 2023-1          A      20351015 FLT | 2035-10-15      | 5.9676%  | 0.0000% | $10000000.00       | $10032276.75       | Asset-Backed Securities |
| MARINER FIN ISSUANCE TR 2024-A D      20360922 6.7 | 2036-09-22      | 6.7700%  | 0.0000% | $112000.00         | $114787.18         | Asset-Backed Securities |
| MERCEDES BENZ AUTO REC 2022-1  A-3    20270816 5.2 | 2027-08-16      | 5.2100%  | 0.0000% | $2265000.00        | $325113.51         | Asset-Backed Securities |
| MERCEDES-BENZ AUTO RECE 2023-2 A-3    20281115 5.9 | 2028-11-15      | 5.9500%  | 0.0000% | $15000.00          | $9411.10           | Asset-Backed Securities |
| MILL CITY MTG LN TR 2018-1     B4     20620525 FLT | 2062-05-25      | 3.7112%  | 0.0000% | $7639000.00        | $5513434.17        | Asset-Backed Securities |
| MOUNTAIN VIEW CLO LTD 2024-18  D-1    20371016 FLT | 2037-10-16      | 7.3211%  | 0.0000% | $3000000.00        | $3032541.32        | Asset-Backed Securities |
| NEUBERGER BERMAN CLO 2014-17R3 C-R3   20380722 FLT | 2038-07-22      | 5.8192%  | 0.0000% | $1650000.00        | $1656093.71        | Asset-Backed Securities |
| NISSAN AUTO LEASE TRUST 2023-B A-3    20280315 5.9 | 2028-03-15      | 5.9300%  | 0.0000% | $1227000.00        | $645221.80         | Asset-Backed Securities |
| OAKTREE CLO 5.60454 15JAN35 144A FR                | 2035-01-15      | 5.3722%  | 0.0000% | $250000.00         | $250594.60         | Asset-Backed Securities |
| OAKTREE CLO 2020-1RR LTD       A-RR   20380115 FLT | 2038-01-15      | 4.8622%  | 0.0000% | $20000000.00       | $20044518.24       | Asset-Backed Securities |
| OCTAGON INVT PARTNRS 2017-32R3 A-1-R3 20371102 FLT | 2037-11-02      | 5.0522%  | 0.0000% | $6650000.00        | $6684480.78        | Asset-Backed Securities |
| OCTAGON INV PTRS LTD 2019-42RR B-RR   20370715 FLT | 2037-07-15      | 5.4722%  | 0.0000% | $500000.00         | $502465.04         | Asset-Backed Securities |
| PFS FING CORP 2023-C           A      20281016 5.5 | 2028-10-16      | 5.5200%  | 0.0000% | $826000.00         | $836622.36         | Asset-Backed Securities |
| PRET TR 2025-RPL1              M-1    20690725 FLT | 2069-07-25      | 4.0000%  | 0.0000% | $5000000.00        | $4723621.11        | Asset-Backed Securities |
| PRPM LLC 2025-RCF6             A-1    20551225 FLT | 2055-12-25      | 4.9420%  | 0.0000% | $10000000.00       | $9750607.89        | Asset-Backed Securities |
| PALMER SQUARE LOAN 2024-3      A-1    20320809 FLT | 2032-08-09      | 4.9450%  | 0.0000% | $2260472.00        | $1364944.56        | Asset-Backed Securities |
| PALMER SQUARE CLO LTD 2021-4R  A-2-R  20380715 FLT | 2038-07-15      | 5.2722%  | 0.0000% | $2000000.00        | $2009153.49        | Asset-Backed Securities |
| PALMER SQUARE LN FDG LT 2025-1 A-1    20330215 FLT | 2033-02-15      | 4.6518%  | 0.0000% | $700000.00         | $610223.82         | Asset-Backed Securities |
| PORSCHE INNOV LEASOW TR 2024-2 A-2B   20261221 FLT | 2026-12-21      | 4.1430%  | 0.0000% | $427000.00         | $24256.86          | Asset-Backed Securities |
| PRESTIGE AUTO REC TR 2024-1    B      20280515 5.7 | 2028-05-15      | 5.7100%  | 0.0000% | $1330000.00        | $427351.53         | Asset-Backed Securities |
| PRESTIGE AUTO REC 2024-2       B      20290215 4.5 | 2029-02-15      | 4.5600%  | 0.0000% | $4345000.00        | $4344509.01        | Asset-Backed Securities |
| PROGRESS RES TR 2021-SFR10     A      20401219 2.3 | 2040-12-19      | 2.3930%  | 0.0000% | $100000.00         | $78496.38          | Asset-Backed Securities |
| PROGRESS RESIDENTIAL 2025-SFR1 A      20420220 3.4 | 2042-02-20      | 3.4000%  | 0.0000% | $6327000.00        | $6052130.66        | Asset-Backed Securities |
| PROGRESS RES TRUST 2025-SFR5   A      20421017 3.8 | 2042-10-17      | 3.8500%  | 0.0000% | $100000.00         | $96945.14          | Asset-Backed Securities |
| RCKT MORTGAGE TRUST 2025-CES10 A-1A   20551025 FLT | 2055-10-25      | 4.8940%  | 0.0000% | $5750000.00        | $5566278.82        | Asset-Backed Securities |
| REGATTA FUNDING LTD 2025-31    A-1    20380325 FLT | 2038-03-25      | 4.8380%  | 0.0000% | $1000000.00        | $1001767.56        | Asset-Backed Securities |
| REGIONAL MGNT ISSUA TR 2024-1  B      20360715 6.4 | 2036-07-15      | 6.4500%  | 0.0000% | $800000.00         | $823008.40         | Asset-Backed Securities |
| REGATTA FDG LTD 2025-34        A-1    20380720 FLT | 2038-07-20      | 5.0676%  | 0.0000% | $10000000.00       | $10054376.75       | Asset-Backed Securities |
| SFS AUTO RECV SEC TR 2024-1    C      20320120 5.5 | 2032-01-20      | 5.5100%  | 0.0000% | $4029000.00        | $4141189.74        | Asset-Backed Securities |
| SANTANDER DRIVE AUTO 2025-1    B      20310315 4.8 | 2031-03-15      | 4.8800%  | 0.0000% | $3630000.00        | $3669212.47        | Asset-Backed Securities |
| SFS AR REC SEC TR 2025-1       A-4    20301220 4.8 | 2030-12-20      | 4.8300%  | 0.0000% | $6000000.00        | $6118714.00        | Asset-Backed Securities |
| SILVER PT SCF CLO LTD 2025-5   C      20380420 FLT | 2038-04-20      | 5.8176%  | 0.0000% | $38000000.00       | $38080902.34       | Asset-Backed Securities |
| SYCAMORE TREE CLO LTD 2021-1R  C-R    20380120 FLT | 2038-01-20      | 5.7176%  | 0.0000% | $2800000.00        | $2813659.05        | Asset-Backed Securities |
| SYMPHONY CLO LTD 2022-31R      C-R    20380122 FLT | 2038-01-22      | 5.4192%  | 0.0000% | $400000.00         | $400741.71         | Asset-Backed Securities |
| 37 CAPITAL CLO 4 LTD           B-R    20350415 FLT | 2035-04-15      | 5.1722%  | 0.0000% | $2050000.00        | $2057615.91        | Asset-Backed Securities |
| TOYOTA AUTO REC OWN TR 2022-C  A-3    20270415 3.7 | 2027-04-15      | 3.7600%  | 0.0000% | $10288000.00       | $1126348.35        | Asset-Backed Securities |
| TOYOTA AUTO RECV OWNER 2025-C  A-2B   20280615 FLT | 2028-06-15      | 4.0074%  | 0.0000% | $345000.00         | $345712.47         | Asset-Backed Securities |
| UNIT AUTO CR SEC TR 2022-2     D      20280110 6.8 | 2028-01-10      | 6.8400%  | 0.0000% | $2200000.00        | $670280.32         | Asset-Backed Securities |
| VERUS SECURITIZATION 2025-12   A-3    20701225 FLT | 2070-12-25      | 5.3670%  | 0.0000% | $1136000.00        | $1137480.60        | Asset-Backed Securities |
| VOLKSWAGEN AUTO LEASE 2025-B   A-2-A  20280420 3.9 | 2028-04-20      | 3.9700%  | 0.0000% | $150000.00         | $150314.82         | Asset-Backed Securities |
| VSTRONG AUTO REC 2024-A        A-3    20281215 5.6 | 2028-12-15      | 5.6200%  | 0.0000% | $1500000.00        | $880859.24         | Asset-Backed Securities |
| WELLINGTON MANAGEMENT CLO 2025 A      20380419 FLT | 2038-04-19      | 4.8176%  | 0.0000% | $1500000.00        | $1502712.35        | Asset-Backed Securities |
| WESTLAKE AT MBL RECV TR 23-P1  D      20290815 7.0 | 2029-08-15      | 7.0500%  | 0.0000% | $5491000.00        | $5582153.35        | Asset-Backed Securities |
| WESTLAKE AUTO REC TR 2025-1    A-2A   20280118 4.6 | 2028-01-18      | 4.6600%  | 0.0000% | $4610000.00        | $2232600.38        | Asset-Backed Securities |
| WOODMONT TR 2022-10R           C-R    20380415 FLT | 2038-04-15      | 5.7722%  | 0.0000% | $5250000.00        | $5167444.17        | Asset-Backed Securities |
| WORLD OMNI AUTO REC TR 2025-A  A-3    20300315 4.7 | 2030-03-15      | 4.7300%  | 0.0000% | $2682000.00        | $2716495.44        | Asset-Backed Securities |
| CEDAR  XVII CLO 2023-17R       A-R    20380720 FLT | 2038-07-20      | 5.0197%  | 0.0000% | $836000.00         | $843411.80         | Asset-Backed Securities |
| OCP CLO 2025-46 5.04726 15OCT38 FRN                | 2038-10-15      | 5.0473%  | 0.0000% | $630000.00         | $630634.41         | Asset-Backed Securities |
| AMSR TRUST 2024-SFR1           A      20410718 4.2 | 2041-07-18      | 4.2900%  | 0.0000% | $1061000.00        | $1057129.29        | Asset-Backed Securities |
| AFFIRM MASTER TRUST 2025-3     B      20341016 4.7 | 2034-10-16      | 4.7500%  | 0.0000% | $1000000.00        | $1000710.17        | Asset-Backed Securities |
| AMERICAN CR ACPT REC TR 2022-3 D      20281013 5.8 | 2028-10-13      | 5.8300%  | 0.0000% | $8645000.00        | $958449.13         | Asset-Backed Securities |
| AMERICAN CR ACCEP RECV TR 24-1 C      20300114 5.6 | 2030-01-14      | 5.6300%  | 0.0000% | $4470000.00        | $2659102.05        | Asset-Backed Securities |
| AMERICAN CRT ACC REC TR 2026-1 B      20300412 4.2 | 2030-04-12      | 4.2400%  | 0.0000% | $1000000.00        | $1001494.22        | Asset-Backed Securities |
| AMERICREDIT AUTO REC TR 2021-3 C      20270818 1.4 | 2027-08-18      | 1.4100%  | 0.0000% | $890000.00         | $370535.41         | Asset-Backed Securities |
| AMUR EQUIP FIN RECEIVABLES XII A-2    20291220 6.0 | 2029-12-20      | 6.0900%  | 0.0000% | $352000.00         | $85732.80          | Asset-Backed Securities |
| AVIS BUDGET RENTAL FDG 2022-5  C      20270420 9.2 | 2027-04-20      | 6.2400%  | 0.0000% | $3250000.00        | $1631732.56        | Asset-Backed Securities |
| BALLYROCK CLO LTD 2019-1R      A-1-R  20320715 FLT | 2032-07-15      | 4.9638%  | 0.0000% | $700000.00         | $394631.21         | Asset-Backed Securities |
| BATTALION CLO LTD 2021-18R     D-R    20361015 FLT | 2036-10-15      | 7.3838%  | 0.0000% | $1250000.00        | $1190370.73        | Asset-Backed Securities |
| BRIDGECREST AUTO SEC TR 2026-1 D      20311115 4.9 | 2031-11-15      | 4.9900%  | 0.0000% | $4000000.00        | $4010016.89        | Asset-Backed Securities |
| BRIDGECREST LENDIN AUTO 2024-4 A-3    20280915 4.7 | 2028-09-15      | 4.7200%  | 0.0000% | $7349000.00        | $7111555.02        | Asset-Backed Securities |
| BRIDGECRST LDG AT SC TR 2025-4 D      20310815 5.4 | 2031-08-15      | 5.4100%  | 0.0000% | $2000000.00        | $2029248.33        | Asset-Backed Securities |
| CQS US CLO LTD 2025-4          B      20360721 FLT | 2036-07-21      | 5.5676%  | 0.0000% | $1000000.00        | $1004626.56        | Asset-Backed Securities |
| CAP ONE PRIME AUTO RECV 2023-1 A-3    20280215 4.8 | 2028-02-15      | 4.8700%  | 0.0000% | $230000.00         | $82510.56          | Asset-Backed Securities |
| CARMAX AUTO OWNER TRUST 2025-1 A-2A   20280315 4.6 | 2028-03-15      | 4.6300%  | 0.0000% | $340000.00         | $172070.93         | Asset-Backed Securities |
| CARVANA AUTO RECB TR 2021-N2   C      20280310 1.0 | 2028-03-10      | 1.0700%  | 0.0000% | $140000.00         | $12255.60          | Asset-Backed Securities |
| CARVANA AUTO RECS TR 2021-N3   A-2    20280612 1.1 | 2028-06-12      | 1.1100%  | 0.0000% | $2880000.00        | $849642.65         | Asset-Backed Securities |
| CARVANA AUTO RECS TR 2021-N3   D      20280612 1.5 | 2028-06-12      | 1.5800%  | 0.0000% | $535000.00         | $61693.30          | Asset-Backed Securities |
| CARVANA AUTO RECEIVABLES 2023- A-3    20281010 6.1 | 2028-10-10      | 6.1600%  | 0.0000% | $2500000.00        | $1281578.41        | Asset-Backed Securities |
| CARVANA AUTO REC TR 2023-P3    A-3    20280810 5.8 | 2028-08-10      | 5.8200%  | 0.0000% | $3159000.00        | $1412377.59        | Asset-Backed Securities |
| CEDAR  VIII CLO 2017-8R2       A-RR   20380119 FLT | 2038-01-19      | 4.8876%  | 0.0000% | $2025000.00        | $2031090.54        | Asset-Backed Securities |
| CPS AUTO RECEIVABLES TR 2024-C A      20280215 5.8 | 2028-02-15      | 5.8800%  | 0.0000% | $244000.00         | $6812.45           | Asset-Backed Securities |
| CPS AUTO RECV TR 2024-A        C      20300415 5.7 | 2030-04-15      | 5.7400%  | 0.0000% | $1926000.00        | $1945708.12        | Asset-Backed Securities |
| CR ACCEP AUTO LN TR  2023-2    C      20330915 7.1 | 2033-09-15      | 7.1500%  | 0.0000% | $4875000.00        | $4976430.06        | Asset-Backed Securities |
| DT AUTO OWNER TRUST 2021-3A    D      20270517 1.3 | 2027-05-17      | 1.3100%  | 0.0000% | $2000000.00        | $541248.75         | Asset-Backed Securities |
| DT AUTO OWNER TRUST 2022-1     D      20271215 3.4 | 2027-12-15      | 3.4000%  | 0.0000% | $39995000.00       | $13634285.64       | Asset-Backed Securities |
| DT AUTO OWNER TR 2023-1        C      20281016 5.5 | 2028-10-16      | 5.5500%  | 0.0000% | $20780000.00       | $6376850.70        | Asset-Backed Securities |
| DRYDEN CLO LTD 2022-98         A      20350420 FLT | 2035-04-20      | 4.9697%  | 0.0000% | $787000.00         | $789762.29         | Asset-Backed Securities |
| DRYDEN CLO LTD 2022-108R       A-1-R  20370720 FLT | 2037-07-20      | 5.0276%  | 0.0000% | $619000.00         | $621015.81         | Asset-Backed Securities |
| EATON VANCE CLO LTD 2020-1RR   A-RR   20371015 FLT | 2037-10-15      | 5.0622%  | 0.0000% | $1000000.00        | $1004069.25        | Asset-Backed Securities |
| ELMWOOD CLO LTD 2023-23R       A-R    20360416 FLT | 2036-04-16      | 5.0211%  | 0.0000% | $448000.00         | $450088.87         | Asset-Backed Securities |
| EMPOWER CLO 2024-2 LTD         A-1    20370715 FLT | 2037-07-15      | 5.1922%  | 0.0000% | $1500000.00        | $1505975.12        | Asset-Backed Securities |
| ENTERPRISE FLET FINCNG 2022-3  A-2    20290720 4.3 | 2029-07-20      | 4.3800%  | 0.0000% | $869000.00         | $19070.36          | Asset-Backed Securities |
| EXETER AUTO RECV TR 2021-2     E      20280717 2.9 | 2028-07-17      | 2.9000%  | 0.0000% | $3335000.00        | $3333040.13        | Asset-Backed Securities |
| EXETER AUTO RECV TR 2021-3     D      20270615 1.5 | 2027-06-15      | 1.5500%  | 0.0000% | $28735000.00       | $9153485.04        | Asset-Backed Securities |

### Security 671: RBC DOMINION SECURITIES INC

- **C.1 - Title:** RBC DOMINION SECURITIES INC 3.660000%
- **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: ARP1EAWA7, C.3 - LEI: 549300QJJX6CVVUXLE15, C.5 - Other ID: ARP1EAWA7
- **C.18 - Value (incl. sponsor support):** $1614000000.00
- **C.18.a - Value (excl. sponsor support):** $1614000000.00
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-02-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2032-02-15      | 1.8750%  | 0.0000% | $1240500.00        | $1114498.42        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2032-05-15      | 2.8750%  | 0.0000% | $4643100.00        | $4392353.62        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2033-01-15      | 1.1250%  | 0.0000% | $1000.00           | $1056.07           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2032-01-31      | 4.3750%  | 0.0000% | $4411200.00        | $4612818.81        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2032-04-30      | 4.0000%  | 0.0000% | $4057800.00        | $4110166.92        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2032-07-31      | 4.0000%  | 0.0000% | $51584400.00       | $52688889.29       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2035-11-15      | 4.0000%  | 0.0000% | $5044400.00        | $4995327.02        | U.S. Treasuries (including strips)        |
| Freddie Mac            | 2055-06-25      | 5.0973%  | 0.0000% | $29694537.00       | $27444045.64       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-115 FC       | 2055-07-20      | 4.8030%  | 0.0000% | $99747273.00       | $98039228.22       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-131 AF       | 2055-08-20      | 4.9530%  | 0.0000% | $1000.00           | $984.22            | Agency Collateralized Mortgage Obligation |
| GNRA 2025-131 FW       | 2055-08-20      | 4.8030%  | 0.0000% | $100000000.00      | $99722100.10       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-152 FH       | 2055-09-20      | 4.8030%  | 0.0000% | $99984000.00       | $96981768.65       | Agency Collateralized Mortgage Obligation |
| GNRA 2021-077 FT       | 2051-05-20      | 3.5000%  | 0.0000% | $32982864.00       | $18283787.63       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-174 YF       | 2055-09-20      | 4.7030%  | 0.0000% | $85012094.00       | $84548025.90       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-172 GF       | 2055-10-20      | 4.7030%  | 0.0000% | $15373584.00       | $15158606.38       | Agency Collateralized Mortgage Obligation |
| GNRA 2022-024 FA       | 2052-02-20      | 3.0000%  | 0.0000% | $44165660.00       | $26768977.07       | Agency Collateralized Mortgage Obligation |
| GNRA 2021-223 FA       | 2051-12-20      | 2.5000%  | 0.0000% | $1002.00           | $593.69            | Agency Collateralized Mortgage Obligation |
| GNRA 2023-020 TF       | 2053-02-20      | 4.6030%  | 0.0000% | $50000000.00       | $24892584.07       | Agency Collateralized Mortgage Obligation |
| GNRA 2023-060 FA       | 2053-04-20      | 4.6030%  | 0.0000% | $1949671.00        | $1008039.83        | Agency Collateralized Mortgage Obligation |
| GNRA 2023-069 FA       | 2053-05-20      | 4.6530%  | 0.0000% | $43247000.00       | $23079906.57       | Agency Collateralized Mortgage Obligation |
| GNRA 2023-136 FC       | 2053-09-20      | 4.9030%  | 0.0000% | $50000000.00       | $14918958.27       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-084 FA       | 2054-05-20      | 4.8330%  | 0.0000% | $31098856.00       | $26937845.95       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-126 FW       | 2054-08-20      | 4.8530%  | 0.0000% | $100000000.00      | $63829765.20       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-171 FA       | 2054-10-20      | 4.8530%  | 0.0000% | $80956281.00       | $64483458.65       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-164 FH       | 2054-10-20      | 4.9030%  | 0.0000% | $12875200.00       | $8840543.43        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-187 FD       | 2054-11-20      | 4.7530%  | 0.0000% | $10848600.00       | $8177306.06        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-160 YF       | 2054-09-20      | 4.9030%  | 0.0000% | $121282752.00      | $96693544.20       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-180 FE       | 2054-11-20      | 4.8130%  | 0.0000% | $26826994.00       | $16562516.58       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-024 FB       | 2055-02-20      | 4.8530%  | 0.0000% | $61635600.00       | $47276372.22       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-024 FD       | 2055-02-20      | 4.7730%  | 0.0000% | $4212500.00        | $3269796.27        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-004 FH       | 2055-01-20      | 5.0030%  | 0.0000% | $26135429.00       | $18510795.07       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-022 FA       | 2055-02-20      | 4.8130%  | 0.0000% | $99908700.00       | $82610314.42       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-025 XF       | 2065-02-20      | 4.9030%  | 0.0000% | $61865305.00       | $42462443.44       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-069 FN       | 2055-04-20      | 5.0030%  | 0.0000% | $11659000.00       | $10959560.94       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-060 YF       | 2055-03-20      | 4.9030%  | 0.0000% | $1415500.00        | $1001911.12        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-062 FE       | 2055-04-20      | 4.7530%  | 0.0000% | $9509575.00        | $7265386.67        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-100 FJ       | 2055-06-20      | 4.9030%  | 0.0000% | $23718880.00       | $22544237.45       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-193 FE       | 2055-11-20      | 5.1530%  | 0.0000% | $18069702.00       | $16931137.97       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-169 FC       | 2055-10-20      | 4.7030%  | 0.0000% | $99997500.00       | $97790507.13       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-196 FN       | 2055-11-20      | 5.1030%  | 0.0000% | $149835998.00      | $138630835.62      | Agency Collateralized Mortgage Obligation |
| GNRA 2025-188 FB       | 2055-11-20      | 5.1030%  | 0.0000% | $100000000.00      | $94152518.94       | Agency Collateralized Mortgage Obligation |
| FEPC 02.000 CLRA5247   | 2051-05-01      | 2.0000%  | 0.0000% | $32482837.00       | $17911382.24       | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBM3663   | 2047-04-01      | 3.0000%  | 0.0000% | $93485160.00       | $18515893.86       | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBM5024   | 2048-11-01      | 3.0000%  | 0.0000% | $2827.00           | $484.61            | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLCB9175   | 2054-09-01      | 7.0000%  | 0.0000% | $1000.00           | $867.52            | Agency Mortgage-Backed Securities         |
| FNMS 01.500 CLMA4254   | 2051-02-01      | 1.5000%  | 0.0000% | $12831104.00       | $7256625.72        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSL1191   | 2055-05-01      | 6.0000%  | 0.0000% | $8870400.00        | $8274991.81        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLRJ4183   | 2055-05-01      | 6.5000%  | 0.0000% | $1159.00           | $968.80            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLTA1265   | 2055-12-01      | 5.5000%  | 0.0000% | $4604695.00        | $4718544.88        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLTA2055   | 2055-12-01      | 6.5000%  | 0.0000% | $2154492.00        | $2238789.35        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLTA2037   | 2056-01-01      | 6.0000%  | 0.0000% | $2052.00           | $2109.38           | Agency Mortgage-Backed Securities         |
| GNII SF MA3522 M       | 2046-03-20      | 4.0000%  | 0.0000% | $48384960.00       | $4074669.00        | Agency Mortgage-Backed Securities         |
| GNII SF MA4261 M       | 2047-02-20      | 3.0000%  | 0.0000% | $2148.00           | $324.66            | Agency Mortgage-Backed Securities         |
| GNII SF MA4511 M       | 2047-06-20      | 4.0000%  | 0.0000% | $307159.00         | $29485.34          | Agency Mortgage-Backed Securities         |
| GNII SF MA4653 M       | 2047-08-20      | 4.0000%  | 0.0000% | $13177984.00       | $1411233.72        | Agency Mortgage-Backed Securities         |
| GNII SF MA4652 M       | 2047-08-20      | 3.5000%  | 0.0000% | $1000.00           | $123.67            | Agency Mortgage-Backed Securities         |
| GNII SF MA5875 M       | 2049-04-20      | 3.5000%  | 0.0000% | $98195200.00       | $8946345.70        | Agency Mortgage-Backed Securities         |
| GNII SF MA5985 M       | 2049-06-20      | 3.5000%  | 0.0000% | $1024.00           | $102.50            | Agency Mortgage-Backed Securities         |
| GNII SF MA6710 M       | 2050-06-20      | 3.0000%  | 0.0000% | $1056.00           | $262.31            | Agency Mortgage-Backed Securities         |
| GNII SF MA6867 M       | 2050-09-20      | 3.5000%  | 0.0000% | $1010.00           | $287.77            | Agency Mortgage-Backed Securities         |
| GNII SF MA8100 M       | 2052-06-20      | 4.0000%  | 0.0000% | $4167.00           | $2977.18           | Agency Mortgage-Backed Securities         |
| GNII SF MA7473 M       | 2051-07-20      | 3.0000%  | 0.0000% | $2102.00           | $1109.64           | Agency Mortgage-Backed Securities         |
| GNII SF MA7535 M       | 2051-08-20      | 3.0000%  | 0.0000% | $1024.00           | $572.88            | Agency Mortgage-Backed Securities         |
| GNII SF MA7650 M       | 2051-10-20      | 3.0000%  | 0.0000% | $1000.00           | $579.60            | Agency Mortgage-Backed Securities         |
| GNII SF MA8101 M       | 2052-06-20      | 4.5000%  | 0.0000% | $2048.00           | $1495.33           | Agency Mortgage-Backed Securities         |
| GNII SF MA8269 M       | 2052-09-20      | 5.0000%  | 0.0000% | $1056.00           | $773.73            | Agency Mortgage-Backed Securities         |
| GNII SF MA8349 M       | 2052-10-20      | 5.5000%  | 0.0000% | $2041.00           | $1369.87           | Agency Mortgage-Backed Securities         |
| GNII SF MA8567 M       | 2053-01-20      | 4.0000%  | 0.0000% | $1024.00           | $782.57            | Agency Mortgage-Backed Securities         |
| GNII SF MA8571 M       | 2053-01-20      | 6.0000%  | 0.0000% | $2032.00           | $1055.23           | Agency Mortgage-Backed Securities         |
| GNII SF MA9782 M       | 2054-05-20      | 7.0000%  | 0.0000% | $6593.00           | $2741.05           | Agency Mortgage-Backed Securities         |
| GNII SF MA9015 M       | 2053-07-20      | 4.5000%  | 0.0000% | $1000.00           | $842.76            | Agency Mortgage-Backed Securities         |
| GNII SF MA9173 M       | 2053-09-20      | 6.5000%  | 0.0000% | $1008.00           | $440.94            | Agency Mortgage-Backed Securities         |
| GNII SF MA9422 M       | 2054-01-20      | 5.0000%  | 0.0000% | $1024.00           | $909.31            | Agency Mortgage-Backed Securities         |
| GNII SF MA9487 M       | 2054-02-20      | 5.0000%  | 0.0000% | $3024.00           | $2570.07           | Agency Mortgage-Backed Securities         |
| GNII SF MA9488 M       | 2054-01-20      | 5.5000%  | 0.0000% | $1008.00           | $750.89            | Agency Mortgage-Backed Securities         |
| GNII SF MA9722 M       | 2054-06-20      | 4.0000%  | 0.0000% | $3208.00           | $2829.84           | Agency Mortgage-Backed Securities         |
| GNII SF MA9727 M       | 2054-06-20      | 6.5000%  | 0.0000% | $1000.00           | $473.83            | Agency Mortgage-Backed Securities         |
| GNII SF BW5983 C       | 2050-07-20      | 3.5000%  | 0.0000% | $5005224.00        | $3999616.71        | Agency Mortgage-Backed Securities         |
| GNII SF CH8922 C       | 2051-09-20      | 3.5000%  | 0.0000% | $1101.00           | $818.07            | Agency Mortgage-Backed Securities         |
| GNII SF MA9964 M       | 2054-10-20      | 5.0000%  | 0.0000% | $1024.00           | $939.38            | Agency Mortgage-Backed Securities         |
| GNII SF DB6851 C       | 2054-06-20      | 6.5000%  | 0.0000% | $1000.00           | $912.52            | Agency Mortgage-Backed Securities         |
| GNII SF MB0147 M       | 2055-01-20      | 5.5000%  | 0.0000% | $2030.00           | $1698.68           | Agency Mortgage-Backed Securities         |
| GNAR AF MB0697 M       | 2055-10-20      | 5.5000%  | 0.0000% | $1328.00           | $1351.14           | Agency Mortgage-Backed Securities         |
| GNMI SP 783639 X       | 2042-06-15      | 4.0000%  | 0.0000% | $68889857.00       | $2846873.37        | Agency Mortgage-Backed Securities         |
| GNMI SP 783641 X       | 2042-06-15      | 4.0000%  | 0.0000% | $1760013.00        | $74058.50          | Agency Mortgage-Backed Securities         |
| GNII SP 783656 M       | 2042-05-20      | 4.0000%  | 0.0000% | $41854.00          | $2329.56           | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2026-03-12      | 0.0000%  | 0.0000% | $336700.00         | $335292.59         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2026-03-26      | 0.0000%  | 0.0000% | $100.00            | $99.45             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2026-04-23      | 0.0000%  | 0.0000% | $800.00            | $793.39            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2026-02-17      | 0.0000%  | 0.0000% | $200.00            | $199.64            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2042-08-15      | 2.7500%  | 0.0000% | $900.00            | $706.23            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2045-02-15      | 2.5000%  | 0.0000% | $100.00            | $72.01             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2045-05-15      | 3.0000%  | 0.0000% | $600.00            | $465.74            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2046-02-15      | 2.5000%  | 0.0000% | $100.00            | $70.88             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2048-02-15      | 3.0000%  | 0.0000% | $100.00            | $75.87             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2049-02-15      | 3.0000%  | 0.0000% | $100.00            | $75.14             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2049-02-15      | 1.0000%  | 0.0000% | $100.00            | $93.93             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2049-11-15      | 2.3750%  | 0.0000% | $17690400.00       | $11474527.48       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2051-02-15      | 0.1250%  | 0.0000% | $26643000.00       | $18090188.50       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2041-11-15      | 2.0000%  | 0.0000% | $100.00            | $70.20             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2042-05-15      | 3.2500%  | 0.0000% | $53090400.00       | $44601521.34       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2053-02-15      | 3.6250%  | 0.0000% | $3219200.00        | $2662468.05        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2054-05-15      | 4.6250%  | 0.0000% | $17355800.00       | $16887713.12       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2054-11-15      | 4.5000%  | 0.0000% | $13258600.00       | $12637534.21       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2027-02-15      | 2.2500%  | 0.0000% | $7771600.00        | $7745423.22        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2030-01-15      | 0.1250%  | 0.0000% | $35400.00          | $42771.60          | U.S. Treasuries (including strips)        |

### Security 672: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** WELLS FARGO SECURITIES LLC 4.320000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1EELL7, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: ARP1EELL7
- **C.18 - Value (incl. sponsor support):** $649557148.50
- **C.18.a - Value (excl. sponsor support):** $649557148.50
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2026-08-18
- **C.12 - Maturity Date (WAL):** 2026-08-18
- **C.13 - Final Legal Maturity Date:** 2026-08-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? 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                |
|:---|:---|:---|:---|:---|:---|:---|
| AGL CLO LTD 2022-22R           E-R    20370121 FLT | 2037-01-21      | 8.9176%  | 0.0000% | $1000000.00        | $964427.12         | Asset-Backed Securities |
| AIG CLO 2021-2 INCOME NT LTD                       | 2034-07-20      | 0.0000%  | 0.0000% | $2500000.00        | $1433767.50        | Asset-Backed Securities |
| AMMC CLO 26 LTD 2023-26        SUB-A  20360415 FLT | 2036-04-15      | 0.0000%  | 0.0000% | $5370000.00        | $3060900.00        | Asset-Backed Securities |
| AMSR TR 2023-SFR2              F-1    20400817 3.9 | 2040-08-17      | 3.9500%  | 0.0000% | $9980000.00        | $9504312.72        | Asset-Backed Securities |
| AMSR TR 2023-SFR2              F-2    20400817 3.9 | 2040-08-17      | 3.9500%  | 0.0000% | $2500000.00        | $2355759.86        | Asset-Backed Securities |
| AMMC CLO 21 LTD 2017-21        SUB NT 20301104 FLT | 2030-11-04      | 0.0000%  | 0.0000% | $2750000.00        | $110000.00         | Asset-Backed Securities |
| AMSR TR 2024-SFR2              F-1    20411119 4.1 | 2041-11-19      | 4.1500%  | 0.0000% | $3200000.00        | $2983302.58        | Asset-Backed Securities |
| AMSR 2025-SFR2 TRUST           F1     20421119 4.2 | 2042-11-19      | 4.2750%  | 0.0000% | $2000000.00        | $1820229.50        | Asset-Backed Securities |
| AFFIRM ASSET SEC TR 2024-A     A      20290215 5.6 | 2029-02-15      | 5.6100%  | 0.0000% | $5227000.00        | $5242176.59        | Asset-Backed Securities |
| AFFIRM ASSET SEC TR 2024-A     D      20290215 6.8 | 2029-02-15      | 6.8900%  | 0.0000% | $2750000.00        | $2760474.29        | Asset-Backed Securities |
| AFFIRM ASSET SEC 2024-A        C      20290215 6.1 | 2029-02-15      | 6.1600%  | 0.0000% | $5750000.00        | $5767426.33        | Asset-Backed Securities |
| AFFIRM ASSET SEC 2024-A        D      20290215 6.8 | 2029-02-15      | 6.8900%  | 0.0000% | $3500000.00        | $3512788.42        | Asset-Backed Securities |
| AIMCO CLO 2018-A               SUB    20310417 FLT | 2031-04-17      | 0.0000%  | 0.0000% | $6000000.00        | $2760000.00        | Asset-Backed Securities |
| AJAX MTG LN TR 2019-F          A-1    20590725 FLT | 2059-07-25      | 2.8600%  | 0.0000% | $2900000.00        | $611269.56         | Asset-Backed Securities |
| AJAX MORTGAGE LN TR 2021-E     A-2    20601225 2.6 | 2060-12-25      | 2.6930%  | 0.0000% | $1708540.00        | $1327723.57        | Asset-Backed Securities |
| AMERICAN CR ACCEPT REC 2024-3  E      20320312 7.9 | 2032-03-12      | 7.9200%  | 0.0000% | $1700000.00        | $1792517.40        | Asset-Backed Securities |
| AMERICAN CR ACCEP RECV 2025-2  E      20330214 7.6 | 2033-02-14      | 7.6600%  | 0.0000% | $4640000.00        | $4832522.88        | Asset-Backed Securities |
| AMERICAN CR ACCE REC TR 2024-4 E      20320412 7.1 | 2032-04-12      | 7.1900%  | 0.0000% | $6430000.00        | $6652703.05        | Asset-Backed Securities |
| AMERICAN CR ACC RECV TR 2025-4 E      20330812 7.0 | 2033-08-12      | 7.0200%  | 0.0000% | $15872500.00       | $15902911.71       | Asset-Backed Securities |
| AMERICAN CR ACCEPT RECV 2025-1 E      20321213 7.3 | 2032-12-13      | 7.3900%  | 0.0000% | $42880000.00       | $44355929.60       | Asset-Backed Securities |
| AMERICAN CR ACCPT RE TR 2025-3 E      20330613 6.7 | 2033-06-13      | 6.7700%  | 0.0000% | $19930000.00       | $20234251.38       | Asset-Backed Securities |
| AMERICAN CR ACCEP RECV TR 24-1 E      20311112 7.9 | 2031-11-12      | 7.9800%  | 0.0000% | $21400000.00       | $22237296.40       | Asset-Backed Securities |
| AMERIQUEST MTG SECS 2004-R11   M-2    20341225 FLT | 2034-12-25      | 4.0291%  | 0.0000% | $9750000.00        | $1132937.98        | Asset-Backed Securities |
| LOBEL AUT RECEIVABLES 2023-2   C      20290615 10. | 2029-06-15      | 10.0400% | 0.0000% | $1480000.00        | $1516856.93        | Asset-Backed Securities |
| MADISON PARK FDG XIV 2014-14RR E-R    20301022 FLT | 2030-10-22      | 9.7308%  | 0.0000% | $2711250.00        | $2654808.29        | Asset-Backed Securities |
| MADISON PARK FUND LTD 2018-31R E-R    20370723 FLT | 2037-07-23      | 10.0710% | 0.0000% | $1775000.00        | $1751779.90        | Asset-Backed Securities |
| MAGNETITE XIX LTD 2017-19      SUB NT 20300717 FLT | 2030-07-17      | 0.0000%  | 0.0000% | $11929792.00       | $5200327.56        | Asset-Backed Securities |
| MFA LLC 2024-NPL1              A-2    20540925 FLT | 2054-09-25      | 8.9550%  | 0.0000% | $43118000.00       | $43080390.32       | Asset-Backed Securities |
| MERCURY FINL CR CARD 2024-2    A      20290720 6.5 | 2029-07-20      | 6.5600%  | 0.0000% | $2000000.00        | $2010444.44        | Asset-Backed Securities |
| MERCURY FINL CR C 8.29 22DEC31 144A                | 2031-12-22      | 8.2900%  | 0.0000% | $12000000.00       | $11999673.33       | Asset-Backed Securities |
| MILFORD PK CLO,LTD 2022-R      E-R    20380120 FLT | 2038-01-20      | 8.5176%  | 0.0000% | $4000000.00        | $3908224.03        | Asset-Backed Securities |
| MILL CITY MTG LN TR 2019-1     B4     20691025 FLT | 2069-10-25      | 3.5295%  | 0.0000% | $1514000.00        | $1070246.89        | Asset-Backed Securities |
| MISSION LN CR CD MT TR 2024-B  D      20300115 0.0 | 2030-01-15      | 9.1600%  | 0.0000% | $4000000.00        | $4008870.67        | Asset-Backed Securities |
| MISSION LN CR CD MT TR 2024-B  E      20300115 0.0 | 2030-01-15      | 12.1900% | 0.0000% | $3000000.00        | $3023454.50        | Asset-Backed Securities |
| MORGAN STANLY ETN VNC 2022-17A SUB    20350720 FLT | 2035-07-20      | 0.0000%  | 0.0000% | $4800000.00        | $2883753.60        | Asset-Backed Securities |
| MOUNTIA VIEW CLO LTD  2019-15R E-R    20370715 FLT | 2037-07-15      | 11.7422% | 0.0000% | $3500000.00        | $3433439.03        | Asset-Backed Securities |
| NEUBERGER BER LN ADV CLO       SUB    20321020 FLT | 2032-10-20      | 0.0000%  | 0.0000% | $4550000.00        | $1865500.00        | Asset-Backed Securities |
| NEW RESI MTG TR 2020-RPL1      B-4    20591125 FLT | 2059-11-25      | 3.8304%  | 0.0000% | $2942300.00        | $2195675.41        | Asset-Backed Securities |
| NEW RESI MTG TR 2020-RPL1      B-5    20591125 FLT | 2059-11-25      | 3.8304%  | 0.0000% | $2882900.00        | $2161150.34        | Asset-Backed Securities |
| NEW RESI MTG TR 2020-RPL1      X      20591125 FLT | 2059-11-25      | 0.0000%  | 0.0000% | $59440800.00       | $328627.96         | Asset-Backed Securities |
| NORTHWOODS CA 0.01 20MAR38 144A FRN                | 2038-03-20      | 10.9874% | 0.0000% | $2000000.00        | $2013247.75        | Asset-Backed Securities |
| OHA CREDIT PARTNRS LTD 2021-16 SUB    20341018 FLT | 2034-10-18      | 0.0000%  | 0.0000% | $375000.00         | $221250.00         | Asset-Backed Securities |
| OCTAGON INVST PART 2021-49     SUB    20330118 FLT | 2033-01-18      | 0.0000%  | 0.0000% | $4250000.00        | $1105000.00        | Asset-Backed Securities |
| OCTAGON LTD 2024-71            SUB    20370420 FLT | 2037-04-20      | 0.0000%  | 0.0000% | $5000000.00        | $2540870.00        | Asset-Backed Securities |
| OCTAGON INVSTMNT PTRS 2018-39  SUB    20301021 FLT | 2030-10-21      | 0.0000%  | 0.0000% | $2800000.00        | $21193.20          | Asset-Backed Securities |
| OCTAGON INV PRT 2020-50R LTD   E-R    20350116 FLT | 2035-01-16      | 10.7338% | 0.0000% | $3000000.00        | $3006202.25        | Asset-Backed Securities |
| OPORTUN FUNDING TR 2024-3      A      20290815 5.2 | 2029-08-15      | 5.2600%  | 0.0000% | $3039000.00        | $161210.48         | Asset-Backed Securities |
| PRPM 2026-RCF1 L 4.845 25JAN56 144A                | 2056-01-25      | 4.8450%  | 0.0000% | $7000000.00        | $7006307.00        | Asset-Backed Securities |
| PAGAYA AI DEBT TRUST 2024-7    D      20311215 10. | 2031-12-15      | 10.8950% | 0.0000% | $8400000.00        | $4675447.46        | Asset-Backed Securities |
| PALMER SQUAR LN FDG LTD 2024-1 D      20321015 FLT | 2032-10-15      | 8.5722%  | 0.0000% | $160000.00         | $159921.88         | Asset-Backed Securities |
| PARK BLUE CLO 2022-II LTD 2022 E-R    20370720 FLT | 2037-07-20      | 10.4176% | 0.0000% | $4000000.00        | $3969535.14        | Asset-Backed Securities |
| PEAC SOLUTIONS RE 4.75 20JUL33 144A                | 2033-07-20      | 4.7500%  | 0.0000% | $4570000.00        | $4570771.82        | Asset-Backed Securities |
| PEAC SOLUTIONS RE 4.89 20JUL33 144A                | 2033-07-20      | 4.8900%  | 0.0000% | $3770000.00        | $3770315.42        | Asset-Backed Securities |
| PROGRESS RESIDENTIAL 2022-SFR5 E-2    20390617 6.8 | 2039-06-17      | 6.8630%  | 0.0000% | $1767000.00        | $1779882.36        | Asset-Backed Securities |
| PROGRESS RES TR 2021-SFR5      E-1    20380719 2.2 | 2038-07-19      | 2.2090%  | 0.0000% | $1155000.00        | $1142135.00        | Asset-Backed Securities |
| PROGRESS RESI 2021-SFR6 TR     E-2    20380719 2.5 | 2038-07-19      | 2.5250%  | 0.0000% | $125000.00         | $123674.75         | Asset-Backed Securities |
| PROGRESS RES TR 2021-SFR8      E-2    20381019 2.5 | 2038-10-19      | 2.5320%  | 0.0000% | $2405000.00        | $2366122.37        | Asset-Backed Securities |
| PROGRESS RES 2021-SFR3 TR      E-1    20380519 2.5 | 2038-05-19      | 2.5380%  | 0.0000% | $735000.00         | $730707.97         | Asset-Backed Securities |
| PROGRESS RES 2021-SFR3 TR      E-2    20380519 2.6 | 2038-05-19      | 2.6880%  | 0.0000% | $4927000.00        | $4897419.93        | Asset-Backed Securities |
| PROGRESS RES 2021-SFR3 TR      G      20380519 4.2 | 2038-05-19      | 4.2540%  | 0.0000% | $7300000.00        | $7285135.99        | Asset-Backed Securities |
| PROGRESS RES 2021-SFR3 TR      H      20380519 4.7 | 2038-05-19      | 4.7500%  | 0.0000% | $1250000.00        | $1246317.99        | Asset-Backed Securities |
| PRPM LLC 2025-3                A-1    20300525 FLT | 2030-05-25      | 6.2550%  | 0.0000% | $4800000.00        | $4284866.57        | Asset-Backed Securities |
| RR 8 LTD 2020-8                SUB    20330415 FLT | 2033-04-15      | 0.0000%  | 0.0000% | $17275000.00       | $9467667.40        | Asset-Backed Securities |
| RAD CLO LTD 2022-16R           E-R    20370715 FLT | 2037-07-15      | 10.1722% | 0.0000% | $3000000.00        | $2954125.24        | Asset-Backed Securities |
| RED OAK FDG MASTER TR 2025-1   A      20301220 FLT | 2030-12-20      | 5.7030%  | 0.0000% | $17201000.00       | $17260449.53       | Asset-Backed Securities |
| REPUBLIC FIN ISSUANC TR 2024-A A      20320820 5.9 | 2032-08-20      | 5.9100%  | 0.0000% | $2529000.00        | $2558370.96        | Asset-Backed Securities |
| RISERVA CLO 2016               SUB    20281018 FLT | 2028-10-18      | 0.0000%  | 0.0000% | $3200000.00        | $591478.40         | Asset-Backed Securities |
| ROCKFORD TOWER CLO 2022-3R     E-R    20370720 FLT | 2037-07-20      | 11.0876% | 0.0000% | $4675000.00        | $4603238.27        | Asset-Backed Securities |
| SILVER PT CLO 0.0 15JAN39 144A FRN                 | 2039-01-15      | 0.0000%  | 0.0000% | $4000000.00        | $3166304.00        | Asset-Backed Securities |
| STONE TOWER CDO II 2005-2      B-1L   20401117 FLT | 2040-11-17      | 4.7541%  | 0.0000% | $986149.00         | $12507.42          | Asset-Backed Securities |
| SUNBIT ASSET SEC TR 2025-1     D      20300715 7.9 | 2030-07-15      | 7.9200%  | 0.0000% | $2470000.00        | $2509544.70        | Asset-Backed Securities |
| TCI-SYMPHONY CLO 2017-1        E      20300715 FLT | 2030-07-15      | 10.3838% | 0.0000% | $3250000.00        | $3056353.89        | Asset-Backed Securities |
| TCI-SYMPHONY CLO 2017-1        INC NT 20300715 FLT | 2030-07-15      | 0.0000%  | 0.0000% | $5000000.00        | $1321365.00        | Asset-Backed Securities |
| TABERNA PREF FDG I 2005-1      C-1    20350705 FLT | 2035-07-05      | 5.7133%  | 0.0000% | $2000000.00        | $427461.59         | Asset-Backed Securities |
| TABERNA PREF FDG V 2006-5      A-2L   20360805 FLT | 2036-08-05      | 4.9622%  | 0.0000% | $12000000.00       | $921589.14         | Asset-Backed Securities |
| THL CREDIT WIND RIVER 2014-3R2 E-R2   20311022 FLT | 2031-10-22      | 10.1508% | 0.0000% | $2575000.00        | $2438642.77        | Asset-Backed Securities |
| TIKEHAU US CLO I LTD           E      20350118 FLT | 2035-01-18      | 10.8392% | 0.0000% | $1300000.00        | $1153699.17        | Asset-Backed Securities |
| TRINITAS CLO LTD 2021-18       E      20350122 FLT | 2035-01-22      | 10.9792% | 0.0000% | $1000000.00        | $976109.79         | Asset-Backed Securities |
| VERUS SECURITIZATION TR 2024-9 B-2    20691125 FLT | 2069-11-25      | 7.3522%  | 0.0000% | $2723274.00        | $2753642.92        | Asset-Backed Securities |
| VERUS SECURITIZATION TR 2025-5 B-2    20700625 FLT | 2070-06-25      | 7.3257%  | 0.0000% | $5752000.00        | $5814957.05        | Asset-Backed Securities |
| VISTA PT SEC TR 2025-CES3      A-1    20551126 5.2 | 2055-11-26      | 5.2970%  | 0.0000% | $12089000.00       | $11734875.24       | Asset-Backed Securities |
| VOYA CLO LTD 2015-3R           D-R    20311020 FLT | 2031-10-20      | 10.1292% | 0.0000% | $1000000.00        | $930293.68         | Asset-Backed Securities |
| VOYA CLO 2018-2 LTD            F      20310715 FLT | 2031-07-15      | 11.2238% | 0.0000% | $2000000.00        | $916533.17         | Asset-Backed Securities |
| WESTLAKE AT REC TR 2024-1      E      20310515 7.4 | 2031-05-15      | 7.4200%  | 0.0000% | $59790000.00       | $61115524.39       | Asset-Backed Securities |
| ZAYO ISSUER LLC 2025-2         C      20550620 9.4 | 2055-06-20      | 9.4890%  | 0.0000% | $19500000.00       | $20966513.74       | Asset-Backed Securities |
| ZAYO ISSUER LLC 2025-3         C      20551020 8.4 | 2055-10-20      | 8.4350%  | 0.0000% | $49208000.00       | $51755304.08       | Asset-Backed Securities |
| ANCHORAGE CAP CLO 9 2016-9     SUB    20290116 FLT | 2029-01-16      | 0.0000%  | 0.0000% | $3500000.00        | $746280.50         | Asset-Backed Securities |
| CIFC FUNDING LTD 2014-III      INC NT 20260722 FLT | 2026-07-22      | 0.0000%  | 0.0000% | $2441000.00        | $1097654.23        | Asset-Backed Securities |
| ARES CLO LTD 2021-61           SUB    20341020 FLT | 2034-10-20      | 6.7294%  | 0.0000% | $2550000.00        | $1187014.80        | Asset-Backed Securities |
| TABERNA PREF FDG I 2005-1      E      20350705 FLT | 2035-07-05      | 7.0633%  | 0.0000% | $2000000.00        | $18155.48          | Asset-Backed Securities |
| US CAP FDG V LTD 2006-5        B-1    20401010 FLT | 2040-10-10      | 5.1613%  | 0.0000% | $2000000.00        | $231613.31         | Asset-Backed Securities |
| INSTAR LEASING 2021-1 LLC      B      20540215 3.4 | 2054-02-15      | 3.4400%  | 0.0000% | $1000000.00        | $951283.84         | Asset-Backed Securities |
| INVITATION HOMES TR 2024-SFR1  F      20410919 4.5 | 2041-09-19      | 4.5000%  | 0.0000% | $4000000.00        | $3770056.00        | Asset-Backed Securities |
| ISLAND FINANCE TR 2025-1       C      20350319 10. | 2035-03-19      | 10.0000% | 0.0000% | $1140000.00        | $1166916.67        | Asset-Backed Securities |
| JER CRE CDO 2006-2             H-FL   20450325 FLT | 2045-03-25      | 6.2871%  | 0.0000% | $3000000.00        | $513911.75         | Asset-Backed Securities |
| KKR CLO LTD 2022-49R           E-R    20371015 FLT | 2037-10-15      | 10.4876% | 0.0000% | $2175000.00        | $2169330.28        | Asset-Backed Securities |
| JUNIPER VALLEY PK CLO 2023-1RR E-RR   20360721 FLT | 2036-07-21      | 8.4176%  | 0.0000% | $7880000.00        | $7810642.05        | Asset-Backed Securities |
| KKR CLO LTD 2020-30R2          E-R2   20370417 FLT | 2037-04-17      | 10.5276% | 0.0000% | $3175000.00        | $3122372.28        | Asset-Backed Securities |
| KKR CLO LTD 2019-26R           E-R    20341016 FLT | 2034-10-16      | 11.0838% | 0.0000% | $3500000.00        | $3403393.88        | Asset-Backed Securities |
| KKR CLO 29 L 12.07094 15JUL37 144A                 | 2037-07-15      | 10.7522% | 0.0000% | $10675000.00       | $10587764.75       | Asset-Backed Securities |
| LAD AUTO REC TR 2022-1         C      20300415 6.8 | 2030-04-15      | 6.8500%  | 0.0000% | $656000.00         | $664034.14         | Asset-Backed Securities |
| LAKE SHORE MM CLO LLC 2022-5R  C-R    20370115 FLT | 2037-01-15      | 11.9822% | 0.0000% | $1200000.00        | $1173031.89        | Asset-Backed Securities |
| LEGACY MTG ASSET TR 2021-GS5   A1     20670725 FLT | 2067-07-25      | 6.2500%  | 0.0000% | $560000.00         | $315716.57         | Asset-Backed Securities |
| AMERIQUEST MTG SECS 2004-R11   M-5    20341225 FLT | 2034-12-25      | 4.0291%  | 0.0000% | $12250000.00       | $4387160.52        | Asset-Backed Securities |
| APEX CREDIT CLO LTD  2019-RR   F-RR   20370720 FLT | 2037-07-20      | 14.1176% | 0.0000% | $4065000.00        | $3881211.45        | Asset-Backed Securities |
| APIDOS CLO 2020-34             SUB    20330121 FLT | 2033-01-21      | 0.0000%  | 0.0000% | $500000.00         | $190000.00         | Asset-Backed Securities |
| ARCHWEST 2025-RTL1             A1     20401025 5.1 | 2040-10-25      | 5.1960%  | 0.0000% | $400000.00         | $401369.47         | Asset-Backed Securities |
| ASSURANT CLO 2018-3            E      20311020 FLT | 2031-10-20      | 10.0792% | 0.0000% | $3320000.00        | $3301108.50        | Asset-Backed Securities |
| ATLAS SENIOR LN FD LTD 2018-10 E      20310115 FLT | 2031-01-15      | 9.6338%  | 0.0000% | $3910000.00        | $3730625.17        | Asset-Backed Securities |
| AVIS BUDGET RNT FDG LLC 2023-1 D      20290420 7.5 | 2029-04-20      | 7.5900%  | 0.0000% | $815000.00         | $842394.87         | Asset-Backed Securities |
| AVIS BUDGET FDG LLC 2023-2     D      20271020 7.2 | 2027-10-20      | 7.2600%  | 0.0000% | $5740000.00        | $5803574.33        | Asset-Backed Securities |
| AVIS BUDGET RENT CAR FDG 23-3  D      20280220 7.3 | 2028-02-20      | 7.3200%  | 0.0000% | $100000.00         | $101692.53         | Asset-Backed Securities |
| B2R MTG TRUST 2015-2           H      20481118 FLT | 2048-11-18      | 5.7899%  | 0.0000% | $4880388.00        | $2107048.23        | Asset-Backed Securities |
| BAIN CAPITAL CREDIT LTD 2021-4 D      20341020 FLT | 2034-10-20      | 7.0292%  | 0.0000% | $4000000.00        | $3968690.27        | Asset-Backed Securities |
| BAIN CAPITAL CREDIT CLO 2022-5 SUB    20370126 FLT | 2037-01-26      | 0.0000%  | 0.0000% | $1000000.00        | $560000.00         | Asset-Backed Securities |
| BARINGS CLO LTD 2025-7         E      20380115 FLT | 2038-01-15      | 8.6775%  | 0.0000% | $2050000.00        | $2079646.61        | Asset-Backed Securities |
| BLACKROCK MT HOOD CLO X 2023-1 E-R    20371020 FLT | 2037-10-20      | 11.1676% | 0.0000% | $2050000.00        | $2001833.44        | Asset-Backed Securities |
| BLUEMOUNTAIN CLO LTD 2020-29   SUB    20310725 FLT | 2031-07-25      | 0.0000%  | 0.0000% | $7360776.00        | $2429056.08        | Asset-Backed Securities |
| BLUEMOUNTAIN CLO LTD 2021-28   SUB    20340417 FLT | 2034-04-17      | 0.0000%  | 0.0000% | $5000000.00        | $1650000.00        | Asset-Backed Securities |
| BRIDGECREST AUTO SEC TR 2026-1 E      20330215 6.6 | 2033-02-15      | 6.6300%  | 0.0000% | $4210000.00        | $4247798.78        | Asset-Backed Securities |
| BRIDGECREST LD AUTO SEC 2023-1 E      20300715 10. | 2030-07-15      | 10.3700% | 0.0000% | $6950000.00        | $7640099.10        | Asset-Backed Securities |
| BRIDGET LD AUTO SEC TR 2025-2  E      20320615 7.7 | 2032-06-15      | 7.7400%  | 0.0000% | $10026000.00       | $10525605.61       | Asset-Backed Securities |
| CBRE REALTY FIN CDO 2007-1     E      20520407 FLT | 2052-04-07      | 5.0971%  | 0.0000% | $2000000.00        | $9705.70           | Asset-Backed Securities |
| CIFC FUNDING LTD 2013-2R       B-3L-R 20301018 FLT | 2030-10-18      | 11.8092% | 0.0000% | $750000.00         | $149928.90         | Asset-Backed Securities |
| CIFC FUNDING LTD 2019-6        SUB    20330118 FLT | 2033-01-18      | 0.0000%  | 0.0000% | $2500000.00        | $1400000.00        | Asset-Backed Securities |
| COLT TR 2021-RPL1              A-1    20610925 1.6 | 2061-09-25      | 1.6654%  | 0.0000% | $3325000.00        | $1547048.58        | Asset-Backed Securities |
| CWCAPITAL COBALT II 2006-2     H      20500426 FLT | 2050-04-26      | 5.8296%  | 0.0000% | $2000000.00        | $3571387.62        | Asset-Backed Securities |
| CWCAPITAL COBALT II 2006-2     K      20500426 FLT | 2050-04-26      | 7.4296%  | 0.0000% | $4000000.00        | $7678.26           | Asset-Backed Securities |
| CARRINGTON MTG LN 2006-NC2     M-1    20360625 FLT | 2036-06-25      | 4.1921%  | 0.0000% | $9000000.00        | $7406384.62        | Asset-Backed Securities |
| CARVANA AUTO RECS TR 2021-N3   E      20280612 3.1 | 2028-06-12      | 3.1600%  | 0.0000% | $2000000.00        | $985106.25         | Asset-Backed Securities |
| CARVANA AUTO RECV TR 2024-N1   E      20300510 0.0 | 2031-03-10      | 8.2800%  | 0.0000% | $3779000.00        | $3879755.70        | Asset-Backed Securities |
| CARVANA AUTO REC TR 2023-N1    E      20300410 10. | 2030-04-10      | 10.4600% | 0.0000% | $1500000.00        | $1603018.67        | Asset-Backed Securities |
| CEDAR  VIII CLO 2017-8R2       E-RR   20380119 FLT | 2038-01-19      | 10.0876% | 0.0000% | $3675000.00        | $3633112.79        | Asset-Backed Securities |
| CEDAR FUNDING CLO LTD 2013-2   SUB    20300610 FLT | 2030-06-10      | 0.0000%  | 0.0000% | $6295853.00        | $2297709.33        | Asset-Backed Securities |
| CEDAR FUNDING XII CLO 2020-12  SUB    20321025 FLT | 2032-10-25      | 0.0000%  | 0.0000% | $3706425.00        | $1927341.00        | Asset-Backed Securities |
| CONSOLIDATED COMM LLC 2025-1   C      20550520 9.4 | 2055-05-20      | 9.4080%  | 0.0000% | $15000000.00       | $15864394.99       | Asset-Backed Securities |
| COREVEST AMERIC FIN TR 2021-2  X-B    20540717 FLT | 2054-07-17      | 1.6592%  | 0.0000% | $3150000.00        | $166343.85         | Asset-Backed Securities |
| DAILYPAY SEC TR 2025-1         D      20280626 8.5 | 2028-06-26      | 8.5300%  | 0.0000% | $2155000.00        | $2180915.43        | Asset-Backed Securities |
| DATABANK ISSUER LLC 2021-1     A-2    20510227 2.0 | 2051-02-27      | 2.0600%  | 0.0000% | $700000.00         | $698679.18         | Asset-Backed Securities |
| DRYDEN 77 CLO 2020-77 LTD      SUB    20310520 FLT | 2031-05-20      | 0.0000%  | 0.0000% | $5406000.00        | $2218589.96        | Asset-Backed Securities |
| DRYDEN CLO LTD 2023-107        SUB    20350815 FLT | 2035-08-15      | 0.0000%  | 0.0000% | $4397000.00        | $3001396.60        | Asset-Backed Securities |
| DUKE FDG IX 2005-9             B      20450309 FLT | 2045-03-09      | 3.1124%  | 0.0000% | $1000000.00        | $37430.77          | Asset-Backed Securities |
| ELEVATION CLO 2021-12R LTD     E-R    20370420 FLT | 2037-04-20      | 11.1476% | 0.0000% | $4031000.00        | $3987451.35        | Asset-Backed Securities |
| ELMWOOD CLO LTD 2019-1         SUB    20300422 FLT | 2030-04-22      | 0.0000%  | 0.0000% | $2000000.00        | $920000.00         | Asset-Backed Securities |
| EQUIFIRST MTG LN TR 2004-3     M-9    20341225 FLT | 2034-12-25      | 7.6871%  | 0.0000% | $212000.00         | $71012.95          | Asset-Backed Securities |
| EXETER AUTO RECEV TR 2024-5    E      20320517 7.2 | 2032-05-17      | 7.2200%  | 0.0000% | $4535000.00        | $4697118.69        | Asset-Backed Securities |
| EXETER ATMOBILE REC TR 2021-4  E      20280117 4.0 | 2028-01-17      | 4.0200%  | 0.0000% | $300000.00         | $299060.40         | Asset-Backed Securities |
| EXETER ATMBL REC TR 2022-4     E      20300315 8.2 | 2030-03-15      | 8.2300%  | 0.0000% | $6282000.00        | $6431098.04        | Asset-Backed Securities |
| EXETER AUTOMBL REC TR 2025-1   E      20320915 7.4 | 2032-09-15      | 7.4800%  | 0.0000% | $11350000.00       | $11841644.17       | Asset-Backed Securities |
| EXETER AUTOMOBLE REC TR 2025-2 E      20321015 7.8 | 2032-10-15      | 7.8100%  | 0.0000% | $1730000.00        | $1807886.62        | Asset-Backed Securities |
| EXETER AUTO REC TR 2023-3      E      20310115 9.9 | 2031-01-15      | 9.9800%  | 0.0000% | $300000.00         | $325921.60         | Asset-Backed Securities |
| FRTKL SFR1 2021-1              F      20380917 3.1 | 2038-09-17      | 3.1710%  | 0.0000% | $480000.00         | $471474.44         | Asset-Backed Securities |
| FIDIUM LLC                     C      20551220 8.0 | 2055-12-20      | 8.0980%  | 0.0000% | $10600000.00       | $10971958.71       | Asset-Backed Securities |
| FIRSTKEY HOMES 2022-SFR3 TR    E-1    20380719 3.5 | 2038-07-19      | 3.5000%  | 0.0000% | $550000.00         | $547184.24         | Asset-Backed Securities |
| FLAGSHIP CR AT TR 2022-2       E      20290615 8.2 | 2029-06-15      | 8.2000%  | 0.0000% | $9500000.00        | $1474254.34        | Asset-Backed Securities |
| FLAGSHIP CR AUTO TR 2022-1     E      20290615 5.3 | 2029-06-15      | 5.3700%  | 0.0000% | $1756000.00        | $1299495.31        | Asset-Backed Securities |
| FLAGSHIP CR AUTO TR 2023-3     D      20290815 6.5 | 2029-08-15      | 6.5800%  | 0.0000% | $1337000.00        | $1244404.28        | Asset-Backed Securities |
| FLATIRON CLO LTD 2020-20       SUB    20331121 FLT | 2033-11-21      | 0.0000%  | 0.0000% | $10625000.00       | $5520760.62        | Asset-Backed Securities |
| GALLATIN CLO VIII LTD 2017-1R  E-R    20310715 FLT | 2031-07-15      | 10.8538% | 0.0000% | $1600000.00        | $1505619.87        | Asset-Backed Securities |
| GREENPOINT MTG FDG 2005-HE3    M1     20300915 FLT | 2030-09-15      | 6.7947%  | 0.0000% | $4554000.00        | $13331.12          | Asset-Backed Securities |
| HPS LOAN MANAGEMENT 11-2017    F      20300506 FLT | 2030-05-06      | 11.9982% | 0.0000% | $1501750.00        | $411835.44         | Asset-Backed Securities |
| HINNT LLC 2022-A               E      20410515 8.0 | 2041-05-15      | 8.0000%  | 0.0000% | $4000000.00        | $1007028.20        | Asset-Backed Securities |
| HERTZ VEH FING III LLC 2023-4  D      20300325 9.4 | 2030-03-25      | 9.4400%  | 0.0000% | $7280000.00        | $7777516.01        | Asset-Backed Securities |
| HERTZ VEHICLE FINANCING 2025-5 D      20300525 7.7 | 2030-05-25      | 7.7400%  | 0.0000% | $670000.00         | $686780.82         | Asset-Backed Securities |
| HERTZ VEHICLE FINANCING 2025-6 D      20300525 8.3 | 2030-05-25      | 8.3000%  | 0.0000% | $1010000.00        | $1032223.82        | Asset-Backed Securities |
| HOME RE 2026-1 LTD             B-1    20360125 FLT | 2036-01-25      | 7.9030%  | 0.0000% | $560000.00         | $566700.70         | Asset-Backed Securities |
| ICG US CLO LTD 2018-1          SUB    20310421 FLT | 2031-04-21      | 0.0000%  | 0.0000% | $3500000.00        | $366359.00         | Asset-Backed Securities |
| INSTAR LEASING 2021-1 LLC      A      20540215 2.3 | 2054-02-15      | 2.3000%  | 0.0000% | $13243000.00       | $9924925.19        | Asset-Backed Securities |

### Security 673: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** WELLS FARGO SECURITIES LLC 4.130000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1EELM5, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: ARP1EELM5
- **C.18 - Value (incl. sponsor support):** $780734588.40
- **C.18.a - Value (excl. sponsor support):** $780734588.40
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **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? 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                  |
|:---|:---|:---|:---|:---|:---|:---|
| STATE STR CORP                 PERP GLBL -I NT  | 2500-12-31      | 6.7000%  | 0.0000% | $388000.00         | $405749.06         | Corporate Debt Securities |
| STATE STR CORP                 PERP GLBL -K NT  | 2500-12-31      | 6.4500%  | 0.0000% | $105000.00         | $109361.96         | Corporate Debt Securities |
| TRUIST FINL CORP               SUB NT      6%26 | 2026-02-15      | 6.0000%  | 0.0000% | $4236000.00        | $4354989.24        | Corporate Debt Securities |
| SYMETRA LIFE INSURANCE COMPANY SUB 144A NT 55   | 2055-10-01      | 6.5500%  | 0.0000% | $300000.00         | $321378.50         | Corporate Debt Securities |
| T MOBILE USA INC               SR GLBL NT3.6%60 | 2060-11-15      | 3.6000%  | 0.0000% | $835000.00         | $562038.50         | Corporate Debt Securities |
| T MOBILE USA INC               GLBL NT 5.8%62   | 2062-09-15      | 5.8000%  | 0.0000% | $30000.00          | $30236.70          | Corporate Debt Securities |
| T MOBILE USA INC               SR GLBL NT5.5%55 | 2055-01-15      | 5.5000%  | 0.0000% | $10000.00          | $9481.72           | Corporate Debt Securities |
| TEACHERS INS & ANNUITY ASSN AM SB 144A NT4.9%44 | 2044-09-15      | 4.9000%  | 0.0000% | $91000.00          | $84707.80          | Corporate Debt Securities |
| TEACHERS INS & ANNUITY ASSN AM SUB GLBL 144A 47 | 2047-05-15      | 4.2700%  | 0.0000% | $5185000.00        | $4336867.95        | Corporate Debt Securities |
| TEACHERS INS & ANNUITY ASSN AM JR SB GLBL 50    | 2050-05-15      | 3.3000%  | 0.0000% | $40000.00          | $27904.20          | Corporate Debt Securities |
| TOLEDO HOSPITAL                AG-CR 2021       | 2048-11-15      | 6.0150%  | 0.0000% | $1000000.00        | $1017021.25        | Corporate Debt Securities |
| TRANSCONTINENTAL GAS PIPE LINE SR GLBL NT 50    | 2050-05-15      | 3.9500%  | 0.0000% | $20000.00          | $15699.58          | Corporate Debt Securities |
| TRANSCONTINENTAL GAS PIPE LINE SR GLBL 144A 56  | 2056-03-15      | 5.7500%  | 0.0000% | $3000000.00        | $3028201.67        | Corporate Debt Securities |
| TRUSTEES OF PRINCETON UNIV     -A SNK BD3.84%48 | 2048-07-01      | 3.8400%  | 0.0000% | $3192000.00        | $2506560.56        | Corporate Debt Securities |
| US BANCORP                     PERP JR SB GLBL  | 2079-12-31      | 3.7000%  | 0.0000% | $7798000.00        | $7698120.62        | Corporate Debt Securities |
| UNION ELEC CO                  1M GLBL BD3.9%52 | 2052-04-01      | 3.9000%  | 0.0000% | $16000.00          | $12464.35          | Corporate Debt Securities |
| UNUM GROUP                     SR GLBL NT 6%54  | 2054-06-15      | 6.0000%  | 0.0000% | $6305000.00        | $6362690.75        | Corporate Debt Securities |
| VALE OVERSEAS LTD              SR GLBL NT 30    | 2030-07-08      | 3.7500%  | 0.0000% | $13000.00          | $12573.36          | Corporate Debt Securities |
| VIRGINIA ELEC & PWR CO         SR GLBL C NT4%46 | 2046-11-15      | 4.0000%  | 0.0000% | $65000.00          | $52293.37          | Corporate Debt Securities |
| WASHINGTON UNIV                SR -2022 BD 22   | 2122-04-15      | 4.3490%  | 0.0000% | $2000000.00        | $1544049.17        | Corporate Debt Securities |
| WILLIAM MARSH RICE UNIV        -2020 SINK BD 50 | 2050-05-15      | 2.5980%  | 0.0000% | $1477000.00        | $939582.47         | Corporate Debt Securities |
| WILLIS NORTH AMER INC          SR GLBL NT 49    | 2049-09-15      | 3.8750%  | 0.0000% | $4112000.00        | $3166985.30        | Corporate Debt Securities |
| WYNNTON FDG TR II              SR 144A NT 55    | 2055-08-15      | 5.9910%  | 0.0000% | $2410000.00        | $2514574.12        | Corporate Debt Securities |
| ZIONS BANCORPORATION NATL ASSN SUB NT 3.25%29   | 2029-10-29      | 3.2500%  | 0.0000% | $297000.00         | $282742.60         | Corporate Debt Securities |
| CK HUTCHISON INTL 17 LTD       GLBL REGS NT 27  | 2027-04-05      | 3.5000%  | 0.0000% | $2290000.00        | $2301955.07        | Corporate Debt Securities |
| CK HUTCHISON INTL 17 II LTD    GLBL REGS NT 27  | 2027-09-29      | 3.2500%  | 0.0000% | $3000000.00        | $2995120.83        | Corporate Debt Securities |
| CK HUTCHISON INTL              SR GLBL REGS 28  | 2028-04-21      | 4.7500%  | 0.0000% | $1228000.00        | $1261723.95        | Corporate Debt Securities |
| SINOCHEM OVERSEAS CAPITAL COMP SR GLBL REGS 40  | 2040-11-12      | 6.3000%  | 0.0000% | $31824000.00       | $36517403.52       | Corporate Debt Securities |
| SINOPEC GROUP OVERSEAS DEV2013 GLBL REGS NT 43  | 2043-10-17      | 5.3750%  | 0.0000% | $926000.00         | $981280.79         | Corporate Debt Securities |
| SINOPEC GRP OVERSEAS DEV 2018  SR GLBL REGS 28  | 2028-09-12      | 4.2500%  | 0.0000% | $4800000.00        | $4931864.00        | Corporate Debt Securities |
| SINOPEC GRP OVERSEAS DEV 2018  SR GLBL REGS 49  | 2049-11-12      | 3.4400%  | 0.0000% | $5504000.00        | $4358580.91        | Corporate Debt Securities |
| SINOPEC GRP OVERSEAS DEV 2017  SR GLBL REGS 47  | 2047-04-12      | 4.2500%  | 0.0000% | $5900000.00        | $5404872.00        | Corporate Debt Securities |
| TSMC GLOBAL LTD                SR GLBL REGS 28  | 2028-04-23      | 1.7500%  | 0.0000% | $1408000.00        | $1349251.59        | Corporate Debt Securities |
| NATIONAL AUSTRALIA BK LTD144A  SR REGS NT 34    | 2034-06-11      | 5.1810%  | 0.0000% | $968000.00         | $1013594.66        | Corporate Debt Securities |
| ADANI PORTS & SPL ECONOMIC     GLBL REGS NT 31  | 2031-02-02      | 3.1000%  | 0.0000% | $3755000.00        | $3420083.21        | Corporate Debt Securities |
| HYUNDAI CAP SVCS INC           SR 65 REGS NT 29 | 2029-02-05      | 5.1250%  | 0.0000% | $12129000.00       | $12407239.26       | Corporate Debt Securities |
| LG CHEM LTD                    GLBL REGS NT 31  | 2031-07-07      | 2.3750%  | 0.0000% | $10399000.00       | $9282223.95        | Corporate Debt Securities |
| PT FREEPORT INDONESIA          SR GLBL REGS 52  | 2052-04-14      | 6.2000%  | 0.0000% | $1500000.00        | $1553633.33        | Corporate Debt Securities |
| ROP SUKUK TR                   GLBL REGS 29     | 2029-06-06      | 5.0450%  | 0.0000% | $9675000.00        | $9977900.06        | Corporate Debt Securities |
| XIAOMI BEST TIME INTERNATIONAL SR REGS BD4.1%51 | 2051-07-14      | 4.1000%  | 0.0000% | $24690000.00       | $19719957.87       | Corporate Debt Securities |
| POSCO                          SR REGS NT 5%36  | 2036-01-16      | 5.0000%  | 0.0000% | $13941000.00       | $13917641.08       | Corporate Debt Securities |
| VARANASI AURANGABAD NH-2       SR SEC REGS 34   | 2034-02-28      | 5.9000%  | 0.0000% | $21459000.00       | $22907663.38       | Corporate Debt Securities |
| PROLOGIS L P                   SR GLBL NT 48    | 2048-09-15      | 4.3750%  | 0.0000% | $6000.00           | $5162.50           | Corporate Debt Securities |
| PRUDENTIAL FINL INC            JR SB GLBL NT 52 | 2052-09-01      | 6.0000%  | 0.0000% | $80000.00          | $84619.47          | Corporate Debt Securities |
| PUBLIC STORAGE OPER CO         SR GLBL NT 53    | 2053-08-01      | 5.3500%  | 0.0000% | $160000.00         | $159749.02         | Corporate Debt Securities |
| RGA GLOBAL FUNDING             144A NT 5%32     | 2032-08-25      | 5.0000%  | 0.0000% | $33055000.00       | $34097150.69       | Corporate Debt Securities |
| SCHWAB CHARLES CORP            PERP GLBL K NT5% | 2500-12-31      | 5.0000%  | 0.0000% | $1462000.00        | $1477825.34        | Corporate Debt Securities |
| SHARP HEALTHCARE               -2020B BD2.68%50 | 2050-08-01      | 2.6800%  | 0.0000% | $1374000.00        | $867743.59         | Corporate Debt Securities |
| SHELL FIN US INC               SR GLBL NT 50    | 2050-04-06      | 3.2500%  | 0.0000% | $504000.00         | $355507.32         | Corporate Debt Securities |
| SIMON PPTY GROUP LP            SR GLBL NT3.8%50 | 2050-07-15      | 3.8000%  | 0.0000% | $21000.00          | $15969.10          | Corporate Debt Securities |
| SOUTHERN CO GAS CAP            SR GLBL NT 46    | 2046-10-01      | 3.9500%  | 0.0000% | $30000.00          | $23884.41          | Corporate Debt Securities |
| CITIZENS FINL GROUP INC        SUB GLBL NT 37   | 2037-05-21      | 5.6410%  | 0.0000% | $84000.00          | $86537.80          | Corporate Debt Securities |
| COBANK ACB                     PERP JR -I 144A  | 2500-12-31      | 6.2500%  | 0.0000% | $1875000.00        | $1923280.73        | Corporate Debt Securities |
| COMERICA BK DALLAS TEX         SUB NT 5.332%33  | 2033-08-25      | 5.3320%  | 0.0000% | $3057000.00        | $3160195.83        | Corporate Debt Securities |
| COMMONWEALTH EDISON CO         1M GLBL 124 BD48 | 2048-03-01      | 4.0000%  | 0.0000% | $30000.00          | $24426.17          | Corporate Debt Securities |
| CONOCOPHILLIPS COMPANY         SR GLBL NT3.8%52 | 2052-03-15      | 3.8000%  | 0.0000% | $1440000.00        | $1090656.00        | Corporate Debt Securities |
| CONSOLIDATED EDISON CO N Y INC SR GLBL 2016 A46 | 2046-06-15      | 3.8500%  | 0.0000% | $3000.00           | $2364.85           | Corporate Debt Securities |
| CONSOLIDATED EDISON CO N Y INC -2019 A 4.125%49 | 2049-05-15      | 4.1250%  | 0.0000% | $10000.00          | $8097.54           | Corporate Debt Securities |
| CONSOLIDATED EDISON CO N Y INC SR GLBL 2025 A55 | 2055-11-15      | 5.7500%  | 0.0000% | $70000.00          | $71045.12          | Corporate Debt Securities |
| CONSUMERS ENERGY CO            1M GLBL BD 49    | 2049-04-15      | 4.3500%  | 0.0000% | $180000.00         | $154104.75         | Corporate Debt Securities |
| CONSUMERS ENERGY CO            1M GLBL BD3.5%51 | 2051-08-01      | 3.5000%  | 0.0000% | $70000.00          | $52093.49          | Corporate Debt Securities |
| COREBRIDGE FINL INC            JR SB GLBL NT 52 | 2052-12-15      | 6.8750%  | 0.0000% | $3000.00           | $3106.93           | Corporate Debt Securities |
| COREBRIDGE FINL INC            JR SB GLBL NT 54 | 2054-09-15      | 6.3750%  | 0.0000% | $16000.00          | $16592.26          | Corporate Debt Securities |
| COUNCIL EUROPE DEV BK          SR GLBL NT 27    | 2027-06-11      | 4.6250%  | 0.0000% | $10000.00          | $10190.25          | Corporate Debt Securities |
| COUNCIL EUROPE DEV BK          SR GLBL NT 31    | 2031-01-14      | 3.7500%  | 0.0000% | $5100000.00        | $5091976.00        | Corporate Debt Securities |
| DTE ELEC CO                    1M GLBL -A BD 48 | 2048-05-15      | 4.0500%  | 0.0000% | $20000.00          | $16411.15          | Corporate Debt Securities |
| CAPITAL ONE NATL ASSN VA       LW TIER II 28    | 2028-08-09      | 5.9740%  | 0.0000% | $14500000.00       | $15363714.25       | Corporate Debt Securities |
| DOW CHEMICAL CO                SR GLBL NT 48    | 2048-11-30      | 5.5500%  | 0.0000% | $3000.00           | $2689.47           | Corporate Debt Securities |
| DUKE ENERGY CAROLINAS LLC      1M GLBL BD3.7%47 | 2047-12-01      | 3.7000%  | 0.0000% | $425000.00         | $326988.15         | Corporate Debt Securities |
| DUKE ENERGY CAROLINAS LLC      1M GLBL BD 48    | 2048-03-15      | 3.9500%  | 0.0000% | $175000.00         | $141066.19         | Corporate Debt Securities |
| DUKE ENERGY IND LLC            1M GLBL XXX BD46 | 2046-05-15      | 3.7500%  | 0.0000% | $41000.00          | $32448.73          | Corporate Debt Securities |
| DUKE ENERGY FLA LLC            1MTG BD 3.4%46   | 2046-10-01      | 3.4000%  | 0.0000% | $87000.00          | $64586.96          | Corporate Debt Securities |
| EMPOWER FINANCE 2020 LP        SR GLBL 144A 51  | 2051-09-17      | 3.0750%  | 0.0000% | $307000.00         | $204152.06         | Corporate Debt Securities |
| ENEL FIN INTL N.V.             GLBL 144A NT 34  | 2034-06-26      | 5.5000%  | 0.0000% | $421000.00         | $437825.03         | Corporate Debt Securities |
| ENSTAR GROUP LTD               JR SB GLBL 45    | 2045-04-01      | 7.5000%  | 0.0000% | $255000.00         | $271980.88         | Corporate Debt Securities |
| ENSTAR FINANCE LLC             JR SB GLBL NT 42 | 2042-01-15      | 5.5000%  | 0.0000% | $29351000.00       | $29251842.54       | Corporate Debt Securities |
| ENTERGY LA LLC                 1M GLBL BD2.9%51 | 2051-03-15      | 2.9000%  | 0.0000% | $2812000.00        | $1801184.42        | Corporate Debt Securities |
| ENTERGY ARKANSAS LLC           1M GLBL BD 54    | 2054-06-01      | 5.7500%  | 0.0000% | $4083000.00        | $4137155.32        | Corporate Debt Securities |
| ENTERGY ARKANSAS LLC           1M GLBL -96TH 56 | 2056-01-15      | 5.7500%  | 0.0000% | $20000.00          | $20218.48          | Corporate Debt Securities |
| ENTERGY MISSISSIPPI LLC        1M GLBL 47 BD 55 | 2055-04-15      | 5.8000%  | 0.0000% | $86000.00          | $88248.61          | Corporate Debt Securities |
| ENTERPRISE PRODS OPER LLC      JR SB GLBL NT 77 | 2077-08-16      | 7.0994%  | 0.0000% | $5444000.00        | $5520762.90        | Corporate Debt Securities |
| ENTERPRISE PRODS OPER LLC      SR GLBL NT4.2%50 | 2050-01-31      | 4.2000%  | 0.0000% | $25000.00          | $20732.75          | Corporate Debt Securities |
| ENTERPRISE PRODS OPER LLC      SR GLBL NT 60    | 2060-01-31      | 3.9500%  | 0.0000% | $18000.00          | $13573.26          | Corporate Debt Securities |
| ENTERPRISE PRODS OPER LLC      SR GLBL NT3.3%53 | 2053-02-15      | 3.3000%  | 0.0000% | $133000.00         | $91706.82          | Corporate Debt Securities |
| EQUITABLE AMER GLOBAL FDG      SR SEC 144A NT28 | 2028-12-15      | 4.3000%  | 0.0000% | $12650000.00       | $12767961.25       | Corporate Debt Securities |
| EUROPEAN INVT BK               SR GLBL NT 30    | 2030-09-23      | 0.7500%  | 0.0000% | $6172000.00        | $5392450.68        | Corporate Debt Securities |
| EUROPEAN INVT BK               GLBL NT 1.625%31 | 2031-05-13      | 1.6250%  | 0.0000% | $644000.00         | $577484.91         | Corporate Debt Securities |
| EUROPEAN INVT BK               GLBL NT 3.25%27  | 2027-11-15      | 3.2500%  | 0.0000% | $79123000.00       | $79193485.41       | Corporate Debt Securities |
| EUROPEAN INVT BK               GLBL NT 3.75%33  | 2033-02-14      | 3.7500%  | 0.0000% | $50000.00          | $49922.08          | Corporate Debt Securities |
| EUROPEAN INVT BK               SR GLBL FL NT 29 | 2029-08-14      | 4.1223%  | 0.0000% | $8406000.00        | $8486156.05        | Corporate Debt Securities |
| EUROPEAN INVT BK               SR GLBL NT 31    | 2031-10-10      | 4.3750%  | 0.0000% | $15493000.00       | $16059548.88       | Corporate Debt Securities |
| EUROPEAN INVT BK               GLBL NT 4.5%30   | 2030-03-14      | 4.5000%  | 0.0000% | $53793000.00       | $56225519.46       | Corporate Debt Securities |
| EUROPEAN INVT BK               SR GLBL NT 28    | 2028-06-15      | 3.8750%  | 0.0000% | $3336000.00        | $3376811.79        | Corporate Debt Securities |
| EUROPEAN INVT BK               GLBL NT 3.75%31  | 2031-03-13      | 3.7500%  | 0.0000% | $111000.00         | $110609.37         | Corporate Debt Securities |
| FLORIDA PWR & LT CO            1M GLBL BD 51    | 2051-12-04      | 2.8750%  | 0.0000% | $10000.00          | $6467.92           | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        SUB NT 6.75%37   | 2037-10-01      | 6.7500%  | 0.0000% | $28151000.00       | $31965249.37       | Corporate Debt Securities |
| GREAT WEST LIFECO FIN LP       SR GLBL 144A 47  | 2047-06-03      | 4.1500%  | 0.0000% | $4135000.00        | $3412867.05        | Corporate Debt Securities |
| HCA INC.                       SR GLBL NT 52    | 2052-03-15      | 4.6250%  | 0.0000% | $36000.00          | $30142.94          | Corporate Debt Securities |
| HIGH STR FDG TR II             SR-20182 144A 48 | 2048-02-15      | 4.6820%  | 0.0000% | $2999000.00        | $2662599.67        | Corporate Debt Securities |
| HUNTINGTON BANCSHARES INC      SUB GLBL NT 41   | 2041-01-28      | 5.6050%  | 0.0000% | $3000000.00        | $2996044.17        | Corporate Debt Securities |
| IBM INTL CAP PTE LTD           GLBL NT 4.75%31  | 2031-02-05      | 4.7500%  | 0.0000% | $327000.00         | $339877.35         | Corporate Debt Securities |
| IBM INTL CAP PTE LTD           GLBL NT 5.3%54   | 2054-02-05      | 5.3000%  | 0.0000% | $1219000.00        | $1165380.93        | Corporate Debt Securities |
| INDIANAPOLIS PWR & LT CO       1M -144A 144A 54 | 2054-04-01      | 5.7000%  | 0.0000% | $185000.00         | $188420.96         | Corporate Debt Securities |
| INTER-AMERICAN INVESTMENT CORP GLBL NT 4.25%29  | 2029-02-14      | 4.2500%  | 0.0000% | $74000.00          | $76509.13          | Corporate Debt Securities |
| INTER-AMERICAN INVESTMENT CORP GLBL BD 3.625%28 | 2028-11-20      | 3.6250%  | 0.0000% | $52735000.00       | $52977507.76       | Corporate Debt Securities |
| INTERCONTINENTAL EXCHANGE INC  SR GLBL NT5.2%62 | 2062-06-15      | 5.2000%  | 0.0000% | $54000.00          | $50510.41          | Corporate Debt Securities |
| INTERCONTINENTAL EXCHANGE INC  SR GLBL NT 28    | 2028-09-01      | 3.6250%  | 0.0000% | $176000.00         | $176008.71         | Corporate Debt Securities |
| JPMORGAN CHASE & CO            ALT TIER I PERP  | 2099-12-31      | 6.6954%  | 0.0000% | $6420000.00        | $6562245.57        | Corporate Debt Securities |
| JPMORGAN CHASE & CO            ALT TIER I PERP  | 2079-12-31      | 3.6500%  | 0.0000% | $1573000.00        | $1575409.75        | Corporate Debt Securities |
| JPMORGAN CHASE & CO            PERP JR SB GLBL  | 2500-12-31      | 6.8750%  | 0.0000% | $4978000.00        | $5310318.14        | Corporate Debt Securities |
| KOREA DEV BK                   SR GLBL NT 2%31  | 2031-10-25      | 2.0000%  | 0.0000% | $400000.00         | $360971.11         | Corporate Debt Securities |
| KOREA DEV BK                   GLBL NT 5.625%33 | 2033-10-23      | 5.6250%  | 0.0000% | $15000000.00       | $16444293.75       | Corporate Debt Securities |
| KOREA DEV BK                   SR GLBL FL NT 30 | 2030-02-03      | 4.6189%  | 0.0000% | $210000.00         | $214596.85         | Corporate Debt Securities |
| LYB INTERNATIONAL FIN III LLC  SR GLBL NT 51    | 2051-04-01      | 3.6250%  | 0.0000% | $18000.00          | $11885.99          | Corporate Debt Securities |
| MARKEL GROUP INC               SR GLBL NT 5%49  | 2049-05-20      | 5.0000%  | 0.0000% | $8000.00           | $7210.58           | Corporate Debt Securities |
| MARKEL GROUP INC               SR GLBL NT 52    | 2052-05-07      | 3.4500%  | 0.0000% | $50000.00          | $34516.21          | Corporate Debt Securities |
| MARS INC                       SR GLBL 144A 55  | 2055-05-01      | 5.7000%  | 0.0000% | $2445000.00        | $2482070.28        | Corporate Debt Securities |
| MEMORIAL SLOAN-KETTERING CANCE SR BD 4.2%55     | 2055-07-01      | 4.2000%  | 0.0000% | $400000.00         | $328145.33         | Corporate Debt Securities |
| MEMORIAL SLOAN-KETTERING CANCE SR -2020 BD 50   | 2050-01-01      | 2.9550%  | 0.0000% | $6810000.00        | $4531649.24        | Corporate Debt Securities |
| METROPOLITAN LIFE GLOBAL FDG I SR SEC GLBL 28   | 2028-08-25      | 4.4543%  | 0.0000% | $7420000.00        | $7498909.64        | Corporate Debt Securities |
| MIDCAP FINL 5.82219 15JAN31 144A FR             | 2031-01-15      | 5.8222%  | 0.0000% | $231000.00         | $232037.17         | Corporate Debt Securities |
| MORGAN STANLEY                 PERP JR GLBL -M  | 2099-12-31      | 5.8750%  | 0.0000% | $801000.00         | $816932.89         | Corporate Debt Securities |
| NXP B V / NXP FDG LLC / NXP US SR GLBL NT 32    | 2032-02-15      | 2.6500%  | 0.0000% | $16000.00          | $14543.13          | Corporate Debt Securities |
| NXP B V / NXP FDG LLC / NXP US SR GLBL NT 51    | 2051-11-30      | 3.2500%  | 0.0000% | $82000.00          | $55082.41          | Corporate Debt Securities |
| NXP B V / NXP FDG LLC / NXP US SR GLBL NT2.5%31 | 2031-05-11      | 2.5000%  | 0.0000% | $262000.00         | $238515.92         | Corporate Debt Securities |
| NXP B V / NXP FDG LLC / NXP US SR GLBL NT 35    | 2035-08-19      | 5.2500%  | 0.0000% | $42000.00          | $43566.99          | Corporate Debt Securities |
| NASDAQ INC                     CR SEN SR GLBL53 | 2053-08-15      | 5.9500%  | 0.0000% | $280000.00         | $298519.43         | Corporate Debt Securities |
| NATIONAL POWER CORP            SR BD 9.625%28   | 2028-05-15      | 9.6250%  | 0.0000% | $650000.00         | $740760.85         | Corporate Debt Securities |
| NATIONAL RURAL UTILS COOP FIN  SB NT FXD/FLT 46 | 2046-04-20      | 5.2500%  | 0.0000% | $378000.00         | $383160.96         | Corporate Debt Securities |
| NATIONWIDE MUT INS CO          SUB GLBL 144A 39 | 2039-08-15      | 9.3750%  | 0.0000% | $326000.00         | $449530.77         | Corporate Debt Securities |
| NATIONWIDE MUT INS CO          SUB 144A NT 50   | 2050-04-30      | 4.3500%  | 0.0000% | $200000.00         | $159089.00         | Corporate Debt Securities |
| CNOOC PETROLEUM NORTH AMERICA  SR NT 7.875%32   | 2032-03-15      | 7.8750%  | 0.0000% | $1200000.00        | $1457437.50        | Corporate Debt Securities |
| NEXTERA ENERGY CAP HLDGS INC   -O 5.65%79       | 2079-05-01      | 5.6500%  | 0.0000% | $343000.00         | $351375.39         | Corporate Debt Securities |
| NORTHERN STS PWR CO MINN       1M GLBL BD2.9%50 | 2050-03-01      | 2.9000%  | 0.0000% | $12000.00          | $8026.71           | Corporate Debt Securities |
| NORTHERN STS PWR CO MINN       1M GLBL BD2.6%51 | 2051-06-01      | 2.6000%  | 0.0000% | $16000.00          | $9874.10           | Corporate Debt Securities |
| NORTHERN STS PWR CO MINN       1M GLBL -2055 55 | 2055-05-15      | 5.6500%  | 0.0000% | $5000.00           | $5077.60           | Corporate Debt Securities |
| NORTHWELL HEALTHCARE INC       -2017A BD4.26%47 | 2047-11-01      | 4.2600%  | 0.0000% | $30000000.00       | $25012550.00       | Corporate Debt Securities |
| NORTHWESTERN MUT LIFE INS CO   SUB 144A NT 40   | 2040-03-30      | 6.0630%  | 0.0000% | $1260000.00        | $1360573.20        | Corporate Debt Securities |
| NORTHWESTERN MUT LIFE INS CO   SUB 144A NT 59   | 2059-09-30      | 3.6250%  | 0.0000% | $228000.00         | $162402.88         | Corporate Debt Securities |
| OHIO PWR CO                    SR GLBL -R NT 51 | 2051-10-01      | 2.9000%  | 0.0000% | $86000.00          | $54346.51          | Corporate Debt Securities |
| OHIOHEALTH CORP                SR 2020 SNK BD50 | 2050-11-15      | 3.0420%  | 0.0000% | $1700000.00        | $1170241.75        | Corporate Debt Securities |
| ONCOR ELEC DELIVERY CO LLC     1LIEN GLBL 49    | 2049-06-01      | 3.8000%  | 0.0000% | $81000.00          | $61589.79          | Corporate Debt Securities |
| ONCOR ELEC DELIVERY CO LLC     1LIEN GLBL NT 49 | 2049-09-15      | 3.1000%  | 0.0000% | $30000.00          | $20364.75          | Corporate Debt Securities |
| PNC FINL SVCS GROUP INC        PERP JR SB GLBL  | 2079-12-31      | 3.4000%  | 0.0000% | $2600000.00        | $2571998.00        | Corporate Debt Securities |
| PNC FINL SVCS GROUP INC        SUB GLBL NT 41   | 2041-01-25      | 5.4230%  | 0.0000% | $43230000.00       | $43315273.58       | Corporate Debt Securities |
| PACIFIC GAS & ELEC CO          1M GLBL BD 55    | 2055-03-01      | 6.1500%  | 0.0000% | $48000.00          | $49053.32          | Corporate Debt Securities |
| PFIZER INVT ENTERPRISES        GLBL NT 5.11%43  | 2043-05-19      | 5.1100%  | 0.0000% | $47000.00          | $45735.14          | Corporate Debt Securities |
| PFIZER INVT ENTERPRISES        GLBL NT 5.3%53   | 2053-05-19      | 5.3000%  | 0.0000% | $11818000.00       | $11390339.41       | Corporate Debt Securities |
| PFIZER INVT ENTERPRISES        GLBL NT 5.34%63  | 2063-05-19      | 5.3400%  | 0.0000% | $200000.00         | $188974.33         | Corporate Debt Securities |
| PHILLIPS 66 CO                 GLBL NT 4.9%46   | 2046-10-01      | 4.9000%  | 0.0000% | $230000.00         | $203935.76         | Corporate Debt Securities |
| PHILLIPS 66 CO                 SR GLBL NT 54    | 2054-06-15      | 5.6500%  | 0.0000% | $237000.00         | $225539.27         | Corporate Debt Securities |
| PHILLIPS 66 CO                 JR SB GLBL -A 56 | 2056-03-15      | 5.8750%  | 0.0000% | $49000.00          | $49839.45          | Corporate Debt Securities |
| AEP TEX INC                    SR GLBL -P NT 55 | 2055-10-15      | 5.8500%  | 0.0000% | $16000.00          | $16123.76          | Corporate Debt Securities |
| AEP TRANSMISSION CO LLC        SR GLBL -M NT 50 | 2050-04-01      | 3.6500%  | 0.0000% | $60000.00          | $45259.52          | Corporate Debt Securities |
| AEP TRANSMISSION CO LLC        SR GLBL -O NT 52 | 2052-06-15      | 4.5000%  | 0.0000% | $45000.00          | $38320.88          | Corporate Debt Securities |
| AETNA INC NEW                  SR GLBL NT 47    | 2047-08-15      | 3.8750%  | 0.0000% | $41000.00          | $31318.69          | Corporate Debt Securities |
| ALABAMA PWR CO                 SR GLBL 2018A 48 | 2048-07-15      | 4.3000%  | 0.0000% | $518000.00         | $431199.60         | Corporate Debt Securities |
| ALABAMA PWR CO                 GLBL 2021A NT 51 | 2051-07-15      | 3.1250%  | 0.0000% | $285000.00         | $190337.84         | Corporate Debt Securities |
| ALABAMA PWR CO                 GLBL 2021B NT 52 | 2052-03-15      | 3.0000%  | 0.0000% | $75000.00          | $49471.50          | Corporate Debt Securities |
| ALLSTATE CORP                  SR GLBL NT4.2%46 | 2046-12-15      | 4.2000%  | 0.0000% | $40000.00          | $33130.00          | Corporate Debt Securities |
| AMEREN ILL CO                  1M GLBL BD3.7%47 | 2047-12-01      | 3.7000%  | 0.0000% | $100000.00         | $77313.39          | Corporate Debt Securities |
| AMERICAN EXPRESS CO            PERP JR SB -D NT | 2079-12-31      | 3.5500%  | 0.0000% | $3014000.00        | $2993854.76        | Corporate Debt Securities |
| AMERICAN EXPRESS CO            SUB GLBL NT 33   | 2033-05-26      | 4.9890%  | 0.0000% | $217000.00         | $222014.73         | Corporate Debt Securities |
| AMERICAN EXPRESS CO            SUB GLBL NT 34   | 2034-07-28      | 5.6250%  | 0.0000% | $982000.00         | $1023285.73        | Corporate Debt Securities |
| AMERICAN EXPRESS CO            SUB GLBL NT 35   | 2035-04-25      | 5.9150%  | 0.0000% | $2423000.00        | $2606103.75        | Corporate Debt Securities |
| AMERICAN WTR CAP CORP          SR GLBL NT 47    | 2047-09-01      | 3.7500%  | 0.0000% | $5000.00           | $3919.80           | Corporate Debt Securities |
| AMERICAN WTR CAP CORP          SR GLBL NT 49    | 2049-06-01      | 4.1500%  | 0.0000% | $5000.00           | $4063.76           | Corporate Debt Securities |
| ANHEUSER-BUSCH INBEV WLDW INC  SR GLBL NT 49    | 2049-01-23      | 5.5500%  | 0.0000% | $55000.00          | $55115.45          | Corporate Debt Securities |
| AON CORP / AON GLOBAL HLDGS    SR GLBL NT3.9%52 | 2052-02-28      | 3.9000%  | 0.0000% | $59000.00          | $45440.42          | Corporate Debt Securities |
| AON CORP / AON GLOBAL HLDGS    SR GLBL NT 5%32  | 2032-09-12      | 5.0000%  | 0.0000% | $4000.00           | $4177.43           | Corporate Debt Securities |
| AON CORP / AON GLOBAL HLDGS    SR GLBL NT 33    | 2033-02-28      | 5.3500%  | 0.0000% | $179000.00         | $190053.05         | Corporate Debt Securities |
| GALLAGHER ARTHUR J & CO        SR GLBL NT 54    | 2054-02-15      | 6.7500%  | 0.0000% | $13000.00          | $14869.63          | Corporate Debt Securities |
| ASIAN INFRASTRUCTURE INVT BK   GLBL NT 4.25%34  | 2034-03-13      | 4.2500%  | 0.0000% | $50000.00          | $51150.18          | Corporate Debt Securities |
| ATHENE GLOBAL FDG              144A NT 5.526%31 | 2031-07-11      | 5.5260%  | 0.0000% | $3126000.00        | $3219550.24        | Corporate Debt Securities |
| ATHENE GLOBAL FDG              SR SEC FL 144A26 | 2026-08-27      | 4.7729%  | 0.0000% | $1044000.00        | $1056154.82        | Corporate Debt Securities |
| ATHENE HOLDING LTD             JR SB GLBL DB 55 | 2055-06-28      | 6.8750%  | 0.0000% | $39000.00          | $39314.38          | Corporate Debt Securities |
| BAT CAPITAL CORP               SR GLBL NT 53    | 2053-08-02      | 7.0810%  | 0.0000% | $138000.00         | $161507.14         | Corporate Debt Securities |
| BAT CAPITAL CORP               SR GLBL NT 47    | 2047-08-15      | 4.5400%  | 0.0000% | $161000.00         | $137352.05         | Corporate Debt Securities |
| BAT CAPITAL CORP               SR GLBL NT 55    | 2055-08-15      | 6.2500%  | 0.0000% | $17000.00          | $18071.27          | Corporate Debt Securities |
| BANK AMERICA CORP              PERP SUB -DD NT  | 2500-12-31      | 6.3000%  | 0.0000% | $11401000.00       | $11706204.77       | Corporate Debt Securities |
| BANK NEW YORK MELLON CORP      TIER I PERP GLBL | 2079-12-31      | 3.7000%  | 0.0000% | $369000.00         | $369369.41         | Corporate Debt Securities |
| BACARDI LTD                    SR GLBL 144A 28  | 2028-05-15      | 4.7000%  | 0.0000% | $3300000.00        | $3356468.50        | Corporate Debt Securities |
| BASIN ELECTRIC POWER COOP      1M 144A BD 55    | 2055-10-15      | 5.8500%  | 0.0000% | $26721000.00       | $26988076.39       | Corporate Debt Securities |
| BAYER US FIN II LLC            SR 144A NT 48    | 2048-06-25      | 4.8750%  | 0.0000% | $7518000.00        | $6477204.95        | Corporate Debt Securities |
| BEIGNET INV LLC                SR SEC 144A 49   | 2049-05-30      | 6.5810%  | 0.0000% | $8804000.00        | $9266686.88        | Corporate Debt Securities |
| BERKSHIRE HATHAWAY FIN CORP    SR GLBL NT2.5%51 | 2051-01-15      | 2.5000%  | 0.0000% | $8000.00           | $4787.85           | Corporate Debt Securities |
| BLACKSTONE HLDGS FIN L L C     SR GLBL 144A 52  | 2052-01-30      | 3.2000%  | 0.0000% | $220000.00         | $147769.60         | Corporate Debt Securities |
| BLACKSTONE PRIVATE CREDIT FUND SR GLBL NT 26    | 2026-12-15      | 2.6250%  | 0.0000% | $47000.00          | $46415.85          | Corporate Debt Securities |
| BLACKSTONE PRIVATE CREDIT FUND SR GLBL NT 27    | 2027-03-15      | 3.2500%  | 0.0000% | $23280000.00       | $23208006.60       | Corporate Debt Securities |
| LELAND STANFORD JR UNIV CALIF  -2015 BD 3.46%47 | 2047-05-01      | 3.4600%  | 0.0000% | $7300000.00        | $5497804.39        | Corporate Debt Securities |
| BOEING CO                      CR SEN SR GLBL64 | 2064-05-01      | 7.0080%  | 0.0000% | $1000000.00        | $1169305.33        | Corporate Debt Securities |
| BOSTON PPTYS LTD PARTNERSHIP   SR GLBL NT 26    | 2026-02-01      | 3.6500%  | 0.0000% | $305000.00         | $310504.83         | Corporate Debt Securities |
| BROADCOM CORP/BROADCOM CAYMAN  SR GLBL NT3.5%28 | 2028-01-15      | 3.5000%  | 0.0000% | $381000.00         | $378812.42         | Corporate Debt Securities |
| BURLINGTON NORTHN SANTA FE CP  SR GLBL DEB 50   | 2050-02-15      | 3.5500%  | 0.0000% | $69000.00          | $51929.46          | Corporate Debt Securities |
| CAPITAL ONE FINL CORP          SUB GLBL NT 26   | 2026-07-28      | 3.7500%  | 0.0000% | $309000.00         | $308495.81         | Corporate Debt Securities |
| CHAPMAN UNIV                   -2021B SNK BD 51 | 2051-04-01      | 2.9960%  | 0.0000% | $300000.00         | $191149.03         | Corporate Debt Securities |
| CHUBB INA HLDGS INC            SR GLBL NT 61    | 2061-12-15      | 3.0500%  | 0.0000% | $221000.00         | $137203.98         | Corporate Debt Securities |
| CITIGROUP INC                  GLBL SB NT 33    | 2033-10-31      | 6.0000%  | 0.0000% | $431000.00         | $467915.15         | Corporate Debt Securities |
| CITIGROUP INC                  JR SB GLBL -D 26 | 2026-11-20      | 4.3000%  | 0.0000% | $23000.00          | $23244.98          | Corporate Debt Securities |
| CITIGROUP INC                  JR SB GLBL NT 28 | 2028-07-25      | 4.1250%  | 0.0000% | $37000.00          | $37051.91          | Corporate Debt Securities |
| CITIGROUP INC                  SR GLBL NT 48    | 2048-07-23      | 4.6500%  | 0.0000% | $450000.00         | $398611.88         | Corporate Debt Securities |
| CITIGROUP INC                  JR SB GLBL NT 35 | 2035-02-13      | 5.8270%  | 0.0000% | $578000.00         | $615599.37         | Corporate Debt Securities |

### Security 674: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 4.000000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1EHM39, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP1EHM39
- **C.18 - Value (incl. sponsor support):** $399890828.00
- **C.18.a - Value (excl. sponsor support):** $399890828.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-07-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category   |
|:---|:---|:---|:---|:---|:---|:---|
| FRANKLIN TEMPLETON ETF TR      MULTISECTOR INCM | 2500-12-31      | N/A      | 0.0000% | $186.00            | $4715.10           | Equities   |
| FULL TRUCK ALLIANCE CO LTD     SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $1972192.00        | $20017748.80       | Equities   |
| GALAPAGOS NV                   SPON ADR         | 2500-12-31      | N/A      | 0.0000% | $7059.00           | $240923.67         | Equities   |
| GLOBAL X FDS                   LITHIUM BTRY ETF | 2500-12-31      | N/A      | 0.0000% | $42885.00          | $3157193.70        | Equities   |
| GLOBAL X FDS                   CLEANTECH ETF NW | 2500-12-31      | N/A      | 0.0000% | $1867.00           | $118089.99         | Equities   |
| GOLDMAN SACHS ETF TR           ACCES TREASURY   | 2500-12-31      | N/A      | 0.0000% | $37710.00          | $3777787.80        | Equities   |
| GUINNESS ATKINSON FDS          SMART TRANSPORTA | 2500-12-31      | N/A      | 0.0000% | $424.00            | $24617.61          | Equities   |
| HARBOR ETF TRUST               EMERGING MKTS    | 2500-12-31      | N/A      | 0.0000% | $279.00            | $6811.84           | Equities   |
| IMMUNOCORE HLDGS PLC           ADS              | 2500-12-31      | N/A      | 0.0000% | $252690.00         | $8338770.00        | Equities   |
| TIDAL TRUST III                ROCKEFELLER CALI | 2500-12-31      | N/A      | 0.0000% | $3479.00           | $84063.08          | Equities   |
| TIDAL TRUST III                ROCKEFELLER GLOB | 2500-12-31      | N/A      | 0.0000% | $8472.00           | $272628.96         | Equities   |
| INSPIREMD INC                  COM              | 2500-12-31      | N/A      | 0.0000% | $103782.00         | $167089.02         | Equities   |
| INNOVATOR ETFS TRUST           NASDAQ-100 10 BU | 2500-12-31      | N/A      | 0.0000% | $5059.00           | $149839.49         | Equities   |
| INTEL CORP                     COM              | 2500-12-31      | N/A      | 0.0000% | $218114.00         | $10613427.24       | Equities   |
| INVESCO QQQ TR                 UNIT SER 1       | 2500-12-31      | N/A      | 0.0000% | $14834.00          | $9336964.62        | Equities   |
| INVENTIVA SA                   ADS              | 2500-12-31      | N/A      | 0.0000% | $343456.00         | $2170641.92        | Equities   |
| INVESCO EXCHANGE TRADED FD TR  AEROSPACE DEFN   | 2500-12-31      | N/A      | 0.0000% | $2246.00           | $394577.28         | Equities   |
| INVESCO EXCHANGE-TRADED FD TR  S&P EMRNG MMTM   | 2500-12-31      | N/A      | 0.0000% | $6859.00           | $129432.07         | Equities   |
| ISHARES INC                    EM MKT SM-CP ETF | 2500-12-31      | N/A      | 0.0000% | $25651.00          | $1870214.41        | Equities   |
| ISHARES TR                     SELECT DIVID ETF | 2500-12-31      | N/A      | 0.0000% | $2181.00           | $327498.96         | Equities   |
| ISHARES TR                     CORE S&P500 ETF  | 2500-12-31      | N/A      | 0.0000% | $28716.00          | $20017636.44       | Equities   |
| ISHARES TR                     GLOB HLTHCRE ETF | 2500-12-31      | N/A      | 0.0000% | $3431.00           | $337610.40         | Equities   |
| ISHARES TR                     ISHARES BIOTECH  | 2500-12-31      | N/A      | 0.0000% | $50763.00          | $8845452.75        | Equities   |
| ISHARES TR                     GLB INFRASTR ETF | 2500-12-31      | N/A      | 0.0000% | $40437.00          | $2619913.23        | Equities   |
| ISHARES TR                     IBOXX HI YD ETF  | 2500-12-31      | N/A      | 0.0000% | $247040.00         | $20017651.20       | Equities   |
| ISHARES BITCOIN TRUST ETF      SHS BEN INT      | 2500-12-31      | N/A      | 0.0000% | $420536.00         | $20017513.60       | Equities   |
| ISHARES TR                     TOP 20 U S STOCK | 2500-12-31      | N/A      | 0.0000% | $2706.00           | $83453.04          | Equities   |
| ISHARES ETHEREUM TR            SHS              | 2500-12-31      | N/A      | 0.0000% | $290161.00         | $6125298.71        | Equities   |
| JIAYIN GROUP INC               SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $75076.00          | $516522.88         | Equities   |
| JOHN HANCOCK EXCHANGE TRADED   CORE BOND ETF    | 2500-12-31      | N/A      | 0.0000% | $1888.00           | $48002.40          | Equities   |
| KRANESHARES TRUST              100 KWEB JAN 27  | 2500-12-31      | N/A      | 0.0000% | $329.00            | $9465.99           | Equities   |
| LATAM AIRLINES GROUP SA        SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $225861.00         | $14780343.84       | Equities   |
| LEGG MASON ETF INVT            CLEARBRIDGE LRG  | 2500-12-31      | N/A      | 0.0000% | $86.00             | $7116.21           | Equities   |
| LISTED FDS TR                  TEUCRIUM AGRI ST | 2500-12-31      | N/A      | 0.0000% | $3860.00           | $65350.57          | Equities   |
| LISTED FDS TR                  HORZN KINTCS BL  | 2500-12-31      | N/A      | 0.0000% | $2354.00           | $74872.97          | Equities   |
| NOMURA ETF TR                  GLOBAL LISTED IN | 2500-12-31      | N/A      | 0.0000% | $361.00            | $10614.48          | Equities   |
| MAGNACHIP SEMICONDUCTOR CORP N COM              | 2500-12-31      | N/A      | 0.0000% | $283705.00         | $836929.75         | Equities   |
| MANAGER DIRECTED PORTFOLIOS    SANJAC ALPHA LOW | 2500-12-31      | N/A      | 0.0000% | $453.00            | $11485.82          | Equities   |
| MORGAN STANLEY ETF TRUST       EATON VANCE HIGH | 2500-12-31      | N/A      | 0.0000% | $7590.00           | $380676.45         | Equities   |
| NORTHERN FDS                   SHORT-TERM TAX   | 2500-12-31      | N/A      | 0.0000% | $5116.00           | $258869.60         | Equities   |
| ONKURE THERAPEUTICS INC        COM CL A         | 2500-12-31      | N/A      | 0.0000% | $120696.00         | $329500.08         | Equities   |
| PGIM ETF TR                    AAA CLO ETF      | 2500-12-31      | N/A      | 0.0000% | $167956.00         | $8649734.00        | Equities   |
| PACER FDS TR                   US EXPORT LEAD   | 2500-12-31      | N/A      | 0.0000% | $2786.00           | $178323.78         | Equities   |
| PAMPA ENERGIA S A              SPONS ADR LVL I  | 2500-12-31      | N/A      | 0.0000% | $26328.00          | $2329764.72        | Equities   |
| PRECIDIAN ETFS TR              SAP SE ADRHEDGED | 2500-12-31      | N/A      | 0.0000% | $288.00            | $10342.11          | Equities   |
| PROSHARES TR                   ULTRA S&P 500 EQ | 2500-12-31      | N/A      | 0.0000% | $12808.00          | $559581.52         | Equities   |
| PURETECH HEALTH PLC            ADS              | 2500-12-31      | N/A      | 0.0000% | $2738.00           | $51474.40          | Equities   |
| RBB FD INC                     F/M EMERALD LIFE | 2500-12-31      | N/A      | 0.0000% | $349.00            | $12579.70          | Equities   |
| SAB BIOTHERAPEUTICS INC        COM NEW          | 2500-12-31      | N/A      | 0.0000% | $66785.00          | $295189.70         | Equities   |
| STATE STR SPDR S&P 500 ETF TR  TR UNIT          | 2500-12-31      | N/A      | 0.0000% | $28842.00          | $20017501.68       | Equities   |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $28423.00          | $2826667.35        | Equities   |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $110.00            | $32985.70          | Equities   |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $1893.00           | $336537.54         | Equities   |
| SCHWAB STRATEGIC TR            US LRG CAP ETF   | 2500-12-31      | N/A      | 0.0000% | $731108.00         | $20017737.04       | Equities   |
| CAYSON ACQUISITION CORP        SHS              | 2500-12-31      | N/A      | 0.0000% | $10081.00          | $108269.94         | Equities   |
| BOLD EAGLE ACQUISITION CORP    CL A             | 2500-12-31      | N/A      | 0.0000% | $101718.00         | $1079227.98        | Equities   |
| CHAMPIONSGATE ACQUISITION CORP SHS CL A         | 2500-12-31      | N/A      | 0.0000% | $3948.00           | $40743.36          | Equities   |
| COHEN CIRCLE ACQUISIT CORP II  SHS CL A         | 2500-12-31      | N/A      | 0.0000% | $83072.00          | $858133.76         | Equities   |
| DIGITAL ASSET ACQUISITION CORP SHS CL A         | 2500-12-31      | N/A      | 0.0000% | $87203.00          | $890778.65         | Equities   |
| FACT II ACQUISITION CORP       ORD SHS CL A     | 2500-12-31      | N/A      | 0.0000% | $58723.00          | $617765.96         | Equities   |
| IHS HOLDING LIMITED            ORD SHS          | 2500-12-31      | N/A      | 0.0000% | $801628.00         | $6413024.00        | Equities   |
| LIGHTWAVE ACQUISITION CORP     USD CL A ORD SHS | 2500-12-31      | N/A      | 0.0000% | $42985.00          | $433718.65         | Equities   |
| NEW PROVIDENCE ACQUISITION COR USD CL A ORD SHS | 2500-12-31      | N/A      | 0.0000% | $42696.00          | $446173.20         | Equities   |
| PELICAN ACQUISITION CORP       SHS              | 2500-12-31      | N/A      | 0.0000% | $90464.00          | $959823.04         | Equities   |
| PLUM ACQUISITION CORP IV       SHS CL A         | 2500-12-31      | N/A      | 0.0000% | $25613.00          | $270217.15         | Equities   |
| RANGE CAP ACQUISITION CORP     ORD SHS          | 2500-12-31      | N/A      | 0.0000% | $22626.00          | $236781.09         | Equities   |
| SIM ACQUISITION CORP. I        SHS CL A         | 2500-12-31      | N/A      | 0.0000% | $14933.00          | $158737.79         | Equities   |
| STELLAR V CAP CORP             SHS CL A         | 2500-12-31      | N/A      | 0.0000% | $12780.00          | $132912.00         | Equities   |
| TEXAS VENTURES ACQUISITION III USD CL A ORD SHS | 2500-12-31      | N/A      | 0.0000% | $248102.00         | $2612514.06        | Equities   |
| VERTICAL AEROSPACE LTD         SHS NEW          | 2500-12-31      | N/A      | 0.0000% | $616584.00         | $3033593.28        | Equities   |
| VENDOME ACQUISITION CORP I     COM CL A         | 2500-12-31      | N/A      | 0.0000% | $18712.00          | $188991.20         | Equities   |
| WEN ACQUISITION CORP           COM CL A         | 2500-12-31      | N/A      | 0.0000% | $106246.00         | $1079459.36        | Equities   |
| LITHIUM ARGENTINA AG           COM SHS          | 2500-12-31      | N/A      | 0.0000% | $11524.00          | $85392.84          | Equities   |
| PROQR THRAPEUTICS N V          SHS EURO         | 2500-12-31      | N/A      | 0.0000% | $533632.00         | $853811.20         | Equities   |
| SCHWAB STRATEGIC TR            MORTGAGE BACKED  | 2500-12-31      | N/A      | 0.0000% | $455191.00         | $11762135.44       | Equities   |
| SCHWAB STRATEGIC TR            FUNDAMENTAL US S | 2500-12-31      | N/A      | 0.0000% | $9649.00           | $324013.42         | Equities   |
| SEA LTD                        SPONSORD ADS     | 2500-12-31      | N/A      | 0.0000% | $164214.00         | $20017686.60       | Equities   |
| SELECT SECTOR SPDR TR          STATE STREET FIN | 2500-12-31      | N/A      | 0.0000% | $373808.00         | $20017418.40       | Equities   |
| SERVICE PPTYS TR               COM SH BEN INT   | 2500-12-31      | N/A      | 0.0000% | $528464.00         | $1051643.36        | Equities   |
| SILENCE THERAPEUTICS PLC       ADS              | 2500-12-31      | N/A      | 0.0000% | $246290.00         | $1221598.40        | Equities   |
| CHICAGO ATLANTIC BDC INC       COM              | 2500-12-31      | N/A      | 0.0000% | $52091.00          | $549560.05         | Equities   |
| SIMPLIFY EXCHANGE TRADED FUNDS PIPER SANDLER US | 2500-12-31      | N/A      | 0.0000% | $442.00            | $13431.14          | Equities   |
| SIMPLIFY EXCHANGE TRADED FUNDS BARRIER INCOME   | 2500-12-31      | N/A      | 0.0000% | $112481.00         | $2943627.77        | Equities   |
| SIMPLIFY EXCHANGE TRADED FUNDS MBS ETF          | 2500-12-31      | N/A      | 0.0000% | $65987.00          | $3327064.54        | Equities   |
| SMART SH GLOBAL LTD            ADS              | 2500-12-31      | N/A      | 0.0000% | $11215.00          | $13009.40          | Equities   |
| SPINNAKER ETF SERIES           UVA UNCONSTRAIND | 2500-12-31      | N/A      | 0.0000% | $2920.00           | $64770.86          | Equities   |
| SUTRO BIOPHARMA INC            COM SHS          | 2500-12-31      | N/A      | 0.0000% | $115192.00         | $1718664.64        | Equities   |
| TAIWAN SEMICONDUCTOR MFG LTD   SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $58952.00          | $20017151.60       | Equities   |
| TENAX THERAPEUTICS INC         COM NEW          | 2500-12-31      | N/A      | 0.0000% | $181047.00         | $2420598.39        | Equities   |
| TEXAS CAPITAL FUNDS TRUST      TEXAS OIL INDEX  | 2500-12-31      | N/A      | 0.0000% | $2506.00           | $63323.86          | Equities   |
| THEMES ETF TR                  NATURAL MONOPOLY | 2500-12-31      | N/A      | 0.0000% | $268.00            | $8684.22           | Equities   |
| THE ONE GROUP HOSPITALITY INC  COM              | 2500-12-31      | N/A      | 0.0000% | $71023.00          | $149148.30         | Equities   |
| THORNBURG ETF TR               INTL GROWTH ETF  | 2500-12-31      | N/A      | 0.0000% | $40.00             | $1032.00           | Equities   |
| TIDAL TRUST II                 NICHOLAS FIXED   | 2500-12-31      | N/A      | 0.0000% | $20353.00          | $364308.52         | Equities   |
| TILLYS INC                     CL A             | 2500-12-31      | N/A      | 0.0000% | $145864.00         | $221713.28         | Equities   |
| UBS AG LONDON BRANCH           NT LKD 51        | 2500-12-31      | N/A      | 0.0000% | $245.00            | $13741.12          | Equities   |
| URBAN ONE INC                  COM SHS CL D NON | 2500-12-31      | N/A      | 0.0000% | $25870.00          | $239038.80         | Equities   |
| VALE S A                       SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $1181680.00        | $20017659.20       | Equities   |
| VANECK ETF TRUST               JUNIOR GOLD MINE | 2500-12-31      | N/A      | 0.0000% | $123064.00         | $17681835.52       | Equities   |
| VANECK ETF TRUST               ROBOTICS ETF     | 2500-12-31      | N/A      | 0.0000% | $8461.00           | $490898.76         | Equities   |
| VANGUARD INTL EQUITY INDEX FDS TT WRLD ST ETF   | 2500-12-31      | N/A      | 0.0000% | $18223.00          | $2673678.56        | Equities   |
| VICTORY PORTFOLIOS II          VCTRYSHS INTL MO | 2500-12-31      | N/A      | 0.0000% | $4517.00           | $313061.53         | Equities   |
| WISDOMTREE TR                  US LARGECAP DIVD | 2500-12-31      | N/A      | 0.0000% | $147.00            | $13350.54          | Equities   |
| WISDOMTREE TR                  CORE LADDERED MU | 2500-12-31      | N/A      | 0.0000% | $2880.00           | $74966.40          | Equities   |
| XILIO THERAPEUTICS INC         COM              | 2500-12-31      | N/A      | 0.0000% | $564019.00         | $343995.19         | Equities   |
| BEST SPAC I ACQUISITION CORP.  USD CL A ORD SHS | 2500-12-31      | N/A      | 0.0000% | $12713.00          | $129418.34         | Equities   |
| AB ACTIVE ETFS INC             INTL GROWTH ETF  | 2500-12-31      | N/A      | 0.0000% | $412.00            | $12133.36          | Equities   |
| AB ACTIVE ETFS INC             CORPORATE BD ETF | 2500-12-31      | N/A      | 0.0000% | $2185.00           | $78343.17          | Equities   |
| AB ACTIVE ETFS INC             TAX AWARE INTERM | 2500-12-31      | N/A      | 0.0000% | $86852.00          | $2221674.16        | Equities   |
| ALPS ETF TR                    O SHARES INTL D  | 2500-12-31      | N/A      | 0.0000% | $4235.00           | $146024.07         | Equities   |
| ALX ONCOLOGY HLDGS INC         COM              | 2500-12-31      | N/A      | 0.0000% | $360628.00         | $566185.96         | Equities   |
| ABIVAX SA                      SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $176304.00         | $20017556.16       | Equities   |
| ADVISORS SER TR                SCHARF ETF       | 2500-12-31      | N/A      | 0.0000% | $22286.00          | $1258769.00        | Equities   |
| AFFINITY BANCSHARES INC        COM              | 2500-12-31      | N/A      | 0.0000% | $4406.00           | $90146.76          | Equities   |
| THE ALGER ETF TRUST            RUSSELL INNOVATI | 2500-12-31      | N/A      | 0.0000% | $2920.00           | $59393.38          | Equities   |
| EA SERIES TRUST                INTELLIGENT ALPH | 2500-12-31      | N/A      | 0.0000% | $626.00            | $19687.01          | Equities   |
| AMERICAN BEACON SELECT FUNDS   IONIC INFLATION  | 2500-12-31      | N/A      | 0.0000% | $397.00            | $7558.88           | Equities   |
| AMERICAN CENTY ETF TR          REAL ESTATE ETF  | 2500-12-31      | N/A      | 0.0000% | $22614.00          | $1014690.18        | Equities   |
| LEONABIO INC                   COM              | 2500-12-31      | N/A      | 0.0000% | $2204.00           | $10380.84          | Equities   |
| AUTOLUS THERAPEUTICS PLC       SPON ADS         | 2500-12-31      | N/A      | 0.0000% | $1584514.00        | $2265855.02        | Equities   |
| BANCO SANTANDER BRASIL S A     ADS REP 1 UNIT   | 2500-12-31      | N/A      | 0.0000% | $78330.00          | $559276.20         | Equities   |
| BIOXCEL THERAPEUTICS INC       COM NEW          | 2500-12-31      | N/A      | 0.0000% | $162010.00         | $262456.20         | Equities   |
| BITWISE ETHEREUM ETF           SHS              | 2500-12-31      | N/A      | 0.0000% | $78772.00          | $1577803.16        | Equities   |
| BONDBLOXX ETF TRUST            USD HI YLD TELEC | 2500-12-31      | N/A      | 0.0000% | $1787.00           | $61740.85          | Equities   |
| BONDBLOXX ETF TRUST            B RT USD HI YLD  | 2500-12-31      | N/A      | 0.0000% | $4923.00           | $195482.48         | Equities   |
| BRITISH AMERN TOB PLC          SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $332410.00         | $20017730.20       | Equities   |
| CALAMOS ETF TR                 ANTETOKOUNMPO GL | 2500-12-31      | N/A      | 0.0000% | $1161.00           | $40322.46          | Equities   |
| CALAMOS ETF TR                 S&P 500 STRUCTUR | 2500-12-31      | N/A      | 0.0000% | $3400.00           | $91823.80          | Equities   |
| CAPITAL GRP FIXED INCM ETF TR  MUNICIPAL INCOME | 2500-12-31      | N/A      | 0.0000% | $137775.00         | $3805345.50        | Equities   |
| CELLECTIS S A                  SPON ADS         | 2500-12-31      | N/A      | 0.0000% | $36142.00          | $144206.58         | Equities   |
| CHIPMOS TECHNOLOGIES INC       SPONSORD ADS NEW | 2500-12-31      | N/A      | 0.0000% | $20981.00          | $814062.80         | Equities   |
| COLUMBIA ETF TR I              MULTI SEC MUNI   | 2500-12-31      | N/A      | 0.0000% | $66201.00          | $1378304.82        | Equities   |
| COTWO ADVISORS PHYSICAL EUROPE COMMON UNITS     | 2500-12-31      | N/A      | 0.0000% | $1300.00           | $29120.00          | Equities   |
| DBX ETF TR                     XTRACKERS MSCI   | 2500-12-31      | N/A      | 0.0000% | $4195.00           | $156105.60         | Equities   |
| DBX ETF TR                     XTRACKERS MSCI E | 2500-12-31      | N/A      | 0.0000% | $13405.00          | $530529.68         | Equities   |
| DHI GROUP INC                  COM              | 2500-12-31      | N/A      | 0.0000% | $4836.00           | $8414.64           | Equities   |
| DOUBLELINE ETF TRUST           FORTUNE 500 EQUA | 2500-12-31      | N/A      | 0.0000% | $5021.00           | $167149.09         | Equities   |
| ETF OPPORTUNITIES TRUST        REX BITCOIN CORP | 2500-12-31      | N/A      | 0.0000% | $3325.00           | $78443.07          | Equities   |
| EMBRAER S.A.                   SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $125762.00         | $9404482.36        | Equities   |
| TCW ETF TRUST                  TRANSFORM SUPPLY | 2500-12-31      | N/A      | 0.0000% | $211.00            | $15453.89          | Equities   |
| EVOTEC AG                      SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $7938.00           | $30005.64          | Equities   |
| EXCHANGE TRADED CONCEPTS TRUST RANGE GLOBAL COA | 2500-12-31      | N/A      | 0.0000% | $28133.00          | $756215.04         | Equities   |
| EXCHANGE LISTED FDS TR         ETC CABANA TARGT | 2500-12-31      | N/A      | 0.0000% | $6049.00           | $147484.30         | Equities   |
| FIDELITY COMWLTH TR            NASDAQ COMPSIT   | 2500-12-31      | N/A      | 0.0000% | $100.00            | $9311.00           | Equities   |
| FIDELITY COVINGTON TRUST       METAVERSE ETF    | 2500-12-31      | N/A      | 0.0000% | $7910.00           | $287805.35         | Equities   |
| FIRST TR EXCHANGE-TRADED FD II CONSUMR DISCRE   | 2500-12-31      | N/A      | 0.0000% | $18679.00          | $1293707.54        | Equities   |
| FIRST TR EXCHANGE-TRADED FD II DJ INTL INTRNT   | 2500-12-31      | N/A      | 0.0000% | $11687.00          | $401247.43         | Equities   |
| FIRST TR EXCHANGE TRADED FD VI BALANCED INCOME  | 2500-12-31      | N/A      | 0.0000% | $6090.00           | $132416.09         | Equities   |
| FIRST TR EXCHANGE TRADED FD VI S NETWORK STREAM | 2500-12-31      | N/A      | 0.0000% | $2558.00           | $91512.45          | Equities   |
| FIRST TR EXCHANGE-TRADED FD IV FIRST TR ENH NEW | 2500-12-31      | N/A      | 0.0000% | $24104.00          | $1449132.48        | Equities   |

### Security 675: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** WELLS FARGO SECURITIES LLC 4.220000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1EJX41, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: ARP1EJX41
- **C.18 - Value (incl. sponsor support):** $99933778.00
- **C.18.a - Value (excl. sponsor support):** $99933778.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **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? 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                                          |
|:---|:---|:---|:---|:---|:---|:---|
| BFLD TRUST 2020-EYP            A      20351015 FLT | 2035-10-15      | 4.9455%  | 0.0000% | $7150919.00        | $5652010.70        | Private Label Collateralized Mortgage Obligations |
| BBCMS TRUST 2018-CBM           F      20370715 FLT | 2037-07-15      | 8.1280%  | 0.0000% | $1490000.00        | $986182.83         | Private Label Collateralized Mortgage Obligations |
| BSREP COMM MTG TR 2021-DC      G      20380816 FLT | 2038-08-16      | 7.6455%  | 0.0000% | $2500000.00        | $768794.33         | Private Label Collateralized Mortgage Obligations |
| BXMT 2021-FL4 LTD              B      20380517 FLT | 2038-05-17      | 5.3419%  | 0.0000% | $5018000.00        | $4933333.24        | Private Label Collateralized Mortgage Obligations |
| BAMLL COMM  MORT 2025-1105W    A      20401217 0.0 | 2040-12-17      | 5.4310%  | 0.0000% | $28000000.00       | $28203165.65       | Private Label Collateralized Mortgage Obligations |
| BANK 2017-BNK9                 C      20541117 FLT | 2054-11-17      | 4.2418%  | 0.0000% | $1500000.00        | $1321107.01        | Private Label Collateralized Mortgage Obligations |
| BANK 2022-BNK40                G      20640317 FLT | 2064-03-17      | 1.8895%  | 0.0000% | $2500000.00        | $609722.81         | Private Label Collateralized Mortgage Obligations |
| BENCHMARK MTG TR 2019-B14      225B-D 20621215 FLT | 2062-12-15      | 3.4041%  | 0.0000% | $1500000.00        | $15348.30          | Private Label Collateralized Mortgage Obligations |
| BX TRUST 2017-CQHP             B      20341115 FLT | 2034-11-15      | 4.8280%  | 0.0000% | $3000000.00        | $2813435.00        | Private Label Collateralized Mortgage Obligations |
| CD MTG TR 2016-CD2             C      20491115 FLT | 2049-11-15      | 3.9719%  | 0.0000% | $4625000.00        | $2702501.22        | Private Label Collateralized Mortgage Obligations |
| COMM MTG TR 2014-LC15          E      20470412 3.5 | 2047-04-12      | 3.5000%  | 0.0000% | $3000000.00        | $2678728.33        | Private Label Collateralized Mortgage Obligations |
| CSAIL COML MTG TR 2016-C6      NR     20490115 FLT | 2049-01-15      | 3.9276%  | 0.0000% | $5000000.00        | $4288072.20        | Private Label Collateralized Mortgage Obligations |
| CSMC TRUST 2017-RPL3           B-2    20570825 FLT | 2057-08-25      | 4.3735%  | 0.0000% | $5000000.00        | $2893036.77        | Private Label Collateralized Mortgage Obligations |
| CITGRP COML MTG TR 2014-GC21   D      20470510 FLT | 2047-05-10      | 4.7094%  | 0.0000% | $2500000.00        | $2348339.16        | Private Label Collateralized Mortgage Obligations |
| CITIGROUP COML MTG TR 2017-P8  D      20500916 3.0 | 2050-09-16      | 3.0000%  | 0.0000% | $500000.00         | $315697.33         | Private Label Collateralized Mortgage Obligations |
| CONNECT AVE SEC TRUST 2024-R02 1B-2   20440225 FLT | 2044-02-25      | 7.3973%  | 0.0000% | $686000.00         | $720162.06         | Private Label Collateralized Mortgage Obligations |
| COREVEST AMCR FIN TR 2020-3    B      20530815 2.2 | 2053-08-15      | 2.2030%  | 0.0000% | $100000.00         | $93093.66          | Private Label Collateralized Mortgage Obligations |
| CITIGRP COML MTG TR 2015-GC33  C      20580912 FLT | 2058-09-12      | 4.3354%  | 0.0000% | $9250000.00        | $8079897.51        | Private Label Collateralized Mortgage Obligations |
| GCAT TR 2025-NQM3              B-2    20700525 FLT | 2070-05-25      | 7.1336%  | 0.0000% | $2800000.00        | $2669518.63        | Private Label Collateralized Mortgage Obligations |
| JP MRGN CHASE COM 2020-MKST    E      20361215 FLT | 2036-12-15      | 6.5445%  | 0.0000% | $7800000.00        | $39225.81          | Private Label Collateralized Mortgage Obligations |
| MAC TR 2025-801B               A      20401015 FLT | 2040-10-15      | 5.3802%  | 0.0000% | $2000000.00        | $2011957.49        | Private Label Collateralized Mortgage Obligations |
| MORGAN STN CAP I TR 2019-NUGS  D      20361215 FLT | 2036-12-15      | 5.5955%  | 0.0000% | $4000000.00        | $91485.00          | Private Label Collateralized Mortgage Obligations |
| OBX TRUST 2024-NQM4            B-1    20640125 FLT | 2064-01-25      | 7.8630%  | 0.0000% | $18123000.00       | $17822630.90       | Private Label Collateralized Mortgage Obligations |
| OBX TR 2024-NQM13              B-1B   20640625 FLT | 2064-06-25      | 7.4790%  | 0.0000% | $21251000.00       | $20563057.32       | Private Label Collateralized Mortgage Obligations |
| SEQUOIA MORTGAGE TRUST 2025-9  B-6    20551025 FLT | 2055-10-25      | 6.2725%  | 0.0000% | $2070737.00        | $1160216.97        | Private Label Collateralized Mortgage Obligations |
| SEQUOIA MORTGAGE TRUST 2025-10 B-6    20551125 FLT | 2055-11-25      | 6.4508%  | 0.0000% | $2030436.00        | $1219279.89        | Private Label Collateralized Mortgage Obligations |

### Security 676: BOFA SECURITIES INC

- **C.1 - Title:** BOFA SECURITIES INC 3.950000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1EL3J6, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: ARP1EL3J6
- **C.18 - Value (incl. sponsor support):** $249916277.50
- **C.18.a - Value (excl. sponsor support):** $249916277.50
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-04-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                          |
|:---|:---|:---|:---|:---|:---|:---|
| ANGEL OAK MTG TRUST 2025-5     A-1    20700425 FLT | 2070-04-25      | 5.5730%  | 0.0000% | $7715000.00        | $6586446.57        | Private Label Collateralized Mortgage Obligations |
| BBCMS MTG TR 2019-C5           A-2    20521118 3.0 | 2052-11-18      | 3.0430%  | 0.0000% | $25800000.00       | $5806357.22        | Private Label Collateralized Mortgage Obligations |
| BBCMS MORTGAGE TRUST 2025-C39  A-5    20581217 FLT | 2058-12-17      | 5.2969%  | 0.0000% | $14800000.00       | $15357841.29       | Private Label Collateralized Mortgage Obligations |
| BANK 2021-BNK34                A-2    20630615 FLT | 2063-06-15      | 1.9350%  | 0.0000% | $381000.00         | $340089.35         | Private Label Collateralized Mortgage Obligations |
| BANK5 2024-5YR12               A-3    20571217 FLT | 2057-12-17      | 5.9020%  | 0.0000% | $1739999.00        | $1839451.06        | Private Label Collateralized Mortgage Obligations |
| BENCHMARK MTG TR 2018-B3       A-5    20510412 4.0 | 2051-04-12      | 4.0250%  | 0.0000% | $17419584.00       | $17405828.82       | Private Label Collateralized Mortgage Obligations |
| BENCHMARK  MTG TR 2023-V3      A-1    20560717 5.9 | 2056-07-17      | 5.9567%  | 0.0000% | $490000.00         | $279476.33         | Private Label Collateralized Mortgage Obligations |
| BENCHMARK  MTG TR 2023-V3      A-3    20560717 FLT | 2056-07-17      | 6.3629%  | 0.0000% | $238139.00         | $250126.84         | Private Label Collateralized Mortgage Obligations |
| BENCHMARK MORTGAGE TR 2024-V8  A-1    20570717 5.5 | 2057-07-17      | 5.5140%  | 0.0000% | $200000.00         | $144037.29         | Private Label Collateralized Mortgage Obligations |
| BRAVO RESI FDG TR 2019-1       A-1-D  20580325 FLT | 2058-03-25      | 3.5000%  | 0.0000% | $4200000.00        | $3212862.55        | Private Label Collateralized Mortgage Obligations |
| BRAVO RES FDG TR 2019-2        A3     20441025 FLT | 2044-10-25      | 3.5000%  | 0.0000% | $18517000.00       | $2849675.84        | Private Label Collateralized Mortgage Obligations |
| BRAVO RES FDG TR 2019-2        B1     20441025 FLT | 2044-10-25      | 4.0009%  | 0.0000% | $11712000.00       | $4735385.92        | Private Label Collateralized Mortgage Obligations |
| BRAVO RESIDENTIAL FDG TR 2023- A-2    20620525 FLT | 2062-05-25      | 4.5000%  | 0.0000% | $816000.00         | $617924.40         | Private Label Collateralized Mortgage Obligations |
| CITIGROUP MTG LN TR 2022-INV1  A-3B   20511125 FLT | 2051-11-25      | 3.0000%  | 0.0000% | $900000.00         | $584339.14         | Private Label Collateralized Mortgage Obligations |
| CITIGRP COML MTG TR 2016-C1    A-4    20490512 3.2 | 2049-05-12      | 3.2090%  | 0.0000% | $830000.00         | $829751.02         | Private Label Collateralized Mortgage Obligations |
| CITIGROUP COML MTG TR 2017-P8  A-2    20500916 3.1 | 2050-09-16      | 3.1090%  | 0.0000% | $1999980.00        | $626604.96         | Private Label Collateralized Mortgage Obligations |
| EFMT 2024-INV2                 A-1    20691025 FLT | 2069-10-25      | 5.0350%  | 0.0000% | $8670000.00        | $7368842.95        | Private Label Collateralized Mortgage Obligations |
| EFMT 2025-NQM4                 A-1F   20700925 FLT | 2070-09-25      | 4.8973%  | 0.0000% | $2503000.00        | $2352976.09        | Private Label Collateralized Mortgage Obligations |
| ELLINGTON FIN MTG TR 2021-3    A-1    20660925 FLT | 2066-09-25      | 1.2410%  | 0.0000% | $10000000.00       | $5059429.05        | Private Label Collateralized Mortgage Obligations |
| FLAGSTAR MRTG TR 2021-7        A-17   20510825 FLT | 2051-08-25      | 2.5000%  | 0.0000% | $7007500.00        | $4824943.27        | Private Label Collateralized Mortgage Obligations |
| FLAGSTAR MTG TR 2021-12        A-12   20511125 FLT | 2051-11-25      | 2.5000%  | 0.0000% | $6333328.00        | $4306168.34        | Private Label Collateralized Mortgage Obligations |
| GCAT 2022-INV2 TR              A-5    20520425 FLT | 2052-04-25      | 3.0000%  | 0.0000% | $3400000.00        | $2338594.93        | Private Label Collateralized Mortgage Obligations |
| GS MTG BACKED 2025-PJ11        A-4    20560125 FLT | 2056-01-25      | 5.5000%  | 0.0000% | $6500000.00        | $6403524.52        | Private Label Collateralized Mortgage Obligations |
| GCAT TR 2024-INV4              A-1    20541225 FLT | 2054-12-25      | 6.0000%  | 0.0000% | $15287000.00       | $12148703.71       | Private Label Collateralized Mortgage Obligations |
| GCAT TR 2024-INV3              A-6    20540925 FLT | 2054-09-25      | 5.5000%  | 0.0000% | $1125000.00        | $720129.96         | Private Label Collateralized Mortgage Obligations |
| GCAT TRUST 2024-INV1           1-A-14 20540125 FLT | 2054-01-25      | 5.5000%  | 0.0000% | $466000.00         | $358000.08         | Private Label Collateralized Mortgage Obligations |
| GCAT TRUST 2024-INV1           2-A-14 20540125 FLT | 2054-01-25      | 6.5000%  | 0.0000% | $856000.00         | $450688.62         | Private Label Collateralized Mortgage Obligations |
| GCAT TRUST 2025-INV3           A-1    20550825 FLT | 2055-08-25      | 6.0000%  | 0.0000% | $14748000.00       | $13781809.79       | Private Label Collateralized Mortgage Obligations |
| JP MORGAN MTG TR 2023-DSC1     A-1    20630725 FLT | 2063-07-25      | 4.6250%  | 0.0000% | $29809920.00       | $22153675.67       | Private Label Collateralized Mortgage Obligations |
| MS MTG LN TR 2021-2            A-9    20510525 FLT | 2051-05-25      | 2.5000%  | 0.0000% | $2910000.00        | $1574423.16        | Private Label Collateralized Mortgage Obligations |
| NEW RES MTG TR 2019-NQM4       M-1    20590925 FLT | 2059-09-25      | 2.9859%  | 0.0000% | $6939000.00        | $6357701.18        | Private Label Collateralized Mortgage Obligations |
| OBX TR 2021-INV1               B-1A   20510925 FLT | 2051-09-25      | 3.0508%  | 0.0000% | $4633790.00        | $3574583.38        | Private Label Collateralized Mortgage Obligations |
| OCEANVIEW MTG TR 2021-3        A-1    20510625 FLT | 2051-06-25      | 2.5000%  | 0.0000% | $3000000.00        | $1859497.05        | Private Label Collateralized Mortgage Obligations |
| PRKCM TRUST 2021-AFC1          A-1    20560825 FLT | 2056-08-25      | 1.5100%  | 0.0000% | $250000.00         | $123516.70         | Private Label Collateralized Mortgage Obligations |
| ACCREDITED MTG LN TR 2004-4    A-1A   20350125 FLT | 2035-01-25      | 4.4671%  | 0.0000% | $8862000.00        | $370.84            | Asset-Backed Securities                           |
| ALINEA CLO LTD 2018-1R         C-R    20310721 FLT | 2031-07-21      | 5.0176%  | 0.0000% | $590000.00         | $590781.03         | Asset-Backed Securities                           |
| BRAVO RES FDG TR 2020-RPL2     M-1    20590525 FLT | 2059-05-25      | 3.0000%  | 0.0000% | $914000.00         | $808546.03         | Asset-Backed Securities                           |
| BRAVO RES FDG TR 2020-RPL2     M-2    20590525 FLT | 2059-05-25      | 3.6727%  | 0.0000% | $865000.00         | $780180.32         | Asset-Backed Securities                           |
| COOPR RES MTG TR 2025-CES1     A-1A   20600525 FLT | 2060-05-25      | 5.6540%  | 0.0000% | $24848000.00       | $22673790.30       | Asset-Backed Securities                           |
| CARVANA AUTO RECEIV TR 2025-P3 A-2    20290210 4.0 | 2029-02-10      | 4.0700%  | 0.0000% | $1316000.00        | $1309674.97        | Asset-Backed Securities                           |
| GM FINAN ATMOBIL LSG TR 2025-3 A-2-A  20271020 4.1 | 2027-10-20      | 4.1900%  | 0.0000% | $8400000.00        | $8428097.07        | Asset-Backed Securities                           |
| GREATAMER LEASING RECV 2022-1  A-3    20260915 5.0 | 2026-09-15      | 5.0800%  | 0.0000% | $700000.00         | $61291.86          | Asset-Backed Securities                           |
| HERTZ VEHICLE FINANCING 2025-6 A      20300525 4.8 | 2030-05-25      | 4.8900%  | 0.0000% | $24530000.00       | $24748272.04       | Asset-Backed Securities                           |
| MVWOT 2021-2 LLC               A      20390520 1.4 | 2039-05-20      | 1.4300%  | 0.0000% | $300000.00         | $64501.76          | Asset-Backed Securities                           |
| MARINER FINANCE ISS TR 2024-B  A      20381122 4.9 | 2038-11-22      | 4.9100%  | 0.0000% | $1141000.00        | $1157051.46        | Asset-Backed Securities                           |
| MILL CTY MTG LN TR 2019-GS2    A1     20590825 FLT | 2059-08-25      | 2.7500%  | 0.0000% | $1700000.00        | $306294.34         | Asset-Backed Securities                           |
| NELNET STUDENT LN TR 2021-C    A-FL   20620420 FLT | 2062-04-20      | 4.5298%  | 0.0000% | $220000.00         | $66539.83          | Asset-Backed Securities                           |
| PRPM LLC 2024-RPL1             A-1    20641225 FLT | 2064-12-25      | 4.2000%  | 0.0000% | $1000000.00        | $790036.45         | Asset-Backed Securities                           |
| PREFER TERM SEC XXVIII 2007-28 A-1    20380322 FLT | 2038-03-22      | 4.8848%  | 0.0000% | $40000000.00       | $5698582.46        | Asset-Backed Securities                           |
| SIERRA TIMESHARE RECV 2025-2   A      20440420 4.7 | 2044-04-20      | 4.7200%  | 0.0000% | $944000.00         | $685833.79         | Asset-Backed Securities                           |
| TOWD POINT MTG TR 2025-CES4    A1A    20651025 FLT | 2065-10-25      | 5.0910%  | 0.0000% | $15000000.00       | $14328209.54       | Asset-Backed Securities                           |
| TOYOTA LEASE OWNER TR 2024-B   A-2A   20270222 4.3 | 2027-02-22      | 4.3100%  | 0.0000% | $631000.00         | $5421.20           | Asset-Backed Securities                           |
| ZAIS CLO 13 6.52877 15JUL32 144A FR                | 2032-07-15      | 4.9722%  | 0.0000% | $42330000.00       | $11714314.23       | Asset-Backed Securities                           |
| BAYER US FIN II LLC            GLBL 144A NT 28     | 2028-12-15      | 4.3750%  | 0.0000% | $300000.00         | $302549.62         | Corporate Debt Securities                         |
| CREDIT AGRICOLE SA LONDON BRH  FR 5.589%070526     | 2026-07-05      | 5.5890%  | 0.0000% | $250000.00         | $252735.31         | Corporate Debt Securities                         |
| DANSKE BK AS                   FR 5.427%030128     | 2028-03-01      | 5.4270%  | 0.0000% | $250000.00         | $259202.94         | Corporate Debt Securities                         |
| GSK CONSU HEAL CAP US LLC      GLBL 144A NT 27     | 2027-03-24      | 3.3750%  | 0.0000% | $250000.00         | $251278.12         | Corporate Debt Securities                         |
| USAA CAP CORP                  FR 4.375%060128     | 2028-06-01      | 4.3750%  | 0.0000% | $155000.00         | $157796.22         | Corporate Debt Securities                         |
| PSMC TRUST 2021-1              A-1    20510325 FLT | 2051-03-25      | 2.5000%  | 0.0000% | $12240000.00       | $6712196.15        | 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        | $868551.95         | Private Label Collateralized Mortgage Obligations |
| PROVIDENT FDG MTG LN 2021-INV2 2-A-1  20511125 FLT | 2051-11-25      | 2.0000%  | 0.0000% | $5097050.00        | $2973509.95        | Private Label Collateralized Mortgage Obligations |
| RCKT MTG TR 5.117 25NOV55 144A FRN                 | 2055-11-25      | 5.1170%  | 0.0000% | $931000.00         | $916982.78         | Private Label Collateralized Mortgage Obligations |
| RCKT MTG TR 2024-INV2          A-2    20540925 FLT | 2054-09-25      | 5.5000%  | 0.0000% | $9331000.00        | $7113020.85        | Private Label Collateralized Mortgage Obligations |
| SG COML MTG SECS TR 2016-C5    A-3    20481013 2.7 | 2048-10-13      | 2.7790%  | 0.0000% | $3875000.00        | $2937405.09        | Private Label Collateralized Mortgage Obligations |
| SEQUOIA MTG TR 2025-S2         A-1    20551125 FLT | 2055-11-25      | 4.0000%  | 0.0000% | $7563000.00        | $7101139.27        | Private Label Collateralized Mortgage Obligations |
| TOWD PT MTG TR 2019-HY1        A1     20481026 FLT | 2048-10-26      | 4.7871%  | 0.0000% | $1299999.00        | $113459.88         | Private Label Collateralized Mortgage Obligations |
| UBS COML MTG TR 2017-C1        A-4    20500617 3.4 | 2050-06-17      | 3.4600%  | 0.0000% | $100000.00         | $99057.62          | Private Label Collateralized Mortgage Obligations |
| VERUS SECURITIZATION TR 2022-3 A-1    20670225 FLT | 2067-02-25      | 4.1300%  | 0.0000% | $1650000.00        | $1041922.85        | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COML TR 2016-LC25  A-4    20591217 3.6 | 2059-12-17      | 3.6400%  | 0.0000% | $4850000.00        | $4841465.08        | Private Label Collateralized Mortgage Obligations |

### Security 677: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA 3.700000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1EL471, C.3 - LEI: 1VUV7VQFKUOQSJ21A208, C.5 - Other ID: ARP1EL471
- **C.18 - Value (incl. sponsor support):** $19999881.60
- **C.18.a - Value (excl. sponsor support):** $19999881.60
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **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? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                          |
|:---|:---|:---|:---|:---|:---|:---|
| ATRIUM HOTEL PORT TR 2017-ATRM F      20361215 FLT | 2036-12-15      | 7.8530%  | 0.0000% | $108235.00         | $92353.90          | Private Label Collateralized Mortgage Obligations |
| BMO MORTGAGE TR 2023-5C2       D      20561117 FLT | 2056-11-17      | 5.0000%  | 0.0000% | $280657.00         | $258268.93         | Private Label Collateralized Mortgage Obligations |
| CRIBS MTG TR 2025-RTL1         A1     20400525 FLT | 2040-05-25      | 5.8110%  | 0.0000% | $100061.00         | $100993.88         | Private Label Collateralized Mortgage Obligations |
| COLT 2021-HX1 MTG LN TR        A-1    20661025 FLT | 2066-10-25      | 1.1100%  | 0.0000% | $1444567.00        | $705781.11         | Private Label Collateralized Mortgage Obligations |
| DATA MTG TR 2023-CNTR          B      20430812 FLT | 2043-08-12      | 5.7281%  | 0.0000% | $6146000.00        | $6122272.04        | Private Label Collateralized Mortgage Obligations |
| EFMT 2025-INV1                 M-1    20700325 FLT | 2070-03-25      | 6.4890%  | 0.0000% | $1542465.00        | $1575978.52        | Private Label Collateralized Mortgage Obligations |
| GS MORTGAGE SECS TR 2019-GC40  A-S    20520712 FLT | 2052-07-12      | 3.4120%  | 0.0000% | $163559.00         | $152035.71         | Private Label Collateralized Mortgage Obligations |
| HOMEWARD OPPORTI FD 2024-RRTL2 A1     20390925 FLT | 2039-09-25      | 5.9890%  | 0.0000% | $166000.00         | $166361.18         | Private Label Collateralized Mortgage Obligations |
| MF1 2024-FL14 LLC              A-S    20390321 FLT | 2039-03-21      | 5.9154%  | 0.0000% | $156705.00         | $157264.27         | Private Label Collateralized Mortgage Obligations |
| BANK NEW YORK MELLON CORP      FR 5.225%112035     | 2035-11-20      | 5.2250%  | 0.0000% | $43000.00          | $44673.55          | Corporate Debt Securities                         |
| BLACKSTONE SECD LENDING FD     SR GLBL NT 26       | 2026-09-16      | 2.7500%  | 0.0000% | $1709000.00        | $1709540.23        | Corporate Debt Securities                         |
| BP CAP MKTS AMER INC           GLBL NT 4.989%34    | 2034-04-10      | 4.9890%  | 0.0000% | $1595000.00        | $1650353.15        | Corporate Debt Securities                         |
| ENTERGY LA LLC                 1M GLBL BD5.8%55    | 2055-03-15      | 5.8000%  | 0.0000% | $2742000.00        | $2824671.30        | Corporate Debt Securities                         |
| HSBC HLDGS PLC                 SR GLBL NT 36       | 2036-05-13      | 5.7900%  | 0.0000% | $216000.00         | $230138.10         | Corporate Debt Securities                         |
| IRON MTN INC DEL               SR GLBL 144A 33     | 2033-01-15      | 6.2500%  | 0.0000% | $88000.00          | $89136.45          | Corporate Debt Securities                         |
| MOZART DEBT MERGER SUB INC     SR SEC 144A NT29    | 2029-04-01      | 3.8750%  | 0.0000% | $61000.00          | $60479.00          | Corporate Debt Securities                         |
| XPLR INFRASTRUCTURE            SR GLBL 144A 29     | 2029-01-15      | 7.2500%  | 0.0000% | $23000.00          | $23792.83          | Corporate Debt Securities                         |
| NORTHROP GRUMMAN CORP          SR GLBL NT 47       | 2047-10-15      | 4.0300%  | 0.0000% | $457000.00         | $376405.38         | Corporate Debt Securities                         |
| RWE FINANCE US LLC             SR 144A NT 54       | 2054-04-16      | 6.2500%  | 0.0000% | $3080000.00        | $3250864.71        | Corporate Debt Securities                         |
| SENSATA TECHNOLOGIES INC       SR GLBL 144A 31     | 2031-02-15      | 3.7500%  | 0.0000% | $26000.00          | $24793.27          | Corporate Debt Securities                         |
| SOUTHERN CALIF EDISON CO       1M -2010A BD 40     | 2040-03-15      | 5.5000%  | 0.0000% | $824000.00         | $823625.08         | Corporate Debt Securities                         |
| TRUIST FINL CORP               FR 6.047%060827     | 2027-06-08      | 6.0470%  | 0.0000% | $295000.00         | $299529.59         | Corporate Debt Securities                         |
| VIRGINIA ELEC & PWR CO         SR GLBL -B NT 27    | 2027-05-15      | 3.7500%  | 0.0000% | $723000.00         | $727093.99         | Corporate Debt Securities                         |
| STORE MSTR FDG I-VII 2018-1    A-4    20481020 4.7 | 2048-10-20      | 4.7400%  | 0.0000% | $100000.00         | $93381.44          | Private Label Collateralized Mortgage Obligations |
| TOWD PT MTG TR 2017-1          M2     20561025 FLT | 2056-10-25      | 3.7500%  | 0.0000% | $329606.00         | $320888.20         | Private Label Collateralized Mortgage Obligations |

### Security 678: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** WELLS FARGO SECURITIES LLC 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1EL5C9, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: ARP1EL5C9
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **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? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase 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 CL255899 | 2035-09-01      | 5.5000%  | 0.0000% | $503000.00         | $4909.03           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CT257499 | 2028-12-01      | 5.5000%  | 0.0000% | $639477.00         | $1450.21           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CT256713 | 2027-05-01      | 5.0000%  | 0.0000% | $2723000.00        | $5547.71           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CT256927 | 2027-10-01      | 5.5000%  | 0.0000% | $712000.00         | $1018.93           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CT257132 | 2028-03-01      | 5.0000%  | 0.0000% | $3053636.00        | $5900.49           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CT257282 | 2028-07-01      | 5.5000%  | 0.0000% | $3180991.00        | $7122.53           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CT257326 | 2028-08-01      | 6.0000%  | 0.0000% | $2000000.00        | $7167.37           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL357909 | 2035-08-01      | 5.5000%  | 0.0000% | $335000.00         | $3604.48           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAH7036 | 2041-03-01      | 4.5000%  | 0.0000% | $522000.00         | $39770.35          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAJ0760 | 2041-09-01      | 4.0000%  | 0.0000% | $147773442.00      | $8744957.51        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAK6757 | 2042-03-01      | 4.0000%  | 0.0000% | $170000000.00      | $10773907.36       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLAL0545 | 2038-10-01      | 5.5000%  | 0.0000% | $8000000.00        | $185874.30         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIAL1188 | 2026-09-01      | 4.0000%  | 0.0000% | $650000.00         | $1247.03           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAL1427 | 2041-08-01      | 4.5000%  | 0.0000% | $103188031.00      | $7084734.21        | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLAL1470 | 2037-04-01      | 7.0000%  | 0.0000% | $7369985.00        | $256167.65         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAL4434 | 2043-02-01      | 3.5000%  | 0.0000% | $59194740.00       | $9967971.37        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAL3691 | 2043-01-01      | 4.0000%  | 0.0000% | $385000.00         | $64768.03          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLAL4142 | 2043-09-01      | 6.0000%  | 0.0000% | $800000.00         | $59394.43          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAL4244 | 2042-07-01      | 4.0000%  | 0.0000% | $844000.00         | $130222.64         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CTAL4298 | 2032-04-01      | 4.0000%  | 0.0000% | $20000000.00       | $1177868.14        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CWAL4919 | 2029-03-01      | 3.5000%  | 0.0000% | $5350000.00        | $235140.99         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLAL5853 | 2044-09-01      | 5.0000%  | 0.0000% | $1566707.00        | $118662.86         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CTMA5742 | 2045-06-01      | 6.0000%  | 0.0000% | $15068029.00       | $12745791.54       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIMA5785 | 2040-07-01      | 3.5000%  | 0.0000% | $2707507.00        | $2506469.22        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIMA5829 | 2040-09-01      | 5.0000%  | 0.0000% | $22711242.00       | $21397187.22       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA5878 | 2055-11-01      | 5.0000%  | 0.0000% | $22071.00          | $21959.47          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLMA5855 | 2055-10-01      | 6.5000%  | 0.0000% | $4625435.00        | $4487523.78        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIMA5861 | 2040-10-01      | 5.5000%  | 0.0000% | $10458272.00       | $10025544.09       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIMA5885 | 2040-11-01      | 4.5000%  | 0.0000% | $26737680.00       | $26065256.05       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CTMA5891 | 2045-11-01      | 5.5000%  | 0.0000% | $13611105.00       | $13551605.00       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CNMA5923 | 2035-12-01      | 5.0000%  | 0.0000% | $3134774.00        | $3089851.16        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CNMA5993 | 2036-01-01      | 5.5000%  | 0.0000% | $1099713.00        | $1133843.20        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLAE0946 | 2039-08-01      | 6.0000%  | 0.0000% | $1188388.00        | $19136.32          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAE8748 | 2040-12-01      | 4.0000%  | 0.0000% | $14997.00          | $1341.33           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB4639 | 2052-09-01      | 6.0000%  | 0.0000% | $500000.00         | $332045.85         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAL5939 | 2043-09-01      | 3.5000%  | 0.0000% | $150000.00         | $19408.41          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIAL6105 | 2029-12-01      | 4.0000%  | 0.0000% | $281000.00         | $3897.46           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CTAL7079 | 2035-07-01      | 4.0000%  | 0.0000% | $3319735.00        | $477866.06         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAL7384 | 2045-09-01      | 4.5000%  | 0.0000% | $354000.00         | $42783.21          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLAL7468 | 2045-02-01      | 5.0000%  | 0.0000% | $84000.00          | $11443.42          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAL9565 | 2046-09-01      | 3.5000%  | 0.0000% | $150000.00         | $38526.98          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CRAL9716 | 2044-12-01      | 3.5000%  | 0.0000% | $225000.00         | $43391.94          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAO9123 | 2042-07-01      | 4.0000%  | 0.0000% | $59509994.00       | $7262876.75        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAO9707 | 2042-07-01      | 3.5000%  | 0.0000% | $674014.00         | $115290.82         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAP6380 | 2042-09-01      | 3.5000%  | 0.0000% | $5963950.00        | $573346.24         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAS0909 | 2043-11-01      | 4.5000%  | 0.0000% | $11000.00          | $764.94            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAS1425 | 2044-01-01      | 4.0000%  | 0.0000% | $15497929.00       | $2626812.81        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAL2921 | 2042-08-01      | 3.5000%  | 0.0000% | $35000.00          | $5264.94           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLAL2629 | 2039-06-01      | 5.0000%  | 0.0000% | $1382730.00        | $48006.23          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS7010 | 2046-04-01      | 3.5000%  | 0.0000% | $350000.00         | $52207.32          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAS7022 | 2046-04-01      | 4.0000%  | 0.0000% | $157796547.00      | $26096180.96       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAS7838 | 2046-08-01      | 3.0000%  | 0.0000% | $7359000.00        | $1707468.24        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLAS7877 | 2046-09-01      | 2.5000%  | 0.0000% | $136000.00         | $32751.73          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAS9828 | 2047-06-01      | 4.5000%  | 0.0000% | $25759432.00       | $6380528.25        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAU6743 | 2043-10-01      | 4.0000%  | 0.0000% | $12614457.00       | $1246547.61        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CL725027 | 2033-11-01      | 5.0000%  | 0.0000% | $450000.00         | $3727.56           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CL735403 | 2035-04-01      | 5.0000%  | 0.0000% | $75000.00          | $565.16            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL773066 | 2034-03-01      | 5.5000%  | 0.0000% | $1260071.00        | $5714.93           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL789940 | 2034-07-01      | 5.5000%  | 0.0000% | $1244275.00        | $6883.86           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CT831759 | 2026-09-01      | 6.0000%  | 0.0000% | $1100000.00        | $654.19            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CL848646 | 2036-01-01      | 5.0000%  | 0.0000% | $194997.00         | $1294.53           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDA5057 | 2053-11-01      | 6.0000%  | 0.0000% | $1681709.00        | $922619.73         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDB5292 | 2054-06-01      | 6.0000%  | 0.0000% | $26074370.00       | $20896556.21       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDB5480 | 2054-06-01      | 6.5000%  | 0.0000% | $832000.00         | $618340.63         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIDB7469 | 2040-03-01      | 4.5000%  | 0.0000% | $1057628.00        | $896410.07         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDB7825 | 2054-08-01      | 6.0000%  | 0.0000% | $1055162.00        | $675481.94         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDB8915 | 2054-07-01      | 5.0000%  | 0.0000% | $9107706.00        | $8332830.53        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDB8166 | 2054-07-01      | 6.5000%  | 0.0000% | $129000.00         | $112700.30         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIDB8273 | 2039-11-01      | 4.5000%  | 0.0000% | $1977369.00        | $1728753.55        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIDB8822 | 2039-07-01      | 5.5000%  | 0.0000% | $1076556.00        | $798854.04         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDC0486 | 2054-09-01      | 6.5000%  | 0.0000% | $30000.00          | $25973.06          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDC9710 | 2054-12-01      | 6.0000%  | 0.0000% | $176608.00         | $154177.22         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIDD0609 | 2040-07-01      | 5.5000%  | 0.0000% | $2127841.00        | $2053136.51        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD2673 | 2055-04-01      | 6.0000%  | 0.0000% | $1022699.00        | $935271.90         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD5347 | 2055-03-01      | 6.0000%  | 0.0000% | $1294000.00        | $557920.88         | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDD4561 | 2055-04-01      | 7.0000%  | 0.0000% | $5225459.00        | $5564009.57        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIDD4969 | 2040-04-01      | 5.0000%  | 0.0000% | $566118.00         | $555902.13         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD5175 | 2055-03-01      | 6.0000%  | 0.0000% | $6763295.00        | $6613880.87        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIDD6588 | 2040-06-01      | 6.0000%  | 0.0000% | $1098301.00        | $1120503.89        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD7313 | 2055-06-01      | 6.0000%  | 0.0000% | $2502322.00        | $1586135.94        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDD8288 | 2055-04-01      | 6.5000%  | 0.0000% | $22428860.00       | $17550003.01       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD8700 | 2055-09-01      | 6.0000%  | 0.0000% | $61398423.00       | $54262558.85       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD8729 | 2055-10-01      | 6.0000%  | 0.0000% | $3803574.00        | $3933603.11        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDD9557 | 2055-10-01      | 5.5000%  | 0.0000% | $1968272.00        | $1574365.43        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLDE0094 | 2055-06-01      | 4.0000%  | 0.0000% | $4171748.00        | $3876246.88        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE0919 | 2055-05-01      | 5.5000%  | 0.0000% | $3414430.00        | $3291326.55        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLDE1493 | 2055-06-01      | 4.0000%  | 0.0000% | $2023040.00        | $1923388.01        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE2081 | 2055-07-01      | 5.5000%  | 0.0000% | $1960198.00        | $1992675.98        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE2348 | 2055-06-01      | 6.0000%  | 0.0000% | $1689733.00        | $1753713.56        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE3532 | 2055-08-01      | 6.0000%  | 0.0000% | $4875332.00        | $5026082.64        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDE3822 | 2055-11-01      | 4.5000%  | 0.0000% | $845698.00         | $831573.19         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE5177 | 2055-07-01      | 6.0000%  | 0.0000% | $3529072.00        | $3167591.94        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE5918 | 2055-08-01      | 6.0000%  | 0.0000% | $1392285.00        | $1405684.33        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDE6611 | 2055-08-01      | 5.0000%  | 0.0000% | $1015723.00        | $1014279.22        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE6810 | 2055-09-01      | 6.0000%  | 0.0000% | $1060583.00        | $1107344.88        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIDE6974 | 2041-01-01      | 4.5000%  | 0.0000% | $1476397.00        | $1490375.53        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE8099 | 2055-08-01      | 6.0000%  | 0.0000% | $19719415.00       | $20063308.09       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE8111 | 2055-08-01      | 6.0000%  | 0.0000% | $19603889.00       | $19571632.21       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE9526 | 2055-09-01      | 6.0000%  | 0.0000% | $1888397.00        | $1947898.73        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE9710 | 2055-09-01      | 5.5000%  | 0.0000% | $544500.00         | $545511.45         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF0816 | 2055-10-01      | 5.5000%  | 0.0000% | $2377283.00        | $2424109.42        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF0165 | 2055-09-01      | 6.0000%  | 0.0000% | $8105501.00        | $8264415.44        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF0366 | 2055-09-01      | 6.0000%  | 0.0000% | $1679874.00        | $1620624.99        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF0550 | 2055-12-01      | 5.5000%  | 0.0000% | $1682587.00        | $1740274.01        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF0668 | 2055-09-01      | 6.0000%  | 0.0000% | $5832680.00        | $5600058.09        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF1172 | 2055-09-01      | 6.0000%  | 0.0000% | $2331425.00        | $2110490.28        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDF1860 | 2055-10-01      | 5.0000%  | 0.0000% | $2910683.00        | $2577634.12        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIMA4639 | 2037-05-01      | 3.5000%  | 0.0000% | $281108.00         | $142966.33         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA4698 | 2052-08-01      | 3.0000%  | 0.0000% | $4606000.00        | $3361738.92        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIMA4703 | 2037-06-01      | 4.0000%  | 0.0000% | $198168.00         | $104880.59         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA4709 | 2052-07-01      | 5.0000%  | 0.0000% | $1400000.00        | $1012132.75        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA4785 | 2052-10-01      | 5.0000%  | 0.0000% | $9000.00           | $6571.31           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA4761 | 2052-09-01      | 5.0000%  | 0.0000% | $22484657.00       | $16574617.97       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIMA4797 | 2037-11-01      | 4.0000%  | 0.0000% | $105000.00         | $63898.09          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA4838 | 2052-12-01      | 3.5000%  | 0.0000% | $18000.00          | $13944.58          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA4868 | 2053-01-01      | 5.0000%  | 0.0000% | $81294499.00       | $64110530.93       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA4979 | 2053-04-01      | 5.5000%  | 0.0000% | $8000.00           | $5958.87           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA5009 | 2053-05-01      | 5.0000%  | 0.0000% | $2944000.00        | $2414294.50        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIMA4992 | 2038-04-01      | 5.0000%  | 0.0000% | $7000.00           | $3733.40           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA5000 | 2053-04-01      | 3.5000%  | 0.0000% | $7000.00           | $5825.34           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIMA5087 | 2038-07-01      | 5.5000%  | 0.0000% | $2000.00           | $1192.20           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA5127 | 2053-08-01      | 4.0000%  | 0.0000% | $1000.00           | $830.62            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5190 | 2053-11-01      | 5.5000%  | 0.0000% | $21000.00          | $17071.97          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA5207 | 2053-11-01      | 4.0000%  | 0.0000% | $1702000.00        | $1453387.33        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA5214 | 2053-12-01      | 5.0000%  | 0.0000% | $61000.00          | $54261.96          | Agency Mortgage-Backed Securities |
| FNMS 07.000 CTMA5226 | 2043-11-01      | 7.0000%  | 0.0000% | $300046.00         | $194258.96         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA5245 | 2054-01-01      | 5.0000%  | 0.0000% | $16766794.00       | $14954673.79       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA5471 | 2054-09-01      | 6.0000%  | 0.0000% | $10000.00          | $7484.02           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA5530 | 2054-11-01      | 5.0000%  | 0.0000% | $380000.00         | $348257.98         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5586 | 2055-01-01      | 5.5000%  | 0.0000% | $80000.00          | $70452.46          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CNMA5619 | 2035-01-01      | 4.5000%  | 0.0000% | $1107328.00        | $879729.36         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA5613 | 2055-02-01      | 5.0000%  | 0.0000% | $43000.00          | $40195.12          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIMA5650 | 2040-03-01      | 4.5000%  | 0.0000% | $122703.00         | $109312.73         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA5645 | 2055-03-01      | 5.0000%  | 0.0000% | $20000.00          | $18996.72          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5673 | 2055-04-01      | 5.5000%  | 0.0000% | $3000.00           | $2682.70           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CIMA5714 | 2040-04-01      | 6.5000%  | 0.0000% | $3714551.00        | $2925175.45        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CTMA5695 | 2045-04-01      | 6.5000%  | 0.0000% | $691186.00         | $625913.13         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA5699 | 2055-05-01      | 5.0000%  | 0.0000% | $7059690.00        | $6767664.25        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIMA5711 | 2040-05-01      | 5.0000%  | 0.0000% | $59947455.00       | $47053631.14       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA5734 | 2055-06-01      | 5.0000%  | 0.0000% | $8448601.00        | $8077274.63        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFS5131 | 2052-02-01      | 2.0000%  | 0.0000% | $524969.00         | $356616.14         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS6256 | 2052-08-01      | 3.5000%  | 0.0000% | $1000.00           | $799.04            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS5780 | 2053-08-01      | 5.5000%  | 0.0000% | $5000000.00        | $3365339.44        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS5876 | 2052-05-01      | 2.5000%  | 0.0000% | $200000.00         | $145202.26         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS7131 | 2054-02-01      | 5.0000%  | 0.0000% | $175000.00         | $152317.30         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFS6605 | 2052-06-01      | 2.0000%  | 0.0000% | $18315.00          | $13393.73          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFS6883 | 2053-05-01      | 4.0000%  | 0.0000% | $262000.00         | $203038.38         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIFS8060 | 2039-05-01      | 6.0000%  | 0.0000% | $3013121.00        | $2057555.56        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS7302 | 2054-02-01      | 5.0000%  | 0.0000% | $214000.00         | $194389.68         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS7420 | 2054-01-01      | 6.0000%  | 0.0000% | $248000.00         | $224675.39         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS7404 | 2048-01-01      | 3.5000%  | 0.0000% | $236000.00         | $182036.93         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS7577 | 2054-01-01      | 2.5000%  | 0.0000% | $1366277.00        | $1026382.91        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFS7616 | 2052-05-01      | 4.0000%  | 0.0000% | $28484000.00       | $23101165.11       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFS7901 | 2044-01-01      | 4.0000%  | 0.0000% | $510256.00         | $418952.54         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS7952 | 2049-02-01      | 6.0000%  | 0.0000% | $325000.00         | $268286.50         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFS8672 | 2054-08-01      | 6.5000%  | 0.0000% | $34200000.00       | $28572387.38       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS9196 | 2051-01-01      | 3.5000%  | 0.0000% | $6421869.00        | $5375748.96        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFS9372 | 2054-10-01      | 6.5000%  | 0.0000% | $493322.00         | $443743.26         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS9453 | 2053-08-01      | 4.5000%  | 0.0000% | $6997000.00        | $6316921.21        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS9616 | 2052-02-01      | 3.0000%  | 0.0000% | $1365000.00        | $1099589.95        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCC0879 | 2055-08-01      | 6.0000%  | 0.0000% | $477000.00         | $481533.77         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCC0888 | 2055-08-01      | 6.5000%  | 0.0000% | $250346.00         | $249822.73         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CICC0173 | 2040-03-01      | 5.0000%  | 0.0000% | $1022142.00        | $999254.67         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCC0237 | 2055-04-01      | 5.5000%  | 0.0000% | $24089767.00       | $23304458.82       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDF2862 | 2055-11-01      | 4.5000%  | 0.0000% | $2211808.00        | $2175261.58        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF3032 | 2055-10-01      | 5.5000%  | 0.0000% | $6161103.00        | $6244984.40        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF3090 | 2055-11-01      | 6.0000%  | 0.0000% | $2559489.00        | $2641334.76        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF3247 | 2055-10-01      | 6.0000%  | 0.0000% | $1074332.00        | $1114509.31        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDF5659 | 2055-11-01      | 4.5000%  | 0.0000% | $1263162.00        | $1241789.05        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDF7183 | 2055-12-01      | 4.5000%  | 0.0000% | $1505794.00        | $1482857.15        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF6377 | 2055-12-01      | 5.5000%  | 0.0000% | $1800416.00        | $1852114.22        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDF6409 | 2055-12-01      | 5.0000%  | 0.0000% | $2482664.00        | $2505609.68        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF6558 | 2055-12-01      | 6.0000%  | 0.0000% | $3946014.00        | $4074471.48        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF6769 | 2055-12-01      | 6.0000%  | 0.0000% | $1177020.00        | $1216852.85        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF6856 | 2056-01-01      | 5.5000%  | 0.0000% | $1723729.00        | $1759292.21        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF6862 | 2056-01-01      | 5.5000%  | 0.0000% | $2327722.00        | $2382992.73        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF7415 | 2055-12-01      | 5.5000%  | 0.0000% | $10580934.00       | $10773389.18       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF7428 | 2055-12-01      | 6.0000%  | 0.0000% | $2671855.00        | $2759770.60        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDF7466 | 2056-01-01      | 5.0000%  | 0.0000% | $4182510.00        | $4199994.13        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDF7781 | 2056-01-01      | 5.0000%  | 0.0000% | $5355741.00        | $5451795.03        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBE4032 | 2046-12-01      | 3.5000%  | 0.0000% | $925000.00         | $179597.95         | Agency Mortgage-Backed Securities |
| FNMS 04.500 I4BF0268 | 2058-05-01      | 4.5000%  | 0.0000% | $72000000.00       | $21879735.52       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBH1166 | 2047-05-01      | 4.0000%  | 0.0000% | $80000.00          | $7114.10           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBH7071 | 2047-12-01      | 4.5000%  | 0.0000% | $23000.00          | $3386.13           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBK0306 | 2049-01-01      | 4.0000%  | 0.0000% | $27648330.00       | $4359399.27        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBK0433 | 2049-12-01      | 3.5000%  | 0.0000% | $3200000.00        | $1172231.33        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBK0473 | 2049-12-01      | 3.5000%  | 0.0000% | $5089840.00        | $1440969.86        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBK6133 | 2048-07-01      | 5.0000%  | 0.0000% | $6196808.00        | $225632.47         | Agency Mortgage-Backed Securities |
| FNMS 01.500 CIBK8288 | 2035-11-01      | 1.5000%  | 0.0000% | $100000.00         | $46950.67          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBM1055 | 2047-04-01      | 4.0000%  | 0.0000% | $5050000.00        | $983201.80         | Agency Mortgage-Backed Securities |
| FNMS 02.500 RIBM1028 | 2029-12-01      | 2.5000%  | 0.0000% | $750000.00         | $47868.66          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBM1501 | 2047-07-01      | 4.0000%  | 0.0000% | $99937401.00       | $21764432.84       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBM1880 | 2045-02-01      | 4.0000%  | 0.0000% | $145000.00         | $29328.81          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBM3238 | 2047-08-01      | 3.5000%  | 0.0000% | $45000.00          | $9410.89           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CTBM3906 | 2032-02-01      | 5.0000%  | 0.0000% | $250000.00         | $22856.10          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIBM3938 | 2033-04-01      | 3.5000%  | 0.0000% | $6547.00           | $1342.66           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBM5082 | 2048-11-01      | 4.5000%  | 0.0000% | $175000.00         | $46965.10          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBM5152 | 2049-01-01      | 5.5000%  | 0.0000% | $3871061.00        | $311484.83         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBM5682 | 2049-03-01      | 3.5000%  | 0.0000% | $150000.00         | $35631.02          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBM5861 | 2047-05-01      | 4.5000%  | 0.0000% | $300000.00         | $56791.69          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBN2986 | 2048-11-01      | 4.5000%  | 0.0000% | $4964928.00        | $1389127.92        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBN4472 | 2049-01-01      | 4.0000%  | 0.0000% | $9894828.00        | $295460.78         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBN3949 | 2049-01-01      | 5.0000%  | 0.0000% | $1597689.00        | $133904.94         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBN6036 | 2049-04-01      | 4.0000%  | 0.0000% | $3390682.00        | $216661.71         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBN6691 | 2049-06-01      | 4.0000%  | 0.0000% | $1113528.00        | $233891.67         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBO4519 | 2049-08-01      | 4.0000%  | 0.0000% | $250000.00         | $32076.04          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBO5032 | 2049-12-01      | 3.0000%  | 0.0000% | $81616.00          | $29322.70          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBO9355 | 2050-03-01      | 3.0000%  | 0.0000% | $50000.00          | $13577.20          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBP3857 | 2050-03-01      | 2.5000%  | 0.0000% | $12645601.00       | $3601052.85        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBP5302 | 2050-04-01      | 4.0000%  | 0.0000% | $255000.00         | $86310.26          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBP5431 | 2050-06-01      | 3.0000%  | 0.0000% | $230000.00         | $48792.01          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBP5569 | 2050-06-01      | 4.5000%  | 0.0000% | $3201293.00        | $379256.94         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBP5904 | 2050-06-01      | 3.5000%  | 0.0000% | $1110989.00        | $467342.99         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBP7157 | 2050-06-01      | 3.0000%  | 0.0000% | $100000.00         | $53074.84          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBP6792 | 2050-05-01      | 3.0000%  | 0.0000% | $200000.00         | $82448.11          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBQ4491 | 2051-02-01      | 2.0000%  | 0.0000% | $2300000.00        | $1339402.30        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CTBQ6615 | 2041-10-01      | 2.0000%  | 0.0000% | $420868.00         | $271616.78         | Agency Mortgage-Backed Securities |
| FNMS 01.500 CNBQ6676 | 2031-10-01      | 1.5000%  | 0.0000% | $14000000.00       | $5504266.47        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBQ7472 | 2052-02-01      | 2.0000%  | 0.0000% | $982450.00         | $600568.51         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIBQ9287 | 2035-12-01      | 2.0000%  | 0.0000% | $750000.00         | $277784.14         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBT4304 | 2051-08-01      | 2.5000%  | 0.0000% | $160468.00         | $85742.78          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CTBU1292 | 2042-02-01      | 2.0000%  | 0.0000% | $6014524.00        | $3925502.16        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIBU2213 | 2036-10-01      | 2.0000%  | 0.0000% | $281440.00         | $162808.14         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBU5723 | 2055-03-01      | 5.5000%  | 0.0000% | $73904222.00       | $71002338.57       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIBV1877 | 2040-07-01      | 5.0000%  | 0.0000% | $1306140.00        | $1303880.72        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBV3216 | 2052-02-01      | 2.5000%  | 0.0000% | $512763.00         | $324011.12         | Agency Mortgage-Backed Securities |
| FNMS 01.500 CNBV3711 | 2032-02-01      | 1.5000%  | 0.0000% | $5000000.00        | $2390214.94        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBV4138 | 2052-03-01      | 2.5000%  | 0.0000% | $46054.00          | $29056.70          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBV6253 | 2055-09-01      | 4.0000%  | 0.0000% | $5358169.00        | $5122001.54        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIBV6272 | 2040-09-01      | 3.5000%  | 0.0000% | $2336756.00        | $2246743.62        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBV6296 | 2055-10-01      | 3.0000%  | 0.0000% | $197379.00         | $175160.60         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CIBV5857 | 2040-07-01      | 6.5000%  | 0.0000% | $82635.00          | $59139.83          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBV6013 | 2055-08-01      | 6.5000%  | 0.0000% | $10643372.00       | $9427821.51        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBV6368 | 2055-11-01      | 4.5000%  | 0.0000% | $2460273.00        | $2434935.30        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBV6514 | 2056-01-01      | 4.5000%  | 0.0000% | $2069095.00        | $2063013.93        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CTBV6534 | 2045-12-01      | 3.5000%  | 0.0000% | $1072134.00        | $1016336.33        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIBV8985 | 2037-04-01      | 2.0000%  | 0.0000% | $50000.00          | $29976.41          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBV8546 | 2052-05-01      | 3.5000%  | 0.0000% | $200000.00         | $127443.45         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBV9944 | 2052-06-01      | 3.5000%  | 0.0000% | $1000.00           | $709.71            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW0048 | 2052-07-01      | 5.0000%  | 0.0000% | $700000.00         | $463947.85         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBW5297 | 2053-06-01      | 5.5000%  | 0.0000% | $1012659.00        | $828856.91         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW4984 | 2053-02-01      | 5.0000%  | 0.0000% | $14173619.00       | $9768861.08        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW7449 | 2052-11-01      | 5.0000%  | 0.0000% | $644299.00         | $539364.47         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW7880 | 2052-08-01      | 5.0000%  | 0.0000% | $4888515.00        | $4707985.94        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBW8987 | 2052-10-01      | 4.0000%  | 0.0000% | $1147684.00        | $864643.65         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBW9780 | 2053-06-01      | 5.5000%  | 0.0000% | $3632991.00        | $2866687.98        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBW9876 | 2052-09-01      | 6.0000%  | 0.0000% | $2195598.00        | $1329529.24        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBW9888 | 2052-10-01      | 4.0000%  | 0.0000% | $1000.00           | $785.39            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBX3498 | 2055-10-01      | 6.0000%  | 0.0000% | $1002573.00        | $1043681.18        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBX6781 | 2053-03-01      | 5.5000%  | 0.0000% | $2060726.00        | $1534665.86        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBX9144 | 2053-04-01      | 5.0000%  | 0.0000% | $112183.00         | $107669.24         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBY0110 | 2053-04-01      | 5.0000%  | 0.0000% | $2755386.00        | $1922740.36        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBY9340 | 2053-08-01      | 5.5000%  | 0.0000% | $50533.00          | $38894.03          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CICA0599 | 2032-10-01      | 4.0000%  | 0.0000% | $6000.00           | $1036.15           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCA0911 | 2047-12-01      | 4.0000%  | 0.0000% | $99084452.00       | $21981587.76       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA1017 | 2048-01-01      | 4.5000%  | 0.0000% | $12186060.00       | $3431181.71        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CICA1100 | 2033-02-01      | 3.5000%  | 0.0000% | $39039591.00       | $6904360.93        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCA1530 | 2043-04-01      | 3.5000%  | 0.0000% | $6000.00           | $914.77            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA2044 | 2048-07-01      | 4.5000%  | 0.0000% | $44000.00          | $9455.44           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCA2368 | 2048-09-01      | 4.0000%  | 0.0000% | $889970.00         | $114912.71         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA3225 | 2049-03-01      | 4.5000%  | 0.0000% | $72000.00          | $6994.41           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCA3967 | 2049-08-01      | 3.5000%  | 0.0000% | $118544827.00      | $34901678.91       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCA4359 | 2049-10-01      | 4.0000%  | 0.0000% | $45500000.00       | $17503306.20       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCA5229 | 2050-02-01      | 3.0000%  | 0.0000% | $18880750.00       | $9294332.70        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CKCA7991 | 2050-12-01      | 2.0000%  | 0.0000% | $50000000.00       | $28139908.80       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA7734 | 2050-11-01      | 2.5000%  | 0.0000% | $185000.00         | $86586.45          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCA8636 | 2051-01-01      | 4.0000%  | 0.0000% | $151861.00         | $68118.12          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB0186 | 2051-04-01      | 3.0000%  | 0.0000% | $813000.00         | $384559.30         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB1146 | 2051-07-01      | 3.0000%  | 0.0000% | $500510.00         | $272506.56         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCB1428 | 2051-08-01      | 4.0000%  | 0.0000% | $31855.00          | $10611.79          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB1666 | 2051-09-01      | 2.5000%  | 0.0000% | $40000.00          | $25078.02          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB2665 | 2052-01-01      | 3.0000%  | 0.0000% | $7000.00           | $4770.11           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB2170 | 2051-11-01      | 3.0000%  | 0.0000% | $325000.00         | $198967.78         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCB2283 | 2051-12-01      | 2.0000%  | 0.0000% | $550000.00         | $356054.44         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB2555 | 2052-01-01      | 2.5000%  | 0.0000% | $2388976.00        | $1669322.51        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCB2912 | 2052-02-01      | 3.5000%  | 0.0000% | $7575000.00        | $4769069.17        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB3169 | 2052-03-01      | 3.0000%  | 0.0000% | $15876000.00       | $11056334.17       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCB3282 | 2052-04-01      | 3.5000%  | 0.0000% | $6679000.00        | $4393132.93        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CICB4493 | 2037-08-01      | 3.5000%  | 0.0000% | $102657.00         | $78363.08          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCB3621 | 2052-05-01      | 4.0000%  | 0.0000% | $4063000.00        | $2832949.18        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB4212 | 2052-07-01      | 4.5000%  | 0.0000% | $84000.00          | $65921.00          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCB4327 | 2052-08-01      | 3.5000%  | 0.0000% | $2380000.00        | $1777535.85        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS0630 | 2052-02-01      | 3.0000%  | 0.0000% | $65000.00          | $43123.43          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFS1112 | 2052-03-01      | 2.0000%  | 0.0000% | $1056000.00        | $642245.66         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIFS1388 | 2033-09-01      | 3.5000%  | 0.0000% | $18068949.00       | $2103114.75        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS1475 | 2052-04-01      | 3.5000%  | 0.0000% | $150000.00         | $103097.02         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS2661 | 2052-07-01      | 4.5000%  | 0.0000% | $235000.00         | $177443.99         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIFS1992 | 2037-05-01      | 3.0000%  | 0.0000% | $5372545.00        | $3285749.31        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFS2237 | 2046-10-01      | 4.0000%  | 0.0000% | $6883000.00        | $4536340.47        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIFS2752 | 2037-07-01      | 2.5000%  | 0.0000% | $3000000.00        | $1705142.77        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS2996 | 2047-07-01      | 5.0000%  | 0.0000% | $228000.00         | $155756.18         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFS3083 | 2052-09-01      | 4.0000%  | 0.0000% | $2980000.00        | $2278478.30        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS3154 | 2052-07-01      | 4.5000%  | 0.0000% | $25000.00          | $17858.28          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS3218 | 2052-03-01      | 2.5000%  | 0.0000% | $80000.00          | $52498.73          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS3381 | 2052-02-01      | 2.5000%  | 0.0000% | $65000.00          | $42537.26          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS3619 | 2052-05-01      | 2.5000%  | 0.0000% | $18000.00          | $12709.05          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIFS4274 | 2037-05-01      | 3.0000%  | 0.0000% | $64064678.00       | $41462379.35       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFS5351 | 2052-10-01      | 4.0000%  | 0.0000% | $779000.00         | $518532.58         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS5396 | 2053-07-01      | 5.0000%  | 0.0000% | $1700000.00        | $1384937.04        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS4701 | 2053-04-01      | 4.5000%  | 0.0000% | $1775000.00        | $1465831.51        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFS5016 | 2053-02-01      | 4.0000%  | 0.0000% | $5780000.00        | $4464453.48        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CTFS5077 | 2042-08-01      | 3.0000%  | 0.0000% | $200000.00         | $127075.87         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF8666 | 2056-01-01      | 5.5000%  | 0.0000% | $2044405.00        | $2100796.32        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDF8695 | 2055-12-01      | 5.0000%  | 0.0000% | $1220250.00        | $1226625.26        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF8724 | 2055-12-01      | 5.5000%  | 0.0000% | $3852718.00        | $3542094.15        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF8849 | 2056-01-01      | 6.0000%  | 0.0000% | $10084331.00       | $10503933.29       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDF9832 | 2056-01-01      | 5.0000%  | 0.0000% | $1519961.00        | $1546475.96        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDF9856 | 2056-01-01      | 6.5000%  | 0.0000% | $1212250.00        | $1275592.41        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDF9034 | 2056-01-01      | 5.0000%  | 0.0000% | $6977605.00        | $7010333.23        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDF9219 | 2056-01-01      | 5.0000%  | 0.0000% | $3452310.00        | $3499346.96        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIDF9425 | 2041-01-01      | 4.5000%  | 0.0000% | $1021690.00        | $1027431.90        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDF9464 | 2056-01-01      | 4.5000%  | 0.0000% | $6099229.00        | $6012057.06        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDG0890 | 2056-01-01      | 4.5000%  | 0.0000% | $1941176.00        | $1915676.71        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDG0105 | 2056-01-01      | 5.5000%  | 0.0000% | $2988334.00        | $3073610.76        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDG0292 | 2056-01-01      | 6.5000%  | 0.0000% | $1004079.00        | $1065604.05        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDG0698 | 2056-01-01      | 6.0000%  | 0.0000% | $1234973.00        | $1289888.96        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDG1753 | 2056-02-01      | 6.0000%  | 0.0000% | $4685801.00        | $4872110.01        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFA0675 | 2052-06-01      | 3.5000%  | 0.0000% | $21144949.00       | $18040738.86       | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLFA1000 | 2055-02-01      | 7.0000%  | 0.0000% | $2198615.00        | $1491607.78        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA1574 | 2055-05-01      | 6.0000%  | 0.0000% | $30547345.00       | $28186030.76       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFA2441 | 2050-07-01      | 3.0000%  | 0.0000% | $52092416.00       | $45844952.46       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIFA2749 | 2040-05-01      | 6.0000%  | 0.0000% | $28606989.00       | $27389051.00       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFA2807 | 2049-01-01      | 4.0000%  | 0.0000% | $2018780.00        | $1902706.31        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFA3443 | 2052-05-01      | 2.0000%  | 0.0000% | $10641796.00       | $8674118.51        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFA4455 | 2053-09-01      | 6.5000%  | 0.0000% | $25459414.00       | $26505085.88       | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFA3623 | 2052-06-01      | 2.0000%  | 0.0000% | $2000.00           | $1613.01           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA3680 | 2055-11-01      | 5.5000%  | 0.0000% | $66926985.00       | $68482125.99       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA3793 | 2055-08-01      | 6.0000%  | 0.0000% | $45241943.00       | $47045881.32       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA3812 | 2055-10-01      | 6.0000%  | 0.0000% | $68011472.00       | $70115852.45       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFA3844 | 2055-12-01      | 4.5000%  | 0.0000% | $18084330.00       | $17744958.95       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFA3918 | 2055-11-01      | 6.5000%  | 0.0000% | $35841297.00       | $36288741.26       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFA3925 | 2055-09-01      | 6.5000%  | 0.0000% | $69978865.00       | $73874379.79       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIFM1646 | 2034-06-01      | 3.5000%  | 0.0000% | $12800000.00       | $1237572.02        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM2318 | 2049-09-01      | 3.5000%  | 0.0000% | $170000.00         | $45100.06          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM2870 | 2050-03-01      | 3.0000%  | 0.0000% | $26380000.00       | $9662417.95        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIFM4356 | 2035-09-01      | 2.5000%  | 0.0000% | $75000.00          | $21983.23          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFM5374 | 2047-11-01      | 4.0000%  | 0.0000% | $19971078.00       | $5900345.96        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIFM4517 | 2035-10-01      | 2.0000%  | 0.0000% | $2000000.00        | $720016.94         | Agency Mortgage-Backed Securities |
| FNMS 01.500 CIFM4951 | 2035-11-01      | 1.5000%  | 0.0000% | $200000.00         | $88432.81          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIFM5037 | 2035-12-01      | 2.0000%  | 0.0000% | $545000.00         | $202697.58         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIFM5204 | 2035-12-01      | 2.0000%  | 0.0000% | $450000.00         | $199600.17         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM6039 | 2050-06-01      | 3.5000%  | 0.0000% | $21000.00          | $6728.70           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIFM6148 | 2035-10-01      | 2.0000%  | 0.0000% | $2157000.00        | $908516.79         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM7070 | 2051-04-01      | 3.0000%  | 0.0000% | $1553064.00        | $777640.77         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIFM7148 | 2036-02-01      | 3.5000%  | 0.0000% | $2423000.00        | $910131.98         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFM6707 | 2051-03-01      | 2.5000%  | 0.0000% | $754610.00         | $418626.56         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CTFM6742 | 2040-08-01      | 3.0000%  | 0.0000% | $250000.00         | $91836.19          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM7599 | 2051-01-01      | 3.5000%  | 0.0000% | $57000.00          | $18911.18          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFM8162 | 2051-07-01      | 2.5000%  | 0.0000% | $284000.00         | $170162.69         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIFM8297 | 2035-12-01      | 3.0000%  | 0.0000% | $374000.00         | $127122.47         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIFM8726 | 2034-11-01      | 3.0000%  | 0.0000% | $2886178.00        | $269368.79         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFM9774 | 2051-11-01      | 2.5000%  | 0.0000% | $30000.00          | $18769.31          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFM9846 | 2051-12-01      | 2.5000%  | 0.0000% | $8000000.00        | $5349687.28        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM9419 | 2051-10-01      | 3.0000%  | 0.0000% | $396806.00         | $247797.40         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFM9517 | 2051-11-01      | 2.5000%  | 0.0000% | $7392339.00        | $4594516.05        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM9765 | 2051-11-01      | 3.0000%  | 0.0000% | $115000.00         | $80579.12          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS0370 | 2052-01-01      | 2.5000%  | 0.0000% | $216956.00         | $147473.99         | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLCC0299 | 2055-04-01      | 7.0000%  | 0.0000% | $36977625.00       | $31537187.93       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCC0748 | 2055-07-01      | 6.5000%  | 0.0000% | $72741415.00       | $71316095.79       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CICC1311 | 2040-10-01      | 5.0000%  | 0.0000% | $2733734.00        | $2580343.90        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCC1663 | 2055-12-01      | 4.5000%  | 0.0000% | $1187114.00        | $1182118.96        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL888222 | 2037-02-01      | 6.0000%  | 0.0000% | $1767000.00        | $13831.88          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL888637 | 2037-09-01      | 6.0000%  | 0.0000% | $1525000.00        | $9344.65           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL909932 | 2037-03-01      | 6.0000%  | 0.0000% | $67964.00          | $1085.49           | Agency Mortgage-Backed Securities |
| FNMS 07.000 CL940777 | 2037-06-01      | 7.0000%  | 0.0000% | $160000.00         | $2632.60           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CL986518 | 2038-06-01      | 5.0000%  | 0.0000% | $14850000.00       | $7067.45           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL987410 | 2038-10-01      | 6.0000%  | 0.0000% | $745435.00         | $3252.94           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAC6742 | 2040-01-01      | 4.5000%  | 0.0000% | $652465.00         | $41240.16          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CTMA0232 | 2029-11-01      | 4.5000%  | 0.0000% | $2250000.00        | $21213.04          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CTMA0280 | 2029-11-01      | 5.5000%  | 0.0000% | $164000.00         | $2644.58           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CQMA1119 | 2042-07-01      | 4.0000%  | 0.0000% | $600000.00         | $49894.08          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CTMA1490 | 2033-07-01      | 3.0000%  | 0.0000% | $7999.00           | $865.50            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CTMA1527 | 2033-08-01      | 3.0000%  | 0.0000% | $3000000.00        | $339750.54         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CTMA1976 | 2034-06-01      | 4.5000%  | 0.0000% | $555000.00         | $66524.28          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CTMA2211 | 2035-03-01      | 4.0000%  | 0.0000% | $54000.00          | $6175.09           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA2516 | 2046-01-01      | 3.0000%  | 0.0000% | $410000.00         | $51423.00          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA2522 | 2046-02-01      | 3.5000%  | 0.0000% | $1679000.00        | $187398.87         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CQMA2537 | 2046-02-01      | 3.5000%  | 0.0000% | $814290.00         | $199872.39         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIMA3541 | 2033-12-01      | 4.0000%  | 0.0000% | $42394619.00       | $3288508.64        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA2960 | 2047-04-01      | 4.0000%  | 0.0000% | $198081.00         | $18910.75          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA3149 | 2047-10-01      | 4.0000%  | 0.0000% | $46374000.00       | $5474798.91        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA3275 | 2048-01-01      | 3.0000%  | 0.0000% | $109000.00         | $16770.89          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CQMA3317 | 2048-01-01      | 3.5000%  | 0.0000% | $506591.00         | $134104.56         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA3331 | 2048-04-01      | 3.0000%  | 0.0000% | $37824.00          | $5536.86           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CTMA3360 | 2038-05-01      | 3.5000%  | 0.0000% | $1500000.00        | $194560.17         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA3386 | 2048-06-01      | 5.0000%  | 0.0000% | $89211.00          | $6157.35           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA3415 | 2048-07-01      | 4.0000%  | 0.0000% | $1001439.00        | $81765.17          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA3443 | 2048-08-01      | 4.0000%  | 0.0000% | $558275.00         | $41178.51          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA3448 | 2048-08-01      | 5.0000%  | 0.0000% | $1637000.00        | $143719.66         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLMA4399 | 2051-08-01      | 2.5000%  | 0.0000% | $2014391.00        | $1185165.91        | Agency Mortgage-Backed Securities |
| FNMS 01.500 CIMA4417 | 2036-09-01      | 1.5000%  | 0.0000% | $1898256.00        | $1058151.45        | Agency Mortgage-Backed Securities |
| FNMS 01.500 CTMA4421 | 2041-09-01      | 1.5000%  | 0.0000% | $16300000.00       | $9912101.84        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA3614 | 2049-03-01      | 3.5000%  | 0.0000% | $25000.00          | $1843.74           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CTMA3621 | 2039-03-01      | 3.5000%  | 0.0000% | $17000.00          | $1608.10           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIMA3695 | 2034-07-01      | 3.0000%  | 0.0000% | $497000.00         | $47538.09          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIMA3738 | 2034-08-01      | 3.0000%  | 0.0000% | $337000.00         | $31496.93          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA3746 | 2049-08-01      | 4.0000%  | 0.0000% | $261725.00         | $27487.18          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA3804 | 2049-10-01      | 4.0000%  | 0.0000% | $232866.00         | $32010.56          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLMA3833 | 2049-11-01      | 2.5000%  | 0.0000% | $43000.00          | $8617.02           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA3836 | 2049-11-01      | 4.0000%  | 0.0000% | $117362.00         | $15363.11          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIMA4014 | 2035-05-01      | 3.0000%  | 0.0000% | $9000.00           | $1877.82           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIMA3986 | 2035-04-01      | 3.5000%  | 0.0000% | $9784386.00        | $1337595.45        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA3993 | 2050-04-01      | 4.0000%  | 0.0000% | $53630.00          | $8654.31           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA4031 | 2050-05-01      | 4.5000%  | 0.0000% | $240000.00         | $43038.07          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA4048 | 2050-06-01      | 3.0000%  | 0.0000% | $293000.00         | $76861.82          | Agency Mortgage-Backed Securities |
| FNMS 01.500 CLMA4181 | 2050-11-01      | 1.5000%  | 0.0000% | $48525000.00       | $26415316.69       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA4195 | 2050-10-01      | 4.5000%  | 0.0000% | $2000.00           | $515.14            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLMA4237 | 2051-01-01      | 2.0000%  | 0.0000% | $98427.00          | $53382.19          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA4239 | 2051-01-01      | 3.0000%  | 0.0000% | $200000.00         | $79350.55          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLMA4208 | 2050-12-01      | 2.0000%  | 0.0000% | $60020000.00       | $31834410.79       | Agency Mortgage-Backed Securities |
| FNMS 01.500 CIMA4278 | 2036-03-01      | 1.5000%  | 0.0000% | $10000000.00       | $4902606.39        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CTMA4333 | 2041-05-01      | 2.0000%  | 0.0000% | $2789000.00        | $1614957.90        | Agency Mortgage-Backed Securities |
| FNMS 01.500 CNMA4308 | 2031-04-01      | 1.5000%  | 0.0000% | $28208999.00       | $10016059.91       | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLMA4355 | 2051-06-01      | 2.0000%  | 0.0000% | $154000.00         | $92477.52          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLMA5273 | 2054-02-01      | 6.5000%  | 0.0000% | $60000.00          | $29452.51          | Agency Mortgage-Backed Securities |
| FNMS 07.500 CLMA5275 | 2054-02-01      | 7.5000%  | 0.0000% | $2490299.00        | $930656.43         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA5283 | 2054-02-01      | 4.0000%  | 0.0000% | $14527000.00       | $12684189.15       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5296 | 2054-03-01      | 5.5000%  | 0.0000% | $2447242.00        | $1947934.66        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CTMA5381 | 2044-05-01      | 6.5000%  | 0.0000% | $399286.00         | $184786.28         | Agency Mortgage-Backed Securities |
| FNMS 01.500 CTMA4500 | 2041-12-01      | 1.5000%  | 0.0000% | $356639.00         | $220257.40         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CTMA4501 | 2041-12-01      | 2.0000%  | 0.0000% | $13824000.00       | $8582347.18        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA4513 | 2052-01-01      | 3.0000%  | 0.0000% | $89000.00          | $54091.97          | Agency Mortgage-Backed Securities |
| FNMS 01.500 CIMA4515 | 2037-01-01      | 1.5000%  | 0.0000% | $17674000.00       | $10323356.13       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIMA4518 | 2037-01-01      | 3.0000%  | 0.0000% | $991108.00         | $455159.69         | Agency Mortgage-Backed Securities |
| FNMS 01.500 CNMA4522 | 2032-01-01      | 1.5000%  | 0.0000% | $1032764.00        | $453098.69         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLMA4562 | 2052-03-01      | 2.0000%  | 0.0000% | $94000.00          | $61756.61          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CKMA4545 | 2052-02-01      | 2.5000%  | 0.0000% | $24234417.00       | $16210351.81       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA4580 | 2052-04-01      | 3.5000%  | 0.0000% | $10000.00          | $6794.95           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA4654 | 2052-07-01      | 3.5000%  | 0.0000% | $108000.00         | $80521.66          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB5859 | 2053-03-01      | 6.0000%  | 0.0000% | $9900000.00        | $7114638.35        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB6303 | 2053-05-01      | 4.5000%  | 0.0000% | $6381886.00        | $5571946.11        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB6360 | 2053-05-01      | 4.5000%  | 0.0000% | $3027574.00        | $2519612.54        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB6475 | 2053-06-01      | 5.0000%  | 0.0000% | $93470.00          | $81624.27          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB6720 | 2053-07-01      | 4.5000%  | 0.0000% | $3850000.00        | $3323613.24        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB7991 | 2054-02-01      | 5.5000%  | 0.0000% | $1500000.00        | $1181928.79        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB8017 | 2054-02-01      | 6.5000%  | 0.0000% | $52458025.00       | $32828252.96       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB7349 | 2053-10-01      | 6.5000%  | 0.0000% | $57479.00          | $39051.85          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB8822 | 2054-07-01      | 6.5000%  | 0.0000% | $57580000.00       | $36865246.42       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB9025 | 2054-08-01      | 6.5000%  | 0.0000% | $30617961.00       | $26491726.93       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB9221 | 2054-09-01      | 6.0000%  | 0.0000% | $255000.00         | $236211.50         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CTCB9298 | 2044-10-01      | 6.0000%  | 0.0000% | $5247765.00        | $4321901.36        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB9610 | 2054-12-01      | 5.0000%  | 0.0000% | $282000.00         | $273847.61         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF8381 | 2055-12-01      | 5.5000%  | 0.0000% | $8136327.00        | $8364029.12        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDF8559 | 2056-01-01      | 4.5000%  | 0.0000% | $707355.00         | $697850.70         | Agency Mortgage-Backed Securities |

### Security 679: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 3.800000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1EL8R3, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP1EL8R3
- **C.18 - Value (incl. sponsor support):** $864993434.65
- **C.18.a - Value (excl. sponsor support):** $864993434.65
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-03-27
- **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   |
|:---|:---|:---|:---|:---|:---|:---|
| RENAISSANCE CAP GREENWICH FDS  INTNTL IPO ETF   | 2500-12-31      | N/A      | 0.0000% | $1607.00           | $30888.15          | Equities   |
| STATE STR SPDR S&P 500 ETF TR  TR UNIT          | 2500-12-31      | N/A      | 0.0000% | $62336.00          | $43263677.44       | Equities   |
| SPDR INDEX SHS FDS             EURO STOXX 50    | 2500-12-31      | N/A      | 0.0000% | $13599.00          | $917388.54         | Equities   |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $31119.00          | $3366453.42        | Equities   |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $863224.00         | $22288443.68       | Equities   |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $372116.00         | $25687167.48       | Equities   |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $3730.00           | $358608.17         | Equities   |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $268457.00         | $37307469.29       | Equities   |
| SCHWAB STRATEGIC TR            US LRG CAP ETF   | 2500-12-31      | N/A      | 0.0000% | $57091.00          | $1563151.58        | Equities   |
| SCHWAB STRATEGIC TR            MORTGAGE BACKED  | 2500-12-31      | N/A      | 0.0000% | $362955.00         | $9378757.20        | Equities   |
| SELECT SECTOR SPDR TR          STATE STREET FIN | 2500-12-31      | N/A      | 0.0000% | $807904.00         | $43263259.20       | Equities   |
| SERVICE PPTYS TR               COM SH BEN INT   | 2500-12-31      | N/A      | 0.0000% | $1337120.00        | $2660868.80        | Equities   |
| SILENCE THERAPEUTICS PLC       ADS              | 2500-12-31      | N/A      | 0.0000% | $246290.00         | $1221598.40        | Equities   |
| DIGITAL ASSET ACQUISITION CORP SHS CL A         | 2500-12-31      | N/A      | 0.0000% | $87203.00          | $890778.65         | Equities   |
| FACT II ACQUISITION CORP       ORD SHS CL A     | 2500-12-31      | N/A      | 0.0000% | $58723.00          | $617765.96         | Equities   |
| HENNESSY CAP INVT CORP VII     ORD SHS CL A     | 2500-12-31      | N/A      | 0.0000% | $150592.00         | $1546579.84        | Equities   |
| KOCHAV DEFENSE ACQUI CO        SHS CL A         | 2500-12-31      | N/A      | 0.0000% | $58550.00          | $596039.00         | Equities   |
| LAKESHORE ACQUISITION III CORP USD ORD SHS      | 2500-12-31      | N/A      | 0.0000% | $6799.00           | $69553.77          | Equities   |
| MELAR ACQUISITION CORP. I      SHS CL A         | 2500-12-31      | N/A      | 0.0000% | $11263.00          | $120626.73         | Equities   |
| M3BRIGADE ACQUISITION V CORP   CL A             | 2500-12-31      | N/A      | 0.0000% | $84937.00          | $910524.64         | Equities   |
| NEW PROVIDENCE ACQUISITION COR USD CL A ORD SHS | 2500-12-31      | N/A      | 0.0000% | $42696.00          | $446173.20         | Equities   |
| NEWHOLD INVT CORP III          ORD SHS CL A     | 2500-12-31      | N/A      | 0.0000% | $20425.00          | $210990.25         | Equities   |
| RANGE CAP ACQUISITION CORP     ORD SHS          | 2500-12-31      | N/A      | 0.0000% | $22626.00          | $236781.09         | Equities   |
| REAL ASSET ACQUISITION CORP    SHS CL A         | 2500-12-31      | N/A      | 0.0000% | $36604.00          | $378851.40         | Equities   |
| RENATUS TACTICAL ACQUIS        SHS CL A         | 2500-12-31      | N/A      | 0.0000% | $176316.00         | $1891870.68        | Equities   |
| ROADZEN INC                    ORD SHS          | 2500-12-31      | N/A      | 0.0000% | $41467.00          | $68420.55          | Equities   |
| SEMILUX INTL LTD.              ORD SHS          | 2500-12-31      | N/A      | 0.0000% | $383277.00         | $295123.29         | Equities   |
| STELLAR V CAP CORP             SHS CL A         | 2500-12-31      | N/A      | 0.0000% | $12780.00          | $132912.00         | Equities   |
| WINTERGREEN ACQUISITION CORP   SHS              | 2500-12-31      | N/A      | 0.0000% | $2714.00           | $27682.80          | Equities   |
| CHARLTON ARIA ACQUISITION CORP ORD SHS CL A     | 2500-12-31      | N/A      | 0.0000% | $4523.00           | $47536.73          | Equities   |
| INFLARX NV                     COM              | 2500-12-31      | N/A      | 0.0000% | $87336.00          | $80584.93          | Equities   |
| SIMPLIFY EXCHANGE TRADED FUNDS SHORT TERM TREA  | 2500-12-31      | N/A      | 0.0000% | $3167.00           | $68755.57          | Equities   |
| SOHU COM LTD                   SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $38319.00          | $651039.81         | Equities   |
| SPINNAKER ETF SERIES           UVA UNCONSTRAIND | 2500-12-31      | N/A      | 0.0000% | $5940.00           | $131759.89         | Equities   |
| SPINNAKER ETF SERIES           GENTER CAP TAXAB | 2500-12-31      | N/A      | 0.0000% | $2808.00           | $29048.76          | Equities   |
| SPINNAKER ETF SERIES           NORTH SHORE EQTY | 2500-12-31      | N/A      | 0.0000% | $796.00            | $10576.21          | Equities   |
| TAIWAN SEMICONDUCTOR MFG LTD   SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $127408.00         | $43261386.40       | Equities   |
| THEMES ETF TR                  NATURAL MONOPOLY | 2500-12-31      | N/A      | 0.0000% | $268.00            | $8684.22           | Equities   |
| THE ONE GROUP HOSPITALITY INC  COM              | 2500-12-31      | N/A      | 0.0000% | $71032.00          | $149167.20         | Equities   |
| THORNBURG ETF TR               INTL GROWTH ETF  | 2500-12-31      | N/A      | 0.0000% | $40.00             | $1032.00           | Equities   |
| TIDAL TRUST I                  ATAC CREDIT ROT  | 2500-12-31      | N/A      | 0.0000% | $1324.00           | $20760.32          | Equities   |
| UBS AG LONDON BRANCH           ETRACS UBS BLOOM | 2500-12-31      | N/A      | 0.0000% | $132.00            | $4288.68           | Equities   |
| UNIFIED SER TR                 ONEASCENT LARGE  | 2500-12-31      | N/A      | 0.0000% | $6075.00           | $221312.25         | Equities   |
| VALE S A                       SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $306608.00         | $5193939.52        | Equities   |
| VANECK ETF TRUST               VIDEO GMNG ESPRT | 2500-12-31      | N/A      | 0.0000% | $13189.00          | $1383657.99        | Equities   |
| VANECK ETF TRUST               SEMICONDUCTR ETF | 2500-12-31      | N/A      | 0.0000% | $68541.00          | $28617238.32       | Equities   |
| VANECK ETF TRUST               ENERGY INCME ET  | 2500-12-31      | N/A      | 0.0000% | $3841.00           | $398698.49         | Equities   |
| VANECK ETF TRUST               ROBOTICS ETF     | 2500-12-31      | N/A      | 0.0000% | $7332.00           | $425395.31         | Equities   |
| VANGUARD ADMIRAL FDS INC       500 GRTH IDX F   | 2500-12-31      | N/A      | 0.0000% | $3807.00           | $1716500.16        | Equities   |
| VANGUARD SCOTTSDALE FDS        LG-TERM COR BD   | 2500-12-31      | N/A      | 0.0000% | $234747.00         | $17939365.74       | Equities   |
| VANGUARD INDEX FDS             MCAP GR IDXVIP   | 2500-12-31      | N/A      | 0.0000% | $51084.00          | $14359712.40       | Equities   |
| VANGUARD INDEX FDS             MID CAP ETF      | 2500-12-31      | N/A      | 0.0000% | $412.00            | $123188.00         | Equities   |
| VANGUARD INDEX FDS             SMALL CP ETF     | 2500-12-31      | N/A      | 0.0000% | $1726.00           | $470593.90         | Equities   |
| VICTORY PORTFOLIOS II          VICTORYSHARES WE | 2500-12-31      | N/A      | 0.0000% | $30.00             | $756.60            | Equities   |
| VILLAGE FARMS INTL INC         COM              | 2500-12-31      | N/A      | 0.0000% | $38189.00          | $129078.82         | Equities   |
| VIOMI TECHNOLOGY CO LTD        SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $297805.00         | $399058.70         | Equities   |
| WEREWOLF THERAPEUTICS INC      COM              | 2500-12-31      | N/A      | 0.0000% | $179046.00         | $129736.73         | Equities   |
| WISDOMTREE TR                  US QTLY DIV GRT  | 2500-12-31      | N/A      | 0.0000% | $448.00            | $41018.88          | Equities   |
| WISDOMTREE TR                  CORE LADDERED MU | 2500-12-31      | N/A      | 0.0000% | $2880.00           | $74966.40          | Equities   |
| WISDOMTREE TR                  1 3 YR LADDERED  | 2500-12-31      | N/A      | 0.0000% | $884.00            | $44858.58          | Equities   |
| WISDOMTREE TR                  INDIA HEDGED EQU | 2500-12-31      | N/A      | 0.0000% | $1328.00           | $54643.22          | Equities   |
| XILIO THERAPEUTICS INC         COM              | 2500-12-31      | N/A      | 0.0000% | $156260.00         | $95302.97          | Equities   |
| ZENTALIS PHARMACEUTICALS INC   COM              | 2500-12-31      | N/A      | 0.0000% | $1137626.00        | $2855441.26        | Equities   |
| BEST SPAC I ACQUISITION CORP.  USD CL A ORD SHS | 2500-12-31      | N/A      | 0.0000% | $12713.00          | $129418.34         | Equities   |
| BIOCERES CROP SOLUTIONS CORP   SHS              | 2500-12-31      | N/A      | 0.0000% | $245130.00         | $237310.35         | Equities   |
| BOLD EAGLE ACQUISITION CORP    CL A             | 2500-12-31      | N/A      | 0.0000% | $101718.00         | $1079227.98        | Equities   |
| CONNECT BIOPHARMA HLDGS LTD    SHS              | 2500-12-31      | N/A      | 0.0000% | $219364.00         | $559378.20         | Equities   |
| PROSHARES TR                   ULTRA S&P 500 EQ | 2500-12-31      | N/A      | 0.0000% | $12808.00          | $559581.52         | Equities   |
| PURETECH HEALTH PLC            ADS              | 2500-12-31      | N/A      | 0.0000% | $2738.00           | $51474.40          | Equities   |
| INVENTIVA SA                   ADS              | 2500-12-31      | N/A      | 0.0000% | $343456.00         | $2170641.92        | Equities   |
| INVESCO EXCHANGE TRADED FD TR  WILDERHIL CLAN   | 2500-12-31      | N/A      | 0.0000% | $21991.00          | $781560.14         | Equities   |
| INVESCO EXCHANGE TRADED FD TR  S&P500 EQL DIS   | 2500-12-31      | N/A      | 0.0000% | $30899.00          | $1805737.56        | Equities   |
| INVESCO EXCHANGE TRADED FD TR  AI AND NEXT GEN  | 2500-12-31      | N/A      | 0.0000% | $5383.00           | $356839.07         | Equities   |
| INVESCO EXCHANGE-TRADED FD TR  S&P EMRNG MKTS   | 2500-12-31      | N/A      | 0.0000% | $8864.00           | $259626.56         | Equities   |
| INVESCO EXCHANGE-TRADED FD TR  KBW HIG DV YLD   | 2500-12-31      | N/A      | 0.0000% | $15810.00          | $226083.00         | Equities   |
| INVESCO EXCHANGE-TRADED FD TR  SR LN ETF        | 2500-12-31      | N/A      | 0.0000% | $1892010.00        | $39221367.30       | Equities   |
| INVESCO EXCH TRD SLF IDX FD TR INVSCO 30 CORP   | 2500-12-31      | N/A      | 0.0000% | $57669.00          | $974606.10         | Equities   |
| INVESCO EXCH TRD SLF IDX FD TR BULLETSHARES 203 | 2500-12-31      | N/A      | 0.0000% | $69184.00          | $1452172.16        | Equities   |
| INVESTMENT MANAGERS SER TR II  ALTERNATIVE ACCE | 2500-12-31      | N/A      | 0.0000% | $698.00            | $17509.33          | Equities   |
| ISHARES INC                    MSCI STH KOR ETF | 2500-12-31      | N/A      | 0.0000% | $347499.00         | $43263625.50       | Equities   |
| ISHARES TR                     CORE S&P500 ETF  | 2500-12-31      | N/A      | 0.0000% | $62062.00          | $43262799.58       | Equities   |
| ISHARES TR                     7-10 YR TRSY BD  | 2500-12-31      | N/A      | 0.0000% | $161277.00         | $15482592.00       | Equities   |
| ISHARES TR                     ISHARES SEMICDTR | 2500-12-31      | N/A      | 0.0000% | $30644.00          | $11066467.72       | Equities   |
| ISHARES TR                     EXPND TEC SC ETF | 2500-12-31      | N/A      | 0.0000% | $4530.00           | $596057.40         | Equities   |
| ISHARES TR                     RUS 1000 VAL ETF | 2500-12-31      | N/A      | 0.0000% | $8088.00           | $1781382.00        | Equities   |
| ISHARES TR                     RUS 1000 ETF     | 2500-12-31      | N/A      | 0.0000% | $23419.00          | $8901327.71        | Equities   |
| ISHARES TR                     RUS 2000 VAL ETF | 2500-12-31      | N/A      | 0.0000% | $23825.00          | $4666364.50        | Equities   |
| ISHARES TR                     RUSSELL 3000 ETF | 2500-12-31      | N/A      | 0.0000% | $12860.00          | $5075070.40        | Equities   |
| ISHARES TR                     CORE S&P SCP ETF | 2500-12-31      | N/A      | 0.0000% | $20400.00          | $2608344.00        | Equities   |
| ISHARES TR                     IBOXX HI YD ETF  | 2500-12-31      | N/A      | 0.0000% | $533920.00         | $43263537.60       | Equities   |
| ISHARES TR                     MSCI EURO FL ETF | 2500-12-31      | N/A      | 0.0000% | $37781.00          | $1453435.07        | Equities   |
| ISHARES TR                     0-5YR INVT GR CP | 2500-12-31      | N/A      | 0.0000% | $3335.00           | $169568.08         | Equities   |
| ISHARES TR                     BLOCKCHAIN & TEC | 2500-12-31      | N/A      | 0.0000% | $42923.00          | $1965014.94        | Equities   |
| ISHARES TR                     0-3 MNTH TREASRY | 2500-12-31      | N/A      | 0.0000% | $210860.00         | $21223059.00       | Equities   |
| ISHARES BITCOIN TRUST ETF      SHS BEN INT      | 2500-12-31      | N/A      | 0.0000% | $908896.00         | $43263449.60       | Equities   |
| STRATEGIC TRUST                RUNNING GWTH ETF | 2500-12-31      | N/A      | 0.0000% | $400.00            | $13757.84          | Equities   |
| KRANESHARES TRUST              100 KWEB JAN 27  | 2500-12-31      | N/A      | 0.0000% | $329.00            | $9465.99           | Equities   |
| KRANESHARES TRUST              EUROPEAN CARBON  | 2500-12-31      | N/A      | 0.0000% | $377.00            | $10412.74          | Equities   |
| LISTED FDS TR                  TEUCRIUM AGRI ST | 2500-12-31      | N/A      | 0.0000% | $3427.00           | $58019.80          | Equities   |
| LITMAN GREGORY FDS TR          POLEN CAP EMRGNG | 2500-12-31      | N/A      | 0.0000% | $382.00            | $4780.69           | Equities   |
| LITMAN GREGORY FDS TR          POLEN CAP INTL G | 2500-12-31      | N/A      | 0.0000% | $1055.00           | $9837.66           | Equities   |
| LLOYDS BANKING GROUP PLC       SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $886040.00         | $5245356.80        | Equities   |
| MAGNACHIP SEMICONDUCTOR CORP N COM              | 2500-12-31      | N/A      | 0.0000% | $366738.00         | $1081877.10        | Equities   |
| MAN ETF SER TR                 ACTIVE HIGH YIEL | 2500-12-31      | N/A      | 0.0000% | $577.00            | $14456.74          | Equities   |
| MANAGER DIRECTED PORTFOLIOS    SANJAC ALPHA LOW | 2500-12-31      | N/A      | 0.0000% | $242.00            | $6135.91           | Equities   |
| MEDICINOVA INC                 COM NEW          | 2500-12-31      | N/A      | 0.0000% | $83648.00          | $146384.00         | Equities   |
| MEREO BIOPHARMA GROUP PLC      SPON ADS         | 2500-12-31      | N/A      | 0.0000% | $1338118.00        | $588771.92         | Equities   |
| MICROSOFT CORP                 COM              | 2500-12-31      | N/A      | 0.0000% | $99800.00          | $43263300.00       | Equities   |
| NETEASE INC                    SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $247421.00         | $32684314.10       | Equities   |
| NIU TECHNOLOGIES               ADS              | 2500-12-31      | N/A      | 0.0000% | $197771.00         | $654622.01         | Equities   |
| NOODLES & CO                   COM CL A         | 2500-12-31      | N/A      | 0.0000% | $81436.00          | $56736.46          | Equities   |
| NORTHERN FDS                   2045 TAX-EXEMPT  | 2500-12-31      | N/A      | 0.0000% | $285.00            | $29588.59          | Equities   |
| NORTHERN FDS                   2035 TAX-EXEMPT  | 2500-12-31      | N/A      | 0.0000% | $349.00            | $35578.84          | Equities   |
| NORTHERN LIGHTS FD TR          OCEAN PARK DIVER | 2500-12-31      | N/A      | 0.0000% | $2041.00           | $52229.19          | Equities   |
| NORTHPOINTE BANCSHARES INC.    COM SHS          | 2500-12-31      | N/A      | 0.0000% | $74140.00          | $1298932.80        | Equities   |
| NVIDIA CORPORATION             COM              | 2500-12-31      | N/A      | 0.0000% | $67202.00          | $12937057.02       | Equities   |
| PACER FDS TR                   INDLS & LOGISTIC | 2500-12-31      | N/A      | 0.0000% | $4099.00           | $125749.53         | Equities   |
| PRECIDIAN ETFS TR              BP PLC ADRHEDGED | 2500-12-31      | N/A      | 0.0000% | $57.00             | $3268.66           | Equities   |
| PRECIDIAN ETFS TR              GSK PLC ADRHEDGE | 2500-12-31      | N/A      | 0.0000% | $191.00            | $13175.10          | Equities   |
| PROCAP FINL INC                COM SHS          | 2500-12-31      | N/A      | 0.0000% | $838272.00         | $2263334.40        | Equities   |
| PROSHARES TR                   MSCI TRANFRMTNAL | 2500-12-31      | N/A      | 0.0000% | $60.00             | $3038.54           | Equities   |
| PROSHARES TR                   SHT 7-10 YR TR   | 2500-12-31      | N/A      | 0.0000% | $4760.00           | $133113.40         | Equities   |
| AB ACTIVE ETFS INC             INTL GROWTH ETF  | 2500-12-31      | N/A      | 0.0000% | $412.00            | $12133.36          | Equities   |
| AB ACTIVE ETFS INC             CORPORATE BD ETF | 2500-12-31      | N/A      | 0.0000% | $2185.00           | $78343.17          | Equities   |
| ALX ONCOLOGY HLDGS INC         COM              | 2500-12-31      | N/A      | 0.0000% | $360628.00         | $566185.96         | Equities   |
| ACUMEN PHARMACEUTICALS INC     COM              | 2500-12-31      | N/A      | 0.0000% | $519560.00         | $1449572.40        | Equities   |
| ADAGIO MED HLDGS INC           COM              | 2500-12-31      | N/A      | 0.0000% | $3575.00           | $3575.00           | Equities   |
| ADVISORSHARES TR               PURE CANNABIS    | 2500-12-31      | N/A      | 0.0000% | $87802.00          | $262527.98         | Equities   |
| ADVISORSHARES TR               INSIDER ADVANTA  | 2500-12-31      | N/A      | 0.0000% | $264.00            | $34783.27          | Equities   |
| ADVISORS INNER CIRCLE FD III   BROWN ADV FLEXIB | 2500-12-31      | N/A      | 0.0000% | $2338.00           | $64318.15          | Equities   |
| ADVISORS INNER CIRCLE FD II    3EDGE DYNAMIC IN | 2500-12-31      | N/A      | 0.0000% | $40658.00          | $1227465.02        | Equities   |
| AMERICAN BEACON SELECT FUNDS   IONIC INFLATION  | 2500-12-31      | N/A      | 0.0000% | $216.00            | $4112.64           | Equities   |
| AMERICAN CENTY ETF TR          AVANTIS RESPONSI | 2500-12-31      | N/A      | 0.0000% | $26267.00          | $2062997.05        | Equities   |
| AMPLIFY ETF TR                 AMPLIFY TRAVEL T | 2500-12-31      | N/A      | 0.0000% | $9197.00           | $181778.70         | Equities   |
| AMPLIFY ETF TR                 BLOCKCHAIN TECHN | 2500-12-31      | N/A      | 0.0000% | $13119.00          | $808655.16         | Equities   |
| ASTRAZENECA PLC                SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $467256.00         | $43263233.04       | Equities   |
| BAIDU INC                      SPON ADR REP A   | 2500-12-31      | N/A      | 0.0000% | $108796.00         | $17136457.96       | Equities   |
| BANCO DE CHILE                 SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $313289.00         | $14370566.43       | Equities   |
| BELITE BIO INC                 SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $180228.00         | $30462136.56       | Equities   |
| BIOXCEL THERAPEUTICS INC       COM NEW          | 2500-12-31      | N/A      | 0.0000% | $761960.00         | $1234375.20        | Equities   |
| BLACKROCK ETF TRUST            ISHARES WORLD EX | 2500-12-31      | N/A      | 0.0000% | $14867.00          | $860799.30         | Equities   |
| BONDBLOXX ETF TRUST            USD HI YLD TELEC | 2500-12-31      | N/A      | 0.0000% | $5998.00           | $207230.90         | Equities   |
| BRAG HSE HLDGS INC             COM              | 2500-12-31      | N/A      | 0.0000% | $148961.00         | $62012.46          | Equities   |
| C4 THERAPEUTICS INC            COM STK          | 2500-12-31      | N/A      | 0.0000% | $1942704.00        | $3807699.84        | Equities   |
| CENTURY THERAPEUTICS INC       COM              | 2500-12-31      | N/A      | 0.0000% | $685464.00         | $1377782.64        | Equities   |
| CHIPMOS TECHNOLOGIES INC       SPONSORD ADS NEW | 2500-12-31      | N/A      | 0.0000% | $20981.00          | $814062.80         | Equities   |
| CIA ENERGETICA DE MINAS GERAIS SP ADR N-V PFD   | 2500-12-31      | N/A      | 0.0000% | $1257668.00        | $2754292.92        | Equities   |
| COTWO ADVISORS PHYSICAL EUROPE COMMON UNITS     | 2500-12-31      | N/A      | 0.0000% | $1300.00           | $29120.00          | Equities   |
| CUMBERLAND PHARMACEUTICALS INC COM              | 2500-12-31      | N/A      | 0.0000% | $127874.00         | $473133.80         | Equities   |
| DIREXION SHS ETF TR            7 10YR TRES BEAR | 2500-12-31      | N/A      | 0.0000% | $8356.00           | $112526.91         | Equities   |
| EDAP TMS S A                   SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $63148.00          | $269010.48         | Equities   |
| ETF SER SOLUTIONS              U S GLOBAL SEA T | 2500-12-31      | N/A      | 0.0000% | $4065.00           | $63190.43          | Equities   |
| ETF OPPORTUNITIES TRUST        KINGSBARN TACTIC | 2500-12-31      | N/A      | 0.0000% | $908.00            | $21176.47          | Equities   |
| EMBRAER S.A.                   SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $120568.00         | $9016075.04        | Equities   |
| TCW ETF TRUST                  TRANSFORM SUPPLY | 2500-12-31      | N/A      | 0.0000% | $252.00            | $18456.78          | Equities   |
| FIDELITY COVINGTON TRUST       METAVERSE ETF    | 2500-12-31      | N/A      | 0.0000% | $7910.00           | $287805.35         | Equities   |
| FIRST TR EXCHANGE-TRADED FD    SHS              | 2500-12-31      | N/A      | 0.0000% | $35697.00          | $1701675.99        | Equities   |
| FIRST TR EXCHANGE TRADED FD II S NETWRK FUT VEH | 2500-12-31      | N/A      | 0.0000% | $3719.00           | $322747.84         | Equities   |
| FIRST TR EXCHANGE-TRADED FD II ALERIAN US NXTGN | 2500-12-31      | N/A      | 0.0000% | $1693.00           | $134750.27         | Equities   |
| FIRST TR EXCHNG TRADED FD VIII SKYBRIDGE CRYPTO | 2500-12-31      | N/A      | 0.0000% | $6030.00           | $92500.20          | Equities   |
| FIRST TR EXCHNG TRADED FD VIII LOW DUR STRTGC   | 2500-12-31      | N/A      | 0.0000% | $9774.00           | $187465.32         | Equities   |
| FLEXSHARES TR                  IBOXX 5YR TRGT   | 2500-12-31      | N/A      | 0.0000% | $19430.00          | $468165.85         | Equities   |
| FLEXSHARES TR                  EMRG MKT QT LW   | 2049-12-31      | N/A      | 0.0000% | $1476.00           | $46242.34          | Equities   |
| FRACTYL HEALTH INC             COM              | 2500-12-31      | N/A      | 0.0000% | $3566000.00        | $2085753.40        | Equities   |
| FRANKLIN TEMPLETON ETF TR      FRANKLIN ASIA    | 2500-12-31      | N/A      | 0.0000% | $9778.00           | $315696.42         | Equities   |
| FRANKLIN TEMPLETON ETF TR      FRANKLIN DYN MUN | 2500-12-31      | N/A      | 0.0000% | $555336.00         | $13927826.88       | Equities   |
| GALAPAGOS NV                   SPON ADR         | 2500-12-31      | N/A      | 0.0000% | $158113.00         | $5396396.69        | Equities   |
| GLOBAL X FDS                   DORSEY WRIGHT    | 2500-12-31      | N/A      | 0.0000% | $1827.00           | $46830.76          | Equities   |
| GLOBAL X FDS                   GLOBAL X COPPER  | 2500-12-31      | N/A      | 0.0000% | $42899.00          | $4042372.77        | Equities   |
| GLOBAL X FDS                   INVESTMENT GRADE | 2500-12-31      | N/A      | 0.0000% | $20716.00          | $525009.73         | Equities   |
| GOLDMAN SACHS ETF TR           ACTIVEBETA INT   | 2500-12-31      | N/A      | 0.0000% | $15411.00          | $695498.43         | Equities   |
| GOLDMAN SACHS ETF TR           INNOVAT EQ ETF   | 2500-12-31      | N/A      | 0.0000% | $5685.00           | $427000.35         | Equities   |
| GRANITE PT MTG TR INC          COM STK          | 2500-12-31      | N/A      | 0.0000% | $202997.00         | $456743.25         | Equities   |
| GRUPO SUPERVIELLE S.A.         SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $658324.00         | $8261966.20        | Equities   |
| GUINNESS ATKINSON FDS          SMART TRANSPORTA | 2500-12-31      | N/A      | 0.0000% | $406.00            | $23572.52          | Equities   |
| HARBOR ETF TRUST               EMERGING MARKETS | 2500-12-31      | N/A      | 0.0000% | $127.00            | $3387.22           | Equities   |
| HARBOR ETF TRUST               INTERNATNAL COMP | 2500-12-31      | N/A      | 0.0000% | $6587.00           | $201891.55         | Equities   |
| HARVARD BIOSCIENCE INC         COM              | 2500-12-31      | N/A      | 0.0000% | $144455.00         | $77514.55          | Equities   |
| HUYA INC                       ADS REP SHS A    | 2500-12-31      | N/A      | 0.0000% | $199030.00         | $831945.40         | Equities   |
| TIDAL TRUST III                ROCKEFELLER CALI | 2500-12-31      | N/A      | 0.0000% | $285.00            | $6886.46           | Equities   |
| INVESCO QQQ TR                 UNIT SER 1       | 2500-12-31      | N/A      | 0.0000% | $68734.00          | $43263241.62       | Equities   |

### Security 680: FICC - BANK OF NEW YORK

- **C.1 - Title:** FICC - BANK OF NEW YORK 3.710000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1EMK48, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: ARP1EMK48
- **C.18 - Value (incl. sponsor support):** $673000000.00
- **C.18.a - Value (excl. sponsor support):** $673000000.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **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? 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 | 2026-08-31      | 0.7500%  | 0.0000% | $202656300.00      | $199916421.53      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-12-31      | 1.2500%  | 0.0000% | $500000000.00      | $490034455.80      | U.S. Treasuries (including strips) |

### Security 681: BNP PARIBAS SA

- **C.1 - Title:** BNP PARIBAS SA 3.730000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1EMS32, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: ARP1EMS32
- **C.18 - Value (incl. sponsor support):** $3187978863.56
- **C.18.a - Value (excl. sponsor support):** $3187978863.56
- **C.19 - Percentage of Net Assets:** 0.8100%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **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? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                          |
|:---|:---|:---|:---|:---|:---|:---|
| BANK5 2024-5YR6                A-3    20570517 6.2 | 2057-05-17      | 6.2250%  | 0.0000% | $10553000.00       | $11169259.15       | Private Label Collateralized Mortgage Obligations |
| BARCLAYS MTG LN TR 2023-NQM1   B-3    20630125 FLT | 2063-01-25      | 6.1775%  | 0.0000% | $4452349.00        | $3148146.69        | Private Label Collateralized Mortgage Obligations |
| BEAR STEARNS ALT-A 2006-5      I-A-1  20360825 FLT | 2036-08-25      | 4.1271%  | 0.0000% | $76571651.00       | $2849193.10        | Private Label Collateralized Mortgage Obligations |
| BEAR STEARNS ALT-A 2006-8      II-A-1 20460825 FLT | 2046-08-25      | 4.5353%  | 0.0000% | $26624.00          | $1448.46           | Private Label Collateralized Mortgage Obligations |
| BENCHMARK MTG TR 2018-B1       C      20510118 FLT | 2051-01-18      | 4.2014%  | 0.0000% | $3300000.00        | $2712740.14        | Private Label Collateralized Mortgage Obligations |
| BENCHMARK MORTGAGE TR 2025-V13 A-4    20580215 FLT | 2058-02-15      | 5.8150%  | 0.0000% | $300000.00         | $316601.79         | Private Label Collateralized Mortgage Obligations |
| BINOM SEC TR 2022-INV1         M-1    20570825 FLT | 2057-08-25      | 4.4886%  | 0.0000% | $17504000.00       | $16054280.93       | Private Label Collateralized Mortgage Obligations |
| BRAVO RESIDENTIAL 2023-NQM7    B-2    20630925 FLT | 2063-09-25      | 7.8947%  | 0.0000% | $264600.00         | $267247.50         | Private Label Collateralized Mortgage Obligations |
| BRAVO RES MTG LN TR 2025-NQM2  A-1    20641125 FLT | 2064-11-25      | 5.6780%  | 0.0000% | $230000.00         | $191584.25         | Private Label Collateralized Mortgage Obligations |
| BRAVO RES FDG TR 2023-NQM4     B-1    20630525 FLT | 2063-05-25      | 7.0284%  | 0.0000% | $200130.00         | $201796.63         | Private Label Collateralized Mortgage Obligations |
| BRAVO RESI FDG TR 2024-NQM5    A-1    20640625 FLT | 2064-06-25      | 5.8030%  | 0.0000% | $2981085.00        | $2026403.38        | Private Label Collateralized Mortgage Obligations |
| CD MTG TR 2016-CD1             D      20490812 FLT | 2049-08-12      | 2.7512%  | 0.0000% | $5300000.00        | $1063350.87        | Private Label Collateralized Mortgage Obligations |
| COMM MTG TR 2013-CCRE12        AM     20461015 4.3 | 2046-10-15      | 4.3000%  | 0.0000% | $10408500.00       | $6320532.03        | Private Label Collateralized Mortgage Obligations |
| COMM MTG TR 2014-UBS4          C      20470812 FLT | 2047-08-12      | 4.7471%  | 0.0000% | $7200000.00        | $5607533.36        | Private Label Collateralized Mortgage Obligations |
| COMM MTG TR 2014-UBS5          B      20470912 FLT | 2047-09-12      | 4.5140%  | 0.0000% | $960000.00         | $938194.83         | Private Label Collateralized Mortgage Obligations |
| COMM MTG TR 2017-COR2          D      20500912 3.0 | 2050-09-12      | 3.0000%  | 0.0000% | $4027558.00        | $3670030.34        | Private Label Collateralized Mortgage Obligations |
| COMM MTG TR 2018-COR3          C      20510512 FLT | 2051-05-12      | 4.5854%  | 0.0000% | $13567000.00       | $9633218.04        | Private Label Collateralized Mortgage Obligations |
| FHLMC REMIC SERIES K-505       A-2    20280625 FLT | 2028-06-25      | 4.8190%  | 0.0000% | $167852.00         | $171727.03         | Private Label Collateralized Mortgage Obligations |
| FHLMC REMIC SERIES K-506       A-2    20280825 FLT | 2028-08-25      | 4.6500%  | 0.0000% | $1930000.00        | $1970855.85        | Private Label Collateralized Mortgage Obligations |
| FHLMC REMIC SERIES K-508       A-2    20280825 FLT | 2028-08-25      | 4.7400%  | 0.0000% | $300000.00         | $306845.50         | Private Label Collateralized Mortgage Obligations |
| FREDDIE MAC SCRT SERIES 2022-1 M      20611125 FLT | 2061-11-25      | 4.5000%  | 0.0000% | $7236.00           | $6727.87           | Private Label Collateralized Mortgage Obligations |
| FREDDIE MAC SCRT SERIES 2022-2 M      20620425 FLT | 2062-04-25      | 5.0000%  | 0.0000% | $402574.00         | $375609.10         | Private Label Collateralized Mortgage Obligations |
| FHLMC SCRTT SERIES 2019-4      M      20590225 FLT | 2059-02-25      | 4.5000%  | 0.0000% | $9853998.00        | $9167030.68        | Private Label Collateralized Mortgage Obligations |
| FREDDIE SCRT SERIES 2021-1     M      20600925 FLT | 2060-09-25      | 4.2500%  | 0.0000% | $10618997.00       | $8204800.65        | Private Label Collateralized Mortgage Obligations |
| FHLMC STACR REMIC TR 2022-DNA6 M-1B   20420925 FLT | 2042-09-25      | 7.3973%  | 0.0000% | $2893000.00        | $3014714.06        | Private Label Collateralized Mortgage Obligations |
| FHLMC STACR REMIC TR 2022-DNA6 M-1B   20420925 FLT | 2042-09-25      | 7.3973%  | 0.0000% | $3000589.00        | $3126829.54        | Private Label Collateralized Mortgage Obligations |
| FHLMC STACR 2021-DNA6          M-2    20411025 FLT | 2041-10-25      | 5.1973%  | 0.0000% | $1879332.00        | $1474050.56        | Private Label Collateralized Mortgage Obligations |
| FHLMC STACR 2021-DNA7          B-2    20411125 FLT | 2041-11-25      | 11.4973% | 0.0000% | $27952.00          | $29367.98          | Private Label Collateralized Mortgage Obligations |
| FHLMC REMIC TRUST 2022-HQA1    M-1A   20420325 FLT | 2042-03-25      | 5.7973%  | 0.0000% | $25000000.00       | $2348826.35        | Private Label Collateralized Mortgage Obligations |
| FHLMC STACR REMIC TR 2022-DNA3 B-1    20420425 FLT | 2042-04-25      | 9.3473%  | 0.0000% | $2490289.00        | $2628837.69        | Private Label Collateralized Mortgage Obligations |
| FHLMC STACR REMIC TR 2022-DNA4 M-1B   20420527 FLT | 2042-05-27      | 7.0473%  | 0.0000% | $3000000.00        | $3092205.09        | Private Label Collateralized Mortgage Obligations |
| FHLMC STACR REMIC TR 2023-HQA1 M-1A   20430526 FLT | 2043-05-26      | 5.6973%  | 0.0000% | $99997.00          | $38653.28          | Private Label Collateralized Mortgage Obligations |
| FHLMC STACR REMIC TR 2022-DNA4 B-2    20420527 FLT | 2042-05-27      | 13.9473% | 0.0000% | $150000.00         | $165701.95         | Private Label Collateralized Mortgage Obligations |
| FHLMC STACR REMIC TR 2022-DNA5 M-1B   20420625 FLT | 2042-06-25      | 8.1973%  | 0.0000% | $3000000.00        | $3147191.42        | Private Label Collateralized Mortgage Obligations |
| FHLMC STACR 2019-FTR1          B-2    20480127 FLT | 2048-01-27      | 12.1618% | 0.0000% | $8601140.00        | $10306155.22       | Private Label Collateralized Mortgage Obligations |
| GCAT 2023-NQM4 TRUST           A-1    20670525 FLT | 2067-05-25      | 4.2500%  | 0.0000% | $2315118.00        | $1834941.01        | Private Label Collateralized Mortgage Obligations |
| GS MTG SECS TR 2016-GS4        D      20491115 FLT | 2049-11-15      | 3.2330%  | 0.0000% | $3490000.00        | $3029767.98        | Private Label Collateralized Mortgage Obligations |
| GS MTG SECS TR 2017-GS7        E      20500812 3.0 | 2050-08-12      | 3.0000%  | 0.0000% | $1560826.00        | $1211628.12        | Private Label Collateralized Mortgage Obligations |
| GS MTG SECS TR 2017-GS8        D      20501111 2.7 | 2050-11-11      | 2.7000%  | 0.0000% | $10833.00          | $8724.69           | Private Label Collateralized Mortgage Obligations |
| HARBORVIEW MTG LN TR 2006-12   2A-1A3 20361219 FLT | 2036-12-19      | 4.2698%  | 0.0000% | $20441022.00       | $3395919.01        | Private Label Collateralized Mortgage Obligations |
| HOME EQUITY ASSET TR 2005-3    M-6    20350825 FLT | 2035-08-25      | 4.8521%  | 0.0000% | $2940255.00        | $2167768.83        | Private Label Collateralized Mortgage Obligations |
| HOMES TR 2023-NQM1             A-1    20680125 FLT | 2068-01-25      | 6.1820%  | 0.0000% | $10200000.00       | $6608797.27        | Private Label Collateralized Mortgage Obligations |
| HOMES TR 2024-AFC2             B-1    20591025 FLT | 2059-10-25      | 7.3707%  | 0.0000% | $4900000.00        | $5005940.43        | Private Label Collateralized Mortgage Obligations |
| HUDSON YARDS MTG TR  2019-30HY A      20390712 3.2 | 2039-07-12      | 3.2280%  | 0.0000% | $2330000.00        | $2238324.60        | Private Label Collateralized Mortgage Obligations |
| IMPERIAL FD MTG TR 2022-NQM6   A-1    20671025 FLT | 2067-10-25      | 6.8190%  | 0.0000% | $11331328.00       | $7365046.28        | Private Label Collateralized Mortgage Obligations |
| SYNCHRONY FINANCIAL            SR GLBL NT3.7%26    | 2026-08-04      | 3.7000%  | 0.0000% | $267000.00         | $271239.66         | Corporate Debt Securities                         |
| SYNCHRONY FINANCIAL            SR GLBL NT 31       | 2031-03-06      | 5.4500%  | 0.0000% | $27000.00          | $28112.13          | Corporate Debt Securities                         |
| SYSCO CORP                     SR GLBL NT 35       | 2035-09-21      | 5.3750%  | 0.0000% | $1000.00           | $1050.61           | Corporate Debt Securities                         |
| SYSCO CORP                     SR GLBL NT3.3%26    | 2026-07-15      | 3.3000%  | 0.0000% | $1189000.00        | $1187555.36        | Corporate Debt Securities                         |
| SYSCO CORP                     SR GLBL NT 29       | 2029-01-17      | 5.7500%  | 0.0000% | $2458000.00        | $2573173.00        | Corporate Debt Securities                         |
| SYSCO CORP                     SR GLBL NT5.1%30    | 2030-09-23      | 5.1000%  | 0.0000% | $2000.00           | $2099.22           | Corporate Debt Securities                         |
| T MOBILE USA INC               SR GLBL NT 33       | 2033-07-15      | 5.0500%  | 0.0000% | $2000.00           | $2039.05           | Corporate Debt Securities                         |
| T MOBILE USA INC               SR GLBL NT 29       | 2029-01-15      | 4.8500%  | 0.0000% | $335000.00         | $342588.03         | Corporate Debt Securities                         |
| T MOBILE USA INC               SR GLBL NT4.7%35    | 2035-01-15      | 4.7000%  | 0.0000% | $3000.00           | $2942.84           | Corporate Debt Securities                         |
| T MOBILE USA INC               SR GLBL NT 32       | 2032-05-15      | 5.1250%  | 0.0000% | $2589000.00        | $2689057.30        | Corporate Debt Securities                         |
| TPG OPER GROUP II LP           SR GLBL NT 36       | 2036-01-15      | 5.3750%  | 0.0000% | $5519000.00        | $5512154.14        | Corporate Debt Securities                         |
| TARGET CORP                    SR GLBL NT 27       | 2027-01-15      | 1.9500%  | 0.0000% | $600000.00         | $590899.50         | Corporate Debt Securities                         |
| TARGA RES CORP                 SR GLBL NT 33       | 2033-03-15      | 6.1250%  | 0.0000% | $175000.00         | $191068.28         | Corporate Debt Securities                         |
| TARGA RES CORP                 SR GLBL NT 33       | 2033-03-15      | 6.1250%  | 0.0000% | $442000.00         | $482583.89         | Corporate Debt Securities                         |
| TARGA RES CORP                 SR GLBL NT 52       | 2052-07-01      | 6.2500%  | 0.0000% | $106000.00         | $108254.06         | Corporate Debt Securities                         |
| TELEFONICA EMISONES SA         SR GLBL NT 36       | 2036-06-20      | 7.0450%  | 0.0000% | $50000.00          | $56315.89          | Corporate Debt Securities                         |
| TELUS CORPORATION              SR NT 2.8%27        | 2027-02-16      | 2.8000%  | 0.0000% | $604000.00         | $603369.16         | Corporate Debt Securities                         |
| TEXAS INSTRS INC               SR NT 2.9%27        | 2027-11-03      | 2.9000%  | 0.0000% | $176000.00         | $175306.27         | Corporate Debt Securities                         |
| TEXAS INSTRS INC               SR GLBL NT 48       | 2048-05-15      | 4.1500%  | 0.0000% | $6793000.00        | $5704053.80        | Corporate Debt Securities                         |
| TEXAS INSTRS INC               SR GLBL NT2.7%51    | 2051-09-15      | 2.7000%  | 0.0000% | $1058000.00        | $662450.83         | Corporate Debt Securities                         |
| TEXAS INSTRS INC               SR GLBL NT 63       | 2063-05-18      | 5.0500%  | 0.0000% | $3880000.00        | $3552528.00        | Corporate Debt Securities                         |
| TEXTRON INC                    SR GLBL NT 31       | 2031-03-15      | 2.4500%  | 0.0000% | $3000.00           | $2744.69           | Corporate Debt Securities                         |
| THERMO FISHER SCIENTIFIC INC   SR GLBL NT4.2%31    | 2031-03-01      | 4.2000%  | 0.0000% | $1379000.00        | $1394242.55        | Corporate Debt Securities                         |
| 3M CO                          FR 5.7%031537       | 2037-03-15      | 5.7000%  | 0.0000% | $239000.00         | $257110.23         | Corporate Debt Securities                         |
| 3M CO                          FR 4%091448         | 2048-09-14      | 4.0000%  | 0.0000% | $100000.00         | $80871.11          | Corporate Debt Securities                         |
| 3M CO                          SR GLBL NT 35       | 2035-03-15      | 5.1500%  | 0.0000% | $520000.00         | $541804.90         | Corporate Debt Securities                         |
| TOLEDO HOSPITAL                2018B BD6.015%48    | 2048-11-15      | 6.0150%  | 0.0000% | $3000.00           | $2939.70           | Corporate Debt Securities                         |
| TORONTO DOMINION BK ONT        FR 4.994%040529     | 2029-04-05      | 4.9940%  | 0.0000% | $6000.00           | $6251.48           | Corporate Debt Securities                         |
| ANTARES CLO LTD 2018-1R        B-R    20380420 FLT | 2038-04-20      | 5.3676%  | 0.0000% | $1274269.00        | $1274091.89        | Asset-Backed Securities                           |
| BATTALION CLO 0.01 20JAN39 144A FRN                | 2039-01-20      | 4.9292%  | 0.0000% | $1138224.00        | $1147107.29        | Asset-Backed Securities                           |
| CARVANA AUTO REC TR 2022-N1    B      20281210 2.9 | 2028-12-10      | 2.9500%  | 0.0000% | $2000.00           | $142.48            | Asset-Backed Securities                           |
| CARVANA AUTO REC 2023-N4       A      20280110 6.4 | 2028-01-10      | 6.4200%  | 0.0000% | $56000.00          | $430.01            | Asset-Backed Securities                           |
| FOUNDATION FIN TRUST 2024-1    A      20491215 5.5 | 2049-12-15      | 5.5000%  | 0.0000% | $195000.00         | $120373.35         | Asset-Backed Securities                           |
| DISNEY WALT CO                 SR GLBL NT 46       | 2046-11-15      | 4.7500%  | 0.0000% | $473000.00         | $432618.02         | Corporate Debt Securities                         |
| DISNEY WALT CO                 SR GLBL NT 49       | 2049-09-01      | 2.7500%  | 0.0000% | $51000.00          | $33021.07          | Corporate Debt Securities                         |
| DISNEY WALT CO                 SR GLBL NT3.7%27    | 2027-03-23      | 3.7000%  | 0.0000% | $454000.00         | $459313.06         | Corporate Debt Securities                         |
| CAPITAL ONE FINL CORP          SR GLBL NT 34       | 2034-11-02      | 7.9640%  | 0.0000% | $88000.00          | $104758.50         | Corporate Debt Securities                         |
| DOLLAR GEN CORP                SR GLBL NT3.5%30    | 2030-04-03      | 3.5000%  | 0.0000% | $65000.00          | $63494.28          | Corporate Debt Securities                         |
| DOLLAR GEN CORP                SR GLBL NT 5%32     | 2032-11-01      | 5.0000%  | 0.0000% | $1212000.00        | $1243755.75        | Corporate Debt Securities                         |
| DOLLAR GEN CORP                SR GLBL NT 33       | 2033-07-05      | 5.4500%  | 0.0000% | $2000.00           | $2081.45           | Corporate Debt Securities                         |
| DOMINION RES CAP TR III        JR SB BD 8.4%31     | 2031-01-15      | 8.4000%  | 0.0000% | $4999000.00        | $5123225.15        | Corporate Debt Securities                         |
| DOMINION ENERGY INC            SR GLBL -E NT 33    | 2033-03-15      | 6.3000%  | 0.0000% | $10000.00          | $11072.85          | Corporate Debt Securities                         |
| DOMINION ENERGY INC            SR GLBL -B NT 52    | 2052-08-15      | 4.8500%  | 0.0000% | $300000.00         | $266216.75         | Corporate Debt Securities                         |
| DOMINION ENERGY INC            JR SB GLBL -A 55    | 2055-02-01      | 6.8750%  | 0.0000% | $2479000.00        | $2667562.72        | Corporate Debt Securities                         |
| SOLVENTUM CORP                 SR GLBL NT5.6%34    | 2034-03-23      | 5.6000%  | 0.0000% | $3394000.00        | $3600475.88        | Corporate Debt Securities                         |
| SONOCO PRODS CO                SR GLBL NT4.6%29    | 2029-09-01      | 4.6000%  | 0.0000% | $34000.00          | $34917.96          | Corporate Debt Securities                         |
| DOMINION ENERGY SOUTH CAROLINA 1M GLBL BD 41       | 2041-02-01      | 5.4500%  | 0.0000% | $18000.00          | $18659.85          | Corporate Debt Securities                         |
| SOUTHERN CALIF EDISON CO       SR GLBL NT 29       | 2029-04-01      | 6.6500%  | 0.0000% | $1500000.00        | $1608152.92        | Corporate Debt Securities                         |
| SOUTHERN CALIF EDISON CO       1M GLBL 2022E 52    | 2052-06-01      | 5.4500%  | 0.0000% | $58000.00          | $53359.53          | Corporate Debt Securities                         |
| SOUTHERN CALIF GAS CO          1M GLBL AAA BD53    | 2053-06-01      | 5.7500%  | 0.0000% | $98000.00          | $98903.91          | Corporate Debt Securities                         |
| SOUTHERN CO                    JR SB GLBL 27       | 2027-08-01      | 5.1130%  | 0.0000% | $159000.00         | $163472.75         | Corporate Debt Securities                         |
| SOUTHERN CO                    JR SB GLBL 27       | 2027-08-01      | 5.1130%  | 0.0000% | $403000.00         | $414336.58         | Corporate Debt Securities                         |
| SOUTHERN CO                    JR SB GLBL 51       | 2051-09-15      | 3.7500%  | 0.0000% | $5641000.00        | $5668880.64        | Corporate Debt Securities                         |
| SOUTHERN PWR CO                SR GLBL 2025B 35    | 2035-10-01      | 4.9000%  | 0.0000% | $86000.00          | $86199.57          | Corporate Debt Securities                         |
| SOUTHWESTERN ELEC PWR CO       SR -J NT 3.9%45     | 2045-04-01      | 3.9000%  | 0.0000% | $61000.00          | $48134.59          | Corporate Debt Securities                         |
| SOUTHWESTERN ELEC PWR CO       SR GLBL -M NT 28    | 2028-09-15      | 4.1000%  | 0.0000% | $520000.00         | $527844.20         | Corporate Debt Securities                         |
| EXPAND ENERGY CORPORATION      SR GLBL NT 32       | 2032-02-01      | 4.7500%  | 0.0000% | $243000.00         | $246105.07         | Corporate Debt Securities                         |
| SPIRE INC                      JR SB GLBL -A 56    | 2056-06-01      | 6.2500%  | 0.0000% | $15000000.00       | $15114575.00       | Corporate Debt Securities                         |
| SPIRE INC                      JR SB GLBL -B 56    | 2056-06-01      | 6.4500%  | 0.0000% | $7437000.00        | $7610765.50        | Corporate Debt Securities                         |
| SPIRE MISSOURI INC             1M GLBL 1ST BD51    | 2051-06-01      | 3.3000%  | 0.0000% | $650000.00         | $443643.42         | Corporate Debt Securities                         |
| ZOETIS INC                     SR GLBL NT 5%35     | 2035-08-17      | 5.0000%  | 0.0000% | $50000.00          | $51564.50          | Corporate Debt Securities                         |
| ALIMENTATION COUCHE-TARD INC   SR GLBL REGS 30     | 2030-01-25      | 2.9500%  | 0.0000% | $128000.00         | $121605.08         | Corporate Debt Securities                         |
| BANK NOVA SCOTIA B C           EXTND SR GLBL 27    | 2027-10-13      | 1.1880%  | 0.0000% | $500000.00         | $492855.50         | Corporate Debt Securities                         |
| ROYAL BK CDA                   GLBL CVRD BD 26     | 2026-12-14      | 4.8510%  | 0.0000% | $230000.00         | $233566.95         | Corporate Debt Securities                         |
| BPCE                           FR 4.76%011332      | 2032-01-13      | 4.7600%  | 0.0000% | $500000.00         | $500883.89         | Corporate Debt Securities                         |
| AIRCASTLE LTD                  SR GLBL REGS 28     | 2028-01-26      | 2.8500%  | 0.0000% | $144000.00         | $140069.76         | Corporate Debt Securities                         |
| ANGLO AMERICAN CAPITAL PLC     SR GLBL REGS 52     | 2052-03-16      | 4.7500%  | 0.0000% | $800000.00         | $695312.44         | Corporate Debt Securities                         |
| AVOLON HLDGS FDG LTD           SR GLBL REGS 26     | 2026-05-01      | 4.3750%  | 0.0000% | $3000.00           | $3033.23           | Corporate Debt Securities                         |
| AVOLON HLDGS FDG LTD           SR REGS NT 26       | 2026-04-15      | 4.2500%  | 0.0000% | $250000.00         | $253106.46         | Corporate Debt Securities                         |
| AVOLON HLDGS FDG LTD           SR REGS NT 26       | 2026-04-15      | 4.2500%  | 0.0000% | $400000.00         | $404970.33         | Corporate Debt Securities                         |
| AVOLON HLDGS FDG LTD           SR GLBL REGS 28     | 2028-01-15      | 4.9500%  | 0.0000% | $65000.00          | $65907.56          | Corporate Debt Securities                         |
| BACARDI LTD                    SR REGS NT 26       | 2026-07-15      | 2.7500%  | 0.0000% | $100000.00         | $99423.58          | Corporate Debt Securities                         |
| IMPERIAL TOB FIN PLC           SR REGS NT 27       | 2027-07-27      | 6.1250%  | 0.0000% | $210000.00         | $215947.29         | Corporate Debt Securities                         |
| MEITUAN                        SR GLBL REGS 35     | 2035-11-05      | 5.1250%  | 0.0000% | $545000.00         | $546559.08         | Corporate Debt Securities                         |
| UBS GROUP AG                   ALT TIER I PERP     | 2500-12-31      | 4.3750%  | 0.0000% | $1000000.00        | $933799.72         | Corporate Debt Securities                         |
| UBS GROUP AG                   FR 2.095%021132     | 2032-02-11      | 2.0950%  | 0.0000% | $2700000.00        | $2423857.12        | Corporate Debt Securities                         |
| UBS GROUP AG                   ALT TIER I PERP     | 2500-12-31      | 9.2500%  | 0.0000% | $2000000.00        | $2225109.44        | Corporate Debt Securities                         |
| UBS GROUP AG                   ALT TIER I PERP     | 2500-12-31      | 9.2500%  | 0.0000% | $10000000.00       | $11125547.22       | Corporate Debt Securities                         |
| UBS GROUP AG                   ALT TIER I PERP     | 2500-12-31      | 6.6000%  | 0.0000% | $299000.00         | $312037.40         | Corporate Debt Securities                         |
| UBS GROUP AG                   ALT TIER I PERP     | 2500-12-31      | 6.6000%  | 0.0000% | $6601000.00        | $6888825.60        | Corporate Debt Securities                         |
| UBS GROUP AG                   SR GLBL REGS 47     | 2047-05-06      | 5.5280%  | 0.0000% | $876000.00         | $881561.43         | Corporate Debt Securities                         |
| JAPAN TOBACCO INC              FR 5.25%061530      | 2030-06-15      | 5.2500%  | 0.0000% | $2000000.00        | $2081745.00        | Corporate Debt Securities                         |
| RAIZEN FUELS FINANCE SA        GLBL REGS NT 34     | 2034-03-05      | 6.4500%  | 0.0000% | $1721000.00        | $1459372.15        | Corporate Debt Securities                         |
| RAIZEN FUELS FINANCE SA        GLBL REGS NT 54     | 2054-03-05      | 6.9500%  | 0.0000% | $900000.00         | $702407.75         | Corporate Debt Securities                         |
| RAIZEN FUELS FINANCE SA        SR GLBL REGS 35     | 2035-01-17      | 5.7000%  | 0.0000% | $860000.00         | $667195.17         | Corporate Debt Securities                         |
| PROSUS N V                     FR 3.832%020851     | 2051-02-08      | 3.8320%  | 0.0000% | $7875000.00        | $5430430.25        | Corporate Debt Securities                         |
| ALPEK SA DE CV                 SR GLBL REGS 29     | 2029-09-18      | 4.2500%  | 0.0000% | $1353000.00        | $1285286.86        | Corporate Debt Securities                         |
| ALPEK SA DE CV                 SR GLBL REGS 31     | 2031-02-25      | 3.2500%  | 0.0000% | $200000.00         | $173658.61         | Corporate Debt Securities                         |
| CELULOSA ARAUCO Y CONSTITUCION SR GLBL REGS 30     | 2030-01-29      | 4.2000%  | 0.0000% | $328000.00         | $313848.99         | Corporate Debt Securities                         |
| CELULOSA ARAUCO Y CONSTITUCION SR GLBL REGS 30     | 2030-01-29      | 4.2000%  | 0.0000% | $2079000.00        | $1989305.01        | Corporate Debt Securities                         |
| COMISION FEDERAL DE ELECTRICID SR GLBL REGS 31     | 2031-02-09      | 3.3480%  | 0.0000% | $990000.00         | $914960.97         | Corporate Debt Securities                         |
| COMISION FEDERAL DE ELECTRICID SR GLBL REGS 51     | 2051-02-09      | 4.6770%  | 0.0000% | $200000.00         | $152999.15         | Corporate Debt Securities                         |
| COMISION FEDERAL DE ELECTRICID SR REGS NT5.7%30    | 2030-01-24      | 5.7000%  | 0.0000% | $200000.00         | $203898.00         | Corporate Debt Securities                         |
| COMPANIA CERVECERIAS UNIDAS S  SR REGS NT 32       | 2032-01-19      | 3.3500%  | 0.0000% | $350000.00         | $317860.76         | Corporate Debt Securities                         |
| CORPORACION NACIONAL DEL COBRE GLBL REGS NT 35     | 2035-01-13      | 6.3300%  | 0.0000% | $299000.00         | $318581.26         | Corporate Debt Securities                         |
| VESTA REAL ESTATE CORP         SR REGS NT5.5%33    | 2033-01-30      | 5.5000%  | 0.0000% | $400000.00         | $398400.00         | Corporate Debt Securities                         |
| EMPRESA FERROCARRILES ESTADO   GLBL REGS NT 50     | 2050-08-18      | 3.0680%  | 0.0000% | $617000.00         | $402065.58         | Corporate Debt Securities                         |
| INFRAESTRUCTURA ENERGETICA     SR GLBL REGS 48     | 2048-01-14      | 4.8750%  | 0.0000% | $200000.00         | $157031.33         | Corporate Debt Securities                         |
| INFRAESTRUCTURA ENERGETICA     SR GLBL REGS 48     | 2048-01-14      | 4.8750%  | 0.0000% | $1066000.00        | $836977.01         | Corporate Debt Securities                         |
| INFRAESTRUCTURA ENERGETICA     SR GLBL REGS 51     | 2051-01-15      | 4.7500%  | 0.0000% | $800000.00         | $603343.33         | Corporate Debt Securities                         |
| INVERSIONES CMPC S A           SR GLBL REGS 30     | 2030-01-13      | 3.8500%  | 0.0000% | $1200000.00        | $1143573.67        | Corporate Debt Securities                         |
| MACQUARIE BK LTD               LW TIER II GLBL     | 2030-06-03      | 3.6240%  | 0.0000% | $650000.00         | $625155.70         | Corporate Debt Securities                         |
| MACQUARIE BK LTD               FR 3.052%030336     | 2036-03-03      | 3.0520%  | 0.0000% | $430000.00         | $397419.90         | Corporate Debt Securities                         |
| TRANSURBAN FIN CO PTY LTD      SR SEC GLBL 31      | 2031-03-16      | 2.4500%  | 0.0000% | $1383000.00        | $1270104.94        | Corporate Debt Securities                         |
| AT&T INC                       GLBL REGS NT 53     | 2053-09-15      | 3.5000%  | 0.0000% | $35000.00          | $23883.12          | Corporate Debt Securities                         |
| AT&T INC                       GLBL REGS NT 33     | 2033-12-01      | 2.5500%  | 0.0000% | $350000.00         | $299792.21         | Corporate Debt Securities                         |
| BAYER US FIN LLC               SR REGS NT 26       | 2026-11-21      | 6.1250%  | 0.0000% | $611000.00         | $626286.97         | Corporate Debt Securities                         |
| BAYER US FIN II LLC            SR GLBL REGS 35     | 2035-07-30      | 5.5000%  | 0.0000% | $1000.00           | $1016.78           | Corporate Debt Securities                         |
| BROOKLYN UNION GAS CO          SR REGS NT 54       | 2054-07-18      | 6.4150%  | 0.0000% | $200000.00         | $208927.67         | Corporate Debt Securities                         |
| ENERGY TRANSFER L P            SR GLBL REGS 27     | 2027-05-01      | 5.6250%  | 0.0000% | $34000.00          | $34432.69          | Corporate Debt Securities                         |
| COX COMMUNICATIONS INC NEW     SR GLBL REGS 27     | 2027-08-15      | 3.5000%  | 0.0000% | $450000.00         | $452264.25         | Corporate Debt Securities                         |
| GLENCORE FDG LLC               GLBL REGS NT 29     | 2029-03-12      | 4.8750%  | 0.0000% | $93000.00          | $96399.85          | Corporate Debt Securities                         |
| INTERNATIONAL FLAVORS&FRAGRANC SR GLBL REGS 27     | 2027-10-15      | 1.8320%  | 0.0000% | $68000.00          | $65731.75          | Corporate Debt Securities                         |
| NETFLIX INC.                   SR GLBL REGS 30     | 2030-06-15      | 4.8750%  | 0.0000% | $55000.00          | $56592.46          | Corporate Debt Securities                         |
| PSEG POWER LLC                 SR REGS NT 35       | 2035-05-15      | 5.7500%  | 0.0000% | $91000.00          | $95300.58          | Corporate Debt Securities                         |
| SHELL FIN US INC               SR REGS NT5.5%40    | 2040-03-25      | 5.5000%  | 0.0000% | $8250000.00        | $8587814.58        | Corporate Debt Securities                         |
| SOLVAY FIN AMER LLC            SR GLBL REGS 34     | 2034-06-04      | 5.8500%  | 0.0000% | $200000.00         | $211516.00         | Corporate Debt Securities                         |
| UNITED AIR LINES INC           SR SEC GLBL 26      | 2026-04-15      | 4.3750%  | 0.0000% | $45000.00          | $45550.82          | Corporate Debt Securities                         |
| WEA FIN LLC                    SR GLBL REGS 27     | 2027-01-15      | 2.8750%  | 0.0000% | $301000.00         | $297297.07         | Corporate Debt Securities                         |
| NORDEA BK ABP MED TERM NTS     FR 6.3%             | 2500-12-31      | 6.3000%  | 0.0000% | $300000.00         | $313258.50         | Corporate Debt Securities                         |
| PETRONAS CAPITAL LTD           FR 4.5%031845       | 2045-03-18      | 4.5000%  | 0.0000% | $364000.00         | $329194.32         | Corporate Debt Securities                         |
| HYUNDAI CAP AMER               FR 4.25%091828      | 2028-09-18      | 4.2500%  | 0.0000% | $500000.00         | $508076.67         | Corporate Debt Securities                         |
| HYUNDAI CAP AMER               FR 4.8%011033       | 2033-01-10      | 4.8000%  | 0.0000% | $797000.00         | $796588.22         | Corporate Debt Securities                         |
| HYUNDAI CAP AMER               SR REGS NT 3%27     | 2027-02-10      | 3.0000%  | 0.0000% | $221000.00         | $221839.06         | Corporate Debt Securities                         |
| HYUNDAI CAP AMER               FR 5.8%040130       | 2030-04-01      | 5.8000%  | 0.0000% | $350000.00         | $373426.28         | Corporate Debt Securities                         |
| HYUNDAI CAP AMER               FR 5.4%010831       | 2031-01-08      | 5.4000%  | 0.0000% | $38000.00          | $39527.98          | Corporate Debt Securities                         |
| HYUNDAI CAP AMER               FR 5.15%032730      | 2030-03-27      | 5.1500%  | 0.0000% | $2000.00           | $2086.71           | Corporate Debt Securities                         |
| IDEX CORP                      SR GLBL NT 31       | 2031-06-15      | 2.6250%  | 0.0000% | $50000.00          | $45766.06          | Corporate Debt Securities                         |
| IMPERIAL TOB FIN PLC           FR 5.875%070134     | 2034-07-01      | 5.8750%  | 0.0000% | $200000.00         | $210138.53         | Corporate Debt Securities                         |
| IMPERIAL TOB FIN PLC           FR 5.875%070134     | 2034-07-01      | 5.8750%  | 0.0000% | $280000.00         | $294193.94         | Corporate Debt Securities                         |
| IMPERIAL TOB FIN PLC           FR 5.875%070134     | 2034-07-01      | 5.8750%  | 0.0000% | $7023000.00        | $7379014.40        | Corporate Debt Securities                         |
| IMPERIAL TOB FIN PLC           SR GLBL 144A 55     | 2055-07-01      | 6.3750%  | 0.0000% | $200000.00         | $207663.08         | Corporate Debt Securities                         |
| INTEL CORP                     SR NT 4.25%42       | 2042-12-15      | 4.2500%  | 0.0000% | $382000.00         | $316743.90         | Corporate Debt Securities                         |
| INTEL CORP                     SR GLBL NT4.9%45    | 2045-07-29      | 4.9000%  | 0.0000% | $13000.00          | $11384.05          | Corporate Debt Securities                         |
| INTEL CORP                     SR GLBL NT 47       | 2047-12-08      | 3.7340%  | 0.0000% | $735000.00         | $535288.41         | Corporate Debt Securities                         |
| INTEL CORP                     SR GLBL NT 49       | 2049-11-15      | 3.2500%  | 0.0000% | $13985000.00       | $9223398.85        | Corporate Debt Securities                         |
| INTEL CORP                     SR GLBL NT4.9%52    | 2052-08-05      | 4.9000%  | 0.0000% | $511000.00         | $443930.97         | Corporate Debt Securities                         |
| INTEL CORP                     SR GLBL NT5.7%53    | 2053-02-10      | 5.7000%  | 0.0000% | $2431000.00        | $2370897.58        | Corporate Debt Securities                         |
| INTEL CORP                     SR GLBL NT5.9%63    | 2063-02-10      | 5.9000%  | 0.0000% | $38000.00          | $37471.46          | Corporate Debt Securities                         |
| INTERNATIONAL BUSINESS MACHS   GLBL NT 1.7%27      | 2027-05-15      | 1.7000%  | 0.0000% | $515000.00         | $502985.91         | Corporate Debt Securities                         |
| IQVIA INC                      SR SEC GLBL NT29    | 2029-02-01      | 6.2500%  | 0.0000% | $24000.00          | $25982.07          | Corporate Debt Securities                         |
| JBS NV / JBS USA FOOD CO       SR GLBL LKD NT32    | 2032-05-15      | 3.0000%  | 0.0000% | $91000.00          | $82805.45          | Corporate Debt Securities                         |
| JBS NV / JBS USA FOOD CO       SR GLBL LKD NT32    | 2032-05-15      | 3.0000%  | 0.0000% | $95000.00          | $86445.25          | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO            SR NT 6.4%38        | 2038-05-15      | 6.4000%  | 0.0000% | $231000.00         | $263063.57         | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO            SUB NT 4.95%45      | 2045-06-01      | 4.9500%  | 0.0000% | $99000.00          | $93853.24          | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO            SR GLBL NT 29       | 2029-01-23      | 3.5090%  | 0.0000% | $4785000.00        | $4740893.33        | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO            SR GLBL NT 41       | 2041-04-22      | 3.1090%  | 0.0000% | $125000.00         | $98787.92          | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO            SUB GLBL NT 31      | 2031-05-13      | 2.9560%  | 0.0000% | $243000.00         | $230661.08         | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO            SR GLBL NT 32       | 2032-02-04      | 1.9530%  | 0.0000% | $5490000.00        | $4943624.22        | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO            SR GLBL NT 42       | 2042-04-22      | 3.1570%  | 0.0000% | $540000.00         | $422946.39         | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO            SR GLBL NT 27       | 2027-09-22      | 1.4700%  | 0.0000% | $5681000.00        | $5619739.88        | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO            SR GLBL NT 33       | 2033-01-25      | 2.9630%  | 0.0000% | $4285000.00        | $3931494.05        | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO            SR GLBL NT 28       | 2028-07-25      | 4.8510%  | 0.0000% | $34000.00          | $34438.39          | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO            SUB GLBL NT 33      | 2033-09-14      | 5.7170%  | 0.0000% | $61000.00          | $65574.24          | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO            SR GLBL NT 35       | 2035-01-23      | 5.3360%  | 0.0000% | $16799000.00       | $17357021.72       | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO            SR GLBL NT 30       | 2030-04-22      | 5.5810%  | 0.0000% | $188000.00         | $198581.15         | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO            SR GLBL NT 36       | 2036-01-24      | 5.5020%  | 0.0000% | $5000.00           | $5217.73           | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO            SR GLBL NT 36       | 2036-01-24      | 5.5020%  | 0.0000% | $126000.00         | $131486.92         | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO            SR GLBL NT 31       | 2031-04-22      | 5.1030%  | 0.0000% | $83000.00          | $86723.50          | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO            SR GLBL NT 31       | 2031-04-22      | 5.1030%  | 0.0000% | $86000.00          | $89858.09          | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO            SUB NT 5.576%36     | 2036-07-23      | 5.5760%  | 0.0000% | $4098000.00        | $4223784.92        | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO            SR GLBL NT 32       | 2032-01-22      | 4.3470%  | 0.0000% | $3400000.00        | $3395396.40        | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO            SR GLBL FL NT 32    | 2032-01-22      | 4.4969%  | 0.0000% | $5000000.00        | $5011887.39        | Corporate Debt Securities                         |
| JABIL INC                      SR GLBL NT 33       | 2033-02-01      | 4.7500%  | 0.0000% | $100000.00         | $98747.36          | Corporate Debt Securities                         |
| JACKSON FINANCIAL INC          SR GLBL NT 4%51     | 2051-11-23      | 4.0000%  | 0.0000% | $200000.00         | $143464.89         | Corporate Debt Securities                         |
| JEFFERIES FINANCIAL GROUP INC  SR DEB 6.45%27      | 2027-06-08      | 6.4500%  | 0.0000% | $18000.00          | $18726.60          | Corporate Debt Securities                         |
| JEFFERIES FINANCIAL GROUP INC  SR GLBL NT 32       | 2032-10-15      | 2.7500%  | 0.0000% | $527000.00         | $464582.56         | Corporate Debt Securities                         |
| JEFFERIES FINANCIAL GROUP INC  SR GLBL NT6.2%34    | 2034-04-14      | 6.2000%  | 0.0000% | $1000.00           | $1072.24           | Corporate Debt Securities                         |
| JEFFERIES FINANCIAL GROUP INC  SR GLBL NT5.5%36    | 2036-02-15      | 5.5000%  | 0.0000% | $2045000.00        | $2031153.08        | Corporate Debt Securities                         |
| JEFFERIES FINANCIAL GROUP INC  SR GLBL NT5.5%36    | 2036-02-15      | 5.5000%  | 0.0000% | $8804000.00        | $8744387.14        | Corporate Debt Securities                         |
| JERSEY CENT PWR & LT CO        SR GLBL 144A 36     | 2036-01-15      | 5.1500%  | 0.0000% | $707000.00         | $718754.46         | Corporate Debt Securities                         |
| JOHNSON & JOHNSON              SR NT 3.55%36       | 2036-03-01      | 3.5500%  | 0.0000% | $1655000.00        | $1543904.91        | Corporate Debt Securities                         |
| JOHNSON & JOHNSON              SR GLBL NT 5%35     | 2035-03-01      | 5.0000%  | 0.0000% | $98000.00          | $103845.16         | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO            SR NT 5.4%42        | 2042-01-06      | 5.4000%  | 0.0000% | $1846000.00        | $1880335.60        | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO            PERP JR SB OO NT    | 2500-12-31      | 6.5000%  | 0.0000% | $16259000.00       | $17006037.82       | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO            ALT TIER I PERP     | 2079-12-31      | 3.6500%  | 0.0000% | $3000.00           | $3004.60           | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO            SUB GLBL NT 26      | 2026-12-15      | 4.1250%  | 0.0000% | $10098000.00       | $10169354.99       | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO            SUB GLBL NT 26      | 2026-12-15      | 4.1250%  | 0.0000% | $140000.00         | $140989.27         | Corporate Debt Securities                         |
| JUNIPER NETWORKS               SR NT 5.95%41       | 2041-03-15      | 5.9500%  | 0.0000% | $15000.00          | $15423.34          | Corporate Debt Securities                         |
| KKR GROUP FINANCE COMP III LLC SR GLBL 144A 44     | 2044-06-01      | 5.1250%  | 0.0000% | $374000.00         | $350908.98         | Corporate Debt Securities                         |
| KELLANOVA                      SR GLBL NT2.1%30    | 2030-06-01      | 2.1000%  | 0.0000% | $821000.00         | $755140.75         | Corporate Debt Securities                         |
| KENVUE INC                     SR GLBL NT 26       | 2026-03-22      | 5.3500%  | 0.0000% | $100000.00         | $101976.22         | Corporate Debt Securities                         |
| KEURIG DR PEPPER INC           GLBL NT 3.8%50      | 2050-05-01      | 3.8000%  | 0.0000% | $50000.00          | $36986.22          | Corporate Debt Securities                         |
| KEURIG DR PEPPER INC           SR GLBL NT 51       | 2051-03-15      | 3.3500%  | 0.0000% | $5000.00           | $3436.31           | Corporate Debt Securities                         |
| KEYCORP                        FR 4.1%043028       | 2028-04-30      | 4.1000%  | 0.0000% | $1000.00           | $1011.14           | Corporate Debt Securities                         |
| KEYCORP                        FR 5.121%040431     | 2031-04-04      | 5.1210%  | 0.0000% | $47000.00          | $48917.65          | Corporate Debt Securities                         |
| KEYSPAN CORP                   SR GLBL NT 35       | 2035-04-01      | 5.8030%  | 0.0000% | $1000.00           | $1067.10           | Corporate Debt Securities                         |
| KEYSIGHT TECHNOLOGIES INC      SR GLBL NT 3%29     | 2029-10-30      | 3.0000%  | 0.0000% | $45000.00          | $43456.05          | Corporate Debt Securities                         |
| KILROY RLTY L P                SR GLBL NT 29       | 2029-08-15      | 4.2500%  | 0.0000% | $10000.00          | $10019.59          | Corporate Debt Securities                         |
| KILROY RLTY L P                SR GLBL NT 29       | 2029-08-15      | 4.2500%  | 0.0000% | $270000.00         | $270528.98         | Corporate Debt Securities                         |
| KIMBERLY-CLARK CORP            NT 6.625%37         | 2037-08-01      | 6.6250%  | 0.0000% | $271000.00         | $320761.28         | Corporate Debt Securities                         |
| KINDER MORGAN ENERGY PARTNERS  SR GLBL NT 5%43     | 2043-03-01      | 5.0000%  | 0.0000% | $185000.00         | $173819.42         | Corporate Debt Securities                         |
| KINDER MORGAN ENERGY PARTNERS  SR GLBL NT5.4%44    | 2044-09-01      | 5.4000%  | 0.0000% | $425000.00         | $416852.75         | Corporate Debt Securities                         |
| KINDER MORGAN INC DEL          SR GLBL NT 45       | 2045-06-01      | 5.5500%  | 0.0000% | $5000.00           | $4908.43           | Corporate Debt Securities                         |
| KINDER MORGAN INC DEL          SR GLBL NT5.2%48    | 2048-03-01      | 5.2000%  | 0.0000% | $100000.00         | $94375.22          | Corporate Debt Securities                         |
| KINDER MORGAN INC DEL          SR GLBL NT 2%31     | 2031-02-15      | 2.0000%  | 0.0000% | $4000.00           | $3625.39           | Corporate Debt Securities                         |
| KINDER MORGAN INC DEL          SR GLBL NT5.1%29    | 2029-08-01      | 5.1000%  | 0.0000% | $16000.00          | $16881.57          | Corporate Debt Securities                         |
| KRAFT HEINZ FOODS CO           SR GLBL NT6.5%40    | 2040-02-09      | 6.5000%  | 0.0000% | $2000.00           | $2213.73           | Corporate Debt Securities                         |
| KRAFT HEINZ FOODS CO           SR GLBL NT 39       | 2039-01-26      | 6.8750%  | 0.0000% | $203000.00         | $227383.12         | Corporate Debt Securities                         |
| KROGER CO                      SR GLBL NT 26       | 2026-10-15      | 2.6500%  | 0.0000% | $26264000.00       | $26231148.11       | Corporate Debt Securities                         |
| A&D MORTGAGE TRUST 2024-NQM3   A-1    20690725 FLT | 2069-07-25      | 6.4510%  | 0.0000% | $1982041.00        | $1478022.64        | Private Label Collateralized Mortgage Obligations |
| A&D MTG TR 2023-NQM3           B-2    20680725 FLT | 2068-07-25      | 8.0654%  | 0.0000% | $2435894.00        | $2463490.60        | Private Label Collateralized Mortgage Obligations |
| CWALT INC 2006-OA11            A-1C   20460925 FLT | 2046-09-25      | 4.2871%  | 0.0000% | $8435000.00        | $5974232.36        | Private Label Collateralized Mortgage Obligations |
| AMERICAN HOME MTG 2004-4       M-1    20450225 FLT | 2045-02-25      | 4.6121%  | 0.0000% | $12450000.00       | $5387572.17        | Private Label Collateralized Mortgage Obligations |
| ATRIUM HOTEL PRTF TR 2024-ATRM A      20391012 FLT | 2039-10-12      | 5.5895%  | 0.0000% | $3065000.00        | $3144710.46        | Private Label Collateralized Mortgage Obligations |
| BB-UBS TRUST 2012-TFT          C      20300607 FLT | 2030-06-07      | 3.5593%  | 0.0000% | $6304000.00        | $4367771.86        | Private Label Collateralized Mortgage Obligations |
| BBCMS MTG TR 2019-BWAY         A      20341115 FLT | 2034-11-15      | 4.7505%  | 0.0000% | $72898000.00       | $44116000.67       | Private Label Collateralized Mortgage Obligations |
| BBCMS TRUST 2021-AGW           G      20360616 FLT | 2036-06-16      | 8.5945%  | 0.0000% | $1290000.00        | $1120363.00        | Private Label Collateralized Mortgage Obligations |
| BBCMS MTG TR 2018-TALL         C      20370316 FLT | 2037-03-16      | 4.9990%  | 0.0000% | $8376000.00        | $7597726.54        | Private Label Collateralized Mortgage Obligations |
| BBCMS MTG TR 2018-TALL         D      20370316 FLT | 2037-03-16      | 5.3265%  | 0.0000% | $5383000.00        | $4802816.92        | Private Label Collateralized Mortgage Obligations |
| BBCMS TRUST 2018-CBM           E      20370715 FLT | 2037-07-15      | 7.5280%  | 0.0000% | $630000.00         | $461664.42         | Private Label Collateralized Mortgage Obligations |
| BX COML MTG TR 2021-VIV5       A      20440311 2.8 | 2044-03-11      | 2.8430%  | 0.0000% | $175000.00         | $163429.03         | Private Label Collateralized Mortgage Obligations |
| BXP TRUST 2017-CC              E      20370813 FLT | 2037-08-13      | 3.5515%  | 0.0000% | $960000.00         | $770538.17         | Private Label Collateralized Mortgage Obligations |
| BXHPP 2021-FILM                A      20360815 FLT | 2036-08-15      | 4.4445%  | 0.0000% | $9718000.00        | $9378094.32        | Private Label Collateralized Mortgage Obligations |
| BANK5 2023-5YR4                A-3    20561215 6.5 | 2056-12-15      | 6.5000%  | 0.0000% | $2880000.00        | $2634046.92        | Private Label Collateralized Mortgage Obligations |
| SPIRIT AEROSYSTEMS INC         SR GLBL NT4.6%28    | 2028-06-15      | 4.6000%  | 0.0000% | $3398000.00        | $3438096.40        | Corporate Debt Securities                         |
| STANDARD CHARTERED PLC         SR GLBL 144A 36     | 2036-08-12      | 5.4000%  | 0.0000% | $2143000.00        | $2232577.40        | Corporate Debt Securities                         |
| STANLEY BLACK & DECKER INC     SR GLBL NT2.3%30    | 2030-03-15      | 2.3000%  | 0.0000% | $849000.00         | $788343.19         | Corporate Debt Securities                         |
| STANLEY BLACK & DECKER INC     SR GLBL NT2.3%30    | 2030-03-15      | 2.3000%  | 0.0000% | $1024000.00        | $950840.32         | Corporate Debt Securities                         |
| STANLEY BLACK & DECKER INC     SR GLBL NT 50       | 2050-11-15      | 2.7500%  | 0.0000% | $25000.00          | $15144.23          | Corporate Debt Securities                         |
| STARBUCKS CORP                 SR GLBL NT 30       | 2030-03-12      | 2.2500%  | 0.0000% | $554000.00         | $516790.59         | Corporate Debt Securities                         |
| STARBUCKS CORP                 SR GLBL NT 3%32     | 2032-02-14      | 3.0000%  | 0.0000% | $2904000.00        | $2721609.44        | Corporate Debt Securities                         |
| STATE STR CORP                 SR GLBL NT 33       | 2033-05-13      | 4.4210%  | 0.0000% | $2644000.00        | $2657949.82        | Corporate Debt Securities                         |
| STATE STR CORP                 GLBL NT 4.993%27    | 2027-03-18      | 4.9930%  | 0.0000% | $3180000.00        | $3276887.18        | Corporate Debt Securities                         |
| STATE STR CORP                 SR GLBL FL NT 28    | 2028-04-24      | 4.6070%  | 0.0000% | $3590000.00        | $3614331.75        | Corporate Debt Securities                         |
| SUMITOMO MITSUI FIN GRP INC    SR GLBL NT 37       | 2037-01-15      | 5.0460%  | 0.0000% | $4100000.00        | $4108948.25        | Corporate Debt Securities                         |
| SUMITOMO MITSUI FIN GRP INC    SR GLBL NT 47       | 2047-01-15      | 5.5700%  | 0.0000% | $294000.00         | $295558.44         | Corporate Debt Securities                         |
| SUMITOMO MITSUI TR BK LTD      FR 5.2%030727       | 2027-03-07      | 5.2000%  | 0.0000% | $600000.00         | $620769.33         | Corporate Debt Securities                         |
| SUZANO NETH BV                 SR GLBL NT5.5%36    | 2036-01-15      | 5.5000%  | 0.0000% | $93000.00          | $92859.73          | Corporate Debt Securities                         |
| SUZANO NETH BV                 SR GLBL NT5.5%36    | 2036-01-15      | 5.5000%  | 0.0000% | $1590000.00        | $1587601.75        | Corporate Debt Securities                         |
| SUZANO NETH BV                 SR GLBL NT5.5%36    | 2036-01-15      | 5.5000%  | 0.0000% | $3220000.00        | $3215143.17        | Corporate Debt Securities                         |
| SYNOVUS BK COLUMBUS GA         LW TIER II 36       | 2036-01-15      | 5.9570%  | 0.0000% | $4280000.00        | $4347919.68        | Corporate Debt Securities                         |
| CSX CORP                       SR GLBL NT2.6%26    | 2026-11-01      | 2.6000%  | 0.0000% | $725000.00         | $723439.64         | Corporate Debt Securities                         |
| CSX CORP                       SR GLBL NT 68       | 2068-03-01      | 4.6500%  | 0.0000% | $1787000.00        | $1510382.82        | Corporate Debt Securities                         |
| CSX CORP                       SR GLBL NT2.4%30    | 2030-02-15      | 2.4000%  | 0.0000% | $28000.00          | $26505.08          | Corporate Debt Securities                         |
| CSL FIN PLC                    SR 144A NT 32       | 2032-04-27      | 4.2500%  | 0.0000% | $460000.00         | $456480.62         | Corporate Debt Securities                         |
| CSL FIN PLC                    SR 144A NT 42       | 2042-04-27      | 4.6250%  | 0.0000% | $40000.00          | $36672.72          | Corporate Debt Securities                         |
| CSL FIN PLC                    SR 144A NT 62       | 2062-04-27      | 4.9500%  | 0.0000% | $400000.00         | $353091.00         | Corporate Debt Securities                         |
| CVS HEALTH CORP                SR GLBL NT 45       | 2045-07-20      | 5.1250%  | 0.0000% | $3967000.00        | $3573805.29        | Corporate Debt Securities                         |
| CVS HEALTH CORP                4.78%38             | 2038-03-25      | 4.7800%  | 0.0000% | $10000.00          | $9556.87           | Corporate Debt Securities                         |
| CVS HEALTH CORP                SR GLBL NT 29       | 2029-08-15      | 3.2500%  | 0.0000% | $23000.00          | $22510.00          | Corporate Debt Securities                         |
| CVS HEALTH CORP                SR GLBL NT1.3%27    | 2027-08-21      | 1.3000%  | 0.0000% | $26235000.00       | $25294256.63       | Corporate Debt Securities                         |
| CVS HEALTH CORP                SR GLBL NT5.3%33    | 2033-06-01      | 5.3000%  | 0.0000% | $634000.00         | $655990.99         | Corporate Debt Securities                         |
| CVS HEALTH CORP                SR GLBL NT 6%63     | 2063-06-01      | 6.0000%  | 0.0000% | $2086000.00        | $2030498.49        | Corporate Debt Securities                         |
| CVS HEALTH CORP                SR GLBL NT 54       | 2054-06-01      | 6.0500%  | 0.0000% | $132000.00         | $132186.82         | Corporate Debt Securities                         |
| CVS HEALTH CORP                SR GLBL NT 65       | 2065-09-15      | 6.2500%  | 0.0000% | $3768000.00        | $3881514.14        | Corporate Debt Securities                         |
| CADENCE DESIGN SYSTEM INC      SR GLBL NT4.3%29    | 2029-09-10      | 4.3000%  | 0.0000% | $660000.00         | $675009.87         | Corporate Debt Securities                         |
| CAIXABANK S A                  SNR NPF 144A 35     | 2035-06-15      | 6.0370%  | 0.0000% | $1480000.00        | $1587205.65        | Corporate Debt Securities                         |
| CAIXABANK S A                  FR 5.581%070336     | 2036-07-03      | 5.5810%  | 0.0000% | $600000.00         | $620187.45         | Corporate Debt Securities                         |
| THE CAMPBELLS COMPANY          SR GLBL NT 50       | 2050-04-24      | 3.1250%  | 0.0000% | $6837000.00        | $4499725.97        | Corporate Debt Securities                         |
| THE CAMPBELLS COMPANY          SR GLBL NT 35       | 2035-03-23      | 4.7500%  | 0.0000% | $1043000.00        | $1018799.21        | Corporate Debt Securities                         |
| CANADIAN IMPERIAL BANK OF COMM ALT TIER I GLBL     | 2085-01-28      | 6.9500%  | 0.0000% | $2924000.00        | $3012527.35        | Corporate Debt Securities                         |
| CANADIAN PAC RY CO NEW         GLBL NT 2.45%31     | 2031-12-02      | 2.4500%  | 0.0000% | $5000.00           | $4513.79           | Corporate Debt Securities                         |
| CAPITAL ONE FINL CORP          SUB GLBL NT 26      | 2026-07-28      | 3.7500%  | 0.0000% | $11380000.00       | $11361431.63       | Corporate Debt Securities                         |
| CAPITAL ONE FINL CORP          SR GLBL NT 34       | 2034-02-01      | 5.8170%  | 0.0000% | $440000.00         | $471923.50         | Corporate Debt Securities                         |
| CAPITAL ONE FINL CORP          SR GLBL NT 27       | 2027-10-29      | 7.1490%  | 0.0000% | $10000.00          | $10395.01          | Corporate Debt Securities                         |
| CAPITAL ONE FINL CORP          SR GLBL NT 31       | 2031-10-30      | 7.6240%  | 0.0000% | $7000.00           | $7987.42           | Corporate Debt Securities                         |
| CARDINAL HEALTH INC            SR GLBL NT 34       | 2034-11-15      | 5.3500%  | 0.0000% | $572000.00         | $594900.50         | Corporate Debt Securities                         |
| CARLISLE COS INC               SR GLBL NT2.2%32    | 2032-03-01      | 2.2000%  | 0.0000% | $299000.00         | $264314.67         | Corporate Debt Securities                         |
| CARNIVAL CORP                  1LIEN 144A NT 29    | 2029-08-15      | 7.0000%  | 0.0000% | $11366000.00       | $12265088.49       | Corporate Debt Securities                         |
| CATERPILLAR FINL SVCS MTNS BE  FR 0.9%030226       | 2026-03-02      | 0.9000%  | 0.0000% | $90000.00          | $90087.30          | Corporate Debt Securities                         |
| CELULOSA ARAUCO Y CONSTITUCION SR GLBL 144A 29     | 2029-04-30      | 4.2500%  | 0.0000% | $717000.00         | $705502.91         | Corporate Debt Securities                         |
| CELULOSA ARAUCO Y CONSTITUCION SR GLBL 144A 30     | 2030-01-29      | 4.2000%  | 0.0000% | $300000.00         | $287057.00         | Corporate Debt Securities                         |
| CENOVUS ENERGY INC             SR NT 5.4%36        | 2036-03-20      | 5.4000%  | 0.0000% | $2110000.00        | $2131078.90        | Corporate Debt Securities                         |
| CHENIERE ENERGY PARTNERS L P   SR GLBL NT 32       | 2032-01-31      | 3.2500%  | 0.0000% | $900000.00         | $845127.00         | Corporate Debt Securities                         |
| CHENIERE ENERGY PARTNERS L P   SR GLBL NT 33       | 2033-06-30      | 5.9500%  | 0.0000% | $350000.00         | $372605.92         | Corporate Debt Securities                         |
| CHEVRON CORPORATION            SR GLBL NT 26       | 2026-05-16      | 2.9540%  | 0.0000% | $1544000.00        | $1549623.42        | Corporate Debt Securities                         |
| CHEVRON CORPORATION            SR GLBL NT 27       | 2027-05-11      | 1.9950%  | 0.0000% | $12000.00          | $11804.26          | Corporate Debt Securities                         |
| CHEVRON CORPORATION            SR GLBL NT 30       | 2030-05-11      | 2.2360%  | 0.0000% | $342000.00         | $319392.70         | Corporate Debt Securities                         |
| CHOICE HOTELS INTL INC         SR GLBL NT3.7%29    | 2029-12-01      | 3.7000%  | 0.0000% | $168000.00         | $164751.53         | Corporate Debt Securities                         |
| CHUBB INA HLDGS INC            SR GLBL NT 51       | 2051-12-15      | 2.8500%  | 0.0000% | $542000.00         | $347493.82         | Corporate Debt Securities                         |
| CHUBB INA HLDGS INC            SR GLBL NT4.9%35    | 2035-08-15      | 4.9000%  | 0.0000% | $100000.00         | $102726.33         | Corporate Debt Securities                         |
| CHUBB INA HLDGS INC            SR GLBL NT4.9%35    | 2035-08-15      | 4.9000%  | 0.0000% | $480000.00         | $493086.40         | Corporate Debt Securities                         |
| CISCO SYS INC                  SR GLBL NT2.5%26    | 2026-09-20      | 2.5000%  | 0.0000% | $4764000.00        | $4770468.45        | Corporate Debt Securities                         |
| CVS HEALTH CORP                SR GLBL NT 30       | 2030-08-21      | 1.7500%  | 0.0000% | $2053000.00        | $1839979.01        | Corporate Debt Securities                         |
| CVS HEALTH CORP                SR GLBL NT 30       | 2030-04-01      | 3.7500%  | 0.0000% | $10604000.00       | $10463770.94       | Corporate Debt Securities                         |
| CVS HEALTH CORP                SR GLBL NT 30       | 2030-04-01      | 3.7500%  | 0.0000% | $4287000.00        | $4230308.00        | Corporate Debt Securities                         |
| CISCO SYS INC                  SR GLBL NT4.8%27    | 2027-02-26      | 4.8000%  | 0.0000% | $175000.00         | $180479.83         | Corporate Debt Securities                         |
| CITADEL SECURITIES GLOBAL      CR SEN SR SEC 30    | 2030-06-18      | 5.5000%  | 0.0000% | $750000.00         | $773960.00         | Corporate Debt Securities                         |
| CITIGROUP INC                  SUB GLBL NT 32      | 2032-06-15      | 6.6250%  | 0.0000% | $24000.00          | $26742.27          | Corporate Debt Securities                         |
| CITIGROUP INC                  GLBL SB NT 33       | 2033-10-31      | 6.0000%  | 0.0000% | $58000.00          | $62967.70          | Corporate Debt Securities                         |
| CITIGROUP INC                  SR NT 5.875%42      | 2042-01-30      | 5.8750%  | 0.0000% | $280000.00         | $294963.20         | Corporate Debt Securities                         |
| CITIGROUP INC                  JR SB GLBL -D 26    | 2026-11-20      | 4.3000%  | 0.0000% | $166000.00         | $167768.08         | Corporate Debt Securities                         |
| CITIGROUP INC                  JR SB GLBL -D 26    | 2026-11-20      | 4.3000%  | 0.0000% | $825000.00         | $833787.17         | Corporate Debt Securities                         |
| CITIGROUP INC                  JR SB NT 4.6%26     | 2026-03-09      | 4.6000%  | 0.0000% | $78000.00          | $79452.88          | Corporate Debt Securities                         |
| CITIGROUP INC                  SUB GLBL NT 46      | 2046-05-18      | 4.7500%  | 0.0000% | $233000.00         | $207363.01         | Corporate Debt Securities                         |
| CITIGROUP INC                  JR SB GLBL NT 28    | 2028-07-25      | 4.1250%  | 0.0000% | $19000.00          | $19026.66          | Corporate Debt Securities                         |
| CITIGROUP INC                  SR GLBL NT 32       | 2032-11-03      | 2.5200%  | 0.0000% | $2000.00           | $1802.56           | Corporate Debt Securities                         |
| CITIGROUP INC                  SR GLBL NT 28       | 2028-05-07      | 4.6430%  | 0.0000% | $70000.00          | $71246.33          | Corporate Debt Securities                         |
| CITIGROUP INC                  SR GLBL NT 31       | 2031-05-07      | 4.9520%  | 0.0000% | $1000.00           | $1031.55           | Corporate Debt Securities                         |
| CITIBANK N A                   SR GLBL NT 26       | 2026-08-06      | 4.9290%  | 0.0000% | $3600000.00        | $3702936.60        | Corporate Debt Securities                         |
| CITIBANK N A                   SR NT 4.876%27      | 2027-11-19      | 4.8760%  | 0.0000% | $3532000.00        | $3590795.63        | Corporate Debt Securities                         |
| CITIGROUP INC                  SR GLBL NT 29       | 2029-03-04      | 4.7860%  | 0.0000% | $3772000.00        | $3897456.30        | Corporate Debt Securities                         |
| CITIZENS FINL GROUP INC        SUB GLBL NT 32      | 2032-09-30      | 2.6380%  | 0.0000% | $19000.00          | $16668.38          | Corporate Debt Securities                         |
| CITIZENS FINL GROUP INC        SUB GLBL NT 32      | 2032-09-30      | 2.6380%  | 0.0000% | $130000.00         | $114046.83         | Corporate Debt Securities                         |
| CLEVELAND ELEC ILLUM CO        SR GLBL 144A 28     | 2028-04-01      | 3.5000%  | 0.0000% | $1000.00           | $996.54            | Corporate Debt Securities                         |
| COCA COLA CO                   SR GLBL NT2.5%40    | 2040-06-01      | 2.5000%  | 0.0000% | $5209000.00        | $3900224.28        | Corporate Debt Securities                         |
| COCA COLA CO                   SR GLBL NT 41       | 2041-05-05      | 2.8750%  | 0.0000% | $57000.00          | $44229.62          | Corporate Debt Securities                         |
| COCA COLA CO                   SR GLBL NT 5%34     | 2034-05-13      | 5.0000%  | 0.0000% | $113000.00         | $118692.31         | Corporate Debt Securities                         |
| COLGATE PALMOLIVE CO           SR GLBL NT3.1%27    | 2027-08-15      | 3.1000%  | 0.0000% | $1215000.00        | $1223138.47        | Corporate Debt Securities                         |
| COLORADO INTST GAS CO          SR 144A NT 26       | 2026-08-15      | 4.1500%  | 0.0000% | $100000.00         | $101831.08         | Corporate Debt Securities                         |
| HCA INC.                       SR DEB 7.5%95       | 2095-11-15      | 7.5000%  | 0.0000% | $1507000.00        | $1645365.21        | Corporate Debt Securities                         |
| COMCAST CORP NEW               SR GLBL NT 37       | 2037-03-15      | 6.4500%  | 0.0000% | $50000.00          | $56302.38          | Corporate Debt Securities                         |
| COMCAST CORP NEW               SR GLBL NT4.2%34    | 2034-08-15      | 4.2000%  | 0.0000% | $94000.00          | $91450.72          | Corporate Debt Securities                         |
| COMED FING III                 GTD PFD 6.35%33     | 2033-03-15      | 6.3500%  | 0.0000% | $3000.00           | $3214.51           | Corporate Debt Securities                         |
| COMISION FEDERAL DE ELECTRICID SR GLBL 144A 51     | 2051-02-09      | 4.6770%  | 0.0000% | $1000000.00        | $764995.75         | Corporate Debt Securities                         |
| COMMONSPIRIT HEALTH            GLBL 2025A BD 30    | 2030-09-01      | 4.3520%  | 0.0000% | $98000.00          | $98549.41          | Corporate Debt Securities                         |
| COMMONSPIRIT HEALTH            GLBL 2025A BD 35    | 2035-09-01      | 4.9750%  | 0.0000% | $100000.00         | $99957.49          | Corporate Debt Securities                         |
| COMMONSPIRIT HEALTH            GLBL 2025A BD 35    | 2035-09-01      | 4.8250%  | 0.0000% | $9000.00           | $8980.30           | Corporate Debt Securities                         |
| COMMONWEALTH EDISON CO         1M GLBL 116 BD44    | 2044-01-15      | 4.7000%  | 0.0000% | $9000.00           | $8115.73           | Corporate Debt Securities                         |
| CONAGRA BRANDS INC             SR GLBL NT 28       | 2028-11-01      | 4.8500%  | 0.0000% | $9991000.00        | $10246472.65       | Corporate Debt Securities                         |
| CONAGRA BRANDS INC             SR GLBL NT 5%30     | 2030-08-01      | 5.0000%  | 0.0000% | $328000.00         | $340011.72         | Corporate Debt Securities                         |
| CONAGRA BRANDS INC             SR GLBL NT 5%30     | 2030-08-01      | 5.0000%  | 0.0000% | $4223000.00        | $4377650.95        | Corporate Debt Securities                         |
| CONCENTRIX CORP                GLBL NT 6.65%26     | 2026-08-02      | 6.6500%  | 0.0000% | $1979000.00        | $2063148.18        | Corporate Debt Securities                         |
| CONCENTRIX CORP                GLBL NT 6.6%28      | 2028-08-02      | 6.6000%  | 0.0000% | $2900000.00        | $3103705.67        | Corporate Debt Securities                         |
| CONCENTRIX CORP                GLBL NT 6.85%33     | 2033-08-02      | 6.8500%  | 0.0000% | $643000.00         | $674204.43         | Corporate Debt Securities                         |
| CONCENTRIX CORP                GLBL NT 6.85%33     | 2033-08-02      | 6.8500%  | 0.0000% | $7273000.00        | $7625954.65        | Corporate Debt Securities                         |
| CONOCOPHILLIPS COMPANY         SR GLBL NT 62       | 2062-03-15      | 4.0250%  | 0.0000% | $967000.00         | $720737.74         | Corporate Debt Securities                         |
| CONOCOPHILLIPS COMPANY         SR GLBL NT 33       | 2033-09-15      | 5.0500%  | 0.0000% | $10000.00          | $10463.38          | Corporate Debt Securities                         |
| CONSOLIDATED EDISON CO N Y INC SR GLBL 2016 A46    | 2046-06-15      | 3.8500%  | 0.0000% | $1000.00           | $788.28            | Corporate Debt Securities                         |
| CONSORICO TRANSMANTARO SA      4.7%34              | 2034-04-16      | 4.7000%  | 0.0000% | $898000.00         | $904939.54         | Corporate Debt Securities                         |
| CONSTELLATION BRANDS INC       SR GLBL NT4.8%29    | 2029-01-15      | 4.8000%  | 0.0000% | $17000.00          | $17319.94          | Corporate Debt Securities                         |
| CONSTELLATION BRANDS INC       SR NT 4.8%30        | 2030-05-01      | 4.8000%  | 0.0000% | $70000.00          | $72031.17          | Corporate Debt Securities                         |
| COREBRIDGE FINL INC            JR SB GLBL NT 52    | 2052-12-15      | 6.8750%  | 0.0000% | $3405000.00        | $3526366.97        | Corporate Debt Securities                         |
| COREBRIDGE FINL INC            JR SB GLBL NT 52    | 2052-12-15      | 6.8750%  | 0.0000% | $5313000.00        | $5502375.24        | Corporate Debt Securities                         |
| COREBRIDGE FINL INC            JR SB GLBL NT 54    | 2054-09-15      | 6.3750%  | 0.0000% | $3619000.00        | $3752961.81        | Corporate Debt Securities                         |
| COREBRIDGE FINL INC            JR SB GLBL NT 54    | 2054-09-15      | 6.3750%  | 0.0000% | $7245000.00        | $7513182.73        | Corporate Debt Securities                         |
| COSTCO WHOLESALE CORPORATION   SR GLBL NT 3%27     | 2027-05-18      | 3.0000%  | 0.0000% | $5096000.00        | $5090037.68        | Corporate Debt Securities                         |
| COX COMMUNICATIONS INC NEW     SR GLBL 144A 43     | 2043-06-30      | 4.5000%  | 0.0000% | $40000.00          | $30829.60          | Corporate Debt Securities                         |
| COX COMMUNICATIONS INC NEW     SR GLBL 144A 26     | 2026-09-15      | 3.3500%  | 0.0000% | $1250000.00        | $1259765.62        | Corporate Debt Securities                         |
| COX COMMUNICATIONS INC NEW     SR GLBL 144A 50     | 2050-10-01      | 2.9500%  | 0.0000% | $340000.00         | $191315.07         | Corporate Debt Securities                         |
| COX COMMUNICATIONS INC NEW     SR GLBL 144A 53     | 2053-12-15      | 5.8000%  | 0.0000% | $407000.00         | $349381.01         | Corporate Debt Securities                         |
| COX COMMUNICATIONS INC NEW     SR 144A NT 54       | 2054-09-01      | 5.9500%  | 0.0000% | $200000.00         | $179229.28         | Corporate Debt Securities                         |
| CREDIT AGRICOLE S A            FR 4.75%            | 2500-12-31      | 4.7500%  | 0.0000% | $829000.00         | $811534.58         | Corporate Debt Securities                         |
| CREDIT AGRICOLE S A            FR 6.7%             | 2099-12-31      | 6.7000%  | 0.0000% | $17040000.00       | $17593563.33       | Corporate Debt Securities                         |
| CREDIT AGRICOLE S A            FR 7.125%           | 2500-12-31      | 7.1250%  | 0.0000% | $33407000.00       | $35179004.72       | Corporate Debt Securities                         |
| CREDIT AGRICOLE SA LONDON BRH  FR 5.23%010929      | 2029-01-09      | 5.2300%  | 0.0000% | $252000.00         | $257771.01         | Corporate Debt Securities                         |
| ENERGY TRANSFER L P            SR GLBL 144A 31     | 2031-02-01      | 7.3750%  | 0.0000% | $788000.00         | $847163.15         | Corporate Debt Securities                         |
| ENERGY TRANSFER L P            SR GLBL 144A 31     | 2031-02-01      | 7.3750%  | 0.0000% | $4005000.00        | $4305695.96        | Corporate Debt Securities                         |
| CROWN CASTLE INC               SR GLBL NT3.7%26    | 2026-06-15      | 3.7000%  | 0.0000% | $78000.00          | $78222.69          | Corporate Debt Securities                         |
| CROWN CASTLE INC               SR GLBL NT3.3%30    | 2030-07-01      | 3.3000%  | 0.0000% | $731000.00         | $695888.85         | Corporate Debt Securities                         |
| CROWN CASTLE INC               SR GLBL NT 51       | 2051-01-15      | 3.2500%  | 0.0000% | $3018000.00        | $2008853.74        | Corporate Debt Securities                         |
| CROWN CASTLE INC               SR GLBL NT2.1%31    | 2031-04-01      | 2.1000%  | 0.0000% | $534000.00         | $475239.53         | Corporate Debt Securities                         |
| CUMMINS INC                    SR GLBL NT5.3%35    | 2035-05-09      | 5.3000%  | 0.0000% | $119000.00         | $124555.51         | Corporate Debt Securities                         |
| DCP MIDSTREAM OPERATING LP     SR GLBL NT 32       | 2032-02-15      | 3.2500%  | 0.0000% | $75000.00          | $70174.94          | Corporate Debt Securities                         |
| DTE ENERGY CO                  SR GLBL -D NT 34    | 2034-06-01      | 5.8500%  | 0.0000% | $2000.00           | $2149.22           | Corporate Debt Securities                         |
| DTE ENERGY CO                  SR GLBL -D NT 34    | 2034-06-01      | 5.8500%  | 0.0000% | $18000.00          | $19342.94          | Corporate Debt Securities                         |
| DT MIDSTREAM INC               SR GLBL 144A 31     | 2031-06-15      | 4.3750%  | 0.0000% | $118000.00         | $116349.03         | Corporate Debt Securities                         |
| DT MIDSTREAM INC               SR GLBL 144A 31     | 2031-06-15      | 4.3750%  | 0.0000% | $264000.00         | $260306.31         | Corporate Debt Securities                         |
| DT MIDSTREAM INC               SR GLBL 144A 31     | 2031-06-15      | 4.3750%  | 0.0000% | $1350000.00        | $1331111.81        | Corporate Debt Securities                         |
| MERCEDES-BENZ FIN NORTH AMER   GLBL 144A NT 29     | 2029-08-15      | 3.1000%  | 0.0000% | $225000.00         | $219608.62         | Corporate Debt Securities                         |
| DANAHER CORP DEL               SR GLBL NT2.6%50    | 2050-10-01      | 2.6000%  | 0.0000% | $580000.00         | $360681.38         | Corporate Debt Securities                         |
| DARDEN RESTAURANTS INC         SR GLBL NT6.3%33    | 2033-10-10      | 6.3000%  | 0.0000% | $88000.00          | $97489.04          | Corporate Debt Securities                         |
| DARDEN RESTAURANTS INC         SR GLBL NT 29       | 2029-10-15      | 4.5500%  | 0.0000% | $66000.00          | $67470.53          | Corporate Debt Securities                         |
| JOHN DEERE CAPITAL CORPORATION FR 1.3%101326       | 2026-10-13      | 1.3000%  | 0.0000% | $100000.00         | $98706.39          | Corporate Debt Securities                         |
| JOHN DEERE CAPITAL CORPORATION FR 5.1%041134       | 2034-04-11      | 5.1000%  | 0.0000% | $13000.00          | $13620.25          | Corporate Debt Securities                         |
| JOHN DEERE CAPITAL CORPORATION FR 4.375%101530     | 2030-10-15      | 4.3750%  | 0.0000% | $1000.00           | $1023.38           | Corporate Debt Securities                         |
| DELL INC                       6.5%38              | 2038-04-15      | 6.5000%  | 0.0000% | $2000.00           | $2183.60           | Corporate Debt Securities                         |
| DELL INTL LLC/EMC CORP         SR GLBL NT 32       | 2032-10-06      | 4.7500%  | 0.0000% | $74000.00          | $74931.78          | Corporate Debt Securities                         |
| DELL INTL LLC/EMC CORP         CR SEN SR SEC 26    | 2026-10-01      | 4.9000%  | 0.0000% | $460000.00         | $469378.12         | Corporate Debt Securities                         |
| DELL INTL LLC/EMC CORP         CR SEN SR SEC 36    | 2036-07-15      | 8.1000%  | 0.0000% | $7000.00           | $8446.09           | Corporate Debt Securities                         |
| DELL INTL LLC/EMC CORP         SR GLBL NT5.5%35    | 2035-04-01      | 5.5000%  | 0.0000% | $178000.00         | $186287.78         | Corporate Debt Securities                         |
| DELTA AIR LINES INC            SR GLBL NT 30       | 2030-07-10      | 5.2500%  | 0.0000% | $1271000.00        | $1305363.60        | Corporate Debt Securities                         |
| DEVON ENERGY CORP NEW          GLBL NT 5.2%34      | 2034-09-15      | 5.2000%  | 0.0000% | $37000.00          | $38082.62          | Corporate Debt Securities                         |
| DEVON FING CORP U L C          SR GLBL NT 31       | 2031-09-30      | 7.8750%  | 0.0000% | $205000.00         | $242584.70         | Corporate Debt Securities                         |
| DIAMONDBACK ENERGY INC         SR GLBL NT 26       | 2026-12-01      | 3.2500%  | 0.0000% | $4000.00           | $3996.91           | Corporate Debt Securities                         |
| DIAMONDBACK ENERGY INC         SR GLBL NT3.5%29    | 2029-12-01      | 3.5000%  | 0.0000% | $12000.00          | $11717.23          | Corporate Debt Securities                         |
| DIAMONDBACK ENERGY INC         SR GLBL NT 33       | 2033-03-15      | 6.2500%  | 0.0000% | $320000.00         | $353058.40         | Corporate Debt Securities                         |
| DIAMONDBACK ENERGY INC         SR GLBL NT 30       | 2030-01-30      | 5.1500%  | 0.0000% | $70000.00          | $71970.50          | Corporate Debt Securities                         |
| NORTHERN STAR RESOURCES LTD    SR 144A NT 33       | 2033-04-11      | 6.1250%  | 0.0000% | $80000.00          | $86040.41          | Corporate Debt Securities                         |
| NORTHERN TR CORP               SUB GLBL NT 40      | 2040-11-19      | 5.1170%  | 0.0000% | $1577000.00        | $1588373.10        | Corporate Debt Securities                         |
| NORTHWEST NAT HLDG CO          JR SB GLBL DB 55    | 2055-09-15      | 7.0000%  | 0.0000% | $1940000.00        | $2076343.20        | Corporate Debt Securities                         |
| NOVARTIS CAPITAL CORP          SR NT 3.7%42        | 2042-09-21      | 3.7000%  | 0.0000% | $1876000.00        | $1584222.59        | Corporate Debt Securities                         |
| NOVARTIS CAPITAL CORP          SR GLBL NT 2%27     | 2027-02-14      | 2.0000%  | 0.0000% | $970000.00         | $962251.86         | Corporate Debt Securities                         |
| NOVARTIS CAPITAL CORP          SR GLBL NT5.3%55    | 2055-11-05      | 5.3000%  | 0.0000% | $1000.00           | $985.10            | Corporate Debt Securities                         |
| NOVARTIS CAPITAL CORP          SR GLBL FL NT 28    | 2028-11-05      | 4.3388%  | 0.0000% | $2000.00           | $2031.52           | Corporate Debt Securities                         |
| NVIDIA CORPORATION             SR GLBL NT3.2%26    | 2026-09-16      | 3.2000%  | 0.0000% | $2000.00           | $2017.56           | Corporate Debt Securities                         |
| NVIDIA CORPORATION             SR GLBL NT3.2%26    | 2026-09-16      | 3.2000%  | 0.0000% | $286000.00         | $288511.40         | Corporate Debt Securities                         |
| NUTRIEN LTD                    4.2%29              | 2029-04-01      | 4.2000%  | 0.0000% | $99000.00          | $100312.08         | Corporate Debt Securities                         |
| NUTRIEN LTD                    SR GLBL NT4.5%27    | 2027-03-12      | 4.5000%  | 0.0000% | $7000.00           | $7161.14           | Corporate Debt Securities                         |
| NUVEEN CHURCHILL DIRECT LENDIN GLBL NT 6.65%30     | 2030-03-15      | 6.6500%  | 0.0000% | $248000.00         | $260332.42         | Corporate Debt Securities                         |
| OREILLY AUTOMOTIVE INC         SR GLBL NT4.2%30    | 2030-04-01      | 4.2000%  | 0.0000% | $2000.00           | $2025.03           | Corporate Debt Securities                         |
| OAKTREE SPECIALTY LENDING      SR GLBL NT 30       | 2030-02-27      | 6.3400%  | 0.0000% | $1024000.00        | $1054100.48        | Corporate Debt Securities                         |
| OAKTREE STRATEGIC CREDIT FUND  SR GLBL 144A 30     | 2030-07-15      | 6.1900%  | 0.0000% | $27000.00          | $26999.17          | Corporate Debt Securities                         |
| OLD REP INTL CORP              SR GLBL NT 34       | 2034-03-28      | 5.7500%  | 0.0000% | $200000.00         | $211735.22         | Corporate Debt Securities                         |
| OLD REP INTL CORP              SR GLBL NT 34       | 2034-03-28      | 5.7500%  | 0.0000% | $6979000.00        | $7388500.58        | Corporate Debt Securities                         |
| OMNICOM GROUP INC              GLBL NT 5.3%34      | 2034-11-01      | 5.3000%  | 0.0000% | $2000.00           | $2066.17           | Corporate Debt Securities                         |
| OMEGA HEALTHCARE INVS INC      SR GLBL NT 29       | 2029-10-01      | 3.6250%  | 0.0000% | $10000.00          | $9804.33           | Corporate Debt Securities                         |
| OMNICOM GROUP / OMNICOM CAP    SR GLBL NT3.6%26    | 2026-04-15      | 3.6000%  | 0.0000% | $1341000.00        | $1353806.55        | Corporate Debt Securities                         |
| ONEOK INC NEW                  4.55%28             | 2028-07-15      | 4.5500%  | 0.0000% | $7000.00           | $7073.54           | Corporate Debt Securities                         |
| ONEOK INC NEW                  SR GLBL NT 31       | 2031-01-15      | 6.3500%  | 0.0000% | $91000.00          | $97808.24          | Corporate Debt Securities                         |
| ONEOK INC NEW                  SR GLBL NT 30       | 2030-06-01      | 3.2500%  | 0.0000% | $5000.00           | $4787.68           | Corporate Debt Securities                         |
| ONEOK INC NEW                  SR GLBL NT 34       | 2034-09-01      | 5.6500%  | 0.0000% | $5160000.00        | $5441760.37        | Corporate Debt Securities                         |
| ORACLE CORP                    SR GLBL NT 39       | 2039-07-08      | 6.1250%  | 0.0000% | $56000.00          | $55411.05          | Corporate Debt Securities                         |
| ORACLE CORP                    SR GLBL NT4.3%34    | 2034-07-08      | 4.3000%  | 0.0000% | $2171000.00        | $1962752.86        | Corporate Debt Securities                         |
| ORACLE CORP                    SR GLBL NT 4%47     | 2047-11-15      | 4.0000%  | 0.0000% | $3000.00           | $2065.75           | Corporate Debt Securities                         |
| ORACLE CORP                    SR GLBL NT2.8%27    | 2027-04-01      | 2.8000%  | 0.0000% | $9000.00           | $8924.81           | Corporate Debt Securities                         |
| ORACLE CORP                    SR GLBL NT3.6%50    | 2050-04-01      | 3.6000%  | 0.0000% | $785000.00         | $496991.35         | Corporate Debt Securities                         |
| ORACLE CORP                    SR GLBL NT 31       | 2031-03-25      | 2.8750%  | 0.0000% | $28000.00          | $25424.91          | Corporate Debt Securities                         |
| ORACLE CORP                    SR GLBL NT 29       | 2029-11-09      | 6.1500%  | 0.0000% | $18000.00          | $18993.92          | Corporate Debt Securities                         |
| ORACLE CORP                    SR GLBL NT 32       | 2032-11-09      | 6.2500%  | 0.0000% | $23549000.00       | $24828711.53       | Corporate Debt Securities                         |
| ORACLE CORP                    SR GLBL NT6.9%52    | 2052-11-09      | 6.9000%  | 0.0000% | $10000.00          | $9974.05           | Corporate Debt Securities                         |
| ORACLE CORP                    SR GLBL NT4.9%33    | 2033-02-06      | 4.9000%  | 0.0000% | $200000.00         | $197008.67         | Corporate Debt Securities                         |
| ORACLE CORP                    SR GLBL NT 32       | 2032-02-03      | 5.2500%  | 0.0000% | $35000.00          | $35799.14          | Corporate Debt Securities                         |
| ORACLE CORP                    SR GLBL NT 32       | 2032-02-03      | 5.2500%  | 0.0000% | $4198000.00        | $4293850.83        | Corporate Debt Securities                         |
| ORACLE CORP                    SR GLBL NT5.5%35    | 2035-08-03      | 5.5000%  | 0.0000% | $5000.00           | $5003.31           | Corporate Debt Securities                         |
| ORACLE CORP                    SR GLBL NT6.1%65    | 2065-09-26      | 6.1000%  | 0.0000% | $123000.00         | $109245.05         | Corporate Debt Securities                         |
| ORANGE S A                     SR GLBL 144A 31     | 2031-01-13      | 4.2500%  | 0.0000% | $1000.00           | $993.49            | Corporate Debt Securities                         |
| ORANGE S A                     SR GLBL 144A 31     | 2031-01-13      | 4.2500%  | 0.0000% | $2345000.00        | $2329726.88        | Corporate Debt Securities                         |
| ORANGE S A                     SR GLBL 144A 33     | 2033-01-13      | 4.7500%  | 0.0000% | $1525000.00        | $1525675.66        | Corporate Debt Securities                         |
| OSHKOSH CORP                   SR GLBL NT3.1%30    | 2030-03-01      | 3.1000%  | 0.0000% | $35000.00          | $33851.67          | Corporate Debt Securities                         |
| ABN AMRO BANK N.V.             FR 4.8%041826       | 2026-04-18      | 4.8000%  | 0.0000% | $400000.00         | $405784.00         | Corporate Debt Securities                         |
| AEP TEX INC                    SR GLBL -H NT 50    | 2050-01-15      | 3.4500%  | 0.0000% | $30000.00          | $20766.53          | Corporate Debt Securities                         |
| AEP TEX INC                    SR GLBL -J NT 51    | 2051-05-15      | 3.4500%  | 0.0000% | $293000.00         | $201665.31         | Corporate Debt Securities                         |
| AEP TEX INC                    SR GLBL -J NT 51    | 2051-05-15      | 3.4500%  | 0.0000% | $491000.00         | $337944.25         | Corporate Debt Securities                         |
| AEP TEX INC                    SR GLBL -L NT 52    | 2052-05-15      | 5.2500%  | 0.0000% | $75000.00          | $69711.56          | Corporate Debt Securities                         |
| AIG GLOBAL FDG SR SECD MED     144A NT 4.85%30     | 2030-06-06      | 4.8500%  | 0.0000% | $24000.00          | $24510.84          | Corporate Debt Securities                         |
| ANZ NATIONAL INTL LTD          VR 012226-012229    | 2029-01-22      | 4.2853%  | 0.0000% | $1000000.00        | $1001266.37        | Corporate Debt Securities                         |
| AON PLC                        SR NT 4.25%42       | 2042-12-12      | 4.2500%  | 0.0000% | $159000.00         | $134379.91         | Corporate Debt Securities                         |
| AT&T INC                       SR NT 4.3%42        | 2042-12-15      | 4.3000%  | 0.0000% | $1000.00           | $851.88            | Corporate Debt Securities                         |
| AT&T INC                       SR GLBL NT4.5%35    | 2035-05-15      | 4.5000%  | 0.0000% | $88000.00          | $85210.84          | Corporate Debt Securities                         |
| AT&T INC                       SR GLBL NT4.3%30    | 2030-02-15      | 4.3000%  | 0.0000% | $2000.00           | $2040.00           | Corporate Debt Securities                         |
| AT&T INC                       4.35%29             | 2029-03-01      | 4.3500%  | 0.0000% | $59000.00          | $60425.69          | Corporate Debt Securities                         |
| AT&T INC                       SR GLBL NT 45       | 2045-07-15      | 4.8500%  | 0.0000% | $1000.00           | $886.90            | Corporate Debt Securities                         |
| AT&T INC                       SR GLBL NT3.5%53    | 2053-09-15      | 3.5000%  | 0.0000% | $398000.00         | $271585.25         | Corporate Debt Securities                         |
| AT&T INC                       GLBL NT 5.55%45     | 2045-11-01      | 5.5500%  | 0.0000% | $440000.00         | $432953.40         | Corporate Debt Securities                         |
| ABBOTT LABORATORIES            SR NT 3.75%26       | 2026-11-30      | 3.7500%  | 0.0000% | $1425000.00        | $1434761.25        | Corporate Debt Securities                         |
| ABBOTT LABORATORIES            SR NT 4.75%43       | 2043-04-15      | 4.7500%  | 0.0000% | $1123000.00        | $1071279.30        | Corporate Debt Securities                         |
| ABBVIE INC                     GLBL NT 5.5%64      | 2064-03-15      | 5.5000%  | 0.0000% | $16000.00          | $15906.96          | Corporate Debt Securities                         |
| AERCAP IRELAND CAP DESIGNATED  JR SB GLBL NT 55    | 2055-03-10      | 6.9500%  | 0.0000% | $1621000.00        | $1741923.00        | Corporate Debt Securities                         |
| AERCAP IRELAND CAP DESIGNATED  JR SB GLBL NT 55    | 2055-03-10      | 6.9500%  | 0.0000% | $11598000.00       | $12463185.03       | Corporate Debt Securities                         |
| AERCAP IRELAND CAP DESIGNATED  JR SB GLBL NT 55    | 2055-03-10      | 6.9500%  | 0.0000% | $13556000.00       | $14567247.48       | Corporate Debt Securities                         |
| AERCAP IRELAND CAP DESIGNATED  JR SB GLBL NT 56    | 2056-01-31      | 6.5000%  | 0.0000% | $14999000.00       | $15950686.55       | Corporate Debt Securities                         |
| AERCAP IRELAND CAP DESIGNATED  SR GLBL NT 29       | 2029-02-28      | 4.1250%  | 0.0000% | $7173000.00        | $7152404.52        | Corporate Debt Securities                         |
| ADVENTIST HEALTH SYS WEST      -2019 BD 3.63%49    | 2049-03-01      | 3.6300%  | 0.0000% | $30000.00          | $20857.63          | Corporate Debt Securities                         |
| AETNA INC NEW                  SR GLBL NT 47       | 2047-08-15      | 3.8750%  | 0.0000% | $1996000.00        | $1524685.35        | Corporate Debt Securities                         |
| AIR LEASE CORP                 SR GLBL NT 28       | 2028-10-01      | 4.6250%  | 0.0000% | $17000.00          | $17361.73          | Corporate Debt Securities                         |
| AIR LEASE CORP                 SR GLBL NT 28       | 2028-10-01      | 4.6250%  | 0.0000% | $183000.00         | $186893.91         | Corporate Debt Securities                         |
| AIR LEASE CORP                 FR 3.125%120130     | 2030-12-01      | 3.1250%  | 0.0000% | $497000.00         | $465485.99         | Corporate Debt Securities                         |
| AIR LEASE CORP                 FR 2.1%090128       | 2028-09-01      | 2.1000%  | 0.0000% | $200000.00         | $190808.33         | Corporate Debt Securities                         |
| AIR LEASE CORP                 FR 5.3%062526       | 2026-06-25      | 5.3000%  | 0.0000% | $216000.00         | $218119.56         | Corporate Debt Securities                         |
| ALBEMARLE CORP                 SR GLBL NT 32       | 2032-06-01      | 5.0500%  | 0.0000% | $100000.00         | $102432.64         | Corporate Debt Securities                         |
| ALBEMARLE CORP                 SR GLBL NT 32       | 2032-06-01      | 5.0500%  | 0.0000% | $435000.00         | $445581.98         | Corporate Debt Securities                         |
| ALBEMARLE CORP                 SR GLBL NT 52       | 2052-06-01      | 5.6500%  | 0.0000% | $2187000.00        | $1998983.00        | Corporate Debt Securities                         |
| ALEXANDRIA REAL ESTATE EQ INC  SR GLBL NT 2%32     | 2032-05-18      | 2.0000%  | 0.0000% | $13000.00          | $11089.13          | Corporate Debt Securities                         |
| ALEXANDRIA REAL ESTATE EQ INC  SR GLBL NT 34       | 2034-03-15      | 2.9500%  | 0.0000% | $80000.00          | $69753.80          | Corporate Debt Securities                         |
| ALLIANT ENERGY CORP            JR SB GLBL NT 56    | 2056-04-01      | 5.7500%  | 0.0000% | $9484000.00        | $9609336.33        | Corporate Debt Securities                         |
| ALLY FINL INC                  SR GLBL NT 35       | 2035-07-26      | 6.1840%  | 0.0000% | $2689000.00        | $2778078.80        | Corporate Debt Securities                         |
| ALLY FINL INC                  SR GLBL NT 31       | 2031-01-17      | 5.5430%  | 0.0000% | $1750000.00        | $1795065.37        | Corporate Debt Securities                         |
| ALLY FINL INC                  SR GLBL NT 33       | 2033-07-31      | 5.5480%  | 0.0000% | $5950000.00        | $6151050.50        | Corporate Debt Securities                         |
| ALPEK SA DE CV                 SR GLBL 144A 31     | 2031-02-25      | 3.2500%  | 0.0000% | $700000.00         | $607805.14         | Corporate Debt Securities                         |
| ALPHABET INC                   SR GLBL NT 26       | 2026-08-15      | 1.9980%  | 0.0000% | $1910000.00        | $1909880.62        | Corporate Debt Securities                         |
| ALTRIA GROUP INC               SR GLBL NT 46       | 2046-09-16      | 3.8750%  | 0.0000% | $25000.00          | $19222.34          | Corporate Debt Securities                         |
| ALTRIA GROUP INC               SR GLBL NT5.8%39    | 2039-02-14      | 5.8000%  | 0.0000% | $2441000.00        | $2568528.69        | Corporate Debt Securities                         |
| ALTRIA GROUP INC               SR GLBL NT 49       | 2049-02-14      | 5.9500%  | 0.0000% | $153000.00         | $157725.57         | Corporate Debt Securities                         |
| ALTRIA GROUP INC               SR GLBL NT 49       | 2049-02-14      | 5.9500%  | 0.0000% | $283000.00         | $291740.77         | Corporate Debt Securities                         |
| ALTRIA GROUP INC               SR GLBL NT3.4%41    | 2041-02-04      | 3.4000%  | 0.0000% | $1270000.00        | $1005068.12        | Corporate Debt Securities                         |
| ALTRIA GROUP INC               SR GLBL NT4.5%30    | 2030-08-06      | 4.5000%  | 0.0000% | $200000.00         | $205842.00         | Corporate Debt Securities                         |
| ALTRIA GROUP INC               SR GLBL NT 35       | 2035-08-06      | 5.2500%  | 0.0000% | $21000.00          | $21767.65          | Corporate Debt Securities                         |
| AMAZON COM INC                 SR GLBL NT 47       | 2047-08-22      | 4.0500%  | 0.0000% | $70000.00          | $58735.95          | Corporate Debt Securities                         |
| AMAZON COM INC                 SR GLBL NT 47       | 2047-08-22      | 4.0500%  | 0.0000% | $7392000.00        | $6202516.32        | Corporate Debt Securities                         |
| AMAZON COM INC                 SR GLBL NT2.5%50    | 2050-06-03      | 2.5000%  | 0.0000% | $176000.00         | $106027.39         | Corporate Debt Securities                         |
| AMAZON COM INC                 SR GLBL NT3.3%27    | 2027-04-13      | 3.3000%  | 0.0000% | $7210000.00        | $7250868.68        | Corporate Debt Securities                         |
| AMAZON COM INC                 SR GLBL NT 33       | 2033-03-20      | 4.3500%  | 0.0000% | $1418000.00        | $1423726.36        | Corporate Debt Securities                         |
| AMAZON COM INC                 SR GLBL NT 35       | 2035-11-20      | 4.6500%  | 0.0000% | $19882000.00       | $19921399.50       | Corporate Debt Securities                         |
| AMAZON COM INC                 SR GLBL NT 65       | 2065-11-20      | 5.5500%  | 0.0000% | $7500000.00        | $7389762.50        | Corporate Debt Securities                         |
| AMCOR FLEXIBLES NORTH AMER INC SR GLBL NT5.5%35    | 2035-03-17      | 5.5000%  | 0.0000% | $348000.00         | $367905.41         | Corporate Debt Securities                         |
| AMERICA MOVIL SAB DE CV        GTD SR 6.125%40     | 2040-03-30      | 6.1250%  | 0.0000% | $300000.00         | $324038.00         | Corporate Debt Securities                         |
| AMERICAN ASSETS TRUST L P      SR GLBL NT 34       | 2034-10-01      | 6.1500%  | 0.0000% | $485000.00         | $501450.80         | Corporate Debt Securities                         |
| AMERICAN ASSETS TRUST L P      SR GLBL NT 34       | 2034-10-01      | 6.1500%  | 0.0000% | $4949000.00        | $5116865.96        | Corporate Debt Securities                         |
| AMERICAN EXPRESS CO            PERP JR SB -D NT    | 2079-12-31      | 3.5500%  | 0.0000% | $1436000.00        | $1426401.94        | Corporate Debt Securities                         |
| AMERICAN EXPRESS CO            PERP JR SB -D NT    | 2079-12-31      | 3.5500%  | 0.0000% | $2988000.00        | $2968028.54        | Corporate Debt Securities                         |
| GOLDMAN SACHS BDC INC          SR GLBL NT 30       | 2030-09-09      | 5.6500%  | 0.0000% | $2606000.00        | $2658717.21        | Corporate Debt Securities                         |
| GOLDMAN SACHS BDC INC          SR GLBL NT5.1%29    | 2029-01-28      | 5.1000%  | 0.0000% | $17000.00          | $16892.79          | Corporate Debt Securities                         |
| GOLDMAN SACHS BDC INC          SR GLBL NT5.1%29    | 2029-01-28      | 5.1000%  | 0.0000% | $65000.00          | $64590.07          | Corporate Debt Securities                         |
| GOLDMAN SACHS BDC INC          SR GLBL NT5.1%29    | 2029-01-28      | 5.1000%  | 0.0000% | $6577000.00        | $6535521.05        | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        SUB NT 5.15%45      | 2045-05-22      | 5.1500%  | 0.0000% | $18000.00          | $17112.74          | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        SUB NT 5.15%45      | 2045-05-22      | 5.1500%  | 0.0000% | $163000.00         | $154965.37         | Corporate Debt Securities                         |
| GOLDMAN SACHS PRIVATE CR CORP  SR GLBL 144A 31     | 2031-01-31      | 5.8750%  | 0.0000% | $302000.00         | $303951.17         | Corporate Debt Securities                         |
| GOLUB CAP BDC INC              SR GLBL NT2.5%26    | 2026-08-24      | 2.5000%  | 0.0000% | $17000.00          | $16985.95          | Corporate Debt Securities                         |
| GOLUB CAP BDC INC              SR GLBL NT2.5%26    | 2026-08-24      | 2.5000%  | 0.0000% | $222000.00         | $221816.48         | Corporate Debt Securities                         |
| GOLUB CAP PRIVATE CR FD        SR GLBL NT5.8%29    | 2029-09-12      | 5.8000%  | 0.0000% | $380000.00         | $394084.07         | Corporate Debt Securities                         |
| GOLUB CAP PRIVATE CR FD        SR GLBL NT 30       | 2030-05-01      | 5.8750%  | 0.0000% | $115000.00         | $117975.55         | Corporate Debt Securities                         |
| GOLUB CAP PRIVATE CR FD        SR GLBL NT 30       | 2030-05-01      | 5.8750%  | 0.0000% | $3285000.00        | $3369997.09        | Corporate Debt Securities                         |
| GOLUB CAP PRIVATE CR FD        SR 144A NT5.6%31    | 2031-04-15      | 5.6000%  | 0.0000% | $629000.00         | $622254.32         | Corporate Debt Securities                         |
| HF SINCLAIR CORP               CR SEN GLBL NT30    | 2030-10-01      | 4.5000%  | 0.0000% | $100000.00         | $100422.50         | Corporate Debt Securities                         |
| HF SINCLAIR CORP               SR GLBL NT 31       | 2031-01-15      | 5.7500%  | 0.0000% | $979000.00         | $1015933.59        | Corporate Debt Securities                         |
| HA SUSTAINABLE INFRA CAP INC   SR GLBL NT 31       | 2031-01-15      | 6.1500%  | 0.0000% | $3000.00           | $3086.59           | Corporate Debt Securities                         |
| HA SUSTAINABLE INFRA CAP INC   SR GLBL NT 31       | 2031-01-15      | 6.1500%  | 0.0000% | $25000.00          | $25721.56          | Corporate Debt Securities                         |
| HA SUSTAINABLE INFRA CAP INC   SR GLBL NT 31       | 2031-01-15      | 6.1500%  | 0.0000% | $600000.00         | $617317.50         | Corporate Debt Securities                         |
| HCA INC.                       5.875%29            | 2029-02-01      | 5.8750%  | 0.0000% | $57000.00          | $61059.64          | Corporate Debt Securities                         |
| HCA INC.                       SR GLBL NT3.5%30    | 2030-09-01      | 3.5000%  | 0.0000% | $683000.00         | $667117.59         | Corporate Debt Securities                         |
| HCA INC.                       SR GLBL NT3.5%30    | 2030-09-01      | 3.5000%  | 0.0000% | $20960000.00       | $20472598.49       | Corporate Debt Securities                         |
| HCA INC.                       SR GLBL NT 52       | 2052-03-15      | 4.6250%  | 0.0000% | $730000.00         | $611231.74         | Corporate Debt Securities                         |
| HCA INC.                       SR GLBL NT6.1%64    | 2064-04-01      | 6.1000%  | 0.0000% | $2416000.00        | $2459763.16        | Corporate Debt Securities                         |
| HCA INC.                       SR GLBL FL NT 28    | 2028-03-01      | 4.6089%  | 0.0000% | $3500000.00        | $3541177.67        | Corporate Debt Securities                         |
| HCA INC.                       SR GLBL NT5.5%32    | 2032-03-01      | 5.5000%  | 0.0000% | $2000.00           | $2128.45           | Corporate Debt Securities                         |
| HCA INC.                       SR GLBL NT4.6%32    | 2032-11-15      | 4.6000%  | 0.0000% | $1000.00           | $1001.96           | Corporate Debt Securities                         |
| HSBC HLDGS PLC                 ALT TIER I COCO     | 2079-12-31      | 6.0000%  | 0.0000% | $999000.00         | $1022190.12        | Corporate Debt Securities                         |
| HSBC HLDGS PLC                 ALT TIER I PERP     | 2079-12-31      | 6.5000%  | 0.0000% | $9025000.00        | $9434559.51        | Corporate Debt Securities                         |
| HSBC HLDGS PLC                 ALT TIER I PERP     | 2079-12-31      | 6.5000%  | 0.0000% | $31744000.00       | $33184560.36       | Corporate Debt Securities                         |
| HSBC HLDGS PLC                 ALT TIER I PERP     | 2500-12-31      | 8.0000%  | 0.0000% | $1600000.00        | $1735900.44        | Corporate Debt Securities                         |
| HSBC HLDGS PLC                 ALT TIER I PERP     | 2500-12-31      | 8.0000%  | 0.0000% | $2473000.00        | $2683051.12        | Corporate Debt Securities                         |
| HSBC HLDGS PLC                 ALT TIER I PERP     | 2500-12-31      | 8.0000%  | 0.0000% | $28842000.00       | $31291775.39       | Corporate Debt Securities                         |
| HSBC HLDGS PLC                 ALT TIER I PERP     | 2500-12-31      | 6.8750%  | 0.0000% | $1093000.00        | $1158782.36        | Corporate Debt Securities                         |
| HSBC HLDGS PLC                 ALT TIER I PERP     | 2500-12-31      | 6.8750%  | 0.0000% | $6806000.00        | $7215620.06        | Corporate Debt Securities                         |
| HSBC HLDGS PLC                 ALT TIER I PERP     | 2500-12-31      | 6.9500%  | 0.0000% | $1409000.00        | $1516175.19        | Corporate Debt Securities                         |
| HPS CORPORATE LENDING FUND     SR GLBL NT 29       | 2029-01-30      | 6.7500%  | 0.0000% | $100000.00         | $104226.00         | Corporate Debt Securities                         |
| HPS CORPORATE LENDING FUND     SR GLBL NT 32       | 2032-04-14      | 5.9500%  | 0.0000% | $300000.00         | $307871.83         | Corporate Debt Securities                         |
| HPS CORPORATE LENDING FUND     SR 144A NT5.3%27    | 2027-06-05      | 5.3000%  | 0.0000% | $1332000.00        | $1349525.42        | Corporate Debt Securities                         |
| HARBOUR ENERGY PLC             SR GLBL 144A 35     | 2035-04-01      | 6.3270%  | 0.0000% | $3048000.00        | $3182643.11        | Corporate Debt Securities                         |
| HARTFORD INSURANCE GROUP INC   SR GLBL NT3.6%49    | 2049-08-19      | 3.6000%  | 0.0000% | $339000.00         | $256558.59         | Corporate Debt Securities                         |
| HASBRO INC                     SR GLBL NT 34       | 2034-05-14      | 6.0500%  | 0.0000% | $374000.00         | $402795.09         | Corporate Debt Securities                         |
| HEALTHCARE TRUST OF AMER HLDGS SR GLBL NT3.5%26    | 2026-08-01      | 3.5000%  | 0.0000% | $14000.00          | $14185.68          | Corporate Debt Securities                         |
| HEALTHPEAK OP LLC              SR GLBL NT 35       | 2035-02-15      | 5.3750%  | 0.0000% | $101000.00         | $105307.19         | Corporate Debt Securities                         |
| HEALTHPEAK OP LLC              SR GLBL NT 32       | 2032-12-15      | 5.2500%  | 0.0000% | $109000.00         | $112493.72         | Corporate Debt Securities                         |
| HERSHEY CO                     GLBL NT 2.45%29     | 2029-11-15      | 2.4500%  | 0.0000% | $494000.00         | $468768.54         | Corporate Debt Securities                         |
| HEWLETT PACKARD ENTERPRISE CO  SR GLBL NT 26       | 2026-09-25      | 4.4500%  | 0.0000% | $50000.00          | $50923.57          | Corporate Debt Securities                         |
| HIGHWOODS RLTY LTD PARTNERSHIP SR GLBL NT 34       | 2034-02-01      | 7.6500%  | 0.0000% | $90000.00          | $105801.07         | Corporate Debt Securities                         |
| HOLCIM FINANCE US LLC          SR GLBL NT4.7%28    | 2028-04-07      | 4.7000%  | 0.0000% | $197000.00         | $202605.20         | Corporate Debt Securities                         |
| HOLCIM FINANCE US LLC          SR GLBL NT5.4%35    | 2035-04-07      | 5.4000%  | 0.0000% | $1175000.00        | $1238038.75        | Corporate Debt Securities                         |
| HOME DEPOT INC                 SR GLBL NT 46       | 2046-04-01      | 4.2500%  | 0.0000% | $211000.00         | $182710.94         | Corporate Debt Securities                         |
| HOME DEPOT INC                 SR GLBL NT4.5%48    | 2048-12-06      | 4.5000%  | 0.0000% | $44000.00          | $38462.16          | Corporate Debt Securities                         |
| HONEYWELL INTL INC             SR GLBL NT2.8%50    | 2050-06-01      | 2.8000%  | 0.0000% | $125000.00         | $83487.36          | Corporate Debt Securities                         |
| HONEYWELL INTL INC             SR GLBL NT4.5%34    | 2034-01-15      | 4.5000%  | 0.0000% | $454000.00         | $450787.95         | Corporate Debt Securities                         |
| HOST HOTELS & RESORTS LP       SR -H NT3.375%29    | 2029-12-15      | 3.3750%  | 0.0000% | $2061000.00        | $1991026.47        | Corporate Debt Securities                         |
| HOWMET AEROSPACE INC           SR GLBL NT 3%29     | 2029-01-15      | 3.0000%  | 0.0000% | $406000.00         | $395017.70         | Corporate Debt Securities                         |
| HUMANA INC                     SR GLBL NT 44       | 2044-10-01      | 4.9500%  | 0.0000% | $100000.00         | $88060.25          | Corporate Debt Securities                         |
| HUMANA INC                     SR GLBL NT 32       | 2032-02-03      | 2.1500%  | 0.0000% | $2499000.00        | $2180729.44        | Corporate Debt Securities                         |
| HUMANA INC                     SR GLBL NT 33       | 2033-03-01      | 5.8750%  | 0.0000% | $752000.00         | $795861.13         | Corporate Debt Securities                         |
| HYUNDAI CAP AMER               FR 5.65%062626      | 2026-06-26      | 5.6500%  | 0.0000% | $121000.00         | $122452.74         | Corporate Debt Securities                         |
| HYUNDAI CAP AMER               FR 5.68%062628      | 2028-06-26      | 5.6800%  | 0.0000% | $190000.00         | $197108.74         | Corporate Debt Securities                         |
| BLACKSTONE PRIVATE CREDIT FUND SR GLBL NT 30       | 2030-04-01      | 5.2500%  | 0.0000% | $7045000.00        | $7090680.95        | Corporate Debt Securities                         |
| BLACKROCK INC                  GLBL NT 5.35%55     | 2055-01-08      | 5.3500%  | 0.0000% | $100000.00         | $97303.94          | Corporate Debt Securities                         |
| BLACKSTONE REG FINANCE CO LLC  SR GLBL NT4.3%30    | 2030-11-03      | 4.3000%  | 0.0000% | $159000.00         | $160056.03         | Corporate Debt Securities                         |
| BLOCK FINL LLC                 SR GLBL NT 32       | 2032-09-15      | 5.3750%  | 0.0000% | $6465000.00        | $6640091.95        | Corporate Debt Securities                         |
| BOARDWALK PIPELINES LP         GLBL NT 5.625%34    | 2034-08-01      | 5.6250%  | 0.0000% | $94000.00          | $100826.16         | Corporate Debt Securities                         |
| BOEING CO                      SR GLBL NT 39       | 2039-03-15      | 6.8750%  | 0.0000% | $2734000.00        | $3157855.44        | Corporate Debt Securities                         |
| BOEING CO                      SR GLBL NT 39       | 2039-03-15      | 6.8750%  | 0.0000% | $4947000.00        | $5713939.59        | Corporate Debt Securities                         |
| BOEING CO                      SR NT 3.3%35        | 2035-03-01      | 3.3000%  | 0.0000% | $311000.00         | $273635.94         | Corporate Debt Securities                         |
| BOEING CO                      3.625%48            | 2048-03-01      | 3.6250%  | 0.0000% | $412000.00         | $302277.59         | Corporate Debt Securities                         |
| BOEING CO                      3.5%39              | 2039-03-01      | 3.5000%  | 0.0000% | $168000.00         | $140516.23         | Corporate Debt Securities                         |
| BOEING CO                      3.9%49              | 2049-05-01      | 3.9000%  | 0.0000% | $500000.00         | $380420.83         | Corporate Debt Securities                         |
| BOEING CO                      SR GLBL NT 59       | 2059-08-01      | 3.9500%  | 0.0000% | $4187000.00        | $3065261.99        | Corporate Debt Securities                         |
| BOEING CO                      SR GLBL NT 59       | 2059-08-01      | 3.9500%  | 0.0000% | $8293000.00        | $6071224.67        | Corporate Debt Securities                         |
| BOEING CO                      CR SEN SR GLBL60    | 2060-05-01      | 5.9300%  | 0.0000% | $36000.00          | $36304.57          | Corporate Debt Securities                         |
| BOEING CO                      CR SEN SR GLBL60    | 2060-05-01      | 5.9300%  | 0.0000% | $14639000.00       | $14762850.01       | Corporate Debt Securities                         |
| BOEING CO                      CR SEN SR GLBL26    | 2026-02-04      | 2.1960%  | 0.0000% | $62590000.00       | $63231297.14       | Corporate Debt Securities                         |
| BOEING CO                      CR SEN SR GLBL27    | 2027-05-01      | 6.2590%  | 0.0000% | $1352000.00        | $1407328.76        | Corporate Debt Securities                         |
| BOEING CO                      CR SEN SR GLBL54    | 2054-05-01      | 6.8580%  | 0.0000% | $2112000.00        | $2430541.34        | Corporate Debt Securities                         |
| BOEING CO                      CR SEN SR GLBL54    | 2054-05-01      | 6.8580%  | 0.0000% | $13406000.00       | $15427953.25       | Corporate Debt Securities                         |
| BOEING CO                      CR SEN SR GLBL64    | 2064-05-01      | 7.0080%  | 0.0000% | $3306000.00        | $3865723.43        | Corporate Debt Securities                         |
| BOEING CO                      CR SEN SR GLBL64    | 2064-05-01      | 7.0080%  | 0.0000% | $7952000.00        | $9298316.01        | Corporate Debt Securities                         |
| BOSTON PPTYS LTD PARTNERSHIP   SR GLBL NT3.4%29    | 2029-06-21      | 3.4000%  | 0.0000% | $24000.00          | $23383.04          | Corporate Debt Securities                         |
| BOSTON PPTYS LTD PARTNERSHIP   SR GLBL NT 33       | 2033-10-01      | 2.4500%  | 0.0000% | $392000.00         | $328044.66         | Corporate Debt Securities                         |
| BP CAP MKTS AMER INC           GLBL NT 3.06%41     | 2041-06-17      | 3.0600%  | 0.0000% | $1000.00           | $766.90            | Corporate Debt Securities                         |
| BRIGHTHOUSE FINL INC           SR GLBL NT 30       | 2030-05-15      | 5.6250%  | 0.0000% | $2900000.00        | $2985981.38        | Corporate Debt Securities                         |
| BRIGHTHOUSE FINL INC           SR GLBL NT 51       | 2051-12-22      | 3.8500%  | 0.0000% | $4000.00           | $2452.06           | Corporate Debt Securities                         |
| BRIGHTHOUSE FINL INC           SR GLBL NT 51       | 2051-12-22      | 3.8500%  | 0.0000% | $99000.00          | $60688.38          | Corporate Debt Securities                         |
| BRIGHTHOUSE FINL INC           SR GLBL NT 51       | 2051-12-22      | 3.8500%  | 0.0000% | $830000.00         | $508801.53         | Corporate Debt Securities                         |
| BRISTOL-MYERS SQUIBB CO        SR GLBL NT5.2%34    | 2034-02-22      | 5.2000%  | 0.0000% | $92000.00          | $97485.24          | Corporate Debt Securities                         |
| BRISTOL-MYERS SQUIBB CO        SR GLBL NT 64       | 2064-02-22      | 5.6500%  | 0.0000% | $338000.00         | $340398.86         | Corporate Debt Securities                         |
| BRIXMOR OPERATING PRTSHP LP    GLBL NT 5.75%35     | 2035-02-15      | 5.7500%  | 0.0000% | $3000.00           | $3222.28           | Corporate Debt Securities                         |
| BRIXMOR OPERATING PRTSHP LP    GLBL NT 4.05%30     | 2030-07-01      | 4.0500%  | 0.0000% | $46000.00          | $45431.56          | Corporate Debt Securities                         |
| BRIXMOR OPERATING PRTSHP LP    SR GLBL NT5.5%34    | 2034-02-15      | 5.5000%  | 0.0000% | $94000.00          | $99054.22          | Corporate Debt Securities                         |
| BROADSTONE NET LEASE LLC       SR GLBL NT 5%32     | 2032-11-01      | 5.0000%  | 0.0000% | $65000.00          | $66194.19          | Corporate Debt Securities                         |
| BROADCOM INC                   SR GLBL NT 30       | 2030-11-15      | 4.1500%  | 0.0000% | $1496000.00        | $1500287.29        | Corporate Debt Securities                         |
| BROADCOM INC                   SR GLBL NT 30       | 2030-11-15      | 4.1500%  | 0.0000% | $9285000.00        | $9311609.26        | Corporate Debt Securities                         |
| BROADCOM INC                   SR GLBL NT5.2%32    | 2032-04-15      | 5.2000%  | 0.0000% | $17000.00          | $17855.55          | Corporate Debt Securities                         |
| BROADCOM INC                   SR GLBL NT 31       | 2031-02-15      | 2.4500%  | 0.0000% | $3242000.00        | $3002575.60        | Corporate Debt Securities                         |
| BROADCOM INC                   SR GLBL NT 33       | 2033-04-15      | 3.4190%  | 0.0000% | $680000.00         | $637555.82         | Corporate Debt Securities                         |
| BROADCOM INC                   SR GLBL NT5.7%56    | 2056-01-15      | 5.7000%  | 0.0000% | $1023000.00        | $1039267.41        | Corporate Debt Securities                         |
| BROOKFIELD FIN INC             SR GLBL NT 36       | 2036-01-15      | 5.3300%  | 0.0000% | $2000.00           | $2014.44           | Corporate Debt Securities                         |
| BROOKFIELD INFRASTRUCTURE FIN  SUB GLBL NT 55      | 2055-03-15      | 6.7500%  | 0.0000% | $2700000.00        | $2791401.75        | Corporate Debt Securities                         |
| BROOKFIELD INFRASTRUCTURE FIN  SUB GLBL NT 55      | 2055-03-15      | 6.7500%  | 0.0000% | $6957000.00        | $7192511.84        | Corporate Debt Securities                         |
| BROOKLYN UNION GAS CO          SR GLBL 144A 26     | 2026-03-10      | 3.4070%  | 0.0000% | $100000.00         | $101249.94         | Corporate Debt Securities                         |
| BROOKLYN UNION GAS CO          SR 144A NT 33       | 2033-09-15      | 6.3880%  | 0.0000% | $365000.00         | $400461.58         | Corporate Debt Securities                         |
| PMT LN TR 2025-J4              B-1    20561225 FLT | 2056-12-25      | 6.3476%  | 0.0000% | $13652498.00       | $14476809.78       | Private Label Collateralized Mortgage Obligations |
| PRPM TRUST 2024-NQM1           A-2    20681225 FLT | 2068-12-25      | 6.5690%  | 0.0000% | $22105853.00       | $13995460.78       | Private Label Collateralized Mortgage Obligations |
| SANTANDER MTG ASSET 2025-NQM1  B-1    20650125 FLT | 2065-01-25      | 7.3025%  | 0.0000% | $200000.00         | $203553.32         | Private Label Collateralized Mortgage Obligations |
| SANTANDER BK NA 2023-MTG1      M-1    20520226 FLT | 2052-02-26      | 7.8473%  | 0.0000% | $3435427.00        | $2454025.83        | Private Label Collateralized Mortgage Obligations |
| SEQUOIA MTG TR 2018-CH2        A-15   20480625 FLT | 2048-06-25      | 4.0000%  | 0.0000% | $100007.00         | $17097.81          | Private Label Collateralized Mortgage Obligations |
| TMSQ MTG TR 2014-1500          A      20361010 3.6 | 2036-10-10      | 3.6800%  | 0.0000% | $5779700.00        | $5390145.01        | Private Label Collateralized Mortgage Obligations |
| 280 PARK AVE 2017-280P         F      20340915 FLT | 2034-09-15      | 6.8000%  | 0.0000% | $2428763.00        | $2394552.24        | Private Label Collateralized Mortgage Obligations |
| UBS-BARCLY COML MTG TR 2012-C4 F      20451212 FLT | 2045-12-12      | 3.9854%  | 0.0000% | $5472730.00        | $2277150.56        | Private Label Collateralized Mortgage Obligations |
| UBS COML MTG TR 2018-C10       D      20510517 3.0 | 2051-05-17      | 3.0000%  | 0.0000% | $8000000.00        | $6645405.34        | Private Label Collateralized Mortgage Obligations |
| VERUS SEC TR 2023-5            B-2    20680625 FLT | 2068-06-25      | 7.9683%  | 0.0000% | $119384.00         | $120425.13         | Private Label Collateralized Mortgage Obligations |
| VERUS SEC TR 2021-8            B-2    20661125 FLT | 2066-11-25      | 4.3340%  | 0.0000% | $5411000.00        | $4440636.05        | Private Label Collateralized Mortgage Obligations |
| VERUS SEC TR 2023-2            B-1    20680325 FLT | 2068-03-25      | 7.3916%  | 0.0000% | $891987.00         | $896451.66         | Private Label Collateralized Mortgage Obligations |
| VERUS SEC TR 2023-3            B-2    20680325 FLT | 2068-03-25      | 7.7066%  | 0.0000% | $5632000.00        | $5659591.79        | Private Label Collateralized Mortgage Obligations |
| VERUS SEC TRUST 2024-4         B-2    20690625 FLT | 2069-06-25      | 8.0107%  | 0.0000% | $5143547.00        | $5252652.17        | Private Label Collateralized Mortgage Obligations |
| VERUS SECURITIZATION TR 2024-3 A-1    20690425 FLT | 2069-04-25      | 6.3380%  | 0.0000% | $2000000.00        | $1060658.35        | Private Label Collateralized Mortgage Obligations |
| VERUS SECURITIZATION TR 2024-3 A-3    20690425 FLT | 2069-04-25      | 6.8450%  | 0.0000% | $1500000.00        | $797025.42         | Private Label Collateralized Mortgage Obligations |
| VERUS SECURITIZ TR 2024-INV2   B-2    20690825 FLT | 2069-08-25      | 7.9455%  | 0.0000% | $1928096.00        | $1955117.35        | Private Label Collateralized Mortgage Obligations |
| WFRBS COML MTG TR 2014-C22     D      20570917 FLT | 2057-09-17      | 3.7849%  | 0.0000% | $16860001.00       | $6404422.36        | Private Label Collateralized Mortgage Obligations |
| WAMU MTG CERT 2005-AR6         B-1    20450425 FLT | 2045-04-25      | 4.6871%  | 0.0000% | $17397147.00       | $5162553.33        | Private Label Collateralized Mortgage Obligations |
| WAMU MTG CERT 2005-AR19        B-1    20451225 FLT | 2045-12-25      | 4.8371%  | 0.0000% | $3157892.00        | $1527012.54        | Private Label Collateralized Mortgage Obligations |
| WAMU MTG CERT 2007-HY7         2-A2   20370725 FLT | 2037-07-25      | 3.8206%  | 0.0000% | $19500000.00       | $1124955.85        | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COML MTG 2025-5C7  CG-A   20581217 FLT | 2058-12-17      | 9.0000%  | 0.0000% | $145045.00         | $136070.05         | Private Label Collateralized Mortgage Obligations |
| TORONTO DOMINION BK ONT        FR 4.568%121726     | 2026-12-17      | 4.5680%  | 0.0000% | $3307000.00        | $3347531.33        | Corporate Debt Securities                         |
| TORONTO DOMINION BK ONT        FR 4.574%060228     | 2028-06-02      | 4.5740%  | 0.0000% | $15000.00          | $15295.64          | Corporate Debt Securities                         |
| TORONTO DOMINION BK ONT        ALT TIER I GLBL     | 2082-10-31      | 8.1250%  | 0.0000% | $300000.00         | $320583.75         | Corporate Debt Securities                         |
| TORONTO DOMINION BK ONT        ALT TIER I GLBL     | 2082-10-31      | 8.1250%  | 0.0000% | $5765000.00        | $6160551.06        | Corporate Debt Securities                         |
| TOTALENERGIES CAP USA LLC      GLBL NT 4.248%31    | 2031-01-13      | 4.2480%  | 0.0000% | $19659000.00       | $19700401.85       | Corporate Debt Securities                         |
| TOTALENERGIES CAP USA LLC      GLBL NT 4.569%33    | 2033-01-13      | 4.5690%  | 0.0000% | $4850000.00        | $4863810.78        | Corporate Debt Securities                         |
| TOYOTA MOTOR CORP              GLBL NT 1.339%26    | 2026-03-25      | 1.3390%  | 0.0000% | $1739000.00        | $1740511.72        | Corporate Debt Securities                         |
| TOYOTA MOTOR CORP              SR GLBL NT 26       | 2026-07-13      | 5.2750%  | 0.0000% | $46000.00          | $46360.22          | Corporate Debt Securities                         |
| TOYOTA MOTOR CORP              SR GLBL NT 33       | 2033-07-13      | 5.1230%  | 0.0000% | $60000.00          | $62416.15          | Corporate Debt Securities                         |
| TRACTOR SUPPLY CO              SR GLBL NT 33       | 2033-05-15      | 5.2500%  | 0.0000% | $10000.00          | $10434.58          | Corporate Debt Securities                         |
| TOYOTA MTR CR CORP             FR 1.9%011327       | 2027-01-13      | 1.9000%  | 0.0000% | $2000.00           | $1967.53           | Corporate Debt Securities                         |
| TOYOTA MTR CR CORP             FR 3.05%032227      | 2027-03-22      | 3.0500%  | 0.0000% | $300000.00         | $301003.33         | Corporate Debt Securities                         |
| TOYOTA MTR CR CORP             FR 4.7%011233       | 2033-01-12      | 4.7000%  | 0.0000% | $59000.00          | $59742.22          | Corporate Debt Securities                         |
| TOYOTA MTR CR CORP             FR 4.05%090528      | 2028-09-05      | 4.0500%  | 0.0000% | $1000.00           | $1020.81           | Corporate Debt Securities                         |
| TRANSCANADA PIPELINES LTD      SR NT 5.85%36       | 2036-03-15      | 5.8500%  | 0.0000% | $100000.00         | $107078.75         | Corporate Debt Securities                         |
| TRANSCANADA PIPELINES LTD      SR GLBL NT5.1%49    | 2049-03-15      | 5.1000%  | 0.0000% | $6000.00           | $5697.93           | Corporate Debt Securities                         |
| TRANSCANADA PIPELINES LTD      SR GLBL NT2.5%31    | 2031-10-12      | 2.5000%  | 0.0000% | $6000.00           | $5388.90           | Corporate Debt Securities                         |
| TRAVELERS COMPANIES INC        SR NT 4.3%45        | 2045-08-25      | 4.3000%  | 0.0000% | $48000.00          | $41782.75          | Corporate Debt Securities                         |
| TRITON CONTAINER INTL LTD / TA SR GLBL NT 32       | 2032-03-15      | 3.2500%  | 0.0000% | $100000.00         | $92274.75          | Corporate Debt Securities                         |
| TRITON CONTAINER INTL LTD / TA SR GLBL NT 33       | 2033-02-15      | 5.1500%  | 0.0000% | $18038000.00       | $17979331.41       | Corporate Debt Securities                         |
| TRUIST FINL CORP               FR 5.711%012435     | 2035-01-24      | 5.7110%  | 0.0000% | $3883000.00        | $4076729.99        | Corporate Debt Securities                         |
| TRUIST FINL CORP               FR 5.153%080532     | 2032-08-05      | 5.1530%  | 0.0000% | $10409000.00       | $10987316.81       | Corporate Debt Securities                         |
| TRUIST FINL CORP               PERP SUB GLBL -Q    | 2079-12-31      | 5.1000%  | 0.0000% | $381000.00         | $391431.14         | Corporate Debt Securities                         |
| UBS GROUP AG                   ALT TIER I PERP     | 2079-12-31      | 4.3750%  | 0.0000% | $474000.00         | $442621.07         | Corporate Debt Securities                         |
| UBS GROUP AG                   ALT TIER I PERP     | 2079-12-31      | 4.3750%  | 0.0000% | $10000000.00       | $9337997.22        | Corporate Debt Securities                         |
| UBS GROUP AG                   SR GLBL 144A 32     | 2032-02-11      | 2.0950%  | 0.0000% | $300000.00         | $269317.46         | Corporate Debt Securities                         |
| UBS GROUP AG                   ALT TIER I PERP     | 2079-12-31      | 4.8750%  | 0.0000% | $3300000.00        | $3363558.00        | Corporate Debt Securities                         |
| UBS GROUP AG                   ALT TIER I PERP     | 2500-12-31      | 9.2500%  | 0.0000% | $1348000.00        | $1499723.77        | Corporate Debt Securities                         |
| UBS GROUP AG                   ALT TIER I PERP     | 2500-12-31      | 9.2500%  | 0.0000% | $10451000.00       | $11627309.40       | Corporate Debt Securities                         |
| UBS AG STAMFORD BRH            SR NT 4.864%28      | 2028-01-10      | 4.8640%  | 0.0000% | $5711000.00        | $5776175.20        | Corporate Debt Securities                         |
| UDR INC                        FR 4.4%012629       | 2029-01-26      | 4.4000%  | 0.0000% | $26000.00          | $26156.23          | Corporate Debt Securities                         |
| CSMC TR 2014-USA               E      20370917 4.3 | 2037-09-17      | 4.3733%  | 0.0000% | $10517000.00       | $8367440.21        | Private Label Collateralized Mortgage Obligations |
| CSMC 2019-NQM1                 B-2    20591025 FLT | 2059-10-25      | 5.2500%  | 0.0000% | $2035813.00        | $1884297.96        | Private Label Collateralized Mortgage Obligations |
| CSWF 2021-SOP2                 E      20340615 FLT | 2034-06-15      | 7.2616%  | 0.0000% | $10793000.00       | $5898026.16        | Private Label Collateralized Mortgage Obligations |
| CSMC 2022-NQM5 TR              B-1    20670525 FLT | 2067-05-25      | 5.1690%  | 0.0000% | $9691990.00        | $9254502.46        | Private Label Collateralized Mortgage Obligations |
| CSMC 2022-NQM5 TR              B-2    20670525 FLT | 2067-05-25      | 5.1690%  | 0.0000% | $14330750.00       | $11669098.61       | Private Label Collateralized Mortgage Obligations |
| COLT MTG LN TR 2025-4          B-1    20700425 FLT | 2070-04-25      | 7.5269%  | 0.0000% | $756713.00         | $779689.34         | Private Label Collateralized Mortgage Obligations |
| CITIGROUP COML MTG TR 2018-C6  D      20511110 FLT | 2051-11-10      | 5.0661%  | 0.0000% | $278872.00         | $219173.32         | Private Label Collateralized Mortgage Obligations |
| CITIGROUP MTG LN TR 2019-RP1   B-5    20660125 FLT | 2066-01-25      | 4.0000%  | 0.0000% | $7022697.00        | $2818959.94        | Private Label Collateralized Mortgage Obligations |
| CITIGROUP MTG LN TR 2021-INV1  B-5    20510525 FLT | 2051-05-25      | 2.7085%  | 0.0000% | $823650.00         | $126062.00         | Private Label Collateralized Mortgage Obligations |
| CITIGROUP MTG LN TR 2021-INV1  B-6    20510525 FLT | 2051-05-25      | 2.7085%  | 0.0000% | $1059696.00        | $106451.10         | Private Label Collateralized Mortgage Obligations |
| `CITIGROUP MTG LN TR 2021-INV2 B-3W   20510525 FLT | 2051-05-25      | 2.9838%  | 0.0000% | $2071000.00        | $1541856.51        | Private Label Collateralized Mortgage Obligations |
| `CITIGROUP MTG LN TR 2021-INV2 B-4    20510525 FLT | 2051-05-25      | 2.9838%  | 0.0000% | $3252800.00        | $2399093.01        | Private Label Collateralized Mortgage Obligations |
| `CITIGROUP MTG LN TR 2021-INV2 B-5    20510525 FLT | 2051-05-25      | 2.9838%  | 0.0000% | $740050.00         | $261576.30         | Private Label Collateralized Mortgage Obligations |
| `CITIGROUP MTG LN TR 2021-INV2 B-6    20510525 FLT | 2051-05-25      | 2.9838%  | 0.0000% | $2662204.00        | $925809.00         | Private Label Collateralized Mortgage Obligations |
| CITIGROUP MTG TR 2021-INV3     B-2W   20510525 FLT | 2051-05-25      | 3.1696%  | 0.0000% | $3597000.00        | $2747269.59        | Private Label Collateralized Mortgage Obligations |
| CITIGROUP MTG TR 2021-INV3     B-3W   20510525 FLT | 2051-05-25      | 3.1696%  | 0.0000% | $3260000.00        | $2472921.07        | Private Label Collateralized Mortgage Obligations |
| CITIGROUP MTG TR 2021-INV3     B-4    20510525 FLT | 2051-05-25      | 3.1696%  | 0.0000% | $2697000.00        | $2013418.71        | Private Label Collateralized Mortgage Obligations |
| CITIGROUP MTG TR 2021-INV3     B-5    20510525 FLT | 2051-05-25      | 3.1696%  | 0.0000% | $1349000.00        | $986022.11         | Private Label Collateralized Mortgage Obligations |
| CITIGROUP MTG TR 2021-INV3     B-6    20510525 FLT | 2051-05-25      | 3.1696%  | 0.0000% | $3373000.00        | $1722018.83        | Private Label Collateralized Mortgage Obligations |
| COLT MTG LN TR 2023-3          A-3    20680925 FLT | 2068-09-25      | 7.5840%  | 0.0000% | $1800000.00        | $1036311.29        | Private Label Collateralized Mortgage Obligations |
| COMM MORTGAGE TRUST 2024-WCL1  E      20410617 FLT | 2041-06-17      | 8.1672%  | 0.0000% | $13900000.00       | $13889871.54       | Private Label Collateralized Mortgage Obligations |
| COMM MTG TR 2013-LC6           F      20460112 3.5 | 2046-01-12      | 3.5000%  | 0.0000% | $1220000.00        | $780355.24         | Private Label Collateralized Mortgage Obligations |
| CONN AVE SECS 2020-SBT1        2B-1   20400227 FLT | 2040-02-27      | 10.4118% | 0.0000% | $26906846.00       | $28206093.19       | Private Label Collateralized Mortgage Obligations |
| CONNECTICUT AVE SEC 2022-R04   1B-2   20420325 FLT | 2042-03-25      | 13.1973% | 0.0000% | $10342835.00       | $11230864.24       | Private Label Collateralized Mortgage Obligations |
| CONNECTICUT AVE SEC 2022-R04   1M-2   20420325 FLT | 2042-03-25      | 6.7973%  | 0.0000% | $4000000.00        | $4098449.01        | Private Label Collateralized Mortgage Obligations |
| CONNECTICUT AVE SECS 2022-R02  2M-2   20420127 FLT | 2042-01-27      | 6.6973%  | 0.0000% | $637743.00         | $646902.92         | Private Label Collateralized Mortgage Obligations |
| CONN AVE SEC TR 2023-R04       1M-1   20430526 FLT | 2043-05-26      | 5.9973%  | 0.0000% | $10843298.00       | $6069576.57        | Private Label Collateralized Mortgage Obligations |
| CONN AVE SEC TR 2023-R04       1M-1   20430526 FLT | 2043-05-26      | 5.9973%  | 0.0000% | $16941702.00       | $9483181.00        | Private Label Collateralized Mortgage Obligations |
| CONN AVE SECS 2020-R02         2B-1   20400125 FLT | 2040-01-25      | 6.8118%  | 0.0000% | $14325122.00       | $14568747.37       | Private Label Collateralized Mortgage Obligations |
| CROSS 2025-H10 M 5.252 25JAN71 144A                | 2071-01-25      | 5.2520%  | 0.0000% | $4000000.00        | $4019458.88        | Private Label Collateralized Mortgage Obligations |
| DROP MORTGAGE TRUST 2021-FILE  A      20431015 FLT | 2043-10-15      | 4.9445%  | 0.0000% | $2196000.00        | $2178586.64        | Private Label Collateralized Mortgage Obligations |
| EFMT 2024-INV2                 B-2    20691025 FLT | 2069-10-25      | 7.6319%  | 0.0000% | $234683.00         | $236118.30         | Private Label Collateralized Mortgage Obligations |
| JPMBB COML MTG SEC TR 2015-C32 D      20481118 FLT | 2048-11-18      | 4.3207%  | 0.0000% | $10000.00          | $549.81            | Private Label Collateralized Mortgage Obligations |
| JPMDB COML MTG SEC TR 2016-C2  D      20490617 FLT | 2049-06-17      | 3.3354%  | 0.0000% | $2500000.00        | $1192767.10        | Private Label Collateralized Mortgage Obligations |
| JPMCC COML MTG SEC TR 2017-JP7 D      20500916 FLT | 2050-09-16      | 4.4175%  | 0.0000% | $142272.00         | $99894.65          | Private Label Collateralized Mortgage Obligations |
| JP MRGN CHASE COM TR 2022-NLP  G      20370415 FLT | 2037-04-15      | 8.2050%  | 0.0000% | $8000000.00        | $7247428.59        | Private Label Collateralized Mortgage Obligations |
| JP MORGAN CHASE CMBS 2012-WLD  A      20300507 3.9 | 2030-05-07      | 3.9054%  | 0.0000% | $4540000.00        | $2958749.48        | Private Label Collateralized Mortgage Obligations |
| JPMDB COML MTG SEC TR 2016-C4  D      20491217 FLT | 2049-12-17      | 3.0208%  | 0.0000% | $261192.00         | $181293.99         | Private Label Collateralized Mortgage Obligations |
| JPMDB COML MT SEC TR 2020-COR7 C      20530515 FLT | 2053-05-15      | 3.7175%  | 0.0000% | $11879086.00       | $7383572.81        | Private Label Collateralized Mortgage Obligations |
| J.P. MRG COMM TR 2022-OPO      C      20390107 FLT | 2039-01-07      | 3.4496%  | 0.0000% | $1509000.00        | $1264208.24        | Private Label Collateralized Mortgage Obligations |
| MRCD 2019-PARK MORTGAGE TRUST  G      20361215 2.7 | 2036-12-15      | 2.7175%  | 0.0000% | $1426000.00        | $776441.48         | Private Label Collateralized Mortgage Obligations |
| MRCD 2019-PARK MORTGAGE TRUST  J      20361215 4.2 | 2036-12-15      | 4.2500%  | 0.0000% | $338000.00         | $167385.58         | Private Label Collateralized Mortgage Obligations |
| MILL CITY MTG LN TR 2017-1     B4     20581125 FLT | 2058-11-25      | 3.8356%  | 0.0000% | $18123000.00       | $12007226.86       | Private Label Collateralized Mortgage Obligations |
| MORGAN STANLEY CAP I 2014-150E F      20320913 FLT | 2032-09-13      | 4.2950%  | 0.0000% | $9345000.00        | $5774162.29        | Private Label Collateralized Mortgage Obligations |
| MS RES MTG LN TR 2025-NQM4     B-1    20700525 FLT | 2070-05-25      | 7.0266%  | 0.0000% | $7156000.00        | $7067482.67        | Private Label Collateralized Mortgage Obligations |
| NY COML MTG TR 2025-299P       A      20470212 FLT | 2047-02-12      | 5.6637%  | 0.0000% | $4688000.00        | $4969769.58        | Private Label Collateralized Mortgage Obligations |
| OBX TR 2024-NQM3               A-1    20631225 FLT | 2063-12-25      | 6.1290%  | 0.0000% | $16310000.00       | $9206893.66        | Private Label Collateralized Mortgage Obligations |
| OBX TR 2024-NQM3               B-1    20631225 FLT | 2063-12-25      | 7.7147%  | 0.0000% | $4296091.00        | $4306103.62        | Private Label Collateralized Mortgage Obligations |
| OBX 2024-NQM9 TRUST            A-1    20640125 FLT | 2064-01-25      | 6.0300%  | 0.0000% | $18638000.00       | $11964775.34       | Private Label Collateralized Mortgage Obligations |
| OBX TRUST 2025-NQM4            A-1    20550225 FLT | 2055-02-25      | 5.4000%  | 0.0000% | $22806401.00       | $17430068.56       | Private Label Collateralized Mortgage Obligations |
| OBX TRUST 2025-NQM15           B-1    20650725 FLT | 2065-07-25      | 6.8380%  | 0.0000% | $11672909.00       | $11569865.10       | Private Label Collateralized Mortgage Obligations |
| OBX TR 2024-NQM15              A-1    20641025 5.3 | 2064-10-25      | 5.3160%  | 0.0000% | $20496846.00       | $14230683.05       | Private Label Collateralized Mortgage Obligations |
| OBX TR 2024-NQM15              A-2    20641025 FLT | 2064-10-25      | 5.5700%  | 0.0000% | $2178000.00        | $1510597.32        | Private Label Collateralized Mortgage Obligations |
| OBX TR 2024-NQM15              A-3    20641025 FLT | 2064-10-25      | 5.7220%  | 0.0000% | $2909000.00        | $2020202.75        | Private Label Collateralized Mortgage Obligations |
| OBX TR 2024-NQM15              M-1    20641025 FLT | 2064-10-25      | 5.9680%  | 0.0000% | $1638000.00        | $1657290.00        | Private Label Collateralized Mortgage Obligations |
| OBX TR 2024-NQM15              B-1A   20641025 FLT | 2064-10-25      | 6.9140%  | 0.0000% | $5341559.00        | $5008206.25        | Private Label Collateralized Mortgage Obligations |
| OBX TR 2024-NQM15              B-1B   20641025 FLT | 2064-10-25      | 7.6442%  | 0.0000% | $5333758.00        | $4719366.96        | Private Label Collateralized Mortgage Obligations |
| PRKCM 2023-AFC4 TRUST          B-1    20581125 FLT | 2058-11-25      | 7.9499%  | 0.0000% | $5374612.00        | $5475805.57        | Private Label Collateralized Mortgage Obligations |
| DOMINION ENERGY INC            JR SB GLBL -B 56    | 2056-02-15      | 6.2000%  | 0.0000% | $504000.00         | $521683.68         | Corporate Debt Securities                         |
| DOMINION ENERGY INC            JR SB GLBL -B 56    | 2056-02-15      | 6.2000%  | 0.0000% | $1866000.00        | $1931471.72        | Corporate Debt Securities                         |
| DOMINION ENERGY INC            JR SB GLBL -B 56    | 2056-02-15      | 6.2000%  | 0.0000% | $3194000.00        | $3306066.81        | Corporate Debt Securities                         |
| DOW CHEMICAL CO                CR SEN SR GLBL39    | 2039-05-15      | 9.4000%  | 0.0000% | $100000.00         | $131271.33         | Corporate Debt Securities                         |
| DOW CHEMICAL CO                SR NT 5.25%41       | 2041-11-15      | 5.2500%  | 0.0000% | $208000.00         | $190827.00         | Corporate Debt Securities                         |
| DOW CHEMICAL CO                SR GLBL NT 34       | 2034-10-01      | 4.2500%  | 0.0000% | $27000.00          | $25112.39          | Corporate Debt Securities                         |
| DOW CHEMICAL CO                SR GLBL NT 34       | 2034-10-01      | 4.2500%  | 0.0000% | $194000.00         | $180437.19         | Corporate Debt Securities                         |
| DOW CHEMICAL CO                SR GLBL NT4.8%49    | 2049-05-15      | 4.8000%  | 0.0000% | $290000.00         | $233725.50         | Corporate Debt Securities                         |
| DOW CHEMICAL CO                SR GLBL NT3.6%50    | 2050-11-15      | 3.6000%  | 0.0000% | $124000.00         | $82280.20          | Corporate Debt Securities                         |
| DOW CHEMICAL CO                SR GLBL NT6.3%33    | 2033-03-15      | 6.3000%  | 0.0000% | $147000.00         | $159626.57         | Corporate Debt Securities                         |
| DOW CHEMICAL CO                SR GLBL NT6.9%53    | 2053-05-15      | 6.9000%  | 0.0000% | $2000.00           | $2111.39           | Corporate Debt Securities                         |
| DOW CHEMICAL CO                SR GLBL NT 36       | 2036-03-15      | 5.6500%  | 0.0000% | $3600000.00        | $3667738.00        | Corporate Debt Securities                         |
| DUPONT DE NEMOURS INC          5.419%48            | 2048-11-15      | 5.4190%  | 0.0000% | $1111000.00        | $1068725.99        | Corporate Debt Securities                         |
| DRAWBRIDGE SPL OPPORTUNITIES   SR 144A NT 30       | 2030-09-17      | 5.9500%  | 0.0000% | $1434000.00        | $1401565.71        | Corporate Debt Securities                         |
| EIDP INC                       SR GLBL NT 32       | 2032-05-15      | 5.1250%  | 0.0000% | $493000.00         | $513093.24         | Corporate Debt Securities                         |
| DUKE ENERGY CORP NEW           SR GLBL NT 46       | 2046-09-01      | 3.7500%  | 0.0000% | $426000.00         | $330929.93         | Corporate Debt Securities                         |
| DUKE ENERGY CORP NEW           SR GLBL NT 30       | 2030-06-01      | 2.4500%  | 0.0000% | $8000.00           | $7457.16           | Corporate Debt Securities                         |
| DUKE ENERGY CORP NEW           GLBL NT 5.8%54      | 2054-06-15      | 5.8000%  | 0.0000% | $50000.00          | $49947.00          | Corporate Debt Securities                         |
| DUKE ENERGY CORP NEW           JR SB GLBL DB 54    | 2054-09-01      | 6.4500%  | 0.0000% | $3096000.00        | $3318125.10        | Corporate Debt Securities                         |
| DUKE ENERGY CORP NEW           JR SB GLBL DB 54    | 2054-09-01      | 6.4500%  | 0.0000% | $4447000.00        | $4766053.72        | Corporate Debt Securities                         |
| DUKE ENERGY PROGRESS LLC       1M GLBL BD 33       | 2033-03-15      | 5.2500%  | 0.0000% | $53000.00          | $56055.85          | Corporate Debt Securities                         |
| DUKE ENERGY FLA LLC            1M GLBL BD 35       | 2035-12-01      | 4.8500%  | 0.0000% | $198000.00         | $198847.88         | Corporate Debt Securities                         |
| ELECTRICITE DE FRANCE SA       SR 144A NT 55       | 2055-10-13      | 5.2500%  | 0.0000% | $5000.00           | $4554.92           | Corporate Debt Securities                         |
| ERP OPER LTD PARTNERSHIP       SR GLBL NT2.5%30    | 2030-02-15      | 2.5000%  | 0.0000% | $1000.00           | $950.98            | Corporate Debt Securities                         |
| EQT CORP                       SR GLBL 144A 31     | 2031-05-15      | 3.6250%  | 0.0000% | $5000.00           | $4762.96           | Corporate Debt Securities                         |
| EQT CORP                       SR GLBL 144A 31     | 2031-05-15      | 3.6250%  | 0.0000% | $215000.00         | $204807.30         | Corporate Debt Securities                         |
| EQT CORP                       SR GLBL NT4.5%29    | 2029-01-15      | 4.5000%  | 0.0000% | $800000.00         | $804820.00         | Corporate Debt Securities                         |
| EBAY INC.                      SR GLBL NT 35       | 2035-11-06      | 5.1250%  | 0.0000% | $974000.00         | $986494.80         | Corporate Debt Securities                         |
| ECOLAB INC                     SR GLBL NT1.3%31    | 2031-01-30      | 1.3000%  | 0.0000% | $25000.00          | $21780.50          | Corporate Debt Securities                         |
| EMBRAER NETHERLANDS FIN        SR GLBL NT5.4%38    | 2038-01-09      | 5.4000%  | 0.0000% | $2516000.00        | $2495746.20        | Corporate Debt Securities                         |
| EMERSON ELEC CO                SR GLBL NT 5%35     | 2035-03-15      | 5.0000%  | 0.0000% | $1000.00           | $1041.93           | Corporate Debt Securities                         |
| ENBRIDGE INC                   SR GLBL NT 26       | 2026-12-01      | 4.2500%  | 0.0000% | $175000.00         | $176472.67         | Corporate Debt Securities                         |
| ENBRIDGE INC                   SB GLBL NT7.2%54    | 2054-06-27      | 7.2000%  | 0.0000% | $137000.00         | $146732.48         | Corporate Debt Securities                         |
| ENBRIDGE INC                   SB GLBL NT7.2%54    | 2054-06-27      | 7.2000%  | 0.0000% | $2654000.00        | $2842540.16        | Corporate Debt Securities                         |
| ENBRIDGE INC                   SUB GLBL NT 55      | 2055-03-15      | 7.3750%  | 0.0000% | $1120000.00        | $1219799.00        | Corporate Debt Securities                         |
| ENBRIDGE INC                   SUB GLBL NT 55      | 2055-03-15      | 7.3750%  | 0.0000% | $1685000.00        | $1835144.03        | Corporate Debt Securities                         |
| ENBRIDGE INC                   SUB GLBL NT 55      | 2055-03-15      | 7.3750%  | 0.0000% | $14013000.00       | $15261645.88       | Corporate Debt Securities                         |
| ENBRIDGE INC                   SR GLBL NT4.9%30    | 2030-06-20      | 4.9000%  | 0.0000% | $33000.00          | $33853.53          | Corporate Debt Securities                         |
| ENERGY TRANSFER L P            SR NT 6.5%42        | 2042-02-01      | 6.5000%  | 0.0000% | $4000.00           | $4365.00           | Corporate Debt Securities                         |
| ENERGY TRANSFER L P            SR GLBL NT5.3%47    | 2047-04-15      | 5.3000%  | 0.0000% | $500000.00         | $457544.17         | Corporate Debt Securities                         |
| ENERGY TRANSFER L P            SR GLBL NT5.6%34    | 2034-09-01      | 5.6000%  | 0.0000% | $50000.00          | $52703.89          | Corporate Debt Securities                         |
| ENERGY TRANSFER L P            SR GLBL NT 31       | 2031-01-15      | 4.5500%  | 0.0000% | $2000.00           | $1998.42           | Corporate Debt Securities                         |
| ENERGY TRANSFER L P            SR GLBL NT 36       | 2036-01-15      | 5.3500%  | 0.0000% | $100000.00         | $100091.58         | Corporate Debt Securities                         |
| ENERGY TRANSFER L P            SR GLBL NT6.3%56    | 2056-01-15      | 6.3000%  | 0.0000% | $95000.00          | $95528.68          | Corporate Debt Securities                         |
| ENSTAR GROUP LTD               SR GLBL NT 29       | 2029-06-01      | 4.9500%  | 0.0000% | $50000.00          | $50982.12          | Corporate Debt Securities                         |
| ENSTAR GROUP LTD               SR GLBL NT3.1%31    | 2031-09-01      | 3.1000%  | 0.0000% | $8000.00           | $7280.88           | Corporate Debt Securities                         |
| ENSTAR FINANCE LLC             JR SB GLBL NT 42    | 2042-01-15      | 5.5000%  | 0.0000% | $1976000.00        | $1969324.41        | Corporate Debt Securities                         |
| ENSTAR FINANCE LLC             JR SB GLBL NT 42    | 2042-01-15      | 5.5000%  | 0.0000% | $3220000.00        | $3209121.77        | Corporate Debt Securities                         |
| ENTERGY CORP NEW               SR GLBL NT 26       | 2026-09-01      | 2.9500%  | 0.0000% | $380000.00         | $382325.49         | Corporate Debt Securities                         |
| ENTERGY CORP NEW               JR SB GLBL DB 54    | 2054-12-01      | 7.1250%  | 0.0000% | $10653000.00       | $11272014.76       | Corporate Debt Securities                         |
| ENTERGY CORP NEW               JR SB GLBL DB 54    | 2054-12-01      | 7.1250%  | 0.0000% | $18113000.00       | $19165493.60       | Corporate Debt Securities                         |
| ENTERPRISE PRODS OPER LLC      SR NT 4.45%43       | 2043-02-15      | 4.4500%  | 0.0000% | $1957000.00        | $1761604.97        | Corporate Debt Securities                         |
| ENTERPRISE PRODS OPER LLC      SR NT 5.1%45        | 2045-02-15      | 5.1000%  | 0.0000% | $100000.00         | $96616.50          | Corporate Debt Securities                         |
| ENTERPRISE PRODS OPER LLC      SR GLBL NT5.2%36    | 2036-01-15      | 5.2000%  | 0.0000% | $2000.00           | $2043.45           | Corporate Debt Securities                         |
| ENTERPRISE PRODS OPER LLC      SR GLBL NT5.2%36    | 2036-01-15      | 5.2000%  | 0.0000% | $1795000.00        | $1833999.37        | Corporate Debt Securities                         |
| EQUINIX INC                    SR GLBL NT3.2%29    | 2029-11-18      | 3.2000%  | 0.0000% | $53000.00          | $51275.91          | Corporate Debt Securities                         |
| EQUINIX INC                    SR GLBL NT2.5%31    | 2031-05-15      | 2.5000%  | 0.0000% | $40000.00          | $36438.33          | Corporate Debt Securities                         |
| EQUINOR ASA                    SR GLBL NT 40       | 2040-04-06      | 3.6250%  | 0.0000% | $1359000.00        | $1167311.92        | Corporate Debt Securities                         |
| EQUINOR ASA                    SR GLBL NT 35       | 2035-11-14      | 4.7500%  | 0.0000% | $8278000.00        | $8308775.76        | Corporate Debt Securities                         |
| ESSENTIAL UTILS INC            SR GLBL NT2.4%31    | 2031-05-01      | 2.4000%  | 0.0000% | $9000.00           | $8198.22           | Corporate Debt Securities                         |
| ESSENTIAL UTILS INC            SR GLBL NT 34       | 2034-01-15      | 5.3750%  | 0.0000% | $30000.00          | $30983.99          | Corporate Debt Securities                         |
| ESSENTIAL UTILS INC            SR GLBL NT 35       | 2035-08-15      | 5.2500%  | 0.0000% | $968000.00         | $1009594.15        | Corporate Debt Securities                         |
| ESSENTIAL PPTYS LP             SR GLBL NT 31       | 2031-07-15      | 2.9500%  | 0.0000% | $108000.00         | $98941.95          | Corporate Debt Securities                         |
| ESSENTIAL PPTYS LP             SR GLBL NT 31       | 2031-07-15      | 2.9500%  | 0.0000% | $1062000.00        | $972929.18         | Corporate Debt Securities                         |
| WESTLAKE CORPORATION           5%46                | 2046-08-15      | 5.0000%  | 0.0000% | $100000.00         | $89049.67          | Corporate Debt Securities                         |
| WESTPAC BKG CORP               SR GLBL NT 26       | 2026-05-13      | 2.8500%  | 0.0000% | $328000.00         | $329222.07         | Corporate Debt Securities                         |
| WESTPAC BKG CORP               LW TIER II GLBL     | 2035-11-15      | 2.6680%  | 0.0000% | $670000.00         | $612077.38         | Corporate Debt Securities                         |
| WESTROCK CO                    SR GLBL DB8.2%30    | 2030-01-15      | 8.2000%  | 0.0000% | $3000.00           | $3417.26           | Corporate Debt Securities                         |
| WEYERHAEUSER CO                4%29                | 2029-11-15      | 4.0000%  | 0.0000% | $319000.00         | $318493.85         | Corporate Debt Securities                         |
| WILLIAMS COS INC               SR -A DEB 7.5%31    | 2031-01-15      | 7.5000%  | 0.0000% | $10000.00          | $11368.15          | Corporate Debt Securities                         |
| WILLIAMS COS INC               SR GLBL NT 32       | 2032-03-15      | 8.7500%  | 0.0000% | $2000.00           | $2486.84           | Corporate Debt Securities                         |
| WILLIAMS COS INC               SR GLBL NT 32       | 2032-08-15      | 4.6500%  | 0.0000% | $58000.00          | $59318.49          | Corporate Debt Securities                         |
| WILLIAMS COS INC               SR GLBL NT5.3%35    | 2035-09-30      | 5.3000%  | 0.0000% | $2792000.00        | $2887979.65        | Corporate Debt Securities                         |
| WILLIAMS PARTNERS L.P.         SR GLBL NT5.1%45    | 2045-09-15      | 5.1000%  | 0.0000% | $182000.00         | $171463.11         | Corporate Debt Securities                         |
| WILLIAMS PARTNERS L.P.         SR GLBL NT6.3%40    | 2040-04-15      | 6.3000%  | 0.0000% | $98000.00          | $107515.31         | Corporate Debt Securities                         |
| WILLIS NORTH AMER INC          SR GLBL NT 49       | 2049-09-15      | 3.8750%  | 0.0000% | $44000.00          | $33887.97          | Corporate Debt Securities                         |
| WILLIS NORTH AMER INC          SR GLBL NT 36       | 2036-03-15      | 5.1500%  | 0.0000% | $750000.00         | $753087.08         | Corporate Debt Securities                         |
| WOODSIDE FIN LTD               GLBL NT 5.7%54      | 2054-09-12      | 5.7000%  | 0.0000% | $140000.00         | $135493.40         | Corporate Debt Securities                         |
| XCEL ENERGY INC                SR GLBL NT 28       | 2028-03-21      | 4.7500%  | 0.0000% | $46000.00          | $47441.22          | Corporate Debt Securities                         |
| XCEL ENERGY INC                SR GLBL NT5.6%35    | 2035-04-15      | 5.6000%  | 0.0000% | $5000.00           | $5256.27           | Corporate Debt Securities                         |
| GLENCORE FINANCE CANADA LTD    GLBL 144A NT6%41    | 2041-11-15      | 6.0000%  | 0.0000% | $701000.00         | $734865.31         | Corporate Debt Securities                         |
| ZIMMER BIOMET HOLDINGS INC     SR GLBL NT 30       | 2030-03-20      | 3.5500%  | 0.0000% | $6000.00           | $5901.36           | Corporate Debt Securities                         |
| AON CORP / AON GLOBAL HLDGS    SR GLBL NT 33       | 2033-02-28      | 5.3500%  | 0.0000% | $97000.00          | $102989.64         | Corporate Debt Securities                         |
| AON NORTH AMERICA INC.         SR GLBL NT 29       | 2029-03-01      | 5.1500%  | 0.0000% | $22000.00          | $23120.36          | Corporate Debt Securities                         |
| AON NORTH AMERICA INC.         SR GLBL NT 54       | 2054-03-01      | 5.7500%  | 0.0000% | $79000.00          | $81098.92          | Corporate Debt Securities                         |
| APA CORPORATION                SR NT 5.1%40        | 2040-09-01      | 5.1000%  | 0.0000% | $84000.00          | $74507.02          | Corporate Debt Securities                         |
| APA CORPORATION                SR GLBL NT 30       | 2030-01-15      | 4.2500%  | 0.0000% | $2000.00           | $1970.84           | Corporate Debt Securities                         |
| APA CORPORATION                GLBL NT 6.1%35      | 2035-02-15      | 6.1000%  | 0.0000% | $3775000.00        | $3998209.46        | Corporate Debt Securities                         |
| APA CORPORATION                GLBL NT 6.75%55     | 2055-02-15      | 6.7500%  | 0.0000% | $1974000.00        | $2056804.36        | Corporate Debt Securities                         |
| APA CORPORATION                GLBL NT 6.75%55     | 2055-02-15      | 6.7500%  | 0.0000% | $2211000.00        | $2303745.92        | Corporate Debt Securities                         |
| APA CORPORATION                GLBL NT 4.25%30     | 2030-01-15      | 4.2500%  | 0.0000% | $1068000.00        | $1055836.37        | Corporate Debt Securities                         |
| APA CORPORATION                SR GLBL NT5.1%40    | 2040-09-01      | 5.1000%  | 0.0000% | $2243000.00        | $2065081.50        | Corporate Debt Securities                         |
| APA CORPORATION                SR GLBL NT5.1%40    | 2040-09-01      | 5.1000%  | 0.0000% | $34748000.00       | $31991730.73       | Corporate Debt Securities                         |
| APA CORPORATION                SR GLBL NT 43       | 2043-04-15      | 4.7500%  | 0.0000% | $2000.00           | $1611.59           | Corporate Debt Securities                         |
| APA CORPORATION                SR GLBL NT 43       | 2043-04-15      | 4.7500%  | 0.0000% | $198000.00         | $159547.25         | Corporate Debt Securities                         |
| APA CORPORATION                GLBL NT 5.35%49     | 2049-07-01      | 5.3500%  | 0.0000% | $1029000.00        | $876738.58         | Corporate Debt Securities                         |
| APPLE INC                      SR NT 3.45%45       | 2045-02-09      | 3.4500%  | 0.0000% | $958000.00         | $761061.55         | Corporate Debt Securities                         |
| APPLE INC                      SR GLBL NT 27       | 2027-02-09      | 3.3500%  | 0.0000% | $16171000.00       | $16371399.12       | Corporate Debt Securities                         |
| APPLE INC                      SR GLBL NT3.2%27    | 2027-05-11      | 3.2000%  | 0.0000% | $1039000.00        | $1040830.95        | Corporate Debt Securities                         |
| APPLE INC                      SR GLBL NT 47       | 2047-11-13      | 3.7500%  | 0.0000% | $46000.00          | $36777.96          | Corporate Debt Securities                         |
| APPLE INC                      SR GLBL NT 47       | 2047-11-13      | 3.7500%  | 0.0000% | $628000.00         | $502099.08         | Corporate Debt Securities                         |
| APPLE INC                      SR GLBL NT1.2%28    | 2028-02-08      | 1.2000%  | 0.0000% | $1178000.00        | $1128963.79        | Corporate Debt Securities                         |
| APPLE INC                      SR GLBL NT 31       | 2031-02-08      | 1.6500%  | 0.0000% | $998000.00         | $898812.11         | Corporate Debt Securities                         |
| APPLIED MATLS INC              SR GLBL NT3.3%27    | 2027-04-01      | 3.3000%  | 0.0000% | $60000.00          | $60353.90          | Corporate Debt Securities                         |
| APPLOVIN CORP                  SR GLBL NT 31       | 2031-12-01      | 5.3750%  | 0.0000% | $405000.00         | $421847.61         | Corporate Debt Securities                         |
| ARCELORMITTAL SA LUXEMBOURG    CR SEN SR GLBL41    | 2041-03-01      | 6.7500%  | 0.0000% | $40000.00          | $44979.10          | Corporate Debt Securities                         |
| ARCHER DANIELS MIDLAND CO      SR GLBL NT2.9%32    | 2032-03-01      | 2.9000%  | 0.0000% | $299000.00         | $278381.79         | Corporate Debt Securities                         |
| ARES CAPITAL CORP              SR GLBL NT3.2%31    | 2031-11-15      | 3.2000%  | 0.0000% | $14000.00          | $12517.35          | Corporate Debt Securities                         |
| ARES CAPITAL CORP              SR GLBL NT 29       | 2029-07-15      | 5.9500%  | 0.0000% | $16000.00          | $16480.31          | Corporate Debt Securities                         |
| ARES CAPITAL CORP              SR GLBL NT5.1%31    | 2031-01-15      | 5.1000%  | 0.0000% | $2080000.00        | $2053199.20        | Corporate Debt Securities                         |
| ARES FINANCE CO III LLC        SUB GLBL 144A 51    | 2051-06-30      | 4.1250%  | 0.0000% | $2017000.00        | $1997006.49        | Corporate Debt Securities                         |
| ARES STRATEGIC INCOME FD       SR GLBL NT5.6%30    | 2030-02-15      | 5.6000%  | 0.0000% | $27935000.00       | $28647808.08       | Corporate Debt Securities                         |
| ARIS WTR HLDGS LLC             SR GLBL 144A 30     | 2030-04-01      | 7.2500%  | 0.0000% | $1417000.00        | $1535852.06        | Corporate Debt Securities                         |
| GALLAGHER ARTHUR J & CO        SR GLBL NT2.4%31    | 2031-11-09      | 2.4000%  | 0.0000% | $300000.00         | $269799.00         | Corporate Debt Securities                         |
| GALLAGHER ARTHUR J & CO        SR GLBL NT 35       | 2035-02-15      | 5.1500%  | 0.0000% | $974000.00         | $1004967.52        | Corporate Debt Securities                         |
| ASHTEAD CAP INC                SR SEC GLBL 27      | 2027-08-15      | 4.3750%  | 0.0000% | $500000.00         | $509166.04         | Corporate Debt Securities                         |
| ASSURANT INC                   SR GLBL NT 34       | 2034-02-15      | 6.7500%  | 0.0000% | $25000.00          | $28020.69          | Corporate Debt Securities                         |
| ASTRAZENECA PLC                SR GLBL NT 37       | 2037-09-15      | 6.4500%  | 0.0000% | $2149000.00        | $2489869.01        | Corporate Debt Securities                         |
| ASTRAZENECA FINANCE LLC        GLBL NT 1.2%26      | 2026-05-28      | 1.2000%  | 0.0000% | $331000.00         | $328969.87         | Corporate Debt Securities                         |
| ASTRAZENECA FINANCE LLC        GLBL NT 4.8%27      | 2027-02-26      | 4.8000%  | 0.0000% | $51000.00          | $52590.86          | Corporate Debt Securities                         |
| ATHENE GLOBAL FDG              SR SEC REGS NT26    | 2026-10-02      | 1.7300%  | 0.0000% | $75000.00          | $74329.54          | Corporate Debt Securities                         |
| ATHENE HOLDING LTD             JR SB GLBL DB 54    | 2054-10-15      | 6.6250%  | 0.0000% | $1146000.00        | $1168694.14        | Corporate Debt Securities                         |
| ATHENE HOLDING LTD             JR SB GLBL DB 54    | 2054-10-15      | 6.6250%  | 0.0000% | $1242000.00        | $1266595.22        | Corporate Debt Securities                         |
| AUTONATION INC                 SR GLBL NT 32       | 2032-03-01      | 3.8500%  | 0.0000% | $27000.00          | $25843.45          | Corporate Debt Securities                         |
| AUTOZONE INC                   SR GLBL NT 33       | 2033-02-01      | 4.7500%  | 0.0000% | $275000.00         | $281637.97         | Corporate Debt Securities                         |
| AUTOZONE INC                   SR GLBL NT 28       | 2028-11-01      | 6.2500%  | 0.0000% | $150000.00         | $160503.21         | Corporate Debt Securities                         |
| AUTOZONE INC                   SR GLBL NT 30       | 2030-06-15      | 5.1250%  | 0.0000% | $88000.00          | $91216.95          | Corporate Debt Securities                         |
| AUTOZONE INC                   SR GLBL NT 30       | 2030-06-15      | 5.1250%  | 0.0000% | $102000.00         | $105728.74         | Corporate Debt Securities                         |
| AVIATION CAP GROUP LLC         SR GLBL 144A 27     | 2027-11-01      | 3.5000%  | 0.0000% | $3028000.00        | $3013201.49        | Corporate Debt Securities                         |
| AVNET INC                      SR GLBL NT 3%31     | 2031-05-15      | 3.0000%  | 0.0000% | $161000.00         | $146957.58         | Corporate Debt Securities                         |
| AVOLON HLDGS FDG LTD           SR 144A NT 28       | 2028-05-04      | 6.3750%  | 0.0000% | $6300000.00        | $6654558.75        | Corporate Debt Securities                         |
| AVOLON HLDGS FDG LTD           SR 144A NT 29       | 2029-03-01      | 5.7500%  | 0.0000% | $11999000.00       | $12708844.17       | Corporate Debt Securities                         |
| AVOLON HLDGS FDG LTD           SR GLBL 144A 30     | 2030-01-15      | 5.1500%  | 0.0000% | $26000.00          | $26500.91          | Corporate Debt Securities                         |
| AVOLON HLDGS FDG LTD           SR 144A NT 32       | 2032-10-15      | 4.9500%  | 0.0000% | $6736000.00        | $6807351.08        | Corporate Debt Securities                         |
| AXIS SPECIALTY FINANCE LLC     JR SB GLBL NT 40    | 2040-01-15      | 4.9000%  | 0.0000% | $145000.00         | $139945.54         | Corporate Debt Securities                         |
| BAT CAPITAL CORP               SR GLBL NT 43       | 2043-08-02      | 7.0790%  | 0.0000% | $100000.00         | $116079.17         | Corporate Debt Securities                         |
| BAC CAP TR XIV                 PERP JR SB -G NT    | 2099-01-01      | 4.3848%  | 0.0000% | $40000.00          | $33296.51          | Corporate Debt Securities                         |
| BAE SYSTEMS PLC                SR GLBL 144A 30     | 2030-04-15      | 3.4000%  | 0.0000% | $637000.00         | $622448.80         | Corporate Debt Securities                         |
| BAT CAPITAL CORP               FR 4.758%090649     | 2049-09-06      | 4.7580%  | 0.0000% | $300000.00         | $260463.60         | Corporate Debt Securities                         |
| BAT CAPITAL CORP               FR 2.259%032528     | 2028-03-25      | 2.2590%  | 0.0000% | $100000.00         | $97161.38          | Corporate Debt Securities                         |
| TRUIST FINL CORP               FR 3.875%031929     | 2029-03-19      | 3.8750%  | 0.0000% | $98000.00          | $98350.91          | Corporate Debt Securities                         |
| BGC GROUP INC                  CR SEN SR GLBL30    | 2030-04-02      | 6.1500%  | 0.0000% | $96000.00          | $101009.12         | Corporate Debt Securities                         |
| BGC GROUP INC                  CR SEN SR GLBL30    | 2030-04-02      | 6.1500%  | 0.0000% | $200000.00         | $210435.67         | Corporate Debt Securities                         |
| BGC GROUP INC                  CR SEN SR GLBL30    | 2030-04-02      | 6.1500%  | 0.0000% | $1714000.00        | $1803433.66        | Corporate Debt Securities                         |
| BMW US CAP LLC                 GLBL 144A NT 26     | 2026-04-11      | 2.8000%  | 0.0000% | $231000.00         | $232336.98         | Corporate Debt Securities                         |
| BMW US CAP LLC                 144A NT 1.25%26     | 2026-08-12      | 1.2500%  | 0.0000% | $375000.00         | $371941.25         | Corporate Debt Securities                         |
| BMW US CAP LLC                 SR 144A NT 26       | 2026-08-13      | 4.6500%  | 0.0000% | $348000.00         | $356825.57         | Corporate Debt Securities                         |
| BP CAP MKTS P L C              PERP SUB GLBL NT    | 2500-12-31      | 6.4500%  | 0.0000% | $300000.00         | $326764.75         | Corporate Debt Securities                         |
| BPCE                           FR 5.417%011337     | 2037-01-13      | 5.4170%  | 0.0000% | $14087000.00       | $14117541.01       | Corporate Debt Securities                         |
| BPCE                           SNR PREF GLBL 29    | 2029-10-01      | 2.7000%  | 0.0000% | $1180000.00        | $1126504.70        | Corporate Debt Securities                         |
| BAIN CAP SPECIALTY FIN INC     SR GLBL NT 30       | 2030-03-15      | 5.9500%  | 0.0000% | $821000.00         | $839564.86         | Corporate Debt Securities                         |
| BALTIMORE GAS & ELEC CO        SR GLBL NT 35       | 2035-06-01      | 5.4500%  | 0.0000% | $2000.00           | $2092.20           | Corporate Debt Securities                         |
| BANCO SANTANDER SA             SNR NPF GLBL 26     | 2026-03-25      | 1.8490%  | 0.0000% | $400000.00         | $401260.06         | Corporate Debt Securities                         |
| BANK AMERICA CORP              FR 4.271%072329     | 2029-07-23      | 4.2710%  | 0.0000% | $2000.00           | $2010.32           | Corporate Debt Securities                         |
| BANK AMERICA CORP              FR 3.974%020730     | 2030-02-07      | 3.9740%  | 0.0000% | $284000.00         | $287997.95         | Corporate Debt Securities                         |
| BANK AMERICA CORP              FR 2.482%092136     | 2036-09-21      | 2.4820%  | 0.0000% | $1800000.00        | $1595220.90        | Corporate Debt Securities                         |
| BANK AMERICA CORP              FR 5.425%081535     | 2035-08-15      | 5.4250%  | 0.0000% | $4251000.00        | $4431304.39        | Corporate Debt Securities                         |
| BANK AMERICA CORP              FR 5.518%102535     | 2035-10-25      | 5.5180%  | 0.0000% | $25000.00          | $25925.03          | Corporate Debt Securities                         |
| BANK AMERICA CORP              ALT TIER I PERP     | 2079-12-31      | 6.1250%  | 0.0000% | $5285000.00        | $5354869.90        | Corporate Debt Securities                         |
| BANK AMERICA CORP              ALT TIER I PERP     | 2079-12-31      | 6.1250%  | 0.0000% | $7493000.00        | $7592060.58        | Corporate Debt Securities                         |
| BANK AMERICA CORP              PERP GLBL -OO NT    | 2149-12-31      | 6.6250%  | 0.0000% | $1299000.00        | $1370546.94        | Corporate Debt Securities                         |
| BANK AMERICA CORP              PERP GLBL -OO NT    | 2149-12-31      | 6.6250%  | 0.0000% | $1890000.00        | $1994098.31        | Corporate Debt Securities                         |
| BANK AMERICA CORP              PERP GLBL -UU NT    | 2500-12-31      | 6.2500%  | 0.0000% | $406000.00         | $412822.60         | Corporate Debt Securities                         |
| BANK AMERICA CORP              PERP GLBL -UU NT    | 2500-12-31      | 6.2500%  | 0.0000% | $3140000.00        | $3192765.96        | Corporate Debt Securities                         |
| BANK MONTREAL MEDIUM           FR 1.25%091526      | 2026-09-15      | 1.2500%  | 0.0000% | $22000.00          | $21757.28          | Corporate Debt Securities                         |
| BANK MONTREAL MEDIUM           ALT TIER I 85       | 2085-11-26      | 6.8750%  | 0.0000% | $5324000.00        | $5542242.59        | Corporate Debt Securities                         |
| BANK MONTREAL MEDIUM           ALT TIER I GLBL     | 2084-05-26      | 7.7000%  | 0.0000% | $2080000.00        | $2241572.09        | Corporate Debt Securities                         |
| BANK MONTREAL MEDIUM           ALT TIER I GLBL     | 2084-05-26      | 7.7000%  | 0.0000% | $4139000.00        | $4460512.92        | Corporate Debt Securities                         |
| BANK MONTREAL MEDIUM           FR 4.439%011432     | 2032-01-14      | 4.4390%  | 0.0000% | $1537000.00        | $1536820.00        | Corporate Debt Securities                         |
| BANK NEW YORK MELLON CORP      PERP SR GLBL -J     | 2500-12-31      | 6.3000%  | 0.0000% | $1933000.00        | $2043277.65        | Corporate Debt Securities                         |
| BANK NEW YORK MELLON CORP      FR 1.8%072831       | 2031-07-28      | 1.8000%  | 0.0000% | $1000.00           | $879.35            | Corporate Debt Securities                         |
| BANK NEW YORK MELLON CORP      FR 1.9%012529       | 2029-01-25      | 1.9000%  | 0.0000% | $2000.00           | $1887.59           | Corporate Debt Securities                         |
| BANK NOVA SCOTIA B C           GLBL NT 2.15%31     | 2031-08-01      | 2.1500%  | 0.0000% | $71000.00          | $64024.27          | Corporate Debt Securities                         |
| BANK NOVA SCOTIA B C           GLBL NT 1.3%26      | 2026-09-15      | 1.3000%  | 0.0000% | $100000.00         | $98927.50          | Corporate Debt Securities                         |
| BANK NOVA SCOTIA B C           ALT TIER I GLBL     | 2082-10-27      | 8.6250%  | 0.0000% | $200000.00         | $211837.75         | Corporate Debt Securities                         |
| BANK NOVA SCOTIA B C           ALT TIER I GLBL     | 2085-04-27      | 7.3500%  | 0.0000% | $2999000.00        | $3138940.84        | Corporate Debt Securities                         |
| BANK NOVA SCOTIA B C           LW TIER II GLBL     | 2037-05-04      | 4.5880%  | 0.0000% | $4670000.00        | $4619331.54        | Corporate Debt Securities                         |
| BANK OF AMERICA NA             SR GLBL NT 26       | 2026-08-18      | 5.5260%  | 0.0000% | $6500000.00        | $6712660.50        | Corporate Debt Securities                         |
| BANQUE FED DU CRED MUTUEL      FR 5.106%011536     | 2036-01-15      | 5.1060%  | 0.0000% | $4300000.00        | $4308589.25        | Corporate Debt Securities                         |
| BARCLAYS PLC                   SR GLBL NT 45       | 2045-08-17      | 5.2500%  | 0.0000% | $429000.00         | $426803.88         | Corporate Debt Securities                         |
| BARINGS BDC INC                SR GLBL NT5.2%28    | 2028-09-15      | 5.2000%  | 0.0000% | $822000.00         | $834880.74         | Corporate Debt Securities                         |
| BARINGS PRIVATE CR CORP        SR GLBL 144A 30     | 2030-06-11      | 6.1500%  | 0.0000% | $172000.00         | $172858.42         | Corporate Debt Securities                         |
| BAXTER INTL INC                SR NT 4.5%43        | 2043-06-15      | 4.5000%  | 0.0000% | $598000.00         | $493663.95         | Corporate Debt Securities                         |
| BAXTER INTL INC                SR GLBL NT 31       | 2031-04-01      | 1.7300%  | 0.0000% | $111000.00         | $96063.69          | Corporate Debt Securities                         |
| LYONDELLBASELL INDUSTRIES NV   SR GLBL NT 55       | 2055-02-26      | 4.6250%  | 0.0000% | $500000.00         | $391427.36         | Corporate Debt Securities                         |
| M & T BK CORP                  FR 5.385%011636     | 2036-01-16      | 5.3850%  | 0.0000% | $140000.00         | $142573.78         | Corporate Debt Securities                         |
| M & T BK CORP                  FR 5.4%073035       | 2035-07-30      | 5.4000%  | 0.0000% | $503000.00         | $508024.97         | Corporate Debt Securities                         |
| MGIC INVT CORP WIS             SR GLBL NT 28       | 2028-08-15      | 5.2500%  | 0.0000% | $4010000.00        | $4103443.02        | Corporate Debt Securities                         |
| MPLX LP                        SR GLBL NT 52       | 2052-03-14      | 4.9500%  | 0.0000% | $10000.00          | $8649.50           | Corporate Debt Securities                         |
| MPLX LP                        SR GLBL NT 5%33     | 2033-03-01      | 5.0000%  | 0.0000% | $3000.00           | $3071.83           | Corporate Debt Securities                         |
| MPLX LP                        SR GLBL NT 53       | 2053-03-01      | 5.6500%  | 0.0000% | $500000.00         | $477697.36         | Corporate Debt Securities                         |
| MPLX LP                        SR GLBL NT5.4%35    | 2035-04-01      | 5.4000%  | 0.0000% | $671000.00         | $689170.68         | Corporate Debt Securities                         |
| MPLX LP                        SR GLBL NT 55       | 2055-04-01      | 5.9500%  | 0.0000% | $99000.00          | $98173.16          | Corporate Debt Securities                         |
| MPLX LP                        SR GLBL NT4.8%31    | 2031-02-15      | 4.8000%  | 0.0000% | $300000.00         | $309886.00         | Corporate Debt Securities                         |
| MSCI INC                       SR GLBL 144A 29     | 2029-11-15      | 4.0000%  | 0.0000% | $1500000.00        | $1481345.00        | Corporate Debt Securities                         |
| MSCI INC                       SR GLBL 144A 29     | 2029-11-15      | 4.0000%  | 0.0000% | $3040000.00        | $3002192.53        | Corporate Debt Securities                         |
| MSCI INC                       SR GLBL NT 35       | 2035-09-01      | 5.2500%  | 0.0000% | $47000.00          | $48489.12          | Corporate Debt Securities                         |
| MSCI INC                       SR GLBL NT 36       | 2036-03-15      | 5.1500%  | 0.0000% | $2059000.00        | $2059919.69        | Corporate Debt Securities                         |
| MSD INVT CORP                  SR GLBL 144A 30     | 2030-05-31      | 6.2500%  | 0.0000% | $199000.00         | $201755.49         | Corporate Debt Securities                         |
| MSD INVT CORP                  SR GLBL 144A 31     | 2031-02-05      | 6.1250%  | 0.0000% | $100000.00         | $100662.76         | Corporate Debt Securities                         |
| MACQUARIE BK LTD               LW TIER II GLBL     | 2030-06-03      | 3.6240%  | 0.0000% | $1240000.00        | $1192604.72        | Corporate Debt Securities                         |
| MAIN STR CAP CORP              SR GLBL NT 3%26     | 2026-07-14      | 3.0000%  | 0.0000% | $7000.00           | $6961.59           | Corporate Debt Securities                         |
| MAIN STR CAP CORP              SR GLBL NT 29       | 2029-03-01      | 6.9500%  | 0.0000% | $1095000.00        | $1175915.33        | Corporate Debt Securities                         |
| MARKEL GROUP INC               SR GLBL NT 5%46     | 2046-04-05      | 5.0000%  | 0.0000% | $490000.00         | $453148.19         | Corporate Debt Securities                         |
| MARKEL GROUP INC               SR GLBL NT 50       | 2050-09-17      | 4.1500%  | 0.0000% | $371000.00         | $294763.93         | Corporate Debt Securities                         |
| MARS INC                       SR GLBL 144A 32     | 2032-03-01      | 5.0000%  | 0.0000% | $100000.00         | $104816.44         | Corporate Debt Securities                         |
| MARS INC                       SR GLBL 144A 32     | 2032-03-01      | 5.0000%  | 0.0000% | $30677000.00       | $32154540.66       | Corporate Debt Securities                         |
| MARSH & MCLENNAN COS INC       SR GLBL NT 5%35     | 2035-03-15      | 5.0000%  | 0.0000% | $97000.00          | $99859.56          | Corporate Debt Securities                         |
| MARRIOTT INTL INC NEW          CR SEN SR GLBL30    | 2030-06-15      | 4.6250%  | 0.0000% | $42000.00          | $42787.55          | Corporate Debt Securities                         |
| MARRIOTT INTL INC NEW          CR SEN SR GLBL32    | 2032-10-15      | 3.5000%  | 0.0000% | $100000.00         | $94439.83          | Corporate Debt Securities                         |
| MARRIOTT INTL INC NEW          SR GLBL LL NT 26    | 2026-09-15      | 5.4500%  | 0.0000% | $60000.00          | $61720.65          | Corporate Debt Securities                         |
| MARRIOTT INTL INC NEW          SR GLBL UU NT 31    | 2031-10-15      | 4.5000%  | 0.0000% | $514000.00         | $525354.26         | Corporate Debt Securities                         |
| MARTIN MARIETTA MATLS INC      SR GLBL NT3.2%51    | 2051-07-15      | 3.2000%  | 0.0000% | $5686000.00        | $3855297.53        | Corporate Debt Securities                         |
| MASTEC INC                     CR SEN SR GLBL29    | 2029-06-15      | 5.9000%  | 0.0000% | $94000.00          | $98974.95          | Corporate Debt Securities                         |
| MASTERCARD INCORPORATED        SR GLBL NT 29       | 2029-06-01      | 2.9500%  | 0.0000% | $90000.00          | $87655.92          | Corporate Debt Securities                         |
| MASTERCARD INCORPORATED        SR GLBL NT 51       | 2051-03-15      | 2.9500%  | 0.0000% | $404000.00         | $271004.21         | Corporate Debt Securities                         |
| MATTEL INC                     SR GLBL 144A 27     | 2027-12-15      | 5.8750%  | 0.0000% | $2653000.00        | $2673676.82        | Corporate Debt Securities                         |
| MCDONALDS CORP                 FR 4.875%071540     | 2040-07-15      | 4.8750%  | 0.0000% | $549000.00         | $527858.70         | Corporate Debt Securities                         |
| MCDONALDS CORP                 FR 3.625%050143     | 2043-05-01      | 3.6250%  | 0.0000% | $21000.00          | $16822.93          | Corporate Debt Securities                         |
| MCDONALDS CORP                 FR 3.5%070127       | 2027-07-01      | 3.5000%  | 0.0000% | $45000.00          | $44921.67          | Corporate Debt Securities                         |
| MCDONALDS CORP                 FR 4.95%081433      | 2033-08-14      | 4.9500%  | 0.0000% | $99000.00          | $103978.21         | Corporate Debt Securities                         |
| MCDONALDS CORP                 FR 4.4%021231       | 2031-02-12      | 4.4000%  | 0.0000% | $3900000.00        | $3998475.00        | Corporate Debt Securities                         |
| MEDTRONIC GLOBAL HLDGS S C A   SR GLBL NT4.5%33    | 2033-03-30      | 4.5000%  | 0.0000% | $5000.00           | $5080.80           | Corporate Debt Securities                         |
| MELLON CAP IV                  PERP JR SB GLBL     | 2079-12-31      | 4.5212%  | 0.0000% | $75000.00          | $62534.93          | Corporate Debt Securities                         |
| MERCK & CO INC                 SR GLBL NT 26       | 2026-02-24      | 0.7500%  | 0.0000% | $421000.00         | $421458.89         | Corporate Debt Securities                         |
| MERCK & CO INC                 SR GLBL NT 63       | 2063-05-17      | 5.1500%  | 0.0000% | $5000.00           | $4618.62           | Corporate Debt Securities                         |
| MERCK & CO INC                 SR GLBL NT 31       | 2031-03-15      | 4.1500%  | 0.0000% | $509000.00         | $510453.48         | Corporate Debt Securities                         |
| MERCK & CO INC                 SR GLBL NT 35       | 2035-12-04      | 4.7500%  | 0.0000% | $1069000.00        | $1069544.00        | Corporate Debt Securities                         |
| MERCK & CO INC                 SR GLBL NT5.5%46    | 2046-03-15      | 5.5000%  | 0.0000% | $505000.00         | $507830.81         | Corporate Debt Securities                         |
| METLIFE CAPITAL TRUST IV       7.875%67            | 2067-12-15      | 7.8750%  | 0.0000% | $13699000.00       | $15235805.19       | Corporate Debt Securities                         |
| METLIFE INC                    EXT JR SB GLBL68    | 2068-04-08      | 9.2500%  | 0.0000% | $131000.00         | $160639.77         | Corporate Debt Securities                         |
| METROPOLITAN EDISON CO         SR 144A NT4.3%29    | 2029-01-15      | 4.3000%  | 0.0000% | $1103000.00        | $1105384.32        | Corporate Debt Securities                         |
| METROPOLITAN LIFE GLOBAL FDG I GLBL 144A 27        | 2027-06-30      | 4.4000%  | 0.0000% | $400000.00         | $404026.67         | Corporate Debt Securities                         |
| MEXICO CITY ARPT TR            SR SEC GLBL 47      | 2047-07-31      | 5.5000%  | 0.0000% | $300000.00         | $267432.00         | Corporate Debt Securities                         |
| MICROSOFT CORP                 SR NT 4.5%40        | 2040-10-01      | 4.5000%  | 0.0000% | $387000.00         | $378217.03         | Corporate Debt Securities                         |
| MICROSOFT CORP                 SR NT 3.5%35        | 2035-02-12      | 3.5000%  | 0.0000% | $2179000.00        | $2084242.55        | Corporate Debt Securities                         |
| MICROSOFT CORP                 SR GLBL NT2.4%26    | 2026-08-08      | 2.4000%  | 0.0000% | $757000.00         | $760222.30         | Corporate Debt Securities                         |
| MICROSOFT CORP                 SR GLBL NT 36       | 2036-08-08      | 3.4500%  | 0.0000% | $1703000.00        | $1576779.32        | Corporate Debt Securities                         |
| MICROSOFT CORP                 SR GLBL NT3.3%27    | 2027-02-06      | 3.3000%  | 0.0000% | $1872000.00        | $1896204.96        | Corporate Debt Securities                         |
| MICROSOFT CORP                 SR GLBL NT3.3%27    | 2027-02-06      | 3.3000%  | 0.0000% | $2929000.00        | $2966871.97        | Corporate Debt Securities                         |
| MICROSOFT CORP                 SR GLBL NT4.1%37    | 2037-02-06      | 4.1000%  | 0.0000% | $997000.00         | $980825.34         | Corporate Debt Securities                         |
| MICRON TECHNOLOGY INC          SR GLBL NT 33       | 2033-02-09      | 5.8750%  | 0.0000% | $631000.00         | $689756.35         | Corporate Debt Securities                         |
| MICRON TECHNOLOGY INC          SR GLBL NT5.3%31    | 2031-01-15      | 5.3000%  | 0.0000% | $1497000.00        | $1556563.13        | Corporate Debt Securities                         |
| MICRON TECHNOLOGY INC          SR GLBL NT 32       | 2032-11-01      | 5.6500%  | 0.0000% | $9000.00           | $9628.63           | Corporate Debt Securities                         |
| MICRON TECHNOLOGY INC          SR GLBL NT 32       | 2032-11-01      | 5.6500%  | 0.0000% | $500000.00         | $534924.03         | Corporate Debt Securities                         |
| MICRON TECHNOLOGY INC          SR GLBL NT 35       | 2035-11-01      | 6.0500%  | 0.0000% | $7082000.00        | $7735505.32        | Corporate Debt Securities                         |
| BERKSHIRE HATHAWAY ENERGY CO   SR BD 6.125%36      | 2036-04-01      | 6.1250%  | 0.0000% | $542000.00         | $599569.36         | Corporate Debt Securities                         |
| BAXTER INTL INC                SR GLBL NT 28       | 2028-12-01      | 2.2720%  | 0.0000% | $91000.00          | $86458.51          | Corporate Debt Securities                         |
| BAYLOR SCOTT & WHITE HLDGS     SR SEC GLBL 30      | 2030-11-15      | 1.7770%  | 0.0000% | $1940000.00        | $1741774.84        | Corporate Debt Securities                         |
| BECTON DICKINSON & CO          SR GLBL NT 32       | 2032-08-22      | 4.2980%  | 0.0000% | $440000.00         | $441110.32         | Corporate Debt Securities                         |
| BECTON DICKINSON & CO          SR GLBL NT 34       | 2034-02-08      | 5.1100%  | 0.0000% | $3000.00           | $3134.98           | Corporate Debt Securities                         |
| BEIGNET INV LLC                SR SEC 144A 49      | 2049-05-30      | 6.5810%  | 0.0000% | $27652000.00       | $29105227.82       | Corporate Debt Securities                         |
| BELL CDA                       SR GLBL-US2 NT49    | 2049-07-29      | 4.3000%  | 0.0000% | $254000.00         | $202303.24         | Corporate Debt Securities                         |
| BELL CDA                       SR GLBL-US6 NT52    | 2052-02-15      | 3.2000%  | 0.0000% | $87000.00          | $58661.20          | Corporate Debt Securities                         |
| BELL CDA                       SR GLBL-US8 NT33    | 2033-05-11      | 5.1000%  | 0.0000% | $37000.00          | $38059.74          | Corporate Debt Securities                         |
| BELROSE FDG TR II              SR 144A NT 55       | 2055-05-15      | 6.7920%  | 0.0000% | $300000.00         | $321039.00         | Corporate Debt Securities                         |
| BERKSHIRE HATHAWAY ENERGY CO   SR GLBL NT4.6%53    | 2053-05-01      | 4.6000%  | 0.0000% | $21000.00          | $17971.22          | Corporate Debt Securities                         |
| BERKSHIRE HATHAWAY FIN CORP    SR GLBL NT 49       | 2049-01-15      | 4.2500%  | 0.0000% | $100000.00         | $83675.08          | Corporate Debt Securities                         |
| BIOGEN INC                     SR GLBL NT 35       | 2035-05-15      | 5.7500%  | 0.0000% | $2000.00           | $2127.20           | Corporate Debt Securities                         |
| BLACKROCK INC                  SR GLBL NT 29       | 2029-04-30      | 3.2500%  | 0.0000% | $629000.00         | $621499.18         | Corporate Debt Securities                         |
| BLACKROCK INC                  GLBL NT 1.9%31      | 2031-01-28      | 1.9000%  | 0.0000% | $1278000.00        | $1148251.76        | Corporate Debt Securities                         |
| BLACKSTONE PRIVATE CREDIT FUND SR GLBL NT 26       | 2026-12-15      | 2.6250%  | 0.0000% | $127000.00         | $125421.55         | Corporate Debt Securities                         |
| BLACKSTONE PRIVATE CREDIT FUND SR GLBL NT 26       | 2026-12-15      | 2.6250%  | 0.0000% | $1500000.00        | $1481356.88        | Corporate Debt Securities                         |
| BLACKSTONE PRIVATE CREDIT FUND SR GLBL NT 26       | 2026-12-15      | 2.6250%  | 0.0000% | $2164000.00        | $2137104.19        | Corporate Debt Securities                         |
| BLACKSTONE PRIVATE CREDIT FUND SR GLBL NT 4%29     | 2029-01-15      | 4.0000%  | 0.0000% | $1813000.00        | $1764822.55        | Corporate Debt Securities                         |
| BLACKSTONE PRIVATE CREDIT FUND SR GLBL NT 30       | 2030-04-01      | 5.2500%  | 0.0000% | $800000.00         | $805187.33         | Corporate Debt Securities                         |
| KROGER CO                      SR NT 4.45%47       | 2047-02-01      | 4.4500%  | 0.0000% | $331000.00         | $287462.37         | Corporate Debt Securities                         |
| KYNDRYL HLDGS INC              SR GLBL NT 26       | 2026-10-15      | 2.0500%  | 0.0000% | $5000.00           | $4958.35           | Corporate Debt Securities                         |
| LKQ CORP                       SR GLBL NT 33       | 2033-06-15      | 6.2500%  | 0.0000% | $81000.00          | $85668.23          | Corporate Debt Securities                         |
| LPL HLDGS INC                  SR GLBL NT 28       | 2028-11-17      | 6.7500%  | 0.0000% | $50000.00          | $53906.38          | Corporate Debt Securities                         |
| LPL HLDGS INC                  SR GLBL NT5.2%30    | 2030-03-15      | 5.2000%  | 0.0000% | $50000.00          | $52116.00          | Corporate Debt Securities                         |
| LPL HLDGS INC                  SR GLBL NT 35       | 2035-03-15      | 5.6500%  | 0.0000% | $345000.00         | $359785.84         | Corporate Debt Securities                         |
| L3HARRIS TECHNOLOGIES INC      SR GLBL NT 29       | 2029-06-01      | 5.0500%  | 0.0000% | $3000.00           | $3104.42           | Corporate Debt Securities                         |
| LYB INTERNATIONAL FINANCE B.V. SR GLBL NT 43       | 2043-07-15      | 5.2500%  | 0.0000% | $221000.00         | $192682.72         | Corporate Debt Securities                         |
| LYB INTERNATIONAL FIN III LLC  SR GLBL NT 33       | 2033-05-15      | 5.6250%  | 0.0000% | $200000.00         | $204699.75         | Corporate Debt Securities                         |
| LABORATORY CORP AMER HLDGS     SR GLBL NT4.8%34    | 2034-10-01      | 4.8000%  | 0.0000% | $98000.00          | $98490.65          | Corporate Debt Securities                         |
| LAZARD LLC                     SR GLBL NT 35       | 2035-08-01      | 5.6250%  | 0.0000% | $84000.00          | $88536.74          | Corporate Debt Securities                         |
| LEIDOS INC                     SR GLBL NT 33       | 2033-03-15      | 5.7500%  | 0.0000% | $481000.00         | $518504.77         | Corporate Debt Securities                         |
| LENNAR CORP                    SR GLBL NT5.2%30    | 2030-07-30      | 5.2000%  | 0.0000% | $3313000.00        | $3414079.63        | Corporate Debt Securities                         |
| LIBERTY MUT GROUP INC          SR GLBL 144A 50     | 2050-10-15      | 3.9510%  | 0.0000% | $33000.00          | $24966.93          | Corporate Debt Securities                         |
| ELI LILLY & CO                 GLBL NT 4.5%27      | 2027-02-09      | 4.5000%  | 0.0000% | $20000.00          | $20578.70          | Corporate Debt Securities                         |
| ELI LILLY & CO                 GLBL NT 4.15%27     | 2027-08-14      | 4.1500%  | 0.0000% | $15000.00          | $15384.24          | Corporate Debt Securities                         |
| ELI LILLY & CO                 GLBL NT 4.9%35      | 2035-10-15      | 4.9000%  | 0.0000% | $366000.00         | $379255.71         | Corporate Debt Securities                         |
| LLOYDS BANKING GROUP PLC       ALT TIER I PERP     | 2500-12-31      | 8.0000%  | 0.0000% | $4528000.00        | $4946221.17        | Corporate Debt Securities                         |
| LLOYDS BANKING GROUP PLC       ALT TIER I PERP     | 2500-12-31      | 8.0000%  | 0.0000% | $7912000.00        | $8642778.69        | Corporate Debt Securities                         |
| LOCKHEED MARTIN CORP           SR GLBL NT4.7%46    | 2046-05-15      | 4.7000%  | 0.0000% | $8000.00           | $7352.89           | Corporate Debt Securities                         |
| LOUISIANA PAC CORP             SR GLBL 144A 29     | 2029-03-15      | 3.6250%  | 0.0000% | $351000.00         | $344655.24         | Corporate Debt Securities                         |
| LOUISIANA PAC CORP             SR GLBL 144A 29     | 2029-03-15      | 3.6250%  | 0.0000% | $649000.00         | $637268.51         | Corporate Debt Securities                         |
| LOWES COS INC                  SR GLBL NT1.3%28    | 2028-04-15      | 1.3000%  | 0.0000% | $88000.00          | $83442.63          | Corporate Debt Securities                         |
| LOWES COS INC                  SR GLBL NT 35       | 2035-10-15      | 4.8500%  | 0.0000% | $100000.00         | $100768.67         | Corporate Debt Securities                         |
| LOWES COS INC                  SR GLBL NT 35       | 2035-10-15      | 4.8500%  | 0.0000% | $1037000.00        | $1044971.07        | Corporate Debt Securities                         |
| GOLUB CAPITAL PART 2019-45MR   A-2-R  20370720 FLT | 2037-07-20      | 5.4676%  | 0.0000% | $3274604.00        | $3242574.40        | Asset-Backed Securities                           |
| GOLUB CAP PAR CLO 2020-47(M)R  A-1A-R 20370805 FLT | 2037-08-05      | 5.5206%  | 0.0000% | $4254609.00        | $4311995.49        | Asset-Backed Securities                           |
| KAYNE CLO LTD 2021-10          A      20340424 FLT | 2034-04-24      | 5.1026%  | 0.0000% | $1022800.00        | $1024694.41        | Asset-Backed Securities                           |
| MAGNETITE LTD 2019-23R         A-R    20350125 FLT | 2035-01-25      | 5.0596%  | 0.0000% | $250529.00         | $250860.24         | Asset-Backed Securities                           |
| ORION CLO LTD 2023-2R          D-3-R  20370126 FLT | 2037-01-26      | 7.6680%  | 0.0000% | $250000.00         | $247845.75         | Asset-Backed Securities                           |
| STELLANTIS FIN UW TR 2025-A    A-2    20270720 4.6 | 2027-07-20      | 4.6300%  | 0.0000% | $11174.00          | $8814.24           | Asset-Backed Securities                           |
| JEFFERIES CR PT BDC CLO 2025-1 A      20370427 FLT | 2037-04-27      | 5.2180%  | 0.0000% | $2650718.00        | $2657213.28        | Asset-Backed Securities                           |
| PACKAGING CORP AMER            SR GLBL NT5.2%35    | 2035-08-15      | 5.2000%  | 0.0000% | $10000.00          | $10400.53          | Corporate Debt Securities                         |
| PEPSICO INC                    SR NT 4%42          | 2042-03-05      | 4.0000%  | 0.0000% | $40000.00          | $35007.24          | Corporate Debt Securities                         |
| PEPSICO INC                    SR GLBL NT 30       | 2030-03-19      | 2.7500%  | 0.0000% | $26000.00          | $24982.80          | Corporate Debt Securities                         |
| PEPSICO INC                    SR GLBL NT 30       | 2030-05-01      | 1.6250%  | 0.0000% | $344000.00         | $313118.21         | Corporate Debt Securities                         |
| PEPSICO INC                    SR GLBL NT4.1%29    | 2029-01-15      | 4.1000%  | 0.0000% | $6400000.00        | $6453109.33        | Corporate Debt Securities                         |
| PERNOD RICARD INTL FINANCE LLC SR GLBL 144A 50     | 2050-10-01      | 2.7500%  | 0.0000% | $3500000.00        | $2121945.97        | Corporate Debt Securities                         |
| PERUSAHAAN LISTRIK NEGARA PT   FR 3.875%071729     | 2029-07-17      | 3.8750%  | 0.0000% | $1450000.00        | $1417156.49        | Corporate Debt Securities                         |
| PFIZER INC                     SR NT 7.2%39        | 2039-03-15      | 7.2000%  | 0.0000% | $3194000.00        | $3895083.00        | Corporate Debt Securities                         |
| PFIZER INC                     SR GLBL NT4.2%48    | 2048-09-15      | 4.2000%  | 0.0000% | $8632000.00        | $7285580.64        | Corporate Debt Securities                         |
| PFIZER INC                     GLBL NT 1.7%30      | 2030-05-28      | 1.7000%  | 0.0000% | $1156000.00        | $1050084.71        | Corporate Debt Securities                         |
| PFIZER INC                     SR GLBL NT5.7%65    | 2065-11-15      | 5.7000%  | 0.0000% | $1062000.00        | $1063746.99        | Corporate Debt Securities                         |
| PFIZER INC                     SR GLBL NT5.7%65    | 2065-11-15      | 5.7000%  | 0.0000% | $14737000.00       | $14761242.37       | Corporate Debt Securities                         |
| BRUNSWICK CORP                 SR GLBL NT2.4%31    | 2031-08-18      | 2.4000%  | 0.0000% | $54000.00          | $48186.36          | Corporate Debt Securities                         |
| BRUNSWICK CORP                 SR GLBL NT2.4%31    | 2031-08-18      | 2.4000%  | 0.0000% | $246000.00         | $219515.64         | Corporate Debt Securities                         |
| BURLINGTON NORTHN SANTA FE CP  SR GLBL DEB 51      | 2051-02-15      | 3.0500%  | 0.0000% | $690000.00         | $467322.63         | Corporate Debt Securities                         |
| BURLINGTON NORTHN SANTA FE CP  SR GLBL DEB 52      | 2052-06-15      | 2.8750%  | 0.0000% | $550000.00         | $349879.06         | Corporate Debt Securities                         |
| BURLINGTON RES FIN CO          SR NT 7.2%31        | 2031-08-15      | 7.2000%  | 0.0000% | $642000.00         | $750485.16         | Corporate Debt Securities                         |
| FRANKLIN BSP LENDING CORP      SR GLBL NT 26       | 2026-03-30      | 3.2500%  | 0.0000% | $16000.00          | $16126.93          | Corporate Debt Securities                         |
| CB RICHARD ELLIS SVCS INC      SR GLBL NT4.9%33    | 2033-01-15      | 4.9000%  | 0.0000% | $3020000.00        | $3067023.08        | Corporate Debt Securities                         |
| CF INDS INC                    SR NT 5.15%34       | 2034-03-15      | 5.1500%  | 0.0000% | $613000.00         | $629399.28         | Corporate Debt Securities                         |
| THE CIGNA GROUP                SR GLBL NT 36       | 2036-01-15      | 5.2500%  | 0.0000% | $504000.00         | $512944.74         | Corporate Debt Securities                         |
| CME GROUP INC                  SR GLBL NT 32       | 2032-03-15      | 2.6500%  | 0.0000% | $1858000.00        | $1716044.16        | Corporate Debt Securities                         |
| CNA FINL CORP                  SR GLBL NT 34       | 2034-02-15      | 5.1250%  | 0.0000% | $198000.00         | $204118.12         | Corporate Debt Securities                         |
| CNA FINL CORP                  SR GLBL NT5.2%35    | 2035-08-15      | 5.2000%  | 0.0000% | $8549000.00        | $8789198.40        | Corporate Debt Securities                         |
| FHLMC REMIC SERIES K-W02       A-1    20260425 2.8 | 2026-04-25      | 2.8960%  | 0.0000% | $29062.00          | $243.37            | Agency Collateralized Mortgage Obligation         |
| FHLMC REMIC SERIES K-073       A-1    20270925 3.3 | 2027-09-25      | 3.3500%  | 0.0000% | $1004.00           | $110.02            | Agency Collateralized Mortgage Obligation         |
| FHLMC REMIC SERIES K-1505      A-3    20330425 FLT | 2033-04-25      | 3.7500%  | 0.0000% | $435000.00         | $419787.11         | Agency Collateralized Mortgage Obligation         |
| FHLMC REMIC SERIES K-082       A-M    20280925 FLT | 2028-09-25      | 3.9200%  | 0.0000% | $1000.00           | $1003.42           | Agency Collateralized Mortgage Obligation         |
| FHLMC REMIC SERIES K-083       A-M    20281025 FLT | 2028-10-25      | 4.0300%  | 0.0000% | $367421.00         | $369519.12         | Agency Collateralized Mortgage Obligation         |
| FHLMC REMIC SERIES K-083       A-M    20281025 FLT | 2028-10-25      | 4.0300%  | 0.0000% | $1844774.00        | $1855308.38        | Agency Collateralized Mortgage Obligation         |
| FHLMC REMIC SEIRES Q-010       A-PT2  20471225 FLT | 2047-12-25      | 6.8648%  | 0.0000% | $99000.00          | $6102.98           | Agency Collateralized Mortgage Obligation         |
| FHLMC REMIC SEIRES Q-010       A-PT3  20461025 FLT | 2046-10-25      | 4.0591%  | 0.0000% | $99000.00          | $24174.24          | Agency Collateralized Mortgage Obligation         |
| FHLMC REMIC SERIES K-141       A-2    20320225 2.2 | 2032-02-25      | 2.2500%  | 0.0000% | $355671.00         | $320380.43         | Agency Collateralized Mortgage Obligation         |
| FHLMC REMIC SEIRES K-142       A-2    20320325 FLT | 2032-03-25      | 2.4000%  | 0.0000% | $205000.00         | $185857.17         | Agency Collateralized Mortgage Obligation         |
| FHLMC REMIC SERIES K-J45       A-2    20310125 4.6 | 2031-01-25      | 4.6600%  | 0.0000% | $600000.00         | $613319.93         | Agency Collateralized Mortgage Obligation         |
| FHLMC REMIC SERIES             A-2    20310625 FLT | 2031-06-25      | 5.4300%  | 0.0000% | $500000.00         | $524209.58         | Agency Collateralized Mortgage Obligation         |
| FHLMC REMIC SERIES K-J50       A-2    20341025 FLT | 2034-10-25      | 4.2280%  | 0.0000% | $800000.00         | $797155.11         | Agency Collateralized Mortgage Obligation         |
| PRUDENTIAL FINL INC            FR 5.7%121436       | 2036-12-14      | 5.7000%  | 0.0000% | $651000.00         | $693011.20         | Corporate Debt Securities                         |
| PUBLIC SERVICE CO COLO         1M GLBL 39 BD 52    | 2052-06-01      | 4.5000%  | 0.0000% | $1788000.00        | $1505987.70        | Corporate Debt Securities                         |
| PUBLIC SERVICE CO COLO         1M GLBL 41 BD 34    | 2034-05-15      | 5.3500%  | 0.0000% | $2374000.00        | $2469045.07        | Corporate Debt Securities                         |
| PUBLIC SVC ELEC & GAS CO       FR 3%051527         | 2027-05-15      | 3.0000%  | 0.0000% | $384000.00         | $382421.76         | Corporate Debt Securities                         |
| PUBLIC SVC ELEC & GAS CO       FR 4.2%010131       | 2031-01-01      | 4.2000%  | 0.0000% | $100000.00         | $100093.33         | Corporate Debt Securities                         |
| PUBLIC SVC ENTERPRISE GROUP    SR GLBL NT5.2%29    | 2029-04-01      | 5.2000%  | 0.0000% | $4000.00           | $4181.36           | Corporate Debt Securities                         |
| PUBLIC SVC ENTERPRISE GROUP    SR GLBL NT5.4%35    | 2035-03-15      | 5.4000%  | 0.0000% | $71000.00          | $74529.41          | Corporate Debt Securities                         |
| PUBLIC STORAGE OPER CO         SR GLBL NT 27       | 2027-09-15      | 3.0940%  | 0.0000% | $4905000.00        | $4908396.71        | Corporate Debt Securities                         |
| PUBLIC STORAGE OPER CO         SR GLBL NT 28       | 2028-11-09      | 1.9500%  | 0.0000% | $420000.00         | $399658.35         | Corporate Debt Securities                         |
| PUBLIC STORAGE OPER CO         SR GLBL NT 53       | 2053-08-01      | 5.3500%  | 0.0000% | $64000.00          | $63899.61          | Corporate Debt Securities                         |
| QUANTA SVCS INC                SR GLBL NT2.9%30    | 2030-10-01      | 2.9000%  | 0.0000% | $20000.00          | $18908.72          | Corporate Debt Securities                         |
| QUANTA SVCS INC                SR GLBL NT2.9%30    | 2030-10-01      | 2.9000%  | 0.0000% | $1601000.00        | $1513643.21        | Corporate Debt Securities                         |
| QUANTA SVCS INC                SR GLBL NT4.5%31    | 2031-01-15      | 4.5000%  | 0.0000% | $2423000.00        | $2433552.17        | Corporate Debt Securities                         |
| RADIAN GROUP INC               SR NT 4.875%27      | 2027-03-15      | 4.8750%  | 0.0000% | $82000.00          | $83844.28          | Corporate Debt Securities                         |
| RADIAN GROUP INC               SR NT 4.875%27      | 2027-03-15      | 4.8750%  | 0.0000% | $3084000.00        | $3153363.02        | Corporate Debt Securities                         |
| RADIAN GROUP INC               SR NT 4.875%27      | 2027-03-15      | 4.8750%  | 0.0000% | $3155000.00        | $3225959.89        | Corporate Debt Securities                         |
| RAIZEN FUELS FINANCE SA        GLBL 144A NT 34     | 2034-03-05      | 6.4500%  | 0.0000% | $1576000.00        | $1336415.17        | Corporate Debt Securities                         |
| RAIZEN FUELS FINANCE SA        GLBL 144A NT 54     | 2054-03-05      | 6.9500%  | 0.0000% | $2100000.00        | $1638951.42        | Corporate Debt Securities                         |
| RAIZEN FUELS FINANCE SA        SR GLBL 144A 35     | 2035-01-17      | 5.7000%  | 0.0000% | $300000.00         | $232742.50         | Corporate Debt Securities                         |
| RTX CORPORATION                GLBL NT 4.35%47     | 2047-04-15      | 4.3500%  | 0.0000% | $100000.00         | $86411.75          | Corporate Debt Securities                         |
| REGIONS FINANCIAL CORP NEW     SUB NT 7.375%37     | 2037-12-10      | 7.3750%  | 0.0000% | $14000.00          | $16165.56          | Corporate Debt Securities                         |
| REPUBLIC SVCS INC              SR GLBL NT2.9%26    | 2026-07-01      | 2.9000%  | 0.0000% | $3888000.00        | $3882308.40        | Corporate Debt Securities                         |
| REPUBLIC SVCS INC              SR GLBL NT 32       | 2032-02-15      | 1.7500%  | 0.0000% | $98000.00          | $85465.88          | Corporate Debt Securities                         |
| KITE RLTY GROUP L P            SR GLBL NT 30       | 2030-09-15      | 4.7500%  | 0.0000% | $3000.00           | $3085.96           | Corporate Debt Securities                         |
| REXFORD INDUSTRIAL REALTY L P  SR GLBL NT 30       | 2030-12-01      | 2.1250%  | 0.0000% | $25000.00          | $22457.82          | Corporate Debt Securities                         |
| RIO TINTO FIN USA LTD          SR NT 5.2%40        | 2040-11-02      | 5.2000%  | 0.0000% | $20000.00          | $20231.62          | Corporate Debt Securities                         |
| ROCHE HOLDINGS INC             SR 144A NT 31       | 2031-12-13      | 2.0760%  | 0.0000% | $580000.00         | $517377.59         | Corporate Debt Securities                         |
| ROGERS COMMUNICATIONS INC      SR NT 4.5%43        | 2043-03-15      | 4.5000%  | 0.0000% | $12000.00          | $10330.50          | Corporate Debt Securities                         |
| ROGERS COMMUNICATIONS INC      SR GLBL NT3.2%27    | 2027-03-15      | 3.2000%  | 0.0000% | $50000.00          | $50141.50          | Corporate Debt Securities                         |
| ROLLINS INC                    SR GLBL NT 35       | 2035-02-24      | 5.2500%  | 0.0000% | $56000.00          | $58168.88          | Corporate Debt Securities                         |
| ROLLINS INC                    SR GLBL NT 35       | 2035-02-24      | 5.2500%  | 0.0000% | $525000.00         | $545333.25         | Corporate Debt Securities                         |
| ROPER TECHNOLOGIES INC         4.2%28              | 2028-09-15      | 4.2000%  | 0.0000% | $4000.00           | $4078.60           | Corporate Debt Securities                         |
| ROPER TECHNOLOGIES INC         SR GLBL NT 2%30     | 2030-06-30      | 2.0000%  | 0.0000% | $28000.00          | $25358.95          | Corporate Debt Securities                         |
| ROYAL BK CDA                   ALT TIER I GLBL     | 2085-11-24      | 6.5000%  | 0.0000% | $6169000.00        | $6213026.10        | Corporate Debt Securities                         |
| NATWEST GROUP PLC              SR GLBL NT 30       | 2030-05-08      | 4.4450%  | 0.0000% | $5188000.00        | $5262887.34        | Corporate Debt Securities                         |
| ROYAL CARIBBEAN GROUP          SR GLBL NT7.5%27    | 2027-10-15      | 7.5000%  | 0.0000% | $544000.00         | $585004.00         | Corporate Debt Securities                         |
| ROYAL CARIBBEAN GROUP          SR GLBL NT7.5%27    | 2027-10-15      | 7.5000%  | 0.0000% | $2845000.00        | $3059441.88        | Corporate Debt Securities                         |
| ROYAL CARIBBEAN GROUP          SR GLBL NT3.7%28    | 2028-03-15      | 3.7000%  | 0.0000% | $19000.00          | $19070.97          | Corporate Debt Securities                         |
| ROYAL CARIBBEAN GROUP          SR GLBL 144A 28     | 2028-04-01      | 5.5000%  | 0.0000% | $200000.00         | $207558.11         | Corporate Debt Securities                         |
| ROYAL CARIBBEAN GROUP          SR GLBL 144A 28     | 2028-04-01      | 5.5000%  | 0.0000% | $5930000.00        | $6154097.99        | Corporate Debt Securities                         |
| ROYAL CARIBBEAN GROUP          SR 144A NT 26       | 2026-07-01      | 4.2500%  | 0.0000% | $100000.00         | $100264.36         | Corporate Debt Securities                         |
| ROYAL CARIBBEAN GROUP          SR GLBL 144A 26     | 2026-08-31      | 5.5000%  | 0.0000% | $979000.00         | $1002590.64        | Corporate Debt Securities                         |
| ROYAL CARIBBEAN GROUP          SR GLBL 144A 26     | 2026-08-31      | 5.5000%  | 0.0000% | $1503000.00        | $1539217.29        | Corporate Debt Securities                         |
| ROYAL CARIBBEAN GROUP          SR GLBL 144A 31     | 2031-09-30      | 5.6250%  | 0.0000% | $2366000.00        | $2471405.30        | Corporate Debt Securities                         |
| ROYAL CARIBBEAN GROUP          SR GLBL 144A 31     | 2031-09-30      | 5.6250%  | 0.0000% | $4534000.00        | $4735989.70        | Corporate Debt Securities                         |
| ROYAL BK CDA                   FR 5.069%072327     | 2027-07-23      | 5.0690%  | 0.0000% | $71000.00          | $71446.28          | Corporate Debt Securities                         |
| ROYAL BK CDA                   FR 5.069%072327     | 2027-07-23      | 5.0690%  | 0.0000% | $515000.00         | $518237.10         | Corporate Debt Securities                         |
| ROYAL BK CDA                   FR 4.965%012429     | 2029-01-24      | 4.9650%  | 0.0000% | $2000.00           | $2039.32           | Corporate Debt Securities                         |
| ROYAL BK CDA                   FR 4.65%101830      | 2030-10-18      | 4.6500%  | 0.0000% | $975000.00         | $1000774.12        | Corporate Debt Securities                         |
| ROYAL CARIBBEAN CRUISES LTD    SR GLBL NT 36       | 2036-01-15      | 5.3750%  | 0.0000% | $113000.00         | $113562.69         | Corporate Debt Securities                         |
| ROYALTY PHARMA PLC             SR GLBL NT 31       | 2031-09-02      | 2.1500%  | 0.0000% | $30000.00          | $26780.67          | Corporate Debt Securities                         |
| ROYALTY PHARMA PLC             SR GLBL NT5.4%34    | 2034-09-02      | 5.4000%  | 0.0000% | $3539000.00        | $3708164.20        | Corporate Debt Securities                         |
| RYDER SYS INC                  FR 1.75%090126      | 2026-09-01      | 1.7500%  | 0.0000% | $265000.00         | $263432.01         | Corporate Debt Securities                         |
| RYDER SYS INC                  FR 4.3%120130       | 2030-12-01      | 4.3000%  | 0.0000% | $3386000.00        | $3403345.73        | Corporate Debt Securities                         |
| LEIDOS HOLDINGS INC            GLBL NT 5.95%40     | 2040-12-01      | 5.9500%  | 0.0000% | $264000.00         | $270397.09         | Corporate Debt Securities                         |
| SA GLOBAL SUKUK LTD            SR GLBL 144A 35     | 2035-09-17      | 4.6250%  | 0.0000% | $8000.00           | $7851.41           | Corporate Debt Securities                         |
| SABRA HLTH CARE LP/SABRA CAP C SR GLBL NT3.2%31    | 2031-12-01      | 3.2000%  | 0.0000% | $4800000.00        | $4413525.33        | Corporate Debt Securities                         |
| SANOFI SA                      GLBL NT 4.2%32      | 2032-11-03      | 4.2000%  | 0.0000% | $1000.00           | $1003.79           | Corporate Debt Securities                         |
| SANTANDER HOLDINGS USA INC     SR GLBL NT 29       | 2029-06-12      | 6.5650%  | 0.0000% | $100000.00         | $105462.33         | Corporate Debt Securities                         |
| SANTANDER HOLDINGS USA INC     SR GLBL NT 29       | 2029-06-12      | 6.5650%  | 0.0000% | $209000.00         | $220416.28         | Corporate Debt Securities                         |
| SANTANDER HOLDINGS USA INC     SR GLBL NT 35       | 2035-05-31      | 6.3420%  | 0.0000% | $4000.00           | $4321.60           | Corporate Debt Securities                         |
| SANTANDER HOLDINGS USA INC     SR GLBL NT 31       | 2031-03-20      | 5.7410%  | 0.0000% | $72000.00          | $76129.30          | Corporate Debt Securities                         |
| SANTOS FINANCE LTD             SR 144A NT 31       | 2031-04-29      | 3.6490%  | 0.0000% | $100000.00         | $94732.39          | Corporate Debt Securities                         |
| SCHWAB CHARLES CORP            PERP JR SB GLBL     | 2079-12-31      | 4.0000%  | 0.0000% | $1772000.00        | $1672370.28        | Corporate Debt Securities                         |
| SCHWAB CHARLES CORP            PERP SUB -I NT4%    | 2079-12-31      | 4.0000%  | 0.0000% | $188000.00         | $188442.84         | Corporate Debt Securities                         |
| SCHWAB CHARLES CORP            PERP SUB -I NT4%    | 2079-12-31      | 4.0000%  | 0.0000% | $38139000.00       | $38228838.53       | Corporate Debt Securities                         |
| SEMPRA                         JR SB GLBL NT 52    | 2052-04-01      | 4.1250%  | 0.0000% | $9971000.00        | $9954302.73        | Corporate Debt Securities                         |
| SEMPRA                         JR SB GLBL NT 54    | 2054-10-01      | 6.8750%  | 0.0000% | $1445000.00        | $1513775.78        | Corporate Debt Securities                         |
| SEMPRA                         JR SB GLBL NT 54    | 2054-10-01      | 6.8750%  | 0.0000% | $5226000.00        | $5474735.10        | Corporate Debt Securities                         |
| SEMPRA                         JR SB GLBL NT 54    | 2054-10-01      | 6.8750%  | 0.0000% | $7524000.00        | $7882110.00        | Corporate Debt Securities                         |
| SEMPRA                         JR SB GLBL NT 54    | 2054-10-01      | 6.4000%  | 0.0000% | $2478000.00        | $2554583.97        | Corporate Debt Securities                         |
| SEMPRA                         JR SB GLBL NT 54    | 2054-10-01      | 6.4000%  | 0.0000% | $8436000.00        | $8696719.27        | Corporate Debt Securities                         |
| SEMPRA                         JR SB GLBL NT 54    | 2054-10-01      | 6.4000%  | 0.0000% | $10913000.00       | $11250272.33       | Corporate Debt Securities                         |
| SEMPRA                         JR SB GLBL 55       | 2055-04-01      | 6.5500%  | 0.0000% | $3142000.00        | $3265170.76        | Corporate Debt Securities                         |
| SEMPRA                         JR SB GLBL 55       | 2055-04-01      | 6.5500%  | 0.0000% | $9336000.00        | $9701984.17        | Corporate Debt Securities                         |
| SEMPRA                         JR SB GLBL NT 56    | 2056-04-01      | 6.3750%  | 0.0000% | $9473000.00        | $9945035.64        | Corporate Debt Securities                         |
| 7-ELEVEN INC                   GLBL 144A NT 41     | 2041-02-10      | 2.5000%  | 0.0000% | $531000.00         | $371740.12         | Corporate Debt Securities                         |
| 7-ELEVEN INC                   GLBL 144A NT 51     | 2051-02-10      | 2.8000%  | 0.0000% | $440000.00         | $270556.98         | Corporate Debt Securities                         |
| SHELL INTERNATIONAL FIN BV     SR GLBL NT 26       | 2026-05-10      | 2.8750%  | 0.0000% | $554000.00         | $556104.58         | Corporate Debt Securities                         |
| SHELL INTERNATIONAL FIN BV     GLBL NT 2.875%41    | 2041-11-26      | 2.8750%  | 0.0000% | $100000.00         | $74147.11          | Corporate Debt Securities                         |
| SHELL FIN US INC               SR GLBL NT 36       | 2036-01-06      | 4.7500%  | 0.0000% | $2381000.00        | $2376277.68        | Corporate Debt Securities                         |
| SHERWIN WILLIAMS CO            SR GLBL NT 35       | 2035-08-15      | 5.1500%  | 0.0000% | $8000000.00        | $8344800.00        | Corporate Debt Securities                         |
| SIEMENS FIN NV                 SR 144A NT 26       | 2026-10-15      | 2.3500%  | 0.0000% | $7959000.00        | $7932450.10        | Corporate Debt Securities                         |
| SIEMENS FIN NV                 SR GLBL 144A 26     | 2026-03-11      | 1.2000%  | 0.0000% | $12967000.00       | $12987920.09       | Corporate Debt Securities                         |
| SIEMENS FUNDING B.V.           SR GLBL 144A 35     | 2035-05-28      | 5.2000%  | 0.0000% | $1511000.00        | $1577280.85        | Corporate Debt Securities                         |
| SIERRA PAC PWR CO              JR SB GLBL 55       | 2055-12-15      | 6.2000%  | 0.0000% | $8949000.00        | $8975131.08        | Corporate Debt Securities                         |
| SINOPEC CAP 2013 LTD           GLBL 144A NT 43     | 2043-04-24      | 4.2500%  | 0.0000% | $334000.00         | $306800.15         | Corporate Debt Securities                         |
| SOUTH BOW USA INFRASTRUCTURE H SR GLBL NT 54       | 2054-10-01      | 6.1760%  | 0.0000% | $40000.00          | $39483.00          | Corporate Debt Securities                         |
| SOUTH BOW USA INFRASTRUCTURE H SR GLBL NT 54       | 2054-10-01      | 6.1760%  | 0.0000% | $3875000.00        | $3824916.06        | Corporate Debt Securities                         |
| SIXTH STREET SPECIALTY LENDING SR GLBL NT 28       | 2028-08-14      | 6.9500%  | 0.0000% | $10000.00          | $10803.37          | Corporate Debt Securities                         |
| SMUCKER J M CO                 SR GLBL NT 30       | 2030-03-15      | 2.3750%  | 0.0000% | $10000.00          | $9383.56           | Corporate Debt Securities                         |
| SOCIEDAD QUIMICA Y MINERA DE   SR 144A NT5.5%34    | 2034-09-10      | 5.5000%  | 0.0000% | $200000.00         | $206827.78         | Corporate Debt Securities                         |
| SOCIETE GENERALE               SUB GLBL 144A 26    | 2026-08-19      | 4.2500%  | 0.0000% | $600000.00         | $611098.17         | Corporate Debt Securities                         |
| SOCIETE GENERALE               FR 3.625%030141     | 2041-03-01      | 3.6250%  | 0.0000% | $3158000.00        | $2414112.49        | Corporate Debt Securities                         |
| SOCIETE GENERALE               FR 4.027%012143     | 2043-01-21      | 4.0270%  | 0.0000% | $6363000.00        | $4943330.39        | Corporate Debt Securities                         |
| SOCIETE GENERALE               FR 7.367%011053     | 2053-01-10      | 7.3670%  | 0.0000% | $962000.00         | $1058116.09        | Corporate Debt Securities                         |
| SOCIETE GENERALE               FR 3.653%070835     | 2035-07-08      | 3.6530%  | 0.0000% | $334000.00         | $315306.82         | Corporate Debt Securities                         |
| SOCIETE GENERALE               FR 7.367%011053     | 2053-01-10      | 7.3670%  | 0.0000% | $566000.00         | $622550.63         | Corporate Debt Securities                         |
| SOCIETE GENERALE               FR 5.634%011930     | 2030-01-19      | 5.6340%  | 0.0000% | $350000.00         | $362719.53         | Corporate Debt Securities                         |
| SOFTBANK CORP                  SR GLBL 144A 30     | 2030-07-09      | 4.6990%  | 0.0000% | $350000.00         | $351946.38         | Corporate Debt Securities                         |
| SOLVENTUM CORP                 SR GLBL NT 27       | 2027-02-25      | 5.4500%  | 0.0000% | $5000.00           | $5187.58           | Corporate Debt Securities                         |
| MITSUBISHI UFJ FINANCIAL GROUP SR GLBL NT 30       | 2030-07-17      | 2.0480%  | 0.0000% | $1437000.00        | $1308215.42        | Corporate Debt Securities                         |
| MOLSON COORS BEVERAGE CO       SR GLBL NT 5%42     | 2042-05-01      | 5.0000%  | 0.0000% | $265000.00         | $249980.09         | Corporate Debt Securities                         |
| MOLSON COORS BEVERAGE CO       SR GLBL NT4.2%46    | 2046-07-15      | 4.2000%  | 0.0000% | $115000.00         | $93435.20          | Corporate Debt Securities                         |
| MONDELEZ INTL INC              SR GLBL NT1.5%31    | 2031-02-04      | 1.5000%  | 0.0000% | $127000.00         | $111853.13         | Corporate Debt Securities                         |
| MORGAN STANLEY BK N A          SR -A NT4.754%26    | 2026-04-21      | 4.7540%  | 0.0000% | $3287000.00        | $3333916.99        | Corporate Debt Securities                         |
| MORGAN STANLEY BK N A          SR NT 4.447%27      | 2027-10-15      | 4.4470%  | 0.0000% | $3768000.00        | $3830437.33        | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 4.431%012330     | 2030-01-23      | 4.4310%  | 0.0000% | $434000.00         | $436808.67         | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 4.431%012330     | 2030-01-23      | 4.4310%  | 0.0000% | $596000.00         | $599857.06         | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 5.597%032451     | 2051-03-24      | 5.5970%  | 0.0000% | $3463000.00        | $3540811.88        | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 2.802%012552     | 2052-01-25      | 2.8020%  | 0.0000% | $7000.00           | $4466.69           | Corporate Debt Securities                         |
| MORGAN STANLEY                 FXD/FLTG 29         | 2029-01-24      | 3.7720%  | 0.0000% | $795000.00         | $790745.69         | Corporate Debt Securities                         |
| MORGAN STANLEY                 PERP JR GLBL -N     | 2099-12-31      | 7.1448%  | 0.0000% | $1000.00           | $1011.05           | Corporate Debt Securities                         |
| MORGAN STANLEY                 PERP JR GLBL -N     | 2099-12-31      | 7.1448%  | 0.0000% | $2383000.00        | $2409330.91        | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 3.625%012027     | 2027-01-20      | 3.6250%  | 0.0000% | $3561000.00        | $3558852.52        | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 1.512%072027     | 2027-07-20      | 1.5120%  | 0.0000% | $1000.00           | $988.60            | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 2.239%072132     | 2032-07-21      | 2.2390%  | 0.0000% | $99000.00          | $87855.55          | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 2.475%012128     | 2028-01-21      | 2.4750%  | 0.0000% | $2000.00           | $1972.52           | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 5.948%011938     | 2038-01-19      | 5.9480%  | 0.0000% | $722000.00         | $758213.67         | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 5.948%011938     | 2038-01-19      | 5.9480%  | 0.0000% | $4696000.00        | $4931539.36        | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 5.164%042029     | 2029-04-20      | 5.1640%  | 0.0000% | $8000.00           | $8286.44           | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 5.173%011630     | 2030-01-16      | 5.1730%  | 0.0000% | $1956000.00        | $2011925.41        | Corporate Debt Securities                         |
| MORGAN STANLEY                 VR 041924-041328    | 2028-04-13      | 4.6777%  | 0.0000% | $1000.00           | $1006.85           | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 6.375%072442     | 2042-07-24      | 6.3750%  | 0.0000% | $5578000.00        | $6211005.38        | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 5.23%011531      | 2031-01-15      | 5.2300%  | 0.0000% | $1000.00           | $1031.78           | Corporate Debt Securities                         |
| MORGAN STANLEY                 VR 102225-101829    | 2029-10-18      | 4.5769%  | 0.0000% | $7999000.00        | $8048778.87        | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 4.133%101829     | 2029-10-18      | 4.1330%  | 0.0000% | $1000.00           | $1010.30           | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 4.356%102231     | 2031-10-22      | 4.3560%  | 0.0000% | $2000.00           | $2013.44           | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 4.356%102231     | 2031-10-22      | 4.3560%  | 0.0000% | $3000.00           | $3020.15           | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 5.314%011841     | 2041-01-18      | 5.3140%  | 0.0000% | $5320000.00        | $5287208.11        | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 5.314%011841     | 2041-01-18      | 5.3140%  | 0.0000% | $51044000.00       | $50729370.46       | Corporate Debt Securities                         |
| MORGAN STANLEY                 VR 012026-010930    | 2030-01-09      | 4.4550%  | 0.0000% | $1999000.00        | $2000170.83        | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 4.238%010930     | 2030-01-09      | 4.2380%  | 0.0000% | $3345000.00        | $3350877.91        | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 4.238%010930     | 2030-01-09      | 4.2380%  | 0.0000% | $25943000.00       | $25988587.62       | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 4.493%011632     | 2032-01-16      | 4.4930%  | 0.0000% | $3545000.00        | $3548998.96        | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 4.493%011632     | 2032-01-16      | 4.4930%  | 0.0000% | $66874000.00       | $66949437.59       | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 1.593%050427     | 2027-05-04      | 1.5930%  | 0.0000% | $1825000.00        | $1820100.79        | Corporate Debt Securities                         |
| MORGAN STANLEY DIRECT LENDING  SR GLBL NT 29       | 2029-05-17      | 6.1500%  | 0.0000% | $22000.00          | $22966.26          | Corporate Debt Securities                         |
| MORGAN STANLEY PRIVATE BK NATL SR NT 4.204%28      | 2028-11-17      | 4.2040%  | 0.0000% | $125000.00         | $126332.65         | Corporate Debt Securities                         |
| MORGAN STANLEY PRIVATE BK NATL SR NT 4.465%31      | 2031-11-19      | 4.4650%  | 0.0000% | $642000.00         | $647974.43         | Corporate Debt Securities                         |
| MOTOROLA SOLUTIONS INC         GLBL NT 5%29        | 2029-04-15      | 5.0000%  | 0.0000% | $2000.00           | $2078.35           | Corporate Debt Securities                         |
| MOTOROLA SOLUTIONS INC         SR GLBL NT5.2%32    | 2032-08-15      | 5.2000%  | 0.0000% | $99000.00          | $105345.46         | Corporate Debt Securities                         |
| MUTUAL OF OMAHA COS GLOBAL FDG 144A NT 5.45%28     | 2028-12-12      | 5.4500%  | 0.0000% | $102000.00         | $106122.50         | Corporate Debt Securities                         |
| NMI HLDGS INC                  GLBL NT 6%29        | 2029-08-15      | 6.0000%  | 0.0000% | $715000.00         | $757513.90         | Corporate Debt Securities                         |
| NXP B V / NXP FDG LLC          SR GLBL NT 28       | 2028-12-01      | 5.5500%  | 0.0000% | $77000.00          | $80353.03          | Corporate Debt Securities                         |
| NXP B V / NXP FDG LLC / NXP US SR GLBL NT 5%33     | 2033-01-15      | 5.0000%  | 0.0000% | $7000.00           | $7110.76           | Corporate Debt Securities                         |
| NATIONAL AUSTRALIA BK LTD144A  SR 144A NT 34       | 2034-06-11      | 5.1810%  | 0.0000% | $300000.00         | $314130.58         | Corporate Debt Securities                         |
| NATIONAL HEALTH INVS INC       SR GLBL NT 33       | 2033-02-01      | 5.3500%  | 0.0000% | $53000.00          | $54114.47          | Corporate Debt Securities                         |
| NATIONAL RURAL UTILS COOP FIN  FR 4.3%121030       | 2030-12-10      | 4.3000%  | 0.0000% | $100000.00         | $100450.22         | Corporate Debt Securities                         |
| NATIONWIDE BLDG SOC GLOBAL COV FR 1.5%101326       | 2026-10-13      | 1.5000%  | 0.0000% | $481000.00         | $475361.88         | Corporate Debt Securities                         |
| NATIONWIDE BLDG SOC GLOBAL COV FR 4%091426         | 2026-09-14      | 4.0000%  | 0.0000% | $393000.00         | $398250.92         | Corporate Debt Securities                         |
| NATWEST GROUP PLC              ALT TIER I PERP     | 2500-12-31      | 4.6000%  | 0.0000% | $279000.00         | $260070.78         | Corporate Debt Securities                         |
| NESTLE HLDGS INC               GLBL 144A NT4%48    | 2048-09-24      | 4.0000%  | 0.0000% | $929000.00         | $774284.34         | Corporate Debt Securities                         |
| NETFLIX INC.                   SR NT 4.375%26      | 2026-11-15      | 4.3750%  | 0.0000% | $526000.00         | $532687.87         | Corporate Debt Securities                         |
| NEW YORK LIFE GLOBAL FDG       SR SEC REGS NT28    | 2028-01-10      | 3.0000%  | 0.0000% | $177000.00         | $174425.83         | Corporate Debt Securities                         |
| NEW YORK LIFE GLOBAL FDG       REGS NT 4.6%29      | 2029-12-05      | 4.6000%  | 0.0000% | $104000.00         | $106452.09         | Corporate Debt Securities                         |
| NEXTERA ENERGY CAP HLDGS INC   JR SB GLBL -R 54    | 2054-06-15      | 6.7500%  | 0.0000% | $32000.00          | $34303.28          | Corporate Debt Securities                         |
| NIAGARA MOHAWK PWR CORP        SR GLBL 144A 36     | 2036-01-12      | 5.1120%  | 0.0000% | $935000.00         | $934622.26         | Corporate Debt Securities                         |
| NIKE INC                       SR GLBL NT 27       | 2027-03-27      | 2.7500%  | 0.0000% | $210000.00         | $209709.32         | Corporate Debt Securities                         |
| NISOURCE INC                   SR GLBL NT 47       | 2047-05-15      | 4.3750%  | 0.0000% | $40000.00          | $33633.38          | Corporate Debt Securities                         |
| NORFOLK SOUTHN CORP            GLBL NT 3.155%55    | 2055-05-15      | 3.1550%  | 0.0000% | $300000.00         | $196551.88         | Corporate Debt Securities                         |
| NORTHERN NAT GAS CO DEL        SR GLBL 144A 49     | 2049-01-15      | 4.3000%  | 0.0000% | $1040000.00        | $842172.93         | Corporate Debt Securities                         |
| LAUDER ESTEE COS INC           SR GLBL NT 53       | 2053-05-15      | 5.1500%  | 0.0000% | $417000.00         | $391946.29         | Corporate Debt Securities                         |
| EUROPEAN INVT BK               GLBL NT 4.5%30      | 2030-03-14      | 4.5000%  | 0.0000% | $4900000.00        | $5121578.00        | Corporate Debt Securities                         |
| EVEREST REINS HLDGS INC        EXT JR SB GLBL67    | 2067-05-01      | 6.4984%  | 0.0000% | $1639000.00        | $1575568.88        | Corporate Debt Securities                         |
| EVEREST REINS HLDGS INC        EXT JR SB GLBL67    | 2067-05-01      | 6.4984%  | 0.0000% | $9859000.00        | $9477445.72        | Corporate Debt Securities                         |
| EVERSOURCE ENERGY              SR GLBL EE NT 34    | 2034-01-01      | 5.5000%  | 0.0000% | $5000.00           | $5177.70           | Corporate Debt Securities                         |
| EVERSOURCE ENERGY              GLBL -GG NT 34      | 2034-07-15      | 5.9500%  | 0.0000% | $160000.00         | $170135.87         | Corporate Debt Securities                         |
| EXELON CORP                    SR GLBL NT 35       | 2035-06-15      | 5.6250%  | 0.0000% | $9000.00           | $9471.97           | Corporate Debt Securities                         |
| EXELON CORP                    SR GLBL NT 35       | 2035-06-15      | 4.9500%  | 0.0000% | $2000.00           | $2004.30           | Corporate Debt Securities                         |
| EXELON CORP                    SR GLBL NT5.1%45    | 2045-06-15      | 5.1000%  | 0.0000% | $2000.00           | $1870.57           | Corporate Debt Securities                         |
| EXELON CORP                    GLBL NT 5.45%34     | 2034-03-15      | 5.4500%  | 0.0000% | $44000.00          | $46727.01          | Corporate Debt Securities                         |
| EXXON MOBIL CORP               SR GLBL NT 49       | 2049-08-16      | 3.0950%  | 0.0000% | $935000.00         | $653246.58         | Corporate Debt Securities                         |
| EXXON MOBIL CORP               SR GLBL NT 26       | 2026-08-16      | 2.2750%  | 0.0000% | $75000.00          | $75168.29          | Corporate Debt Securities                         |
| FS KKR CAP CORP                SR GLBL NT 27       | 2027-01-15      | 2.6250%  | 0.0000% | $50000.00          | $48945.69          | Corporate Debt Securities                         |
| FS KKR CAP CORP                SR GLBL NT 28       | 2028-10-12      | 3.1250%  | 0.0000% | $9000.00           | $8424.94           | Corporate Debt Securities                         |
| FS KKR CAP CORP                SR GLBL NT 27       | 2027-07-15      | 3.2500%  | 0.0000% | $354000.00         | $344089.48         | Corporate Debt Securities                         |
| FS KKR CAP CORP                SR GLBL NT 27       | 2027-07-15      | 3.2500%  | 0.0000% | $2085000.00        | $2026628.69        | Corporate Debt Securities                         |
| FS KKR CAP CORP                SR GLBL NT 30       | 2030-01-15      | 6.1250%  | 0.0000% | $420000.00         | $414162.87         | Corporate Debt Securities                         |
| FS KKR CAP CORP                SR GLBL NT 31       | 2031-01-15      | 6.1250%  | 0.0000% | $2711000.00        | $2647242.93        | Corporate Debt Securities                         |
| META PLATFORMS INC             GLBL NT 5.4%54      | 2054-08-15      | 5.4000%  | 0.0000% | $2001000.00        | $1899769.41        | Corporate Debt Securities                         |
| META PLATFORMS INC             GLBL NT 5.55%64     | 2064-08-15      | 5.5500%  | 0.0000% | $3161000.00        | $2994154.52        | Corporate Debt Securities                         |
| META PLATFORMS INC             SR GLBL NT5.5%45    | 2045-11-15      | 5.5000%  | 0.0000% | $2473000.00        | $2420329.22        | Corporate Debt Securities                         |
| META PLATFORMS INC             SR GLBL NT 65       | 2065-11-15      | 5.7500%  | 0.0000% | $32760000.00       | $31522190.70       | Corporate Debt Securities                         |
| META PLATFORMS INC             SR GLBL NT4.2%30    | 2030-11-15      | 4.2000%  | 0.0000% | $15483000.00       | $15604541.55       | Corporate Debt Securities                         |
| META PLATFORMS INC             SR GLBL NT4.6%32    | 2032-11-15      | 4.6000%  | 0.0000% | $515000.00         | $522378.23         | Corporate Debt Securities                         |
| META PLATFORMS INC             SR GLBL NT 35       | 2035-11-15      | 4.8750%  | 0.0000% | $7000.00           | $7019.19           | Corporate Debt Securities                         |
| FACTSET RESH SYS INC           SR GLBL NT 32       | 2032-03-01      | 3.4500%  | 0.0000% | $87000.00          | $82200.14          | Corporate Debt Securities                         |
| FAIRFAX FINL HLDGS LTD         SR NT 5.625%32      | 2032-08-16      | 5.6250%  | 0.0000% | $34000.00          | $36356.03          | Corporate Debt Securities                         |
| FAIRFAX FINL HLDGS LTD         SR GLBL NT6.5%55    | 2055-05-20      | 6.5000%  | 0.0000% | $600000.00         | $645119.33         | Corporate Debt Securities                         |
| FEDEX CORP                     SR GLBL NT 46       | 2046-04-01      | 4.5500%  | 0.0000% | $15000.00          | $12930.60          | Corporate Debt Securities                         |
| FEDEX CORP                     SR GLBL NT 48       | 2048-10-17      | 4.9500%  | 0.0000% | $5000.00           | $4508.66           | Corporate Debt Securities                         |
| FEDEX CORP                     SR GLBL NT 46       | 2046-04-01      | 4.5500%  | 0.0000% | $49000.00          | $42759.37          | Corporate Debt Securities                         |
| FEDEX CORP                     SR GLBL NT 46       | 2046-04-01      | 4.5500%  | 0.0000% | $109000.00         | $95117.79          | Corporate Debt Securities                         |
| FEDEX CORP                     SR GLBL NT 48       | 2048-02-15      | 4.0500%  | 0.0000% | $966000.00         | $773439.97         | Corporate Debt Securities                         |
| FIDELITY NATL INFORMATION SVCS SR GLBL NT3.1%41    | 2041-03-01      | 3.1000%  | 0.0000% | $75000.00          | $56442.79          | Corporate Debt Securities                         |
| FIDELITY NATL FINL INC         SR GLBL NT4.5%28    | 2028-08-15      | 4.5000%  | 0.0000% | $2000.00           | $2054.95           | Corporate Debt Securities                         |
| FIRST CTZNS BANCSHARES INC DEL SB GLBL NT5.6%35    | 2035-09-05      | 5.6000%  | 0.0000% | $706000.00         | $722792.60         | Corporate Debt Securities                         |
| FIRST CTZNS BANCSHARES INC DEL SB GLBL NT5.6%35    | 2035-09-05      | 5.6000%  | 0.0000% | $2543000.00        | $2603486.67        | Corporate Debt Securities                         |
| FIRST INDL L P                 SR GLBL NT 31       | 2031-01-15      | 5.2500%  | 0.0000% | $98000.00          | $100177.32         | Corporate Debt Securities                         |
| WELLS FARGO & CO               SUB STEP DEB 26     | 2026-08-01      | 7.5740%  | 0.0000% | $75000.00          | $79108.47          | Corporate Debt Securities                         |
| FIRSTENERGY TRANSMISSION  LLC  SR GLBL NT 33       | 2033-01-15      | 4.7500%  | 0.0000% | $1060000.00        | $1059363.12        | Corporate Debt Securities                         |
| FISERV INC                     SR GLBL NT 28       | 2028-08-21      | 5.3750%  | 0.0000% | $2000.00           | $2100.06           | Corporate Debt Securities                         |
| FISERV INC                     SR GLBL NT 34       | 2034-08-12      | 5.1500%  | 0.0000% | $78000.00          | $79177.28          | Corporate Debt Securities                         |
| FIRSTENERGY CORP               GLBL B NT2.25%30    | 2030-09-01      | 2.2500%  | 0.0000% | $104000.00         | $95251.78          | Corporate Debt Securities                         |
| FIRSTENERGY CORP               GLBL B NT2.25%30    | 2030-09-01      | 2.2500%  | 0.0000% | $1163000.00        | $1065171.35        | Corporate Debt Securities                         |
| FIRSTENERGY CORP               GLBL B NT2.25%30    | 2030-09-01      | 2.2500%  | 0.0000% | $1382000.00        | $1265749.61        | Corporate Debt Securities                         |
| FLEXTRONICS INTL LTD           SR GLBL NT 29       | 2029-06-15      | 4.8750%  | 0.0000% | $2732000.00        | $2789874.00        | Corporate Debt Securities                         |
| FLEXTRONICS INTL LTD           SR GLBL NT 32       | 2032-01-15      | 5.2500%  | 0.0000% | $1000000.00        | $1023977.50        | Corporate Debt Securities                         |
| FLORIDA PWR & LT CO            1M GLBL BD5.1%33    | 2033-04-01      | 5.1000%  | 0.0000% | $16000.00          | $16813.41          | Corporate Debt Securities                         |
| FLORIDA PWR & LT CO            1M GLBL BD4.7%36    | 2036-02-15      | 4.7000%  | 0.0000% | $793000.00         | $791454.09         | Corporate Debt Securities                         |
| FLORIDA PWR & LT CO            1M GLBL BD5.6%66    | 2066-02-15      | 5.6000%  | 0.0000% | $2968000.00        | $2959913.85        | Corporate Debt Securities                         |
| FLOWERS FOODS INC              CR SEN SR GLBL26    | 2026-10-01      | 3.5000%  | 0.0000% | $381000.00         | $383602.02         | Corporate Debt Securities                         |
| FLOWERS FOODS INC              SR GLBL NT6.2%55    | 2055-03-15      | 6.2000%  | 0.0000% | $685000.00         | $646996.20         | Corporate Debt Securities                         |
| FLOWSERVE CORP                 SR GLBL NT3.5%30    | 2030-10-01      | 3.5000%  | 0.0000% | $837000.00         | $809361.79         | Corporate Debt Securities                         |
| FORTIS INC                     3.055%26            | 2026-10-04      | 3.0550%  | 0.0000% | $303000.00         | $303822.31         | Corporate Debt Securities                         |
| FORTUNE BRANDS INNOVATIONS INC SR GLBL NT4.5%52    | 2052-03-25      | 4.5000%  | 0.0000% | $220000.00         | $181408.70         | Corporate Debt Securities                         |
| FOUNDRY JV HOLDCO LLC.         SR SEC 144A NT37    | 2037-01-25      | 6.2000%  | 0.0000% | $4775000.00        | $5055297.81        | Corporate Debt Securities                         |
| FOX CORP                       GLBL NT 3.5%30      | 2030-04-08      | 3.5000%  | 0.0000% | $37000.00          | $36267.73          | Corporate Debt Securities                         |
| FOX CORP                       GLBL NT 6.5%33      | 2033-10-13      | 6.5000%  | 0.0000% | $196000.00         | $219447.37         | Corporate Debt Securities                         |
| GA GLOBAL FUNDING TRUST        FR 5.5%040132       | 2032-04-01      | 5.5000%  | 0.0000% | $2336000.00        | $2430352.34        | Corporate Debt Securities                         |
| GATX CORP                      SR GLBL NT 34       | 2034-03-15      | 6.0500%  | 0.0000% | $2000.00           | $2185.22           | Corporate Debt Securities                         |
| GATX CORP                      SR GLBL NT 34       | 2034-03-15      | 6.0500%  | 0.0000% | $3000.00           | $3277.82           | Corporate Debt Securities                         |
| GATX CORP                      SR GLBL NT 54       | 2054-06-05      | 6.0500%  | 0.0000% | $400000.00         | $411577.22         | Corporate Debt Securities                         |
| GATX CORP                      SR GLBL NT5.5%35    | 2035-06-15      | 5.5000%  | 0.0000% | $300000.00         | $309964.50         | Corporate Debt Securities                         |
| GFL ENVIRONMENTAL INC          SR SEC GLBL 28      | 2028-09-01      | 3.5000%  | 0.0000% | $280000.00         | $278383.31         | Corporate Debt Securities                         |
| GXO LOGISTICS INCORPORATED     GLBL NT 6.5%34      | 2034-05-06      | 6.5000%  | 0.0000% | $267000.00         | $292185.22         | Corporate Debt Securities                         |
| GE HEALTHCARE TECHNOLOGIES INC SR GLBL NT 28       | 2028-12-15      | 4.1500%  | 0.0000% | $1000000.00        | $1008147.50        | Corporate Debt Securities                         |
| GARTNER INC                    SR GLBL 144A 30     | 2030-10-01      | 3.7500%  | 0.0000% | $9000.00           | $8646.62           | Corporate Debt Securities                         |
| GENERAL MILLS INC              GLBL NT 4.95%33     | 2033-03-29      | 4.9500%  | 0.0000% | $13000.00          | $13381.91          | Corporate Debt Securities                         |
| GENERAL MTRS CO                SR GLBL NT 49       | 2049-04-01      | 5.9500%  | 0.0000% | $200000.00         | $199535.61         | Corporate Debt Securities                         |
| GENERAL MTRS CO                SR GLBL NT 35       | 2035-04-15      | 6.2500%  | 0.0000% | $383000.00         | $414248.65         | Corporate Debt Securities                         |
| GENERAL MTRS CO                SR GLBL NT 28       | 2028-04-15      | 5.3500%  | 0.0000% | $38000.00          | $39539.16          | Corporate Debt Securities                         |
| GENERAL MTRS FINL CO INC       SR GLBL NT 31       | 2031-01-08      | 2.3500%  | 0.0000% | $23000.00          | $20764.77          | Corporate Debt Securities                         |
| GENERAL MTRS FINL CO INC       SR GLBL NT 27       | 2027-02-26      | 2.3500%  | 0.0000% | $158000.00         | $156809.12         | Corporate Debt Securities                         |
| GENERAL MTRS FINL CO INC       SR GLBL NT6.4%33    | 2033-01-09      | 6.4000%  | 0.0000% | $46000.00          | $49811.25          | Corporate Debt Securities                         |
| GENUINE PARTS CO               SR GLBL NT 30       | 2030-11-01      | 1.8750%  | 0.0000% | $235000.00         | $208824.62         | Corporate Debt Securities                         |
| GENUINE PARTS CO               SR GLBL NT 32       | 2032-02-01      | 2.7500%  | 0.0000% | $748000.00         | $673277.50         | Corporate Debt Securities                         |
| GENUINE PARTS CO               GLBL NT 6.875%33    | 2033-11-01      | 6.8750%  | 0.0000% | $200000.00         | $225885.31         | Corporate Debt Securities                         |
| GENUINE PARTS CO               GLBL NT 6.5%28      | 2028-11-01      | 6.5000%  | 0.0000% | $2930000.00        | $3138936.67        | Corporate Debt Securities                         |
| GLENCORE FDG LLC               SR GLBL 144A 30     | 2030-09-01      | 2.5000%  | 0.0000% | $251000.00         | $233579.90         | Corporate Debt Securities                         |
| GLENCORE FDG LLC               SR 144A NT 51       | 2051-09-23      | 3.3750%  | 0.0000% | $16000.00          | $11114.18          | Corporate Debt Securities                         |
| GLOBAL NET LEASE INC & GLOBAL  SR GLBL 144A 27     | 2027-12-15      | 3.7500%  | 0.0000% | $753000.00         | $736176.10         | Corporate Debt Securities                         |
| GLOBAL PMTS INC                SR GLBL NT 49       | 2049-08-15      | 4.1500%  | 0.0000% | $80000.00          | $61360.87          | Corporate Debt Securities                         |
| GLOBAL PMTS INC                SR GLBL NT2.9%30    | 2030-05-15      | 2.9000%  | 0.0000% | $4042000.00        | $3782389.08        | Corporate Debt Securities                         |
| GLOBAL PMTS INC                SR GLBL NT4.5%28    | 2028-11-15      | 4.5000%  | 0.0000% | $2881000.00        | $2918164.90        | Corporate Debt Securities                         |
| GLOBAL PMTS INC                SR GLBL NT 30       | 2030-11-15      | 4.8750%  | 0.0000% | $4070000.00        | $4109038.08        | Corporate Debt Securities                         |
| GLOBAL PMTS INC                SR GLBL NT5.2%32    | 2032-11-15      | 5.2000%  | 0.0000% | $13420000.00       | $13596174.78       | Corporate Debt Securities                         |
| GLOBAL PMTS INC                SR GLBL NT 35       | 2035-11-15      | 5.5500%  | 0.0000% | $6129000.00        | $6168511.62        | Corporate Debt Securities                         |
| GLOBAL ATLANTIC FINANCE CO     SR 144A NT 31       | 2031-06-15      | 3.1250%  | 0.0000% | $100000.00         | $90926.62          | Corporate Debt Securities                         |
| GLOBAL ATLANTIC FINANCE CO     SR 144A NT 54       | 2054-03-15      | 6.7500%  | 0.0000% | $246000.00         | $259692.98         | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        SR NT 6.561%34      | 2034-10-24      | 6.5610%  | 0.0000% | $6000.00           | $6747.82           | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 35       | 2035-04-25      | 5.8510%  | 0.0000% | $4976000.00        | $5351041.81        | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 36       | 2036-10-21      | 4.9390%  | 0.0000% | $3866000.00        | $3872580.90        | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        SR GLBL FL NT 29    | 2029-01-21      | 4.3675%  | 0.0000% | $5000000.00        | $5006750.11        | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        SR GLBL FL NT 32    | 2032-01-21      | 4.6175%  | 0.0000% | $8166000.00        | $8173533.32        | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        SUB NT 6.75%37      | 2037-10-01      | 6.7500%  | 0.0000% | $420000.00         | $476906.85         | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 32       | 2032-04-22      | 2.6150%  | 0.0000% | $7557000.00        | $6936257.52        | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 32       | 2032-04-22      | 2.6150%  | 0.0000% | $22065000.00       | $20252550.25       | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 27       | 2027-09-10      | 1.5420%  | 0.0000% | $6625000.00        | $6563762.92        | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 27       | 2027-10-21      | 1.9480%  | 0.0000% | $539000.00         | $533829.37         | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 27       | 2027-10-21      | 1.9480%  | 0.0000% | $12993000.00       | $12868358.15       | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 28       | 2028-02-24      | 2.6400%  | 0.0000% | $4928000.00        | $4912427.52        | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 47       | 2047-01-21      | 5.5410%  | 0.0000% | $6838000.00        | $6778135.02        | Corporate Debt Securities                         |
| DOMINION ENERGY INC            JR SB GLBL -B 54    | 2054-06-01      | 7.0000%  | 0.0000% | $5386000.00        | $5890303.15        | Corporate Debt Securities                         |
| DOMINION ENERGY INC            JR SB GLBL -B 54    | 2054-06-01      | 7.0000%  | 0.0000% | $6885000.00        | $7529657.85        | Corporate Debt Securities                         |
| DOMINION ENERGY INC            JR SB GLBL -B 54    | 2054-06-01      | 7.0000%  | 0.0000% | $8785000.00        | $9607559.07        | Corporate Debt Securities                         |
| DOMINION ENERGY INC            JR SB GLBL -C 55    | 2055-05-15      | 6.6250%  | 0.0000% | $1975000.00        | $2058289.86        | Corporate Debt Securities                         |
| DOMINION ENERGY INC            JR SB GLBL -C 55    | 2055-05-15      | 6.6250%  | 0.0000% | $3201000.00        | $3335992.84        | Corporate Debt Securities                         |
| DOMINION ENERGY INC            SR GLBL -C NT 28    | 2028-05-15      | 4.6000%  | 0.0000% | $98000.00          | $100090.67         | Corporate Debt Securities                         |
| AMERICAN EXPRESS CO            SR GLBL NT 33       | 2033-07-20      | 4.9180%  | 0.0000% | $4000.00           | $4060.94           | Corporate Debt Securities                         |
| AMERICAN HONDA FIN CORP MTN    FR 2.25%011229      | 2029-01-12      | 2.2500%  | 0.0000% | $3789000.00        | $3600023.62        | Corporate Debt Securities                         |
| AMERICAN HONDA FIN CORP MTN    FR 5.05%071031      | 2031-07-10      | 5.0500%  | 0.0000% | $26000.00          | $26773.90          | Corporate Debt Securities                         |
| AMERICAN HONDA FIN CORP MTN    FR 4.15%010829      | 2029-01-08      | 4.1500%  | 0.0000% | $5210000.00        | $5233007.94        | Corporate Debt Securities                         |
| AMERICAN HONDA FIN CORP MTN    FR 5.1%010836       | 2036-01-08      | 5.1000%  | 0.0000% | $467000.00         | $467493.46         | Corporate Debt Securities                         |
| AMERICAN HOMES 4 RENT L P      GLBL NT 3.375%51    | 2051-07-15      | 3.3750%  | 0.0000% | $25000.00          | $16843.91          | Corporate Debt Securities                         |
| AMERICAN HOMES 4 RENT L P      GLBL NT 3.625%32    | 2032-04-15      | 3.6250%  | 0.0000% | $48000.00          | $45568.94          | Corporate Debt Securities                         |
| AMERICAN HOMES 4 RENT L P      SR GLBL NT5.5%34    | 2034-02-01      | 5.5000%  | 0.0000% | $300000.00         | $315818.17         | Corporate Debt Securities                         |
| AMERICAN INTL GROUP INC        EXT JR SB A-6 68    | 2068-05-15      | 8.1750%  | 0.0000% | $76000.00          | $86256.29          | Corporate Debt Securities                         |
| AMERICAN NATL GLOBAL FDG       FR 4.875%012331     | 2031-01-23      | 4.8750%  | 0.0000% | $1660000.00        | $1655215.74        | Corporate Debt Securities                         |
| AMERICAN TOWER CORP            SR GLBL NT 26       | 2026-10-15      | 3.3750%  | 0.0000% | $8000.00           | $8043.23           | Corporate Debt Securities                         |
| AMERICAN TOWER CORP            SR GLBL NT 27       | 2027-01-15      | 2.7500%  | 0.0000% | $200000.00         | $197991.17         | Corporate Debt Securities                         |
| AMERICAN TOWER CORP            SR GLBL NT 26       | 2026-09-15      | 1.4500%  | 0.0000% | $2390000.00        | $2365472.62        | Corporate Debt Securities                         |
| AMERIPRISE FINL INC            SR GLBL NT4.5%32    | 2032-05-13      | 4.5000%  | 0.0000% | $3000.00           | $3051.55           | Corporate Debt Securities                         |
| AMGEN INC                      SR GLBL NT4.4%45    | 2045-05-01      | 4.4000%  | 0.0000% | $11000.00          | $9592.97           | Corporate Debt Securities                         |
| AMGEN INC                      SR GLBL NT4.4%45    | 2045-05-01      | 4.4000%  | 0.0000% | $12000.00          | $10465.05          | Corporate Debt Securities                         |
| AMGEN INC                      SR GLBL NT 53       | 2053-09-01      | 2.7700%  | 0.0000% | $25000.00          | $15275.12          | Corporate Debt Securities                         |
| AMGEN INC                      SR GLBL NT 53       | 2053-09-01      | 2.7700%  | 0.0000% | $75000.00          | $45825.35          | Corporate Debt Securities                         |
| AMGEN INC                      SR GLBL NT2.8%41    | 2041-08-15      | 2.8000%  | 0.0000% | $12000.00          | $8948.80           | Corporate Debt Securities                         |
| AMGEN INC                      SR GLBL NT4.4%62    | 2062-02-22      | 4.4000%  | 0.0000% | $8000.00           | $6457.53           | Corporate Debt Securities                         |
| AMPHENOL CORP                  SR GLBL NT 34       | 2034-04-05      | 5.2500%  | 0.0000% | $182000.00         | $191784.47         | Corporate Debt Securities                         |
| AMPHENOL CORP                  SR GLBL NT 5%35     | 2035-01-15      | 5.0000%  | 0.0000% | $8000.00           | $8140.03           | Corporate Debt Securities                         |
| AMPHENOL CORP                  SR GLBL NT 54       | 2054-11-15      | 5.3750%  | 0.0000% | $2000.00           | $1976.90           | Corporate Debt Securities                         |
| ANGLO AMERICAN CAPITAL PLC     SR GLBL 144A 33     | 2033-05-02      | 5.5000%  | 0.0000% | $730000.00         | $767474.14         | Corporate Debt Securities                         |
| ANHEUSER-BUSCH COS LLC / ANHEU 4.7%36              | 2036-02-01      | 4.7000%  | 0.0000% | $1300000.00        | $1314858.28        | Corporate Debt Securities                         |
| ANHEUSER-BUSCH COS LLC / ANHEU SR GLBL NT4.9%46    | 2046-02-01      | 4.9000%  | 0.0000% | $3946000.00        | $3748557.51        | Corporate Debt Securities                         |
| ANHEUSER-BUSCH INBEV WLDW INC  SR GLBL NT 49       | 2049-01-23      | 5.5500%  | 0.0000% | $1000.00           | $1002.10           | Corporate Debt Securities                         |
| ANHEUSER-BUSCH INBEV WLDW INC  SR GLBL NT 5%34     | 2034-06-15      | 5.0000%  | 0.0000% | $9696000.00        | $10047673.92       | Corporate Debt Securities                         |
| ANHEUSER-BUSCH INBEV WLDW INC  FR 4.375%041538     | 2038-04-15      | 4.3750%  | 0.0000% | $884000.00         | $850364.17         | Corporate Debt Securities                         |
| ANHEUSER-BUSCH INBEV WLDW INC  SR GLBL NT 29       | 2029-01-23      | 4.7500%  | 0.0000% | $153000.00         | $156242.62         | Corporate Debt Securities                         |
| ELEVANCE HEALTH INC FORMERLY A GLBL NT 5.5%32      | 2032-10-15      | 5.5000%  | 0.0000% | $3000.00           | $3191.38           | Corporate Debt Securities                         |
| AON CORP / AON GLOBAL HLDGS    GLBL NT 2.6%31      | 2031-12-02      | 2.6000%  | 0.0000% | $564000.00         | $512071.89         | Corporate Debt Securities                         |
| AON CORP / AON GLOBAL HLDGS    SR GLBL NT3.9%52    | 2052-02-28      | 3.9000%  | 0.0000% | $70000.00          | $53912.37          | Corporate Debt Securities                         |
| AON CORP / AON GLOBAL HLDGS    SR GLBL NT3.9%52    | 2052-02-28      | 3.9000%  | 0.0000% | $224000.00         | $172519.57         | Corporate Debt Securities                         |
| AON CORP / AON GLOBAL HLDGS    SR GLBL NT 5%32     | 2032-09-12      | 5.0000%  | 0.0000% | $16000.00          | $16709.71          | Corporate Debt Securities                         |
| PFIZER INC                     SR GLBL NT 27       | 2027-11-15      | 3.8750%  | 0.0000% | $83000.00          | $83860.47          | Corporate Debt Securities                         |
| PFIZER INC                     SR GLBL NT 27       | 2027-11-15      | 3.8750%  | 0.0000% | $1767000.00        | $1785318.64        | Corporate Debt Securities                         |
| PHILIP MORRIS INTL INC         SR GLBL NT 33       | 2033-02-15      | 5.3750%  | 0.0000% | $370000.00         | $394755.00         | Corporate Debt Securities                         |
| PHILLIPS EDISON GROCERY CTR OP GLBL NT 2.625%31    | 2031-11-15      | 2.6250%  | 0.0000% | $9000.00           | $8107.64           | Corporate Debt Securities                         |
| PHILLIPS 66 CO                 JR SB GLBL -A 56    | 2056-03-15      | 5.8750%  | 0.0000% | $50000.00          | $50856.58          | Corporate Debt Securities                         |
| PHILLIPS 66 CO                 JR SB GLBL -B 56    | 2056-03-15      | 6.2000%  | 0.0000% | $1663000.00        | $1708322.29        | Corporate Debt Securities                         |
| PHILLIPS 66 CO                 JR SB GLBL -B 56    | 2056-03-15      | 6.2000%  | 0.0000% | $12831000.00       | $13180687.52       | Corporate Debt Securities                         |
| PIEDMONT OPER PARTNERSHIP LP   SR GLBL NT 30       | 2030-08-15      | 3.1500%  | 0.0000% | $40000.00          | $37427.90          | Corporate Debt Securities                         |
| PIEDMONT OPER PARTNERSHIP LP   CR SEN SR GLBL29    | 2029-07-15      | 6.8750%  | 0.0000% | $100000.00         | $106414.46         | Corporate Debt Securities                         |
| PIEDMONT OPER PARTNERSHIP LP   SR GLBL NT 33       | 2033-01-15      | 5.6250%  | 0.0000% | $300000.00         | $304823.25         | Corporate Debt Securities                         |
| PLAINS ALL AMERN PIPELINE L P  SR NT 6.65%37       | 2037-01-15      | 6.6500%  | 0.0000% | $50000.00          | $54572.04          | Corporate Debt Securities                         |
| PLAINS ALL AMERN PIPELINE L P  SR NT 6.65%37       | 2037-01-15      | 6.6500%  | 0.0000% | $100000.00         | $109144.08         | Corporate Debt Securities                         |
| PRINCIPAL FINANCIAL GROUP INC  SR GLBL NT4.3%46    | 2046-11-15      | 4.3000%  | 0.0000% | $5000.00           | $4239.69           | Corporate Debt Securities                         |
| PROCTER & GAMBLE CO            SR GLBL NT2.7%26    | 2026-02-02      | 2.7000%  | 0.0000% | $3008000.00        | $3047645.44        | Corporate Debt Securities                         |
| PROCTER & GAMBLE CO            SR GLBL NT1.9%27    | 2027-02-01      | 1.9000%  | 0.0000% | $160000.00         | $158845.96         | Corporate Debt Securities                         |
| PROGRESS ENERGY INC            SR GLBL NT 31       | 2031-03-01      | 7.7500%  | 0.0000% | $142000.00         | $166981.55         | Corporate Debt Securities                         |
| PROLOGIS L P                   SR GLBL NT 50       | 2050-10-15      | 2.1250%  | 0.0000% | $121000.00         | $66484.41          | Corporate Debt Securities                         |
| PROLOGIS L P                   GLBL NT 3.05%50     | 2050-03-01      | 3.0500%  | 0.0000% | $684000.00         | $465355.03         | Corporate Debt Securities                         |
| PRUDENTIAL FINL INC            JR SB GLBL NT 52    | 2052-09-01      | 6.0000%  | 0.0000% | $19000.00          | $20097.12          | Corporate Debt Securities                         |
| PRUDENTIAL FINL INC            JR SB GLBL NT 54    | 2054-03-15      | 6.5000%  | 0.0000% | $6000.00           | $6464.13           | Corporate Debt Securities                         |
| PRUDENTIAL FINL INC            JR SB GLBL NT 54    | 2054-03-15      | 6.5000%  | 0.0000% | $50000.00          | $53867.75          | Corporate Debt Securities                         |
| OTIS WORLDWIDE CORP            GLBL NT 2.293%27    | 2027-04-05      | 2.2930%  | 0.0000% | $365000.00         | $360479.42         | Corporate Debt Securities                         |
| OTIS WORLDWIDE CORP            SR GLBL NT 35       | 2035-09-04      | 5.1310%  | 0.0000% | $63000.00          | $65329.68          | Corporate Debt Securities                         |
| OVINTIV INC                    GLBL NT 7.1%53      | 2053-07-15      | 7.1000%  | 0.0000% | $730000.00         | $792559.78         | Corporate Debt Securities                         |
| OWENS CORNING NEW              SR GLBL NT4.4%48    | 2048-01-30      | 4.4000%  | 0.0000% | $65000.00          | $54002.65          | Corporate Debt Securities                         |
| BLUE OWL CR INCOME CORP        SR GLBL NT 26       | 2026-09-23      | 3.1250%  | 0.0000% | $48000.00          | $48059.25          | Corporate Debt Securities                         |
| BLUE OWL CR INCOME CORP        SR GLBL NT 29       | 2029-01-15      | 7.7500%  | 0.0000% | $285000.00         | $303214.11         | Corporate Debt Securities                         |
| BLUE OWL CAP CORP II           SR GLBL NT 26       | 2026-11-15      | 8.4500%  | 0.0000% | $344000.00         | $358294.63         | Corporate Debt Securities                         |
| BLUE OWL CAPITAL CORPORATION   SR GLBL NT 29       | 2029-03-15      | 5.9500%  | 0.0000% | $7000.00           | $7232.91           | Corporate Debt Securities                         |
| PECO ENERGY CAP TR III         JR SB PFD TR 28     | 2028-04-06      | 7.3800%  | 0.0000% | $400000.00         | $425704.00         | Corporate Debt Securities                         |
| PNC FINL SVCS GROUP INC        PERP JR SB GLBL     | 2079-12-31      | 3.4000%  | 0.0000% | $1000.00           | $989.23            | Corporate Debt Securities                         |
| PNC FINL SVCS GROUP INC        PERP JR SB GLBL     | 2079-12-31      | 3.4000%  | 0.0000% | $273000.00         | $270059.79         | Corporate Debt Securities                         |
| PNC FINL SVCS GROUP INC        PERP JR SB GLBL     | 2079-12-31      | 6.0000%  | 0.0000% | $14302000.00       | $14528972.74       | Corporate Debt Securities                         |
| PNC FINL SVCS GROUP INC        PERP JR SB GLBL     | 2079-12-31      | 6.0000%  | 0.0000% | $19816000.00       | $20130479.92       | Corporate Debt Securities                         |
| PNC FINL SVCS GROUP INC        PERP SUB GLBL -V    | 2500-12-31      | 6.2000%  | 0.0000% | $12870000.00       | $13162535.10       | Corporate Debt Securities                         |
| PNC FINL SVCS GROUP INC        PERP SUB GLBL -V    | 2500-12-31      | 6.2000%  | 0.0000% | $16623000.00       | $17000840.79       | Corporate Debt Securities                         |
| PNC FINL SVCS GROUP INC        PERP -W NT 6.25%    | 2079-12-31      | 6.2500%  | 0.0000% | $792000.00         | $820727.82         | Corporate Debt Securities                         |
| PNC FINL SVCS GROUP INC        PERP -W NT 6.25%    | 2079-12-31      | 6.2500%  | 0.0000% | $1640000.00        | $1699486.90        | Corporate Debt Securities                         |
| PNC FINL SVCS GROUP INC        PERP -W NT 6.25%    | 2079-12-31      | 6.2500%  | 0.0000% | $3564000.00        | $3693275.19        | Corporate Debt Securities                         |
| PNC FINL SVCS GROUP INC        PERP -W NT 6.25%    | 2079-12-31      | 6.2500%  | 0.0000% | $16898000.00       | $17510932.70       | Corporate Debt Securities                         |
| PPL ELEC UTILS CORP            1LIEN GLBL BD 37    | 2037-08-15      | 6.4500%  | 0.0000% | $2335000.00        | $2660271.34        | Corporate Debt Securities                         |
| PERTAMINA GEOTHERMAL ENERGY TB GLBL 144A NT 28     | 2028-04-27      | 5.1500%  | 0.0000% | $800000.00         | $822187.33         | Corporate Debt Securities                         |
| PACIFIC GAS & ELEC CO          SR GLBL NT 46       | 2046-03-15      | 4.2500%  | 0.0000% | $2214000.00        | $1767076.43        | Corporate Debt Securities                         |
| PACIFIC GAS & ELEC CO          1M GLBL 31 NT 40    | 2040-07-01      | 4.5000%  | 0.0000% | $205998.00         | $180488.24         | Corporate Debt Securities                         |
| PACIFIC GAS & ELEC CO          1M GLBL BD 31       | 2031-06-01      | 3.2500%  | 0.0000% | $551000.00         | $515513.61         | Corporate Debt Securities                         |
| PACIFIC GAS & ELEC CO          1M GLBL BD 52       | 2052-03-01      | 5.2500%  | 0.0000% | $100000.00         | $89968.92          | Corporate Debt Securities                         |
| PACIFIC GAS & ELEC CO          1M GLBL BD 55       | 2055-03-01      | 6.1500%  | 0.0000% | $25000.00          | $25548.60          | Corporate Debt Securities                         |
| PACIFIC LIFE GLOBAL FDG II MED REGS NT 4.85%30     | 2030-02-10      | 4.8500%  | 0.0000% | $21000.00          | $21875.97          | Corporate Debt Securities                         |
| PACIFICORP                     4.125%49            | 2049-01-15      | 4.1250%  | 0.0000% | $100000.00         | $75556.88          | Corporate Debt Securities                         |
| PACIFICORP                     4.15%50             | 2050-02-15      | 4.1500%  | 0.0000% | $992000.00         | $765279.23         | Corporate Debt Securities                         |
| USB REALTY CORP                -A 6.091%           | 2500-12-31      | 5.0808%  | 0.0000% | $1300000.00        | $1088902.10        | Corporate Debt Securities                         |
| UBER TECHNOLOGIES INC          SR GLBL NT4.8%34    | 2034-09-15      | 4.8000%  | 0.0000% | $30000.00          | $30395.10          | Corporate Debt Securities                         |
| UBER TECHNOLOGIES INC          SR GLBL NT 31       | 2031-01-15      | 4.1500%  | 0.0000% | $18000.00          | $17875.43          | Corporate Debt Securities                         |
| UNION PAC CORP                 SR GLBL NT 46       | 2046-03-01      | 4.0500%  | 0.0000% | $20000.00          | $16683.45          | Corporate Debt Securities                         |
| UNION PAC CORP                 SR GLBL NT 46       | 2046-08-15      | 3.3500%  | 0.0000% | $1905000.00        | $1417366.04        | Corporate Debt Securities                         |
| UNION PAC CORP                 SR GLBL NT2.8%32    | 2032-02-14      | 2.8000%  | 0.0000% | $7114000.00        | $6632888.08        | Corporate Debt Securities                         |
| UNION PAC CORP                 SR GLBL NT3.5%53    | 2053-02-14      | 3.5000%  | 0.0000% | $570000.00         | $415951.17         | Corporate Debt Securities                         |
| UNION PAC CORP                 SR GLBL NT 72       | 2072-02-14      | 3.8500%  | 0.0000% | $377000.00         | $269081.03         | Corporate Debt Securities                         |
| UNITED AIR LINES INC           SR SEC GLBL 26      | 2026-04-15      | 4.3750%  | 0.0000% | $200000.00         | $202448.08         | Corporate Debt Securities                         |
| UNITED RENTALS NORTH AMER INC  1LIEN GLBL 29       | 2029-12-15      | 6.0000%  | 0.0000% | $1906000.00        | $1972614.70        | Corporate Debt Securities                         |
| UNITED RENTALS NORTH AMER INC  1LIEN GLBL 29       | 2029-12-15      | 6.0000%  | 0.0000% | $8423000.00        | $8717383.85        | Corporate Debt Securities                         |
| US BANCORP                     FR 4.967%072233     | 2033-07-22      | 4.9670%  | 0.0000% | $1326000.00        | $1336732.35        | Corporate Debt Securities                         |
| US BANCORP                     FR 5.678%012335     | 2035-01-23      | 5.6780%  | 0.0000% | $4988000.00        | $5246099.35        | Corporate Debt Securities                         |
| RTX CORPORATION                4.625%48            | 2048-11-16      | 4.6250%  | 0.0000% | $100000.00         | $89158.69          | Corporate Debt Securities                         |
| UNITEDHEALTH GROUP INC         SR GLBL NT 37       | 2037-11-15      | 6.6250%  | 0.0000% | $360000.00         | $408769.95         | Corporate Debt Securities                         |
| UNITEDHEALTH GROUP INC         SR GLBL NT 45       | 2045-07-15      | 4.7500%  | 0.0000% | $7288000.00        | $6520786.17        | Corporate Debt Securities                         |
| UNIVERSAL HLTH SVCS INC        SR SEC GLBL NT30    | 2030-10-15      | 2.6500%  | 0.0000% | $4056000.00        | $3729650.86        | Corporate Debt Securities                         |
| UNIVERSITY NOTRE DAME DU LAC   -2017 BD3.394%48    | 2048-02-15      | 3.3940%  | 0.0000% | $862000.00         | $665762.11         | Corporate Debt Securities                         |
| UNUM GROUP                     SR GLBL NT 6%54     | 2054-06-15      | 6.0000%  | 0.0000% | $284000.00         | $286598.60         | Corporate Debt Securities                         |
| VALE OVERSEAS LTD              SR GLBL NT6.4%54    | 2054-06-28      | 6.4000%  | 0.0000% | $2900000.00        | $3006049.78        | Corporate Debt Securities                         |
| VALE S A                       SR NT 5.625%42      | 2042-09-11      | 5.6250%  | 0.0000% | $55000.00          | $56712.08          | Corporate Debt Securities                         |
| VENTAS RLTY LTD PARTNERSHIP    SR GLBL NT 30       | 2030-11-15      | 4.7500%  | 0.0000% | $79000.00          | $80779.54          | Corporate Debt Securities                         |
| VENTAS RLTY LTD PARTNERSHIP    GLBL NT 5%36        | 2036-02-15      | 5.0000%  | 0.0000% | $135000.00         | $134949.75         | Corporate Debt Securities                         |
| VERIZON COMMUNICATIONS INC     SR NT 4.75%41       | 2041-11-01      | 4.7500%  | 0.0000% | $292000.00         | $268567.89         | Corporate Debt Securities                         |
| VERIZON COMMUNICATIONS INC     SR GLBL NT 36       | 2036-01-15      | 4.2720%  | 0.0000% | $120000.00         | $112809.60         | Corporate Debt Securities                         |
| VERIZON COMMUNICATIONS INC     SR GLBL NT 37       | 2037-03-16      | 5.2500%  | 0.0000% | $255000.00         | $260737.93         | Corporate Debt Securities                         |
| VERIZON COMMUNICATIONS INC     SR NT 5.25%35       | 2035-04-02      | 5.2500%  | 0.0000% | $1341000.00        | $1381804.39        | Corporate Debt Securities                         |
| VERIZON COMMUNICATIONS INC     SR GLBL NT 37       | 2037-07-02      | 5.4010%  | 0.0000% | $770000.00         | $781296.50         | Corporate Debt Securities                         |
| VERISK ANALYTICS INC           SR GLBL NT 50       | 2050-05-15      | 3.6250%  | 0.0000% | $14000.00          | $10235.57          | Corporate Debt Securities                         |
| VICI PPTYS INC                 SR GLBL 144A 27     | 2027-02-15      | 3.7500%  | 0.0000% | $382000.00         | $386262.16         | Corporate Debt Securities                         |
| VICI PPTYS INC                 SR GLBL 144A 30     | 2030-08-15      | 4.1250%  | 0.0000% | $130000.00         | $128587.71         | Corporate Debt Securities                         |
| VICI PPTYS INC                 SR GLBL 144A 30     | 2030-08-15      | 4.1250%  | 0.0000% | $1631000.00        | $1613281.22        | Corporate Debt Securities                         |
| VICI PPTYS INC                 SR GLBL 144A 30     | 2030-08-15      | 4.1250%  | 0.0000% | $4863000.00        | $4810169.58        | Corporate Debt Securities                         |
| VICI PROPERTIES LP             GLBL NT 5.625%52    | 2052-05-15      | 5.6250%  | 0.0000% | $166000.00         | $158083.25         | Corporate Debt Securities                         |
| VICI PROPERTIES LP             GLBL NT 5.75%34     | 2034-04-01      | 5.7500%  | 0.0000% | $238000.00         | $250696.57         | Corporate Debt Securities                         |
| VICI PROPERTIES LP             GLBL NT 5.75%34     | 2034-04-01      | 5.7500%  | 0.0000% | $395000.00         | $416072.04         | Corporate Debt Securities                         |
| VICI PROPERTIES LP             SR GLBL NT 31       | 2031-11-15      | 5.1250%  | 0.0000% | $19000.00          | $19423.07          | Corporate Debt Securities                         |
| VIRGINIA ELEC & PWR CO         SR -D NT 4.65%43    | 2043-08-15      | 4.6500%  | 0.0000% | $264000.00         | $241996.26         | Corporate Debt Securities                         |
| VISA INC                       SR GLBL NT 30       | 2030-04-15      | 2.0500%  | 0.0000% | $1204000.00        | $1123535.68        | Corporate Debt Securities                         |
| VMWARE LLC                     SR GLBL NT1.8%28    | 2028-08-15      | 1.8000%  | 0.0000% | $47000.00          | $44880.77          | Corporate Debt Securities                         |
| VODAFONE GROUP PLC             SR GLBL NT 50       | 2050-09-17      | 4.2500%  | 0.0000% | $168000.00         | $136051.67         | Corporate Debt Securities                         |
| VONTIER CORPORATION            SR GLBL NT1.8%26    | 2026-04-01      | 1.8000%  | 0.0000% | $1865000.00        | $1867778.85        | Corporate Debt Securities                         |
| VULCAN MATLS CO                SR GLBL NT4.7%48    | 2048-03-01      | 4.7000%  | 0.0000% | $11000.00          | $9916.42           | Corporate Debt Securities                         |
| WRKCO INC                      SR GLBL NT 3%33     | 2033-06-15      | 3.0000%  | 0.0000% | $81000.00          | $72580.86          | Corporate Debt Securities                         |
| WELLS FARGO & CO               SB GLBL DB5.5%35    | 2035-08-01      | 5.5000%  | 0.0000% | $26000.00          | $27449.95          | Corporate Debt Securities                         |
| WALMART INC                    SR NT 6.5%37        | 2037-08-15      | 6.5000%  | 0.0000% | $49000.00          | $58249.81          | Corporate Debt Securities                         |
| WALMART INC                    SR GLBL NT 26       | 2026-07-08      | 3.0500%  | 0.0000% | $183000.00         | $182812.22         | Corporate Debt Securities                         |
| WALMART INC                    SR GLBL NT 26       | 2026-09-17      | 1.0500%  | 0.0000% | $524000.00         | $517465.28         | Corporate Debt Securities                         |
| WALMART INC                    SR GLBL NT2.5%41    | 2041-09-22      | 2.5000%  | 0.0000% | $2115000.00        | $1554395.75        | Corporate Debt Securities                         |
| WASTE MGMT INC DEL             SR GLBL NT 29       | 2029-01-15      | 3.8750%  | 0.0000% | $22000.00          | $21991.52          | Corporate Debt Securities                         |
| WEBSTER FINL CORP              SR GLBL NT4.1%29    | 2029-03-25      | 4.1000%  | 0.0000% | $68000.00          | $68362.86          | Corporate Debt Securities                         |
| WEBSTER FINL CORP              SR GLBL NT4.1%29    | 2029-03-25      | 4.1000%  | 0.0000% | $100000.00         | $100533.61         | Corporate Debt Securities                         |
| WEBSTER FINL CORP              SUB GLBL NT 35      | 2035-09-11      | 5.7840%  | 0.0000% | $4922000.00        | $5069033.27        | Corporate Debt Securities                         |
| WEBSTER FINL CORP              SUB GLBL NT 35      | 2035-09-11      | 5.7840%  | 0.0000% | $5632000.00        | $5800242.86        | Corporate Debt Securities                         |
| WELLS FARGO & CO               SUB GLBL NT 44      | 2044-01-15      | 5.6060%  | 0.0000% | $150000.00         | $149703.87         | Corporate Debt Securities                         |
| WELLS FARGO & CO               FR 3.9%050145       | 2045-05-01      | 3.9000%  | 0.0000% | $1780000.00        | $1464622.57        | Corporate Debt Securities                         |
| WELLS FARGO & CO               FR 4.75%120746      | 2046-12-07      | 4.7500%  | 0.0000% | $4442000.00        | $3942288.57        | Corporate Debt Securities                         |
| WELLS FARGO BANK NATL ASSN     SR NT 5.254%26      | 2026-12-11      | 5.2540%  | 0.0000% | $3676000.00        | $3743532.82        | Corporate Debt Securities                         |
| WELLS FARGO BANK NATL ASSN     SR NT 5.254%26      | 2026-12-11      | 5.2540%  | 0.0000% | $7942000.00        | $8087904.69        | Corporate Debt Securities                         |
| WELLS FARGO & CO               FR 3.526%032428     | 2028-03-24      | 3.5260%  | 0.0000% | $2900000.00        | $2919780.90        | Corporate Debt Securities                         |
| WELLS FARGO & CO               FR 6.491%102334     | 2034-10-23      | 6.4910%  | 0.0000% | $16674000.00       | $18669038.08       | Corporate Debt Securities                         |
| WELLS FARGO & CO               FR 4.9%012428       | 2028-01-24      | 4.9000%  | 0.0000% | $2745000.00        | $2770684.05        | Corporate Debt Securities                         |
| WELLS FARGO & CO               FR 4.078%091529     | 2029-09-15      | 4.0780%  | 0.0000% | $61000.00          | $61857.20          | Corporate Debt Securities                         |
| WESTERN ALLIANCE BK PHOENIX    LW TIER II 35       | 2035-11-15      | 6.5370%  | 0.0000% | $9190000.00        | $9409130.96        | Corporate Debt Securities                         |
| WESTERN ALLIANCE BANCORP       LW TIER II 31       | 2031-06-15      | 3.0000%  | 0.0000% | $3093000.00        | $3023778.66        | Corporate Debt Securities                         |
| WESTERN ALLIANCE BANCORP       LW TIER II 31       | 2031-06-15      | 3.0000%  | 0.0000% | $8721000.00        | $8525824.02        | Corporate Debt Securities                         |
| WESTERN ALLIANCE BANCORP       LW TIER II 31       | 2031-06-15      | 3.0000%  | 0.0000% | $27113000.00       | $26506211.06       | Corporate Debt Securities                         |
| WESTERN MIDSTREAM OPER LP      SR GLBL NT 44       | 2044-04-01      | 5.4500%  | 0.0000% | $200000.00         | $186367.06         | Corporate Debt Securities                         |
| WESTERN MIDSTREAM OPER LP      SR GLBL NT5.3%48    | 2048-03-01      | 5.3000%  | 0.0000% | $133000.00         | $118838.97         | Corporate Debt Securities                         |
| WESTERN MIDSTREAM OPER LP      SR GLBL NT5.3%48    | 2048-03-01      | 5.3000%  | 0.0000% | $490000.00         | $437827.79         | Corporate Debt Securities                         |
| WESTERN MIDSTREAM OPER LP      SR GLBL NT5.3%48    | 2048-03-01      | 5.3000%  | 0.0000% | $906000.00         | $809534.66         | Corporate Debt Securities                         |
| WESTERN MIDSTREAM OPER LP      CR SEN SR GLBL50    | 2050-02-01      | 5.2500%  | 0.0000% | $4795000.00        | $4247095.33        | Corporate Debt Securities                         |

### Security 682: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** WELLS FARGO SECURITIES LLC 3.640000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1EMVN4, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: ARP1EMVN4
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **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? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase 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 CIFS1278 | 2037-04-01      | 3.0000%  | 0.0000% | $315718.00         | $159894.83         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS1838 | 2051-12-01      | 3.0000%  | 0.0000% | $2488000.00        | $1572566.65        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS2116 | 2052-06-01      | 4.5000%  | 0.0000% | $330000.00         | $244532.57         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFS2216 | 2052-07-01      | 4.0000%  | 0.0000% | $25000.00          | $17741.68          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CTFS2495 | 2029-09-01      | 6.0000%  | 0.0000% | $676838.00         | $34373.95          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFS2768 | 2052-01-01      | 2.0000%  | 0.0000% | $40000.00          | $25971.19          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIFS2950 | 2037-04-01      | 2.5000%  | 0.0000% | $103000.00         | $61996.20          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS3159 | 2052-10-01      | 4.5000%  | 0.0000% | $3088000.00        | $2451392.38        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS3239 | 2050-08-01      | 3.5000%  | 0.0000% | $90000.00          | $61418.70          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS3628 | 2052-11-01      | 5.5000%  | 0.0000% | $2000.00           | $1239.42           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIFS3849 | 2027-03-01      | 5.0000%  | 0.0000% | $971822.00         | $1110.66           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS3994 | 2053-02-01      | 6.0000%  | 0.0000% | $5320000.00        | $3654105.36        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS4349 | 2050-01-01      | 3.5000%  | 0.0000% | $59000.00          | $39630.86          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS5387 | 2052-05-01      | 2.5000%  | 0.0000% | $7000.00           | $5234.51           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFS4716 | 2052-01-01      | 2.0000%  | 0.0000% | $5000.00           | $3286.89           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFS4736 | 2053-05-01      | 6.5000%  | 0.0000% | $3705000.00        | $2409633.05        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFS4745 | 2053-05-01      | 6.5000%  | 0.0000% | $210000.00         | $123211.88         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS4919 | 2053-05-01      | 2.5000%  | 0.0000% | $240600.00         | $174809.40         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS5059 | 2048-11-01      | 3.5000%  | 0.0000% | $170000.00         | $126905.51         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS5066 | 2053-06-01      | 6.0000%  | 0.0000% | $29946950.00       | $21182955.49       | Agency Mortgage-Backed Securities |
| FNMS 02.000 CTFS5191 | 2042-08-01      | 2.0000%  | 0.0000% | $1800000.00        | $1276227.25        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS5416 | 2053-07-01      | 6.0000%  | 0.0000% | $86503536.00       | $61547543.07       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFS5635 | 2052-11-01      | 4.0000%  | 0.0000% | $36000.00          | $29532.35          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFS5843 | 2052-10-01      | 4.0000%  | 0.0000% | $535000.00         | $424669.18         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS5879 | 2051-11-01      | 3.5000%  | 0.0000% | $7430737.00        | $5400401.69        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFS5955 | 2053-10-01      | 6.5000%  | 0.0000% | $1265000.00        | $760044.70         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CTFS6945 | 2042-04-01      | 2.5000%  | 0.0000% | $1873000.00        | $1404118.22        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS7063 | 2053-10-01      | 3.0000%  | 0.0000% | $1000.00           | $792.00            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS7252 | 2053-11-01      | 5.0000%  | 0.0000% | $1149000.00        | $989545.32         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS8151 | 2054-06-01      | 6.0000%  | 0.0000% | $31700000.00       | $28041015.11       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIFS8472 | 2030-03-01      | 3.0000%  | 0.0000% | $1182726.00        | $641452.54         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS8559 | 2052-11-01      | 5.5000%  | 0.0000% | $1120000.00        | $920144.80         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFS8786 | 2054-07-01      | 6.5000%  | 0.0000% | $1690635.00        | $1163972.49        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS9143 | 2052-01-01      | 2.5000%  | 0.0000% | $50000.00          | $37759.51          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS9503 | 2054-10-01      | 5.5000%  | 0.0000% | $219000.00         | $187647.97         | Agency Mortgage-Backed Securities |
| FNMS 06.500 ZLFP0141 | 2055-02-25      | 6.5000%  | 0.0000% | $143758957.00      | $142495742.06      | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCC0292 | 2055-04-01      | 6.5000%  | 0.0000% | $34274301.00       | $27122075.86       | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLCC0298 | 2055-04-01      | 7.0000%  | 0.0000% | $37186995.00       | $32586394.15       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCC1191 | 2055-10-01      | 4.5000%  | 0.0000% | $130122618.00      | $126828757.17      | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCC1245 | 2055-10-01      | 6.0000%  | 0.0000% | $82313096.00       | $81807358.31       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCC1819 | 2056-01-01      | 4.5000%  | 0.0000% | $11016259.00       | $10855562.96       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCC1837 | 2056-01-01      | 5.0000%  | 0.0000% | $115595675.00      | $116562326.12      | Agency Mortgage-Backed Securities |
| FNMS 04.000 CL890858 | 2048-06-01      | 4.0000%  | 0.0000% | $570000.00         | $75088.81          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL911605 | 2037-04-01      | 6.5000%  | 0.0000% | $1630000.00        | $9274.26           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL942040 | 2037-07-01      | 6.0000%  | 0.0000% | $1010000.00        | $17639.60          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL961205 | 2038-01-01      | 6.0000%  | 0.0000% | $2578697.00        | $9788.16           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CL971053 | 2039-02-01      | 4.5000%  | 0.0000% | $2187142.00        | $25664.50          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL995024 | 2037-08-01      | 5.5000%  | 0.0000% | $9322135.00        | $127068.27         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAB7497 | 2043-01-01      | 3.0000%  | 0.0000% | $40392.00          | $7496.64           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAB8881 | 2043-04-01      | 3.0000%  | 0.0000% | $364700.00         | $68132.85          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIAB8442 | 2028-02-01      | 2.0000%  | 0.0000% | $94283.00          | $3219.37           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CTMA0023 | 2029-04-01      | 5.0000%  | 0.0000% | $460332.00         | $1347.59           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CRMA1546 | 2043-08-01      | 3.5000%  | 0.0000% | $400000.00         | $67463.60          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIMA2130 | 2029-11-01      | 3.5000%  | 0.0000% | $135000.00         | $8890.13           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA3536 | 2048-12-01      | 4.0000%  | 0.0000% | $1550000.00        | $117476.77         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CNMA2776 | 2026-10-01      | 2.5000%  | 0.0000% | $115873136.00      | $1356590.90        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIMA2802 | 2031-11-01      | 2.0000%  | 0.0000% | $151131.00         | $23050.63          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CQMA2878 | 2047-01-01      | 3.5000%  | 0.0000% | $250400.00         | $77908.61          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA2920 | 2047-03-01      | 3.0000%  | 0.0000% | $20000.00          | $4382.19           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA2895 | 2047-02-01      | 3.0000%  | 0.0000% | $250000.00         | $52011.35          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CNMA2965 | 2027-04-01      | 2.5000%  | 0.0000% | $1175000.00        | $31375.52          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA3148 | 2047-10-01      | 3.5000%  | 0.0000% | $5000.00           | $587.77            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA3209 | 2047-12-01      | 3.0000%  | 0.0000% | $22000.00          | $3800.79           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA3305 | 2048-03-01      | 3.5000%  | 0.0000% | $1417000.00        | $183097.67         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIMA3312 | 2033-03-01      | 3.0000%  | 0.0000% | $592000.00         | $65317.78          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CNMA4368 | 2031-06-01      | 2.0000%  | 0.0000% | $1000000.00        | $348062.30         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CTMA4387 | 2041-07-01      | 2.0000%  | 0.0000% | $26250975.00       | $15333439.67       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA4435 | 2051-09-01      | 4.0000%  | 0.0000% | $16000.00          | $7642.44           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLMA4492 | 2051-12-01      | 2.0000%  | 0.0000% | $14046935.00       | $8947807.13        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA3745 | 2049-08-01      | 3.5000%  | 0.0000% | $10000.00          | $996.88            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CTMA3771 | 2039-09-01      | 3.0000%  | 0.0000% | $1500000.00        | $207162.30         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA3777 | 2049-09-01      | 4.5000%  | 0.0000% | $245000.00         | $26558.20          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA3803 | 2049-10-01      | 3.5000%  | 0.0000% | $5000.00           | $596.89            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CTMA3934 | 2040-02-01      | 3.0000%  | 0.0000% | $4000.00           | $722.85            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL890101 | 2039-02-01      | 6.0000%  | 0.0000% | $2080000.00        | $31991.05          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA3960 | 2050-03-01      | 3.0000%  | 0.0000% | $15000.00          | $2707.70           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CTMA4204 | 2040-12-01      | 2.0000%  | 0.0000% | $9000.00           | $4507.52           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIMA4179 | 2035-11-01      | 2.0000%  | 0.0000% | $2450000.00        | $1001540.18        | Agency Mortgage-Backed Securities |
| FNMS 01.500 CLMA4236 | 2051-01-01      | 1.5000%  | 0.0000% | $205000.00         | $114919.92         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLMA4281 | 2051-03-01      | 2.0000%  | 0.0000% | $21577425.00       | $12113721.95       | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIMA4329 | 2036-05-01      | 2.0000%  | 0.0000% | $2180000.00        | $1093252.06        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA4307 | 2051-04-01      | 3.0000%  | 0.0000% | $76000.00          | $34659.87          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLMA4326 | 2051-05-01      | 2.5000%  | 0.0000% | $13000.00          | $7164.93           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIMA4361 | 2036-06-01      | 2.5000%  | 0.0000% | $8000.00           | $3789.67           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA5328 | 2054-04-01      | 6.0000%  | 0.0000% | $23000.00          | $16262.68          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIMA5382 | 2039-04-01      | 3.5000%  | 0.0000% | $654656.00         | $463195.61         | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLMA5391 | 2054-06-01      | 7.0000%  | 0.0000% | $3000.00           | $1422.48           | Agency Mortgage-Backed Securities |
| FNMS 01.500 CLMA4561 | 2052-03-01      | 1.5000%  | 0.0000% | $780067.00         | $488817.38         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA4600 | 2052-05-01      | 3.5000%  | 0.0000% | $304348.00         | $216215.97         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CTMA4606 | 2042-05-01      | 2.0000%  | 0.0000% | $3033646.00        | $2023638.04        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA4644 | 2052-05-01      | 4.0000%  | 0.0000% | $25000.00          | $17619.74          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIMA4833 | 2037-12-01      | 4.0000%  | 0.0000% | $225157.00         | $126936.85         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA4933 | 2053-02-01      | 3.5000%  | 0.0000% | $60000.00          | $46285.45          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIMA4965 | 2038-03-01      | 4.0000%  | 0.0000% | $133931.00         | $85453.04          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5039 | 2053-06-01      | 5.5000%  | 0.0000% | $5000.00           | $3822.52           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA5071 | 2053-07-01      | 5.0000%  | 0.0000% | $7389862.00        | $6124394.36        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIMA5110 | 2038-08-01      | 5.0000%  | 0.0000% | $78000.00          | $47216.64          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA5164 | 2053-10-01      | 5.0000%  | 0.0000% | $1054459.00        | $901227.38         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIMA5148 | 2038-09-01      | 5.0000%  | 0.0000% | $27000.00          | $16443.02          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CNMA5196 | 2033-09-01      | 3.0000%  | 0.0000% | $1555245.00        | $863832.85         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIMA5267 | 2039-02-01      | 5.5000%  | 0.0000% | $31000.00          | $17383.51          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CTMA5505 | 2044-09-01      | 6.5000%  | 0.0000% | $237500.00         | $81405.09          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5531 | 2054-11-01      | 5.5000%  | 0.0000% | $78000.00          | $67638.03          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIMA5575 | 2039-11-01      | 3.5000%  | 0.0000% | $15114574.00       | $12787254.97       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB2928 | 2052-02-01      | 2.5000%  | 0.0000% | $26089.00          | $18227.61          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB3021 | 2052-03-01      | 3.0000%  | 0.0000% | $15000.00          | $10409.54          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB3103 | 2052-03-01      | 2.5000%  | 0.0000% | $20000.00          | $13189.17          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB3880 | 2052-06-01      | 5.0000%  | 0.0000% | $700000.00         | $466313.36         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB3864 | 2052-06-01      | 4.5000%  | 0.0000% | $921000.00         | $660704.93         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCB4316 | 2052-07-01      | 3.5000%  | 0.0000% | $2000.00           | $1551.85           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCB4661 | 2052-09-01      | 3.5000%  | 0.0000% | $78000.00          | $58757.97          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB5122 | 2052-11-01      | 4.5000%  | 0.0000% | $2970400.00        | $2320406.44        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB6194 | 2053-05-01      | 6.0000%  | 0.0000% | $500000.00         | $397903.35         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB5794 | 2053-03-01      | 5.0000%  | 0.0000% | $365741.00         | $333705.05         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB7084 | 2053-09-01      | 4.5000%  | 0.0000% | $30522267.00       | $27351885.26       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CICB6378 | 2038-05-01      | 5.0000%  | 0.0000% | $2615394.00        | $1615166.81        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB6434 | 2053-06-01      | 5.0000%  | 0.0000% | $5800.00           | $5221.81           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB6731 | 2053-07-01      | 5.0000%  | 0.0000% | $102000.00         | $86533.36          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB6927 | 2053-08-01      | 6.0000%  | 0.0000% | $16013000.00       | $12071657.65       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCB7316 | 2053-10-01      | 4.0000%  | 0.0000% | $8000.00           | $6957.37           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB8693 | 2054-06-01      | 5.5000%  | 0.0000% | $1250000.00        | $1019063.50        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB9352 | 2054-10-01      | 6.5000%  | 0.0000% | $27981000.00       | $25356055.11       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDF8878 | 2056-01-01      | 5.0000%  | 0.0000% | $3569588.00        | $3606969.78        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDF8698 | 2055-12-01      | 5.0000%  | 0.0000% | $1530900.00        | $1534080.21        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDG0884 | 2056-01-01      | 4.5000%  | 0.0000% | $1698176.00        | $1674114.54        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFA0780 | 2055-02-01      | 6.5000%  | 0.0000% | $42330759.00       | $39534675.90       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA0822 | 2055-02-01      | 6.0000%  | 0.0000% | $16871637.00       | $15458399.75       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA0012 | 2054-11-01      | 6.0000%  | 0.0000% | $10598233.00       | $8064148.23        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIFA0744 | 2040-02-01      | 5.0000%  | 0.0000% | $58914.00          | $47082.19          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFA1679 | 2052-02-01      | 4.0000%  | 0.0000% | $10891881.00       | $10066417.45       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFA1024 | 2051-05-01      | 2.5000%  | 0.0000% | $42000.00          | $33820.11          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIFA1524 | 2037-07-01      | 3.0000%  | 0.0000% | $140000.00         | $113710.53         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA2016 | 2055-06-01      | 6.0000%  | 0.0000% | $7390109.00        | $7305953.35        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA2327 | 2055-04-01      | 5.5000%  | 0.0000% | $91113.00          | $89796.52          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFA2369 | 2052-09-01      | 4.5000%  | 0.0000% | $22057078.00       | $21130436.75       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFA2366 | 2052-02-01      | 3.0000%  | 0.0000% | $37059669.00       | $31638189.89       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA2440 | 2054-12-01      | 6.0000%  | 0.0000% | $40268051.00       | $36101846.74       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIFA2748 | 2039-07-01      | 5.5000%  | 0.0000% | $10660418.00       | $9812203.90        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA3031 | 2053-02-01      | 5.5000%  | 0.0000% | $20439925.00       | $19577970.28       | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIFA3054 | 2036-11-01      | 2.0000%  | 0.0000% | $9034935.00        | $7945408.16        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CIFA3056 | 2039-06-01      | 6.5000%  | 0.0000% | $5335590.00        | $5181141.45        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA4454 | 2053-06-01      | 6.0000%  | 0.0000% | $49860215.00       | $51646423.95       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFA3625 | 2051-12-01      | 3.0000%  | 0.0000% | $63163399.00       | $56651961.47       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFA3632 | 2055-03-01      | 5.0000%  | 0.0000% | $253403096.00      | $249999999.50      | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA3685 | 2054-12-01      | 5.5000%  | 0.0000% | $21591371.00       | $21596961.27       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIFA3735 | 2040-01-01      | 6.0000%  | 0.0000% | $46095462.00       | $46339800.25       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA3767 | 2050-10-01      | 6.0000%  | 0.0000% | $14336206.00       | $13866235.57       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFA3836 | 2056-01-01      | 4.5000%  | 0.0000% | $576000.00         | $567551.46         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFA3924 | 2055-03-01      | 6.5000%  | 0.0000% | $61104408.00       | $64264979.91       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFA3930 | 2055-11-01      | 6.5000%  | 0.0000% | $64823899.00       | $68231798.78       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CTFM1196 | 2029-09-01      | 6.0000%  | 0.0000% | $4524541.00        | $146800.35         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFM1568 | 2046-05-01      | 4.5000%  | 0.0000% | $35000.00          | $9696.98           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFM1626 | 2048-11-01      | 4.0000%  | 0.0000% | $210000.00         | $20391.78          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIFM2574 | 2035-02-01      | 2.5000%  | 0.0000% | $147000.00         | $24153.44          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM2652 | 2048-11-01      | 3.5000%  | 0.0000% | $60000000.00       | $19249775.01       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFM3049 | 2044-04-01      | 4.0000%  | 0.0000% | $1420000.00        | $450709.08         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIFM3762 | 2035-08-01      | 3.0000%  | 0.0000% | $39000.00          | $9511.95           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFM5254 | 2050-12-01      | 2.0000%  | 0.0000% | $2000000.00        | $1061578.79        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM5425 | 2049-06-01      | 3.5000%  | 0.0000% | $40000.00          | $10969.22          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFM5893 | 2050-08-01      | 5.0000%  | 0.0000% | $101112.00         | $34782.92          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIFM6089 | 2036-02-01      | 2.0000%  | 0.0000% | $18438673.00       | $7285784.65        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM7105 | 2049-08-01      | 3.5000%  | 0.0000% | $734000.00         | $285075.34         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM7136 | 2050-01-01      | 3.5000%  | 0.0000% | $15000.00          | $6037.66           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIFM7936 | 2036-07-01      | 2.0000%  | 0.0000% | $56947.00          | $32407.01          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIFM8292 | 2036-07-01      | 2.0000%  | 0.0000% | $352000.00         | $164968.23         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFM8302 | 2051-03-01      | 4.0000%  | 0.0000% | $43461.00          | $15707.24          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFM8761 | 2051-09-01      | 2.5000%  | 0.0000% | $1400000.00        | $1011497.78        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFM8828 | 2046-10-01      | 4.0000%  | 0.0000% | $819000.00         | $435741.93         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFM8857 | 2051-10-01      | 2.0000%  | 0.0000% | $80000.00          | $49795.26          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFM9137 | 2048-06-01      | 4.0000%  | 0.0000% | $3000.00           | $1470.53           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS0838 | 2052-01-01      | 3.5000%  | 0.0000% | $8000.00           | $5215.94           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS0424 | 2052-01-01      | 2.5000%  | 0.0000% | $110000.00         | $68454.13          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB1559 | 2051-09-01      | 3.0000%  | 0.0000% | $4515000.00        | $2884215.16        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCB2311 | 2051-12-01      | 2.0000%  | 0.0000% | $921778.00         | $523599.26         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB3582 | 2052-05-01      | 3.0000%  | 0.0000% | $13000.00          | $9106.38           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5614 | 2055-02-01      | 5.5000%  | 0.0000% | $318980.00         | $280311.33         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5646 | 2055-03-01      | 5.5000%  | 0.0000% | $106994.00         | $95521.30          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIMA5771 | 2040-07-01      | 5.0000%  | 0.0000% | $67978909.00       | $60314975.48       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CIMA5803 | 2040-08-01      | 6.5000%  | 0.0000% | $4601200.00        | $3898965.87        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA5820 | 2055-09-01      | 4.5000%  | 0.0000% | $156700.00         | $151248.64         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIMA5826 | 2040-09-01      | 3.5000%  | 0.0000% | $13416274.00       | $12729454.58       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIMA5916 | 2040-12-01      | 5.0000%  | 0.0000% | $94000.00          | $92936.78          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CTMA5960 | 2045-12-01      | 4.0000%  | 0.0000% | $263100.00         | $254208.96         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIMA5977 | 2041-01-01      | 4.5000%  | 0.0000% | $19122458.00       | $19224782.27       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAV0691 | 2043-12-01      | 4.0000%  | 0.0000% | $30000.00          | $3706.78           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CL725238 | 2034-03-01      | 5.0000%  | 0.0000% | $165000.00         | $1354.35           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CL745355 | 2036-03-01      | 5.0000%  | 0.0000% | $654250.00         | $6179.67           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CL781606 | 2034-10-01      | 5.0000%  | 0.0000% | $1025000.00        | $9147.89           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL787217 | 2034-06-01      | 5.5000%  | 0.0000% | $3929620.00        | $14790.84          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL878521 | 2036-02-01      | 6.5000%  | 0.0000% | $5200000.00        | $3353.52           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL879796 | 2036-03-01      | 6.0000%  | 0.0000% | $550000.00         | $994.20            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIDB6257 | 2039-07-01      | 5.0000%  | 0.0000% | $1079606.00        | $732091.18         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIDB6516 | 2039-08-01      | 5.5000%  | 0.0000% | $1336074.00        | $1020617.18        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDB6901 | 2054-07-01      | 6.0000%  | 0.0000% | $511878.00         | $373165.95         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDB7829 | 2054-08-01      | 5.5000%  | 0.0000% | $10000.00          | $8384.41           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDC8486 | 2054-12-01      | 6.0000%  | 0.0000% | $100000.00         | $80422.83          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDC9089 | 2055-06-01      | 5.0000%  | 0.0000% | $2788888.00        | $2777165.51        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIDC9253 | 2039-12-01      | 5.0000%  | 0.0000% | $2386441.00        | $1972089.73        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDD0223 | 2055-03-01      | 5.5000%  | 0.0000% | $19059.00          | $19032.81          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIDD0608 | 2040-07-01      | 5.5000%  | 0.0000% | $9447498.00        | $7914145.19        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDD0644 | 2055-08-01      | 6.5000%  | 0.0000% | $16895945.00       | $16999774.59       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD1762 | 2055-02-01      | 6.0000%  | 0.0000% | $4898210.00        | $4703074.65        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDD0990 | 2055-02-01      | 5.0000%  | 0.0000% | $25206.00          | $24983.75          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD4249 | 2055-03-01      | 6.0000%  | 0.0000% | $9116093.00        | $8161522.50        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD4294 | 2055-03-01      | 6.0000%  | 0.0000% | $9405987.00        | $8154135.68        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDD5569 | 2055-03-01      | 6.5000%  | 0.0000% | $1122683.00        | $984030.21         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CIDD5614 | 2040-03-01      | 6.5000%  | 0.0000% | $1136724.00        | $957492.33         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD5884 | 2055-03-01      | 6.0000%  | 0.0000% | $1064276.00        | $1100984.88        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLDD6972 | 2055-04-01      | 4.0000%  | 0.0000% | $3520894.00        | $3337580.03        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD8062 | 2055-05-01      | 6.0000%  | 0.0000% | $2339271.00        | $1804847.41        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDD7358 | 2055-04-01      | 6.5000%  | 0.0000% | $1582968.00        | $1329454.64        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDD8257 | 2055-04-01      | 5.5000%  | 0.0000% | $4601276.00        | $3116962.81        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CIDE0635 | 2040-05-01      | 6.5000%  | 0.0000% | $1199555.00        | $1194225.34        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE1467 | 2055-06-01      | 6.0000%  | 0.0000% | $3052695.00        | $3176893.68        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE1802 | 2055-06-01      | 6.0000%  | 0.0000% | $8756615.00        | $7798039.51        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDE2100 | 2055-07-01      | 6.5000%  | 0.0000% | $11159075.00       | $10680696.02       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE2132 | 2055-07-01      | 6.0000%  | 0.0000% | $1456586.00        | $1341778.90        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE3834 | 2055-11-01      | 6.0000%  | 0.0000% | $1381274.00        | $1430081.01        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE3843 | 2055-10-01      | 6.0000%  | 0.0000% | $1240745.00        | $1287198.19        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDE4733 | 2055-07-01      | 4.5000%  | 0.0000% | $1782500.00        | $1667444.26        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE5897 | 2055-08-01      | 6.0000%  | 0.0000% | $1900131.00        | $1871430.55        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE5929 | 2055-08-01      | 5.5000%  | 0.0000% | $4514173.00        | $4578591.07        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDE7416 | 2055-08-01      | 6.5000%  | 0.0000% | $15874981.00       | $15964753.08       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE8938 | 2055-09-01      | 6.0000%  | 0.0000% | $1063937.00        | $1114143.77        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE8209 | 2055-09-01      | 5.5000%  | 0.0000% | $12881009.00       | $12789128.06       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE8854 | 2055-09-01      | 6.0000%  | 0.0000% | $1409190.00        | $1481672.41        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDE9500 | 2055-09-01      | 5.0000%  | 0.0000% | $3913109.00        | $3927836.26        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE9753 | 2055-09-01      | 5.5000%  | 0.0000% | $8553322.00        | $8791523.82        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF0019 | 2055-10-01      | 5.5000%  | 0.0000% | $5098525.00        | $4811870.14        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF0100 | 2055-09-01      | 5.5000%  | 0.0000% | $1773425.00        | $1817336.63        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDF0151 | 2055-09-01      | 6.5000%  | 0.0000% | $1327406.00        | $547997.88         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF0603 | 2055-09-01      | 6.0000%  | 0.0000% | $2098271.00        | $2176634.75        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF0921 | 2055-12-01      | 5.5000%  | 0.0000% | $6155780.00        | $6275160.11        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF1904 | 2055-10-01      | 6.0000%  | 0.0000% | $1383488.00        | $1441416.74        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF2523 | 2055-11-01      | 6.0000%  | 0.0000% | $1159265.00        | $1208648.90        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIDF2935 | 2040-11-01      | 5.0000%  | 0.0000% | $1173957.00        | $1190558.85        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDF2947 | 2055-11-01      | 4.5000%  | 0.0000% | $5288627.00        | $5208001.59        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF3130 | 2056-01-01      | 6.0000%  | 0.0000% | $4501625.00        | $4656046.20        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDF3671 | 2055-11-01      | 4.5000%  | 0.0000% | $1002171.00        | $986818.68         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDF3799 | 2055-12-01      | 4.5000%  | 0.0000% | $9100788.00        | $8961437.52        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDF3943 | 2055-12-01      | 5.0000%  | 0.0000% | $2391253.00        | $2401365.17        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF4710 | 2055-11-01      | 5.5000%  | 0.0000% | $1093510.00        | $1113388.21        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDF4987 | 2055-11-01      | 4.5000%  | 0.0000% | $1553167.00        | $1527657.68        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF5031 | 2055-11-01      | 6.0000%  | 0.0000% | $1538686.00        | $1581589.86        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIDF5696 | 2040-12-01      | 5.0000%  | 0.0000% | $1133180.00        | $1146960.16        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDF5734 | 2055-11-01      | 4.5000%  | 0.0000% | $1300616.00        | $1280808.05        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF5854 | 2055-12-01      | 5.5000%  | 0.0000% | $2036292.00        | $2088613.27        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIDF8033 | 2040-12-01      | 4.5000%  | 0.0000% | $815314.00         | $815632.95         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF7414 | 2055-12-01      | 5.5000%  | 0.0000% | $4361372.00        | $4460797.26        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF7613 | 2055-12-01      | 5.5000%  | 0.0000% | $905986.00         | $922783.77         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF7738 | 2055-12-01      | 5.5000%  | 0.0000% | $2177855.00        | $2233186.02        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIBD7469 | 2031-10-01      | 3.0000%  | 0.0000% | $506567.00         | $75899.54          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIBE1849 | 2031-11-01      | 2.0000%  | 0.0000% | $42249.00          | $6116.28           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBH8027 | 2047-10-01      | 4.5000%  | 0.0000% | $201000.00         | $52061.91          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBJ3024 | 2047-11-01      | 4.0000%  | 0.0000% | $5090811.00        | $975948.81         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBJ5829 | 2048-06-01      | 4.5000%  | 0.0000% | $200000.00         | $48386.07          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBJ6089 | 2048-02-01      | 4.0000%  | 0.0000% | $1047551.00        | $160802.64         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBK0983 | 2048-02-01      | 5.0000%  | 0.0000% | $6000.00           | $916.30            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBK9818 | 2048-09-01      | 5.0000%  | 0.0000% | $1767897.00        | $172923.73         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIBM3382 | 2027-03-01      | 5.0000%  | 0.0000% | $25058883.00       | $1070.76           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBM3765 | 2048-04-01      | 4.0000%  | 0.0000% | $84144.00          | $16693.83          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBM4779 | 2048-06-01      | 4.0000%  | 0.0000% | $282338.00         | $76602.79          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBM4897 | 2046-12-01      | 3.5000%  | 0.0000% | $1634000.00        | $436549.66         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBM5537 | 2049-01-01      | 5.0000%  | 0.0000% | $300000.00         | $50433.29          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBM5845 | 2048-04-01      | 4.5000%  | 0.0000% | $14242859.00       | $3735454.75        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CTBM5956 | 2038-09-01      | 4.0000%  | 0.0000% | $14000.00          | $3651.70           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CKBM6430 | 2050-06-01      | 2.5000%  | 0.0000% | $1000000.00        | $252504.12         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CQBM7878 | 2047-02-01      | 3.0000%  | 0.0000% | $3231055.00        | $2915745.50        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBN5258 | 2049-02-01      | 4.0000%  | 0.0000% | $5642560.00        | $432239.60         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBN6210 | 2049-03-01      | 4.0000%  | 0.0000% | $31265925.00       | $5124793.88        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBN7656 | 2049-07-01      | 3.0000%  | 0.0000% | $317238.00         | $114845.64         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBO1766 | 2049-07-01      | 4.5000%  | 0.0000% | $733000.00         | $102958.17         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBO7504 | 2050-01-01      | 3.0000%  | 0.0000% | $34000.00          | $11317.49          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBP4751 | 2050-05-01      | 3.0000%  | 0.0000% | $7062791.00        | $2665858.60        | Agency Mortgage-Backed Securities |
| FNMS 01.500 CIBQ6871 | 2036-12-01      | 1.5000%  | 0.0000% | $11018180.00       | $6412255.25        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIBT6754 | 2036-09-01      | 2.0000%  | 0.0000% | $13331593.00       | $7372085.58        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBT7848 | 2052-07-01      | 3.5000%  | 0.0000% | $2000.00           | $1528.38           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBV4151 | 2052-03-01      | 3.0000%  | 0.0000% | $27272956.00       | $17456404.98       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIBV6018 | 2040-08-01      | 5.5000%  | 0.0000% | $1160606.00        | $871942.69         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBV6343 | 2055-12-01      | 4.5000%  | 0.0000% | $8521536.00        | $8379890.74        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBV6477 | 2055-12-01      | 4.0000%  | 0.0000% | $3176612.00        | $3043713.26        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBW0032 | 2052-07-01      | 4.5000%  | 0.0000% | $2295000.00        | $1398581.35        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBX0156 | 2053-02-01      | 5.5000%  | 0.0000% | $8421000.00        | $6833455.29        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBX5040 | 2053-01-01      | 6.0000%  | 0.0000% | $31427893.00       | $20727008.47       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBX5114 | 2053-02-01      | 5.0000%  | 0.0000% | $11000000.00       | $8960542.06        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBY5272 | 2053-06-01      | 6.0000%  | 0.0000% | $749524.00         | $448051.51         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCA0544 | 2047-10-01      | 4.0000%  | 0.0000% | $109247138.00      | $22688708.87       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCA1009 | 2048-01-01      | 4.0000%  | 0.0000% | $21875000.00       | $4394122.13        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCA2457 | 2048-10-01      | 4.0000%  | 0.0000% | $1955000.00        | $342231.77         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA2489 | 2048-10-01      | 4.5000%  | 0.0000% | $9452000.00        | $733375.94         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCA3503 | 2049-05-01      | 4.0000%  | 0.0000% | $25489.00          | $2380.10           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CICA2738 | 2033-11-01      | 3.5000%  | 0.0000% | $15000000.00       | $1773668.91        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCA3084 | 2049-02-01      | 4.0000%  | 0.0000% | $16165324.00       | $1195887.37        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA4435 | 2049-10-01      | 4.5000%  | 0.0000% | $6000.00           | $821.62            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCA4022 | 2049-08-01      | 3.5000%  | 0.0000% | $1540000.00        | $290225.74         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA5379 | 2050-03-01      | 4.5000%  | 0.0000% | $40000.00          | $12823.10          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCA4574 | 2049-08-01      | 4.0000%  | 0.0000% | $497195.00         | $77625.19          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCA5122 | 2050-02-01      | 3.0000%  | 0.0000% | $495000.00         | $168671.57         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA6962 | 2050-09-01      | 2.5000%  | 0.0000% | $2920000.00        | $1434897.38        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA7365 | 2050-10-01      | 2.5000%  | 0.0000% | $707617.00         | $371194.92         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CICA8789 | 2036-02-01      | 2.0000%  | 0.0000% | $275000.00         | $129814.24         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA8817 | 2051-02-01      | 2.0000%  | 0.0000% | $650000.00         | $373431.83         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB0848 | 2051-06-01      | 3.0000%  | 0.0000% | $1029000.00        | $615028.94         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB0388 | 2051-05-01      | 2.5000%  | 0.0000% | $120000.00         | $67107.73          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB1784 | 2051-10-01      | 2.5000%  | 0.0000% | $75000.00          | $48273.27          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCB1373 | 2051-08-01      | 2.0000%  | 0.0000% | $1160605.00        | $760479.21         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CT256751 | 2027-06-01      | 5.5000%  | 0.0000% | $1785000.00        | $2628.98           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CT257126 | 2028-03-01      | 6.0000%  | 0.0000% | $1030000.00        | $5104.26           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CT257595 | 2029-03-01      | 5.0000%  | 0.0000% | $334671.00         | $1019.89           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAH2896 | 2041-01-01      | 4.0000%  | 0.0000% | $19600000.00       | $2357550.96        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLAH8445 | 2041-04-01      | 5.5000%  | 0.0000% | $9105947.00        | $316060.41         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAH9084 | 2041-04-01      | 4.5000%  | 0.0000% | $1900000.00        | $180690.44         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAI8088 | 2041-11-01      | 4.0000%  | 0.0000% | $6350000.00        | $393390.88         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAJ9199 | 2042-01-01      | 4.0000%  | 0.0000% | $2350000.00        | $123569.41         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAK6313 | 2042-03-01      | 3.5000%  | 0.0000% | $21297780.00       | $2321352.10        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAL0111 | 2041-03-01      | 4.5000%  | 0.0000% | $525320.00         | $28777.90          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAL3605 | 2043-05-01      | 3.5000%  | 0.0000% | $900000.00         | $164500.22         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAL8191 | 2045-12-01      | 4.0000%  | 0.0000% | $606000.00         | $109945.31         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAO0763 | 2042-04-01      | 4.0000%  | 0.0000% | $362764.00         | $26234.61          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAO7562 | 2042-10-01      | 3.0000%  | 0.0000% | $34000.00          | $2467.38           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CRAQ1607 | 2032-11-01      | 3.5000%  | 0.0000% | $3035000.00        | $272844.81         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAQ9786 | 2042-12-01      | 3.5000%  | 0.0000% | $1253505.00        | $146710.62         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAS1907 | 2043-07-01      | 3.0000%  | 0.0000% | $296000.00         | $121860.79         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAS3104 | 2044-08-01      | 4.0000%  | 0.0000% | $3600000.00        | $378511.54         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAU4484 | 2043-07-01      | 3.5000%  | 0.0000% | $5056118.00        | $500027.73         | Agency Mortgage-Backed Securities |

### Security 683: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 4.000000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1EMYS0, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP1EMYS0
- **C.18 - Value (incl. sponsor support):** $382920810.92
- **C.18.a - Value (excl. sponsor support):** $382920810.92
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-07-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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   |
|:---|:---|:---|:---|:---|:---|:---|
| SEQUANS COMMUNICATIONS S A     SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $270077.00         | $1255858.05        | Equities   |
| SILENCE THERAPEUTICS PLC       ADS              | 2500-12-31      | N/A      | 0.0000% | $246290.00         | $1221598.40        | Equities   |
| CHICAGO ATLANTIC BDC INC       COM              | 2500-12-31      | N/A      | 0.0000% | $52091.00          | $549560.05         | Equities   |
| SIMPLIFY EXCHANGE TRADED FUNDS PIPER SANDLER US | 2500-12-31      | N/A      | 0.0000% | $297.00            | $9025.00           | Equities   |
| SPINNAKER ETF SERIES           UVA UNCONSTRAIND | 2500-12-31      | N/A      | 0.0000% | $5940.00           | $131759.89         | Equities   |
| STONERIDGE INC                 COM              | 2500-12-31      | N/A      | 0.0000% | $160680.00         | $1073342.40        | Equities   |
| SUTRO BIOPHARMA INC            COM SHS          | 2500-12-31      | N/A      | 0.0000% | $115192.00         | $1718664.64        | Equities   |
| T ROWE PRICE ETF INC           FINANCIALS ETF   | 2500-12-31      | N/A      | 0.0000% | $881.00            | $23824.27          | Equities   |
| TAIWAN SEMICONDUCTOR MFG LTD   SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $56408.00          | $19153336.40       | Equities   |
| TEXAS CAPITAL FUNDS TRUST      TEXAS OIL INDEX  | 2500-12-31      | N/A      | 0.0000% | $2506.00           | $63323.86          | Equities   |
| THE ONE GROUP HOSPITALITY INC  COM              | 2500-12-31      | N/A      | 0.0000% | $71032.00          | $149167.20         | Equities   |
| THORNBURG ETF TR               INTL GROWTH ETF  | 2500-12-31      | N/A      | 0.0000% | $40.00             | $1032.00           | Equities   |
| QFIN HOLDINGS INC              AMERICAN DEP     | 2500-12-31      | N/A      | 0.0000% | $893076.00         | $14199908.40       | Equities   |
| TUYA INC                       SPONSERED ADS    | 2500-12-31      | N/A      | 0.0000% | $216190.00         | $456160.90         | Equities   |
| UBS AG LONDON BRANCH           NT LKD 51        | 2500-12-31      | N/A      | 0.0000% | $5.00              | $280.43            | Equities   |
| UNIFIED SER TR                 ONEASCENT EMGRG  | 2500-12-31      | N/A      | 0.0000% | $7468.00           | $309037.79         | Equities   |
| URBAN ONE INC                  COM SHS CL D NON | 2500-12-31      | N/A      | 0.0000% | $25870.00          | $239038.80         | Equities   |
| VALNEVA SE                     SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $5062.00           | $47633.42          | Equities   |
| VANGUARD BD INDEX FDS          SHORT TRM BOND   | 2500-12-31      | N/A      | 0.0000% | $234255.00         | $18480376.95       | Equities   |
| VICTORY PORTFOLIOS II          VICTORYSHS EMERG | 2500-12-31      | N/A      | 0.0000% | $14367.00          | $871030.98         | Equities   |
| VICTORY PORTFOLIOS II          VCSHS US 500 ENH | 2500-12-31      | N/A      | 0.0000% | $6230.00           | $474364.04         | Equities   |
| VICTORY PORTFOLIOS II          VICTORYSHARES WE | 2500-12-31      | N/A      | 0.0000% | $30.00             | $756.60            | Equities   |
| VIRTUS ETF TR II               SEIX AAA PRIVAAT | 2500-12-31      | N/A      | 0.0000% | $252.00            | $6289.92           | Equities   |
| WISDOMTREE TR                  INTL MIDCAP DV   | 2500-12-31      | N/A      | 0.0000% | $4606.00           | $393199.94         | Equities   |
| WISDOMTREE TR                  EUROPE HEDGED EQ | 2500-12-31      | N/A      | 0.0000% | $1205.00           | $65431.50          | Equities   |
| WISDOMTREE TR                  CORE LADDERED MU | 2500-12-31      | N/A      | 0.0000% | $2880.00           | $74966.40          | Equities   |
| WISDOMTREE TR                  INDIA HEDGED EQU | 2500-12-31      | N/A      | 0.0000% | $1452.00           | $59745.44          | Equities   |
| XBIOTECH INC                   COM              | 2500-12-31      | N/A      | 0.0000% | $34108.00          | $86634.32          | Equities   |
| XILIO THERAPEUTICS INC         COM              | 2500-12-31      | N/A      | 0.0000% | $563207.00         | $343499.95         | Equities   |
| YATSEN HLDG LTD                SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $172061.00         | $719214.98         | Equities   |
| ARCOS DORADOS HOLDINGS INC     SHS CLASS -A -   | 2500-12-31      | N/A      | 0.0000% | $670293.00         | $5456185.02        | Equities   |
| BEST SPAC I ACQUISITION CORP.  USD CL A ORD SHS | 2500-12-31      | N/A      | 0.0000% | $12713.00          | $129418.34         | Equities   |
| BLUE WTR ACQUISITION CORP. III ORD SHS CL A     | 2500-12-31      | N/A      | 0.0000% | $94704.00          | $978292.32         | Equities   |
| CAYSON ACQUISITION CORP        SHS              | 2500-12-31      | N/A      | 0.0000% | $10081.00          | $108269.94         | Equities   |
| CONNECT BIOPHARMA HLDGS LTD    SHS              | 2500-12-31      | N/A      | 0.0000% | $168939.00         | $430794.45         | Equities   |
| CRANE HBR ACQUISITION CORP     CL A             | 2500-12-31      | N/A      | 0.0000% | $158799.00         | $1688033.37        | Equities   |
| DYNAMIX CORP                   SHS CL A         | 2500-12-31      | N/A      | 0.0000% | $211985.00         | $2195104.68        | Equities   |
| FACT II ACQUISITION CORP       ORD SHS CL A     | 2500-12-31      | N/A      | 0.0000% | $58723.00          | $617765.96         | Equities   |
| HENNESSY CAP INVT CORP VII     ORD SHS CL A     | 2500-12-31      | N/A      | 0.0000% | $150592.00         | $1546579.84        | Equities   |
| AB ACTIVE ETFS INC             INTL GROWTH ETF  | 2500-12-31      | N/A      | 0.0000% | $412.00            | $12133.36          | Equities   |
| AB ACTIVE ETFS INC             CORPORATE BD ETF | 2500-12-31      | N/A      | 0.0000% | $2185.00           | $78343.17          | Equities   |
| ALX ONCOLOGY HLDGS INC         COM              | 2500-12-31      | N/A      | 0.0000% | $360628.00         | $566185.96         | Equities   |
| ABIVAX SA                      SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $168700.00         | $19154198.00       | Equities   |
| ADVISORS SER TR                SCHARF ETF       | 2500-12-31      | N/A      | 0.0000% | $22286.00          | $1258769.00        | Equities   |
| ADVISORS INNER CIRCLE FD II    3EDGE DYNAMIC IN | 2500-12-31      | N/A      | 0.0000% | $40658.00          | $1227465.02        | Equities   |
| AFFINITY BANCSHARES INC        COM              | 2500-12-31      | N/A      | 0.0000% | $4406.00           | $90146.76          | Equities   |
| ALLSPRING EXCHANGE TRADED FUND BROAD MARKET COR | 2500-12-31      | N/A      | 0.0000% | $1098.00           | $27587.25          | Equities   |
| EA SERIES TRUST                STRIVE INTL DEV  | 2500-12-31      | N/A      | 0.0000% | $2703.00           | $88970.06          | Equities   |
| AMERICAN BEACON SELECT FUNDS   IONIC INFLATION  | 2500-12-31      | N/A      | 0.0000% | $397.00            | $7558.88           | Equities   |
| AMERICAN CENTY ETF TR          MULTISECTOR FLOA | 2500-12-31      | N/A      | 0.0000% | $178.00            | $8997.01           | Equities   |
| AMERICAN CENTY ETF TR          AVANTIS RESPONSI | 2500-12-31      | N/A      | 0.0000% | $35175.00          | $2762626.91        | Equities   |
| AMPLIFY ETF TR                 AMPLIFY TRAVEL T | 2500-12-31      | N/A      | 0.0000% | $9197.00           | $181778.70         | Equities   |
| BARCLAYS BANK PLC              IPATH SER B ETN  | 2049-12-31      | N/A      | 0.0000% | $332.00            | $10861.94          | Equities   |
| BLACKROCK ETF TRUST            ISHARES WORLD EX | 2500-12-31      | N/A      | 0.0000% | $3258.00           | $188638.20         | Equities   |
| BONDBLOXX ETF TRUST            USD HI YLD TELEC | 2500-12-31      | N/A      | 0.0000% | $5998.00           | $207230.90         | Equities   |
| BONDBLOXX ETF TRUST            USD HI YLD INDUS | 2500-12-31      | N/A      | 0.0000% | $3851.00           | $147888.03         | Equities   |
| BONDBLOXX ETF TRUST            B RT USD HI YLD  | 2500-12-31      | N/A      | 0.0000% | $4923.00           | $195482.48         | Equities   |
| BRITISH AMERN TOB PLC          SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $318070.00         | $19154175.40       | Equities   |
| CEMEX SAB DE CV                SPON ADR NEW     | 2500-12-31      | N/A      | 0.0000% | $1485976.00        | $19154230.64       | Equities   |
| CENTURY THERAPEUTICS INC       COM              | 2500-12-31      | N/A      | 0.0000% | $1576736.00        | $3169239.36        | Equities   |
| CHIPMOS TECHNOLOGIES INC       SPONSORD ADS NEW | 2500-12-31      | N/A      | 0.0000% | $20981.00          | $814062.80         | Equities   |
| CONTEXT THERAPEUTICS INC       COM              | 2500-12-31      | N/A      | 0.0000% | $927104.00         | $2289946.88        | Equities   |
| GLOBAL X FDS                   INVESTMENT GRADE | 2500-12-31      | N/A      | 0.0000% | $974.00            | $24684.28          | Equities   |
| GRIFOLS S A                    SP ADR REP B NVT | 2500-12-31      | N/A      | 0.0000% | $136473.00         | $1267834.17        | Equities   |
| GRUPO AVAL ACCIONES Y VALORES  SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $29646.00          | $151491.06         | Equities   |
| GRUPO CIBEST SA                SPON ADS         | 2500-12-31      | N/A      | 0.0000% | $19232.00          | $1625680.96        | Equities   |
| HARBOR ETF TRUST               INTL EQUITY ETF  | 2500-12-31      | N/A      | 0.0000% | $66.00             | $1647.57           | Equities   |
| HARBOR ETF TRUST               EMERGING MARKETS | 2500-12-31      | N/A      | 0.0000% | $127.00            | $3387.22           | Equities   |
| HARBOR ETF TRUST               EMERGING MKTS    | 2500-12-31      | N/A      | 0.0000% | $279.00            | $6811.84           | Equities   |
| HUYA INC                       ADS REP SHS A    | 2500-12-31      | N/A      | 0.0000% | $1504160.00        | $6287388.80        | Equities   |
| NOVABRIDGE BIOSCIENCES         SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $1045648.00        | $3847984.64        | Equities   |
| IMMUNOCORE HLDGS PLC           ADS              | 2500-12-31      | N/A      | 0.0000% | $350760.00         | $11575080.00       | Equities   |
| TIDAL TRUST III                ROCKEFELLER CALI | 2500-12-31      | N/A      | 0.0000% | $3479.00           | $84063.08          | Equities   |
| INSPIREMD INC                  COM              | 2500-12-31      | N/A      | 0.0000% | $103782.00         | $167089.02         | Equities   |
| INNOVATOR ETFS TRUST           INTRNL DEV JULY  | 2500-12-31      | N/A      | 0.0000% | $25189.00          | $865745.93         | Equities   |
| INNOVATOR ETFS TRUST           BUFFER STEP UP S | 2500-12-31      | N/A      | 0.0000% | $3208.00           | $120528.41         | Equities   |
| INTERCONTINENTAL HOTELS GROUP  SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $139486.00         | $19154217.52       | Equities   |
| INVESCO EXCHANGE-TRADED FD TR  S&P 500 REVENUE  | 2500-12-31      | N/A      | 0.0000% | $15377.00          | $1810949.29        | Equities   |
| INVESCO EXCH TRD SLF IDX FD TR BULLETSHARES     | 2500-12-31      | N/A      | 0.0000% | $3986.00           | $101523.02         | Equities   |
| INVESCO EXCH TRD SLF IDX FD TR BULLETSHARES 203 | 2500-12-31      | N/A      | 0.0000% | $116570.00         | $2446804.30        | Equities   |
| ISHARES GOLD TR                ISHARES NEW      | 2500-12-31      | N/A      | 0.0000% | $188581.00         | $19154172.17       | Equities   |
| ISHARES INC                    MSCI BIC ETF     | 2500-12-31      | N/A      | 0.0000% | $9555.00           | $437085.83         | Equities   |
| ISHARES TR                     RUS 1000 ETF     | 2500-12-31      | N/A      | 0.0000% | $50394.00          | $19154255.46       | Equities   |
| ISHARES TR                     IBOXX HI YD ETF  | 2500-12-31      | N/A      | 0.0000% | $236384.00         | $19154195.52       | Equities   |
| ISHARES TR                     MBS ETF          | 2500-12-31      | N/A      | 0.0000% | $44140.00          | $4228170.60        | Equities   |
| ISHARES TR                     CORE 60/40 BALAN | 2500-12-31      | N/A      | 0.0000% | $12976.00          | $865239.68         | Equities   |
| ISHARES INC                    CORE MSCI EMKT   | 2500-12-31      | N/A      | 0.0000% | $135311.00         | $10025191.99       | Equities   |
| ISHARES INC                    MSCI ITALY ETF   | 2500-12-31      | N/A      | 0.0000% | $38831.00          | $2181137.27        | Equities   |
| ISHARES BITCOIN TRUST ETF      SHS BEN INT      | 2500-12-31      | N/A      | 0.0000% | $402400.00         | $19154240.00       | Equities   |
| ISHARES TR                     US MANUFACTURING | 2500-12-31      | N/A      | 0.0000% | $1512.00           | $52345.44          | Equities   |
| JOYY INC                       ADS REPSTG COM A | 2500-12-31      | N/A      | 0.0000% | $10375.00          | $689003.75         | Equities   |
| JANUS DETROIT STR TR           HENDERSON CORPOR | 2500-12-31      | N/A      | 0.0000% | $390.00            | $16454.61          | Equities   |
| KANZHUN LIMITED                SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $48884.00          | $923907.60         | Equities   |
| LATAM AIRLINES GROUP SA        SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $292699.00         | $19154222.56       | Equities   |
| LISTED FDS TR                  TEUCRIUM AGRI ST | 2500-12-31      | N/A      | 0.0000% | $3860.00           | $65350.57          | Equities   |
| LITMAN GREGORY FDS TR          POLEN CAP EMRGNG | 2500-12-31      | N/A      | 0.0000% | $382.00            | $4780.69           | Equities   |
| LLOYDS BANKING GROUP PLC       SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $3235512.00        | $19154231.04       | Equities   |
| MANAGER DIRECTED PORTFOLIOS    SANJAC ALPHA LOW | 2500-12-31      | N/A      | 0.0000% | $453.00            | $11485.82          | Equities   |
| MICROSOFT CORP                 COM              | 2500-12-31      | N/A      | 0.0000% | $44184.00          | $19153764.00       | Equities   |
| NEUMORA THERAPEUTICS INC.      COM              | 2500-12-31      | N/A      | 0.0000% | $1747304.00        | $3581973.20        | Equities   |
| NORTHERN FDS                   2045 TAX-EXEMPT  | 2500-12-31      | N/A      | 0.0000% | $285.00            | $29588.59          | Equities   |
| NVIDIA CORPORATION             COM              | 2500-12-31      | N/A      | 0.0000% | $117.00            | $22523.67          | Equities   |
| ONKURE THERAPEUTICS INC        COM CL A         | 2500-12-31      | N/A      | 0.0000% | $105802.00         | $288839.46         | Equities   |
| ORCHESTRA BIOMED HLDGS INC     COM              | 2500-12-31      | N/A      | 0.0000% | $275264.00         | $1026734.72        | Equities   |
| PACER FDS TR                   INDLS & LOGISTIC | 2500-12-31      | N/A      | 0.0000% | $4099.00           | $125749.53         | Equities   |
| PLAYBOY INC                    COM              | 2500-12-31      | N/A      | 0.0000% | $161216.00         | $249884.80         | Equities   |
| PRECIDIAN ETFS TR              SHELL PLC ADRHED | 2500-12-31      | N/A      | 0.0000% | $2272.00           | $124942.51         | Equities   |
| PRECIDIAN ETFS TR              BP PLC ADRHEDGED | 2500-12-31      | N/A      | 0.0000% | $478.00            | $27410.86          | Equities   |
| PRINCIPAL EXCHANGE TRADED FDS  PRIN U S SMALL   | 2500-12-31      | N/A      | 0.0000% | $5701.00           | $347247.91         | Equities   |
| PROSHARES TR                   ULTR NASDAQCMPTG | 2500-12-31      | N/A      | 0.0000% | $494.00            | $15722.88          | Equities   |
| PROSHARES TR                   MSCI TRANFRMTNAL | 2500-12-31      | N/A      | 0.0000% | $234.00            | $11850.32          | Equities   |
| PROSHARES TR                   ULTRPRO S&P500   | 2500-12-31      | N/A      | 0.0000% | $10768.00          | $1300128.32        | Equities   |
| PUTNAM ETF TRUST               ESG CORE BOND    | 2500-12-31      | N/A      | 0.0000% | $427.00            | $21098.07          | Equities   |
| PYXIS ONCOLOGY INC             COMMON STOCK     | 2500-12-31      | N/A      | 0.0000% | $1129002.00        | $1761243.12        | Equities   |
| QUOIN PHARMACEUTICALS LTD      SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $53952.00          | $447801.60         | Equities   |
| RBB FD INC                     US TREAS 3 MNTH  | 2500-12-31      | N/A      | 0.0000% | $11998.00          | $598100.30         | Equities   |
| RUSSELL INVTS EXCHANGE TRADED  EMERGING MARKETS | 2500-12-31      | N/A      | 0.0000% | $5274.00           | $173446.57         | Equities   |
| DBX ETF TR                     XTRACKERS RISK M | 2500-12-31      | N/A      | 0.0000% | $291.00            | $6829.45           | Equities   |
| DOUBLEDOWN INTERACTIVE CO LTD  ADS              | 2500-12-31      | N/A      | 0.0000% | $37265.00          | $327932.00         | Equities   |
| ETF OPPORTUNITIES TRUST        KINGSBARN TACTIC | 2500-12-31      | N/A      | 0.0000% | $908.00            | $21176.47          | Equities   |
| TCW ETF TRUST                  TRANSFORM SUPPLY | 2500-12-31      | N/A      | 0.0000% | $252.00            | $18456.78          | Equities   |
| TCW ETF TRUST                  DURABLE GROWTH   | 2500-12-31      | N/A      | 0.0000% | $2793.00           | $85759.07          | Equities   |
| EXCHANGE TRADED CONCEPTS TRUST ROBO GLB ARTIF   | 2500-12-31      | N/A      | 0.0000% | $80.00             | $5272.98           | Equities   |
| EXCHANGE LISTED FDS TR         LONG POND REAL E | 2500-12-31      | N/A      | 0.0000% | $33811.00          | $913911.33         | Equities   |
| FIDELITY COVINGTON TRUST       METAVERSE ETF    | 2500-12-31      | N/A      | 0.0000% | $7910.00           | $287805.35         | Equities   |
| FIRST TR EXCHANGE-TRADED FD    DJ INTERNT IDX   | 2500-12-31      | N/A      | 0.0000% | $16954.00          | $4499082.98        | Equities   |
| FIRST TR EXCHANGE-TRADED FD II ALERIAN US NXTGN | 2500-12-31      | N/A      | 0.0000% | $1693.00           | $134750.27         | Equities   |
| FIRST TR EXCHANGE TRADED FD VI S NETWORK STREAM | 2500-12-31      | N/A      | 0.0000% | $2558.00           | $91512.45          | Equities   |
| FLEXSHARES TR                  GLB QLT R/E IDX  | 2500-12-31      | N/A      | 0.0000% | $14133.00          | $868331.52         | Equities   |
| FRANKLIN TEMPLETON ETF TR      MULTISECTOR INCM | 2500-12-31      | N/A      | 0.0000% | $186.00            | $4715.10           | Equities   |
| GLOBAL X FDS                   DORSEY WRIGHT    | 2500-12-31      | N/A      | 0.0000% | $1249.00           | $32015.12          | Equities   |
| GLOBAL X FDS                   CLEANTECH ETF NW | 2500-12-31      | N/A      | 0.0000% | $5194.00           | $328526.73         | Equities   |
| STATE STR SPDR S&P 500 ETF TR  TR UNIT          | 2500-12-31      | N/A      | 0.0000% | $27597.00          | $19153421.88       | Equities   |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $3730.00           | $358608.17         | Equities   |
| SASOL LTD                      SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $282451.00         | $2112733.48        | Equities   |
| SCHWAB STRATEGIC TR            US AGGREGATE B   | 2500-12-31      | N/A      | 0.0000% | $7217.00           | $169166.48         | Equities   |
| SCHWAB STRATEGIC TR            US REIT ETF      | 2500-12-31      | N/A      | 0.0000% | $43115.00          | $921798.70         | Equities   |
| SELECT SECTOR SPDR TR          STATE STREET FIN | 2500-12-31      | N/A      | 0.0000% | $357688.00         | $19154192.40       | Equities   |
| NEW PROVIDENCE ACQUISITION COR USD CL A ORD SHS | 2500-12-31      | N/A      | 0.0000% | $42696.00          | $446173.20         | Equities   |
| OMS ENERGY TECHNOLOGIES INC    ORD SHS          | 2500-12-31      | N/A      | 0.0000% | $50477.00          | $232698.97         | Equities   |
| PELICAN ACQUISITION CORP       SHS              | 2500-12-31      | N/A      | 0.0000% | $166304.00         | $1764485.44        | Equities   |
| VINE HILL CAP INVT CORP.       ORD SHS CL A     | 2500-12-31      | N/A      | 0.0000% | $142156.00         | $1515382.96        | Equities   |
| CASTOR MARITIME INC            SHS              | 2500-12-31      | N/A      | 0.0000% | $7742.00           | $20438.88          | Equities   |
| STEALTHGAS INC                 SHS              | 2500-12-31      | N/A      | 0.0000% | $109232.00         | $855286.56         | Equities   |

### Security 684: RBC CAPITAL MARKETS LLC

- **C.1 - Title:** RBC CAPITAL MARKETS LLC 3.730000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1EO2O0, C.3 - LEI: 549300LCO2FLSSVFFR64, C.5 - Other ID: ARP1EO2O0
- **C.18 - Value (incl. sponsor support):** $499995420.00
- **C.18.a - Value (excl. sponsor support):** $499995420.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **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? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                  |
|:---|:---|:---|:---|:---|:---|:---|
| HCA INC.                       SR DEB 7.5%95    | 2095-11-15      | 7.5000%  | 0.0000% | $9000.00           | $9826.33           | Corporate Debt Securities |
| COMCAST CORP NEW               SR GLBL NT 56    | 2056-11-01      | 2.9370%  | 0.0000% | $38963000.00       | $22318431.75       | Corporate Debt Securities |
| CONCENTRIX CORP                GLBL NT 6.85%33  | 2033-08-02      | 6.8500%  | 0.0000% | $885000.00         | $927948.56         | Corporate Debt Securities |
| CONOCOPHILLIPS COMPANY         SR GLBL NT 33    | 2033-09-15      | 5.0500%  | 0.0000% | $15000.00          | $15695.06          | Corporate Debt Securities |
| CORNING INC                    SR GLBL NT 36    | 2036-08-15      | 7.2500%  | 0.0000% | $50000.00          | $52519.96          | Corporate Debt Securities |
| COX COMMUNICATIONS INC NEW     SR GLBL 144A 50  | 2050-10-01      | 2.9500%  | 0.0000% | $5000000.00        | $2813456.94        | Corporate Debt Securities |
| ENERGY TRANSFER L P            SR GLBL 144A 31  | 2031-02-01      | 7.3750%  | 0.0000% | $1000000.00        | $1075080.14        | Corporate Debt Securities |
| CROWN CASTLE INC               SR GLBL NT2.9%27 | 2027-03-15      | 2.9000%  | 0.0000% | $5000.00           | $4991.57           | Corporate Debt Securities |
| CROWN CASTLE INC               SR GLBL NT5.2%34 | 2034-09-01      | 5.2000%  | 0.0000% | $5000.00           | $5159.41           | Corporate Debt Securities |
| D R HORTON INC                 SR GLBL NT 5%34  | 2034-10-15      | 5.0000%  | 0.0000% | $7000.00           | $7175.72           | Corporate Debt Securities |
| DELL INTL LLC/EMC CORP         SR GLBL NT5.1%36 | 2036-02-15      | 5.1000%  | 0.0000% | $2710000.00        | $2715094.80        | Corporate Debt Securities |
| DELL INTL LLC/EMC CORP         CR SEN 1LIEN 30  | 2030-07-15      | 6.2000%  | 0.0000% | $2249000.00        | $2402659.18        | Corporate Debt Securities |
| DELTA AIR LINES INC            SR GLBL NT 30    | 2030-07-10      | 5.2500%  | 0.0000% | $29000.00          | $29784.06          | Corporate Debt Securities |
| DELTA AIR LINES INC            GLBL NT 3.75%29  | 2029-10-28      | 3.7500%  | 0.0000% | $4000.00           | $3949.69           | Corporate Debt Securities |
| DEUTSCHE BK AG N Y             SNR NPF GLBL D32 | 2032-05-28      | 3.0350%  | 0.0000% | $490000.00         | $452459.60         | Corporate Debt Securities |
| DEUTSCHE TELEKOM INTL FIN B V  CR SEN SR GLBL30 | 2030-06-15      | 8.7500%  | 0.0000% | $2057000.00        | $2420775.31        | Corporate Debt Securities |
| DEUTSCHE BK AG N Y             SNR NPF GLBL D29 | 2029-01-10      | 4.8677%  | 0.0000% | $200000.00         | $201925.98         | Corporate Debt Securities |
| DEVON ENERGY CORP NEW          GLBL NT 4.5%30   | 2030-01-15      | 4.5000%  | 0.0000% | $3000.00           | $3021.91           | Corporate Debt Securities |
| DIAMONDBACK ENERGY INC         SR GLBL NT 31    | 2031-03-24      | 3.1250%  | 0.0000% | $278000.00         | $263504.39         | Corporate Debt Securities |
| CAPITAL ONE FINL CORP          SR GLBL NT6.7%32 | 2032-11-29      | 6.7000%  | 0.0000% | $73000.00          | $81357.97          | Corporate Debt Securities |
| DOW CHEMICAL CO                SR NT 4.375%42   | 2042-11-15      | 4.3750%  | 0.0000% | $700000.00         | $567423.21         | Corporate Debt Securities |
| DOW CHEMICAL CO                SR GLBL NT6.3%33 | 2033-03-15      | 6.3000%  | 0.0000% | $1900000.00        | $2063200.50        | Corporate Debt Securities |
| DOW CHEMICAL CO                FR 3.4%051551    | 2051-05-15      | 3.4000%  | 0.0000% | $15000.00          | $11534.15          | Corporate Debt Securities |
| DOW CHEMICAL CO                FR 5.4%121553    | 2053-12-15      | 5.4000%  | 0.0000% | $10000.00          | $8807.40           | Corporate Debt Securities |
| EIDP INC                       SR GLBL NT4.8%33 | 2033-05-15      | 4.8000%  | 0.0000% | $1100000.00        | $1113332.00        | Corporate Debt Securities |
| DUKE ENERGY CORP NEW           SR GLBL NT 46    | 2046-09-01      | 3.7500%  | 0.0000% | $36000.00          | $27965.91          | Corporate Debt Securities |
| DUKE ENERGY CORP NEW           GLBL NT 3.3%41   | 2041-06-15      | 3.3000%  | 0.0000% | $250000.00         | $193906.25         | Corporate Debt Securities |
| DUKE ENERGY CORP NEW           SR GLBL NT 27    | 2027-01-05      | 4.8500%  | 0.0000% | $6000.00           | $6075.05           | Corporate Debt Securities |
| EQT CORP                       SR GLBL NT6.5%27 | 2027-07-01      | 6.5000%  | 0.0000% | $5000.00           | $5132.48           | Corporate Debt Securities |
| EQT CORP                       SR GLBL NT4.5%29 | 2029-01-15      | 4.5000%  | 0.0000% | $5007000.00        | $5037167.17        | Corporate Debt Securities |
| EQT CORP                       SR GLBL NT 31    | 2031-01-15      | 4.7500%  | 0.0000% | $3600000.00        | $3626637.00        | Corporate Debt Securities |
| ERAC USA FINANCE COMPANY       SR 144A NT3.3%26 | 2026-12-01      | 3.3000%  | 0.0000% | $1000000.00        | $1000918.33        | Corporate Debt Securities |
| DOMINION ENERGY GAS HLDGS LLC  SR GLBL -A NT 35 | 2035-01-15      | 5.8000%  | 0.0000% | $330000.00         | $349967.20         | Corporate Debt Securities |
| EASTMAN CHEM CO                GLBL NT 5%29     | 2029-08-01      | 5.0000%  | 0.0000% | $15000.00          | $15690.77          | Corporate Debt Securities |
| EBAY INC.                      SR GLBL NT3.6%27 | 2027-06-05      | 3.6000%  | 0.0000% | $63000.00          | $63003.15          | Corporate Debt Securities |
| EBAY INC.                      SR GLBL NT2.7%30 | 2030-03-11      | 2.7000%  | 0.0000% | $109000.00         | $103608.32         | Corporate Debt Securities |
| ELECTRONIC ARTS INC            SR GLBL NT 31    | 2031-02-15      | 1.8500%  | 0.0000% | $1240000.00        | $1209073.37        | Corporate Debt Securities |
| ELEVANCE HEALTH INC FORMERLY A GLBL NT 4.75%33  | 2033-02-15      | 4.7500%  | 0.0000% | $55000.00          | $56188.60          | Corporate Debt Securities |
| ENBRIDGE INC                   GLBL NT 6.7%53   | 2053-11-15      | 6.7000%  | 0.0000% | $455000.00         | $508743.84         | Corporate Debt Securities |
| ENBRIDGE INC                   SUB GLBL NT 55   | 2055-03-15      | 7.3750%  | 0.0000% | $40000.00          | $43564.25          | Corporate Debt Securities |
| ENERGY TRANSFER L P            SR GLBL NT 33    | 2033-12-01      | 6.5500%  | 0.0000% | $7880000.00        | $8721463.61        | Corporate Debt Securities |
| ENERGY TRANSFER L P            SR GLBL NT6.2%55 | 2055-04-01      | 6.2000%  | 0.0000% | $700000.00         | $710202.11         | Corporate Debt Securities |
| ENEL FIN INTL N.V.             SR 144A NT 31    | 2031-07-12      | 2.5000%  | 0.0000% | $1673000.00        | $1508142.58        | Corporate Debt Securities |
| ENEL FIN INTL N.V.             SR 144A NT 55    | 2055-09-30      | 5.7500%  | 0.0000% | $500000.00         | $497998.33         | Corporate Debt Securities |
| ENGIE SA                       SR 144A NT 34    | 2034-04-10      | 5.6250%  | 0.0000% | $1525000.00        | $1619790.19        | Corporate Debt Securities |
| ENTERPRISE PRODS OPER LLC      SR GLBL NT2.8%30 | 2030-01-31      | 2.8000%  | 0.0000% | $464000.00         | $447096.48         | Corporate Debt Securities |
| ENTERPRISE PRODS OPER LLC      SR GLBL NT5.2%36 | 2036-01-15      | 5.2000%  | 0.0000% | $886000.00         | $905249.83         | Corporate Debt Securities |
| EQUINIX INC                    SR GLBL NT3.2%29 | 2029-11-18      | 3.2000%  | 0.0000% | $157000.00         | $151892.79         | Corporate Debt Securities |
| EQUINIX INC                    SR GLBL NT 30    | 2030-07-15      | 2.1500%  | 0.0000% | $727000.00         | $660185.67         | Corporate Debt Securities |
| FMC CORP                       SR GLBL NT4.5%49 | 2049-10-01      | 4.5000%  | 0.0000% | $667000.00         | $428003.90         | Corporate Debt Securities |
| NEXTERA ENERGY CAP HLDGS INC   JR SB GLBL -C 67 | 2067-06-15      | 6.1098%  | 0.0000% | $18000.00          | $16079.71          | Corporate Debt Securities |
| FIFTH THIRD BANCORP            SR GLBL NT 32    | 2032-01-29      | 5.6310%  | 0.0000% | $1441000.00        | $1510004.33        | Corporate Debt Securities |
| FIRST CTZNS BANCSHARES INC DEL SUB GLBL NT 40   | 2040-03-12      | 6.2540%  | 0.0000% | $5000000.00        | $5218318.33        | Corporate Debt Securities |
| FISERV INC                     SR GLBL NT 27    | 2027-03-15      | 5.1500%  | 0.0000% | $34000.00          | $35015.32          | Corporate Debt Securities |
| FLOWERS FOODS INC              SR GLBL NT2.4%31 | 2031-03-15      | 2.4000%  | 0.0000% | $1401000.00        | $1244900.58        | Corporate Debt Securities |
| FLOWERS FOODS INC              SR GLBL NT6.2%55 | 2055-03-15      | 6.2000%  | 0.0000% | $155000.00         | $146400.60         | Corporate Debt Securities |
| FOUNDRY JV HOLDCO LLC.         SR SEC 144A NT35 | 2035-01-25      | 6.2500%  | 0.0000% | $1012000.00        | $1076330.87        | Corporate Debt Securities |
| FOUNDRY JV HOLDCO LLC.         SR SEC 144A NT38 | 2038-01-25      | 6.4000%  | 0.0000% | $3005000.00        | $3220334.96        | Corporate Debt Securities |
| FOUNDRY JV HOLDCO LLC.         SR SEC 144A NT36 | 2036-01-25      | 6.1000%  | 0.0000% | $4455000.00        | $4693419.22        | Corporate Debt Securities |
| FOUNDRY JV HOLDCO LLC.         SR SEC 144A NT37 | 2037-01-25      | 6.2000%  | 0.0000% | $1272000.00        | $1346667.81        | Corporate Debt Securities |
| FREEPORT MCMORAN INC           SR GLBL NT 43    | 2043-03-15      | 5.4500%  | 0.0000% | $90000.00          | $89929.57          | Corporate Debt Securities |
| GATX CORP                      SR GLBL NT 54    | 2054-06-05      | 6.0500%  | 0.0000% | $2000000.00        | $2057886.11        | Corporate Debt Securities |
| GSK CONSU HEAL CAP US LLC      GLBL NT 3.625%32 | 2032-03-24      | 3.6250%  | 0.0000% | $432000.00         | $416930.76         | Corporate Debt Securities |
| GENERAL MILLS INC              GLBL NT 3%51     | 2051-02-01      | 3.0000%  | 0.0000% | $2000000.00        | $1327633.33        | Corporate Debt Securities |
| GENERAL MTRS CO                SR GLBL NT4.2%27 | 2027-10-01      | 4.2000%  | 0.0000% | $166000.00         | $168492.21         | Corporate Debt Securities |
| GENERAL MTRS CO                SR GLBL NT 38    | 2038-04-01      | 5.1500%  | 0.0000% | $104000.00         | $102452.86         | Corporate Debt Securities |
| GENERAL MTRS FINL CO INC       SR GLBL NT4.3%29 | 2029-04-06      | 4.3000%  | 0.0000% | $70000.00          | $70954.57          | Corporate Debt Securities |
| GENERAL MTRS FINL CO INC       SR GLBL NT5.6%31 | 2031-06-18      | 5.6000%  | 0.0000% | $78000.00          | $81863.60          | Corporate Debt Securities |
| GENERAL MTRS FINL CO INC       SR GLBL NT 30    | 2030-01-07      | 5.3500%  | 0.0000% | $54000.00          | $55987.64          | Corporate Debt Securities |
| GENUINE PARTS CO               GLBL NT 4.95%29  | 2029-08-15      | 4.9500%  | 0.0000% | $4000.00           | $4152.55           | Corporate Debt Securities |
| GEORGIA PWR CO                 SR GLBL 2022A 32 | 2032-05-15      | 4.7000%  | 0.0000% | $142000.00         | $145402.56         | Corporate Debt Securities |
| GILEAD SCIENCES INC            SR GLBL NT4.8%29 | 2029-11-15      | 4.8000%  | 0.0000% | $361000.00         | $374205.38         | Corporate Debt Securities |
| GLENCORE FDG LLC               SR 144A NT5.7%33 | 2033-05-08      | 5.7000%  | 0.0000% | $2950000.00        | $3153353.33        | Corporate Debt Securities |
| GLENCORE FDG LLC               GLBL 144A NT 33  | 2033-10-06      | 6.5000%  | 0.0000% | $321000.00         | $361411.76         | Corporate Debt Securities |
| GLENCORE FDG LLC               SR 144A NT 34    | 2034-04-04      | 5.6340%  | 0.0000% | $7985000.00        | $8520186.64        | Corporate Debt Securities |
| GLOBAL PMTS INC                SR GLBL NT 49    | 2049-08-15      | 4.1500%  | 0.0000% | $1081000.00        | $829138.71         | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        FR 5.5%081540    | 2040-08-15      | 5.5000%  | 0.0000% | $8000.00           | $8199.69           | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 36    | 2036-01-28      | 5.5360%  | 0.0000% | $15306000.00       | $15868764.21       | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        FR 9.25%030628   | 2028-03-06      | 1.8948%  | 0.0000% | $10000.00          | $9248.56           | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        SR SEC GLBL FL27 | 2027-10-28      | 5.6829%  | 0.0000% | $6000.00           | $6072.27           | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        SR GLBL NT2.6%30 | 2030-02-07      | 2.6000%  | 0.0000% | $1429000.00        | $1359728.43        | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 32    | 2032-01-27      | 1.9920%  | 0.0000% | $21993000.00       | $19517819.81       | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        SR GLBL FL NT 27 | 2027-03-09      | 4.5088%  | 0.0000% | $45000.00          | $45319.67          | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 32    | 2032-04-22      | 2.6150%  | 0.0000% | $1218000.00        | $1117951.79        | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 33    | 2033-02-24      | 3.1020%  | 0.0000% | $5275000.00        | $4916468.80        | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        SR GLBL FL NT 28 | 2028-03-15      | 5.5294%  | 0.0000% | $197000.00         | $200975.69         | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 28    | 2028-08-23      | 4.4820%  | 0.0000% | $100000.00         | $102533.65         | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        FR 4.1%081540    | 2040-08-15      | 4.1000%  | 0.0000% | $5000.00           | $4500.19           | Corporate Debt Securities |
| HF SINCLAIR CORP               SR GLBL NT5.5%32 | 2032-09-01      | 5.5000%  | 0.0000% | $3000.00           | $3139.20           | Corporate Debt Securities |
| HCA INC.                       SR SEC GLBL NT39 | 2039-06-15      | 5.1250%  | 0.0000% | $300000.00         | $291799.88         | Corporate Debt Securities |
| HCA INC.                       SR GLBL NT3.5%30 | 2030-09-01      | 3.5000%  | 0.0000% | $14000.00          | $13674.45          | Corporate Debt Securities |
| HCA INC.                       SR GLBL NT 54    | 2054-09-15      | 5.9500%  | 0.0000% | $30000.00          | $30398.78          | Corporate Debt Securities |
| HA SUSTAINABLE INFRA CAP INC   SR GLBL NT 34    | 2034-07-01      | 6.3750%  | 0.0000% | $1664000.00        | $1712181.81        | Corporate Debt Securities |
| HEALTH CARE SVC CORP           SR GLBL 144A 30  | 2030-06-01      | 2.2000%  | 0.0000% | $1000000.00        | $911845.56         | Corporate Debt Securities |
| HEICO CORP NEW                 SR GLBL NT 33    | 2033-08-01      | 5.3500%  | 0.0000% | $2347000.00        | $2497187.79        | Corporate Debt Securities |
| HERCULES CAPITAL INC           SR GLBL NT 26    | 2026-09-16      | 2.6250%  | 0.0000% | $13000.00          | $12960.10          | Corporate Debt Securities |
| HP INC                         SR GLBL NT 6%41  | 2041-09-15      | 6.0000%  | 0.0000% | $223000.00         | $227522.44         | Corporate Debt Securities |
| HEWLETT PACKARD ENTERPRISE CO  SR GLBL NT 29    | 2029-10-15      | 4.5500%  | 0.0000% | $5000.00           | $5098.75           | Corporate Debt Securities |
| HEWLETT PACKARD ENTERPRISE CO  SR GLBL NT5.6%54 | 2054-10-15      | 5.6000%  | 0.0000% | $7851000.00        | $7353665.32        | Corporate Debt Securities |
| HOWMET AEROSPACE INC           SR GLBL NT 31    | 2031-10-15      | 4.8500%  | 0.0000% | $10000.00          | $10406.16          | Corporate Debt Securities |
| HUMANA INC                     SR GLBL NT 30    | 2030-04-01      | 4.8750%  | 0.0000% | $3000.00           | $3071.59           | Corporate Debt Securities |
| HUMANA INC                     SR GLBL NT 34    | 2034-03-15      | 5.9500%  | 0.0000% | $3000.00           | $3170.23           | Corporate Debt Securities |
| HYATT HOTELS CORP              SR GLBL NT 31    | 2031-12-15      | 5.3750%  | 0.0000% | $85000.00          | $88128.74          | Corporate Debt Securities |
| HYUNDAI CAP SVCS INC           SR 65 144A NT 29 | 2029-02-05      | 5.1250%  | 0.0000% | $287000.00         | $293583.78         | Corporate Debt Securities |
| INTEL CORP                     SR GLBL NT4.1%47 | 2047-05-11      | 4.1000%  | 0.0000% | $1000000.00        | $779907.22         | Corporate Debt Securities |
| INTEL CORP                     SR GLBL NT 47    | 2047-12-08      | 3.7340%  | 0.0000% | $2800000.00        | $2039193.96        | Corporate Debt Securities |
| INTEL CORP                     SR GLBL NT 49    | 2049-11-15      | 3.2500%  | 0.0000% | $4000.00           | $2638.08           | Corporate Debt Securities |
| INTEL CORP                     SR GLBL NT 50    | 2050-03-25      | 4.7500%  | 0.0000% | $390000.00         | $330955.19         | Corporate Debt Securities |
| INTEL CORP                     SR GLBL NT2.8%41 | 2041-08-12      | 2.8000%  | 0.0000% | $4200000.00        | $3029320.00        | Corporate Debt Securities |
| INTERNATIONAL BUSINESS MACHS   SR GLBL DEB 32   | 2032-11-29      | 5.8750%  | 0.0000% | $4000.00           | $4354.18           | Corporate Debt Securities |
| JBS NV / JBS USA FOOD CO       SR GLBL LKD NT32 | 2032-05-15      | 3.0000%  | 0.0000% | $3099000.00        | $2819935.05        | Corporate Debt Securities |
| JBS NV / JBS USA FOOD CO       SR NT 4.375%52   | 2052-02-02      | 4.3750%  | 0.0000% | $3978000.00        | $3203769.59        | Corporate Debt Securities |
| JPMORGAN CHASE & CO            SR NT 5.6%41     | 2041-07-15      | 5.6000%  | 0.0000% | $3510000.00        | $3651640.20        | Corporate Debt Securities |
| JPMORGAN CHASE & CO            SR GLBL NT 52    | 2052-04-22      | 3.3280%  | 0.0000% | $6896000.00        | $4952842.06        | Corporate Debt Securities |
| JEFFERIES FINANCIAL GROUP INC  SR GLBL NT 30    | 2030-01-23      | 4.1500%  | 0.0000% | $25000.00          | $24683.92          | Corporate Debt Securities |
| JEFFERIES FINANCIAL GROUP INC  SR GLBL NT5.5%36 | 2036-02-15      | 5.5000%  | 0.0000% | $1407000.00        | $1397473.05        | Corporate Debt Securities |
| JPMORGAN CHASE & CO            VR 110217-011587 | 2087-01-15      | 5.0654%  | 0.0000% | $6066000.00        | $5658074.76        | Corporate Debt Securities |
| KEYSIGHT TECHNOLOGIES INC      SR GLBL NT4.6%27 | 2027-04-06      | 4.6000%  | 0.0000% | $5000.00           | $5098.63           | Corporate Debt Securities |
| KILROY RLTY L P                SR GLBL NT 36    | 2036-01-15      | 6.2500%  | 0.0000% | $3000.00           | $3110.56           | Corporate Debt Securities |
| KYNDRYL HLDGS INC              SR GLBL NT 34    | 2034-02-20      | 6.3500%  | 0.0000% | $1685000.00        | $1817849.14        | Corporate Debt Securities |
| L3HARRIS TECHNOLOGIES INC      GLBL NT 5.4%27   | 2027-01-15      | 5.4000%  | 0.0000% | $7000.00           | $7112.35           | Corporate Debt Securities |
| L3HARRIS TECHNOLOGIES INC      SR GLBL NT 31    | 2031-06-01      | 5.2500%  | 0.0000% | $18000.00          | $18890.90          | Corporate Debt Securities |
| LYB INTERNATIONAL FIN III LLC  SR GLBL NT5.5%34 | 2034-03-01      | 5.5000%  | 0.0000% | $489000.00         | $496781.89         | Corporate Debt Securities |
| LABORATORY CORP AMER HLDGS     SR GLBL NT4.8%34 | 2034-10-01      | 4.8000%  | 0.0000% | $2000.00           | $2010.01           | Corporate Debt Securities |
| LINCOLN NATL CORP IND          SR GLBL NT3.8%28 | 2028-03-01      | 3.8000%  | 0.0000% | $2000.00           | $2001.12           | Corporate Debt Securities |
| LINCOLN NATL CORP IND          LW TIER II 67    | 2067-04-20      | 5.9692%  | 0.0000% | $10037000.00       | $8116507.32        | Corporate Debt Securities |
| LOCKHEED MARTIN CORP           SR GLBL NT 33    | 2033-01-15      | 5.2500%  | 0.0000% | $55000.00          | $58053.46          | Corporate Debt Securities |
| LOWES COS INC                  SR GLBL NT2.8%41 | 2041-09-15      | 2.8000%  | 0.0000% | $222000.00         | $162859.20         | Corporate Debt Securities |
| LOWES COS INC                  SR GLBL NT 52    | 2052-04-01      | 4.2500%  | 0.0000% | $181000.00         | $147000.71         | Corporate Debt Securities |
| WESTERN UN CO                  SR GLBL NT6.2%40 | 2040-06-21      | 6.2000%  | 0.0000% | $62000.00          | $64917.51          | Corporate Debt Securities |
| WILLIAMS COS INC               SR GLBL NT3.5%30 | 2030-11-15      | 3.5000%  | 0.0000% | $4015000.00        | $3885282.04        | Corporate Debt Securities |
| WORLDWIDE MEDIA SVCS GROUP INC SUB GLBL PIK 27  | 2027-10-31      | 13.0000% | 0.0000% | $1057711.00        | $1342911.02        | Corporate Debt Securities |
| SHINHAN FINANCIAL GROUP CO LTD FR 2.875%        | 2500-12-31      | 2.8750%  | 0.0000% | $4800000.00        | $4803164.00        | Corporate Debt Securities |
| LOWES COS INC                  SR GLBL NT 53    | 2053-04-15      | 5.6250%  | 0.0000% | $27000.00          | $26865.17          | Corporate Debt Securities |
| LOWES COS INC                  SR GLBL NT 33    | 2033-07-01      | 5.1500%  | 0.0000% | $9000.00           | $9320.66           | Corporate Debt Securities |
| M & T BK CORP                  FR 5.179%070831  | 2031-07-08      | 5.1790%  | 0.0000% | $11963000.00       | $12305918.73       | Corporate Debt Securities |
| MPLX LP                        SR GLBL NT5.4%35 | 2035-04-01      | 5.4000%  | 0.0000% | $2202000.00        | $2261630.16        | Corporate Debt Securities |
| MACQUARIE BK LTD               FR 5.272%070227  | 2027-07-02      | 5.2720%  | 0.0000% | $1114000.00        | $1141159.82        | Corporate Debt Securities |
| MARSH & MCLENNAN COS INC       SR GLBL NT 29    | 2029-03-15      | 4.3750%  | 0.0000% | $31000.00          | $31808.36          | Corporate Debt Securities |
| MARRIOTT INTL INC NEW          SR GLBL PP NT 30 | 2030-03-15      | 4.8000%  | 0.0000% | $4000.00           | $4154.52           | Corporate Debt Securities |
| MCDONALDS CORP                 FR 6.3%101537    | 2037-10-15      | 6.3000%  | 0.0000% | $14000.00          | $15833.51          | Corporate Debt Securities |
| MCDONALDS CORP                 FR 3.5%030127    | 2027-03-01      | 3.5000%  | 0.0000% | $277000.00         | $280040.38         | Corporate Debt Securities |
| MCDONALDS CORP                 FR 2.125%030130  | 2030-03-01      | 2.1250%  | 0.0000% | $93000.00          | $86842.02          | Corporate Debt Securities |
| MCDONALDS CORP                 FR 3.5%070127    | 2027-07-01      | 3.5000%  | 0.0000% | $97000.00          | $96831.17          | Corporate Debt Securities |
| MCDONALDS CORP                 FR 4.95%081433   | 2033-08-14      | 4.9500%  | 0.0000% | $6000.00           | $6301.71           | Corporate Debt Securities |
| MCDONALDS CORP                 FR 5.2%051734    | 2034-05-17      | 5.2000%  | 0.0000% | $20000.00          | $20962.89          | Corporate Debt Securities |
| MCDONALDS CORP                 FR 4.6%051530    | 2030-05-15      | 4.6000%  | 0.0000% | $1000.00           | $1026.79           | Corporate Debt Securities |
| MCDONALDS CORP                 FR 5%021336      | 2036-02-13      | 5.0000%  | 0.0000% | $5608000.00        | $5787399.92        | Corporate Debt Securities |
| MCKESSON CORP                  SR GLBL NT 35    | 2035-05-30      | 5.2500%  | 0.0000% | $4839000.00        | $5047270.56        | Corporate Debt Securities |
| MORGAN STANLEY                 FR 5.314%011841  | 2041-01-18      | 5.3140%  | 0.0000% | $500000.00         | $496918.06         | Corporate Debt Securities |
| NETFLIX INC.                   SR GLBL NT4.9%34 | 2034-08-15      | 4.9000%  | 0.0000% | $3017000.00        | $3139062.79        | Corporate Debt Securities |
| NEXTERA ENERGY CAP HLDGS INC   JR SB GLBL -T 55 | 2055-08-15      | 6.5000%  | 0.0000% | $1850000.00        | $2000519.08        | Corporate Debt Securities |
| NIAGARA MOHAWK PWR CORP        SR 144A NT 55    | 2055-07-03      | 5.9960%  | 0.0000% | $502000.00         | $510196.15         | Corporate Debt Securities |
| ORACLE CORP                    SR GLBL NT4.5%44 | 2044-07-08      | 4.5000%  | 0.0000% | $50000.00          | $38042.00          | Corporate Debt Securities |
| ORACLE CORP                    SR GLBL NT 54    | 2054-09-27      | 5.3750%  | 0.0000% | $3704000.00        | $3043593.78        | Corporate Debt Securities |
| PNC FINL SVCS GROUP INC        PERP JR SB GLBL  | 2079-12-31      | 6.0000%  | 0.0000% | $28000.00          | $28444.36          | Corporate Debt Securities |
| PNC FINL SVCS GROUP INC        PERP SUB GLBL -V | 2500-12-31      | 6.2000%  | 0.0000% | $4000.00           | $4090.92           | Corporate Debt Securities |
| REGENERON PHARMACEUTICALS      SR GLBL NT 30    | 2030-09-15      | 1.7500%  | 0.0000% | $8364000.00        | $7532806.59        | Corporate Debt Securities |
| ROGERS COMMUNICATIONS INC      SR NT 5.45%43    | 2043-10-01      | 5.4500%  | 0.0000% | $557000.00         | $539797.21         | Corporate Debt Securities |
| ROGERS COMMUNICATIONS INC      SR GLBL NT3.7%49 | 2049-11-15      | 3.7000%  | 0.0000% | $8588000.00        | $6345658.89        | Corporate Debt Securities |
| SCHWAB CHARLES CORP            PERP JR SB GLBL  | 2079-12-31      | 4.0000%  | 0.0000% | $24000.00          | $22650.61          | Corporate Debt Securities |
| SOCIETE GENERALE               SUB 144A NT 55   | 2055-01-19      | 7.1320%  | 0.0000% | $2800000.00        | $3002801.82        | Corporate Debt Securities |
| SOUTHERN CALIF EDISON CO       1M GLBL 2022B 52 | 2052-02-01      | 3.4500%  | 0.0000% | $11536000.00       | $7921011.75        | Corporate Debt Securities |
| STARBUCKS CORP                 SR NT 4.5%48     | 2048-11-15      | 4.5000%  | 0.0000% | $2372000.00        | $2035899.46        | Corporate Debt Securities |
| STATE STR CORP                 PERP GLBL -K NT  | 2500-12-31      | 6.4500%  | 0.0000% | $213000.00         | $221848.55         | Corporate Debt Securities |
| SUNTRUST PFD CAP I             PERP JR SB GLBL  | 2079-12-31      | 4.6298%  | 0.0000% | $160000.00         | $123916.14         | Corporate Debt Securities |
| TRUIST FINL CORP               FR 5.867%060834  | 2034-06-08      | 5.8670%  | 0.0000% | $168000.00         | $179601.17         | Corporate Debt Securities |
| TRUIST FINL CORP               FR 5.435%012430  | 2030-01-24      | 5.4350%  | 0.0000% | $5000.00           | $5173.23           | Corporate Debt Securities |
| US BANCORP                     ALT TIER I PERP  | 2079-12-31      | 5.3000%  | 0.0000% | $10000.00          | $10165.58          | Corporate Debt Securities |
| UNUM GROUP                     SR GLBL NT 51    | 2051-06-15      | 4.1250%  | 0.0000% | $135000.00         | $103418.94         | Corporate Debt Securities |
| VERIZON COMMUNICATIONS INC     SR GLBL NT 40    | 2040-11-20      | 2.6500%  | 0.0000% | $374000.00         | $268701.34         | Corporate Debt Securities |
| VERIZON COMMUNICATIONS INC     SR GLBL NT 55    | 2055-11-30      | 5.8750%  | 0.0000% | $431000.00         | $432181.30         | Corporate Debt Securities |
| VERIZON COMMUNICATIONS INC     FR 3%091551      | 2051-09-15      | 3.0000%  | 0.0000% | $19000.00          | $14900.75          | Corporate Debt Securities |
| WELLS FARGO & CO               FR 4.15%012429   | 2029-01-24      | 4.1500%  | 0.0000% | $25000.00          | $25106.04          | Corporate Debt Securities |
| WELLS FARGO & CO               FR 4.611%042553  | 2053-04-25      | 4.6110%  | 0.0000% | $475000.00         | $416184.51         | Corporate Debt Securities |
| WELLS FARGO & CO               FR 5.574%072529  | 2029-07-25      | 5.5740%  | 0.0000% | $151000.00         | $156276.57         | Corporate Debt Securities |
| WELLS FARGO & CO               FR 6.303%102329  | 2029-10-23      | 6.3030%  | 0.0000% | $4000.00           | $4291.45           | Corporate Debt Securities |
| WELLS FARGO & CO               FR 6.491%102334  | 2034-10-23      | 6.4910%  | 0.0000% | $87000.00          | $97409.52          | Corporate Debt Securities |
| WELLS FARGO & CO               FR 5.499%012335  | 2035-01-23      | 5.4990%  | 0.0000% | $25000.00          | $26007.98          | Corporate Debt Securities |
| WELLS FARGO & CO               FR 5.244%012431  | 2031-01-24      | 5.2440%  | 0.0000% | $295000.00         | $305090.18         | Corporate Debt Securities |
| BANK AMERICA CORP              PERP GLBL -UU NT | 2500-12-31      | 6.2500%  | 0.0000% | $77000.00          | $78293.94          | Corporate Debt Securities |
| BANK MONTREAL MEDIUM           ALT TIER I PERP  | 2500-12-31      | 6.7090%  | 0.0000% | $74000.00          | $76374.14          | Corporate Debt Securities |
| BANK NEW YORK MELLON CORP      PERP SUB GLBL -F | 2099-12-31      | 4.6250%  | 0.0000% | $49000.00          | $49677.74          | Corporate Debt Securities |
| BANK NEW YORK MELLON CORP      FR 5.834%102533  | 2033-10-25      | 5.8340%  | 0.0000% | $20098000.00       | $21895470.21       | Corporate Debt Securities |
| BARCLAYS PLC                   SR GLBL NT 32    | 2032-03-10      | 2.6670%  | 0.0000% | $2660000.00        | $2450130.43        | Corporate Debt Securities |
| BARCLAYS PLC                   SR GLBL NT 33    | 2033-08-09      | 5.7460%  | 0.0000% | $2063000.00        | $2222621.53        | Corporate Debt Securities |
| BARRICK NORTH AMERICA FIN LLC  SR NT 5.7%41     | 2041-05-30      | 5.7000%  | 0.0000% | $1200000.00        | $1237740.00        | Corporate Debt Securities |
| BAXTER INTL INC                SR GLBL NT 28    | 2028-12-01      | 2.2720%  | 0.0000% | $20000.00          | $19001.87          | Corporate Debt Securities |
| BAYER US FIN LLC               SR 144A NT6.5%33 | 2033-11-21      | 6.5000%  | 0.0000% | $2146000.00        | $2365789.74        | Corporate Debt Securities |
| BECTON DICKINSON & CO          SR GLBL NT 47    | 2047-06-06      | 4.6690%  | 0.0000% | $90000.00          | $79428.91          | Corporate Debt Securities |
| BECTON DICKINSON & CO          SR GLBL NT 30    | 2030-05-20      | 2.8230%  | 0.0000% | $102000.00         | $96722.44          | Corporate Debt Securities |
| BECTON DICKINSON & CO          SR GLBL NT 31    | 2031-02-11      | 1.9570%  | 0.0000% | $10068000.00       | $9057344.24        | Corporate Debt Securities |
| BIOGEN INC                     SR GLBL NT 35    | 2035-05-15      | 5.7500%  | 0.0000% | $148000.00         | $157412.68         | Corporate Debt Securities |
| BIOGEN INC                     SR GLBL NT 55    | 2055-05-15      | 6.4500%  | 0.0000% | $100000.00         | $107246.75         | Corporate Debt Securities |
| BNP PARIBAS                    FR 5.786%011333  | 2033-01-13      | 5.7860%  | 0.0000% | $2000000.00        | $2105924.56        | Corporate Debt Securities |
| BOEING CO                      CR SEN SR GLBL30 | 2030-05-01      | 5.1500%  | 0.0000% | $5246000.00        | $5456060.04        | Corporate Debt Securities |
| BOEING CO                      CR SEN SR GLBL31 | 2031-05-01      | 6.3880%  | 0.0000% | $100000.00         | $110116.26         | Corporate Debt Securities |
| BOEING CO                      CR SEN SR GLBL34 | 2034-05-01      | 6.5280%  | 0.0000% | $5089000.00        | $5722522.82        | Corporate Debt Securities |
| BOEING CO                      CR SEN SR GLBL54 | 2054-05-01      | 6.8580%  | 0.0000% | $5165000.00        | $5944008.54        | Corporate Debt Securities |
| BP CAP MKTS AMER INC           GLBL NT 4.893%33 | 2033-09-11      | 4.8930%  | 0.0000% | $6000.00           | $6210.07           | Corporate Debt Securities |
| BRIGHTHOUSE FINL INC           SR GLBL NT4.7%47 | 2047-06-22      | 4.7000%  | 0.0000% | $164000.00         | $122237.58         | Corporate Debt Securities |
| BROADCOM INC                   SR GLBL 144A 32  | 2032-04-15      | 4.1500%  | 0.0000% | $3735000.00        | $3697852.31        | Corporate Debt Securities |
| BROADCOM INC                   SR GLBL NT 34    | 2034-04-15      | 3.4690%  | 0.0000% | $5493000.00        | $5058876.77        | Corporate Debt Securities |
| BROWN & BROWN INC              SR GLBL NT 31    | 2031-03-15      | 2.3750%  | 0.0000% | $1007000.00        | $914362.29         | Corporate Debt Securities |
| BROWN FORMAN CORP              SR GLBL NT 33    | 2033-04-15      | 4.7500%  | 0.0000% | $10000.00          | $10274.44          | Corporate Debt Securities |
| CB RICHARD ELLIS SVCS INC      SR GLBL NT4.9%33 | 2033-01-15      | 4.9000%  | 0.0000% | $2678000.00        | $2719697.95        | Corporate Debt Securities |
| CITIGROUP INC                  SR GLBL NT 31    | 2031-06-03      | 2.5720%  | 0.0000% | $6000.00           | $5585.59           | Corporate Debt Securities |
| CITIGROUP INC                  SR GLBL NT 32    | 2032-11-03      | 2.5200%  | 0.0000% | $60000.00          | $54076.80          | Corporate Debt Securities |
| CITIGROUP INC                  SR GLBL NT 28    | 2028-05-24      | 4.6580%  | 0.0000% | $200000.00         | $203329.93         | Corporate Debt Securities |
| CITIGROUP INC                  SR GLBL NT 35    | 2035-06-11      | 5.4490%  | 0.0000% | $300000.00         | $311765.01         | Corporate Debt Securities |
| CITIGROUP INC                  SR GLBL NT 30    | 2030-11-05      | 2.9760%  | 0.0000% | $46000.00          | $44139.15          | Corporate Debt Securities |
| CITIGROUP INC                  FR 10%111528     | 2028-11-15      | 2.2964%  | 0.0000% | $9000.00           | $8090.47           | Corporate Debt Securities |
| CITIGROUP INC                  FR 10%032834     | 2034-03-28      | 2.0970%  | 0.0000% | $11000.00          | $8510.58           | Corporate Debt Securities |
| CITIGROUP INC                  SR GLBL G STP 36 | 2036-10-05      | 3.3000%  | 0.0000% | $30000.00          | $26713.55          | Corporate Debt Securities |
| CITIZENS FINL GROUP INC        SR GLBL NT 30    | 2030-04-30      | 3.2500%  | 0.0000% | $9000.00           | $8679.01           | Corporate Debt Securities |
| CITIZENS FINL GROUP INC        SR GLBL NT 32    | 2032-07-23      | 5.7180%  | 0.0000% | $937000.00         | $982380.63         | Corporate Debt Securities |
| ABN AMRO BANK N.V.             VR 120324-120328 | 2028-12-03      | 4.7159%  | 0.0000% | $500000.00         | $506239.29         | Corporate Debt Securities |
| AES CORP                       GLBL NT 2.45%31  | 2031-01-15      | 2.4500%  | 0.0000% | $55000.00          | $50010.45          | Corporate Debt Securities |
| AT&T INC                       SR GLBL NT 27    | 2027-03-01      | 4.2500%  | 0.0000% | $23000.00          | $23469.90          | Corporate Debt Securities |
| AT&T INC                       4.9%37           | 2037-08-15      | 4.9000%  | 0.0000% | $21800000.00       | $21736658.89       | Corporate Debt Securities |
| AT&T INC                       SR GLBL NT3.8%27 | 2027-02-15      | 3.8000%  | 0.0000% | $53000.00          | $53848.88          | Corporate Debt Securities |
| AT&T INC                       SR GLBL NT 56    | 2056-08-15      | 6.0500%  | 0.0000% | $94000.00          | $98328.62          | Corporate Debt Securities |
| AT&T INC                       GLBL NT 5.7%54   | 2054-11-01      | 5.7000%  | 0.0000% | $9888000.00        | $9700029.12        | Corporate Debt Securities |
| ABBVIE INC                     SR GLBL NT 35    | 2035-03-15      | 4.5500%  | 0.0000% | $69000.00          | $69146.45          | Corporate Debt Securities |
| ABBVIE INC                     GLBL NT 5.05%34  | 2034-03-15      | 5.0500%  | 0.0000% | $48000.00          | $50205.96          | Corporate Debt Securities |
| ABBVIE INC                     GLBL NT 5.4%54   | 2054-03-15      | 5.4000%  | 0.0000% | $222000.00         | $220938.84         | Corporate Debt Securities |
| AERCAP IRELAND CAP DESIGNATED  SR GLBL NT 3%28  | 2028-10-29      | 3.0000%  | 0.0000% | $9825000.00        | $9597289.25        | Corporate Debt Securities |
| AERCAP IRELAND CAP DESIGNATED  SR GLBL NT3.3%32 | 2032-01-30      | 3.3000%  | 0.0000% | $3175000.00        | $2936811.50        | Corporate Debt Securities |
| AETNA INC NEW                  SR GLBL NT 37    | 2037-12-15      | 6.7500%  | 0.0000% | $1010000.00        | $1122673.07        | Corporate Debt Securities |
| AFFILIATED MANAGERS GROUP      GLBL NT 5.5%34   | 2034-08-20      | 5.5000%  | 0.0000% | $2864000.00        | $2997990.65        | Corporate Debt Securities |
| AGILENT TECHNOLOGIES INC       SR GLBL NT 34    | 2034-09-09      | 4.7500%  | 0.0000% | $90000.00          | $91448.48          | Corporate Debt Securities |
| AIR LEASE CORP                 SR GLBL NT 28    | 2028-10-01      | 4.6250%  | 0.0000% | $20000.00          | $20425.56          | Corporate Debt Securities |
| AIR LEASE CORP                 FR 3.25%100129   | 2029-10-01      | 3.2500%  | 0.0000% | $4000.00           | $3877.57           | Corporate Debt Securities |
| AIR LEASE CORP                 FR 3.125%120130  | 2030-12-01      | 3.1250%  | 0.0000% | $98000.00          | $91785.97          | Corporate Debt Securities |
| AIR LEASE CORP                 FR 1.875%081526  | 2026-08-15      | 1.8750%  | 0.0000% | $431000.00         | $429475.88         | Corporate Debt Securities |
| AIR LEASE CORP                 FR 5.2%071531    | 2031-07-15      | 5.2000%  | 0.0000% | $2716000.00        | $2772212.15        | Corporate Debt Securities |
| AIRCASTLE LTD                  SR GLBL 144A 28  | 2028-01-26      | 2.8500%  | 0.0000% | $10000000.00       | $9727066.67        | Corporate Debt Securities |
| ALBEMARLE CORP                 SR GLBL NT 52    | 2052-06-01      | 5.6500%  | 0.0000% | $2000000.00        | $1828059.44        | Corporate Debt Securities |
| ALEXANDRIA REAL ESTATE EQ INC  SR GLBL NT4.9%30 | 2030-12-15      | 4.9000%  | 0.0000% | $1555000.00        | $1588564.68        | Corporate Debt Securities |
| ALTRIA GROUP INC               SR NT 4.25%42    | 2042-08-09      | 4.2500%  | 0.0000% | $2504000.00        | $2147323.98        | Corporate Debt Securities |
| ALTRIA GROUP INC               SR GLBL NT3.7%51 | 2051-02-04      | 3.7000%  | 0.0000% | $121000.00         | $87928.15          | Corporate Debt Securities |
| AMAZON COM INC                 SR GLBL NT2.1%31 | 2031-05-12      | 2.1000%  | 0.0000% | $29000.00          | $26325.62          | Corporate Debt Securities |
| AMEREN CORP                    SR GLBL NT 35    | 2035-03-15      | 5.3750%  | 0.0000% | $169000.00         | $176719.29         | Corporate Debt Securities |
| AMERICAN ELEC PWR CO INC       GLBL -R NT5.2%29 | 2029-01-15      | 5.2000%  | 0.0000% | $68000.00          | $70195.49          | Corporate Debt Securities |
| AMERICAN HONDA FIN CORP MTN    FR 5.125%070728  | 2028-07-07      | 5.1250%  | 0.0000% | $2177000.00        | $2240185.91        | Corporate Debt Securities |
| AMERICAN HONDA FIN CORP MTN    FR 5.85%100430   | 2030-10-04      | 5.8500%  | 0.0000% | $2417000.00        | $2608184.70        | Corporate Debt Securities |
| AMERICAN HONDA FIN CORP MTN    FR 4.9%031227    | 2027-03-12      | 4.9000%  | 0.0000% | $33000.00          | $33984.17          | Corporate Debt Securities |
| AMERICAN HONDA FIN CORP MTN    VR 071024-070927 | 2027-07-09      | 4.3678%  | 0.0000% | $2277000.00        | $2290146.08        | Corporate Debt Securities |
| AMERICAN HONDA FIN CORP MTN    FR 4.45%102227   | 2027-10-22      | 4.4500%  | 0.0000% | $32000.00          | $32657.08          | Corporate Debt Securities |
| AMERICAN HONDA FIN CORP MTN    VR 111925-111927 | 2027-11-19      | 4.4192%  | 0.0000% | $23124000.00       | $23365120.68       | Corporate Debt Securities |
| AMERICAN TOWER CORP            SR GLBL NT3.8%29 | 2029-08-15      | 3.8000%  | 0.0000% | $12000.00          | $12041.36          | Corporate Debt Securities |
| AMERICAN TOWER CORP            SR GLBL NT 27    | 2027-01-15      | 2.7500%  | 0.0000% | $56000.00          | $55437.53          | Corporate Debt Securities |
| AMERICAN TOWER CORP            SR GLBL NT2.9%30 | 2030-01-15      | 2.9000%  | 0.0000% | $134000.00         | $127362.76         | Corporate Debt Securities |
| AMERICAN TOWER CORP            SR GLBL NT2.7%31 | 2031-04-15      | 2.7000%  | 0.0000% | $10000.00          | $9274.75           | Corporate Debt Securities |
| AMERICAN TOWER CORP            SR GLBL NT5.4%35 | 2035-01-31      | 5.4000%  | 0.0000% | $10000.00          | $10563.20          | Corporate Debt Securities |
| AMERIPRISE FINL INC            SR GLBL NT5.2%35 | 2035-04-15      | 5.2000%  | 0.0000% | $31000.00          | $32083.35          | Corporate Debt Securities |
| AMGEN INC                      SR GLBL NT 48    | 2048-06-15      | 4.5630%  | 0.0000% | $9000.00           | $7785.66           | Corporate Debt Securities |
| AMGEN INC                      SR GLBL NT 51    | 2051-06-15      | 4.6630%  | 0.0000% | $6000.00           | $5203.55           | Corporate Debt Securities |
| AMGEN INC                      SR GLBL NT 2%32  | 2032-01-15      | 2.0000%  | 0.0000% | $45000.00          | $39319.35          | Corporate Debt Securities |
| AMPHENOL CORP                  SR GLBL NT 36    | 2036-02-15      | 4.6250%  | 0.0000% | $6176000.00        | $6116758.44        | Corporate Debt Securities |
| ELEVANCE HEALTH INC FORMERLY A SR GLBL NT 31    | 2031-03-15      | 2.5500%  | 0.0000% | $126000.00         | $116153.41         | Corporate Debt Securities |
| ELEVANCE HEALTH INC FORMERLY A GLBL NT 5.375%34 | 2034-06-15      | 5.3750%  | 0.0000% | $8000.00           | $8282.95           | Corporate Debt Securities |
| APA CORPORATION                SR GLBL NT 49    | 2049-07-01      | 5.3500%  | 0.0000% | $1340000.00        | $1117211.23        | Corporate Debt Securities |
| APA CORPORATION                SR GLBL NT 43    | 2043-04-15      | 4.7500%  | 0.0000% | $1703000.00        | $1372267.47        | Corporate Debt Securities |
| ARES CAPITAL CORP              SR GLBL NT 7%27  | 2027-01-15      | 7.0000%  | 0.0000% | $593000.00         | $610177.23         | Corporate Debt Securities |
| GALLAGHER ARTHUR J & CO        SR GLBL NT 55    | 2055-02-15      | 5.5500%  | 0.0000% | $55000.00          | $54219.96          | Corporate Debt Securities |
| ASHTEAD CAP INC                SR 144A NT 33    | 2033-10-15      | 5.9500%  | 0.0000% | $20160000.00       | $21673092.00       | Corporate Debt Securities |
| ASSURED GTY US HLDGS INC       JR SB DB 6.4%66  | 2066-12-15      | 6.3648%  | 0.0000% | $30000.00          | $26029.88          | Corporate Debt Securities |
| BAC CAP TR XIV                 PERP JR SB -G NT | 2099-01-01      | 4.3848%  | 0.0000% | $75000.00          | $62430.96          | Corporate Debt Securities |
| BAT CAPITAL CORP               SR GLBL NT 47    | 2047-08-15      | 4.5400%  | 0.0000% | $2190000.00        | $1868329.15        | Corporate Debt Securities |
| BP CAP MKTS P L C              PERP SUB GLBL NT | 2500-12-31      | 6.1250%  | 0.0000% | $237000.00         | $246175.65         | Corporate Debt Securities |
| BPCE                           FR 6.612%101927  | 2027-10-19      | 6.6120%  | 0.0000% | $400000.00         | $414384.13         | Corporate Debt Securities |
| BANK AMERICA CORP              FR 2.972%020433  | 2033-02-04      | 2.9720%  | 0.0000% | $17834000.00       | $16579017.46       | Corporate Debt Securities |
| BANK AMERICA CORP              PERP GLBL -OO NT | 2149-12-31      | 6.6250%  | 0.0000% | $30000.00          | $31652.35          | Corporate Debt Securities |
| THE CIGNA GROUP                SR GLBL NT4.8%38 | 2038-08-15      | 4.8000%  | 0.0000% | $200000.00         | $195458.00         | Corporate Debt Securities |
| THE CIGNA GROUP                SR GLBL NT3.4%50 | 2050-03-15      | 3.4000%  | 0.0000% | $10000.00          | $7150.50           | Corporate Debt Securities |
| THE CIGNA GROUP                SR GLBL NT3.4%51 | 2051-03-15      | 3.4000%  | 0.0000% | $15650000.00       | $11053282.00       | Corporate Debt Securities |
| THE CIGNA GROUP                SR GLBL NT 6%56  | 2056-01-15      | 6.0000%  | 0.0000% | $250000.00         | $257207.50         | Corporate Debt Securities |
| CNA FINL CORP                  SR GLBL NT 34    | 2034-02-15      | 5.1250%  | 0.0000% | $1025000.00        | $1056672.07        | Corporate Debt Securities |
| CNO FINL GROUP INC             SR GLBL NT 34    | 2034-06-15      | 6.4500%  | 0.0000% | $1204000.00        | $1283671.69        | Corporate Debt Securities |
| CRH AMERICA FINANCE INC        SR GLBL NT4.4%31 | 2031-02-09      | 4.4000%  | 0.0000% | $210000.00         | $213092.60         | Corporate Debt Securities |
| CSX CORP                       SR GLBL NT5.2%33 | 2033-11-15      | 5.2000%  | 0.0000% | $4000.00           | $4202.29           | Corporate Debt Securities |
| CVS HEALTH CORP                4.78%38          | 2038-03-25      | 4.7800%  | 0.0000% | $4000.00           | $3822.75           | Corporate Debt Securities |
| CVS HEALTH CORP                SR GLBL NT 40    | 2040-04-01      | 4.1250%  | 0.0000% | $120000.00         | $103817.45         | Corporate Debt Securities |
| CVS HEALTH CORP                SR GLBL NT 50    | 2050-04-01      | 4.2500%  | 0.0000% | $3775000.00        | $2969485.26        | Corporate Debt Securities |
| CVS HEALTH CORP                SR GLBL NT 5%29  | 2029-01-30      | 5.0000%  | 0.0000% | $200000.00         | $204166.00         | Corporate Debt Securities |
| CVS HEALTH CORP                SR GLBL NT5.3%33 | 2033-06-01      | 5.3000%  | 0.0000% | $3451000.00        | $3570701.77        | Corporate Debt Securities |
| CVS HEALTH CORP                SR GLBL NT 6%44  | 2044-06-01      | 6.0000%  | 0.0000% | $5000.00           | $5075.92           | Corporate Debt Securities |
| CVS HEALTH CORP                SR GLBL NT 5%32  | 2032-09-15      | 5.0000%  | 0.0000% | $30000.00          | $31165.10          | Corporate Debt Securities |
| CAMDEN PPTY TR                 SR GLBL NT2.8%30 | 2030-05-15      | 2.8000%  | 0.0000% | $13000.00          | $12338.34          | Corporate Debt Securities |
| THE CAMPBELLS COMPANY          SR GLBL NT 50    | 2050-04-24      | 3.1250%  | 0.0000% | $765000.00         | $503479.65         | Corporate Debt Securities |
| THE CAMPBELLS COMPANY          SR GLBL NT5.2%29 | 2029-03-21      | 5.2000%  | 0.0000% | $37000.00          | $38624.42          | Corporate Debt Securities |
| CANADIAN NAT RES LTD MED TERM  SR GLBL NT6.5%37 | 2037-02-15      | 6.5000%  | 0.0000% | $1100000.00        | $1223113.83        | Corporate Debt Securities |
| CAPITAL ONE FINL CORP          SR GLBL NT 34    | 2034-06-08      | 6.3770%  | 0.0000% | $720000.00         | $780502.48         | Corporate Debt Securities |
| CELULOSA ARAUCO Y CONSTITUCION SR GLBL 144A 29  | 2029-04-30      | 4.2500%  | 0.0000% | $2917000.00        | $2870225.90        | Corporate Debt Securities |
| CENOVUS ENERGY INC             SR NT 5.4%36     | 2036-03-20      | 5.4000%  | 0.0000% | $321000.00         | $324206.79         | Corporate Debt Securities |
| CHURCH & DWIGHT CO INC         SR GLBL NT5.6%32 | 2032-11-15      | 5.6000%  | 0.0000% | $500000.00         | $537323.33         | Corporate Debt Securities |
| CITIGROUP INC                  JR SB GLBL NT 28 | 2028-07-25      | 4.1250%  | 0.0000% | $106000.00         | $106148.71         | Corporate Debt Securities |
| CITIGROUP INC                  SR GLBL NT 48    | 2048-07-23      | 4.6500%  | 0.0000% | $25000.00          | $22145.10          | Corporate Debt Securities |

### Security 685: FICC - STATE STREET BANK AND TRUST CO

- **C.1 - Title:** FICC - STATE STREET BANK AND TRUST CO 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1EQCV8, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: ARP1EQCV8
- **C.18 - Value (incl. sponsor support):** $9000000000.00
- **C.18.a - Value (excl. sponsor support):** $9000000000.00
- **C.19 - Percentage of Net Assets:** 2.3000%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **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? 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 | 2027-11-15      | 2.2500%  | 0.0000% | $119000000.00      | $116847441.13      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-31      | 0.5000%  | 0.0000% | $17500000.00       | $16621703.18       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-30      | 0.6250%  | 0.0000% | $114600000.00      | $108797539.57      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-15      | 1.6250%  | 0.0000% | $287498000.00      | $320721257.38      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-30      | 3.8750%  | 0.0000% | $50000000.00       | $50594222.50       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-15      | 4.1250%  | 0.0000% | $3085540100.00     | $3141670641.02     | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-15      | 4.0000%  | 0.0000% | $1340500000.00     | $1357696470.20     | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-31      | 3.5000%  | 0.0000% | $750000000.00      | $755719852.50      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-30      | 3.3750%  | 0.0000% | $3303615100.00     | $3311331056.46     | U.S. Treasuries (including strips) |

### Security 686: FICC - STATE STREET BANK AND TRUST CO

- **C.1 - Title:** FICC - STATE STREET BANK AND TRUST CO 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1EQD13, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: ARP1EQD13
- **C.18 - Value (incl. sponsor support):** $7924000000.00
- **C.18.a - Value (excl. sponsor support):** $7924000000.00
- **C.19 - Percentage of Net Assets:** 2.0200%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** Fixed Income Clearing Corp

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2028-01-15      | 1.7500%  | 0.0000% | $877000000.00      | $1378234897.04     | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-15      | 0.5000%  | 0.0000% | $50000000.00       | $65128069.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-31      | 0.6250%  | 0.0000% | $3091000.00        | $2925614.59        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-31      | 0.7500%  | 0.0000% | $25000000.00       | $23741678.25       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-31      | 3.8750%  | 0.0000% | $1093021000.00     | $1102636611.78     | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-31      | 3.5000%  | 0.0000% | $139200000.00      | $141459636.38      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-15      | 1.2500%  | 0.0000% | $516088700.00      | $562011253.09      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-15      | 4.0000%  | 0.0000% | $1743399000.00     | $1765764019.73     | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-15      | 4.2500%  | 0.0000% | $864215000.00      | $876674655.56      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-02-15      | 4.2500%  | 0.0000% | $1492724300.00     | $1541278412.00     | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-31      | 3.3750%  | 0.0000% | $623000000.00      | $622625284.19      | U.S. Treasuries (including strips) |

### Security 687: FICC - BANK OF NEW YORK

- **C.1 - Title:** FICC - BANK OF NEW YORK 3.640000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1EQDD7, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: ARP1EQDD7
- **C.18 - Value (incl. sponsor support):** $701000000.00
- **C.18.a - Value (excl. sponsor support):** $701000000.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** Fixed Income Clearing Corp

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2029-11-15      | 1.7500%  | 0.0000% | $763983700.00      | $715020009.99      | U.S. Treasuries (including strips) |

### Security 688: FICC - BANK OF NEW YORK

- **C.1 - Title:** FICC - BANK OF NEW YORK 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1EQDG0, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: ARP1EQDG0
- **C.18 - Value (incl. sponsor support):** $1987000000.00
- **C.18.a - Value (excl. sponsor support):** $1987000000.00
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** Fixed Income Clearing Corp

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2028-04-15      | 1.2500%  | 0.0000% | $1669753800.00     | $1819049865.50     | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-06-30      | 3.7500%  | 0.0000% | $206468400.00      | $207690225.24      | U.S. Treasuries (including strips) |

### Security 689: FICC - BANK OF NEW YORK

- **C.1 - Title:** FICC - BANK OF NEW YORK 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1EQDM7, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: ARP1EQDM7
- **C.18 - Value (incl. sponsor support):** $4212000000.00
- **C.18.a - Value (excl. sponsor support):** $4212000000.00
- **C.19 - Percentage of Net Assets:** 1.0800%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **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? 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 | 2030-02-28      | 4.0000%  | 0.0000% | $1729653000.00     | $1775930869.40     | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-07-31      | 4.1250%  | 0.0000% | $29708200.00       | $30700362.01       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-15      | 3.7500%  | 0.0000% | $1751619000.00     | $1771977941.83     | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-06-15      | 3.8750%  | 0.0000% | $709389900.00      | $717630866.88      | U.S. Treasuries (including strips) |

### Security 690: FICC - BANK OF NEW YORK

- **C.1 - Title:** FICC - BANK OF NEW YORK 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1EQEF1, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: ARP1EQEF1
- **C.18 - Value (incl. sponsor support):** $6050000000.00
- **C.18.a - Value (excl. sponsor support):** $6050000000.00
- **C.19 - Percentage of Net Assets:** 1.5400%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 06.000 CLSD7483 | 2055-01-01      | 6.0000%  | 0.0000% | $50000000.00       | $46242809.75       | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLSD7541 | 2051-05-01      | 2.0000%  | 0.0000% | $1000.00           | $571.18            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD7568 | 2054-02-01      | 5.5000%  | 0.0000% | $68279109.00       | $58041232.42       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD7570 | 2054-05-01      | 6.0000%  | 0.0000% | $48887548.00       | $41228012.07       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD7576 | 2055-01-01      | 5.5000%  | 0.0000% | $2000.00           | $1887.41           | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLSD8155 | 2051-07-01      | 2.0000%  | 0.0000% | $1000.00           | $605.79            | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD8257 | 2052-10-01      | 4.5000%  | 0.0000% | $1000.00           | $775.13            | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD8244 | 2052-09-01      | 4.0000%  | 0.0000% | $108000.00         | $83978.27          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD8315 | 2053-04-01      | 5.0000%  | 0.0000% | $14646860.00       | $11903454.96       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD8349 | 2053-08-01      | 5.5000%  | 0.0000% | $35586338.00       | $28073799.71       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD8373 | 2053-11-01      | 6.0000%  | 0.0000% | $56551760.00       | $38989015.05       | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSD8448 | 2054-07-01      | 6.5000%  | 0.0000% | $30198910.00       | $17001238.33       | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSD8455 | 2054-08-01      | 6.5000%  | 0.0000% | $57218354.00       | $33567608.03       | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSD8471 | 2054-10-01      | 6.5000%  | 0.0000% | $236425728.00      | $147164007.97      | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSD8526 | 2055-04-01      | 6.5000%  | 0.0000% | $47907712.00       | $34339050.13       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD8532 | 2055-05-01      | 5.0000%  | 0.0000% | $56735299.00       | $54598283.66       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD8534 | 2055-05-01      | 6.0000%  | 0.0000% | $42796578.00       | $35998413.26       | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD4392 | 2053-10-01      | 4.0000%  | 0.0000% | $1006.00           | $802.83            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD3719 | 2053-09-01      | 5.5000%  | 0.0000% | $1000.00           | $902.14            | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q03146 G | 2041-09-01      | 4.0000%  | 0.0000% | $1000.00           | $88.60             | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q05827 G | 2042-02-01      | 4.0000%  | 0.0000% | $1000.00           | $189.39            | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q07066 G | 2042-03-01      | 4.0000%  | 0.0000% | $1000.00           | $125.27            | Agency Mortgage-Backed Securities |
| 03.500 FGPC U99051 G | 2043-06-01      | 3.5000%  | 0.0000% | $250000.00         | $30736.93          | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q11599 G | 2042-10-01      | 4.0000%  | 0.0000% | $1000.00           | $120.27            | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q16722 G | 2043-03-01      | 4.0000%  | 0.0000% | $7000.00           | $342.52            | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q17118 G | 2043-04-01      | 4.0000%  | 0.0000% | $2999.00           | $516.64            | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q17953 G | 2043-05-01      | 4.0000%  | 0.0000% | $1000.00           | $197.37            | Agency Mortgage-Backed Securities |
| 03.500 FGPC Q18298 G | 2043-05-01      | 3.5000%  | 0.0000% | $2000.00           | $259.20            | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q20119 G | 2043-07-01      | 4.0000%  | 0.0000% | $1000.00           | $43.25             | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q20299 G | 2043-07-01      | 4.0000%  | 0.0000% | $5000.00           | $684.56            | Agency Mortgage-Backed Securities |
| 04.000 FGPC V81252 G | 2044-07-01      | 4.0000%  | 0.0000% | $1000.00           | $106.10            | Agency Mortgage-Backed Securities |
| 04.000 FGPC V81353 G | 2044-09-01      | 4.0000%  | 0.0000% | $1055.00           | $212.38            | Agency Mortgage-Backed Securities |
| 04.000 FGPC V81946 G | 2045-09-01      | 4.0000%  | 0.0000% | $1860.00           | $500.24            | Agency Mortgage-Backed Securities |
| 04.000 FGPC V81946 G | 2045-09-01      | 4.0000%  | 0.0000% | $2000.00           | $537.89            | Agency Mortgage-Backed Securities |
| 04.500 FGPC Q24959 G | 2044-02-01      | 4.5000%  | 0.0000% | $1027.00           | $81.68             | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q29169 G | 2044-10-01      | 4.0000%  | 0.0000% | $2000.00           | $221.13            | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q31066 G | 2045-02-01      | 4.0000%  | 0.0000% | $1003.00           | $119.05            | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q33608 G | 2045-05-01      | 4.0000%  | 0.0000% | $1024.00           | $152.61            | Agency Mortgage-Backed Securities |
| 04.500 FGPC Q35715 G | 2045-09-01      | 4.5000%  | 0.0000% | $1000.00           | $159.39            | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q36591 G | 2045-10-01      | 4.0000%  | 0.0000% | $40000.00          | $4384.09           | Agency Mortgage-Backed Securities |
| 05.000 FGPC Q61698 G | 2049-02-01      | 5.0000%  | 0.0000% | $4000.00           | $1403.64           | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q61920 G | 2049-03-01      | 4.0000%  | 0.0000% | $1000.00           | $213.83            | Agency Mortgage-Backed Securities |
| 04.500 FGPC Q61909 G | 2049-02-01      | 4.5000%  | 0.0000% | $1000.00           | $212.83            | Agency Mortgage-Backed Securities |
| 05.000 FGPC Q61942 G | 2049-02-01      | 5.0000%  | 0.0000% | $2009.00           | $425.41            | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q62228 G | 2049-03-01      | 4.0000%  | 0.0000% | $1000.00           | $119.17            | Agency Mortgage-Backed Securities |
| 04.500 FGPC Q62230 G | 2049-03-01      | 4.5000%  | 0.0000% | $1000.00           | $54.74             | Agency Mortgage-Backed Securities |
| 04.500 FGPC Q62283 G | 2049-03-01      | 4.5000%  | 0.0000% | $1000.00           | $243.56            | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q63503 G | 2049-05-01      | 4.0000%  | 0.0000% | $7211.00           | $2239.24           | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q62733 G | 2049-04-01      | 4.0000%  | 0.0000% | $1000.00           | $241.32            | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q62961 G | 2049-04-01      | 4.0000%  | 0.0000% | $1000.00           | $291.87            | Agency Mortgage-Backed Securities |
| 04.500 FGPC Q62997 G | 2049-04-01      | 4.5000%  | 0.0000% | $2003.00           | $385.67            | Agency Mortgage-Backed Securities |
| 05.000 FGPC Q63051 G | 2049-04-01      | 5.0000%  | 0.0000% | $7888.00           | $2780.44           | Agency Mortgage-Backed Securities |
| 05.000 FGPC Q63082 G | 2049-04-01      | 5.0000%  | 0.0000% | $9000.00           | $2834.58           | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q63397 G | 2049-05-01      | 4.0000%  | 0.0000% | $1000.00           | $369.16            | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q63673 G | 2049-05-01      | 4.0000%  | 0.0000% | $1000.00           | $361.29            | Agency Mortgage-Backed Securities |
| 04.500 FGPC Q63742 G | 2049-05-01      | 4.5000%  | 0.0000% | $1000.00           | $55.65             | Agency Mortgage-Backed Securities |
| 03.500 FGPC Q63846 G | 2049-05-01      | 3.5000%  | 0.0000% | $1412.00           | $526.45            | Agency Mortgage-Backed Securities |
| 03.500 FGPC Q42622 G | 2046-08-01      | 3.5000%  | 0.0000% | $1000.00           | $134.21            | Agency Mortgage-Backed Securities |
| 03.500 FGPC Q42043 G | 2046-07-01      | 3.5000%  | 0.0000% | $1000.00           | $136.75            | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q44618 G | 2046-11-01      | 4.0000%  | 0.0000% | $2000.00           | $515.99            | Agency Mortgage-Backed Securities |
| 03.000 FGPC Q45737 G | 2047-01-01      | 3.0000%  | 0.0000% | $1000000.00        | $279406.15         | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q47338 G | 2047-04-01      | 4.0000%  | 0.0000% | $8000.00           | $2015.62           | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q47946 G | 2047-05-01      | 4.0000%  | 0.0000% | $8000.00           | $1583.55           | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q48174 G | 2047-05-01      | 4.0000%  | 0.0000% | $9000.00           | $2297.61           | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q48220 G | 2047-05-01      | 4.0000%  | 0.0000% | $9000.00           | $1468.50           | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q48209 G | 2047-05-01      | 4.0000%  | 0.0000% | $1000.00           | $315.73            | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q48578 G | 2047-06-01      | 4.0000%  | 0.0000% | $3000.00           | $1083.60           | Agency Mortgage-Backed Securities |
| 04.500 FGPC Q48675 G | 2047-06-01      | 4.5000%  | 0.0000% | $9000.00           | $2342.95           | Agency Mortgage-Backed Securities |
| 03.500 FGPC Q48657 G | 2047-06-01      | 3.5000%  | 0.0000% | $12632.00          | $3087.69           | Agency Mortgage-Backed Securities |
| 03.500 FGPC Q48724 G | 2047-06-01      | 3.5000%  | 0.0000% | $8000.00           | $3627.56           | Agency Mortgage-Backed Securities |
| 03.500 FGPC Q48725 G | 2047-06-01      | 3.5000%  | 0.0000% | $2000.00           | $381.20            | Agency Mortgage-Backed Securities |
| 03.500 FGPC Q48850 G | 2047-06-01      | 3.5000%  | 0.0000% | $8000.00           | $1598.08           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFA0706 | 2053-06-01      | 5.0000%  | 0.0000% | $2776880.00        | $2447298.77        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFA0707 | 2054-03-01      | 5.0000%  | 0.0000% | $2317901.00        | $2214172.01        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFA1722 | 2051-11-01      | 3.0000%  | 0.0000% | $3703792.00        | $3136292.70        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFA0905 | 2055-01-01      | 5.0000%  | 0.0000% | $16446528.00       | $16007772.53       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA0994 | 2054-08-01      | 6.0000%  | 0.0000% | $6843.00           | $5669.75           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA0987 | 2055-03-01      | 6.0000%  | 0.0000% | $1000.00           | $945.34            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFA1024 | 2051-05-01      | 2.5000%  | 0.0000% | $1000.00           | $805.24            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA1017 | 2055-02-01      | 6.0000%  | 0.0000% | $1024.00           | $933.55            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIFA1071 | 2040-03-01      | 5.5000%  | 0.0000% | $299952.00         | $245179.10         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA1124 | 2054-07-01      | 5.5000%  | 0.0000% | $1381148.00        | $1329689.61        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFA1134 | 2054-06-01      | 6.5000%  | 0.0000% | $201388.00         | $145560.86         | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLFA1135 | 2054-06-01      | 7.0000%  | 0.0000% | $9048595.00        | $7606858.42        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFA1136 | 2048-02-01      | 3.0000%  | 0.0000% | $4585960.00        | $3822476.16        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFA1140 | 2054-06-01      | 6.5000%  | 0.0000% | $1024.00           | $814.17            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFA1176 | 2050-02-01      | 3.0000%  | 0.0000% | $1008.00           | $850.88            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIFA1178 | 2032-08-01      | 2.5000%  | 0.0000% | $3000.00           | $2261.12           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFA1219 | 2049-08-01      | 3.5000%  | 0.0000% | $1008.00           | $885.80            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFA1280 | 2055-02-01      | 5.0000%  | 0.0000% | $1000.00           | $964.49            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFA1330 | 2053-07-01      | 2.5000%  | 0.0000% | $2543936.00        | $2057961.81        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFA1421 | 2050-05-01      | 5.0000%  | 0.0000% | $4462992.00        | $3926288.12        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFA1423 | 2054-04-01      | 4.5000%  | 0.0000% | $1243000.00        | $1148325.60        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFA1544 | 2055-05-01      | 5.0000%  | 0.0000% | $13933699.00       | $13517738.36       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA1596 | 2055-05-01      | 5.5000%  | 0.0000% | $1762800.00        | $1647999.08        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA1573 | 2055-03-01      | 6.0000%  | 0.0000% | $436121.00         | $349945.47         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFA2581 | 2052-05-01      | 3.5000%  | 0.0000% | $2130.00           | $1934.88           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFA2607 | 2052-05-01      | 3.0000%  | 0.0000% | $6427340.00        | $5567239.34        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFA1808 | 2054-12-01      | 5.0000%  | 0.0000% | $1024.00           | $1003.37           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFA1857 | 2055-06-01      | 6.5000%  | 0.0000% | $18647100.00       | $18431462.01       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFA1859 | 2040-05-01      | 6.5000%  | 0.0000% | $1000.00           | $904.33            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFA1923 | 2046-02-01      | 4.0000%  | 0.0000% | $8000.00           | $7392.97           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA1897 | 2055-06-01      | 6.0000%  | 0.0000% | $8911.00           | $8486.35           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFA1953 | 2053-11-01      | 5.0000%  | 0.0000% | $2155020.00        | $1995559.33        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFA1945 | 2052-08-01      | 3.5000%  | 0.0000% | $1000.00           | $893.33            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA2012 | 2055-05-01      | 6.0000%  | 0.0000% | $10093.00          | $6903.71           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFA2068 | 2055-06-01      | 6.5000%  | 0.0000% | $6229540.00        | $6101693.46        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA2131 | 2055-06-01      | 5.5000%  | 0.0000% | $3853820.00        | $3807710.15        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA2212 | 2055-07-01      | 5.5000%  | 0.0000% | $1035.00           | $1033.24           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFA2191 | 2055-07-01      | 6.5000%  | 0.0000% | $244772.00         | $219189.87         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFA2198 | 2055-07-01      | 5.0000%  | 0.0000% | $4124673.00        | $3982774.46        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA2294 | 2055-07-01      | 5.5000%  | 0.0000% | $15030.00          | $14751.96          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA2295 | 2055-07-01      | 5.5000%  | 0.0000% | $4096.00           | $4081.89           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA2403 | 2055-08-01      | 5.5000%  | 0.0000% | $1000.00           | $1024.65           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA2435 | 2055-08-01      | 5.5000%  | 0.0000% | $3072.00           | $3090.89           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA3507 | 2055-11-01      | 5.5000%  | 0.0000% | $53727208.00       | $55195923.92       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA2700 | 2055-08-01      | 5.5000%  | 0.0000% | $12161821.00       | $12414428.12       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFA2795 | 2054-12-01      | 4.0000%  | 0.0000% | $1000.00           | $938.82            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFA2827 | 2055-09-01      | 5.0000%  | 0.0000% | $4804208.00        | $4781036.02        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW1721 | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $656.30            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW1447 | 2052-06-01      | 5.0000%  | 0.0000% | $12080566.00       | $7863013.02        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW1479 | 2052-06-01      | 5.0000%  | 0.0000% | $1000.00           | $738.02            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW1848 | 2053-03-01      | 5.0000%  | 0.0000% | $1176749.00        | $658358.73         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBW1882 | 2053-06-01      | 4.5000%  | 0.0000% | $1000.00           | $943.64            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW3002 | 2052-08-01      | 5.0000%  | 0.0000% | $1085724.00        | $786708.95         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW3694 | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $652.77            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBW3665 | 2052-07-01      | 4.0000%  | 0.0000% | $1000.00           | $776.83            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW3706 | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $616.03            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW6196 | 2052-08-01      | 5.0000%  | 0.0000% | $1157580.00        | $852782.76         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW5447 | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $610.61            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW5676 | 2052-08-01      | 5.0000%  | 0.0000% | $1008.00           | $713.39            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW7150 | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $958.56            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW6349 | 2052-08-01      | 5.0000%  | 0.0000% | $1001.00           | $500.29            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW6431 | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $437.17            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW6996 | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $272.16            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBW7030 | 2052-08-01      | 4.5000%  | 0.0000% | $1999.00           | $1053.34           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW7022 | 2052-08-01      | 5.0000%  | 0.0000% | $2001.00           | $1116.81           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW7661 | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $783.11            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW7680 | 2052-09-01      | 5.0000%  | 0.0000% | $2000.00           | $1577.66           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW7775 | 2052-09-01      | 5.0000%  | 0.0000% | $1284304.00        | $920601.84         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBW7896 | 2052-08-01      | 4.5000%  | 0.0000% | $11007.00          | $6995.51           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBW7899 | 2052-08-01      | 4.5000%  | 0.0000% | $1000.00           | $840.52            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBW7890 | 2052-08-01      | 4.5000%  | 0.0000% | $2000.00           | $1676.46           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW7892 | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $849.84            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW7909 | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $969.09            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW8574 | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $961.10            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW8587 | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $810.94            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW8588 | 2052-10-01      | 5.0000%  | 0.0000% | $1001.00           | $963.63            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW8784 | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $962.23            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBW8786 | 2052-09-01      | 4.5000%  | 0.0000% | $509312.00         | $394412.78         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW8787 | 2052-09-01      | 5.0000%  | 0.0000% | $2000.00           | $1535.38           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW8794 | 2052-09-01      | 5.0000%  | 0.0000% | $2000.00           | $1265.95           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW8795 | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $968.50            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW9424 | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $727.05            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW9527 | 2052-10-01      | 5.0000%  | 0.0000% | $2001.00           | $757.67            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW9958 | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $448.85            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW9961 | 2052-09-01      | 5.0000%  | 0.0000% | $1467254.00        | $1065625.05        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW9955 | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $612.21            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBX0215 | 2053-05-01      | 6.5000%  | 0.0000% | $1000.00           | $855.68            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBX0475 | 2052-09-01      | 5.0000%  | 0.0000% | $2000.00           | $1353.45           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBX0975 | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $615.80            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBX1141 | 2052-11-01      | 5.0000%  | 0.0000% | $1000.00           | $751.76            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBX1247 | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $756.04            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBX1346 | 2052-11-01      | 5.0000%  | 0.0000% | $1001.00           | $677.24            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBX1536 | 2052-10-01      | 5.5000%  | 0.0000% | $2000.00           | $1214.72           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBX2070 | 2052-11-01      | 6.0000%  | 0.0000% | $1000.00           | $389.59            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBX2166 | 2052-12-01      | 6.0000%  | 0.0000% | $2001.00           | $811.36            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBX2231 | 2052-12-01      | 4.5000%  | 0.0000% | $1000.00           | $780.80            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBX2509 | 2052-11-01      | 4.5000%  | 0.0000% | $1000.00           | $939.31            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBX2824 | 2052-11-01      | 5.5000%  | 0.0000% | $1000.00           | $617.71            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBX3369 | 2052-12-01      | 6.0000%  | 0.0000% | $1000.00           | $599.17            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBX3655 | 2052-12-01      | 5.5000%  | 0.0000% | $1000.00           | $987.52            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBX3940 | 2053-01-01      | 4.5000%  | 0.0000% | $1064730.00        | $815373.32         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBX4611 | 2052-12-01      | 5.5000%  | 0.0000% | $1049270.00        | $786285.75         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBX4629 | 2053-01-01      | 6.0000%  | 0.0000% | $1000.00           | $542.45            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBX5182 | 2053-03-01      | 5.5000%  | 0.0000% | $1000.00           | $710.45            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBX5245 | 2053-01-01      | 5.5000%  | 0.0000% | $1000.00           | $604.23            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBX6181 | 2053-02-01      | 5.5000%  | 0.0000% | $1000.00           | $487.20            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBX5777 | 2052-12-01      | 6.0000%  | 0.0000% | $1000.00           | $479.82            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBX6601 | 2053-04-01      | 5.5000%  | 0.0000% | $1000.00           | $847.45            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBX6779 | 2053-03-01      | 5.5000%  | 0.0000% | $2000.00           | $1455.08           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBX6872 | 2053-02-01      | 5.5000%  | 0.0000% | $1000.00           | $576.92            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBX7974 | 2053-03-01      | 5.5000%  | 0.0000% | $1000.00           | $820.64            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBX7290 | 2053-06-01      | 6.0000%  | 0.0000% | $1000.00           | $862.70            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBX7287 | 2053-06-01      | 6.5000%  | 0.0000% | $1067520.00        | $801214.27         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBX8910 | 2053-05-01      | 5.5000%  | 0.0000% | $3000.00           | $1623.23           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBX8917 | 2053-05-01      | 6.0000%  | 0.0000% | $1323214.00        | $940587.52         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBX8173 | 2053-04-01      | 5.5000%  | 0.0000% | $2000.00           | $1571.12           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBX8393 | 2053-04-01      | 6.0000%  | 0.0000% | $3001.00           | $1931.12           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBX8394 | 2053-04-01      | 5.5000%  | 0.0000% | $1000.00           | $877.83            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBX8481 | 2053-03-01      | 4.5000%  | 0.0000% | $1000.00           | $452.35            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBX9026 | 2053-04-01      | 5.0000%  | 0.0000% | $1022041.00        | $719360.65         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBX9031 | 2053-04-01      | 5.0000%  | 0.0000% | $1000.00           | $798.64            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBX9761 | 2053-04-01      | 5.5000%  | 0.0000% | $1076700.00        | $811598.15         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBY0687 | 2053-04-01      | 5.5000%  | 0.0000% | $1000.00           | $589.93            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBY0727 | 2053-05-01      | 6.0000%  | 0.0000% | $1231662.00        | $949102.63         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBY1068 | 2053-04-01      | 5.5000%  | 0.0000% | $1372080.00        | $803678.74         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBY2139 | 2053-06-01      | 6.5000%  | 0.0000% | $18001.00          | $14719.00          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBY2208 | 2053-08-01      | 6.5000%  | 0.0000% | $2000.00           | $2063.39           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBY2521 | 2053-05-01      | 5.5000%  | 0.0000% | $2000.00           | $1619.34           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBY3468 | 2053-06-01      | 5.5000%  | 0.0000% | $1000.00           | $985.26            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBY3475 | 2053-06-01      | 6.0000%  | 0.0000% | $1081224.00        | $869114.84         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBY3476 | 2053-05-01      | 6.0000%  | 0.0000% | $3534719.00        | $1539671.56        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBY3443 | 2053-06-01      | 6.5000%  | 0.0000% | $1114700.00        | $981268.06         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBY4208 | 2053-07-01      | 6.0000%  | 0.0000% | $1000.00           | $306.06            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBY4322 | 2053-06-01      | 6.5000%  | 0.0000% | $2000.00           | $1115.79           | Agency Mortgage-Backed Securities |
| 05.500 FGPC N31136 G | 2034-09-01      | 5.5000%  | 0.0000% | $47003.00          | $66.82             | Agency Mortgage-Backed Securities |
| 05.500 FGPC N31313 G | 2036-09-01      | 5.5000%  | 0.0000% | $22486.00          | $234.34            | Agency Mortgage-Backed Securities |
| 05.000 FGPC N70075 G | 2035-01-01      | 5.0000%  | 0.0000% | $53048.00          | $970.80            | Agency Mortgage-Backed Securities |
| 05.500 FGPC G01704 G | 2033-07-01      | 5.5000%  | 0.0000% | $1506.00           | $6.38              | Agency Mortgage-Backed Securities |
| 05.500 FGPC G20032 G | 2037-12-01      | 5.5000%  | 0.0000% | $2545.00           | $102.18            | Agency Mortgage-Backed Securities |
| 06.000 FGPC P00029 G | 2033-03-01      | 6.0000%  | 0.0000% | $8279.00           | $37.14             | Agency Mortgage-Backed Securities |
| 06.000 FGPC P20586 G | 2034-11-01      | 6.0000%  | 0.0000% | $9301.00           | $119.90            | Agency Mortgage-Backed Securities |
| 06.050 FGPC T31195 G | 2038-04-01      | 6.0500%  | 0.0000% | $2448.00           | $73.62             | Agency Mortgage-Backed Securities |
| 05.500 FGPC O20139 G | 2031-09-01      | 5.5000%  | 0.0000% | $3777.00           | $10.53             | Agency Mortgage-Backed Securities |
| 06.000 FGPC P51360 G | 2036-09-01      | 6.0000%  | 0.0000% | $1008.00           | $45.74             | Agency Mortgage-Backed Securities |
| 06.000 FGPC P51364 G | 2036-12-01      | 6.0000%  | 0.0000% | $1008.00           | $27.12             | Agency Mortgage-Backed Securities |
| 05.500 FGPC P51366 G | 2036-11-01      | 5.5000%  | 0.0000% | $3996.00           | $84.39             | Agency Mortgage-Backed Securities |
| 05.500 FGPC L10154 G | 2034-01-01      | 5.5000%  | 0.0000% | $870691.00         | $2924.12           | Agency Mortgage-Backed Securities |
| 05.500 FGPC L10220 G | 2034-01-01      | 5.5000%  | 0.0000% | $17527.00          | $62.88             | Agency Mortgage-Backed Securities |
| 05.000 FGPC D98141 G | 2029-04-01      | 5.0000%  | 0.0000% | $73662.00          | $686.94            | Agency Mortgage-Backed Securities |
| 06.000 FGPC A61517 G | 2036-10-01      | 6.0000%  | 0.0000% | $99043.00          | $799.38            | Agency Mortgage-Backed Securities |
| 06.500 FGPC G03344 G | 2037-10-01      | 6.5000%  | 0.0000% | $3000.00           | $26.10             | Agency Mortgage-Backed Securities |
| 06.000 FGPC G03878 G | 2038-02-01      | 6.0000%  | 0.0000% | $5441.00           | $52.95             | Agency Mortgage-Backed Securities |
| 06.000 FGPC G04303 G | 2038-04-01      | 6.0000%  | 0.0000% | $102742.00         | $1153.99           | Agency Mortgage-Backed Securities |
| 04.500 FGPC G07630 G | 2044-02-01      | 4.5000%  | 0.0000% | $1999.00           | $182.63            | Agency Mortgage-Backed Securities |
| 03.500 FGPC G08784 G | 2047-10-01      | 3.5000%  | 0.0000% | $1000.00           | $122.10            | Agency Mortgage-Backed Securities |
| 04.000 FGPC G08618 G | 2044-12-01      | 4.0000%  | 0.0000% | $1933.00           | $143.02            | Agency Mortgage-Backed Securities |
| 03.000 FGPC G18569 G | 2030-09-01      | 3.0000%  | 0.0000% | $8000.00           | $613.28            | Agency Mortgage-Backed Securities |
| 05.000 FGPC H09186 G | 2038-06-01      | 5.0000%  | 0.0000% | $1024.00           | $5.32              | Agency Mortgage-Backed Securities |
| 06.500 FGPC H09173 G | 2037-10-01      | 6.5000%  | 0.0000% | $1024.00           | $5.76              | Agency Mortgage-Backed Securities |
| 05.500 FGPC A90953 G | 2040-02-01      | 5.5000%  | 0.0000% | $3587.00           | $133.84            | Agency Mortgage-Backed Securities |
| 06.500 FGPC K39030 G | 2047-12-01      | 6.5000%  | 0.0000% | $1025.00           | $3.15              | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZL2943 | 2042-04-01      | 4.0000%  | 0.0000% | $4517.00           | $178.42            | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZL3002 | 2042-04-01      | 4.0000%  | 0.0000% | $1000.00           | $131.23            | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZL3889 | 2042-10-01      | 3.5000%  | 0.0000% | $711428.00         | $71765.72          | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZL4086 | 2042-11-01      | 3.5000%  | 0.0000% | $1025163.00        | $122473.43         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZL4103 | 2042-11-01      | 3.5000%  | 0.0000% | $616376.00         | $51349.11          | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZM3542 | 2047-06-01      | 4.5000%  | 0.0000% | $1000.00           | $275.86            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB7101 | 2053-09-01      | 5.5000%  | 0.0000% | $2200.00           | $1794.71           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB7102 | 2053-09-01      | 5.5000%  | 0.0000% | $2024.00           | $1680.40           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB7103 | 2053-09-01      | 5.5000%  | 0.0000% | $1120.00           | $932.27            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB7127 | 2053-09-01      | 6.0000%  | 0.0000% | $944122.00         | $764078.61         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB7141 | 2053-09-01      | 6.5000%  | 0.0000% | $6815338.00        | $4426533.97        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB6320 | 2053-05-01      | 5.5000%  | 0.0000% | $1000.00           | $801.61            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB6509 | 2053-06-01      | 4.5000%  | 0.0000% | $1000.00           | $871.87            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB6744 | 2053-07-01      | 5.5000%  | 0.0000% | $90040938.00       | $74076159.57       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB6852 | 2053-08-01      | 4.5000%  | 0.0000% | $1145.00           | $990.50            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB6905 | 2053-08-01      | 5.0000%  | 0.0000% | $32579837.00       | $27238536.56       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB6915 | 2053-08-01      | 5.5000%  | 0.0000% | $19266680.00       | $16200931.51       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB7054 | 2053-09-01      | 6.0000%  | 0.0000% | $96490115.00       | $78040343.95       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB7059 | 2053-09-01      | 6.5000%  | 0.0000% | $13982528.00       | $11278250.60       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB7984 | 2054-02-01      | 5.5000%  | 0.0000% | $2249000.00        | $1852238.44        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB8083 | 2053-12-01      | 5.5000%  | 0.0000% | $1024.00           | $888.04            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB7279 | 2053-10-01      | 6.5000%  | 0.0000% | $1000.00           | $733.25            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB7301 | 2053-10-01      | 5.5000%  | 0.0000% | $85287139.00       | $74672504.53       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB7304 | 2053-10-01      | 6.0000%  | 0.0000% | $10113904.00       | $7674646.48        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB7306 | 2053-10-01      | 6.0000%  | 0.0000% | $49131000.00       | $40158800.82       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB7342 | 2053-10-01      | 6.0000%  | 0.0000% | $1024.00           | $857.17            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB7420 | 2053-11-01      | 6.5000%  | 0.0000% | $1280.00           | $888.16            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB7481 | 2053-11-01      | 6.0000%  | 0.0000% | $480089.00         | $405400.38         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB7514 | 2053-11-01      | 6.0000%  | 0.0000% | $8182640.00        | $6351693.32        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB7503 | 2053-11-01      | 6.0000%  | 0.0000% | $1033.00           | $865.08            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB7601 | 2053-12-01      | 6.0000%  | 0.0000% | $149765777.00      | $119426289.58      | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB7778 | 2054-01-01      | 5.5000%  | 0.0000% | $2779152.00        | $2187769.67        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB7785 | 2054-01-01      | 6.0000%  | 0.0000% | $11696016.00       | $9729103.03        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB7790 | 2054-01-01      | 6.0000%  | 0.0000% | $1024.00           | $879.76            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CTCB7842 | 2044-01-01      | 6.0000%  | 0.0000% | $496000.00         | $309592.81         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB7930 | 2054-01-01      | 6.5000%  | 0.0000% | $1029.00           | $496.04            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB7907 | 2053-11-01      | 6.5000%  | 0.0000% | $1348709.00        | $687262.71         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB7925 | 2054-01-01      | 5.0000%  | 0.0000% | $3617244.00        | $3107196.50        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZM3180 | 2047-05-01      | 4.5000%  | 0.0000% | $1000.00           | $203.73            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB7950 | 2054-02-01      | 4.5000%  | 0.0000% | $1008.00           | $792.29            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB7955 | 2054-02-01      | 4.5000%  | 0.0000% | $2003.00           | $1905.48           | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLCB8890 | 2054-07-01      | 7.0000%  | 0.0000% | $45677521.00       | $28717930.72       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB8939 | 2054-05-01      | 5.5000%  | 0.0000% | $2623860.00        | $2121251.50        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB8972 | 2054-08-01      | 5.0000%  | 0.0000% | $1493950.00        | $1388722.14        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB8118 | 2054-02-01      | 5.0000%  | 0.0000% | $8076040.00        | $6847543.28        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB8119 | 2054-03-01      | 5.0000%  | 0.0000% | $3067388.00        | $2567861.70        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB8137 | 2054-03-01      | 5.5000%  | 0.0000% | $2048.00           | $1826.31           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB8168 | 2054-03-01      | 6.0000%  | 0.0000% | $4000.00           | $2975.12           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB8180 | 2054-03-01      | 6.5000%  | 0.0000% | $49787113.00       | $32815689.78       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB8223 | 2054-03-01      | 6.0000%  | 0.0000% | $2000.00           | $1613.95           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB8226 | 2054-03-01      | 6.5000%  | 0.0000% | $1000.00           | $641.20            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB8314 | 2054-04-01      | 5.0000%  | 0.0000% | $1000.00           | $907.93            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB8337 | 2054-04-01      | 5.5000%  | 0.0000% | $1500000.00        | $1272494.29        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB8340 | 2054-04-01      | 6.0000%  | 0.0000% | $3072.00           | $2596.69           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB8383 | 2054-04-01      | 5.5000%  | 0.0000% | $2091.00           | $1868.96           | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLCB8374 | 2054-04-01      | 7.0000%  | 0.0000% | $39410485.00       | $24131152.43       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB8484 | 2054-05-01      | 5.5000%  | 0.0000% | $36246432.00       | $32945588.76       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB8541 | 2054-05-01      | 6.0000%  | 0.0000% | $1024.00           | $900.04            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB8542 | 2054-05-01      | 6.0000%  | 0.0000% | $9556640.00        | $8193461.52        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB8525 | 2054-05-01      | 5.0000%  | 0.0000% | $1094.00           | $1013.99           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB8535 | 2054-05-01      | 5.5000%  | 0.0000% | $46810198.00       | $42036572.11       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB8551 | 2054-05-01      | 6.5000%  | 0.0000% | $12705870.00       | $10396219.30       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB8639 | 2054-06-01      | 5.5000%  | 0.0000% | $1024.00           | $955.69            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB8706 | 2054-06-01      | 6.0000%  | 0.0000% | $12342112.00       | $9542493.95        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB8685 | 2054-06-01      | 5.5000%  | 0.0000% | $34343424.00       | $31621421.18       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBN6952 | 2049-02-01      | 4.5000%  | 0.0000% | $1998.00           | $475.83            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBN7019 | 2049-05-01      | 4.5000%  | 0.0000% | $1000.00           | $331.65            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBN8092 | 2049-03-01      | 4.5000%  | 0.0000% | $7002.00           | $2248.75           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBN7868 | 2049-04-01      | 5.0000%  | 0.0000% | $1000.00           | $123.70            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBN7874 | 2049-05-01      | 4.5000%  | 0.0000% | $1000.00           | $308.29            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBN7888 | 2049-05-01      | 4.5000%  | 0.0000% | $9000.00           | $3268.11           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBN8870 | 2049-05-01      | 3.5000%  | 0.0000% | $4357200.00        | $1037653.88        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBN8266 | 2049-05-01      | 4.5000%  | 0.0000% | $1823587.00        | $449472.08         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBN8599 | 2049-05-01      | 3.5000%  | 0.0000% | $1008.00           | $155.63            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBN9486 | 2049-04-01      | 5.0000%  | 0.0000% | $1000.00           | $409.17            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBN9502 | 2049-06-01      | 3.5000%  | 0.0000% | $1000.00           | $347.33            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBN9557 | 2049-07-01      | 3.5000%  | 0.0000% | $2022464.00        | $651669.76         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBN9626 | 2049-04-01      | 4.5000%  | 0.0000% | $1000.00           | $313.68            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBN9736 | 2049-04-01      | 4.5000%  | 0.0000% | $7001.00           | $3392.76           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBO0296 | 2049-05-01      | 4.5000%  | 0.0000% | $1505470.00        | $542499.66         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBO0299 | 2049-05-01      | 4.5000%  | 0.0000% | $4010.00           | $610.32            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBO0306 | 2049-04-01      | 4.5000%  | 0.0000% | $1000.00           | $324.19            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBO0569 | 2049-06-01      | 3.5000%  | 0.0000% | $19487.00          | $4668.24           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBO1161 | 2049-07-01      | 3.5000%  | 0.0000% | $9000.00           | $2553.78           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBO2685 | 2049-07-01      | 3.5000%  | 0.0000% | $1000.00           | $301.71            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBO2368 | 2049-11-01      | 3.5000%  | 0.0000% | $2104692.00        | $772763.70         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBO2370 | 2049-11-01      | 3.5000%  | 0.0000% | $6002.00           | $1114.67           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBO2375 | 2049-11-01      | 4.0000%  | 0.0000% | $1806965.00        | $128231.47         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBO2365 | 2049-11-01      | 3.5000%  | 0.0000% | $15001.00          | $7403.73           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBO3685 | 2049-12-01      | 3.5000%  | 0.0000% | $9000.00           | $3811.29           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBO4643 | 2049-11-01      | 3.0000%  | 0.0000% | $361590808.00      | $119104239.23      | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBO5233 | 2050-01-01      | 3.5000%  | 0.0000% | $4000.00           | $1340.71           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBO6102 | 2049-11-01      | 3.5000%  | 0.0000% | $1003.00           | $181.37            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBO7287 | 2050-02-01      | 3.5000%  | 0.0000% | $7000.00           | $2340.13           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBO7786 | 2049-12-01      | 3.5000%  | 0.0000% | $5000.00           | $2059.28           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBO8242 | 2049-11-01      | 3.5000%  | 0.0000% | $1307136.00        | $671929.51         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBO8243 | 2049-11-01      | 3.5000%  | 0.0000% | $4000.00           | $1855.27           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBO8268 | 2049-11-01      | 3.5000%  | 0.0000% | $7001.00           | $2605.02           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBO8271 | 2049-11-01      | 3.5000%  | 0.0000% | $9000.00           | $1578.07           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBO8756 | 2050-01-01      | 3.5000%  | 0.0000% | $12001.00          | $2774.26           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBO8761 | 2050-01-01      | 3.5000%  | 0.0000% | $3001.00           | $1379.43           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBO9365 | 2049-12-01      | 3.0000%  | 0.0000% | $2000.00           | $518.46            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBO9987 | 2049-12-01      | 3.5000%  | 0.0000% | $2000.00           | $767.39            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBP0048 | 2050-01-01      | 3.5000%  | 0.0000% | $1000.00           | $320.95            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBP1033 | 2050-01-01      | 4.0000%  | 0.0000% | $2002.00           | $533.56            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBP1133 | 2050-01-01      | 3.5000%  | 0.0000% | $1000.00           | $433.13            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBP1137 | 2050-01-01      | 3.5000%  | 0.0000% | $1789460.00        | $813622.71         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBP1145 | 2050-01-01      | 3.5000%  | 0.0000% | $1527112.00        | $766809.31         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBP1147 | 2050-01-01      | 3.5000%  | 0.0000% | $1000.00           | $362.45            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBP2795 | 2050-05-01      | 3.0000%  | 0.0000% | $1000.00           | $364.95            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBP2917 | 2050-02-01      | 3.5000%  | 0.0000% | $1000.00           | $166.16            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBP5487 | 2050-06-01      | 3.0000%  | 0.0000% | $1000.00           | $246.98            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBP8713 | 2050-08-01      | 3.0000%  | 0.0000% | $560000.00         | $215445.70         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBQ3099 | 2050-10-01      | 3.0000%  | 0.0000% | $442963.00         | $154796.59         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBR1017 | 2051-05-01      | 2.0000%  | 0.0000% | $206911170.00      | $123777033.89      | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBR2103 | 2051-07-01      | 2.5000%  | 0.0000% | $1024.00           | $597.07            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBR7563 | 2051-03-01      | 2.0000%  | 0.0000% | $67361051.00       | $38830905.25       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBT7959 | 2052-11-01      | 6.0000%  | 0.0000% | $2000.00           | $1410.69           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBU4004 | 2053-06-01      | 6.0000%  | 0.0000% | $1008.00           | $790.65            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBV0953 | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $954.49            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBV2618 | 2052-07-01      | 4.5000%  | 0.0000% | $5791669.00        | $3981895.63        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBV3421 | 2052-05-01      | 3.0000%  | 0.0000% | $1000.00           | $654.44            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBV5072 | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $492.02            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBV5067 | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $967.72            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBV5097 | 2052-08-01      | 5.0000%  | 0.0000% | $1122230.00        | $885890.86         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA3939 | 2050-02-01      | 3.5000%  | 0.0000% | $1996.00           | $273.51            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CNMA3953 | 2030-03-01      | 2.5000%  | 0.0000% | $1000.00           | $138.85            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA4121 | 2050-09-01      | 3.0000%  | 0.0000% | $1000.00           | $305.04            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLMA4182 | 2050-11-01      | 2.0000%  | 0.0000% | $1000.00           | $519.77            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLMA4282 | 2051-03-01      | 2.5000%  | 0.0000% | $173997.00         | $85508.05          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLMA4563 | 2052-03-01      | 2.5000%  | 0.0000% | $1000.00           | $660.10            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLMA4547 | 2052-02-01      | 2.0000%  | 0.0000% | $1191000.00        | $779826.59         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA4565 | 2052-03-01      | 3.5000%  | 0.0000% | $1000.00           | $631.50            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLMA4623 | 2052-06-01      | 2.5000%  | 0.0000% | $1000.00           | $699.01            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLMA4597 | 2052-05-01      | 2.0000%  | 0.0000% | $1000.00           | $667.58            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS3813 | 2052-11-01      | 4.5000%  | 0.0000% | $1000.00           | $695.64            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS4012 | 2053-03-01      | 5.5000%  | 0.0000% | $1000.00           | $786.67            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS4299 | 2053-04-01      | 5.5000%  | 0.0000% | $1000.00           | $750.03            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS4842 | 2053-06-01      | 5.5000%  | 0.0000% | $1000.00           | $797.98            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFS4947 | 2053-01-01      | 4.0000%  | 0.0000% | $1000.00           | $799.01            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS5520 | 2053-01-01      | 4.5000%  | 0.0000% | $1000.00           | $804.19            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS5829 | 2053-09-01      | 5.5000%  | 0.0000% | $1000.00           | $791.23            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS5894 | 2053-10-01      | 6.0000%  | 0.0000% | $2048.00           | $1505.58           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS6545 | 2053-12-01      | 6.0000%  | 0.0000% | $76000000.00       | $64284449.83       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS8223 | 2054-06-01      | 6.0000%  | 0.0000% | $1000.00           | $872.94            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS8291 | 2053-07-01      | 5.5000%  | 0.0000% | $1014.00           | $880.66            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFS8587 | 2054-07-01      | 6.5000%  | 0.0000% | $7428174.00        | $6038925.35        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS8793 | 2054-08-01      | 6.0000%  | 0.0000% | $1000.00           | $731.96            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS9785 | 2054-11-01      | 5.5000%  | 0.0000% | $1024.00           | $974.16            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFS9844 | 2054-03-01      | 6.5000%  | 0.0000% | $1000.00           | $764.94            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS9871 | 2054-11-01      | 5.5000%  | 0.0000% | $55572883.00       | $51291225.85       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS9042 | 2054-08-01      | 5.5000%  | 0.0000% | $1024.00           | $924.84            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CTFS9497 | 2044-10-01      | 5.5000%  | 0.0000% | $1000.00           | $873.84            | Agency Mortgage-Backed Securities |
| FNMS 06.500 ZLFP0128 | 2054-06-25      | 6.5000%  | 0.0000% | $3936720.00        | $3085466.61        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCC0867 | 2055-08-01      | 6.0000%  | 0.0000% | $1024.00           | $1044.35           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCC0076 | 2055-03-01      | 5.5000%  | 0.0000% | $67983000.00       | $66616721.46       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCC0394 | 2055-05-01      | 5.5000%  | 0.0000% | $1024.00           | $997.84            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCC0436 | 2055-05-01      | 6.0000%  | 0.0000% | $1024.00           | $1017.98           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CICC0481 | 2040-05-01      | 6.0000%  | 0.0000% | $1000.00           | $972.48            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCC0720 | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $1000.50           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCC0749 | 2055-07-01      | 6.5000%  | 0.0000% | $91769100.00       | $89578608.49       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCC1676 | 2055-12-01      | 5.0000%  | 0.0000% | $1023.00           | $1032.28           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCC1725 | 2055-12-01      | 6.0000%  | 0.0000% | $2016.00           | $2082.43           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCC0972 | 2055-03-01      | 6.0000%  | 0.0000% | $1000.00           | $860.99            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCC1005 | 2055-09-01      | 5.5000%  | 0.0000% | $1040.00           | $1056.23           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCC1467 | 2055-11-01      | 6.5000%  | 0.0000% | $31884680.00       | $33451548.43       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCC1501 | 2055-11-01      | 5.0000%  | 0.0000% | $1000.00           | $987.17            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCC1812 | 2056-01-01      | 4.5000%  | 0.0000% | $1000.00           | $987.13            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCC1862 | 2055-12-01      | 5.5000%  | 0.0000% | $1008.00           | $1033.76           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDA9954 | 2054-02-01      | 5.5000%  | 0.0000% | $1000.00           | $867.72            | Agency Mortgage-Backed Securities |
| FNMS 06.500 NP885032 | 2036-05-01      | 6.5000%  | 0.0000% | $9854549.00        | $4348.31           | Agency Mortgage-Backed Securities |
| FNMS 06.000 NP887038 | 2036-08-01      | 6.0000%  | 0.0000% | $38829601.00       | $223887.02         | Agency Mortgage-Backed Securities |
| FNMS 06.000 NP887660 | 2036-08-01      | 6.0000%  | 0.0000% | $24715651.00       | $145101.80         | Agency Mortgage-Backed Securities |
| FNMS 06.000 NP887760 | 2036-07-01      | 6.0000%  | 0.0000% | $56793858.00       | $101296.90         | Agency Mortgage-Backed Securities |
| FNMS 07.000 NP888880 | 2037-12-01      | 7.0000%  | 0.0000% | $110000000.00      | $376644.26         | Agency Mortgage-Backed Securities |
| FNMS 05.500 NQ889153 | 2037-12-01      | 5.5000%  | 0.0000% | $40831311.00       | $208959.62         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL890125 | 2039-04-01      | 5.5000%  | 0.0000% | $2024.00           | $31.89             | Agency Mortgage-Backed Securities |
| FNMS 07.000 NP889809 | 2037-10-01      | 7.0000%  | 0.0000% | $64105677.00       | $206632.45         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CL890587 | 2042-05-01      | 4.5000%  | 0.0000% | $13942.00          | $1297.23           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CW890725 | 2030-12-01      | 3.5000%  | 0.0000% | $2000.00           | $169.39            | Agency Mortgage-Backed Securities |
| FNMS 06.000 NP891423 | 2036-03-01      | 6.0000%  | 0.0000% | $37395.00          | $42.73             | Agency Mortgage-Backed Securities |
| FNMS 06.500 NP899282 | 2036-11-01      | 6.5000%  | 0.0000% | $21970100.00       | $89374.74          | Agency Mortgage-Backed Securities |
| FNMS 06.500 NP899810 | 2037-08-01      | 6.5000%  | 0.0000% | $55532540.00       | $133403.98         | Agency Mortgage-Backed Securities |
| FNMS 06.000 NP900174 | 2036-08-01      | 6.0000%  | 0.0000% | $1093.00           | $3.35              | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL903793 | 2036-10-01      | 6.5000%  | 0.0000% | $5113.00           | $49.49             | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL904672 | 2036-12-01      | 6.5000%  | 0.0000% | $23332270.00       | $267207.20         | Agency Mortgage-Backed Securities |
| FNMS 05.500 NP913248 | 2037-03-01      | 5.5000%  | 0.0000% | $55968970.00       | $49911.85          | Agency Mortgage-Backed Securities |
| FNMS 06.500 NP913968 | 2037-02-01      | 6.5000%  | 0.0000% | $33661754.00       | $260070.01         | Agency Mortgage-Backed Securities |
| FNMS 07.000 CL923447 | 2037-08-01      | 7.0000%  | 0.0000% | $3215.00           | $35.48             | Agency Mortgage-Backed Securities |
| FNMS 06.000 NP923294 | 2037-04-01      | 6.0000%  | 0.0000% | $36744040.00       | $284331.93         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL928224 | 2037-04-01      | 6.5000%  | 0.0000% | $4181706.00        | $50182.68          | Agency Mortgage-Backed Securities |
| FNMS 07.000 CL928603 | 2037-08-01      | 7.0000%  | 0.0000% | $1049.00           | $29.99             | Agency Mortgage-Backed Securities |
| FNMS 06.500 NP940520 | 2037-07-01      | 6.5000%  | 0.0000% | $34201893.00       | $256570.64         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL940537 | 2037-07-01      | 6.5000%  | 0.0000% | $1024.00           | $8.26              | Agency Mortgage-Backed Securities |
| FNMS 07.000 CL940644 | 2037-08-01      | 7.0000%  | 0.0000% | $20768277.00       | $100224.19         | Agency Mortgage-Backed Securities |
| FNMS 06.500 NP940659 | 2037-09-01      | 6.5000%  | 0.0000% | $74669.00          | $160.93            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL942511 | 2037-08-01      | 6.5000%  | 0.0000% | $49930935.00       | $137137.56         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL942487 | 2037-08-01      | 6.5000%  | 0.0000% | $53603161.00       | $328812.07         | Agency Mortgage-Backed Securities |
| FNMS 06.500 NP943997 | 2037-08-01      | 6.5000%  | 0.0000% | $79090596.00       | $190656.04         | Agency Mortgage-Backed Securities |
| FNMS 06.500 NP944054 | 2037-07-01      | 6.5000%  | 0.0000% | $117322272.00      | $209880.89         | Agency Mortgage-Backed Securities |
| FNMS 06.500 NP944132 | 2037-07-01      | 6.5000%  | 0.0000% | $47226993.00       | $137822.85         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL944706 | 2037-07-01      | 6.0000%  | 0.0000% | $1001.00           | $17.19             | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL947216 | 2037-10-01      | 6.0000%  | 0.0000% | $1000.00           | $17.17             | Agency Mortgage-Backed Securities |
| FNMS 06.500 NP954858 | 2037-10-01      | 6.5000%  | 0.0000% | $43575433.00       | $199805.56         | Agency Mortgage-Backed Securities |
| FNMS 06.000 NP959967 | 2037-11-01      | 6.0000%  | 0.0000% | $179257082.00      | $252721.98         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL979900 | 2038-05-01      | 6.0000%  | 0.0000% | $39423365.00       | $385700.27         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL982357 | 2038-05-01      | 6.0000%  | 0.0000% | $28252634.00       | $581712.26         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CZ994095 | 2048-11-01      | 5.5000%  | 0.0000% | $1053.00           | $6.52              | Agency Mortgage-Backed Securities |
| FNMS 05.500 NP995509 | 2039-01-01      | 5.5000%  | 0.0000% | $1025.00           | $4.54              | Agency Mortgage-Backed Securities |
| FNMS 06.500 NP995218 | 2038-10-01      | 6.5000%  | 0.0000% | $12285.00          | $3.19              | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL995301 | 2038-11-01      | 6.0000%  | 0.0000% | $3072.00           | $42.75             | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL995378 | 2039-01-01      | 6.5000%  | 0.0000% | $49999000.00       | $477203.18         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL995941 | 2039-07-01      | 6.5000%  | 0.0000% | $2048.00           | $37.80             | Agency Mortgage-Backed Securities |
| FNMS 04.000 CZAB4026 | 2051-12-01      | 4.0000%  | 0.0000% | $4603656.00        | $1255368.44        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAB4102 | 2041-12-01      | 3.5000%  | 0.0000% | $1000.00           | $57.24             | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAB5366 | 2042-06-01      | 3.5000%  | 0.0000% | $1493000.00        | $244076.74         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CRAB7470 | 2043-01-01      | 3.5000%  | 0.0000% | $6200.00           | $615.49            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CTAB7673 | 2033-01-01      | 2.5000%  | 0.0000% | $1052.00           | $135.60            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CRAB9163 | 2043-05-01      | 3.5000%  | 0.0000% | $1053.00           | $135.24            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLAC1509 | 2039-08-01      | 6.0000%  | 0.0000% | $1000.00           | $35.29             | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLAC6616 | 2039-11-01      | 5.5000%  | 0.0000% | $45368868.00       | $1191154.59        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CRMA1715 | 2043-11-01      | 4.0000%  | 0.0000% | $1000.00           | $193.51            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CRMA1148 | 2042-08-01      | 3.5000%  | 0.0000% | $1000.00           | $108.45            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CQMA1169 | 2042-08-01      | 4.0000%  | 0.0000% | $11001.00          | $1061.07           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CRMA1177 | 2042-08-01      | 3.5000%  | 0.0000% | $1022.00           | $120.42            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CQMA1372 | 2043-02-01      | 3.5000%  | 0.0000% | $1000.00           | $143.30            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CRMA1510 | 2043-07-01      | 4.0000%  | 0.0000% | $499000.00         | $70799.34          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CQMA1611 | 2043-09-01      | 4.0000%  | 0.0000% | $159000.00         | $22093.52          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CRMA2592 | 2046-04-01      | 3.5000%  | 0.0000% | $725556.00         | $170489.01         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CRMA2633 | 2046-04-01      | 3.5000%  | 0.0000% | $477513.00         | $112997.78         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CVMA2008 | 2029-07-01      | 3.5000%  | 0.0000% | $1000.00           | $55.38             | Agency Mortgage-Backed Securities |
| FNMS 03.000 CTMA2523 | 2036-02-01      | 3.0000%  | 0.0000% | $2000.00           | $241.75            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA3508 | 2048-09-01      | 3.0000%  | 0.0000% | $1000.00           | $139.53            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CTMA3525 | 2038-11-01      | 4.5000%  | 0.0000% | $1000.00           | $113.58            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CRMA2734 | 2046-08-01      | 3.5000%  | 0.0000% | $16000.00          | $4282.24           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA2737 | 2046-09-01      | 3.0000%  | 0.0000% | $1038.00           | $165.48            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CKMA2828 | 2046-11-01      | 2.5000%  | 0.0000% | $1000.00           | $350.74            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CQMA2916 | 2047-02-01      | 4.0000%  | 0.0000% | $225985.00         | $39287.32          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIMA3125 | 2032-09-01      | 3.0000%  | 0.0000% | $7341504.00        | $815746.61         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA3211 | 2047-12-01      | 4.0000%  | 0.0000% | $1000.00           | $124.40            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CNMA3249 | 2028-01-01      | 2.5000%  | 0.0000% | $1000.00           | $45.60             | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIMA3864 | 2034-12-01      | 2.5000%  | 0.0000% | $2000.00           | $355.26            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CTMA3934 | 2040-02-01      | 3.0000%  | 0.0000% | $2496000.00        | $451060.96         | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLQA6187 | 2050-01-01      | 4.0000%  | 0.0000% | $7001.00           | $978.02            | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQA5746 | 2049-12-01      | 3.5000%  | 0.0000% | $6000.00           | $2273.24           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLMA5824 | 2055-09-01      | 6.5000%  | 0.0000% | $1008.00           | $959.77            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIMA5885 | 2040-11-01      | 4.5000%  | 0.0000% | $1000.00           | $974.85            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIMA5952 | 2041-01-01      | 5.5000%  | 0.0000% | $1008.00           | $1021.91           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLAD0897 | 2040-04-01      | 5.5000%  | 0.0000% | $6569364.00        | $203785.44         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLAD0223 | 2039-05-01      | 6.0000%  | 0.0000% | $57360507.00       | $406060.13         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLAD0944 | 2040-04-01      | 5.5000%  | 0.0000% | $94019968.00       | $4049169.89        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLAD3135 | 2040-04-01      | 5.5000%  | 0.0000% | $1024.00           | $50.23             | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLAD7615 | 2040-07-01      | 5.0000%  | 0.0000% | $894912.00         | $42646.09          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQX0539 | 2054-11-01      | 5.0000%  | 0.0000% | $1000.00           | $978.83            | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQX0541 | 2054-11-01      | 5.0000%  | 0.0000% | $1000.00           | $921.22            | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQX1750 | 2054-12-01      | 5.0000%  | 0.0000% | $1008.00           | $947.19            | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQX1526 | 2054-12-01      | 5.0000%  | 0.0000% | $1008.00           | $910.00            | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQX1598 | 2054-12-01      | 4.5000%  | 0.0000% | $1683432.00        | $1611043.52        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQX1606 | 2054-12-01      | 4.5000%  | 0.0000% | $1000.00           | $979.26            | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQX1833 | 2054-12-01      | 6.0000%  | 0.0000% | $1000.00           | $1013.56           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQX1941 | 2055-01-01      | 5.5000%  | 0.0000% | $1008.00           | $867.12            | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQX3039 | 2055-01-01      | 6.5000%  | 0.0000% | $1000.00           | $731.59            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQX3826 | 2054-12-01      | 5.5000%  | 0.0000% | $1000.00           | $1000.65           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQX3908 | 2055-01-01      | 5.0000%  | 0.0000% | $1024.00           | $986.56            | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQX4587 | 2055-02-01      | 6.0000%  | 0.0000% | $2000.00           | $1976.83           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQX5153 | 2055-02-01      | 5.5000%  | 0.0000% | $1008.00           | $962.73            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQX6633 | 2055-02-01      | 5.5000%  | 0.0000% | $1008.00           | $802.80            | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQX7554 | 2054-12-01      | 4.5000%  | 0.0000% | $2834379.00        | $2767218.97        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQX8207 | 2055-03-01      | 4.5000%  | 0.0000% | $1368136.00        | $1223558.10        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQX9866 | 2055-04-01      | 6.5000%  | 0.0000% | $1000.00           | $858.39            | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQX9718 | 2055-02-01      | 6.5000%  | 0.0000% | $1000.00           | $927.42            | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQY1656 | 2055-03-01      | 6.5000%  | 0.0000% | $9933871.00        | $8754896.43        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQY2188 | 2055-04-01      | 6.5000%  | 0.0000% | $4959987.00        | $4491486.05        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQY3652 | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $982.89            | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY4342 | 2055-06-01      | 6.0000%  | 0.0000% | $1024.00           | $987.29            | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY4745 | 2055-06-01      | 6.0000%  | 0.0000% | $1024.00           | $939.96            | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY5209 | 2055-06-01      | 6.0000%  | 0.0000% | $1024.00           | $948.84            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQY6287 | 2055-06-01      | 5.5000%  | 0.0000% | $537678.00         | $514703.62         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQY7118 | 2055-07-01      | 5.5000%  | 0.0000% | $10226912.00       | $9947328.23        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQY7572 | 2055-07-01      | 5.5000%  | 0.0000% | $1024.00           | $994.40            | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY8783 | 2055-07-01      | 6.0000%  | 0.0000% | $10316589.00       | $10710318.29       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY9850 | 2055-08-01      | 6.0000%  | 0.0000% | $1329046.00        | $1326979.74        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY9116 | 2055-07-01      | 6.0000%  | 0.0000% | $2000.00           | $2047.50           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY9229 | 2055-07-01      | 6.0000%  | 0.0000% | $2032.00           | $1743.51           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQY9384 | 2055-08-01      | 5.5000%  | 0.0000% | $1008.00           | $1013.94           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ0684 | 2055-08-01      | 5.5000%  | 0.0000% | $1000.00           | $1003.97           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQZ3177 | 2055-09-01      | 5.0000%  | 0.0000% | $1000.00           | $999.09            | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQZ4410 | 2055-10-01      | 6.5000%  | 0.0000% | $1000.00           | $1032.40           | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQZ3720 | 2055-09-01      | 6.5000%  | 0.0000% | $1000.00           | $1038.61           | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQZ3708 | 2055-09-01      | 6.5000%  | 0.0000% | $1000.00           | $1049.93           | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQZ4685 | 2055-10-01      | 6.5000%  | 0.0000% | $1000.00           | $965.22            | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQZ6427 | 2055-11-01      | 5.0000%  | 0.0000% | $1000.00           | $970.88            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ6882 | 2055-11-01      | 5.5000%  | 0.0000% | $1024.00           | $1056.62           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ6884 | 2055-11-01      | 5.5000%  | 0.0000% | $1008.00           | $1014.47           | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQZ7350 | 2055-11-01      | 7.0000%  | 0.0000% | $1000.00           | $1007.45           | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZM3288 | 2047-05-01      | 4.5000%  | 0.0000% | $1000.00           | $135.73            | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZM4387 | 2047-10-01      | 4.5000%  | 0.0000% | $2000.00           | $429.77            | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZM3779 | 2047-07-01      | 4.5000%  | 0.0000% | $1000.00           | $293.37            | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZM3990 | 2047-08-01      | 4.0000%  | 0.0000% | $1000.00           | $121.17            | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZM4183 | 2047-09-01      | 4.5000%  | 0.0000% | $1000.00           | $196.21            | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZM4287 | 2047-09-01      | 4.5000%  | 0.0000% | $1000.00           | $160.99            | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZM5308 | 2047-12-01      | 4.5000%  | 0.0000% | $2000.00           | $467.49            | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZM4713 | 2047-11-01      | 4.5000%  | 0.0000% | $1000.00           | $300.32            | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZM7272 | 2048-07-01      | 4.5000%  | 0.0000% | $2000.00           | $433.10            | Agency Mortgage-Backed Securities |
| FEPC 04.000 3VZN0624 | 2043-02-01      | 4.0000%  | 0.0000% | $1002.00           | $254.04            | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZN1389 | 2048-11-01      | 4.5000%  | 0.0000% | $6185000.00        | $814258.65         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZN3156 | 2049-02-01      | 4.5000%  | 0.0000% | $1000.00           | $228.65            | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZN5010 | 2049-04-01      | 4.5000%  | 0.0000% | $1000.00           | $66.36             | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZN5961 | 2049-05-01      | 4.5000%  | 0.0000% | $1000.00           | $250.61            | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZA1331 | 2042-06-01      | 3.5000%  | 0.0000% | $848000.00         | $65747.64          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CTZA2074 | 2028-06-01      | 5.5000%  | 0.0000% | $3401.00           | $16.16             | Agency Mortgage-Backed Securities |
| FEPC 02.500 CIZA3821 | 2030-07-01      | 2.5000%  | 0.0000% | $1200000.00        | $117175.23         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZS4577 | 2044-08-01      | 3.5000%  | 0.0000% | $1000.00           | $74.72             | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZS4607 | 2045-03-01      | 3.5000%  | 0.0000% | $1000.00           | $94.96             | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZS4642 | 2045-12-01      | 3.5000%  | 0.0000% | $618000.00         | $65561.01          | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZS4689 | 2046-11-01      | 3.5000%  | 0.0000% | $1000.00           | $131.58            | Agency Mortgage-Backed Securities |
| FEPC 03.000 CIZS8591 | 2030-12-01      | 3.0000%  | 0.0000% | $1945000.00        | $172885.85         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CIZS8633 | 2031-12-01      | 3.0000%  | 0.0000% | $203000.00         | $25928.73          | Agency Mortgage-Backed Securities |
| FEPC 02.500 CIZS8692 | 2033-04-01      | 2.5000%  | 0.0000% | $11305072.00       | $1741281.85        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZS9675 | 2042-01-01      | 4.5000%  | 0.0000% | $1000.00           | $116.45            | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZT0240 | 2048-01-01      | 3.5000%  | 0.0000% | $6167171.00        | $1065613.22        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLZT1748 | 2049-01-01      | 5.0000%  | 0.0000% | $972000.00         | $154070.90         | Agency Mortgage-Backed Securities |
| FEPC 03.500 3VZT1107 | 2043-03-01      | 3.5000%  | 0.0000% | $300000.00         | $42993.56          | Agency Mortgage-Backed Securities |
| FEPC 03.000 CISB8016 | 2034-11-01      | 3.0000%  | 0.0000% | $500000.00         | $66090.95          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CTSC0834 | 2044-12-01      | 5.5000%  | 0.0000% | $42064.00          | $43174.64          | Agency Mortgage-Backed Securities |
| FEPC 02.000 CTSC0406 | 2041-12-01      | 2.0000%  | 0.0000% | $179000.00         | $128415.31         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CTSC0503 | 2043-11-01      | 5.5000%  | 0.0000% | $5072814.00        | $3442712.16        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD0659 | 2051-07-01      | 3.0000%  | 0.0000% | $10581000.00       | $6268565.10        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD1446 | 2052-08-01      | 4.5000%  | 0.0000% | $158000.00         | $115683.78         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD1457 | 2051-12-01      | 3.0000%  | 0.0000% | $5140000.00        | $3269456.20        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD2578 | 2053-03-01      | 6.0000%  | 0.0000% | $600000.00         | $440607.90         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD2603 | 2052-04-01      | 3.0000%  | 0.0000% | $231000.00         | $160760.49         | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD1966 | 2052-11-01      | 4.0000%  | 0.0000% | $146862.00         | $112372.52         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD2251 | 2052-11-01      | 4.5000%  | 0.0000% | $200000.00         | $143836.17         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSD2981 | 2053-05-01      | 6.5000%  | 0.0000% | $1000.00           | $671.89            | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD5012 | 2054-03-01      | 5.0000%  | 0.0000% | $4032.00           | $3380.00           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD5880 | 2054-07-01      | 6.0000%  | 0.0000% | $102533926.00      | $90801734.03       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD7136 | 2054-12-01      | 5.0000%  | 0.0000% | $41414221.00       | $39597815.39       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD6598 | 2054-10-01      | 5.5000%  | 0.0000% | $1027.00           | $940.09            | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD7482 | 2055-01-01      | 6.0000%  | 0.0000% | $95105415.00       | $86728915.83       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBY4521 | 2053-08-01      | 6.0000%  | 0.0000% | $1000.00           | $865.62            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBY4566 | 2053-09-01      | 6.5000%  | 0.0000% | $1000.00           | $682.60            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBY4782 | 2053-07-01      | 5.0000%  | 0.0000% | $2000.00           | $1729.78           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBY4869 | 2053-06-01      | 5.5000%  | 0.0000% | $1001.00           | $684.68            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBY4887 | 2053-07-01      | 5.5000%  | 0.0000% | $1036650.00        | $741994.92         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBY5839 | 2053-07-01      | 6.0000%  | 0.0000% | $1024.00           | $694.23            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBY6467 | 2053-08-01      | 5.0000%  | 0.0000% | $1000.00           | $844.91            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBY6707 | 2053-08-01      | 6.0000%  | 0.0000% | $1000.00           | $385.33            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBY6746 | 2053-07-01      | 6.5000%  | 0.0000% | $1000.00           | $333.91            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBY6719 | 2053-08-01      | 6.5000%  | 0.0000% | $1000.00           | $661.89            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBY6960 | 2053-07-01      | 6.5000%  | 0.0000% | $1240599.00        | $996106.11         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBY6994 | 2053-07-01      | 6.0000%  | 0.0000% | $522295.00         | $356463.32         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBY7245 | 2053-07-01      | 6.5000%  | 0.0000% | $1000.00           | $666.37            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBY7472 | 2053-08-01      | 5.5000%  | 0.0000% | $2000.00           | $1231.83           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBY7596 | 2053-08-01      | 6.5000%  | 0.0000% | $1000.00           | $685.63            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBY7696 | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $879.47            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBY9823 | 2053-11-01      | 6.5000%  | 0.0000% | $9536.00           | $5218.53           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBY9004 | 2053-08-01      | 6.0000%  | 0.0000% | $1034710.00        | $791255.64         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBY9013 | 2053-08-01      | 6.0000%  | 0.0000% | $1001.00           | $724.87            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBY9017 | 2053-08-01      | 6.5000%  | 0.0000% | $1000.00           | $685.33            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBY9762 | 2053-09-01      | 6.5000%  | 0.0000% | $977282.00         | $739437.87         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCA1194 | 2048-02-01      | 4.0000%  | 0.0000% | $393716.00         | $104815.62         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA2634 | 2048-11-01      | 4.5000%  | 0.0000% | $698673.00         | $160389.32         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA1897 | 2048-06-01      | 4.5000%  | 0.0000% | $1024.00           | $239.73            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA2959 | 2049-01-01      | 4.5000%  | 0.0000% | $434525387.00      | $32341816.08       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA3390 | 2049-04-01      | 4.5000%  | 0.0000% | $1024.00           | $287.39            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCA4861 | 2049-12-01      | 3.5000%  | 0.0000% | $1000.00           | $283.13            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCA5821 | 2048-05-01      | 3.5000%  | 0.0000% | $1000.00           | $421.36            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA7111 | 2050-09-01      | 2.0000%  | 0.0000% | $235823333.00      | $122886020.04      | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA7115 | 2050-09-01      | 2.0000%  | 0.0000% | $1024.00           | $505.75            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA7122 | 2050-09-01      | 2.5000%  | 0.0000% | $1024.00           | $441.88            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA6528 | 2050-07-01      | 2.5000%  | 0.0000% | $28246112.00       | $10944453.06       | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA6901 | 2050-09-01      | 2.0000%  | 0.0000% | $97086889.00       | $50225400.62       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA6911 | 2050-09-01      | 2.5000%  | 0.0000% | $331303424.00      | $160265797.82      | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA6976 | 2050-09-01      | 2.0000%  | 0.0000% | $1024.00           | $503.65            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA6984 | 2050-09-01      | 2.0000%  | 0.0000% | $198717000.00      | $101002882.34      | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA7015 | 2050-09-01      | 2.0000%  | 0.0000% | $197680640.00      | $105390603.32      | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA7016 | 2045-09-01      | 2.0000%  | 0.0000% | $1040.00           | $516.64            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA7036 | 2050-09-01      | 2.5000%  | 0.0000% | $1024.00           | $455.01            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA7980 | 2050-12-01      | 2.0000%  | 0.0000% | $1063.00           | $578.42            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA7988 | 2050-12-01      | 2.0000%  | 0.0000% | $302814345.00      | $161470787.61      | Agency Mortgage-Backed Securities |
| FNMS 01.500 CLCA8010 | 2050-12-01      | 1.5000%  | 0.0000% | $1120.00           | $569.76            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA8013 | 2050-12-01      | 2.0000%  | 0.0000% | $154662912.00      | $86630186.57       | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA8032 | 2050-12-01      | 2.0000%  | 0.0000% | $142000342.00      | $76106554.85       | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA8033 | 2050-12-01      | 2.0000%  | 0.0000% | $136339030.00      | $76363063.52       | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA7265 | 2050-10-01      | 2.0000%  | 0.0000% | $250092099.00      | $129052621.51      | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA7282 | 2050-10-01      | 2.0000%  | 0.0000% | $245602880.00      | $132134953.69      | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA7357 | 2050-10-01      | 2.5000%  | 0.0000% | $1024.00           | $530.38            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA7359 | 2050-10-01      | 2.5000%  | 0.0000% | $1008.00           | $526.61            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA7329 | 2050-10-01      | 2.0000%  | 0.0000% | $184142336.00      | $98554911.60       | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA7343 | 2050-10-01      | 2.0000%  | 0.0000% | $204488330.00      | $104558048.49      | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA7344 | 2050-10-01      | 2.0000%  | 0.0000% | $227440108.00      | $121390128.62      | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA7449 | 2050-10-01      | 2.0000%  | 0.0000% | $218811392.00      | $115613888.62      | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA8926 | 2051-02-01      | 2.0000%  | 0.0000% | $1000.00           | $558.52            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA8716 | 2051-01-01      | 2.0000%  | 0.0000% | $1024.00           | $574.55            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA9266 | 2051-02-01      | 2.0000%  | 0.0000% | $2024.00           | $1134.72           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCA9297 | 2051-02-01      | 3.0000%  | 0.0000% | $5200.00           | $2856.16           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCB0791 | 2051-06-01      | 2.0000%  | 0.0000% | $1024.00           | $580.20            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCB0022 | 2051-04-01      | 2.0000%  | 0.0000% | $1267966.00        | $741992.05         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB0044 | 2051-04-01      | 3.0000%  | 0.0000% | $1000.00           | $561.97            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CTCB0101 | 2041-04-01      | 2.5000%  | 0.0000% | $99000.00          | $56338.16          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCB0494 | 2051-05-01      | 2.0000%  | 0.0000% | $245000.00         | $144613.32         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCB0502 | 2051-05-01      | 2.0000%  | 0.0000% | $1000.00           | $589.50            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB1669 | 2051-09-01      | 2.5000%  | 0.0000% | $21950293.00       | $13335326.17       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB1674 | 2051-09-01      | 2.5000%  | 0.0000% | $1000.00           | $601.24            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB1332 | 2051-08-01      | 2.5000%  | 0.0000% | $685000.00         | $428549.50         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB1624 | 2051-09-01      | 2.5000%  | 0.0000% | $1000.00           | $604.80            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB1662 | 2051-09-01      | 2.5000%  | 0.0000% | $1024.00           | $618.24            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCB1656 | 2051-09-01      | 2.0000%  | 0.0000% | $1024.00           | $639.27            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCB2605 | 2052-01-01      | 2.0000%  | 0.0000% | $62593454.00       | $39735120.28       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB1829 | 2051-10-01      | 2.5000%  | 0.0000% | $31361793.00       | $19018089.66       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB1919 | 2051-10-01      | 3.0000%  | 0.0000% | $77000960.00       | $49398717.17       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB2050 | 2051-11-01      | 2.5000%  | 0.0000% | $184794682.00      | $113743488.85      | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCB2043 | 2051-11-01      | 2.0000%  | 0.0000% | $1040.00           | $638.50            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB2859 | 2052-02-01      | 2.5000%  | 0.0000% | $2826040.00        | $1843936.37        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB3044 | 2052-03-01      | 2.5000%  | 0.0000% | $1000.00           | $641.99            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB3236 | 2052-03-01      | 3.0000%  | 0.0000% | $1000.00           | $635.08            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCB3610 | 2052-05-01      | 4.0000%  | 0.0000% | $1040.00           | $746.46            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB4299 | 2052-08-01      | 4.5000%  | 0.0000% | $1000.00           | $765.55            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB5286 | 2052-12-01      | 5.5000%  | 0.0000% | $47600448.00       | $33915942.60       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB5287 | 2052-12-01      | 5.5000%  | 0.0000% | $17184630.00       | $12872613.37       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB5289 | 2052-12-01      | 5.5000%  | 0.0000% | $15455903.00       | $11719864.55       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB5293 | 2052-12-01      | 5.5000%  | 0.0000% | $2000.00           | $1414.15           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB4634 | 2052-09-01      | 5.5000%  | 0.0000% | $2208.00           | $2184.80           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB4679 | 2052-09-01      | 5.0000%  | 0.0000% | $17323714.00       | $12619152.06       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB4813 | 2052-10-01      | 5.0000%  | 0.0000% | $122919658.00      | $94319680.77       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB4945 | 2052-10-01      | 4.5000%  | 0.0000% | $71047582.00       | $56088608.48       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB5049 | 2052-11-01      | 6.0000%  | 0.0000% | $2048.00           | $1624.19           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB5086 | 2052-11-01      | 5.0000%  | 0.0000% | $26077856.00       | $18544548.29       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB6257 | 2053-05-01      | 5.5000%  | 0.0000% | $95623328.00       | $77708774.81       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB5470 | 2053-01-01      | 5.5000%  | 0.0000% | $72879700.00       | $56693788.05       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB5846 | 2053-03-01      | 5.5000%  | 0.0000% | $18989377.00       | $15035695.83       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB6098 | 2053-03-01      | 6.0000%  | 0.0000% | $1707652.00        | $882378.95         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFA2896 | 2050-03-01      | 3.0000%  | 0.0000% | $1000.00           | $888.56            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFA3122 | 2051-02-01      | 4.0000%  | 0.0000% | $1000.00           | $956.86            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA3166 | 2055-10-01      | 6.0000%  | 0.0000% | $115156631.00      | $118123044.34      | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA3190 | 2055-10-01      | 6.0000%  | 0.0000% | $3024.00           | $3106.04           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA3256 | 2055-11-01      | 5.5000%  | 0.0000% | $1008.00           | $1018.73           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFA3262 | 2054-01-01      | 2.5000%  | 0.0000% | $3422320.00        | $2909247.52        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA3411 | 2055-11-01      | 5.5000%  | 0.0000% | $7067807.00        | $7146241.01        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA3642 | 2055-11-01      | 6.0000%  | 0.0000% | $3200.00           | $3216.62           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA3644 | 2055-11-01      | 6.0000%  | 0.0000% | $2000.00           | $1984.80           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFA3664 | 2054-04-01      | 4.0000%  | 0.0000% | $2000.00           | $1904.63           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA3739 | 2055-11-01      | 5.5000%  | 0.0000% | $82835160.00       | $84186452.43       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA3740 | 2055-11-01      | 6.0000%  | 0.0000% | $1000.00           | $1021.93           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFA3848 | 2050-08-01      | 5.0000%  | 0.0000% | $1000.00           | $1019.62           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFA3851 | 2055-12-01      | 5.0000%  | 0.0000% | $4000.00           | $4033.55           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFA3829 | 2049-08-01      | 3.5000%  | 0.0000% | $1000.00           | $928.69            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA3834 | 2053-08-01      | 5.5000%  | 0.0000% | $1708208.00        | $1747474.75        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFA3894 | 2055-12-01      | 5.0000%  | 0.0000% | $30992609.00       | $31161406.28       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA4009 | 2055-11-01      | 6.0000%  | 0.0000% | $2051.00           | $2105.00           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA4010 | 2055-10-01      | 6.0000%  | 0.0000% | $2048.00           | $2082.96           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFA4002 | 2056-01-01      | 5.0000%  | 0.0000% | $11247741.00       | $11345965.16       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFA4004 | 2055-12-01      | 5.0000%  | 0.0000% | $12861203.00       | $12928075.26       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB9841 | 2054-12-01      | 6.5000%  | 0.0000% | $1000.00           | $878.96            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB9011 | 2054-08-01      | 6.0000%  | 0.0000% | $3070732.00        | $2711995.58        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB9022 | 2054-08-01      | 6.5000%  | 0.0000% | $1008.00           | $839.28            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB9059 | 2054-08-01      | 5.5000%  | 0.0000% | $196563.00         | $177483.24         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB9074 | 2054-08-01      | 4.5000%  | 0.0000% | $1024.00           | $950.42            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CICB9254 | 2039-09-01      | 6.0000%  | 0.0000% | $1002.00           | $845.43            | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLCB9230 | 2054-08-01      | 7.0000%  | 0.0000% | $2829808.00        | $1554332.60        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB9373 | 2054-10-01      | 5.0000%  | 0.0000% | $30081320.00       | $28865662.01       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB9374 | 2054-10-01      | 5.5000%  | 0.0000% | $3104.00           | $2952.24           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB9442 | 2054-11-01      | 6.0000%  | 0.0000% | $10064.00          | $9099.53           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB9447 | 2054-11-01      | 4.5000%  | 0.0000% | $4000.00           | $3433.54           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB9427 | 2054-11-01      | 4.5000%  | 0.0000% | $3000.00           | $2838.70           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB9429 | 2054-11-01      | 5.0000%  | 0.0000% | $3997000.00        | $3847902.99        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB9453 | 2054-11-01      | 4.5000%  | 0.0000% | $98822801.00       | $92618989.67       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB9614 | 2054-12-01      | 6.0000%  | 0.0000% | $3000.00           | $2794.29           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB9630 | 2054-12-01      | 4.5000%  | 0.0000% | $1481000.00        | $1377640.88        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB9731 | 2055-01-01      | 6.0000%  | 0.0000% | $99187.00          | $88207.24          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF8370 | 2056-02-01      | 5.5000%  | 0.0000% | $1000.00           | $1033.63           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDF8473 | 2056-01-01      | 5.0000%  | 0.0000% | $2831228.00        | $2857600.26        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDF8540 | 2055-12-01      | 5.0000%  | 0.0000% | $1779180.00        | $1795489.29        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDF8529 | 2056-01-01      | 5.0000%  | 0.0000% | $5460599.00        | $5527740.86        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF8571 | 2056-01-01      | 5.5000%  | 0.0000% | $3000.00           | $3080.65           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF8596 | 2056-01-01      | 5.5000%  | 0.0000% | $4000.00           | $4097.83           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF8672 | 2056-01-01      | 5.5000%  | 0.0000% | $1082600.00        | $1109912.33        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF8662 | 2056-01-01      | 5.5000%  | 0.0000% | $4000.00           | $4119.16           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF8834 | 2056-01-01      | 5.5000%  | 0.0000% | $3615592.00        | $3718256.50        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF8821 | 2056-01-01      | 6.0000%  | 0.0000% | $3000.00           | $3115.27           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDF8825 | 2055-12-01      | 6.5000%  | 0.0000% | $3000.00           | $3140.32           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF8837 | 2056-01-01      | 5.5000%  | 0.0000% | $5361978.00        | $5470957.23        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDF8857 | 2056-01-01      | 4.5000%  | 0.0000% | $3344776.00        | $3306793.08        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF9855 | 2056-01-01      | 5.5000%  | 0.0000% | $3000.00           | $3065.27           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF9859 | 2056-01-01      | 5.5000%  | 0.0000% | $3744360.00        | $3850111.19        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDF9871 | 2056-01-01      | 5.0000%  | 0.0000% | $1008.00           | $1014.18           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF9896 | 2056-01-01      | 5.5000%  | 0.0000% | $7864912.00        | $8079125.12        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF9094 | 2056-01-01      | 6.0000%  | 0.0000% | $4601000.00        | $4770537.32        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF9446 | 2056-01-01      | 5.5000%  | 0.0000% | $7934741.00        | $8095269.62        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDF9697 | 2055-12-01      | 4.5000%  | 0.0000% | $1000.00           | $985.80            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDF9693 | 2056-01-01      | 5.0000%  | 0.0000% | $511839.00         | $514261.58         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDG0148 | 2056-01-01      | 5.5000%  | 0.0000% | $1000.00           | $1031.64           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDG0758 | 2056-01-01      | 5.0000%  | 0.0000% | $9954807.00        | $10089294.23       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDG1026 | 2056-02-01      | 5.0000%  | 0.0000% | $2000.00           | $2010.43           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDG1028 | 2056-02-01      | 5.0000%  | 0.0000% | $3053.00           | $3069.43           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDG1392 | 2056-02-01      | 5.5000%  | 0.0000% | $3007.00           | $3088.21           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFA0289 | 2055-01-01      | 5.0000%  | 0.0000% | $14974704.00       | $13928331.71       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA0340 | 2055-01-01      | 5.5000%  | 0.0000% | $5358170.00        | $4953377.62        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFA0354 | 2052-03-01      | 2.0000%  | 0.0000% | $1000.00           | $761.48            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFA0388 | 2053-03-01      | 4.5000%  | 0.0000% | $2891600.00        | $2602558.41        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA0446 | 2054-08-01      | 5.5000%  | 0.0000% | $3558000.00        | $3275408.26        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA0545 | 2054-12-01      | 5.5000%  | 0.0000% | $3349176.00        | $2799276.79        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFA0549 | 2055-01-01      | 5.0000%  | 0.0000% | $1008.00           | $956.63            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFA0550 | 2054-06-01      | 5.0000%  | 0.0000% | $3009465.00        | $2740068.51        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA0633 | 2055-02-01      | 5.5000%  | 0.0000% | $7521236.00        | $7206817.77        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBV7331 | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $459.80            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBV7623 | 2052-04-01      | 4.5000%  | 0.0000% | $999900.00         | $710515.32         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBV8662 | 2052-06-01      | 4.5000%  | 0.0000% | $13000.00          | $4775.31           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBV8828 | 2052-06-01      | 5.0000%  | 0.0000% | $1000.00           | $667.88            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBV8831 | 2052-06-01      | 5.0000%  | 0.0000% | $1000.00           | $725.25            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBV9891 | 2052-06-01      | 3.5000%  | 0.0000% | $1000.00           | $699.76            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBV9899 | 2052-05-01      | 4.0000%  | 0.0000% | $1000.00           | $607.52            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBW0030 | 2052-07-01      | 4.5000%  | 0.0000% | $4000.00           | $2729.78           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW1689 | 2052-07-01      | 5.0000%  | 0.0000% | $3000.00           | $2552.73           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB8696 | 2054-06-01      | 6.0000%  | 0.0000% | $101678591.00      | $90919820.87       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB8714 | 2054-06-01      | 6.0000%  | 0.0000% | $98427404.00       | $93025751.84       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB8828 | 2054-07-01      | 5.0000%  | 0.0000% | $2129304.00        | $1993912.18        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB8835 | 2054-07-01      | 5.5000%  | 0.0000% | $2029.00           | $1812.13           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB8864 | 2054-07-01      | 6.5000%  | 0.0000% | $3072.00           | $2603.53           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB8865 | 2054-07-01      | 6.5000%  | 0.0000% | $4459784.00        | $3841770.71        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB8842 | 2054-07-01      | 5.5000%  | 0.0000% | $4000.00           | $3700.74           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB8843 | 2054-07-01      | 5.5000%  | 0.0000% | $1028.00           | $973.17            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB9775 | 2055-01-01      | 5.0000%  | 0.0000% | $3205740.00        | $3056159.19        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB9778 | 2055-01-01      | 5.0000%  | 0.0000% | $74082032.00       | $69577107.26       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB9792 | 2055-01-01      | 5.5000%  | 0.0000% | $2395374.00        | $2251334.55        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB9793 | 2055-01-01      | 5.5000%  | 0.0000% | $254000.00         | $246702.99         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB9812 | 2055-01-01      | 6.0000%  | 0.0000% | $55000.00          | $51718.17          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB9834 | 2055-01-01      | 6.5000%  | 0.0000% | $2089.00           | $1523.82           | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQA5873 | 2049-12-01      | 4.5000%  | 0.0000% | $6000.00           | $563.37            | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQA5879 | 2049-12-01      | 3.5000%  | 0.0000% | $6000.00           | $2494.78           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQA5867 | 2049-12-01      | 3.5000%  | 0.0000% | $6000.00           | $809.42            | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQA6040 | 2050-01-01      | 3.5000%  | 0.0000% | $1000.00           | $454.69            | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQA6043 | 2050-01-01      | 3.5000%  | 0.0000% | $7000.00           | $2811.83           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQA6063 | 2050-01-01      | 3.5000%  | 0.0000% | $7000.00           | $3985.22           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQA6910 | 2050-02-01      | 3.5000%  | 0.0000% | $1001.00           | $301.93            | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQA7038 | 2050-02-01      | 3.5000%  | 0.0000% | $8022.00           | $3515.24           | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLQB7617 | 2051-01-01      | 2.5000%  | 0.0000% | $299000.00         | $77352.51          | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQC2687 | 2051-06-01      | 3.0000%  | 0.0000% | $7000.00           | $4597.04           | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQC6994 | 2051-09-01      | 3.0000%  | 0.0000% | $1000.00           | $658.05            | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLQD1527 | 2051-11-01      | 2.5000%  | 0.0000% | $7000.00           | $4500.29           | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQD1893 | 2051-11-01      | 3.0000%  | 0.0000% | $2000.00           | $1236.05           | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQD2809 | 2051-11-01      | 3.0000%  | 0.0000% | $7000.00           | $3297.59           | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQD3323 | 2051-12-01      | 3.0000%  | 0.0000% | $1000.00           | $586.93            | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQE1063 | 2052-04-01      | 3.0000%  | 0.0000% | $1193000.00        | $811345.77         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQE4395 | 2052-06-01      | 3.5000%  | 0.0000% | $6000.00           | $3751.69           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE3658 | 2052-06-01      | 5.0000%  | 0.0000% | $1000.00           | $866.38            | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE3665 | 2052-06-01      | 5.0000%  | 0.0000% | $1001.00           | $785.22            | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE4327 | 2052-06-01      | 5.0000%  | 0.0000% | $1000.00           | $584.04            | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE5506 | 2052-07-01      | 5.0000%  | 0.0000% | $6000.00           | $4639.74           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE5624 | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $857.44            | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE5672 | 2052-07-01      | 5.0000%  | 0.0000% | $6000.00           | $3713.43           | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQE5867 | 2052-07-01      | 4.5000%  | 0.0000% | $2000.00           | $1011.14           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE7202 | 2052-08-01      | 5.0000%  | 0.0000% | $5000.00           | $4585.55           | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQE7508 | 2052-08-01      | 4.5000%  | 0.0000% | $1000.00           | $631.83            | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE7609 | 2052-08-01      | 5.0000%  | 0.0000% | $7000.00           | $4348.30           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE8969 | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $726.51            | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE8142 | 2052-08-01      | 5.0000%  | 0.0000% | $7001.00           | $4537.92           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE8280 | 2052-06-01      | 5.0000%  | 0.0000% | $1000.00           | $568.88            | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE8316 | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $854.05            | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE8749 | 2052-08-01      | 5.0000%  | 0.0000% | $8000.00           | $2241.83           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE8799 | 2052-09-01      | 5.0000%  | 0.0000% | $1001.00           | $932.61            | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE8789 | 2052-08-01      | 5.0000%  | 0.0000% | $4001.00           | $3518.04           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE9092 | 2052-08-01      | 5.0000%  | 0.0000% | $1005.00           | $617.53            | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE9170 | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $518.33            | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE9215 | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $727.37            | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE9291 | 2052-09-01      | 5.0000%  | 0.0000% | $8000.00           | $3902.84           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE9646 | 2052-09-01      | 5.0000%  | 0.0000% | $1109.00           | $958.05            | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQE9652 | 2052-09-01      | 4.5000%  | 0.0000% | $1000.00           | $890.52            | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQE9702 | 2052-09-01      | 4.5000%  | 0.0000% | $1121106.00        | $910338.55         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQF0798 | 2052-10-01      | 5.0000%  | 0.0000% | $1001.00           | $831.01            | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQF0862 | 2052-10-01      | 5.0000%  | 0.0000% | $1001.00           | $587.21            | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQF0006 | 2052-08-01      | 5.0000%  | 0.0000% | $4010.00           | $2086.40           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQF0021 | 2052-09-01      | 5.0000%  | 0.0000% | $8000.00           | $7698.47           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQF0434 | 2052-09-01      | 5.0000%  | 0.0000% | $4000.00           | $3093.90           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQF0497 | 2052-09-01      | 5.0000%  | 0.0000% | $4000.00           | $3375.98           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQF0700 | 2052-10-01      | 5.0000%  | 0.0000% | $3384036.00        | $2365818.01        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQF0729 | 2052-10-01      | 5.0000%  | 0.0000% | $7000.00           | $4717.60           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQF0740 | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $858.54            | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQF0962 | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $777.40            | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQF1004 | 2052-10-01      | 5.0000%  | 0.0000% | $2000.00           | $1457.97           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQF1101 | 2052-10-01      | 5.0000%  | 0.0000% | $2000.00           | $1302.11           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQF1294 | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $415.02            | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQF1537 | 2052-10-01      | 5.0000%  | 0.0000% | $6001.00           | $3926.05           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQF1538 | 2052-10-01      | 5.0000%  | 0.0000% | $2614156.00        | $1968016.03        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQF2792 | 2052-11-01      | 5.5000%  | 0.0000% | $1000.00           | $699.32            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQF2770 | 2052-11-01      | 5.5000%  | 0.0000% | $2000.00           | $1393.72           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQF2786 | 2052-11-01      | 6.0000%  | 0.0000% | $2001.00           | $489.39            | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQF3354 | 2052-11-01      | 6.0000%  | 0.0000% | $1000.00           | $827.14            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQF4276 | 2052-12-01      | 5.5000%  | 0.0000% | $1001.00           | $764.60            | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQF4791 | 2052-12-01      | 6.5000%  | 0.0000% | $7000.00           | $4647.94           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQF5419 | 2053-01-01      | 6.0000%  | 0.0000% | $8000.00           | $4281.65           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQF5452 | 2052-12-01      | 6.0000%  | 0.0000% | $1000.00           | $425.94            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQF5614 | 2053-01-01      | 5.5000%  | 0.0000% | $1000.00           | $747.66            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQF5888 | 2053-01-01      | 5.5000%  | 0.0000% | $8000.00           | $4925.46           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQF6336 | 2053-01-01      | 6.0000%  | 0.0000% | $1646250.00        | $1289543.93        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQF6754 | 2053-01-01      | 6.0000%  | 0.0000% | $1000.00           | $763.38            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQF6785 | 2053-01-01      | 5.5000%  | 0.0000% | $7000.00           | $3815.59           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQF7227 | 2053-01-01      | 5.5000%  | 0.0000% | $6000.00           | $4347.30           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQF7229 | 2053-02-01      | 5.5000%  | 0.0000% | $4000.00           | $1875.97           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQF7235 | 2053-01-01      | 5.5000%  | 0.0000% | $5003.00           | $3737.24           | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQF7471 | 2053-02-01      | 6.5000%  | 0.0000% | $8000.00           | $3173.73           | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQF7800 | 2053-02-01      | 6.5000%  | 0.0000% | $7000.00           | $4788.29           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQF7822 | 2053-02-01      | 6.0000%  | 0.0000% | $1000.00           | $505.40            | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQF7860 | 2053-02-01      | 6.0000%  | 0.0000% | $7001.00           | $3669.86           | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQF8888 | 2053-03-01      | 4.5000%  | 0.0000% | $1000.00           | $854.66            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQF8209 | 2053-02-01      | 5.5000%  | 0.0000% | $1000.00           | $544.61            | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQF8289 | 2053-01-01      | 6.5000%  | 0.0000% | $2000.00           | $2052.95           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQF8330 | 2053-02-01      | 5.5000%  | 0.0000% | $1000.00           | $981.24            | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQF9069 | 2053-03-01      | 6.5000%  | 0.0000% | $1000.00           | $679.23            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQG0578 | 2053-04-01      | 5.5000%  | 0.0000% | $6000.00           | $4926.68           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQG0585 | 2053-04-01      | 5.5000%  | 0.0000% | $7000.00           | $3958.81           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQG0612 | 2053-04-01      | 6.0000%  | 0.0000% | $1000.00           | $683.15            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQG1705 | 2053-04-01      | 5.5000%  | 0.0000% | $1000.00           | $968.49            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQG0926 | 2053-04-01      | 5.5000%  | 0.0000% | $2184763.00        | $1555603.42        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQG1048 | 2053-04-01      | 5.5000%  | 0.0000% | $1231787.00        | $1080147.99        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQG1644 | 2053-04-01      | 6.0000%  | 0.0000% | $2000.00           | $1245.92           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQG2419 | 2053-03-01      | 5.5000%  | 0.0000% | $1000.00           | $725.80            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQG2507 | 2053-05-01      | 5.5000%  | 0.0000% | $2096.00           | $1294.26           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQG3810 | 2053-04-01      | 5.5000%  | 0.0000% | $7001.00           | $2051.96           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQG4599 | 2053-06-01      | 6.0000%  | 0.0000% | $1465100.00        | $1176279.66        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQG5615 | 2053-06-01      | 6.5000%  | 0.0000% | $1000.00           | $750.30            | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQG6310 | 2053-07-01      | 6.5000%  | 0.0000% | $1008.00           | $747.74            | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQG6539 | 2053-07-01      | 6.5000%  | 0.0000% | $11001.00          | $4812.27           | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQG7988 | 2053-08-01      | 6.5000%  | 0.0000% | $6001.00           | $4491.93           | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQG7997 | 2053-07-01      | 6.5000%  | 0.0000% | $1000.00           | $429.93            | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQG7427 | 2053-07-01      | 6.5000%  | 0.0000% | $5001.00           | $2563.17           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQG7960 | 2053-07-01      | 5.0000%  | 0.0000% | $1000.00           | $974.10            | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQG8294 | 2053-08-01      | 6.5000%  | 0.0000% | $1387661.00        | $976492.17         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQG8368 | 2053-08-01      | 6.5000%  | 0.0000% | $1121170.00        | $894422.88         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQG8728 | 2053-08-01      | 6.5000%  | 0.0000% | $1000.00           | $768.86            | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQG8784 | 2053-08-01      | 6.5000%  | 0.0000% | $1364477.00        | $1372278.16        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQG9226 | 2053-08-01      | 6.0000%  | 0.0000% | $1384454.00        | $1193301.03        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQG9460 | 2053-08-01      | 5.5000%  | 0.0000% | $1000.00           | $828.12            | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQH0735 | 2053-09-01      | 6.5000%  | 0.0000% | $5000.00           | $3519.29           | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQH1041 | 2053-09-01      | 6.5000%  | 0.0000% | $1000.00           | $981.64            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQH1440 | 2053-09-01      | 5.5000%  | 0.0000% | $5002.00           | $3142.91           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQH2773 | 2053-09-01      | 5.0000%  | 0.0000% | $5000.00           | $3506.01           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQH4318 | 2053-10-01      | 5.5000%  | 0.0000% | $1000.00           | $749.86            | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQJ1152 | 2054-08-01      | 7.0000%  | 0.0000% | $5001.00           | $3697.32           | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQJ2131 | 2054-08-01      | 6.5000%  | 0.0000% | $9187799.00        | $5689512.90        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQJ2196 | 2054-08-01      | 6.0000%  | 0.0000% | $1000.00           | $812.02            | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQJ3930 | 2054-09-01      | 6.5000%  | 0.0000% | $1001.00           | $886.42            | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQJ4230 | 2054-09-01      | 6.5000%  | 0.0000% | $12359548.00       | $8826647.09        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQJ6008 | 2054-10-01      | 5.5000%  | 0.0000% | $10124587.00       | $9254565.78        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQJ6901 | 2054-10-01      | 6.5000%  | 0.0000% | $2432302.00        | $2564259.59        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CNQS0268 | 2032-09-01      | 5.0000%  | 0.0000% | $1000.00           | $233.58            | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLRA1860 | 2049-12-01      | 3.0000%  | 0.0000% | $1000.00           | $202.61            | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLRA3723 | 2050-10-01      | 2.0000%  | 0.0000% | $1192000.00        | $581732.30         | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLRA5807 | 2051-09-01      | 2.0000%  | 0.0000% | $1000.00           | $574.41            | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLRA5832 | 2051-09-01      | 2.5000%  | 0.0000% | $368427.00         | $219860.20         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLRA6844 | 2052-02-01      | 3.0000%  | 0.0000% | $1361.00           | $797.21            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRA9064 | 2053-05-01      | 5.5000%  | 0.0000% | $39099145.00       | $32401691.57       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRA9165 | 2053-06-01      | 5.5000%  | 0.0000% | $40818231.00       | $33972825.17       | Agency Mortgage-Backed Securities |
| FEPC 02.000 CIRC2276 | 2036-10-01      | 2.0000%  | 0.0000% | $2278535.00        | $1262765.85        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CNRD5276 | 2036-01-01      | 5.0000%  | 0.0000% | $190771.00         | $191536.97         | Agency Mortgage-Backed Securities |
| FEPC 02.500 ZLSI2108 | 2051-04-25      | 2.5000%  | 0.0000% | $4722800.00        | $3677094.95        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA5584 | 2055-01-01      | 4.5000%  | 0.0000% | $1000.00           | $930.47            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA5615 | 2055-02-01      | 6.0000%  | 0.0000% | $74489344.00       | $58223782.80       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLMA5631 | 2055-02-01      | 6.5000%  | 0.0000% | $7060022.00        | $5145953.97        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5673 | 2055-04-01      | 5.5000%  | 0.0000% | $89467304.00       | $80004718.31       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA5758 | 2055-07-01      | 4.5000%  | 0.0000% | $1000.00           | $956.23            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLMA5762 | 2055-07-01      | 6.5000%  | 0.0000% | $1024.00           | $878.43            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDB9254 | 2054-08-01      | 5.5000%  | 0.0000% | $1000.00           | $995.50            | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDC3816 | 2054-10-01      | 7.0000%  | 0.0000% | $1000.00           | $935.21            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDC6533 | 2054-11-01      | 5.0000%  | 0.0000% | $1008.00           | $938.44            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDD0039 | 2055-01-01      | 6.5000%  | 0.0000% | $2350944.00        | $1907915.57        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIDD2613 | 2040-02-01      | 6.0000%  | 0.0000% | $1000.00           | $840.88            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDD4985 | 2055-05-01      | 4.5000%  | 0.0000% | $1000.00           | $979.13            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDD6012 | 2055-04-01      | 6.5000%  | 0.0000% | $1000.00           | $1033.99           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDD6416 | 2055-04-01      | 6.5000%  | 0.0000% | $12277452.00       | $10730964.58       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDD7476 | 2055-04-01      | 5.5000%  | 0.0000% | $2686200.00        | $2715018.82        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDE1166 | 2055-06-01      | 6.5000%  | 0.0000% | $1000.00           | $935.75            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDE6054 | 2055-08-01      | 6.5000%  | 0.0000% | $1024.00           | $1026.99           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE6676 | 2055-08-01      | 5.5000%  | 0.0000% | $3000.00           | $3015.84           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDE6941 | 2056-01-01      | 5.0000%  | 0.0000% | $1978680.00        | $1991932.76        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE7258 | 2055-09-01      | 6.0000%  | 0.0000% | $1005.00           | $1037.08           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDF3127 | 2055-12-01      | 5.0000%  | 0.0000% | $1000.00           | $1010.08           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF3444 | 2055-10-01      | 6.0000%  | 0.0000% | $1000.00           | $1046.94           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDF3445 | 2055-10-01      | 6.5000%  | 0.0000% | $1003.00           | $1050.82           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDF6072 | 2056-01-01      | 5.0000%  | 0.0000% | $7597000.00        | $7372363.85        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAZ8218 | 2045-08-01      | 4.0000%  | 0.0000% | $1001.00           | $165.79            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAZ9244 | 2045-10-01      | 4.0000%  | 0.0000% | $4000.00           | $622.62            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBA2878 | 2045-10-01      | 4.0000%  | 0.0000% | $296707.00         | $30618.31          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBA2905 | 2045-11-01      | 4.0000%  | 0.0000% | $1000.00           | $146.88            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBA4737 | 2045-12-01      | 4.0000%  | 0.0000% | $3007.00           | $446.87            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBA4782 | 2046-01-01      | 4.0000%  | 0.0000% | $1008.00           | $146.93            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBA6486 | 2046-07-01      | 3.5000%  | 0.0000% | $2000.00           | $514.68            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CRBC0100 | 2045-12-01      | 3.5000%  | 0.0000% | $9000.00           | $1126.63           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBC1516 | 2046-08-01      | 4.0000%  | 0.0000% | $24440597.00       | $3761897.39        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CRBC3492 | 2046-02-01      | 3.5000%  | 0.0000% | $8000.00           | $2917.97           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CRBC2809 | 2046-08-01      | 3.5000%  | 0.0000% | $1667062.00        | $479611.88         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBC4421 | 2046-03-01      | 4.0000%  | 0.0000% | $8008.00           | $1260.57           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBC9002 | 2046-11-01      | 3.5000%  | 0.0000% | $2327.00           | $637.48            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBD0976 | 2046-04-01      | 4.5000%  | 0.0000% | $4001.00           | $317.49            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBD4331 | 2046-09-01      | 3.5000%  | 0.0000% | $17000.00          | $4014.92           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBD5350 | 2047-05-01      | 4.5000%  | 0.0000% | $2000.00           | $612.51            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBD5192 | 2046-07-01      | 3.5000%  | 0.0000% | $10001.00          | $2171.40           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBD8003 | 2046-09-01      | 3.5000%  | 0.0000% | $6209.00           | $932.45            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBD7724 | 2046-07-01      | 3.5000%  | 0.0000% | $1000.00           | $303.73            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBE3591 | 2048-06-01      | 4.5000%  | 0.0000% | $1391232.00        | $547456.29         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBE3596 | 2048-08-01      | 4.5000%  | 0.0000% | $5000.00           | $566.27            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBE3600 | 2048-11-01      | 4.5000%  | 0.0000% | $9000.00           | $4502.27           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBE3601 | 2048-11-01      | 4.5000%  | 0.0000% | $2001.00           | $434.99            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBE3605 | 2049-02-01      | 4.5000%  | 0.0000% | $1000.00           | $807.50            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBE3697 | 2047-06-01      | 4.0000%  | 0.0000% | $1049.00           | $245.78            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBE8609 | 2047-03-01      | 4.0000%  | 0.0000% | $1001.00           | $153.59            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBE8783 | 2047-06-01      | 4.5000%  | 0.0000% | $10000.00          | $1833.46           | Agency Mortgage-Backed Securities |
| FNMS 04.500 I6BF0833 | 2064-06-01      | 4.5000%  | 0.0000% | $3060.00           | $2861.81           | Agency Mortgage-Backed Securities |
| FNMS 04.000 I4BF0094 | 2056-05-01      | 4.0000%  | 0.0000% | $1000.00           | $228.73            | Agency Mortgage-Backed Securities |
| FNMS 04.000 I4BF0125 | 2056-07-01      | 4.0000%  | 0.0000% | $2000.00           | $548.13            | Agency Mortgage-Backed Securities |
| FNMS 04.500 I4BF0108 | 2056-06-01      | 4.5000%  | 0.0000% | $1001.00           | $232.14            | Agency Mortgage-Backed Securities |
| FNMS 04.000 I4BF0110 | 2056-03-01      | 4.0000%  | 0.0000% | $30544859.00       | $11497139.40       | Agency Mortgage-Backed Securities |
| FNMS 03.500 I4BF0130 | 2056-08-01      | 3.5000%  | 0.0000% | $3689.00           | $1107.49           | Agency Mortgage-Backed Securities |
| FNMS 04.500 I4BF0186 | 2057-02-01      | 4.5000%  | 0.0000% | $1046.00           | $291.88            | Agency Mortgage-Backed Securities |
| FNMS 04.000 I4BF0191 | 2057-06-01      | 4.0000%  | 0.0000% | $6251.00           | $1708.41           | Agency Mortgage-Backed Securities |
| FNMS 04.500 I4BF0170 | 2057-02-01      | 4.5000%  | 0.0000% | $2139.00           | $538.88            | Agency Mortgage-Backed Securities |
| FNMS 03.500 I4BF0179 | 2057-01-01      | 3.5000%  | 0.0000% | $2233.00           | $759.67            | Agency Mortgage-Backed Securities |
| FNMS 03.500 I4BF0181 | 2057-02-01      | 3.5000%  | 0.0000% | $176298794.00      | $51623106.60       | Agency Mortgage-Backed Securities |
| FNMS 03.500 I4BF0219 | 2057-09-01      | 3.5000%  | 0.0000% | $3000.00           | $952.97            | Agency Mortgage-Backed Securities |
| FNMS 03.500 I4BF0264 | 2058-05-01      | 3.5000%  | 0.0000% | $4000.00           | $1334.94           | Agency Mortgage-Backed Securities |
| FNMS 02.500 I4BF0560 | 2061-09-01      | 2.5000%  | 0.0000% | $599000.00         | $356353.11         | Agency Mortgage-Backed Securities |
| FNMS 02.500 I4BF0697 | 2062-12-01      | 2.5000%  | 0.0000% | $14246302.00       | $9665885.37        | Agency Mortgage-Backed Securities |
| FNMS 02.500 I6BF0680 | 2062-09-01      | 2.5000%  | 0.0000% | $3072.00           | $1926.55           | Agency Mortgage-Backed Securities |
| FNMS 04.500 I4BF0738 | 2063-06-01      | 4.5000%  | 0.0000% | $3951506.00        | $3097271.32        | Agency Mortgage-Backed Securities |
| FNMS 03.500 U6BF0755 | 2058-01-01      | 3.5000%  | 0.0000% | $206402.00         | $178052.09         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBH0358 | 2047-04-01      | 4.0000%  | 0.0000% | $24014.00          | $4622.63           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBH0500 | 2047-04-01      | 4.0000%  | 0.0000% | $7008.00           | $1683.50           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBH1485 | 2047-06-01      | 4.5000%  | 0.0000% | $1000.00           | $219.92            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBH2620 | 2047-08-01      | 3.5000%  | 0.0000% | $238129664.00      | $35878128.04       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBH2333 | 2047-05-01      | 4.0000%  | 0.0000% | $1000.00           | $259.15            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBH3067 | 2047-05-01      | 4.5000%  | 0.0000% | $1001.00           | $338.07            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBH4088 | 2047-10-01      | 4.5000%  | 0.0000% | $1034.00           | $317.04            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBH4277 | 2047-04-01      | 4.5000%  | 0.0000% | $1000.00           | $285.47            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBH4628 | 2047-06-01      | 4.5000%  | 0.0000% | $2000.00           | $764.57            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBH5111 | 2047-08-01      | 3.5000%  | 0.0000% | $1514584.00        | $534693.17         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBH6683 | 2047-07-01      | 4.0000%  | 0.0000% | $1024.00           | $32.77             | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBH7573 | 2047-08-01      | 4.0000%  | 0.0000% | $5000.00           | $1427.27           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBH7667 | 2047-10-01      | 4.5000%  | 0.0000% | $1000.00           | $356.83            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBH7668 | 2047-10-01      | 4.5000%  | 0.0000% | $1000.00           | $293.93            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBJ1081 | 2048-01-01      | 4.5000%  | 0.0000% | $10000.00          | $3478.72           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBJ2383 | 2047-11-01      | 3.5000%  | 0.0000% | $5000.00           | $2104.96           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBJ2948 | 2047-11-01      | 4.0000%  | 0.0000% | $2000.00           | $538.28            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBJ4624 | 2048-02-01      | 4.5000%  | 0.0000% | $1024.00           | $197.04            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBJ4618 | 2048-02-01      | 4.0000%  | 0.0000% | $26614221.00       | $4763146.94        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBJ7117 | 2048-08-01      | 4.5000%  | 0.0000% | $1000492.00        | $160943.22         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBJ7541 | 2048-12-01      | 5.0000%  | 0.0000% | $1000.00           | $473.01            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBJ7762 | 2049-04-01      | 4.5000%  | 0.0000% | $1000.00           | $325.92            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBJ7821 | 2049-05-01      | 4.5000%  | 0.0000% | $2000.00           | $378.49            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBK0913 | 2048-07-01      | 4.5000%  | 0.0000% | $1099.00           | $263.06            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIBK2214 | 2035-03-01      | 2.5000%  | 0.0000% | $821441.00         | $250175.66         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBK6169 | 2048-09-01      | 4.5000%  | 0.0000% | $1000.00           | $420.88            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBK6172 | 2048-09-01      | 4.5000%  | 0.0000% | $26002.00          | $8106.50           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBK6043 | 2048-09-01      | 4.5000%  | 0.0000% | $1000.00           | $497.60            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBK6431 | 2048-06-01      | 4.5000%  | 0.0000% | $1000.00           | $261.18            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBK6690 | 2048-11-01      | 4.5000%  | 0.0000% | $1000.00           | $551.02            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBK7487 | 2048-07-01      | 4.5000%  | 0.0000% | $1000.00           | $229.49            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBK8690 | 2048-07-01      | 4.5000%  | 0.0000% | $1828578.00        | $610069.44         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBK9008 | 2048-09-01      | 4.5000%  | 0.0000% | $25000.00          | $7401.86           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBK9050 | 2048-11-01      | 4.5000%  | 0.0000% | $2397000.00        | $834019.06         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBK9601 | 2048-06-01      | 4.0000%  | 0.0000% | $1781164.00        | $652370.29         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBK9762 | 2048-08-01      | 4.5000%  | 0.0000% | $1000.00           | $89.47             | Agency Mortgage-Backed Securities |
| MNMS 02.940 MTBL5079 | 2040-02-01      | 2.9400%  | 0.0000% | $1000.00           | $704.69            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBM2000 | 2047-05-01      | 3.5000%  | 0.0000% | $582645008.00      | $78864504.57       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIBM5307 | 2033-12-01      | 4.0000%  | 0.0000% | $1024.00           | $160.12            | Agency Mortgage-Backed Securities |
| FNMS 03.000 I4BM7362 | 2060-01-01      | 3.0000%  | 0.0000% | $75908864.00       | $54516884.48       | Agency Mortgage-Backed Securities |
| FNMS 03.500 I4BM7800 | 2058-08-01      | 3.5000%  | 0.0000% | $1962596.00        | $1750382.76        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBN0507 | 2048-09-01      | 5.0000%  | 0.0000% | $9000.00           | $859.72            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBN0508 | 2048-09-01      | 3.5000%  | 0.0000% | $1000.00           | $90.34             | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBN0975 | 2049-01-01      | 4.5000%  | 0.0000% | $4000.00           | $541.69            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBN1033 | 2049-04-01      | 4.5000%  | 0.0000% | $1020276.00        | $260517.80         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBN1207 | 2048-11-01      | 4.0000%  | 0.0000% | $1003.00           | $265.38            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBN1293 | 2048-10-01      | 4.5000%  | 0.0000% | $1000.00           | $447.45            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBN1457 | 2048-11-01      | 4.5000%  | 0.0000% | $1000.00           | $267.90            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBN1864 | 2048-09-01      | 4.5000%  | 0.0000% | $2997.00           | $1248.19           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBN2084 | 2048-10-01      | 4.5000%  | 0.0000% | $1000.00           | $304.92            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBN2148 | 2048-11-01      | 4.5000%  | 0.0000% | $4001.00           | $789.70            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBN3154 | 2049-05-01      | 4.5000%  | 0.0000% | $2000.00           | $306.82            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBN3155 | 2049-05-01      | 4.5000%  | 0.0000% | $6000.00           | $931.83            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBN3678 | 2049-02-01      | 5.0000%  | 0.0000% | $1000.00           | $182.94            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBN3861 | 2049-03-01      | 4.0000%  | 0.0000% | $1000.00           | $228.71            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBN3871 | 2049-04-01      | 4.0000%  | 0.0000% | $1000.00           | $127.95            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBN3872 | 2049-04-01      | 4.0000%  | 0.0000% | $8999.00           | $479.47            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBN4303 | 2048-12-01      | 5.0000%  | 0.0000% | $1000.00           | $160.22            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBN4845 | 2049-03-01      | 4.5000%  | 0.0000% | $1000.00           | $259.10            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBN4839 | 2049-02-01      | 4.5000%  | 0.0000% | $7002.00           | $1594.85           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBN4860 | 2049-01-01      | 5.0000%  | 0.0000% | $1502654.00        | $462627.80         | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q49260 G | 2047-07-01      | 4.0000%  | 0.0000% | $1002.00           | $383.71            | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q49304 G | 2047-07-01      | 4.0000%  | 0.0000% | $1000.00           | $377.67            | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q50600 G | 2047-09-01      | 4.0000%  | 0.0000% | $8000.00           | $2518.43           | Agency Mortgage-Backed Securities |
| 03.500 FGPC Q50914 G | 2047-09-01      | 3.5000%  | 0.0000% | $8000.00           | $2173.85           | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q50946 G | 2047-09-01      | 4.0000%  | 0.0000% | $9000.00           | $2029.16           | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q50952 G | 2047-09-01      | 4.0000%  | 0.0000% | $1001.00           | $430.99            | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q51255 G | 2047-10-01      | 4.0000%  | 0.0000% | $1000.00           | $270.97            | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q52693 G | 2047-12-01      | 4.0000%  | 0.0000% | $8000.00           | $1919.26           | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q52072 G | 2047-11-01      | 4.0000%  | 0.0000% | $8000.00           | $1637.80           | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q52358 G | 2047-11-01      | 4.0000%  | 0.0000% | $1000.00           | $347.63            | Agency Mortgage-Backed Securities |
| 04.500 FGPC Q53573 G | 2048-01-01      | 4.5000%  | 0.0000% | $9000.00           | $3061.28           | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q53147 G | 2047-12-01      | 4.0000%  | 0.0000% | $8998.00           | $2914.49           | Agency Mortgage-Backed Securities |
| 04.500 FGPC Q54960 G | 2048-03-01      | 4.5000%  | 0.0000% | $1000.00           | $239.06            | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q57072 G | 2048-07-01      | 4.0000%  | 0.0000% | $7000.00           | $1066.38           | Agency Mortgage-Backed Securities |
| 05.000 FGPC Q58035 G | 2048-08-01      | 5.0000%  | 0.0000% | $8000.00           | $2280.74           | Agency Mortgage-Backed Securities |
| 05.000 FGPC Q58037 G | 2048-08-01      | 5.0000%  | 0.0000% | $8000.00           | $3174.19           | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q57312 G | 2048-05-01      | 4.0000%  | 0.0000% | $7000.00           | $1119.40           | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q57334 G | 2048-05-01      | 4.0000%  | 0.0000% | $8000.00           | $2258.75           | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q57476 G | 2048-07-01      | 4.0000%  | 0.0000% | $7000.00           | $2363.54           | Agency Mortgage-Backed Securities |
| 04.500 FGPC Q57696 G | 2048-08-01      | 4.5000%  | 0.0000% | $1000.00           | $129.20            | Agency Mortgage-Backed Securities |
| 05.000 FGPC Q57805 G | 2048-08-01      | 5.0000%  | 0.0000% | $7000.00           | $716.85            | Agency Mortgage-Backed Securities |
| 05.000 FGPC Q57806 G | 2048-08-01      | 5.0000%  | 0.0000% | $6000.00           | $1991.15           | Agency Mortgage-Backed Securities |
| 04.500 FGPC Q57827 G | 2048-07-01      | 4.5000%  | 0.0000% | $8000.00           | $2113.00           | Agency Mortgage-Backed Securities |
| 04.500 FGPC Q58355 G | 2048-09-01      | 4.5000%  | 0.0000% | $8000.00           | $601.24            | Agency Mortgage-Backed Securities |
| 05.000 FGPC Q58384 G | 2048-09-01      | 5.0000%  | 0.0000% | $1000.00           | $126.63            | Agency Mortgage-Backed Securities |
| 05.000 FGPC Q58368 G | 2048-09-01      | 5.0000%  | 0.0000% | $7000.00           | $1727.50           | Agency Mortgage-Backed Securities |
| 05.000 FGPC Q58535 G | 2048-09-01      | 5.0000%  | 0.0000% | $6000.00           | $1724.73           | Agency Mortgage-Backed Securities |
| 05.000 FGPC Q58538 G | 2048-09-01      | 5.0000%  | 0.0000% | $1000.00           | $479.07            | Agency Mortgage-Backed Securities |
| 04.500 FGPC Q58621 G | 2048-09-01      | 4.5000%  | 0.0000% | $8000.00           | $1865.40           | Agency Mortgage-Backed Securities |
| 04.500 FGPC Q58671 G | 2048-09-01      | 4.5000%  | 0.0000% | $1000.00           | $642.85            | Agency Mortgage-Backed Securities |
| 05.000 FGPC Q58718 G | 2048-09-01      | 5.0000%  | 0.0000% | $1000.00           | $338.86            | Agency Mortgage-Backed Securities |
| 05.000 FGPC Q59887 G | 2048-11-01      | 5.0000%  | 0.0000% | $6000.00           | $2368.06           | Agency Mortgage-Backed Securities |
| 05.000 FGPC Q59889 G | 2048-11-01      | 5.0000%  | 0.0000% | $1000.00           | $197.11            | Agency Mortgage-Backed Securities |
| 05.000 FGPC Q59890 G | 2048-11-01      | 5.0000%  | 0.0000% | $6001.00           | $1717.30           | Agency Mortgage-Backed Securities |
| 05.000 FGPC Q59601 G | 2048-11-01      | 5.0000%  | 0.0000% | $1000.00           | $172.71            | Agency Mortgage-Backed Securities |
| 05.000 FGPC Q59602 G | 2048-11-01      | 5.0000%  | 0.0000% | $5000.00           | $1502.41           | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q59980 G | 2048-11-01      | 4.0000%  | 0.0000% | $6000.00           | $1227.72           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQA0841 | 2049-07-01      | 3.5000%  | 0.0000% | $7003.00           | $1652.14           | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQA0081 | 2049-06-01      | 4.5000%  | 0.0000% | $6000.00           | $1287.66           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQA0086 | 2049-06-01      | 3.5000%  | 0.0000% | $1000.00           | $425.76            | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQA0283 | 2049-06-01      | 3.5000%  | 0.0000% | $5000.00           | $1441.31           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQA0278 | 2049-05-01      | 5.0000%  | 0.0000% | $6000.00           | $999.59            | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQA0399 | 2049-06-01      | 4.5000%  | 0.0000% | $5000.00           | $1770.32           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQA0529 | 2049-06-01      | 3.5000%  | 0.0000% | $2001.00           | $484.38            | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQA0555 | 2049-06-01      | 4.5000%  | 0.0000% | $6000.00           | $693.11            | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQA0721 | 2049-06-01      | 3.5000%  | 0.0000% | $7000.00           | $1963.69           | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQA0903 | 2049-06-01      | 4.5000%  | 0.0000% | $7000.00           | $2381.30           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQA1124 | 2049-07-01      | 3.5000%  | 0.0000% | $6000.00           | $2157.41           | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQA1129 | 2049-07-01      | 4.5000%  | 0.0000% | $1000.00           | $217.68            | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQA1139 | 2049-07-01      | 5.0000%  | 0.0000% | $4000.00           | $740.23            | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQA1250 | 2049-07-01      | 3.5000%  | 0.0000% | $7000.00           | $2260.81           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQA1225 | 2049-07-01      | 3.5000%  | 0.0000% | $6000.00           | $1623.18           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQA1236 | 2049-07-01      | 3.5000%  | 0.0000% | $2000.00           | $370.99            | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQA1257 | 2049-07-01      | 3.5000%  | 0.0000% | $7000.00           | $1158.84           | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQA2150 | 2049-08-01      | 4.5000%  | 0.0000% | $5000.00           | $1476.31           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQA2564 | 2049-09-01      | 3.5000%  | 0.0000% | $7000.00           | $2338.00           | Agency Mortgage-Backed Securities |
| 03.000 FGPC G60765 G | 2046-11-01      | 3.0000%  | 0.0000% | $798000.00         | $195189.03         | Agency Mortgage-Backed Securities |
| 04.500 FGPC G61578 G | 2048-08-01      | 4.5000%  | 0.0000% | $1001.00           | $74.30             | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQA4355 | 2049-11-01      | 3.5000%  | 0.0000% | $1000.00           | $520.52            | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQA4360 | 2049-10-01      | 4.5000%  | 0.0000% | $7000.00           | $2219.43           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQA6179 | 2050-01-01      | 3.5000%  | 0.0000% | $6000.00           | $1782.76           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQA6180 | 2050-01-01      | 3.5000%  | 0.0000% | $7000.00           | $2686.57           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA4137 | 2054-11-01      | 5.5000%  | 0.0000% | $1024.00           | $1027.82           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFA4119 | 2050-08-01      | 3.5000%  | 0.0000% | $2000.00           | $1857.22           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFA4120 | 2050-02-01      | 3.0000%  | 0.0000% | $1008.00           | $913.29            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFA4129 | 2053-06-01      | 4.0000%  | 0.0000% | $1000.00           | $955.21            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFA4134 | 2047-12-01      | 3.5000%  | 0.0000% | $2023.00           | $1860.43           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFA4173 | 2050-01-01      | 3.5000%  | 0.0000% | $2027.00           | $1878.76           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFA4175 | 2050-01-01      | 4.5000%  | 0.0000% | $1436241.00        | $1429812.00        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA4145 | 2055-12-01      | 5.5000%  | 0.0000% | $1025.00           | $1051.81           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIFA4165 | 2037-03-01      | 2.0000%  | 0.0000% | $5556344.00        | $5073490.38        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA4180 | 2052-11-01      | 5.5000%  | 0.0000% | $7732880.00        | $7984709.43        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFA4181 | 2049-05-01      | 4.0000%  | 0.0000% | $6220483.00        | $6036213.82        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFA4182 | 2052-05-01      | 2.5000%  | 0.0000% | $12802938.00       | $10956739.63       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFA4267 | 2054-04-01      | 4.0000%  | 0.0000% | $1028.00           | $997.47            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA4291 | 2056-01-01      | 5.5000%  | 0.0000% | $1024.00           | $1053.84           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM1715 | 2045-12-01      | 3.0000%  | 0.0000% | $11000.00          | $2513.07           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM1002 | 2048-01-01      | 3.5000%  | 0.0000% | $3000.00           | $754.20            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM1010 | 2048-07-01      | 3.5000%  | 0.0000% | $16589505.00       | $2994324.94        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM1239 | 2048-11-01      | 3.5000%  | 0.0000% | $3000.00           | $394.40            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFM1242 | 2049-07-01      | 5.0000%  | 0.0000% | $371000.00         | $79931.80          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM1347 | 2048-12-01      | 3.0000%  | 0.0000% | $2681171.00        | $606314.87         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFM1321 | 2048-10-01      | 4.0000%  | 0.0000% | $9634000.00        | $2794432.98        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIFM1409 | 2034-08-01      | 3.5000%  | 0.0000% | $10000.00          | $1871.52           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIFM1395 | 2034-08-01      | 3.0000%  | 0.0000% | $8271000.00        | $1112744.27        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM1467 | 2047-12-01      | 3.0000%  | 0.0000% | $9000.00           | $2038.09           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFM1569 | 2048-04-01      | 4.5000%  | 0.0000% | $11235724.00       | $3248248.38        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM1635 | 2049-09-01      | 3.5000%  | 0.0000% | $1000.00           | $156.20            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFM1626 | 2048-11-01      | 4.0000%  | 0.0000% | $1000.00           | $97.10             | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIFM2691 | 2035-04-01      | 2.5000%  | 0.0000% | $9000.00           | $3709.11           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFM1942 | 2048-07-01      | 4.5000%  | 0.0000% | $9219.00           | $1379.65           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM2122 | 2049-12-01      | 3.5000%  | 0.0000% | $1031.00           | $321.92            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFM2171 | 2049-07-01      | 4.0000%  | 0.0000% | $46496835.00       | $13137925.58       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFM2334 | 2041-05-01      | 6.0000%  | 0.0000% | $1000.00           | $347.13            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM2963 | 2050-02-01      | 3.0000%  | 0.0000% | $855000.00         | $271731.45         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM3118 | 2050-05-01      | 3.0000%  | 0.0000% | $4086584.00        | $1632724.51        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CTFM3123 | 2038-03-01      | 2.5000%  | 0.0000% | $1000.00           | $241.54            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFM3148 | 2050-02-01      | 4.0000%  | 0.0000% | $55000.00          | $24179.36          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM3279 | 2045-10-01      | 3.5000%  | 0.0000% | $1000.00           | $343.63            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIFM3462 | 2033-12-01      | 3.5000%  | 0.0000% | $1000.00           | $191.03            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFM4495 | 2050-10-01      | 2.0000%  | 0.0000% | $1000.00           | $494.26            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFM3782 | 2050-07-01      | 2.0000%  | 0.0000% | $1000.00           | $476.10            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIFM3869 | 2035-06-01      | 3.0000%  | 0.0000% | $1000.00           | $165.20            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIFM3940 | 2035-08-01      | 2.5000%  | 0.0000% | $69997040.00       | $21889111.36       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM3982 | 2050-05-01      | 3.5000%  | 0.0000% | $1000.00           | $212.84            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM4251 | 2049-12-01      | 3.5000%  | 0.0000% | $239000.00         | $35430.26          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM4622 | 2050-07-01      | 3.0000%  | 0.0000% | $1000.00           | $286.72            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM4696 | 2050-10-01      | 3.0000%  | 0.0000% | $1001.00           | $343.39            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM4737 | 2050-09-01      | 3.5000%  | 0.0000% | $1000.00           | $326.87            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFM4761 | 2050-10-01      | 2.0000%  | 0.0000% | $3974700.00        | $1962607.53        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFM4904 | 2050-11-01      | 2.5000%  | 0.0000% | $1000.00           | $418.79            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM5197 | 2050-03-01      | 3.5000%  | 0.0000% | $2000.00           | $559.29            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFM5750 | 2050-08-01      | 4.0000%  | 0.0000% | $2000.00           | $478.92            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM6063 | 2051-02-01      | 3.0000%  | 0.0000% | $495026.00         | $260737.65         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFM7152 | 2051-05-01      | 2.0000%  | 0.0000% | $186624.00         | $84814.14          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFM6555 | 2051-04-01      | 2.0000%  | 0.0000% | $1000.00           | $554.48            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM6649 | 2050-07-01      | 3.0000%  | 0.0000% | $2000.00           | $991.60            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFM6799 | 2051-04-01      | 2.5000%  | 0.0000% | $1000.00           | $592.77            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFM7031 | 2051-01-01      | 4.0000%  | 0.0000% | $2000.00           | $587.97            | Agency Mortgage-Backed Securities |
| FNMS 04.750 CLFM7015 | 2036-03-01      | 4.7500%  | 0.0000% | $1000.00           | $313.91            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFM7995 | 2051-07-01      | 2.5000%  | 0.0000% | $1000.00           | $547.02            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFM8041 | 2051-07-01      | 2.0000%  | 0.0000% | $1000.00           | $592.03            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIFM7391 | 2036-05-01      | 2.5000%  | 0.0000% | $1000.00           | $374.98            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFM7411 | 2051-05-01      | 2.0000%  | 0.0000% | $130151.00         | $81987.26          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIFM7495 | 2036-04-01      | 2.0000%  | 0.0000% | $330278.00         | $145701.00         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM8576 | 2050-02-01      | 3.0000%  | 0.0000% | $1000.00           | $498.95            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFM9138 | 2050-03-01      | 4.0000%  | 0.0000% | $1008.00           | $488.10            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFS0212 | 2051-12-01      | 2.0000%  | 0.0000% | $1000.00           | $589.83            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS0232 | 2051-12-01      | 3.0000%  | 0.0000% | $1024.00           | $700.35            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS1074 | 2052-03-01      | 3.0000%  | 0.0000% | $1000.00           | $635.18            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS2031 | 2052-05-01      | 3.5000%  | 0.0000% | $1000.00           | $688.30            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS2489 | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $752.69            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFS2831 | 2046-03-01      | 4.0000%  | 0.0000% | $1000.00           | $706.29            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS3385 | 2052-12-01      | 5.5000%  | 0.0000% | $1049000.00        | $779221.61         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS3439 | 2052-12-01      | 5.5000%  | 0.0000% | $1000.00           | $744.14            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS3806 | 2052-07-01      | 2.5000%  | 0.0000% | $1000.00           | $712.36            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA4784 | 2052-10-01      | 4.5000%  | 0.0000% | $2000.00           | $1516.72           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIMA4789 | 2037-09-01      | 4.5000%  | 0.0000% | $573498.00         | $308854.79         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA4868 | 2053-01-01      | 5.0000%  | 0.0000% | $745265.00         | $587731.46         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA4869 | 2053-01-01      | 5.5000%  | 0.0000% | $1008.00           | $729.06            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA4917 | 2053-02-01      | 4.5000%  | 0.0000% | $1019.00           | $824.33            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA5011 | 2053-05-01      | 6.0000%  | 0.0000% | $1034.00           | $704.10            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA5040 | 2053-06-01      | 6.0000%  | 0.0000% | $1024.00           | $674.56            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA5073 | 2053-07-01      | 6.0000%  | 0.0000% | $1024.00           | $712.81            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5107 | 2053-08-01      | 5.5000%  | 0.0000% | $1008.00           | $784.61            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA5177 | 2053-10-01      | 4.0000%  | 0.0000% | $1000.00           | $835.59            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA5188 | 2053-11-01      | 4.5000%  | 0.0000% | $1000.00           | $871.56            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5190 | 2053-11-01      | 5.5000%  | 0.0000% | $1008.00           | $819.45            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIMA5220 | 2038-12-01      | 6.0000%  | 0.0000% | $1008.00           | $466.45            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5246 | 2054-01-01      | 5.5000%  | 0.0000% | $1008.00           | $835.05            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLMA5446 | 2054-08-01      | 6.5000%  | 0.0000% | $1000.00           | $630.97            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA5550 | 2054-12-01      | 4.0000%  | 0.0000% | $14000.00          | $12805.49          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBV5162 | 2052-03-01      | 3.5000%  | 0.0000% | $1001.00           | $801.30            | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQA4525 | 2049-10-01      | 3.5000%  | 0.0000% | $69302.00          | $17131.84          | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLQA4810 | 2049-11-01      | 4.0000%  | 0.0000% | $6003.00           | $1529.58           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQA5220 | 2049-12-01      | 3.5000%  | 0.0000% | $1000.00           | $488.08            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL190350 | 2034-03-01      | 5.5000%  | 0.0000% | $1177.00           | $7.89              | Agency Mortgage-Backed Securities |
| FNMS 08.000 CL535533 | 2030-10-01      | 8.0000%  | 0.0000% | $1113.00           | $0.45              | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL555135 | 2032-12-01      | 6.5000%  | 0.0000% | $5297.00           | $5.77              | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL628485 | 2032-03-01      | 6.5000%  | 0.0000% | $1012.00           | $4.48              | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAH3583 | 2040-12-01      | 4.0000%  | 0.0000% | $7001.00           | $284.53            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAH4474 | 2041-01-01      | 4.0000%  | 0.0000% | $4184.00           | $250.95            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAI7232 | 2041-07-01      | 4.5000%  | 0.0000% | $1888883.00        | $69534.49          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CQAK0765 | 2042-03-01      | 4.0000%  | 0.0000% | $7000.00           | $664.05            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAK1516 | 2042-02-01      | 4.0000%  | 0.0000% | $3008.00           | $342.29            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAK3106 | 2042-02-01      | 3.5000%  | 0.0000% | $6006.00           | $936.84            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAL1835 | 2038-06-01      | 4.5000%  | 0.0000% | $1004.00           | $42.42             | Agency Mortgage-Backed Securities |
| FNMS 03.500 CRAL3024 | 2043-01-01      | 3.5000%  | 0.0000% | $800000.00         | $105106.14         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLAL4769 | 2044-01-01      | 5.0000%  | 0.0000% | $1000.00           | $73.92             | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAL5064 | 2044-02-01      | 4.5000%  | 0.0000% | $6155.00           | $609.57            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAL7481 | 2044-07-01      | 3.5000%  | 0.0000% | $1000.00           | $198.28            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAO0210 | 2042-05-01      | 4.0000%  | 0.0000% | $5042.00           | $356.05            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAO5942 | 2042-06-01      | 3.5000%  | 0.0000% | $7056.00           | $839.17            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAO9551 | 2042-07-01      | 4.0000%  | 0.0000% | $6000.00           | $808.08            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAP2981 | 2042-08-01      | 4.0000%  | 0.0000% | $6058.00           | $907.95            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAP4450 | 2042-08-01      | 4.0000%  | 0.0000% | $7999.00           | $814.93            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAQ0017 | 2042-10-01      | 4.0000%  | 0.0000% | $10000.00          | $935.75            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CRAQ3308 | 2042-11-01      | 3.5000%  | 0.0000% | $1000.00           | $189.20            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAQ7047 | 2042-12-01      | 3.5000%  | 0.0000% | $10000.00          | $2379.77           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CRAQ9541 | 2042-11-01      | 4.0000%  | 0.0000% | $1000.00           | $117.24            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAR2410 | 2042-12-01      | 4.0000%  | 0.0000% | $1000.00           | $171.53            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAR3198 | 2043-03-01      | 3.5000%  | 0.0000% | $6000.00           | $1018.70           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAR8634 | 2043-03-01      | 4.0000%  | 0.0000% | $7001.00           | $1591.88           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAR9367 | 2043-04-01      | 4.0000%  | 0.0000% | $2000.00           | $244.55            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAR9386 | 2043-04-01      | 4.0000%  | 0.0000% | $5001.00           | $1926.90           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAS1336 | 2043-12-01      | 4.5000%  | 0.0000% | $7167.00           | $340.65            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIAS3594 | 2029-10-01      | 3.0000%  | 0.0000% | $494000.00         | $31582.05          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CRAS5038 | 2045-05-01      | 4.0000%  | 0.0000% | $1000.00           | $108.08            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CRAS5221 | 2045-06-01      | 3.5000%  | 0.0000% | $7006.00           | $2075.41           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAS6223 | 2045-11-01      | 4.0000%  | 0.0000% | $24239481.00       | $5527002.58        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAS6597 | 2046-02-01      | 4.0000%  | 0.0000% | $1000.00           | $68.49             | Agency Mortgage-Backed Securities |
| FNMS 03.500 CRAS7969 | 2046-09-01      | 3.5000%  | 0.0000% | $5000.00           | $1604.72           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS7385 | 2046-06-01      | 3.5000%  | 0.0000% | $1024.00           | $284.34            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAS8943 | 2047-03-01      | 3.0000%  | 0.0000% | $478015630.00      | $102479483.66      | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS9006 | 2043-08-01      | 3.5000%  | 0.0000% | $11405.00          | $1543.17           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAT1349 | 2043-03-01      | 4.0000%  | 0.0000% | $1178898.00        | $207095.99         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAT2780 | 2043-04-01      | 4.0000%  | 0.0000% | $4001.00           | $441.25            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAT3310 | 2043-04-01      | 4.0000%  | 0.0000% | $1000.00           | $145.05            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAT4918 | 2043-05-01      | 4.0000%  | 0.0000% | $6000.00           | $678.00            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAT5893 | 2043-06-01      | 3.0000%  | 0.0000% | $196258816.00      | $33853534.11       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAT6360 | 2044-07-01      | 4.0000%  | 0.0000% | $2000.00           | $264.15            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAT8615 | 2043-07-01      | 3.5000%  | 0.0000% | $1000.00           | $219.68            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAU0304 | 2043-07-01      | 4.0000%  | 0.0000% | $1000.00           | $117.32            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAU7307 | 2043-08-01      | 4.0000%  | 0.0000% | $3687981.00        | $393599.61         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAU9237 | 2038-10-01      | 4.0000%  | 0.0000% | $1000.00           | $129.31            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CRAU9356 | 2043-11-01      | 4.0000%  | 0.0000% | $5000.00           | $1306.21           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAV1870 | 2043-12-01      | 4.5000%  | 0.0000% | $1007.00           | $46.47             | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAV8835 | 2044-09-01      | 4.0000%  | 0.0000% | $8000.00           | $1084.40           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAW5818 | 2044-08-01      | 4.0000%  | 0.0000% | $1000.00           | $164.93            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAW8254 | 2044-07-01      | 4.0000%  | 0.0000% | $1008.00           | $138.36            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAW9490 | 2044-11-01      | 4.0000%  | 0.0000% | $2286.00           | $47.42             | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAX1190 | 2044-10-01      | 4.0000%  | 0.0000% | $3001.00           | $1045.30           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAX6481 | 2044-11-01      | 4.0000%  | 0.0000% | $8489272.00        | $1178621.82        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAY1242 | 2045-01-01      | 4.0000%  | 0.0000% | $1129294.00        | $203746.04         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CRAY1318 | 2045-03-01      | 4.0000%  | 0.0000% | $26466.00          | $3371.64           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAY3178 | 2045-02-01      | 4.0000%  | 0.0000% | $7000.00           | $513.72            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CRAY3392 | 2045-04-01      | 4.0000%  | 0.0000% | $6000.00           | $957.25            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CRAY4215 | 2045-05-01      | 3.5000%  | 0.0000% | $4001.00           | $233.71            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAY6103 | 2045-06-01      | 3.0000%  | 0.0000% | $1000.00           | $139.69            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAY8218 | 2045-05-01      | 4.0000%  | 0.0000% | $5000.00           | $475.00            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CRAZ0842 | 2045-07-01      | 3.5000%  | 0.0000% | $1000.00           | $269.63            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAZ2620 | 2045-08-01      | 3.5000%  | 0.0000% | $2000.00           | $305.99            | Agency Mortgage-Backed Securities |
| FNMS 06.000 NP745962 | 2036-09-01      | 6.0000%  | 0.0000% | $162155541.00      | $365250.89         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL831404 | 2036-03-01      | 6.0000%  | 0.0000% | $7147.00           | $45.91             | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL831395 | 2036-04-01      | 6.0000%  | 0.0000% | $44747920.00       | $533963.89         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL849355 | 2036-01-01      | 6.0000%  | 0.0000% | $4126.00           | $69.42             | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL850088 | 2035-11-01      | 6.0000%  | 0.0000% | $37407971.00       | $267639.48         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL851161 | 2036-04-01      | 6.0000%  | 0.0000% | $3014.00           | $31.86             | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL852322 | 2036-04-01      | 6.0000%  | 0.0000% | $6189.00           | $40.12             | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL852707 | 2036-01-01      | 6.0000%  | 0.0000% | $7993.00           | $58.92             | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL869016 | 2036-05-01      | 6.0000%  | 0.0000% | $2177.00           | $3.02              | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL870158 | 2036-03-01      | 6.0000%  | 0.0000% | $1022.00           | $2.87              | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL871311 | 2036-05-01      | 6.0000%  | 0.0000% | $6145.00           | $12.10             | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL872247 | 2036-05-01      | 6.0000%  | 0.0000% | $16868.00          | $38.89             | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL872293 | 2036-05-01      | 6.0000%  | 0.0000% | $6830.00           | $59.87             | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL872280 | 2036-05-01      | 6.0000%  | 0.0000% | $6179.00           | $42.18             | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL872316 | 2036-05-01      | 6.0000%  | 0.0000% | $6087.00           | $35.19             | Agency Mortgage-Backed Securities |
| FNMS 06.000 NP878450 | 2036-08-01      | 6.0000%  | 0.0000% | $1056.00           | $4.20              | Agency Mortgage-Backed Securities |
| FNMS 06.500 NP878451 | 2036-08-01      | 6.5000%  | 0.0000% | $1024.00           | $1.45              | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL878096 | 2036-04-01      | 6.0000%  | 0.0000% | $1024.00           | $9.60              | Agency Mortgage-Backed Securities |
| FNMS 06.500 NP878663 | 2036-02-01      | 6.5000%  | 0.0000% | $28320440.00       | $260883.59         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL879495 | 2036-02-01      | 6.0000%  | 0.0000% | $3087.00           | $37.68             | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL879509 | 2036-03-01      | 6.0000%  | 0.0000% | $16853344.00       | $228118.57         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL880086 | 2036-03-01      | 6.0000%  | 0.0000% | $6144.00           | $60.51             | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL880307 | 2036-04-01      | 6.0000%  | 0.0000% | $2122.00           | $3.96              | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL880316 | 2036-04-01      | 6.0000%  | 0.0000% | $5040.00           | $17.20             | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL880422 | 2036-04-01      | 6.0000%  | 0.0000% | $1025.00           | $11.36             | Agency Mortgage-Backed Securities |
| FNMS 06.000 NP880413 | 2036-10-01      | 6.0000%  | 0.0000% | $2059.00           | $4.96              | Agency Mortgage-Backed Securities |
| FNMS 05.500 NP880419 | 2036-12-01      | 5.5000%  | 0.0000% | $6145.00           | $6.97              | Agency Mortgage-Backed Securities |
| FNMS 06.000 NP880456 | 2036-04-01      | 6.0000%  | 0.0000% | $1008.00           | $4.43              | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL880824 | 2036-04-01      | 6.0000%  | 0.0000% | $18409920.00       | $132241.32         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL880829 | 2036-04-01      | 6.0000%  | 0.0000% | $1024.00           | $6.38              | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL882005 | 2036-04-01      | 6.0000%  | 0.0000% | $6145.00           | $71.44             | Agency Mortgage-Backed Securities |
| FNMS 06.500 NP881738 | 2036-03-01      | 6.5000%  | 0.0000% | $7271.00           | $38.29             | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL881723 | 2036-03-01      | 6.0000%  | 0.0000% | $1024.00           | $6.36              | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDA3178 | 2053-11-01      | 6.5000%  | 0.0000% | $1000.00           | $907.25            | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDA3464 | 2053-11-01      | 7.0000%  | 0.0000% | $1000.00           | $953.24            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDA3971 | 2053-11-01      | 6.5000%  | 0.0000% | $4039.00           | $2772.90           | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDA4647 | 2053-12-01      | 7.0000%  | 0.0000% | $1000.00           | $663.64            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDA4711 | 2053-12-01      | 6.5000%  | 0.0000% | $6050.00           | $3530.05           | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDA4937 | 2053-11-01      | 7.0000%  | 0.0000% | $1001.00           | $705.31            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDA5463 | 2053-11-01      | 6.5000%  | 0.0000% | $1000.00           | $896.86            | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDA7118 | 2053-12-01      | 7.0000%  | 0.0000% | $3000.00           | $1259.65           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDA6377 | 2053-12-01      | 6.5000%  | 0.0000% | $4000.00           | $2827.99           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDB0473 | 2054-05-01      | 5.5000%  | 0.0000% | $735138.00         | $737602.29         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDB4254 | 2054-07-01      | 6.5000%  | 0.0000% | $1897.00           | $1256.14           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDB6103 | 2054-07-01      | 6.5000%  | 0.0000% | $1000.00           | $799.58            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDB8176 | 2054-08-01      | 6.0000%  | 0.0000% | $1000.00           | $879.24            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDB9889 | 2054-08-01      | 6.5000%  | 0.0000% | $1000.00           | $790.19            | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLQI3548 | 2054-04-01      | 4.0000%  | 0.0000% | $1000.00           | $920.19            | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQI9240 | 2054-07-01      | 6.5000%  | 0.0000% | $1524476.00        | $1081355.37        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CIQO4176 | 2040-09-01      | 5.5000%  | 0.0000% | $1525440.00        | $1538590.20        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CIQO4908 | 2041-01-01      | 5.0000%  | 0.0000% | $1000.00           | $1025.44           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBN4887 | 2049-04-01      | 4.5000%  | 0.0000% | $9000.00           | $1658.31           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBN5408 | 2049-04-01      | 4.5000%  | 0.0000% | $1000.00           | $121.79            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBN5409 | 2049-04-01      | 3.5000%  | 0.0000% | $1000.00           | $186.57            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBN5471 | 2049-01-01      | 4.5000%  | 0.0000% | $1000.00           | $177.44            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBN5945 | 2049-06-01      | 3.5000%  | 0.0000% | $10002.00          | $2605.51           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBN6534 | 2049-03-01      | 5.0000%  | 0.0000% | $11010.00          | $1800.41           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBN6683 | 2049-06-01      | 3.5000%  | 0.0000% | $399000.00         | $48277.81          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBN6805 | 2049-02-01      | 4.5000%  | 0.0000% | $3000.00           | $834.09            | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ7654 | 2055-11-01      | 6.0000%  | 0.0000% | $1000.00           | $1021.07           | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQZ7925 | 2055-11-01      | 6.5000%  | 0.0000% | $6361216.00        | $6660700.35        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSL3313 | 2055-11-01      | 6.5000%  | 0.0000% | $1008.00           | $1028.27           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRJ1232 | 2054-04-01      | 6.0000%  | 0.0000% | $1006.00           | $634.14            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRJ1511 | 2054-05-01      | 5.5000%  | 0.0000% | $1024.00           | $953.62            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRJ3640 | 2055-03-01      | 5.5000%  | 0.0000% | $7578606.00        | $7158904.58        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRJ5136 | 2055-10-01      | 5.5000%  | 0.0000% | $1024.00           | $1030.91           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA4634 | 2056-01-01      | 5.5000%  | 0.0000% | $4186381.00        | $4339801.63        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLTA5414 | 2056-02-01      | 4.5000%  | 0.0000% | $1000.00           | $987.56            | Agency Mortgage-Backed Securities |

### Security 691: CANADIAN IMPERIAL BANK OF COMMERCE

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1EQJB5, C.3 - LEI: 2IGI19DL77OX0HC3ZE78, C.5 - Other ID: ARP1EQJB5
- **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:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 | 2047-05-15      | 3.0000%  | 0.0000% | $25600.00          | $19333.26          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-05-15      | 3.1250%  | 0.0000% | $181200.00         | $138486.77         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-02-15      | 3.0000%  | 0.0000% | $29700.00          | $22231.03          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-05-15      | 2.8750%  | 0.0000% | $4400.00           | $3175.16           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-08-15      | 2.2500%  | 0.0000% | $6953300.00        | $4421024.53        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-02-15      | 2.0000%  | 0.0000% | $200.00            | $118.93            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-02-15      | 2.0000%  | 0.0000% | $12600.00          | $7492.66           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-05-15      | 1.2500%  | 0.0000% | $500.00            | $240.42            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-08-15      | 1.3750%  | 0.0000% | $29200.00          | $14532.64          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-02-15      | 1.8750%  | 0.0000% | $100.00            | $56.66             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-02-15      | 0.1250%  | 0.0000% | $700.00            | $471.75            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-05-15      | 2.3750%  | 0.0000% | $400.00            | $253.61            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-11-15      | 1.8750%  | 0.0000% | $1500.00           | $833.56            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-02-15      | 0.1250%  | 0.0000% | $200.00            | $123.13            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-05-15      | 3.2500%  | 0.0000% | $181900.00         | $152387.31         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-08-15      | 3.0000%  | 0.0000% | $100.00            | $72.81             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-08-15      | 3.3750%  | 0.0000% | $200.00            | $171.61            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-08-15      | 4.1250%  | 0.0000% | $5200.00           | $4686.75           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-11-15      | 4.7500%  | 0.0000% | $1200.00           | $1186.68           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-11-15      | 4.7500%  | 0.0000% | $58400.00          | $57751.67          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-02-15      | 4.2500%  | 0.0000% | $100.00            | $92.06             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-02-15      | 4.2500%  | 0.0000% | $59500.00          | $54773.63          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-02-15      | 4.5000%  | 0.0000% | $364200.00         | $358729.89         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-08-15      | 4.2500%  | 0.0000% | $11836300.00       | $10896890.44       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-08-15      | 4.1250%  | 0.0000% | $100.00            | $93.41             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-11-15      | 4.6250%  | 0.0000% | $200.00            | $197.23            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-08-15      | 4.7500%  | 0.0000% | $38200.00          | $38255.31          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-15      | 0.3750%  | 0.0000% | $15800.00          | $20877.11          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-15      | 2.2500%  | 0.0000% | $200.00            | $198.20            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-30      | 1.6250%  | 0.0000% | $300.00            | $296.06            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-31      | 1.5000%  | 0.0000% | $200.00            | $197.45            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-11-15      | 0.8750%  | 0.0000% | $100.00            | $87.49             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-31      | 0.7500%  | 0.0000% | $1400.00           | $1330.46           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-31      | 0.7500%  | 0.0000% | $900.00            | $892.45            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-31      | 1.1250%  | 0.0000% | $1300.00           | $1228.01           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-10-31      | 1.3750%  | 0.0000% | $100.00            | $94.57             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-11-15      | 1.3750%  | 0.0000% | $319900.00         | $278969.35         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-01-15      | 0.1250%  | 0.0000% | $306200.00         | $330910.29         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-02-15      | 1.8750%  | 0.0000% | $100.00            | $89.81             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-28      | 1.8750%  | 0.0000% | $300.00            | $287.21            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 2.7500%  | 0.0000% | $100.00            | $99.73             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-07-15      | 0.6250%  | 0.0000% | $1247400.00        | $1319935.44        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-31      | 3.1250%  | 0.0000% | $2400.00           | $2386.62           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-15      | 1.6250%  | 0.0000% | $200.00            | $223.33            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-31      | 3.8750%  | 0.0000% | $100.00            | $100.92            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-01-31      | 3.5000%  | 0.0000% | $158700.00         | $160153.36         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-01-15      | 1.1250%  | 0.0000% | $1000.00           | $1055.07           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-15      | 1.2500%  | 0.0000% | $3900.00           | $4251.25           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-15      | 3.6250%  | 0.0000% | $200.00            | $201.47            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-31      | 3.6250%  | 0.0000% | $100.00            | $100.73            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-10-15      | 2.3750%  | 0.0000% | $1200.00           | $1328.40           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-11-30      | 4.3750%  | 0.0000% | $23492200.00       | $24251532.06       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-02-15      | 4.0000%  | 0.0000% | $100.00            | $101.01            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-28      | 4.2500%  | 0.0000% | $100.00            | $103.58            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-03-15      | 4.2500%  | 0.0000% | $200.00            | $204.73            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-15      | 4.5000%  | 0.0000% | $100.00            | $102.42            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-04-30      | 4.6250%  | 0.0000% | $100.00            | $104.13            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-15      | 4.3750%  | 0.0000% | $100.00            | $101.35            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-07-15      | 1.8750%  | 0.0000% | $2616600.00        | $2738545.36        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-08-31      | 3.7500%  | 0.0000% | $100.00            | $100.90            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-09-30      | 3.5000%  | 0.0000% | $100.00            | $100.52            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-31      | 3.8177%  | 0.0000% | $87200.00          | $88145.05          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-10-31      | 4.1250%  | 0.0000% | $300.00            | $306.49            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-11-15      | 4.2500%  | 0.0000% | $1100.00           | $1115.46           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-11-30      | 4.1250%  | 0.0000% | $100.00            | $102.15            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-01-31      | 4.2500%  | 0.0000% | $600.00            | $624.31            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-01-15      | 2.1250%  | 0.0000% | $100.00            | $105.40            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-02-15      | 4.6250%  | 0.0000% | $300.00            | $315.96            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-02-29      | 4.1250%  | 0.0000% | $400.00            | $410.89            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-03-15      | 3.8750%  | 0.0000% | $100.00            | $102.13            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-03-15      | 3.8750%  | 0.0000% | $500.00            | $510.66            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-15      | 3.7500%  | 0.0000% | $200.00            | $202.99            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 3.7500%  | 0.0000% | $100.00            | $101.20            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-04-30      | 3.8750%  | 0.0000% | $6200.00           | $6291.15           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-04-30      | 4.0000%  | 0.0000% | $3100.00           | $3138.25           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-04-15      | 1.6250%  | 0.0000% | $2300.00           | $2387.82           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-15      | 3.7500%  | 0.0000% | $1100.00           | $1113.06           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-05-31      | 4.0000%  | 0.0000% | $1700.00           | $1727.93           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-06-30      | 4.0000%  | 0.0000% | $3100.00           | $3114.94           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-06-30      | 3.7500%  | 0.0000% | $200.00            | $201.22            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-15      | 3.8750%  | 0.0000% | $900.00            | $907.69            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-08-15      | 4.2500%  | 0.0000% | $100.00            | $102.10            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-08-15      | 4.2500%  | 0.0000% | $365300.00         | $372970.63         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-08-31      | 3.8750%  | 0.0000% | $100.00            | $100.95            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-31      | 3.5000%  | 0.0000% | $100.00            | $100.81            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-10-15      | 1.1250%  | 0.0000% | $1000.00           | $1000.44           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-15      | 3.5000%  | 0.0000% | $100.00            | $100.46            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-11-30      | 3.7500%  | 0.0000% | $100.00            | $99.04             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-12-15      | 3.5000%  | 0.0000% | $800.00            | $801.31            | U.S. Treasuries (including strips) |
| FNMS 04.000 CLCB3273   | 2052-04-01      | 4.0000%  | 0.0000% | $35132091.00       | $24185385.06       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB6543   | 2053-06-01      | 6.5000%  | 0.0000% | $1024.00           | $745.29            | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLCB8028   | 2054-02-01      | 7.0000%  | 0.0000% | $1009.00           | $720.83            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB7431   | 2053-11-01      | 5.5000%  | 0.0000% | $2914947.00        | $2369032.86        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB7511   | 2053-11-01      | 6.5000%  | 0.0000% | $29201495.00       | $20017641.31       | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLCB7659   | 2053-12-01      | 7.0000%  | 0.0000% | $11297908.00       | $8425190.28        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB8326   | 2054-04-01      | 5.5000%  | 0.0000% | $3047106.00        | $2718842.78        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB9452   | 2054-11-01      | 4.5000%  | 0.0000% | $9142232.00        | $8400771.73        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA1563   | 2055-04-01      | 5.5000%  | 0.0000% | $136981.00         | $135015.16         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFA1994   | 2055-04-01      | 6.5000%  | 0.0000% | $228718.00         | $216370.55         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM7699   | 2048-11-01      | 3.0000%  | 0.0000% | $23145131.00       | $10721311.01       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFS5972   | 2053-10-01      | 6.5000%  | 0.0000% | $6875160.00        | $5018405.67        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCC1014   | 2055-09-01      | 5.5000%  | 0.0000% | $8288.00           | $8292.51           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CL890769   | 2046-11-01      | 3.5000%  | 0.0000% | $71842007.00       | $19097667.50       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQX5177   | 2055-02-01      | 5.5000%  | 0.0000% | $4339572.00        | $4076453.54        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQX5507   | 2055-02-01      | 5.5000%  | 0.0000% | $3055.00           | $3066.50           | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQY1556   | 2055-04-01      | 6.5000%  | 0.0000% | $1623.00           | $1695.67           | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRJ0512   | 2053-12-01      | 6.5000%  | 0.0000% | $1000.00           | $671.22            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLRJ5670   | 2056-01-01      | 4.5000%  | 0.0000% | $5696.00           | $5629.76           | Agency Mortgage-Backed Securities  |
| GNII SF MA6930 M       | 2050-10-20      | 2.0000%  | 0.0000% | $1574568.00        | $722785.38         | Agency Mortgage-Backed Securities  |
| GNII SF MA9172 M       | 2053-08-20      | 6.0000%  | 0.0000% | $19584124.00       | $11411193.41       | Agency Mortgage-Backed Securities  |
| GNII RG CF1391 C       | 2049-01-20      | 4.5000%  | 0.0000% | $5146.00           | $1524.37           | Agency Mortgage-Backed Securities  |
| GNII SF CV6268 C       | 2053-09-20      | 7.0000%  | 0.0000% | $3024.00           | $2398.95           | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLSD4981   | 2054-02-01      | 7.0000%  | 0.0000% | $5000.00           | $3933.22           | Agency Mortgage-Backed Securities  |
| FEPC 01.500 CLSD8104   | 2050-11-01      | 1.5000%  | 0.0000% | $1000.00           | $543.03            | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLSD4408   | 2053-12-01      | 7.0000%  | 0.0000% | $1000.00           | $685.75            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLQB0099   | 2050-06-01      | 2.5000%  | 0.0000% | $5785766.00        | $2657697.19        | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLQB1310   | 2050-07-01      | 2.0000%  | 0.0000% | $7543967.00        | $3603789.19        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQF9847   | 2053-04-01      | 5.0000%  | 0.0000% | $1011.00           | $978.53            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQJ1473   | 2054-08-01      | 6.0000%  | 0.0000% | $1000.00           | $914.54            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQJ3032   | 2054-09-01      | 6.0000%  | 0.0000% | $1884438.00        | $1751753.47        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLRA7925   | 2052-09-01      | 4.5000%  | 0.0000% | $1996.00           | $1458.72           | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CTRB5222   | 2043-01-01      | 6.5000%  | 0.0000% | $1001.00           | $448.54            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS7912   | 2046-09-01      | 3.0000%  | 0.0000% | $6984.00           | $1041.35           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDC2908   | 2054-08-01      | 6.5000%  | 0.0000% | $1000.00           | $777.40            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBK2623   | 2050-06-01      | 2.5000%  | 0.0000% | $19909630.00       | $9500102.20        | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HYBL3929   | 2029-10-01      | 2.7100%  | 0.0000% | $1000.00           | $936.43            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBU4933   | 2054-09-01      | 6.0000%  | 0.0000% | $5224.00           | $4908.64           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBV5323   | 2052-03-01      | 2.0000%  | 0.0000% | $21193806.00       | $14745527.73       | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HXBZ3500   | 2030-05-01      | 4.5300%  | 0.0000% | $7162405.00        | $7309550.64        | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HXBZ6275   | 2031-01-01      | 4.1600%  | 0.0000% | $570449.00         | $573114.20         | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HXBZ5536   | 2030-11-01      | 4.0800%  | 0.0000% | $465073.00         | $466442.49         | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HXBZ5613   | 2030-12-01      | 4.4300%  | 0.0000% | $581330.00         | $587440.71         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCB0581   | 2051-05-01      | 2.0000%  | 0.0000% | $1203.00           | $709.78            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD0704   | 2051-10-01      | 2.5000%  | 0.0000% | $6956240.00        | $4082748.15        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD1569   | 2052-09-01      | 4.5000%  | 0.0000% | $1003.00           | $746.92            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD3115   | 2049-02-01      | 3.0000%  | 0.0000% | $1000.00           | $724.23            | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2026-03-12      | 0.0000%  | 0.0000% | $100.00            | $99.62             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-02-15      | 2.5000%  | 0.0000% | $400.00            | $282.54            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-11-15      | 2.8750%  | 0.0000% | $6700.00           | $4976.79           | U.S. Treasuries (including strips) |

### Security 692: BOFA SECURITIES INC

- **C.1 - Title:** BOFA SECURITIES INC 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1EQJJ8, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: ARP1EQJJ8
- **C.18 - Value (incl. sponsor support):** $2095000000.00
- **C.18.a - Value (excl. sponsor support):** $2095000000.00
- **C.19 - Percentage of Net Assets:** 0.5300%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 2016-KF26         B      20261025 FLT | 2026-10-25      | 9.1511%  | 0.0000% | $13801000.00       | $2727795.39        | Agency Collateralized Mortgage Obligation |
| FREMF MTG TR 2019-KF68         C      20260825 FLT | 2026-08-25      | 9.9011%  | 0.0000% | $59645440.00       | $17984278.26       | Agency Collateralized Mortgage Obligation |
| FNRM CL101NB R11F101                               | 2041-10-25      | 4.0000%  | 0.0000% | $2000000.00        | $577765.02         | Agency Collateralized Mortgage Obligation |
| FNRM RC013KD R13F013                               | 2028-03-25      | 1.5000%  | 0.0000% | $1200000.00        | $29520.33          | Agency Collateralized Mortgage Obligation |
| FNRM CL128B R13F128                                | 2030-12-25      | 3.5000%  | 0.0000% | $1125000.00        | $889170.20         | Agency Collateralized Mortgage Obligation |
| FNRM CL047AY R15F047                               | 2045-07-25      | 3.0000%  | 0.0000% | $1000000.00        | $268954.66         | Agency Collateralized Mortgage Obligation |
| FNRM CL021CA R18F021                               | 2045-04-25      | 3.5000%  | 0.0000% | $1290000.00        | $7071.81           | Agency Collateralized Mortgage Obligation |
| FNRM CL071T R20F071                                | 2041-03-25      | 2.0000%  | 0.0000% | $3000000.00        | $775531.40         | Agency Collateralized Mortgage Obligation |
| MNRM CL002A2 R22M002                               | 2032-01-25      | 2.3990%  | 0.0000% | $43240000.00       | $39545121.59       | Agency Collateralized Mortgage Obligation |
| FNRM CL082PT R24F082                               | 2054-11-25      | 0.1250%  | 0.0000% | $50000000.00       | $30539656.41       | Agency Collateralized Mortgage Obligation |
| FNRM CL090G R24F090                                | 2051-04-25      | 5.0000%  | 0.0000% | $5000000.00        | $4022395.83        | Agency Collateralized Mortgage Obligation |
| FNRM CL001AY R25F001                               | 2055-02-25      | 5.5000%  | 0.0000% | $5659672.00        | $5771844.19        | Agency Collateralized Mortgage Obligation |
| FNRM RC077VC R25F077                               | 2036-02-25      | 4.5000%  | 0.0000% | $11000080.00       | $10650332.09       | Agency Collateralized Mortgage Obligation |
| MNRM CL004A2 R25M004                               | 2035-08-25      | 4.3890%  | 0.0000% | $16860000.00       | $16794458.15       | Agency Collateralized Mortgage Obligation |
| FNRM CL108J R25F108                                | 2051-09-25      | 5.5000%  | 0.0000% | $33629248.00       | $32043990.80       | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2043-12-25      | 2.0000%  | 0.0000% | $5000000.00        | $1243871.43        | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2044-02-25      | 2.0000%  | 0.0000% | $3300000.00        | $846453.72         | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2041-01-15      | 1.5000%  | 0.0000% | $225865.00         | $90009.01          | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2033-10-15      | 1.5000%  | 0.0000% | $438000.00         | $367524.88         | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2049-06-25      | 2.5000%  | 0.0000% | $505000.00         | $349420.05         | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-149       A-2    20320825 FLT | 2032-08-25      | 3.5300%  | 0.0000% | $11900000.00       | $11447759.67       | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2054-04-25      | 4.6473%  | 0.0000% | $240000000.00      | $199834257.13      | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2054-05-25      | 0.1250%  | 0.0000% | $50000000.00       | $30130067.53       | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2052-01-25      | 5.0000%  | 0.0000% | $715000.00         | $502132.02         | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2054-12-25      | 5.1973%  | 0.0000% | $49240000.00       | $29254497.76       | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2055-08-25      | 4.8473%  | 0.0000% | $15000000.00       | $13776599.83       | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2052-06-25      | 4.7500%  | 0.0000% | $108900000.00      | $97318714.42       | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2035-12-25      | 6.0000%  | 0.0000% | $17488800.00       | $17707804.34       | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2052-05-25      | 5.0000%  | 0.0000% | $48445000.00       | $45940780.91       | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2049-08-25      | 5.0000%  | 0.0000% | $143713000.00      | $139189361.61      | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2054-11-25      | 4.5000%  | 0.0000% | $15000000.00       | $14595174.86       | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2033-02-15      | 5.5000%  | 0.0000% | $7000.00           | $398.05            | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2035-05-15      | 6.5000%  | 0.0000% | $989999.00         | $15586.90          | Agency Collateralized Mortgage Obligation |
| FHLMC MULTI SCR 2021-MN1       B-1    20510125 FLT | 2051-01-25      | 11.4473% | 0.0000% | $12961000.00       | $14381239.42       | Agency Collateralized Mortgage Obligation |
| GNRA 2012-H06 FB                                   | 2062-01-20      | 4.4492%  | 0.0000% | $1572607.00        | $101.90            | Agency Collateralized Mortgage Obligation |
| GNRA 2012-H25 FA                                   | 2061-12-20      | 4.6492%  | 0.0000% | $2860000.00        | $17767.80          | Agency Collateralized Mortgage Obligation |
| GNRA 2018-1O FE                                    | 2068-01-20      | 4.3908%  | 0.0000% | $3254000.00        | $1229602.57        | Agency Collateralized Mortgage Obligation |
| GNRA 2015-8O FB                                    | 2065-03-20      | 4.5792%  | 0.0000% | $300000.00         | $24902.21          | Agency Collateralized Mortgage Obligation |
| GNRA 2017-5O FN                                    | 2067-07-20      | 4.4492%  | 0.0000% | $199994.00         | $10865.26          | Agency Collateralized Mortgage Obligation |
| GNRA 2017-8O FB                                    | 2067-09-20      | 5.5766%  | 0.0000% | $200000.00         | $56008.32          | Agency Collateralized Mortgage Obligation |
| GNRA 2015-14O FB                                   | 2065-05-20      | 4.3792%  | 0.0000% | $1800000.00        | $76654.74          | Agency Collateralized Mortgage Obligation |
| GNRA 2017-3O NA                                    | 2066-10-20      | 3.1250%  | 0.0000% | $100000.00         | $24331.90          | Agency Collateralized Mortgage Obligation |
| GNRA 2016-7O FD                                    | 2066-07-20      | 4.9317%  | 0.0000% | $10000000.00       | $1571984.99        | Agency Collateralized Mortgage Obligation |
| GNRA 2016-8O FA                                    | 2066-08-20      | 4.6992%  | 0.0000% | $800000.00         | $120813.14         | Agency Collateralized Mortgage Obligation |
| GNRA 2015-086 AE                                   | 2052-05-16      | 2.7500%  | 0.0000% | $6500000.00        | $525085.25         | Agency Collateralized Mortgage Obligation |
| GNRA 2018-8O CF                                    | 2068-05-20      | 4.5574%  | 0.0000% | $12000000.00       | $4258809.80        | Agency Collateralized Mortgage Obligation |
| GNRA 2021-03O MF                                   | 2071-02-20      | 5.0492%  | 0.0000% | $22074016.00       | $12889905.32       | Agency Collateralized Mortgage Obligation |
| GNRA 2020-14O FH                                   | 2070-08-20      | 5.1992%  | 0.0000% | $200000.00         | $133713.67         | Agency Collateralized Mortgage Obligation |
| GNRA 2023-28O F                                    | 2073-12-20      | 4.7530%  | 0.0000% | $400000.00         | $388040.18         | Agency Collateralized Mortgage Obligation |
| GNRA 2024-07O FA                                   | 2072-09-20      | 4.4430%  | 0.0000% | $15409920.00       | $15275451.84       | Agency Collateralized Mortgage Obligation |
| GNRA 2023-063 FW                                   | 2053-05-20      | 4.5530%  | 0.0000% | $30000000.00       | $16339355.56       | Agency Collateralized Mortgage Obligation |
| GNRA 2023-063 MF                                   | 2053-05-20      | 4.7030%  | 0.0000% | $85000000.00       | $48283361.26       | Agency Collateralized Mortgage Obligation |
| GNRA 2023-070 FB                                   | 2053-05-20      | 4.7030%  | 0.0000% | $150000000.00      | $56494673.80       | Agency Collateralized Mortgage Obligation |
| GNRA 2023-066 FE                                   | 2053-05-20      | 4.5530%  | 0.0000% | $30000000.00       | $17787552.91       | Agency Collateralized Mortgage Obligation |
| GNRA 2023-100 FB                                   | 2053-07-20      | 4.7030%  | 0.0000% | $30000000.00       | $20982710.18       | Agency Collateralized Mortgage Obligation |
| GNRA 2023-107 FA                                   | 2053-07-20      | 4.7530%  | 0.0000% | $100000000.00      | $40407787.94       | Agency Collateralized Mortgage Obligation |
| GNRM 2023-154 GJ                                   | 2053-10-20      | 7.5000%  | 0.0000% | $40489344.00       | $39365070.23       | Agency Collateralized Mortgage Obligation |
| GNRM 2023-149 QM                                   | 2053-10-20      | 7.5000%  | 0.0000% | $38717376.00       | $37592068.86       | Agency Collateralized Mortgage Obligation |
| GNRA 2023-116 FD                                   | 2053-08-20      | 4.8030%  | 0.0000% | $100000000.00      | $42513170.42       | Agency Collateralized Mortgage Obligation |
| GNRA 2023-135 FG                                   | 2053-09-20      | 5.1030%  | 0.0000% | $84019072.00       | $26235192.30       | Agency Collateralized Mortgage Obligation |
| GNRM 2024-013 B                                    | 2054-01-20      | 5.5000%  | 0.0000% | $50000000.00       | $50877377.80       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-004 FG                                   | 2054-01-20      | 4.8530%  | 0.0000% | $30000000.00       | $19751023.50       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-026 FA                                   | 2054-02-20      | 5.0030%  | 0.0000% | $100000000.00      | $40093901.46       | Agency Collateralized Mortgage Obligation |
| GNRM 2024-057 CB                                   | 2054-04-20      | 5.5000%  | 0.0000% | $49999999.00       | $51313676.72       | Agency Collateralized Mortgage Obligation |
| GNRM 2024-057 CY                                   | 2054-04-20      | 5.7500%  | 0.0000% | $50000000.00       | $51679797.20       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-083 FA                                   | 2054-05-20      | 5.0530%  | 0.0000% | $100000000.00      | $44536412.35       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-113 FL                                   | 2054-07-20      | 4.8030%  | 0.0000% | $50000000.00       | $31982002.03       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-110 FU                                   | 2054-07-20      | 4.8030%  | 0.0000% | $30000000.00       | $21190574.53       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-160 BF                                   | 2054-10-20      | 4.9030%  | 0.0000% | $30000000.00       | $28417825.39       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-160 WF                                   | 2054-10-20      | 4.9530%  | 0.0000% | $30000000.00       | $28781303.03       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-009 FM                                   | 2055-01-20      | 5.0530%  | 0.0000% | $75000000.00       | $50488546.36       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-001 FU                                   | 2055-01-20      | 4.9530%  | 0.0000% | $40000000.00       | $35478206.89       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-044 FQ                                   | 2055-03-20      | 4.8530%  | 0.0000% | $40000000.00       | $36947735.36       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-069 FA                                   | 2055-04-20      | 4.7030%  | 0.0000% | $60000000.00       | $42105928.45       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-210 FB                                   | 2055-12-20      | 5.2530%  | 0.0000% | $229793000.00      | $225022333.57      | Agency Collateralized Mortgage Obligation |
| GNRA 2021-08O AF                                   | 2068-01-20      | 4.0030%  | 0.0000% | $1400000.00        | $390366.60         | Agency Collateralized Mortgage Obligation |
| GNRM 2025-117 ND                                   | 2052-03-20      | 4.7500%  | 0.0000% | $247000000.00      | $233151218.52      | Agency Collateralized Mortgage Obligation |
| GNRA 2021-15O HB                                   | 2065-09-20      | 1.2500%  | 0.0000% | $19356576.00       | $548637.05         | Agency Collateralized Mortgage Obligation |
| GNRA 2023-05O JF                                   | 2072-04-20      | 4.5030%  | 0.0000% | $2500000.00        | $2470388.58        | Agency Collateralized Mortgage Obligation |
| GNRA 2023-05O FL                                   | 2073-01-20      | 4.5730%  | 0.0000% | $303187.00         | $285516.58         | Agency Collateralized Mortgage Obligation |
| GNRM 2022-101 DA                                   | 2043-12-20      | 2.5000%  | 0.0000% | $200000.00         | $112706.05         | Agency Collateralized Mortgage Obligation |

### Security 693: NOMURA SECURITIES INTERNATIONAL INC

- **C.1 - Title:** NOMURA SECURITIES INTERNATIONAL INC 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1EQJK5, C.3 - LEI: OXTKY6Q8X53C9ILVV871, C.5 - Other ID: ARP1EQJK5
- **C.18 - Value (incl. sponsor support):** $405000000.00
- **C.18.a - Value (excl. sponsor support):** $405000000.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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                            |
|:---|:---|:---|:---|:---|:---|:---|
| FHDN 02/03/26          | 2026-02-03      | 0.0000%  | 0.0000% | $100000.00         | $99990.00          | Agency Debentures and Agency Strips |
| UNITED STATES TREASURY | 2026-04-02      | 0.0000%  | 0.0000% | $79665800.00       | $79194497.13       | U.S. Treasuries (including strips)  |
| UNITED STATES TREASURY | 2026-03-03      | 0.0000%  | 0.0000% | $62800.00          | $62616.88          | U.S. Treasuries (including strips)  |
| UNITED STATES TREASURY | 2053-11-15      | 4.7500%  | 0.0000% | $6110800.00        | $6042960.19        | U.S. Treasuries (including strips)  |
| UNITED STATES TREASURY | 2043-11-15      | 4.7500%  | 0.0000% | $50739000.00       | $51074353.11       | U.S. Treasuries (including strips)  |
| UNITED STATES TREASURY | 2054-02-15      | 2.1250%  | 0.0000% | $97542300.00       | $93628098.09       | U.S. Treasuries (including strips)  |
| UNITED STATES TREASURY | 2044-02-15      | 4.5000%  | 0.0000% | $3799300.00        | $3742236.33        | U.S. Treasuries (including strips)  |
| UNITED STATES TREASURY | 2055-11-15      | 4.6250%  | 0.0000% | $42135800.00       | $40859588.56       | U.S. Treasuries (including strips)  |
| UNITED STATES TREASURY | 2028-05-15      | 2.8750%  | 0.0000% | $11270500.00       | $11168083.97       | U.S. Treasuries (including strips)  |
| UNITED STATES TREASURY | 2027-10-31      | 0.5000%  | 0.0000% | $36948700.00       | $35117740.65       | U.S. Treasuries (including strips)  |
| UNITED STATES TREASURY | 2028-01-31      | 0.7500%  | 0.0000% | $52524300.00       | $49915450.56       | U.S. Treasuries (including strips)  |
| UNITED STATES TREASURY | 2026-01-31      | 4.2500%  | 0.0000% | $3500.00           | $3573.97           | U.S. Treasuries (including strips)  |
| UNITED STATES TREASURY | 2032-11-30      | 3.7500%  | 0.0000% | $42643800.00       | $42236310.37       | U.S. Treasuries (including strips)  |

### Security 694: MIZUHO SECURITIES USA LLC

- **C.1 - Title:** MIZUHO SECURITIES USA LLC 3.730000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1EQJL3, C.3 - LEI: 7TK5RJIZDFROZCA6XF66, C.5 - Other ID: ARP1EQJL3
- **C.18 - Value (incl. sponsor support):** $377000000.00
- **C.18.a - Value (excl. sponsor support):** $377000000.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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   |
|:---|:---|:---|:---|:---|:---|:---|
| AMC ENTMT HLDGS INC            CL A NEW         | 2500-12-31      | N/A      | 0.0000% | $700.00            | $959.00            | Equities   |
| AT&T INC                       COM              | 2500-12-31      | N/A      | 0.0000% | $274656.00         | $6902105.28        | Equities   |
| ADOBE INC                      COM              | 2500-12-31      | N/A      | 0.0000% | $29543.00          | $8616215.95        | Equities   |
| ALIGHT INC                     COM CL A         | 2500-12-31      | N/A      | 0.0000% | $2772500.00        | $4241925.00        | Equities   |
| BREAD FINANCIAL HOLDINGS INC   COM              | 2500-12-31      | N/A      | 0.0000% | $258113.00         | $18849992.39       | Equities   |
| ALPHABET INC                   CAP STK CL A     | 2500-12-31      | N/A      | 0.0000% | $35278.00          | $11932783.50       | Equities   |
| OPTIMUM COMMUNICATIONS INC     CL A             | 2500-12-31      | N/A      | 0.0000% | $9800.00           | $15680.00          | Equities   |
| BWX TECHNOLOGIES INC           COM              | 2500-12-31      | N/A      | 0.0000% | $41964.00          | $8819993.52        | Equities   |
| BANK AMERICA CORP              COM              | 2500-12-31      | N/A      | 0.0000% | $202813.00         | $10765314.04       | Equities   |
| BERKSHIRE HATHAWAY INC DEL     CL B NEW         | 2500-12-31      | N/A      | 0.0000% | $38399.00          | $18308259.21       | Equities   |
| BROADCOM INC                   COM              | 2500-12-31      | N/A      | 0.0000% | $56995.00          | $18849956.35       | Equities   |
| CO2 ENERGY TRANSITION CORP     COM              | 2500-12-31      | N/A      | 0.0000% | $4866.00           | $50557.74          | Equities   |
| CONAGRA BRANDS INC             COM              | 2500-12-31      | N/A      | 0.0000% | $20265.00          | $361324.95         | Equities   |
| CONOCOPHILLIPS                 COM              | 2500-12-31      | N/A      | 0.0000% | $26388.00          | $2712686.40        | Equities   |
| EDITAS MEDICINE INC            COM              | 2500-12-31      | N/A      | 0.0000% | $145700.00         | $300142.00         | Equities   |
| EXPEDITORS INTL WASH INC       COM              | 2500-12-31      | N/A      | 0.0000% | $7025.00           | $1134537.50        | Equities   |
| FEDEX CORP                     COM              | 2500-12-31      | N/A      | 0.0000% | $58919.00          | $18849955.67       | Equities   |
| GE HEALTHCARE TECHNOLOGIES INC COMMON STOCK     | 2500-12-31      | N/A      | 0.0000% | $239273.00         | $18849926.94       | Equities   |
| GENERAL MTRS CO                COM              | 2500-12-31      | N/A      | 0.0000% | $8325.00           | $718114.50         | Equities   |
| HARTFORD INSURANCE GROUP INC   COM              | 2500-12-31      | N/A      | 0.0000% | $6727.00           | $890452.99         | Equities   |
| HILLMAN SOLUTIONS CORP         COM              | 2500-12-31      | N/A      | 0.0000% | $68300.00          | $647484.00         | Equities   |
| HUMANA INC                     COM              | 2500-12-31      | N/A      | 0.0000% | $54.00             | $10620.18          | Equities   |
| INDIE SEMICONDUCTOR INC        CLASS A COM      | 2500-12-31      | N/A      | 0.0000% | $579025.00         | $2484017.25        | Equities   |
| INSULET CORP                   COM              | 2500-12-31      | N/A      | 0.0000% | $3622.00           | $923972.20         | Equities   |
| JPMORGAN CHASE & CO.           COM              | 2500-12-31      | N/A      | 0.0000% | $61516.00          | $18849732.72       | Equities   |
| KKR & CO INC                   COM              | 2500-12-31      | N/A      | 0.0000% | $12480.00          | $1434950.40        | Equities   |
| LARIMAR THERAPEUTICS INC       COM              | 2500-12-31      | N/A      | 0.0000% | $237300.00         | $847161.00         | Equities   |
| LIFE TIME GROUP HOLDINGS INC   COMMON STOCK     | 2500-12-31      | N/A      | 0.0000% | $700.00            | $20538.00          | Equities   |
| ELI LILLY & CO                 COM              | 2500-12-31      | N/A      | 0.0000% | $4291.00           | $4394584.74        | Equities   |
| MICROSOFT CORP                 COM              | 2500-12-31      | N/A      | 0.0000% | $43483.00          | $18849880.50       | Equities   |
| MICRON TECHNOLOGY INC          COM              | 2500-12-31      | N/A      | 0.0000% | $43254.00          | $18849660.66       | Equities   |
| SUI GROUP HOLDINGS LIMITED     COM NEW          | 2500-12-31      | N/A      | 0.0000% | $661900.00         | $1105373.00        | Equities   |
| REZOLVE AI PLC                 ORD SHS          | 2500-12-31      | N/A      | 0.0000% | $426900.00         | $1216665.00        | Equities   |
| ROMAN DBDR ACQUISITION CORP II ORD SHS CL A     | 2500-12-31      | N/A      | 0.0000% | $40336.00          | $423931.36         | Equities   |
| PANTAGES CAPITAL ACQUISITION C ORD SHS CL A     | 2500-12-31      | N/A      | 0.0000% | $5301.00           | $55236.42          | Equities   |
| SPARK I ACQUISITION CORP       ORD SHS          | 2500-12-31      | N/A      | 0.0000% | $10767.00          | $120590.40         | Equities   |
| THAYER VENTURES ACQ CORP II    CL A             | 2500-12-31      | N/A      | 0.0000% | $17544.00          | $178071.60         | Equities   |
| WINTERGREEN ACQUISITION CORP   SHS              | 2500-12-31      | N/A      | 0.0000% | $2714.00           | $27682.80          | Equities   |
| CHARLTON ARIA ACQUISITION CORP ORD SHS CL A     | 2500-12-31      | N/A      | 0.0000% | $4523.00           | $47536.73          | Equities   |
| CHECK POINT SOFTWARE TECH LTD  ORD              | 2500-12-31      | N/A      | 0.0000% | $105774.00         | $18849984.54       | Equities   |
| SONO GROUP N V                 SHS NEW          | 2500-12-31      | N/A      | 0.0000% | $9524.00           | $70382.36          | Equities   |
| MOOG INC                       CL A             | 2500-12-31      | N/A      | 0.0000% | $3000.00           | $864000.00         | Equities   |
| NEXTERA ENERGY INC             COM              | 2500-12-31      | N/A      | 0.0000% | $213767.00         | $18849974.06       | Equities   |
| NORTHERN TR CORP               COM              | 2500-12-31      | N/A      | 0.0000% | $2823.00           | $425313.18         | Equities   |
| PARKER-HANNIFIN CORP           COM              | 2500-12-31      | N/A      | 0.0000% | $9185.00           | $8711054.00        | Equities   |
| PEGASYSTEMS INC                COM              | 2500-12-31      | N/A      | 0.0000% | $84.00             | $3748.08           | Equities   |
| PEPSICO INC                    COM              | 2500-12-31      | N/A      | 0.0000% | $126773.00         | $18849877.37       | Equities   |
| PETCO HEALTH & WELLNESS CO INC COM              | 2500-12-31      | N/A      | 0.0000% | $2900.00           | $8091.00           | Equities   |
| PHUNWARE INC                   COM NEW          | 2500-12-31      | N/A      | 0.0000% | $44700.00          | $80907.00          | Equities   |
| PRUDENTIAL FINL INC            COM              | 2500-12-31      | N/A      | 0.0000% | $7779.00           | $854678.73         | Equities   |
| RAPT THERAPEUTICS INC          COM NEW          | 2500-12-31      | N/A      | 0.0000% | $18814.00          | $1084250.82        | Equities   |
| ROBINHOOD MKTS INC             COM CL A         | 2500-12-31      | N/A      | 0.0000% | $68349.00          | $6919652.76        | Equities   |
| ROCKET COS INC                 COM CL A         | 2500-12-31      | N/A      | 0.0000% | $400.00            | $8308.00           | Equities   |
| SABRE CORP                     COM              | 2500-12-31      | N/A      | 0.0000% | $1965100.00        | $2377771.00        | Equities   |
| SELLAS LIFE SCIENCES GROUP INC COM NEW          | 2500-12-31      | N/A      | 0.0000% | $600.00            | $2334.00           | Equities   |
| SEMTECH CORP                   COM              | 2500-12-31      | N/A      | 0.0000% | $38100.00          | $3123438.00        | Equities   |
| SMUCKER J M CO                 COM NEW          | 2500-12-31      | N/A      | 0.0000% | $119504.00         | $12366273.92       | Equities   |
| SOUTHWEST AIRLS CO             COM              | 2500-12-31      | N/A      | 0.0000% | $388659.00         | $18849961.50       | Equities   |
| STATE STR CORP                 COM              | 2500-12-31      | N/A      | 0.0000% | $132.00            | $17348.76          | Equities   |
| TESLA INC                      COM              | 2500-12-31      | N/A      | 0.0000% | $45251.00          | $18849756.56       | Equities   |
| TWENTY ONE CAP INC             COM SHS CL A     | 2500-12-31      | N/A      | 0.0000% | $912916.00         | $6938161.60        | Equities   |
| UBER TECHNOLOGIES INC          COM              | 2500-12-31      | N/A      | 0.0000% | $6800.00           | $555560.00         | Equities   |
| UNITEDHEALTH GROUP INC         COM              | 2500-12-31      | N/A      | 0.0000% | $64490.00          | $18849782.10       | Equities   |
| UNIVERSAL HLTH SVCS INC        CL B             | 2500-12-31      | N/A      | 0.0000% | $4022.00           | $804922.86         | Equities   |
| VERIZON COMMUNICATIONS INC     COM              | 2500-12-31      | N/A      | 0.0000% | $284700.00         | $11333907.00       | Equities   |
| BEST SPAC I ACQUISITION CORP.  USD CL A ORD SHS | 2500-12-31      | N/A      | 0.0000% | $12713.00          | $129418.34         | Equities   |
| BIOHAVEN LTD                   COM              | 2500-12-31      | N/A      | 0.0000% | $1090100.00        | $13190210.00       | Equities   |
| DUNE ACQUISITION CORP II       SHS CL A         | 2500-12-31      | N/A      | 0.0000% | $9420.00           | $97026.00          | Equities   |
| INDIGO ACQUISITION CORP        ORD SHS          | 2500-12-31      | N/A      | 0.0000% | $20047.00          | $203076.11         | Equities   |
| KOCHAV DEFENSE ACQUI CO        SHS CL A         | 2500-12-31      | N/A      | 0.0000% | $20097.00          | $204587.46         | Equities   |
| MOUNTAIN LAKE ACQUISITION CORP SHS CL A         | 2500-12-31      | N/A      | 0.0000% | $156975.00         | $1640388.75        | Equities   |
| NORWEGIAN CRUISE LINE HLDG LTD SHS              | 2500-12-31      | N/A      | 0.0000% | $16900.00          | $387348.00         | Equities   |

### Security 695: BMO CAPITAL MARKETS CORP

- **C.1 - Title:** BMO CAPITAL MARKETS CORP 3.720000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1EQJN9, C.3 - LEI: RUC0QBLBRPRCU4W1NE59, C.5 - Other ID: ARP1EQJN9
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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                  |
|:---|:---|:---|:---|:---|:---|:---|
| MARS INC                       SR GLBL 144A 35  | 2035-03-01      | 5.2000%  | 0.0000% | $3430000.00        | $3586827.22        | Corporate Debt Securities |
| MARRIOTT INTL INC NEW          SR GLBL QQ NT 35 | 2035-03-15      | 5.3500%  | 0.0000% | $3000000.00        | $3142147.50        | Corporate Debt Securities |
| MERCEDES-BENZ FIN NORTH AMER   GLBL 144A NT 35  | 2035-04-01      | 5.4500%  | 0.0000% | $1950000.00        | $2056499.79        | Corporate Debt Securities |
| MET TOWER GLOBAL FUNDING       144A NT 5.4%26   | 2026-06-20      | 5.4000%  | 0.0000% | $200000.00         | $202330.00         | Corporate Debt Securities |
| MICROSOFT CORP                 SR GLBL NT4.1%37 | 2037-02-06      | 4.1000%  | 0.0000% | $1900000.00        | $1869175.67        | Corporate Debt Securities |
| MICROSOFT CORP                 SR GLBL NT3.4%26 | 2026-09-15      | 3.4000%  | 0.0000% | $220000.00         | $222351.80         | Corporate Debt Securities |
| MICROCHIP TECHNOLOGY INC.      SR GLBL NT4.9%28 | 2028-03-15      | 4.9000%  | 0.0000% | $1500000.00        | $1550857.50        | Corporate Debt Securities |
| MORGAN STANLEY BK N A          SR FLT NT 28     | 2028-01-14      | 4.7376%  | 0.0000% | $2826000.00        | $2850704.73        | Corporate Debt Securities |
| MORGAN STANLEY BK N A          SR FL ACRD NT 28 | 2028-05-26      | 4.6039%  | 0.0000% | $275000.00         | $278328.38         | Corporate Debt Securities |
| MORGAN STANLEY BK N A          SR NT 4.447%27   | 2027-10-15      | 4.4470%  | 0.0000% | $1000000.00        | $1016570.42        | Corporate Debt Securities |
| MORGAN STANLEY PRIVATE BK NATL SR FLT NT 28     | 2028-11-17      | 4.5547%  | 0.0000% | $3070000.00        | $3108207.86        | Corporate Debt Securities |
| NATIONAL FUEL GAS CO           CR SEN SR GLBL31 | 2031-03-01      | 2.9500%  | 0.0000% | $250000.00         | $231787.43         | Corporate Debt Securities |
| NEXTERA ENERGY CAP HLDGS INC   GLBL DEB 5.25%34 | 2034-03-15      | 5.2500%  | 0.0000% | $1650000.00        | $1726126.88        | Corporate Debt Securities |
| NORTHERN STS PWR CO MINN       1M -2040 BD 40   | 2040-08-15      | 4.8500%  | 0.0000% | $900000.00         | $884942.25         | Corporate Debt Securities |
| NOVARTIS CAPITAL CORP          SR NT 3.7%42     | 2042-09-21      | 3.7000%  | 0.0000% | $360000.00         | $304008.60         | Corporate Debt Securities |
| NSTAR ELEC CO                  SR GLBL DB5.4%34 | 2034-06-01      | 5.4000%  | 0.0000% | $950000.00         | $993405.50         | Corporate Debt Securities |
| NSTAR ELEC CO                  GLBL DEB 5.2%35  | 2035-03-01      | 5.2000%  | 0.0000% | $6000000.00        | $6242953.33        | Corporate Debt Securities |
| NUCOR CORP                     SR GLBL NT6.4%37 | 2037-12-01      | 6.4000%  | 0.0000% | $400000.00         | $453395.56         | Corporate Debt Securities |
| NUTRIEN LTD                    SR GLBL NT 41    | 2041-01-15      | 6.1250%  | 0.0000% | $151000.00         | $159105.99         | Corporate Debt Securities |
| OHIO EDISON CO                 1M GLBL -2008 38 | 2038-10-15      | 8.2500%  | 0.0000% | $400000.00         | $518033.00         | Corporate Debt Securities |
| OMNICOM GROUP INC              SR GLBL NT 33    | 2033-06-15      | 5.3750%  | 0.0000% | $5000000.00        | $5074093.75        | Corporate Debt Securities |
| ONCOR ELEC DELIVERY CO LLC     1LIEN NT 7%32    | 2032-05-01      | 7.0000%  | 0.0000% | $2300000.00        | $2636824.78        | Corporate Debt Securities |
| ONEOK INC NEW                  SR GLBL NT 53    | 2053-09-01      | 6.6250%  | 0.0000% | $50000.00          | $54156.01          | Corporate Debt Securities |
| ONEOK INC NEW                  SR GLBL NT 34    | 2034-11-01      | 5.0500%  | 0.0000% | $66000.00          | $66152.11          | Corporate Debt Securities |
| ONEOK INC NEW                  SR GLBL NT5.7%54 | 2054-11-01      | 5.7000%  | 0.0000% | $100000.00         | $95105.17          | Corporate Debt Securities |
| PSEG POWER LLC                 SR 144A NT 35    | 2035-05-15      | 5.7500%  | 0.0000% | $2000000.00        | $2094518.33        | Corporate Debt Securities |
| PACIFIC LIFE GLOBAL FDG II MED GLBL 144A 27     | 2027-02-04      | 4.3144%  | 0.0000% | $1000000.00        | $1012048.09        | Corporate Debt Securities |
| SUNCOR ENERGY INC NEW          SR GLBL DEB 7%28 | 2028-11-15      | 7.0000%  | 0.0000% | $5000000.00        | $5441066.67        | Corporate Debt Securities |
| PFIZER INC                     SR GLBL NT 3%26  | 2026-12-15      | 3.0000%  | 0.0000% | $200000.00         | $199472.00         | Corporate Debt Securities |
| PHILIP MORRIS INTL INC         SR GLBL NT 33    | 2033-02-15      | 5.3750%  | 0.0000% | $2000000.00        | $2133810.83        | Corporate Debt Securities |
| PHILIP MORRIS INTL INC         SR GLBL NT 35    | 2035-10-29      | 4.6250%  | 0.0000% | $1500000.00        | $1485091.46        | Corporate Debt Securities |
| PHILLIPS 66 CO                 SR GLBL NT5.3%33 | 2033-06-30      | 5.3000%  | 0.0000% | $1528000.00        | $1577884.11        | Corporate Debt Securities |
| LINDE INC                      SR GLBL NT 2%50  | 2050-08-10      | 2.0000%  | 0.0000% | $3495000.00        | $1894655.03        | Corporate Debt Securities |
| PRUDENTIAL FINL INC            JR SB GLBL NT 52 | 2052-03-01      | 5.1250%  | 0.0000% | $2500000.00        | $2523685.42        | Corporate Debt Securities |
| PUBLIC SERVICE CO COLO         1M GLBL 22 BD 41 | 2041-08-15      | 4.7500%  | 0.0000% | $300000.00         | $282969.25         | Corporate Debt Securities |
| PUBLIC SVC CO OKLA             SR -G NT6.625%37 | 2037-11-15      | 6.6250%  | 0.0000% | $1200000.00        | $1338638.50        | Corporate Debt Securities |
| PUGET ENERGY INC               1LIEN NT5.638%41 | 2041-04-15      | 5.6380%  | 0.0000% | $2499000.00        | $2554713.12        | Corporate Debt Securities |
| QUALCOMM INC                   SR GLBL NT 32    | 2032-05-20      | 1.6500%  | 0.0000% | $2500000.00        | $2141770.83        | Corporate Debt Securities |
| QUALCOMM INC                   SR GLBL NT 6%53  | 2053-05-20      | 6.0000%  | 0.0000% | $386000.00         | $410984.49         | Corporate Debt Securities |
| RIO TINTO FIN USA PLC          SR NT 4.125%42   | 2042-08-21      | 4.1250%  | 0.0000% | $185000.00         | $162698.02         | Corporate Debt Securities |
| ROGERS COMMUNICATIONS INC      SR GLBL NT7.5%38 | 2038-08-15      | 7.5000%  | 0.0000% | $700000.00         | $833815.50         | Corporate Debt Securities |
| ROGERS COMMUNICATIONS INC      SR GLBL 144A 32  | 2032-03-15      | 3.8000%  | 0.0000% | $270000.00         | $259596.90         | Corporate Debt Securities |
| ROGERS COMMUNICATIONS INC      SR GLBL NT3.8%32 | 2032-03-15      | 3.8000%  | 0.0000% | $33000.00          | $31728.51          | Corporate Debt Securities |
| ROYAL BK CDA                   ALT TIER I       | 2086-05-24      | 6.5000%  | 0.0000% | $9000.00           | $8988.75           | Corporate Debt Securities |
| S&P GLOBAL INC                 SR GLBL 144A 35  | 2035-12-04      | 4.8000%  | 0.0000% | $2000000.00        | $2002093.33        | Corporate Debt Securities |
| SAFEHOLD OPER PARTNERSHIP LP   SR GLBL NT2.8%31 | 2031-06-15      | 2.8000%  | 0.0000% | $1955000.00        | $1801688.90        | Corporate Debt Securities |
| SAN DIEGO GAS & ELEC CO        1M GLBL BBB BD35 | 2035-05-15      | 5.3500%  | 0.0000% | $2000000.00        | $2081391.67        | Corporate Debt Securities |
| SANTANDER HOLDINGS USA INC     SR GLBL NT 27    | 2027-05-31      | 6.1240%  | 0.0000% | $54000.00          | $54867.06          | Corporate Debt Securities |
| SMUCKER J M CO                 SR GLBL NT 45    | 2045-03-15      | 4.3750%  | 0.0000% | $170000.00         | $146969.46         | Corporate Debt Securities |
| SMUCKER J M CO                 GLBL NT 6.5%53   | 2053-11-15      | 6.5000%  | 0.0000% | $78000.00          | $85793.11          | Corporate Debt Securities |
| SOUTHERN CALIF GAS CO          1M GLBL ZZ BD 33 | 2033-06-01      | 5.2000%  | 0.0000% | $880000.00         | $913714.76         | Corporate Debt Securities |
| SOUTHERN CO                    JR SB GLBL 55    | 2055-03-15      | 6.3750%  | 0.0000% | $3500000.00        | $3724546.88        | Corporate Debt Securities |
| SPIRE INC                      JR SB GLBL -A 56 | 2056-06-01      | 6.2500%  | 0.0000% | $4500000.00        | $4534372.50        | Corporate Debt Securities |
| STANDARD CHARTERED PLC         SR GLBL 144A 28  | 2028-11-16      | 7.7670%  | 0.0000% | $1250000.00        | $1347331.88        | Corporate Debt Securities |
| STANDARD CHARTERED PLC         SR GLBL 144A 37  | 2037-01-13      | 5.2430%  | 0.0000% | $500000.00         | $500757.93         | Corporate Debt Securities |
| STANLEY BLACK & DECKER INC     4.85%48          | 2048-11-15      | 4.8500%  | 0.0000% | $1745000.00        | $1554400.92        | Corporate Debt Securities |
| STARBUCKS CORP                 SR NT 4.5%48     | 2048-11-15      | 4.5000%  | 0.0000% | $290000.00         | $248908.45         | Corporate Debt Securities |
| STEEL DYNAMICS INC             SR GLBL NT 27    | 2027-10-15      | 1.6500%  | 0.0000% | $1115000.00        | $1078040.54        | Corporate Debt Securities |
| SUMITOMO MITSUI FIN GRP INC    SR GLBL FL NT 29 | 2029-01-15      | 4.4345%  | 0.0000% | $1800000.00        | $1804600.77        | Corporate Debt Securities |
| SWEDBANK AB                    SNR NPF 144A 29  | 2029-03-14      | 5.4070%  | 0.0000% | $800000.00         | $844405.16         | Corporate Debt Securities |
| T MOBILE USA INC               GLBL NT 5.2%33   | 2033-01-15      | 5.2000%  | 0.0000% | $5157000.00        | $5318293.77        | Corporate Debt Securities |
| T MOBILE USA INC               SR GLBL NT 34    | 2034-04-15      | 5.1500%  | 0.0000% | $1051000.00        | $1087239.36        | Corporate Debt Securities |
| TENNESSEE GAS PIPELINE CO      SR GLBL DEB 7%28 | 2028-10-15      | 7.0000%  | 0.0000% | $2000000.00        | $2188993.33        | Corporate Debt Securities |
| TOYOTA MOTOR CORP              3.669%28         | 2028-07-20      | 3.6690%  | 0.0000% | $1065000.00        | $1062411.16        | Corporate Debt Securities |
| TRANS-ALLEGHENY INTST LINE CO  SR 144A NT 5%31  | 2031-01-15      | 5.0000%  | 0.0000% | $2000000.00        | $2059606.67        | Corporate Debt Securities |
| TUCSON ELEC PWR CO             GLBL NT 5.2%34   | 2034-09-15      | 5.2000%  | 0.0000% | $4509000.00        | $4686023.34        | Corporate Debt Securities |
| UPMC HEALTH SYS                -2023 BD5.035%33 | 2033-05-15      | 5.0350%  | 0.0000% | $924000.00         | $951377.73         | Corporate Debt Securities |
| UBER TECHNOLOGIES INC          SR GLBL NT4.8%35 | 2035-09-15      | 4.8000%  | 0.0000% | $73000.00          | $73660.89          | Corporate Debt Securities |
| UNION ELEC CO                  SR SEC GLBL NT27 | 2027-06-15      | 2.9500%  | 0.0000% | $2850000.00        | $2830812.38        | Corporate Debt Securities |
| UNION PAC CORP                 SR GLBL NT 51    | 2051-10-01      | 3.7990%  | 0.0000% | $724000.00         | $558368.93         | Corporate Debt Securities |
| UNITED PARCEL SVCS INC         SR NT 6.2%38     | 2038-01-15      | 6.2000%  | 0.0000% | $876000.00         | $970593.40         | Corporate Debt Securities |
| UNITEDHEALTH GROUP INC         SR GLBL NT3.1%26 | 2026-03-15      | 3.1000%  | 0.0000% | $52000.00          | $52554.58          | Corporate Debt Securities |
| VERISIGN INC                   SR GLBL NT 32    | 2032-06-01      | 5.2500%  | 0.0000% | $2000000.00        | $2067728.33        | Corporate Debt Securities |
| VERIZON COMMUNICATIONS INC     SR GLBL NT4.4%34 | 2034-11-01      | 4.4000%  | 0.0000% | $89000.00          | $86839.77          | Corporate Debt Securities |
| VERIZON COMMUNICATIONS INC     SR GLBL NT 32    | 2032-03-15      | 2.3550%  | 0.0000% | $1300000.00        | $1156559.62        | Corporate Debt Securities |
| VERIZON COMMUNICATIONS INC     SR GLBL NT 45    | 2045-11-30      | 5.7500%  | 0.0000% | $3310000.00        | $3330924.72        | Corporate Debt Securities |
| WEC ENERGY GROUP INC           JR SB GLBL NT 56 | 2056-05-15      | 5.6250%  | 0.0000% | $19000.00          | $19347.22          | Corporate Debt Securities |
| WRKCO INC                      3.9%28           | 2028-06-01      | 3.9000%  | 0.0000% | $1010000.00        | $1011738.88        | Corporate Debt Securities |
| WEIR GROUP INC                 SR GLBL 144A 30  | 2030-05-06      | 5.3500%  | 0.0000% | $800000.00         | $831458.67         | Corporate Debt Securities |
| WESTLAKE CORPORATION           5%46             | 2046-08-15      | 5.0000%  | 0.0000% | $937000.00         | $834395.38         | Corporate Debt Securities |
| WILLIAMS COS INC               SR GLBL NT5.4%26 | 2026-03-02      | 5.4000%  | 0.0000% | $6000000.00        | $6142440.00        | Corporate Debt Securities |
| WILLIAMS COS INC               SR GLBL NT5.3%35 | 2035-09-30      | 5.3000%  | 0.0000% | $22000.00          | $22756.29          | Corporate Debt Securities |
| WILLIAMS COS INC               SR GLBL NT 36    | 2036-03-15      | 5.1500%  | 0.0000% | $1000000.00        | $1000697.22        | Corporate Debt Securities |
| WILLIAMS PARTNERS L.P.         SR GLBL NT6.3%40 | 2040-04-15      | 6.3000%  | 0.0000% | $851000.00         | $933627.84         | Corporate Debt Securities |
| WILLIAMS PARTNERS L.P.         SR NT 4.9%45     | 2045-01-15      | 4.9000%  | 0.0000% | $1089000.00        | $981855.11         | Corporate Debt Securities |
| WISCONSIN ELEC PWR CO          SR GLBL DEB 42   | 2042-12-15      | 3.6500%  | 0.0000% | $600000.00         | $479551.50         | Corporate Debt Securities |
| XCEL ENERGY INC                GLBL NT 4.6%32   | 2032-06-01      | 4.6000%  | 0.0000% | $1600000.00        | $1604366.22        | Corporate Debt Securities |
| GLENCORE FINANCE CANADA LTD    SR GLBL 144A 37  | 2037-11-15      | 6.9000%  | 0.0000% | $1500000.00        | $1720357.50        | Corporate Debt Securities |
| NATWEST MKTS PLC US MEDIUM     SR 17 FL REGS 30 | 2030-03-21      | 4.8658%  | 0.0000% | $500000.00         | $510291.12         | Corporate Debt Securities |
| ESSENTIAL UTILS INC            SR GLBL NT5.3%52 | 2052-05-01      | 5.3000%  | 0.0000% | $478000.00         | $455463.63         | Corporate Debt Securities |
| ESSENTIAL UTILS INC            SR GLBL NT 35    | 2035-08-15      | 5.2500%  | 0.0000% | $5000000.00        | $5214845.83        | Corporate Debt Securities |
| META PLATFORMS INC             SR GLBL NT5.5%45 | 2045-11-15      | 5.5000%  | 0.0000% | $6000000.00        | $5872210.00        | Corporate Debt Securities |
| META PLATFORMS INC             SR GLBL NT 55    | 2055-11-15      | 5.6250%  | 0.0000% | $1928000.00        | $1868779.07        | Corporate Debt Securities |
| FLORIDA PWR & LT CO            1M GLBL BD4.8%33 | 2033-05-15      | 4.8000%  | 0.0000% | $2000000.00        | $2054120.00        | Corporate Debt Securities |
| DUKE ENERGY FLA LLC            1M GLBL BD 37    | 2037-09-15      | 6.3500%  | 0.0000% | $1135000.00        | $1286752.34        | Corporate Debt Securities |
| FOUNDRY JV HOLDCO LLC.         SR SEC 144A NT33 | 2033-01-25      | 5.9000%  | 0.0000% | $3000000.00        | $3151468.33        | Corporate Debt Securities |
| FOUNDRY JV HOLDCO LLC.         SR SEC 144A NT36 | 2036-01-25      | 6.1000%  | 0.0000% | $3000000.00        | $3160551.67        | Corporate Debt Securities |
| GE HEALTHCARE TECHNOLOGIES INC SR GLBL NT5.5%35 | 2035-06-15      | 5.5000%  | 0.0000% | $3000000.00        | $3121545.00        | Corporate Debt Securities |
| GENERAL MTRS CO                SR GLBL NT6.6%36 | 2036-04-01      | 6.6000%  | 0.0000% | $1800000.00        | $2000316.00        | Corporate Debt Securities |
| GENERAL MTRS CO                SR GLBL NT 5%28  | 2028-10-01      | 5.0000%  | 0.0000% | $62000.00          | $64185.98          | Corporate Debt Securities |
| GENERAL MTRS CO                SR GLBL NT 28    | 2028-04-15      | 5.3500%  | 0.0000% | $4353000.00        | $4529314.64        | Corporate Debt Securities |
| GENERAL MTRS FINL CO INC       SR GLBL NT 5%27  | 2027-04-09      | 5.0000%  | 0.0000% | $60000.00          | $61487.80          | Corporate Debt Securities |
| GENERAL MTRS FINL CO INC       SR GLBL NT 30    | 2030-04-06      | 5.8500%  | 0.0000% | $68000.00          | $72665.82          | Corporate Debt Securities |
| GENERAL MTRS FINL CO INC       SR GLBL NT 30    | 2030-07-15      | 5.4500%  | 0.0000% | $25000.00          | $26025.27          | Corporate Debt Securities |
| GLAXOSMITHKLINE CAP INC        SR GLBL NT 38    | 2038-05-15      | 6.3750%  | 0.0000% | $3400000.00        | $3853258.25        | Corporate Debt Securities |
| GLENCORE FDG LLC               SR GLBL 144A 30  | 2030-09-01      | 2.5000%  | 0.0000% | $1450000.00        | $1349365.97        | Corporate Debt Securities |
| GLENCORE FDG LLC               GLBL 144A NT 26  | 2026-04-27      | 1.6250%  | 0.0000% | $6049000.00        | $6038341.16        | Corporate Debt Securities |
| GLENCORE FDG LLC               SR 144A NT 34    | 2034-04-04      | 5.6340%  | 0.0000% | $2266000.00        | $2417876.38        | Corporate Debt Securities |
| GLENCORE FDG LLC               GLBL 144A NT 30  | 2030-04-01      | 5.1860%  | 0.0000% | $3840000.00        | $4018762.03        | Corporate Debt Securities |
| GLENCORE FDG LLC               GLBL 144A NT 35  | 2035-04-01      | 5.6730%  | 0.0000% | $15000.00          | $16020.64          | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        SR GLBL FL NT 28 | 2028-04-23      | 4.9469%  | 0.0000% | $50000.00          | $50475.02          | Corporate Debt Securities |
| AEP TRANSMISSION CO LLC        SR GLBL -F NT 26 | 2026-12-01      | 3.1000%  | 0.0000% | $100000.00         | $99909.06          | Corporate Debt Securities |
| AEP TRANSMISSION CO LLC        SR GLBL -R NT 35 | 2035-06-15      | 5.3750%  | 0.0000% | $250000.00         | $259227.19         | Corporate Debt Securities |
| ALABAMA PWR CO                 SR -2011C NT 41  | 2041-06-01      | 5.2000%  | 0.0000% | $400000.00         | $397804.89         | Corporate Debt Securities |
| ALIMENTATION COUCHE-TARD INC   SR 144A NT 34    | 2034-02-12      | 5.2670%  | 0.0000% | $5000000.00        | $5226196.67        | Corporate Debt Securities |
| ALPHABET INC                   SR GLBL NT4.7%35 | 2035-11-15      | 4.7000%  | 0.0000% | $3000000.00        | $3025010.00        | Corporate Debt Securities |
| ALPHABET INC                   SR NT 5.7%75     | 2075-11-15      | 5.7000%  | 0.0000% | $5000000.00        | $4997150.00        | Corporate Debt Securities |
| ALTRIA GROUP INC               SR NT 5.375%44   | 2044-01-31      | 5.3750%  | 0.0000% | $250000.00         | $247473.75         | Corporate Debt Securities |
| ALTRIA GROUP INC               SR GLBL NT 35    | 2035-02-06      | 5.6250%  | 0.0000% | $470000.00         | $500483.03         | Corporate Debt Securities |
| ALTRIA GROUP INC               SR GLBL NT 35    | 2035-08-06      | 5.2500%  | 0.0000% | $1500000.00        | $1554832.50        | Corporate Debt Securities |
| AMCOR FINANCE (USA) INC.       GLBL NT 5.625%33 | 2033-05-26      | 5.6250%  | 0.0000% | $1064000.00        | $1125052.32        | Corporate Debt Securities |
| HESS CORP                      SR NT 7.125%33   | 2033-03-15      | 7.1250%  | 0.0000% | $415000.00         | $489516.88         | Corporate Debt Securities |
| UNION ELEC CO                  SR SEC GLBL NT37 | 2037-08-01      | 5.3000%  | 0.0000% | $1750000.00        | $1839797.36        | Corporate Debt Securities |
| AMEREN ILL CO                  1M GLBL BD 33    | 2033-06-01      | 4.9500%  | 0.0000% | $880000.00         | $905346.20         | Corporate Debt Securities |
| ANGLO AMERICAN CAPITAL PLC     SR GLBL 144A 52  | 2052-03-16      | 4.7500%  | 0.0000% | $1650000.00        | $1434081.92        | Corporate Debt Securities |
| ARIZONA PUB SVC CO             SR GLBL NT 46    | 2046-05-15      | 3.7500%  | 0.0000% | $2062000.00        | $1604529.83        | Corporate Debt Securities |
| ATHENE GLOBAL FDG              GLBL 144A 26     | 2026-07-16      | 4.4076%  | 0.0000% | $350000.00         | $351056.81         | Corporate Debt Securities |
| AVOLON HLDGS FDG LTD           SR 144A NT 29    | 2029-03-01      | 5.7500%  | 0.0000% | $371000.00         | $392947.84         | Corporate Debt Securities |
| AVOLON HLDGS FDG LTD           SR 144A NT4.9%30 | 2030-10-10      | 4.9000%  | 0.0000% | $27000.00          | $27561.39          | Corporate Debt Securities |
| AVOLON HLDGS FDG LTD           SR 144A NT4.7%31 | 2031-01-30      | 4.7000%  | 0.0000% | $4931000.00        | $4934832.48        | Corporate Debt Securities |
| BAT CAPITAL CORP               SR GLBL NT 33    | 2033-08-02      | 6.4210%  | 0.0000% | $5100000.00        | $5774160.22        | Corporate Debt Securities |
| BAT CAPITAL CORP               4.39%37          | 2037-08-15      | 4.3900%  | 0.0000% | $1500000.00        | $1408246.25        | Corporate Debt Securities |
| BAT CAPITAL CORP               SR GLBL NT 32    | 2032-08-15      | 5.3500%  | 0.0000% | $5570000.00        | $5922251.44        | Corporate Debt Securities |
| BHP BILLITON FIN USA LTD       SR GLBL NT 32    | 2032-02-21      | 5.1250%  | 0.0000% | $121000.00         | $127920.65         | Corporate Debt Securities |
| BMW US CAP LLC                 GLBL 144A NT 35  | 2035-08-11      | 5.2000%  | 0.0000% | $1585000.00        | $1638543.06        | Corporate Debt Securities |
| BPCE                           SNR NPF REGS 27  | 2027-10-19      | 2.0450%  | 0.0000% | $250000.00         | $247849.34         | Corporate Debt Securities |
| BALTIMORE GAS & ELEC CO        SR GLBL NT 36    | 2036-10-01      | 6.3500%  | 0.0000% | $4109000.00        | $4630967.41        | Corporate Debt Securities |
| BALTIMORE GAS & ELEC CO        SR GLBL NT 35    | 2035-06-01      | 5.4500%  | 0.0000% | $3320000.00        | $3473058.46        | Corporate Debt Securities |
| BANCO SANTANDER SA             SNR PREF GLBL 28 | 2028-08-08      | 5.5880%  | 0.0000% | $4400000.00        | $4675872.18        | Corporate Debt Securities |
| BANCO SANTANDER SA             SNR NPF GLBL 30  | 2030-11-06      | 4.5510%  | 0.0000% | $1000000.00        | $1011089.00        | Corporate Debt Securities |
| BANK NOVA SCOTIA B C           GLBL NT 1.35%26  | 2026-06-24      | 1.3500%  | 0.0000% | $2000000.00        | $1982740.00        | Corporate Debt Securities |
| BNP PARIBAS                    SNR NPF 144A 27  | 2027-11-16      | 3.5000%  | 0.0000% | $1400000.00        | $1395988.22        | Corporate Debt Securities |
| BNP PARIBAS                    SNR NPF REGS 29  | 2029-05-09      | 4.7920%  | 0.0000% | $450000.00         | $459896.40         | Corporate Debt Securities |
| BP CAP MKTS AMER INC           GLBL NT 4.893%33 | 2033-09-11      | 4.8930%  | 0.0000% | $1200000.00        | $1242014.90        | Corporate Debt Securities |
| BRISTOL-MYERS SQUIBB CO        SR GLBL NT 36    | 2036-11-15      | 5.8750%  | 0.0000% | $710000.00         | $769391.20         | Corporate Debt Securities |
| BRISTOL-MYERS SQUIBB CO        SR GLBL NT3.2%26 | 2026-06-15      | 3.2000%  | 0.0000% | $75000.00          | $75162.75          | Corporate Debt Securities |
| BRUNSWICK CORP                 SR GLBL NT2.4%31 | 2031-08-18      | 2.4000%  | 0.0000% | $3100000.00        | $2766254.00        | Corporate Debt Securities |
| BURLINGTON NORTHN SANTA FE CP  SR GLBL DB5.5%55 | 2055-03-15      | 5.5000%  | 0.0000% | $323000.00         | $326163.78         | Corporate Debt Securities |
| THE CIGNA GROUP                SR GLBL NT5.6%54 | 2054-02-15      | 5.6000%  | 0.0000% | $144000.00         | $143289.60         | Corporate Debt Securities |
| COTERRA ENERGY INC             SR GLBL NT5.4%35 | 2035-02-15      | 5.4000%  | 0.0000% | $4300000.00        | $4484857.00        | Corporate Debt Securities |
| CAMERON LNG LLC                SR SEC GLBL 35   | 2035-01-15      | 3.3020%  | 0.0000% | $2700000.00        | $2372559.75        | Corporate Debt Securities |
| CANADIAN IMPERIAL BANK OF COMM SR NT 1.25%26    | 2026-06-22      | 1.2500%  | 0.0000% | $40000.00          | $39644.78          | Corporate Debt Securities |
| CANADIAN IMPERIAL BANK OF COMM GLBL FLT NT 27   | 2027-06-28      | 4.6143%  | 0.0000% | $3400000.00        | $3441263.02        | Corporate Debt Securities |
| CANADIAN IMPERIAL BANK OF COMM GLBL NT 5.001%28 | 2028-04-28      | 5.0010%  | 0.0000% | $21000.00          | $21717.37          | Corporate Debt Securities |
| CANADIAN IMPERIAL BANK OF COMM GLBL NT 5.615%26 | 2026-07-17      | 5.6150%  | 0.0000% | $1058000.00        | $1068651.56        | Corporate Debt Securities |
| CANADIAN IMPERIAL BK OF COMM   SR GLBL NT 30    | 2030-01-29      | 4.2830%  | 0.0000% | $1000000.00        | $1002128.97        | Corporate Debt Securities |
| CANADIAN PAC RY CO NEW         SR DEB 7.125%31  | 2031-10-15      | 7.1250%  | 0.0000% | $2993000.00        | $3443510.10        | Corporate Debt Securities |
| CANADIAN PAC RY CO NEW         GLBL NT 2.45%31  | 2031-12-02      | 2.4500%  | 0.0000% | $6609000.00        | $5966322.48        | Corporate Debt Securities |
| CATERPILLAR INC                SR GLBL NT 49    | 2049-09-19      | 3.2500%  | 0.0000% | $4116000.00        | $3015531.38        | Corporate Debt Securities |
| CENTERPOINT ENERGY HOUSTON ELE 1M GLBL AO BD 35 | 2035-03-01      | 5.0500%  | 0.0000% | $1200000.00        | $1238917.67        | Corporate Debt Securities |
| CHENIERE ENERGY PARTNERS L P   SR GLBL NT 4%31  | 2031-03-01      | 4.0000%  | 0.0000% | $2200000.00        | $2177440.22        | Corporate Debt Securities |
| CHENIERE ENERGY PARTNERS L P   SR GLBL NT 33    | 2033-06-30      | 5.9500%  | 0.0000% | $2000000.00        | $2129176.67        | Corporate Debt Securities |
| CHEVRON PHILLIPS CHEM CO LLC   SR 144A NT3.7%28 | 2028-06-01      | 3.7000%  | 0.0000% | $954000.00         | $949701.17         | Corporate Debt Securities |
| CITIGROUP INC                  SR GLBL FL NT 27 | 2027-06-09      | 4.4688%  | 0.0000% | $26000.00          | $26195.05          | Corporate Debt Securities |
| CITIGROUP INC                  SR GLBL NT 30    | 2030-09-19      | 4.5420%  | 0.0000% | $3700000.00        | $3790567.98        | Corporate Debt Securities |
| CLOROX CO DEL                  SR GLBL NT4.4%29 | 2029-05-01      | 4.4000%  | 0.0000% | $83000.00          | $84678.08          | Corporate Debt Securities |
| COMCAST CORP NEW               SR NT 6.4%40     | 2040-03-01      | 6.4000%  | 0.0000% | $286000.00         | $316893.40         | Corporate Debt Securities |
| COMCAST CORP NEW               SR GLBL NT 4%47  | 2047-08-15      | 4.0000%  | 0.0000% | $2400000.00        | $1862624.00        | Corporate Debt Securities |
| COMCAST CORP NEW               SR GLBL NT 30    | 2030-10-15      | 4.2500%  | 0.0000% | $196000.00         | $198409.98         | Corporate Debt Securities |
| COMMONWEALTH EDISON CO         1M GLBL 114 BD43 | 2043-08-15      | 4.6000%  | 0.0000% | $169000.00         | $154655.84         | Corporate Debt Securities |
| COMMONWEALTH EDISON CO         1M GLBL 123 BD47 | 2047-08-15      | 3.7500%  | 0.0000% | $7026000.00        | $5537102.78        | Corporate Debt Securities |
| COMMONWEALTH EDISON CO         1M GLBL 129 BD50 | 2050-03-01      | 3.0000%  | 0.0000% | $5577000.00        | $3752187.01        | Corporate Debt Securities |
| CONNECTICUT LT & PWR CO        1M GLBL A BD4%48 | 2048-04-01      | 4.0000%  | 0.0000% | $204000.00         | $165552.57         | Corporate Debt Securities |
| CONSTELLATION BRANDS INC       SR NT 4.8%30     | 2030-05-01      | 4.8000%  | 0.0000% | $2000000.00        | $2058033.33        | Corporate Debt Securities |
| CONSUMERS ENERGY CO            1M GLBL BD 33    | 2033-05-15      | 4.6250%  | 0.0000% | $880000.00         | $891207.17         | Corporate Debt Securities |
| COOPERATIEVE CENTRALE RAIFFEIS SNR PREF FL NT27 | 2027-03-05      | 4.4155%  | 0.0000% | $1500000.00        | $1517940.83        | Corporate Debt Securities |
| UBS GROUP AG                   GLBL 014 144A 28 | 2028-08-11      | 6.4420%  | 0.0000% | $338000.00         | $359710.28         | Corporate Debt Securities |
| DTE ENERGY CO                  SR GLBL -A NT 30 | 2030-04-01      | 5.2000%  | 0.0000% | $1210000.00        | $1268514.26        | Corporate Debt Securities |
| MERCEDES-BENZ FIN NORTH AMER   GLBL 144A NT 29  | 2029-08-15      | 3.1000%  | 0.0000% | $500000.00         | $488019.17         | Corporate Debt Securities |
| DEERE & CO                     SR GLBL NT5.7%55 | 2055-01-19      | 5.7000%  | 0.0000% | $140000.00         | $146354.83         | Corporate Debt Securities |
| DELL INTL LLC/EMC CORP         SR GLBL NT 5%30  | 2030-04-01      | 5.0000%  | 0.0000% | $4400000.00        | $4573438.22        | Corporate Debt Securities |
| DELL INTL LLC/EMC CORP         SR GLBL NT5.3%32 | 2032-04-01      | 5.3000%  | 0.0000% | $1000000.00        | $1045879.44        | Corporate Debt Securities |
| DTE ELEC CO                    SR SEC 2012-B 42 | 2042-06-15      | 3.9500%  | 0.0000% | $300000.00         | $247094.25         | Corporate Debt Securities |
| DISNEY WALT CO                 SR GLBL NT 26    | 2026-11-15      | 3.3750%  | 0.0000% | $260000.00         | $260980.52         | Corporate Debt Securities |
| DOMINION ENERGY INC            SR GLBL -B NT 52 | 2052-08-15      | 4.8500%  | 0.0000% | $56000.00          | $49693.79          | Corporate Debt Securities |
| DOW CHEMICAL CO                SR GLBL NT4.8%49 | 2049-05-15      | 4.8000%  | 0.0000% | $1250000.00        | $1007437.50        | Corporate Debt Securities |
| DUKE ENERGY FLA LLC            1M GLBL BD6.2%53 | 2053-11-15      | 6.2000%  | 0.0000% | $3772000.00        | $4107016.47        | Corporate Debt Securities |
| EOG RES INC                    SR GLBL NT 54    | 2054-12-01      | 5.6500%  | 0.0000% | $583000.00         | $580673.67         | Corporate Debt Securities |
| EQT CORP                       CR SEN SR GLBL30 | 2030-02-01      | 7.0000%  | 0.0000% | $2100000.00        | $2353334.67        | Corporate Debt Securities |
| ENBRIDGE INC                   GLBL NT 6.7%53   | 2053-11-15      | 6.7000%  | 0.0000% | $568000.00         | $635091.21         | Corporate Debt Securities |
| ENERGY TRANSFER L P            SR GLBL NT 54    | 2054-09-01      | 6.0500%  | 0.0000% | $25000.00          | $24937.26          | Corporate Debt Securities |
| ENERGY TRANSFER L P            SR GLBL NT5.7%35 | 2035-04-01      | 5.7000%  | 0.0000% | $1000000.00        | $1055361.67        | Corporate Debt Securities |
| ENERGY TRANSFER L P            SR GLBL NT 31    | 2031-01-15      | 4.5500%  | 0.0000% | $4000000.00        | $3996836.67        | Corporate Debt Securities |
| ENERGY TRANSFER L P            SR GLBL NT6.3%56 | 2056-01-15      | 6.3000%  | 0.0000% | $6500000.00        | $6536172.50        | Corporate Debt Securities |
| ENTERGY LA LLC                 1M GLBL BD2.9%51 | 2051-03-15      | 2.9000%  | 0.0000% | $1146000.00        | $734053.11         | Corporate Debt Securities |
| ENTERGY TEXAS INC              1M GLBL -17TH 35 | 2035-04-15      | 5.2500%  | 0.0000% | $1390000.00        | $1442670.58        | Corporate Debt Securities |
| ENTERGY MISSISSIPPI LLC        1M GLBL BD 5%33  | 2033-09-01      | 5.0000%  | 0.0000% | $3063000.00        | $3180326.51        | Corporate Debt Securities |
| ENTERPRISE PRODS OPER LLC      SR NT 6.875%33   | 2033-03-01      | 6.8750%  | 0.0000% | $600000.00         | $697172.92         | Corporate Debt Securities |
| ENTERPRISE PRODS OPER LLC      SR GLBL NT5.2%36 | 2036-01-15      | 5.2000%  | 0.0000% | $1740000.00        | $1777804.40        | Corporate Debt Securities |
| ESSENTIAL UTILS INC            SR GLBL NT 30    | 2030-04-15      | 2.7040%  | 0.0000% | $270000.00         | $255964.50         | Corporate Debt Securities |
| ING GROEP N.V.                 SR GLBL NT 29    | 2029-04-09      | 4.0500%  | 0.0000% | $5750000.00        | $5805818.12        | Corporate Debt Securities |
| INTEL CORP                     SR NT 4%32       | 2032-12-15      | 4.0000%  | 0.0000% | $1600000.00        | $1539744.00        | Corporate Debt Securities |
| INTERNATIONAL BUSINESS MACHS   SR GLBL NT3.5%29 | 2029-05-15      | 3.5000%  | 0.0000% | $142000.00         | $140671.12         | Corporate Debt Securities |
| INTERSTATE PWR & LT CO         SR DEB 6.25%39   | 2039-07-15      | 6.2500%  | 0.0000% | $2085000.00        | $2236713.29        | Corporate Debt Securities |
| JBS NV / JBS USA FOOD CO       SR GLBL NT2.5%27 | 2027-01-15      | 2.5000%  | 0.0000% | $1263000.00        | $1241139.58        | Corporate Debt Securities |
| JPMORGAN CHASE & CO            SR GLBL NT 29    | 2029-04-23      | 4.0050%  | 0.0000% | $1850000.00        | $1868261.81        | Corporate Debt Securities |
| JPMORGAN CHASE & CO            SR GLBL NT 30    | 2030-10-15      | 2.7390%  | 0.0000% | $11000.00          | $10542.50          | Corporate Debt Securities |
| JPMORGAN CHASE & CO            SUB NT 5.576%36  | 2036-07-23      | 5.5760%  | 0.0000% | $52000.00          | $53596.10          | Corporate Debt Securities |
| JPMORGAN CHASE & CO            SR GLBL NT 32    | 2032-01-22      | 4.3470%  | 0.0000% | $25000.00          | $24966.15          | Corporate Debt Securities |
| JPMORGAN CHASE & CO            SR GLBL FL NT 32 | 2032-01-22      | 4.4969%  | 0.0000% | $2700000.00        | $2706419.19        | Corporate Debt Securities |
| JPMORGAN CHASE & CO            SR GLBL NT 37    | 2037-01-22      | 4.8980%  | 0.0000% | $5350000.00        | $5331106.18        | Corporate Debt Securities |
| JBS NV / JBS USA FOOD CO       SR GLBL NT5.5%36 | 2036-01-15      | 5.5000%  | 0.0000% | $4000000.00        | $4075606.67        | Corporate Debt Securities |
| JBS NV / JBS USA FOOD CO       SR GLBL NT 56    | 2056-03-01      | 6.2500%  | 0.0000% | $5400000.00        | $5655298.50        | Corporate Debt Securities |
| JOHNSON & JOHNSON              SR GLBL NT3.4%38 | 2038-01-15      | 3.4000%  | 0.0000% | $180000.00         | $158298.60         | Corporate Debt Securities |
| KEMPER CORP                    GLBL NT 3.8%32   | 2032-02-23      | 3.8000%  | 0.0000% | $250000.00         | $235468.06         | Corporate Debt Securities |
| KINDER MORGAN ENERGY PARTNERS  SR GLBL NT 41    | 2041-03-01      | 6.3750%  | 0.0000% | $91000.00          | $100108.68         | Corporate Debt Securities |
| KINDER MORGAN INC DEL          SR GLBL NT5.3%34 | 2034-12-01      | 5.3000%  | 0.0000% | $6100000.00        | $6295969.28        | Corporate Debt Securities |
| LEIDOS INC                     SR GLBL NT5.5%35 | 2035-03-15      | 5.5000%  | 0.0000% | $1000000.00        | $1060995.00        | Corporate Debt Securities |
| LOWES COS INC                  SR GLBL NT5.5%35 | 2035-10-15      | 5.5000%  | 0.0000% | $2000000.00        | $2120683.33        | Corporate Debt Securities |
| MPLX LP                        SR GLBL NT5.4%35 | 2035-04-01      | 5.4000%  | 0.0000% | $3000000.00        | $3081240.00        | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        SR GLBL FL NT 29 | 2029-01-21      | 4.3675%  | 0.0000% | $400000.00         | $400540.01         | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        SR GLBL FL NT 32 | 2032-01-21      | 4.6175%  | 0.0000% | $5000000.00        | $5004612.61        | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 27    | 2027-10-21      | 1.9480%  | 0.0000% | $5000000.00        | $4952035.00        | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 29    | 2029-01-21      | 4.1480%  | 0.0000% | $2000000.00        | $2003074.00        | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 37    | 2037-01-21      | 5.0650%  | 0.0000% | $500000.00         | $499743.12         | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 47    | 2047-01-21      | 5.5410%  | 0.0000% | $2000000.00        | $1982490.50        | Corporate Debt Securities |
| GOLDMAN SACHS BK USA           SR FLT NT 27     | 2027-05-21      | 4.5119%  | 0.0000% | $20000.00          | $20199.72          | Corporate Debt Securities |
| HCA INC.                       SR GLBL NT 34    | 2034-09-15      | 5.4500%  | 0.0000% | $5000000.00        | $5237137.50        | Corporate Debt Securities |
| HSBC HLDGS PLC                 SR GLBL FL NT 28 | 2028-11-19      | 4.8205%  | 0.0000% | $599000.00         | $608174.61         | Corporate Debt Securities |
| HOLCIM FINANCE US LLC          SR GLBL 144A 35  | 2035-04-07      | 5.4000%  | 0.0000% | $700000.00         | $737555.00         | Corporate Debt Securities |
| HOLCIM FINANCE US LLC          SR GLBL NT 30    | 2030-04-07      | 4.9500%  | 0.0000% | $2000000.00        | $2078415.00        | Corporate Debt Securities |
| HONEYWELL INTL INC             SR NT 5.375%41   | 2041-03-01      | 5.3750%  | 0.0000% | $3530000.00        | $3699074.74        | Corporate Debt Securities |
| HORMEL FOODS CORP              SR GLBL NT 51    | 2051-06-03      | 3.0500%  | 0.0000% | $2732000.00        | $1819537.04        | Corporate Debt Securities |
| HUMANA INC                     SR GLBL NT 33    | 2033-03-01      | 5.8750%  | 0.0000% | $1570000.00        | $1661571.78        | Corporate Debt Securities |
| ITR CONCESSION CO LLC          SR SEC B 144A 35 | 2035-07-15      | 5.1830%  | 0.0000% | $6000000.00        | $5973777.50        | Corporate Debt Securities |

### Security 696: SMBC NIKKO SECURITIES AMERICA INC

- **C.1 - Title:** SMBC NIKKO SECURITIES AMERICA INC 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1EQJV1, C.3 - LEI: 6PJDTY319315T5LR2241, C.5 - Other ID: ARP1EQJV1
- **C.18 - Value (incl. sponsor support):** $3335000000.00
- **C.18.a - Value (excl. sponsor support):** $3335000000.00
- **C.19 - Percentage of Net Assets:** 0.8500%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **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? 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 | 2039-02-15      | 3.5000%  | 0.0000% | $248700.00         | $229355.43         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-05-15      | 4.2500%  | 0.0000% | $1000100.00        | $984933.14         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-08-15      | 4.5000%  | 0.0000% | $26070100.00       | $26545344.32       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-02-15      | 4.6250%  | 0.0000% | $103400.00         | $106230.38         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-02-15      | 2.1250%  | 0.0000% | $2000.00           | $3005.70           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-05-15      | 4.3750%  | 0.0000% | $5000000.00        | $4900510.41        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-02-15      | 0.7500%  | 0.0000% | $134100.00         | $150953.35         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-11-15      | 2.7500%  | 0.0000% | $154600.00         | $119320.51         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-02-15      | 1.3750%  | 0.0000% | $14095300.00       | $16576344.08       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-08-15      | 3.1250%  | 0.0000% | $100.00            | $80.43             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-02-15      | 0.7500%  | 0.0000% | $15548700.00       | $15717447.19       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-08-15      | 2.8750%  | 0.0000% | $61900.00          | $47137.22          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-02-15      | 3.0000%  | 0.0000% | $999400.00         | $764550.65         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-02-15      | 3.0000%  | 0.0000% | $280300.00         | $211922.68         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-02-15      | 3.0000%  | 0.0000% | $187100.00         | $140048.03         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-05-15      | 2.2500%  | 0.0000% | $550000.00         | $405914.72         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-08-15      | 2.0000%  | 0.0000% | $423600.00         | $246243.52         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-02-15      | 0.1250%  | 0.0000% | $2080100.00        | $1280586.10        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-05-15      | 2.8750%  | 0.0000% | $101100.00         | $71087.14          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-02-15      | 3.6250%  | 0.0000% | $305000.00         | $251222.07         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-02-15      | 4.5000%  | 0.0000% | $5000000.00        | $4924902.39        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-11-15      | 4.6250%  | 0.0000% | $9636400.00        | $9503176.24        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-02-15      | 4.7500%  | 0.0000% | $45000000.00       | $45593540.22       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-05-15      | 5.0000%  | 0.0000% | $5486600.00        | $5668789.34        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-15      | 2.8750%  | 0.0000% | $36901600.00       | $36566271.90       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-15      | 3.1250%  | 0.0000% | $60759000.00       | $60396376.52       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-01-15      | 0.8750%  | 0.0000% | $6000000.00        | $7664649.96        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-15      | 2.6250%  | 0.0000% | $991000.00         | $974636.31         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-15      | 1.6250%  | 0.0000% | $1000.00           | $997.63            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-15      | 0.1250%  | 0.0000% | $10725400.00       | $14541406.85       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-15      | 0.3750%  | 0.0000% | $12000000.00       | $16036754.27       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-31      | 0.3750%  | 0.0000% | $850000.00         | $812728.19         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-09-30      | 0.3750%  | 0.0000% | $100.00            | $95.09             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-30      | 0.6250%  | 0.0000% | $124000.00         | $117799.30         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-15      | 0.1250%  | 0.0000% | $1000000.00        | $1236029.13        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-31      | 1.2500%  | 0.0000% | $53600.00          | $50957.45          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-07-15      | 0.1250%  | 0.0000% | $10755100.00       | $12196225.08       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-31      | 1.0000%  | 0.0000% | $2974000.00        | $2807333.55        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-10-31      | 1.3750%  | 0.0000% | $100.00            | $94.57             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-31      | 1.1250%  | 0.0000% | $25361000.00       | $24965191.85       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-01-31      | 1.7500%  | 0.0000% | $4000.00           | $3823.90           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-04-30      | 2.8750%  | 0.0000% | $50000000.00       | $49189860.50       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-07-15      | 0.6250%  | 0.0000% | $11000000.00       | $11639642.31       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-09-30      | 4.1250%  | 0.0000% | $21800300.00       | $22305424.93       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-10-31      | 4.0000%  | 0.0000% | $2000.00           | $2040.36           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-02-15      | 3.5000%  | 0.0000% | $10316800.00       | $10144615.30       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-02-29      | 4.0000%  | 0.0000% | $32778700.00       | $33617853.74       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-15      | 1.2500%  | 0.0000% | $10531700.00       | $11480226.06       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-15      | 3.6250%  | 0.0000% | $9207200.00        | $9274877.50        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-05-31      | 3.7500%  | 0.0000% | $13000.00          | $13079.56          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-06-30      | 4.0000%  | 0.0000% | $25076800.00       | $25410494.90       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-08-15      | 3.8750%  | 0.0000% | $4998900.00        | $5022435.91        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-08-31      | 4.1250%  | 0.0000% | $630100.00         | $649833.75         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-09-15      | 4.6250%  | 0.0000% | $1019200.00        | $1042990.63        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-09-30      | 4.6250%  | 0.0000% | $800000.00         | $833181.90         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-10-15      | 2.3750%  | 0.0000% | $17530700.00       | $19406518.99       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-12-31      | 3.7500%  | 0.0000% | $239704200.00      | $239777725.62      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-12-31      | 3.7500%  | 0.0000% | $4153600.00        | $4182433.19        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-01-31      | 4.0000%  | 0.0000% | $11000000.00       | $11308146.35       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-28      | 4.2500%  | 0.0000% | $185927000.00      | $192584172.73      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-03-15      | 4.2500%  | 0.0000% | $230993900.00      | $236457195.43      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-03-31      | 4.1250%  | 0.0000% | $209256000.00      | $214961061.30      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-04-15      | 2.1250%  | 0.0000% | $199000.00         | $216301.53         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-04-30      | 4.6250%  | 0.0000% | $185642700.00      | $193315383.56      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-05-15      | 4.3750%  | 0.0000% | $52008000.00       | $53334572.37       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-31      | 4.8750%  | 0.0000% | $1000.00           | $1011.69           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-06-30      | 4.2500%  | 0.0000% | $28534500.00       | $29172848.14       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-15      | 4.3750%  | 0.0000% | $150000.00         | $152031.13         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-07-31      | 4.1250%  | 0.0000% | $129300.00         | $133583.18         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-31      | 3.7500%  | 0.0000% | $449000.00         | $456440.31         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-09-15      | 3.3750%  | 0.0000% | $31413100.00       | $31732313.33       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-31      | 4.1250%  | 0.0000% | $22491000.00       | $22802016.23       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-10-15      | 1.6250%  | 0.0000% | $992400.00         | $1047713.91        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-11-30      | 4.1250%  | 0.0000% | $11523500.00       | $11728788.56       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-12-31      | 4.3750%  | 0.0000% | $227338900.00      | $233559731.32      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-15      | 4.2500%  | 0.0000% | $10000000.00       | $10148830.50       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-01-31      | 4.2500%  | 0.0000% | $102000000.00      | $106132480.11      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-31      | 4.1250%  | 0.0000% | $7000000.00        | $7181432.35        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-01-31      | 4.3750%  | 0.0000% | $189700.00         | $198272.56         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-02-15      | 4.6250%  | 0.0000% | $47500000.00       | $50027101.20       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-03-15      | 3.8750%  | 0.0000% | $5793400.00        | $5916863.47        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-15      | 3.7500%  | 0.0000% | $1275000.00        | $1294052.77        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 3.7500%  | 0.0000% | $908900.00         | $919816.61         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-04-30      | 4.0000%  | 0.0000% | $233336800.00      | $236215767.45      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-05-31      | 4.0000%  | 0.0000% | $217829300.00      | $221408735.69      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-06-15      | 3.8750%  | 0.0000% | $35747000.00       | $36172460.01       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-06-30      | 4.0000%  | 0.0000% | $100.00            | $100.48            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-06-30      | 3.8750%  | 0.0000% | $4369700.00        | $4403662.73        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-06-30      | 3.7500%  | 0.0000% | $19208500.00       | $19325897.26       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-15      | 3.6250%  | 0.0000% | $11000000.00       | $11194061.04       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-08-31      | 3.8750%  | 0.0000% | $245226900.00      | $247556486.45      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-08-31      | 3.6250%  | 0.0000% | $44715000.00       | $45102812.95       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-09-30      | 3.8750%  | 0.0000% | $149628000.00      | $150469603.24      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-09-30      | 3.6250%  | 0.0000% | $155200.00         | $156031.52         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-31      | 3.5000%  | 0.0000% | $5858000.00        | $5905317.07        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-10-31      | 3.7500%  | 0.0000% | $46176100.00       | $45905683.32       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-11-30      | 3.7500%  | 0.0000% | $50000000.00       | $49522217.03       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-12-31      | 3.8750%  | 0.0000% | $1125900.00        | $1119710.17        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-12-31      | 3.6250%  | 0.0000% | $7277700.00        | $7241465.38        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-03-05      | 0.0000%  | 0.0000% | $83170400.00       | $82911157.86       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-02      | 0.0000%  | 0.0000% | $100.00            | $99.41             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-29      | 0.0000%  | 0.0000% | $50000000.00       | $48718100.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-09      | 0.0000%  | 0.0000% | $4042600.00        | $4016076.50        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-30      | 0.0000%  | 0.0000% | $9000000.00        | $8922114.00        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-02-10      | 0.0000%  | 0.0000% | $313700.00         | $313448.41         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-21      | 0.0000%  | 0.0000% | $100.00            | $98.93             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-03-24      | 0.0000%  | 0.0000% | $213900.00         | $212821.52         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-15      | 6.6250%  | 0.0000% | $985000.00         | $1046568.97        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-15      | 5.5000%  | 0.0000% | $249800.00         | $267516.49         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-04-15      | 3.3750%  | 0.0000% | $905000.00         | $1855631.69        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-15      | 1.7500%  | 0.0000% | $72000.00          | $113264.43         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2038-05-15      | 4.5000%  | 0.0000% | $33000.00          | $33713.54          | U.S. Treasuries (including strips) |

### Security 697: DEUTSCHE BANK AG (NEW YORK BRANCH)

- **C.1 - Title:** DEUTSCHE BANK AG (NEW YORK BRANCH) 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1EQJW9, C.3 - LEI: 7LTWFZYICNSX8D621K86, C.5 - Other ID: ARP1EQJW9
- **C.18 - Value (incl. sponsor support):** $701000000.00
- **C.18.a - Value (excl. sponsor support):** $701000000.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2028-09-30      | 1.2500%  | 0.0000% | $2400.00           | $2267.37           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-10-31      | 1.3750%  | 0.0000% | $2100.00           | $1985.04           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-01-31      | 1.7500%  | 0.0000% | $3800.00           | $3631.33           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-03-31      | 2.3750%  | 0.0000% | $4500.00           | $4365.39           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 2.7500%  | 0.0000% | $4000.00           | $3988.39           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-11-30      | 3.8750%  | 0.0000% | $40000000.00       | $40484032.75       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-30      | 3.5000%  | 0.0000% | $2000.00           | $2014.18           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-15      | 4.6250%  | 0.0000% | $4000.00           | $4081.33           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-10-15      | 2.3750%  | 0.0000% | $12638800.00       | $13983937.42       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-11-30      | 4.3750%  | 0.0000% | $5000.00           | $5162.66           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-30      | 4.3750%  | 0.0000% | $5000.00           | $5137.50           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-01-31      | 4.0000%  | 0.0000% | $5000.00           | $5152.01           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-02-15      | 4.0000%  | 0.0000% | $33000000.00       | $33371938.70       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-31      | 4.8750%  | 0.0000% | $5000.00           | $5059.12           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-06-30      | 4.2500%  | 0.0000% | $10000000.00       | $10220420.99       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-31      | 4.3750%  | 0.0000% | $42000000.00       | $43063276.79       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-31      | 4.1250%  | 0.0000% | $30000.00          | $30416.68          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-15      | 4.1250%  | 0.0000% | $7000.00           | $7128.45           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-30      | 4.2500%  | 0.0000% | $20000.00          | $20247.65          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-12-31      | 4.3750%  | 0.0000% | $23000000.00       | $23626880.88       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-12-31      | 4.2500%  | 0.0000% | $39000.00          | $39373.31          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-01-15      | 2.1250%  | 0.0000% | $14979800.00       | $15812131.90       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-28      | 4.1250%  | 0.0000% | $20000.00          | $20463.01          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-03-31      | 4.1250%  | 0.0000% | $27000.00          | $27646.69          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-03-31      | 4.0000%  | 0.0000% | $31000000.00       | $31718474.40       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 3.7500%  | 0.0000% | $16000.00          | $16189.55          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-04-30      | 4.0000%  | 0.0000% | $9975200.00        | $10103932.44       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-31      | 3.8750%  | 0.0000% | $22000000.00       | $22233944.01       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-15      | 3.8750%  | 0.0000% | $19000.00          | $19156.67          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-07-15      | 1.8750%  | 0.0000% | $246006300.00      | $249999999.19      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-08-31      | 3.8750%  | 0.0000% | $25000000.00       | $25247517.96       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-08-31      | 3.6250%  | 0.0000% | $18000000.00       | $18157535.90       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-09-30      | 3.8750%  | 0.0000% | $46267000.00       | $46553283.42       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-10-15      | 3.5000%  | 0.0000% | $5000.00           | $5037.39           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-11-15      | 4.0000%  | 0.0000% | $2000000.00        | $1980543.58        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-12-15      | 3.5000%  | 0.0000% | $39084200.00       | $39135129.72       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-31      | 3.3750%  | 0.0000% | $48646800.00       | $48624809.77       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-02-15      | 1.0000%  | 0.0000% | $772100.00         | $806562.55         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-02-15      | 1.0000%  | 0.0000% | $21300.00          | $20720.13          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-02-15      | 0.1250%  | 0.0000% | $291800.00         | $198127.73         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-02-15      | 0.1250%  | 0.0000% | $190000.00         | $117890.36         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-02-15      | 2.7500%  | 0.0000% | $7100.00           | $7075.31           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-05-15      | 2.3750%  | 0.0000% | $8000.00           | $7723.65           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-02-29      | 1.1250%  | 0.0000% | $2700.00           | $2581.49           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-03-31      | 0.7500%  | 0.0000% | $1000000.00        | $997585.74         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-30      | 0.7500%  | 0.0000% | $400.00            | $397.83            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-30      | 1.2500%  | 0.0000% | $2700.00           | $2573.88           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-31      | 1.2500%  | 0.0000% | $2700.00           | $2565.69           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-31      | 0.6250%  | 0.0000% | $4000.00           | $3952.28           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-31      | 1.0000%  | 0.0000% | $3100.00           | $2924.74           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-08-15      | 1.2500%  | 0.0000% | $44000000.00       | $38520790.96       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-31      | 1.1250%  | 0.0000% | $400.00            | $377.68            | U.S. Treasuries (including strips) |

### Security 698: DAIWA CAPITAL MARKETS AMERICA INC

- **C.1 - Title:** DAIWA CAPITAL MARKETS AMERICA INC 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1EQK49, C.3 - LEI: M67H5PRC0NQKM73ZAS82, C.5 - Other ID: ARP1EQK49
- **C.18 - Value (incl. sponsor support):** $2705000000.00
- **C.18.a - Value (excl. sponsor support):** $2705000000.00
- **C.19 - Percentage of Net Assets:** 0.6900%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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                                  |
|:---|:---|:---|:---|:---|:---|:---|
| 05.500 FGPC G04153 G   | 2038-03-01      | 5.5000%  | 0.0000% | $8438.00           | $46.72             | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CTZJ9406   | 2032-01-01      | 3.5000%  | 0.0000% | $1366.00           | $79.34             | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZL4244   | 2042-11-01      | 3.5000%  | 0.0000% | $3000007.00        | $426804.00         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZM4707   | 2047-11-01      | 3.5000%  | 0.0000% | $453900.00         | $99508.60          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZM5659   | 2048-02-01      | 3.5000%  | 0.0000% | $1000.00           | $140.69            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZA4607   | 2045-11-01      | 3.5000%  | 0.0000% | $7000000.00        | $1196831.87        | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CIZS8591   | 2030-12-01      | 3.0000%  | 0.0000% | $1000.00           | $88.89             | Agency Mortgage-Backed Securities         |
| FEPC 03.000 ZLZT2491   | 2047-01-15      | 3.0000%  | 0.0000% | $6873512.00        | $6028407.83        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CISB1457   | 2040-03-01      | 5.5000%  | 0.0000% | $403956.00         | $312788.14         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CISB8177   | 2037-09-01      | 3.5000%  | 0.0000% | $6000.00           | $3545.92           | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CISB8178   | 2037-09-01      | 4.0000%  | 0.0000% | $5000.00           | $2803.54           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CISB8183   | 2037-10-01      | 3.5000%  | 0.0000% | $1000.00           | $596.04            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CISB8334   | 2039-10-01      | 5.0000%  | 0.0000% | $4000.00           | $2886.44           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CISB8373   | 2040-03-01      | 6.0000%  | 0.0000% | $2000.00           | $1369.51           | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CISB8511   | 2036-05-01      | 2.0000%  | 0.0000% | $5000.00           | $2417.58           | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CISB8505   | 2035-10-01      | 2.5000%  | 0.0000% | $4000.00           | $1468.85           | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD1701   | 2052-05-01      | 2.5000%  | 0.0000% | $1000.00           | $656.01            | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLSD1035   | 2052-05-01      | 4.0000%  | 0.0000% | $7615000.00        | $5715918.18        | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLSD1051   | 2052-07-01      | 4.0000%  | 0.0000% | $9397871.00        | $7063194.49        | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD1554   | 2052-09-01      | 4.5000%  | 0.0000% | $1000.00           | $750.34            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD2357   | 2053-02-01      | 6.0000%  | 0.0000% | $105799.00         | $77124.56          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD5298   | 2054-04-01      | 6.0000%  | 0.0000% | $9965540.00        | $8614219.03        | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLSD4808   | 2054-01-01      | 7.0000%  | 0.0000% | $14285000.00       | $10281733.50       | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLSD4921   | 2054-01-01      | 7.0000%  | 0.0000% | $13767000.00       | $11573929.15       | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD4997   | 2053-10-01      | 5.0000%  | 0.0000% | $1811.00           | $1575.85           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD6299   | 2054-09-01      | 5.5000%  | 0.0000% | $2237.00           | $1794.23           | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLSD5696   | 2054-06-01      | 6.5000%  | 0.0000% | $2000.00           | $1700.25           | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLSD5707   | 2054-06-01      | 7.0000%  | 0.0000% | $13692000.00       | $8828096.05        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD5709   | 2054-07-01      | 6.0000%  | 0.0000% | $200000.00         | $161244.67         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD6401   | 2054-09-01      | 6.0000%  | 0.0000% | $10240960.00       | $8581763.79        | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD8030   | 2049-12-01      | 3.0000%  | 0.0000% | $3951.00           | $680.29            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD8038   | 2050-01-01      | 3.5000%  | 0.0000% | $14000.00          | $2029.52           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD8057   | 2050-04-01      | 3.5000%  | 0.0000% | $19000.00          | $3773.75           | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLSD8058   | 2050-04-01      | 4.0000%  | 0.0000% | $2000.00           | $338.36            | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD8062   | 2050-05-01      | 3.0000%  | 0.0000% | $3000.00           | $737.54            | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD8074   | 2050-07-01      | 3.0000%  | 0.0000% | $2000.00           | $538.46            | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD8084   | 2050-08-01      | 3.0000%  | 0.0000% | $5000.00           | $1444.65           | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD8089   | 2050-07-01      | 2.5000%  | 0.0000% | $10000.00          | $3524.35           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD7391   | 2055-01-01      | 6.0000%  | 0.0000% | $1907.00           | $1709.23           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD7508   | 2049-10-01      | 3.5000%  | 0.0000% | $7000.00           | $2065.49           | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD8107   | 2050-11-01      | 2.5000%  | 0.0000% | $4000.00           | $1717.02           | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD8157   | 2051-07-01      | 3.0000%  | 0.0000% | $1000.00           | $511.14            | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD8151   | 2051-06-01      | 2.5000%  | 0.0000% | $2000.00           | $1149.65           | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLSD8193   | 2052-02-01      | 2.0000%  | 0.0000% | $5000.00           | $3250.53           | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD8194   | 2052-02-01      | 2.5000%  | 0.0000% | $192000.00         | $125507.07         | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLSD8177   | 2051-11-01      | 2.0000%  | 0.0000% | $3000.00           | $1890.33           | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLSD8182   | 2051-12-01      | 2.0000%  | 0.0000% | $5000.00           | $3180.30           | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLSD8199   | 2052-03-01      | 2.0000%  | 0.0000% | $6000.00           | $3908.89           | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD8205   | 2052-04-01      | 2.5000%  | 0.0000% | $7000.00           | $4709.14           | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD8212   | 2052-05-01      | 2.5000%  | 0.0000% | $3070.00           | $2124.23           | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLSD8218   | 2052-06-01      | 2.0000%  | 0.0000% | $4000.00           | $2714.07           | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLSD8244   | 2052-09-01      | 4.0000%  | 0.0000% | $1250000.00        | $971970.74         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD8245   | 2052-09-01      | 4.5000%  | 0.0000% | $1000.00           | $772.60            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD8276   | 2052-12-01      | 5.0000%  | 0.0000% | $4000.00           | $3177.36           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8324   | 2053-05-01      | 5.5000%  | 0.0000% | $2000.00           | $1536.33           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8300   | 2053-02-01      | 5.5000%  | 0.0000% | $2000.00           | $1469.79           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD8314   | 2053-04-01      | 4.5000%  | 0.0000% | $55000.00          | $45394.74          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD8384   | 2053-12-01      | 6.0000%  | 0.0000% | $2000.00           | $1286.47           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD8360   | 2053-09-01      | 4.5000%  | 0.0000% | $106705.00         | $91793.31          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8362   | 2053-09-01      | 5.5000%  | 0.0000% | $5000.00           | $4016.25           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD8363   | 2053-09-01      | 6.0000%  | 0.0000% | $3000.00           | $2117.45           | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLSD8379   | 2053-10-01      | 4.0000%  | 0.0000% | $2000.00           | $1658.39           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD8393   | 2054-01-01      | 4.5000%  | 0.0000% | $2000.00           | $1758.13           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD8393   | 2054-01-01      | 4.5000%  | 0.0000% | $30635.00          | $26930.14          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD8432   | 2054-05-01      | 6.0000%  | 0.0000% | $34008094.00       | $23673080.50       | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLSD8481   | 2054-10-01      | 4.0000%  | 0.0000% | $7900000.00        | $7105120.04        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8453   | 2054-08-01      | 5.5000%  | 0.0000% | $3000000.00        | $2498322.42        | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLBR7191   | 2051-04-01      | 2.0000%  | 0.0000% | $56560.00          | $37364.54          | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLBU8924   | 2052-04-01      | 3.5000%  | 0.0000% | $343540.00         | $242141.39         | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLBV4133   | 2052-03-01      | 2.5000%  | 0.0000% | $1000.00           | $653.00            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLBV5915   | 2055-08-01      | 6.0000%  | 0.0000% | $25184734.00       | $22710277.29       | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBV8509   | 2052-05-01      | 3.0000%  | 0.0000% | $4000.00           | $2802.72           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CIBW2419   | 2041-01-01      | 5.0000%  | 0.0000% | $1293547.00        | $1326255.34        | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX SOBW4934   | 2053-05-01      | 5.4870%  | 0.0000% | $148420.00         | $102938.39         | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBW9888   | 2052-10-01      | 4.0000%  | 0.0000% | $1000.00           | $785.39            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLBY2709   | 2053-05-01      | 5.5000%  | 0.0000% | $1701575.00        | $865229.66         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLBY2733   | 2053-05-01      | 5.5000%  | 0.0000% | $3210870.00        | $2240608.06        | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HXBZ5748   | 2032-11-01      | 4.0400%  | 0.0000% | $1358629.00        | $1341129.10        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLCA0851   | 2047-12-01      | 3.5000%  | 0.0000% | $75045930.00       | $20121251.27       | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLCA7386   | 2050-10-01      | 3.0000%  | 0.0000% | $5000000.00        | $2542207.63        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLCA8645   | 2051-01-01      | 4.0000%  | 0.0000% | $8000.00           | $2809.18           | Agency Mortgage-Backed Securities         |
| FNMS 01.500 CICB0314   | 2036-04-01      | 1.5000%  | 0.0000% | $325000.00         | $168227.68         | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLCB2644   | 2052-01-01      | 2.5000%  | 0.0000% | $6535651.00        | $4569161.55        | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLCB1876   | 2051-10-01      | 3.0000%  | 0.0000% | $442799.00         | $313460.83         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLCB2164   | 2051-11-01      | 3.0000%  | 0.0000% | $288000.00         | $185604.59         | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLCB2766   | 2052-02-01      | 2.0000%  | 0.0000% | $897569.00         | $573892.19         | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLCB2850   | 2052-02-01      | 2.0000%  | 0.0000% | $102955.00         | $69628.47          | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLCB4371   | 2052-08-01      | 3.5000%  | 0.0000% | $1000.00           | $773.68            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLCB4364   | 2052-08-01      | 3.5000%  | 0.0000% | $3299419.00        | $2368867.60        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCB6046   | 2053-04-01      | 4.5000%  | 0.0000% | $41668225.00       | $34783922.36       | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCB6051   | 2053-04-01      | 4.5000%  | 0.0000% | $30000.00          | $24517.12          | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCB7321   | 2053-10-01      | 4.5000%  | 0.0000% | $39000.00          | $34860.70          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB7597   | 2053-12-01      | 5.5000%  | 0.0000% | $53870898.00       | $48800949.69       | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLCB8193   | 2054-03-01      | 7.0000%  | 0.0000% | $13311000.00       | $11529882.34       | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB8828   | 2054-07-01      | 5.0000%  | 0.0000% | $173912.00         | $162853.80         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB9058   | 2054-08-01      | 5.0000%  | 0.0000% | $34850558.00       | $32784531.68       | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLCB9182   | 2054-09-01      | 7.0000%  | 0.0000% | $12519000.00       | $9009211.71        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCB9635   | 2054-12-01      | 4.5000%  | 0.0000% | $64000.00          | $59279.13          | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB9645   | 2054-12-01      | 5.0000%  | 0.0000% | $2691732.00        | $2561738.38        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB9957   | 2055-02-01      | 5.0000%  | 0.0000% | $27802674.00       | $26673295.82       | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCB9949   | 2055-02-01      | 4.5000%  | 0.0000% | $409000.00         | $394779.82         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFA1573   | 2055-03-01      | 6.0000%  | 0.0000% | $5501977.00        | $4414811.30        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFA2545   | 2055-08-01      | 6.0000%  | 0.0000% | $7828482.00        | $8017954.32        | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFA2839   | 2052-07-01      | 2.5000%  | 0.0000% | $404430.00         | $338068.75         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFA2938   | 2053-02-01      | 6.0000%  | 0.0000% | $26000000.00       | $24024429.58       | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFA3829   | 2049-08-01      | 3.5000%  | 0.0000% | $2734870.00        | $2539846.14        | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLFA4192   | 2052-06-01      | 2.0000%  | 0.0000% | $100197599.00      | $81615564.60       | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFA4340   | 2055-08-01      | 6.0000%  | 0.0000% | $43634039.00       | $44904327.67       | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFA4348   | 2056-01-01      | 5.5000%  | 0.0000% | $4058952.00        | $4167413.51        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLFM1534   | 2049-09-01      | 4.5000%  | 0.0000% | $11000.00          | $2148.83           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFM3879   | 2050-07-01      | 2.5000%  | 0.0000% | $26347156.00       | $11736611.17       | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFM3982   | 2050-05-01      | 3.5000%  | 0.0000% | $12000.00          | $2554.13           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFM4512   | 2050-04-01      | 3.5000%  | 0.0000% | $8000.00           | $3066.32           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFM5001   | 2050-04-01      | 3.5000%  | 0.0000% | $2000.00           | $405.13            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFM5750   | 2050-08-01      | 4.0000%  | 0.0000% | $5000.00           | $1197.30           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFM7136   | 2050-01-01      | 3.5000%  | 0.0000% | $10000.00          | $4025.11           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFM7031   | 2051-01-01      | 4.0000%  | 0.0000% | $4000.00           | $1175.94           | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLFM7411   | 2051-05-01      | 2.0000%  | 0.0000% | $6000.00           | $3779.64           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFM7556   | 2051-05-01      | 3.5000%  | 0.0000% | $6000.00           | $2197.89           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFS0630   | 2052-02-01      | 3.0000%  | 0.0000% | $2000.00           | $1326.87           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFS1374   | 2052-03-01      | 3.0000%  | 0.0000% | $4000.00           | $2775.72           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFS2122   | 2052-03-01      | 3.0000%  | 0.0000% | $2000.00           | $1348.93           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFS5350   | 2052-10-01      | 4.0000%  | 0.0000% | $3614029.00        | $2663641.51        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFS4697   | 2053-05-01      | 5.0000%  | 0.0000% | $48327973.00       | $39377424.60       | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFS4815   | 2052-05-01      | 3.0000%  | 0.0000% | $3000.00           | $2237.08           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFS6378   | 2053-10-01      | 5.5000%  | 0.0000% | $6926459.00        | $5727251.92        | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFS6943   | 2052-06-01      | 3.0000%  | 0.0000% | $3416000.00        | $2648563.71        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFS7503   | 2054-02-01      | 6.0000%  | 0.0000% | $286029.00         | $201493.47         | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLFS7902   | 2053-12-01      | 6.5000%  | 0.0000% | $9200000.00        | $6125046.72        | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFS7879   | 2052-07-01      | 2.5000%  | 0.0000% | $41749.00          | $32048.71          | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLFS8233   | 2054-05-01      | 7.0000%  | 0.0000% | $13822000.00       | $10894029.41       | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLDA9502   | 2054-02-01      | 7.0000%  | 0.0000% | $1000.00           | $870.68            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAB5172   | 2042-05-01      | 3.5000%  | 0.0000% | $18000000.00       | $2768666.90        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAB6513   | 2042-10-01      | 3.5000%  | 0.0000% | $9000000.00        | $1505576.24        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAB6929   | 2042-11-01      | 3.5000%  | 0.0000% | $9200000.00        | $1318230.80        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLMA5070   | 2053-07-01      | 4.5000%  | 0.0000% | $99000.00          | $82564.45          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLMA5072   | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $780.03            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CTMA5076   | 2043-05-01      | 6.5000%  | 0.0000% | $1409.00           | $262.12            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CNMA5162   | 2033-09-01      | 5.0000%  | 0.0000% | $74800.00          | $44860.79          | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLMA5188   | 2053-11-01      | 4.5000%  | 0.0000% | $36000.00          | $31376.17          | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLMA5421   | 2054-07-01      | 6.0000%  | 0.0000% | $23800000.00       | $16706661.83       | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLMA5470   | 2054-09-01      | 5.5000%  | 0.0000% | $15150000.00       | $12697226.06       | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLMA5530   | 2054-11-01      | 5.0000%  | 0.0000% | $61000.00          | $55904.57          | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLMA5550   | 2054-12-01      | 4.0000%  | 0.0000% | $6000.00           | $5488.07           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLMA5551   | 2054-12-01      | 4.5000%  | 0.0000% | $24451000.00       | $22736439.57       | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLMA5584   | 2055-01-01      | 4.5000%  | 0.0000% | $50000.00          | $46523.35          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CIMA5618   | 2040-02-01      | 5.5000%  | 0.0000% | $810809.00         | $580966.49         | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLMA5612   | 2055-02-01      | 4.5000%  | 0.0000% | $251000.00         | $235960.77         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CNMA5654   | 2035-02-01      | 5.0000%  | 0.0000% | $148677.00         | $104296.79         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLMA5646   | 2055-03-01      | 5.5000%  | 0.0000% | $6946053.00        | $6201245.25        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLMA5647   | 2055-03-01      | 6.0000%  | 0.0000% | $368852.00         | $294162.76         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLMA5673   | 2055-04-01      | 5.5000%  | 0.0000% | $4369764.00        | $3907592.18        | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CTMA5696   | 2045-03-01      | 7.0000%  | 0.0000% | $481775.00         | $338581.53         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLMA5699   | 2055-05-01      | 5.0000%  | 0.0000% | $1975000.00        | $1893303.66        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLMA5735   | 2055-06-01      | 5.5000%  | 0.0000% | $3142.00           | $2947.70           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLMA5736   | 2055-06-01      | 6.0000%  | 0.0000% | $3134000.00        | $2808138.76        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLMA5760   | 2055-07-01      | 5.5000%  | 0.0000% | $370063.00         | $349887.54         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CIMA5772   | 2040-07-01      | 5.5000%  | 0.0000% | $305376.00         | $262920.29         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLMA5792   | 2055-08-01      | 5.5000%  | 0.0000% | $352368.00         | $339773.81         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLMA5793   | 2055-08-01      | 6.0000%  | 0.0000% | $30522362.00       | $28504985.07       | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLMA5823   | 2055-09-01      | 6.0000%  | 0.0000% | $277570.00         | $264133.45         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CIMA5830   | 2040-09-01      | 5.5000%  | 0.0000% | $23218.00          | $21162.63          | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLMA5942   | 2056-01-01      | 4.0000%  | 0.0000% | $3100000.00        | $2970676.85        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLMA5943   | 2056-01-01      | 4.5000%  | 0.0000% | $3435385.00        | $3380895.24        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLMA5968   | 2056-01-01      | 3.5000%  | 0.0000% | $1512983.00        | $1408565.15        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLMA5970   | 2056-01-01      | 4.5000%  | 0.0000% | $940884.00         | $927552.61         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CTMA5955   | 2046-01-01      | 5.0000%  | 0.0000% | $676685.00         | $681132.88         | Agency Mortgage-Backed Securities         |
| Fannie Mae             | 2054-03-25      | 4.7973%  | 0.0000% | $43135112.00       | $30116316.84       | Agency Collateralized Mortgage Obligation |
| Fannie Mae             | 2054-08-25      | 4.8473%  | 0.0000% | $33900000.00       | $16520478.12       | Agency Collateralized Mortgage Obligation |
| Fannie Mae             | 2054-08-25      | 4.9473%  | 0.0000% | $13200760.00       | $6440795.23        | Agency Collateralized Mortgage Obligation |
| Fannie Mae             | 2054-02-25      | 4.5973%  | 0.0000% | $1464680.00        | $1167657.70        | Agency Collateralized Mortgage Obligation |
| FNRM CL001MA R25F001   | 2050-01-25      | 6.0000%  | 0.0000% | $1000.00           | $594.92            | Agency Collateralized Mortgage Obligation |
| Fannie Mae             | 2055-04-25      | 4.5973%  | 0.0000% | $7615000.00        | $5985973.25        | Agency Collateralized Mortgage Obligation |
| Fannie Mae             | 2055-05-25      | 4.6973%  | 0.0000% | $61352647.00       | $53408084.34       | Agency Collateralized Mortgage Obligation |
| FNRM RC059L R25F059    | 2055-08-25      | 5.0000%  | 0.0000% | $19108156.00       | $18496472.39       | Agency Collateralized Mortgage Obligation |
| FNRM CL070GH R25F070   | 2055-07-25      | 8.0000%  | 0.0000% | $2623052.00        | $2760092.31        | Agency Collateralized Mortgage Obligation |
| Freddie Mac            | 2042-01-25      | 3.0000%  | 0.0000% | $19384594.00       | $11498889.98       | Agency Collateralized Mortgage Obligation |
| Freddie Mac            | 2053-09-25      | 4.9973%  | 0.0000% | $2655.00           | $1868.32           | Agency Collateralized Mortgage Obligation |
| Freddie Mac            | 2053-11-25      | 5.2473%  | 0.0000% | $41072683.00       | $19625125.36       | Agency Collateralized Mortgage Obligation |
| Freddie Mac            | 2054-03-25      | 4.8973%  | 0.0000% | $1597859.00        | $1204193.43        | Agency Collateralized Mortgage Obligation |
| Freddie Mac            | 2054-04-25      | 4.7473%  | 0.0000% | $24197433.00       | $16831630.66       | Agency Collateralized Mortgage Obligation |
| Freddie Mac            | 2054-08-25      | 4.5973%  | 0.0000% | $76803345.00       | $57203169.78       | Agency Collateralized Mortgage Obligation |
| Freddie Mac            | 2054-08-25      | 4.5973%  | 0.0000% | $38931766.00       | $26162715.51       | Agency Collateralized Mortgage Obligation |
| Freddie Mac            | 2054-08-25      | 4.5973%  | 0.0000% | $6071563.00        | $3416973.54        | Agency Collateralized Mortgage Obligation |
| Freddie Mac            | 2051-05-25      | 5.5000%  | 0.0000% | $2895000.00        | $1881624.31        | Agency Collateralized Mortgage Obligation |
| Freddie Mac            | 2054-06-25      | 4.6973%  | 0.0000% | $64294511.00       | $59702299.62       | Agency Collateralized Mortgage Obligation |
| Freddie Mac            | 2055-06-25      | 5.6273%  | 0.0000% | $41981001.00       | $36609070.42       | Agency Collateralized Mortgage Obligation |
| Freddie Mac            | 2055-06-25      | 4.6973%  | 0.0000% | $19075500.00       | $16722063.06       | Agency Collateralized Mortgage Obligation |
| Freddie Mac            | 2055-12-25      | 4.6473%  | 0.0000% | $34449170.00       | $32858835.85       | Agency Collateralized Mortgage Obligation |
| Freddie Mac            | 2046-01-25      | 4.5000%  | 0.0000% | $13000000.00       | $12719596.20       | Agency Collateralized Mortgage Obligation |
| GNRM 2014-76 BP        | 2040-01-20      | 2.2500%  | 0.0000% | $28174000.00       | $1418423.58        | Agency Collateralized Mortgage Obligation |
| GNRM 2018-13 A         | 2046-02-20      | 3.5000%  | 0.0000% | $6130884.00        | $697291.85         | Agency Collateralized Mortgage Obligation |
| GNRM 2025-120 MJ       | 2050-10-20      | 5.0000%  | 0.0000% | $29973226.00       | $29685239.37       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-105 F        | 2065-06-20      | 4.6030%  | 0.0000% | $137548233.00      | $114747024.82      | Agency Collateralized Mortgage Obligation |
| GNRA 2025-134 GF       | 2065-08-20      | 4.7530%  | 0.0000% | $31470821.00       | $27124165.41       | Agency Collateralized Mortgage Obligation |
| GNRA 2023-185 FA       | 2053-12-20      | 4.8030%  | 0.0000% | $123448217.00      | $39045100.09       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-004 BF       | 2054-01-20      | 4.7530%  | 0.0000% | $75000000.00       | $50946068.54       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-019 FA       | 2054-02-20      | 4.7530%  | 0.0000% | $50861500.00       | $34663342.06       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-019 MF       | 2054-02-20      | 4.7030%  | 0.0000% | $5479056.00        | $4040274.67        | Agency Collateralized Mortgage Obligation |
| GNRM 2024-043 JA       | 2049-05-20      | 5.5000%  | 0.0000% | $10000000.00       | $3850518.70        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-080 FA       | 2054-05-20      | 4.8030%  | 0.0000% | $3242989.00        | $2686160.48        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-001 FP       | 2055-01-20      | 4.6030%  | 0.0000% | $8642982.00        | $4726732.32        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-041 MF       | 2065-03-20      | 4.5030%  | 0.0000% | $115120475.00      | $72196047.66       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-169 GF       | 2065-10-20      | 4.7030%  | 0.0000% | $70414292.00       | $57057070.29       | Agency Collateralized Mortgage Obligation |
| FEPC 06.500 CLQY1674   | 2055-04-01      | 6.5000%  | 0.0000% | $1183342.00        | $1228729.14        | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLQY0917   | 2055-04-01      | 7.0000%  | 0.0000% | $3619750.00        | $2914633.53        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQY1386   | 2055-04-01      | 5.5000%  | 0.0000% | $11086326.00       | $10475195.03       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQY4240   | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $1001.55           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY7483   | 2055-07-01      | 6.0000%  | 0.0000% | $806907.00         | $756845.78         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQY7540   | 2055-07-01      | 5.5000%  | 0.0000% | $13307150.00       | $13377060.01       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY9829   | 2055-08-01      | 6.0000%  | 0.0000% | $25518186.00       | $24226276.93       | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLQZ0504   | 2055-08-01      | 7.0000%  | 0.0000% | $607848.00         | $636658.03         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQZ1324   | 2055-06-01      | 5.5000%  | 0.0000% | $36890.00          | $37469.50          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQZ1887   | 2055-08-01      | 6.0000%  | 0.0000% | $6157975.00        | $6413762.35        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQZ2316   | 2055-09-01      | 5.5000%  | 0.0000% | $44216127.00       | $44458475.17       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQZ2412   | 2055-09-01      | 6.0000%  | 0.0000% | $8403133.00        | $7216048.81        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQZ3631   | 2055-09-01      | 5.0000%  | 0.0000% | $1314473.00        | $1324921.54        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQZ5100   | 2055-09-01      | 6.0000%  | 0.0000% | $1661350.00        | $1707360.80        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQZ5102   | 2055-09-01      | 6.0000%  | 0.0000% | $2115050.00        | $2188032.20        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQZ5106   | 2055-10-01      | 6.0000%  | 0.0000% | $1454557.00        | $1495081.29        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQZ5097   | 2055-10-01      | 6.0000%  | 0.0000% | $1358975.00        | $1405689.54        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQZ5098   | 2055-09-01      | 6.5000%  | 0.0000% | $1002044.00        | $1050245.14        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQZ5608   | 2055-10-01      | 6.0000%  | 0.0000% | $4047757.00        | $4188886.21        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQZ5776   | 2055-10-01      | 6.0000%  | 0.0000% | $9456319.00        | $9695305.20        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQZ5854   | 2055-09-01      | 6.0000%  | 0.0000% | $4667689.00        | $4795435.14        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQZ6756   | 2055-11-01      | 6.0000%  | 0.0000% | $8121660.00        | $8439964.05        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQZ6766   | 2055-10-01      | 6.5000%  | 0.0000% | $1028462.00        | $1081860.38        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQZ6795   | 2055-11-01      | 6.0000%  | 0.0000% | $4408418.00        | $4558908.69        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQZ9961   | 2055-12-01      | 5.5000%  | 0.0000% | $4322650.00        | $4445742.80        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSL0660   | 2055-04-01      | 6.0000%  | 0.0000% | $48596000.00       | $45013702.57       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSL2061   | 2055-08-01      | 5.5000%  | 0.0000% | $4076.00           | $3970.42           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSL2816   | 2055-09-01      | 6.0000%  | 0.0000% | $109950343.00      | $103738723.86      | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSL4009   | 2055-08-01      | 6.0000%  | 0.0000% | $148930.00         | $153191.38         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRJ1525   | 2054-05-01      | 6.0000%  | 0.0000% | $11751580.00       | $8887268.08        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLRJ1860   | 2054-06-01      | 6.5000%  | 0.0000% | $32509370.00       | $24622429.64       | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLRJ2231   | 2054-08-01      | 7.0000%  | 0.0000% | $12760000.00       | $10296603.94       | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLRJ2232   | 2054-08-01      | 7.0000%  | 0.0000% | $12325000.00       | $10169353.91       | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLRJ2476   | 2054-09-01      | 7.0000%  | 0.0000% | $12923000.00       | $8674957.24        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRJ2836   | 2054-11-01      | 5.0000%  | 0.0000% | $1400000.00        | $1291006.40        | Agency Mortgage-Backed Securities         |
| FEPC 07.500 CLRJ3133   | 2054-10-01      | 7.5000%  | 0.0000% | $12022000.00       | $9992921.76        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRJ3159   | 2054-12-01      | 6.0000%  | 0.0000% | $1168.00           | $1074.78           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRJ3282   | 2055-02-01      | 6.0000%  | 0.0000% | $40608.00          | $31877.63          | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLRJ3973   | 2055-04-01      | 6.5000%  | 0.0000% | $12464000.00       | $12766051.88       | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRJ4355   | 2055-06-01      | 5.0000%  | 0.0000% | $5909168.00        | $5849552.69        | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLRJ5307   | 2055-11-01      | 4.5000%  | 0.0000% | $24444049.00       | $23893373.65       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRQ0027   | 2055-07-01      | 5.5000%  | 0.0000% | $51408213.00       | $48614579.06       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRQ0028   | 2055-07-01      | 6.0000%  | 0.0000% | $27014175.00       | $24443726.81       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRQ0013   | 2055-06-01      | 5.5000%  | 0.0000% | $168021945.00      | $157046188.27      | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRQ0014   | 2055-06-01      | 6.0000%  | 0.0000% | $2450000.00        | $2150393.76        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRQ0034   | 2055-06-01      | 5.5000%  | 0.0000% | $8721034.00        | $7912448.24        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRQ0040   | 2055-08-01      | 5.5000%  | 0.0000% | $120608.00         | $116141.38         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRQ0041   | 2055-08-01      | 6.0000%  | 0.0000% | $1937641.00        | $1804423.20        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRQ0049   | 2055-09-01      | 5.5000%  | 0.0000% | $64768.00          | $63170.13          | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLRQ0051   | 2055-09-01      | 6.5000%  | 0.0000% | $49826728.00       | $45918664.82       | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLRQ0092   | 2056-01-01      | 4.0000%  | 0.0000% | $20125984.00       | $19315152.82       | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLRQ0067   | 2055-11-01      | 7.0000%  | 0.0000% | $193281.00         | $193665.71         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLRQ0083   | 2056-01-01      | 4.5000%  | 0.0000% | $1957020.00        | $1926493.26        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CIRR0026   | 2040-09-01      | 5.5000%  | 0.0000% | $7092.00           | $6429.67           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CIRR0029   | 2040-10-01      | 3.5000%  | 0.0000% | $75837.00          | $71638.39          | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CIRR0007   | 2040-07-01      | 4.0000%  | 0.0000% | $8661000.00        | $8144851.04        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CIRR0033   | 2040-10-01      | 5.5000%  | 0.0000% | $1294005.00        | $1209922.71        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CIRR0055   | 2041-01-01      | 5.5000%  | 0.0000% | $2441332.00        | $2494387.71        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLTA2686   | 2056-01-01      | 5.0000%  | 0.0000% | $193051.00         | $195187.91         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLTA3505   | 2056-01-01      | 5.0000%  | 0.0000% | $1000.00           | $1006.35           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLTA2881   | 2056-01-01      | 5.0000%  | 0.0000% | $21077.00          | $21348.76          | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLTA3667   | 2056-01-01      | 5.0000%  | 0.0000% | $83879.00          | $84316.49          | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLTA3751   | 2056-01-01      | 4.5000%  | 0.0000% | $226477.00         | $223268.05         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLTA3809   | 2056-01-01      | 5.5000%  | 0.0000% | $1894900.00        | $1931809.92        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLTA5383   | 2056-02-01      | 5.5000%  | 0.0000% | $5760326.00        | $5935051.41        | Agency Mortgage-Backed Securities         |
| GNII SF MA7193 M       | 2051-02-20      | 2.5000%  | 0.0000% | $11435745.00       | $5098955.68        | Agency Mortgage-Backed Securities         |
| GNII SF MA6339 M       | 2049-12-20      | 3.5000%  | 0.0000% | $39631348.00       | $5018052.36        | Agency Mortgage-Backed Securities         |
| GNII SF MA7988 M       | 2052-04-20      | 3.0000%  | 0.0000% | $1194591.00        | $789324.12         | Agency Mortgage-Backed Securities         |
| GNII SF MA8200 M       | 2052-08-20      | 4.0000%  | 0.0000% | $40648000.00       | $29821049.08       | Agency Mortgage-Backed Securities         |
| GNII SF MA8801 M       | 2053-04-20      | 5.5000%  | 0.0000% | $30825749.00       | $21482791.90       | Agency Mortgage-Backed Securities         |
| GNII SF MA9779 M       | 2054-07-20      | 5.5000%  | 0.0000% | $14245.00          | $11405.91          | Agency Mortgage-Backed Securities         |
| GNII SF MB0091 M       | 2054-12-20      | 5.0000%  | 0.0000% | $10461007.00       | $9815876.87        | Agency Mortgage-Backed Securities         |
| GNII SF MB0555 M       | 2055-08-20      | 5.0000%  | 0.0000% | $10772524.00       | $10712904.58       | Agency Mortgage-Backed Securities         |
| GNII SF MB0625 M       | 2055-08-20      | 6.5000%  | 0.0000% | $27326635.00       | $28026412.34       | Agency Mortgage-Backed Securities         |
| GNII SF MB0682 M       | 2055-10-20      | 3.5000%  | 0.0000% | $3730281.00        | $3417831.88        | Agency Mortgage-Backed Securities         |
| GNII SF MB0688 M       | 2055-09-20      | 6.5000%  | 0.0000% | $67105.00          | $69215.32          | Agency Mortgage-Backed Securities         |
| GNII SF MB0744 M       | 2055-11-20      | 4.5000%  | 0.0000% | $16000.00          | $15668.21          | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2043-05-15      | 2.8750%  | 0.0000% | $98300.00          | $76704.56          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2026-11-30      | 1.6250%  | 0.0000% | $878000.00         | $866458.88         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2029-11-30      | 3.8750%  | 0.0000% | $2436900.00        | $2466471.34        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2030-02-28      | 4.0000%  | 0.0000% | $44555100.00       | $45751608.50       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2034-11-15      | 4.2500%  | 0.0000% | $40000000.00       | $40562226.08       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2026-11-30      | 4.2500%  | 0.0000% | $102600.00         | $103873.80         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2028-01-15      | 4.2500%  | 0.0000% | $25727400.00       | $26110302.17       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2027-05-31      | 3.8750%  | 0.0000% | $1036600.00        | $1047808.57        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2027-07-31      | 3.8750%  | 0.0000% | $700.00            | $716.91            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2035-07-15      | 1.8750%  | 0.0000% | $8434000.00        | $8555775.03        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2035-11-15      | 4.0000%  | 0.0000% | $26123200.00       | $25824214.49       | U.S. Treasuries (including strips)        |
| FEPC 06.000 CLQX0553   | 2054-12-01      | 6.0000%  | 0.0000% | $2626672.00        | $2150517.88        | Agency Mortgage-Backed Securities         |
| GNRA 2025-190 FA       | 2055-11-20      | 4.6030%  | 0.0000% | $13456905.00       | $13440856.45       | Agency Collateralized Mortgage Obligation |
| GNRM 2025-194 MP       | 2055-11-20      | 4.5000%  | 0.0000% | $11496000.00       | $11362996.48       | Agency Collateralized Mortgage Obligation |
| FEPC 05.500 CLSD8469   | 2054-10-01      | 5.5000%  | 0.0000% | $288778.00         | $245502.16         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD8470   | 2054-10-01      | 6.0000%  | 0.0000% | $39400.00          | $29666.26          | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLSD8512   | 2055-03-01      | 4.0000%  | 0.0000% | $2000.00           | $1819.83           | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLSD8487   | 2054-12-01      | 4.0000%  | 0.0000% | $5000.00           | $4541.04           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD8489   | 2054-12-01      | 4.5000%  | 0.0000% | $66000.00          | $61280.30          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD8496   | 2055-01-01      | 6.0000%  | 0.0000% | $841803.00         | $646436.70         | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLQC3597   | 2051-06-01      | 2.0000%  | 0.0000% | $1000.00           | $602.00            | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLQE1754   | 2052-05-01      | 3.0000%  | 0.0000% | $1000.00           | $706.91            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLQE2363   | 2052-05-01      | 3.5000%  | 0.0000% | $1000.00           | $728.62            | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLQE9001   | 2052-08-01      | 4.0000%  | 0.0000% | $1000.00           | $748.37            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQF0693   | 2052-09-01      | 5.5000%  | 0.0000% | $1072775.00        | $488868.73         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQF9894   | 2053-04-01      | 5.5000%  | 0.0000% | $1180975.00        | $505338.66         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQG7322   | 2053-07-01      | 6.0000%  | 0.0000% | $1000.00           | $714.12            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQG8382   | 2053-08-01      | 5.5000%  | 0.0000% | $25503287.00       | $21300945.02       | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQJ4431   | 2054-09-01      | 6.5000%  | 0.0000% | $12504000.00       | $10902941.72       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQJ5349   | 2054-10-01      | 5.5000%  | 0.0000% | $607364.00         | $559095.19         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQJ5446   | 2054-10-01      | 5.5000%  | 0.0000% | $2243590.00        | $2099327.07        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQJ6595   | 2054-10-01      | 5.0000%  | 0.0000% | $15355218.00       | $13474133.92       | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQJ6900   | 2054-10-01      | 5.0000%  | 0.0000% | $13153979.00       | $12411820.99       | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLRA2319   | 2050-03-01      | 3.0000%  | 0.0000% | $1000.00           | $361.49            | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLRA3952   | 2050-11-01      | 2.0000%  | 0.0000% | $5290730.00        | $3189324.33        | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLRA6254   | 2051-11-01      | 2.5000%  | 0.0000% | $1000.00           | $577.09            | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLRA6019   | 2051-10-01      | 2.5000%  | 0.0000% | $1003.00           | $621.91            | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLRA6499   | 2051-12-01      | 2.0000%  | 0.0000% | $49704.00          | $33453.17          | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLRA6665   | 2052-02-01      | 3.0000%  | 0.0000% | $6000.00           | $4199.24           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLRA7326   | 2052-05-01      | 3.5000%  | 0.0000% | $1000.00           | $753.17            | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLRA7772   | 2052-08-01      | 4.0000%  | 0.0000% | $1000.00           | $775.52            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLRA7779   | 2052-08-01      | 4.5000%  | 0.0000% | $5000.00           | $3595.07           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRA8550   | 2053-02-01      | 5.5000%  | 0.0000% | $10303685.00       | $8211287.97        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRA9056   | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $823.74            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CTRB5363   | 2045-09-01      | 5.0000%  | 0.0000% | $2039233.00        | $1943968.57        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CTRB5378   | 2045-12-01      | 5.0000%  | 0.0000% | $1048502.00        | $1050943.90        | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CTRB5163   | 2042-05-01      | 3.0000%  | 0.0000% | $5000.00           | $3435.98           | Agency Mortgage-Backed Securities         |
| FEPC 01.500 CNRD5057   | 2031-05-01      | 1.5000%  | 0.0000% | $1000.00           | $358.05            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQI3149   | 2054-04-01      | 6.0000%  | 0.0000% | $1093425.00        | $965090.04         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQI5350   | 2054-05-01      | 6.0000%  | 0.0000% | $4396788.00        | $2898171.82        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQI4867   | 2054-04-01      | 5.5000%  | 0.0000% | $730552.00         | $607036.96         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQI7269   | 2054-06-01      | 6.0000%  | 0.0000% | $3573369.00        | $2801443.68        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQI8216   | 2054-06-01      | 5.5000%  | 0.0000% | $184000.00         | $140460.84         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CIQO1427   | 2038-06-01      | 5.5000%  | 0.0000% | $484391.00         | $175442.85         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAH0621   | 2041-01-01      | 3.5000%  | 0.0000% | $1028.00           | $59.04             | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAI9484   | 2041-09-01      | 4.5000%  | 0.0000% | $2911.00           | $46.38             | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAJ4077   | 2041-10-01      | 4.0000%  | 0.0000% | $2633.00           | $181.80            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAJ4579   | 2041-11-01      | 4.0000%  | 0.0000% | $1001.00           | $48.33             | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CTAK9325   | 2032-04-01      | 4.0000%  | 0.0000% | $441734.00         | $39215.89          | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CTAL7654   | 2035-09-01      | 3.0000%  | 0.0000% | $3000.00           | $387.09            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLMB0289   | 2054-12-01      | 4.0000%  | 0.0000% | $575000.00         | $509531.82         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLMB0306   | 2055-03-01      | 5.0000%  | 0.0000% | $18358367.00       | $17200089.25       | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLAS7155   | 2046-05-01      | 3.0000%  | 0.0000% | $1000.00           | $138.05            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLAS7343   | 2046-06-01      | 3.0000%  | 0.0000% | $1002.00           | $142.20            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLAS8269   | 2046-11-01      | 3.0000%  | 0.0000% | $1000.00           | $172.15            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLAS8483   | 2046-12-01      | 3.0000%  | 0.0000% | $1000.00           | $193.05            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLAS8784   | 2047-02-01      | 3.0000%  | 0.0000% | $1000.00           | $204.80            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLAT2872   | 2043-06-01      | 3.0000%  | 0.0000% | $185589.00         | $17151.64          | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL725228   | 2034-03-01      | 6.0000%  | 0.0000% | $2203.00           | $11.59             | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL725690   | 2034-08-01      | 6.0000%  | 0.0000% | $150000.00         | $1040.83           | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX LB837923   | 2035-08-01      | 6.4270%  | 0.0000% | $8521.00           | $56.13             | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDB0814   | 2054-04-01      | 5.5000%  | 0.0000% | $635000.00         | $499242.11         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDB0758   | 2054-03-01      | 5.5000%  | 0.0000% | $1358065.00        | $1112581.35        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDB2744   | 2054-04-01      | 5.5000%  | 0.0000% | $695606.00         | $583541.29         | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLDB4207   | 2054-06-01      | 7.0000%  | 0.0000% | $1081224.00        | $1134198.86        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDB6901   | 2054-07-01      | 6.0000%  | 0.0000% | $1000.00           | $729.01            | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLDB9848   | 2054-10-01      | 7.0000%  | 0.0000% | $1079024.00        | $1132304.73        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLDB9247   | 2054-08-01      | 4.5000%  | 0.0000% | $1239014.00        | $1143726.17        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDC0390   | 2054-09-01      | 5.5000%  | 0.0000% | $5930748.00        | $4859553.01        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDC0396   | 2054-09-01      | 5.5000%  | 0.0000% | $1300000.00        | $1095867.91        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDC2378   | 2054-09-01      | 6.0000%  | 0.0000% | $4119697.00        | $3608456.61        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDC2972   | 2054-10-01      | 5.5000%  | 0.0000% | $1041202.00        | $1052224.70        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDC4374   | 2054-10-01      | 5.5000%  | 0.0000% | $1360876.00        | $1396708.81        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDC4864   | 2054-10-01      | 6.5000%  | 0.0000% | $1026345.00        | $923537.76         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDD3713   | 2055-03-01      | 5.5000%  | 0.0000% | $305116.00         | $305303.88         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDD5558   | 2055-03-01      | 6.0000%  | 0.0000% | $2938993.00        | $2935586.18        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDD7232   | 2055-05-01      | 6.0000%  | 0.0000% | $9368027.00        | $8328035.27        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDD7343   | 2055-04-01      | 6.0000%  | 0.0000% | $562834.00         | $493025.12         | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDD7589   | 2055-04-01      | 6.5000%  | 0.0000% | $1030709.00        | $827199.79         | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLDE1509   | 2055-06-01      | 7.0000%  | 0.0000% | $1081271.00        | $1139848.10        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDE6313   | 2055-08-01      | 5.5000%  | 0.0000% | $581275.00         | $507612.64         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDE8417   | 2055-08-01      | 5.5000%  | 0.0000% | $51765997.00       | $48494351.01       | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDE9503   | 2055-09-01      | 5.5000%  | 0.0000% | $1198519.00        | $1226998.74        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDF0836   | 2055-10-01      | 6.0000%  | 0.0000% | $1582738.00        | $1626371.26        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CIDF0635   | 2040-09-01      | 5.5000%  | 0.0000% | $148332.00         | $149375.90         | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDF1120   | 2055-10-01      | 6.5000%  | 0.0000% | $1523000.00        | $1594224.04        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDF1113   | 2055-10-01      | 6.0000%  | 0.0000% | $1134978.00        | $1180787.76        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDF1130   | 2055-10-01      | 6.5000%  | 0.0000% | $1121800.00        | $1182850.42        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDF2478   | 2056-01-01      | 5.5000%  | 0.0000% | $2007287.00        | $2063949.81        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBE9653   | 2047-07-01      | 4.0000%  | 0.0000% | $510000.00         | $68238.56          | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBJ0632   | 2048-03-01      | 4.0000%  | 0.0000% | $1000.00           | $133.27            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBN7756   | 2049-09-01      | 3.0000%  | 0.0000% | $1000.00           | $324.61            | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLBP8111   | 2050-08-01      | 2.0000%  | 0.0000% | $1024.00           | $539.56            | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLBQ6865   | 2051-12-01      | 2.0000%  | 0.0000% | $19357000.00       | $12314316.47       | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLBQ7056   | 2052-01-01      | 2.0000%  | 0.0000% | $2000.00           | $1283.07           | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLBR4393   | 2051-03-01      | 2.0000%  | 0.0000% | $5000.00           | $2831.10           | Agency Mortgage-Backed Securities         |

### Security 699: FICC - BANK OF AMERICA

- **C.1 - Title:** FICC - BANK OF AMERICA 3.680000%
- **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: ARP1EQK56, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: ARP1EQK56
- **C.18 - Value (incl. sponsor support):** $2173700000.00
- **C.18.a - Value (excl. sponsor support):** $2173700000.00
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** Fixed Income Clearing Corp

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMS 03.500 CLFA3615 | 2052-09-01      | 3.5000%  | 0.0000% | $193453601.00      | $178320273.46      | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFS5749 | 2053-09-01      | 6.5000%  | 0.0000% | $344008780.00      | $206967655.85      | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA5530 | 2054-11-01      | 5.0000%  | 0.0000% | $318632306.00      | $292016430.85      | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSL3354 | 2055-10-01      | 5.5000%  | 0.0000% | $170124615.00      | $173329850.66      | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRJ4371 | 2055-06-01      | 5.5000%  | 0.0000% | $225016548.00      | $211218778.12      | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRJ4442 | 2055-08-01      | 6.0000%  | 0.0000% | $119547662.00      | $120579922.78      | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD6584 | 2052-09-01      | 3.5000%  | 0.0000% | $264150127.00      | $228732978.22      | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSD8369 | 2053-10-01      | 6.5000%  | 0.0000% | $491658115.00      | $277575005.33      | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSD3825 | 2053-09-01      | 6.5000%  | 0.0000% | $632050000.00      | $378877621.75      | Agency Mortgage-Backed Securities |
| FEPC 06.500 ZLSI2134 | 2055-01-01      | 6.5000%  | 0.0000% | $164691150.00      | $171292483.65      | Agency Mortgage-Backed Securities |

### Security 700: FICC - BANK OF AMERICA

- **C.1 - Title:** FICC - BANK OF AMERICA 3.670000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1EQK64, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: ARP1EQK64
- **C.18 - Value (incl. sponsor support):** $6030000000.00
- **C.18.a - Value (excl. sponsor support):** $6030000000.00
- **C.19 - Percentage of Net Assets:** 1.5400%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** Fixed Income Clearing Corp

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2026-10-01      | 0.0000%  | 0.0000% | $200.00            | $195.40            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2038-05-15      | 4.5000%  | 0.0000% | $916100.00         | $935908.38         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-02-15      | 4.6250%  | 0.0000% | $69900.00          | $71813.38          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-05-15      | 4.3750%  | 0.0000% | $100.00            | $98.01             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-05-15      | 3.0000%  | 0.0000% | $303700.00         | $245772.37         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-11-15      | 2.7500%  | 0.0000% | $147200.00         | $113609.18         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-02-15      | 3.1250%  | 0.0000% | $22600.00          | $18565.16          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-05-15      | 2.8750%  | 0.0000% | $503800.00         | $393120.64         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-11-15      | 3.7500%  | 0.0000% | $22148400.00       | $19534422.09       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-02-15      | 3.6250%  | 0.0000% | $382000.00         | $333528.37         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-08-15      | 3.1250%  | 0.0000% | $600.00            | $482.59            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-05-15      | 2.5000%  | 0.0000% | $700.00            | $488.27            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-08-15      | 2.2500%  | 0.0000% | $3360000.00        | $2242130.48        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-11-15      | 2.8750%  | 0.0000% | $8254300.00        | $6131326.33        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-08-15      | 2.7500%  | 0.0000% | $200.00            | $145.08            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-08-15      | 3.0000%  | 0.0000% | $96540300.00       | $72633509.23       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-05-15      | 2.8750%  | 0.0000% | $20100300.00       | $14504937.51       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-08-15      | 2.2500%  | 0.0000% | $1200.00           | $762.98            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-11-15      | 2.3750%  | 0.0000% | $5838300.00        | $3771093.35        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-11-15      | 1.6250%  | 0.0000% | $6419500.00        | $3387901.41        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-02-15      | 1.8750%  | 0.0000% | $1977000.00        | $1120252.78        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-02-15      | 1.8750%  | 0.0000% | $200.00            | $140.91            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-05-15      | 2.3750%  | 0.0000% | $67368000.00       | $42713817.27       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-08-15      | 2.0000%  | 0.0000% | $33497700.00       | $19472596.05       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-11-15      | 1.8750%  | 0.0000% | $200.00            | $111.14            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-08-15      | 3.3750%  | 0.0000% | $92680100.00       | $79523289.42       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-11-15      | 4.0000%  | 0.0000% | $2737200.00        | $2391326.83        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-11-15      | 4.0000%  | 0.0000% | $415100.00         | $382458.94         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-02-15      | 3.8750%  | 0.0000% | $10000000.00       | $9145532.17        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-05-15      | 3.6250%  | 0.0000% | $4217000.00        | $3432981.67        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-11-15      | 4.7500%  | 0.0000% | $22530000.00       | $22678909.23       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-02-15      | 4.2500%  | 0.0000% | $187910900.00      | $172984230.34      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-02-15      | 4.5000%  | 0.0000% | $151827700.00      | $149547320.56      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-05-15      | 4.6250%  | 0.0000% | $500.00            | $484.60            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-05-15      | 4.6250%  | 0.0000% | $253938000.00      | $250964625.93      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-08-15      | 4.1250%  | 0.0000% | $539600.00         | $504019.06         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-11-15      | 4.5000%  | 0.0000% | $120300.00         | $114183.77         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-02-15      | 4.6250%  | 0.0000% | $749000.00         | $734506.20         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-02-15      | 4.7500%  | 0.0000% | $100.00            | $101.32            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-05-15      | 4.7500%  | 0.0000% | $228400.00         | $225922.17         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-15      | 2.2500%  | 0.0000% | $4743700.00        | $4701081.36        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-15      | 2.2500%  | 0.0000% | $27788200.00       | $27300204.66       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-02-15      | 2.7500%  | 0.0000% | $100.00            | $99.68             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-15      | 2.8750%  | 0.0000% | $208900.00         | $208080.49         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-15      | 3.1250%  | 0.0000% | $6809900.00        | $6769256.97        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-15      | 2.6250%  | 0.0000% | $300.00            | $295.05            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-02-28      | 2.5000%  | 0.0000% | $52500.00          | $52997.97          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-02-15      | 1.6250%  | 0.0000% | $100.00            | $100.63            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-15      | 1.6250%  | 0.0000% | $10200.00          | $10175.78          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-15      | 2.2500%  | 0.0000% | $1017300.00        | $1014162.38        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-09-30      | 1.6250%  | 0.0000% | $492200.00         | $488571.22         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-11-15      | 1.7500%  | 0.0000% | $96559600.00       | $90384616.78       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-31      | 1.5000%  | 0.0000% | $16499200.00       | $16289218.63       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-02-15      | 1.5000%  | 0.0000% | $1114500.00        | $1030446.45        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-31      | 0.5000%  | 0.0000% | $2850200.00        | $2741353.46        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-31      | 0.3750%  | 0.0000% | $400.00            | $382.46            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-08-15      | 0.6250%  | 0.0000% | $127902700.00      | $111605882.94      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-09-30      | 0.3750%  | 0.0000% | $400.00            | $380.34            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-30      | 0.6250%  | 0.0000% | $485600.00         | $461317.28         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-31      | 0.6250%  | 0.0000% | $597200.00         | $565595.55         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-03-31      | 1.2500%  | 0.0000% | $55215700.00       | $52819535.21       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-30      | 1.2500%  | 0.0000% | $100.00            | $95.37             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-05-15      | 1.6250%  | 0.0000% | $1060000.00        | $951430.14         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-06-30      | 0.8750%  | 0.0000% | $300.00            | $296.82            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-31      | 0.7500%  | 0.0000% | $2000.00           | $1973.64           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-09-30      | 1.2500%  | 0.0000% | $977700.00         | $924064.90         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-09-30      | 0.8750%  | 0.0000% | $12646700.00       | $12459019.08       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-11-15      | 1.3750%  | 0.0000% | $33173500.00       | $28929008.41       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-12-31      | 1.2500%  | 0.0000% | $24569600.00       | $24088844.46       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-28      | 1.8750%  | 0.0000% | $200.00            | $191.47            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-03-31      | 2.3750%  | 0.0000% | $35705000.00       | $34651315.63       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-04-30      | 2.8750%  | 0.0000% | $36527000.00       | $35935160.69       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-05-15      | 2.8750%  | 0.0000% | $100.00            | $94.56             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-31      | 2.6250%  | 0.0000% | $6950900.00        | $6898198.54        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-06-30      | 3.2500%  | 0.0000% | $12828900.00       | $12813484.41       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-08-15      | 2.7500%  | 0.0000% | $118290800.00      | $111376034.14      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-31      | 3.1250%  | 0.0000% | $15900.00          | $16008.08          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-31      | 3.1250%  | 0.0000% | $59700.00          | $59367.21          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-09-30      | 4.1250%  | 0.0000% | $4966800.00        | $5081883.49        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-31      | 4.1250%  | 0.0000% | $4025900.00        | $4106383.68        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-11-30      | 3.8750%  | 0.0000% | $71100.00          | $71962.79          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-30      | 3.8750%  | 0.0000% | $16559900.00       | $16762772.33       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-02-29      | 4.0000%  | 0.0000% | $200.00            | $205.12            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-02-28      | 4.0000%  | 0.0000% | $92400.00          | $94881.36          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-03-31      | 3.6250%  | 0.0000% | $3208000.00        | $3232675.05        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-03-31      | 3.6250%  | 0.0000% | $5974400.00        | $6055476.94        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-15      | 3.7500%  | 0.0000% | $63300.00          | $64007.53          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-30      | 3.5000%  | 0.0000% | $2858900.00        | $2879956.78        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-15      | 3.6250%  | 0.0000% | $6700.00           | $6749.25           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-05-15      | 3.3750%  | 0.0000% | $200.00            | $192.84            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-06-15      | 4.1250%  | 0.0000% | $16000.00          | $16114.40          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-06-30      | 4.0000%  | 0.0000% | $1781100.00        | $1804800.95        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-07-31      | 4.0000%  | 0.0000% | $1666600.00        | $1715588.55        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-08-31      | 4.1250%  | 0.0000% | $145000.00         | $149541.17         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-31      | 4.3750%  | 0.0000% | $68170000.00       | $70724000.35       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-09-15      | 4.6250%  | 0.0000% | $49999900.00       | $51167020.32       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-09-30      | 4.6250%  | 0.0000% | $56427500.00       | $58767964.50       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-10-31      | 4.8750%  | 0.0000% | $4842600.00        | $5061232.90        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-15      | 4.0000%  | 0.0000% | $17000.00          | $17095.26          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-01-31      | 4.0000%  | 0.0000% | $1518300.00        | $1564921.38        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-01-31      | 4.0000%  | 0.0000% | $3455400.00        | $3552197.17        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-02-15      | 4.0000%  | 0.0000% | $150063900.00      | $151579976.01      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-15      | 4.1250%  | 0.0000% | $27317000.00       | $27981391.01       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-02-28      | 4.6250%  | 0.0000% | $302000.00         | $307973.53         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-28      | 4.2500%  | 0.0000% | $112392500.00      | $116416747.61      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-03-15      | 4.2500%  | 0.0000% | $1945000.00        | $1991001.69        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-03-31      | 4.1250%  | 0.0000% | $50300.00          | $51671.36          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-03-31      | 4.1250%  | 0.0000% | $12315500.00       | $12663124.07       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-04-30      | 4.6250%  | 0.0000% | $200.00            | $208.27            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-05-15      | 4.3750%  | 0.0000% | $100.00            | $102.55            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-15      | 4.5000%  | 0.0000% | $151888400.00      | $155105170.58      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-06-15      | 4.6250%  | 0.0000% | $499800.00         | $509820.38         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-06-30      | 4.6250%  | 0.0000% | $74181900.00       | $74758432.30       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-31      | 4.3750%  | 0.0000% | $19139900.00       | $19626361.88       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-07-31      | 4.0000%  | 0.0000% | $16381500.00       | $16883253.95       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-07-31      | 4.1250%  | 0.0000% | $175397000.00      | $181207184.82      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-15      | 3.7500%  | 0.0000% | $200.00            | $204.06            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-31      | 3.7500%  | 0.0000% | $868700.00         | $883095.10         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-31      | 3.6250%  | 0.0000% | $100.00            | $101.31            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-09-30      | 3.5000%  | 0.0000% | $974500.00         | $985250.46         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-10-31      | 4.1250%  | 0.0000% | $100.00            | $102.50            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-30      | 4.2500%  | 0.0000% | $18000.00          | $18223.47          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-12-31      | 4.3750%  | 0.0000% | $359342500.00      | $369175436.99      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-12-31      | 4.2500%  | 0.0000% | $100.00            | $100.96            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-15      | 4.2500%  | 0.0000% | $51329400.00       | $52093338.01       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-01-31      | 4.2500%  | 0.0000% | $5685000.00        | $5915324.99        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-31      | 4.1250%  | 0.0000% | $169200.00         | $173585.48         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-02-15      | 4.2500%  | 0.0000% | $824900.00         | $852155.66         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-28      | 4.1250%  | 0.0000% | $260553600.00      | $266622008.51      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-03-15      | 3.8750%  | 0.0000% | $43614400.00       | $44543868.89       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-03-31      | 4.1250%  | 0.0000% | $47861200.00       | $48982853.52       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-03-31      | 4.0000%  | 0.0000% | $31431900.00       | $32163276.10       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-15      | 3.7500%  | 0.0000% | $174579200.00      | $177187998.38      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 3.7500%  | 0.0000% | $504300000.00      | $510357044.21      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-04-30      | 4.0000%  | 0.0000% | $121033400.00      | $122526740.18      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-15      | 3.7500%  | 0.0000% | $44192900.00       | $44717554.93       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-06-30      | 3.7500%  | 0.0000% | $214971300.00      | $216285147.58      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-08-15      | 4.2500%  | 0.0000% | $130000.00         | $132729.76         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-31      | 3.6250%  | 0.0000% | $152764800.00      | $155285571.12      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-09-15      | 3.3750%  | 0.0000% | $5856500.00        | $5900252.68        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-09-30      | 3.8750%  | 0.0000% | $149265000.00      | $150104561.50      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-09-30      | 3.5000%  | 0.0000% | $7685900.00        | $7771480.72        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-10-15      | 3.5000%  | 0.0000% | $264413000.00      | $266462322.79      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-10-31      | 3.7500%  | 0.0000% | $143199500.00      | $142360894.46      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-15      | 3.5000%  | 0.0000% | $1066369400.00     | $1071292898.22     | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-12-31      | 3.8750%  | 0.0000% | $21000.00          | $20884.55          | U.S. Treasuries (including strips) |

### Security 701: DAIWA CAPITAL MARKETS AMERICA INC

- **C.1 - Title:** DAIWA CAPITAL MARKETS AMERICA INC 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1EQKF4, C.3 - LEI: M67H5PRC0NQKM73ZAS82, C.5 - Other ID: ARP1EQKF4
- **C.18 - Value (incl. sponsor support):** $351000000.00
- **C.18.a - Value (excl. sponsor support):** $351000000.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **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? 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 | 2026-02-12      | 0.0000%  | 0.0000% | $689200.00         | $688508.73         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-04-15      | 3.3750%  | 0.0000% | $300000.00         | $615126.53         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-05-15      | 4.3750%  | 0.0000% | $11315000.00       | $11089855.07       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-08-15      | 1.3750%  | 0.0000% | $200.00            | $99.54             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-02-15      | 2.7500%  | 0.0000% | $21647000.00       | $21578386.54       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-03-31      | 2.2500%  | 0.0000% | $95000.00          | $95498.10          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-30      | 1.6250%  | 0.0000% | $274900.00         | $271286.50         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-28      | 1.1250%  | 0.0000% | $67847900.00       | $66439971.73       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 0.5000%  | 0.0000% | $4707400.00        | $4540950.60        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-28      | 1.8750%  | 0.0000% | $32027400.00       | $31714970.41       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-15      | 4.6250%  | 0.0000% | $35970300.00       | $36589418.82       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-06-30      | 4.2500%  | 0.0000% | $9302600.00        | $9510709.39        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-31      | 3.7947%  | 0.0000% | $195000.00         | $197018.56         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-07-15      | 1.8750%  | 0.0000% | $300.00            | $313.98            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-15      | 3.8750%  | 0.0000% | $13750200.00       | $13982355.58       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-10-31      | 4.1250%  | 0.0000% | $31635700.00       | $32427018.80       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-30      | 4.2500%  | 0.0000% | $40076100.00       | $40573654.91       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-28      | 4.1250%  | 0.0000% | $22035500.00       | $22548716.53       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 3.7500%  | 0.0000% | $2996000.00        | $3031984.34        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-31      | 3.8750%  | 0.0000% | $107300.00         | $109892.77         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-09-30      | 3.8750%  | 0.0000% | $61667500.00       | $62014357.32       | U.S. Treasuries (including strips) |

### Security 702: SMBC NIKKO SECURITIES AMERICA INC

- **C.1 - Title:** SMBC NIKKO SECURITIES AMERICA INC 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1EQKT4, C.3 - LEI: 6PJDTY319315T5LR2241, C.5 - Other ID: ARP1EQKT4
- **C.18 - Value (incl. sponsor support):** $1409000000.00
- **C.18.a - Value (excl. sponsor support):** $1409000000.00
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 CLFS3405   | 2052-12-01      | 5.5000%  | 0.0000% | $3055.00           | $2064.31           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS3458   | 2050-08-01      | 3.5000%  | 0.0000% | $1008.00           | $717.73            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIFS4477   | 2037-05-01      | 2.5000%  | 0.0000% | $195000.00         | $126789.31         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS4480   | 2050-03-01      | 4.5000%  | 0.0000% | $1000.00           | $719.41            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS3686   | 2053-01-01      | 5.0000%  | 0.0000% | $1000.00           | $751.46            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS3698   | 2052-11-01      | 5.5000%  | 0.0000% | $1000.00           | $716.44            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS3806   | 2052-07-01      | 2.5000%  | 0.0000% | $600004.00         | $427417.75         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS3810   | 2053-01-01      | 4.5000%  | 0.0000% | $1000.00           | $742.34            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS3835   | 2052-11-01      | 4.5000%  | 0.0000% | $1110964.00        | $901147.81         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS3880   | 2053-02-01      | 6.0000%  | 0.0000% | $1024.00           | $732.39            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS3887   | 2053-02-01      | 6.0000%  | 0.0000% | $2270179.00        | $1284228.48        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB4163   | 2052-07-01      | 4.5000%  | 0.0000% | $1024.00           | $855.49            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB4299   | 2052-08-01      | 4.5000%  | 0.0000% | $7051928.00        | $5398629.53        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB4339   | 2052-08-01      | 4.5000%  | 0.0000% | $154000.00         | $114749.12         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB5300   | 2052-12-01      | 5.5000%  | 0.0000% | $2000.00           | $1593.30           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CICB4526   | 2037-09-01      | 5.0000%  | 0.0000% | $77971.00          | $47615.25          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB4629   | 2052-09-01      | 5.5000%  | 0.0000% | $26000022.00       | $19154620.29       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB4686   | 2052-09-01      | 5.0000%  | 0.0000% | $5761006.00        | $4086484.66        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB4782   | 2052-10-01      | 5.0000%  | 0.0000% | $7463700.00        | $5790909.59        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB4813   | 2052-10-01      | 5.0000%  | 0.0000% | $29100648.00       | $22329738.58       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB4796   | 2052-10-01      | 5.0000%  | 0.0000% | $1024.00           | $780.13            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB4798   | 2052-10-01      | 5.0000%  | 0.0000% | $255000.00         | $200537.97         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB4847   | 2052-10-01      | 5.5000%  | 0.0000% | $1000.00           | $734.61            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB4843   | 2052-10-01      | 5.5000%  | 0.0000% | $193999.00         | $155543.94         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CICB4991   | 2037-10-01      | 4.5000%  | 0.0000% | $1000.00           | $509.91            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB5108   | 2052-11-01      | 5.5000%  | 0.0000% | $1000.00           | $793.10            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB5122   | 2052-11-01      | 4.5000%  | 0.0000% | $52019.00          | $40636.02          | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB5156   | 2052-11-01      | 6.5000%  | 0.0000% | $1000.00           | $672.09            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB6186   | 2053-05-01      | 5.5000%  | 0.0000% | $1000.00           | $829.19            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB5497   | 2053-01-01      | 6.5000%  | 0.0000% | $1000.00           | $643.43            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB5774   | 2053-02-01      | 5.5000%  | 0.0000% | $2474672.00        | $2165719.38        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB5846   | 2053-03-01      | 5.5000%  | 0.0000% | $19579776.00       | $15503170.87       | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB5886   | 2053-03-01      | 4.5000%  | 0.0000% | $4310649.00        | $3230601.24        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB6096   | 2053-04-01      | 6.0000%  | 0.0000% | $2040000.00        | $1447257.15        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB6075   | 2053-04-01      | 5.5000%  | 0.0000% | $14166792.00       | $10980345.70       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB7103   | 2053-09-01      | 5.5000%  | 0.0000% | $22573829.00       | $18790027.09       | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB6508   | 2053-06-01      | 4.5000%  | 0.0000% | $1999000.00        | $1644818.03        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB6721   | 2053-07-01      | 4.5000%  | 0.0000% | $77000.00          | $64229.17          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB6839   | 2053-08-01      | 6.0000%  | 0.0000% | $3379738.00        | $2758327.33        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB6841   | 2053-08-01      | 5.0000%  | 0.0000% | $1000.00           | $885.03            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB6867   | 2053-08-01      | 5.5000%  | 0.0000% | $1000.00           | $831.49            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB6904   | 2053-08-01      | 5.0000%  | 0.0000% | $1046710.00        | $882972.19         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB6878   | 2053-08-01      | 6.0000%  | 0.0000% | $325000.00         | $244885.95         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB7049   | 2053-09-01      | 5.5000%  | 0.0000% | $1433896.00        | $1137913.61        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB7059   | 2053-09-01      | 6.5000%  | 0.0000% | $2166142.00        | $1747201.39        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB7984   | 2054-02-01      | 5.5000%  | 0.0000% | $568209.00         | $467967.34         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB8005   | 2054-02-01      | 6.0000%  | 0.0000% | $15560786.00       | $12176257.07       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB8010   | 2054-02-01      | 6.5000%  | 0.0000% | $2627519.00        | $2124150.49        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB8018   | 2054-02-01      | 6.5000%  | 0.0000% | $102117398.00      | $69117873.03       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB7273   | 2053-10-01      | 6.0000%  | 0.0000% | $965718.00         | $688662.32         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCB7316   | 2053-10-01      | 4.0000%  | 0.0000% | $40000.00          | $34786.87          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB7617   | 2053-12-01      | 6.0000%  | 0.0000% | $1000.00           | $717.03            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBQ5081   | 2050-10-01      | 2.0000%  | 0.0000% | $14679318.00       | $7509864.69        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBR0948   | 2051-04-01      | 2.0000%  | 0.0000% | $67002.00          | $40224.99          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBR2822   | 2050-12-01      | 2.0000%  | 0.0000% | $1000.00           | $563.21            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBT1205   | 2051-07-01      | 3.0000%  | 0.0000% | $560000.00         | $253380.79         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBU4942   | 2054-08-01      | 5.5000%  | 0.0000% | $17853683.00       | $15968484.06       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBU4968   | 2054-08-01      | 6.0000%  | 0.0000% | $4888000.00        | $3570844.79        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBV1686   | 2055-05-01      | 5.0000%  | 0.0000% | $2461325.00        | $2439711.81        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBV2616   | 2052-07-01      | 3.0000%  | 0.0000% | $1000.00           | $668.44            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBV5395   | 2052-04-01      | 3.5000%  | 0.0000% | $97000.00          | $52898.66          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBV7928   | 2052-08-01      | 4.5000%  | 0.0000% | $208932.00         | $151853.69         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW0790   | 2052-09-01      | 5.0000%  | 0.0000% | $2002.00           | $1466.22           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBW0022   | 2052-07-01      | 4.0000%  | 0.0000% | $1000.00           | $607.00            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW1330   | 2052-11-01      | 5.0000%  | 0.0000% | $1000.00           | $758.49            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBW8980   | 2052-10-01      | 4.0000%  | 0.0000% | $1000.00           | $773.90            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW9852   | 2052-09-01      | 5.0000%  | 0.0000% | $10810.00          | $7894.28           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBX0553   | 2052-10-01      | 5.5000%  | 0.0000% | $101000.00         | $68328.63          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBX4216   | 2053-01-01      | 5.5000%  | 0.0000% | $3599440.00        | $2261587.71        | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2026-05-19      | 0.0000%  | 0.0000% | $1758300.00        | $1739790.38        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-02-15      | 2.1250%  | 0.0000% | $1000.00           | $959.87            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-02-15      | 2.3750%  | 0.0000% | $200.00            | $197.47            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-31      | 3.5000%  | 0.0000% | $9139700.00        | $9291646.52        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-31      | 4.1250%  | 0.0000% | $61500.00          | $62350.45          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-12-31      | 4.3750%  | 0.0000% | $91200.00          | $93695.57          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-09-15      | 3.3750%  | 0.0000% | $1465600.00        | $1476549.19        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-09-30      | 3.8750%  | 0.0000% | $147700.00         | $148530.76         | U.S. Treasuries (including strips) |
| FNMS 03.500 CIAL9418   | 2031-08-01      | 3.5000%  | 0.0000% | $1000.00           | $80.90             | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAL9631   | 2046-12-01      | 3.0000%  | 0.0000% | $1000.00           | $265.54            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAL8174   | 2046-02-01      | 3.5000%  | 0.0000% | $197000.00         | $36021.85          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIAL8561   | 2031-06-01      | 3.5000%  | 0.0000% | $1000.00           | $87.85             | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAO2977   | 2042-05-01      | 3.5000%  | 0.0000% | $167621224.00      | $12507079.50       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAP7493   | 2042-09-01      | 3.5000%  | 0.0000% | $34530437.00       | $4218690.63        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMB0292   | 2054-12-01      | 5.5000%  | 0.0000% | $60309.00          | $53045.94          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAR4238   | 2043-02-01      | 3.0000%  | 0.0000% | $4016064.00        | $1032217.89        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAR8841   | 2043-04-01      | 3.5000%  | 0.0000% | $1000.00           | $59.58             | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS3898   | 2044-11-01      | 3.5000%  | 0.0000% | $328986.00         | $22633.38          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS4250   | 2045-01-01      | 3.5000%  | 0.0000% | $2240546.00        | $258029.95         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAS4354   | 2045-01-01      | 4.5000%  | 0.0000% | $1000.00           | $158.17            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS4789   | 2045-04-01      | 3.0000%  | 0.0000% | $2000.00           | $266.66            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS4969   | 2045-05-01      | 3.0000%  | 0.0000% | $33545728.00       | $8445775.18        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAS6347   | 2045-12-01      | 4.0000%  | 0.0000% | $8586105.00        | $1599655.88        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIAS6537   | 2031-01-01      | 2.5000%  | 0.0000% | $1000.00           | $93.85             | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS8419   | 2046-12-01      | 3.0000%  | 0.0000% | $1000.00           | $299.80            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS8482   | 2046-12-01      | 3.0000%  | 0.0000% | $3000.00           | $574.85            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS8483   | 2046-12-01      | 3.0000%  | 0.0000% | $185715.00         | $35852.04          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS8509   | 2046-12-01      | 3.0000%  | 0.0000% | $2000.00           | $614.45            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CNAS8537   | 2026-12-01      | 2.0000%  | 0.0000% | $1000.00           | $18.00             | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIAS8591   | 2032-01-01      | 2.0000%  | 0.0000% | $500000.00         | $87661.91          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS8650   | 2047-01-01      | 3.0000%  | 0.0000% | $126442.00         | $25930.66          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS8784   | 2047-02-01      | 3.0000%  | 0.0000% | $130000.00         | $26623.39          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIAS9327   | 2032-03-01      | 3.0000%  | 0.0000% | $1000.00           | $135.35            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIAS9336   | 2032-01-01      | 3.0000%  | 0.0000% | $312688.00         | $26731.33          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAS9453   | 2047-04-01      | 4.0000%  | 0.0000% | $198701.00         | $30859.12          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS9738   | 2047-06-01      | 3.0000%  | 0.0000% | $2843880.00        | $818559.25         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAU4479   | 2043-07-01      | 3.5000%  | 0.0000% | $2014570.00        | $246606.83         | Agency Mortgage-Backed Securities  |
| FNMS 03.025 CLAU3968   | 2043-07-01      | 3.0250%  | 0.0000% | $211850.00         | $133593.92         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAX0440   | 2044-08-01      | 3.5000%  | 0.0000% | $2264312.00        | $724972.55         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAY1306   | 2045-03-01      | 3.5000%  | 0.0000% | $325000.00         | $39493.60          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAY4198   | 2045-05-01      | 3.5000%  | 0.0000% | $1353.00           | $124.99            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAY8597   | 2045-04-01      | 3.0000%  | 0.0000% | $70873984.00       | $8968259.79        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL708631   | 2033-06-01      | 6.0000%  | 0.0000% | $1000.00           | $18.98             | Agency Mortgage-Backed Securities  |
| FNMS 05.000 K0724886   | 2033-06-01      | 5.0000%  | 0.0000% | $3995.00           | $57.15             | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CL725589   | 2034-07-01      | 5.0000%  | 0.0000% | $5043.00           | $42.85             | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CL735141   | 2035-01-01      | 5.5000%  | 0.0000% | $1002.00           | $8.11              | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CL735676   | 2035-07-01      | 5.0000%  | 0.0000% | $2712.00           | $25.42             | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CL745870   | 2036-10-01      | 5.0000%  | 0.0000% | $2440000.00        | $25652.07          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CL794022   | 2034-09-01      | 5.5000%  | 0.0000% | $2814.00           | $18.41             | Agency Mortgage-Backed Securities  |
| FNMS 04.500 RE813984   | 2035-06-01      | 4.5000%  | 0.0000% | $3600000.00        | $26085.68          | Agency Mortgage-Backed Securities  |
| FNMS 04.490 CA824391   | 2035-07-01      | 4.4900%  | 0.0000% | $341000.00         | $31066.76          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL852448   | 2035-12-01      | 6.0000%  | 0.0000% | $1000.00           | $16.24             | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CL870628   | 2036-06-01      | 5.0000%  | 0.0000% | $1000.00           | $28.18             | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CL879108   | 2036-05-01      | 5.0000%  | 0.0000% | $1003.00           | $17.60             | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDA1346   | 2053-09-01      | 6.5000%  | 0.0000% | $1000.00           | $746.16            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDA4599   | 2053-11-01      | 6.5000%  | 0.0000% | $73877.00          | $39686.95          | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDA5132   | 2053-12-01      | 6.5000%  | 0.0000% | $1186434.00        | $991847.05         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDA5151   | 2053-12-01      | 6.0000%  | 0.0000% | $120760.00         | $90728.47          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDB0752   | 2054-03-01      | 5.5000%  | 0.0000% | $1000.00           | $369.46            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDB1604   | 2054-04-01      | 6.0000%  | 0.0000% | $100000.00         | $101578.27         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDB1997   | 2054-10-01      | 6.5000%  | 0.0000% | $3000.00           | $3125.71           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDB4475   | 2054-09-01      | 5.5000%  | 0.0000% | $14041120.00       | $12299140.08       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDB5276   | 2054-06-01      | 5.5000%  | 0.0000% | $9517400.00        | $8042780.12        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDB5289   | 2054-06-01      | 6.0000%  | 0.0000% | $28000.00          | $21448.77          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLDB4841   | 2054-11-01      | 4.5000%  | 0.0000% | $1999800.00        | $1744219.33        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDB5037   | 2054-06-01      | 6.0000%  | 0.0000% | $147091.00         | $83535.67          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDB9899   | 2054-08-01      | 6.0000%  | 0.0000% | $118631.00         | $106038.58         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDC0449   | 2054-10-01      | 5.5000%  | 0.0000% | $3000.00           | $2531.70           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDC1795   | 2054-11-01      | 5.5000%  | 0.0000% | $3000.00           | $3033.85           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDC1415   | 2054-08-01      | 6.5000%  | 0.0000% | $1127225.00        | $835879.85         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLDC2101   | 2054-11-01      | 4.0000%  | 0.0000% | $59000.00          | $53740.04          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDC3207   | 2054-10-01      | 5.0000%  | 0.0000% | $3000.00           | $2712.30           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDC3185   | 2054-10-01      | 5.5000%  | 0.0000% | $3000.00           | $2789.58           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDC4444   | 2054-10-01      | 6.0000%  | 0.0000% | $3000.00           | $3049.36           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDC4601   | 2054-10-01      | 6.0000%  | 0.0000% | $2000.00           | $1474.34           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDC4697   | 2054-10-01      | 5.0000%  | 0.0000% | $3000.00           | $2980.60           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDC4698   | 2054-10-01      | 5.5000%  | 0.0000% | $3000.00           | $3026.47           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLDC4979   | 2054-11-01      | 4.5000%  | 0.0000% | $1955370.00        | $1902612.69        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDC5779   | 2054-10-01      | 6.5000%  | 0.0000% | $3000.00           | $3119.76           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDC6425   | 2054-11-01      | 5.0000%  | 0.0000% | $1000.00           | $838.33            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDC6401   | 2054-11-01      | 5.0000%  | 0.0000% | $24943.00          | $21216.01          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLDC7366   | 2054-12-01      | 4.0000%  | 0.0000% | $1000.00           | $941.55            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDC7823   | 2054-12-01      | 6.0000%  | 0.0000% | $3000.00           | $2255.48           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDD1639   | 2055-01-01      | 6.5000%  | 0.0000% | $1000.00           | $620.51            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDD2509   | 2055-02-01      | 6.5000%  | 0.0000% | $1883394.00        | $1296706.88        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDD4601   | 2055-03-01      | 5.5000%  | 0.0000% | $1000.00           | $806.51            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD5924   | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $1027.36           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDD7146   | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1011.92           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDD8350   | 2055-05-01      | 5.5000%  | 0.0000% | $1024.00           | $1027.96           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDD9133   | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $1022.37           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE0503   | 2055-06-01      | 6.5000%  | 0.0000% | $1028690.00        | $1084096.49        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDE0953   | 2055-06-01      | 5.5000%  | 0.0000% | $1000.00           | $1013.51           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDE4396   | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $924.82            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDE6707   | 2055-08-01      | 5.5000%  | 0.0000% | $1000.00           | $1002.97           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CIDE8061   | 2040-08-01      | 5.0000%  | 0.0000% | $145876.00         | $135994.29         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE7592   | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $1024.70           | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDE8708   | 2055-09-01      | 7.0000%  | 0.0000% | $1045225.00        | $1111304.16        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE9366   | 2055-09-01      | 6.0000%  | 0.0000% | $8975859.00        | $8752526.23        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF0219   | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $682.81            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF0230   | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1028.37           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF0231   | 2055-10-01      | 5.5000%  | 0.0000% | $1008.00           | $1029.15           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDF1096   | 2055-10-01      | 5.0000%  | 0.0000% | $1000.00           | $1004.63           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF1243   | 2055-10-01      | 5.5000%  | 0.0000% | $1004.00           | $1034.01           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDF5367   | 2055-12-01      | 5.0000%  | 0.0000% | $1000.00           | $1016.15           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF6793   | 2056-01-01      | 5.5000%  | 0.0000% | $25023786.00       | $25764025.20       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDF7683   | 2055-12-01      | 6.5000%  | 0.0000% | $1011.00           | $1063.85           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBC0326   | 2045-12-01      | 3.5000%  | 0.0000% | $92120575.00       | $11050552.82       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBC2856   | 2046-09-01      | 3.0000%  | 0.0000% | $1026.00           | $270.72            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBC4714   | 2046-10-01      | 3.0000%  | 0.0000% | $2000.00           | $456.27            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBC6513   | 2046-05-01      | 3.5000%  | 0.0000% | $560000.00         | $51608.36          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBD7081   | 2047-03-01      | 4.0000%  | 0.0000% | $319999.00         | $35329.29          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 I4BF0838   | 2064-09-01      | 2.5000%  | 0.0000% | $14518623.00       | $11498924.22       | Agency Mortgage-Backed Securities  |
| FNMS 04.000 I4BF0104   | 2056-02-01      | 4.0000%  | 0.0000% | $1000.00           | $294.96            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 R3BF0138   | 2041-07-01      | 6.0000%  | 0.0000% | $18997981.00       | $3542497.78        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 I4BF0174   | 2057-02-01      | 3.0000%  | 0.0000% | $18000.00          | $5808.33           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 I4BF0183   | 2057-01-01      | 4.0000%  | 0.0000% | $200000.00         | $64786.12          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 I3BF0295   | 2048-08-01      | 4.0000%  | 0.0000% | $1216000.00        | $216691.71         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 I4BF0646   | 2062-06-01      | 2.5000%  | 0.0000% | $100000.00         | $66187.29          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBM3392   | 2048-01-01      | 4.0000%  | 0.0000% | $535000.00         | $49730.92          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBM4857   | 2048-03-01      | 4.0000%  | 0.0000% | $8000.00           | $2667.34           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBM5012   | 2048-03-01      | 3.5000%  | 0.0000% | $1943765.00        | $560856.38         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBM5568   | 2049-02-01      | 4.5000%  | 0.0000% | $1022.00           | $324.92            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBM5984   | 2049-05-01      | 5.0000%  | 0.0000% | $1181999.00        | $164888.50         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBN5404   | 2049-04-01      | 4.5000%  | 0.0000% | $1000.00           | $371.55            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBN5423   | 2049-04-01      | 3.5000%  | 0.0000% | $1024.00           | $295.73            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBO0611   | 2049-05-01      | 4.0000%  | 0.0000% | $1561090.00        | $553911.16         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBO1146   | 2049-06-01      | 3.5000%  | 0.0000% | $1000.00           | $111.54            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBO1345   | 2049-08-01      | 3.5000%  | 0.0000% | $2000.00           | $317.59            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBO4645   | 2049-11-01      | 3.0000%  | 0.0000% | $14345482.00       | $5040741.80        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBP1430   | 2050-03-01      | 3.5000%  | 0.0000% | $3452764.00        | $1187736.46        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBP3050   | 2050-03-01      | 2.5000%  | 0.0000% | $1000.00           | $231.37            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBP5800   | 2050-05-01      | 2.5000%  | 0.0000% | $49644608.00       | $19184916.68       | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBP9369   | 2050-07-01      | 2.0000%  | 0.0000% | $1000.00           | $480.10            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBQ4491   | 2051-02-01      | 2.0000%  | 0.0000% | $2000.00           | $1164.70           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFS1112   | 2052-03-01      | 2.0000%  | 0.0000% | $2763810.00        | $1680913.79        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS1146   | 2052-03-01      | 3.0000%  | 0.0000% | $1026.00           | $663.81            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS1171   | 2052-01-01      | 3.0000%  | 0.0000% | $367859.00         | $228376.55         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS1173   | 2052-03-01      | 3.5000%  | 0.0000% | $100000.00         | $63635.59          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS1205   | 2052-04-01      | 3.5000%  | 0.0000% | $1000.00           | $640.29            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS1289   | 2052-03-01      | 3.0000%  | 0.0000% | $1001.00           | $642.54            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS1373   | 2051-11-01      | 3.0000%  | 0.0000% | $1000.00           | $712.87            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS1454   | 2052-04-01      | 3.5000%  | 0.0000% | $100000.00         | $71458.12          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS1628   | 2052-04-01      | 2.5000%  | 0.0000% | $100000.00         | $64602.53          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS1630   | 2051-09-01      | 2.5000%  | 0.0000% | $460000.00         | $321852.04         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS1632   | 2051-08-01      | 2.5000%  | 0.0000% | $1000.00           | $646.65            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS1661   | 2052-03-01      | 2.5000%  | 0.0000% | $577034.00         | $358592.50         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS2583   | 2052-08-01      | 4.5000%  | 0.0000% | $1052.00           | $888.10            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS2587   | 2052-08-01      | 4.5000%  | 0.0000% | $3000.00           | $2258.25           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS2620   | 2052-08-01      | 5.0000%  | 0.0000% | $20000.00          | $14876.23          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS1858   | 2052-05-01      | 3.5000%  | 0.0000% | $2000.00           | $1352.71           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFS1891   | 2050-01-01      | 4.0000%  | 0.0000% | $2000.00           | $1281.24           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS1866   | 2052-05-01      | 3.5000%  | 0.0000% | $200000.00         | $149558.54         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS1877   | 2052-05-01      | 3.0000%  | 0.0000% | $435000.00         | $297196.15         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFS1976   | 2051-08-01      | 4.0000%  | 0.0000% | $1000.00           | $656.33            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS2048   | 2052-06-01      | 4.5000%  | 0.0000% | $1000.00           | $787.19            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFS2185   | 2052-06-01      | 4.0000%  | 0.0000% | $1000.00           | $740.51            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS2254   | 2050-08-01      | 3.5000%  | 0.0000% | $1000.00           | $657.30            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS2295   | 2052-03-01      | 3.5000%  | 0.0000% | $2646999.00        | $1661234.55        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS2296   | 2052-01-01      | 3.5000%  | 0.0000% | $100000.00         | $63319.07          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS2463   | 2052-02-01      | 3.0000%  | 0.0000% | $745000.00         | $509313.53         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS2496   | 2052-08-01      | 4.5000%  | 0.0000% | $200000.00         | $154275.39         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIFS2500   | 2037-03-01      | 3.0000%  | 0.0000% | $170297.00         | $91162.68          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS2489   | 2052-08-01      | 5.0000%  | 0.0000% | $151000.00         | $113655.98         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS2521   | 2052-08-01      | 4.5000%  | 0.0000% | $65000.00          | $47026.36          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS3497   | 2052-08-01      | 3.5000%  | 0.0000% | $547440.00         | $421962.76         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFS2768   | 2052-01-01      | 2.0000%  | 0.0000% | $100000.00         | $64927.98          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS2821   | 2052-09-01      | 4.5000%  | 0.0000% | $1000.00           | $752.60            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CIFS2822   | 2034-11-01      | 4.0000%  | 0.0000% | $465173.00         | $247291.42         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS2807   | 2052-09-01      | 5.0000%  | 0.0000% | $314629.00         | $244517.65         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS2914   | 2052-09-01      | 4.5000%  | 0.0000% | $2000.00           | $1496.47           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS2939   | 2052-09-01      | 4.5000%  | 0.0000% | $99000.00          | $77563.92          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS3044   | 2052-11-01      | 4.5000%  | 0.0000% | $35000.00          | $26605.07          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS3102   | 2052-10-01      | 4.5000%  | 0.0000% | $603608.00         | $477203.56         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS3120   | 2052-09-01      | 5.0000%  | 0.0000% | $165000.00         | $119259.85         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS3159   | 2052-10-01      | 4.5000%  | 0.0000% | $337800.00         | $268160.73         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS3165   | 2051-06-01      | 3.0000%  | 0.0000% | $270055.00         | $184588.11         | Agency Mortgage-Backed Securities  |
| FNMS 01.500 CIFS3221   | 2037-02-01      | 1.5000%  | 0.0000% | $108939.00         | $61324.66          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFS3231   | 2052-03-01      | 2.0000%  | 0.0000% | $1000.00           | $634.09            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS3255   | 2052-11-01      | 5.0000%  | 0.0000% | $60000.00          | $45688.59          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS3298   | 2051-10-01      | 2.5000%  | 0.0000% | $1075000.00        | $754790.68         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS3339   | 2052-06-01      | 3.5000%  | 0.0000% | $605000.00         | $434296.49         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQG8617   | 2053-08-01      | 5.5000%  | 0.0000% | $1024.00           | $817.25            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQH0107   | 2053-08-01      | 5.0000%  | 0.0000% | $4473458.00        | $2696276.38        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQH0136   | 2053-08-01      | 6.0000%  | 0.0000% | $50000.00          | $32624.61          | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQH0429   | 2053-09-01      | 6.5000%  | 0.0000% | $1000.00           | $936.51            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQH2146   | 2053-10-01      | 5.0000%  | 0.0000% | $26020.00          | $21305.60          | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQH7874   | 2054-01-01      | 6.5000%  | 0.0000% | $1000.00           | $886.83            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQJ2087   | 2054-08-01      | 5.5000%  | 0.0000% | $1061.00           | $902.83            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQJ2993   | 2054-08-01      | 6.5000%  | 0.0000% | $21162471.00       | $15591608.20       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQJ3144   | 2054-09-01      | 6.0000%  | 0.0000% | $1000.00           | $921.13            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQJ3703   | 2054-09-01      | 5.5000%  | 0.0000% | $1000.00           | $828.45            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQJ5685   | 2054-10-01      | 6.5000%  | 0.0000% | $9018200.00        | $6187745.89        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQJ9979   | 2054-12-01      | 5.0000%  | 0.0000% | $1000.00           | $924.60            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CTQK0071   | 2039-10-01      | 3.0000%  | 0.0000% | $421019.00         | $188031.33         | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLRA4516   | 2051-02-01      | 3.5000%  | 0.0000% | $8473999.00        | $3191956.40        | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLRA6254   | 2051-11-01      | 2.5000%  | 0.0000% | $258000.00         | $148888.36         | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLRA5560   | 2051-07-01      | 2.5000%  | 0.0000% | $1000.00           | $569.93            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLRA7195   | 2052-04-01      | 3.5000%  | 0.0000% | $1000.00           | $717.15            | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLRA6507   | 2051-12-01      | 2.0000%  | 0.0000% | $5760870.00        | $3677260.41        | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLRA6605   | 2052-01-01      | 3.0000%  | 0.0000% | $1000.00           | $648.93            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRA8066   | 2052-12-01      | 5.5000%  | 0.0000% | $1000.00           | $826.47            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLRA7380   | 2052-05-01      | 3.5000%  | 0.0000% | $1072.00           | $727.48            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLRA7382   | 2052-05-01      | 3.5000%  | 0.0000% | $1040.00           | $712.50            | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLRA7543   | 2052-06-01      | 4.0000%  | 0.0000% | $321984.00         | $244362.48         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRA7574   | 2052-06-01      | 5.0000%  | 0.0000% | $1000.00           | $722.50            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLRA7774   | 2052-08-01      | 4.5000%  | 0.0000% | $2000.00           | $1515.51           | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRA8431   | 2053-01-01      | 6.5000%  | 0.0000% | $1000.00           | $629.57            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRA8486   | 2053-01-01      | 6.0000%  | 0.0000% | $1187958.00        | $778293.42         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRA8764   | 2053-03-01      | 5.0000%  | 0.0000% | $2310779.00        | $1892625.01        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRA8797   | 2053-04-01      | 5.5000%  | 0.0000% | $63434496.00       | $57534719.56       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRA9270   | 2053-06-01      | 5.5000%  | 0.0000% | $2000.00           | $1592.73           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CTRB5378   | 2045-12-01      | 5.0000%  | 0.0000% | $1024.00           | $1026.38           | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CTRB5132   | 2041-10-01      | 2.5000%  | 0.0000% | $1000.00           | $597.30            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CNRD5281   | 2035-12-01      | 5.0000%  | 0.0000% | $1000.00           | $967.63            | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CNRD5058   | 2031-05-01      | 2.0000%  | 0.0000% | $1000.00           | $342.86            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 3PRE6054   | 2050-04-01      | 4.5000%  | 0.0000% | $1000.00           | $51.60             | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQI6785   | 2054-05-01      | 6.5000%  | 0.0000% | $1000.00           | $766.63            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CT257451   | 2028-11-01      | 5.5000%  | 0.0000% | $13211670.00       | $32109.46          | Agency Mortgage-Backed Securities  |
| FNMS 07.500 CL545189   | 2031-08-01      | 7.5000%  | 0.0000% | $1522947.00        | $838.19            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAJ3096   | 2041-12-01      | 3.5000%  | 0.0000% | $71099099.00       | $3499698.74        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIAK5545   | 2027-03-01      | 3.5000%  | 0.0000% | $1011.00           | $14.20             | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CRAL3024   | 2043-01-01      | 3.5000%  | 0.0000% | $1000.00           | $131.38            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CTAL5883   | 2030-08-01      | 4.0000%  | 0.0000% | $1000.00           | $44.49             | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CTAL6041   | 2033-08-01      | 4.0000%  | 0.0000% | $1002.00           | $84.80             | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CQAL7167   | 2041-01-01      | 4.0000%  | 0.0000% | $480402.00         | $32608.14          | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLAL6324   | 2036-12-01      | 6.5000%  | 0.0000% | $1000.00           | $52.21             | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CQAL6685   | 2035-01-01      | 4.0000%  | 0.0000% | $1997.00           | $272.01            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CVAL8047   | 2030-11-01      | 3.5000%  | 0.0000% | $1000.00           | $95.66             | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAL7231   | 2045-08-01      | 3.5000%  | 0.0000% | $248998.00         | $41889.30          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIAL9378   | 2031-09-01      | 3.0000%  | 0.0000% | $242000.00         | $32692.51          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD4708   | 2053-12-01      | 5.5000%  | 0.0000% | $16000.00          | $12646.01          | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD4999   | 2053-08-01      | 5.0000%  | 0.0000% | $1000.00           | $842.81            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD5599   | 2054-05-01      | 5.5000%  | 0.0000% | $1020160.00        | $933374.55         | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSD5696   | 2054-06-01      | 6.5000%  | 0.0000% | $2000.00           | $1700.25           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD6041   | 2054-08-01      | 5.0000%  | 0.0000% | $1024.00           | $945.89            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD6561   | 2054-10-01      | 6.0000%  | 0.0000% | $14565774.00       | $13969274.89       | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD8016   | 2049-10-01      | 3.0000%  | 0.0000% | $1750.00           | $257.96            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD8036   | 2050-01-01      | 3.0000%  | 0.0000% | $2000.00           | $355.76            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD8074   | 2050-07-01      | 3.0000%  | 0.0000% | $24000.00          | $6461.51           | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD8099   | 2050-10-01      | 2.5000%  | 0.0000% | $480001.00         | $202293.42         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD7270   | 2054-12-01      | 6.0000%  | 0.0000% | $1138312.00        | $1062003.40        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD7391   | 2055-01-01      | 6.0000%  | 0.0000% | $1965.00           | $1761.21           | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD7548   | 2051-11-01      | 2.5000%  | 0.0000% | $48613529.00       | $29784243.60       | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD7553   | 2052-03-01      | 3.0000%  | 0.0000% | $1000.00           | $648.64            | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD7560   | 2053-02-01      | 4.0000%  | 0.0000% | $16048675.00       | $11812697.86       | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD7563   | 2053-05-01      | 4.5000%  | 0.0000% | $2000.00           | $1521.91           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD7569   | 2054-04-01      | 6.0000%  | 0.0000% | $2000.00           | $1711.86           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD7576   | 2055-01-01      | 5.5000%  | 0.0000% | $1045.00           | $986.17            | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLSD8128   | 2051-02-01      | 2.0000%  | 0.0000% | $1000.00           | $548.70            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD8129   | 2051-02-01      | 2.5000%  | 0.0000% | $2000.00           | $938.26            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD8108   | 2050-11-01      | 3.0000%  | 0.0000% | $14998.00          | $5307.06           | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLSD8121   | 2050-12-01      | 2.0000%  | 0.0000% | $2000.00           | $1079.57           | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLSD8177   | 2051-11-01      | 2.0000%  | 0.0000% | $2000.00           | $1260.22           | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLSD8188   | 2052-01-01      | 2.0000%  | 0.0000% | $2000.00           | $1278.45           | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD8226   | 2052-07-01      | 3.5000%  | 0.0000% | $2201.00           | $1633.96           | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD8266   | 2052-11-01      | 4.5000%  | 0.0000% | $6580852.00        | $5226639.23        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD8267   | 2052-11-01      | 5.0000%  | 0.0000% | $3170110.00        | $2500292.65        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8277   | 2052-12-01      | 5.5000%  | 0.0000% | $1042.00           | $794.62            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD8322   | 2053-05-01      | 4.5000%  | 0.0000% | $2000.00           | $1642.77           | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD8298   | 2053-02-01      | 4.5000%  | 0.0000% | $13541772.00       | $11125584.25       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD8332   | 2053-06-01      | 6.0000%  | 0.0000% | $9992961.00        | $6952646.28        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8342   | 2053-07-01      | 5.5000%  | 0.0000% | $1591163.00        | $1266748.21        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD8382   | 2053-12-01      | 5.0000%  | 0.0000% | $2000.00           | $1774.14           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8362   | 2053-09-01      | 5.5000%  | 0.0000% | $2065.00           | $1658.71           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD8363   | 2053-09-01      | 6.0000%  | 0.0000% | $133000.00         | $93873.76          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8367   | 2053-10-01      | 5.5000%  | 0.0000% | $1289.00           | $1025.46           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD8421   | 2054-04-01      | 6.0000%  | 0.0000% | $30386.00          | $21537.33          | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD8484   | 2054-11-01      | 4.0000%  | 0.0000% | $52000.00          | $47104.73          | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD8454   | 2054-08-01      | 6.0000%  | 0.0000% | $5105745.00        | $3689490.27        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSD8455   | 2054-08-01      | 6.5000%  | 0.0000% | $1024.00           | $600.74            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8469   | 2054-10-01      | 5.5000%  | 0.0000% | $4377250.00        | $3721281.86        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD8474   | 2054-11-01      | 5.0000%  | 0.0000% | $2000.00           | $1826.94           | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD8487   | 2054-12-01      | 4.0000%  | 0.0000% | $62000.00          | $56308.95          | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD8503   | 2055-02-01      | 4.0000%  | 0.0000% | $39000.00          | $35741.83          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8524   | 2055-04-01      | 5.5000%  | 0.0000% | $61769073.00       | $55897025.17       | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSD8526   | 2055-04-01      | 6.5000%  | 0.0000% | $59058.00          | $42331.30          | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD4422   | 2052-02-01      | 3.0000%  | 0.0000% | $1000.00           | $734.20            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD3619   | 2053-09-01      | 5.5000%  | 0.0000% | $20000.00          | $15401.92          | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD3722   | 2053-05-01      | 5.0000%  | 0.0000% | $60000.00          | $43494.00          | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD3944   | 2053-05-01      | 4.5000%  | 0.0000% | $1000.00           | $799.39            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD3977   | 2053-04-01      | 5.0000%  | 0.0000% | $48000.00          | $41698.15          | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSD4027   | 2053-10-01      | 6.5000%  | 0.0000% | $135000.00         | $96242.70          | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD4288   | 2053-10-01      | 4.5000%  | 0.0000% | $1000.00           | $785.26            | Agency Mortgage-Backed Securities  |
| 03.000 FGPC U40824 G   | 2028-06-01      | 3.0000%  | 0.0000% | $3470987.00        | $160262.98         | Agency Mortgage-Backed Securities  |
| 04.000 FGPC V83149 G   | 2047-04-01      | 4.0000%  | 0.0000% | $945245.00         | $227153.36         | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLQA1790   | 2049-08-01      | 3.0000%  | 0.0000% | $3000.00           | $489.30            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLQA3869   | 2049-10-01      | 3.5000%  | 0.0000% | $2000.00           | $500.32            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLQC8887   | 2051-10-01      | 3.0000%  | 0.0000% | $1000.00           | $648.39            | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLQD1254   | 2051-11-01      | 2.0000%  | 0.0000% | $1000.00           | $647.09            | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLQD5262   | 2052-01-01      | 2.0000%  | 0.0000% | $11999.00          | $7943.70           | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLQE7181   | 2052-06-01      | 3.5000%  | 0.0000% | $1000.00           | $718.73            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE9955   | 2052-09-01      | 5.0000%  | 0.0000% | $3041940.00        | $1995733.05        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQF2389   | 2052-10-01      | 5.5000%  | 0.0000% | $1000.00           | $798.56            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQF5439   | 2052-12-01      | 5.5000%  | 0.0000% | $1000.00           | $841.51            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQF6518   | 2053-01-01      | 5.5000%  | 0.0000% | $3000.00           | $2568.67           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQF8178   | 2053-02-01      | 6.0000%  | 0.0000% | $1000.00           | $532.23            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQG1295   | 2053-04-01      | 5.5000%  | 0.0000% | $1000.00           | $637.04            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQG2360   | 2053-05-01      | 6.0000%  | 0.0000% | $1000.00           | $583.27            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQG4323   | 2053-06-01      | 6.0000%  | 0.0000% | $1000.00           | $728.52            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQG5435   | 2053-06-01      | 5.0000%  | 0.0000% | $1000.00           | $873.66            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQG6681   | 2053-07-01      | 6.0000%  | 0.0000% | $28350199.00       | $16785065.61       | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQG7625   | 2053-07-01      | 6.5000%  | 0.0000% | $1000.00           | $889.26            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIFM4457   | 2035-07-01      | 3.0000%  | 0.0000% | $352341.00         | $64314.69          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIFM3628   | 2035-04-01      | 3.5000%  | 0.0000% | $113000.00         | $32788.10          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIFM3869   | 2035-06-01      | 3.0000%  | 0.0000% | $299999.00         | $49559.27          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFM3982   | 2050-05-01      | 3.5000%  | 0.0000% | $293000.00         | $62363.23          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFM4101   | 2047-11-01      | 3.5000%  | 0.0000% | $18454314.00       | $7650830.85        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM4166   | 2050-08-01      | 3.0000%  | 0.0000% | $1817000.00        | $436499.53         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFM4252   | 2050-09-01      | 2.0000%  | 0.0000% | $98431.00          | $46776.89          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM4317   | 2050-09-01      | 3.0000%  | 0.0000% | $1000.00           | $239.74            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFM4616   | 2049-05-01      | 3.5000%  | 0.0000% | $49142234.00       | $12561875.64       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM4696   | 2050-10-01      | 3.0000%  | 0.0000% | $5441572.00        | $1866735.18        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFM4793   | 2050-11-01      | 2.0000%  | 0.0000% | $1000.00           | $483.38            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFM4946   | 2048-09-01      | 5.0000%  | 0.0000% | $300000.00         | $89895.35          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFM5026   | 2050-12-01      | 2.0000%  | 0.0000% | $1000.00           | $545.45            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFM5259   | 2050-11-01      | 3.5000%  | 0.0000% | $1113000.00        | $407632.53         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFM6184   | 2051-03-01      | 2.0000%  | 0.0000% | $1599000.00        | $804921.34         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM6293   | 2051-01-01      | 3.0000%  | 0.0000% | $1002.00           | $484.07            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM5451   | 2050-12-01      | 3.0000%  | 0.0000% | $34779701.00       | $14898401.57       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIFM5575   | 2036-01-01      | 3.5000%  | 0.0000% | $1058.00           | $443.94            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFM5644   | 2051-02-01      | 2.0000%  | 0.0000% | $271000.00         | $156402.54         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CIFM5714   | 2035-11-01      | 4.0000%  | 0.0000% | $185000.00         | $45511.75          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CTFM5783   | 2038-06-01      | 3.0000%  | 0.0000% | $160051.00         | $53964.20          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIFM5798   | 2036-01-01      | 2.0000%  | 0.0000% | $160999.00         | $69226.08          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIFM6147   | 2036-02-01      | 2.0000%  | 0.0000% | $413000.00         | $149158.13         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFM7100   | 2050-06-01      | 3.5000%  | 0.0000% | $1000.00           | $434.87            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIFM7124   | 2034-09-01      | 3.0000%  | 0.0000% | $1310967.00        | $403013.06         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CIFM7144   | 2034-01-01      | 4.0000%  | 0.0000% | $1063640.00        | $396621.30         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFM6400   | 2051-03-01      | 2.0000%  | 0.0000% | $99000.00          | $53665.24          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFM6448   | 2051-03-01      | 2.0000%  | 0.0000% | $1300000.00        | $762955.95         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIFM6578   | 2036-01-01      | 2.0000%  | 0.0000% | $96000.00          | $49838.33          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIFM6840   | 2036-04-01      | 2.5000%  | 0.0000% | $302445.00         | $113852.43         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CTFM6831   | 2037-01-01      | 3.0000%  | 0.0000% | $356285.00         | $138888.54         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFM6849   | 2049-12-01      | 3.5000%  | 0.0000% | $29561.00          | $10642.98          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFM7411   | 2051-05-01      | 2.0000%  | 0.0000% | $1000.00           | $629.94            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFM7599   | 2051-01-01      | 3.5000%  | 0.0000% | $2024.00           | $671.51            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFM7676   | 2051-06-01      | 2.5000%  | 0.0000% | $200000.00         | $119395.61         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIFM7774   | 2036-07-01      | 2.0000%  | 0.0000% | $33000.00          | $18464.59          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFM8977   | 2051-09-01      | 2.5000%  | 0.0000% | $1000.00           | $554.59            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIFM8988   | 2036-09-01      | 2.0000%  | 0.0000% | $108023.00         | $54315.38          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFM8433   | 2051-08-01      | 2.0000%  | 0.0000% | $1000.00           | $583.09            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM8479   | 2051-08-01      | 3.0000%  | 0.0000% | $1000.00           | $601.86            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIFM8471   | 2036-09-01      | 2.5000%  | 0.0000% | $7358176.00        | $3840484.49        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFM8501   | 2051-07-01      | 4.0000%  | 0.0000% | $9636560.00        | $4500362.80        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIFM8503   | 2036-04-01      | 2.5000%  | 0.0000% | $1421000.00        | $477842.71         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CIFM8546   | 2034-07-01      | 4.0000%  | 0.0000% | $4901128.00        | $1359220.88        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFM8579   | 2051-09-01      | 2.5000%  | 0.0000% | $241000.00         | $139334.00         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM8613   | 2050-11-01      | 3.0000%  | 0.0000% | $1000.00           | $406.44            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFM8786   | 2051-10-01      | 2.5000%  | 0.0000% | $1000.00           | $627.06            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM9134   | 2051-06-01      | 3.0000%  | 0.0000% | $1000.00           | $546.11            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIFM9318   | 2036-11-01      | 2.0000%  | 0.0000% | $132849.00         | $71179.77          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFM9416   | 2045-07-01      | 3.5000%  | 0.0000% | $22969548.00       | $12141919.97       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM9419   | 2051-10-01      | 3.0000%  | 0.0000% | $60000.00          | $37468.80          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFM9494   | 2051-11-01      | 2.5000%  | 0.0000% | $2074870.00        | $1346957.79        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS0831   | 2052-03-01      | 3.0000%  | 0.0000% | $3062344.00        | $2214390.88        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS0835   | 2052-03-01      | 2.5000%  | 0.0000% | $2000.00           | $1315.25           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS0879   | 2052-03-01      | 2.5000%  | 0.0000% | $1000.00           | $645.30            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS0893   | 2052-02-01      | 3.0000%  | 0.0000% | $310000.00         | $204437.07         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS0024   | 2051-09-01      | 2.5000%  | 0.0000% | $2000.00           | $1067.30           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS0067   | 2051-09-01      | 4.5000%  | 0.0000% | $1000.00           | $560.22            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS0408   | 2052-01-01      | 3.0000%  | 0.0000% | $1199000.00        | $732549.74         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS0434   | 2051-11-01      | 2.5000%  | 0.0000% | $641000.00         | $379846.25         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS0563   | 2051-06-01      | 3.0000%  | 0.0000% | $1000.00           | $590.33            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS0590   | 2051-06-01      | 3.0000%  | 0.0000% | $1000.00           | $587.05            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFS0599   | 2051-04-01      | 2.0000%  | 0.0000% | $99000.00          | $54137.63          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS0633   | 2052-02-01      | 3.0000%  | 0.0000% | $1000.00           | $661.36            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFS0612   | 2052-02-01      | 2.0000%  | 0.0000% | $2000.00           | $1173.15           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS0630   | 2052-02-01      | 3.0000%  | 0.0000% | $29000.00          | $19239.68          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS0631   | 2052-02-01      | 3.0000%  | 0.0000% | $632000.00         | $409046.97         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS0701   | 2051-12-01      | 3.0000%  | 0.0000% | $504000.00         | $309742.15         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS0735   | 2052-01-01      | 3.0000%  | 0.0000% | $10026.00          | $5382.07           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFS1678   | 2052-04-01      | 4.0000%  | 0.0000% | $21731552.00       | $15535093.40       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS1782   | 2052-05-01      | 3.0000%  | 0.0000% | $1000.00           | $579.68            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CTFS0995   | 2042-03-01      | 2.5000%  | 0.0000% | $1000.00           | $638.79            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS1107   | 2051-12-01      | 2.5000%  | 0.0000% | $2400000.00        | $1448162.39        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS3941   | 2053-02-01      | 5.0000%  | 0.0000% | $105749.00         | $77302.00          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS4012   | 2053-03-01      | 5.5000%  | 0.0000% | $1011.00           | $795.32            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS4000   | 2041-07-01      | 6.0000%  | 0.0000% | $1000.00           | $667.10            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIFS4049   | 2036-09-01      | 2.5000%  | 0.0000% | $113000.00         | $65883.67          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIFS4061   | 2037-10-01      | 3.0000%  | 0.0000% | $40000.00          | $26096.58          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS4132   | 2053-03-01      | 6.0000%  | 0.0000% | $100000.00         | $79139.39          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS4228   | 2052-08-01      | 3.5000%  | 0.0000% | $3000.00           | $2315.33           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFS4270   | 2052-03-01      | 2.0000%  | 0.0000% | $399000.00         | $269192.10         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS4273   | 2053-04-01      | 5.0000%  | 0.0000% | $4658920.00        | $3752167.69        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS4295   | 2053-03-01      | 4.5000%  | 0.0000% | $365202.00         | $259883.63         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS5270   | 2053-07-01      | 5.5000%  | 0.0000% | $600000.00         | $484701.44         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS5313   | 2050-01-01      | 3.5000%  | 0.0000% | $1000.00           | $744.72            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFS5314   | 2052-05-01      | 2.0000%  | 0.0000% | $193000.00         | $135251.44         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFS5322   | 2052-04-01      | 2.0000%  | 0.0000% | $50000.00          | $34447.94          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS5329   | 2053-03-01      | 3.0000%  | 0.0000% | $1960000.00        | $1471076.76        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS4524   | 2053-05-01      | 5.0000%  | 0.0000% | $197000.00         | $158216.17         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS4529   | 2053-03-01      | 5.5000%  | 0.0000% | $10646608.00       | $8719881.68        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CNFS4500   | 2032-01-01      | 3.0000%  | 0.0000% | $2193304.00        | $1200849.13        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS4522   | 2053-05-01      | 5.0000%  | 0.0000% | $45000.00          | $36099.47          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS4523   | 2053-04-01      | 5.0000%  | 0.0000% | $1003.00           | $867.63            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS4540   | 2049-07-01      | 2.5000%  | 0.0000% | $1892930.00        | $1416624.10        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFS4733   | 2053-02-01      | 6.5000%  | 0.0000% | $25693334.00       | $17821417.50       | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CIFS4802   | 2038-05-01      | 4.0000%  | 0.0000% | $49000.00          | $31994.46          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS4805   | 2053-05-01      | 5.5000%  | 0.0000% | $1900000.00        | $1409969.16        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS4832   | 2053-05-01      | 5.0000%  | 0.0000% | $1001.00           | $773.81            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS4840   | 2053-05-01      | 5.5000%  | 0.0000% | $4224474.00        | $3338040.59        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS4872   | 2053-06-01      | 5.5000%  | 0.0000% | $1040.00           | $829.57            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS4943   | 2048-01-01      | 3.5000%  | 0.0000% | $1000.00           | $772.79            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS4928   | 2050-06-01      | 3.5000%  | 0.0000% | $11006.00          | $8288.14           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIFS4975   | 2037-06-01      | 2.0000%  | 0.0000% | $200000.00         | $130956.04         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS5059   | 2048-11-01      | 3.5000%  | 0.0000% | $100000.00         | $74650.30          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS5134   | 2049-12-01      | 3.5000%  | 0.0000% | $3449946.00        | $2549480.49        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS5125   | 2051-10-01      | 2.5000%  | 0.0000% | $16000.00          | $11528.18          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS5127   | 2052-01-01      | 3.0000%  | 0.0000% | $1000.00           | $755.46            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS5171   | 2051-12-01      | 3.0000%  | 0.0000% | $1000.00           | $740.01            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS5155   | 2053-07-01      | 5.0000%  | 0.0000% | $791000.00         | $609949.50         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS5198   | 2053-07-01      | 5.5000%  | 0.0000% | $119000.00         | $89756.76          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS5231   | 2053-07-01      | 6.0000%  | 0.0000% | $33250.00          | $23585.84          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS5233   | 2053-07-01      | 6.0000%  | 0.0000% | $95000.00          | $74272.17          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS5209   | 2053-07-01      | 6.0000%  | 0.0000% | $503999.00         | $399397.45         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS5427   | 2053-08-01      | 5.5000%  | 0.0000% | $43500.00          | $35907.38          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS5448   | 2052-03-01      | 3.0000%  | 0.0000% | $1028.00           | $773.05            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS5619   | 2053-07-01      | 4.5000%  | 0.0000% | $278000.00         | $211341.97         | Agency Mortgage-Backed Securities  |
| FNMS 01.500 CIFS5598   | 2037-08-01      | 1.5000%  | 0.0000% | $4220673.00        | $2930742.45        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS5632   | 2053-09-01      | 5.5000%  | 0.0000% | $42000.00          | $35752.12          | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFS5749   | 2053-09-01      | 6.5000%  | 0.0000% | $1011.00           | $608.25            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS5865   | 2053-01-01      | 4.5000%  | 0.0000% | $1000.00           | $849.94            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS5893   | 2053-02-01      | 6.0000%  | 0.0000% | $22141330.00       | $16835509.89       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS5977   | 2053-10-01      | 6.0000%  | 0.0000% | $836605.00         | $672971.13         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS5985   | 2047-02-01      | 3.5000%  | 0.0000% | $1024.00           | $772.99            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS7078   | 2052-12-01      | 4.5000%  | 0.0000% | $1000.00           | $832.64            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS7155   | 2051-12-01      | 3.0000%  | 0.0000% | $1000.00           | $765.68            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFS7160   | 2054-02-01      | 6.5000%  | 0.0000% | $51000.00          | $38887.36          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIFS6337   | 2037-03-01      | 2.0000%  | 0.0000% | $1024.00           | $694.78            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFS6636   | 2052-09-01      | 4.0000%  | 0.0000% | $313423.00         | $235990.54         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS6671   | 2053-06-01      | 5.5000%  | 0.0000% | $25000.00          | $20430.09          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS6809   | 2054-02-01      | 5.5000%  | 0.0000% | $1000.00           | $812.93            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS6838   | 2053-11-01      | 5.5000%  | 0.0000% | $2001.00           | $1647.58           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS6825   | 2053-12-01      | 6.0000%  | 0.0000% | $24561107.00       | $20484840.31       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS6943   | 2052-06-01      | 3.0000%  | 0.0000% | $5000.00           | $3876.70           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS7595   | 2051-11-01      | 3.0000%  | 0.0000% | $1024.00           | $779.84            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCC0214   | 2055-04-01      | 5.5000%  | 0.0000% | $1024.00           | $1013.87           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCC0255   | 2055-04-01      | 6.0000%  | 0.0000% | $1024.00           | $1012.56           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCC0436   | 2055-05-01      | 6.0000%  | 0.0000% | $1008.00           | $1002.08           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCC0526   | 2055-06-01      | 6.0000%  | 0.0000% | $1024.00           | $1003.74           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCC0588   | 2055-05-01      | 6.0000%  | 0.0000% | $1008.00           | $1020.55           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCC0597   | 2055-06-01      | 6.5000%  | 0.0000% | $41882389.00       | $37482490.69       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCC1693   | 2055-12-01      | 5.5000%  | 0.0000% | $1000.00           | $1025.77           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCC1007   | 2055-09-01      | 5.5000%  | 0.0000% | $29045790.00       | $29385868.97       | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCC1182   | 2055-10-01      | 4.5000%  | 0.0000% | $1000.00           | $973.57            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCC1199   | 2055-10-01      | 5.0000%  | 0.0000% | $1000.00           | $1007.62           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCC1545   | 2055-09-01      | 6.0000%  | 0.0000% | $21450304.00       | $21966536.90       | Agency Mortgage-Backed Securities  |
| FNMS 05.190 CL909960   | 2036-11-01      | 5.1900%  | 0.0000% | $79506.00          | $45514.03          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CT929229   | 2028-03-01      | 5.0000%  | 0.0000% | $1001.00           | $1.41              | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL990834   | 2038-09-01      | 6.0000%  | 0.0000% | $1000.00           | $14.63             | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAB4453   | 2042-02-01      | 4.0000%  | 0.0000% | $1026.00           | $90.09             | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAB8700   | 2043-03-01      | 3.0000%  | 0.0000% | $1000.00           | $195.87            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CRMA1253   | 2042-11-01      | 4.0000%  | 0.0000% | $1000.00           | $106.88            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA3520   | 2048-11-01      | 3.5000%  | 0.0000% | $1000.00           | $92.78             | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA3088   | 2047-08-01      | 4.0000%  | 0.0000% | $1031.00           | $107.77            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CTMA3243   | 2038-01-01      | 3.5000%  | 0.0000% | $2916000.00        | $402849.70         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CNMA3221   | 2027-12-01      | 3.0000%  | 0.0000% | $1000.00           | $44.32             | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIMA4418   | 2036-09-01      | 2.0000%  | 0.0000% | $6863422.00        | $3643169.39        | Agency Mortgage-Backed Securities  |
| FNMS 01.500 CLMA4236   | 2051-01-01      | 1.5000%  | 0.0000% | $133178348.00      | $74657780.69       | Agency Mortgage-Backed Securities  |
| GNII SF MA7935 M       | 2052-02-20      | 2.0000%  | 0.0000% | $94248339.00       | $59082530.59       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBX6108   | 2053-01-01      | 5.5000%  | 0.0000% | $3369390.00        | $2743536.13        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBX9419   | 2053-03-01      | 5.0000%  | 0.0000% | $3000.00           | $2121.15           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBY0131   | 2053-05-01      | 5.5000%  | 0.0000% | $510614.00         | $352948.32         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBY0191   | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $865.02            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBY0545   | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $801.59            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBY0903   | 2053-04-01      | 5.5000%  | 0.0000% | $100000.00         | $61485.05          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBY2598   | 2053-08-01      | 6.0000%  | 0.0000% | $290832.00         | $291566.36         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBY2375   | 2053-05-01      | 6.0000%  | 0.0000% | $1301120.00        | $660831.20         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBY4186   | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $809.15            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBY5269   | 2053-06-01      | 6.0000%  | 0.0000% | $2079196.00        | $1233759.10        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBY9175   | 2053-09-01      | 5.5000%  | 0.0000% | $8478688.00        | $7419368.86        | Agency Mortgage-Backed Securities  |
| FNMS 08.000 CLBY9934   | 2053-12-01      | 8.0000%  | 0.0000% | $166972.00         | $152220.61         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCA2044   | 2048-07-01      | 4.5000%  | 0.0000% | $334998.00         | $71989.88          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCA2163   | 2048-08-01      | 4.5000%  | 0.0000% | $1000.00           | $198.86            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCA2310   | 2048-09-01      | 4.5000%  | 0.0000% | $88180540.00       | $26237500.78       | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCA2429   | 2048-10-01      | 4.0000%  | 0.0000% | $1035.00           | $229.05            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCA3537   | 2049-02-01      | 5.5000%  | 0.0000% | $1000.00           | $61.85             | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCA2929   | 2045-12-01      | 3.5000%  | 0.0000% | $2036169.00        | $287924.42         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CICA3285   | 2034-03-01      | 4.0000%  | 0.0000% | $2996.00           | $557.53            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCA3955   | 2049-08-01      | 3.5000%  | 0.0000% | $1000.00           | $124.11            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCA4030   | 2049-08-01      | 4.0000%  | 0.0000% | $1000.00           | $114.16            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCA4133   | 2049-09-01      | 3.0000%  | 0.0000% | $1000.00           | $330.54            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CKCA4928   | 2050-01-01      | 3.0000%  | 0.0000% | $1000000.00        | $107590.70         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CICA5466   | 2035-04-01      | 3.0000%  | 0.0000% | $68384.00          | $21678.51          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCA6097   | 2050-06-01      | 3.5000%  | 0.0000% | $213000.00         | $60252.73          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA6074   | 2050-06-01      | 2.5000%  | 0.0000% | $490000.00         | $164877.92         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA6141   | 2050-06-01      | 2.0000%  | 0.0000% | $6904540.00        | $3241662.23        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA6635   | 2050-08-01      | 2.5000%  | 0.0000% | $2093.00           | $1052.28           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCA6740   | 2050-08-01      | 3.0000%  | 0.0000% | $1000.00           | $328.59            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA6901   | 2050-09-01      | 2.0000%  | 0.0000% | $60727188.00       | $31415646.10       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCA6955   | 2050-09-01      | 3.0000%  | 0.0000% | $1655000.00        | $638248.50         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7983   | 2050-12-01      | 2.0000%  | 0.0000% | $1000.00           | $538.05            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA7257   | 2050-10-01      | 2.5000%  | 0.0000% | $66034.00          | $34833.18          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7570   | 2050-11-01      | 2.0000%  | 0.0000% | $1893.00           | $1009.63           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCA7605   | 2050-11-01      | 3.0000%  | 0.0000% | $1145964.00        | $639341.14         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA7963   | 2050-11-01      | 2.5000%  | 0.0000% | $1000.00           | $547.07            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA8132   | 2050-12-01      | 2.5000%  | 0.0000% | $153718.00         | $70162.94          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA8817   | 2051-02-01      | 2.0000%  | 0.0000% | $1000.00           | $574.51            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CICA9440   | 2036-03-01      | 2.5000%  | 0.0000% | $1000.00           | $472.04            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB0189   | 2051-04-01      | 3.0000%  | 0.0000% | $1000.00           | $518.83            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB0573   | 2046-05-01      | 2.5000%  | 0.0000% | $161000.00         | $104140.41         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB1024   | 2051-07-01      | 2.5000%  | 0.0000% | $3067.00           | $1862.44           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB1066   | 2051-07-01      | 2.5000%  | 0.0000% | $775000.00         | $488186.12         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB1409   | 2051-08-01      | 3.0000%  | 0.0000% | $1024.00           | $733.05            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCB1642   | 2051-09-01      | 3.5000%  | 0.0000% | $49000.00          | $27459.15          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCB2613   | 2052-01-01      | 2.0000%  | 0.0000% | $168508.00         | $108162.02         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB2629   | 2052-01-01      | 2.5000%  | 0.0000% | $1598000.00        | $1006859.41        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB2635   | 2052-01-01      | 2.5000%  | 0.0000% | $439610.00         | $282640.21         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB1878   | 2051-10-01      | 3.0000%  | 0.0000% | $1000.00           | $591.46            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CTCB2113   | 2041-11-01      | 2.5000%  | 0.0000% | $1000.00           | $632.69            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB2164   | 2051-11-01      | 3.0000%  | 0.0000% | $1000.00           | $644.46            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB2408   | 2051-12-01      | 2.5000%  | 0.0000% | $144000.00         | $96726.93          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB2548   | 2052-01-01      | 2.5000%  | 0.0000% | $97000.00          | $63020.93          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB3496   | 2052-05-01      | 3.0000%  | 0.0000% | $1000.00           | $719.15            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCB3499   | 2052-05-01      | 3.5000%  | 0.0000% | $1000.00           | $708.91            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB3586   | 2052-05-01      | 3.0000%  | 0.0000% | $222000.00         | $160632.54         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCB3596   | 2052-05-01      | 3.5000%  | 0.0000% | $1000.00           | $666.53            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB2751   | 2052-02-01      | 2.5000%  | 0.0000% | $1600000.00        | $1043569.51        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB2795   | 2052-02-01      | 3.0000%  | 0.0000% | $7581164.00        | $5244261.30        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCB2767   | 2052-01-01      | 2.0000%  | 0.0000% | $322707.00         | $214954.29         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCB2838   | 2052-02-01      | 2.0000%  | 0.0000% | $1165910.00        | $735534.09         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CICB2980   | 2037-03-01      | 2.5000%  | 0.0000% | $15667200.00       | $8118188.71        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCB3000   | 2051-12-01      | 2.0000%  | 0.0000% | $70000.00          | $46315.52          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB3049   | 2052-03-01      | 2.5000%  | 0.0000% | $121000.00         | $83765.86          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB3115   | 2052-03-01      | 3.0000%  | 0.0000% | $1000.00           | $668.62            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB3104   | 2052-03-01      | 2.5000%  | 0.0000% | $12000.00          | $7747.19           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCB3175   | 2052-03-01      | 3.5000%  | 0.0000% | $1020.00           | $673.82            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CICB3205   | 2037-03-01      | 2.5000%  | 0.0000% | $42000.00          | $24166.70          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCB3274   | 2052-04-01      | 4.0000%  | 0.0000% | $110000.00         | $73714.11          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCB3248   | 2052-04-01      | 3.5000%  | 0.0000% | $7070.00           | $5289.17           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCB3600   | 2052-05-01      | 3.5000%  | 0.0000% | $75000.00          | $54050.19          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCB3610   | 2052-05-01      | 4.0000%  | 0.0000% | $14312640.00       | $10272894.64       | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB3666   | 2052-02-01      | 2.5000%  | 0.0000% | $411625.00         | $296862.95         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CICB3696   | 2037-05-01      | 2.5000%  | 0.0000% | $514425.00         | $323970.43         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCB3760   | 2052-05-01      | 3.5000%  | 0.0000% | $44000.00          | $30342.40          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCB3914   | 2052-06-01      | 4.0000%  | 0.0000% | $102000.00         | $74099.21          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCB4091   | 2052-07-01      | 4.0000%  | 0.0000% | $1550654.00        | $1188599.36        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCB4112   | 2052-07-01      | 3.5000%  | 0.0000% | $2000.00           | $1426.63           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB8137   | 2054-03-01      | 5.5000%  | 0.0000% | $32536342.00       | $29014306.41       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB8171   | 2054-03-01      | 6.5000%  | 0.0000% | $4975647.00        | $3922781.90        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB8180   | 2054-03-01      | 6.5000%  | 0.0000% | $11304.00          | $7450.69           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB8223   | 2054-03-01      | 6.0000%  | 0.0000% | $2000.00           | $1613.95           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB8484   | 2054-05-01      | 5.5000%  | 0.0000% | $24209320.00       | $22004656.93       | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB8656   | 2054-06-01      | 4.5000%  | 0.0000% | $2000.00           | $1801.03           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB8831   | 2054-07-01      | 5.5000%  | 0.0000% | $192701.00         | $173406.96         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB8847   | 2054-07-01      | 6.0000%  | 0.0000% | $3448160.00        | $3009365.76        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB9791   | 2055-01-01      | 5.5000%  | 0.0000% | $23927040.00       | $22800463.38       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB9820   | 2055-01-01      | 6.0000%  | 0.0000% | $1024.00           | $890.63            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB9153   | 2054-09-01      | 6.0000%  | 0.0000% | $203000.00         | $184609.00         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB9206   | 2054-09-01      | 5.0000%  | 0.0000% | $1024.00           | $970.52            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB9316   | 2054-10-01      | 5.0000%  | 0.0000% | $50000.00          | $46842.13          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB9442   | 2054-11-01      | 6.0000%  | 0.0000% | $1000.00           | $904.17            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB9464   | 2054-11-01      | 5.0000%  | 0.0000% | $4757058.00        | $4437159.35        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB9646   | 2054-12-01      | 5.0000%  | 0.0000% | $334063.00         | $317347.43         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB9662   | 2054-12-01      | 5.5000%  | 0.0000% | $1587000.00        | $1477065.64        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB9743   | 2055-01-01      | 6.5000%  | 0.0000% | $8083313.00        | $7173578.72        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB9993   | 2055-02-01      | 6.0000%  | 0.0000% | $27510.00          | $21753.56          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB9982   | 2055-02-01      | 5.5000%  | 0.0000% | $15000000.00       | $14001444.76       | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIFA0569   | 2037-02-01      | 2.5000%  | 0.0000% | $28301098.00       | $22521834.41       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA0546   | 2054-12-01      | 5.5000%  | 0.0000% | $1373488.00        | $1185173.15        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA0550   | 2054-06-01      | 5.0000%  | 0.0000% | $7925824.00        | $7216332.72        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA0564   | 2054-05-01      | 5.5000%  | 0.0000% | $2307003.00        | $2061521.94        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA0644   | 2055-02-01      | 5.5000%  | 0.0000% | $1288.00           | $1228.49           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFA0724   | 2054-07-01      | 6.5000%  | 0.0000% | $1000.00           | $915.98            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA0969   | 2055-03-01      | 5.0000%  | 0.0000% | $1053.00           | $1014.56           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA0987   | 2055-03-01      | 6.0000%  | 0.0000% | $934935.00         | $883834.87         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFA1024   | 2051-05-01      | 2.5000%  | 0.0000% | $59382.00          | $47816.80          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA1031   | 2055-02-01      | 5.0000%  | 0.0000% | $120704.00         | $113719.10         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA1123   | 2055-01-01      | 5.5000%  | 0.0000% | $24793947.00       | $24131369.06       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CTFA1112   | 2043-12-01      | 5.5000%  | 0.0000% | $13123805.00       | $11268006.23       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA1124   | 2054-07-01      | 5.5000%  | 0.0000% | $3864654.00        | $3720665.91        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA1413   | 2054-11-01      | 6.0000%  | 0.0000% | $9323840.00        | $8706051.50        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CIFA1610   | 2038-03-01      | 4.5000%  | 0.0000% | $422655.00         | $346867.61         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFA2589   | 2055-05-01      | 6.5000%  | 0.0000% | $1866080.00        | $1701610.83        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA1827   | 2055-05-01      | 5.0000%  | 0.0000% | $12679834.00       | $12370258.72       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA1809   | 2054-09-01      | 6.0000%  | 0.0000% | $14384500.00       | $12535716.56       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA1860   | 2049-07-01      | 6.0000%  | 0.0000% | $1008.00           | $931.59            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFA1918   | 2052-03-01      | 2.0000%  | 0.0000% | $1000.00           | $790.63            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA2294   | 2055-07-01      | 5.5000%  | 0.0000% | $1024.00           | $1005.06           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA2400   | 2055-07-01      | 5.5000%  | 0.0000% | $1029.00           | $927.10            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA2403   | 2055-08-01      | 5.5000%  | 0.0000% | $1000.00           | $1024.65           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFA2425   | 2054-09-01      | 6.5000%  | 0.0000% | $1000.00           | $917.42            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFA2491   | 2049-09-01      | 3.0000%  | 0.0000% | $1000.00           | $885.24            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA3741   | 2055-11-01      | 6.0000%  | 0.0000% | $1024.00           | $1051.45           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIFA4171   | 2037-09-01      | 3.0000%  | 0.0000% | $1663568.00        | $1592119.20        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFA4174   | 2052-02-01      | 3.0000%  | 0.0000% | $1063.00           | $949.19            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CTFM1774   | 2039-03-01      | 4.5000%  | 0.0000% | $1000.00           | $217.76            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFM1010   | 2048-07-01      | 3.5000%  | 0.0000% | $1026.00           | $185.19            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CTFM1353   | 2039-08-01      | 4.5000%  | 0.0000% | $1000.00           | $223.74            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIFM1843   | 2034-11-01      | 3.5000%  | 0.0000% | $200000.00         | $26036.53          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM2081   | 2049-12-01      | 3.0000%  | 0.0000% | $1000.00           | $433.24            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIFM2174   | 2035-01-01      | 3.5000%  | 0.0000% | $500000.00         | $75458.81          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFM2274   | 2049-08-01      | 4.0000%  | 0.0000% | $1000.00           | $227.74            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFM2336   | 2050-01-01      | 4.0000%  | 0.0000% | $1484000.00        | $294740.10         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFM2395   | 2050-01-01      | 3.5000%  | 0.0000% | $2475000.00        | $664653.43         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFM3505   | 2050-06-01      | 2.5000%  | 0.0000% | $2000.00           | $892.10            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIFM3571   | 2035-06-01      | 3.0000%  | 0.0000% | $290000.00         | $67874.67          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFM3572   | 2049-09-01      | 4.5000%  | 0.0000% | $1001.00           | $251.22            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM2714   | 2050-03-01      | 3.0000%  | 0.0000% | $1000.00           | $297.73            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM2897   | 2048-02-01      | 3.0000%  | 0.0000% | $1000.00           | $238.82            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFM3049   | 2044-04-01      | 4.0000%  | 0.0000% | $500000.00         | $158700.38         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFM3070   | 2048-06-01      | 4.0000%  | 0.0000% | $1000.00           | $316.10            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIFM3090   | 2035-04-01      | 3.5000%  | 0.0000% | $1000.00           | $189.72            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM3118   | 2050-05-01      | 3.0000%  | 0.0000% | $399000.00         | $159413.60         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFM3158   | 2048-11-01      | 4.0000%  | 0.0000% | $99000.00          | $28511.28          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM3225   | 2050-05-01      | 3.0000%  | 0.0000% | $12065000.00       | $4438537.38        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFM3229   | 2047-02-01      | 3.5000%  | 0.0000% | $1000.00           | $356.42            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFM3279   | 2045-10-01      | 3.5000%  | 0.0000% | $2694635.00        | $925968.77         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIFM3375   | 2035-02-01      | 3.5000%  | 0.0000% | $229015.00         | $53826.12          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFM3447   | 2049-11-01      | 4.0000%  | 0.0000% | $7254130.00        | $1844851.57        | Agency Mortgage-Backed Securities  |
| FEPC 04.000 3VZN0547   | 2042-12-01      | 4.0000%  | 0.0000% | $1705.00           | $236.68            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZN3382   | 2049-02-01      | 4.5000%  | 0.0000% | $35342643.00       | $8210970.54        | Agency Mortgage-Backed Securities  |
| 03.500 FGPC T65441 G   | 2047-10-01      | 3.5000%  | 0.0000% | $1707.00           | $113.11            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLZS4693   | 2046-12-01      | 3.0000%  | 0.0000% | $1417.00           | $249.69            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZT0794   | 2048-10-01      | 4.5000%  | 0.0000% | $3173.00           | $665.89            | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZT0542   | 2048-07-01      | 4.0000%  | 0.0000% | $2005.00           | $425.80            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 3VZT1107   | 2043-03-01      | 3.5000%  | 0.0000% | $299687.00         | $42948.71          | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CISB8511   | 2036-05-01      | 2.0000%  | 0.0000% | $49179.00          | $23778.80          | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CISB8501   | 2035-08-01      | 2.0000%  | 0.0000% | $1000.00           | $392.26            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD0416   | 2043-01-01      | 3.5000%  | 0.0000% | $1030.00           | $393.56            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD0615   | 2051-01-01      | 4.5000%  | 0.0000% | $2000.00           | $662.16            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD0662   | 2051-07-01      | 3.0000%  | 0.0000% | $2000.00           | $1195.94           | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD1683   | 2052-10-01      | 4.5000%  | 0.0000% | $1000.00           | $761.08            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD1741   | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $769.71            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD1151   | 2051-01-01      | 2.5000%  | 0.0000% | $3000.00           | $2028.11           | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD1214   | 2051-11-01      | 3.0000%  | 0.0000% | $29110275.00       | $18883439.69       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD1344   | 2049-07-01      | 5.5000%  | 0.0000% | $63572.00          | $39994.05          | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD1352   | 2052-07-01      | 3.5000%  | 0.0000% | $1020.00           | $704.08            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD1432   | 2052-08-01      | 4.5000%  | 0.0000% | $3495.00           | $2753.36           | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD1554   | 2052-09-01      | 4.5000%  | 0.0000% | $1000.00           | $750.34            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD1581   | 2052-09-01      | 2.5000%  | 0.0000% | $76000.00          | $52447.23          | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD1665   | 2052-09-01      | 4.5000%  | 0.0000% | $3868725.00        | $2774677.77        | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD1640   | 2052-09-01      | 4.0000%  | 0.0000% | $4000.00           | $3018.57           | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD1818   | 2052-10-01      | 4.0000%  | 0.0000% | $1000.00           | $748.43            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD2251   | 2052-11-01      | 4.5000%  | 0.0000% | $1000.00           | $719.18            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD2390   | 2053-03-01      | 5.0000%  | 0.0000% | $2000.00           | $1583.40           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD2477   | 2053-03-01      | 5.5000%  | 0.0000% | $100000.00         | $88066.69          | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD2872   | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $852.55            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD3349   | 2053-06-01      | 5.0000%  | 0.0000% | $1000.00           | $716.68            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD5331   | 2054-03-01      | 6.0000%  | 0.0000% | $1024.00           | $849.98            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD4521   | 2052-09-01      | 3.5000%  | 0.0000% | $1000.00           | $833.78            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD4698   | 2054-01-01      | 6.0000%  | 0.0000% | $1000.00           | $867.60            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CTFS7907   | 2044-05-01      | 6.0000%  | 0.0000% | $346000.00         | $286829.26         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFS8105   | 2052-10-01      | 2.0000%  | 0.0000% | $1000.00           | $731.62            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS8339   | 2053-07-01      | 3.5000%  | 0.0000% | $1000.00           | $871.94            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS8360   | 2052-09-01      | 3.5000%  | 0.0000% | $1000.00           | $831.62            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS8483   | 2054-02-01      | 5.5000%  | 0.0000% | $3099000.00        | $2705926.80        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS9784   | 2054-11-01      | 5.5000%  | 0.0000% | $1000.00           | $933.96            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS9867   | 2050-02-01      | 3.0000%  | 0.0000% | $1000.00           | $813.07            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS9877   | 2054-06-01      | 5.5000%  | 0.0000% | $925280.00         | $842685.24         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS9884   | 2054-08-01      | 6.0000%  | 0.0000% | $3211448.00        | $2816458.71        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCC0833   | 2055-08-01      | 5.0000%  | 0.0000% | $1024.00           | $1021.57           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCC0861   | 2055-08-01      | 5.5000%  | 0.0000% | $1024.00           | $991.68            | Agency Mortgage-Backed Securities  |

### Security 703: BARCLAYS BANK PLC

- **C.1 - Title:** BARCLAYS BANK PLC 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1EQL14, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: ARP1EQL14
- **C.18 - Value (incl. sponsor support):** $50076826.00
- **C.18.a - Value (excl. sponsor support):** $50076826.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2053-05-15      | 3.6250%  | 0.0000% | $12561000.00       | $10267995.70       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-02-15      | 4.2500%  | 0.0000% | $6112600.00        | $5650745.23        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-05-15      | 4.6250%  | 0.0000% | $30184600.00       | $29915351.70       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-05-15      | 5.0000%  | 0.0000% | $5076300.00        | $5259890.67        | U.S. Treasuries (including strips) |

### Security 704: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1EQL48, C.3 - LEI: 1VUV7VQFKUOQSJ21A208, C.5 - Other ID: ARP1EQL48
- **C.18 - Value (incl. sponsor support):** $834000000.00
- **C.18.a - Value (excl. sponsor support):** $834000000.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **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? 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 | 2026-04-23      | 0.0000%  | 0.0000% | $926400.00         | $918747.94         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-02-15      | 0.6250%  | 0.0000% | $32249600.00       | $34271880.49       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-05-15      | 2.8750%  | 0.0000% | $58344800.00       | $45662444.01       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-02-15      | 3.0000%  | 0.0000% | $3880100.00        | $2943966.32        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-02-15      | 2.0000%  | 0.0000% | $100.00            | $59.70             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-11-15      | 4.6250%  | 0.0000% | $36593100.00       | $36188012.36       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-02-15      | 2.3750%  | 0.0000% | $83059000.00       | $82494818.72       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-15      | 0.3750%  | 0.0000% | $300.00            | $396.14            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-15      | 3.1250%  | 0.0000% | $200.00            | $198.74            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-05-15      | 2.3750%  | 0.0000% | $200.00            | $193.09            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-07-15      | 0.2500%  | 0.0000% | $400.00            | $493.93            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-30      | 1.6250%  | 0.0000% | $715300.00         | $705742.31         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-31      | 1.5000%  | 0.0000% | $19997200.00       | $19738660.98       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-11-15      | 0.8750%  | 0.0000% | $115599000.00      | $101136064.23      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-03-31      | 1.2500%  | 0.0000% | $26119600.00       | $24973982.86       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-30      | 1.2500%  | 0.0000% | $67865600.00       | $64695412.22       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-05-15      | 1.6250%  | 0.0000% | $200.00            | $179.53            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-31      | 1.1250%  | 0.0000% | $2004800.00        | $1892927.66        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-02-15      | 1.8750%  | 0.0000% | $196524000.00      | $176562425.03      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-15      | 0.1250%  | 0.0000% | $29174700.00       | $33151417.74       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-01-15      | 1.1250%  | 0.0000% | $800.00            | $844.86            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-15      | 4.3750%  | 0.0000% | $16619600.00       | $17013880.50       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-31      | 4.3750%  | 0.0000% | $251600.00         | $260971.14         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-28      | 4.2500%  | 0.0000% | $74600.00          | $77253.40          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-03-15      | 4.2500%  | 0.0000% | $253500.00         | $259461.37         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-15      | 4.5000%  | 0.0000% | $5627400.00        | $5746231.07        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-06-15      | 4.6250%  | 0.0000% | $35784000.00       | $36500566.74       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-06-30      | 4.2500%  | 0.0000% | $100.00            | $102.20            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-07-31      | 4.0000%  | 0.0000% | $289600.00         | $298447.66         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-08-31      | 3.7500%  | 0.0000% | $44427000.00       | $44843363.46       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-31      | 3.6250%  | 0.0000% | $20332500.00       | $20597452.70       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-11-15      | 4.2500%  | 0.0000% | $14328300.00       | $14549566.95       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-28      | 4.1250%  | 0.0000% | $200.00            | $204.63            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-07-31      | 3.8750%  | 0.0000% | $26520600.00       | $27150721.53       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-07-15      | 1.8750%  | 0.0000% | $56774000.00       | $57695676.71       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-31      | 3.6250%  | 0.0000% | $139900.00         | $142181.91         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-09-15      | 3.3750%  | 0.0000% | $127000.00         | $127908.40         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-11-15      | 4.0000%  | 0.0000% | $340000.00         | $336692.41         | U.S. Treasuries (including strips) |

### Security 705: BNP PARIBAS SA

- **C.1 - Title:** BNP PARIBAS SA 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1EQL97, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: ARP1EQL97
- **C.18 - Value (incl. sponsor support):** $1612900000.00
- **C.18.a - Value (excl. sponsor support):** $1612900000.00
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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                             | 2049-02-15      | 3.0000%  | 0.0000% | $100.00            | $75.14             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                             | 2052-11-15      | 4.0000%  | 0.0000% | $61600.00          | $54008.28          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                             | 2027-11-30      | 0.6250%  | 0.0000% | $100.00            | $94.95             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                             | 2030-07-31      | 3.8750%  | 0.0000% | $200.00            | $204.75            | U.S. Treasuries (including strips)        |
| FNMS 02.000 CIBP3507                               | 2036-06-01      | 2.0000%  | 0.0000% | $1000.00           | $521.89            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBP5487                               | 2050-06-01      | 3.0000%  | 0.0000% | $1000.00           | $246.98            | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLBQ2085                               | 2050-10-01      | 2.0000%  | 0.0000% | $120511.00         | $61903.53          | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLBQ6575                               | 2051-09-01      | 2.5000%  | 0.0000% | $570755.00         | $335676.98         | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HYBS4783                               | 2032-02-01      | 2.2400%  | 0.0000% | $389490.00         | $351646.94         | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HYBS6188                               | 2032-07-01      | 4.3400%  | 0.0000% | $100000.00         | $100363.32         | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HYBS6131                               | 2032-07-01      | 3.8900%  | 0.0000% | $100000.00         | $97090.36          | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HYBS6528                               | 2032-09-01      | 3.6500%  | 0.0000% | $6765.00           | $6552.34           | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX H2BS7824                               | 2039-11-01      | 4.9900%  | 0.0000% | $6451714.00        | $6401075.79        | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX SOBT2170                               | 2052-03-01      | 1.9600%  | 0.0000% | $243953.00         | $164933.90         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLBT8024                               | 2053-01-01      | 5.5000%  | 0.0000% | $24852.00          | $18555.19          | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLBU5237                               | 2054-11-01      | 6.0000%  | 0.0000% | $5088141.00        | $4401104.56        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBU5628                               | 2055-02-01      | 4.5000%  | 0.0000% | $2290740.00        | $2235786.00        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBU8753                               | 2052-06-01      | 5.0000%  | 0.0000% | $1088845.00        | $806269.00         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLBV6157                               | 2055-07-01      | 6.0000%  | 0.0000% | $1181966.00        | $1214886.42        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLBY2453                               | 2053-07-01      | 6.5000%  | 0.0000% | $1340866.00        | $267541.04         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBY7533                               | 2054-05-01      | 5.0000%  | 0.0000% | $2043556.00        | $1803460.89        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLBY9928                               | 2053-12-01      | 6.5000%  | 0.0000% | $1367790.00        | $871713.13         | Agency Mortgage-Backed Securities         |
| GNRA 2024-172 FA                                   | 2054-10-20      | 4.8030%  | 0.0000% | $2730817.00        | $1785691.76        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-186 FA                                   | 2054-11-20      | 5.3030%  | 0.0000% | $35453179.00       | $23064996.99       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-160 KF                                   | 2054-10-20      | 4.7230%  | 0.0000% | $28126179.00       | $23143377.92       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-180 FE                                   | 2054-11-20      | 4.8130%  | 0.0000% | $27875740.00       | $17209994.01       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-026 FG                                   | 2055-02-20      | 5.3530%  | 0.0000% | $1555670.00        | $1017755.31        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-064 FG                                   | 2055-04-20      | 5.0030%  | 0.0000% | $32586988.00       | $24923862.77       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-082 FB                                   | 2055-05-20      | 5.4530%  | 0.0000% | $79193810.00       | $73080807.62       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-102 FL                                   | 2055-06-20      | 4.8530%  | 0.0000% | $7586241.00        | $7156292.00        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-203 FA                                   | 2055-11-20      | 5.1030%  | 0.0000% | $100000000.00      | $100142373.13      | Agency Collateralized Mortgage Obligation |
| GNRA 2025-218 FA                                   | 2055-12-20      | 4.7030%  | 0.0000% | $17971.00          | $17881.03          | Agency Collateralized Mortgage Obligation |
| FEPC 06.500 CLQZ6908                               | 2055-11-01      | 6.5000%  | 0.0000% | $3248108.00        | $3385574.50        | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLQZ8012                               | 2055-11-01      | 4.0000%  | 0.0000% | $4744384.00        | $4542097.79        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSL0263                               | 2055-02-01      | 5.0000%  | 0.0000% | $9418808.00        | $8962384.26        | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSL1388                               | 2052-06-01      | 3.0000%  | 0.0000% | $3542912.00        | $2986681.95        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLSL1882                               | 2055-05-01      | 6.5000%  | 0.0000% | $730346.00         | $598649.79         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSL2032                               | 2054-07-01      | 6.0000%  | 0.0000% | $1000.00           | $919.16            | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSL3658                               | 2053-10-01      | 3.0000%  | 0.0000% | $44969523.00       | $39867570.31       | Agency Mortgage-Backed Securities         |
| 03.500 FGPC J26033 G                               | 2028-10-01      | 3.5000%  | 0.0000% | $1015.00           | $66.34             | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZM1429                               | 2046-07-01      | 4.5000%  | 0.0000% | $1000.00           | $55.19             | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZM4936                               | 2047-11-01      | 3.5000%  | 0.0000% | $373052.00         | $61917.35          | Agency Mortgage-Backed Securities         |
| FMAR 2B2779 G                                      | 2044-06-01      | 6.2450%  | 0.0000% | $166000.00         | $7374.04           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLZS1026                               | 2036-03-01      | 5.5000%  | 0.0000% | $1512064.00        | $14126.02          | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLZS4703                               | 2047-02-01      | 3.0000%  | 0.0000% | $2003569.00        | $409762.74         | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLZT0028                               | 2047-01-01      | 3.0000%  | 0.0000% | $20000000.00       | $6023424.49        | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZT1516                               | 2045-03-01      | 4.0000%  | 0.0000% | $15969808.00       | $3907434.27        | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD0821                               | 2052-01-01      | 3.5000%  | 0.0000% | $1499000.00        | $906097.35         | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLSD1403                               | 2052-01-01      | 2.0000%  | 0.0000% | $33644.00          | $23213.63          | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD1518                               | 2052-08-01      | 4.5000%  | 0.0000% | $89835.00          | $71608.59          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD2253                               | 2052-12-01      | 3.5000%  | 0.0000% | $7000.00           | $5350.78           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD8226                               | 2052-07-01      | 3.5000%  | 0.0000% | $68135.00          | $50581.61          | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD8314                               | 2053-04-01      | 4.5000%  | 0.0000% | $63006.00          | $52002.56          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8349                               | 2053-08-01      | 5.5000%  | 0.0000% | $506770.00         | $399787.12         | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HYBZ0385                               | 2034-02-01      | 4.7600%  | 0.0000% | $5000.00           | $5151.91           | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HYBZ0396                               | 2034-01-01      | 4.6900%  | 0.0000% | $23670.00          | $23796.26          | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HYBZ0661                               | 2041-04-01      | 5.1300%  | 0.0000% | $393588.00         | $401330.12         | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HXBZ1900                               | 2029-10-01      | 4.1300%  | 0.0000% | $10000000.00       | $10093139.44       | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HYBZ4425                               | 2035-08-01      | 4.7300%  | 0.0000% | $2830206.00        | $2890026.02        | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HYBZ3950                               | 2035-05-01      | 5.1000%  | 0.0000% | $7297000.00        | $7660502.48        | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HYBZ4763                               | 2035-08-01      | 4.7700%  | 0.0000% | $39443270.00       | $40294396.60       | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HXBZ5550                               | 2032-12-01      | 4.3000%  | 0.0000% | $84013056.00       | $84179644.56       | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX H2BZ5579                               | 2031-01-01      | 4.5700%  | 0.0000% | $10011000.00       | $10227952.28       | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLCA2472                               | 2048-10-01      | 4.0000%  | 0.0000% | $194000.00         | $43881.34          | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCA2817                               | 2048-12-01      | 5.0000%  | 0.0000% | $1829360.00        | $101047.52         | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLCA7737                               | 2050-11-01      | 2.5000%  | 0.0000% | $12000.00          | $5388.20           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLCB2629                               | 2052-01-01      | 2.5000%  | 0.0000% | $200000.00         | $126014.94         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLCB2899                               | 2052-02-01      | 3.0000%  | 0.0000% | $19001.00          | $11220.09          | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCB4127                               | 2052-07-01      | 4.5000%  | 0.0000% | $21373900.00       | $15611908.84       | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFA0725                               | 2054-01-01      | 6.0000%  | 0.0000% | $1836816.00        | $1494665.65        | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFA3861                               | 2052-04-01      | 2.5000%  | 0.0000% | $1409048.00        | $1219349.80        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFM0036                               | 2049-08-01      | 5.0000%  | 0.0000% | $105000.00         | $22872.59          | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFM1782                               | 2046-03-01      | 4.0000%  | 0.0000% | $83612.00          | $25316.67          | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIFM5802                               | 2036-01-01      | 2.5000%  | 0.0000% | $998000.00         | $411452.17         | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLFM7322                               | 2047-07-01      | 4.5000%  | 0.0000% | $33000.00          | $14068.93          | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CIFM7756                               | 2036-06-01      | 2.0000%  | 0.0000% | $1000.00           | $506.19            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFM8806                               | 2051-09-01      | 2.5000%  | 0.0000% | $749000.00         | $469973.16         | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFM9086                               | 2051-10-01      | 2.5000%  | 0.0000% | $314835.00         | $204082.64         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFM9933                               | 2051-11-01      | 3.0000%  | 0.0000% | $1002.00           | $656.19            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFS3499                               | 2052-08-01      | 3.5000%  | 0.0000% | $128848.00         | $101585.86         | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLFS4480                               | 2050-03-01      | 4.5000%  | 0.0000% | $247988.00         | $178405.93         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFS4522                               | 2053-05-01      | 5.0000%  | 0.0000% | $110170.00         | $88379.53          | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLFS5869                               | 2053-04-01      | 4.5000%  | 0.0000% | $8000.00           | $6404.51           | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CTFS7679                               | 2042-03-01      | 2.0000%  | 0.0000% | $40167536.00       | $30229001.89       | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL888090                               | 2037-01-01      | 5.5000%  | 0.0000% | $19335985.00       | $97784.68          | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX LB889789                               | 2036-11-01      | 6.3400%  | 0.0000% | $55977213.00       | $111113.65         | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX WZ889911                               | 2036-05-01      | 4.4720%  | 0.0000% | $1450000.00        | $17466.65          | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX S1902798                               | 2036-11-01      | 5.4070%  | 0.0000% | $33404163.00       | $264569.83         | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CL932386                               | 2040-01-01      | 4.5000%  | 0.0000% | $415996.00         | $18153.74          | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL942595                               | 2037-08-01      | 6.0000%  | 0.0000% | $4000.00           | $46.89             | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CL955183                               | 2037-11-01      | 7.0000%  | 0.0000% | $1200000.00        | $34613.00          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL995024                               | 2037-08-01      | 5.5000%  | 0.0000% | $3996460.00        | $54475.00          | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLMA4435                               | 2051-09-01      | 4.0000%  | 0.0000% | $64000.00          | $30569.78          | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLMA3665                               | 2049-05-01      | 4.5000%  | 0.0000% | $160565.00         | $18071.19          | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CNMA3680                               | 2029-06-01      | 3.5000%  | 0.0000% | $462331.00         | $33487.62          | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLMA4096                               | 2050-08-01      | 2.5000%  | 0.0000% | $269700.00         | $99990.74          | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLMA4119                               | 2050-09-01      | 2.0000%  | 0.0000% | $29970.00          | $14428.94          | Agency Mortgage-Backed Securities         |
| FNMS 01.500 CNMA4367                               | 2031-06-01      | 1.5000%  | 0.0000% | $85406.00          | $31695.56          | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLMA5294                               | 2054-03-01      | 5.0000%  | 0.0000% | $389421.00         | $343900.38         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLMA4653                               | 2052-07-01      | 3.0000%  | 0.0000% | $1630750.00        | $1194365.49        | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLMA4885                               | 2052-11-01      | 3.0000%  | 0.0000% | $40000.00          | $28386.17          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLMA5165                               | 2053-10-01      | 5.5000%  | 0.0000% | $75000.00          | $58371.25          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLMA5190                               | 2053-11-01      | 5.5000%  | 0.0000% | $1201800.00        | $977004.44         | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLMA5472                               | 2054-09-01      | 6.5000%  | 0.0000% | $1000.00           | $667.14            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLMA5531                               | 2054-11-01      | 5.5000%  | 0.0000% | $1226580.00        | $1063634.01        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLMA5670                               | 2055-04-01      | 4.0000%  | 0.0000% | $31000.00          | $28560.76          | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLMA5761                               | 2055-07-01      | 6.0000%  | 0.0000% | $11098214.00       | $10158741.89       | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLMA5877                               | 2055-11-01      | 4.5000%  | 0.0000% | $27006410.00       | $26328360.54       | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLMA5943                               | 2056-01-01      | 4.5000%  | 0.0000% | $209501.00         | $206178.04         | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAE3024                               | 2040-09-01      | 4.5000%  | 0.0000% | $2256975.00        | $88913.77          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY2427                               | 2055-05-01      | 6.0000%  | 0.0000% | $20192864.00       | $19089367.97       | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQY4677                               | 2055-06-01      | 6.5000%  | 0.0000% | $1000.00           | $990.07            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY9637                               | 2055-08-01      | 6.0000%  | 0.0000% | $308060.00         | $284283.00         | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQZ1833                               | 2055-09-01      | 6.5000%  | 0.0000% | $5009.00           | $5105.11           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQZ1968                               | 2055-09-01      | 6.0000%  | 0.0000% | $1974418.00        | $2023279.49        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQZ2069                               | 2055-09-01      | 6.5000%  | 0.0000% | $19056480.00       | $19410324.41       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQZ4020                               | 2055-09-01      | 5.5000%  | 0.0000% | $6936350.00        | $7121249.56        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQZ5264                               | 2055-10-01      | 6.5000%  | 0.0000% | $20097640.00       | $20691616.68       | Agency Mortgage-Backed Securities         |
| FNRM RC008PB R16F008                               | 2046-03-25      | 3.0000%  | 0.0000% | $298338.00         | $254744.16         | Agency Collateralized Mortgage Obligation |
| FNRM CL003A2 R16M003                               | 2026-02-25      | 2.7020%  | 0.0000% | $2854.00           | $318.84            | Agency Collateralized Mortgage Obligation |
| FNRM CL011AL R16M011                               | 2039-07-25      | 2.9440%  | 0.0000% | $1519.00           | $76.64             | Agency Collateralized Mortgage Obligation |
| MNRA CL013A2 R18M013                               | 2030-09-25      | 3.7498%  | 0.0000% | $2410.00           | $1657.18           | Agency Collateralized Mortgage Obligation |
| Fannie Mae                                         | 2054-11-25      | 4.9473%  | 0.0000% | $1238317.00        | $991604.03         | Agency Collateralized Mortgage Obligation |
| MNRA RC0052A2 R24M00                               | 2033-10-25      | 4.7154%  | 0.0000% | $1067.00           | $1070.11           | Agency Collateralized Mortgage Obligation |
| FNRM CL004P R25F004                                | 2052-01-25      | 5.5000%  | 0.0000% | $12960210.00       | $11730447.73       | Agency Collateralized Mortgage Obligation |
| Fannie Mae                                         | 2055-01-25      | 5.1473%  | 0.0000% | $1000.00           | $683.68            | Agency Collateralized Mortgage Obligation |
| MNRA CL002A2 R25M002                               | 2030-04-25      | 4.6200%  | 0.0000% | $6651192.00        | $6795015.15        | Agency Collateralized Mortgage Obligation |
| FNRM CL043DV R25F043                               | 2036-06-25      | 5.0000%  | 0.0000% | $1000.00           | $971.67            | Agency Collateralized Mortgage Obligation |
| FNRM CL068AC R25F068                               | 2052-01-25      | 5.5000%  | 0.0000% | $27240365.00       | $23746440.90       | Agency Collateralized Mortgage Obligation |
| FNRM CL068AV R25F068                               | 2036-07-25      | 5.5000%  | 0.0000% | $1006.00           | $1004.92           | Agency Collateralized Mortgage Obligation |
| FNRM CL050BC R25F050                               | 2051-11-25      | 5.5000%  | 0.0000% | $17804960.00       | $15502339.71       | Agency Collateralized Mortgage Obligation |
| FNRM RC112AT R25F112                               | 2056-01-25      | 4.5000%  | 0.0000% | $84665020.00       | $82032359.79       | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-107       A-1    20291025 1.2 | 2029-10-25      | 1.2280%  | 0.0000% | $38000.00          | $20513.48          | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2054-11-25      | 4.9473%  | 0.0000% | $2827.00           | $2347.98           | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2053-03-25      | 4.7500%  | 0.0000% | $25514925.00       | $24954741.35       | Agency Collateralized Mortgage Obligation |
| GNRA 2009-029 FL                                   | 2039-05-16      | 4.4419%  | 0.0000% | $1002.00           | $24.13             | Agency Collateralized Mortgage Obligation |
| GNRA 2025-117 FA                                   | 2055-07-20      | 4.8530%  | 0.0000% | $10749000.00       | $10387166.55       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-098 FK                                   | 2055-06-20      | 4.7730%  | 0.0000% | $355980.00         | $348276.15         | Agency Collateralized Mortgage Obligation |
| GNRA 2025-098 AF                                   | 2055-06-20      | 5.1030%  | 0.0000% | $1062.00           | $920.16            | Agency Collateralized Mortgage Obligation |
| GNRA 2025-140 FB                                   | 2055-08-20      | 4.7830%  | 0.0000% | $40832794.00       | $40715306.82       | Agency Collateralized Mortgage Obligation |
| GNRA 2022-170 FA                                   | 2052-09-20      | 4.7030%  | 0.0000% | $19921070.00       | $12577698.11       | Agency Collateralized Mortgage Obligation |
| GNRA 2021-077 FA                                   | 2051-05-20      | 3.0000%  | 0.0000% | $4590994.00        | $2443747.96        | Agency Collateralized Mortgage Obligation |
| GNRA 2021-140 GF                                   | 2051-08-20      | 2.5000%  | 0.0000% | $500000.00         | $291180.87         | Agency Collateralized Mortgage Obligation |
| GNRA 2021-193 YF                                   | 2051-11-20      | 3.0000%  | 0.0000% | $609712.00         | $363107.61         | Agency Collateralized Mortgage Obligation |
| GNRA 2024-066 FB                                   | 2054-04-20      | 4.7330%  | 0.0000% | $11414806.00       | $6774359.20        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-066 FC                                   | 2054-04-20      | 4.8330%  | 0.0000% | $27063952.00       | $17300438.29       | Agency Collateralized Mortgage Obligation |
| GNRA 2022-213 FA                                   | 2052-12-20      | 4.6030%  | 0.0000% | $12994709.00       | $8273192.18        | Agency Collateralized Mortgage Obligation |
| GNRA 2022-139 FB                                   | 2052-08-20      | 4.7030%  | 0.0000% | $4767448.00        | $3527603.66        | Agency Collateralized Mortgage Obligation |
| GNRA 2022-081 YF                                   | 2052-05-20      | 4.5000%  | 0.0000% | $8757621.00        | $5945984.62        | Agency Collateralized Mortgage Obligation |
| GNRA 2022-178 FA                                   | 2052-10-20      | 4.8030%  | 0.0000% | $35588871.00       | $26043406.61       | Agency Collateralized Mortgage Obligation |
| GNRA 2022-178 FB                                   | 2052-10-20      | 4.8030%  | 0.0000% | $25000000.00       | $18294628.26       | Agency Collateralized Mortgage Obligation |
| GNRA 2022-178 FC                                   | 2052-10-20      | 5.0030%  | 0.0000% | $12352301.00       | $9075510.60        | Agency Collateralized Mortgage Obligation |
| GNRA 2023-001 DF                                   | 2053-01-20      | 4.6530%  | 0.0000% | $20513946.00       | $15598181.61       | Agency Collateralized Mortgage Obligation |
| GNRA 2023-003 FD                                   | 2053-01-20      | 4.6130%  | 0.0000% | $40000000.00       | $26746749.85       | Agency Collateralized Mortgage Obligation |
| GNRA 2023-021 FB                                   | 2053-02-20      | 4.5830%  | 0.0000% | $1512.00           | $993.50            | Agency Collateralized Mortgage Obligation |
| GNRA 2023-022 KF                                   | 2053-02-20      | 4.6030%  | 0.0000% | $1629.00           | $1165.21           | Agency Collateralized Mortgage Obligation |
| GNRA 2023-022 LF                                   | 2053-02-20      | 4.6130%  | 0.0000% | $5457347.00        | $3919473.99        | Agency Collateralized Mortgage Obligation |
| GNRA 2023-048 EF                                   | 2053-03-20      | 4.7030%  | 0.0000% | $33961800.00       | $13311765.76       | Agency Collateralized Mortgage Obligation |
| GNRA 2023-076 FA                                   | 2053-05-20      | 4.7030%  | 0.0000% | $71540463.00       | $26944367.47       | Agency Collateralized Mortgage Obligation |
| GNRA 2023-076 CF                                   | 2053-05-20      | 4.7030%  | 0.0000% | $20783660.00       | $11103288.26       | Agency Collateralized Mortgage Obligation |
| GNRA 2023-060 FA                                   | 2053-04-20      | 4.6030%  | 0.0000% | $33329411.00       | $17232329.85       | Agency Collateralized Mortgage Obligation |
| GNRA 2022-148 FA                                   | 2052-08-20      | 4.6030%  | 0.0000% | $35798947.00       | $26011709.95       | Agency Collateralized Mortgage Obligation |
| GNRA 2022-153 YF                                   | 2052-09-20      | 4.6530%  | 0.0000% | $966360.00         | $737105.09         | Agency Collateralized Mortgage Obligation |
| GNRA 2023-070 FA                                   | 2053-05-20      | 4.7030%  | 0.0000% | $20907783.00       | $15098436.99       | Agency Collateralized Mortgage Obligation |
| GNRA 2023-079 FG                                   | 2053-06-20      | 4.8530%  | 0.0000% | $2711049.00        | $1046043.05        | Agency Collateralized Mortgage Obligation |
| GNRA 2023-098 FA                                   | 2053-07-20      | 4.7030%  | 0.0000% | $71784990.00       | $28981162.77       | Agency Collateralized Mortgage Obligation |
| GNRA 2023-101 LF                                   | 2053-07-20      | 4.7230%  | 0.0000% | $6565498.00        | $5129220.94        | Agency Collateralized Mortgage Obligation |
| GNRA 2023-123 MF                                   | 2053-08-20      | 4.7030%  | 0.0000% | $19757626.00       | $11103350.73       | Agency Collateralized Mortgage Obligation |
| GNRA 2023-120 FB                                   | 2053-08-20      | 4.8130%  | 0.0000% | $20956.00          | $8910.19           | Agency Collateralized Mortgage Obligation |
| GNRA 2023-176 FA                                   | 2053-11-20      | 5.6030%  | 0.0000% | $57017747.00       | $18193286.47       | Agency Collateralized Mortgage Obligation |
| GNRA 2023-176 FB                                   | 2053-11-20      | 5.2030%  | 0.0000% | $29129342.00       | $9252985.19        | Agency Collateralized Mortgage Obligation |
| GNRA 2023-153 FK                                   | 2053-10-20      | 5.1030%  | 0.0000% | $66093884.00       | $20590023.75       | Agency Collateralized Mortgage Obligation |
| GNRA 2023-187 FD                                   | 2053-12-20      | 5.0030%  | 0.0000% | $720198.00         | $221974.11         | Agency Collateralized Mortgage Obligation |
| GNRA 2023-187 FE                                   | 2053-12-20      | 4.9530%  | 0.0000% | $3576362.00        | $1563868.08        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-013 FD                                   | 2054-01-20      | 4.7630%  | 0.0000% | $46677338.00       | $18622578.96       | Agency Collateralized Mortgage Obligation |
| GNRM 2023-188 BA                                   | 2047-09-20      | 5.5000%  | 0.0000% | $22198.00          | $4071.16           | Agency Collateralized Mortgage Obligation |
| GNRM 2024-005 MJ                                   | 2054-01-20      | 5.5000%  | 0.0000% | $3959121.00        | $4019171.19        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-021 FA                                   | 2054-02-20      | 4.9030%  | 0.0000% | $129481.00         | $51822.15          | Agency Collateralized Mortgage Obligation |
| GNRA 2024-039 FL                                   | 2064-03-20      | 4.8830%  | 0.0000% | $75000000.00       | $34547393.73       | Agency Collateralized Mortgage Obligation |
| GNRM 2024-061 DY                                   | 2054-04-20      | 5.7500%  | 0.0000% | $1215223.00        | $1248330.47        | Agency Collateralized Mortgage Obligation |
| GNRM 2024-089 EL                                   | 2054-05-20      | 5.5000%  | 0.0000% | $3089245.00        | $3172260.91        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-132 FD                                   | 2054-08-20      | 4.8030%  | 0.0000% | $2826865.00        | $2145569.78        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-134 FA                                   | 2054-08-20      | 4.8130%  | 0.0000% | $28633468.00       | $18081652.84       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-172 FB                                   | 2054-10-20      | 4.7030%  | 0.0000% | $41906903.00       | $34713069.41       | Agency Collateralized Mortgage Obligation |
| FEPC 06.000 CLSD8447                               | 2054-07-01      | 6.0000%  | 0.0000% | $9661744.00        | $6740234.28        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD8496                               | 2055-01-01      | 6.0000%  | 0.0000% | $850000.00         | $652731.34         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD8507                               | 2055-02-01      | 6.0000%  | 0.0000% | $35970950.00       | $28453050.03       | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLSD4392                               | 2053-10-01      | 4.0000%  | 0.0000% | $17599930.00       | $14045496.75       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD4052                               | 2053-10-01      | 5.5000%  | 0.0000% | $27866460.00       | $20144387.04       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD4100                               | 2053-09-01      | 5.5000%  | 0.0000% | $450009.00         | $378883.59         | Agency Mortgage-Backed Securities         |
| 03.500 FGPC U99124 G                               | 2045-03-01      | 3.5000%  | 0.0000% | $168000.00         | $25938.59          | Agency Mortgage-Backed Securities         |
| FKAR 03.470 WAWA2502                               | 2045-11-01      | 3.4700%  | 0.0000% | $1143779.00        | $852896.32         | Agency Mortgage-Backed Securities         |
| FKAR 02.770 WNWN0077                               | 2040-03-01      | 2.7700%  | 0.0000% | $1871234.00        | $1477336.23        | Agency Mortgage-Backed Securities         |
| FKAR 04.400 WNWN1704                               | 2035-09-01      | 4.4000%  | 0.0000% | $1000.00           | $989.76            | Agency Mortgage-Backed Securities         |
| FKAR 04.980 WNWN1354                               | 2029-04-01      | 4.9800%  | 0.0000% | $7949726.00        | $8065288.52        | Agency Mortgage-Backed Securities         |
| FKAR 04.450 WNWN1597                               | 2035-03-01      | 4.4500%  | 0.0000% | $25235450.00       | $25187798.45       | Agency Mortgage-Backed Securities         |
| FKAR 04.900 WNWN2511                               | 2032-11-01      | 4.9000%  | 0.0000% | $5043704.00        | $5197295.99        | Agency Mortgage-Backed Securities         |
| 04.500 FGPC Q57696 G                               | 2048-08-01      | 4.5000%  | 0.0000% | $1641000.00        | $212009.47         | Agency Mortgage-Backed Securities         |
| 07.000 FGPC G60528 G                               | 2039-02-01      | 7.0000%  | 0.0000% | $3000000.00        | $358350.69         | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLQC9556                               | 2051-10-01      | 2.5000%  | 0.0000% | $1000.00           | $520.90            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQF7094                               | 2053-02-01      | 5.0000%  | 0.0000% | $10836000.00       | $8515339.67        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQG6308                               | 2053-07-01      | 6.0000%  | 0.0000% | $904818.00         | $754071.08         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQG8165                               | 2053-08-01      | 5.0000%  | 0.0000% | $7216830.00        | $6075418.04        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQJ3559                               | 2054-09-01      | 6.5000%  | 0.0000% | $1003932.00        | $826778.58         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQJ6856                               | 2054-09-01      | 5.5000%  | 0.0000% | $1000.00           | $1002.50           | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLRA6215                               | 2051-11-01      | 2.5000%  | 0.0000% | $861995.00         | $511017.90         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRA8886                               | 2053-04-01      | 6.0000%  | 0.0000% | $2498000.00        | $1923527.87        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRA9058                               | 2053-05-01      | 5.5000%  | 0.0000% | $1473600.00        | $1199318.53        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRA9565                               | 2053-08-01      | 5.5000%  | 0.0000% | $52042809.00       | $42572454.22       | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CTRB5319                               | 2044-11-01      | 5.0000%  | 0.0000% | $20330995.00       | $16513768.66       | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CIRC2514                               | 2037-03-01      | 2.0000%  | 0.0000% | $266464.00         | $152539.28         | Agency Mortgage-Backed Securities         |
| FEPC 02.000 ZLSI2038                               | 2050-07-01      | 2.0000%  | 0.0000% | $200000.00         | $135653.54         | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQI7610                               | 2054-06-01      | 6.5000%  | 0.0000% | $358777.00         | $250736.22         | Agency Mortgage-Backed Securities         |
| FMAR 420195 G                                      | 2030-11-01      | 5.4500%  | 0.0000% | $8046.00           | $1.01              | Agency Mortgage-Backed Securities         |
| FMAR 781222 G                                      | 2034-02-01      | 6.1740%  | 0.0000% | $4650000.00        | $20063.93          | Agency Mortgage-Backed Securities         |
| FMAR 781541 G                                      | 2034-04-01      | 6.5000%  | 0.0000% | $2403.00           | $14.05             | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX WS181812                               | 2029-09-01      | 5.6250%  | 0.0000% | $6903.00           | $0.77              | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX WS224713                               | 2031-02-01      | 5.4950%  | 0.0000% | $14994721.00       | $12386.88          | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX WS303744                               | 2031-02-01      | 5.0180%  | 0.0000% | $1467.00           | $1.05              | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX WS313783                               | 2036-05-01      | 4.3850%  | 0.0000% | $3325.00           | $6.00              | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HY387969                               | 2028-08-01      | 3.6500%  | 0.0000% | $5311.00           | $5290.55           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL535528                               | 2030-08-01      | 6.5000%  | 0.0000% | $12627.00          | $7.77              | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAI7784                               | 2041-07-01      | 4.5000%  | 0.0000% | $1568.00           | $46.87             | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAL2686                               | 2042-11-01      | 3.5000%  | 0.0000% | $8498254.00        | $945567.87         | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLAL4316                               | 2039-03-01      | 7.0000%  | 0.0000% | $696984.00         | $37985.39          | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX LBAL5134                               | 2044-04-01      | 6.5580%  | 0.0000% | $288404.00         | $14171.50          | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAL6619                               | 2045-04-01      | 4.5000%  | 0.0000% | $4325896.00        | $714284.63         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CIAL6761                               | 2030-05-01      | 3.0000%  | 0.0000% | $282254.00         | $21225.07          | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX LBAL7730                               | 2044-04-01      | 6.3920%  | 0.0000% | $5001.00           | $72.56             | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLAL9045                               | 2046-09-01      | 3.0000%  | 0.0000% | $58693.00          | $15320.96          | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX HYAM0414                               | 2027-09-01      | 2.8700%  | 0.0000% | $111000.00         | $104616.27         | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX HYAN6433                               | 2047-09-01      | 3.4200%  | 0.0000% | $1260420.00        | $946589.61         | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX HYAN8984                               | 2028-04-01      | 3.5100%  | 0.0000% | $2000000.00        | $1837633.65        | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX HYAN8325                               | 2038-02-01      | 3.5600%  | 0.0000% | $307244.00         | $242423.77         | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX HLAN8416                               | 2048-02-01      | 3.7400%  | 0.0000% | $573980.00         | $446585.78         | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX LBAQ8314                               | 2042-12-01      | 5.9800%  | 0.0000% | $1000000.00        | $22331.47          | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAS1789                               | 2044-02-01      | 4.5000%  | 0.0000% | $9937408.00        | $1321123.24        | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CIAS3220                               | 2029-09-01      | 3.0000%  | 0.0000% | $1000.00           | $59.32             | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAU5891                               | 2043-09-01      | 4.5000%  | 0.0000% | $1000.00           | $216.31            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAV3511                               | 2044-02-01      | 4.5000%  | 0.0000% | $198864.00         | $27037.60          | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAW0950                               | 2044-04-01      | 4.5000%  | 0.0000% | $678394.00         | $65557.35          | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAX3167                               | 2044-10-01      | 4.5000%  | 0.0000% | $907911.00         | $61651.57          | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLAY9858                               | 2045-05-01      | 3.0000%  | 0.0000% | $725618.00         | $180652.34         | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX WD681869                               | 2033-03-01      | 6.3750%  | 0.0000% | $20611111.00       | $101341.54         | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX WS722583                               | 2033-08-01      | 6.1430%  | 0.0000% | $3396941.00        | $64202.49          | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX LB735815                               | 2034-03-01      | 6.1090%  | 0.0000% | $4500000.00        | $33787.44          | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX WS745862                               | 2035-04-01      | 6.3840%  | 0.0000% | $2600000.00        | $21950.17          | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX LB762328                               | 2034-03-01      | 6.1970%  | 0.0000% | $4655670.00        | $12636.59          | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX WS795297                               | 2044-07-01      | 5.2280%  | 0.0000% | $43472.00          | $203.38            | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX LB830613                               | 2035-06-01      | 5.8150%  | 0.0000% | $63892636.00       | $535809.21         | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX WD841068                               | 2034-11-01      | 6.2420%  | 0.0000% | $2478297.00        | $20122.26          | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX WS844237                               | 2035-11-01      | 5.6200%  | 0.0000% | $1756000.00        | $9496.35           | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX WS844789                               | 2035-11-01      | 5.8990%  | 0.0000% | $6338.00           | $51.79             | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX S1849251                               | 2036-01-01      | 6.0490%  | 0.0000% | $19415310.00       | $172050.56         | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX S1868851                               | 2036-04-01      | 6.4440%  | 0.0000% | $6022000.00        | $66156.14          | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLDA6437                               | 2054-01-01      | 7.0000%  | 0.0000% | $1003266.00        | $628388.12         | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDC7461                               | 2054-11-01      | 6.5000%  | 0.0000% | $2153529.00        | $1999601.07        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDD0428                               | 2055-01-01      | 6.0000%  | 0.0000% | $1801524.00        | $1837225.84        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDD2188                               | 2055-04-01      | 6.0000%  | 0.0000% | $99628.00          | $98581.86          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDD3897                               | 2055-02-01      | 5.5000%  | 0.0000% | $170778.00         | $174239.54         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDD5380                               | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $910.37            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDD8176                               | 2055-05-01      | 5.5000%  | 0.0000% | $1146384.00        | $892842.60         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDD9166                               | 2055-05-01      | 5.0000%  | 0.0000% | $481632.00         | $349987.28         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDE3569                               | 2055-08-01      | 6.0000%  | 0.0000% | $316734.00         | $315111.91         | Agency Mortgage-Backed Securities         |
| FNMS 07.500 CLDE4453                               | 2055-06-01      | 7.5000%  | 0.0000% | $83315.00          | $89540.45          | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDE7741                               | 2055-08-01      | 6.5000%  | 0.0000% | $1213667.00        | $1272960.50        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDF6280                               | 2055-10-01      | 6.0000%  | 0.0000% | $2709568.00        | $2826622.18        | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBA1552                               | 2046-08-01      | 3.0000%  | 0.0000% | $1093828.00        | $494888.60         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBC9083                               | 2046-12-01      | 3.0000%  | 0.0000% | $1356994.00        | $283837.55         | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBH9288                               | 2048-02-01      | 4.0000%  | 0.0000% | $133000.00         | $37428.55          | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBK4284                               | 2048-09-01      | 4.5000%  | 0.0000% | $2457000.00        | $429171.06         | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HYBL1015                               | 2028-12-01      | 3.9550%  | 0.0000% | $248994.00         | $247780.40         | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HYBL3625                               | 2034-09-01      | 2.8900%  | 0.0000% | $6013620.00        | $5407736.09        | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HYBL4949                               | 2029-11-01      | 2.4750%  | 0.0000% | $7305823.00        | $6658661.43        | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HYBL5256                               | 2032-02-01      | 2.2800%  | 0.0000% | $17125000.00       | $15440750.55       | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX JUBM1943                               | 2048-05-01      | 5.8700%  | 0.0000% | $3768520.00        | $903576.38         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBM3031                               | 2043-07-01      | 3.0000%  | 0.0000% | $1000.00           | $293.79            | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX LBBM6199                               | 2040-01-01      | 6.4070%  | 0.0000% | $218000.00         | $42431.16          | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX WSBM7720                               | 2050-11-01      | 6.2740%  | 0.0000% | $3576109.00        | $3267770.01        | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX LBBM7725                               | 2049-11-01      | 6.4080%  | 0.0000% | $3787919.00        | $3347970.11        | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX LBBM7851                               | 2044-02-01      | 6.2920%  | 0.0000% | $4354209.00        | $4328226.14        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBN3382                               | 2049-01-01      | 5.0000%  | 0.0000% | $1998500.00        | $584064.23         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBO5032                               | 2049-12-01      | 3.0000%  | 0.0000% | $399000.00         | $143351.28         | Agency Mortgage-Backed Securities         |
| FMAR 841739 G                                      | 2054-01-01      | 4.2690%  | 0.0000% | $164258.00         | $144420.81         | Agency Mortgage-Backed Securities         |
| FMAR 841294 G                                      | 2051-08-01      | 1.8540%  | 0.0000% | $1000.00           | $642.37            | Agency Mortgage-Backed Securities         |
| FMAR 841554 G                                      | 2053-03-01      | 4.5420%  | 0.0000% | $7966321.00        | $5838956.93        | Agency Mortgage-Backed Securities         |
| FMAR 841840 G                                      | 2038-07-01      | 6.2750%  | 0.0000% | $3826540.00        | $2936967.28        | Agency Mortgage-Backed Securities         |
| FMAR 841951 G                                      | 2050-06-01      | 6.2580%  | 0.0000% | $1986458.00        | $1741376.44        | Agency Mortgage-Backed Securities         |
| FMAR 842017 G                                      | 2043-10-01      | 6.4960%  | 0.0000% | $12244496.00       | $11666575.95       | Agency Mortgage-Backed Securities         |
| FMAR 842018 G                                      | 2051-01-01      | 6.3010%  | 0.0000% | $2034.00           | $1909.72           | Agency Mortgage-Backed Securities         |
| FMAR 842012 G                                      | 2055-08-01      | 5.1960%  | 0.0000% | $82366.00          | $80047.26          | Agency Mortgage-Backed Securities         |
| FMAR 847131 G                                      | 2030-07-01      | 6.0500%  | 0.0000% | $28449.00          | $71.87             | Agency Mortgage-Backed Securities         |
| FMAR 1B1724 G                                      | 2034-05-01      | 6.5000%  | 0.0000% | $9916776.00        | $45512.89          | Agency Mortgage-Backed Securities         |
| FMAR 848021 G                                      | 2033-10-01      | 6.2860%  | 0.0000% | $8083638.00        | $87649.68          | Agency Mortgage-Backed Securities         |
| FMAR 847561 G                                      | 2035-10-01      | 6.3620%  | 0.0000% | $1275000.00        | $12600.49          | Agency Mortgage-Backed Securities         |
| 07.000 FGPC A45751 G                               | 2031-10-01      | 7.0000%  | 0.0000% | $11085496.00       | $108628.97         | Agency Mortgage-Backed Securities         |
| 07.000 FGPC G05806 G                               | 2038-12-01      | 7.0000%  | 0.0000% | $9951296.00        | $405259.15         | Agency Mortgage-Backed Securities         |
| 08.000 FGPC G06448 G                               | 2032-08-01      | 8.0000%  | 0.0000% | $4964380.00        | $173422.39         | Agency Mortgage-Backed Securities         |
| 03.500 FGPC G07961 G                               | 2045-03-01      | 3.5000%  | 0.0000% | $7093.00           | $889.60            | Agency Mortgage-Backed Securities         |
| 04.500 FGPC G15171 G                               | 2026-09-01      | 4.5000%  | 0.0000% | $1120441.00        | $39.92             | Agency Mortgage-Backed Securities         |
| 03.500 FGPC G08779 G                               | 2047-09-01      | 3.5000%  | 0.0000% | $17338.00          | $2008.07           | Agency Mortgage-Backed Securities         |
| 03.000 FGPC G08791 G                               | 2047-12-01      | 3.0000%  | 0.0000% | $1000.00           | $146.72            | Agency Mortgage-Backed Securities         |
| 03.000 FGPC G08799 G                               | 2048-02-01      | 3.0000%  | 0.0000% | $3000.00           | $413.15            | Agency Mortgage-Backed Securities         |
| 03.500 FGPC G08800 G                               | 2048-02-01      | 3.5000%  | 0.0000% | $8024.00           | $933.11            | Agency Mortgage-Backed Securities         |
| 03.000 FGPC G08807 G                               | 2048-04-01      | 3.0000%  | 0.0000% | $1000.00           | $151.00            | Agency Mortgage-Backed Securities         |
| 04.000 FGPC G08842 G                               | 2048-10-01      | 4.0000%  | 0.0000% | $1155.00           | $81.44             | Agency Mortgage-Backed Securities         |
| 03.500 FGPC G08605 G                               | 2044-09-01      | 3.5000%  | 0.0000% | $20029.00          | $1500.34           | Agency Mortgage-Backed Securities         |
| 03.500 FGPC G08599 G                               | 2044-08-01      | 3.5000%  | 0.0000% | $8000.00           | $598.46            | Agency Mortgage-Backed Securities         |
| 03.500 FGPC G08623 G                               | 2045-01-01      | 3.5000%  | 0.0000% | $7000.00           | $591.40            | Agency Mortgage-Backed Securities         |
| 03.000 FGPC G08721 G                               | 2046-09-01      | 3.0000%  | 0.0000% | $8811.00           | $1349.34           | Agency Mortgage-Backed Securities         |
| 03.000 FGPC G08726 G                               | 2046-10-01      | 3.0000%  | 0.0000% | $3000.00           | $466.83            | Agency Mortgage-Backed Securities         |
| 04.000 FGPC G08767 G                               | 2047-06-01      | 4.0000%  | 0.0000% | $12111.00          | $1220.07           | Agency Mortgage-Backed Securities         |
| 03.000 FGPC G18557 G                               | 2030-06-01      | 3.0000%  | 0.0000% | $3004.00           | $232.99            | Agency Mortgage-Backed Securities         |
| 03.000 FGPC G18659 G                               | 2032-09-01      | 3.0000%  | 0.0000% | $20584.00          | $2279.36           | Agency Mortgage-Backed Securities         |
| FMAR 1A0001 G                                      | 2035-04-01      | 6.2450%  | 0.0000% | $3068.00           | $38.94             | Agency Mortgage-Backed Securities         |
| FMAR 1K1233 G                                      | 2036-05-01      | 6.2450%  | 0.0000% | $3212.00           | $13.42             | Agency Mortgage-Backed Securities         |
| FMAR 1L1252 G                                      | 2036-02-01      | 6.5010%  | 0.0000% | $1117.00           | $9.04              | Agency Mortgage-Backed Securities         |
| FMAR 1L1443 G                                      | 2034-08-01      | 6.6230%  | 0.0000% | $3598864.00        | $30114.10          | Agency Mortgage-Backed Securities         |
| FMAR 1N1433 G                                      | 2037-02-01      | 5.9640%  | 0.0000% | $8741.00           | $81.49             | Agency Mortgage-Backed Securities         |
| FMAR 1B7420 G                                      | 2035-07-01      | 6.5440%  | 0.0000% | $781519.00         | $12276.74          | Agency Mortgage-Backed Securities         |
| FMAR 848597 G                                      | 2037-08-01      | 6.5920%  | 0.0000% | $1120.00           | $63.52             | Agency Mortgage-Backed Securities         |
| GNAR FT 082415 M                                   | 2039-10-20      | 5.8750%  | 0.0000% | $21069.00          | $332.41            | Agency Mortgage-Backed Securities         |
| GNAR AF 082906 M                                   | 2041-08-20      | 5.3750%  | 0.0000% | $985000.00         | $25534.30          | Agency Mortgage-Backed Securities         |
| FMAR 8D0919 G                                      | 2055-12-01      | 3.2360%  | 0.0000% | $930860.00         | $873123.12         | Agency Mortgage-Backed Securities         |
| FMAR 8D0920 G                                      | 2056-01-01      | 3.1280%  | 0.0000% | $1003920.00        | $940620.08         | Agency Mortgage-Backed Securities         |
| FMAR 8D0922 G                                      | 2056-01-01      | 2.9000%  | 0.0000% | $1319790.00        | $1225821.10        | Agency Mortgage-Backed Securities         |
| FKAR 04.730 WSWS4009                               | 2033-05-01      | 4.7300%  | 0.0000% | $11334386.00       | $11203943.09       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRJ4374                               | 2055-06-01      | 5.5000%  | 0.0000% | $12430260.00       | $12194453.61       | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLRJ4673                               | 2055-06-01      | 4.5000%  | 0.0000% | $380198.00         | $371984.82         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLTA1290                               | 2055-10-01      | 5.5000%  | 0.0000% | $1004.00           | $1022.33           | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLTA2246                               | 2055-12-01      | 6.5000%  | 0.0000% | $420717.00         | $440993.69         | Agency Mortgage-Backed Securities         |
| GNII SF MA2680 M                                   | 2045-03-20      | 4.5000%  | 0.0000% | $3443361.00        | $219474.93         | Agency Mortgage-Backed Securities         |
| GNII SF MA3808 M                                   | 2036-04-20      | 6.0000%  | 0.0000% | $584000.00         | $58406.15          | Agency Mortgage-Backed Securities         |
| GNII SF MA4264 M                                   | 2047-02-20      | 4.5000%  | 0.0000% | $3801616.00        | $358629.01         | Agency Mortgage-Backed Securities         |
| GNAR AF MA4335 M                                   | 2047-03-20      | 5.5000%  | 0.0000% | $1565727.00        | $131706.73         | Agency Mortgage-Backed Securities         |
| GNII SF MA7705 M                                   | 2051-11-20      | 2.5000%  | 0.0000% | $26523.00          | $16035.65          | Agency Mortgage-Backed Securities         |
| GNII SF MA8948 M                                   | 2053-06-20      | 5.5000%  | 0.0000% | $1024.00           | $757.97            | Agency Mortgage-Backed Securities         |
| GNII SF MA9727 M                                   | 2054-06-20      | 6.5000%  | 0.0000% | $46448.00          | $22008.33          | Agency Mortgage-Backed Securities         |
| GNMI SF AF5077 X                                   | 2043-08-15      | 3.5000%  | 0.0000% | $114087.00         | $6922.25           | Agency Mortgage-Backed Securities         |
| GNII SF DH3669 C                                   | 2055-05-20      | 5.5000%  | 0.0000% | $1000.00           | $1018.08           | Agency Mortgage-Backed Securities         |
| GNII SF MB0091 M                                   | 2054-12-20      | 5.0000%  | 0.0000% | $1000.00           | $938.33            | Agency Mortgage-Backed Securities         |
| GNAR AF MB0754 M                                   | 2055-11-20      | 4.0000%  | 0.0000% | $482864.00         | $473098.93         | Agency Mortgage-Backed Securities         |
| GNAR AF 893497 C                                   | 2039-08-20      | 5.3750%  | 0.0000% | $1497056.00        | $39973.65          | Agency Mortgage-Backed Securities         |
| GNAR AR 080641 M                                   | 2032-10-20      | 4.7500%  | 0.0000% | $11874194.00       | $37274.99          | Agency Mortgage-Backed Securities         |
| GNAR AT 081385 M                                   | 2035-06-20      | 5.6250%  | 0.0000% | $1000000.00        | $7304.45           | Agency Mortgage-Backed Securities         |
| GNAR FT 082672 M                                   | 2040-11-20      | 5.8750%  | 0.0000% | $316442.00         | $11293.46          | Agency Mortgage-Backed Securities         |

### Security 706: MUFG SECURITIES AMERICAS INC

- **C.1 - Title:** MUFG SECURITIES AMERICAS INC 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1EQLA4, C.3 - LEI: K5HU16E3LMSVCCJJJ255, C.5 - Other ID: ARP1EQLA4
- **C.18 - Value (incl. sponsor support):** $1145000000.00
- **C.18.a - Value (excl. sponsor support):** $1145000000.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2050-08-15      | 1.3750%  | 0.0000% | $34556900.00       | $17198733.24       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-08-15      | 1.1250%  | 0.0000% | $880800.00         | $555429.72         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-11-15      | 1.6250%  | 0.0000% | $128200000.00      | $67657755.40       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-02-15      | 1.8750%  | 0.0000% | $47442300.00       | $33424940.29       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-05-15      | 2.3750%  | 0.0000% | $16154600.00       | $10242617.15       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-08-15      | 2.0000%  | 0.0000% | $24013000.00       | $13959031.48       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-02-15      | 2.2500%  | 0.0000% | $22894300.00       | $14098876.33       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-02-15      | 2.3750%  | 0.0000% | $11603700.00       | $8639353.72        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-05-15      | 3.2500%  | 0.0000% | $24992000.00       | $20937128.08       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-08-15      | 3.3750%  | 0.0000% | $8152800.00        | $6995433.47        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-02-15      | 3.8750%  | 0.0000% | $34967800.00       | $31979914.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-05-15      | 3.6250%  | 0.0000% | $55849700.00       | $45466207.40       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-08-15      | 4.1250%  | 0.0000% | $33420600.00       | $30121937.38       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-08-15      | 4.3750%  | 0.0000% | $34424500.00       | $33462742.33       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-11-15      | 4.7500%  | 0.0000% | $5606300.00        | $5643354.14        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-02-15      | 4.5000%  | 0.0000% | $59200.00          | $58310.84          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-05-15      | 4.6250%  | 0.0000% | $352900.00         | $342032.07         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-05-15      | 4.6250%  | 0.0000% | $16758800.00       | $16562570.28       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-08-15      | 4.2500%  | 0.0000% | $13786700.00       | $12692493.38       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-11-15      | 4.5000%  | 0.0000% | $18162800.00       | $17239376.25       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-11-15      | 4.6250%  | 0.0000% | $5824800.00        | $5744271.82        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-02-15      | 4.6250%  | 0.0000% | $904900.00         | $887389.40         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-02-15      | 4.7500%  | 0.0000% | $17525300.00       | $17756454.90       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-05-15      | 5.0000%  | 0.0000% | $60041900.00       | $62035665.60       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-08-15      | 4.8750%  | 0.0000% | $14983700.00       | $15415656.62       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-11-15      | 4.6250%  | 0.0000% | $19829600.00       | $19228999.98       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-11-15      | 4.6250%  | 0.0000% | $1145100.00        | $1125874.85        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-15      | 6.6250%  | 0.0000% | $500.00            | $531.25            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-15      | 6.3750%  | 0.0000% | $390000.00         | $417721.69         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-05-15      | 6.2500%  | 0.0000% | $1000600.00        | $1111291.92        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2037-02-15      | 4.7500%  | 0.0000% | $25317000.00       | $26903484.30       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2037-05-15      | 5.0000%  | 0.0000% | $222800.00         | $239204.37         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2038-05-15      | 4.5000%  | 0.0000% | $321800.00         | $328758.12         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-02-15      | 3.5000%  | 0.0000% | $398400.00         | $367411.36         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-05-15      | 4.2500%  | 0.0000% | $60332800.00       | $59417832.09       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-05-15      | 4.3750%  | 0.0000% | $452800.00         | $447388.62         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-11-15      | 4.2500%  | 0.0000% | $14197200.00       | $13766011.90       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-02-15      | 4.7500%  | 0.0000% | $5722900.00        | $5925809.90        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-05-15      | 4.3750%  | 0.0000% | $20441300.00       | $20034560.71       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-08-15      | 3.7500%  | 0.0000% | $18056800.00       | $16530468.90       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-11-15      | 3.1250%  | 0.0000% | $1160200.00        | $963827.77         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-02-15      | 3.1250%  | 0.0000% | $6661300.00        | $5557251.50        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-05-15      | 3.0000%  | 0.0000% | $12696600.00       | $10274854.87       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-08-15      | 2.7500%  | 0.0000% | $328300.00         | $256971.36         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-11-15      | 2.7500%  | 0.0000% | $2550900.00        | $1968788.40        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-02-15      | 3.1250%  | 0.0000% | $42386000.00       | $34818713.16       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-08-15      | 3.6250%  | 0.0000% | $90676900.00       | $79565798.17       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-11-15      | 3.7500%  | 0.0000% | $6313900.00        | $5568726.75        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-02-15      | 3.6250%  | 0.0000% | $7335300.00        | $6404530.48        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-05-15      | 3.3750%  | 0.0000% | $4826700.00        | $4010121.96        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-08-15      | 3.1250%  | 0.0000% | $70607700.00       | $56791277.36       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-02-15      | 2.5000%  | 0.0000% | $472900.00         | $339445.75         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-05-15      | 3.0000%  | 0.0000% | $3763300.00        | $2910631.59        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-08-15      | 2.8750%  | 0.0000% | $61893400.00       | $47132195.46       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-11-15      | 3.0000%  | 0.0000% | $20045200.00       | $15404903.43       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-05-15      | 2.5000%  | 0.0000% | $561500.00         | $391666.25         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-08-15      | 2.2500%  | 0.0000% | $25487900.00       | $17008094.51       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-11-15      | 2.8750%  | 0.0000% | $7505400.00        | $5575040.48        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-08-15      | 2.7500%  | 0.0000% | $18462400.00       | $13392723.69       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-11-15      | 2.7500%  | 0.0000% | $974900.00         | $698262.84         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-02-15      | 3.0000%  | 0.0000% | $14880900.00       | $11250803.44       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-05-15      | 3.1250%  | 0.0000% | $361300.00         | $276132.84         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-08-15      | 3.0000%  | 0.0000% | $65944000.00       | $49613934.62       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-11-15      | 3.3750%  | 0.0000% | $508100.00         | $404502.80         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-02-15      | 3.0000%  | 0.0000% | $10896200.00       | $8156019.83        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-05-15      | 2.8750%  | 0.0000% | $60990500.00       | $44012447.14       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-08-15      | 2.2500%  | 0.0000% | $11969700.00       | $7610535.62        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-11-15      | 2.3750%  | 0.0000% | $9219800.00        | $5955282.61        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-02-15      | 2.0000%  | 0.0000% | $128853600.00      | $76623493.53       | U.S. Treasuries (including strips) |

### Security 707: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1EQLC0, C.3 - LEI: 1VUV7VQFKUOQSJ21A208, C.5 - Other ID: ARP1EQLC0
- **C.18 - Value (incl. sponsor support):** $1103000000.00
- **C.18.a - Value (excl. sponsor support):** $1103000000.00
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 04.500 CLSD8257     | 2052-10-01      | 4.5000%  | 0.0000% | $2511.00           | $1946.36           | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLSD8244     | 2052-09-01      | 4.0000%  | 0.0000% | $35000.00          | $27215.18          | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLQB2781     | 2050-09-01      | 2.5000%  | 0.0000% | $1001.00           | $485.09            | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLQE7674     | 2052-08-01      | 4.0000%  | 0.0000% | $2448905.00        | $1916500.44        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQF3339     | 2052-11-01      | 5.0000%  | 0.0000% | $3541241.00        | $2733692.98        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQG8217     | 2053-08-01      | 6.0000%  | 0.0000% | $1000.00           | $706.19            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQH1842     | 2053-09-01      | 6.0000%  | 0.0000% | $66762.00          | $64957.21          | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQH2565     | 2053-10-01      | 6.5000%  | 0.0000% | $1658548.00        | $418365.37         | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLQJ0019     | 2054-07-01      | 7.0000%  | 0.0000% | $367115.00         | $348456.16         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CIQO1516     | 2038-08-01      | 6.0000%  | 0.0000% | $1850426.00        | $1183005.05        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAK4573     | 2042-03-01      | 4.0000%  | 0.0000% | $2295278.00        | $505274.02         | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX JUAL8366     | 2048-10-01      | 5.6000%  | 0.0000% | $349000.00         | $57832.77          | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX JUAL8674     | 2049-01-01      | 5.6220%  | 0.0000% | $4672000.00        | $797979.67         | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX LBAT1147     | 2043-09-01      | 6.3100%  | 0.0000% | $65183.00          | $1661.22           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAV0692     | 2043-12-01      | 4.0000%  | 0.0000% | $411000.00         | $42562.73          | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLDB4261     | 2054-07-01      | 7.0000%  | 0.0000% | $518083.00         | $310667.38         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDB6913     | 2054-07-01      | 5.5000%  | 0.0000% | $1347899.00        | $1269366.83        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDC0757     | 2055-02-01      | 6.0000%  | 0.0000% | $1000.00           | $1039.40           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDF1201     | 2055-09-01      | 6.5000%  | 0.0000% | $261684.00         | $273703.52         | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDF3574     | 2055-11-01      | 6.5000%  | 0.0000% | $845650.00         | $888602.05         | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDF4757     | 2055-12-01      | 6.5000%  | 0.0000% | $833814.00         | $876934.40         | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDF6145     | 2056-01-01      | 6.5000%  | 0.0000% | $560708.00         | $585696.01         | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLDF6763     | 2056-01-01      | 4.5000%  | 0.0000% | $890096.00         | $877893.84         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 I4BF0130     | 2056-08-01      | 3.5000%  | 0.0000% | $549000.00         | $164816.96         | Agency Mortgage-Backed Securities         |
| FNMS 04.500 I4BF0679     | 2062-09-01      | 4.5000%  | 0.0000% | $950354.00         | $694017.79         | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX LBBH5454     | 2047-06-01      | 3.5640%  | 0.0000% | $1000.00           | $307.62            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBJ2744     | 2048-05-01      | 4.0000%  | 0.0000% | $1883576.00        | $297745.03         | Agency Mortgage-Backed Securities         |
| FNAR 00.000 JUBM4538     | 2041-07-01      | 6.1850%  | 0.0000% | $968831.00         | $186308.81         | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX LBBM4874     | 2048-11-01      | 3.1560%  | 0.0000% | $414000.00         | $26956.93          | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX LBBO8856     | 2049-11-01      | 2.9720%  | 0.0000% | $197836.00         | $61865.82          | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBU3117     | 2051-11-01      | 3.0000%  | 0.0000% | $1000.00           | $647.78            | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX SOBX7051     | 2053-05-01      | 5.1720%  | 0.0000% | $1955752.00        | $1643479.74        | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HXBZ3318     | 2030-03-01      | 4.6100%  | 0.0000% | $445061.00         | $456179.79         | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX H2BZ4611     | 2032-11-01      | 5.4250%  | 0.0000% | $146000.00         | $152020.04         | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCA1905     | 2048-06-01      | 4.5000%  | 0.0000% | $1029.00           | $323.95            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CKCA4928     | 2050-01-01      | 3.0000%  | 0.0000% | $1000.00           | $107.59            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLCB0044     | 2051-04-01      | 3.0000%  | 0.0000% | $374868.00         | $210665.24         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLCB1409     | 2051-08-01      | 3.0000%  | 0.0000% | $471157.00         | $337286.80         | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLCB2751     | 2052-02-01      | 2.5000%  | 0.0000% | $1000000.00        | $652230.94         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLCB3412     | 2052-04-01      | 3.5000%  | 0.0000% | $58000.00          | $40143.75          | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLCB4125     | 2052-07-01      | 4.0000%  | 0.0000% | $140000.00         | $110846.98         | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CICB4263     | 2037-07-01      | 4.5000%  | 0.0000% | $200000.00         | $118719.50         | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCB4552     | 2052-09-01      | 4.5000%  | 0.0000% | $35400.00          | $26025.20          | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCB4675     | 2052-09-01      | 4.5000%  | 0.0000% | $41100.00          | $30807.63          | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB8972     | 2054-08-01      | 5.0000%  | 0.0000% | $379887.00         | $353129.28         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCB8544     | 2054-05-01      | 6.0000%  | 0.0000% | $1001.00           | $874.36            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDF8889     | 2055-12-01      | 6.0000%  | 0.0000% | $1857288.00        | $1948182.37        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDF8890     | 2056-01-01      | 6.0000%  | 0.0000% | $1000.00           | $1046.71           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CKDF8160     | 2055-12-01      | 5.5000%  | 0.0000% | $3510684.00        | $3527342.20        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDF8569     | 2056-01-01      | 5.0000%  | 0.0000% | $1672415.00        | $1681470.08        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDF8641     | 2056-01-01      | 6.0000%  | 0.0000% | $236541.00         | $245746.31         | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDF8827     | 2055-12-01      | 6.5000%  | 0.0000% | $2856299.00        | $2976860.35        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDF9897     | 2056-01-01      | 6.0000%  | 0.0000% | $1114509.00        | $1159475.35        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLDF9343     | 2056-01-01      | 4.5000%  | 0.0000% | $3261190.00        | $3215631.18        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDF9452     | 2056-01-01      | 5.0000%  | 0.0000% | $4364471.00        | $4395614.28        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDF9503     | 2056-01-01      | 5.0000%  | 0.0000% | $2465014.00        | $2488754.00        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDF9534     | 2056-01-01      | 5.0000%  | 0.0000% | $2622942.00        | $2651109.19        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDF9535     | 2056-01-01      | 5.0000%  | 0.0000% | $1003.00           | $1012.31           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDF9904     | 2056-01-01      | 5.0000%  | 0.0000% | $4590007.00        | $4620098.07        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDG0791     | 2056-01-01      | 5.0000%  | 0.0000% | $4271371.00        | $4311029.73        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLDG0802     | 2056-01-01      | 4.5000%  | 0.0000% | $1002.00           | $990.54            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLDG0803     | 2056-02-01      | 4.5000%  | 0.0000% | $3566028.00        | $3521941.20        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLDG0804     | 2056-01-01      | 4.5000%  | 0.0000% | $3138927.00        | $3099392.21        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLDG0819     | 2056-02-01      | 4.5000%  | 0.0000% | $1938624.00        | $1915329.49        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDG0839     | 2056-02-01      | 5.0000%  | 0.0000% | $2815749.00        | $2842866.85        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLDG0883     | 2056-01-01      | 4.5000%  | 0.0000% | $3039484.00        | $2998241.24        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFA0453     | 2054-04-01      | 6.0000%  | 0.0000% | $16372569.00       | $13635345.50       | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY   | 2026-02-26      | 0.0000%  | 0.0000% | $200.00            | $199.46            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY   | 2026-02-26      | 0.0000%  | 0.0000% | $300.00            | $299.18            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY   | 2026-03-26      | 0.0000%  | 0.0000% | $200.00            | $198.89            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY   | 2026-04-09      | 0.0000%  | 0.0000% | $200.00            | $198.63            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY   | 2026-04-23      | 0.0000%  | 0.0000% | $100.00            | $99.17             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY   | 2026-04-23      | 0.0000%  | 0.0000% | $400.00            | $396.70            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY   | 2026-11-27      | 0.0000%  | 0.0000% | $200.00            | $194.29            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY   | 2026-05-21      | 0.0000%  | 0.0000% | $400.00            | $395.60            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY   | 2026-03-10      | 0.0000%  | 0.0000% | $100.00            | $99.61             | U.S. Treasuries (including strips)        |
| FNMS 04.500 CLFA3836     | 2056-01-01      | 4.5000%  | 0.0000% | $1003.00           | $988.29            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CIFA4028     | 2040-03-01      | 5.0000%  | 0.0000% | $437143.00         | $435978.04         | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLFM1534     | 2049-09-01      | 4.5000%  | 0.0000% | $349000.00         | $68176.43          | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CTFM2067     | 2038-08-01      | 3.0000%  | 0.0000% | $246000.00         | $55997.09          | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFM4386     | 2047-07-01      | 5.0000%  | 0.0000% | $1000.00           | $353.65            | Agency Mortgage-Backed Securities         |
| GNRA 2022-050 FH         | 2052-03-20      | 3.5000%  | 0.0000% | $117701.00         | $76272.49          | Agency Collateralized Mortgage Obligation |
| GNRA 2024-113 FG         | 2054-07-20      | 5.0030%  | 0.0000% | $7571575.00        | $3599465.49        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-167 F          | 2054-10-20      | 4.8030%  | 0.0000% | $12803.00          | $10104.92          | Agency Collateralized Mortgage Obligation |
| GNRA 2025-100 FJ         | 2055-06-20      | 4.9030%  | 0.0000% | $114870.00         | $109181.23         | Agency Collateralized Mortgage Obligation |
| FNMS 03.000 CLFM8104     | 2051-07-01      | 3.0000%  | 0.0000% | $56000.00          | $33021.66          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFM9471     | 2042-02-01      | 5.5000%  | 0.0000% | $700000.00         | $317644.47         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFM9993     | 2051-07-01      | 3.5000%  | 0.0000% | $94000.00          | $47309.33          | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFS4524     | 2053-05-01      | 5.0000%  | 0.0000% | $99000.00          | $79509.65          | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFS6681     | 2047-04-01      | 3.5000%  | 0.0000% | $103000.00         | $77517.14          | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFS6943     | 2052-06-01      | 3.0000%  | 0.0000% | $61000.00          | $47295.78          | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFS8874     | 2052-06-01      | 3.0000%  | 0.0000% | $32999.00          | $26772.55          | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFS8462     | 2054-07-01      | 6.0000%  | 0.0000% | $6633384.00        | $4760534.86        | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLFS9860     | 2052-06-01      | 2.0000%  | 0.0000% | $42000.00          | $31836.61          | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCC0403     | 2055-05-01      | 6.0000%  | 0.0000% | $213723.00         | $204773.94         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCC1509     | 2055-11-01      | 5.0000%  | 0.0000% | $3513895.00        | $3533487.75        | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX LB895834     | 2036-04-01      | 6.1890%  | 0.0000% | $2095416.00        | $55456.61          | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX LB907575     | 2036-12-01      | 6.0350%  | 0.0000% | $3897000.00        | $72166.12          | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAB1475     | 2040-09-01      | 4.5000%  | 0.0000% | $793905.00         | $26359.80          | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CRMA1711     | 2043-11-01      | 4.5000%  | 0.0000% | $200000.00         | $30727.36          | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CTMA2019     | 2034-09-01      | 4.0000%  | 0.0000% | $231000.00         | $25279.01          | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CJMA2254     | 2030-04-01      | 2.5000%  | 0.0000% | $2000000.00        | $101362.70         | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CKMA2828     | 2046-11-01      | 2.5000%  | 0.0000% | $1000.00           | $350.74            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CTMA3071     | 2037-07-01      | 4.0000%  | 0.0000% | $247000.00         | $33226.22          | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CTMA4387     | 2041-07-01      | 2.0000%  | 0.0000% | $46000.00          | $26869.03          | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLMA4437     | 2051-10-01      | 2.0000%  | 0.0000% | $2023.00           | $1261.64           | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLMA4182     | 2050-11-01      | 2.0000%  | 0.0000% | $277000.00         | $143976.01         | Agency Mortgage-Backed Securities         |
| FNMS 01.500 CNMA4331     | 2031-05-01      | 1.5000%  | 0.0000% | $3000.00           | $1095.72           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLMA5294     | 2054-03-01      | 5.0000%  | 0.0000% | $53001.00          | $46805.55          | Agency Mortgage-Backed Securities         |
| FNMS 01.500 CNMA4503     | 2031-12-01      | 1.5000%  | 0.0000% | $1000.00           | $433.32            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLMA4599     | 2052-05-01      | 3.0000%  | 0.0000% | $1000.00           | $710.32            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLMA4653     | 2052-07-01      | 3.0000%  | 0.0000% | $85018.00          | $62267.40          | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLMA4732     | 2052-09-01      | 4.0000%  | 0.0000% | $6000.00           | $4600.14           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLMA4784     | 2052-10-01      | 4.5000%  | 0.0000% | $72200.00          | $54753.47          | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLMA4894     | 2053-01-01      | 6.0000%  | 0.0000% | $489660.00         | $297514.75         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLMA4940     | 2053-03-01      | 5.0000%  | 0.0000% | $65558.00          | $51605.90          | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLMA4933     | 2053-02-01      | 3.5000%  | 0.0000% | $49000.00          | $37799.78          | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLMA5038     | 2053-06-01      | 5.0000%  | 0.0000% | $109000.00         | $88904.95          | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLMA5027     | 2053-05-01      | 4.0000%  | 0.0000% | $96010.00          | $79287.98          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CIMA5087     | 2038-07-01      | 5.5000%  | 0.0000% | $100000.00         | $59609.80          | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLMA5089     | 2053-07-01      | 4.0000%  | 0.0000% | $66000.00          | $54266.51          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLMA5420     | 2054-07-01      | 5.5000%  | 0.0000% | $42000.00          | $34338.42          | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLMA5552     | 2054-12-01      | 5.0000%  | 0.0000% | $32000.00          | $29575.88          | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLMA5550     | 2054-12-01      | 4.0000%  | 0.0000% | $73036.00          | $66804.42          | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLMA5611     | 2055-02-01      | 4.0000%  | 0.0000% | $179003.00         | $163716.80         | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQY7110     | 2055-07-01      | 6.5000%  | 0.0000% | $873001.00         | $869075.27         | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQZ1859     | 2055-09-01      | 6.5000%  | 0.0000% | $2115100.00        | $2211594.71        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQZ7441     | 2055-11-01      | 5.5000%  | 0.0000% | $15850532.00       | $16300452.28       | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQZ7705     | 2055-11-01      | 5.0000%  | 0.0000% | $57884.00          | $57254.37          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSL0892     | 2055-04-01      | 5.5000%  | 0.0000% | $1187864.00        | $1125626.23        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSL0096     | 2054-11-01      | 5.0000%  | 0.0000% | $1001.00           | $939.23            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSL0098     | 2054-09-01      | 6.0000%  | 0.0000% | $1296599.00        | $1169212.02        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSL2072     | 2055-08-01      | 6.0000%  | 0.0000% | $19702193.00       | $18671666.92       | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSL2246     | 2053-09-01      | 4.5000%  | 0.0000% | $1176023.00        | $1138593.39        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSL3683     | 2056-01-01      | 5.5000%  | 0.0000% | $2331147.00        | $2384348.14        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRJ2295     | 2054-09-01      | 5.5000%  | 0.0000% | $669316.00         | $645192.41         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRJ5509     | 2055-12-01      | 5.0000%  | 0.0000% | $179937.00         | $181539.69         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRJ5595     | 2055-12-01      | 5.0000%  | 0.0000% | $491275.00         | $494864.99         | Agency Mortgage-Backed Securities         |
| GNMI SF 766751 X         | 2042-05-15      | 3.5000%  | 0.0000% | $402400.00         | $49786.80          | Agency Mortgage-Backed Securities         |
| GNMI SF 773931 X         | 2041-11-15      | 4.0000%  | 0.0000% | $314566.00         | $37487.23          | Agency Mortgage-Backed Securities         |
| GNMI SF 778793 X         | 2042-01-15      | 3.5000%  | 0.0000% | $803718.00         | $65607.41          | Agency Mortgage-Backed Securities         |
| GNMI SF 790794 X         | 2042-07-15      | 3.5000%  | 0.0000% | $1013828.00        | $172039.78         | Agency Mortgage-Backed Securities         |
| GNPL LM AC3667           | 2026-08-15      | 1.6600%  | 0.0000% | $2649000.00        | $128410.25         | Agency Mortgage-Backed Securities         |
| GNII JM MA0774 M         | 2043-02-20      | 2.5000%  | 0.0000% | $249000.00         | $32576.42          | Agency Mortgage-Backed Securities         |
| GNII SF MA4387 M         | 2038-09-20      | 6.0000%  | 0.0000% | $199631.00         | $25165.15          | Agency Mortgage-Backed Securities         |
| GNII SF MA4195 M         | 2047-01-20      | 3.0000%  | 0.0000% | $460750.00         | $63663.31          | Agency Mortgage-Backed Securities         |
| GNII SF MA4322 M         | 2047-03-20      | 4.0000%  | 0.0000% | $872685.00         | $76158.51          | Agency Mortgage-Backed Securities         |
| GNII SF MA4589 M         | 2047-06-20      | 5.0000%  | 0.0000% | $389000.00         | $36214.82          | Agency Mortgage-Backed Securities         |
| GNII SF MA4722 M         | 2047-09-20      | 5.0000%  | 0.0000% | $430265.00         | $37679.76          | Agency Mortgage-Backed Securities         |
| GNII SF MA5196 M         | 2048-05-20      | 6.0000%  | 0.0000% | $218000.00         | $28387.64          | Agency Mortgage-Backed Securities         |
| GNII SF MA5267 M         | 2048-06-20      | 5.5000%  | 0.0000% | $499000.00         | $42552.71          | Agency Mortgage-Backed Securities         |
| GNII SF MA5402 M         | 2036-04-20      | 6.0000%  | 0.0000% | $336000.00         | $46750.96          | Agency Mortgage-Backed Securities         |
| GNII SF MA5653 M         | 2048-12-20      | 5.0000%  | 0.0000% | $1468932.00        | $87815.35          | Agency Mortgage-Backed Securities         |
| GNII SF MA6571 M         | 2035-04-20      | 2.5000%  | 0.0000% | $283168.00         | $55717.27          | Agency Mortgage-Backed Securities         |
| GNII SF MA6572 M         | 2035-04-20      | 3.0000%  | 0.0000% | $157632.00         | $29774.17          | Agency Mortgage-Backed Securities         |
| GNII SF MA7392 M         | 2036-06-20      | 2.5000%  | 0.0000% | $541024.00         | $242615.28         | Agency Mortgage-Backed Securities         |
| GNII SF MA7418 M         | 2051-06-20      | 2.5000%  | 0.0000% | $6908742.00        | $3744781.17        | Agency Mortgage-Backed Securities         |
| GNII SF MA7471 M         | 2051-07-20      | 2.0000%  | 0.0000% | $47000.00          | $25990.60          | Agency Mortgage-Backed Securities         |
| GNII SF MA7619 M         | 2036-10-20      | 1.5000%  | 0.0000% | $441923.00         | $230133.19         | Agency Mortgage-Backed Securities         |
| GNII SF MA7621 M         | 2036-10-20      | 2.5000%  | 0.0000% | $163387.00         | $80973.92          | Agency Mortgage-Backed Securities         |
| GNII SF MA7768 M         | 2051-12-20      | 3.0000%  | 0.0000% | $1193622.00        | $732706.04         | Agency Mortgage-Backed Securities         |
| GNII JM MA8139 M         | 2052-06-20      | 2.5000%  | 0.0000% | $779928.00         | $561990.38         | Agency Mortgage-Backed Securities         |
| GNAR AT MA8231 M         | 2052-06-20      | 3.5000%  | 0.0000% | $1039824.00        | $925579.46         | Agency Mortgage-Backed Securities         |
| GNAR AT MA8286 M         | 2052-06-20      | 4.5000%  | 0.0000% | $340484.00         | $218361.74         | Agency Mortgage-Backed Securities         |
| GNAR AT MA8370 M         | 2052-09-20      | 3.0000%  | 0.0000% | $336700.00         | $229499.31         | Agency Mortgage-Backed Securities         |
| GNAR AT MA8509 M         | 2052-11-20      | 3.5000%  | 0.0000% | $173952.00         | $95530.01          | Agency Mortgage-Backed Securities         |
| GNII SF MA8486 M         | 2052-11-20      | 3.0000%  | 0.0000% | $285321.00         | $184878.48         | Agency Mortgage-Backed Securities         |
| GNII JM MA9159 M         | 2053-09-20      | 5.5000%  | 0.0000% | $199000.00         | $102905.49         | Agency Mortgage-Backed Securities         |
| GNII RG CO8601 C         | 2048-12-20      | 4.0000%  | 0.0000% | $69000.00          | $45700.73          | Agency Mortgage-Backed Securities         |
| GNII SF BX3676 C         | 2050-08-20      | 2.5000%  | 0.0000% | $1134446.00        | $194269.86         | Agency Mortgage-Backed Securities         |
| GNII SF CA1396 C         | 2050-10-20      | 3.0000%  | 0.0000% | $1166444.00        | $180089.52         | Agency Mortgage-Backed Securities         |
| GNII SF CA1437 C         | 2050-11-20      | 2.5000%  | 0.0000% | $1012474.00        | $310741.26         | Agency Mortgage-Backed Securities         |
| GNII SF CA1420 C         | 2050-12-20      | 2.0000%  | 0.0000% | $1075416.00        | $440453.10         | Agency Mortgage-Backed Securities         |
| GNII SF CA1428 C         | 2050-12-20      | 2.0000%  | 0.0000% | $1094304.00        | $496746.55         | Agency Mortgage-Backed Securities         |
| GNII SF CA1436 C         | 2050-11-20      | 2.5000%  | 0.0000% | $1166402.00        | $362195.48         | Agency Mortgage-Backed Securities         |
| GNII SF CB9616 C         | 2051-03-20      | 2.5000%  | 0.0000% | $168064.00         | $30182.05          | Agency Mortgage-Backed Securities         |
| GNII SF CF8042 C         | 2051-07-20      | 2.5000%  | 0.0000% | $3079352.00        | $1107619.26        | Agency Mortgage-Backed Securities         |
| GNII SF CF8046 C         | 2051-07-20      | 3.0000%  | 0.0000% | $1990366.00        | $1201820.20        | Agency Mortgage-Backed Securities         |
| GNII SF CI2020 C         | 2051-11-20      | 3.0000%  | 0.0000% | $1538924.00        | $683285.31         | Agency Mortgage-Backed Securities         |
| GNII SF CI2027 C         | 2051-11-20      | 2.5000%  | 0.0000% | $1037538.00        | $129299.58         | Agency Mortgage-Backed Securities         |
| GNII SF CK0320 C         | 2052-02-20      | 2.0000%  | 0.0000% | $1018956.00        | $756214.12         | Agency Mortgage-Backed Securities         |
| GNII RG CM4722 C         | 2049-10-20      | 3.5000%  | 0.0000% | $154000.00         | $90450.16          | Agency Mortgage-Backed Securities         |
| GNAR AT CQ7523 C         | 2052-09-20      | 4.5000%  | 0.0000% | $1662286.00        | $1199529.69        | Agency Mortgage-Backed Securities         |
| GNII SF CY6779 C         | 2054-01-20      | 7.0000%  | 0.0000% | $463847.00         | $236817.83         | Agency Mortgage-Backed Securities         |
| GNII ET DJ2029 C         | 2065-03-20      | 3.0000%  | 0.0000% | $120612.00         | $107487.13         | Agency Mortgage-Backed Securities         |
| GNII ET DJ6012 C         | 2065-02-20      | 6.0000%  | 0.0000% | $475131.00         | $219101.18         | Agency Mortgage-Backed Securities         |
| GNII ET DJ6013 C         | 2065-02-20      | 6.5000%  | 0.0000% | $715760.00         | $506557.63         | Agency Mortgage-Backed Securities         |
| GNHA AL DJ8335 H         | 2075-05-20      | 6.4340%  | 0.0000% | $1887286.00        | $1701770.93        | Agency Mortgage-Backed Securities         |
| GNPL PN DK8580           | 2060-09-15      | 6.0000%  | 0.0000% | $859000.00         | $903059.26         | Agency Mortgage-Backed Securities         |
| GNII SF MB0871 M         | 2056-01-20      | 5.0000%  | 0.0000% | $3122.00           | $3137.46           | Agency Mortgage-Backed Securities         |
| GNII ET DO6637 C         | 2065-11-20      | 4.5000%  | 0.0000% | $239254.00         | $234062.04         | Agency Mortgage-Backed Securities         |
| GNMI SF AZ8596 X         | 2047-04-15      | 4.5000%  | 0.0000% | $151739.00         | $44829.13          | Agency Mortgage-Backed Securities         |
| GNII JM 005278 M         | 2042-01-20      | 3.5000%  | 0.0000% | $749000.00         | $27423.01          | Agency Mortgage-Backed Securities         |
| GNII SF 004559 M         | 2039-10-20      | 5.0000%  | 0.0000% | $3006084.00        | $80879.66          | Agency Mortgage-Backed Securities         |
| GNII SF 004772 M         | 2040-08-20      | 5.0000%  | 0.0000% | $899000.00         | $34587.65          | Agency Mortgage-Backed Securities         |
| GNII SF 004833 M         | 2040-10-20      | 4.0000%  | 0.0000% | $2399924.00        | $112345.86         | Agency Mortgage-Backed Securities         |
| GNII SF 004882 M         | 2040-12-20      | 4.0000%  | 0.0000% | $1363730.00        | $67623.81          | Agency Mortgage-Backed Securities         |
| GNII SF 004853 M         | 2040-11-20      | 4.0000%  | 0.0000% | $4887952.00        | $235142.12         | Agency Mortgage-Backed Securities         |
| GNII SF 004922 M         | 2041-01-20      | 4.0000%  | 0.0000% | $1206960.00        | $59761.43          | Agency Mortgage-Backed Securities         |
| GNII SF 005018 M         | 2041-04-20      | 5.0000%  | 0.0000% | $5397000.00        | $171191.22         | Agency Mortgage-Backed Securities         |
| GNII SF 005083 M         | 2041-06-20      | 5.0000%  | 0.0000% | $2245608.00        | $78615.12          | Agency Mortgage-Backed Securities         |
| GNII SF 005174 M         | 2041-09-20      | 4.0000%  | 0.0000% | $545000.00         | $25890.14          | Agency Mortgage-Backed Securities         |
| GNII SP 787111 C         | 2051-10-20      | 2.0000%  | 0.0000% | $252999.00         | $171812.19         | Agency Mortgage-Backed Securities         |
| GNII EP 787573 C         | 2064-08-20      | 4.5000%  | 0.0000% | $1467544.00        | $1044553.83        | Agency Mortgage-Backed Securities         |
| Farm Federal Credit Bank | 2026-02-04      | 0.0000%  | 0.0000% | $5500000.00        | $5496700.00        | Agency Debentures and Agency Strips       |
| Farm Federal Credit Bank | 2028-11-07      | 2.8000%  | 0.0000% | $145000.00         | $142473.46         | Agency Debentures and Agency Strips       |
| Farm Federal Credit Bank | 2040-02-23      | 3.4400%  | 0.0000% | $2000.00           | $1730.20           | Agency Debentures and Agency Strips       |
| Farm Federal Credit Bank | 2028-08-25      | 2.6500%  | 0.0000% | $32000.00          | $31591.16          | Agency Debentures and Agency Strips       |
| Farm Federal Credit Bank | 2032-08-25      | 2.9400%  | 0.0000% | $1000000.00        | $940728.33         | Agency Debentures and Agency Strips       |
| Farm Federal Credit Bank | 2026-08-13      | 0.7000%  | 0.0000% | $1000000.00        | $987537.22         | Agency Debentures and Agency Strips       |
| Farm Federal Credit Bank | 2030-12-02      | 2.0800%  | 0.0000% | $83000.00          | $76503.68          | Agency Debentures and Agency Strips       |
| Farm Federal Credit Bank | 2029-01-23      | 2.0500%  | 0.0000% | $29157000.00       | $27797951.73       | Agency Debentures and Agency Strips       |
| Farm Federal Credit Bank | 2040-06-18      | 2.0900%  | 0.0000% | $4330000.00        | $3086416.78        | Agency Debentures and Agency Strips       |
| Farm Federal Credit Bank | 2040-06-25      | 1.9500%  | 0.0000% | $3000000.00        | $2058647.50        | Agency Debentures and Agency Strips       |
| Farm Federal Credit Bank | 2028-07-21      | 0.8000%  | 0.0000% | $41000.00          | $38232.50          | Agency Debentures and Agency Strips       |
| Farm Federal Credit Bank | 2030-05-13      | 1.3000%  | 0.0000% | $580000.00         | $525059.24         | Agency Debentures and Agency Strips       |
| Farm Federal Credit Bank | 2040-07-30      | 1.9900%  | 0.0000% | $2000000.00        | $1401620.00        | Agency Debentures and Agency Strips       |
| Farm Federal Credit Bank | 2035-09-17      | 1.6800%  | 0.0000% | $1328000.00        | $1049118.23        | Agency Debentures and Agency Strips       |
| Farm Federal Credit Bank | 2040-09-24      | 1.9900%  | 0.0000% | $1000000.00        | $691585.00         | Agency Debentures and Agency Strips       |
| Farm Federal Credit Bank | 2040-11-19      | 2.1000%  | 0.0000% | $1000000.00        | $695721.67         | Agency Debentures and Agency Strips       |
| Farm Federal Credit Bank | 2026-05-27      | 0.6600%  | 0.0000% | $29000.00          | $28756.54          | Agency Debentures and Agency Strips       |
| Farm Federal Credit Bank | 2029-05-11      | 1.6000%  | 0.0000% | $3885000.00        | $3647195.70        | Agency Debentures and Agency Strips       |
| Farm Federal Credit Bank | 2027-08-09      | 1.0000%  | 0.0000% | $6672000.00        | $6449582.21        | Agency Debentures and Agency Strips       |
| Farm Federal Credit Bank | 2028-04-25      | 3.8750%  | 0.0000% | $300000.00         | $304812.21         | Agency Debentures and Agency Strips       |
| Farm Federal Credit Bank | 2032-03-24      | 4.7000%  | 0.0000% | $454000.00         | $460242.50         | Agency Debentures and Agency Strips       |
| Farm Federal Credit Bank | 2028-01-21      | 3.5000%  | 0.0000% | $10071000.00       | $10060516.09       | Agency Debentures and Agency Strips       |
| Farm Federal Credit Bank | 2028-01-27      | 3.6500%  | 0.0000% | $228000.00         | $227832.69         | Agency Debentures and Agency Strips       |
| Fannie Mae               | 2030-11-15      | 6.6250%  | 0.0000% | $1000.00           | $1135.45           | Agency Debentures and Agency Strips       |
| FEPC 03.500 CLSD4521     | 2052-09-01      | 3.5000%  | 0.0000% | $2526656.00        | $2106684.15        | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD4550     | 2053-10-01      | 2.5000%  | 0.0000% | $1000.00           | $743.42            | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLSD4690     | 2054-01-01      | 6.5000%  | 0.0000% | $19566812.00       | $15157633.95       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD4708     | 2053-12-01      | 5.5000%  | 0.0000% | $1000.00           | $790.38            | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD4819     | 2052-07-01      | 3.0000%  | 0.0000% | $132000.00         | $105217.42         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD4977     | 2053-11-01      | 5.0000%  | 0.0000% | $1000.00           | $868.36            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD5182     | 2054-03-01      | 4.5000%  | 0.0000% | $18746323.00       | $16648748.39       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD5481     | 2054-06-01      | 5.5000%  | 0.0000% | $285000.00         | $246310.71         | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD5573     | 2052-08-01      | 3.0000%  | 0.0000% | $2059414.00        | $1573472.46        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLSD5696     | 2054-06-01      | 6.5000%  | 0.0000% | $1000.00           | $850.12            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD6041     | 2054-08-01      | 5.0000%  | 0.0000% | $8564267.00        | $7910976.94        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD7097     | 2054-11-01      | 5.0000%  | 0.0000% | $43600.00          | $40733.27          | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD7191     | 2054-12-01      | 5.0000%  | 0.0000% | $45000.00          | $41008.11          | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD6961     | 2053-11-01      | 5.0000%  | 0.0000% | $1000.00           | $877.91            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD7033     | 2054-11-01      | 5.0000%  | 0.0000% | $10711925.00       | $9657190.57        | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD8030     | 2049-12-01      | 3.0000%  | 0.0000% | $1247000.00        | $214710.73         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD7287     | 2055-01-01      | 5.5000%  | 0.0000% | $1000.00           | $872.59            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD7508     | 2049-10-01      | 3.5000%  | 0.0000% | $8998.00           | $2655.04           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD7563     | 2053-05-01      | 4.5000%  | 0.0000% | $60508757.00       | $46044324.62       | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD8226     | 2052-07-01      | 3.5000%  | 0.0000% | $6000.00           | $4454.24           | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLSD8204     | 2052-04-01      | 2.0000%  | 0.0000% | $7500000.00        | $4961725.26        | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD8206     | 2052-04-01      | 3.0000%  | 0.0000% | $51003.00          | $35323.40          | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD8213     | 2052-05-01      | 3.0000%  | 0.0000% | $35000.00          | $24816.28          | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY   | 2028-06-15      | 3.8750%  | 0.0000% | $100.00            | $101.16            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY   | 2028-06-15      | 3.8750%  | 0.0000% | $2000.00           | $2023.23           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY   | 2028-07-15      | 3.8750%  | 0.0000% | $18282000.00       | $18432747.21       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY   | 2032-07-31      | 4.0000%  | 0.0000% | $100.00            | $102.14            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY   | 2027-10-31      | 3.5000%  | 0.0000% | $100.00            | $100.78            | U.S. Treasuries (including strips)        |
| 05.500 FGPC N31313 G     | 2036-09-01      | 5.5000%  | 0.0000% | $83790.00          | $873.21            | Agency Mortgage-Backed Securities         |
| 05.000 FGPC D98141 G     | 2029-04-01      | 5.0000%  | 0.0000% | $1530289.00        | $14270.90          | Agency Mortgage-Backed Securities         |
| 05.500 FGPC G07655 G     | 2035-12-01      | 5.5000%  | 0.0000% | $2243.00           | $168.29            | Agency Mortgage-Backed Securities         |
| 03.500 FGPC G08800 G     | 2048-02-01      | 3.5000%  | 0.0000% | $1000.00           | $116.29            | Agency Mortgage-Backed Securities         |
| 03.500 FGPC G08466 G     | 2041-11-01      | 3.5000%  | 0.0000% | $8419.00           | $506.87            | Agency Mortgage-Backed Securities         |
| 04.000 FGPC G08618 G     | 2044-12-01      | 4.0000%  | 0.0000% | $1336.00           | $98.85             | Agency Mortgage-Backed Securities         |
| 03.500 FGPC G08693 G     | 2046-03-01      | 3.5000%  | 0.0000% | $1003.00           | $98.51             | Agency Mortgage-Backed Securities         |
| 03.000 FGPC G08737 G     | 2046-12-01      | 3.0000%  | 0.0000% | $4994.00           | $881.04            | Agency Mortgage-Backed Securities         |
| 03.500 FGPC G18689 G     | 2033-05-01      | 3.5000%  | 0.0000% | $326122.00         | $29374.14          | Agency Mortgage-Backed Securities         |
| 04.500 FGPC C92007 G     | 2038-05-01      | 4.5000%  | 0.0000% | $216955.00         | $29298.78          | Agency Mortgage-Backed Securities         |
| 02.500 FGPC J29029 G     | 2029-08-01      | 2.5000%  | 0.0000% | $1244.00           | $55.61             | Agency Mortgage-Backed Securities         |
| 02.500 FGPC J35797 G     | 2031-12-01      | 2.5000%  | 0.0000% | $2100000.00        | $302769.21         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZL3304     | 2042-07-01      | 3.5000%  | 0.0000% | $1108.00           | $301.51            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZM7668     | 2048-08-01      | 4.5000%  | 0.0000% | $7093800.00        | $1388435.52        | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZM8299     | 2048-09-01      | 4.0000%  | 0.0000% | $1000.00           | $86.63             | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLZN1380     | 2048-11-01      | 5.0000%  | 0.0000% | $1000.00           | $191.29            | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CIZA3722     | 2029-06-01      | 3.0000%  | 0.0000% | $1000.00           | $47.03             | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZA6531     | 2049-03-01      | 4.5000%  | 0.0000% | $1001.00           | $132.72            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLZS2084     | 2038-04-01      | 5.5000%  | 0.0000% | $1396.00           | $8.82              | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLZS4693     | 2046-12-01      | 3.0000%  | 0.0000% | $10371000.00       | $1827495.36        | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CIZS8591     | 2030-12-01      | 3.0000%  | 0.0000% | $299000.00         | $26577.31          | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CIZS8614     | 2031-06-01      | 2.5000%  | 0.0000% | $1000.00           | $110.11            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZT0794     | 2048-10-01      | 4.5000%  | 0.0000% | $2306.00           | $483.94            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZT0711     | 2048-10-01      | 3.5000%  | 0.0000% | $1000.00           | $70.63             | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLZT1859     | 2049-03-01      | 5.0000%  | 0.0000% | $19383156.00       | $3733202.70        | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZT1841     | 2048-07-01      | 4.0000%  | 0.0000% | $63627581.00       | $16935030.90       | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CISB0379     | 2034-12-01      | 3.5000%  | 0.0000% | $202000.00         | $46915.49          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CISB0355     | 2035-06-01      | 3.5000%  | 0.0000% | $1027954.00        | $205427.51         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CISB1742     | 2040-12-01      | 4.5000%  | 0.0000% | $46963582.00       | $46619407.54       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CISB1180     | 2039-05-01      | 6.0000%  | 0.0000% | $1000.00           | $663.45            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CISB1215     | 2039-07-01      | 6.0000%  | 0.0000% | $23000.00          | $12961.04          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CISB1457     | 2040-03-01      | 5.5000%  | 0.0000% | $1000.00           | $774.31            | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CISB8039     | 2035-04-01      | 2.0000%  | 0.0000% | $1000.00           | $208.52            | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CISB8280     | 2039-01-01      | 6.5000%  | 0.0000% | $1040.00           | $467.20            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CISB8283     | 2039-02-01      | 6.0000%  | 0.0000% | $2000.00           | $957.58            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CISB8329     | 2039-09-01      | 6.0000%  | 0.0000% | $9000.00           | $5772.65           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CISB8373     | 2040-03-01      | 6.0000%  | 0.0000% | $1000.00           | $684.75            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CISB8380     | 2040-04-01      | 6.0000%  | 0.0000% | $1000.00           | $751.19            | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CISB8511     | 2036-05-01      | 2.0000%  | 0.0000% | $4999.00           | $2417.09           | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CISB8500     | 2035-07-01      | 2.5000%  | 0.0000% | $418000.00         | $146526.30         | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CISB8508     | 2036-02-01      | 2.0000%  | 0.0000% | $1000.00           | $447.44            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CTSC0834     | 2044-12-01      | 5.5000%  | 0.0000% | $3608340.00        | $3703613.01        | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD0818     | 2051-12-01      | 3.0000%  | 0.0000% | $4561364.00        | $2774186.21        | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD0419     | 2048-02-01      | 3.5000%  | 0.0000% | $31582376.00       | $12222079.84       | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD0618     | 2051-02-01      | 3.0000%  | 0.0000% | $400000.00         | $242505.71         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD1683     | 2052-10-01      | 4.5000%  | 0.0000% | $2000.00           | $1522.16           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD1739     | 2052-10-01      | 4.5000%  | 0.0000% | $1722400.00        | $1349638.75        | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLSD1745     | 2052-10-01      | 2.0000%  | 0.0000% | $303756.00         | $207523.67         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD1778     | 2052-11-01      | 5.5000%  | 0.0000% | $704644.00         | $543888.24         | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLSD1023     | 2052-05-01      | 4.0000%  | 0.0000% | $1502.00           | $1002.99           | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD1064     | 2052-01-01      | 3.0000%  | 0.0000% | $1228050.00        | $815524.04         | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD1340     | 2052-03-01      | 3.0000%  | 0.0000% | $1888000.00        | $1287124.28        | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD1432     | 2052-08-01      | 4.5000%  | 0.0000% | $11684514.00       | $9205056.07        | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD1610     | 2052-09-01      | 4.5000%  | 0.0000% | $1000.00           | $785.64            | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLSD1818     | 2052-10-01      | 4.0000%  | 0.0000% | $38000.00          | $28440.47          | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD1844     | 2052-06-01      | 3.0000%  | 0.0000% | $1000.00           | $706.91            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD1882     | 2052-11-01      | 5.0000%  | 0.0000% | $11000.00          | $8275.65           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD1992     | 2052-12-01      | 5.0000%  | 0.0000% | $2295330.00        | $1993941.67        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD2081     | 2052-12-01      | 5.0000%  | 0.0000% | $1000.00           | $758.08            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD2245     | 2052-12-01      | 5.5000%  | 0.0000% | $100000.00         | $77166.91          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD2276     | 2053-01-01      | 6.0000%  | 0.0000% | $466197.00         | $372874.54         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD2355     | 2052-12-01      | 4.5000%  | 0.0000% | $1000.00           | $736.57            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD3517     | 2053-07-01      | 5.5000%  | 0.0000% | $1108446.00        | $956648.92         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD3518     | 2053-07-01      | 5.5000%  | 0.0000% | $240000.00         | $195741.43         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD2715     | 2050-09-01      | 4.5000%  | 0.0000% | $400000.00         | $285619.29         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD2872     | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $852.55            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD3068     | 2053-05-01      | 5.5000%  | 0.0000% | $405000.00         | $268883.76         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD3128     | 2053-06-01      | 5.0000%  | 0.0000% | $8993252.00        | $7663054.68        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLSD3180     | 2053-06-01      | 6.5000%  | 0.0000% | $245818.00         | $185344.30         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD3191     | 2053-06-01      | 5.0000%  | 0.0000% | $60000.00          | $50339.41          | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLSD3232     | 2053-06-01      | 6.5000%  | 0.0000% | $1000.00           | $713.11            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD3455     | 2053-05-01      | 5.0000%  | 0.0000% | $29885.00          | $25719.83          | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY   | 2026-03-17      | 0.0000%  | 0.0000% | $200.00            | $199.07            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY   | 2026-07-02      | 0.0000%  | 0.0000% | $300.00            | $295.48            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY   | 2026-04-07      | 0.0000%  | 0.0000% | $100.00            | $99.33             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY   | 2026-02-15      | 6.0000%  | 0.0000% | $304000.00         | $312609.68         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY   | 2026-08-15      | 6.7500%  | 0.0000% | $844900.00         | $884699.20         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY   | 2026-11-15      | 6.5000%  | 0.0000% | $425000.00         | $440128.47         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY   | 2032-04-15      | 3.3750%  | 0.0000% | $8796000.00        | $18049650.50       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY   | 2039-11-15      | 4.3750%  | 0.0000% | $25200.00          | $25037.34          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY   | 2040-11-15      | 4.2500%  | 0.0000% | $100.00            | $97.20             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY   | 2043-05-15      | 2.8750%  | 0.0000% | $100.00            | $78.26             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY   | 2045-02-15      | 2.5000%  | 0.0000% | $100.00            | $72.01             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY   | 2047-11-15      | 2.7500%  | 0.0000% | $100.00            | $71.89             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY   | 2048-08-15      | 3.0000%  | 0.0000% | $1888800.00        | $1426205.78        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY   | 2050-02-15      | 2.0000%  | 0.0000% | $700.00            | $417.93            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY   | 2051-08-15      | 2.0000%  | 0.0000% | $100.00            | $58.37             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY   | 2041-08-15      | 1.7500%  | 0.0000% | $39997500.00       | $27301058.79       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY   | 2052-02-15      | 2.2500%  | 0.0000% | $200.00            | $123.69            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY   | 2052-02-15      | 0.1250%  | 0.0000% | $1200.00           | $744.57            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY   | 2042-02-15      | 2.3750%  | 0.0000% | $100.00            | $74.68             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY   | 2052-11-15      | 4.0000%  | 0.0000% | $700.00            | $613.73            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY   | 2054-02-15      | 4.2500%  | 0.0000% | $300.00            | $277.33            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY   | 2044-05-15      | 4.6250%  | 0.0000% | $100.00            | $99.11             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY   | 2054-11-15      | 4.5000%  | 0.0000% | $51134800.00       | $48739518.84       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY   | 2055-02-15      | 2.3750%  | 0.0000% | $400.00            | $397.28            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY   | 2045-05-15      | 5.0000%  | 0.0000% | $32400.00          | $33571.79          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY   | 2045-08-15      | 4.8750%  | 0.0000% | $100.00            | $103.18            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY   | 2027-07-15      | 0.3750%  | 0.0000% | $100.00            | $132.05            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY   | 2028-05-15      | 2.8750%  | 0.0000% | $693500.00         | $687010.17         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY   | 2028-08-15      | 2.8750%  | 0.0000% | $52516000.00       | $52291809.20       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY   | 2029-05-15      | 2.3750%  | 0.0000% | $300.00            | $289.64            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY   | 2026-05-31      | 2.1250%  | 0.0000% | $588900.00         | $587841.23         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY   | 2029-07-15      | 0.2500%  | 0.0000% | $1491200.00        | $1841354.06        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY   | 2026-10-31      | 1.6250%  | 0.0000% | $300.00            | $296.77            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY   | 2027-07-31      | 0.3750%  | 0.0000% | $679200.00         | $649179.91         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY   | 2031-08-15      | 1.2500%  | 0.0000% | $100.00            | $87.55             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY   | 2028-09-30      | 1.2500%  | 0.0000% | $200.00            | $188.95            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY   | 2032-01-15      | 0.1250%  | 0.0000% | $100.00            | $108.14            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY   | 2029-02-28      | 1.8750%  | 0.0000% | $42700.00          | $40857.96          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY   | 2027-02-28      | 1.8750%  | 0.0000% | $1358300.00        | $1344666.65        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY   | 2027-03-31      | 2.5000%  | 0.0000% | $500.00            | $498.13            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY   | 2027-04-15      | 0.1250%  | 0.0000% | $100.00            | $113.63            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY   | 2027-04-30      | 2.7500%  | 0.0000% | $200.00            | $199.42            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY   | 2027-06-30      | 3.2500%  | 0.0000% | $20266400.00       | $20236291.63       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY   | 2029-11-30      | 3.8750%  | 0.0000% | $200.00            | $202.42            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY   | 2033-01-15      | 1.1250%  | 0.0000% | $400.00            | $422.43            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY   | 2033-02-15      | 3.5000%  | 0.0000% | $38400.00          | $37788.22          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY   | 2030-03-31      | 3.6250%  | 0.0000% | $500.00            | $503.83            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY   | 2028-03-31      | 3.6250%  | 0.0000% | $100.00            | $101.33            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY   | 2030-04-30      | 3.5000%  | 0.0000% | $100.00            | $99.91             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY   | 2033-05-15      | 3.3750%  | 0.0000% | $31600.00          | $30494.49          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY   | 2030-05-31      | 3.7500%  | 0.0000% | $33800.00          | $34003.28          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY   | 2030-07-31      | 4.0000%  | 0.0000% | $100.00            | $102.95            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY   | 2030-07-31      | 4.0000%  | 0.0000% | $3200.00           | $3294.28           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY   | 2026-08-15      | 4.3750%  | 0.0000% | $999300.00         | $1023007.22        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY   | 2028-08-31      | 4.3750%  | 0.0000% | $56400.00          | $58500.68          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY   | 2026-09-15      | 4.6250%  | 0.0000% | $100.00            | $102.34            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY   | 2030-09-30      | 4.6250%  | 0.0000% | $1100.00           | $1156.16           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY   | 2028-10-31      | 4.8750%  | 0.0000% | $2343700.00        | $2449072.36        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY   | 2033-11-15      | 4.5000%  | 0.0000% | $200.00            | $207.49            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY   | 2034-01-15      | 1.7500%  | 0.0000% | $5155300.00        | $5463071.10        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY   | 2034-02-15      | 4.0000%  | 0.0000% | $100.00            | $101.13            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY   | 2034-02-15      | 4.0000%  | 0.0000% | $113499000.00      | $114778232.42      | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY   | 2027-04-15      | 4.5000%  | 0.0000% | $100.00            | $102.42            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY   | 2027-05-15      | 4.5000%  | 0.0000% | $400.00            | $408.45            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY   | 2026-05-31      | 4.8750%  | 0.0000% | $1681100.00        | $1700978.41        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY   | 2029-07-31      | 4.0000%  | 0.0000% | $100.00            | $103.06            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY   | 2031-07-31      | 4.1250%  | 0.0000% | $7000.00           | $7233.78           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY   | 2034-08-15      | 3.8750%  | 0.0000% | $1200.00           | $1198.47           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY   | 2034-08-15      | 3.8750%  | 0.0000% | $31834000.00       | $31793418.57       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY   | 2027-08-15      | 3.7500%  | 0.0000% | $100.00            | $102.00            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY   | 2029-09-30      | 3.5000%  | 0.0000% | $13002000.00       | $13066564.93       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY   | 2027-11-15      | 4.1250%  | 0.0000% | $1000.00           | $1018.35           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY   | 2029-12-31      | 4.3750%  | 0.0000% | $121605900.00      | $124920352.79      | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY   | 2028-01-15      | 4.2500%  | 0.0000% | $6260000.00        | $6351465.17        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY   | 2035-02-15      | 4.6250%  | 0.0000% | $262300.00         | $276659.39         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY   | 2027-02-28      | 4.1250%  | 0.0000% | $300.00            | $306.95            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY   | 2032-02-29      | 4.1250%  | 0.0000% | $600.00            | $616.58            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY   | 2035-05-15      | 4.2500%  | 0.0000% | $4651100.00        | $4712227.79        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY   | 2030-05-31      | 4.0000%  | 0.0000% | $177974100.00      | $180905920.15      | U.S. Treasuries (including strips)        |

### Security 708: BARCLAYS BANK PLC

- **C.1 - Title:** BARCLAYS BANK PLC 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1EQLJ5, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: ARP1EQLJ5
- **C.18 - Value (incl. sponsor support):** $150000000.00
- **C.18.a - Value (excl. sponsor support):** $150000000.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2040-05-15      | 4.3750%  | 0.0000% | $8237000.00        | $8159152.80        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-05-15      | 3.0000%  | 0.0000% | $65170600.00       | $52867977.14       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-02-15      | 3.0000%  | 0.0000% | $3939900.00        | $2989338.66        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-02-15      | 4.2500%  | 0.0000% | $26373000.00       | $24380313.45       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-05-15      | 5.0000%  | 0.0000% | $62237000.00       | $64487878.13       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-08-15      | 4.7500%  | 0.0000% | $161200.00         | $162076.09         | U.S. Treasuries (including strips) |

### Security 709: MUFG SECURITIES AMERICAS INC

- **C.1 - Title:** MUFG SECURITIES AMERICAS INC 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1EQLT3, C.3 - LEI: K5HU16E3LMSVCCJJJ255, C.5 - Other ID: ARP1EQLT3
- **C.18 - Value (incl. sponsor support):** $201000000.00
- **C.18.a - Value (excl. sponsor support):** $201000000.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 04.000 CLSD1966 | 2052-11-01      | 4.0000%  | 0.0000% | $295000.00         | $225721.37         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD2284 | 2052-12-01      | 6.0000%  | 0.0000% | $2247000.00        | $1624159.45        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD2567 | 2052-09-01      | 4.5000%  | 0.0000% | $30000.00          | $24196.44          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD3510 | 2053-06-01      | 6.0000%  | 0.0000% | $1700000.00        | $1169865.93        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD3513 | 2053-08-01      | 6.0000%  | 0.0000% | $42000.00          | $29564.67          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD2723 | 2053-03-01      | 5.5000%  | 0.0000% | $100000.00         | $85780.27          | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLSD4640 | 2054-01-01      | 7.0000%  | 0.0000% | $14829000.00       | $10616518.05       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD4669 | 2053-10-01      | 6.0000%  | 0.0000% | $10000000.00       | $7453474.77        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD5573 | 2052-08-01      | 3.0000%  | 0.0000% | $643000.00         | $491277.03         | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLSD6084 | 2052-04-01      | 2.0000%  | 0.0000% | $2883888.00        | $2116725.27        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD7032 | 2054-05-01      | 6.0000%  | 0.0000% | $2000000.00        | $1753444.02        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD8001 | 2049-07-01      | 3.5000%  | 0.0000% | $103000.00         | $9180.42           | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD7535 | 2051-02-01      | 2.5000%  | 0.0000% | $180000.00         | $96942.68          | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD8115 | 2050-12-01      | 3.0000%  | 0.0000% | $1100000.00        | $374757.55         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD8156 | 2051-07-01      | 2.5000%  | 0.0000% | $5021000.00        | $2932537.95        | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLSD8172 | 2051-10-01      | 2.0000%  | 0.0000% | $10000.00          | $6237.19           | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLSD8177 | 2051-11-01      | 2.0000%  | 0.0000% | $7209000.00        | $4542473.27        | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD8178 | 2051-11-01      | 2.5000%  | 0.0000% | $3557792.00        | $2234354.09        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD8184 | 2051-12-01      | 3.0000%  | 0.0000% | $3248000.00        | $1957125.83        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD8225 | 2052-07-01      | 3.0000%  | 0.0000% | $59334.00          | $43457.12          | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLSD8199 | 2052-03-01      | 2.0000%  | 0.0000% | $5000.00           | $3257.40           | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD8201 | 2052-03-01      | 3.0000%  | 0.0000% | $3257496.00        | $2164887.90        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD8206 | 2052-04-01      | 3.0000%  | 0.0000% | $3000.00           | $2077.73           | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLZI4091 | 2036-01-01      | 6.5000%  | 0.0000% | $2550000.00        | $13002.50          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLZI5108 | 2036-08-01      | 6.0000%  | 0.0000% | $774998.00         | $7442.58           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZI5411 | 2036-11-01      | 5.5000%  | 0.0000% | $460699.00         | $8389.01           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZI7438 | 2038-05-01      | 5.5000%  | 0.0000% | $94037.00          | $1221.48           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZI9931 | 2040-04-01      | 5.5000%  | 0.0000% | $250000.00         | $25243.95          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLZJ3298 | 2029-02-01      | 6.0000%  | 0.0000% | $879867.00         | $1107.75           | Agency Mortgage-Backed Securities |
| FEPC 04.000 CIZK3175 | 2026-05-01      | 4.0000%  | 0.0000% | $46847.00          | $32.13             | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZL4444 | 2042-12-01      | 4.0000%  | 0.0000% | $405000.00         | $51721.02          | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZL7781 | 2044-02-01      | 4.0000%  | 0.0000% | $179000.00         | $18453.09          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLZN1436 | 2048-11-01      | 5.0000%  | 0.0000% | $100000.00         | $10581.84          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLZN4336 | 2049-03-01      | 5.0000%  | 0.0000% | $786020.00         | $113244.11         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CTZA2252 | 2032-04-01      | 3.5000%  | 0.0000% | $221003.00         | $14955.45          | Agency Mortgage-Backed Securities |
| FEPC 03.500 CTZA2397 | 2035-11-01      | 3.5000%  | 0.0000% | $74000.00          | $8625.37           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZS1486 | 2037-06-01      | 5.5000%  | 0.0000% | $70201.00          | $779.06            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZS2262 | 2031-06-01      | 5.5000%  | 0.0000% | $388000.00         | $1815.28           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZS2320 | 2038-09-01      | 5.5000%  | 0.0000% | $40000.00          | $265.93            | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZS2782 | 2039-10-01      | 4.5000%  | 0.0000% | $15000.00          | $316.27            | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLZS2921 | 2040-06-01      | 5.0000%  | 0.0000% | $1180000.00        | $105222.92         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZS2938 | 2040-02-01      | 5.5000%  | 0.0000% | $793990.00         | $8628.48           | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZS3091 | 2041-01-01      | 4.0000%  | 0.0000% | $3993000.00        | $141127.42         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLZS3287 | 2039-09-01      | 6.5000%  | 0.0000% | $2700000.00        | $78201.76          | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZS4079 | 2045-02-01      | 4.0000%  | 0.0000% | $34000.00          | $5784.35           | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLZS4511 | 2043-03-01      | 3.0000%  | 0.0000% | $2750000.00        | $415257.13         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZS4724 | 2047-06-01      | 4.5000%  | 0.0000% | $955000.00         | $96356.67          | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZS4726 | 2047-07-01      | 3.5000%  | 0.0000% | $348000.00         | $36145.30          | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZS4777 | 2048-07-01      | 3.5000%  | 0.0000% | $201000.00         | $14370.41          | Agency Mortgage-Backed Securities |
| FEPC 04.000 CIZS6486 | 2026-06-01      | 4.0000%  | 0.0000% | $39936.00          | $3.47              | Agency Mortgage-Backed Securities |
| FEPC 04.500 CIZS6840 | 2026-09-01      | 4.5000%  | 0.0000% | $12280.00          | $0.76              | Agency Mortgage-Backed Securities |
| FEPC 04.000 CIZS6842 | 2028-11-01      | 4.0000%  | 0.0000% | $6000000.00        | $35024.16          | Agency Mortgage-Backed Securities |
| FEPC 02.000 CIZS6941 | 2028-03-01      | 2.0000%  | 0.0000% | $660000.00         | $17066.72          | Agency Mortgage-Backed Securities |
| FEPC 04.000 CIZS7031 | 2028-11-01      | 4.0000%  | 0.0000% | $4864.00           | $2.26              | Agency Mortgage-Backed Securities |
| FEPC 02.500 CIZS7541 | 2031-10-01      | 2.5000%  | 0.0000% | $1345000.00        | $168200.70         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CIZS8506 | 2028-11-01      | 2.5000%  | 0.0000% | $90000.00          | $4152.41           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CTZS8843 | 2027-09-01      | 6.0000%  | 0.0000% | $4359999.00        | $9325.49           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CTZS9179 | 2030-04-01      | 5.5000%  | 0.0000% | $4412176.00        | $143289.24         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLZS9384 | 2043-10-01      | 3.0000%  | 0.0000% | $3650000.00        | $815675.77         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZS9564 | 2042-05-01      | 4.5000%  | 0.0000% | $369491.00         | $44386.46          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLZT1748 | 2049-01-01      | 5.0000%  | 0.0000% | $250000.00         | $39627.29          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CISB1779 | 2040-06-01      | 5.5000%  | 0.0000% | $1781672.00        | $1786435.39        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CISB8173 | 2037-08-01      | 4.0000%  | 0.0000% | $7000.00           | $3970.73           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CISB8261 | 2038-10-01      | 5.5000%  | 0.0000% | $165000.00         | $94036.99          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CISB8327 | 2039-09-01      | 5.0000%  | 0.0000% | $8000.00           | $5447.95           | Agency Mortgage-Backed Securities |
| FEPC 02.000 CISB8511 | 2036-05-01      | 2.0000%  | 0.0000% | $16000.00          | $7736.25           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CTSC0518 | 2044-04-01      | 6.0000%  | 0.0000% | $191000.00         | $77653.71          | Agency Mortgage-Backed Securities |
| FEPC 04.500 CTSC0579 | 2044-11-01      | 4.5000%  | 0.0000% | $25000.00          | $21112.36          | Agency Mortgage-Backed Securities |
| FEPC 03.500 CTSC0645 | 2040-03-01      | 3.5000%  | 0.0000% | $16000.00          | $13363.25          | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLSD0897 | 2052-02-01      | 2.0000%  | 0.0000% | $500000.00         | $324599.83         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD0662 | 2051-07-01      | 3.0000%  | 0.0000% | $427328.00         | $255528.48         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD0741 | 2051-10-01      | 3.5000%  | 0.0000% | $10000.00          | $5213.76           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD1733 | 2052-10-01      | 5.0000%  | 0.0000% | $151302.00         | $113522.37         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD1741 | 2052-10-01      | 5.0000%  | 0.0000% | $210000.00         | $161639.28         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD1300 | 2052-07-01      | 5.0000%  | 0.0000% | $328000.00         | $244263.18         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD1358 | 2052-08-01      | 5.0000%  | 0.0000% | $500000.00         | $382245.10         | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLSD8211 | 2052-05-01      | 2.0000%  | 0.0000% | $1072234.00        | $712850.55         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD8213 | 2052-05-01      | 3.0000%  | 0.0000% | $1000.00           | $709.04            | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD8219 | 2052-06-01      | 2.5000%  | 0.0000% | $1179300.00        | $822646.34         | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD8256 | 2052-10-01      | 4.0000%  | 0.0000% | $7824000.00        | $6101400.74        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD8233 | 2052-07-01      | 5.0000%  | 0.0000% | $3350000.00        | $2431591.68        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD8289 | 2053-01-01      | 5.5000%  | 0.0000% | $2941864.00        | $2198460.81        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD8290 | 2053-01-01      | 6.0000%  | 0.0000% | $1317330.00        | $859240.61         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD8275 | 2052-12-01      | 4.5000%  | 0.0000% | $369000.00         | $292037.94         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD8341 | 2053-07-01      | 5.0000%  | 0.0000% | $1550340.00        | $1292536.08        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD8368 | 2053-10-01      | 6.0000%  | 0.0000% | $15043600.00       | $10369001.92       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD8408 | 2054-03-01      | 5.5000%  | 0.0000% | $18522272.00       | $14708109.20       | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD4498 | 2052-08-01      | 4.0000%  | 0.0000% | $8800000.00        | $6872630.73        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD3636 | 2053-08-01      | 6.0000%  | 0.0000% | $106000.00         | $80933.33          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD3917 | 2053-10-01      | 6.0000%  | 0.0000% | $45000.00          | $34643.94          | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLQD2377 | 2051-12-01      | 2.5000%  | 0.0000% | $10652336.00       | $7089900.14        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQD6091 | 2052-01-01      | 3.0000%  | 0.0000% | $19633056.00       | $10906625.07       | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLQD9168 | 2052-03-01      | 2.5000%  | 0.0000% | $20218000.00       | $12533101.45       | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQE4038 | 2052-06-01      | 3.0000%  | 0.0000% | $2810000.00        | $2024901.05        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQF4924 | 2052-12-01      | 6.0000%  | 0.0000% | $200000.00         | $106810.49         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQG6680 | 2053-07-01      | 5.5000%  | 0.0000% | $3791224.00        | $3007017.92        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQJ5279 | 2054-10-01      | 6.0000%  | 0.0000% | $2000000.00        | $1772072.17        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLRA1999 | 2050-01-01      | 4.5000%  | 0.0000% | $90000.00          | $15823.75          | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLRA3174 | 2050-07-01      | 3.0000%  | 0.0000% | $1927000.00        | $600439.68         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLRA4179 | 2050-12-01      | 2.5000%  | 0.0000% | $1525000.00        | $823705.96         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLRA5391 | 2051-06-01      | 3.0000%  | 0.0000% | $24000.00          | $16642.66          | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLRA5826 | 2051-09-01      | 2.5000%  | 0.0000% | $1200000.00        | $739981.32         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRA8413 | 2053-01-01      | 5.5000%  | 0.0000% | $300000.00         | $245877.47         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRA9270 | 2053-06-01      | 5.5000%  | 0.0000% | $237000.00         | $188738.91         | Agency Mortgage-Backed Securities |
| FEPC 03.500 ZLSI2056 | 2050-12-01      | 3.5000%  | 0.0000% | $49000.00          | $35438.30          | Agency Mortgage-Backed Securities |
| FEPC 03.000 ZLSI2040 | 2050-10-01      | 3.0000%  | 0.0000% | $85000.00          | $60001.93          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQX1253 | 2054-12-01      | 6.0000%  | 0.0000% | $1000.00           | $954.88            | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSL0775 | 2054-05-01      | 6.0000%  | 0.0000% | $10000.00          | $7960.29           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSL1346 | 2055-05-01      | 6.0000%  | 0.0000% | $33000.00          | $32305.97          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSL1531 | 2054-02-01      | 5.0000%  | 0.0000% | $83000.00          | $78698.44          | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSL2682 | 2052-04-01      | 2.5000%  | 0.0000% | $13894352.00       | $11646478.57       | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSL2684 | 2050-07-01      | 2.5000%  | 0.0000% | $14853744.00       | $12361044.15       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSL2866 | 2054-05-01      | 5.5000%  | 0.0000% | $9159030.00        | $9315314.72        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSL3850 | 2052-07-01      | 3.0000%  | 0.0000% | $3986944.00        | $3540888.93        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRJ0313 | 2053-11-01      | 6.0000%  | 0.0000% | $13671920.00       | $12302554.13       | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLRJ0954 | 2054-02-01      | 6.5000%  | 0.0000% | $900000.00         | $603773.10         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRJ1350 | 2054-04-01      | 6.0000%  | 0.0000% | $100000.00         | $86297.75          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLRJ2655 | 2054-10-01      | 5.0000%  | 0.0000% | $7190000.00        | $6771686.27        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRJ1858 | 2054-06-01      | 6.0000%  | 0.0000% | $112099.00         | $99927.89          | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLRJ2830 | 2054-11-01      | 6.5000%  | 0.0000% | $14747000.00       | $13768262.27       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLTA2245 | 2056-01-01      | 6.0000%  | 0.0000% | $5370463.00        | $5570150.48        | Agency Mortgage-Backed Securities |

### Security 710: DEUTSCHE BANK AG (NEW YORK BRANCH)

- **C.1 - Title:** DEUTSCHE BANK AG (NEW YORK BRANCH) 3.650000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1EQLW6, C.3 - LEI: 7LTWFZYICNSX8D621K86, C.5 - Other ID: ARP1EQLW6
- **C.18 - Value (incl. sponsor support):** $352000000.00
- **C.18.a - Value (excl. sponsor support):** $352000000.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **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? 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 | 2028-06-30      | 4.0000%  | 0.0000% | $100000000.00      | $101308791.71      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-09-30      | 4.6250%  | 0.0000% | $58627900.00       | $61620934.83       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-28      | 4.2500%  | 0.0000% | $90000000.00       | $93201147.35       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-03-31      | 4.1250%  | 0.0000% | $50000000.00       | $51400277.47       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-09-30      | 3.6250%  | 0.0000% | $50000000.00       | $50265486.26       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-31      | 3.3750%  | 0.0000% | $1353200.00        | $1352588.30        | U.S. Treasuries (including strips) |

### Security 711: BANCO SANTANDER SA

- **C.1 - Title:** BANCO SANTANDER SA 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1EQM70, C.3 - LEI: 5493006QMFDDMYWIAM13, C.5 - Other ID: ARP1EQM70
- **C.18 - Value (incl. sponsor support):** $2019000000.00
- **C.18.a - Value (excl. sponsor support):** $2019000000.00
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 MA7368 M     | 2051-05-20      | 3.0000%  | 0.0000% | $1000.00           | $481.02            | Agency Mortgage-Backed Securities         |
| GNII SF MA7369 M     | 2051-05-20      | 3.5000%  | 0.0000% | $2000.00           | $920.77            | Agency Mortgage-Backed Securities         |
| GNII SF MA8948 M     | 2053-06-20      | 5.5000%  | 0.0000% | $1024.00           | $757.97            | Agency Mortgage-Backed Securities         |
| GNII SF MA8346 M     | 2052-10-20      | 4.0000%  | 0.0000% | $1024.00           | $763.16            | Agency Mortgage-Backed Securities         |
| GNII SF MA8348 M     | 2052-10-20      | 5.0000%  | 0.0000% | $1024.00           | $753.13            | Agency Mortgage-Backed Securities         |
| GNII SF MA8490 M     | 2052-12-20      | 5.0000%  | 0.0000% | $1000.00           | $754.40            | Agency Mortgage-Backed Securities         |
| GNII SF MA8802 M     | 2053-04-20      | 6.0000%  | 0.0000% | $1000.00           | $549.00            | Agency Mortgage-Backed Securities         |
| GNII JM MA9351 M     | 2053-11-20      | 6.5000%  | 0.0000% | $1000.00           | $195.42            | Agency Mortgage-Backed Securities         |
| GNII SF MA9362 M     | 2053-12-20      | 5.5000%  | 0.0000% | $1001.00           | $797.15            | Agency Mortgage-Backed Securities         |
| GNII SF MA9422 M     | 2054-01-20      | 5.0000%  | 0.0000% | $1000.00           | $888.00            | Agency Mortgage-Backed Securities         |
| GNII SF MA9575 M     | 2039-04-20      | 5.5000%  | 0.0000% | $1000.00           | $621.38            | Agency Mortgage-Backed Securities         |
| GNII SF MA9665 M     | 2054-04-20      | 4.0000%  | 0.0000% | $32817346.00       | $29259274.93       | Agency Mortgage-Backed Securities         |
| GNII SF MA9666 M     | 2054-05-20      | 4.5000%  | 0.0000% | $1000.00           | $928.47            | Agency Mortgage-Backed Securities         |
| GNMI SF BE0204 X     | 2048-01-15      | 4.0000%  | 0.0000% | $1000.00           | $462.76            | Agency Mortgage-Backed Securities         |
| GNMI SF BE1031 X     | 2047-10-15      | 4.0000%  | 0.0000% | $1000.00           | $446.83            | Agency Mortgage-Backed Securities         |
| GNPL PN CN7019       | 2057-11-15      | 4.5000%  | 0.0000% | $1000.00           | $952.75            | Agency Mortgage-Backed Securities         |
| GNCL CL CO1759       | 2066-11-15      | 5.5700%  | 0.0000% | $1000.00           | $1049.92           | Agency Mortgage-Backed Securities         |
| GNPL PN CP1214       | 2058-03-15      | 4.7400%  | 0.0000% | $1000.00           | $968.08            | Agency Mortgage-Backed Securities         |
| GNCL CL CP2692       | 2066-12-15      | 5.4500%  | 0.0000% | $2894.00           | $2991.26           | Agency Mortgage-Backed Securities         |
| GNCL CL CP2704       | 2067-03-15      | 5.5800%  | 0.0000% | $2000.00           | $2089.03           | Agency Mortgage-Backed Securities         |
| GNPL PN CP3622       | 2057-10-15      | 4.1900%  | 0.0000% | $1000.00           | $933.16            | Agency Mortgage-Backed Securities         |
| GNPL PN CP3656       | 2057-12-15      | 3.9700%  | 0.0000% | $1000.00           | $923.38            | Agency Mortgage-Backed Securities         |
| GNPL PN CP3715       | 2058-05-15      | 4.5500%  | 0.0000% | $2000.00           | $1919.55           | Agency Mortgage-Backed Securities         |
| GNPL PN CP3716       | 2058-05-15      | 4.5500%  | 0.0000% | $3000.00           | $2879.32           | Agency Mortgage-Backed Securities         |
| GNPL PN CP3736       | 2058-02-15      | 4.9500%  | 0.0000% | $1000.00           | $981.27            | Agency Mortgage-Backed Securities         |
| GNPL PN CP7208       | 2057-11-15      | 4.0000%  | 0.0000% | $1000.00           | $924.00            | Agency Mortgage-Backed Securities         |
| GNII SF BM3946 C     | 2049-05-20      | 5.0000%  | 0.0000% | $1008.00           | $87.65             | Agency Mortgage-Backed Securities         |
| GNMI SF BN2663 X     | 2049-11-15      | 3.0000%  | 0.0000% | $1000.00           | $366.85            | Agency Mortgage-Backed Securities         |
| GNII SF BT1888 C     | 2050-12-20      | 2.5000%  | 0.0000% | $1000.00           | $566.65            | Agency Mortgage-Backed Securities         |
| GNII SF BV9791 C     | 2039-07-20      | 6.5000%  | 0.0000% | $2000.00           | $706.68            | Agency Mortgage-Backed Securities         |
| GNII SF BV9802 C     | 2036-04-20      | 5.5000%  | 0.0000% | $1000.00           | $320.05            | Agency Mortgage-Backed Securities         |
| GNII SF BW5189 C     | 2046-04-20      | 4.0000%  | 0.0000% | $2000.00           | $657.73            | Agency Mortgage-Backed Securities         |
| GNII SF CD7215 C     | 2051-05-20      | 2.5000%  | 0.0000% | $1000.00           | $547.34            | Agency Mortgage-Backed Securities         |
| GNPL PN CF1030       | 2058-01-15      | 5.3800%  | 0.0000% | $1000.00           | $1003.94           | Agency Mortgage-Backed Securities         |
| GNPL PN CH0471       | 2057-08-15      | 3.9400%  | 0.0000% | $1000.00           | $919.26            | Agency Mortgage-Backed Securities         |
| GNPL PN CI1769       | 2057-07-15      | 2.5700%  | 0.0000% | $2000.00           | $1671.74           | Agency Mortgage-Backed Securities         |
| GNPL PN CJ1375       | 2058-02-15      | 5.0400%  | 0.0000% | $1000.00           | $986.71            | Agency Mortgage-Backed Securities         |
| GNPL PN CM3792       | 2058-04-15      | 4.7400%  | 0.0000% | $1024.00           | $992.34            | Agency Mortgage-Backed Securities         |
| GNII MH AD0860 C     | 2033-11-20      | 3.5000%  | 0.0000% | $1000.00           | $283.70            | Agency Mortgage-Backed Securities         |
| GNII SF AD8889 C     | 2043-04-20      | 3.0000%  | 0.0000% | $1000.00           | $237.38            | Agency Mortgage-Backed Securities         |
| GNII SF AE8011 C     | 2043-12-20      | 4.0000%  | 0.0000% | $1000.00           | $116.80            | Agency Mortgage-Backed Securities         |
| GNMI SF AL2252 X     | 2045-03-15      | 4.0000%  | 0.0000% | $1000.00           | $133.15            | Agency Mortgage-Backed Securities         |
| GNPL PN CQ0047       | 2058-04-15      | 2.4000%  | 0.0000% | $1000.00           | $829.13            | Agency Mortgage-Backed Securities         |
| GNMI SF CQ4341 X     | 2052-09-15      | 4.5000%  | 0.0000% | $2000.00           | $1573.57           | Agency Mortgage-Backed Securities         |
| GNPL PN CQ9709       | 2058-04-15      | 5.0000%  | 0.0000% | $1000.00           | $982.78            | Agency Mortgage-Backed Securities         |
| GNPL PN CQ9718       | 2060-01-15      | 5.5300%  | 0.0000% | $1000.00           | $1025.60           | Agency Mortgage-Backed Securities         |
| GNPL PN CR2284       | 2057-12-15      | 4.8200%  | 0.0000% | $2000.00           | $1947.44           | Agency Mortgage-Backed Securities         |
| GNPL PN CR4166       | 2058-09-15      | 5.1900%  | 0.0000% | $2000.00           | $1998.13           | Agency Mortgage-Backed Securities         |
| GNPL PN CR9630       | 2053-01-15      | 5.6700%  | 0.0000% | $1000.00           | $965.28            | Agency Mortgage-Backed Securities         |
| GNPL PN CS2714       | 2058-04-15      | 4.6700%  | 0.0000% | $2000.00           | $1933.85           | Agency Mortgage-Backed Securities         |
| GNPL PN CW8881       | 2065-11-15      | 5.8500%  | 0.0000% | $1000.00           | $1057.52           | Agency Mortgage-Backed Securities         |
| GNII SF CY5226 C     | 2054-02-20      | 5.5000%  | 0.0000% | $1000.00           | $672.36            | Agency Mortgage-Backed Securities         |
| GNII SF DA2004 C     | 2054-03-20      | 5.5000%  | 0.0000% | $1000.00           | $993.10            | Agency Mortgage-Backed Securities         |
| GNPL PN DA8511       | 2060-06-15      | 5.8400%  | 0.0000% | $1000.00           | $1054.71           | Agency Mortgage-Backed Securities         |
| GNPL PN DC4422       | 2059-09-15      | 5.6900%  | 0.0000% | $1000.00           | $1038.99           | Agency Mortgage-Backed Securities         |
| GNPL PN DD2271       | 2060-04-15      | 5.7300%  | 0.0000% | $1000.00           | $1049.10           | Agency Mortgage-Backed Securities         |
| GNPL LS DE4056       | 2064-12-15      | 6.0300%  | 0.0000% | $1000.00           | $1063.23           | Agency Mortgage-Backed Securities         |
| GNPL PN DE5565       | 2060-01-15      | 6.2000%  | 0.0000% | $1000.00           | $1072.50           | Agency Mortgage-Backed Securities         |
| GNPL PN DE9888       | 2055-04-15      | 5.5500%  | 0.0000% | $1000.00           | $1036.31           | Agency Mortgage-Backed Securities         |
| GNPL PN DF8939       | 2059-12-15      | 4.9600%  | 0.0000% | $1000.00           | $995.55            | Agency Mortgage-Backed Securities         |
| GNPL PN DF9978       | 2059-12-15      | 5.4000%  | 0.0000% | $1000.00           | $1025.65           | Agency Mortgage-Backed Securities         |
| GNII SF DG6831 C     | 2055-02-20      | 6.5000%  | 0.0000% | $2000.00           | $1319.66           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLAS7482 | 2046-07-01      | 3.0000%  | 0.0000% | $222897409.00      | $32644805.21       | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAS9789 | 2047-06-01      | 4.5000%  | 0.0000% | $47592704.00       | $12503120.31       | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CQAT6307 | 2043-06-01      | 4.0000%  | 0.0000% | $16892000.00       | $2583721.05        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAU1822 | 2043-08-01      | 3.5000%  | 0.0000% | $1008093.00        | $122303.96         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLAY6103 | 2045-06-01      | 3.0000%  | 0.0000% | $1000.00           | $139.69            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CL849913 | 2035-09-01      | 5.0000%  | 0.0000% | $5281560.00        | $139319.54         | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDA3178 | 2053-11-01      | 6.5000%  | 0.0000% | $1000.00           | $907.25            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDB0473 | 2054-05-01      | 5.5000%  | 0.0000% | $1000.00           | $1003.35           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDB1855 | 2054-04-01      | 6.5000%  | 0.0000% | $3320708.00        | $2751427.08        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDB7565 | 2054-08-01      | 6.5000%  | 0.0000% | $889471.00         | $767405.04         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDB8176 | 2054-08-01      | 6.0000%  | 0.0000% | $1000.00           | $879.24            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDB8675 | 2054-07-01      | 5.0000%  | 0.0000% | $483567.00         | $475949.94         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDB9254 | 2054-08-01      | 5.5000%  | 0.0000% | $1000.00           | $995.50            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDB9392 | 2054-08-01      | 6.5000%  | 0.0000% | $1567744.00        | $1530053.06        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDB9934 | 2054-09-01      | 5.0000%  | 0.0000% | $1024.00           | $883.43            | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLDC0554 | 2054-07-01      | 7.0000%  | 0.0000% | $1188488.00        | $1239538.51        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDC1658 | 2054-09-01      | 6.5000%  | 0.0000% | $1135600.00        | $678252.64         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDC2586 | 2055-03-01      | 6.0000%  | 0.0000% | $2539191.00        | $2609696.66        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDC4406 | 2054-10-01      | 5.0000%  | 0.0000% | $2492584.00        | $2236257.55        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDC6533 | 2054-11-01      | 5.0000%  | 0.0000% | $1008.00           | $938.44            | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLDC6959 | 2054-11-01      | 7.0000%  | 0.0000% | $1001806.00        | $783170.71         | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDC7977 | 2055-01-01      | 6.5000%  | 0.0000% | $1000.00           | $828.90            | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLDC7350 | 2054-11-01      | 7.0000%  | 0.0000% | $1000.00           | $928.45            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLDC8818 | 2054-11-01      | 4.0000%  | 0.0000% | $1032176.00        | $514967.91         | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDD0039 | 2055-01-01      | 6.5000%  | 0.0000% | $1000.00           | $811.55            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDD0050 | 2055-01-01      | 5.5000%  | 0.0000% | $1000.00           | $804.79            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDD0281 | 2055-01-01      | 5.5000%  | 0.0000% | $508494.00         | $453840.01         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDD1033 | 2055-02-01      | 5.0000%  | 0.0000% | $7000.00           | $6517.17           | Agency Mortgage-Backed Securities         |
| GNII SF MB0817 M     | 2055-10-20      | 7.0000%  | 0.0000% | $1000.00           | $1041.89           | Agency Mortgage-Backed Securities         |
| GNII SF MB0872 M     | 2056-01-20      | 5.5000%  | 0.0000% | $13721313.00       | $13985867.54       | Agency Mortgage-Backed Securities         |
| GNII SF MB0024 M     | 2054-11-20      | 4.5000%  | 0.0000% | $1000.00           | $925.37            | Agency Mortgage-Backed Securities         |
| GNII SF MB0122 M     | 2040-01-20      | 5.5000%  | 0.0000% | $1000.00           | $790.39            | Agency Mortgage-Backed Securities         |
| GNII SF MB0150 M     | 2054-12-20      | 7.0000%  | 0.0000% | $1000.00           | $508.91            | Agency Mortgage-Backed Securities         |
| GNII SF MB0205 M     | 2055-02-20      | 5.5000%  | 0.0000% | $13039247.00       | $10927876.75       | Agency Mortgage-Backed Securities         |
| GNII SF MB0257 M     | 2055-03-20      | 4.5000%  | 0.0000% | $1000.00           | $960.61            | Agency Mortgage-Backed Securities         |
| GNII SF MB0425 M     | 2055-06-20      | 6.0000%  | 0.0000% | $1618441.00        | $1613078.00        | Agency Mortgage-Backed Securities         |
| GNPL PN DH1766       | 2060-04-15      | 5.9900%  | 0.0000% | $1000.00           | $1043.44           | Agency Mortgage-Backed Securities         |
| GNII SF DH4869 C     | 2055-06-20      | 6.5000%  | 0.0000% | $1000.00           | $1042.60           | Agency Mortgage-Backed Securities         |
| GNII SF DH4941 C     | 2055-06-20      | 6.5000%  | 0.0000% | $1000.00           | $1043.96           | Agency Mortgage-Backed Securities         |
| GNPL PN DH6641       | 2060-03-15      | 4.9600%  | 0.0000% | $1000.00           | $997.50            | Agency Mortgage-Backed Securities         |
| GNII ET DJ0862 C     | 2065-06-20      | 6.5000%  | 0.0000% | $1000.00           | $1041.91           | Agency Mortgage-Backed Securities         |
| GNCL CL DJ2719       | 2065-08-15      | 6.2800%  | 0.0000% | $1000.00           | $1070.15           | Agency Mortgage-Backed Securities         |
| GNII SF DJ3638 C     | 2055-04-20      | 6.5000%  | 0.0000% | $1008.00           | $648.59            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDF2014 | 2055-11-01      | 5.0000%  | 0.0000% | $1000.00           | $1006.44           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDF2261 | 2055-10-01      | 5.5000%  | 0.0000% | $3976568.00        | $3118344.17        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDF2915 | 2055-11-01      | 6.5000%  | 0.0000% | $1256771.00        | $1319462.10        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDF3127 | 2055-12-01      | 5.0000%  | 0.0000% | $1000.00           | $1010.08           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDF3185 | 2055-10-01      | 6.0000%  | 0.0000% | $1000.00           | $1038.87           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDF3445 | 2055-10-01      | 6.5000%  | 0.0000% | $1000.00           | $1047.68           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDF5952 | 2055-12-01      | 5.5000%  | 0.0000% | $1000.00           | $1031.44           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDF6606 | 2055-12-01      | 5.0000%  | 0.0000% | $1008.00           | $1015.17           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDF7410 | 2055-12-01      | 5.5000%  | 0.0000% | $1000.00           | $1021.93           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDF7468 | 2055-12-01      | 5.0000%  | 0.0000% | $1008.00           | $1014.47           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLBD2449 | 2047-01-01      | 3.5000%  | 0.0000% | $2885106.00        | $704920.76         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBD6341 | 2046-09-01      | 3.0000%  | 0.0000% | $1000.00           | $106.03            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 I4BF0131 | 2056-08-01      | 3.5000%  | 0.0000% | $2048.00           | $597.12            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 I4BF0170 | 2057-02-01      | 4.5000%  | 0.0000% | $1024.00           | $257.98            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 U4BF0286 | 2052-07-01      | 3.5000%  | 0.0000% | $1000.00           | $353.88            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 U4BF0288 | 2052-03-01      | 4.0000%  | 0.0000% | $3072.00           | $978.89            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 I3BF0436 | 2049-02-01      | 3.5000%  | 0.0000% | $14164236.00       | $5894960.03        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 I4BF0656 | 2062-06-01      | 4.0000%  | 0.0000% | $1000.00           | $714.96            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 I4BF0734 | 2063-06-01      | 3.5000%  | 0.0000% | $8409699.00        | $6127172.43        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLBH7620 | 2047-08-01      | 3.5000%  | 0.0000% | $28044360.00       | $5717169.93        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBJ0632 | 2048-03-01      | 4.0000%  | 0.0000% | $1024.00           | $136.47            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLBJ1620 | 2047-11-01      | 3.5000%  | 0.0000% | $1000.00           | $147.19            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CTBJ4287 | 2038-01-01      | 4.0000%  | 0.0000% | $1000.00           | $180.84            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIBK2214 | 2035-03-01      | 2.5000%  | 0.0000% | $1000.00           | $304.56            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLBK2444 | 2050-05-01      | 2.5000%  | 0.0000% | $21758432.00       | $9846200.17        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBM4341 | 2048-02-01      | 4.0000%  | 0.0000% | $42150422.00       | $12463951.42       | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBM5332 | 2048-11-01      | 4.5000%  | 0.0000% | $6409414.00        | $1691657.55        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBM5063 | 2048-12-01      | 4.5000%  | 0.0000% | $110688256.00      | $16805855.51       | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBM5135 | 2048-07-01      | 4.0000%  | 0.0000% | $3006909.00        | $863604.20         | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBN3673 | 2049-03-01      | 4.5000%  | 0.0000% | $5889240.00        | $1911188.44        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBN6633 | 2049-05-01      | 4.5000%  | 0.0000% | $1024.00           | $324.57            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBO4645 | 2049-11-01      | 3.0000%  | 0.0000% | $133840688.00      | $47029186.60       | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CIBO9370 | 2034-11-01      | 5.0000%  | 0.0000% | $1000.00           | $402.58            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLBP5575 | 2050-06-01      | 2.5000%  | 0.0000% | $1024.00           | $494.70            | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLBP7519 | 2050-11-01      | 2.0000%  | 0.0000% | $1000.00           | $518.61            | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLBP8110 | 2050-08-01      | 2.0000%  | 0.0000% | $1042.00           | $457.89            | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLBQ1254 | 2050-09-01      | 2.0000%  | 0.0000% | $1024.00           | $571.99            | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLBR4756 | 2051-03-01      | 2.0000%  | 0.0000% | $1000.00           | $507.78            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLBU4408 | 2054-02-01      | 6.0000%  | 0.0000% | $1000.00           | $874.88            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLBU4200 | 2053-10-01      | 6.0000%  | 0.0000% | $12660096.00       | $8207783.75        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBU5359 | 2054-12-01      | 4.0000%  | 0.0000% | $2003.00           | $1655.25           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLBU4961 | 2054-08-01      | 6.5000%  | 0.0000% | $1000.00           | $786.04            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLBU4968 | 2054-08-01      | 6.0000%  | 0.0000% | $1000.00           | $730.53            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBU5168 | 2054-11-01      | 5.0000%  | 0.0000% | $1040.00           | $989.00            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLBU5152 | 2054-11-01      | 5.5000%  | 0.0000% | $1008.00           | $959.53            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBU5815 | 2055-03-01      | 5.0000%  | 0.0000% | $1003.00           | $999.71            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLBV5872 | 2055-07-01      | 6.5000%  | 0.0000% | $1175976.00        | $1213868.99        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLBV5874 | 2055-07-01      | 6.0000%  | 0.0000% | $1153456.00        | $1198267.85        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLBV5988 | 2055-08-01      | 6.5000%  | 0.0000% | $1003.00           | $746.24            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBV6432 | 2055-12-01      | 4.5000%  | 0.0000% | $189478.00         | $187561.39         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBV7953 | 2052-08-01      | 5.0000%  | 0.0000% | $2048.00           | $1532.08           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBV9273 | 2052-07-01      | 5.0000%  | 0.0000% | $1004.00           | $801.46            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBV9645 | 2052-05-01      | 3.0000%  | 0.0000% | $1000.00           | $716.35            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBV9704 | 2052-06-01      | 4.5000%  | 0.0000% | $16907008.00       | $12747907.14       | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBV9952 | 2052-06-01      | 4.0000%  | 0.0000% | $2002.00           | $1226.50           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBW0964 | 2052-07-01      | 5.0000%  | 0.0000% | $2000.00           | $1391.88           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBW1386 | 2052-12-01      | 4.5000%  | 0.0000% | $2003.00           | $1682.58           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBW4863 | 2053-03-01      | 4.5000%  | 0.0000% | $1024.00           | $834.73            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBW5260 | 2053-03-01      | 5.0000%  | 0.0000% | $3546252.00        | $3429478.02        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBW5857 | 2052-09-01      | 5.0000%  | 0.0000% | $3243084.00        | $2397745.04        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBW6535 | 2052-07-01      | 5.0000%  | 0.0000% | $2598250.00        | $1374241.20        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBW8211 | 2052-08-01      | 5.0000%  | 0.0000% | $2544900.00        | $1832680.55        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBW8543 | 2052-09-01      | 5.0000%  | 0.0000% | $10032.00          | $7289.72           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBX0487 | 2052-10-01      | 5.0000%  | 0.0000% | $1882460.00        | $1406436.96        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLBX1166 | 2052-11-01      | 5.5000%  | 0.0000% | $3096508.00        | $1905556.88        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBX1865 | 2052-11-01      | 5.0000%  | 0.0000% | $1000.00           | $955.16            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLBX1920 | 2053-02-01      | 6.0000%  | 0.0000% | $2434560.00        | $2081514.98        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBX2211 | 2052-08-01      | 5.0000%  | 0.0000% | $2048.00           | $1415.32           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLBX4945 | 2053-01-01      | 6.5000%  | 0.0000% | $7154688.00        | $5076457.47        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBX6584 | 2053-04-01      | 5.0000%  | 0.0000% | $2000.00           | $1799.01           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLBX9762 | 2053-04-01      | 5.5000%  | 0.0000% | $4665416.00        | $3550646.90        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLBY0977 | 2053-06-01      | 6.0000%  | 0.0000% | $1614000.00        | $1383418.47        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLBY2057 | 2053-05-01      | 6.0000%  | 0.0000% | $5000.00           | $4799.09           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLBY4456 | 2053-07-01      | 5.5000%  | 0.0000% | $10350904.00       | $8318893.91        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLBY7579 | 2054-08-01      | 5.5000%  | 0.0000% | $1000.00           | $997.53            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLCA0102 | 2047-08-01      | 3.5000%  | 0.0000% | $173476096.00      | $38746157.66       | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLCA3484 | 2049-05-01      | 4.0000%  | 0.0000% | $1024.00           | $297.37            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLCA3328 | 2049-04-01      | 4.0000%  | 0.0000% | $3072.00           | $595.76            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCA3685 | 2049-06-01      | 4.5000%  | 0.0000% | $1040.00           | $345.06            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLCA3828 | 2049-07-01      | 4.0000%  | 0.0000% | $1998.00           | $394.51            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLCA4016 | 2049-08-01      | 3.0000%  | 0.0000% | $98999.00          | $22972.49          | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLCA6025 | 2050-06-01      | 2.0000%  | 0.0000% | $3040.00           | $1487.42           | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLCA6070 | 2050-06-01      | 2.0000%  | 0.0000% | $3360.00           | $1406.57           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLCA6345 | 2050-07-01      | 2.5000%  | 0.0000% | $1000.00           | $372.55            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLCA6422 | 2050-07-01      | 3.0000%  | 0.0000% | $1000.00           | $300.94            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLCA6610 | 2050-08-01      | 3.0000%  | 0.0000% | $1000.00           | $386.50            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLCA6911 | 2050-09-01      | 2.5000%  | 0.0000% | $1024.00           | $495.35            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLCA6912 | 2050-09-01      | 2.5000%  | 0.0000% | $208771659.00      | $85187567.36       | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLCA6919 | 2050-09-01      | 2.5000%  | 0.0000% | $1040.00           | $492.74            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLCA8024 | 2050-12-01      | 2.5000%  | 0.0000% | $1024.00           | $509.92            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLCA7234 | 2050-10-01      | 2.5000%  | 0.0000% | $3082.00           | $1281.45           | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLCA7288 | 2050-10-01      | 2.0000%  | 0.0000% | $76946945.00       | $37925235.34       | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLCA7331 | 2050-10-01      | 2.0000%  | 0.0000% | $12044122.00       | $6055439.94        | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLCA8730 | 2051-01-01      | 2.0000%  | 0.0000% | $1008.00           | $529.53            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLCB1528 | 2051-09-01      | 2.5000%  | 0.0000% | $1024.00           | $631.66            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCB4102 | 2052-07-01      | 4.5000%  | 0.0000% | $4079104.00        | $2813279.42        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB6177 | 2053-05-01      | 5.0000%  | 0.0000% | $1048.00           | $896.65            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCB6238 | 2053-05-01      | 4.5000%  | 0.0000% | $3290064.00        | $2432187.96        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB6254 | 2053-05-01      | 5.5000%  | 0.0000% | $7834330.00        | $6194273.02        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCB5631 | 2053-02-01      | 4.5000%  | 0.0000% | $2598.00           | $2122.66           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCB5707 | 2053-02-01      | 6.0000%  | 0.0000% | $2397230.00        | $1606425.96        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB6069 | 2053-04-01      | 5.5000%  | 0.0000% | $2048.00           | $1486.58           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB6054 | 2053-04-01      | 5.0000%  | 0.0000% | $43562600.00       | $33230184.59       | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB6079 | 2053-04-01      | 5.5000%  | 0.0000% | $22149024.00       | $15536970.43       | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCB6092 | 2053-04-01      | 6.0000%  | 0.0000% | $39205008.00       | $27055960.46       | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCB7127 | 2053-09-01      | 6.0000%  | 0.0000% | $20670641.00       | $16728764.63       | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB6482 | 2053-06-01      | 5.5000%  | 0.0000% | $2048.00           | $1890.26           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB6521 | 2053-05-01      | 5.0000%  | 0.0000% | $1240722.00        | $926888.75         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB7302 | 2053-10-01      | 5.5000%  | 0.0000% | $18314048.00       | $15798094.92       | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLCB7346 | 2053-10-01      | 6.5000%  | 0.0000% | $1000.00           | $742.81            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCB7502 | 2053-11-01      | 6.0000%  | 0.0000% | $94527128.00       | $75809060.65       | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCB7952 | 2054-02-01      | 4.5000%  | 0.0000% | $2798728.00        | $2394319.94        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCB8344 | 2054-04-01      | 6.0000%  | 0.0000% | $1000.00           | $829.77            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB8754 | 2054-06-01      | 5.5000%  | 0.0000% | $31726592.00       | $30320250.59       | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLCB9022 | 2054-08-01      | 6.5000%  | 0.0000% | $1000.00           | $832.62            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB9440 | 2054-11-01      | 5.5000%  | 0.0000% | $5324.00           | $5052.88           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB9666 | 2054-12-01      | 5.5000%  | 0.0000% | $1000.00           | $961.53            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB9671 | 2054-12-01      | 5.5000%  | 0.0000% | $67860608.00       | $63332865.03       | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB9964 | 2055-02-01      | 5.0000%  | 0.0000% | $62244368.00       | $58352642.07       | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLDF8119 | 2055-12-01      | 4.5000%  | 0.0000% | $1059926.00        | $1047958.58        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDF8148 | 2056-01-01      | 5.5000%  | 0.0000% | $1610099.00        | $1655703.91        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDF8800 | 2056-01-01      | 5.0000%  | 0.0000% | $7056600.00        | $7088060.18        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDF9696 | 2056-01-01      | 5.0000%  | 0.0000% | $4502480.00        | $4524418.46        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDF9693 | 2056-01-01      | 5.0000%  | 0.0000% | $1000.00           | $1004.73           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFA0545 | 2054-12-01      | 5.5000%  | 0.0000% | $1024.00           | $855.87            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFA0707 | 2054-03-01      | 5.0000%  | 0.0000% | $3842936.00        | $3670959.77        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFA1684 | 2047-07-01      | 3.5000%  | 0.0000% | $12320894.00       | $10840633.13       | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFA1717 | 2055-01-01      | 5.5000%  | 0.0000% | $6897760.00        | $6645304.67        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLFA1938 | 2053-07-01      | 4.5000%  | 0.0000% | $1445466.00        | $1348774.84        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFA2295 | 2055-07-01      | 5.5000%  | 0.0000% | $23727039.00       | $23645300.45       | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLZS4609 | 2045-04-01      | 3.0000%  | 0.0000% | $7918.00           | $1046.08           | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CIZS8598 | 2031-02-01      | 3.0000%  | 0.0000% | $885237.00         | $77810.97          | Agency Mortgage-Backed Securities         |
| FEPC 04.000 3SZT0959 | 2048-01-01      | 4.0000%  | 0.0000% | $44190722.00       | $10926966.78       | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CISB1770 | 2036-12-01      | 2.0000%  | 0.0000% | $2956830.00        | $2716252.78        | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CISB1774 | 2037-03-01      | 2.0000%  | 0.0000% | $4921808.00        | $4519321.03        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD2212 | 2053-01-01      | 5.5000%  | 0.0000% | $1024.00           | $884.86            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD2254 | 2052-07-01      | 3.5000%  | 0.0000% | $6346553.00        | $4842869.03        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD2473 | 2053-02-01      | 5.0000%  | 0.0000% | $1325000.00        | $1079657.18        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD2778 | 2053-03-01      | 5.5000%  | 0.0000% | $6345856.00        | $4774734.92        | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD3089 | 2052-02-01      | 2.5000%  | 0.0000% | $2000.00           | $1309.83           | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLSD5318 | 2054-04-01      | 6.5000%  | 0.0000% | $6460267.00        | $5083672.63        | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD4553 | 2053-09-01      | 3.0000%  | 0.0000% | $109391.00         | $84160.60          | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLSD4881 | 2054-02-01      | 6.5000%  | 0.0000% | $65541.00          | $53618.92          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD5520 | 2054-05-01      | 6.0000%  | 0.0000% | $31483754.00       | $26828947.35       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD7391 | 2055-01-01      | 6.0000%  | 0.0000% | $25605330.00       | $22949807.23       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD7576 | 2055-01-01      | 5.5000%  | 0.0000% | $10127.00          | $9556.90           | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD8189 | 2052-01-01      | 2.5000%  | 0.0000% | $173170.00         | $110752.17         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD8257 | 2052-10-01      | 4.5000%  | 0.0000% | $1329.00           | $1030.15           | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLSD8244 | 2052-09-01      | 4.0000%  | 0.0000% | $1000.00           | $777.58            | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD8262 | 2052-09-01      | 2.5000%  | 0.0000% | $1000.00           | $718.61            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD8267 | 2052-11-01      | 5.0000%  | 0.0000% | $201246464.00      | $158724793.70      | Agency Mortgage-Backed Securities         |
| 05.000 FGPC Q01710 G | 2041-07-01      | 5.0000%  | 0.0000% | $1987676.00        | $164234.19         | Agency Mortgage-Backed Securities         |
| 04.000 FGPC U90454 G | 2042-06-01      | 4.0000%  | 0.0000% | $1008.00           | $120.78            | Agency Mortgage-Backed Securities         |
| 04.000 FGPC V81188 G | 2044-05-01      | 4.0000%  | 0.0000% | $26718960.00       | $3596424.86        | Agency Mortgage-Backed Securities         |
| 03.500 FGPC V82209 G | 2046-02-01      | 3.5000%  | 0.0000% | $1000.00           | $152.43            | Agency Mortgage-Backed Securities         |
| 04.000 FGPC Q62189 G | 2049-03-01      | 4.0000%  | 0.0000% | $3072.00           | $514.62            | Agency Mortgage-Backed Securities         |
| 04.500 FGPC Q62997 G | 2049-04-01      | 4.5000%  | 0.0000% | $9815050.00        | $1889858.96        | Agency Mortgage-Backed Securities         |
| 03.500 FGPC Q42622 G | 2046-08-01      | 3.5000%  | 0.0000% | $1000.00           | $134.21            | Agency Mortgage-Backed Securities         |
| 03.500 FGPC Q46157 G | 2047-02-01      | 3.5000%  | 0.0000% | $12965808.00       | $3146009.55        | Agency Mortgage-Backed Securities         |
| 04.000 FGPC Q49500 G | 2047-07-01      | 4.0000%  | 0.0000% | $1000.00           | $270.24            | Agency Mortgage-Backed Securities         |
| 03.500 FGPC Q53595 G | 2048-01-01      | 3.5000%  | 0.0000% | $1000.00           | $212.86            | Agency Mortgage-Backed Securities         |
| 04.500 FGPC Q56256 G | 2048-05-01      | 4.5000%  | 0.0000% | $12134215.00       | $2611392.05        | Agency Mortgage-Backed Securities         |
| 03.500 FGPC G61416 G | 2042-05-01      | 3.5000%  | 0.0000% | $15507344.00       | $3809734.87        | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLQA7250 | 2050-02-01      | 3.0000%  | 0.0000% | $369018.00         | $134712.64         | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLQD3494 | 2051-12-01      | 3.0000%  | 0.0000% | $1000.00           | $522.38            | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLQD4215 | 2052-01-01      | 2.0000%  | 0.0000% | $3072.00           | $2082.97           | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLQD4218 | 2052-01-01      | 2.0000%  | 0.0000% | $2048.00           | $1454.31           | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLQD4227 | 2052-01-01      | 2.0000%  | 0.0000% | $1024.00           | $703.01            | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLQD4228 | 2052-01-01      | 2.0000%  | 0.0000% | $16603583.00       | $11225733.16       | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLQD7436 | 2052-02-01      | 3.0000%  | 0.0000% | $2000.00           | $1507.35           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLQE0770 | 2052-04-01      | 3.5000%  | 0.0000% | $2048.00           | $1416.96           | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLQE1063 | 2052-04-01      | 3.0000%  | 0.0000% | $1000.00           | $680.09            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQE8029 | 2052-08-01      | 5.0000%  | 0.0000% | $1056.00           | $771.47            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQE9012 | 2052-08-01      | 5.0000%  | 0.0000% | $3072.00           | $2317.44           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQE9372 | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $596.35            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQE9592 | 2052-09-01      | 5.0000%  | 0.0000% | $1796112.00        | $1163660.29        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQF0909 | 2052-09-01      | 6.0000%  | 0.0000% | $1000.00           | $1001.44           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQF6504 | 2053-01-01      | 6.0000%  | 0.0000% | $5044000.00        | $3402732.01        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQF7884 | 2053-02-01      | 6.0000%  | 0.0000% | $1778047.00        | $1395568.82        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQG0785 | 2053-04-01      | 5.5000%  | 0.0000% | $3194420.00        | $2175223.08        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQH0832 | 2053-08-01      | 6.5000%  | 0.0000% | $7498216.00        | $6569673.83        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQH4722 | 2053-11-01      | 6.5000%  | 0.0000% | $1000.00           | $721.71            | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQH5665 | 2053-11-01      | 6.5000%  | 0.0000% | $1000.00           | $669.81            | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQJ3034 | 2054-09-01      | 6.5000%  | 0.0000% | $461480.00         | $393957.27         | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQJ3930 | 2054-09-01      | 6.5000%  | 0.0000% | $1000.00           | $885.53            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQJ4592 | 2054-09-01      | 5.5000%  | 0.0000% | $1085618.00        | $974930.46         | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CTQK1141 | 2041-10-01      | 4.0000%  | 0.0000% | $1000.00           | $199.55            | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CIQN1110 | 2034-12-01      | 2.5000%  | 0.0000% | $4894.00           | $1295.85           | Agency Mortgage-Backed Securities         |
| FEPC 01.500 CIQN4926 | 2036-02-01      | 1.5000%  | 0.0000% | $1291299.00        | $643923.41         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CNQS0268 | 2032-09-01      | 5.0000%  | 0.0000% | $1000.00           | $233.58            | Agency Mortgage-Backed Securities         |
| FEPC 03.000 3PQU8069 | 2052-03-01      | 3.0000%  | 0.0000% | $6282736.00        | $4449554.80        | Agency Mortgage-Backed Securities         |
| FEPC 03.500 3PQU8070 | 2052-02-01      | 3.5000%  | 0.0000% | $2904784.00        | $2452990.35        | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLRA7184 | 2052-04-01      | 4.0000%  | 0.0000% | $1000.00           | $714.00            | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLRA6535 | 2051-12-01      | 2.5000%  | 0.0000% | $1000.00           | $670.70            | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLRA6844 | 2052-02-01      | 3.0000%  | 0.0000% | $1000.00           | $585.76            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRA7882 | 2052-09-01      | 5.0000%  | 0.0000% | $1024.00           | $779.16            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLRA7929 | 2052-09-01      | 4.5000%  | 0.0000% | $39503627.00       | $28980614.98       | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRA7940 | 2052-09-01      | 5.0000%  | 0.0000% | $1331810.00        | $928791.55         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRA8329 | 2052-12-01      | 5.5000%  | 0.0000% | $7964710.00        | $6395066.08        | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CNRD5123 | 2032-10-01      | 4.5000%  | 0.0000% | $384558.00         | $178120.50         | Agency Mortgage-Backed Securities         |
| FEPC 03.000 3PRE5059 | 2051-12-01      | 3.0000%  | 0.0000% | $10499088.00       | $5718016.89        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLAH5036 | 2041-02-01      | 5.5000%  | 0.0000% | $1000.00           | $23.51             | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAK7343 | 2042-02-01      | 4.5000%  | 0.0000% | $3020556.00        | $225622.12         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAS4996 | 2045-05-01      | 3.5000%  | 0.0000% | $174202807.00      | $14849160.97       | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAS6827 | 2046-03-01      | 3.5000%  | 0.0000% | $2064.00           | $485.98            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFA3007 | 2052-06-01      | 4.0000%  | 0.0000% | $2641137.00        | $2476921.00        | Agency Mortgage-Backed Securities         |
| GNII SF MA0935 M     | 2043-04-20      | 4.0000%  | 0.0000% | $26475.00          | $2122.65           | Agency Mortgage-Backed Securities         |
| GNII SF MA2073 M     | 2044-07-20      | 3.5000%  | 0.0000% | $1952.00           | $130.83            | Agency Mortgage-Backed Securities         |
| GNII SF MA2303 M     | 2044-10-20      | 3.5000%  | 0.0000% | $9400.00           | $678.89            | Agency Mortgage-Backed Securities         |
| GNII SF MA3521 M     | 2046-03-20      | 3.5000%  | 0.0000% | $2000.00           | $193.02            | Agency Mortgage-Backed Securities         |
| GNII JM MA3278 M     | 2030-12-20      | 2.5000%  | 0.0000% | $2000.00           | $116.52            | Agency Mortgage-Backed Securities         |
| GNII SF MA3376 M     | 2046-01-20      | 3.5000%  | 0.0000% | $1000.00           | $96.85             | Agency Mortgage-Backed Securities         |
| GNII SF MA3377 M     | 2046-01-20      | 4.0000%  | 0.0000% | $2000.00           | $166.09            | Agency Mortgage-Backed Securities         |
| GNII SF MA4383 M     | 2047-04-20      | 4.0000%  | 0.0000% | $2040.00           | $179.75            | Agency Mortgage-Backed Securities         |
| GNII SF MA4236 M     | 2032-02-20      | 3.5000%  | 0.0000% | $1000.00           | $86.49             | Agency Mortgage-Backed Securities         |
| GNII SF MA4322 M     | 2047-03-20      | 4.0000%  | 0.0000% | $2000.00           | $174.54            | Agency Mortgage-Backed Securities         |
| GNII SF MA4511 M     | 2047-06-20      | 4.0000%  | 0.0000% | $1008.00           | $96.76             | Agency Mortgage-Backed Securities         |
| GNII SF MA4720 M     | 2047-09-20      | 4.0000%  | 0.0000% | $1000.00           | $104.91            | Agency Mortgage-Backed Securities         |
| GNII SF MA5135 M     | 2048-04-20      | 3.0000%  | 0.0000% | $1000.00           | $153.12            | Agency Mortgage-Backed Securities         |
| GNII JM MA6210 M     | 2049-10-20      | 3.5000%  | 0.0000% | $2000.00           | $121.41            | Agency Mortgage-Backed Securities         |
| GNII JM MA6274 M     | 2049-11-20      | 3.0000%  | 0.0000% | $1008.00           | $83.38             | Agency Mortgage-Backed Securities         |
| GNII SF MA5650 M     | 2048-12-20      | 3.5000%  | 0.0000% | $1000.00           | $115.38            | Agency Mortgage-Backed Securities         |
| GNII JM MA5921 M     | 2049-05-20      | 3.5000%  | 0.0000% | $2025.00           | $34.88             | Agency Mortgage-Backed Securities         |
| GNII SF MA7138 M     | 2051-01-20      | 3.5000%  | 0.0000% | $2000.00           | $737.37            | Agency Mortgage-Backed Securities         |
| GNII JM MA6535 M     | 2049-04-20      | 5.0000%  | 0.0000% | $1000.00           | $69.93             | Agency Mortgage-Backed Securities         |
| GNII JM MA6566 M     | 2035-04-20      | 2.5000%  | 0.0000% | $3000.00           | $376.42            | Agency Mortgage-Backed Securities         |
| GNII JM MA6884 M     | 2050-08-20      | 2.0000%  | 0.0000% | $1000.00           | $438.16            | Agency Mortgage-Backed Securities         |
| GNII SF MA7367 M     | 2051-05-20      | 2.5000%  | 0.0000% | $1000.00           | $518.95            | Agency Mortgage-Backed Securities         |
| GNII SF DJ4653 C     | 2055-04-20      | 6.5000%  | 0.0000% | $1000.00           | $983.55            | Agency Mortgage-Backed Securities         |
| GNPL PN DJ4692       | 2060-06-15      | 4.9200%  | 0.0000% | $1000.00           | $980.47            | Agency Mortgage-Backed Securities         |
| GNCL CL DJ5974       | 2066-11-15      | 5.7300%  | 0.0000% | $2000.00           | $2005.69           | Agency Mortgage-Backed Securities         |
| GNII SF DJ6981 C     | 2055-07-20      | 5.0000%  | 0.0000% | $2000.00           | $1820.69           | Agency Mortgage-Backed Securities         |
| GNPL PN DJ8021       | 2060-07-15      | 5.7000%  | 0.0000% | $1000.00           | $1046.42           | Agency Mortgage-Backed Securities         |
| GNII SF DJ7743 C     | 2054-10-20      | 5.0000%  | 0.0000% | $1000.00           | $992.82            | Agency Mortgage-Backed Securities         |
| GNPL PN DJ7940       | 2060-06-15      | 5.6000%  | 0.0000% | $1000.00           | $1037.69           | Agency Mortgage-Backed Securities         |
| GNPL PN DJ7942       | 2060-06-15      | 5.9400%  | 0.0000% | $1001.00           | $1059.43           | Agency Mortgage-Backed Securities         |
| GNII SF DK0664 C     | 2055-08-20      | 6.5000%  | 0.0000% | $1000.00           | $947.44            | Agency Mortgage-Backed Securities         |
| GNII SF DK1883 C     | 2055-05-20      | 6.5000%  | 0.0000% | $1000.00           | $1041.59           | Agency Mortgage-Backed Securities         |
| GNII SF DK4968 C     | 2055-08-20      | 6.5000%  | 0.0000% | $1000.00           | $792.33            | Agency Mortgage-Backed Securities         |
| GNPL PN DK6754       | 2060-12-15      | 5.2500%  | 0.0000% | $1000.00           | $1019.44           | Agency Mortgage-Backed Securities         |
| GNII SF DK7520 C     | 2055-07-20      | 6.5000%  | 0.0000% | $2000.00           | $2089.24           | Agency Mortgage-Backed Securities         |
| GNII ET DK8107 C     | 2065-07-20      | 6.5000%  | 0.0000% | $1000.00           | $1042.69           | Agency Mortgage-Backed Securities         |
| GNII SF DK8309 C     | 2055-06-20      | 6.5000%  | 0.0000% | $1000.00           | $944.91            | Agency Mortgage-Backed Securities         |
| GNII SF DK8375 C     | 2055-07-20      | 6.5000%  | 0.0000% | $2000.00           | $2128.48           | Agency Mortgage-Backed Securities         |
| GNII SF DL1758 C     | 2055-10-20      | 6.0000%  | 0.0000% | $1000.00           | $1035.90           | Agency Mortgage-Backed Securities         |
| GNPL PN DL3196       | 2060-11-15      | 5.5500%  | 0.0000% | $2000.00           | $2075.88           | Agency Mortgage-Backed Securities         |
| GNII SF DL4378 C     | 2055-12-20      | 6.0000%  | 0.0000% | $1034.00           | $1072.21           | Agency Mortgage-Backed Securities         |
| GNII SF DL4438 C     | 2055-07-20      | 6.5000%  | 0.0000% | $2000.00           | $2045.87           | Agency Mortgage-Backed Securities         |
| GNII SF DL3741 C     | 2055-08-20      | 6.5000%  | 0.0000% | $1000.00           | $1044.52           | Agency Mortgage-Backed Securities         |
| GNII SF DL4086 C     | 2055-08-20      | 6.5000%  | 0.0000% | $1000.00           | $1043.66           | Agency Mortgage-Backed Securities         |
| GNII SF DL4131 C     | 2055-08-20      | 6.5000%  | 0.0000% | $1000.00           | $960.24            | Agency Mortgage-Backed Securities         |
| GNII SF DL5371 C     | 2055-12-20      | 6.5000%  | 0.0000% | $1000.00           | $1048.06           | Agency Mortgage-Backed Securities         |
| GNII SF DL4773 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1000.00           | $1043.86           | Agency Mortgage-Backed Securities         |
| GNII SF DL4802 C     | 2050-07-20      | 6.5000%  | 0.0000% | $2000.00           | $2081.15           | Agency Mortgage-Backed Securities         |
| GNII SF DL5043 C     | 2055-10-20      | 5.0000%  | 0.0000% | $2000.00           | $2015.32           | Agency Mortgage-Backed Securities         |
| GNII SF DL5257 C     | 2055-11-20      | 6.0000%  | 0.0000% | $1000.00           | $1063.29           | Agency Mortgage-Backed Securities         |
| GNII SF DL5827 C     | 2055-10-20      | 6.5000%  | 0.0000% | $1000.00           | $1035.24           | Agency Mortgage-Backed Securities         |
| GNII SF DL6866 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1000.00           | $1042.54           | Agency Mortgage-Backed Securities         |
| GNII SF DL6867 C     | 2055-07-20      | 6.5000%  | 0.0000% | $2000.00           | $2087.86           | Agency Mortgage-Backed Securities         |
| GNII SF DL6868 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1000.00           | $1043.84           | Agency Mortgage-Backed Securities         |
| GNII SF DL6914 C     | 2055-08-20      | 6.5000%  | 0.0000% | $1000.00           | $1044.38           | Agency Mortgage-Backed Securities         |
| GNII SF DL7653 C     | 2055-09-20      | 6.0000%  | 0.0000% | $1000.00           | $1013.81           | Agency Mortgage-Backed Securities         |
| GNII SF DL8480 C     | 2055-10-20      | 6.5000%  | 0.0000% | $2979.00           | $3172.40           | Agency Mortgage-Backed Securities         |
| GNPL PN DM0340       | 2060-09-15      | 5.7200%  | 0.0000% | $2000.00           | $2098.46           | Agency Mortgage-Backed Securities         |
| GNII SF DM3430 C     | 2055-09-20      | 6.5000%  | 0.0000% | $3000.00           | $3184.24           | Agency Mortgage-Backed Securities         |
| GNII SF DM3691 C     | 2055-11-20      | 5.0000%  | 0.0000% | $1000.00           | $1011.75           | Agency Mortgage-Backed Securities         |
| GNPL PN DM8149       | 2060-11-15      | 5.5000%  | 0.0000% | $2000.00           | $2075.47           | Agency Mortgage-Backed Securities         |
| GNII SF DM9024 C     | 2055-10-20      | 6.5000%  | 0.0000% | $1000.00           | $1063.38           | Agency Mortgage-Backed Securities         |
| GNII SF DM9291 C     | 2055-09-20      | 6.5000%  | 0.0000% | $1000.00           | $1059.10           | Agency Mortgage-Backed Securities         |
| GNII SF DM9917 C     | 2055-10-20      | 6.5000%  | 0.0000% | $1000.00           | $1066.85           | Agency Mortgage-Backed Securities         |
| GNII SF DN2022 C     | 2056-01-20      | 5.5000%  | 0.0000% | $2528.00           | $2613.65           | Agency Mortgage-Backed Securities         |
| GNII SF DN4009 C     | 2055-11-20      | 5.0000%  | 0.0000% | $1000.00           | $1004.21           | Agency Mortgage-Backed Securities         |
| GNII SF DN4075 C     | 2055-10-20      | 6.5000%  | 0.0000% | $1000.00           | $1055.68           | Agency Mortgage-Backed Securities         |
| GNII SF DN4266 C     | 2055-11-20      | 6.0000%  | 0.0000% | $2000.00           | $2106.01           | Agency Mortgage-Backed Securities         |
| GNII SF DN4344 C     | 2055-11-20      | 5.5000%  | 0.0000% | $1000.00           | $1030.82           | Agency Mortgage-Backed Securities         |
| GNII SF DN4509 C     | 2055-12-20      | 6.5000%  | 0.0000% | $1000.00           | $1056.49           | Agency Mortgage-Backed Securities         |
| GNII SF DN4925 C     | 2055-12-20      | 5.5000%  | 0.0000% | $2006.00           | $2057.23           | Agency Mortgage-Backed Securities         |
| GNII SF DN4984 C     | 2055-12-20      | 5.5000%  | 0.0000% | $1000.00           | $1025.39           | Agency Mortgage-Backed Securities         |
| GNII SF DN5083 C     | 2055-11-20      | 5.0000%  | 0.0000% | $1000.00           | $1007.29           | Agency Mortgage-Backed Securities         |
| GNII SF DN6232 C     | 2056-01-20      | 5.5000%  | 0.0000% | $2016.00           | $2069.59           | Agency Mortgage-Backed Securities         |
| GNII SF DN6276 C     | 2056-01-20      | 5.5000%  | 0.0000% | $1008.00           | $1034.80           | Agency Mortgage-Backed Securities         |
| GNII SF DN5580 C     | 2055-12-20      | 6.0000%  | 0.0000% | $2000.00           | $2079.98           | Agency Mortgage-Backed Securities         |
| GNII SF DN5763 C     | 2055-11-20      | 5.5000%  | 0.0000% | $2000.00           | $2060.89           | Agency Mortgage-Backed Securities         |
| GNCL CL DN8049       | 2066-01-15      | 5.8800%  | 0.0000% | $1000.00           | $1052.94           | Agency Mortgage-Backed Securities         |
| GNII SF DN7601 C     | 2055-10-20      | 6.5000%  | 0.0000% | $1000.00           | $1045.25           | Agency Mortgage-Backed Securities         |
| GNII SF DN7658 C     | 2055-12-20      | 5.5000%  | 0.0000% | $2000.00           | $2051.12           | Agency Mortgage-Backed Securities         |
| GNII SF DN9386 C     | 2055-11-20      | 6.5000%  | 0.0000% | $1000.00           | $1059.66           | Agency Mortgage-Backed Securities         |
| GNII SF DP0434 C     | 2056-01-20      | 6.0000%  | 0.0000% | $1000.00           | $1046.67           | Agency Mortgage-Backed Securities         |
| GNII SF DP0735 C     | 2055-12-20      | 5.5000%  | 0.0000% | $1000.00           | $1029.36           | Agency Mortgage-Backed Securities         |
| GNII SF DP1756 C     | 2056-01-20      | 6.0000%  | 0.0000% | $1000.00           | $1040.93           | Agency Mortgage-Backed Securities         |
| GNII SF DP4468 C     | 2056-01-20      | 6.0000%  | 0.0000% | $2000.00           | $2081.86           | Agency Mortgage-Backed Securities         |
| GNII SF DP3834 C     | 2056-01-20      | 5.5000%  | 0.0000% | $1995.00           | $2048.03           | Agency Mortgage-Backed Securities         |
| GNII SF DP4544 C     | 2056-01-20      | 6.5000%  | 0.0000% | $1000.00           | $1046.14           | Agency Mortgage-Backed Securities         |
| GNII SF DP7075 C     | 2056-01-20      | 6.5000%  | 0.0000% | $1000.00           | $1049.15           | Agency Mortgage-Backed Securities         |
| GNII SF DP7044 C     | 2056-01-20      | 5.5000%  | 0.0000% | $1430.00           | $1471.93           | Agency Mortgage-Backed Securities         |
| GNII SF DP8759 C     | 2056-01-20      | 5.5000%  | 0.0000% | $2984.00           | $3063.32           | Agency Mortgage-Backed Securities         |
| GNII SF DP8762 C     | 2056-01-20      | 5.5000%  | 0.0000% | $1000.00           | $1026.58           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFA3186 | 2055-11-01      | 5.5000%  | 0.0000% | $4128.00           | $4051.55           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFA4469 | 2056-02-01      | 3.0000%  | 0.0000% | $1120.00           | $1007.45           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFA3602 | 2055-11-01      | 5.5000%  | 0.0000% | $2048.00           | $2086.14           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFA3741 | 2055-11-01      | 6.0000%  | 0.0000% | $26264.00          | $26968.15          | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFA4136 | 2048-11-01      | 3.5000%  | 0.0000% | $2080.00           | $1949.26           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFA4169 | 2051-04-01      | 3.0000%  | 0.0000% | $1000.00           | $891.40            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFA4146 | 2056-01-01      | 5.0000%  | 0.0000% | $3152.00           | $3185.57           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFA4291 | 2056-01-01      | 5.5000%  | 0.0000% | $1024.00           | $1053.84           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFM2725 | 2050-02-01      | 3.0000%  | 0.0000% | $65000.00          | $27097.83          | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFM2824 | 2050-04-01      | 3.0000%  | 0.0000% | $1000.00           | $489.06            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFM2984 | 2045-08-01      | 4.0000%  | 0.0000% | $2048.00           | $584.83            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFM5449 | 2049-05-01      | 4.0000%  | 0.0000% | $48200512.00       | $16846204.98       | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFM8404 | 2051-08-01      | 3.5000%  | 0.0000% | $1000.00           | $485.79            | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CIFM9639 | 2036-11-01      | 2.0000%  | 0.0000% | $1024.00           | $557.19            | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLFS0475 | 2052-02-01      | 2.0000%  | 0.0000% | $45000.00          | $29379.26          | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFS1678 | 2052-04-01      | 4.0000%  | 0.0000% | $3638590.00        | $2601095.19        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFS1093 | 2052-04-01      | 3.5000%  | 0.0000% | $1000.00           | $655.85            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CIFS1492 | 2033-11-01      | 3.0000%  | 0.0000% | $1000.00           | $421.31            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLFS3810 | 2053-01-01      | 4.5000%  | 0.0000% | $1116012.00        | $828462.34         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFS4096 | 2053-03-01      | 5.0000%  | 0.0000% | $7296.00           | $5625.32           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFS4632 | 2053-05-01      | 5.5000%  | 0.0000% | $2048.00           | $1547.98           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFS5144 | 2052-06-01      | 3.5000%  | 0.0000% | $31900.00          | $25028.98          | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFS5504 | 2045-08-01      | 4.0000%  | 0.0000% | $17585.00          | $12902.72          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFS6378 | 2053-10-01      | 5.5000%  | 0.0000% | $7000.00           | $5788.06           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLFS7002 | 2054-01-01      | 6.5000%  | 0.0000% | $29246848.00       | $22907007.73       | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFS8016 | 2054-05-01      | 5.5000%  | 0.0000% | $194000.00         | $174098.15         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CIFS8060 | 2039-05-01      | 6.0000%  | 0.0000% | $1000.00           | $682.87            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFS7252 | 2053-11-01      | 5.0000%  | 0.0000% | $46000.00          | $39616.26          | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFS9345 | 2054-10-01      | 5.0000%  | 0.0000% | $6158.00           | $5526.23           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 ZLFP0136 | 2055-01-25      | 6.5000%  | 0.0000% | $10891469.00       | $9415371.72        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCC1718 | 2055-12-01      | 6.0000%  | 0.0000% | $1023.00           | $1055.76           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCC1402 | 2055-11-01      | 5.5000%  | 0.0000% | $2091.00           | $2128.90           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDA9466 | 2054-02-01      | 5.5000%  | 0.0000% | $1164850.00        | $816987.39         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL890388 | 2041-08-01      | 6.0000%  | 0.0000% | $2097.00           | $318.32            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL930802 | 2035-02-01      | 5.5000%  | 0.0000% | $2034.00           | $28.67             | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAB1840 | 2040-11-01      | 4.0000%  | 0.0000% | $3580.00           | $194.23            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CRAB5957 | 2042-08-01      | 4.0000%  | 0.0000% | $10658.00          | $612.66            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLAC8576 | 2040-01-01      | 5.5000%  | 0.0000% | $2130.00           | $89.04             | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLMA4438 | 2051-10-01      | 2.5000%  | 0.0000% | $8163280.00        | $4988151.77        | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLMA3833 | 2049-11-01      | 2.5000%  | 0.0000% | $82633088.00       | $16559328.30       | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLMA4733 | 2052-09-01      | 4.5000%  | 0.0000% | $1630000.00        | $1244092.36        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLMA4784 | 2052-10-01      | 4.5000%  | 0.0000% | $3002201.00        | $2276744.17        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLMA4841 | 2052-12-01      | 5.0000%  | 0.0000% | $189241140.00      | $147922355.75      | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLMA5106 | 2053-08-01      | 5.0000%  | 0.0000% | $2000.00           | $1659.82           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLMA5672 | 2055-04-01      | 5.0000%  | 0.0000% | $182223615.00      | $174474087.71      | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLAD0939 | 2040-03-01      | 5.5000%  | 0.0000% | $60024080.00       | $3598637.87        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQX1833 | 2054-12-01      | 6.0000%  | 0.0000% | $1000.00           | $1013.56           | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQX3694 | 2055-01-01      | 6.5000%  | 0.0000% | $2000.00           | $1822.51           | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQX8572 | 2055-02-01      | 6.5000%  | 0.0000% | $1058770.00        | $884424.69         | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQX9718 | 2055-02-01      | 6.5000%  | 0.0000% | $161292.00         | $149585.32         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY2143 | 2055-04-01      | 6.0000%  | 0.0000% | $9469328.00        | $8089323.87        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY5052 | 2055-05-01      | 6.0000%  | 0.0000% | $21580384.00       | $19102563.33       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY6124 | 2055-06-01      | 6.0000%  | 0.0000% | $21854734.00       | $20917634.69       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY7551 | 2055-07-01      | 6.0000%  | 0.0000% | $2048.00           | $2052.06           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQY8599 | 2055-07-01      | 5.5000%  | 0.0000% | $17059400.00       | $17343838.03       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQY9384 | 2055-08-01      | 5.5000%  | 0.0000% | $20270656.00       | $20390023.70       | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQZ3274 | 2055-08-01      | 6.5000%  | 0.0000% | $1014.00           | $1058.00           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQZ3343 | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $1034.98           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQZ4582 | 2055-10-01      | 5.0000%  | 0.0000% | $4030.00           | $4032.57           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQZ4583 | 2055-10-01      | 5.5000%  | 0.0000% | $9708608.00        | $9662102.20        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQZ4584 | 2055-10-01      | 5.5000%  | 0.0000% | $9482.00           | $9483.46           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQZ5017 | 2055-09-01      | 6.0000%  | 0.0000% | $7928172.00        | $7690169.54        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQZ5806 | 2055-10-01      | 5.5000%  | 0.0000% | $3590492.00        | $3654821.07        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQZ7535 | 2055-11-01      | 5.0000%  | 0.0000% | $3000.00           | $3005.62           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQZ7536 | 2055-11-01      | 5.5000%  | 0.0000% | $1008.00           | $1018.56           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSL0772 | 2052-09-01      | 3.5000%  | 0.0000% | $1000.00           | $870.45            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSL0248 | 2054-01-01      | 5.0000%  | 0.0000% | $1850484.00        | $1682931.00        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSL0303 | 2055-02-01      | 5.5000%  | 0.0000% | $2000.00           | $1909.60           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSL1240 | 2055-04-01      | 5.0000%  | 0.0000% | $999000.00         | $975861.31         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSL1476 | 2055-06-01      | 5.0000%  | 0.0000% | $31600.00          | $31210.07          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSL1482 | 2055-02-01      | 6.0000%  | 0.0000% | $2847000.00        | $2529326.01        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLSL3313 | 2055-11-01      | 6.5000%  | 0.0000% | $13895648.00       | $14175043.30       | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSL3710 | 2052-11-01      | 3.5000%  | 0.0000% | $314415.00         | $293840.09         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSL3888 | 2046-09-01      | 3.5000%  | 0.0000% | $1000.00           | $934.12            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSL3941 | 2056-01-01      | 5.0000%  | 0.0000% | $1024.00           | $1036.52           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRJ0096 | 2053-10-01      | 6.0000%  | 0.0000% | $1024.00           | $779.69            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRJ0944 | 2054-02-01      | 6.0000%  | 0.0000% | $2000.00           | $1617.10           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRJ1335 | 2054-04-01      | 5.5000%  | 0.0000% | $11000.00          | $10035.44          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRJ1511 | 2054-05-01      | 5.5000%  | 0.0000% | $54080576.00       | $50363840.27       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRJ3093 | 2054-12-01      | 6.0000%  | 0.0000% | $1024.00           | $906.08            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRJ4356 | 2055-06-01      | 5.0000%  | 0.0000% | $23917356.00       | $23850489.44       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRJ5502 | 2055-12-01      | 6.0000%  | 0.0000% | $5135.00           | $5316.87           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRJ5741 | 2056-01-01      | 5.5000%  | 0.0000% | $23893504.00       | $24549752.37       | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRQ0012 | 2055-06-01      | 5.0000%  | 0.0000% | $145776896.00      | $141836821.09      | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLTA5747 | 2056-02-01      | 5.5000%  | 0.0000% | $1008.00           | $1027.63           | Agency Mortgage-Backed Securities         |
| GNMI SF 759958 X     | 2041-11-15      | 4.0000%  | 0.0000% | $4542.00           | $486.25            | Agency Mortgage-Backed Securities         |
| GNMI SF 775089 X     | 2041-09-15      | 4.5000%  | 0.0000% | $59036.00          | $3454.04           | Agency Mortgage-Backed Securities         |
| GNMI SF 774845 X     | 2041-06-15      | 4.5000%  | 0.0000% | $1000.00           | $216.31            | Agency Mortgage-Backed Securities         |
| GNMI SF 777172 X     | 2041-11-15      | 4.0000%  | 0.0000% | $9908.00           | $2232.17           | Agency Mortgage-Backed Securities         |
| GNMI SF 778855 X     | 2027-02-15      | 3.0000%  | 0.0000% | $590179.00         | $3599.12           | Agency Mortgage-Backed Securities         |
| GNMI SF 778950 X     | 2027-03-15      | 3.5000%  | 0.0000% | $3151.00           | $16.55             | Agency Mortgage-Backed Securities         |
| GNMI SF 779402 X     | 2027-06-15      | 2.5000%  | 0.0000% | $1000.00           | $11.33             | Agency Mortgage-Backed Securities         |
| GNMI SF 779777 X     | 2041-12-15      | 4.0000%  | 0.0000% | $1252.00           | $169.98            | Agency Mortgage-Backed Securities         |
| GNMI SF 792721 X     | 2041-11-15      | 3.7500%  | 0.0000% | $1000.00           | $111.10            | Agency Mortgage-Backed Securities         |
| GNII SF AA6263 C     | 2043-04-20      | 3.0000%  | 0.0000% | $1003.00           | $185.80            | Agency Mortgage-Backed Securities         |
| GNII SF AA5752 C     | 2042-10-20      | 3.0000%  | 0.0000% | $1689.00           | $489.36            | Agency Mortgage-Backed Securities         |
| GNMI SF AA5990 X     | 2043-01-15      | 3.0000%  | 0.0000% | $1000.00           | $181.31            | Agency Mortgage-Backed Securities         |
| GNMI SF AA7216 X     | 2043-05-15      | 3.5000%  | 0.0000% | $1690.00           | $397.22            | Agency Mortgage-Backed Securities         |
| GNMI SF AB0701 X     | 2043-06-15      | 3.0000%  | 0.0000% | $1000.00           | $100.81            | Agency Mortgage-Backed Securities         |
| GNMI SF AB2892 X     | 2042-09-15      | 3.0000%  | 0.0000% | $26928.00          | $2074.87           | Agency Mortgage-Backed Securities         |
| GNII SF AB2917 C     | 2042-09-20      | 4.0000%  | 0.0000% | $2003.00           | $365.20            | Agency Mortgage-Backed Securities         |
| GNII SF AB9088 C     | 2042-10-20      | 3.0000%  | 0.0000% | $3356.00           | $421.85            | Agency Mortgage-Backed Securities         |
| GNMI SF AB9109 X     | 2042-10-15      | 3.0000%  | 0.0000% | $6626.00           | $695.34            | Agency Mortgage-Backed Securities         |
| GNII SF AB9267 C     | 2042-12-20      | 3.0000%  | 0.0000% | $23894.00          | $3706.04           | Agency Mortgage-Backed Securities         |
| GNMI SF AC3750 X     | 2042-12-15      | 3.0000%  | 0.0000% | $2023.00           | $171.03            | Agency Mortgage-Backed Securities         |
| GNII SF MA0138 M     | 2027-06-20      | 2.5000%  | 0.0000% | $61538.00          | $827.27            | Agency Mortgage-Backed Securities         |
| GNII SF MA0393 M     | 2042-09-20      | 4.0000%  | 0.0000% | $2003.00           | $134.17            | Agency Mortgage-Backed Securities         |
| GNII SF MA0535 M     | 2042-11-20      | 4.0000%  | 0.0000% | $12588.00          | $999.91            | Agency Mortgage-Backed Securities         |
| GNII SF MA0601 M     | 2027-12-20      | 2.5000%  | 0.0000% | $2012.00           | $39.70             | Agency Mortgage-Backed Securities         |
| GNII SF MA0624 M     | 2042-12-20      | 3.0000%  | 0.0000% | $1000.00           | $106.01            | Agency Mortgage-Backed Securities         |
| GNII SF MA1763 M     | 2044-02-20      | 5.0000%  | 0.0000% | $2745.00           | $139.61            | Agency Mortgage-Backed Securities         |
| Fannie Mae           | 2055-08-25      | 4.8473%  | 0.0000% | $28872592.00       | $28603471.57       | Agency Collateralized Mortgage Obligation |
| FNMS 06.000 CIDD2613 | 2040-02-01      | 6.0000%  | 0.0000% | $1000.00           | $840.88            | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLDD2885 | 2055-03-01      | 7.0000%  | 0.0000% | $1121981.00        | $1186718.42        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDD3009 | 2055-02-01      | 6.0000%  | 0.0000% | $52000.00          | $40484.64          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDD6221 | 2055-04-01      | 5.5000%  | 0.0000% | $3918936.00        | $3505660.57        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDD5400 | 2055-04-01      | 6.0000%  | 0.0000% | $1943204.00        | $1632809.65        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDD6012 | 2055-04-01      | 6.5000%  | 0.0000% | $1000.00           | $1033.99           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDD6416 | 2055-04-01      | 6.5000%  | 0.0000% | $1008.00           | $881.03            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDD8907 | 2055-08-01      | 6.0000%  | 0.0000% | $1009188.00        | $1054122.64        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDD8908 | 2055-08-01      | 6.0000%  | 0.0000% | $1066478.00        | $1106482.81        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDD8945 | 2055-09-01      | 6.5000%  | 0.0000% | $1000.00           | $1039.31           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDD9868 | 2055-09-01      | 6.0000%  | 0.0000% | $4623080.00        | $4860266.56        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDD9878 | 2055-08-01      | 6.0000%  | 0.0000% | $2118272.00        | $2172686.49        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDD9529 | 2055-08-01      | 6.0000%  | 0.0000% | $1201756.00        | $1232489.34        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDE0708 | 2055-06-01      | 6.5000%  | 0.0000% | $5059896.00        | $4998608.85        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDE4111 | 2055-08-01      | 6.0000%  | 0.0000% | $1439403.00        | $1490475.05        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDE6429 | 2055-08-01      | 5.5000%  | 0.0000% | $2374500.00        | $1771341.27        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDE7236 | 2055-07-01      | 6.0000%  | 0.0000% | $1321929.00        | $1366658.95        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDE7237 | 2055-07-01      | 6.0000%  | 0.0000% | $957077.00         | $980081.82         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDE7238 | 2055-07-01      | 6.0000%  | 0.0000% | $1912820.00        | $1428206.09        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDE8248 | 2055-09-01      | 6.5000%  | 0.0000% | $2838630.00        | $2943151.21        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDE8498 | 2055-08-01      | 6.0000%  | 0.0000% | $1004.00           | $1040.92           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDE8499 | 2055-08-01      | 6.0000%  | 0.0000% | $1474241.00        | $1529153.11        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDE9776 | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $1035.26           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDE9798 | 2055-09-01      | 6.0000%  | 0.0000% | $1664750.00        | $1726078.18        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDE9828 | 2055-09-01      | 6.0000%  | 0.0000% | $4242420.00        | $3909459.16        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDE9647 | 2055-09-01      | 6.5000%  | 0.0000% | $1000.00           | $1049.61           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDE9730 | 2055-09-01      | 5.0000%  | 0.0000% | $5826456.00        | $5837025.42        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDF0028 | 2055-08-01      | 6.5000%  | 0.0000% | $678986.00         | $717623.04         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDF0156 | 2055-08-01      | 6.0000%  | 0.0000% | $1313630.00        | $1340683.98        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDF0214 | 2055-10-01      | 5.5000%  | 0.0000% | $7550328.00        | $7531079.30        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDF1096 | 2055-10-01      | 5.0000%  | 0.0000% | $1369019.00        | $1375352.06        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDF1532 | 2055-10-01      | 6.5000%  | 0.0000% | $1038900.00        | $1074658.59        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDF1667 | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1019.43           | Agency Mortgage-Backed Securities         |

### Security 712: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1EQMP0, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP1EQMP0
- **C.18 - Value (incl. sponsor support):** $7269000000.00
- **C.18.a - Value (excl. sponsor support):** $7269000000.00
- **C.19 - Percentage of Net Assets:** 1.8600%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNII ET DP1358 C     | 2065-11-20      | 5.5000%  | 0.0000% | $201165.00         | $204292.68         | Agency Mortgage-Backed Securities         |
| GNII ET DP1538 C     | 2062-10-20      | 4.0000%  | 0.0000% | $154263.00         | $147466.32         | Agency Mortgage-Backed Securities         |
| GNII SF DP4415 C     | 2055-12-20      | 5.0000%  | 0.0000% | $2293372.00        | $2306792.30        | Agency Mortgage-Backed Securities         |
| GNII ET DP4432 C     | 2062-05-20      | 4.0000%  | 0.0000% | $168175.00         | $160185.08         | Agency Mortgage-Backed Securities         |
| GNII SF DP4452 C     | 2056-01-20      | 5.0000%  | 0.0000% | $7472160.00        | $7523873.16        | Agency Mortgage-Backed Securities         |
| GNII SF DP4455 C     | 2056-01-20      | 5.5000%  | 0.0000% | $1305742.00        | $1344027.08        | Agency Mortgage-Backed Securities         |
| GNII SF DP4457 C     | 2056-01-20      | 5.5000%  | 0.0000% | $1252624.00        | $1289351.63        | Agency Mortgage-Backed Securities         |
| GNII SF DP4463 C     | 2056-01-20      | 5.5000%  | 0.0000% | $1139358.00        | $1169645.05        | Agency Mortgage-Backed Securities         |
| GNII ET DP4085 C     | 2066-01-20      | 6.0000%  | 0.0000% | $12091696.00       | $12484402.04       | Agency Mortgage-Backed Securities         |
| GNII SF DP6315 C     | 2056-01-20      | 5.0000%  | 0.0000% | $2592372.00        | $2610632.09        | Agency Mortgage-Backed Securities         |
| GNII SF DP8767 C     | 2056-01-20      | 4.5000%  | 0.0000% | $3772712.00        | $3675760.85        | Agency Mortgage-Backed Securities         |
| GNII SF DP9447 C     | 2056-01-20      | 5.0000%  | 0.0000% | $30076064.00       | $30284213.76       | Agency Mortgage-Backed Securities         |
| GNII SF MB0811 M     | 2055-12-20      | 4.0000%  | 0.0000% | $243380992.00      | $231240908.67      | Agency Mortgage-Backed Securities         |
| GNII SF MB0816 M     | 2055-12-20      | 6.5000%  | 0.0000% | $5268660.00        | $5486696.68        | Agency Mortgage-Backed Securities         |
| GNII SF MB0871 M     | 2056-01-20      | 5.0000%  | 0.0000% | $190646272.00      | $191590500.66      | Agency Mortgage-Backed Securities         |
| GNII SF MB0872 M     | 2056-01-20      | 5.5000%  | 0.0000% | $245270528.00      | $249999480.15      | Agency Mortgage-Backed Securities         |
| GNAR AT MB0888 M     | 2056-01-20      | 4.0000%  | 0.0000% | $8398256.00        | $8409528.32        | Agency Mortgage-Backed Securities         |
| GNII SF MB0091 M     | 2054-12-20      | 5.0000%  | 0.0000% | $166675712.00      | $156396823.53      | Agency Mortgage-Backed Securities         |
| GNII SF MB0087 M     | 2054-11-20      | 3.0000%  | 0.0000% | $149742.00         | $120914.22         | Agency Mortgage-Backed Securities         |
| GNII SF MB0145 M     | 2055-01-20      | 4.5000%  | 0.0000% | $142000000.00      | $134664709.02      | Agency Mortgage-Backed Securities         |
| GNII SF MB0182 M     | 2040-02-20      | 6.5000%  | 0.0000% | $164321.00         | $148956.39         | Agency Mortgage-Backed Securities         |
| GNII SF MB0183 M     | 2036-09-20      | 7.0000%  | 0.0000% | $57108.00          | $53835.77          | Agency Mortgage-Backed Securities         |
| GNII SF MB0203 M     | 2055-02-20      | 4.5000%  | 0.0000% | $23000000.00       | $22028062.56       | Agency Mortgage-Backed Securities         |
| GNII SF MB0204 M     | 2055-02-20      | 5.0000%  | 0.0000% | $134000000.00      | $126062055.77      | Agency Mortgage-Backed Securities         |
| GNII SF MB0206 M     | 2055-02-20      | 6.0000%  | 0.0000% | $200244480.00      | $136382324.43      | Agency Mortgage-Backed Securities         |
| GNII SF MB0207 M     | 2055-02-20      | 6.5000%  | 0.0000% | $992430.00         | $622548.57         | Agency Mortgage-Backed Securities         |
| GNII SF MB0257 M     | 2055-03-20      | 4.5000%  | 0.0000% | $64000000.00       | $61479319.63       | Agency Mortgage-Backed Securities         |
| GNII SF MB0261 M     | 2055-02-20      | 6.5000%  | 0.0000% | $614777.00         | $402902.80         | Agency Mortgage-Backed Securities         |
| GNII JM MB0445 M     | 2055-04-20      | 2.0000%  | 0.0000% | $834048.00         | $656782.73         | Agency Mortgage-Backed Securities         |
| GNII SF MB0421 M     | 2055-06-20      | 4.0000%  | 0.0000% | $265752064.00      | $249999703.66      | Agency Mortgage-Backed Securities         |
| GNII SF MB0425 M     | 2055-06-20      | 6.0000%  | 0.0000% | $20500000.00       | $20432069.52       | Agency Mortgage-Backed Securities         |
| GNII JM MB0506 M     | 2040-06-20      | 4.5000%  | 0.0000% | $895000.00         | $854097.95         | Agency Mortgage-Backed Securities         |
| GNII SF MB0486 M     | 2055-06-20      | 6.0000%  | 0.0000% | $1208954.00        | $1218105.00        | Agency Mortgage-Backed Securities         |
| GNAR AF MB0495 M     | 2055-07-20      | 5.0000%  | 0.0000% | $4264536.00        | $4257177.37        | Agency Mortgage-Backed Securities         |
| GNII SF MB0527 M     | 2040-08-20      | 4.5000%  | 0.0000% | $897675.00         | $878675.36         | Agency Mortgage-Backed Securities         |
| GNII SF MB0556 M     | 2055-06-20      | 5.5000%  | 0.0000% | $74432256.00       | $74693231.42       | Agency Mortgage-Backed Securities         |
| GNII SF MB0622 M     | 2055-09-20      | 5.0000%  | 0.0000% | $90000000.00       | $89811149.17       | Agency Mortgage-Backed Securities         |
| GNII SF MB0661 M     | 2033-10-20      | 7.0000%  | 0.0000% | $29031.00          | $28948.02          | Agency Mortgage-Backed Securities         |
| GNII SF MB0740 M     | 2051-09-20      | 2.5000%  | 0.0000% | $181373.00         | $156659.25         | Agency Mortgage-Backed Securities         |
| GNII SF MB0742 M     | 2055-10-20      | 3.5000%  | 0.0000% | $3181836.00        | $2922388.07        | Agency Mortgage-Backed Securities         |
| GNAR AF MB0900 M     | 2055-11-20      | 3.0000%  | 0.0000% | $365412.00         | $349006.76         | Agency Mortgage-Backed Securities         |
| GNII SF DI1735 C     | 2055-02-20      | 7.0000%  | 0.0000% | $4155104.00        | $1800746.34        | Agency Mortgage-Backed Securities         |
| GNII SF DI0930 C     | 2055-02-20      | 7.0000%  | 0.0000% | $2131696.00        | $2244104.68        | Agency Mortgage-Backed Securities         |
| GNII SF DI1183 C     | 2055-02-20      | 5.5000%  | 0.0000% | $5440432.00        | $2197517.35        | Agency Mortgage-Backed Securities         |
| GNII SF DI1190 C     | 2052-02-20      | 5.5000%  | 0.0000% | $4203408.00        | $1754098.32        | Agency Mortgage-Backed Securities         |
| GNII ET DI4080 C     | 2065-05-20      | 6.5000%  | 0.0000% | $3934624.00        | $3145540.87        | Agency Mortgage-Backed Securities         |
| GNII SF DI4561 C     | 2055-09-20      | 6.0000%  | 0.0000% | $6475176.00        | $6758219.02        | Agency Mortgage-Backed Securities         |
| GNII SF DI5722 C     | 2055-03-20      | 7.0000%  | 0.0000% | $1991832.00        | $2101182.83        | Agency Mortgage-Backed Securities         |
| GNII SF DI5723 C     | 2055-03-20      | 7.0000%  | 0.0000% | $2049524.00        | $2160032.98        | Agency Mortgage-Backed Securities         |
| GNII SF DI5724 C     | 2055-03-20      | 7.0000%  | 0.0000% | $1914012.00        | $2019593.26        | Agency Mortgage-Backed Securities         |
| GNII ET DI6068 C     | 2065-04-20      | 2.0000%  | 0.0000% | $311138.00         | $242241.28         | Agency Mortgage-Backed Securities         |
| GNII SF DI7137 C     | 2055-04-20      | 6.5000%  | 0.0000% | $1009468.00        | $903010.75         | Agency Mortgage-Backed Securities         |
| GNII SF DI6414 C     | 2055-05-20      | 6.5000%  | 0.0000% | $8319744.00        | $8325042.59        | Agency Mortgage-Backed Securities         |
| GNII ET DI6473 C     | 2065-05-20      | 6.0000%  | 0.0000% | $112172672.00      | $95896307.10       | Agency Mortgage-Backed Securities         |
| GNII SF DI8073 C     | 2055-05-20      | 5.5000%  | 0.0000% | $756855.00         | $758721.96         | Agency Mortgage-Backed Securities         |
| GNII SF DI7671 C     | 2055-06-20      | 6.5000%  | 0.0000% | $999895.00         | $1028180.02        | Agency Mortgage-Backed Securities         |
| GNII SF DI8401 C     | 2055-07-20      | 7.0000%  | 0.0000% | $1407412.00        | $1466764.56        | Agency Mortgage-Backed Securities         |
| GNII ET DO0105 C     | 2065-10-20      | 4.5000%  | 0.0000% | $200673.00         | $196179.65         | Agency Mortgage-Backed Securities         |
| GNII ET DO0114 C     | 2065-10-20      | 3.0000%  | 0.0000% | $193812.00         | $174292.64         | Agency Mortgage-Backed Securities         |
| GNII ET DO0198 C     | 2065-11-20      | 4.5000%  | 0.0000% | $945861.00         | $925340.46         | Agency Mortgage-Backed Securities         |
| GNII ET DO0199 C     | 2065-10-20      | 4.0000%  | 0.0000% | $284956.00         | $272435.69         | Agency Mortgage-Backed Securities         |
| GNII ET DO0245 C     | 2065-10-20      | 3.5000%  | 0.0000% | $408261.00         | $373742.53         | Agency Mortgage-Backed Securities         |
| GNII SF DO0692 C     | 2055-11-20      | 5.5000%  | 0.0000% | $1116644.00        | $1143599.94        | Agency Mortgage-Backed Securities         |
| GNII SF DO1683 C     | 2055-10-20      | 5.0000%  | 0.0000% | $4016760.00        | $4050963.54        | Agency Mortgage-Backed Securities         |
| GNII SF DO1735 C     | 2055-10-20      | 6.0000%  | 0.0000% | $1156300.00        | $1196959.35        | Agency Mortgage-Backed Securities         |
| GNII SF DO1811 C     | 2055-11-20      | 6.5000%  | 0.0000% | $1686912.00        | $1750204.93        | Agency Mortgage-Backed Securities         |
| GNII SF DO1917 C     | 2055-11-20      | 6.5000%  | 0.0000% | $4986560.00        | $5216306.59        | Agency Mortgage-Backed Securities         |
| GNII ET DO2118 C     | 2062-04-20      | 3.0000%  | 0.0000% | $133342.00         | $119104.71         | Agency Mortgage-Backed Securities         |
| GNII SF DO2090 C     | 2055-10-20      | 6.5000%  | 0.0000% | $2091656.00        | $2177364.06        | Agency Mortgage-Backed Securities         |
| GNII SF DO2093 C     | 2055-10-20      | 6.0000%  | 0.0000% | $1225002.00        | $1266363.46        | Agency Mortgage-Backed Securities         |
| GNII SF DO2175 C     | 2055-11-20      | 6.5000%  | 0.0000% | $1273268.00        | $1333755.87        | Agency Mortgage-Backed Securities         |
| GNII SF DO2215 C     | 2055-11-20      | 6.5000%  | 0.0000% | $2110564.00        | $2200683.61        | Agency Mortgage-Backed Securities         |
| GNII SF DO2206 C     | 2055-11-20      | 5.5000%  | 0.0000% | $1476148.00        | $1513243.08        | Agency Mortgage-Backed Securities         |
| GNII SF DO2227 C     | 2055-11-20      | 6.0000%  | 0.0000% | $468971.00         | $486613.94         | Agency Mortgage-Backed Securities         |
| GNII SF DO2312 C     | 2055-12-20      | 5.5000%  | 0.0000% | $757573.00         | $776962.40         | Agency Mortgage-Backed Securities         |
| GNII SF DO2341 C     | 2055-12-20      | 5.5000%  | 0.0000% | $2375112.00        | $2435692.10        | Agency Mortgage-Backed Securities         |
| GNII SF DO2356 C     | 2055-12-20      | 5.5000%  | 0.0000% | $749884.00         | $769055.91         | Agency Mortgage-Backed Securities         |
| GNII SF DO2405 C     | 2055-12-20      | 5.5000%  | 0.0000% | $1201290.00        | $1235297.79        | Agency Mortgage-Backed Securities         |
| GNII SF DO2383 C     | 2055-12-20      | 5.0000%  | 0.0000% | $1538722.00        | $1551921.41        | Agency Mortgage-Backed Securities         |
| GNII ET DO4470 C     | 2065-10-20      | 3.5000%  | 0.0000% | $345098.00         | $316887.59         | Agency Mortgage-Backed Securities         |
| GNII SF DO3753 C     | 2055-12-20      | 5.0000%  | 0.0000% | $2975800.00        | $3001405.35        | Agency Mortgage-Backed Securities         |
| GNII SF DO3805 C     | 2055-12-20      | 5.0000%  | 0.0000% | $1752036.00        | $1762172.85        | Agency Mortgage-Backed Securities         |
| GNII SF DO4063 C     | 2055-12-20      | 5.0000%  | 0.0000% | $2114036.00        | $2119385.28        | Agency Mortgage-Backed Securities         |
| GNII SF DO4067 C     | 2055-12-20      | 5.5000%  | 0.0000% | $2521108.00        | $2580596.35        | Agency Mortgage-Backed Securities         |
| GNII SF DO4244 C     | 2055-10-20      | 6.0000%  | 0.0000% | $1008888.00        | $1048331.38        | Agency Mortgage-Backed Securities         |
| GNII SF DO4246 C     | 2055-09-20      | 6.0000%  | 0.0000% | $1312106.00        | $1361436.75        | Agency Mortgage-Backed Securities         |
| GNII SF DO5279 C     | 2055-12-20      | 5.0000%  | 0.0000% | $1488212.00        | $1496866.52        | Agency Mortgage-Backed Securities         |
| GNII SF DO4543 C     | 2055-11-20      | 5.0000%  | 0.0000% | $4231920.00        | $4254561.97        | Agency Mortgage-Backed Securities         |
| GNII SF DO6298 C     | 2055-11-20      | 5.5000%  | 0.0000% | $1145500.00        | $1155906.61        | Agency Mortgage-Backed Securities         |
| GNII SF DO5754 C     | 2055-12-20      | 5.5000%  | 0.0000% | $1857628.00        | $1898389.62        | Agency Mortgage-Backed Securities         |
| GNII SF DO5852 C     | 2055-11-20      | 5.5000%  | 0.0000% | $5566576.00        | $5658985.88        | Agency Mortgage-Backed Securities         |
| GNII SF DO7110 C     | 2056-01-20      | 5.0000%  | 0.0000% | $2180000.00        | $2173668.80        | Agency Mortgage-Backed Securities         |
| GNII SF DO6459 C     | 2055-12-20      | 5.0000%  | 0.0000% | $4683184.00        | $4723914.58        | Agency Mortgage-Backed Securities         |
| GNII SF DO6438 C     | 2055-11-20      | 5.5000%  | 0.0000% | $6478952.00        | $6539567.62        | Agency Mortgage-Backed Securities         |
| GNII ET DO6604 C     | 2065-10-20      | 2.0000%  | 0.0000% | $329917.00         | $259405.40         | Agency Mortgage-Backed Securities         |
| GNII ET DO6607 C     | 2065-05-20      | 4.0000%  | 0.0000% | $359599.00         | $343755.78         | Agency Mortgage-Backed Securities         |
| GNII SF DO6757 C     | 2055-12-20      | 6.0000%  | 0.0000% | $1554684.00        | $1612100.23        | Agency Mortgage-Backed Securities         |
| GNII SF DO7297 C     | 2055-11-20      | 6.0000%  | 0.0000% | $1962062.00        | $2041080.38        | Agency Mortgage-Backed Securities         |
| GNII SF DO7546 C     | 2055-12-20      | 5.5000%  | 0.0000% | $9794208.00        | $9998766.29        | Agency Mortgage-Backed Securities         |
| GNII SF DO7935 C     | 2055-12-20      | 4.5000%  | 0.0000% | $3210740.00        | $3156171.62        | Agency Mortgage-Backed Securities         |
| GNII ET DO9803 C     | 2065-12-20      | 2.0000%  | 0.0000% | $1549184.00        | $1218079.67        | Agency Mortgage-Backed Securities         |
| GNII ET DO9847 C     | 2065-12-20      | 2.0000%  | 0.0000% | $450950.00         | $355003.67         | Agency Mortgage-Backed Securities         |
| GNII SF DO9171 C     | 2055-12-20      | 5.0000%  | 0.0000% | $2600192.00        | $2628210.02        | Agency Mortgage-Backed Securities         |
| GNII SF AT7141 C     | 2046-05-20      | 3.5000%  | 0.0000% | $360000.00         | $35205.60          | Agency Mortgage-Backed Securities         |
| GNMI SF AU0790 X     | 2046-08-15      | 3.0000%  | 0.0000% | $55955.00          | $15977.46          | Agency Mortgage-Backed Securities         |
| GNMI SF AV9700 X     | 2047-01-15      | 3.0000%  | 0.0000% | $602471.00         | $420704.98         | Agency Mortgage-Backed Securities         |
| GNII SF AX4342 C     | 2046-10-20      | 3.5000%  | 0.0000% | $128008.00         | $37372.59          | Agency Mortgage-Backed Securities         |
| GNII SF AX4344 C     | 2046-10-20      | 3.5000%  | 0.0000% | $305000.00         | $69694.27          | Agency Mortgage-Backed Securities         |
| GNMI SF AX5831 X     | 2047-01-15      | 4.0000%  | 0.0000% | $365444.00         | $28473.47          | Agency Mortgage-Backed Securities         |
| GNMI SF AX5857 X     | 2047-01-15      | 4.0000%  | 0.0000% | $354245.00         | $27460.22          | Agency Mortgage-Backed Securities         |
| GNMI SF 570019 X     | 2032-07-15      | 6.5000%  | 0.0000% | $17186624.00       | $25840.25          | Agency Mortgage-Backed Securities         |
| GNMI SF 578273 X     | 2032-06-15      | 6.5000%  | 0.0000% | $7869749.00        | $15953.79          | Agency Mortgage-Backed Securities         |
| GNMI SF 592626 X     | 2033-04-15      | 6.0000%  | 0.0000% | $1909000.00        | $19151.66          | Agency Mortgage-Backed Securities         |
| GNII SF 003286 M     | 2032-09-20      | 6.5000%  | 0.0000% | $5847680.00        | $17423.46          | Agency Mortgage-Backed Securities         |
| GNII SF 005326 M     | 2027-03-20      | 3.0000%  | 0.0000% | $1163000.00        | $7992.83           | Agency Mortgage-Backed Securities         |
| GNII SF 004678 M     | 2040-04-20      | 4.5000%  | 0.0000% | $322996.00         | $11039.50          | Agency Mortgage-Backed Securities         |
| GNII JM 004709 M     | 2040-06-20      | 4.5000%  | 0.0000% | $6878104.00        | $231977.01         | Agency Mortgage-Backed Securities         |
| GNII SF 004804 M     | 2040-09-20      | 6.0000%  | 0.0000% | $1298806.00        | $34169.43          | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CIQO4788 | 2041-01-01      | 5.0000%  | 0.0000% | $1801616.00        | $1836739.91        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CIQO4838 | 2041-02-01      | 5.5000%  | 0.0000% | $1644062.00        | $1693138.16        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CIQO4841 | 2041-01-01      | 5.5000%  | 0.0000% | $1618568.00        | $1665921.73        | Agency Mortgage-Backed Securities         |
| FMAR 840353 G        | 2046-07-01      | 6.5080%  | 0.0000% | $181000.00         | $6300.95           | Agency Mortgage-Backed Securities         |
| FMAR 782967 G        | 2035-01-01      | 6.2640%  | 0.0000% | $7950000.00        | $74206.69          | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX AS067697 | 2028-11-01      | 4.2060%  | 0.0000% | $40796155.00       | $5485.39           | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX AS074094 | 2029-01-01      | 4.6660%  | 0.0000% | $20996096.00       | $8051.61           | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HY109440 | 2030-08-01      | 3.7750%  | 0.0000% | $4000000.00        | $3883147.81        | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX AM462028 | 2035-06-01      | 5.9300%  | 0.0000% | $10735776.00       | $368448.44         | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX WS535598 | 2040-10-01      | 5.4280%  | 0.0000% | $12746752.00       | $7721.45           | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX WS545465 | 2032-01-01      | 5.8760%  | 0.0000% | $24993792.00       | $14460.84          | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX WS563482 | 2040-11-01      | 5.4280%  | 0.0000% | $64852096.00       | $110822.08         | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX LBAL4387 | 2043-11-01      | 6.0670%  | 0.0000% | $13689744.00       | $333680.38         | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX LBAL5567 | 2041-07-01      | 6.4950%  | 0.0000% | $8657696.00        | $319519.16         | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX LBAL7431 | 2043-07-01      | 6.6000%  | 0.0000% | $2995000.00        | $109291.98         | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX LBAL7730 | 2044-04-01      | 6.3920%  | 0.0000% | $732000.00         | $10621.37          | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CIAL8127 | 2031-01-01      | 2.0000%  | 0.0000% | $135000.00         | $12784.17          | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX HYAM1176 | 2032-11-01      | 3.3000%  | 0.0000% | $100000.00         | $70813.41          | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX HYAN1068 | 2031-04-01      | 3.0600%  | 0.0000% | $100000.00         | $77370.01          | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX HYAN2456 | 2031-08-01      | 2.7400%  | 0.0000% | $773000.00         | $619606.49         | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX HYAN8019 | 2028-01-01      | 2.8900%  | 0.0000% | $1475000.00        | $1209933.81        | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX HYAN8865 | 2030-05-01      | 3.5400%  | 0.0000% | $8411728.00        | $8259228.98        | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX LBAO0824 | 2042-04-01      | 6.6780%  | 0.0000% | $1737788.00        | $30983.42          | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX LBAO4105 | 2042-06-01      | 6.3380%  | 0.0000% | $3100980.00        | $10741.67          | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAT0666 | 2043-04-01      | 3.5000%  | 0.0000% | $4105000.00        | $759482.40         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CTAV7683 | 2034-01-01      | 3.5000%  | 0.0000% | $1222094.00        | $196085.94         | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX LB721552 | 2033-07-01      | 6.0560%  | 0.0000% | $2720000.00        | $22252.57          | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX LB732023 | 2033-09-01      | 5.9300%  | 0.0000% | $12279200.00       | $145963.29         | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX WS732218 | 2043-06-01      | 5.2270%  | 0.0000% | $2600000.00        | $13020.84          | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL788358 | 2034-04-01      | 6.0000%  | 0.0000% | $1145000.00        | $10479.64          | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX WS800417 | 2034-08-01      | 5.1270%  | 0.0000% | $4182776.00        | $100274.22         | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX LB801342 | 2034-09-01      | 6.3550%  | 0.0000% | $7300000.00        | $91385.29          | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX WS815626 | 2035-05-01      | 6.5630%  | 0.0000% | $7000000.00        | $51707.22          | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX LB822262 | 2035-03-01      | 6.1200%  | 0.0000% | $4805000.00        | $46907.29          | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL827934 | 2033-04-01      | 6.5000%  | 0.0000% | $9762160.00        | $53367.93          | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX LB880377 | 2036-01-01      | 5.7550%  | 0.0000% | $2745000.00        | $23789.24          | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDB1783 | 2054-04-01      | 6.0000%  | 0.0000% | $1147038.00        | $1072547.56        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDB5508 | 2054-06-01      | 5.5000%  | 0.0000% | $616253.00         | $597448.91         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDC5626 | 2054-11-01      | 5.5000%  | 0.0000% | $236819.00         | $237584.27         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDC7885 | 2054-10-01      | 5.0000%  | 0.0000% | $75924.00          | $75249.77          | Agency Mortgage-Backed Securities         |
| FNMS 07.500 CLDC9102 | 2055-06-01      | 7.5000%  | 0.0000% | $226920.00         | $238940.75         | Agency Mortgage-Backed Securities         |
| 03.000 FGPC M30382 G | 2033-05-01      | 3.0000%  | 0.0000% | $1013000.00        | $107240.14         | Agency Mortgage-Backed Securities         |
| FMAR 841076 G        | 2048-11-01      | 3.0070%  | 0.0000% | $200000.00         | $37064.57          | Agency Mortgage-Backed Securities         |
| FMAR 841407 G        | 2052-05-01      | 3.7030%  | 0.0000% | $400000.00         | $320100.66         | Agency Mortgage-Backed Securities         |
| 02.000 FGPC G18630 G | 2032-02-01      | 2.0000%  | 0.0000% | $45788.00          | $7705.30           | Agency Mortgage-Backed Securities         |
| 06.000 FGPC H01073 G | 2037-07-01      | 6.0000%  | 0.0000% | $5891712.00        | $30642.87          | Agency Mortgage-Backed Securities         |
| FMAR 1G0369 G        | 2035-10-01      | 6.2300%  | 0.0000% | $1675000.00        | $18446.81          | Agency Mortgage-Backed Securities         |
| FMAR 1L0289 G        | 2035-12-01      | 5.8750%  | 0.0000% | $44883520.00       | $262838.76         | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLZI0979 | 2033-11-01      | 6.5000%  | 0.0000% | $940000.00         | $20191.79          | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLZJ0940 | 2039-09-01      | 5.0000%  | 0.0000% | $10131680.00       | $1092731.86        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLZL8067 | 2044-05-01      | 5.0000%  | 0.0000% | $119616.00         | $22359.25          | Agency Mortgage-Backed Securities         |
| 03.000 FGPC T65319 G | 2045-08-01      | 3.0000%  | 0.0000% | $89808.00          | $12277.06          | Agency Mortgage-Backed Securities         |
| 03.500 FGPC T65245 G | 2044-10-01      | 3.5000%  | 0.0000% | $1680000.00        | $89847.72          | Agency Mortgage-Backed Securities         |
| 03.000 FGPC T65410 G | 2047-01-01      | 3.0000%  | 0.0000% | $9994200.00        | $1088439.81        | Agency Mortgage-Backed Securities         |
| 04.000 FGPC T65543 G | 2049-05-01      | 4.0000%  | 0.0000% | $5500000.00        | $526164.56         | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLZA0751 | 2031-05-01      | 7.0000%  | 0.0000% | $14999552.00       | $6168.19           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 3PZA3143 | 2043-08-01      | 3.5000%  | 0.0000% | $552352.00         | $25218.48          | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZA6269 | 2049-01-01      | 4.5000%  | 0.0000% | $16152160.00       | $988534.82         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZA6716 | 2049-04-01      | 4.5000%  | 0.0000% | $2341632.00        | $275900.60         | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLZS1151 | 2036-09-01      | 6.5000%  | 0.0000% | $52138000.00       | $319810.63         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZS3593 | 2042-10-01      | 3.5000%  | 0.0000% | $2602000.00        | $324323.32         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLZS2874 | 2039-01-01      | 5.5000%  | 0.0000% | $9850000.00        | $202875.91         | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLZS3826 | 2039-09-01      | 6.5000%  | 0.0000% | $100000.00         | $5617.52           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZS4774 | 2048-05-01      | 4.5000%  | 0.0000% | $6573176.00        | $554859.19         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLZT0714 | 2048-10-01      | 5.0000%  | 0.0000% | $285000.00         | $26532.43          | Agency Mortgage-Backed Securities         |
| FEPC 05.000 3SZT0944 | 2043-11-01      | 5.0000%  | 0.0000% | $11914020.00       | $2430420.17        | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CISB0097 | 2034-10-01      | 2.5000%  | 0.0000% | $155000.00         | $46362.23          | Agency Mortgage-Backed Securities         |
| FEPC 01.500 CISB0514 | 2036-04-01      | 1.5000%  | 0.0000% | $17580672.00       | $7861017.54        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CISB1746 | 2040-11-01      | 6.0000%  | 0.0000% | $38102016.00       | $39121631.28       | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CISB0913 | 2037-08-01      | 2.5000%  | 0.0000% | $3134800.00        | $2145974.18        | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CISB1067 | 2038-07-01      | 3.0000%  | 0.0000% | $10898160.00       | $7979063.82        | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CISB1385 | 2038-02-01      | 2.5000%  | 0.0000% | $5619216.00        | $4517163.71        | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CISB1504 | 2038-01-01      | 2.5000%  | 0.0000% | $43128512.00       | $36432582.96       | Agency Mortgage-Backed Securities         |
| FEPC 01.500 CISB8122 | 2036-10-01      | 1.5000%  | 0.0000% | $2767512.00        | $1534981.44        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CISB8279 | 2039-01-01      | 6.0000%  | 0.0000% | $10420432.00       | $4465746.01        | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD1117 | 2052-06-01      | 4.5000%  | 0.0000% | $422450.00         | $266930.38         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD1466 | 2052-08-01      | 5.0000%  | 0.0000% | $70000000.00       | $53157597.92       | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLSD1502 | 2052-07-01      | 4.0000%  | 0.0000% | $6200000.00        | $4906380.54        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD1495 | 2052-08-01      | 5.0000%  | 0.0000% | $875000.00         | $635842.77         | Agency Mortgage-Backed Securities         |
| Freddie Mac          | 2033-09-01      | 3.1800%  | 0.0000% | $6424544.00        | $5369447.23        | Agency Collateralized Mortgage Obligation |
| FEPC 02.000 CIRC1598 | 2035-10-01      | 2.0000%  | 0.0000% | $419211.00         | $172008.77         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CNRD5271 | 2035-11-01      | 5.5000%  | 0.0000% | $544451.00         | $546111.70         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 3PRE6007 | 2049-08-01      | 3.5000%  | 0.0000% | $4765832.00        | $322389.87         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQI2497 | 2054-04-01      | 5.5000%  | 0.0000% | $10485088.00       | $9058214.80        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQI6052 | 2054-05-01      | 5.5000%  | 0.0000% | $6445784.00        | $5577929.66        | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CIQO0873 | 2037-09-01      | 3.0000%  | 0.0000% | $2246480.00        | $975702.33         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CIQO1709 | 2038-10-01      | 6.0000%  | 0.0000% | $1152822.00        | $958203.92         | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CIQO1607 | 2038-09-01      | 3.0000%  | 0.0000% | $341471.00         | $278057.99         | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CIQO4374 | 2040-10-01      | 6.5000%  | 0.0000% | $1293366.00        | $1334638.73        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CIQO3886 | 2040-07-01      | 5.5000%  | 0.0000% | $4011120.00        | $3916464.65        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CIQO3961 | 2040-07-01      | 6.0000%  | 0.0000% | $1272162.00        | $1298109.51        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CIQO4042 | 2040-08-01      | 5.0000%  | 0.0000% | $5185216.00        | $5185863.27        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CIQO4044 | 2040-08-01      | 6.0000%  | 0.0000% | $1352550.00        | $1383050.89        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CIQO4032 | 2040-08-01      | 5.5000%  | 0.0000% | $1027904.00        | $1033228.77        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CIQO4035 | 2040-08-01      | 5.5000%  | 0.0000% | $1717556.00        | $1683098.81        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CIQO4040 | 2040-08-01      | 6.0000%  | 0.0000% | $1054896.00        | $1080435.72        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CIQO4318 | 2040-10-01      | 5.5000%  | 0.0000% | $1025544.00        | $1038624.96        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CIQO4508 | 2040-11-01      | 6.0000%  | 0.0000% | $1003980.00        | $1036634.48        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CIQO4639 | 2040-12-01      | 6.0000%  | 0.0000% | $21962.00          | $22788.33          | Agency Mortgage-Backed Securities         |
| GNII SF DM4376 C     | 2055-09-20      | 7.0000%  | 0.0000% | $1723350.00        | $1802108.73        | Agency Mortgage-Backed Securities         |
| GNII SF DM4445 C     | 2055-10-20      | 6.0000%  | 0.0000% | $456374.00         | $472281.35         | Agency Mortgage-Backed Securities         |
| GNII ET DM3713 C     | 2065-11-20      | 3.5000%  | 0.0000% | $139342.00         | $127456.76         | Agency Mortgage-Backed Securities         |
| GNII SF DM3840 C     | 2055-08-20      | 6.5000%  | 0.0000% | $745062.00         | $776401.33         | Agency Mortgage-Backed Securities         |
| GNII SF DM3844 C     | 2055-08-20      | 6.5000%  | 0.0000% | $1078468.00        | $1128088.13        | Agency Mortgage-Backed Securities         |
| GNII ET DM3950 C     | 2065-08-20      | 3.0000%  | 0.0000% | $705328.00         | $633099.57         | Agency Mortgage-Backed Securities         |
| GNII SF DM4204 C     | 2055-10-20      | 7.0000%  | 0.0000% | $2217616.00        | $2303902.28        | Agency Mortgage-Backed Securities         |
| GNII SF DM4590 C     | 2055-08-20      | 6.5000%  | 0.0000% | $1283142.00        | $1129188.56        | Agency Mortgage-Backed Securities         |
| GNII SF DM4575 C     | 2055-08-20      | 6.5000%  | 0.0000% | $1141188.00        | $1197913.05        | Agency Mortgage-Backed Securities         |
| GNII SF DM4609 C     | 2055-09-20      | 7.0000%  | 0.0000% | $2577160.00        | $2688580.38        | Agency Mortgage-Backed Securities         |
| GNII SF DM4667 C     | 2055-09-20      | 5.0000%  | 0.0000% | $1637166.00        | $1647765.99        | Agency Mortgage-Backed Securities         |
| GNII SF DM6246 C     | 2055-09-20      | 6.5000%  | 0.0000% | $1178170.00        | $1238429.85        | Agency Mortgage-Backed Securities         |
| GNII SF DM6135 C     | 2055-09-20      | 7.0000%  | 0.0000% | $26360520.00       | $27962229.52       | Agency Mortgage-Backed Securities         |
| GNII ET DM7154 C     | 2065-10-20      | 6.5000%  | 0.0000% | $8000000.00        | $8296541.34        | Agency Mortgage-Backed Securities         |
| GNII SF DM6470 C     | 2055-11-20      | 6.0000%  | 0.0000% | $1315610.00        | $1357640.69        | Agency Mortgage-Backed Securities         |
| GNII ET DM6729 C     | 2065-08-20      | 3.0000%  | 0.0000% | $754783.00         | $677388.05         | Agency Mortgage-Backed Securities         |
| GNII ET DM6731 C     | 2065-07-20      | 4.0000%  | 0.0000% | $78951.00          | $75295.75          | Agency Mortgage-Backed Securities         |
| GNII SF DM6755 C     | 2055-10-20      | 6.0000%  | 0.0000% | $6035640.00        | $6246781.46        | Agency Mortgage-Backed Securities         |
| GNII SF DM6997 C     | 2055-09-20      | 5.5000%  | 0.0000% | $4400100.00        | $4431611.15        | Agency Mortgage-Backed Securities         |
| GNII SF DM7305 C     | 2055-08-20      | 6.5000%  | 0.0000% | $745699.00         | $783345.74         | Agency Mortgage-Backed Securities         |
| GNII SF DM7310 C     | 2055-09-20      | 6.0000%  | 0.0000% | $26049920.00       | $26428435.53       | Agency Mortgage-Backed Securities         |
| GNII SF DM7811 C     | 2055-09-20      | 6.5000%  | 0.0000% | $1430094.00        | $1492641.25        | Agency Mortgage-Backed Securities         |
| GNII SF DM7880 C     | 2055-10-20      | 6.5000%  | 0.0000% | $1175462.00        | $1228772.47        | Agency Mortgage-Backed Securities         |
| GNII SF DM7925 C     | 2055-10-20      | 6.0000%  | 0.0000% | $490722.00         | $506757.11         | Agency Mortgage-Backed Securities         |
| GNII SF DM8768 C     | 2055-12-20      | 5.0000%  | 0.0000% | $2246724.00        | $2259707.52        | Agency Mortgage-Backed Securities         |
| GNII SF DM9329 C     | 2055-09-20      | 5.5000%  | 0.0000% | $10996800.00       | $11075075.19       | Agency Mortgage-Backed Securities         |
| GNII SF DM9365 C     | 2055-09-20      | 5.5000%  | 0.0000% | $9093760.00        | $9260621.79        | Agency Mortgage-Backed Securities         |
| GNII SF DN0815 C     | 2055-10-20      | 6.0000%  | 0.0000% | $88218.00          | $91476.63          | Agency Mortgage-Backed Securities         |
| GNII SF DN0842 C     | 2055-10-20      | 6.5000%  | 0.0000% | $3725176.00        | $3882436.40        | Agency Mortgage-Backed Securities         |
| GNII SF DN0028 C     | 2055-09-20      | 7.0000%  | 0.0000% | $1479268.00        | $1524512.81        | Agency Mortgage-Backed Securities         |
| GNII SF DN0010 C     | 2055-09-20      | 6.0000%  | 0.0000% | $3830960.00        | $3887526.43        | Agency Mortgage-Backed Securities         |
| GNII SF DN0044 C     | 2055-11-20      | 5.5000%  | 0.0000% | $1635000.00        | $1647985.83        | Agency Mortgage-Backed Securities         |
| GNII SF DN0347 C     | 2055-12-20      | 5.0000%  | 0.0000% | $1270856.00        | $1278113.22        | Agency Mortgage-Backed Securities         |
| GNII ET DN1719 C     | 2065-10-20      | 6.5000%  | 0.0000% | $207330.00         | $216434.65         | Agency Mortgage-Backed Securities         |
| GNII ET DN1184 C     | 2065-08-20      | 6.0000%  | 0.0000% | $245398.00         | $253041.14         | Agency Mortgage-Backed Securities         |
| GNII SF DN1522 C     | 2055-10-20      | 5.5000%  | 0.0000% | $4300728.00        | $4400938.52        | Agency Mortgage-Backed Securities         |
| GNII SF DN1526 C     | 2055-10-20      | 6.5000%  | 0.0000% | $5740448.00        | $5980353.68        | Agency Mortgage-Backed Securities         |
| GNII SF DN1550 C     | 2055-10-20      | 5.5000%  | 0.0000% | $15003024.00       | $15295389.28       | Agency Mortgage-Backed Securities         |
| GNII SF DN1603 C     | 2052-03-20      | 3.0000%  | 0.0000% | $1549154.00        | $1386800.46        | Agency Mortgage-Backed Securities         |
| GNII SF DN2065 C     | 2055-11-20      | 6.5000%  | 0.0000% | $2500596.00        | $2607980.07        | Agency Mortgage-Backed Securities         |
| GNII SF DN2067 C     | 2055-11-20      | 6.5000%  | 0.0000% | $1963322.00        | $2055421.83        | Agency Mortgage-Backed Securities         |
| GNII SF DN2121 C     | 2055-12-20      | 5.0000%  | 0.0000% | $1477166.00        | $1485756.18        | Agency Mortgage-Backed Securities         |
| GNII SF DN2294 C     | 2055-10-20      | 7.0000%  | 0.0000% | $10951840.00       | $11628643.01       | Agency Mortgage-Backed Securities         |
| GNII SF DN3505 C     | 2055-11-20      | 5.5000%  | 0.0000% | $24659552.00       | $24888236.78       | Agency Mortgage-Backed Securities         |
| GNII ET DN3104 C     | 2065-09-20      | 4.0000%  | 0.0000% | $196870.00         | $187910.66         | Agency Mortgage-Backed Securities         |
| GNII ET DN3105 C     | 2065-08-20      | 4.5000%  | 0.0000% | $378641.00         | $369906.63         | Agency Mortgage-Backed Securities         |
| GNII SF DN3252 C     | 2055-11-20      | 6.0000%  | 0.0000% | $475899.00         | $492176.98         | Agency Mortgage-Backed Securities         |
| GNII ET DN3442 C     | 2065-09-20      | 3.0000%  | 0.0000% | $322436.00         | $290958.58         | Agency Mortgage-Backed Securities         |
| GNII SF DN4044 C     | 2055-10-20      | 6.0000%  | 0.0000% | $1060014.00        | $1102878.11        | Agency Mortgage-Backed Securities         |
| GNII ET DN4520 C     | 2065-12-20      | 3.0000%  | 0.0000% | $85041.00          | $76555.45          | Agency Mortgage-Backed Securities         |
| GNII ET DN5074 C     | 2065-10-20      | 4.0000%  | 0.0000% | $685533.00         | $648520.39         | Agency Mortgage-Backed Securities         |
| GNII SF DN6284 C     | 2056-01-20      | 5.0000%  | 0.0000% | $15784528.00       | $15961611.12       | Agency Mortgage-Backed Securities         |
| GNII SF DN5531 C     | 2055-11-20      | 6.0000%  | 0.0000% | $468268.00         | $488167.91         | Agency Mortgage-Backed Securities         |
| GNII ET DN6763 C     | 2065-11-20      | 3.0000%  | 0.0000% | $180444.00         | $161136.04         | Agency Mortgage-Backed Securities         |
| GNII SF DN7548 C     | 2055-11-20      | 5.5000%  | 0.0000% | $24975488.00       | $25207978.14       | Agency Mortgage-Backed Securities         |
| GNII SF DN8220 C     | 2055-11-20      | 6.5000%  | 0.0000% | $1550884.00        | $1624320.11        | Agency Mortgage-Backed Securities         |
| GNII SF DN8421 C     | 2055-12-20      | 5.5000%  | 0.0000% | $1461350.00        | $1498725.14        | Agency Mortgage-Backed Securities         |
| GNII SF DN8604 C     | 2056-01-20      | 5.0000%  | 0.0000% | $3970748.00        | $3998228.67        | Agency Mortgage-Backed Securities         |
| GNII ET DN8689 C     | 2065-10-20      | 6.5000%  | 0.0000% | $304416.00         | $318010.64         | Agency Mortgage-Backed Securities         |
| GNII SF DN8720 C     | 2056-01-20      | 5.0000%  | 0.0000% | $1275032.00        | $1283562.96        | Agency Mortgage-Backed Securities         |
| GNII ET DN9899 C     | 2064-09-20      | 4.5000%  | 0.0000% | $125961.00         | $122722.20         | Agency Mortgage-Backed Securities         |
| GNII ET DN9380 C     | 2065-10-20      | 4.5000%  | 0.0000% | $676032.00         | $660524.92         | Agency Mortgage-Backed Securities         |
| GNII ET DN9362 C     | 2065-11-20      | 4.5000%  | 0.0000% | $487290.00         | $476711.36         | Agency Mortgage-Backed Securities         |
| GNII ET DN9366 C     | 2065-11-20      | 2.0000%  | 0.0000% | $464071.00         | $364888.30         | Agency Mortgage-Backed Securities         |
| GNII ET DN9904 C     | 2065-08-20      | 4.0000%  | 0.0000% | $378330.00         | $357558.29         | Agency Mortgage-Backed Securities         |
| GNII ET DN9911 C     | 2065-06-20      | 3.0000%  | 0.0000% | $588893.00         | $527543.91         | Agency Mortgage-Backed Securities         |
| GNII SF DP0295 C     | 2056-01-20      | 6.5000%  | 0.0000% | $2055936.00        | $2157600.21        | Agency Mortgage-Backed Securities         |
| GNII SF DP0375 C     | 2056-01-20      | 5.0000%  | 0.0000% | $1477694.00        | $1473402.45        | Agency Mortgage-Backed Securities         |
| GNII SF DP0658 C     | 2055-12-20      | 4.5000%  | 0.0000% | $4450640.00        | $4377554.48        | Agency Mortgage-Backed Securities         |
| GNII ET DP1755 C     | 2065-09-20      | 2.0000%  | 0.0000% | $342213.00         | $269403.12         | Agency Mortgage-Backed Securities         |
| GNII SF DP0932 C     | 2056-01-20      | 5.0000%  | 0.0000% | $1103156.00        | $1110790.70        | Agency Mortgage-Backed Securities         |
| GNII ET DP1038 C     | 2065-12-20      | 5.5000%  | 0.0000% | $765834.00         | $778161.29         | Agency Mortgage-Backed Securities         |
| GNII SF DP1205 C     | 2056-01-20      | 6.5000%  | 0.0000% | $35921472.00       | $38442768.19       | Agency Mortgage-Backed Securities         |
| GNII ET DP1354 C     | 2065-11-20      | 3.5000%  | 0.0000% | $458090.00         | $419363.27         | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLSL0762 | 2053-09-01      | 4.0000%  | 0.0000% | $82000.00          | $73231.87          | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLSL1219 | 2055-05-01      | 7.0000%  | 0.0000% | $143678464.00      | $133958125.25      | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSL1653 | 2054-09-01      | 5.5000%  | 0.0000% | $1600000.00        | $1590302.08        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSL1807 | 2055-07-01      | 6.0000%  | 0.0000% | $108271488.00      | $104894299.94      | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSL2862 | 2055-04-01      | 6.0000%  | 0.0000% | $44391424.00       | $40111611.77       | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSL3067 | 2050-02-01      | 3.0000%  | 0.0000% | $16904032.00       | $15107411.52       | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSL3366 | 2053-10-01      | 3.0000%  | 0.0000% | $12598464.00       | $11109540.35       | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLSL3775 | 2054-11-01      | 6.5000%  | 0.0000% | $18287136.00       | $18976472.57       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSL3937 | 2056-01-01      | 5.5000%  | 0.0000% | $215387648.00      | $223238647.53      | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSL4140 | 2056-02-01      | 5.0000%  | 0.0000% | $93157760.00       | $93896480.34       | Agency Mortgage-Backed Securities         |
| FMAR 8B0528 G        | 2055-11-01      | 5.1380%  | 0.0000% | $1146952.00        | $1137861.99        | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLRJ4052 | 2055-04-01      | 7.0000%  | 0.0000% | $8289000.00        | $8522404.09        | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLRJ4721 | 2055-08-01      | 7.0000%  | 0.0000% | $40976000.00       | $42318755.91       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRJ4840 | 2055-09-01      | 5.5000%  | 0.0000% | $81542400.00       | $81489072.40       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRJ5632 | 2055-08-01      | 6.0000%  | 0.0000% | $150886912.00      | $150145342.01      | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRJ5807 | 2056-01-01      | 6.0000%  | 0.0000% | $49041664.00       | $50813702.78       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRQ0028 | 2055-07-01      | 6.0000%  | 0.0000% | $154877184.00      | $140140336.49      | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLRQ0091 | 2056-01-01      | 3.5000%  | 0.0000% | $24695.00          | $22990.69          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CIRR0005 | 2040-06-01      | 3.5000%  | 0.0000% | $3209880.00        | $2894822.58        | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CIRR0021 | 2040-07-01      | 3.0000%  | 0.0000% | $15830.00          | $14468.69          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLTA0135 | 2055-12-01      | 6.0000%  | 0.0000% | $4034200.00        | $4191812.08        | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLTA0422 | 2055-12-01      | 4.5000%  | 0.0000% | $2439952.00        | $2400571.34        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLTA0457 | 2055-12-01      | 6.0000%  | 0.0000% | $1540836.00        | $1593566.87        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLTA0553 | 2055-12-01      | 6.0000%  | 0.0000% | $10172064.00       | $10467176.77       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLTA1454 | 2055-12-01      | 6.0000%  | 0.0000% | $17855168.00       | $18350204.28       | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLTA2365 | 2055-12-01      | 7.0000%  | 0.0000% | $3393872.00        | $3570808.14        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLTA4478 | 2056-01-01      | 5.5000%  | 0.0000% | $2617850.00        | $2739338.02        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLTA5305 | 2056-01-01      | 5.0000%  | 0.0000% | $6615720.00        | $6667367.46        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLTA4657 | 2056-02-01      | 5.5000%  | 0.0000% | $70115200.00       | $71480942.85       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLTA4783 | 2056-02-01      | 5.5000%  | 0.0000% | $5661368.00        | $5814964.06        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLTA4806 | 2056-01-01      | 6.0000%  | 0.0000% | $5477376.00        | $5651925.36        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLTA5023 | 2056-02-01      | 6.0000%  | 0.0000% | $12137808.00       | $12486931.81       | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLTA5481 | 2056-01-01      | 6.5000%  | 0.0000% | $1165050.00        | $1236477.01        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLTA5539 | 2056-01-01      | 5.0000%  | 0.0000% | $29733632.00       | $29987699.28       | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLTA5561 | 2056-01-01      | 5.0000%  | 0.0000% | $11289632.00       | $11443450.73       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLTA5624 | 2056-02-01      | 5.5000%  | 0.0000% | $22136.00          | $22758.83          | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLTA5632 | 2056-02-01      | 6.5000%  | 0.0000% | $1032694.00        | $1088883.00        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLTA5718 | 2056-02-01      | 5.0000%  | 0.0000% | $8981232.00        | $9032746.35        | Agency Mortgage-Backed Securities         |
| GNMI SF 779084 X     | 2042-04-15      | 3.0000%  | 0.0000% | $32500000.00       | $2626912.52        | Agency Mortgage-Backed Securities         |
| GNII SF 790708 C     | 2055-04-20      | 6.0000%  | 0.0000% | $1527890.00        | $1555261.44        | Agency Mortgage-Backed Securities         |
| GNMI SF 794520 X     | 2042-07-15      | 3.5000%  | 0.0000% | $4118872.00        | $508753.59         | Agency Mortgage-Backed Securities         |
| GNII SF 794944 C     | 2035-10-20      | 5.5000%  | 0.0000% | $694016.00         | $57456.34          | Agency Mortgage-Backed Securities         |
| GNMI SF AA0268 X     | 2041-12-15      | 3.7500%  | 0.0000% | $88560.00          | $56175.26          | Agency Mortgage-Backed Securities         |
| GNII SF AA3019 C     | 2042-10-20      | 3.5000%  | 0.0000% | $8032736.00        | $594043.40         | Agency Mortgage-Backed Securities         |
| GNMI SF AA5391 X     | 2042-06-15      | 3.5000%  | 0.0000% | $14975000.00       | $1211250.82        | Agency Mortgage-Backed Securities         |
| GNMI SF AA6411 X     | 2043-05-15      | 3.5000%  | 0.0000% | $25000.00          | $5592.33           | Agency Mortgage-Backed Securities         |
| GNMI SF AB2892 X     | 2042-09-15      | 3.0000%  | 0.0000% | $1300000.00        | $100168.04         | Agency Mortgage-Backed Securities         |
| GNMI SF AB3057 X     | 2042-11-15      | 3.0000%  | 0.0000% | $3005252.00        | $235958.69         | Agency Mortgage-Backed Securities         |
| GNMI SF AB3754 X     | 2027-09-15      | 3.0000%  | 0.0000% | $3000000.00        | $56864.08          | Agency Mortgage-Backed Securities         |
| GNMI SF AB9109 X     | 2042-10-15      | 3.0000%  | 0.0000% | $1050000.00        | $110188.63         | Agency Mortgage-Backed Securities         |
| GNII SF MA0850 M     | 2043-03-20      | 2.5000%  | 0.0000% | $4115144.00        | $561840.12         | Agency Mortgage-Backed Securities         |
| GNII SF MA0859 M     | 2038-11-20      | 7.0000%  | 0.0000% | $500000.00         | $20626.02          | Agency Mortgage-Backed Securities         |
| GNII SF MA0022 M     | 2042-04-20      | 3.5000%  | 0.0000% | $6897232.00        | $454508.13         | Agency Mortgage-Backed Securities         |
| GNII SF MA0087 M     | 2042-05-20      | 3.0000%  | 0.0000% | $2042252.00        | $162987.57         | Agency Mortgage-Backed Securities         |
| GNII SF MA0391 M     | 2042-09-20      | 3.0000%  | 0.0000% | $275000.00         | $28131.58          | Agency Mortgage-Backed Securities         |
| GNAR AF MA1775 M     | 2044-03-20      | 5.6250%  | 0.0000% | $71215616.00       | $1734486.06        | Agency Mortgage-Backed Securities         |
| GNII SF MA0934 M     | 2043-04-20      | 3.5000%  | 0.0000% | $8739488.00        | $770197.84         | Agency Mortgage-Backed Securities         |
| GNII SF MA0939 M     | 2043-04-20      | 6.0000%  | 0.0000% | $2023000.00        | $96378.91          | Agency Mortgage-Backed Securities         |
| GNII SF MA1088 M     | 2043-06-20      | 2.5000%  | 0.0000% | $632813.00         | $98604.95          | Agency Mortgage-Backed Securities         |
| GNII SF MA1450 M     | 2043-11-20      | 4.5000%  | 0.0000% | $99247.00          | $5737.73           | Agency Mortgage-Backed Securities         |
| GNAR AF MA1536 M     | 2043-12-20      | 4.7500%  | 0.0000% | $43964992.00       | $639677.27         | Agency Mortgage-Backed Securities         |
| GNII SF MA1918 M     | 2039-05-20      | 3.0000%  | 0.0000% | $223086.00         | $27738.42          | Agency Mortgage-Backed Securities         |
| GNII SF MA2891 M     | 2045-06-20      | 3.0000%  | 0.0000% | $2805000.00        | $270889.40         | Agency Mortgage-Backed Securities         |
| GNII SF MA2936 M     | 2030-07-20      | 3.5000%  | 0.0000% | $100000.00         | $5340.53           | Agency Mortgage-Backed Securities         |
| GNII FS MA2999 M     | 2045-05-20      | 3.5000%  | 0.0000% | $114850.00         | $36376.28          | Agency Mortgage-Backed Securities         |
| GNII SF MA3173 M     | 2045-10-20      | 3.5000%  | 0.0000% | $3298000.00        | $300064.83         | Agency Mortgage-Backed Securities         |
| GNII SF MA3245 M     | 2045-11-20      | 4.0000%  | 0.0000% | $1912532.00        | $149165.92         | Agency Mortgage-Backed Securities         |
| GNII SF MA3377 M     | 2046-01-20      | 4.0000%  | 0.0000% | $2109436.00        | $175182.08         | Agency Mortgage-Backed Securities         |
| GNII SF MA4382 M     | 2047-04-20      | 3.5000%  | 0.0000% | $75570000.00       | $8656165.56        | Agency Mortgage-Backed Securities         |
| GNII SF MA3936 M     | 2046-09-20      | 3.0000%  | 0.0000% | $4873536.00        | $608965.67         | Agency Mortgage-Backed Securities         |
| GNII SF MA3937 M     | 2046-09-20      | 3.5000%  | 0.0000% | $10387500.00       | $1220651.84        | Agency Mortgage-Backed Securities         |
| GNII SF MA3939 M     | 2046-09-20      | 4.5000%  | 0.0000% | $13637140.00       | $1284528.49        | Agency Mortgage-Backed Securities         |
| GNII SF MA4003 M     | 2046-10-20      | 3.0000%  | 0.0000% | $40488768.00       | $5177127.07        | Agency Mortgage-Backed Securities         |
| GNII SF MA4008 M     | 2046-10-20      | 5.5000%  | 0.0000% | $205793.00         | $23497.22          | Agency Mortgage-Backed Securities         |
| GNII JM MA4185 M     | 2047-01-20      | 3.5000%  | 0.0000% | $571908.00         | $25517.88          | Agency Mortgage-Backed Securities         |
| GNII SF MA5327 M     | 2048-06-20      | 2.5000%  | 0.0000% | $40482.00          | $13156.44          | Agency Mortgage-Backed Securities         |
| GNII SF MA5328 M     | 2048-07-20      | 3.0000%  | 0.0000% | $1979906.00        | $298710.52         | Agency Mortgage-Backed Securities         |
| GNII SF MA5397 M     | 2048-08-20      | 3.5000%  | 0.0000% | $6190000.00        | $695686.78         | Agency Mortgage-Backed Securities         |
| GNII JM MA4645 M     | 2047-07-20      | 4.5000%  | 0.0000% | $1572604.00        | $119871.97         | Agency Mortgage-Backed Securities         |
| GNII SF MA4720 M     | 2047-09-20      | 4.0000%  | 0.0000% | $800000.00         | $83926.36          | Agency Mortgage-Backed Securities         |
| GNII SF MA5019 M     | 2048-02-20      | 3.5000%  | 0.0000% | $382000.00         | $46630.64          | Agency Mortgage-Backed Securities         |
| GNII SF MA5110 M     | 2033-03-20      | 3.0000%  | 0.0000% | $166500.00         | $18985.65          | Agency Mortgage-Backed Securities         |
| GNII SF MA5175 M     | 2030-10-20      | 8.0000%  | 0.0000% | $78287.00          | $5960.37           | Agency Mortgage-Backed Securities         |
| GNII SF MA6217 M     | 2049-10-20      | 2.5000%  | 0.0000% | $1700000.00        | $300255.97         | Agency Mortgage-Backed Securities         |
| GNII SF MA6218 M     | 2049-10-20      | 3.0000%  | 0.0000% | $1574644.00        | $242195.65         | Agency Mortgage-Backed Securities         |
| GNII SF MA6287 M     | 2049-10-20      | 5.0000%  | 0.0000% | $800000.00         | $106055.57         | Agency Mortgage-Backed Securities         |
| GNII SF MA5506 M     | 2030-10-20      | 8.5000%  | 0.0000% | $86295.00          | $36394.44          | Agency Mortgage-Backed Securities         |
| GNII SF MA5651 M     | 2048-12-20      | 4.0000%  | 0.0000% | $5000000.00        | $453138.75         | Agency Mortgage-Backed Securities         |
| GNII SF MA5709 M     | 2049-01-20      | 3.5000%  | 0.0000% | $14641968.00       | $1894742.74        | Agency Mortgage-Backed Securities         |
| GNII SF MA5763 M     | 2049-02-20      | 4.0000%  | 0.0000% | $1500000000.00     | $117501880.15      | Agency Mortgage-Backed Securities         |
| GNII SF MA5820 M     | 2049-03-20      | 5.5000%  | 0.0000% | $6880368.00        | $547717.76         | Agency Mortgage-Backed Securities         |
| GNII JM MA6083 M     | 2049-08-20      | 4.5000%  | 0.0000% | $19683104.00       | $966715.32         | Agency Mortgage-Backed Securities         |
| GNII SF MA6130 M     | 2034-01-20      | 4.5000%  | 0.0000% | $516452.00         | $117260.92         | Agency Mortgage-Backed Securities         |
| GNII JM MA6144 M     | 2049-09-20      | 3.0000%  | 0.0000% | $1151644.00        | $71344.39          | Agency Mortgage-Backed Securities         |
| GNII JM MA6147 M     | 2049-09-20      | 4.5000%  | 0.0000% | $12875584.00       | $417374.05         | Agency Mortgage-Backed Securities         |
| GNII JM MA7188 M     | 2051-01-20      | 4.0000%  | 0.0000% | $3887000.00        | $1165094.77        | Agency Mortgage-Backed Securities         |
| GNII JM MA6330 M     | 2049-12-20      | 3.5000%  | 0.0000% | $15000000.00       | $1607041.85        | Agency Mortgage-Backed Securities         |
| GNII SF MA6338 M     | 2049-12-20      | 3.0000%  | 0.0000% | $1329000.00        | $225523.17         | Agency Mortgage-Backed Securities         |
| GNII JM MA6398 M     | 2050-01-20      | 2.5000%  | 0.0000% | $1945000.00        | $165769.12         | Agency Mortgage-Backed Securities         |
| GNII JM MA6401 M     | 2049-12-20      | 4.0000%  | 0.0000% | $603810.00         | $58274.35          | Agency Mortgage-Backed Securities         |
| GNII SF MA6409 M     | 2050-01-20      | 3.0000%  | 0.0000% | $40915712.00       | $7194485.17        | Agency Mortgage-Backed Securities         |
| GNII SF MA6413 M     | 2050-01-20      | 5.0000%  | 0.0000% | $1000000.00        | $142705.85         | Agency Mortgage-Backed Securities         |
| GNII SF MA6474 M     | 2050-02-20      | 3.0000%  | 0.0000% | $36684000.00       | $5969415.76        | Agency Mortgage-Backed Securities         |
| GNII JM MA6646 M     | 2050-05-20      | 3.0000%  | 0.0000% | $1500000.00        | $253578.19         | Agency Mortgage-Backed Securities         |
| GNII SF MA6656 M     | 2050-05-20      | 3.0000%  | 0.0000% | $60416064.00       | $14503711.14       | Agency Mortgage-Backed Securities         |
| GNII SF MA6658 M     | 2050-05-20      | 4.0000%  | 0.0000% | $10030880.00       | $2006889.61        | Agency Mortgage-Backed Securities         |
| GNII SF MA6710 M     | 2050-06-20      | 3.0000%  | 0.0000% | $13247792.00       | $3290707.44        | Agency Mortgage-Backed Securities         |
| GNII JM MA6810 M     | 2050-08-20      | 3.0000%  | 0.0000% | $750000.00         | $179588.98         | Agency Mortgage-Backed Securities         |
| GNII SF MA6818 M     | 2050-08-20      | 2.0000%  | 0.0000% | $5357000.00        | $2296452.07        | Agency Mortgage-Backed Securities         |
| GNII JM MA6925 M     | 2050-10-20      | 4.0000%  | 0.0000% | $1000000.00        | $120034.28         | Agency Mortgage-Backed Securities         |
| GNII JM MA6985 M     | 2050-11-20      | 2.0000%  | 0.0000% | $1225000.00        | $618408.90         | Agency Mortgage-Backed Securities         |
| GNII RG CN2044 C     | 2048-01-20      | 3.5000%  | 0.0000% | $950000.00         | $701134.48         | Agency Mortgage-Backed Securities         |
| GNII RG CN5904 C     | 2050-10-20      | 4.0000%  | 0.0000% | $1515000.00        | $1040249.20        | Agency Mortgage-Backed Securities         |
| GNII RG CN6848 C     | 2050-11-20      | 3.0000%  | 0.0000% | $1044122.00        | $684385.57         | Agency Mortgage-Backed Securities         |
| GNII SF CN8576 C     | 2052-07-20      | 3.5000%  | 0.0000% | $7528304.00        | $3130165.62        | Agency Mortgage-Backed Securities         |
| GNII RG CN9880 C     | 2049-11-20      | 4.0000%  | 0.0000% | $369036.00         | $252233.22         | Agency Mortgage-Backed Securities         |
| GNII RG CN9974 C     | 2042-07-20      | 3.5000%  | 0.0000% | $2175000.00        | $1268861.25        | Agency Mortgage-Backed Securities         |
| GNII SF CO2536 C     | 2052-06-20      | 2.5000%  | 0.0000% | $1723520.00        | $1131521.29        | Agency Mortgage-Backed Securities         |
| GNII SF CO2819 C     | 2052-07-20      | 2.5000%  | 0.0000% | $1218852.00        | $968816.10         | Agency Mortgage-Backed Securities         |
| GNII RG CO7654 C     | 2043-09-20      | 3.5000%  | 0.0000% | $200000.00         | $135334.49         | Agency Mortgage-Backed Securities         |
| GNII RG CO9536 C     | 2038-10-20      | 6.5000%  | 0.0000% | $1078794.00        | $686457.58         | Agency Mortgage-Backed Securities         |
| GNII SF CP4717 C     | 2035-07-20      | 5.0000%  | 0.0000% | $1185990.00        | $508403.01         | Agency Mortgage-Backed Securities         |
| GNMI SF BE6179 X     | 2047-12-15      | 4.0000%  | 0.0000% | $29851.00          | $6612.86           | Agency Mortgage-Backed Securities         |
| GNII SF BE9379 C     | 2048-01-20      | 3.5000%  | 0.0000% | $2530852.00        | $260654.81         | Agency Mortgage-Backed Securities         |
| GNMI SF BG6377 X     | 2048-04-15      | 3.0000%  | 0.0000% | $127811.00         | $72012.55          | Agency Mortgage-Backed Securities         |
| GNII SF BH6397 C     | 2036-02-20      | 3.0000%  | 0.0000% | $1241700.00        | $277177.73         | Agency Mortgage-Backed Securities         |
| GNII SF BH6400 C     | 2036-03-20      | 3.5000%  | 0.0000% | $3312836.00        | $1064563.47        | Agency Mortgage-Backed Securities         |
| GNII SF BH8543 C     | 2048-07-20      | 4.5000%  | 0.0000% | $106585.00         | $38818.13          | Agency Mortgage-Backed Securities         |
| GNMI SF BJ2882 X     | 2048-12-15      | 5.5000%  | 0.0000% | $457737.00         | $40548.43          | Agency Mortgage-Backed Securities         |
| GNII SF BM7534 C     | 2050-02-20      | 3.5000%  | 0.0000% | $200000.00         | $45780.11          | Agency Mortgage-Backed Securities         |
| GNII SF BO8929 C     | 2049-12-20      | 3.5000%  | 0.0000% | $1685162.00        | $492486.95         | Agency Mortgage-Backed Securities         |
| GNII SF BP1928 C     | 2049-08-20      | 3.5000%  | 0.0000% | $230000.00         | $46596.54          | Agency Mortgage-Backed Securities         |
| GNPL PN BP9045       | 2061-10-15      | 3.0800%  | 0.0000% | $46117.00          | $40319.02          | Agency Mortgage-Backed Securities         |
| GNII SF BR8843 C     | 2050-02-20      | 4.0000%  | 0.0000% | $1513376.00        | $1286706.87        | Agency Mortgage-Backed Securities         |
| GNMI SF BS5027 X     | 2050-02-15      | 3.5000%  | 0.0000% | $1338664.00        | $207096.51         | Agency Mortgage-Backed Securities         |
| GNII SF BT3114 C     | 2050-03-20      | 3.0000%  | 0.0000% | $332659.00         | $22250.30          | Agency Mortgage-Backed Securities         |
| GNII SF BT3115 C     | 2050-03-20      | 3.0000%  | 0.0000% | $263831.00         | $91459.02          | Agency Mortgage-Backed Securities         |
| GNPL PN BT3353       | 2062-03-15      | 3.1000%  | 0.0000% | $76954.00          | $67099.03          | Agency Mortgage-Backed Securities         |
| GNII SF BT6867 C     | 2050-05-20      | 3.0000%  | 0.0000% | $3355000.00        | $809951.08         | Agency Mortgage-Backed Securities         |
| GNMI SF BU8320 X     | 2050-05-15      | 2.5000%  | 0.0000% | $6610608.00        | $1512542.90        | Agency Mortgage-Backed Securities         |
| GNMI SF BU8315 X     | 2050-05-15      | 2.5000%  | 0.0000% | $10233520.00       | $4191315.23        | Agency Mortgage-Backed Securities         |
| GNMI SF BU8662 X     | 2050-07-15      | 2.5000%  | 0.0000% | $10104672.00       | $3964352.66        | Agency Mortgage-Backed Securities         |
| GNII SF BV0540 C     | 2050-10-20      | 3.0000%  | 0.0000% | $288000.00         | $129029.53         | Agency Mortgage-Backed Securities         |
| GNPL PN BV7052       | 2062-05-15      | 3.1700%  | 0.0000% | $93098.00          | $81991.57          | Agency Mortgage-Backed Securities         |
| GNII SF BV7356 C     | 2036-06-20      | 6.5000%  | 0.0000% | $1183072.00        | $698550.38         | Agency Mortgage-Backed Securities         |
| GNII SF BV8707 C     | 2050-07-20      | 2.5000%  | 0.0000% | $1159914.00        | $447920.36         | Agency Mortgage-Backed Securities         |
| GNII SF BV8721 C     | 2050-07-20      | 2.5000%  | 0.0000% | $827055.00         | $461607.38         | Agency Mortgage-Backed Securities         |
| GNPL PN BW3037       | 2062-11-15      | 3.0000%  | 0.0000% | $51282.00          | $44566.08          | Agency Mortgage-Backed Securities         |
| GNII SF BZ4350 C     | 2051-03-20      | 2.5000%  | 0.0000% | $6238288.00        | $4192533.56        | Agency Mortgage-Backed Securities         |
| GNII SF BZ4588 C     | 2032-03-20      | 7.0000%  | 0.0000% | $1142648.00        | $352904.07         | Agency Mortgage-Backed Securities         |
| GNII SF BZ4615 C     | 2039-01-20      | 6.5000%  | 0.0000% | $2573256.00        | $804141.02         | Agency Mortgage-Backed Securities         |
| GNII SF BZ8511 C     | 2050-12-20      | 3.0000%  | 0.0000% | $75144.00          | $50672.28          | Agency Mortgage-Backed Securities         |
| GNPL PN CA4910       | 2063-05-15      | 2.5700%  | 0.0000% | $50000.00          | $42036.78          | Agency Mortgage-Backed Securities         |
| GNPL PN CC1884       | 2063-05-15      | 2.5800%  | 0.0000% | $1519996.00        | $1269545.99        | Agency Mortgage-Backed Securities         |
| GNPL PN CC7501       | 2049-03-15      | 3.1300%  | 0.0000% | $90409.00          | $76183.35          | Agency Mortgage-Backed Securities         |
| GNPL PN CC7502       | 2048-03-15      | 3.0900%  | 0.0000% | $52175.00          | $43560.21          | Agency Mortgage-Backed Securities         |
| GNPL PN CD0901       | 2063-08-15      | 3.0000%  | 0.0000% | $7962912.00        | $6878339.48        | Agency Mortgage-Backed Securities         |
| GNMI SF CD3257 X     | 2051-06-15      | 2.5000%  | 0.0000% | $8844256.00        | $6432908.18        | Agency Mortgage-Backed Securities         |
| GNII RG CF0263 C     | 2038-12-20      | 6.0000%  | 0.0000% | $1051452.00        | $369078.51         | Agency Mortgage-Backed Securities         |
| GNPL PN CF6704       | 2064-02-15      | 2.5500%  | 0.0000% | $461482.00         | $385840.05         | Agency Mortgage-Backed Securities         |
| GNII SF CG8222 C     | 2052-03-20      | 2.0000%  | 0.0000% | $2019012.00        | $1493589.84        | Agency Mortgage-Backed Securities         |
| GNII SF CH0583 C     | 2051-09-20      | 2.5000%  | 0.0000% | $1748826.00        | $1119919.25        | Agency Mortgage-Backed Securities         |
| GNPL PN CH2695       | 2057-07-15      | 3.2300%  | 0.0000% | $76780.00          | $66973.66          | Agency Mortgage-Backed Securities         |
| GNII SF CH3068 C     | 2051-11-20      | 5.0000%  | 0.0000% | $1090132.00        | $560390.41         | Agency Mortgage-Backed Securities         |
| GNII RG CH5613 C     | 2049-05-20      | 5.5000%  | 0.0000% | $1050932.00        | $567403.51         | Agency Mortgage-Backed Securities         |
| GNII SF CH8580 C     | 2051-11-20      | 2.5000%  | 0.0000% | $1290120.00        | $1007458.89        | Agency Mortgage-Backed Securities         |
| GNII RG CI4386 C     | 2039-01-20      | 6.5000%  | 0.0000% | $1709910.00        | $1116250.01        | Agency Mortgage-Backed Securities         |
| GNII RG CI6769 C     | 2039-10-20      | 5.5000%  | 0.0000% | $1751722.00        | $907341.98         | Agency Mortgage-Backed Securities         |
| GNPL PN CJ1374       | 2065-03-15      | 5.3900%  | 0.0000% | $4669272.00        | $4800806.23        | Agency Mortgage-Backed Securities         |
| GNII SF CJ6920 C     | 2055-07-20      | 6.0000%  | 0.0000% | $1294220.00        | $1322550.86        | Agency Mortgage-Backed Securities         |
| GNII SF CK4917 C     | 2052-01-20      | 3.5000%  | 0.0000% | $659564.00         | $516874.76         | Agency Mortgage-Backed Securities         |
| GNII SF CK9592 C     | 2052-06-20      | 4.0000%  | 0.0000% | $800000.00         | $553008.33         | Agency Mortgage-Backed Securities         |
| GNPL PN CL5340       | 2057-06-15      | 3.2700%  | 0.0000% | $48300.00          | $42430.93          | Agency Mortgage-Backed Securities         |
| GNMI SF CL6189 X     | 2052-03-15      | 4.0000%  | 0.0000% | $634827.00         | $388919.87         | Agency Mortgage-Backed Securities         |
| GNII SF CL6988 C     | 2052-06-20      | 4.0000%  | 0.0000% | $1035000.00        | $926156.52         | Agency Mortgage-Backed Securities         |
| GNII RG CM0722 C     | 2047-07-20      | 3.5000%  | 0.0000% | $859587.00         | $528689.13         | Agency Mortgage-Backed Securities         |
| GNII SF CM1520 C     | 2033-09-20      | 6.5000%  | 0.0000% | $1451068.00        | $844147.76         | Agency Mortgage-Backed Securities         |
| GNII RG CM2645 C     | 2046-10-20      | 3.5000%  | 0.0000% | $644108.00         | $417018.05         | Agency Mortgage-Backed Securities         |
| GNII SF CM2070 C     | 2052-05-20      | 4.0000%  | 0.0000% | $2330228.00        | $1702117.22        | Agency Mortgage-Backed Securities         |
| GNII RG CM2413 C     | 2038-11-20      | 6.5000%  | 0.0000% | $1129238.00        | $888400.52         | Agency Mortgage-Backed Securities         |
| GNII RG CM5273 C     | 2048-03-20      | 3.5000%  | 0.0000% | $2475000.00        | $1681613.62        | Agency Mortgage-Backed Securities         |
| GNII RG CM4717 C     | 2049-10-20      | 4.5000%  | 0.0000% | $1200000.00        | $744968.88         | Agency Mortgage-Backed Securities         |
| GNCL CL CN0554       | 2066-08-15      | 5.6200%  | 0.0000% | $14647728.00       | $14537887.94       | Agency Mortgage-Backed Securities         |
| GNII SF MA9995 M     | 2033-01-20      | 3.0000%  | 0.0000% | $81079.00          | $65137.86          | Agency Mortgage-Backed Securities         |
| GNMI SF AD3523 X     | 2043-05-15      | 3.5000%  | 0.0000% | $73268.00          | $8322.67           | Agency Mortgage-Backed Securities         |
| GNMI SF AE3318 X     | 2046-07-15      | 2.5000%  | 0.0000% | $945058.00         | $597048.24         | Agency Mortgage-Backed Securities         |
| GNMI SF AE7515 X     | 2043-06-15      | 3.0000%  | 0.0000% | $458344.00         | $57231.05          | Agency Mortgage-Backed Securities         |
| GNMI SF AE9888 X     | 2043-05-15      | 3.5000%  | 0.0000% | $75000.00          | $10205.15          | Agency Mortgage-Backed Securities         |
| GNII SF AJ9334 C     | 2044-10-20      | 3.5000%  | 0.0000% | $520000.00         | $64668.61          | Agency Mortgage-Backed Securities         |
| GNII SF AL1773 C     | 2045-01-20      | 3.5000%  | 0.0000% | $16615000.00       | $2176101.03        | Agency Mortgage-Backed Securities         |
| GNMI SF AL9314 X     | 2045-03-15      | 3.0000%  | 0.0000% | $10850960.00       | $1055507.19        | Agency Mortgage-Backed Securities         |
| GNII SF AM4971 C     | 2045-04-20      | 3.5000%  | 0.0000% | $7917000.00        | $793249.35         | Agency Mortgage-Backed Securities         |
| GNMI SF AM8641 X     | 2045-05-15      | 3.0000%  | 0.0000% | $55243.00          | $5054.56           | Agency Mortgage-Backed Securities         |
| GNMI SF AQ0531 X     | 2046-09-15      | 4.0000%  | 0.0000% | $1461472.00        | $180485.83         | Agency Mortgage-Backed Securities         |
| GNII RG CQ2913 C     | 2038-12-20      | 6.0000%  | 0.0000% | $1520104.00        | $502836.20         | Agency Mortgage-Backed Securities         |
| GNII SF CQ6104 C     | 2052-10-20      | 4.5000%  | 0.0000% | $4052952.00        | $3144153.07        | Agency Mortgage-Backed Securities         |
| GNCL CL CQ7052       | 2065-07-15      | 5.3500%  | 0.0000% | $4304352.00        | $4355852.38        | Agency Mortgage-Backed Securities         |
| GNII SF CQ8289 C     | 2052-10-20      | 4.0000%  | 0.0000% | $1015090.00        | $715785.93         | Agency Mortgage-Backed Securities         |
| GNMI SF CR2378 X     | 2053-02-15      | 6.5000%  | 0.0000% | $2570832.00        | $2436285.28        | Agency Mortgage-Backed Securities         |
| GNII SF CS3934 C     | 2053-01-20      | 5.0000%  | 0.0000% | $2088192.00        | $411827.38         | Agency Mortgage-Backed Securities         |
| GNCL CL CS8941       | 2066-12-15      | 5.6400%  | 0.0000% | $33645120.00       | $34197213.98       | Agency Mortgage-Backed Securities         |
| GNII SF CT5318 C     | 2052-08-20      | 2.5000%  | 0.0000% | $2184832.00        | $1734843.97        | Agency Mortgage-Backed Securities         |
| GNII SF CT4982 C     | 2053-05-20      | 6.5000%  | 0.0000% | $1027660.00        | $712795.39         | Agency Mortgage-Backed Securities         |
| GNII SF CT8321 C     | 2053-05-20      | 6.0000%  | 0.0000% | $1117136.00        | $667802.14         | Agency Mortgage-Backed Securities         |
| GNII RG CU1344 C     | 2038-11-20      | 6.0000%  | 0.0000% | $1027368.00        | $643048.99         | Agency Mortgage-Backed Securities         |
| GNII SF CU5097 C     | 2053-05-20      | 6.0000%  | 0.0000% | $2235150.00        | $1881266.79        | Agency Mortgage-Backed Securities         |
| GNII SF CU9136 C     | 2053-06-20      | 6.0000%  | 0.0000% | $1127636.00        | $712840.97         | Agency Mortgage-Backed Securities         |
| GNII SF CV0620 C     | 2053-09-20      | 7.0000%  | 0.0000% | $2092088.00        | $2139984.04        | Agency Mortgage-Backed Securities         |
| GNII SF CV1491 C     | 2053-05-20      | 6.5000%  | 0.0000% | $2260224.00        | $1700193.62        | Agency Mortgage-Backed Securities         |
| GNII ET CV2347 C     | 2064-01-20      | 7.5000%  | 0.0000% | $799814.00         | $88213.34          | Agency Mortgage-Backed Securities         |
| GNII SF CV5745 C     | 2053-12-20      | 8.0000%  | 0.0000% | $33076416.00       | $30364570.30       | Agency Mortgage-Backed Securities         |
| GNII SF CV6328 C     | 2053-06-20      | 5.5000%  | 0.0000% | $2902684.00        | $2182141.20        | Agency Mortgage-Backed Securities         |
| GNII SF CV6855 C     | 2053-07-20      | 7.0000%  | 0.0000% | $692226.00         | $519998.50         | Agency Mortgage-Backed Securities         |
| GNII RG CW5913 C     | 2052-04-20      | 2.0000%  | 0.0000% | $1318252.00        | $587205.09         | Agency Mortgage-Backed Securities         |
| GNII SF CW9249 C     | 2055-05-20      | 6.5000%  | 0.0000% | $795104.00         | $828493.49         | Agency Mortgage-Backed Securities         |
| GNII SF CX1604 C     | 2053-09-20      | 6.5000%  | 0.0000% | $1618116.00        | $1436321.12        | Agency Mortgage-Backed Securities         |
| GNII SF CX2662 C     | 2053-08-20      | 5.5000%  | 0.0000% | $7308144.00        | $5946833.97        | Agency Mortgage-Backed Securities         |
| GNII SF CX2368 C     | 2053-09-20      | 7.0000%  | 0.0000% | $3769296.00        | $2775044.82        | Agency Mortgage-Backed Securities         |
| GNII SF CX2397 C     | 2053-10-20      | 6.5000%  | 0.0000% | $2147412.00        | $1768882.29        | Agency Mortgage-Backed Securities         |
| GNII SF CX3733 C     | 2053-10-20      | 7.0000%  | 0.0000% | $1785832.00        | $965643.56         | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CTCC1756 | 2045-09-01      | 6.5000%  | 0.0000% | $1270410.00        | $1336465.33        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CICC1333 | 2040-10-01      | 6.0000%  | 0.0000% | $2102128.00        | $2162770.11        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CICC1592 | 2040-11-01      | 6.0000%  | 0.0000% | $6469696.00        | $6682824.48        | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX LB888494 | 2035-09-01      | 7.1850%  | 0.0000% | $3396000.00        | $30185.08          | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX WD888504 | 2034-04-01      | 6.2510%  | 0.0000% | $3128000.00        | $54193.85          | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CT932349 | 2030-01-01      | 5.0000%  | 0.0000% | $691314.00         | $5420.05           | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX LB936588 | 2037-04-01      | 5.6400%  | 0.0000% | $19300000.00       | $74655.29          | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX LB936590 | 2037-04-01      | 5.6200%  | 0.0000% | $28400000.00       | $67124.39          | Agency Mortgage-Backed Securities         |
| FNMS 05.740 MY957263 | 2026-04-01      | 5.7400%  | 0.0000% | $1700000.00        | $1115568.95        | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX S1962677 | 2038-04-01      | 6.9120%  | 0.0000% | $30020416.00       | $359362.89         | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX S1995046 | 2038-05-01      | 6.3200%  | 0.0000% | $80018304.00       | $959927.37         | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX LB995269 | 2035-07-01      | 5.9920%  | 0.0000% | $7950000.00        | $154754.96         | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CIAB7525 | 2028-01-01      | 2.0000%  | 0.0000% | $3000000.00        | $119773.00         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLAB8704 | 2043-03-01      | 3.0000%  | 0.0000% | $215017.00         | $43319.84          | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLAB9344 | 2043-05-01      | 3.0000%  | 0.0000% | $159855.00         | $30262.51          | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLMA0388 | 2040-03-01      | 5.0000%  | 0.0000% | $781453.00         | $30017.11          | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CQMA0444 | 2040-05-01      | 5.0000%  | 0.0000% | $432550.00         | $11663.10          | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CJMA1045 | 2027-04-01      | 3.0000%  | 0.0000% | $2000000.00        | $14438.27          | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CQMA1436 | 2043-04-01      | 3.5000%  | 0.0000% | $100000.00         | $13717.03          | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CRMA1664 | 2043-10-01      | 4.5000%  | 0.0000% | $2000000.00        | $281017.67         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CQMA3161 | 2047-10-01      | 3.5000%  | 0.0000% | $1048328.00        | $272119.94         | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIMA4384 | 2036-07-01      | 2.5000%  | 0.0000% | $2384076.00        | $1194190.22        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CKMA3787 | 2049-08-01      | 4.5000%  | 0.0000% | $6000000.00        | $333224.12         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLMA3871 | 2049-12-01      | 3.0000%  | 0.0000% | $24384608.00       | $4080501.14        | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CIMA4014 | 2035-05-01      | 3.0000%  | 0.0000% | $2259000.00        | $471333.25         | Agency Mortgage-Backed Securities         |
| FNMS 01.500 CTMA4175 | 2040-11-01      | 1.5000%  | 0.0000% | $1480140.00        | $778420.35         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIMA5382 | 2039-04-01      | 3.5000%  | 0.0000% | $34974.00          | $24745.52          | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CIMA4831 | 2037-12-01      | 3.0000%  | 0.0000% | $1190238.00        | $820025.45         | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLMA5446 | 2054-08-01      | 6.5000%  | 0.0000% | $100000.00         | $63096.70          | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLMA5943 | 2056-01-01      | 4.5000%  | 0.0000% | $19333184.00       | $19026534.05       | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLAE0755 | 2040-01-01      | 7.0000%  | 0.0000% | $1496844.00        | $40601.93          | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLQX0298 | 2054-11-01      | 4.5000%  | 0.0000% | $1008346.00        | $872400.76         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQX2185 | 2054-12-01      | 5.5000%  | 0.0000% | $6133816.00        | $5491492.86        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQX2709 | 2055-01-01      | 6.0000%  | 0.0000% | $2335000.00        | $1843211.75        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQX5266 | 2055-02-01      | 5.0000%  | 0.0000% | $4460120.00        | $4039551.22        | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLQX5837 | 2055-01-01      | 4.5000%  | 0.0000% | $4389240.00        | $4102913.44        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQX6528 | 2055-01-01      | 5.0000%  | 0.0000% | $12742176.00       | $12068497.63       | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQX8909 | 2055-02-01      | 5.0000%  | 0.0000% | $1838116.00        | $1828409.62        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQX8704 | 2055-03-01      | 5.5000%  | 0.0000% | $371732.00         | $357267.07         | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLQX9919 | 2055-03-01      | 7.0000%  | 0.0000% | $1263880.00        | $1358712.94        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQY0069 | 2055-04-01      | 6.5000%  | 0.0000% | $2886532.00        | $2839292.24        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQY2186 | 2055-04-01      | 6.5000%  | 0.0000% | $8367456.00        | $7296463.05        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQY4624 | 2055-05-01      | 5.0000%  | 0.0000% | $1973242.00        | $1975067.93        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQY9121 | 2055-07-01      | 5.5000%  | 0.0000% | $22711.00          | $23065.54          | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQZ0856 | 2055-08-01      | 6.5000%  | 0.0000% | $1141150.00        | $906300.01         | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQZ2288 | 2055-08-01      | 6.5000%  | 0.0000% | $9510980.00        | $9881372.76        | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLQZ2302 | 2055-09-01      | 7.0000%  | 0.0000% | $1000110.00        | $1044378.50        | Agency Mortgage-Backed Securities         |
| FEPC 07.500 CLQZ3583 | 2055-09-01      | 7.5000%  | 0.0000% | $21475.00          | $22796.93          | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQZ4409 | 2055-09-01      | 6.5000%  | 0.0000% | $21939.00          | $23058.08          | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLQZ4415 | 2055-09-01      | 7.0000%  | 0.0000% | $1022354.00        | $1090430.12        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQZ3801 | 2055-09-01      | 6.0000%  | 0.0000% | $22111.00          | $23023.71          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQZ3813 | 2055-09-01      | 6.0000%  | 0.0000% | $44764400.00       | $45471968.21       | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLQZ4552 | 2055-10-01      | 4.5000%  | 0.0000% | $2352832.00        | $2312139.05        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQZ4846 | 2055-10-01      | 6.5000%  | 0.0000% | $6546720.00        | $6857427.72        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQZ4904 | 2055-10-01      | 6.5000%  | 0.0000% | $9728240.00        | $9882587.84        | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLQZ5043 | 2055-09-01      | 7.0000%  | 0.0000% | $2673548.00        | $2838589.09        | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLQZ5033 | 2055-10-01      | 7.0000%  | 0.0000% | $2502972.00        | $2636233.47        | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLQZ6251 | 2055-10-01      | 7.0000%  | 0.0000% | $1109684.00        | $1166552.69        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQZ6435 | 2055-10-01      | 5.5000%  | 0.0000% | $9722864.00        | $9928661.72        | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLQZ6460 | 2055-10-01      | 7.0000%  | 0.0000% | $22060.00          | $23189.78          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQZ6478 | 2055-10-01      | 5.5000%  | 0.0000% | $482542.00         | $491310.85         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQZ6532 | 2055-10-01      | 6.0000%  | 0.0000% | $9227472.00        | $9500199.27        | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLQZ7829 | 2055-10-01      | 7.0000%  | 0.0000% | $21934.00          | $23048.20          | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLQZ7960 | 2055-11-01      | 7.0000%  | 0.0000% | $21250.00          | $22576.22          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQZ8146 | 2055-11-01      | 5.5000%  | 0.0000% | $3019708.00        | $3101482.42        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQZ8154 | 2055-11-01      | 5.5000%  | 0.0000% | $612466.00         | $625808.58         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQZ8259 | 2055-11-01      | 5.5000%  | 0.0000% | $10696608.00       | $10892185.88       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQZ8520 | 2055-11-01      | 5.5000%  | 0.0000% | $34943040.00       | $35546215.20       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQZ8597 | 2055-11-01      | 5.5000%  | 0.0000% | $3313730.00        | $3382944.24        | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLQZ8842 | 2055-11-01      | 7.0000%  | 0.0000% | $1028252.00        | $1092470.57        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQZ8857 | 2055-11-01      | 5.5000%  | 0.0000% | $742135.00         | $762369.42         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQZ9839 | 2055-11-01      | 6.0000%  | 0.0000% | $2001872.00        | $2073657.06        | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLQZ9474 | 2055-11-01      | 4.5000%  | 0.0000% | $1261000.00        | $1252012.02        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQZ9459 | 2055-12-01      | 5.5000%  | 0.0000% | $16149216.00       | $16324599.33       | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQZ9485 | 2055-11-01      | 5.0000%  | 0.0000% | $6885472.00        | $6961085.90        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSL0338 | 2055-02-01      | 5.5000%  | 0.0000% | $62241920.00       | $55005115.03       | Agency Mortgage-Backed Securities         |
| GNII SF MA7451 M     | 2036-12-20      | 4.5000%  | 0.0000% | $135341.00         | $103270.65         | Agency Mortgage-Backed Securities         |
| GNII SF MA7472 M     | 2051-07-20      | 2.5000%  | 0.0000% | $46683008.00       | $26223742.34       | Agency Mortgage-Backed Securities         |
| GNII JM MA7581 M     | 2051-09-20      | 3.5000%  | 0.0000% | $1708152.00        | $865841.37         | Agency Mortgage-Backed Securities         |
| GNII SF MA7568 M     | 2035-08-20      | 5.5000%  | 0.0000% | $964503.00         | $300496.63         | Agency Mortgage-Backed Securities         |
| GNII SF MA7771 M     | 2051-12-20      | 4.5000%  | 0.0000% | $25000.00          | $14367.76          | Agency Mortgage-Backed Securities         |
| GNII SF MA7767 M     | 2051-12-20      | 2.5000%  | 0.0000% | $205198336.00      | $125954390.72      | Agency Mortgage-Backed Securities         |
| GNII SF MA7826 M     | 2052-01-20      | 2.0000%  | 0.0000% | $85721728.00       | $52485972.78       | Agency Mortgage-Backed Securities         |
| GNII JM MA7869 M     | 2052-02-20      | 1.5000%  | 0.0000% | $554856.00         | $330551.49         | Agency Mortgage-Backed Securities         |
| GNII SF MA7936 M     | 2052-03-20      | 2.5000%  | 0.0000% | $366032896.00      | $229693935.21      | Agency Mortgage-Backed Securities         |
| GNII SF MA7919 M     | 2028-03-20      | 7.0000%  | 0.0000% | $26825.00          | $9815.23           | Agency Mortgage-Backed Securities         |
| GNII SF MA8914 M     | 2038-06-20      | 3.5000%  | 0.0000% | $194136.00         | $126328.76         | Agency Mortgage-Backed Securities         |
| GNII SF MA8941 M     | 2051-04-20      | 2.0000%  | 0.0000% | $1977862.00        | $1199755.97        | Agency Mortgage-Backed Securities         |
| GNII SF MA8943 M     | 2053-05-20      | 3.0000%  | 0.0000% | $1165306.00        | $777496.02         | Agency Mortgage-Backed Securities         |
| GNII SF MA8982 M     | 2034-11-20      | 3.0000%  | 0.0000% | $105411.00         | $82960.70          | Agency Mortgage-Backed Securities         |
| GNII SF MA8151 M     | 2052-07-20      | 4.5000%  | 0.0000% | $65000.00          | $47798.16          | Agency Mortgage-Backed Securities         |
| GNII JM MA8191 M     | 2052-08-20      | 3.5000%  | 0.0000% | $10682496.00       | $7800950.37        | Agency Mortgage-Backed Securities         |
| GNII JM MA8193 M     | 2052-08-20      | 4.5000%  | 0.0000% | $2500000.00        | $1874013.58        | Agency Mortgage-Backed Securities         |
| GNII SF MA8198 M     | 2052-08-20      | 3.0000%  | 0.0000% | $416000.00         | $266152.45         | Agency Mortgage-Backed Securities         |
| GNII SF MA8265 M     | 2052-08-20      | 3.0000%  | 0.0000% | $3830412.00        | $2448734.74        | Agency Mortgage-Backed Securities         |
| GNII SF MA8323 M     | 2037-10-20      | 6.5000%  | 0.0000% | $189355.00         | $164406.57         | Agency Mortgage-Backed Securities         |
| GNII SF MA8349 M     | 2052-10-20      | 5.5000%  | 0.0000% | $2982988.00        | $2002111.64        | Agency Mortgage-Backed Securities         |
| GNII JM MA8479 M     | 2052-11-20      | 4.0000%  | 0.0000% | $6000000.00        | $4500740.70        | Agency Mortgage-Backed Securities         |
| GNII SF MA8488 M     | 2052-12-20      | 4.0000%  | 0.0000% | $2869132.00        | $2238091.92        | Agency Mortgage-Backed Securities         |
| GNII SF MA8489 M     | 2052-12-20      | 4.5000%  | 0.0000% | $795000.00         | $617723.75         | Agency Mortgage-Backed Securities         |
| GNII SF MA8613 M     | 2033-01-20      | 3.5000%  | 0.0000% | $70172.00          | $44927.06          | Agency Mortgage-Backed Securities         |
| GNII SF MA8616 M     | 2038-02-20      | 5.0000%  | 0.0000% | $161318.00         | $92755.04          | Agency Mortgage-Backed Securities         |
| GNII SF MA8647 M     | 2053-02-20      | 5.0000%  | 0.0000% | $55107456.00       | $41534361.23       | Agency Mortgage-Backed Securities         |
| GNII SF MA8691 M     | 2031-07-20      | 3.0000%  | 0.0000% | $140715.00         | $41640.28          | Agency Mortgage-Backed Securities         |
| GNII SF MA8721 M     | 2053-02-20      | 3.0000%  | 0.0000% | $300000.00         | $200506.68         | Agency Mortgage-Backed Securities         |
| GNII SF MA8777 M     | 2030-06-20      | 8.5000%  | 0.0000% | $42155.00          | $28824.85          | Agency Mortgage-Backed Securities         |
| GNII SF MA8793 M     | 2045-02-20      | 1.5000%  | 0.0000% | $211698.00         | $43811.39          | Agency Mortgage-Backed Securities         |
| GNII JM MA8862 M     | 2051-12-20      | 3.0000%  | 0.0000% | $790763.00         | $472671.24         | Agency Mortgage-Backed Securities         |
| GNII SF MA9828 M     | 2039-10-20      | 7.5000%  | 0.0000% | $258325.00         | $56499.87          | Agency Mortgage-Backed Securities         |
| GNII SF MA9853 M     | 2054-08-20      | 6.5000%  | 0.0000% | $5650752.00        | $2864443.01        | Agency Mortgage-Backed Securities         |
| GNII SF MA9881 M     | 2038-09-20      | 6.5000%  | 0.0000% | $214778.00         | $84633.89          | Agency Mortgage-Backed Securities         |
| GNII SF MA9102 M     | 2053-04-20      | 3.5000%  | 0.0000% | $2982500.00        | $2074284.26        | Agency Mortgage-Backed Securities         |
| GNII SF MA9103 M     | 2053-07-20      | 4.0000%  | 0.0000% | $580656.00         | $479002.08         | Agency Mortgage-Backed Securities         |
| GNII SF MA9136 M     | 2038-09-20      | 4.5000%  | 0.0000% | $167684.00         | $110248.43         | Agency Mortgage-Backed Securities         |
| GNII SF MA9173 M     | 2053-09-20      | 6.5000%  | 0.0000% | $1750382.00        | $765680.66         | Agency Mortgage-Backed Securities         |
| GNII SF MA9240 M     | 2053-10-20      | 5.0000%  | 0.0000% | $1415000.00        | $1244078.37        | Agency Mortgage-Backed Securities         |
| GNII SF MA9242 M     | 2053-10-20      | 6.0000%  | 0.0000% | $1940000.00        | $1156901.65        | Agency Mortgage-Backed Securities         |
| GNII SF MA9243 M     | 2053-10-20      | 6.5000%  | 0.0000% | $20200000.00       | $8857964.51        | Agency Mortgage-Backed Securities         |
| GNII SF MA9245 M     | 2053-10-20      | 7.5000%  | 0.0000% | $1011286.00        | $236940.66         | Agency Mortgage-Backed Securities         |
| GNII SF MA9274 M     | 2038-11-20      | 7.0000%  | 0.0000% | $132230.00         | $76606.30          | Agency Mortgage-Backed Securities         |
| GNII SF MA9358 M     | 2046-09-20      | 3.5000%  | 0.0000% | $1959002.00        | $1351527.71        | Agency Mortgage-Backed Securities         |
| GNII SF MA9359 M     | 2053-02-20      | 4.0000%  | 0.0000% | $1004156.00        | $849223.53         | Agency Mortgage-Backed Securities         |
| GNII SF MA9361 M     | 2053-12-20      | 5.0000%  | 0.0000% | $231917.00         | $209222.11         | Agency Mortgage-Backed Securities         |
| GNII SF MA9366 M     | 2053-12-20      | 7.5000%  | 0.0000% | $188860.00         | $38213.69          | Agency Mortgage-Backed Securities         |
| GNII SF MA9423 M     | 2054-01-20      | 5.5000%  | 0.0000% | $101211648.00      | $78478931.61       | Agency Mortgage-Backed Securities         |
| GNII SF MA9426 M     | 2053-12-20      | 7.0000%  | 0.0000% | $48000.00          | $15767.69          | Agency Mortgage-Backed Securities         |
| GNII SF MA9486 M     | 2054-01-20      | 4.5000%  | 0.0000% | $13688000.00       | $12333145.62       | Agency Mortgage-Backed Securities         |
| GNII SF MA9488 M     | 2054-01-20      | 5.5000%  | 0.0000% | $106577408.00      | $79392495.71       | Agency Mortgage-Backed Securities         |
| GNII SF MA9490 M     | 2054-02-20      | 6.5000%  | 0.0000% | $341971.00         | $151167.23         | Agency Mortgage-Backed Securities         |
| GNII SF MA9542 M     | 2054-03-20      | 6.0000%  | 0.0000% | $40219776.00       | $22951864.37       | Agency Mortgage-Backed Securities         |
| GNII SF MA9543 M     | 2054-03-20      | 6.5000%  | 0.0000% | $438391.00         | $198291.32         | Agency Mortgage-Backed Securities         |
| GNII SF MA9603 M     | 2054-04-20      | 4.5000%  | 0.0000% | $24048096.00       | $22303715.09       | Agency Mortgage-Backed Securities         |
| GNII SF MA9665 M     | 2054-04-20      | 4.0000%  | 0.0000% | $29741376.00       | $26516802.95       | Agency Mortgage-Backed Securities         |
| GNII SF MA9670 M     | 2054-05-20      | 6.5000%  | 0.0000% | $403200000.00      | $199502852.99      | Agency Mortgage-Backed Securities         |
| GNII SF MA9663 M     | 2050-06-20      | 3.0000%  | 0.0000% | $1252448.00        | $958789.34         | Agency Mortgage-Backed Securities         |
| GNII SF MA9694 M     | 2039-06-20      | 5.0000%  | 0.0000% | $365359.00         | $269045.62         | Agency Mortgage-Backed Securities         |
| GNII SF MA9751 M     | 2039-06-20      | 6.5000%  | 0.0000% | $457911.00         | $337778.18         | Agency Mortgage-Backed Securities         |
| GNMI SF AO8679 X     | 2045-09-15      | 4.0000%  | 0.0000% | $2584612.00        | $153296.72         | Agency Mortgage-Backed Securities         |
| GNMI SF BA0244 X     | 2047-04-15      | 4.0000%  | 0.0000% | $456615.00         | $83679.49          | Agency Mortgage-Backed Securities         |
| GNMI SF BA2521 X     | 2047-04-15      | 5.0000%  | 0.0000% | $222711.00         | $14277.98          | Agency Mortgage-Backed Securities         |
| GNMI SF BA6976 X     | 2047-07-15      | 5.0000%  | 0.0000% | $124267.00         | $28088.01          | Agency Mortgage-Backed Securities         |
| GNMI SF BC3013 X     | 2047-12-15      | 3.0000%  | 0.0000% | $78696.00          | $37257.50          | Agency Mortgage-Backed Securities         |
| GNII SF BC5293 C     | 2047-08-20      | 3.5000%  | 0.0000% | $5100000.00        | $890998.28         | Agency Mortgage-Backed Securities         |
| GNII SF BC4732 C     | 2047-10-20      | 3.5000%  | 0.0000% | $200000.00         | $35282.24          | Agency Mortgage-Backed Securities         |
| GNMI SF BC7378 X     | 2047-11-15      | 3.5000%  | 0.0000% | $1383986.00        | $101806.59         | Agency Mortgage-Backed Securities         |
| GNII SF BC9322 C     | 2047-10-20      | 3.5000%  | 0.0000% | $508924.00         | $16780.38          | Agency Mortgage-Backed Securities         |
| GNMI SF BD3187 X     | 2047-10-15      | 4.0000%  | 0.0000% | $93000.00          | $30698.66          | Agency Mortgage-Backed Securities         |
| GNII SF BD3899 C     | 2048-01-20      | 3.5000%  | 0.0000% | $1848000.00        | $454377.74         | Agency Mortgage-Backed Securities         |
| GNII SF DJ5311 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1207198.00        | $1259945.31        | Agency Mortgage-Backed Securities         |
| GNPL PN DJ4706       | 2060-08-15      | 5.0500%  | 0.0000% | $3859100.00        | $3863479.31        | Agency Mortgage-Backed Securities         |
| GNPL PN DJ4707       | 2060-08-15      | 6.1200%  | 0.0000% | $3500000.00        | $3755701.40        | Agency Mortgage-Backed Securities         |
| GNII SF DJ4952 C     | 2055-06-20      | 7.0000%  | 0.0000% | $1030508.00        | $873805.52         | Agency Mortgage-Backed Securities         |
| GNII SF DJ5267 C     | 2055-06-20      | 5.5000%  | 0.0000% | $1410110.00        | $1448678.38        | Agency Mortgage-Backed Securities         |
| GNII SF DJ5237 C     | 2055-05-20      | 7.0000%  | 0.0000% | $1267552.00        | $1165921.00        | Agency Mortgage-Backed Securities         |
| GNPL PN DJ5973       | 2060-08-15      | 6.4900%  | 0.0000% | $2801400.00        | $2979338.54        | Agency Mortgage-Backed Securities         |
| GNPL PN DJ6839       | 2060-07-15      | 5.8500%  | 0.0000% | $2807000.00        | $2966788.15        | Agency Mortgage-Backed Securities         |
| GNII SF DJ8221 C     | 2055-06-20      | 6.5000%  | 0.0000% | $4457264.00        | $4364020.52        | Agency Mortgage-Backed Securities         |
| GNII SF DJ8294 C     | 2055-08-20      | 7.0000%  | 0.0000% | $2174584.00        | $2088962.84        | Agency Mortgage-Backed Securities         |
| GNII SF DJ9838 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1544990.00        | $1608773.97        | Agency Mortgage-Backed Securities         |
| GNII SF DJ9878 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1147012.00        | $1195871.95        | Agency Mortgage-Backed Securities         |
| GNII SF DJ9879 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1695330.00        | $1762201.25        | Agency Mortgage-Backed Securities         |
| GNII ET DJ9043 C     | 2065-06-20      | 6.5000%  | 0.0000% | $23614720.00       | $24587345.81       | Agency Mortgage-Backed Securities         |
| GNII SF DJ9122 C     | 2055-05-20      | 6.5000%  | 0.0000% | $4088880.00        | $3384555.76        | Agency Mortgage-Backed Securities         |
| GNII SF DJ9120 C     | 2055-05-20      | 6.5000%  | 0.0000% | $1501292.00        | $1583602.58        | Agency Mortgage-Backed Securities         |
| GNII SF DJ9134 C     | 2055-05-20      | 7.0000%  | 0.0000% | $2393032.00        | $2285264.22        | Agency Mortgage-Backed Securities         |
| GNII SF DJ9245 C     | 2055-05-20      | 7.0000%  | 0.0000% | $1989918.00        | $1687692.87        | Agency Mortgage-Backed Securities         |
| GNII SF DJ9323 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1052814.00        | $1090147.31        | Agency Mortgage-Backed Securities         |
| GNII SF DJ9732 C     | 2055-06-20      | 6.5000%  | 0.0000% | $2757772.00        | $2874857.05        | Agency Mortgage-Backed Securities         |
| GNII SF DJ9735 C     | 2055-06-20      | 6.5000%  | 0.0000% | $1300120.00        | $1354203.66        | Agency Mortgage-Backed Securities         |
| GNII SF DJ9762 C     | 2055-05-20      | 7.0000%  | 0.0000% | $1001988.00        | $1087396.43        | Agency Mortgage-Backed Securities         |
| GNII SF DK1492 C     | 2055-06-20      | 6.5000%  | 0.0000% | $3112496.00        | $2924160.36        | Agency Mortgage-Backed Securities         |
| GNII SF DK2600 C     | 2055-05-20      | 5.5000%  | 0.0000% | $5511016.00        | $5525309.05        | Agency Mortgage-Backed Securities         |
| GNII ET DK1965 C     | 2065-06-20      | 6.5000%  | 0.0000% | $2137328.00        | $2226177.69        | Agency Mortgage-Backed Securities         |
| GNII SF DK1977 C     | 2055-06-20      | 7.0000%  | 0.0000% | $1231654.00        | $1280383.60        | Agency Mortgage-Backed Securities         |
| GNII ET DK2405 C     | 2065-04-20      | 3.0000%  | 0.0000% | $1019490.00        | $919211.91         | Agency Mortgage-Backed Securities         |
| GNII SF DK3508 C     | 2055-08-20      | 6.5000%  | 0.0000% | $2497520.00        | $2608614.96        | Agency Mortgage-Backed Securities         |
| GNII SF DK3213 C     | 2055-09-20      | 6.5000%  | 0.0000% | $1728042.00        | $1816133.36        | Agency Mortgage-Backed Securities         |
| GNII SF DK3329 C     | 2040-06-20      | 4.5000%  | 0.0000% | $1168714.00        | $1132681.01        | Agency Mortgage-Backed Securities         |
| GNII ET DK3902 C     | 2065-04-20      | 6.5000%  | 0.0000% | $1754426.00        | $1827539.23        | Agency Mortgage-Backed Securities         |
| GNII SF DK4323 C     | 2055-07-20      | 6.5000%  | 0.0000% | $4764136.00        | $4972837.58        | Agency Mortgage-Backed Securities         |
| GNII SF DK4324 C     | 2055-07-20      | 7.0000%  | 0.0000% | $1217854.00        | $1253931.29        | Agency Mortgage-Backed Securities         |
| GNII SF DK5354 C     | 2055-05-20      | 6.5000%  | 0.0000% | $5242920.00        | $4924202.28        | Agency Mortgage-Backed Securities         |
| GNII SF DK4802 C     | 2055-05-20      | 6.5000%  | 0.0000% | $2487152.00        | $2584942.01        | Agency Mortgage-Backed Securities         |
| GNII SF DK4954 C     | 2055-08-20      | 7.0000%  | 0.0000% | $1424858.00        | $1490662.87        | Agency Mortgage-Backed Securities         |
| GNII SF DK4955 C     | 2055-08-20      | 7.0000%  | 0.0000% | $1258024.00        | $1315458.53        | Agency Mortgage-Backed Securities         |
| GNII SF DK4962 C     | 2055-08-20      | 6.5000%  | 0.0000% | $1449338.00        | $1515934.98        | Agency Mortgage-Backed Securities         |
| GNII SF DK5074 C     | 2055-06-20      | 6.5000%  | 0.0000% | $4971520.00        | $5178942.40        | Agency Mortgage-Backed Securities         |
| GNII SF DK5098 C     | 2055-06-20      | 6.5000%  | 0.0000% | $2363192.00        | $2321282.59        | Agency Mortgage-Backed Securities         |
| GNII ET DK5230 C     | 2065-11-20      | 6.5000%  | 0.0000% | $336196.00         | $351065.18         | Agency Mortgage-Backed Securities         |
| GNII SF DK6178 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1237000.00        | $1247212.28        | Agency Mortgage-Backed Securities         |
| GNII SF DK5602 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1060812.00        | $1107637.32        | Agency Mortgage-Backed Securities         |
| GNII SF DK5679 C     | 2055-06-20      | 6.5000%  | 0.0000% | $1221790.00        | $1274144.95        | Agency Mortgage-Backed Securities         |
| GNII SF DK5760 C     | 2055-07-20      | 6.5000%  | 0.0000% | $5654088.00        | $5861289.40        | Agency Mortgage-Backed Securities         |
| GNII SF DK5762 C     | 2055-07-20      | 6.5000%  | 0.0000% | $4351496.00        | $4541440.04        | Agency Mortgage-Backed Securities         |
| GNII SF DK5768 C     | 2055-07-20      | 7.0000%  | 0.0000% | $1049744.00        | $1088864.50        | Agency Mortgage-Backed Securities         |
| GNII SF DK6011 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1232084.00        | $1287978.41        | Agency Mortgage-Backed Securities         |
| GNII RG DK6163 C     | 2044-10-20      | 3.5000%  | 0.0000% | $1495706.00        | $1223346.69        | Agency Mortgage-Backed Securities         |
| GNII SF DK6444 C     | 2055-07-20      | 7.0000%  | 0.0000% | $4440096.00        | $4599985.25        | Agency Mortgage-Backed Securities         |
| GNII SF DK6639 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1297028.00        | $1353874.93        | Agency Mortgage-Backed Securities         |
| GNPL PN DK6737       | 2060-06-15      | 5.8400%  | 0.0000% | $1199700.00        | $1265331.62        | Agency Mortgage-Backed Securities         |
| GNII ET DK8066 C     | 2065-07-20      | 3.0000%  | 0.0000% | $1617908.00        | $1477224.90        | Agency Mortgage-Backed Securities         |
| GNII SF DK7625 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1736978.00        | $1808717.76        | Agency Mortgage-Backed Securities         |
| GNII ET DK8105 C     | 2065-08-20      | 4.0000%  | 0.0000% | $654905.00         | $618508.44         | Agency Mortgage-Backed Securities         |
| GNII SF DK8325 C     | 2055-06-20      | 7.0000%  | 0.0000% | $2394332.00        | $2532794.36        | Agency Mortgage-Backed Securities         |
| GNII SF DK8397 C     | 2055-07-20      | 7.0000%  | 0.0000% | $1670482.00        | $1768970.31        | Agency Mortgage-Backed Securities         |
| GNII SF DK9377 C     | 2055-07-20      | 6.5000%  | 0.0000% | $3180224.00        | $3038187.97        | Agency Mortgage-Backed Securities         |
| GNII SF DK9378 C     | 2055-07-20      | 6.5000%  | 0.0000% | $3108010.00        | $3239505.62        | Agency Mortgage-Backed Securities         |
| GNII ET DK9471 C     | 2065-06-20      | 3.0000%  | 0.0000% | $284824.00         | $254368.34         | Agency Mortgage-Backed Securities         |
| GNII SF DL0188 C     | 2055-12-20      | 5.0000%  | 0.0000% | $1169834.00        | $1175921.72        | Agency Mortgage-Backed Securities         |
| GNII SF DL0675 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1113852.00        | $1127392.74        | Agency Mortgage-Backed Securities         |
| GNII ET DL1237 C     | 2065-05-20      | 3.0000%  | 0.0000% | $326648.00         | $291765.74         | Agency Mortgage-Backed Securities         |
| GNII ET DL1505 C     | 2065-08-20      | 6.5000%  | 0.0000% | $2417632.00        | $2519495.20        | Agency Mortgage-Backed Securities         |
| GNII SF DL1626 C     | 2055-10-20      | 5.0000%  | 0.0000% | $1063472.00        | $1061331.21        | Agency Mortgage-Backed Securities         |
| GNII SF DL2626 C     | 2055-09-20      | 6.5000%  | 0.0000% | $1955170.00        | $2041509.95        | Agency Mortgage-Backed Securities         |
| GNII SF DL1848 C     | 2055-07-20      | 7.0000%  | 0.0000% | $2606648.00        | $2708019.99        | Agency Mortgage-Backed Securities         |
| GNII SF DL2220 C     | 2055-07-20      | 7.0000%  | 0.0000% | $1014720.00        | $1055920.56        | Agency Mortgage-Backed Securities         |
| GNII SF DL2428 C     | 2055-07-20      | 5.0000%  | 0.0000% | $5123272.00        | $5129760.22        | Agency Mortgage-Backed Securities         |
| GNII SF DL3167 C     | 2055-09-20      | 6.5000%  | 0.0000% | $2216192.00        | $2315989.49        | Agency Mortgage-Backed Securities         |
| GNII SF DL3638 C     | 2055-09-20      | 6.5000%  | 0.0000% | $2876796.00        | $2900153.52        | Agency Mortgage-Backed Securities         |
| GNII SF DL3639 C     | 2055-09-20      | 6.5000%  | 0.0000% | $2374364.00        | $2482195.79        | Agency Mortgage-Backed Securities         |
| GNII SF DL3992 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1564276.00        | $1627840.86        | Agency Mortgage-Backed Securities         |
| GNII SF DL4507 C     | 2055-08-20      | 6.5000%  | 0.0000% | $2640528.00        | $2754036.03        | Agency Mortgage-Backed Securities         |
| GNII ET DL4684 C     | 2065-08-20      | 4.5000%  | 0.0000% | $258609.00         | $252272.16         | Agency Mortgage-Backed Securities         |
| GNII SF DL4911 C     | 2055-08-20      | 6.5000%  | 0.0000% | $1201930.00        | $1250616.57        | Agency Mortgage-Backed Securities         |
| GNII SF DL5085 C     | 2055-10-20      | 5.0000%  | 0.0000% | $9985824.00        | $10031528.29       | Agency Mortgage-Backed Securities         |
| GNII SF DL5190 C     | 2055-10-20      | 5.5000%  | 0.0000% | $1013806.00        | $1045498.11        | Agency Mortgage-Backed Securities         |
| GNII SF DL5195 C     | 2055-10-20      | 6.0000%  | 0.0000% | $1008510.00        | $1065919.78        | Agency Mortgage-Backed Securities         |
| GNII SF DL5783 C     | 2055-09-20      | 7.0000%  | 0.0000% | $1036308.00        | $1090656.94        | Agency Mortgage-Backed Securities         |
| GNII SF DL5816 C     | 2055-10-20      | 6.5000%  | 0.0000% | $2000656.00        | $2044580.27        | Agency Mortgage-Backed Securities         |
| GNII SF DL5819 C     | 2055-10-20      | 6.5000%  | 0.0000% | $1980222.00        | $2063432.65        | Agency Mortgage-Backed Securities         |
| GNII SF DL5820 C     | 2055-09-20      | 6.5000%  | 0.0000% | $1040876.00        | $1089021.23        | Agency Mortgage-Backed Securities         |
| GNII SF DL5968 C     | 2055-08-20      | 6.5000%  | 0.0000% | $1350470.00        | $1407835.38        | Agency Mortgage-Backed Securities         |
| GNII SF DL5999 C     | 2055-08-20      | 7.0000%  | 0.0000% | $4622280.00        | $4793934.68        | Agency Mortgage-Backed Securities         |
| GNII SF DL7073 C     | 2055-08-20      | 6.5000%  | 0.0000% | $4455304.00        | $4409046.37        | Agency Mortgage-Backed Securities         |
| GNII ET DL7149 C     | 2065-05-20      | 3.5000%  | 0.0000% | $1043364.00        | $953845.38         | Agency Mortgage-Backed Securities         |
| GNII SF DL7158 C     | 2055-08-20      | 5.5000%  | 0.0000% | $8711504.00        | $8767236.32        | Agency Mortgage-Backed Securities         |
| GNII SF DL6425 C     | 2055-08-20      | 6.5000%  | 0.0000% | $3331270.00        | $3476357.04        | Agency Mortgage-Backed Securities         |
| GNII SF DL6402 C     | 2055-09-20      | 5.5000%  | 0.0000% | $24218240.00       | $24392219.65       | Agency Mortgage-Backed Securities         |
| GNII ET DL6727 C     | 2065-07-20      | 2.0000%  | 0.0000% | $273063.00         | $213651.29         | Agency Mortgage-Backed Securities         |
| GNII SF DL6990 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1796526.00        | $1873279.39        | Agency Mortgage-Backed Securities         |
| GNII SF DL7994 C     | 2055-08-20      | 7.0000%  | 0.0000% | $1040246.00        | $1079948.14        | Agency Mortgage-Backed Securities         |
| GNII SF DL8042 C     | 2055-09-20      | 6.5000%  | 0.0000% | $824490.00         | $861294.29         | Agency Mortgage-Backed Securities         |
| GNII SF DL7316 C     | 2055-08-20      | 7.0000%  | 0.0000% | $18501960.00       | $19177436.03       | Agency Mortgage-Backed Securities         |
| GNII ET DL7412 C     | 2065-08-20      | 4.5000%  | 0.0000% | $102879.00         | $100570.12         | Agency Mortgage-Backed Securities         |
| GNII SF DL7675 C     | 2055-09-20      | 6.5000%  | 0.0000% | $2975260.00        | $3102290.32        | Agency Mortgage-Backed Securities         |
| GNII SF DL7676 C     | 2055-09-20      | 6.5000%  | 0.0000% | $4248544.00        | $4432153.74        | Agency Mortgage-Backed Securities         |
| GNII SF DL8993 C     | 2055-08-20      | 6.5000%  | 0.0000% | $1416290.00        | $1479322.48        | Agency Mortgage-Backed Securities         |
| GNII SF DL8119 C     | 2055-08-20      | 6.5000%  | 0.0000% | $1433132.00        | $1491901.62        | Agency Mortgage-Backed Securities         |
| GNII SF DL8193 C     | 2055-09-20      | 6.5000%  | 0.0000% | $2180088.00        | $2158547.18        | Agency Mortgage-Backed Securities         |
| GNII ET DL8502 C     | 2065-03-20      | 3.0000%  | 0.0000% | $367231.00         | $329328.94         | Agency Mortgage-Backed Securities         |
| GNII SF DL8569 C     | 2055-07-20      | 7.5000%  | 0.0000% | $1642950.00        | $1702991.54        | Agency Mortgage-Backed Securities         |
| GNII SF DL8788 C     | 2055-08-20      | 7.0000%  | 0.0000% | $3096056.00        | $3279900.59        | Agency Mortgage-Backed Securities         |
| GNII SF DL9836 C     | 2055-09-20      | 5.0000%  | 0.0000% | $4023370.00        | $4032397.69        | Agency Mortgage-Backed Securities         |
| GNII ET DL9268 C     | 2065-08-20      | 2.0000%  | 0.0000% | $274635.00         | $215146.61         | Agency Mortgage-Backed Securities         |
| GNII ET DM0220 C     | 2065-04-20      | 4.0000%  | 0.0000% | $223361.00         | $212695.02         | Agency Mortgage-Backed Securities         |
| GNPL PN DM0358       | 2060-12-15      | 5.2900%  | 0.0000% | $1285140.00        | $1314428.68        | Agency Mortgage-Backed Securities         |
| GNPL PN DM0359       | 2060-12-15      | 5.3400%  | 0.0000% | $9700000.00        | $9987371.76        | Agency Mortgage-Backed Securities         |
| GNII ET DM1679 C     | 2065-09-20      | 4.5000%  | 0.0000% | $231908.00         | $226386.41         | Agency Mortgage-Backed Securities         |
| GNII ET DM1651 C     | 2065-07-20      | 3.5000%  | 0.0000% | $426121.00         | $388654.05         | Agency Mortgage-Backed Securities         |
| GNII SF DM2599 C     | 2055-09-20      | 6.5000%  | 0.0000% | $834850.00         | $882995.20         | Agency Mortgage-Backed Securities         |
| GNII SF DM2601 C     | 2055-09-20      | 6.5000%  | 0.0000% | $1629588.00        | $1606897.33        | Agency Mortgage-Backed Securities         |
| GNII SF DM2611 C     | 2055-09-20      | 6.5000%  | 0.0000% | $4451648.00        | $4632940.70        | Agency Mortgage-Backed Securities         |
| GNII SF DM2121 C     | 2055-11-20      | 5.0000%  | 0.0000% | $1566110.00        | $1573559.82        | Agency Mortgage-Backed Securities         |
| GNII SF DM2237 C     | 2055-09-20      | 6.5000%  | 0.0000% | $1515610.00        | $1581733.43        | Agency Mortgage-Backed Securities         |
| GNII ET DM2755 C     | 2065-07-20      | 4.0000%  | 0.0000% | $361663.00         | $341802.06         | Agency Mortgage-Backed Securities         |
| GNII ET DM2986 C     | 2065-07-20      | 3.0000%  | 0.0000% | $168062.00         | $150282.08         | Agency Mortgage-Backed Securities         |
| GNII SF DM3053 C     | 2055-09-20      | 6.5000%  | 0.0000% | $1505366.00        | $1571140.19        | Agency Mortgage-Backed Securities         |
| GNII SF MA7051 M     | 2050-12-20      | 2.0000%  | 0.0000% | $9323136.00        | $4480390.09        | Agency Mortgage-Backed Securities         |
| GNII SF MA7052 M     | 2050-12-20      | 2.5000%  | 0.0000% | $6425000.00        | $2630307.05        | Agency Mortgage-Backed Securities         |
| GNII SF MA7969 M     | 2035-04-20      | 6.0000%  | 0.0000% | $109155.00         | $64560.01          | Agency Mortgage-Backed Securities         |
| GNII SF MA8042 M     | 2052-05-20      | 2.5000%  | 0.0000% | $158706600.00      | $101963620.30      | Agency Mortgage-Backed Securities         |
| GNII SF MA7292 M     | 2032-09-20      | 6.5000%  | 0.0000% | $530024.00         | $294805.55         | Agency Mortgage-Backed Securities         |
| GNII JM MA7308 M     | 2051-04-20      | 4.5000%  | 0.0000% | $539290.00         | $109669.70         | Agency Mortgage-Backed Securities         |
| GNII SF MA7313 M     | 2051-04-20      | 3.0000%  | 0.0000% | $113741184.00      | $50645798.77       | Agency Mortgage-Backed Securities         |
| GNII SF MA7419 M     | 2051-06-20      | 3.0000%  | 0.0000% | $823145.00         | $408125.05         | Agency Mortgage-Backed Securities         |
| GNII SF MA7420 M     | 2051-06-20      | 3.5000%  | 0.0000% | $8199000.00        | $3942243.84        | Agency Mortgage-Backed Securities         |
| GNII SF MA7423 M     | 2051-06-20      | 5.0000%  | 0.0000% | $25000.00          | $8334.81           | Agency Mortgage-Backed Securities         |
| GNMI SF 752200 X     | 2046-04-15      | 3.0000%  | 0.0000% | $425000.00         | $205320.13         | Agency Mortgage-Backed Securities         |
| GNMI SF 758929 X     | 2028-07-15      | 3.0000%  | 0.0000% | $753837.00         | $39700.15          | Agency Mortgage-Backed Securities         |
| GNMI SP 782551 X     | 2039-02-15      | 5.5000%  | 0.0000% | $199999896.00      | $1962768.39        | Agency Mortgage-Backed Securities         |
| GNMI SF 649473 X     | 2035-10-15      | 5.0000%  | 0.0000% | $2634000.00        | $58758.15          | Agency Mortgage-Backed Securities         |
| GNMI SF 667703 X     | 2037-05-15      | 5.5000%  | 0.0000% | $1119202.00        | $15111.91          | Agency Mortgage-Backed Securities         |
| GNMI SF 677385 X     | 2040-06-15      | 5.0000%  | 0.0000% | $258108.00         | $7351.22           | Agency Mortgage-Backed Securities         |
| GNII SF 683316 C     | 2050-01-20      | 3.0000%  | 0.0000% | $28500000.00       | $4835677.13        | Agency Mortgage-Backed Securities         |
| GNII SF 683318 C     | 2050-01-20      | 3.5000%  | 0.0000% | $1264210.00        | $442107.91         | Agency Mortgage-Backed Securities         |
| GNII SF 711788 C     | 2033-07-20      | 3.5000%  | 0.0000% | $1532120.00        | $369725.48         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD1549 | 2052-04-01      | 3.5000%  | 0.0000% | $628000.00         | $430711.00         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD1585 | 2052-08-01      | 3.5000%  | 0.0000% | $939000.00         | $648365.30         | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD1605 | 2051-12-01      | 2.5000%  | 0.0000% | $202329.00         | $146508.69         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD4712 | 2052-12-01      | 4.5000%  | 0.0000% | $9843700.00        | $8331021.42        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD5709 | 2054-07-01      | 6.0000%  | 0.0000% | $400000.00         | $322489.35         | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLSD5901 | 2054-04-01      | 6.5000%  | 0.0000% | $2300000.00        | $1983853.46        | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD6144 | 2042-10-01      | 3.5000%  | 0.0000% | $15000000.00       | $12099437.66       | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD7512 | 2050-02-01      | 3.0000%  | 0.0000% | $10181000.00       | $3750061.55        | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD7525 | 2050-10-01      | 2.5000%  | 0.0000% | $600000.00         | $293125.31         | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD8156 | 2051-07-01      | 2.5000%  | 0.0000% | $3793000.00        | $2215318.95        | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLSD8193 | 2052-02-01      | 2.0000%  | 0.0000% | $3494000.00        | $2271473.81        | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLSD8188 | 2052-01-01      | 2.0000%  | 0.0000% | $25003000.00       | $15982499.98       | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD8206 | 2052-04-01      | 3.0000%  | 0.0000% | $37151872.00       | $25730458.33       | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD8230 | 2052-06-01      | 4.5000%  | 0.0000% | $34079.00          | $24744.65          | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD8306 | 2053-03-01      | 4.5000%  | 0.0000% | $337250.00         | $275252.01         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD8325 | 2053-05-01      | 6.0000%  | 0.0000% | $46920.00          | $31592.32          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8383 | 2053-12-01      | 5.5000%  | 0.0000% | $35207360.00       | $28581728.83       | Agency Mortgage-Backed Securities         |
| 04.000 FGPC Q02596 G | 2041-08-01      | 4.0000%  | 0.0000% | $9208448.00        | $589963.70         | Agency Mortgage-Backed Securities         |
| 03.500 FGPC U90315 G | 2042-10-01      | 3.5000%  | 0.0000% | $3463216.00        | $621797.10         | Agency Mortgage-Backed Securities         |
| 03.500 FGPC U99124 G | 2045-03-01      | 3.5000%  | 0.0000% | $4980000.00        | $768893.89         | Agency Mortgage-Backed Securities         |
| 02.500 FGPC U71073 G | 2032-03-01      | 2.5000%  | 0.0000% | $1051082.00        | $275972.02         | Agency Mortgage-Backed Securities         |
| 02.500 FGPC U41510 G | 2030-08-01      | 2.5000%  | 0.0000% | $1269118.00        | $109806.46         | Agency Mortgage-Backed Securities         |
| 03.000 FGPC U41593 G | 2031-10-01      | 3.0000%  | 0.0000% | $1315234.00        | $232112.73         | Agency Mortgage-Backed Securities         |
| 03.500 FGPC U41622 G | 2032-10-01      | 3.5000%  | 0.0000% | $1515162.00        | $362837.73         | Agency Mortgage-Backed Securities         |
| 03.500 FGPC Q54709 G | 2048-03-01      | 3.5000%  | 0.0000% | $45000.00          | $12132.97          | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLQB0098 | 2050-06-01      | 2.5000%  | 0.0000% | $290000.00         | $117507.48         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLQB1567 | 2050-07-01      | 4.5000%  | 0.0000% | $5082080.00        | $2315874.78        | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLQB3877 | 2050-09-01      | 2.5000%  | 0.0000% | $712221.00         | $344430.09         | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLQB8992 | 2051-02-01      | 3.0000%  | 0.0000% | $8133952.00        | $4465173.61        | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLQE4173 | 2052-06-01      | 3.5000%  | 0.0000% | $9548120.00        | $6920445.15        | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLQF0918 | 2052-09-01      | 4.5000%  | 0.0000% | $27297568.00       | $20409057.03       | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLQG0426 | 2053-04-01      | 4.5000%  | 0.0000% | $290000.00         | $254460.26         | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQG2604 | 2053-05-01      | 6.5000%  | 0.0000% | $1084582.00        | $583879.31         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQG9064 | 2053-08-01      | 5.5000%  | 0.0000% | $2570500.00        | $2169494.57        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQH7230 | 2053-12-01      | 6.0000%  | 0.0000% | $1751718.00        | $1625997.11        | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLQJ2380 | 2054-07-01      | 7.0000%  | 0.0000% | $4033760.00        | $2697595.18        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQJ8904 | 2054-11-01      | 5.5000%  | 0.0000% | $33684.00          | $25819.29          | Agency Mortgage-Backed Securities         |
| FEPC 02.500 3PQU7616 | 2050-11-01      | 2.5000%  | 0.0000% | $1145000.00        | $645846.06         | Agency Mortgage-Backed Securities         |
| FEPC 02.500 3PQU7704 | 2050-12-01      | 2.5000%  | 0.0000% | $235000.00         | $131462.96         | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLRA1720 | 2049-11-01      | 3.0000%  | 0.0000% | $278000000.00      | $76455964.45       | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLRA2650 | 2050-05-01      | 3.0000%  | 0.0000% | $13255000.00       | $5455642.84        | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLRA4175 | 2050-12-01      | 2.5000%  | 0.0000% | $390000.00         | $203766.32         | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLRA5559 | 2051-07-01      | 2.5000%  | 0.0000% | $408650.00         | $270907.90         | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLRA6806 | 2052-02-01      | 3.0000%  | 0.0000% | $23898496.00       | $17455254.42       | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLRA7468 | 2052-06-01      | 4.0000%  | 0.0000% | $500000.00         | $363751.03         | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLRA8631 | 2053-01-01      | 6.5000%  | 0.0000% | $37251.00          | $25181.58          | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLRA9869 | 2053-09-01      | 6.5000%  | 0.0000% | $51076000.00       | $35684191.91       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CTRB1218 | 2045-12-01      | 6.0000%  | 0.0000% | $3989932.00        | $4167196.88        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CTRB5374 | 2045-11-01      | 5.0000%  | 0.0000% | $469735.00         | $468362.24         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CTRB5387 | 2046-01-01      | 4.5000%  | 0.0000% | $211830016.00      | $211012352.14      | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLDD8858 | 2055-08-01      | 7.0000%  | 0.0000% | $1095542.00        | $1184056.51        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDE5835 | 2055-07-01      | 6.5000%  | 0.0000% | $1020084.00        | $1061920.24        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDE5900 | 2055-08-01      | 6.5000%  | 0.0000% | $1801298.00        | $1881521.42        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDE6359 | 2055-07-01      | 6.5000%  | 0.0000% | $811442.00         | $854237.03         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDE8661 | 2055-09-01      | 5.5000%  | 0.0000% | $1789820.00        | $1826867.65        | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLDF0828 | 2055-10-01      | 7.0000%  | 0.0000% | $1044766.00        | $1106166.05        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDF1402 | 2056-01-01      | 5.0000%  | 0.0000% | $4035232.00        | $4069155.30        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDF1895 | 2055-10-01      | 5.5000%  | 0.0000% | $6551592.00        | $6606941.91        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDF2006 | 2055-11-01      | 6.0000%  | 0.0000% | $5801320.00        | $5983884.61        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDF3176 | 2055-10-01      | 5.0000%  | 0.0000% | $1891438.00        | $1887285.81        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDF3293 | 2055-11-01      | 5.5000%  | 0.0000% | $9311680.00        | $9519777.88        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDF4731 | 2055-11-01      | 5.5000%  | 0.0000% | $1319160.00        | $1365983.34        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDF4848 | 2055-11-01      | 5.0000%  | 0.0000% | $8517328.00        | $8491440.81        | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLDF5635 | 2055-11-01      | 7.0000%  | 0.0000% | $1102720.00        | $1163162.68        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDF5857 | 2055-12-01      | 5.0000%  | 0.0000% | $1700990.00        | $1719300.81        | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBA2971 | 2045-11-01      | 3.0000%  | 0.0000% | $300000.00         | $42034.28          | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX LBBD5059 | 2047-02-01      | 6.5350%  | 0.0000% | $3005000.00        | $111124.57         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 I4BF0136 | 2056-08-01      | 5.0000%  | 0.0000% | $250000.00         | $63988.34          | Agency Mortgage-Backed Securities         |
| FNMS 04.500 U4BF0247 | 2051-06-01      | 4.5000%  | 0.0000% | $850000.00         | $243445.21         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLBH0158 | 2047-03-01      | 3.5000%  | 0.0000% | $140000.00         | $24409.15          | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLBJ2263 | 2047-12-01      | 3.5000%  | 0.0000% | $223347.00         | $85600.16          | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBK5268 | 2048-05-01      | 5.0000%  | 0.0000% | $75000.00          | $14071.23          | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CIBM3579 | 2030-09-01      | 3.0000%  | 0.0000% | $5000000.00        | $312296.50         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CIBM4536 | 2031-08-01      | 3.0000%  | 0.0000% | $250000.00         | $23854.46          | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLBM4703 | 2048-02-01      | 3.5000%  | 0.0000% | $66000.00          | $8663.20           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CNBM4868 | 2028-10-01      | 3.0000%  | 0.0000% | $3000000.00        | $85609.24          | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX SOBM7277 | 2051-08-01      | 1.9690%  | 0.0000% | $710000.00         | $519050.33         | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX LBBN2430 | 2048-10-01      | 6.1100%  | 0.0000% | $853665.00         | $191421.56         | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX LBBN5611 | 2049-02-01      | 3.9520%  | 0.0000% | $938451.00         | $51445.01          | Agency Mortgage-Backed Securities         |
| FNMS 03.500 REBN8102 | 2049-03-01      | 3.5000%  | 0.0000% | $4767550.00        | $22286.20          | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLBO9034 | 2050-02-01      | 3.5000%  | 0.0000% | $26971.00          | $7050.06           | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CIBP5181 | 2035-04-01      | 2.0000%  | 0.0000% | $1964434.00        | $757788.49         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBP7771 | 2050-12-01      | 5.0000%  | 0.0000% | $1032796.00        | $585241.02         | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CIBQ4522 | 2036-02-01      | 2.0000%  | 0.0000% | $500000.00         | $255330.53         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CIBW1282 | 2037-10-01      | 3.0000%  | 0.0000% | $3033124.00        | $2267405.28        | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HXBZ1646 | 2029-08-01      | 4.3700%  | 0.0000% | $710000.00         | $722478.45         | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HXBZ4306 | 2030-07-01      | 4.3500%  | 0.0000% | $25846000.00       | $26238630.90       | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX H2BZ5096 | 2030-07-01      | 4.6050%  | 0.0000% | $4745000.00        | $4839074.63        | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HXBZ5541 | 2030-11-01      | 4.1600%  | 0.0000% | $17095000.00       | $17151912.73       | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCA2214 | 2048-08-01      | 5.0000%  | 0.0000% | $108206800.00      | $25100436.08       | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB4559 | 2052-09-01      | 5.0000%  | 0.0000% | $271088.00         | $204950.50         | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CTCB5625 | 2043-02-01      | 7.0000%  | 0.0000% | $1097524.00        | $629054.32         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB7044 | 2053-09-01      | 5.0000%  | 0.0000% | $175000.00         | $147328.88         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCB7539 | 2053-11-01      | 6.0000%  | 0.0000% | $2293300.00        | $2322622.63        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCB7906 | 2053-11-01      | 6.0000%  | 0.0000% | $4298232.00        | $2914475.97        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB9966 | 2055-02-01      | 5.0000%  | 0.0000% | $2521616.00        | $2471914.29        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDF9060 | 2056-01-01      | 5.5000%  | 0.0000% | $1156770.00        | $1178046.97        | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX SODF9126 | 2056-01-01      | 4.9080%  | 0.0000% | $1925924.00        | $1961204.36        | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLDF9341 | 2056-01-01      | 7.0000%  | 0.0000% | $3570036.00        | $3768808.17        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDG1723 | 2056-02-01      | 5.0000%  | 0.0000% | $5680912.00        | $5744150.65        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDG1451 | 2056-02-01      | 5.0000%  | 0.0000% | $4988048.00        | $5031941.72        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDG1555 | 2056-02-01      | 5.0000%  | 0.0000% | $2635920.00        | $2658445.99        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDG1575 | 2056-02-01      | 5.5000%  | 0.0000% | $1716000.00        | $1757782.12        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CIDG1579 | 2041-02-01      | 6.0000%  | 0.0000% | $1549530.00        | $1613406.79        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFA2448 | 2055-06-01      | 5.0000%  | 0.0000% | $31098848.00       | $30459298.41       | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLFA4495 | 2054-04-01      | 4.5000%  | 0.0000% | $59749520.00       | $59069570.46       | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFA4509 | 2053-05-01      | 4.0000%  | 0.0000% | $132321536.00      | $126387606.12      | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLFA4515 | 2056-02-01      | 4.5000%  | 0.0000% | $65734656.00       | $64690855.40       | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CIFM4376 | 2035-10-01      | 3.0000%  | 0.0000% | $115765.00         | $33475.01          | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CIFM4685 | 2035-10-01      | 2.0000%  | 0.0000% | $711037.00         | $256232.32         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFM6248 | 2050-04-01      | 5.5000%  | 0.0000% | $155054.00         | $53840.86          | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFM5464 | 2047-02-01      | 3.0000%  | 0.0000% | $1500000.00        | $676836.26         | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFM8864 | 2051-10-01      | 2.5000%  | 0.0000% | $300000.00         | $170748.42         | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFM9515 | 2051-11-01      | 2.5000%  | 0.0000% | $22868384.00       | $15080282.90       | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLFS2158 | 2052-07-01      | 4.5000%  | 0.0000% | $100000.00         | $70750.08          | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLFS3321 | 2052-11-01      | 4.5000%  | 0.0000% | $510000.00         | $402349.33         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFS3440 | 2052-12-01      | 6.0000%  | 0.0000% | $600000.00         | $432639.54         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFS3941 | 2053-02-01      | 5.0000%  | 0.0000% | $3957610.00        | $2892993.61        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFS6105 | 2053-09-01      | 5.0000%  | 0.0000% | $1545000.00        | $1296672.05        | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLFS7051 | 2054-01-01      | 7.0000%  | 0.0000% | $8454064.00        | $5407643.99        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFS7223 | 2054-02-01      | 6.0000%  | 0.0000% | $21000000.00       | $16388849.25       | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLFS7535 | 2054-02-01      | 6.5000%  | 0.0000% | $4000000.00        | $3066738.29        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLFS7744 | 2054-04-01      | 6.5000%  | 0.0000% | $14000.00          | $11291.05          | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CIFS9459 | 2039-10-01      | 5.0000%  | 0.0000% | $1200000.00        | $1013551.05        | Agency Mortgage-Backed Securities         |
| FNMS 02.500 ZLFP0034 | 2050-10-25      | 2.5000%  | 0.0000% | $686493.00         | $495483.91         | Agency Mortgage-Backed Securities         |
| GNII JM MA7042 M     | 2050-12-20      | 2.0000%  | 0.0000% | $2130000.00        | $1085669.71        | Agency Mortgage-Backed Securities         |
| GNII SF CX4168 C     | 2054-02-20      | 7.5000%  | 0.0000% | $1621730.00        | $1345895.56        | Agency Mortgage-Backed Securities         |
| GNII SF CY1079 C     | 2053-11-20      | 7.0000%  | 0.0000% | $2074704.00        | $1179381.67        | Agency Mortgage-Backed Securities         |
| GNPL PN CY8217       | 2059-01-15      | 5.9200%  | 0.0000% | $48679.00          | $50952.94          | Agency Mortgage-Backed Securities         |
| GNII SF CZ1215 C     | 2054-03-20      | 7.5000%  | 0.0000% | $1082736.00        | $1122312.34        | Agency Mortgage-Backed Securities         |
| GNII SF CZ1219 C     | 2054-02-20      | 8.0000%  | 0.0000% | $1078286.00        | $1146099.53        | Agency Mortgage-Backed Securities         |
| GNII SF CZ6045 C     | 2054-01-20      | 6.0000%  | 0.0000% | $7388350.00        | $5656963.93        | Agency Mortgage-Backed Securities         |
| GNII SF CZ9190 C     | 2054-03-20      | 6.5000%  | 0.0000% | $21845664.00       | $1594023.62        | Agency Mortgage-Backed Securities         |
| GNII SF CZ9362 C     | 2054-02-20      | 6.0000%  | 0.0000% | $13902368.00       | $10444724.05       | Agency Mortgage-Backed Securities         |
| GNII ET DA2481 C     | 2064-01-20      | 7.5000%  | 0.0000% | $528233.00         | $394121.49         | Agency Mortgage-Backed Securities         |
| GNII SF DA2552 C     | 2054-07-20      | 7.5000%  | 0.0000% | $614752.00         | $634781.50         | Agency Mortgage-Backed Securities         |
| GNII SF DA2767 C     | 2054-04-20      | 6.5000%  | 0.0000% | $1267270.00        | $974629.60         | Agency Mortgage-Backed Securities         |
| GNII ET DA9111 C     | 2064-02-20      | 7.5000%  | 0.0000% | $100019.00         | $103469.06         | Agency Mortgage-Backed Securities         |
| GNII SF DB0521 C     | 2054-06-20      | 6.5000%  | 0.0000% | $1125814.00        | $827450.78         | Agency Mortgage-Backed Securities         |
| GNII SF DB2483 C     | 2054-05-20      | 7.0000%  | 0.0000% | $985362.00         | $313824.14         | Agency Mortgage-Backed Securities         |
| GNII ET DB5669 C     | 2057-09-20      | 2.5000%  | 0.0000% | $63183.00          | $51304.25          | Agency Mortgage-Backed Securities         |
| GNII ET DB6839 C     | 2063-11-20      | 7.5000%  | 0.0000% | $148785.00         | $153988.23         | Agency Mortgage-Backed Securities         |
| GNII SF DB7057 C     | 2054-04-20      | 6.5000%  | 0.0000% | $5412648.00        | $379377.53         | Agency Mortgage-Backed Securities         |
| GNII SF DB9996 C     | 2054-06-20      | 7.0000%  | 0.0000% | $1390274.00        | $1146580.18        | Agency Mortgage-Backed Securities         |
| GNCL CL DC7188       | 2066-12-15      | 5.2100%  | 0.0000% | $9063840.00        | $9023269.74        | Agency Mortgage-Backed Securities         |
| GNII SF DC7930 C     | 2054-07-20      | 6.5000%  | 0.0000% | $2318600.00        | $826785.03         | Agency Mortgage-Backed Securities         |
| GNII ET DC9727 C     | 2063-12-20      | 7.5000%  | 0.0000% | $275446.00         | $282438.33         | Agency Mortgage-Backed Securities         |
| GNII SF DD0077 C     | 2054-09-20      | 7.0000%  | 0.0000% | $1919514.00        | $2011744.39        | Agency Mortgage-Backed Securities         |
| GNII SF DD1695 C     | 2054-07-20      | 7.0000%  | 0.0000% | $1721946.00        | $1803619.11        | Agency Mortgage-Backed Securities         |
| GNII SF DD4247 C     | 2054-10-20      | 7.0000%  | 0.0000% | $1196138.00        | $1235254.79        | Agency Mortgage-Backed Securities         |
| GNII SF DD6252 C     | 2054-07-20      | 6.0000%  | 0.0000% | $9287968.00        | $7330769.47        | Agency Mortgage-Backed Securities         |
| GNII SF DD6905 C     | 2054-08-20      | 7.0000%  | 0.0000% | $2002072.00        | $1410290.16        | Agency Mortgage-Backed Securities         |
| GNII SF DD6930 C     | 2054-10-20      | 6.5000%  | 0.0000% | $3600940.00        | $1393879.69        | Agency Mortgage-Backed Securities         |
| GNII SF DD7538 C     | 2054-09-20      | 7.5000%  | 0.0000% | $3302340.00        | $3511623.97        | Agency Mortgage-Backed Securities         |
| GNII SF DD7539 C     | 2054-09-20      | 7.5000%  | 0.0000% | $27053600.00       | $26559240.61       | Agency Mortgage-Backed Securities         |
| GNII SF DE1090 C     | 2054-10-20      | 7.0000%  | 0.0000% | $4523712.00        | $896415.46         | Agency Mortgage-Backed Securities         |
| GNII SF DE2953 C     | 2055-02-20      | 6.0000%  | 0.0000% | $3616360.00        | $3713459.57        | Agency Mortgage-Backed Securities         |
| GNII SF DE3358 C     | 2054-10-20      | 4.5000%  | 0.0000% | $2418916.00        | $2332734.17        | Agency Mortgage-Backed Securities         |
| GNII SF DE9639 C     | 2054-10-20      | 7.0000%  | 0.0000% | $1998826.00        | $2083526.82        | Agency Mortgage-Backed Securities         |
| GNII SF DF1200 C     | 2054-08-20      | 4.0000%  | 0.0000% | $1290340.00        | $1198858.77        | Agency Mortgage-Backed Securities         |
| GNII SF DF1235 C     | 2054-08-20      | 7.0000%  | 0.0000% | $1947064.00        | $1279076.91        | Agency Mortgage-Backed Securities         |
| GNII SF DF4970 C     | 2054-11-20      | 7.0000%  | 0.0000% | $1827670.00        | $1672621.95        | Agency Mortgage-Backed Securities         |
| GNII SF DF5171 C     | 2054-10-20      | 5.5000%  | 0.0000% | $6897152.00        | $6613294.96        | Agency Mortgage-Backed Securities         |
| GNII ET DF5601 C     | 2064-11-20      | 6.0000%  | 0.0000% | $1380190.00        | $845059.74         | Agency Mortgage-Backed Securities         |
| GNII ET DF7153 C     | 2064-11-20      | 5.5000%  | 0.0000% | $1649420.00        | $453146.28         | Agency Mortgage-Backed Securities         |
| GNPL PN DF8938       | 2059-12-15      | 5.4800%  | 0.0000% | $52051.00          | $53452.33          | Agency Mortgage-Backed Securities         |
| GNII SF DF9108 C     | 2055-06-20      | 6.5000%  | 0.0000% | $1414416.00        | $1457630.86        | Agency Mortgage-Backed Securities         |
| GNPL PN DF9971       | 2059-11-15      | 4.9800%  | 0.0000% | $68007.00          | $67781.51          | Agency Mortgage-Backed Securities         |
| GNII SF DG0944 C     | 2054-10-20      | 5.5000%  | 0.0000% | $2612456.00        | $2145701.97        | Agency Mortgage-Backed Securities         |
| GNII SF DG1170 C     | 2054-12-20      | 7.0000%  | 0.0000% | $1722124.00        | $1774095.84        | Agency Mortgage-Backed Securities         |
| GNII ET DG3123 C     | 2064-11-20      | 4.5000%  | 0.0000% | $919781.00         | $890999.78         | Agency Mortgage-Backed Securities         |
| GNII ET DG6618 C     | 2063-12-20      | 7.5000%  | 0.0000% | $87771.00          | $90822.63          | Agency Mortgage-Backed Securities         |
| GNII SF DG6864 C     | 2055-01-20      | 7.0000%  | 0.0000% | $1057842.00        | $1091642.02        | Agency Mortgage-Backed Securities         |
| GNII SF DG7337 C     | 2055-03-20      | 7.0000%  | 0.0000% | $2470324.00        | $2600752.85        | Agency Mortgage-Backed Securities         |
| GNPL PN DG8449       | 2060-01-15      | 5.3600%  | 0.0000% | $86864.00          | $88564.03          | Agency Mortgage-Backed Securities         |
| GNPL PN DG8458       | 2060-05-15      | 5.5200%  | 0.0000% | $1080000.00        | $1112920.99        | Agency Mortgage-Backed Securities         |
| GNII SF DG9275 C     | 2055-02-20      | 7.0000%  | 0.0000% | $1830260.00        | $1201661.04        | Agency Mortgage-Backed Securities         |
| GNII SF DG9298 C     | 2055-01-20      | 7.0000%  | 0.0000% | $5134936.00        | $3249527.18        | Agency Mortgage-Backed Securities         |
| GNII SF DG9301 C     | 2055-01-20      | 7.0000%  | 0.0000% | $1970396.00        | $650843.30         | Agency Mortgage-Backed Securities         |
| GNII SF DG9410 C     | 2055-08-20      | 6.5000%  | 0.0000% | $1296510.00        | $1343296.04        | Agency Mortgage-Backed Securities         |
| GNII SF DG9937 C     | 2054-12-20      | 7.0000%  | 0.0000% | $2395476.00        | $1934951.11        | Agency Mortgage-Backed Securities         |
| GNII SF DG9947 C     | 2054-12-20      | 7.0000%  | 0.0000% | $1042696.00        | $1079534.32        | Agency Mortgage-Backed Securities         |
| GNII SF DH1578 C     | 2055-01-20      | 5.5000%  | 0.0000% | $1462180.00        | $1228193.57        | Agency Mortgage-Backed Securities         |
| GNII SF DH1579 C     | 2055-01-20      | 5.5000%  | 0.0000% | $1550978.00        | $978440.74         | Agency Mortgage-Backed Securities         |
| GNII ET DH3104 C     | 2065-01-20      | 3.5000%  | 0.0000% | $1038856.00        | $943164.74         | Agency Mortgage-Backed Securities         |
| GNII SF DH4858 C     | 2055-06-20      | 6.5000%  | 0.0000% | $1517142.00        | $1566753.94        | Agency Mortgage-Backed Securities         |
| GNII SF DH6734 C     | 2055-01-20      | 7.0000%  | 0.0000% | $4482288.00        | $2314206.36        | Agency Mortgage-Backed Securities         |
| GNII SF DH6779 C     | 2055-02-20      | 7.0000%  | 0.0000% | $3367668.00        | $1207319.81        | Agency Mortgage-Backed Securities         |
| GNII SF DH6854 C     | 2055-02-20      | 7.0000%  | 0.0000% | $5938080.00        | $2745287.84        | Agency Mortgage-Backed Securities         |
| GNII SF DH7395 C     | 2055-05-20      | 6.5000%  | 0.0000% | $795907.00         | $686626.21         | Agency Mortgage-Backed Securities         |
| GNII ET DH7706 C     | 2063-12-20      | 7.5000%  | 0.0000% | $551252.00         | $571725.47         | Agency Mortgage-Backed Securities         |
| GNPL PN DJ0342       | 2060-10-15      | 5.7000%  | 0.0000% | $2363400.00        | $2478016.34        | Agency Mortgage-Backed Securities         |
| GNII SF DJ1929 C     | 2055-05-20      | 6.5000%  | 0.0000% | $806216.00         | $838744.77         | Agency Mortgage-Backed Securities         |
| GNII SF DJ3037 C     | 2055-08-20      | 6.5000%  | 0.0000% | $13131056.00       | $13714825.61       | Agency Mortgage-Backed Securities         |
| GNII SF DJ3055 C     | 2055-08-20      | 6.5000%  | 0.0000% | $12152580.00       | $12330880.50       | Agency Mortgage-Backed Securities         |
| GNII SF DJ3197 C     | 2055-08-20      | 6.5000%  | 0.0000% | $4940048.00        | $5145552.43        | Agency Mortgage-Backed Securities         |
| GNII SF DJ3199 C     | 2055-08-20      | 6.5000%  | 0.0000% | $1315160.00        | $1372212.43        | Agency Mortgage-Backed Securities         |
| GNII SF DJ3776 C     | 2055-03-20      | 7.0000%  | 0.0000% | $1453450.00        | $972020.90         | Agency Mortgage-Backed Securities         |
| GNII ET DJ4293 C     | 2063-12-20      | 4.5000%  | 0.0000% | $792486.00         | $769919.94         | Agency Mortgage-Backed Securities         |
| GNII JM 005237 M     | 2041-11-20      | 3.5000%  | 0.0000% | $5116096.00        | $74353.64          | Agency Mortgage-Backed Securities         |
| GNII SF 005258 M     | 2041-12-20      | 3.5000%  | 0.0000% | $151307520.00      | $10593803.60       | Agency Mortgage-Backed Securities         |
| GNMI SF 400596 X     | 2038-03-15      | 5.5000%  | 0.0000% | $5150000.00        | $67253.01          | Agency Mortgage-Backed Securities         |
| GNMI SF 723058 X     | 2040-06-15      | 5.0000%  | 0.0000% | $32734.00          | $5544.28           | Agency Mortgage-Backed Securities         |
| GNMI SF 737796 X     | 2040-12-15      | 3.5000%  | 0.0000% | $49000000.00       | $2174838.38        | Agency Mortgage-Backed Securities         |
| GNMI SF 503515 X     | 2029-03-15      | 7.0000%  | 0.0000% | $2013480.00        | $8970.88           | Agency Mortgage-Backed Securities         |
| GNII SF 540678 C     | 2030-07-20      | 3.5000%  | 0.0000% | $1156002.00        | $46091.84          | Agency Mortgage-Backed Securities         |
| GNMI SP 781216 X     | 2030-12-15      | 6.5000%  | 0.0000% | $15468752.00       | $31383.86          | Agency Mortgage-Backed Securities         |
| GNMI SP 781210 X     | 2029-09-15      | 6.5000%  | 0.0000% | $6868992.00        | $6118.70           | Agency Mortgage-Backed Securities         |
| GNAR AT 080893 M     | 2034-04-20      | 6.1250%  | 0.0000% | $2967756.00        | $53666.73          | Agency Mortgage-Backed Securities         |
| GNAR AT 080952 M     | 2034-06-20      | 5.6250%  | 0.0000% | $8000000.00        | $127540.91         | Agency Mortgage-Backed Securities         |
| GNAR AT 081843 M     | 2037-02-20      | 5.6250%  | 0.0000% | $1575000.00        | $11917.01          | Agency Mortgage-Backed Securities         |
| GNAR AS 082860 M     | 2041-06-20      | 5.6250%  | 0.0000% | $2562100.00        | $24100.55          | Agency Mortgage-Backed Securities         |
| GNII SP 784408 C     | 2047-10-20      | 3.5000%  | 0.0000% | $687066.00         | $316509.54         | Agency Mortgage-Backed Securities         |
| GNII SP 784421 C     | 2047-12-20      | 3.5000%  | 0.0000% | $845125.00         | $412987.91         | Agency Mortgage-Backed Securities         |
| GNII SP 784481 C     | 2048-04-20      | 3.5000%  | 0.0000% | $1641000.00        | $412496.90         | Agency Mortgage-Backed Securities         |
| GNMI SP 783760 X     | 2042-02-15      | 5.0000%  | 0.0000% | $75000.00          | $5558.88           | Agency Mortgage-Backed Securities         |
| GNII SP 784110 C     | 2045-11-20      | 5.0000%  | 0.0000% | $354000.00         | $96929.54          | Agency Mortgage-Backed Securities         |
| GNII SP 784115 M     | 2046-02-20      | 3.0000%  | 0.0000% | $92446.00          | $11168.91          | Agency Mortgage-Backed Securities         |
| GNII SP 784189 C     | 2046-08-20      | 3.5000%  | 0.0000% | $51239440.00       | $9789250.76        | Agency Mortgage-Backed Securities         |
| GNII SP 784504 C     | 2048-02-20      | 3.5000%  | 0.0000% | $5929000.00        | $1567890.20        | Agency Mortgage-Backed Securities         |
| GNII SP 784519 C     | 2047-11-20      | 3.5000%  | 0.0000% | $6900000.00        | $2009153.11        | Agency Mortgage-Backed Securities         |
| GNMI SP 784605 X     | 2042-01-15      | 4.5000%  | 0.0000% | $27000.00          | $7296.18           | Agency Mortgage-Backed Securities         |
| GNII SP 784894 C     | 2048-02-20      | 3.5000%  | 0.0000% | $300000.00         | $77308.06          | Agency Mortgage-Backed Securities         |
| GNII SP 784981 C     | 2050-04-20      | 3.5000%  | 0.0000% | $400000.00         | $29907.26          | Agency Mortgage-Backed Securities         |
| GNII SP 784987 C     | 2046-04-20      | 3.5000%  | 0.0000% | $11431340.00       | $3954855.82        | Agency Mortgage-Backed Securities         |
| GNII JP 785008 C     | 2030-07-20      | 2.5000%  | 0.0000% | $40000.00          | $6866.38           | Agency Mortgage-Backed Securities         |
| GNII SP 785054 C     | 2050-06-20      | 3.0000%  | 0.0000% | $560000.00         | $248939.16         | Agency Mortgage-Backed Securities         |
| GNII SP 785229 C     | 2050-11-20      | 3.0000%  | 0.0000% | $425000.00         | $199493.42         | Agency Mortgage-Backed Securities         |
| GNII SP 785231 C     | 2050-12-20      | 3.5000%  | 0.0000% | $22590000.00       | $11734721.60       | Agency Mortgage-Backed Securities         |
| GNII SP 785327 C     | 2049-10-20      | 3.5000%  | 0.0000% | $80984.00          | $29821.86          | Agency Mortgage-Backed Securities         |
| GNII SP 785565 C     | 2051-06-20      | 2.5000%  | 0.0000% | $1700000.00        | $1005931.35        | Agency Mortgage-Backed Securities         |
| GNII SP 785568 C     | 2051-08-20      | 2.5000%  | 0.0000% | $2200000.00        | $1258372.30        | Agency Mortgage-Backed Securities         |
| GNII SP 785751 C     | 2051-11-20      | 3.5000%  | 0.0000% | $5000000.00        | $1921905.06        | Agency Mortgage-Backed Securities         |
| GNII SP 785787 C     | 2051-12-20      | 2.5000%  | 0.0000% | $1776000.00        | $1017989.17        | Agency Mortgage-Backed Securities         |
| GNII SP 785791 C     | 2051-12-20      | 2.5000%  | 0.0000% | $900000.00         | $556827.05         | Agency Mortgage-Backed Securities         |
| GNII SP 785944 C     | 2052-02-20      | 3.0000%  | 0.0000% | $1900000.00        | $1218791.71        | Agency Mortgage-Backed Securities         |
| GNII SP 786202 C     | 2052-03-20      | 3.5000%  | 0.0000% | $1000000.00        | $657116.84         | Agency Mortgage-Backed Securities         |
| GNII AP 786236 M     | 2052-01-20      | 2.5000%  | 0.0000% | $90000.00          | $58018.75          | Agency Mortgage-Backed Securities         |
| GNII SP 786247 C     | 2052-07-20      | 4.0000%  | 0.0000% | $1348000.00        | $900522.84         | Agency Mortgage-Backed Securities         |
| GNII SP 787259 C     | 2051-02-20      | 2.0000%  | 0.0000% | $1500000.00        | $1090785.03        | Agency Mortgage-Backed Securities         |
| GNII SP 786583 C     | 2052-03-20      | 3.0000%  | 0.0000% | $100000.00         | $70500.40          | Agency Mortgage-Backed Securities         |
| GNII SP 786726 C     | 2051-03-20      | 2.0000%  | 0.0000% | $600000.00         | $397352.90         | Agency Mortgage-Backed Securities         |
| GNII SP 786944 C     | 2053-09-20      | 6.0000%  | 0.0000% | $200000.00         | $145112.19         | Agency Mortgage-Backed Securities         |
| GNII SP 787112 C     | 2051-12-20      | 2.5000%  | 0.0000% | $56515584.00       | $41048082.43       | Agency Mortgage-Backed Securities         |
| GNII SP 787154 C     | 2053-11-20      | 6.5000%  | 0.0000% | $3295460.00        | $2020813.92        | Agency Mortgage-Backed Securities         |
| GNII AP 787362 M     | 2051-05-20      | 2.5000%  | 0.0000% | $60000.00          | $45258.20          | Agency Mortgage-Backed Securities         |
| GNII SP 787355 C     | 2054-02-20      | 6.0000%  | 0.0000% | $100000.00         | $79929.56          | Agency Mortgage-Backed Securities         |
| GNII SP 787665 M     | 2047-01-20      | 3.5000%  | 0.0000% | $108699904.00      | $91104510.96       | Agency Mortgage-Backed Securities         |
| GNII SP 788234 M     | 2052-05-20      | 3.0000%  | 0.0000% | $2009384.00        | $1777501.43        | Agency Mortgage-Backed Securities         |
| GNII SP 788310 C     | 2055-09-20      | 5.0000%  | 0.0000% | $32114368.00       | $32283832.29       | Agency Mortgage-Backed Securities         |

### Security 713: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1EQMQ8, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP1EQMQ8
- **C.18 - Value (incl. sponsor support):** $9000000000.00
- **C.18.a - Value (excl. sponsor support):** $9000000000.00
- **C.19 - Percentage of Net Assets:** 2.3000%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **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? 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 | 2028-05-15      | 3.7500%  | 0.0000% | $247126400.00      | $249998732.40      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-05-31      | 4.1250%  | 0.0000% | $246000000.00      | $249998182.58      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-07-31      | 4.0000%  | 0.0000% | $244758400.00      | $249998996.59      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-08-31      | 3.6250%  | 0.0000% | $100.00            | $100.88            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-08-31      | 3.6250%  | 0.0000% | $247830400.00      | $249999410.29      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-09-30      | 3.8750%  | 0.0000% | $248462400.00      | $249999795.23      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-10-31      | 3.6250%  | 0.0000% | $58449800.00       | $58559835.79       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-10-31      | 3.7500%  | 0.0000% | $251321600.00      | $249998843.04      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2038-02-15      | 4.3750%  | 0.0000% | $243986000.00      | $249999724.50      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-08-15      | 4.5000%  | 0.0000% | $244965600.00      | $249999760.24      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-02-15      | 4.6250%  | 0.0000% | $242785600.00      | $249999762.99      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-11-15      | 2.7500%  | 0.0000% | $323140800.00      | $249999650.95      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-05-15      | 3.3750%  | 0.0000% | $13044100.00       | $10870869.92       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-11-15      | 3.0000%  | 0.0000% | $320215000.00      | $249999645.35      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-02-15      | 2.5000%  | 0.0000% | $330607600.00      | $238076828.68      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-08-15      | 2.7500%  | 0.0000% | $343402400.00      | $249999813.86      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-08-15      | 2.2500%  | 0.0000% | $391538000.00      | $249999651.63      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-08-15      | 1.7500%  | 0.0000% | $366262400.00      | $249999407.88      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-02-15      | 2.2500%  | 0.0000% | $404222300.00      | $249999664.65      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-05-15      | 3.6250%  | 0.0000% | $230038000.00      | $188044677.48      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-05-15      | 4.6250%  | 0.0000% | $256928000.00      | $249998637.65      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-02-15      | 4.7500%  | 0.0000% | $246028000.00      | $249997608.30      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-05-15      | 4.7500%  | 0.0000% | $251696000.00      | $249997649.95      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-11-15      | 4.6250%  | 0.0000% | $256742400.00      | $249999303.42      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-11-15      | 1.3750%  | 0.0000% | $286588800.00      | $249999360.31      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-06-30      | 3.2500%  | 0.0000% | $185599000.00      | $183589588.33      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-08-15      | 2.7500%  | 0.0000% | $265379200.00      | $249998975.39      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-31      | 3.1250%  | 0.0000% | $248362800.00      | $249999895.06      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-11-15      | 4.1250%  | 0.0000% | $246052000.00      | $249998728.46      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-31      | 4.1250%  | 0.0000% | $150939200.00      | $155968631.14      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-31      | 4.3750%  | 0.0000% | $240979200.00      | $249954751.22      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-10-31      | 4.8750%  | 0.0000% | $113119400.00      | $119804172.19      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-02-15      | 4.0000%  | 0.0000% | $247212800.00      | $249999103.22      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-03-31      | 4.1250%  | 0.0000% | $243310000.00      | $249998725.59      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-06-30      | 4.2500%  | 0.0000% | $220300800.00      | $225156692.14      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-07-31      | 4.0000%  | 0.0000% | $242585600.00      | $249996906.50      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-08-15      | 3.8750%  | 0.0000% | $250318400.00      | $249999298.46      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-31      | 3.6250%  | 0.0000% | $246784000.00      | $249999840.94      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-12-31      | 4.5000%  | 0.0000% | $241641600.00      | $249999809.39      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-04-30      | 3.8750%  | 0.0000% | $246387200.00      | $249999488.18      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-04-30      | 4.0000%  | 0.0000% | $246814400.00      | $249999601.19      | U.S. Treasuries (including strips) |

### Security 714: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1EQMT2, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP1EQMT2
- **C.18 - Value (incl. sponsor support):** $8065000000.00
- **C.18.a - Value (excl. sponsor support):** $8065000000.00
- **C.19 - Percentage of Net Assets:** 2.0600%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEPC 05.500 CLTA5474 | 2056-02-01      | 5.5000%  | 0.0000% | $20096352.00       | $20487799.92       | Agency Mortgage-Backed Securities |
| GNMI SF 766428 X     | 2046-11-15      | 2.5000%  | 0.0000% | $1073232.00        | $549561.23         | Agency Mortgage-Backed Securities |
| GNMI SF 766458 X     | 2047-04-15      | 3.0000%  | 0.0000% | $1049372.00        | $616074.54         | Agency Mortgage-Backed Securities |
| GNII SF 766706 C     | 2042-05-20      | 3.5000%  | 0.0000% | $654000.00         | $95184.54          | Agency Mortgage-Backed Securities |
| GNMI SF 793306 X     | 2042-03-15      | 3.3750%  | 0.0000% | $2491950.00        | $113069.33         | Agency Mortgage-Backed Securities |
| GNMI SF AA0566 X     | 2042-05-15      | 3.0000%  | 0.0000% | $82937.00          | $51595.22          | Agency Mortgage-Backed Securities |
| GNMI SF AA5619 X     | 2027-09-15      | 3.0000%  | 0.0000% | $4000000.00        | $67039.82          | Agency Mortgage-Backed Securities |
| GNMI SF AB2742 X     | 2042-08-15      | 3.0000%  | 0.0000% | $408080.00         | $57543.61          | Agency Mortgage-Backed Securities |
| GNMI SF AC8420 X     | 2043-02-15      | 3.0000%  | 0.0000% | $75000.00          | $10481.73          | Agency Mortgage-Backed Securities |
| GNAR AS MA0107 M     | 2042-05-20      | 5.6250%  | 0.0000% | $637901.00         | $39045.81          | Agency Mortgage-Backed Securities |
| GNII SF MA1760 M     | 2044-03-20      | 3.5000%  | 0.0000% | $155457024.00      | $11318808.90       | Agency Mortgage-Backed Securities |
| GNII SF MA2645 M     | 2030-03-20      | 3.0000%  | 0.0000% | $2768000.00        | $119127.79         | Agency Mortgage-Backed Securities |
| GNAR AF MA1934 M     | 2044-05-20      | 5.6250%  | 0.0000% | $72049360.00       | $824874.44         | Agency Mortgage-Backed Securities |
| GNII SF MA2222 M     | 2044-08-20      | 3.0000%  | 0.0000% | $6488000.00        | $663090.03         | Agency Mortgage-Backed Securities |
| GNII SF MA2444 M     | 2044-12-20      | 3.0000%  | 0.0000% | $350000.00         | $27671.90          | Agency Mortgage-Backed Securities |
| GNII JM MA3001 M     | 2030-06-20      | 3.0000%  | 0.0000% | $2380680.00        | $61673.21          | Agency Mortgage-Backed Securities |
| GNII SF MA3037 M     | 2045-08-20      | 5.0000%  | 0.0000% | $540000.00         | $44111.69          | Agency Mortgage-Backed Securities |
| GNII SF MA3378 M     | 2045-12-20      | 4.5000%  | 0.0000% | $190894.00         | $14229.72          | Agency Mortgage-Backed Securities |
| GNII SF MA4426 M     | 2032-05-20      | 3.5000%  | 0.0000% | $215000.00         | $19870.58          | Agency Mortgage-Backed Securities |
| GNII SF MA3873 M     | 2046-08-20      | 3.0000%  | 0.0000% | $407646208.00      | $49145333.62       | Agency Mortgage-Backed Securities |
| GNII SF MA3874 M     | 2046-08-20      | 3.5000%  | 0.0000% | $29150000.00       | $3340151.52        | Agency Mortgage-Backed Securities |
| GNII SF MA4075 M     | 2038-10-20      | 6.5000%  | 0.0000% | $6000000.00        | $998976.07         | Agency Mortgage-Backed Securities |
| GNII SF MA4068 M     | 2046-10-20      | 3.0000%  | 0.0000% | $5552088.00        | $730815.31         | Agency Mortgage-Backed Securities |
| GNII SF MA4261 M     | 2047-02-20      | 3.0000%  | 0.0000% | $72190208.00       | $10911242.31       | Agency Mortgage-Backed Securities |
| GNII SF MA5300 M     | 2033-07-20      | 3.5000%  | 0.0000% | $1250000.00        | $112177.44         | Agency Mortgage-Backed Securities |
| GNII SF MA5303 M     | 2033-07-20      | 5.0000%  | 0.0000% | $182164.00         | $77364.17          | Agency Mortgage-Backed Securities |
| GNII SF MA5399 M     | 2048-08-20      | 4.5000%  | 0.0000% | $339492.00         | $26711.93          | Agency Mortgage-Backed Securities |
| GNII SF MA4587 M     | 2047-07-20      | 4.0000%  | 0.0000% | $775846.00         | $74295.58          | Agency Mortgage-Backed Securities |
| GNII SF MA4781 M     | 2047-10-20      | 5.0000%  | 0.0000% | $2235000.00        | $198174.86         | Agency Mortgage-Backed Securities |
| GNII SF MA4808 M     | 2032-10-20      | 3.0000%  | 0.0000% | $355977.00         | $37895.22          | Agency Mortgage-Backed Securities |
| GNII SF MA4899 M     | 2047-12-20      | 3.0000%  | 0.0000% | $50000.00          | $6878.08           | Agency Mortgage-Backed Securities |
| GNII SF MA4961 M     | 2048-01-20      | 3.0000%  | 0.0000% | $840000.00         | $117622.66         | Agency Mortgage-Backed Securities |
| GNII SF MA5024 M     | 2048-02-20      | 6.0000%  | 0.0000% | $366000.00         | $57791.65          | Agency Mortgage-Backed Securities |
| GNII SF MA5134 M     | 2047-10-20      | 2.5000%  | 0.0000% | $1267510.00        | $321843.14         | Agency Mortgage-Backed Securities |
| GNII SF MA6286 M     | 2049-10-20      | 4.5000%  | 0.0000% | $167819008.00      | $21884204.48       | Agency Mortgage-Backed Securities |
| GNAR AF MA6297 M     | 2049-08-20      | 5.0000%  | 0.0000% | $365278.00         | $118278.94         | Agency Mortgage-Backed Securities |
| GNII SF MA5469 M     | 2048-09-20      | 5.5000%  | 0.0000% | $279876.00         | $26813.34          | Agency Mortgage-Backed Securities |
| GNII SF MA5597 M     | 2048-11-20      | 5.0000%  | 0.0000% | $200000.00         | $11867.46          | Agency Mortgage-Backed Securities |
| GNII SF MA5652 M     | 2048-12-20      | 4.5000%  | 0.0000% | $186030336.00      | $12394914.88       | Agency Mortgage-Backed Securities |
| GNII SF MA5713 M     | 2049-01-20      | 5.5000%  | 0.0000% | $9227792.00        | $695792.87         | Agency Mortgage-Backed Securities |
| GNII JM MA5699 M     | 2049-01-20      | 3.5000%  | 0.0000% | $1739230.00        | $50957.43          | Agency Mortgage-Backed Securities |
| GNAR AF MA5774 M     | 2049-02-20      | 5.5000%  | 0.0000% | $8000000.00        | $576090.70         | Agency Mortgage-Backed Securities |
| GNII SF MA5793 M     | 2034-03-20      | 4.5000%  | 0.0000% | $134799.00         | $18824.77          | Agency Mortgage-Backed Securities |
| GNII SF MA6046 M     | 2037-06-20      | 7.0000%  | 0.0000% | $42566.00          | $7247.61           | Agency Mortgage-Backed Securities |
| GNII SF MA6153 M     | 2049-08-20      | 3.0000%  | 0.0000% | $2964608.00        | $417876.01         | Agency Mortgage-Backed Securities |
| GNII JM MA7084 M     | 2050-12-20      | 1.5000%  | 0.0000% | $777733.00         | $529031.84         | Agency Mortgage-Backed Securities |
| GNII SF MA7170 M     | 2035-09-20      | 5.0000%  | 0.0000% | $384283.00         | $228089.81         | Agency Mortgage-Backed Securities |
| GNII SF MA7192 M     | 2051-02-20      | 2.0000%  | 0.0000% | $503551992.00      | $249960136.45      | Agency Mortgage-Backed Securities |
| GNII JM MA6400 M     | 2050-01-20      | 3.5000%  | 0.0000% | $4100000.00        | $272371.09         | Agency Mortgage-Backed Securities |
| GNII JM MA6468 M     | 2050-02-20      | 5.0000%  | 0.0000% | $1139194.00        | $332911.09         | Agency Mortgage-Backed Securities |
| GNII SF MA6475 M     | 2050-02-20      | 3.5000%  | 0.0000% | $99732352.00       | $13441267.95       | Agency Mortgage-Backed Securities |
| GNII JM MA6530 M     | 2050-03-20      | 2.5000%  | 0.0000% | $300000.00         | $25547.77          | Agency Mortgage-Backed Securities |
| GNII SF MA6599 M     | 2050-04-20      | 3.0000%  | 0.0000% | $131440000.00      | $27763801.10       | Agency Mortgage-Backed Securities |
| GNII JM MA6645 M     | 2050-05-20      | 2.5000%  | 0.0000% | $125200000.00      | $24165657.12       | Agency Mortgage-Backed Securities |
| GNII SF MA6709 M     | 2050-06-20      | 2.5000%  | 0.0000% | $80771072.00       | $23243458.00       | Agency Mortgage-Backed Securities |
| GNII JM MA6700 M     | 2050-06-20      | 3.0000%  | 0.0000% | $51500000.00       | $7900522.52        | Agency Mortgage-Backed Securities |
| GNII SF MA6748 M     | 2032-12-20      | 6.5000%  | 0.0000% | $913514.00         | $277471.21         | Agency Mortgage-Backed Securities |
| GNII JM MA6756 M     | 2050-07-20      | 2.5000%  | 0.0000% | $77911296.00       | $21825708.96       | Agency Mortgage-Backed Securities |
| GNII SF MA6765 M     | 2050-07-20      | 2.5000%  | 0.0000% | $4450000.00        | $1401796.98        | Agency Mortgage-Backed Securities |
| GNII SF MA6766 M     | 2050-07-20      | 3.0000%  | 0.0000% | $172061952.00      | $46049835.99       | Agency Mortgage-Backed Securities |
| GNII JM MA6811 M     | 2050-08-20      | 3.5000%  | 0.0000% | $630778.00         | $103625.87         | Agency Mortgage-Backed Securities |
| GNII SF MA6819 M     | 2050-08-20      | 2.5000%  | 0.0000% | $124760064.00      | $42849388.28       | Agency Mortgage-Backed Securities |
| GNII JM MA6856 M     | 2050-09-20      | 3.0000%  | 0.0000% | $2500000.00        | $456060.95         | Agency Mortgage-Backed Securities |
| GNII SF MA6864 M     | 2050-09-20      | 2.0000%  | 0.0000% | $42000.00          | $18850.25          | Agency Mortgage-Backed Securities |
| GNII SF MA6934 M     | 2050-10-20      | 4.0000%  | 0.0000% | $9046704.00        | $2701836.31        | Agency Mortgage-Backed Securities |
| GNII JM MA6921 M     | 2050-10-20      | 2.0000%  | 0.0000% | $1048440.00        | $502024.81         | Agency Mortgage-Backed Securities |
| GNII SF MA7053 M     | 2050-12-20      | 3.0000%  | 0.0000% | $84803200.00       | $28908380.59       | Agency Mortgage-Backed Securities |
| GNII SF MA7995 M     | 2038-02-20      | 6.5000%  | 0.0000% | $363456.00         | $177568.76         | Agency Mortgage-Backed Securities |
| GNII SF MA8019 M     | 2037-05-20      | 3.5000%  | 0.0000% | $368341.00         | $183098.44         | Agency Mortgage-Backed Securities |
| GNII SF MA8043 M     | 2052-05-20      | 3.0000%  | 0.0000% | $1350902.00        | $906437.00         | Agency Mortgage-Backed Securities |
| GNII SF MA8070 M     | 2037-06-20      | 1.5000%  | 0.0000% | $382912.00         | $187397.44         | Agency Mortgage-Backed Securities |
| GNII JM MA7304 M     | 2051-04-20      | 2.5000%  | 0.0000% | $115000.00         | $56279.35          | Agency Mortgage-Backed Securities |
| GNII SF DC3571 C     | 2054-06-20      | 6.0000%  | 0.0000% | $1962402.00        | $1324870.19        | Agency Mortgage-Backed Securities |
| GNPL PN DC7180       | 2059-09-15      | 5.4700%  | 0.0000% | $89557.00          | $92000.25          | Agency Mortgage-Backed Securities |
| GNPL PN DC7221       | 2060-02-15      | 5.3100%  | 0.0000% | $52909.00          | $53800.21          | Agency Mortgage-Backed Securities |
| GNPL PN DC7222       | 2060-02-15      | 5.2800%  | 0.0000% | $61392.00          | $62302.52          | Agency Mortgage-Backed Securities |
| GNII SF DD0482 C     | 2054-11-20      | 7.0000%  | 0.0000% | $1957204.00        | $2051466.28        | Agency Mortgage-Backed Securities |
| GNII SF DD4241 C     | 2054-10-20      | 7.0000%  | 0.0000% | $1441022.00        | $1489449.30        | Agency Mortgage-Backed Securities |
| GNII SF DD4242 C     | 2054-10-20      | 7.0000%  | 0.0000% | $1120712.00        | $1156857.00        | Agency Mortgage-Backed Securities |
| GNII SF DD4244 C     | 2054-11-20      | 7.0000%  | 0.0000% | $1881950.00        | $1949476.24        | Agency Mortgage-Backed Securities |
| GNCL CL DD4695       | 2055-10-15      | 5.5400%  | 0.0000% | $21874144.00       | $21712095.49       | Agency Mortgage-Backed Securities |
| GNII SF DD5242 C     | 2055-05-20      | 5.5000%  | 0.0000% | $817955.00         | $356307.81         | Agency Mortgage-Backed Securities |
| GNCL CL DD8086       | 2067-05-15      | 5.8400%  | 0.0000% | $23809120.00       | $24513451.96       | Agency Mortgage-Backed Securities |
| GNII SF DD7535 C     | 2054-09-20      | 7.5000%  | 0.0000% | $2466040.00        | $2622362.02        | Agency Mortgage-Backed Securities |
| GNII SF DD7537 C     | 2054-09-20      | 7.5000%  | 0.0000% | $3639876.00        | $3418178.94        | Agency Mortgage-Backed Securities |
| GNII SF DD7702 C     | 2054-08-20      | 7.0000%  | 0.0000% | $2132624.00        | $2055755.08        | Agency Mortgage-Backed Securities |
| GNII SF DD7704 C     | 2054-08-20      | 7.0000%  | 0.0000% | $4486856.00        | $4471390.20        | Agency Mortgage-Backed Securities |
| GNII SF DD7720 C     | 2054-08-20      | 7.0000%  | 0.0000% | $1260448.00        | $803645.09         | Agency Mortgage-Backed Securities |
| GNII ET DE0811 C     | 2064-09-20      | 7.0000%  | 0.0000% | $20725952.00       | $6616533.81        | Agency Mortgage-Backed Securities |
| GNII ET DE4526 C     | 2063-11-20      | 7.5000%  | 0.0000% | $56960.00          | $59064.43          | Agency Mortgage-Backed Securities |
| GNII SF DE5707 C     | 2054-09-20      | 5.0000%  | 0.0000% | $754556.00         | $638730.92         | Agency Mortgage-Backed Securities |
| GNII SF DE5800 C     | 2054-10-20      | 7.0000%  | 0.0000% | $2036956.00        | $2127404.33        | Agency Mortgage-Backed Securities |
| GNII ET DE6706 C     | 2064-08-20      | 7.5000%  | 0.0000% | $92455.00          | $95493.81          | Agency Mortgage-Backed Securities |
| GNII SF DE8867 C     | 2054-09-20      | 5.5000%  | 0.0000% | $2228772.00        | $1923533.11        | Agency Mortgage-Backed Securities |
| GNII SF DF1313 C     | 2054-09-20      | 4.5000%  | 0.0000% | $1278170.00        | $1243123.04        | Agency Mortgage-Backed Securities |
| GNII SF DF1317 C     | 2054-10-20      | 6.5000%  | 0.0000% | $72881.00          | $75281.71          | Agency Mortgage-Backed Securities |
| GNII SF DF1599 C     | 2054-10-20      | 7.0000%  | 0.0000% | $2212968.00        | $1181104.61        | Agency Mortgage-Backed Securities |
| GNII SF DF1936 C     | 2054-11-20      | 7.0000%  | 0.0000% | $1182680.00        | $385371.92         | Agency Mortgage-Backed Securities |
| GNII SF DF2316 C     | 2054-10-20      | 7.0000%  | 0.0000% | $1122952.00        | $472762.04         | Agency Mortgage-Backed Securities |
| GNII SF DF2412 C     | 2054-10-20      | 7.0000%  | 0.0000% | $1103258.00        | $618913.16         | Agency Mortgage-Backed Securities |
| GNII SF DF4828 C     | 2054-07-20      | 7.0000%  | 0.0000% | $7016940.00        | $2334059.63        | Agency Mortgage-Backed Securities |
| GNII SF DF6283 C     | 2054-11-20      | 7.0000%  | 0.0000% | $1129628.00        | $775219.50         | Agency Mortgage-Backed Securities |
| GNII SF DF5623 C     | 2054-12-20      | 6.0000%  | 0.0000% | $1063108.00        | $1097942.32        | Agency Mortgage-Backed Securities |
| GNII ET DF5637 C     | 2063-11-20      | 7.5000%  | 0.0000% | $433316.00         | $447314.08         | Agency Mortgage-Backed Securities |
| GNCL CL DF6557       | 2067-03-15      | 5.8600%  | 0.0000% | $10616848.00       | $11156773.71       | Agency Mortgage-Backed Securities |
| GNPL PN DF8940       | 2060-01-15      | 5.0600%  | 0.0000% | $90775.00          | $91042.97          | Agency Mortgage-Backed Securities |
| GNII SF DF9098 C     | 2055-05-20      | 6.5000%  | 0.0000% | $1564464.00        | $1624131.61        | Agency Mortgage-Backed Securities |
| GNII SF DF9631 C     | 2054-12-20      | 5.5000%  | 0.0000% | $3688152.00        | $3735373.17        | Agency Mortgage-Backed Securities |
| GNII SF DG1168 C     | 2054-12-20      | 7.0000%  | 0.0000% | $1071922.00        | $1104329.62        | Agency Mortgage-Backed Securities |
| GNII SF DG1190 C     | 2054-12-20      | 7.0000%  | 0.0000% | $1017874.00        | $678631.38         | Agency Mortgage-Backed Securities |
| GNII SF DG1207 C     | 2055-01-20      | 5.5000%  | 0.0000% | $2005420.00        | $1111913.03        | Agency Mortgage-Backed Securities |
| GNII SF DG2202 C     | 2054-11-20      | 6.5000%  | 0.0000% | $57500.00          | $53726.99          | Agency Mortgage-Backed Securities |
| GNII SF DG2247 C     | 2054-12-20      | 7.0000%  | 0.0000% | $14288880.00       | $13951042.14       | Agency Mortgage-Backed Securities |
| GNII SF DG2228 C     | 2054-11-20      | 7.0000%  | 0.0000% | $1146494.00        | $1207186.75        | Agency Mortgage-Backed Securities |
| GNII SF DG2298 C     | 2055-01-20      | 7.0000%  | 0.0000% | $4351568.00        | $4585808.43        | Agency Mortgage-Backed Securities |
| GNII SF DG2299 C     | 2055-01-20      | 7.0000%  | 0.0000% | $20610040.00       | $21219854.44       | Agency Mortgage-Backed Securities |
| GNII SF DG3904 C     | 2055-07-20      | 5.5000%  | 0.0000% | $1617646.00        | $1628761.95        | Agency Mortgage-Backed Securities |
| GNII SF DG4625 C     | 2054-12-20      | 4.0000%  | 0.0000% | $1012708.00        | $948127.54         | Agency Mortgage-Backed Securities |
| GNII SF DG5191 C     | 2054-11-20      | 4.0000%  | 0.0000% | $1181322.00        | $1103568.25        | Agency Mortgage-Backed Securities |
| GNII ET DG6500 C     | 2064-11-20      | 6.0000%  | 0.0000% | $1282974.00        | $1015377.48        | Agency Mortgage-Backed Securities |
| GNII SF DG7223 C     | 2055-04-20      | 6.5000%  | 0.0000% | $1094650.00        | $1126819.49        | Agency Mortgage-Backed Securities |
| GNPL PN DG8450       | 2060-01-15      | 5.3600%  | 0.0000% | $333083.00         | $339601.81         | Agency Mortgage-Backed Securities |
| GNII SF DG9173 C     | 2055-01-20      | 7.5000%  | 0.0000% | $1164804.00        | $489299.68         | Agency Mortgage-Backed Securities |
| GNII SF DG9177 C     | 2055-01-20      | 7.0000%  | 0.0000% | $1742620.00        | $1172872.69        | Agency Mortgage-Backed Securities |
| GNII SF DG9213 C     | 2055-02-20      | 7.0000%  | 0.0000% | $1132452.00        | $971259.11         | Agency Mortgage-Backed Securities |
| GNII SF DG9247 C     | 2055-02-20      | 7.5000%  | 0.0000% | $1566804.00        | $1625949.48        | Agency Mortgage-Backed Securities |
| GNII SF DG9315 C     | 2055-01-20      | 7.0000%  | 0.0000% | $1390616.00        | $1438308.55        | Agency Mortgage-Backed Securities |
| GNII SF DG9948 C     | 2054-12-20      | 7.0000%  | 0.0000% | $1629392.00        | $1685741.40        | Agency Mortgage-Backed Securities |
| GNII ET DH0123 C     | 2064-12-20      | 6.5000%  | 0.0000% | $10103952.00       | $9139975.50        | Agency Mortgage-Backed Securities |
| GNPL PN DH1758       | 2060-03-15      | 5.6000%  | 0.0000% | $388677.00         | $402026.06         | Agency Mortgage-Backed Securities |
| GNPL PN DH1760       | 2060-03-15      | 5.6000%  | 0.0000% | $387345.00         | $400648.32         | Agency Mortgage-Backed Securities |
| GNII SF DH1813 C     | 2055-02-20      | 6.5000%  | 0.0000% | $844654.00         | $526831.80         | Agency Mortgage-Backed Securities |
| GNII SF DH2454 C     | 2055-01-20      | 7.0000%  | 0.0000% | $1145698.00        | $773956.30         | Agency Mortgage-Backed Securities |
| GNII SF DH3519 C     | 2040-09-20      | 5.0000%  | 0.0000% | $1551712.00        | $1512983.69        | Agency Mortgage-Backed Securities |
| GNII SF DH2870 C     | 2055-01-20      | 7.0000%  | 0.0000% | $14807472.00       | $15155488.70       | Agency Mortgage-Backed Securities |
| GNII SF DH2897 C     | 2053-02-20      | 2.5000%  | 0.0000% | $1159274.00        | $966652.37         | Agency Mortgage-Backed Securities |
| GNII SF DH3446 C     | 2055-02-20      | 5.5000%  | 0.0000% | $15383280.00       | $9098698.05        | Agency Mortgage-Backed Securities |
| GNII SF DH3837 C     | 2055-01-20      | 6.5000%  | 0.0000% | $3561516.00        | $3280955.33        | Agency Mortgage-Backed Securities |
| GNII SF DH4367 C     | 2055-02-20      | 5.5000%  | 0.0000% | $2603330.00        | $1956264.66        | Agency Mortgage-Backed Securities |
| GNII SF DH5291 C     | 2055-02-20      | 5.5000%  | 0.0000% | $1555476.00        | $1373577.80        | Agency Mortgage-Backed Securities |
| GNII SF DH4867 C     | 2055-06-20      | 6.5000%  | 0.0000% | $3161540.00        | $3294620.14        | Agency Mortgage-Backed Securities |
| GNII SF DH4873 C     | 2055-06-20      | 6.5000%  | 0.0000% | $833381.00         | $771923.87         | Agency Mortgage-Backed Securities |
| GNII SF DH4874 C     | 2055-06-20      | 6.5000%  | 0.0000% | $1192480.00        | $1240756.54        | Agency Mortgage-Backed Securities |
| GNII SF DH4939 C     | 2055-07-20      | 6.5000%  | 0.0000% | $2575636.00        | $2688607.14        | Agency Mortgage-Backed Securities |
| GNII SF DH4974 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1334382.00        | $1383739.73        | Agency Mortgage-Backed Securities |
| GNII SF DH5580 C     | 2055-01-20      | 5.0000%  | 0.0000% | $2241216.00        | $2061822.14        | Agency Mortgage-Backed Securities |
| GNII SF DH5800 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1029524.00        | $1073472.41        | Agency Mortgage-Backed Securities |
| GNII SF DH6330 C     | 2055-03-20      | 7.0000%  | 0.0000% | $20246112.00       | $20911595.38       | Agency Mortgage-Backed Securities |
| GNII SF DH6363 C     | 2055-03-20      | 7.0000%  | 0.0000% | $1534230.00        | $839350.36         | Agency Mortgage-Backed Securities |
| GNII SF DH6837 C     | 2055-02-20      | 7.0000%  | 0.0000% | $3208650.00        | $2521703.84        | Agency Mortgage-Backed Securities |
| GNII SF DH6849 C     | 2055-02-20      | 7.0000%  | 0.0000% | $2650264.00        | $1365701.09        | Agency Mortgage-Backed Securities |
| GNII SF DH6859 C     | 2055-02-20      | 7.0000%  | 0.0000% | $1325744.00        | $917275.54         | Agency Mortgage-Backed Securities |
| GNII SF DH6930 C     | 2055-02-20      | 7.0000%  | 0.0000% | $1031736.00        | $968616.56         | Agency Mortgage-Backed Securities |
| GNII SF DH6952 C     | 2050-03-20      | 7.0000%  | 0.0000% | $1050712.00        | $698502.41         | Agency Mortgage-Backed Securities |
| GNII SF DH6963 C     | 2055-03-20      | 7.0000%  | 0.0000% | $2403056.00        | $2016770.18        | Agency Mortgage-Backed Securities |
| GNII SF DH6973 C     | 2052-03-20      | 7.0000%  | 0.0000% | $1089976.00        | $1129969.76        | Agency Mortgage-Backed Securities |
| GNII SF DH6974 C     | 2055-04-20      | 7.0000%  | 0.0000% | $1056412.00        | $1095975.89        | Agency Mortgage-Backed Securities |
| GNII SF DH6977 C     | 2055-05-20      | 7.0000%  | 0.0000% | $1273272.00        | $1283472.85        | Agency Mortgage-Backed Securities |
| GNII SF DH8886 C     | 2055-02-20      | 7.0000%  | 0.0000% | $24526496.00       | $25067331.17       | Agency Mortgage-Backed Securities |
| GNII SF DH8895 C     | 2055-01-20      | 7.0000%  | 0.0000% | $2432344.00        | $2561902.80        | Agency Mortgage-Backed Securities |
| GNII SF DH9001 C     | 2052-01-20      | 5.5000%  | 0.0000% | $1313618.00        | $704379.92         | Agency Mortgage-Backed Securities |
| GNPL PN DJ0359       | 2060-11-15      | 5.4000%  | 0.0000% | $5250000.00        | $5389794.19        | Agency Mortgage-Backed Securities |
| GNII SF DJ1827 C     | 2055-04-20      | 7.0000%  | 0.0000% | $2405616.00        | $1634125.20        | Agency Mortgage-Backed Securities |
| GNII SF DJ1822 C     | 2055-04-20      | 7.0000%  | 0.0000% | $4290904.00        | $3489849.34        | Agency Mortgage-Backed Securities |
| GNII SF DJ1853 C     | 2055-05-20      | 6.5000%  | 0.0000% | $2769152.00        | $2883784.74        | Agency Mortgage-Backed Securities |
| GNII SF DJ1869 C     | 2055-04-20      | 5.5000%  | 0.0000% | $906358.00         | $455321.08         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQI7884 | 2054-06-01      | 5.5000%  | 0.0000% | $435248.00         | $433469.78         | Agency Mortgage-Backed Securities |
| FEPC 04.000 CIQO1299 | 2038-04-01      | 4.0000%  | 0.0000% | $343717.00         | $234933.58         | Agency Mortgage-Backed Securities |
| GNII SF DJ9835 C     | 2055-07-20      | 6.5000%  | 0.0000% | $2110604.00        | $2199023.18        | Agency Mortgage-Backed Securities |
| GNII SF DJ9840 C     | 2055-06-20      | 7.0000%  | 0.0000% | $2109036.00        | $2185953.63        | Agency Mortgage-Backed Securities |
| GNII SF DJ9121 C     | 2055-05-20      | 6.5000%  | 0.0000% | $2704052.00        | $2745282.85        | Agency Mortgage-Backed Securities |
| GNII SF DJ9123 C     | 2055-05-20      | 6.5000%  | 0.0000% | $3388912.00        | $3227770.94        | Agency Mortgage-Backed Securities |
| GNII SF DJ9132 C     | 2055-05-20      | 7.0000%  | 0.0000% | $1465570.00        | $1536047.65        | Agency Mortgage-Backed Securities |
| GNII SF DJ9133 C     | 2055-05-20      | 7.0000%  | 0.0000% | $1598246.00        | $1511616.44        | Agency Mortgage-Backed Securities |
| GNII SF DJ9249 C     | 2055-05-20      | 7.0000%  | 0.0000% | $3445048.00        | $2087366.27        | Agency Mortgage-Backed Securities |
| GNII SF DJ9321 C     | 2055-07-20      | 6.5000%  | 0.0000% | $744674.00         | $775350.78         | Agency Mortgage-Backed Securities |
| GNII SF DJ9322 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1278012.00        | $1332278.35        | Agency Mortgage-Backed Securities |
| GNII ET DJ9658 C     | 2065-06-20      | 6.0000%  | 0.0000% | $4147584.00        | $4261401.83        | Agency Mortgage-Backed Securities |
| GNII SF DK0800 C     | 2055-07-20      | 6.5000%  | 0.0000% | $955962.00         | $1002125.39        | Agency Mortgage-Backed Securities |
| GNII SF DK0827 C     | 2055-07-20      | 6.5000%  | 0.0000% | $846769.00         | $842881.32         | Agency Mortgage-Backed Securities |
| GNII SF DK0042 C     | 2055-05-20      | 7.0000%  | 0.0000% | $1007782.00        | $1048832.05        | Agency Mortgage-Backed Securities |
| GNII SF DK0071 C     | 2055-05-20      | 5.5000%  | 0.0000% | $1830206.00        | $1831076.69        | Agency Mortgage-Backed Securities |
| GNII SF DK0076 C     | 2055-05-20      | 6.5000%  | 0.0000% | $1023740.00        | $1066802.68        | Agency Mortgage-Backed Securities |
| GNII SF DK0157 C     | 2055-06-20      | 6.5000%  | 0.0000% | $2263576.00        | $2360207.18        | Agency Mortgage-Backed Securities |
| GNII SF DK0291 C     | 2055-05-20      | 6.5000%  | 0.0000% | $1863130.00        | $1732611.09        | Agency Mortgage-Backed Securities |
| GNII SF DK0294 C     | 2055-05-20      | 6.5000%  | 0.0000% | $4226936.00        | $3947085.79        | Agency Mortgage-Backed Securities |
| GNII SF DK0295 C     | 2055-05-20      | 6.5000%  | 0.0000% | $2619676.00        | $2475517.18        | Agency Mortgage-Backed Securities |
| GNII SF DK0348 C     | 2055-06-20      | 5.0000%  | 0.0000% | $1127084.00        | $1125879.13        | Agency Mortgage-Backed Securities |
| GNII SF DK1426 C     | 2055-06-20      | 6.5000%  | 0.0000% | $1573454.00        | $1635488.78        | Agency Mortgage-Backed Securities |
| GNII SF DK1491 C     | 2055-06-20      | 6.5000%  | 0.0000% | $4075336.00        | $4242969.49        | Agency Mortgage-Backed Securities |
| GNII SF DK1497 C     | 2055-06-20      | 6.0000%  | 0.0000% | $17113344.00       | $16738372.64       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CTMA3152 | 2037-10-01      | 3.5000%  | 0.0000% | $250000.00         | $29792.40          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIMA4404 | 2036-08-01      | 2.5000%  | 0.0000% | $4536960.00        | $2374342.67        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA4549 | 2052-02-01      | 3.0000%  | 0.0000% | $24000.00          | $15238.78          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIMA5201 | 2038-11-01      | 5.5000%  | 0.0000% | $27000.00          | $14949.77          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CNMA5811 | 2035-07-01      | 5.5000%  | 0.0000% | $493296.00         | $347676.55         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CTMA5919 | 2045-12-01      | 4.5000%  | 0.0000% | $137241000.00      | $135166797.40      | Agency Mortgage-Backed Securities |
| FNMS 07.500 CLAD0269 | 2037-08-01      | 7.5000%  | 0.0000% | $1800000.00        | $55903.09          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQX0824 | 2054-11-01      | 5.0000%  | 0.0000% | $335441.00         | $333613.54         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQX1585 | 2054-12-01      | 4.5000%  | 0.0000% | $800556.00         | $776687.28         | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLQX1814 | 2054-12-01      | 4.0000%  | 0.0000% | $1326920.00        | $1051158.03        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQX2192 | 2054-12-01      | 6.0000%  | 0.0000% | $4281980.00        | $3888264.83        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQX3341 | 2055-01-01      | 5.0000%  | 0.0000% | $1547166.00        | $1477050.29        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQX6724 | 2055-02-01      | 6.0000%  | 0.0000% | $160191.00         | $151116.02         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQX8554 | 2055-02-01      | 6.0000%  | 0.0000% | $1443940.00        | $1307236.46        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQY0426 | 2055-04-01      | 4.5000%  | 0.0000% | $1254312.00        | $1228890.79        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQY6105 | 2055-06-01      | 5.5000%  | 0.0000% | $8630736.00        | $8330967.19        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQY8130 | 2055-07-01      | 5.0000%  | 0.0000% | $736560.00         | $735261.20         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY9133 | 2055-08-01      | 6.0000%  | 0.0000% | $11497100.00       | $11896828.97       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY9693 | 2055-07-01      | 6.0000%  | 0.0000% | $2479848.00        | $2535423.52        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQZ0834 | 2055-08-01      | 6.5000%  | 0.0000% | $1235166.00        | $1282511.26        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQZ0629 | 2055-08-01      | 6.5000%  | 0.0000% | $1320456.00        | $1392278.17        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQZ2194 | 2055-09-01      | 6.5000%  | 0.0000% | $10055120.00       | $10496685.86       | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQZ2283 | 2055-08-01      | 6.5000%  | 0.0000% | $7587432.00        | $7186817.59        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQZ2551 | 2055-09-01      | 6.5000%  | 0.0000% | $1525868.00        | $1610462.31        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQZ2981 | 2055-09-01      | 4.5000%  | 0.0000% | $1776416.00        | $1753159.17        | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQZ4461 | 2055-09-01      | 7.0000%  | 0.0000% | $1123400.00        | $1183502.92        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ4133 | 2055-09-01      | 5.5000%  | 0.0000% | $44895680.00       | $45281816.54       | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQZ4959 | 2055-09-01      | 7.0000%  | 0.0000% | $1135500.00        | $1195173.71        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ6628 | 2055-11-01      | 5.5000%  | 0.0000% | $13639280.00       | $13964912.16       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ6946 | 2055-11-01      | 6.0000%  | 0.0000% | $42415680.00       | $43637079.31       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ6972 | 2055-11-01      | 5.5000%  | 0.0000% | $170485760.00      | $171784011.89      | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ7971 | 2055-11-01      | 5.5000%  | 0.0000% | $14298624.00       | $14646484.81       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ8091 | 2055-11-01      | 5.5000%  | 0.0000% | $16383680.00       | $16618732.81       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ8888 | 2055-11-01      | 6.0000%  | 0.0000% | $6223030.00        | $6459027.16        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ8126 | 2055-11-01      | 5.5000%  | 0.0000% | $7840384.00        | $8037833.95        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ8107 | 2055-11-01      | 6.0000%  | 0.0000% | $6754248.00        | $7017379.04        | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQZ8377 | 2055-11-01      | 7.0000%  | 0.0000% | $1063172.00        | $1124979.87        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ8811 | 2055-11-01      | 6.0000%  | 0.0000% | $1213932.00        | $1260150.01        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ8819 | 2055-11-01      | 5.5000%  | 0.0000% | $2983804.00        | $2953485.98        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ9898 | 2055-12-01      | 6.0000%  | 0.0000% | $29736096.00       | $30265332.59       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ9341 | 2055-11-01      | 5.5000%  | 0.0000% | $1363594.00        | $1374636.14        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ9499 | 2055-11-01      | 5.5000%  | 0.0000% | $515193.00         | $529084.00         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ9529 | 2055-11-01      | 5.5000%  | 0.0000% | $487040.00         | $499780.25         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQZ9609 | 2055-11-01      | 6.5000%  | 0.0000% | $1999382.00        | $2075925.33        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSL1542 | 2055-06-01      | 5.5000%  | 0.0000% | $182880000.00      | $177156861.58      | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSL2351 | 2055-07-01      | 5.0000%  | 0.0000% | $140000.00         | $136528.62         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSL2490 | 2055-08-01      | 6.5000%  | 0.0000% | $16579100.00       | $16842078.33       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSL2848 | 2055-10-01      | 5.5000%  | 0.0000% | $83873152.00       | $83694764.92       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSL3685 | 2055-11-01      | 5.5000%  | 0.0000% | $591151.00         | $596918.97         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSL3781 | 2056-01-01      | 5.5000%  | 0.0000% | $123822848.00      | $124516473.61      | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSL3879 | 2055-11-01      | 6.5000%  | 0.0000% | $115743616.00      | $118760420.63      | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSL3959 | 2051-12-01      | 2.5000%  | 0.0000% | $10913952.00       | $9395350.77        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSL3962 | 2047-03-01      | 4.5000%  | 0.0000% | $7183312.00        | $7241231.04        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSL3998 | 2056-01-01      | 5.5000%  | 0.0000% | $48780608.00       | $50264150.97       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSL4005 | 2056-01-01      | 5.5000%  | 0.0000% | $33645184.00       | $34481588.34       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSL4034 | 2055-09-01      | 5.5000%  | 0.0000% | $64443776.00       | $66206220.22       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRJ4068 | 2055-01-01      | 5.5000%  | 0.0000% | $174928.00         | $169334.48         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLRJ5302 | 2055-11-01      | 5.0000%  | 0.0000% | $186690048.00      | $186463792.41      | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLRJ4655 | 2055-08-01      | 4.0000%  | 0.0000% | $6611688.00        | $6184973.97        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLRJ5599 | 2055-12-01      | 5.0000%  | 0.0000% | $68811008.00       | $69361803.04       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRJ5631 | 2055-08-01      | 6.0000%  | 0.0000% | $151001088.00      | $153819497.90      | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRJ5738 | 2056-01-01      | 5.5000%  | 0.0000% | $241646336.00      | $248836173.79      | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLRJ5753 | 2056-01-01      | 6.5000%  | 0.0000% | $9418048.00        | $9992323.94        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRJ5774 | 2056-01-01      | 5.5000%  | 0.0000% | $50000000.00       | $51533427.80       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRJ5801 | 2056-01-01      | 5.5000%  | 0.0000% | $37959232.00       | $39424365.58       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRQ0057 | 2055-10-01      | 6.0000%  | 0.0000% | $198463488.00      | $192680977.74      | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLRQ0051 | 2055-09-01      | 6.5000%  | 0.0000% | $224632576.00      | $207013953.74      | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLRQ0098 | 2056-01-01      | 7.0000%  | 0.0000% | $18097120.00       | $19275349.09       | Agency Mortgage-Backed Securities |
| FEPC 06.500 CIRR0043 | 2040-11-01      | 6.5000%  | 0.0000% | $9212400.00        | $9378855.76        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA0123 | 2055-11-01      | 5.0000%  | 0.0000% | $15243840.00       | $15336214.07       | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLTA0389 | 2055-12-01      | 6.5000%  | 0.0000% | $14557264.00       | $14537162.15       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA0448 | 2055-12-01      | 5.5000%  | 0.0000% | $17363392.00       | $17929654.46       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLTA1221 | 2055-12-01      | 6.0000%  | 0.0000% | $5085920.00        | $5229014.76        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA1518 | 2055-12-01      | 5.0000%  | 0.0000% | $16615968.00       | $16725925.83       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLTA1556 | 2055-12-01      | 6.0000%  | 0.0000% | $4761608.00        | $4893168.24        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA2583 | 2056-01-01      | 5.5000%  | 0.0000% | $12843168.00       | $13087753.33       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA2649 | 2056-01-01      | 5.5000%  | 0.0000% | $13740000.00       | $14000842.50       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA1839 | 2056-01-01      | 5.0000%  | 0.0000% | $11977088.00       | $12059387.47       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA1841 | 2056-01-01      | 5.5000%  | 0.0000% | $18104544.00       | $18438941.13       | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLTA1845 | 2055-12-01      | 6.5000%  | 0.0000% | $8236176.00        | $8608162.95        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLTA2047 | 2055-12-01      | 6.5000%  | 0.0000% | $10066080.00       | $10505420.13       | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLTA4440 | 2056-01-01      | 4.5000%  | 0.0000% | $1430286.00        | $1410020.28        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLTA4443 | 2056-01-01      | 4.5000%  | 0.0000% | $1126150.00        | $1114454.93        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA4451 | 2056-01-01      | 5.0000%  | 0.0000% | $2162240.00        | $2207493.04        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA3637 | 2056-01-01      | 5.5000%  | 0.0000% | $9307888.00        | $9502493.19        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA4289 | 2056-01-01      | 5.0000%  | 0.0000% | $4581272.00        | $4654268.97        | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLTA4304 | 2056-01-01      | 7.0000%  | 0.0000% | $6635464.00        | $7009066.43        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA5296 | 2056-02-01      | 5.0000%  | 0.0000% | $5551056.00        | $5606693.00        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA5340 | 2056-02-01      | 5.0000%  | 0.0000% | $35084800.00       | $35470479.42       | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLTA4587 | 2056-02-01      | 4.5000%  | 0.0000% | $12174192.00       | $12001695.87       | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLTA4618 | 2056-02-01      | 4.5000%  | 0.0000% | $2752296.00        | $2723372.12        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA4929 | 2056-01-01      | 5.0000%  | 0.0000% | $2785852.00        | $2826811.76        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLTA5103 | 2056-01-01      | 6.0000%  | 0.0000% | $1380952.00        | $1441653.59        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLTA5130 | 2051-01-01      | 4.5000%  | 0.0000% | $1760938.00        | $1738253.60        | Agency Mortgage-Backed Securities |
| GNII SF DM7956 C     | 2055-10-20      | 6.0000%  | 0.0000% | $2035024.00        | $2100051.99        | Agency Mortgage-Backed Securities |
| GNII SF DM8576 C     | 2055-09-20      | 6.0000%  | 0.0000% | $3654320.00        | $3779277.72        | Agency Mortgage-Backed Securities |
| GNII SF DM8571 C     | 2055-09-20      | 6.5000%  | 0.0000% | $1179874.00        | $1228773.04        | Agency Mortgage-Backed Securities |
| GNII SF DM9016 C     | 2055-10-20      | 6.0000%  | 0.0000% | $1854396.00        | $1919001.28        | Agency Mortgage-Backed Securities |
| GNII SF DM9696 C     | 2055-11-20      | 6.0000%  | 0.0000% | $4873528.00        | $5097812.92        | Agency Mortgage-Backed Securities |
| GNII SF DM9941 C     | 2055-10-20      | 6.0000%  | 0.0000% | $875957.00         | $911484.34         | Agency Mortgage-Backed Securities |
| GNII SF DN0818 C     | 2055-10-20      | 6.0000%  | 0.0000% | $44637760.00       | $46195913.65       | Agency Mortgage-Backed Securities |
| GNII SF DN0819 C     | 2055-10-20      | 6.0000%  | 0.0000% | $45287840.00       | $46869051.45       | Agency Mortgage-Backed Securities |
| GNII SF DN0820 C     | 2055-10-20      | 6.0000%  | 0.0000% | $45324032.00       | $46545385.46       | Agency Mortgage-Backed Securities |
| GNII SF DN0128 C     | 2055-11-20      | 5.5000%  | 0.0000% | $653672.00         | $668132.86         | Agency Mortgage-Backed Securities |
| GNII SF DN0581 C     | 2055-09-20      | 6.5000%  | 0.0000% | $10599600.00       | $10808449.34       | Agency Mortgage-Backed Securities |
| GNII SF DN1520 C     | 2055-10-20      | 5.0000%  | 0.0000% | $6318152.00        | $6353383.04        | Agency Mortgage-Backed Securities |
| GNII SF DN2297 C     | 2055-10-20      | 7.0000%  | 0.0000% | $4048384.00        | $4297261.66        | Agency Mortgage-Backed Securities |
| GNII SF DN2537 C     | 2055-10-20      | 5.5000%  | 0.0000% | $3625736.00        | $3488525.66        | Agency Mortgage-Backed Securities |
| GNII SF DN3514 C     | 2055-11-20      | 5.5000%  | 0.0000% | $1768028.00        | $1819759.31        | Agency Mortgage-Backed Securities |
| GNII SF DN3145 C     | 2055-11-20      | 6.0000%  | 0.0000% | $1075570.00        | $1128453.63        | Agency Mortgage-Backed Securities |
| GNII SF DN3199 C     | 2055-11-20      | 6.0000%  | 0.0000% | $1163676.00        | $1208076.01        | Agency Mortgage-Backed Securities |
| GNII SF DN3277 C     | 2055-10-20      | 6.0000%  | 0.0000% | $418713.00         | $432670.72         | Agency Mortgage-Backed Securities |
| GNII ET DN4458 C     | 2065-10-20      | 2.0000%  | 0.0000% | $2411270.00        | $1914369.47        | Agency Mortgage-Backed Securities |
| GNII ET DN4291 C     | 2065-08-20      | 2.0000%  | 0.0000% | $2105224.00        | $1652467.63        | Agency Mortgage-Backed Securities |
| GNII ET DN4810 C     | 2065-09-20      | 2.0000%  | 0.0000% | $735284.00         | $577419.39         | Agency Mortgage-Backed Securities |
| GNII SF DN5059 C     | 2055-10-20      | 6.5000%  | 0.0000% | $4755888.00        | $4930334.99        | Agency Mortgage-Backed Securities |
| GNII SF DN5546 C     | 2055-11-20      | 6.5000%  | 0.0000% | $1393702.00        | $1462815.08        | Agency Mortgage-Backed Securities |
| GNII SF DN6000 C     | 2055-10-20      | 6.5000%  | 0.0000% | $1421106.00        | $1517029.05        | Agency Mortgage-Backed Securities |
| GNII SF DN6083 C     | 2055-11-20      | 6.5000%  | 0.0000% | $4487616.00        | $4716325.45        | Agency Mortgage-Backed Securities |
| GNII SF DN8118 C     | 2055-10-20      | 5.5000%  | 0.0000% | $2847648.00        | $2914155.82        | Agency Mortgage-Backed Securities |
| GNII SF DN8233 C     | 2055-11-20      | 7.0000%  | 0.0000% | $1433062.00        | $1495570.67        | Agency Mortgage-Backed Securities |
| GNII SF DN8721 C     | 2056-01-20      | 5.0000%  | 0.0000% | $1388454.00        | $1397582.78        | Agency Mortgage-Backed Securities |
| GNII SF DN8777 C     | 2056-01-20      | 6.0000%  | 0.0000% | $1970642.00        | $2054284.59        | Agency Mortgage-Backed Securities |
| GNII ET DN9882 C     | 2065-08-20      | 4.0000%  | 0.0000% | $694223.00         | $656425.45         | Agency Mortgage-Backed Securities |
| GNII SF DN9107 C     | 2055-11-20      | 5.0000%  | 0.0000% | $1191010.00        | $1201298.46        | Agency Mortgage-Backed Securities |
| GNII SF DN9288 C     | 2055-12-20      | 5.0000%  | 0.0000% | $12072160.00       | $12142315.80       | Agency Mortgage-Backed Securities |
| GNII SF DN9273 C     | 2055-12-20      | 5.0000%  | 0.0000% | $6106216.00        | $6143792.81        | Agency Mortgage-Backed Securities |
| GNII SF DN9292 C     | 2055-12-20      | 5.0000%  | 0.0000% | $4005720.00        | $4031311.95        | Agency Mortgage-Backed Securities |
| GNII SF DN9342 C     | 2055-12-20      | 5.5000%  | 0.0000% | $20080288.00       | $20593455.04       | Agency Mortgage-Backed Securities |
| GNII SF DP0775 C     | 2056-01-20      | 6.0000%  | 0.0000% | $3655740.00        | $3794319.35        | Agency Mortgage-Backed Securities |
| GNII ET DP0145 C     | 2065-12-20      | 3.0000%  | 0.0000% | $1235836.00        | $1112492.74        | Agency Mortgage-Backed Securities |
| GNII SF DP0179 C     | 2056-01-20      | 6.5000%  | 0.0000% | $2061148.00        | $2165535.07        | Agency Mortgage-Backed Securities |
| GNII SF DP0180 C     | 2056-01-20      | 6.5000%  | 0.0000% | $1362838.00        | $1427357.63        | Agency Mortgage-Backed Securities |
| GNII ET DP0452 C     | 2065-12-20      | 4.0000%  | 0.0000% | $256437.00         | $245355.13         | Agency Mortgage-Backed Securities |
| GNII SF DP0662 C     | 2055-12-20      | 5.0000%  | 0.0000% | $4569872.00        | $4600809.32        | Agency Mortgage-Backed Securities |
| GNII SF DP0664 C     | 2055-12-20      | 5.0000%  | 0.0000% | $7917864.00        | $7963545.74        | Agency Mortgage-Backed Securities |
| GNII SF DP1791 C     | 2055-12-20      | 6.0000%  | 0.0000% | $1128228.00        | $1155776.99        | Agency Mortgage-Backed Securities |
| GNII SF DP1199 C     | 2056-01-20      | 6.5000%  | 0.0000% | $1908102.00        | $2042026.17        | Agency Mortgage-Backed Securities |
| GNII SF DP1200 C     | 2056-01-20      | 6.5000%  | 0.0000% | $2822124.00        | $3020203.55        | Agency Mortgage-Backed Securities |
| GNII SF DP1602 C     | 2055-12-20      | 4.0000%  | 0.0000% | $5804664.00        | $5439244.11        | Agency Mortgage-Backed Securities |
| GNII SF DP2063 C     | 2056-01-20      | 5.0000%  | 0.0000% | $3376260.00        | $3399626.35        | Agency Mortgage-Backed Securities |
| GNII SF DP3231 C     | 2056-01-20      | 5.5000%  | 0.0000% | $7892568.00        | $8102380.52        | Agency Mortgage-Backed Securities |
| GNII SF DP4478 C     | 2056-01-20      | 5.0000%  | 0.0000% | $1629450.00        | $1644727.36        | Agency Mortgage-Backed Securities |
| GNII SF DP4480 C     | 2056-01-20      | 5.0000%  | 0.0000% | $3045860.00        | $3066939.72        | Agency Mortgage-Backed Securities |
| GNII SF DP4491 C     | 2056-01-20      | 6.5000%  | 0.0000% | $1452208.00        | $1523585.64        | Agency Mortgage-Backed Securities |
| GNAR AF MB0825 M     | 2055-12-20      | 5.0000%  | 0.0000% | $492204.00         | $499338.62         | Agency Mortgage-Backed Securities |
| GNAR AT MB0832 M     | 2055-12-20      | 4.5000%  | 0.0000% | $1294614.00        | $1299246.56        | Agency Mortgage-Backed Securities |
| GNAR AF MB0881 M     | 2056-01-20      | 4.5000%  | 0.0000% | $6483960.00        | $6538522.52        | Agency Mortgage-Backed Securities |
| GNII SF MB0026 M     | 2054-11-20      | 5.5000%  | 0.0000% | $160000000.00      | $139888939.46      | Agency Mortgage-Backed Securities |
| GNII SF MB0027 M     | 2054-09-20      | 6.0000%  | 0.0000% | $5730000.00        | $4052105.56        | Agency Mortgage-Backed Securities |
| GNII JM MB0014 M     | 2054-11-20      | 6.0000%  | 0.0000% | $1621068.00        | $816446.26         | Agency Mortgage-Backed Securities |
| GNII SF MB0095 M     | 2054-07-20      | 7.0000%  | 0.0000% | $60122.00          | $31121.46          | Agency Mortgage-Backed Securities |
| GNII SF MB0178 M     | 2040-02-20      | 4.5000%  | 0.0000% | $221582.00         | $195133.82         | Agency Mortgage-Backed Securities |
| GNII SF MB0236 M     | 2040-03-20      | 6.5000%  | 0.0000% | $437912.00         | $403923.56         | Agency Mortgage-Backed Securities |
| GNII SF MB0285 M     | 2040-03-20      | 6.5000%  | 0.0000% | $164543.00         | $146537.73         | Agency Mortgage-Backed Securities |
| GNII SF MB0259 M     | 2055-03-20      | 5.5000%  | 0.0000% | $62789248.00       | $51912787.57       | Agency Mortgage-Backed Securities |
| GNII SF MB0307 M     | 2055-04-20      | 5.0000%  | 0.0000% | $40000000.00       | $38633202.40       | Agency Mortgage-Backed Securities |
| GNII SF MB0343 M     | 2040-02-20      | 6.5000%  | 0.0000% | $185373.00         | $186717.56         | Agency Mortgage-Backed Securities |
| GNII SF MB0457 M     | 2040-07-20      | 4.5000%  | 0.0000% | $96459.00          | $93275.23          | Agency Mortgage-Backed Securities |
| GNII SF MB0529 M     | 2040-08-20      | 5.5000%  | 0.0000% | $698778.00         | $675338.71         | Agency Mortgage-Backed Securities |
| GNII SF MB0555 M     | 2055-08-20      | 5.0000%  | 0.0000% | $86781312.00       | $86301029.80       | Agency Mortgage-Backed Securities |
| GNII SF MB0557 M     | 2053-01-20      | 6.0000%  | 0.0000% | $67818368.00       | $68674827.71       | Agency Mortgage-Backed Securities |
| GNAR AT MB0638 M     | 2055-08-20      | 4.0000%  | 0.0000% | $495990.00         | $491319.29         | Agency Mortgage-Backed Securities |
| GNII SF MB0619 M     | 2046-09-20      | 3.5000%  | 0.0000% | $2157084.00        | $1972494.00        | Agency Mortgage-Backed Securities |
| GNII SF MB0623 M     | 2055-04-20      | 5.5000%  | 0.0000% | $156120064.00      | $156916782.84      | Agency Mortgage-Backed Securities |
| GNII SF MB0745 M     | 2055-11-20      | 5.0000%  | 0.0000% | $211000000.00      | $211233062.70      | Agency Mortgage-Backed Securities |
| GNII SF MB0751 M     | 2054-01-20      | 8.0000%  | 0.0000% | $302848.00         | $316618.57         | Agency Mortgage-Backed Securities |
| GNAR AF MB0753 M     | 2055-11-20      | 3.5000%  | 0.0000% | $49970304.00       | $48607143.31       | Agency Mortgage-Backed Securities |
| GNAR AT MB0759 M     | 2055-11-20      | 3.0000%  | 0.0000% | $359484.00         | $347937.06         | Agency Mortgage-Backed Securities |
| GNII SF DI0791 C     | 2055-03-20      | 7.0000%  | 0.0000% | $1511330.00        | $1555404.66        | Agency Mortgage-Backed Securities |
| GNII SF DI0823 C     | 2055-04-20      | 6.5000%  | 0.0000% | $1334232.00        | $1097265.41        | Agency Mortgage-Backed Securities |
| GNII SF DI0829 C     | 2055-04-20      | 6.5000%  | 0.0000% | $1298052.00        | $1104903.27        | Agency Mortgage-Backed Securities |
| GNII SF DI1700 C     | 2055-03-20      | 7.0000%  | 0.0000% | $4236480.00        | $3628243.55        | Agency Mortgage-Backed Securities |
| GNII SF DI1762 C     | 2055-02-20      | 7.0000%  | 0.0000% | $1137346.00        | $678177.27         | Agency Mortgage-Backed Securities |
| GNII SF DI0929 C     | 2055-02-20      | 7.0000%  | 0.0000% | $10447488.00       | $10657277.45       | Agency Mortgage-Backed Securities |
| GNII SF DI1585 C     | 2055-03-20      | 7.0000%  | 0.0000% | $1045778.00        | $880233.48         | Agency Mortgage-Backed Securities |
| GNII SF DI1642 C     | 2055-03-20      | 7.5000%  | 0.0000% | $1058008.00        | $919040.36         | Agency Mortgage-Backed Securities |
| GNII ET DI2632 C     | 2065-03-20      | 6.5000%  | 0.0000% | $35302144.00       | $27618425.93       | Agency Mortgage-Backed Securities |
| GNII SF DI1906 C     | 2055-05-20      | 6.5000%  | 0.0000% | $25234752.00       | $26886090.31       | Agency Mortgage-Backed Securities |
| GNII SF DI2013 C     | 2055-06-20      | 6.5000%  | 0.0000% | $2636984.00        | $2371478.21        | Agency Mortgage-Backed Securities |
| GNII SF DI2095 C     | 2055-03-20      | 7.5000%  | 0.0000% | $3524380.00        | $3638722.83        | Agency Mortgage-Backed Securities |
| GNII SF DI2182 C     | 2055-02-20      | 5.0000%  | 0.0000% | $1906292.00        | $1749258.86        | Agency Mortgage-Backed Securities |
| GNII SF DI2186 C     | 2055-02-20      | 5.5000%  | 0.0000% | $8595008.00        | $3788584.24        | Agency Mortgage-Backed Securities |
| GNII SF DI2200 C     | 2055-02-20      | 5.0000%  | 0.0000% | $1549216.00        | $1542880.02        | Agency Mortgage-Backed Securities |
| GNII SF DI2717 C     | 2055-06-20      | 6.5000%  | 0.0000% | $3987596.00        | $4159527.83        | Agency Mortgage-Backed Securities |
| GNII SF DI3144 C     | 2055-03-20      | 7.0000%  | 0.0000% | $2107968.00        | $2178252.36        | Agency Mortgage-Backed Securities |
| GNII SF DI3653 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1178290.00        | $1226314.59        | Agency Mortgage-Backed Securities |
| GNII SF DI3884 C     | 2055-03-20      | 5.5000%  | 0.0000% | $3037232.00        | $1352858.67        | Agency Mortgage-Backed Securities |
| GNII SF DI4712 C     | 2055-08-20      | 7.0000%  | 0.0000% | $5464816.00        | $5719572.28        | Agency Mortgage-Backed Securities |
| GNII SF DI5725 C     | 2055-03-20      | 7.0000%  | 0.0000% | $2874508.00        | $3032883.97        | Agency Mortgage-Backed Securities |
| GNII SF DI5726 C     | 2055-03-20      | 7.0000%  | 0.0000% | $1980152.00        | $2089195.49        | Agency Mortgage-Backed Securities |
| GNII SF DI6464 C     | 2055-05-20      | 6.5000%  | 0.0000% | $1708640.00        | $1531828.22        | Agency Mortgage-Backed Securities |
| GNII SF DI6960 C     | 2055-03-20      | 7.0000%  | 0.0000% | $1210396.00        | $1004144.65        | Agency Mortgage-Backed Securities |
| GNII SF DI7987 C     | 2055-05-20      | 7.0000%  | 0.0000% | $1131490.00        | $1178685.62        | Agency Mortgage-Backed Securities |
| GNII SF DI7288 C     | 2055-03-20      | 5.5000%  | 0.0000% | $1693890.00        | $889472.26         | Agency Mortgage-Backed Securities |
| GNII SF DI7316 C     | 2055-03-20      | 5.5000%  | 0.0000% | $3882968.00        | $3112726.54        | Agency Mortgage-Backed Securities |
| GNII SF DI7929 C     | 2055-04-20      | 7.0000%  | 0.0000% | $1821942.00        | $865689.42         | Agency Mortgage-Backed Securities |
| GNII SF DI8913 C     | 2055-08-20      | 6.5000%  | 0.0000% | $1691170.00        | $1764251.90        | Agency Mortgage-Backed Securities |
| GNII SF DI8922 C     | 2055-08-20      | 6.0000%  | 0.0000% | $1681732.00        | $1706982.25        | Agency Mortgage-Backed Securities |
| GNII SF DI8311 C     | 2055-04-20      | 7.0000%  | 0.0000% | $1572072.00        | $1075974.77        | Agency Mortgage-Backed Securities |
| GNII SF DI8727 C     | 2055-07-20      | 6.5000%  | 0.0000% | $768322.00         | $791773.31         | Agency Mortgage-Backed Securities |
| GNII SF DI8857 C     | 2055-08-20      | 6.5000%  | 0.0000% | $1323972.00        | $1385793.66        | Agency Mortgage-Backed Securities |
| GNII SF DI9237 C     | 2055-06-20      | 6.5000%  | 0.0000% | $3170420.00        | $3292216.16        | Agency Mortgage-Backed Securities |
| GNII ET DO0115 C     | 2065-04-20      | 4.0000%  | 0.0000% | $753738.00         | $713476.54         | Agency Mortgage-Backed Securities |
| GNII ET DO0253 C     | 2059-10-20      | 3.0000%  | 0.0000% | $127385.00         | $114004.11         | Agency Mortgage-Backed Securities |
| GNII ET DO0457 C     | 2065-11-20      | 6.5000%  | 0.0000% | $6487160.00        | $6501371.25        | Agency Mortgage-Backed Securities |
| GNII SF DO0929 C     | 2056-01-20      | 6.0000%  | 0.0000% | $1116160.00        | $1161843.68        | Agency Mortgage-Backed Securities |
| GNII SF DO0930 C     | 2056-01-20      | 6.0000%  | 0.0000% | $1174756.00        | $1205768.77        | Agency Mortgage-Backed Securities |
| GNII SF DO1018 C     | 2056-01-20      | 6.5000%  | 0.0000% | $1781550.00        | $1869102.69        | Agency Mortgage-Backed Securities |
| GNII SF DO2180 C     | 2055-11-20      | 6.5000%  | 0.0000% | $2133356.00        | $1728036.02        | Agency Mortgage-Backed Securities |
| GNII SF DO2204 C     | 2055-11-20      | 6.0000%  | 0.0000% | $557448.00         | $575803.23         | Agency Mortgage-Backed Securities |
| GNII SF DO2226 C     | 2055-11-20      | 6.0000%  | 0.0000% | $384555.00         | $399350.74         | Agency Mortgage-Backed Securities |
| GNII SF DO2320 C     | 2055-12-20      | 6.0000%  | 0.0000% | $1181080.00        | $1223601.74        | Agency Mortgage-Backed Securities |
| GNII SF DO2357 C     | 2055-12-20      | 5.5000%  | 0.0000% | $2817404.00        | $2889524.12        | Agency Mortgage-Backed Securities |
| GNII SF DO2367 C     | 2055-12-20      | 5.5000%  | 0.0000% | $1996108.00        | $2047211.62        | Agency Mortgage-Backed Securities |
| GNII SF DO2379 C     | 2055-12-20      | 6.5000%  | 0.0000% | $1379930.00        | $1446617.07        | Agency Mortgage-Backed Securities |
| GNII SF DO3421 C     | 2055-10-20      | 6.5000%  | 0.0000% | $1589664.00        | $1670568.77        | Agency Mortgage-Backed Securities |
| GNII SF DO3752 C     | 2055-12-20      | 5.0000%  | 0.0000% | $2945776.00        | $2969636.80        | Agency Mortgage-Backed Securities |
| GNII ET DO3778 C     | 2064-02-20      | 6.5000%  | 0.0000% | $90806.00          | $94143.15          | Agency Mortgage-Backed Securities |
| GNII SF DO4525 C     | 2055-11-20      | 5.0000%  | 0.0000% | $4003968.00        | $3965665.75        | Agency Mortgage-Backed Securities |
| GNII SF DO4526 C     | 2055-11-20      | 5.0000%  | 0.0000% | $5815152.00        | $5850951.78        | Agency Mortgage-Backed Securities |
| GNII SF DO4883 C     | 2055-12-20      | 5.0000%  | 0.0000% | $4310520.00        | $4335415.69        | Agency Mortgage-Backed Securities |
| GNII SF DO5001 C     | 2056-01-20      | 5.5000%  | 0.0000% | $5450640.00        | $5609005.93        | Agency Mortgage-Backed Securities |
| GNII SF DO5004 C     | 2056-01-20      | 5.5000%  | 0.0000% | $2694840.00        | $2772622.67        | Agency Mortgage-Backed Securities |
| GNII ET DO5903 C     | 2065-11-20      | 3.5000%  | 0.0000% | $649875.00         | $597089.75         | Agency Mortgage-Backed Securities |
| GNII ET DO5982 C     | 2065-11-20      | 3.5000%  | 0.0000% | $941191.00         | $861642.11         | Agency Mortgage-Backed Securities |
| GNII SF DO6130 C     | 2056-01-20      | 5.5000%  | 0.0000% | $1703324.00        | $1748602.71        | Agency Mortgage-Backed Securities |
| GNII SF DO6443 C     | 2055-11-20      | 5.0000%  | 0.0000% | $4640360.00        | $4668443.24        | Agency Mortgage-Backed Securities |
| GNII SF DO6482 C     | 2055-12-20      | 5.0000%  | 0.0000% | $10958192.00       | $11012016.43       | Agency Mortgage-Backed Securities |
| GNII SF DO7226 C     | 2055-12-20      | 5.0000%  | 0.0000% | $4357424.00        | $4382824.03        | Agency Mortgage-Backed Securities |
| GNII SF DO7293 C     | 2055-11-20      | 5.5000%  | 0.0000% | $2964356.00        | $3048018.31        | Agency Mortgage-Backed Securities |
| GNII SF DO7923 C     | 2055-12-20      | 5.0000%  | 0.0000% | $4505950.00        | $4536018.77        | Agency Mortgage-Backed Securities |
| GNII SF CI0180 C     | 2032-07-20      | 7.0000%  | 0.0000% | $1128454.00        | $339921.08         | Agency Mortgage-Backed Securities |
| GNII SF CI6843 C     | 2051-11-20      | 2.5000%  | 0.0000% | $800000.00         | $528325.15         | Agency Mortgage-Backed Securities |
| GNII SF CK2711 C     | 2052-02-20      | 3.5000%  | 0.0000% | $774500.00         | $630022.98         | Agency Mortgage-Backed Securities |
| GNII RG CK3120 C     | 2029-06-20      | 3.0000%  | 0.0000% | $1015446.00        | $86936.73          | Agency Mortgage-Backed Securities |
| GNPL PN CL4456       | 2064-03-15      | 2.6500%  | 0.0000% | $1147282.00        | $965909.23         | Agency Mortgage-Backed Securities |
| GNII RG CL6778 C     | 2049-05-20      | 5.5000%  | 0.0000% | $1308496.00        | $915004.29         | Agency Mortgage-Backed Securities |
| GNII SF DK1606 C     | 2055-05-20      | 6.5000%  | 0.0000% | $3014556.00        | $2796506.49        | Agency Mortgage-Backed Securities |
| GNII SF DK2598 C     | 2055-05-20      | 5.0000%  | 0.0000% | $3214850.00        | $3215039.96        | Agency Mortgage-Backed Securities |
| GNII SF DK1822 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1158014.00        | $1207591.01        | Agency Mortgage-Backed Securities |
| GNII SF DK1836 C     | 2055-08-20      | 6.5000%  | 0.0000% | $1277138.00        | $1332703.31        | Agency Mortgage-Backed Securities |
| GNII SF DK1877 C     | 2055-05-20      | 7.0000%  | 0.0000% | $1125954.00        | $1167439.26        | Agency Mortgage-Backed Securities |
| GNII SF DK2017 C     | 2055-07-20      | 6.5000%  | 0.0000% | $6479320.00        | $6733361.97        | Agency Mortgage-Backed Securities |
| GNII SF DK2768 C     | 2055-06-20      | 6.5000%  | 0.0000% | $1364096.00        | $1420723.90        | Agency Mortgage-Backed Securities |
| GNII SF DK2770 C     | 2055-06-20      | 6.5000%  | 0.0000% | $1842782.00        | $1543011.39        | Agency Mortgage-Backed Securities |
| GNII SF DK2909 C     | 2055-06-20      | 6.0000%  | 0.0000% | $1023310.00        | $1088964.97        | Agency Mortgage-Backed Securities |
| GNII SF DK3171 C     | 2055-08-20      | 6.5000%  | 0.0000% | $1735144.00        | $1728427.07        | Agency Mortgage-Backed Securities |
| GNII SF DK3872 C     | 2055-12-20      | 5.0000%  | 0.0000% | $2063064.00        | $2074724.08        | Agency Mortgage-Backed Securities |
| GNII SF DK5349 C     | 2055-06-20      | 5.0000%  | 0.0000% | $1702866.00        | $1705924.26        | Agency Mortgage-Backed Securities |
| GNII SF DK4686 C     | 2055-04-20      | 7.0000%  | 0.0000% | $2073316.00        | $553327.78         | Agency Mortgage-Backed Securities |
| GNII SF DK4679 C     | 2055-04-20      | 6.5000%  | 0.0000% | $1055290.00        | $870880.97         | Agency Mortgage-Backed Securities |
| GNII SF DK4804 C     | 2055-05-20      | 6.5000%  | 0.0000% | $4619952.00        | $3936091.40        | Agency Mortgage-Backed Securities |
| GNII SF DK4921 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1168770.00        | $1186419.90        | Agency Mortgage-Backed Securities |
| GNII SF DK4923 C     | 2055-07-20      | 6.5000%  | 0.0000% | $2049316.00        | $2015826.80        | Agency Mortgage-Backed Securities |
| GNII ET DK6233 C     | 2060-11-20      | 3.0000%  | 0.0000% | $188530.00         | $167878.85         | Agency Mortgage-Backed Securities |
| GNII SF DK5604 C     | 2055-07-20      | 6.5000%  | 0.0000% | $2362388.00        | $2463721.63        | Agency Mortgage-Backed Securities |
| GNII SF DK5669 C     | 2055-06-20      | 6.5000%  | 0.0000% | $1329116.00        | $1383116.93        | Agency Mortgage-Backed Securities |
| GNII SF DK5670 C     | 2055-06-20      | 6.5000%  | 0.0000% | $1052992.00        | $1098137.78        | Agency Mortgage-Backed Securities |
| GNII SF DK5711 C     | 2055-07-20      | 7.0000%  | 0.0000% | $3144124.00        | $3257964.83        | Agency Mortgage-Backed Securities |
| GNII SF DK5754 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1114960.00        | $1053451.15        | Agency Mortgage-Backed Securities |
| GNII SF DK5757 C     | 2055-07-20      | 6.5000%  | 0.0000% | $4564440.00        | $4755888.60        | Agency Mortgage-Backed Securities |
| GNII SF DK5763 C     | 2055-07-20      | 6.5000%  | 0.0000% | $5417480.00        | $5653500.36        | Agency Mortgage-Backed Securities |
| GNII SF DK5769 C     | 2055-07-20      | 7.0000%  | 0.0000% | $2253636.00        | $1873071.52        | Agency Mortgage-Backed Securities |
| GNII SF DK5860 C     | 2055-05-20      | 6.5000%  | 0.0000% | $1257046.00        | $1330008.91        | Agency Mortgage-Backed Securities |
| GNII SF DK5864 C     | 2055-05-20      | 7.0000%  | 0.0000% | $1115946.00        | $1160177.47        | Agency Mortgage-Backed Securities |
| GNII SF DK6036 C     | 2055-08-20      | 6.5000%  | 0.0000% | $1049334.00        | $1095421.93        | Agency Mortgage-Backed Securities |
| GNII SF DK7137 C     | 2055-06-20      | 6.5000%  | 0.0000% | $2810252.00        | $2923112.09        | Agency Mortgage-Backed Securities |
| GNII SF DK7158 C     | 2055-06-20      | 5.0000%  | 0.0000% | $1804866.00        | $1800949.14        | Agency Mortgage-Backed Securities |
| GNII SF DK7159 C     | 2055-06-20      | 5.0000%  | 0.0000% | $7014400.00        | $7000865.74        | Agency Mortgage-Backed Securities |
| GNII SF DK6448 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1208060.00        | $1259365.69        | Agency Mortgage-Backed Securities |
| GNII SF DK6507 C     | 2055-07-20      | 7.0000%  | 0.0000% | $1327318.00        | $1384158.67        | Agency Mortgage-Backed Securities |
| GNII SF DK6585 C     | 2055-07-20      | 7.0000%  | 0.0000% | $4182720.00        | $4043927.46        | Agency Mortgage-Backed Securities |
| GNII SF DK6647 C     | 2055-06-20      | 6.5000%  | 0.0000% | $1646918.00        | $1715828.01        | Agency Mortgage-Backed Securities |
| GNII SF DK6721 C     | 2055-06-20      | 7.0000%  | 0.0000% | $2451660.00        | $2536845.76        | Agency Mortgage-Backed Securities |
| GNII ET DK8068 C     | 2065-07-20      | 4.0000%  | 0.0000% | $2338596.00        | $2004956.53        | Agency Mortgage-Backed Securities |
| GNII ET DK8082 C     | 2065-07-20      | 3.0000%  | 0.0000% | $411450.00         | $369681.40         | Agency Mortgage-Backed Securities |
| GNII ET DK8084 C     | 2065-07-20      | 4.0000%  | 0.0000% | $1024830.00        | $966926.44         | Agency Mortgage-Backed Securities |
| GNII SF DK7326 C     | 2055-07-20      | 5.5000%  | 0.0000% | $1023800.00        | $1045980.95        | Agency Mortgage-Backed Securities |
| GNII SF DK7301 C     | 2055-06-20      | 6.5000%  | 0.0000% | $2080392.00        | $2101768.83        | Agency Mortgage-Backed Securities |
| GNII SF DK7510 C     | 2055-08-20      | 6.5000%  | 0.0000% | $817842.00         | $861179.15         | Agency Mortgage-Backed Securities |
| GNII SF DK7512 C     | 2055-08-20      | 6.5000%  | 0.0000% | $4332968.00        | $4519724.28        | Agency Mortgage-Backed Securities |
| GNII SF DK7558 C     | 2055-08-20      | 5.5000%  | 0.0000% | $1691692.00        | $1721916.70        | Agency Mortgage-Backed Securities |
| GNII SF DK7591 C     | 2055-06-20      | 7.0000%  | 0.0000% | $3049900.00        | $3224920.17        | Agency Mortgage-Backed Securities |
| GNII SF DK7935 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1601280.00        | $1668892.14        | Agency Mortgage-Backed Securities |
| GNII SF DK8326 C     | 2055-06-20      | 7.0000%  | 0.0000% | $2731700.00        | $2888777.49        | Agency Mortgage-Backed Securities |
| GNII SF DK8396 C     | 2055-07-20      | 7.0000%  | 0.0000% | $2426844.00        | $2567430.70        | Agency Mortgage-Backed Securities |
| GNII SF DK8398 C     | 2055-07-20      | 7.0000%  | 0.0000% | $2968160.00        | $3143630.60        | Agency Mortgage-Backed Securities |
| GNII ET DK8680 C     | 2065-07-20      | 4.5000%  | 0.0000% | $293464.00         | $286299.83         | Agency Mortgage-Backed Securities |
| GNII ET DK9185 C     | 2065-10-20      | 6.0000%  | 0.0000% | $5444808.00        | $5607857.46        | Agency Mortgage-Backed Securities |
| GNII SF DK9229 C     | 2055-07-20      | 6.5000%  | 0.0000% | $2803328.00        | $2917555.58        | Agency Mortgage-Backed Securities |
| GNII SF DK9379 C     | 2055-07-20      | 6.5000%  | 0.0000% | $4259120.00        | $4436834.39        | Agency Mortgage-Backed Securities |
| GNII SF DL0803 C     | 2055-09-20      | 6.0000%  | 0.0000% | $15244736.00       | $15751945.70       | Agency Mortgage-Backed Securities |
| GNII SF DL0106 C     | 2055-07-20      | 6.5000%  | 0.0000% | $5769672.00        | $5941771.03        | Agency Mortgage-Backed Securities |
| GNII SF DL0387 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1006274.00        | $1053563.07        | Agency Mortgage-Backed Securities |
| GNII SF DL0403 C     | 2055-07-20      | 5.5000%  | 0.0000% | $5713464.00        | $5790599.15        | Agency Mortgage-Backed Securities |
| GNII SF DL0490 C     | 2055-08-20      | 6.5000%  | 0.0000% | $1439210.00        | $1496602.28        | Agency Mortgage-Backed Securities |
| GNII SF DL1187 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1084208.00        | $991941.28         | Agency Mortgage-Backed Securities |
| GNII ET DL1588 C     | 2065-05-20      | 6.0000%  | 0.0000% | $260023.00         | $267409.77         | Agency Mortgage-Backed Securities |
| GNII SF DL2575 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1424196.00        | $1481732.73        | Agency Mortgage-Backed Securities |
| GNII SF DL2623 C     | 2055-09-20      | 6.5000%  | 0.0000% | $1099164.00        | $1150810.41        | Agency Mortgage-Backed Securities |
| GNII SF DL2114 C     | 2055-08-20      | 7.0000%  | 0.0000% | $1001834.00        | $1047070.16        | Agency Mortgage-Backed Securities |
| GNII SF DL2099 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1296014.00        | $1349576.09        | Agency Mortgage-Backed Securities |
| GNII SF DL2100 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1199570.00        | $1109547.94        | Agency Mortgage-Backed Securities |
| GNII SF DL2477 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1899470.00        | $1974643.82        | Agency Mortgage-Backed Securities |
| GNII SF DL2510 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1691462.00        | $1760394.64        | Agency Mortgage-Backed Securities |
| GNII SF DL2511 C     | 2055-07-20      | 6.5000%  | 0.0000% | $3587172.00        | $3733997.24        | Agency Mortgage-Backed Securities |
| GNII SF DL2546 C     | 2056-01-20      | 4.5000%  | 0.0000% | $11248720.00       | $10967254.53       | Agency Mortgage-Backed Securities |
| GNII SF DL3099 C     | 2055-08-20      | 6.5000%  | 0.0000% | $2294856.00        | $2389857.61        | Agency Mortgage-Backed Securities |
| GNII SF DL3100 C     | 2055-08-20      | 6.5000%  | 0.0000% | $2319384.00        | $2415659.38        | Agency Mortgage-Backed Securities |
| GNII SF DL3173 C     | 2055-09-20      | 7.0000%  | 0.0000% | $1447624.00        | $1509052.05        | Agency Mortgage-Backed Securities |
| GNII SF DL4477 C     | 2055-08-20      | 7.0000%  | 0.0000% | $1156910.00        | $1207407.67        | Agency Mortgage-Backed Securities |
| GNII SF DL3672 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1886572.00        | $1969456.12        | Agency Mortgage-Backed Securities |
| GNII SF DL3948 C     | 2055-11-20      | 6.5000%  | 0.0000% | $2101484.00        | $2180238.29        | Agency Mortgage-Backed Securities |
| GNII SF DL4051 C     | 2055-07-20      | 6.5000%  | 0.0000% | $6282048.00        | $6525475.55        | Agency Mortgage-Backed Securities |
| GNII SF DL4153 C     | 2055-07-20      | 6.5000%  | 0.0000% | $11580912.00       | $11717511.76       | Agency Mortgage-Backed Securities |
| GNII ET DL4532 C     | 2065-07-20      | 3.5000%  | 0.0000% | $322950.00         | $294679.50         | Agency Mortgage-Backed Securities |
| GNII SF DL4739 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1370952.00        | $1423478.74        | Agency Mortgage-Backed Securities |
| GNII SF DL4774 C     | 2055-07-20      | 7.0000%  | 0.0000% | $1454112.00        | $1505636.58        | Agency Mortgage-Backed Securities |
| GNII SF DL4797 C     | 2055-07-20      | 7.0000%  | 0.0000% | $1378546.00        | $1432567.86        | Agency Mortgage-Backed Securities |
| GNII SF DL4798 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1380484.00        | $1436692.23        | Agency Mortgage-Backed Securities |
| GNII SF DL4804 C     | 2055-07-20      | 7.0000%  | 0.0000% | $2530936.00        | $2621875.90        | Agency Mortgage-Backed Securities |
| GNII SF DL4851 C     | 2055-08-20      | 6.5000%  | 0.0000% | $1420564.00        | $1481583.56        | Agency Mortgage-Backed Securities |
| GNII SF DL4913 C     | 2055-08-20      | 6.5000%  | 0.0000% | $1479800.00        | $1542522.90        | Agency Mortgage-Backed Securities |
| GNII SF DL4887 C     | 2055-08-20      | 6.5000%  | 0.0000% | $971118.00         | $1011946.62        | Agency Mortgage-Backed Securities |
| GNII SF DL5030 C     | 2055-10-20      | 5.5000%  | 0.0000% | $15186580.00       | $15524234.99       | Agency Mortgage-Backed Securities |
| GNII SF DL5035 C     | 2055-10-20      | 6.5000%  | 0.0000% | $4034600.00        | $4221544.24        | Agency Mortgage-Backed Securities |
| GNII SF DL5796 C     | 2050-09-20      | 6.5000%  | 0.0000% | $1185798.00        | $1236515.05        | Agency Mortgage-Backed Securities |
| GNII SF DL5817 C     | 2055-09-20      | 6.5000%  | 0.0000% | $1339496.00        | $1211785.37        | Agency Mortgage-Backed Securities |
| GNII SF DL5825 C     | 2050-09-20      | 6.5000%  | 0.0000% | $1011316.00        | $1055849.13        | Agency Mortgage-Backed Securities |
| GNII SF DL5885 C     | 2055-08-20      | 6.5000%  | 0.0000% | $1187614.00        | $1237953.90        | Agency Mortgage-Backed Securities |
| GNII SF DL5886 C     | 2055-08-20      | 6.5000%  | 0.0000% | $1291088.00        | $1348382.83        | Agency Mortgage-Backed Securities |
| GNII SF DL5981 C     | 2055-08-20      | 7.0000%  | 0.0000% | $1866360.00        | $1950293.63        | Agency Mortgage-Backed Securities |
| GNII SF DL5983 C     | 2055-08-20      | 7.0000%  | 0.0000% | $1202216.00        | $1255023.35        | Agency Mortgage-Backed Securities |
| GNII SF DL6440 C     | 2055-08-20      | 6.5000%  | 0.0000% | $3969816.00        | $4127820.53        | Agency Mortgage-Backed Securities |
| GNII SF DL6441 C     | 2055-08-20      | 6.5000%  | 0.0000% | $2268772.00        | $2361588.70        | Agency Mortgage-Backed Securities |
| GNII SF DL6650 C     | 2055-08-20      | 6.5000%  | 0.0000% | $977241.00         | $1016974.65        | Agency Mortgage-Backed Securities |
| GNII SF DL6856 C     | 2055-08-20      | 6.5000%  | 0.0000% | $2781456.00        | $2753659.09        | Agency Mortgage-Backed Securities |
| GNII SF DL6857 C     | 2055-08-20      | 6.5000%  | 0.0000% | $3248880.00        | $3257307.65        | Agency Mortgage-Backed Securities |
| GNII SF DL6983 C     | 2055-07-20      | 5.5000%  | 0.0000% | $3613484.00        | $3532440.66        | Agency Mortgage-Backed Securities |
| GNII SF DL7057 C     | 2055-08-20      | 5.5000%  | 0.0000% | $2753096.00        | $2809330.31        | Agency Mortgage-Backed Securities |
| GNII SF DL8066 C     | 2055-09-20      | 6.5000%  | 0.0000% | $3229228.00        | $3369013.17        | Agency Mortgage-Backed Securities |
| GNII SF DL7867 C     | 2055-08-20      | 6.0000%  | 0.0000% | $6493024.00        | $6707879.05        | Agency Mortgage-Backed Securities |
| GNII SF DL8195 C     | 2055-09-20      | 6.5000%  | 0.0000% | $1514920.00        | $1579723.53        | Agency Mortgage-Backed Securities |
| GNII SF DL8258 C     | 2055-09-20      | 6.5000%  | 0.0000% | $1489728.00        | $1551318.97        | Agency Mortgage-Backed Securities |
| GNII SF DL8572 C     | 2055-06-20      | 7.5000%  | 0.0000% | $349963.00         | $363800.80         | Agency Mortgage-Backed Securities |
| GNII ET DL8803 C     | 2065-07-20      | 3.5000%  | 0.0000% | $231013.00         | $210446.82         | Agency Mortgage-Backed Securities |
| GNII SF DL8787 C     | 2055-08-20      | 7.0000%  | 0.0000% | $8843984.00        | $9375772.01        | Agency Mortgage-Backed Securities |
| GNII SF DL9841 C     | 2055-09-20      | 6.5000%  | 0.0000% | $1043642.00        | $1091197.41        | Agency Mortgage-Backed Securities |
| GNII ET DL9724 C     | 2065-07-20      | 3.5000%  | 0.0000% | $300623.00         | $274235.31         | Agency Mortgage-Backed Securities |
| GNII SF DM0776 C     | 2055-08-20      | 7.0000%  | 0.0000% | $7287904.00        | $7725259.97        | Agency Mortgage-Backed Securities |
| GNII SF DM0872 C     | 2055-09-20      | 4.5000%  | 0.0000% | $6031744.00        | $5956848.23        | Agency Mortgage-Backed Securities |
| GNII SF DM0891 C     | 2055-09-20      | 5.0000%  | 0.0000% | $2765340.00        | $2772640.43        | Agency Mortgage-Backed Securities |
| GNPL PN DM0345       | 2060-10-15      | 5.5100%  | 0.0000% | $8640000.00        | $9032801.23        | Agency Mortgage-Backed Securities |
| GNII SF DM0622 C     | 2055-08-20      | 5.0000%  | 0.0000% | $4363592.00        | $4373738.74        | Agency Mortgage-Backed Securities |
| GNII SF DM0766 C     | 2055-08-20      | 6.5000%  | 0.0000% | $39101.00          | $41653.21          | Agency Mortgage-Backed Securities |
| GNII SF DM0767 C     | 2055-08-20      | 6.5000%  | 0.0000% | $21164.00          | $22538.81          | Agency Mortgage-Backed Securities |
| GNII SF DM1233 C     | 2055-09-20      | 6.0000%  | 0.0000% | $24999904.00       | $25095078.37       | Agency Mortgage-Backed Securities |
| GNII ET DM1665 C     | 2065-09-20      | 4.0000%  | 0.0000% | $234507.00         | $223719.65         | Agency Mortgage-Backed Securities |
| GNII ET DM2579 C     | 2065-07-20      | 4.5000%  | 0.0000% | $1064326.00        | $1037022.52        | Agency Mortgage-Backed Securities |
| GNII SF DM2606 C     | 2055-09-20      | 6.5000%  | 0.0000% | $3210540.00        | $3346943.78        | Agency Mortgage-Backed Securities |
| GNII SF DM1860 C     | 2055-08-20      | 5.5000%  | 0.0000% | $10104592.00       | $10168461.20       | Agency Mortgage-Backed Securities |
| GNII ET DM2261 C     | 2065-09-20      | 6.0000%  | 0.0000% | $144815.00         | $149325.68         | Agency Mortgage-Backed Securities |
| GNII SF DM2401 C     | 2055-12-20      | 5.0000%  | 0.0000% | $2906148.00        | $2922655.88        | Agency Mortgage-Backed Securities |
| GNII SF DM2425 C     | 2056-01-20      | 5.5000%  | 0.0000% | $1769866.00        | $1816913.56        | Agency Mortgage-Backed Securities |
| GNII SF DM3500 C     | 2055-09-20      | 5.0000%  | 0.0000% | $3134484.00        | $3154857.23        | Agency Mortgage-Backed Securities |
| GNII SF DM3574 C     | 2055-10-20      | 6.0000%  | 0.0000% | $5194456.00        | $5374975.08        | Agency Mortgage-Backed Securities |
| GNII ET DM2763 C     | 2065-07-20      | 3.0000%  | 0.0000% | $317459.00         | $284092.44         | Agency Mortgage-Backed Securities |
| GNII SF DM3005 C     | 2055-09-20      | 6.5000%  | 0.0000% | $848991.00         | $884643.97         | Agency Mortgage-Backed Securities |
| GNII SF DM3054 C     | 2055-09-20      | 6.5000%  | 0.0000% | $1208238.00        | $1261862.29        | Agency Mortgage-Backed Securities |
| GNII SF DM3055 C     | 2055-09-20      | 6.5000%  | 0.0000% | $1042874.00        | $1096756.88        | Agency Mortgage-Backed Securities |
| GNII ET DM3068 C     | 2065-09-20      | 4.5000%  | 0.0000% | $948325.00         | $935220.67         | Agency Mortgage-Backed Securities |
| GNII SF DM3109 C     | 2055-11-20      | 6.5000%  | 0.0000% | $3292932.00        | $3413087.51        | Agency Mortgage-Backed Securities |
| GNII SF DM3338 C     | 2055-08-20      | 6.5000%  | 0.0000% | $801895.00         | $842630.21         | Agency Mortgage-Backed Securities |
| GNII SF DM3341 C     | 2055-08-20      | 6.5000%  | 0.0000% | $5721888.00        | $5963320.60        | Agency Mortgage-Backed Securities |
| GNII SF DM3343 C     | 2055-08-20      | 6.5000%  | 0.0000% | $6077552.00        | $6343008.60        | Agency Mortgage-Backed Securities |
| GNII SF DM3432 C     | 2055-09-20      | 6.5000%  | 0.0000% | $2866740.00        | $3000729.45        | Agency Mortgage-Backed Securities |
| GNII SF DM3434 C     | 2055-09-20      | 6.5000%  | 0.0000% | $2635964.00        | $2750527.81        | Agency Mortgage-Backed Securities |
| GNII SF DM3436 C     | 2055-09-20      | 6.5000%  | 0.0000% | $6651120.00        | $6941341.21        | Agency Mortgage-Backed Securities |
| GNII SF DM3437 C     | 2055-09-20      | 6.5000%  | 0.0000% | $5225784.00        | $5429175.69        | Agency Mortgage-Backed Securities |
| GNII SF DM4377 C     | 2055-09-20      | 7.0000%  | 0.0000% | $1872352.00        | $1956045.32        | Agency Mortgage-Backed Securities |
| GNII SF DM4390 C     | 2055-09-20      | 6.0000%  | 0.0000% | $2755276.00        | $2857322.42        | Agency Mortgage-Backed Securities |
| GNII ET DM3746 C     | 2065-09-20      | 4.5000%  | 0.0000% | $216768.00         | $211781.70         | Agency Mortgage-Backed Securities |
| GNII SF DM3846 C     | 2055-08-20      | 6.5000%  | 0.0000% | $3029440.00        | $3167899.87        | Agency Mortgage-Backed Securities |
| GNII SF DM3906 C     | 2055-09-20      | 7.0000%  | 0.0000% | $1062310.00        | $1104570.72        | Agency Mortgage-Backed Securities |
| GNII ET DM3988 C     | 2065-09-20      | 3.0000%  | 0.0000% | $383025.00         | $341354.24         | Agency Mortgage-Backed Securities |
| GNII SF DM4687 C     | 2055-11-20      | 5.0000%  | 0.0000% | $1741982.00        | $1761003.36        | Agency Mortgage-Backed Securities |
| GNII SF DM4682 C     | 2055-11-20      | 6.0000%  | 0.0000% | $104512160.00      | $108360682.33      | Agency Mortgage-Backed Securities |
| GNII SF DM4683 C     | 2055-11-20      | 5.5000%  | 0.0000% | $70216064.00       | $72005921.58       | Agency Mortgage-Backed Securities |
| GNII SF DM4737 C     | 2055-11-20      | 6.0000%  | 0.0000% | $1305912.00        | $1359116.60        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBU5555 | 2055-02-01      | 5.5000%  | 0.0000% | $350000.00         | $341453.33         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBU8941 | 2052-04-01      | 4.0000%  | 0.0000% | $11065.00          | $8496.16           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIBV6256 | 2040-10-01      | 6.0000%  | 0.0000% | $1258728.00        | $1304669.43        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBX5785 | 2053-01-01      | 6.5000%  | 0.0000% | $1155510.00        | $870791.55         | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLBY3662 | 2053-05-01      | 7.0000%  | 0.0000% | $1473424.00        | $1530411.00        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCA4016 | 2049-08-01      | 3.0000%  | 0.0000% | $129000.00         | $29934.15          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CICA5282 | 2035-03-01      | 3.0000%  | 0.0000% | $50000.00          | $14987.36          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCA6614 | 2050-08-01      | 3.0000%  | 0.0000% | $287404.00         | $89782.21          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA8025 | 2050-12-01      | 2.5000%  | 0.0000% | $263024.00         | $146396.37         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CICA7944 | 2035-11-01      | 3.0000%  | 0.0000% | $461000.00         | $187643.65         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB3349 | 2052-04-01      | 2.5000%  | 0.0000% | $885000.00         | $581307.93         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB4403 | 2052-08-01      | 5.0000%  | 0.0000% | $400000.00         | $306058.53         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCB3849 | 2052-06-01      | 3.5000%  | 0.0000% | $6900000.00        | $4756247.33        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CTCB6293 | 2043-05-01      | 6.0000%  | 0.0000% | $1029104.00        | $632337.15         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLDF8933 | 2056-01-01      | 4.0000%  | 0.0000% | $1152790.00        | $1110533.59        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF9399 | 2056-01-01      | 6.0000%  | 0.0000% | $21443200.00       | $22132177.16       | Agency Mortgage-Backed Securities |
| GNMI SF BA7937 X     | 2047-06-15      | 4.0000%  | 0.0000% | $71978.00          | $9258.15           | Agency Mortgage-Backed Securities |
| GNMI SF BA9083 X     | 2047-06-15      | 5.0000%  | 0.0000% | $666953.00         | $52013.49          | Agency Mortgage-Backed Securities |
| GNMI SF BC9137 X     | 2048-01-15      | 5.0000%  | 0.0000% | $1257250.00        | $70812.03          | Agency Mortgage-Backed Securities |
| GNMI SF BE0204 X     | 2048-01-15      | 4.0000%  | 0.0000% | $71000.00          | $32855.65          | Agency Mortgage-Backed Securities |
| GNMI SF BE2167 X     | 2048-02-15      | 5.0000%  | 0.0000% | $1211586.00        | $45338.32          | Agency Mortgage-Backed Securities |
| GNMI SF BE2169 X     | 2048-03-15      | 3.5000%  | 0.0000% | $220422.00         | $18895.10          | Agency Mortgage-Backed Securities |
| GNII RG CN5913 C     | 2050-01-20      | 3.5000%  | 0.0000% | $450000.00         | $281480.09         | Agency Mortgage-Backed Securities |
| GNII SF CN6028 C     | 2052-11-20      | 5.0000%  | 0.0000% | $1246698.00        | $1104853.88        | Agency Mortgage-Backed Securities |
| GNCL CL CN7571       | 2066-11-15      | 5.6850%  | 0.0000% | $89889.00          | $93840.03          | Agency Mortgage-Backed Securities |
| GNII RG CN9814 C     | 2046-11-20      | 2.5000%  | 0.0000% | $1667728.00        | $870343.23         | Agency Mortgage-Backed Securities |
| GNII RG CN9851 C     | 2049-10-20      | 4.0000%  | 0.0000% | $358329.00         | $237991.91         | Agency Mortgage-Backed Securities |
| GNII RG CN9958 C     | 2048-06-20      | 3.5000%  | 0.0000% | $200000.00         | $80806.72          | Agency Mortgage-Backed Securities |
| GNII RG CO9985 C     | 2042-09-20      | 3.5000%  | 0.0000% | $850000.00         | $575600.97         | Agency Mortgage-Backed Securities |
| GNPL PN CP1213       | 2058-06-15      | 5.0000%  | 0.0000% | $41229.00          | $40695.06          | Agency Mortgage-Backed Securities |
| GNPL PN CP4186       | 2058-01-15      | 5.7000%  | 0.0000% | $34651.00          | $35274.25          | Agency Mortgage-Backed Securities |
| GNII ET CP6434 C     | 2062-09-20      | 5.5000%  | 0.0000% | $600000.00         | $240079.17         | Agency Mortgage-Backed Securities |
| GNMI SF BG5671 X     | 2048-07-15      | 3.0000%  | 0.0000% | $1144388.00        | $664564.77         | Agency Mortgage-Backed Securities |
| GNII SF BH6393 C     | 2048-07-20      | 4.5000%  | 0.0000% | $199983.00         | $59268.62          | Agency Mortgage-Backed Securities |
| GNII SF BI3167 C     | 2048-07-20      | 5.0000%  | 0.0000% | $590000.00         | $60286.60          | Agency Mortgage-Backed Securities |
| GNII SF BI4636 C     | 2048-07-20      | 5.0000%  | 0.0000% | $1195030.00        | $540768.29         | Agency Mortgage-Backed Securities |
| GNMI SF BJ5779 X     | 2048-09-15      | 5.5000%  | 0.0000% | $936298.00         | $187542.34         | Agency Mortgage-Backed Securities |
| GNMI SF BM0259 X     | 2049-09-15      | 2.5000%  | 0.0000% | $25000.00          | $18340.89          | Agency Mortgage-Backed Securities |
| GNII SF BM9287 C     | 2049-08-20      | 4.0000%  | 0.0000% | $1511336.00        | $773951.41         | Agency Mortgage-Backed Securities |
| GNPL PN BP2036       | 2062-07-15      | 3.6600%  | 0.0000% | $369490.00         | $335707.51         | Agency Mortgage-Backed Securities |
| GNMI SF BP5564 X     | 2049-09-15      | 3.0000%  | 0.0000% | $1393254.00        | $848648.93         | Agency Mortgage-Backed Securities |
| GNMI SF BQ0724 X     | 2049-10-15      | 3.5000%  | 0.0000% | $619213.00         | $77499.44          | Agency Mortgage-Backed Securities |
| GNII SF BS7619 C     | 2050-06-20      | 3.0000%  | 0.0000% | $1163360.00        | $537681.55         | Agency Mortgage-Backed Securities |
| GNII SF BS8230 C     | 2050-03-20      | 5.0000%  | 0.0000% | $1219314.00        | $95967.62          | Agency Mortgage-Backed Securities |
| GNII SF BS8420 C     | 2050-04-20      | 4.0000%  | 0.0000% | $100000.00         | $21835.54          | Agency Mortgage-Backed Securities |
| GNII SF BT0812 C     | 2050-03-20      | 3.0000%  | 0.0000% | $200000.00         | $40229.03          | Agency Mortgage-Backed Securities |
| GNII SF BT3813 C     | 2050-05-20      | 4.0000%  | 0.0000% | $10196528.00       | $1705459.12        | Agency Mortgage-Backed Securities |
| GNII SF BT9467 C     | 2050-04-20      | 4.0000%  | 0.0000% | $20675040.00       | $5046120.13        | Agency Mortgage-Backed Securities |
| GNPL PN BU2235       | 2063-11-15      | 3.0000%  | 0.0000% | $53457.00          | $46529.47          | Agency Mortgage-Backed Securities |
| GNII SF BV0541 C     | 2050-10-20      | 3.0000%  | 0.0000% | $292000.00         | $160142.25         | Agency Mortgage-Backed Securities |
| GNII SF BV3600 C     | 2050-07-20      | 2.5000%  | 0.0000% | $400000.00         | $89734.98          | Agency Mortgage-Backed Securities |
| GNII SF BV7358 C     | 2036-01-20      | 5.0000%  | 0.0000% | $1832080.00        | $238146.61         | Agency Mortgage-Backed Securities |
| GNII SF BW4513 C     | 2033-01-20      | 6.5000%  | 0.0000% | $3285484.00        | $991302.91         | Agency Mortgage-Backed Securities |
| GNII SF BW8883 C     | 2031-05-20      | 7.0000%  | 0.0000% | $1225350.00        | $341825.56         | Agency Mortgage-Backed Securities |
| GNII SF BW8856 C     | 2035-10-20      | 5.0000%  | 0.0000% | $9328080.00        | $3124142.23        | Agency Mortgage-Backed Securities |
| GNII SF BX2406 C     | 2050-10-20      | 3.0000%  | 0.0000% | $1071674.00        | $495997.83         | Agency Mortgage-Backed Securities |
| GNII SF BX4961 C     | 2050-09-20      | 3.0000%  | 0.0000% | $168849.00         | $102223.71         | Agency Mortgage-Backed Securities |
| GNII SF BY0776 C     | 2050-09-20      | 2.5000%  | 0.0000% | $327000.00         | $145315.08         | Agency Mortgage-Backed Securities |
| GNII SF BY6418 C     | 2045-10-20      | 2.5000%  | 0.0000% | $218309.00         | $110901.44         | Agency Mortgage-Backed Securities |
| GNII SF BY6430 C     | 2050-10-20      | 3.0000%  | 0.0000% | $452449.00         | $355204.44         | Agency Mortgage-Backed Securities |
| GNII SF BY6448 C     | 2050-11-20      | 3.0000%  | 0.0000% | $958499.00         | $623909.81         | Agency Mortgage-Backed Securities |
| GNII SF CB4544 C     | 2051-04-20      | 2.5000%  | 0.0000% | $73015.00          | $40953.92          | Agency Mortgage-Backed Securities |
| GNII SF CC0829 C     | 2038-10-20      | 6.5000%  | 0.0000% | $1771922.00        | $817817.63         | Agency Mortgage-Backed Securities |
| GNPL LM CC2600       | 2060-12-15      | 3.2500%  | 0.0000% | $81599.00          | $72357.49          | Agency Mortgage-Backed Securities |
| GNII SF CC9793 C     | 2051-04-20      | 3.0000%  | 0.0000% | $149971.00         | $96807.08          | Agency Mortgage-Backed Securities |
| GNII SF CC9794 C     | 2051-04-20      | 3.0000%  | 0.0000% | $124977.00         | $91743.08          | Agency Mortgage-Backed Securities |
| GNII SF CC9830 C     | 2046-06-20      | 3.0000%  | 0.0000% | $67782.00          | $49938.96          | Agency Mortgage-Backed Securities |
| GNII SF CE6237 C     | 2051-08-20      | 2.5000%  | 0.0000% | $6770000.00        | $3354563.88        | Agency Mortgage-Backed Securities |
| GNII SF CG1117 C     | 2052-02-20      | 2.0000%  | 0.0000% | $1023998.00        | $582973.80         | Agency Mortgage-Backed Securities |
| GNII SF CH0830 C     | 2051-10-20      | 3.0000%  | 0.0000% | $536873.00         | $443122.47         | Agency Mortgage-Backed Securities |
| GNII SF CH0843 C     | 2051-10-20      | 3.0000%  | 0.0000% | $338269.00         | $278560.46         | Agency Mortgage-Backed Securities |
| GNII RG CH2012 C     | 2039-12-20      | 5.0000%  | 0.0000% | $1118724.00        | $695536.28         | Agency Mortgage-Backed Securities |
| GNII RG CH5779 C     | 2049-10-20      | 5.5000%  | 0.0000% | $1303904.00        | $726581.65         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF9938 | 2056-01-01      | 6.0000%  | 0.0000% | $3755304.00        | $3951553.68        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDG0103 | 2056-01-01      | 5.0000%  | 0.0000% | $1342036.00        | $1353504.74        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDG0384 | 2056-01-01      | 5.5000%  | 0.0000% | $1447670.00        | $1475868.52        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIFA1546 | 2037-03-01      | 2.5000%  | 0.0000% | $19252704.00       | $16631538.44       | Agency Mortgage-Backed Securities |
| GNII SF DM4738 C     | 2055-11-20      | 5.5000%  | 0.0000% | $4445152.00        | $4572441.40        | Agency Mortgage-Backed Securities |
| GNII SF DM4742 C     | 2055-11-20      | 5.5000%  | 0.0000% | $1198500.00        | $1237877.38        | Agency Mortgage-Backed Securities |
| GNII SF DM4746 C     | 2055-08-20      | 4.5000%  | 0.0000% | $2677992.00        | $2616955.21        | Agency Mortgage-Backed Securities |
| GNII SF DM4748 C     | 2055-11-20      | 5.5000%  | 0.0000% | $1877162.00        | $1930202.26        | Agency Mortgage-Backed Securities |
| GNII SF DM6188 C     | 2055-09-20      | 6.0000%  | 0.0000% | $7006672.00        | $7245243.89        | Agency Mortgage-Backed Securities |
| GNII ET DM7096 C     | 2065-09-20      | 3.0000%  | 0.0000% | $202930.00         | $182296.17         | Agency Mortgage-Backed Securities |
| GNII ET DM7102 C     | 2062-08-20      | 4.0000%  | 0.0000% | $395012.00         | $373528.89         | Agency Mortgage-Backed Securities |
| GNII SF DM6671 C     | 2055-09-20      | 6.5000%  | 0.0000% | $803877.00         | $851060.75         | Agency Mortgage-Backed Securities |
| GNII SF DM6964 C     | 2055-09-20      | 6.5000%  | 0.0000% | $4894216.00        | $5104858.89        | Agency Mortgage-Backed Securities |
| GNII SF DM8072 C     | 2056-01-20      | 5.0000%  | 0.0000% | $2204576.00        | $2214418.94        | Agency Mortgage-Backed Securities |
| GNII SF DM7725 C     | 2055-09-20      | 6.5000%  | 0.0000% | $763317.00         | $794715.64         | Agency Mortgage-Backed Securities |
| GNII SF DM7809 C     | 2055-09-20      | 6.5000%  | 0.0000% | $1004618.00        | $1048892.60        | Agency Mortgage-Backed Securities |
| GNII SF DM7812 C     | 2055-09-20      | 6.5000%  | 0.0000% | $1300106.00        | $1358270.36        | Agency Mortgage-Backed Securities |
| GNII ET DM7828 C     | 2065-09-20      | 6.0000%  | 0.0000% | $943921.00         | $972478.20         | Agency Mortgage-Backed Securities |
| GNII ET DM7831 C     | 2062-03-20      | 3.0000%  | 0.0000% | $83466.00          | $74433.79          | Agency Mortgage-Backed Securities |
| GNII SF DM7866 C     | 2055-10-20      | 6.5000%  | 0.0000% | $1844820.00        | $1924719.92        | Agency Mortgage-Backed Securities |
| GNII SF DM7868 C     | 2055-10-20      | 6.5000%  | 0.0000% | $2071780.00        | $2146134.77        | Agency Mortgage-Backed Securities |
| GNPL PN CM1224       | 2064-06-15      | 2.7800%  | 0.0000% | $623597.00         | $531787.10         | Agency Mortgage-Backed Securities |
| GNII SF CM2447 C     | 2038-11-20      | 6.0000%  | 0.0000% | $1301346.00        | $810264.74         | Agency Mortgage-Backed Securities |
| GNCL CL CN0552       | 2065-06-15      | 6.2600%  | 0.0000% | $358662.00         | $374073.99         | Agency Mortgage-Backed Securities |
| GNII SF MA9905 M     | 2054-09-20      | 5.0000%  | 0.0000% | $655814.00         | $595788.69         | Agency Mortgage-Backed Securities |
| GNII SF MA9910 M     | 2054-09-20      | 7.5000%  | 0.0000% | $181115.00         | $56832.41          | Agency Mortgage-Backed Securities |
| GNII SF MA9961 M     | 2047-08-20      | 3.5000%  | 0.0000% | $18927136.00       | $16704263.99       | Agency Mortgage-Backed Securities |
| GNII SF MA9935 M     | 2033-09-20      | 3.5000%  | 0.0000% | $215530.00         | $195024.47         | Agency Mortgage-Backed Securities |
| GNII SF MA9996 M     | 2039-11-20      | 3.5000%  | 0.0000% | $453187.00         | $410463.23         | Agency Mortgage-Backed Securities |
| GNMI SF AD1732 X     | 2043-02-15      | 2.5000%  | 0.0000% | $570000.00         | $71846.13          | Agency Mortgage-Backed Securities |
| GNII SF AD2190 C     | 2043-02-20      | 3.5000%  | 0.0000% | $3875000.00        | $250057.52         | Agency Mortgage-Backed Securities |
| GNMI SF AD6341 X     | 2047-08-15      | 3.0000%  | 0.0000% | $651952.00         | $272738.67         | Agency Mortgage-Backed Securities |
| GNII SF AD8821 C     | 2043-03-20      | 3.5000%  | 0.0000% | $2342000.00        | $401314.66         | Agency Mortgage-Backed Securities |
| GNMI SF AD9005 X     | 2043-04-15      | 3.5000%  | 0.0000% | $125000.00         | $18904.80          | Agency Mortgage-Backed Securities |
| GNII SF AE5433 C     | 2043-08-20      | 3.5000%  | 0.0000% | $4011000.00        | $513746.81         | Agency Mortgage-Backed Securities |
| GNII SF AG2675 C     | 2043-10-20      | 4.0000%  | 0.0000% | $11457184.00       | $825626.02         | Agency Mortgage-Backed Securities |
| GNII SF AJ9335 C     | 2044-10-20      | 3.5000%  | 0.0000% | $9448336.00        | $1112605.00        | Agency Mortgage-Backed Securities |
| GNII SF AM4381 C     | 2045-05-20      | 3.5000%  | 0.0000% | $299388.00         | $47975.08          | Agency Mortgage-Backed Securities |
| GNMI SF AP9661 X     | 2047-05-15      | 5.0000%  | 0.0000% | $1740642.00        | $76232.97          | Agency Mortgage-Backed Securities |
| GNII RG CQ2806 C     | 2039-09-20      | 6.0000%  | 0.0000% | $2254684.00        | $1516133.13        | Agency Mortgage-Backed Securities |
| GNII RG CQ6275 C     | 2051-08-20      | 3.5000%  | 0.0000% | $2300000.00        | $1481476.16        | Agency Mortgage-Backed Securities |
| GNPL PN CQ7060       | 2058-05-15      | 4.9400%  | 0.0000% | $25000.00          | $24559.34          | Agency Mortgage-Backed Securities |
| GNII SF CQ7639 C     | 2039-11-20      | 5.5000%  | 0.0000% | $1495322.00        | $1209940.01        | Agency Mortgage-Backed Securities |
| GNII SF CR2583 C     | 2052-11-20      | 5.0000%  | 0.0000% | $1160436.00        | $1028451.82        | Agency Mortgage-Backed Securities |
| GNII SF CR5194 C     | 2055-05-20      | 5.0000%  | 0.0000% | $1778412.00        | $1727180.92        | Agency Mortgage-Backed Securities |
| GNCL CL CR5667       | 2064-01-15      | 6.5200%  | 0.0000% | $4312168.00        | $4587634.56        | Agency Mortgage-Backed Securities |
| GNPL PN CS3806       | 2058-07-15      | 5.0000%  | 0.0000% | $69300.00          | $68468.94          | Agency Mortgage-Backed Securities |
| GNCL CL CS3813       | 2066-02-15      | 5.6900%  | 0.0000% | $87115.00          | $90838.09          | Agency Mortgage-Backed Securities |
| GNPL PN CS8952       | 2065-05-15      | 6.1300%  | 0.0000% | $64601.00          | $71043.72          | Agency Mortgage-Backed Securities |
| GNII SF CT7413 C     | 2053-05-20      | 6.5000%  | 0.0000% | $1393744.00        | $1417999.81        | Agency Mortgage-Backed Securities |
| GNPL PN CU1280       | 2058-06-15      | 4.9100%  | 0.0000% | $26844.00          | $26337.65          | Agency Mortgage-Backed Securities |
| GNII SF CV0625 C     | 2053-09-20      | 7.0000%  | 0.0000% | $1478208.00        | $1502298.11        | Agency Mortgage-Backed Securities |
| GNII ET CV1309 C     | 2063-11-20      | 7.5000%  | 0.0000% | $124031.00         | $128197.60         | Agency Mortgage-Backed Securities |
| GNCL CS CV1941       | 2065-10-15      | 5.2500%  | 0.0000% | $13534608.00       | $13748078.10       | Agency Mortgage-Backed Securities |
| GNCL CS CV6109       | 2066-04-15      | 8.7800%  | 0.0000% | $34794112.00       | $39337832.57       | Agency Mortgage-Backed Securities |
| GNCL CL CW0767       | 2066-04-15      | 5.8300%  | 0.0000% | $54506.00          | $57808.54          | Agency Mortgage-Backed Securities |
| GNII SF CW1339 C     | 2053-10-20      | 7.0000%  | 0.0000% | $1272906.00        | $1168195.94        | Agency Mortgage-Backed Securities |
| GNII SF CW3790 C     | 2053-08-20      | 6.5000%  | 0.0000% | $1281080.00        | $1083620.38        | Agency Mortgage-Backed Securities |
| GNII SF CW4861 C     | 2053-07-20      | 6.5000%  | 0.0000% | $1783424.00        | $1814454.43        | Agency Mortgage-Backed Securities |
| GNII SF CW8158 C     | 2053-12-20      | 7.0000%  | 0.0000% | $1146368.00        | $511198.35         | Agency Mortgage-Backed Securities |
| GNII SF CX0273 C     | 2053-09-20      | 6.5000%  | 0.0000% | $1034646.00        | $851681.81         | Agency Mortgage-Backed Securities |
| GNII SF CX0561 C     | 2053-09-20      | 6.5000%  | 0.0000% | $4974696.00        | $2735623.44        | Agency Mortgage-Backed Securities |
| GNII SF CX3732 C     | 2053-10-20      | 7.0000%  | 0.0000% | $1193546.00        | $487683.34         | Agency Mortgage-Backed Securities |
| GNII SF CX4163 C     | 2054-02-20      | 7.5000%  | 0.0000% | $3467544.00        | $3268744.30        | Agency Mortgage-Backed Securities |
| GNII SF CX4164 C     | 2054-02-20      | 7.5000%  | 0.0000% | $2870500.00        | $2626636.55        | Agency Mortgage-Backed Securities |
| GNII SF CX4165 C     | 2054-02-20      | 8.0000%  | 0.0000% | $1235262.00        | $1313818.81        | Agency Mortgage-Backed Securities |
| GNII SF CY1078 C     | 2053-11-20      | 7.0000%  | 0.0000% | $1759510.00        | $1830221.37        | Agency Mortgage-Backed Securities |
| GNPL PN CY1383       | 2059-04-15      | 5.5000%  | 0.0000% | $22211.00          | $22705.98          | Agency Mortgage-Backed Securities |
| GNII ET CY3135 C     | 2064-06-20      | 7.5000%  | 0.0000% | $115265.00         | $118784.95         | Agency Mortgage-Backed Securities |
| GNII SF CY8670 C     | 2053-12-20      | 7.0000%  | 0.0000% | $3279504.00        | $303980.09         | Agency Mortgage-Backed Securities |
| GNII SF CY8715 C     | 2053-12-20      | 7.0000%  | 0.0000% | $4669488.00        | $387969.56         | Agency Mortgage-Backed Securities |
| GNII SF CZ1171 C     | 2054-03-20      | 7.5000%  | 0.0000% | $17053952.00       | $16835813.46       | Agency Mortgage-Backed Securities |
| GNII SF CZ1221 C     | 2054-03-20      | 7.5000%  | 0.0000% | $2761908.00        | $2884757.38        | Agency Mortgage-Backed Securities |
| GNII SF CZ1970 C     | 2055-06-20      | 5.5000%  | 0.0000% | $1170804.00        | $1187225.46        | Agency Mortgage-Backed Securities |
| GNII SF CZ3430 C     | 2054-01-20      | 6.5000%  | 0.0000% | $1074702.00        | $661905.03         | Agency Mortgage-Backed Securities |
| GNII ET CZ4390 C     | 2064-01-20      | 7.5000%  | 0.0000% | $150913.00         | $156103.65         | Agency Mortgage-Backed Securities |
| GNII ET CZ6969 C     | 2064-01-20      | 7.5000%  | 0.0000% | $1992330.00        | $398833.70         | Agency Mortgage-Backed Securities |
| GNII ET CZ6964 C     | 2064-01-20      | 7.5000%  | 0.0000% | $4812496.00        | $883035.00         | Agency Mortgage-Backed Securities |
| GNCL CL CZ7777       | 2066-03-15      | 5.6500%  | 0.0000% | $17152320.00       | $17236578.87       | Agency Mortgage-Backed Securities |
| GNII ET DA4374 C     | 2063-02-20      | 7.5000%  | 0.0000% | $92672.00          | $95877.82          | Agency Mortgage-Backed Securities |
| GNII SF DA6957 C     | 2054-04-20      | 6.5000%  | 0.0000% | $1060424.00        | $951802.73         | Agency Mortgage-Backed Securities |
| GNII SF DA9707 C     | 2054-05-20      | 6.5000%  | 0.0000% | $1027972.00        | $483412.61         | Agency Mortgage-Backed Securities |
| GNII SF DB0867 C     | 2054-04-20      | 6.0000%  | 0.0000% | $1019774.00        | $892443.38         | Agency Mortgage-Backed Securities |
| GNII ET DB3359 C     | 2065-10-20      | 6.5000%  | 0.0000% | $1228028.00        | $1281887.37        | Agency Mortgage-Backed Securities |
| GNPL PN DB4200       | 2059-12-15      | 5.5900%  | 0.0000% | $277670.00         | $286430.94         | Agency Mortgage-Backed Securities |
| GNII SF DB6463 C     | 2054-11-20      | 5.5000%  | 0.0000% | $1278014.00        | $1292818.75        | Agency Mortgage-Backed Securities |
| GNII SF DB6753 C     | 2054-06-20      | 5.5000%  | 0.0000% | $1708364.00        | $1713662.96        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA2228 | 2053-03-01      | 5.5000%  | 0.0000% | $124695808.00      | $122111623.54      | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFA4371 | 2052-01-01      | 2.0000%  | 0.0000% | $83108864.00       | $68090187.30       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFM2090 | 2049-05-01      | 6.0000%  | 0.0000% | $245829.00         | $23976.42          | Agency Mortgage-Backed Securities |
| FNMS 01.500 CIFM4950 | 2035-12-01      | 1.5000%  | 0.0000% | $5000000.00        | $2073670.03        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFM6448 | 2051-03-01      | 2.0000%  | 0.0000% | $100000.00         | $58688.92          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFM7672 | 2051-06-01      | 2.5000%  | 0.0000% | $611989.00         | $384886.72         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS1248 | 2047-02-01      | 3.0000%  | 0.0000% | $100000.00         | $61810.64          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CTFS1644 | 2042-04-01      | 3.0000%  | 0.0000% | $1225000.00        | $841465.81         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS2458 | 2052-07-01      | 5.0000%  | 0.0000% | $1972502.00        | $1471510.65        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS2707 | 2052-04-01      | 3.5000%  | 0.0000% | $300000.00         | $195933.54         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS5126 | 2051-05-01      | 2.5000%  | 0.0000% | $11494112.00       | $8259833.85        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFS6779 | 2053-12-01      | 6.5000%  | 0.0000% | $587230.00         | $400491.85         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS7972 | 2052-05-01      | 3.0000%  | 0.0000% | $750000.00         | $583869.84         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS9043 | 2051-10-01      | 2.5000%  | 0.0000% | $26000.00          | $20540.99          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS9409 | 2054-10-01      | 5.5000%  | 0.0000% | $27000000.00       | $24718402.10       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS9660 | 2054-10-01      | 5.5000%  | 0.0000% | $1226674.00        | $1015583.12        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CIQO2681 | 2039-11-01      | 3.5000%  | 0.0000% | $432070.00         | $392337.71         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CIQO2706 | 2039-11-01      | 6.5000%  | 0.0000% | $337297.00         | $334712.59         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CIQO4148 | 2040-09-01      | 6.0000%  | 0.0000% | $2565000.00        | $2617938.61        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CIQO4152 | 2040-09-01      | 5.5000%  | 0.0000% | $1879934.00        | $1794951.65        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CIQO4253 | 2040-10-01      | 5.0000%  | 0.0000% | $1918560.00        | $1912313.55        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CIQO4362 | 2040-10-01      | 6.0000%  | 0.0000% | $1016916.00        | $1031560.30        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CIQO4549 | 2040-09-01      | 5.0000%  | 0.0000% | $1798622.00        | $1814410.14        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CIQO4770 | 2041-01-01      | 5.5000%  | 0.0000% | $1286888.00        | $1325846.68        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CIQO4843 | 2041-02-01      | 5.5000%  | 0.0000% | $3330372.00        | $3425236.17        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CIQO4899 | 2041-01-01      | 5.0000%  | 0.0000% | $1482890.00        | $1506866.52        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HY109476 | 2028-08-01      | 3.7500%  | 0.0000% | $49467200.00       | $48951227.33       | Agency Mortgage-Backed Securities |
| FNAR XX.XXX HY468197 | 2029-06-01      | 4.8600%  | 0.0000% | $5500000.00        | $4832927.25        | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLAL1316 | 2040-05-01      | 7.0000%  | 0.0000% | $15310704.00       | $3041470.44        | Agency Mortgage-Backed Securities |
| FNAR XX.XXX HYAN8631 | 2030-04-01      | 3.4000%  | 0.0000% | $17761700.00       | $16661140.58       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CTAS1612 | 2034-01-01      | 3.5000%  | 0.0000% | $67493.00          | $5579.13           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS4797 | 2045-04-01      | 3.5000%  | 0.0000% | $780000.00         | $101801.52         | Agency Mortgage-Backed Securities |
| FNMS 02.775 CLAU8126 | 2043-08-01      | 2.7750%  | 0.0000% | $854781.00         | $134721.00         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLAY7608 | 2045-04-01      | 2.5000%  | 0.0000% | $40000.00          | $8250.04           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS800418 | 2044-08-01      | 5.2020%  | 0.0000% | $7894376.00        | $37958.91          | Agency Mortgage-Backed Securities |
| FNMS 07.000 CL827938 | 2031-10-01      | 7.0000%  | 0.0000% | $6456216.00        | $94153.14          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL850029 | 2036-05-01      | 6.0000%  | 0.0000% | $4028224.00        | $67707.02          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL881266 | 2036-10-01      | 6.0000%  | 0.0000% | $2007872.00        | $478607.92         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC4771 | 2055-04-01      | 5.5000%  | 0.0000% | $436357.00         | $440117.99         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD6838 | 2055-04-01      | 6.0000%  | 0.0000% | $4414640.00        | $3522117.62        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDD9682 | 2055-06-01      | 5.5000%  | 0.0000% | $2022796.00        | $2065412.07        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE3478 | 2055-07-01      | 6.0000%  | 0.0000% | $6504960.00        | $6390082.30        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDE6179 | 2055-09-01      | 5.0000%  | 0.0000% | $1847560.00        | $1767076.49        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE6688 | 2055-08-01      | 6.0000%  | 0.0000% | $4754840.00        | $4916538.06        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIDE7824 | 2040-08-01      | 5.0000%  | 0.0000% | $1758738.00        | $1612636.72        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIDE7830 | 2040-08-01      | 5.5000%  | 0.0000% | $1397758.00        | $1366811.73        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIDF1719 | 2040-10-01      | 5.0000%  | 0.0000% | $4140544.00        | $4161788.91        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIDF1856 | 2040-10-01      | 6.0000%  | 0.0000% | $1164780.00        | $1194741.30        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF4065 | 2055-11-01      | 5.5000%  | 0.0000% | $5277504.00        | $5409697.11        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIDF5686 | 2040-12-01      | 4.5000%  | 0.0000% | $1074454.00        | $1074120.76        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF7424 | 2055-12-01      | 6.0000%  | 0.0000% | $3982204.00        | $4111054.15        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDF7511 | 2056-01-01      | 4.5000%  | 0.0000% | $99990.00          | $98573.24          | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDF7550 | 2055-12-01      | 7.0000%  | 0.0000% | $372207.00         | $394263.20         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBD4460 | 2046-08-01      | 3.0000%  | 0.0000% | $1301040.00        | $169907.51         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBE8740 | 2047-05-01      | 3.5000%  | 0.0000% | $90000.00          | $25163.78          | Agency Mortgage-Backed Securities |
| FNMS 03.000 I4BF0675 | 2062-09-01      | 3.0000%  | 0.0000% | $4279000.00        | $2916013.44        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CKBH1893 | 2047-11-01      | 3.5000%  | 0.0000% | $194976.00         | $68256.96          | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HYBL0857 | 2033-12-01      | 4.2250%  | 0.0000% | $2616508.00        | $2599206.27        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBL6188 | 2027-04-01      | 1.8900%  | 0.0000% | $5050000.00        | $4878677.37        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HYBL6044 | 2035-03-01      | 2.5100%  | 0.0000% | $3000000.00        | $2598635.83        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBN7758 | 2049-09-01      | 3.0000%  | 0.0000% | $1310000.00        | $417163.04         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBR2667 | 2051-02-01      | 2.0000%  | 0.0000% | $75000.00          | $36836.32          | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HYBS7450 | 2033-01-01      | 5.0650%  | 0.0000% | $101500000.00      | $106407539.11      | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBT9700 | 2051-09-01      | 3.5000%  | 0.0000% | $118714.00         | $56633.98          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIBU5364 | 2039-12-01      | 6.0000%  | 0.0000% | $1023592.00        | $1010198.63        | Agency Mortgage-Backed Securities |
| GNII SP 787214 C     | 2054-01-20      | 6.5000%  | 0.0000% | $7802864.00        | $5002868.34        | Agency Mortgage-Backed Securities |
| GNII SP 786884 C     | 2052-06-20      | 2.0000%  | 0.0000% | $55687808.00       | $36538720.39       | Agency Mortgage-Backed Securities |
| GNII SP 788099 C     | 2055-08-20      | 5.5000%  | 0.0000% | $32295168.00       | $32696955.17       | Agency Mortgage-Backed Securities |
| GNII SP 788188 C     | 2055-09-20      | 5.5000%  | 0.0000% | $59500864.00       | $59605493.63       | Agency Mortgage-Backed Securities |
| GNII EP 787494 C     | 2063-08-20      | 2.0000%  | 0.0000% | $7617776.00        | $5028659.20        | Agency Mortgage-Backed Securities |
| GNII SP 788362 C     | 2055-12-20      | 4.5000%  | 0.0000% | $146497792.00      | $142772938.38      | Agency Mortgage-Backed Securities |
| GNII SP 788372 C     | 2055-12-20      | 5.5000%  | 0.0000% | $56087488.00       | $57602834.85       | Agency Mortgage-Backed Securities |
| GNII SP 788373 C     | 2055-11-20      | 4.5000%  | 0.0000% | $90349056.00       | $88782855.11       | Agency Mortgage-Backed Securities |
| GNMI SF 757390 X     | 2046-10-15      | 2.5000%  | 0.0000% | $1264588.00        | $742974.93         | Agency Mortgage-Backed Securities |
| GNMI SF 757397 X     | 2046-10-15      | 2.5000%  | 0.0000% | $315587.00         | $143914.36         | Agency Mortgage-Backed Securities |
| GNMI SF 757400 X     | 2046-11-15      | 2.5000%  | 0.0000% | $95406.00          | $52982.66          | Agency Mortgage-Backed Securities |
| GNMI SF 758873 X     | 2038-03-15      | 3.0000%  | 0.0000% | $6638768.00        | $2027227.09        | Agency Mortgage-Backed Securities |
| GNMI SF 759264 X     | 2041-02-15      | 4.0000%  | 0.0000% | $1397290.00        | $165826.91         | Agency Mortgage-Backed Securities |
| GNMI SP 782565 X     | 2039-02-15      | 5.0000%  | 0.0000% | $16899934.00       | $316884.52         | Agency Mortgage-Backed Securities |
| GNMI SF 622569 X     | 2033-10-15      | 5.0000%  | 0.0000% | $10019264.00       | $185161.31         | Agency Mortgage-Backed Securities |
| GNPL RX 628954       | 2033-05-15      | 5.7500%  | 0.0000% | $253000.00         | $111430.59         | Agency Mortgage-Backed Securities |
| GNII SF 635171 C     | 2047-02-20      | 3.0000%  | 0.0000% | $5454976.00        | $2412026.78        | Agency Mortgage-Backed Securities |
| GNMI SF 672353 X     | 2037-10-15      | 7.0000%  | 0.0000% | $1200000.00        | $21816.90          | Agency Mortgage-Backed Securities |
| GNMI SF 697852 X     | 2039-02-15      | 5.0000%  | 0.0000% | $1376420.00        | $6554.72           | Agency Mortgage-Backed Securities |
| GNMI SF 710994 X     | 2039-11-15      | 5.0000%  | 0.0000% | $14081952.00       | $762954.91         | Agency Mortgage-Backed Securities |
| GNMI SF 711731 X     | 2043-03-15      | 3.0000%  | 0.0000% | $1293144.00        | $458522.93         | Agency Mortgage-Backed Securities |
| GNII SF 711773 C     | 2033-06-20      | 3.5000%  | 0.0000% | $2817308.00        | $760234.44         | Agency Mortgage-Backed Securities |
| GNMI SF 711831 X     | 2043-12-15      | 3.5000%  | 0.0000% | $2008650.00        | $731889.43         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL904601 | 2036-11-01      | 6.0000%  | 0.0000% | $29263744.00       | $574225.14         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL904968 | 2037-02-01      | 6.0000%  | 0.0000% | $4173496.00        | $172908.03         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL905013 | 2037-05-01      | 6.0000%  | 0.0000% | $4212970.00        | $296587.04         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAB4513 | 2042-02-01      | 3.5000%  | 0.0000% | $75000000.00       | $5680669.76        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CQMA2952 | 2047-03-01      | 4.0000%  | 0.0000% | $141443.00         | $40795.72          | Agency Mortgage-Backed Securities |
| GNII SF DO7924 C     | 2055-12-20      | 5.0000%  | 0.0000% | $5908150.00        | $5943057.98        | Agency Mortgage-Backed Securities |
| GNII SF DO9804 C     | 2040-12-20      | 4.0000%  | 0.0000% | $1407164.00        | $1386726.06        | Agency Mortgage-Backed Securities |
| GNII SF DO9136 C     | 2055-11-20      | 7.0000%  | 0.0000% | $712469.00         | $743980.07         | Agency Mortgage-Backed Securities |
| GNII SF DO9172 C     | 2055-12-20      | 5.0000%  | 0.0000% | $5001048.00        | $5054786.94        | Agency Mortgage-Backed Securities |
| GNII SF DO9199 C     | 2055-09-20      | 6.5000%  | 0.0000% | $1707040.00        | $1810430.48        | Agency Mortgage-Backed Securities |
| GNII SF AQ9175 C     | 2045-11-20      | 3.0000%  | 0.0000% | $13622208.00       | $2130069.36        | Agency Mortgage-Backed Securities |
| GNMI SF AR0796 X     | 2046-04-15      | 4.0000%  | 0.0000% | $2099272.00        | $618813.65         | Agency Mortgage-Backed Securities |
| GNII SF AR9014 C     | 2046-05-20      | 3.0000%  | 0.0000% | $4669584.00        | $1127843.39        | Agency Mortgage-Backed Securities |
| GNII SF AU6346 C     | 2046-09-20      | 3.0000%  | 0.0000% | $7684824.00        | $1429723.13        | Agency Mortgage-Backed Securities |
| GNMI SF AX2595 X     | 2047-08-15      | 3.0000%  | 0.0000% | $116486.00         | $49061.82          | Agency Mortgage-Backed Securities |
| GNMI SF AY5222 X     | 2047-03-15      | 4.5000%  | 0.0000% | $876464.00         | $77124.41          | Agency Mortgage-Backed Securities |
| GNMI SF AZ8592 X     | 2047-04-15      | 4.0000%  | 0.0000% | $136602.00         | $33730.18          | Agency Mortgage-Backed Securities |
| GNII SF 002615 M     | 2028-07-20      | 6.5000%  | 0.0000% | $14974976.00       | $8527.97           | Agency Mortgage-Backed Securities |
| GNII SF 004469 M     | 2039-06-20      | 5.0000%  | 0.0000% | $26243936.00       | $747320.20         | Agency Mortgage-Backed Securities |
| GNII SF 004496 M     | 2039-07-20      | 5.0000%  | 0.0000% | $390000.00         | $10971.97          | Agency Mortgage-Backed Securities |
| GNII SF 003976 M     | 2037-04-20      | 6.0000%  | 0.0000% | $3700000.00        | $35988.02          | Agency Mortgage-Backed Securities |
| GNII SF 004040 M     | 2037-10-20      | 6.5000%  | 0.0000% | $4700000.00        | $49312.75          | Agency Mortgage-Backed Securities |
| GNII SF 005331 M     | 2042-03-20      | 3.5000%  | 0.0000% | $1020504.00        | $68398.29          | Agency Mortgage-Backed Securities |
| GNII SF 004697 M     | 2040-05-20      | 5.0000%  | 0.0000% | $2249132.00        | $75187.29          | Agency Mortgage-Backed Securities |
| GNII SF 004774 M     | 2040-08-20      | 6.0000%  | 0.0000% | $302944.00         | $7758.20           | Agency Mortgage-Backed Securities |
| GNII JM 004827 M     | 2040-10-20      | 4.0000%  | 0.0000% | $3368184.00        | $62059.80          | Agency Mortgage-Backed Securities |
| GNII SF 005054 M     | 2041-05-20      | 4.0000%  | 0.0000% | $858076.00         | $35942.70          | Agency Mortgage-Backed Securities |
| GNII SF 005202 M     | 2041-10-20      | 3.5000%  | 0.0000% | $219352.00         | $14422.01          | Agency Mortgage-Backed Securities |
| GNII SF 005181 M     | 2041-09-20      | 3.5000%  | 0.0000% | $2005500.00        | $112234.78         | Agency Mortgage-Backed Securities |
| GNII SF 005259 M     | 2041-12-20      | 4.0000%  | 0.0000% | $17133000.00       | $853669.46         | Agency Mortgage-Backed Securities |
| GNMI SF 721979 X     | 2028-03-15      | 2.5000%  | 0.0000% | $1962682.00        | $133476.01         | Agency Mortgage-Backed Securities |
| GNMI SF 729032 X     | 2040-02-15      | 4.5000%  | 0.0000% | $2359760.00        | $267690.64         | Agency Mortgage-Backed Securities |
| GNII SF 737682 C     | 2040-11-20      | 3.5000%  | 0.0000% | $2240000.00        | $91185.28          | Agency Mortgage-Backed Securities |
| GNMI SF 487861 X     | 2039-04-15      | 5.5000%  | 0.0000% | $126586.00         | $5107.32           | Agency Mortgage-Backed Securities |
| GNMI SF 487694 X     | 2039-02-15      | 5.0000%  | 0.0000% | $1350914.00        | $78797.82          | Agency Mortgage-Backed Securities |
| GNMI SF 487732 X     | 2039-03-15      | 4.5000%  | 0.0000% | $1539680.00        | $26498.07          | Agency Mortgage-Backed Securities |
| GNII SF 543534 C     | 2030-09-20      | 3.5000%  | 0.0000% | $616463.00         | $17836.64          | Agency Mortgage-Backed Securities |
| GNMI SF 544405 X     | 2031-06-15      | 6.5000%  | 0.0000% | $322723.00         | $7052.94           | Agency Mortgage-Backed Securities |
| GNII SF 545327 C     | 2030-12-20      | 3.5000%  | 0.0000% | $482401.00         | $14161.55          | Agency Mortgage-Backed Securities |
| GNMI SF 548529 X     | 2031-09-15      | 6.5000%  | 0.0000% | $3075000.00        | $424314.86         | Agency Mortgage-Backed Securities |
| GNAR AR 080107 M     | 2027-08-20      | 5.3750%  | 0.0000% | $17842176.00       | $5083.15           | Agency Mortgage-Backed Securities |
| GNAR AT 081179 M     | 2034-12-20      | 4.7500%  | 0.0000% | $2900000.00        | $46367.39          | Agency Mortgage-Backed Securities |
| GNAR AT 081224 M     | 2035-01-20      | 5.6250%  | 0.0000% | $1450000.00        | $15302.28          | Agency Mortgage-Backed Securities |
| GNAR FB 082448 M     | 2039-12-20      | 6.5000%  | 0.0000% | $4000000.00        | $54224.70          | Agency Mortgage-Backed Securities |
| GNAR AF 082794 M     | 2041-04-20      | 5.6250%  | 0.0000% | $30000000.00       | $707397.81         | Agency Mortgage-Backed Securities |
| GNAR AT 082997 M     | 2041-12-20      | 4.7500%  | 0.0000% | $300000.00         | $6485.85           | Agency Mortgage-Backed Securities |
| GNII SP 784101 M     | 2044-08-20      | 3.5000%  | 0.0000% | $13197552.00       | $1297941.25        | Agency Mortgage-Backed Securities |
| GNII SP 784328 C     | 2046-11-20      | 3.0000%  | 0.0000% | $20000000.00       | $5700865.53        | Agency Mortgage-Backed Securities |
| GNII SP 784670 C     | 2048-01-20      | 3.5000%  | 0.0000% | $10000000.00       | $2414318.92        | Agency Mortgage-Backed Securities |
| GNII SP 784905 C     | 2050-01-20      | 3.0000%  | 0.0000% | $700000.00         | $325010.71         | Agency Mortgage-Backed Securities |
| GNII SP 785578 M     | 2046-01-20      | 3.5000%  | 0.0000% | $975000.00         | $448046.53         | Agency Mortgage-Backed Securities |
| GNII SP 785612 C     | 2051-09-20      | 2.5000%  | 0.0000% | $315000.00         | $185078.89         | Agency Mortgage-Backed Securities |
| GNII SP 785657 C     | 2051-10-20      | 2.5000%  | 0.0000% | $100000.00         | $59887.73          | Agency Mortgage-Backed Securities |
| GNII SP 785821 C     | 2051-12-20      | 2.5000%  | 0.0000% | $4300000.00        | $2583528.93        | Agency Mortgage-Backed Securities |
| GNII SP 785842 C     | 2052-01-20      | 2.5000%  | 0.0000% | $90000.00          | $54395.98          | Agency Mortgage-Backed Securities |
| GNII SP 786045 C     | 2052-02-20      | 2.0000%  | 0.0000% | $8138992.00        | $5144506.26        | Agency Mortgage-Backed Securities |
| GNII SP 786107 C     | 2052-03-20      | 3.0000%  | 0.0000% | $200000.00         | $127646.12         | Agency Mortgage-Backed Securities |
| GNII SP 786238 C     | 2052-03-20      | 3.0000%  | 0.0000% | $1558150.00        | $1020876.24        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZI1979 | 2034-06-01      | 5.5000%  | 0.0000% | $33002368.00       | $316252.16         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZI6332 | 2037-08-01      | 5.5000%  | 0.0000% | $12012080.00       | $28579.49          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZI6974 | 2037-06-01      | 5.5000%  | 0.0000% | $276990.00         | $27049.74          | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZL1375 | 2041-05-01      | 4.0000%  | 0.0000% | $15000000.00       | $891324.48         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZM5779 | 2048-03-01      | 4.5000%  | 0.0000% | $1210000.00        | $206710.82         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CTZA2387 | 2035-07-01      | 3.5000%  | 0.0000% | $240000.00         | $30785.99          | Agency Mortgage-Backed Securities |
| FEPC 03.500 CTZA4057 | 2034-02-01      | 3.5000%  | 0.0000% | $300000.00         | $37952.40          | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLZA4288 | 2043-08-01      | 3.0000%  | 0.0000% | $38000000.00       | $8233821.53        | Agency Mortgage-Backed Securities |
| FEPC 04.000 3PZA5869 | 2048-11-01      | 4.0000%  | 0.0000% | $494362.00         | $19629.06          | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZA5950 | 2048-11-01      | 4.5000%  | 0.0000% | $4317504.00        | $277080.77         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZS2229 | 2038-08-01      | 5.5000%  | 0.0000% | $57105000.00       | $705016.82         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLZS4188 | 2035-04-01      | 6.5000%  | 0.0000% | $7995576.00        | $72507.53          | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZS4689 | 2046-11-01      | 3.5000%  | 0.0000% | $305795000.00      | $40236283.58       | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZT1321 | 2048-11-01      | 4.5000%  | 0.0000% | $116870.00         | $9232.11           | Agency Mortgage-Backed Securities |
| FEPC 02.000 CIZT2013 | 2032-12-01      | 2.0000%  | 0.0000% | $1000000.00        | $196830.76         | Agency Mortgage-Backed Securities |
| FEPC 01.500 CISB0557 | 2036-10-01      | 1.5000%  | 0.0000% | $1000000.00        | $537488.54         | Agency Mortgage-Backed Securities |
| FEPC 01.500 CISB1789 | 2036-05-01      | 1.5000%  | 0.0000% | $34082240.00       | $30984107.57       | Agency Mortgage-Backed Securities |
| FEPC 03.000 CISB1093 | 2038-07-01      | 3.0000%  | 0.0000% | $77012864.00       | $56848450.86       | Agency Mortgage-Backed Securities |
| FEPC 03.000 CISB8155 | 2037-05-01      | 3.0000%  | 0.0000% | $90884224.00       | $54289192.37       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CISB8328 | 2039-09-01      | 5.5000%  | 0.0000% | $9406912.00        | $5594064.49        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CISB8368 | 2040-02-01      | 6.0000%  | 0.0000% | $906228.00         | $621851.33         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD0778 | 2051-12-01      | 2.5000%  | 0.0000% | $350000.00         | $225112.79         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD0479 | 2050-06-01      | 3.5000%  | 0.0000% | $29382080.00       | $8667787.10        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD0659 | 2051-07-01      | 3.0000%  | 0.0000% | $50000.00          | $29621.80          | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD1275 | 2052-07-01      | 4.5000%  | 0.0000% | $14540000.00       | $10453632.31       | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD1526 | 2052-08-01      | 4.5000%  | 0.0000% | $39000000.00       | $30036372.21       | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD2219 | 2052-03-01      | 3.0000%  | 0.0000% | $56195200.00       | $40594941.22       | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD2249 | 2053-01-01      | 4.5000%  | 0.0000% | $62892928.00       | $49701877.53       | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD3478 | 2052-04-01      | 2.5000%  | 0.0000% | $268049.00         | $196291.07         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD5069 | 2054-03-01      | 5.5000%  | 0.0000% | $300000.00         | $256638.79         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD5789 | 2053-07-01      | 4.5000%  | 0.0000% | $9163008.00        | $7436109.42        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD5805 | 2050-06-01      | 4.0000%  | 0.0000% | $15730560.00       | $12923852.13       | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD8157 | 2051-07-01      | 3.0000%  | 0.0000% | $63000.00          | $32202.04          | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLSD8155 | 2051-07-01      | 2.0000%  | 0.0000% | $50000000.00       | $30289296.43       | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD8190 | 2052-01-01      | 3.0000%  | 0.0000% | $225000.00         | $138720.90         | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD8256 | 2052-10-01      | 4.0000%  | 0.0000% | $82123000.00       | $64042092.61       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD8341 | 2053-07-01      | 5.0000%  | 0.0000% | $200000.00         | $166742.27         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD8382 | 2053-12-01      | 5.0000%  | 0.0000% | $814034.00         | $722103.60         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD8384 | 2053-12-01      | 6.0000%  | 0.0000% | $51730240.00       | $33274690.76       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD8363 | 2053-09-01      | 6.0000%  | 0.0000% | $61238000.00       | $43222869.24       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD8454 | 2054-08-01      | 6.0000%  | 0.0000% | $3054300.00        | $2207084.40        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD3962 | 2046-09-01      | 3.5000%  | 0.0000% | $10449968.00       | $7891249.68        | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLQC5576 | 2051-08-01      | 2.5000%  | 0.0000% | $35881728.00       | $18349888.36       | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLQC6981 | 2051-09-01      | 2.0000%  | 0.0000% | $15678976.00       | $10398141.88       | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQD3236 | 2051-12-01      | 3.5000%  | 0.0000% | $110000.00         | $74225.35          | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLQD9879 | 2052-03-01      | 2.5000%  | 0.0000% | $19626528.00       | $13778893.43       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQF0726 | 2052-10-01      | 5.0000%  | 0.0000% | $1564120.00        | $1252957.73        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLQF1655 | 2052-09-01      | 4.0000%  | 0.0000% | $11985.00          | $8324.14           | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQF5983 | 2053-01-01      | 6.5000%  | 0.0000% | $573813.00         | $586257.35         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQG3764 | 2053-05-01      | 6.5000%  | 0.0000% | $1140752.00        | $927335.79         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQJ3553 | 2054-09-01      | 5.5000%  | 0.0000% | $192333.00         | $171962.40         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQJ5165 | 2054-10-01      | 5.5000%  | 0.0000% | $1202160.00        | $1110465.80        | Agency Mortgage-Backed Securities |
| FEPC 01.500 CIQN5067 | 2036-01-01      | 1.5000%  | 0.0000% | $3146960.00        | $1445995.52        | Agency Mortgage-Backed Securities |
| FEPC 04.000 3PQU7241 | 2049-04-01      | 4.0000%  | 0.0000% | $4403496.00        | $820295.71         | Agency Mortgage-Backed Securities |
| FEPC 05.500 3PQU8344 | 2055-11-01      | 5.5000%  | 0.0000% | $3169600.00        | $3181785.14        | Agency Mortgage-Backed Securities |
| FEPC 05.000 3PQU8362 | 2056-01-01      | 5.0000%  | 0.0000% | $3032524.00        | $2994956.42        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLRA1580 | 2049-10-01      | 3.5000%  | 0.0000% | $360000.00         | $150420.11         | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLRA4703 | 2051-02-01      | 2.0000%  | 0.0000% | $500000.00         | $273835.81         | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLRA6139 | 2051-10-01      | 2.0000%  | 0.0000% | $30000000.00       | $18462656.96       | Agency Mortgage-Backed Securities |
| FEPC 06.500 CTRB5361 | 2045-08-01      | 6.5000%  | 0.0000% | $457429.00         | $387938.27         | Agency Mortgage-Backed Securities |
| FEPC 02.000 CTRB5076 | 2040-08-01      | 2.0000%  | 0.0000% | $97416000.00       | $39963416.80       | Agency Mortgage-Backed Securities |
| FEPC 01.500 CTRB5110 | 2041-05-01      | 1.5000%  | 0.0000% | $300000.00         | $174746.81         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CTRB5154 | 2042-04-01      | 2.5000%  | 0.0000% | $4642940.00        | $3116027.98        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CNRD5134 | 2033-03-01      | 5.0000%  | 0.0000% | $604000.00         | $305406.11         | Agency Mortgage-Backed Securities |
| FEPC 03.000 3PRE6029 | 2050-02-01      | 3.0000%  | 0.0000% | $195000.00         | $20602.80          | Agency Mortgage-Backed Securities |
| FEPC 02.000 3PRE6100 | 2051-06-01      | 2.0000%  | 0.0000% | $25000000.00       | $14804908.73       | Agency Mortgage-Backed Securities |
| FEPC 03.500 3PSE9010 | 2050-04-01      | 3.5000%  | 0.0000% | $977000.00         | $273551.93         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQI3223 | 2054-04-01      | 6.0000%  | 0.0000% | $15393264.00       | $12277311.49       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQI5926 | 2054-05-01      | 5.5000%  | 0.0000% | $1145742.00        | $1150761.77        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQI7904 | 2054-06-01      | 5.5000%  | 0.0000% | $872436.00         | $378287.95         | Agency Mortgage-Backed Securities |
| GNII SF DM7859 C     | 2055-10-20      | 6.0000%  | 0.0000% | $585072.00         | $603486.57         | Agency Mortgage-Backed Securities |
| GNII JM MA7306 M     | 2051-03-20      | 3.5000%  | 0.0000% | $1384486.00        | $406866.12         | Agency Mortgage-Backed Securities |
| GNII SF MA7418 M     | 2051-06-20      | 2.5000%  | 0.0000% | $86622592.00       | $46952491.71       | Agency Mortgage-Backed Securities |
| GNII SF MA7398 M     | 2035-09-20      | 5.5000%  | 0.0000% | $916477.00         | $422591.17         | Agency Mortgage-Backed Securities |
| GNII SF MA7471 M     | 2051-07-20      | 2.0000%  | 0.0000% | $385208320.00      | $213016884.12      | Agency Mortgage-Backed Securities |
| GNII SF MA7704 M     | 2051-11-20      | 2.0000%  | 0.0000% | $135942144.00      | $80531055.99       | Agency Mortgage-Backed Securities |
| GNII SF MA7768 M     | 2051-12-20      | 3.0000%  | 0.0000% | $15621312.00       | $9589157.80        | Agency Mortgage-Backed Securities |
| GNII SF MA7829 M     | 2052-01-20      | 3.5000%  | 0.0000% | $4133248.00        | $2685512.67        | Agency Mortgage-Backed Securities |
| GNAR AT MA7901 M     | 2051-11-20      | 3.0000%  | 0.0000% | $233923.00         | $213631.40         | Agency Mortgage-Backed Securities |
| GNII SF MA7941 M     | 2048-07-20      | 5.0000%  | 0.0000% | $25000.00          | $14503.52          | Agency Mortgage-Backed Securities |
| GNII SF MA7943 M     | 2038-10-20      | 6.0000%  | 0.0000% | $413517.00         | $197780.02         | Agency Mortgage-Backed Securities |
| GNII SF MA8946 M     | 2053-06-20      | 4.5000%  | 0.0000% | $19296576.00       | $16006437.00       | Agency Mortgage-Backed Securities |
| GNII SF MA8947 M     | 2053-06-20      | 5.0000%  | 0.0000% | $3187780.00        | $2614457.16        | Agency Mortgage-Backed Securities |
| GNII SF MA8949 M     | 2053-06-20      | 6.0000%  | 0.0000% | $1300000.00        | $748810.80         | Agency Mortgage-Backed Securities |
| GNII SF MA8178 M     | 2037-08-20      | 5.0000%  | 0.0000% | $630351.00         | $460700.49         | Agency Mortgage-Backed Securities |
| GNII SF MA8181 M     | 2032-01-20      | 6.5000%  | 0.0000% | $286755.00         | $41903.80          | Agency Mortgage-Backed Securities |
| GNII SF MA8264 M     | 2052-09-20      | 2.5000%  | 0.0000% | $1431108.00        | $884366.15         | Agency Mortgage-Backed Securities |
| GNII SF MA8346 M     | 2052-10-20      | 4.0000%  | 0.0000% | $33273856.00       | $24798185.94       | Agency Mortgage-Backed Securities |
| GNII SF MA8395 M     | 2037-11-20      | 3.5000%  | 0.0000% | $109066.00         | $69389.78          | Agency Mortgage-Backed Securities |
| GNII JM MA8478 M     | 2052-12-20      | 3.5000%  | 0.0000% | $1157776.00        | $714291.73         | Agency Mortgage-Backed Securities |
| GNII SF MA8460 M     | 2037-12-20      | 5.0000%  | 0.0000% | $80057.00          | $44575.84          | Agency Mortgage-Backed Securities |
| GNII SF MA8562 M     | 2052-09-20      | 1.5000%  | 0.0000% | $180350.00         | $131073.07         | Agency Mortgage-Backed Securities |
| GNII SF MA8612 M     | 2037-02-20      | 3.0000%  | 0.0000% | $315912.00         | $190943.91         | Agency Mortgage-Backed Securities |
| GNII SF MA8620 M     | 2038-09-20      | 7.0000%  | 0.0000% | $40991.00          | $27084.64          | Agency Mortgage-Backed Securities |
| GNII SF MA8695 M     | 2038-03-20      | 5.0000%  | 0.0000% | $155721.00         | $85008.14          | Agency Mortgage-Backed Securities |
| GNII SF MA8727 M     | 2053-03-20      | 6.0000%  | 0.0000% | $1700000.00        | $866025.70         | Agency Mortgage-Backed Securities |
| GNII SF MA8802 M     | 2053-04-20      | 6.0000%  | 0.0000% | $240000.00         | $131760.29         | Agency Mortgage-Backed Securities |
| GNII SF MA8773 M     | 2038-12-20      | 6.5000%  | 0.0000% | $488677.00         | $409872.05         | Agency Mortgage-Backed Securities |
| GNII JM MA8866 M     | 2053-05-20      | 5.0000%  | 0.0000% | $992031.00         | $681133.60         | Agency Mortgage-Backed Securities |
| GNII JM MA8867 M     | 2053-05-20      | 5.5000%  | 0.0000% | $650000.00         | $389784.98         | Agency Mortgage-Backed Securities |
| GNII SF MA9776 M     | 2054-06-20      | 4.0000%  | 0.0000% | $1782684.00        | $1597543.78        | Agency Mortgage-Backed Securities |
| GNII SF MA9777 M     | 2054-06-20      | 4.5000%  | 0.0000% | $22747360.00       | $21347709.60       | Agency Mortgage-Backed Securities |
| GNII SF MA9779 M     | 2054-07-20      | 5.5000%  | 0.0000% | $79654016.00       | $63778599.80       | Agency Mortgage-Backed Securities |
| GNII SF MA9827 M     | 2039-08-20      | 7.0000%  | 0.0000% | $189877.00         | $92789.71          | Agency Mortgage-Backed Securities |
| GNII SF MA9846 M     | 2046-10-20      | 3.0000%  | 0.0000% | $1620936.00        | $1319568.91        | Agency Mortgage-Backed Securities |
| GNII SF MA9850 M     | 2054-08-20      | 5.0000%  | 0.0000% | $5329648.00        | $4834967.69        | Agency Mortgage-Backed Securities |
| GNII SF MA9851 M     | 2054-08-20      | 5.5000%  | 0.0000% | $17728608.00       | $14196135.33       | Agency Mortgage-Backed Securities |
| GNII SF MA9899 M     | 2052-07-20      | 2.0000%  | 0.0000% | $355196.00         | $285054.32         | Agency Mortgage-Backed Securities |
| GNII SF MA9016 M     | 2053-07-20      | 5.0000%  | 0.0000% | $24883100.00       | $20642768.72       | Agency Mortgage-Backed Securities |
| GNII SF MA9164 M     | 2053-09-20      | 2.0000%  | 0.0000% | $409000.00         | $299659.55         | Agency Mortgage-Backed Securities |
| GNII SF MA9172 M     | 2053-08-20      | 6.0000%  | 0.0000% | $10680000.00       | $6222976.61        | Agency Mortgage-Backed Securities |
| GNII SF MA9174 M     | 2053-08-20      | 7.0000%  | 0.0000% | $988112.00         | $309676.90         | Agency Mortgage-Backed Securities |
| GNII JM MA9289 M     | 2053-11-20      | 4.0000%  | 0.0000% | $1527254.00        | $1374963.89        | Agency Mortgage-Backed Securities |
| GNII SF MA9308 M     | 2053-10-20      | 7.0000%  | 0.0000% | $14270112.00       | $4639901.43        | Agency Mortgage-Backed Securities |
| GNII SF MA9309 M     | 2053-11-20      | 7.5000%  | 0.0000% | $5377456.00        | $1341551.31        | Agency Mortgage-Backed Securities |
| GNII SF MA9330 M     | 2038-12-20      | 6.5000%  | 0.0000% | $77990.00          | $33513.52          | Agency Mortgage-Backed Securities |
| GNII JM MA9410 M     | 2053-11-20      | 5.5000%  | 0.0000% | $700000.00         | $510472.66         | Agency Mortgage-Backed Securities |
| GNII SF MA9387 M     | 2039-01-20      | 4.5000%  | 0.0000% | $391737.00         | $354430.92         | Agency Mortgage-Backed Securities |
| GNII SF MA9427 M     | 2053-12-20      | 7.5000%  | 0.0000% | $795432.00         | $199974.37         | Agency Mortgage-Backed Securities |
| GNII SF MA9483 M     | 2051-09-20      | 3.0000%  | 0.0000% | $310000.00         | $222807.96         | Agency Mortgage-Backed Securities |
| GNII SF MA9492 M     | 2054-01-20      | 7.5000%  | 0.0000% | $144894.00         | $47388.33          | Agency Mortgage-Backed Securities |
| GNII SF MA9539 M     | 2054-03-20      | 4.5000%  | 0.0000% | $1534514.00        | $1393799.31        | Agency Mortgage-Backed Securities |
| GNII SF MA9602 M     | 2054-01-20      | 4.0000%  | 0.0000% | $16547616.00       | $14811941.11       | Agency Mortgage-Backed Securities |
| GNII SF MA9605 M     | 2054-04-20      | 5.5000%  | 0.0000% | $23156448.00       | $18427559.00       | Agency Mortgage-Backed Securities |
| GNII SF MA9577 M     | 2039-07-20      | 6.5000%  | 0.0000% | $35821.00          | $25268.42          | Agency Mortgage-Backed Securities |
| GNII SF MA9667 M     | 2054-05-20      | 5.0000%  | 0.0000% | $4073288.00        | $3668514.83        | Agency Mortgage-Backed Securities |
| GNII SF MA9668 M     | 2054-05-20      | 5.5000%  | 0.0000% | $21875488.00       | $17931641.01       | Agency Mortgage-Backed Securities |
| GNII SF MA9642 M     | 2039-09-20      | 7.5000%  | 0.0000% | $90221.00          | $89656.45          | Agency Mortgage-Backed Securities |
| GNII JM MA9656 M     | 2054-05-20      | 6.0000%  | 0.0000% | $844423.00         | $401950.13         | Agency Mortgage-Backed Securities |
| GNII JM MA9713 M     | 2054-06-20      | 6.0000%  | 0.0000% | $928725.00         | $410492.34         | Agency Mortgage-Backed Securities |
| GNII SF MA9722 M     | 2054-06-20      | 4.0000%  | 0.0000% | $29374.00          | $25911.37          | Agency Mortgage-Backed Securities |
| GNII JM MA9767 M     | 2054-07-20      | 6.0000%  | 0.0000% | $783273.00         | $356682.92         | Agency Mortgage-Backed Securities |
| GNII SF AO4762 C     | 2045-08-20      | 3.5000%  | 0.0000% | $1040000.00        | $178841.50         | Agency Mortgage-Backed Securities |
| GNMI SF BA7886 X     | 2047-05-15      | 4.0000%  | 0.0000% | $77762.00          | $23786.72          | Agency Mortgage-Backed Securities |
| GNII SF DJ2498 C     | 2055-08-20      | 7.0000%  | 0.0000% | $4206784.00        | $4340844.27        | Agency Mortgage-Backed Securities |
| GNII SF DJ2758 C     | 2055-04-20      | 5.5000%  | 0.0000% | $1849232.00        | $1096081.57        | Agency Mortgage-Backed Securities |
| GNII SF DJ2829 C     | 2055-06-20      | 6.5000%  | 0.0000% | $3758280.00        | $3903940.55        | Agency Mortgage-Backed Securities |
| GNII SF DJ2836 C     | 2055-07-20      | 6.5000%  | 0.0000% | $10052544.00       | $10480372.19       | Agency Mortgage-Backed Securities |
| GNII SF DJ2968 C     | 2055-06-20      | 6.5000%  | 0.0000% | $1911840.00        | $2002113.18        | Agency Mortgage-Backed Securities |
| GNII SF DJ3025 C     | 2055-08-20      | 6.5000%  | 0.0000% | $15186752.00       | $15513879.41       | Agency Mortgage-Backed Securities |
| GNII SF DJ3196 C     | 2055-08-20      | 6.5000%  | 0.0000% | $4524648.00        | $4711736.83        | Agency Mortgage-Backed Securities |
| GNII SF DJ5308 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1795782.00        | $1865852.38        | Agency Mortgage-Backed Securities |
| GNII SF DJ5314 C     | 2055-06-20      | 6.5000%  | 0.0000% | $1209680.00        | $1048436.68        | Agency Mortgage-Backed Securities |
| GNII SF DJ4714 C     | 2055-04-20      | 7.0000%  | 0.0000% | $2974184.00        | $3139533.35        | Agency Mortgage-Backed Securities |
| GNII SF DJ5199 C     | 2055-03-20      | 6.5000%  | 0.0000% | $1720148.00        | $1788439.36        | Agency Mortgage-Backed Securities |
| GNII SF DJ5211 C     | 2055-04-20      | 6.5000%  | 0.0000% | $2853708.00        | $2719002.52        | Agency Mortgage-Backed Securities |
| GNII SF DJ6265 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1251362.00        | $1306144.75        | Agency Mortgage-Backed Securities |
| GNII SF DJ5777 C     | 2055-07-20      | 6.0000%  | 0.0000% | $14745680.00       | $15399223.04       | Agency Mortgage-Backed Securities |
| GNII SF DJ5757 C     | 2055-05-20      | 6.0000%  | 0.0000% | $15875280.00       | $16500389.94       | Agency Mortgage-Backed Securities |
| GNII SF DJ5878 C     | 2055-04-20      | 5.5000%  | 0.0000% | $10802560.00       | $5915977.83        | Agency Mortgage-Backed Securities |
| GNII SF DJ5943 C     | 2055-04-20      | 5.5000%  | 0.0000% | $4017632.00        | $2613937.40        | Agency Mortgage-Backed Securities |
| GNII SF DJ5925 C     | 2055-04-20      | 5.5000%  | 0.0000% | $3458200.00        | $3114097.16        | Agency Mortgage-Backed Securities |
| GNII ET DJ6634 C     | 2065-03-20      | 6.5000%  | 0.0000% | $344889.00         | $241344.26         | Agency Mortgage-Backed Securities |
| GNII SF DJ6831 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1476240.00        | $1492160.10        | Agency Mortgage-Backed Securities |
| GNII ET DJ8013 C     | 2064-06-20      | 7.5000%  | 0.0000% | $77201.00          | $79465.04          | Agency Mortgage-Backed Securities |
| GNPL PN DJ8025       | 2060-08-15      | 4.9000%  | 0.0000% | $6000000.00        | $5961057.70        | Agency Mortgage-Backed Securities |
| GNII SF DJ8921 C     | 2055-05-20      | 6.0000%  | 0.0000% | $30133984.00       | $30601277.75       | Agency Mortgage-Backed Securities |
| GNII SF DJ8285 C     | 2055-08-20      | 6.5000%  | 0.0000% | $1896988.00        | $1977491.45        | Agency Mortgage-Backed Securities |
| GNII SF DJ8287 C     | 2055-08-20      | 6.5000%  | 0.0000% | $3387748.00        | $3538004.20        | Agency Mortgage-Backed Securities |
| GNII SF DJ8284 C     | 2055-08-20      | 6.5000%  | 0.0000% | $1413342.00        | $1472197.23        | Agency Mortgage-Backed Securities |

### Security 715: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 3.660000%
- **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: ARP1EQMU9, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP1EQMU9
- **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:** 3.6600%
- **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? 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 DL5078 C | 2055-10-20      | 5.5000%  | 0.0000% | $149199.00         | $153071.45         | Agency Mortgage-Backed Securities |
| GNII SF DM0773 C | 2055-08-20      | 7.0000%  | 0.0000% | $3241128.00        | $3435347.00        | Agency Mortgage-Backed Securities |
| GNII SF DM0779 C | 2055-08-20      | 7.0000%  | 0.0000% | $30754304.00       | $32597708.19       | Agency Mortgage-Backed Securities |
| GNII SF DM0871 C | 2055-09-20      | 6.5000%  | 0.0000% | $400448.00         | $427124.50         | Agency Mortgage-Backed Securities |
| GNII SF DM4684 C | 2055-11-20      | 5.0000%  | 0.0000% | $40762624.00       | $40996658.12       | Agency Mortgage-Backed Securities |
| GNII SF DN2311 C | 2055-11-20      | 6.5000%  | 0.0000% | $1682160.00        | $1757648.68        | Agency Mortgage-Backed Securities |
| GNII SF DP4583 C | 2056-01-20      | 6.0000%  | 0.0000% | $1567250.00        | $1626655.57        | Agency Mortgage-Backed Securities |
| GNII SF DQ0872 C | 2056-01-20      | 5.5000%  | 0.0000% | $2031924.00        | $2112434.02        | Agency Mortgage-Backed Securities |
| GNII SF DI4713 C | 2055-08-20      | 7.0000%  | 0.0000% | $5959608.00        | $6259067.46        | Agency Mortgage-Backed Securities |
| GNII BD DO6356 C | 2056-01-20      | 4.5000%  | 0.0000% | $1162417.00        | $1140200.89        | Agency Mortgage-Backed Securities |
| GNII SF DO6667 C | 2056-01-20      | 5.0000%  | 0.0000% | $1183204.00        | $1196514.78        | Agency Mortgage-Backed Securities |
| GNII AP 784924 M | 2047-02-20      | 3.0000%  | 0.0000% | $847722.00         | $277181.71         | Agency Mortgage-Backed Securities |
| GNII SP 786502 C | 2052-02-20      | 2.5000%  | 0.0000% | $411441.00         | $278836.97         | Agency Mortgage-Backed Securities |
| GNII SP 786706 C | 2051-12-20      | 2.5000%  | 0.0000% | $476204.00         | $324926.42         | Agency Mortgage-Backed Securities |
| GNMI SF AA6305 X | 2043-04-15      | 3.5000%  | 0.0000% | $50000.00          | $6154.03           | Agency Mortgage-Backed Securities |
| GNII SF MA4320 M | 2047-01-20      | 3.0000%  | 0.0000% | $990000.00         | $142024.08         | Agency Mortgage-Backed Securities |
| GNII SF MA5907 M | 2034-04-20      | 4.5000%  | 0.0000% | $176241.00         | $44853.73          | Agency Mortgage-Backed Securities |
| GNII JM MA6678 M | 2035-06-20      | 2.5000%  | 0.0000% | $200000.00         | $87670.04          | Agency Mortgage-Backed Securities |
| GNII SF MA7535 M | 2051-08-20      | 3.0000%  | 0.0000% | $37946624.00       | $21229438.70       | Agency Mortgage-Backed Securities |
| GNII SF MA8197 M | 2052-07-20      | 2.5000%  | 0.0000% | $388252.00         | $235697.11         | Agency Mortgage-Backed Securities |
| GNII SF MA8801 M | 2053-04-20      | 5.5000%  | 0.0000% | $71382912.00       | $49747509.58       | Agency Mortgage-Backed Securities |
| GNII RG CO2773 C | 2047-06-20      | 3.5000%  | 0.0000% | $175000.00         | $97218.05          | Agency Mortgage-Backed Securities |
| GNII SF BO9520 C | 2050-01-20      | 2.5000%  | 0.0000% | $1573792.00        | $1002048.56        | Agency Mortgage-Backed Securities |
| GNII RG CI4365 C | 2049-04-20      | 4.0000%  | 0.0000% | $509088.00         | $333164.32         | Agency Mortgage-Backed Securities |
| GNII SF AL5850 C | 2045-02-20      | 3.5000%  | 0.0000% | $14369328.00       | $1946153.89        | Agency Mortgage-Backed Securities |
| GNII RG CQ2914 C | 2036-02-20      | 6.0000%  | 0.0000% | $1789722.00        | $1026858.44        | Agency Mortgage-Backed Securities |
| GNII ET CQ3339 C | 2062-09-20      | 5.0000%  | 0.0000% | $3753072.00        | $2568636.92        | Agency Mortgage-Backed Securities |
| GNPL PN CV1946   | 2065-04-15      | 5.5000%  | 0.0000% | $11838580.00       | $12199501.96       | Agency Mortgage-Backed Securities |
| GNII ET CZ6958 C | 2063-12-20      | 7.5000%  | 0.0000% | $846020.00         | $632093.80         | Agency Mortgage-Backed Securities |
| GNII SF DA6814 C | 2054-05-20      | 6.0000%  | 0.0000% | $1789830.00        | $1459131.70        | Agency Mortgage-Backed Securities |
| GNII SF DC1383 C | 2054-05-20      | 7.0000%  | 0.0000% | $1145166.00        | $1224839.84        | Agency Mortgage-Backed Securities |
| GNII ET DG3723 C | 2065-01-20      | 6.5000%  | 0.0000% | $2655292.00        | $2442379.48        | Agency Mortgage-Backed Securities |
| GNPL PN DH1759   | 2060-03-15      | 5.6000%  | 0.0000% | $553667.00         | $572682.62         | Agency Mortgage-Backed Securities |
| GNPL PN DH1763   | 2060-04-15      | 5.8100%  | 0.0000% | $136065.00         | $142965.88         | Agency Mortgage-Backed Securities |
| GNII ET DH2610 C | 2064-11-20      | 5.5000%  | 0.0000% | $965840.00         | $972482.30         | Agency Mortgage-Backed Securities |
| GNII BD DH9428 C | 2055-05-20      | 6.0000%  | 0.0000% | $1354902.00        | $1391541.07        | Agency Mortgage-Backed Securities |
| GNII SF DJ2112 C | 2055-05-20      | 6.0000%  | 0.0000% | $1453218.00        | $1500177.68        | Agency Mortgage-Backed Securities |
| GNII SF DJ2497 C | 2055-08-20      | 7.0000%  | 0.0000% | $1500272.00        | $1567674.90        | Agency Mortgage-Backed Securities |
| GNII ET DJ5522 C | 2065-04-20      | 2.0000%  | 0.0000% | $1204612.00        | $937869.30         | Agency Mortgage-Backed Securities |
| GNII SF DJ5758 C | 2055-05-20      | 6.5000%  | 0.0000% | $8017280.00        | $8447561.52        | Agency Mortgage-Backed Securities |
| GNPL PN DJ5978   | 2060-09-15      | 5.6500%  | 0.0000% | $1370880.00        | $1406508.30        | Agency Mortgage-Backed Securities |
| GNII ET DK7991 C | 2065-06-20      | 6.5000%  | 0.0000% | $1986058.00        | $2068708.93        | Agency Mortgage-Backed Securities |
| GNII SF DK7328 C | 2055-07-20      | 7.0000%  | 0.0000% | $1030868.00        | $1073077.68        | Agency Mortgage-Backed Securities |

### Security 716: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1EQMY1, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP1EQMY1
- **C.18 - Value (incl. sponsor support):** $9000000000.00
- **C.18.a - Value (excl. sponsor support):** $9000000000.00
- **C.19 - Percentage of Net Assets:** 2.3000%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2027-11-15      | 6.1250%  | 0.0000% | $13156200.00       | $13907223.20       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-15      | 5.2500%  | 0.0000% | $12828800.00       | $13521761.74       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-05-15      | 4.3750%  | 0.0000% | $13495200.00       | $13367657.98       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-11-15      | 4.2500%  | 0.0000% | $257209600.00      | $249999925.39      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-02-15      | 4.7500%  | 0.0000% | $240884800.00      | $249999346.70      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-05-15      | 3.0000%  | 0.0000% | $308176000.00      | $249999872.99      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-08-15      | 2.7500%  | 0.0000% | $188161800.00      | $147651194.39      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-02-15      | 3.1250%  | 0.0000% | $140447600.00      | $115706253.08      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-08-15      | 3.6250%  | 0.0000% | $91864100.00       | $80859140.29       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-05-15      | 3.0000%  | 0.0000% | $200140400.00      | $151704490.35      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-08-15      | 3.0000%  | 0.0000% | $14692000.00       | $11093718.40       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-05-15      | 2.8750%  | 0.0000% | $147816800.00      | $107088084.95      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-05-15      | 1.2500%  | 0.0000% | $517476800.00      | $249999929.38      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-08-15      | 1.3750%  | 0.0000% | $500236800.00      | $249999430.64      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-05-15      | 1.1250%  | 0.0000% | $392722400.00      | $249999963.10      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-11-15      | 1.6250%  | 0.0000% | $294493500.00      | $156007814.48      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-11-15      | 1.3750%  | 0.0000% | $383704000.00      | $249999555.64      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-05-15      | 2.3750%  | 0.0000% | $392793600.00      | $249998666.82      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-05-15      | 3.2500%  | 0.0000% | $189467200.00      | $159172380.79      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-11-15      | 4.0000%  | 0.0000% | $270569600.00      | $249998677.65      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-02-15      | 3.6250%  | 0.0000% | $302275200.00      | $249999398.35      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-11-15      | 1.7500%  | 0.0000% | $184083600.00      | $172285688.18      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-01-15      | 0.1250%  | 0.0000% | $212844800.00      | $249999245.73      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-12-31      | 3.8750%  | 0.0000% | $247782000.00      | $249999481.89      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-31      | 3.5000%  | 0.0000% | $177800.00         | $180720.35         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-02-28      | 4.0000%  | 0.0000% | $243481600.00      | $249996091.45      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-03-31      | 3.6250%  | 0.0000% | $248098400.00      | $249999261.78      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-04-30      | 3.5000%  | 0.0000% | $167727800.00      | $167578915.17      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-05-15      | 3.3750%  | 0.0000% | $259062800.00      | $249999652.54      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-05-31      | 3.7500%  | 0.0000% | $233828800.00      | $235235126.06      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-09-30      | 4.6250%  | 0.0000% | $237856800.00      | $249999716.37      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-10-31      | 4.8750%  | 0.0000% | $239201800.00      | $249956273.28      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-15      | 4.3750%  | 0.0000% | $246683200.00      | $249999324.10      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-09-15      | 3.3750%  | 0.0000% | $133390400.00      | $134714004.93      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-09-30      | 3.6250%  | 0.0000% | $250292800.00      | $249999888.66      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-10-31      | 4.1250%  | 0.0000% | $243916800.00      | $249999956.97      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-11-30      | 4.1250%  | 0.0000% | $244732000.00      | $249999311.70      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-31      | 4.1250%  | 0.0000% | $243702000.00      | $249999968.27      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-03-31      | 4.0000%  | 0.0000% | $244336000.00      | $249998876.13      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-05-15      | 4.2500%  | 0.0000% | $246752000.00      | $249994975.65      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-05-31      | 4.0000%  | 0.0000% | $245947200.00      | $249998761.20      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-07-31      | 3.8750%  | 0.0000% | $244195200.00      | $249997204.96      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-31      | 3.7717%  | 0.0000% | $247285600.00      | $249999912.75      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-08-31      | 3.8750%  | 0.0000% | $247545600.00      | $249996479.24      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-31      | 3.8027%  | 0.0000% | $247156800.00      | $249999235.85      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-10-15      | 1.1250%  | 0.0000% | $249843200.00      | $249997463.42      | U.S. Treasuries (including strips) |

### Security 717: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1EQN20, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP1EQN20
- **C.18 - Value (incl. sponsor support):** $9000000000.00
- **C.18.a - Value (excl. sponsor support):** $9000000000.00
- **C.19 - Percentage of Net Assets:** 2.3000%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **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? 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 | 2029-02-15      | 5.2500%  | 0.0000% | $64441900.00       | $69089410.60       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-05-15      | 6.2500%  | 0.0000% | $49342500.00       | $54810613.50       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-11-15      | 1.8750%  | 0.0000% | $447808000.00      | $249999771.21      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-02-15      | 3.8750%  | 0.0000% | $139621000.00      | $128079958.49      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-05-15      | 3.8750%  | 0.0000% | $276148800.00      | $249999540.85      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-08-15      | 4.3750%  | 0.0000% | $172315200.00      | $167947668.97      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-11-15      | 4.6250%  | 0.0000% | $252796800.00      | $249998325.46      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-02-15      | 4.6250%  | 0.0000% | $253889600.00      | $249998521.11      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-05-15      | 5.0000%  | 0.0000% | $241273600.00      | $249999558.34      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-05-15      | 2.3750%  | 0.0000% | $117090400.00      | $113045651.22      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-15      | 2.3750%  | 0.0000% | $83732500.00       | $82895441.93       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-31      | 1.5000%  | 0.0000% | $253229700.00      | $249955753.76      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-28      | 1.1250%  | 0.0000% | $118933600.00      | $116432873.21      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-03-31      | 2.5000%  | 0.0000% | $250937600.00      | $249999876.52      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-31      | 2.6250%  | 0.0000% | $251971200.00      | $249998779.14      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-31      | 2.7500%  | 0.0000% | $249480400.00      | $249999885.99      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-31      | 3.1250%  | 0.0000% | $251420800.00      | $249999655.74      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-11-30      | 3.8750%  | 0.0000% | $247010800.00      | $249999832.90      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-30      | 3.8750%  | 0.0000% | $247027200.00      | $249999139.45      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-01-31      | 3.5000%  | 0.0000% | $93714700.00       | $94577333.63       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-02-29      | 4.0000%  | 0.0000% | $226807200.00      | $232555986.86      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-30      | 3.5000%  | 0.0000% | $176518800.00      | $177770202.24      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-31      | 3.6250%  | 0.0000% | $203909600.00      | $205337347.01      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-07-31      | 4.0000%  | 0.0000% | $242844800.00      | $249999324.56      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-08-31      | 4.1250%  | 0.0000% | $223483200.00      | $230531958.91      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-11-15      | 4.5000%  | 0.0000% | $240972800.00      | $249998560.04      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-30      | 4.3750%  | 0.0000% | $196330400.00      | $201729629.47      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-12-31      | 3.7500%  | 0.0000% | $248342400.00      | $249998281.26      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-01-31      | 4.0000%  | 0.0000% | $133467200.00      | $137524776.97      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-15      | 4.1250%  | 0.0000% | $227790800.00      | $233324185.17      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-15      | 4.5000%  | 0.0000% | $244091200.00      | $249999921.04      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-04-30      | 4.6250%  | 0.0000% | $240105600.00      | $249997081.83      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-06-15      | 4.6250%  | 0.0000% | $245091200.00      | $249999097.41      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-12-31      | 4.3750%  | 0.0000% | $243366400.00      | $249999519.30      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-31      | 3.7107%  | 0.0000% | $125322800.00      | $126547483.76      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-02-29      | 4.1250%  | 0.0000% | $243276800.00      | $249998645.51      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-03-31      | 4.1250%  | 0.0000% | $244147200.00      | $249994903.73      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-03-31      | 3.8750%  | 0.0000% | $245929600.00      | $249999153.84      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 3.7727%  | 0.0000% | $5316800.00        | $5374189.31        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-31      | 3.8750%  | 0.0000% | $247366400.00      | $249996849.45      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-06-15      | 3.8750%  | 0.0000% | $48016000.00       | $48573800.82       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-06-30      | 3.7500%  | 0.0000% | $248528000.00      | $249998722.80      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-15      | 3.8750%  | 0.0000% | $202824000.00      | $204496418.35      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-09-30      | 3.6250%  | 0.0000% | $248679200.00      | $249999618.23      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-11-30      | 3.7500%  | 0.0000% | $252236800.00      | $249998032.09      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-12-31      | 3.8750%  | 0.0000% | $49665100.00       | $49428759.98       | U.S. Treasuries (including strips) |

### Security 718: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1EQN87, C.3 - LEI: B4TYDEB6GKMZO031MB27, C.5 - Other ID: ARP1EQN87
- **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:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMS 03.500 CLAS8460 | 2046-12-01      | 3.5000%  | 0.0000% | $294311106.00      | $39969084.72       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBD8078 | 2046-10-01      | 3.0000%  | 0.0000% | $100211640.00      | $22502156.14       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAP2121 | 2042-08-01      | 3.0000%  | 0.0000% | $339027639.00      | $39985880.12       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS4650 | 2045-03-01      | 3.5000%  | 0.0000% | $500143695.00      | $40876270.55       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS7588 | 2046-07-01      | 3.5000%  | 0.0000% | $197985434.00      | $40080969.46       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAS8312 | 2046-11-01      | 3.0000%  | 0.0000% | $161043445.00      | $25675639.09       | Agency Mortgage-Backed Securities |

### Security 719: CITIGROUP GLOBAL MARKETS INC

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1EQN95, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: ARP1EQN95
- **C.18 - Value (incl. sponsor support):** $604900000.00
- **C.18.a - Value (excl. sponsor support):** $604900000.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 2021-021 AH | 2063-06-16      | 1.4000%  | 0.0000% | $200000.00         | $126342.06         | Agency Collateralized Mortgage Obligation |
| GNRM 2021-020 AT | 2062-08-16      | 1.5000%  | 0.0000% | $4095535.00        | $2138143.19        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-131 EF | 2065-08-20      | 4.7030%  | 0.0000% | $54998383.00       | $45854198.72       | Agency Collateralized Mortgage Obligation |
| GNRM 2026-018 AD | 2059-09-16      | 4.5000%  | 0.0000% | $25000000.00       | $24708775.00       | Agency Collateralized Mortgage Obligation |
| GNRM 2026-018 G  | 2067-11-16      | 4.7500%  | 0.0000% | $925260.00         | $836828.64         | Agency Collateralized Mortgage Obligation |
| GNRA 2026-018 L  | 2068-07-16      | 4.7500%  | 0.0000% | $6544931.00        | $5826319.76        | Agency Collateralized Mortgage Obligation |
| GNRA 2021-19O FM | 2071-12-20      | 4.5230%  | 0.0000% | $879000.00         | $640370.24         | Agency Collateralized Mortgage Obligation |
| GNRM 2025-172 PL | 2055-10-20      | 4.5000%  | 0.0000% | $1000.00           | $875.88            | Agency Collateralized Mortgage Obligation |
| GNRM 2025-172 BT | 2055-10-20      | 3.5000%  | 0.0000% | $1666.00           | $1519.89           | Agency Collateralized Mortgage Obligation |
| GNRA 2024-05O MF | 2074-02-20      | 5.0030%  | 0.0000% | $1988555.00        | $1969870.15        | Agency Collateralized Mortgage Obligation |
| GNRM 2024-026 E  | 2055-11-20      | 6.0000%  | 0.0000% | $8000000.00        | $3960972.26        | Agency Collateralized Mortgage Obligation |
| GNRA 2026-04O FA | 2075-12-20      | 4.4000%  | 0.0000% | $6929596.00        | $6894672.38        | Agency Collateralized Mortgage Obligation |
| GNRA 2026-03O FG | 2075-09-20      | 4.6051%  | 0.0000% | $28778165.00       | $29007964.56       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-181 AJ | 2065-07-16      | 1.7500%  | 0.0000% | $916130.00         | $736666.01         | Agency Collateralized Mortgage Obligation |
| GNRA 2025-212 IO | 2068-07-16      | 0.8012%  | 0.0000% | $200000000.00      | $14982071.72       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-212 IB | 2068-07-16      | 0.8495%  | 0.0000% | $51712962.00       | $4006837.29        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-192 M  | 2065-07-16      | 3.0000%  | 0.0000% | $180308.00         | $108074.21         | Agency Collateralized Mortgage Obligation |
| GNRM 2025-194 MY | 2055-11-20      | 8.0000%  | 0.0000% | $614098.00         | $670019.99         | Agency Collateralized Mortgage Obligation |
| GNRA 2025-190 FW | 2055-11-20      | 4.5030%  | 0.0000% | $32694.00          | $31905.50          | Agency Collateralized Mortgage Obligation |
| GNRM 2025-205 GT | 2055-12-20      | 7.0000%  | 0.0000% | $62946347.00       | $68297522.27       | Agency Collateralized Mortgage Obligation |
| GNRM 2025-210 MT | 2055-12-20      | 8.0000%  | 0.0000% | $78241461.00       | $85819032.99       | Agency Collateralized Mortgage Obligation |
| GNRM 2025-204 BP | 2055-12-20      | 4.7500%  | 0.0000% | $14169830.00       | $14146763.53       | Agency Collateralized Mortgage Obligation |
| GNRM 2025-204 GT | 2055-12-20      | 4.5000%  | 0.0000% | $163103.00         | $159357.00         | Agency Collateralized Mortgage Obligation |
| GNRM 2025-204 KU | 2055-12-20      | 4.5000%  | 0.0000% | $34047263.00       | $33717637.68       | Agency Collateralized Mortgage Obligation |
| GNRM 2025-216 GY | 2055-12-20      | 8.0000%  | 0.0000% | $12831797.00       | $14023561.03       | Agency Collateralized Mortgage Obligation |
| GNRM 2025-216 GP | 2055-11-20      | 4.5000%  | 0.0000% | $14181699.00       | $14070429.78       | Agency Collateralized Mortgage Obligation |
| GNRM 2026-004 A  | 2057-06-20      | 6.0000%  | 0.0000% | $932047.00         | $940841.17         | Agency Collateralized Mortgage Obligation |
| GNRA 2026-004 FD | 2056-01-20      | 5.0051%  | 0.0000% | $50000000.00       | $50267015.83       | Agency Collateralized Mortgage Obligation |
| GNRA 2026-004 FG | 2066-01-20      | 4.5067%  | 0.0000% | $65942463.00       | $65984195.05       | Agency Collateralized Mortgage Obligation |
| GNRA 2026-004 FH | 2056-01-20      | 4.6030%  | 0.0000% | $95600300.00       | $96399481.33       | Agency Collateralized Mortgage Obligation |
| GNRM 2026-004 JL | 2056-01-20      | 4.5000%  | 0.0000% | $902019.00         | $798186.69         | Agency Collateralized Mortgage Obligation |
| GNRA 2026-004 FT | 2056-01-20      | 4.4067%  | 0.0000% | $47999201.00       | $48018548.41       | Agency Collateralized Mortgage Obligation |

### Security 720: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA 3.650000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1EQNL8, C.3 - LEI: 1VUV7VQFKUOQSJ21A208, C.5 - Other ID: ARP1EQNL8
- **C.18 - Value (incl. sponsor support):** $211000000.00
- **C.18.a - Value (excl. sponsor support):** $211000000.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2050-02-15      | 2.0000%  | 0.0000% | $100.00            | $59.70             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-15      | 2.2500%  | 0.0000% | $54012500.00       | $53515462.88       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-15      | 3.1250%  | 0.0000% | $200.00            | $198.74            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-05-15      | 2.3750%  | 0.0000% | $200.00            | $193.09            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-09-30      | 0.8750%  | 0.0000% | $84099900.00       | $82820546.44       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-31      | 3.6250%  | 0.0000% | $20754400.00       | $21024850.47       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-10-15      | 3.5000%  | 0.0000% | $57494200.00       | $57924168.16       | U.S. Treasuries (including strips) |

### Security 721: CITIGROUP GLOBAL MARKETS INC

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1EQNO2, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: ARP1EQNO2
- **C.18 - Value (incl. sponsor support):** $5370000000.00
- **C.18.a - Value (excl. sponsor support):** $5370000000.00
- **C.19 - Percentage of Net Assets:** 1.3700%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2032-04-15      | 3.3750%  | 0.0000% | $61815900.00       | $126748666.47      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-05-15      | 1.6250%  | 0.0000% | $43100.00          | $38685.51          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-07-15      | 0.1250%  | 0.0000% | $88885600.00       | $100795788.41      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-11-15      | 1.3750%  | 0.0000% | $50000000.00       | $43602587.02       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-01-15      | 0.1250%  | 0.0000% | $126820700.00      | $137055110.72      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-02-15      | 1.8750%  | 0.0000% | $181902600.00      | $163371414.98      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-05-15      | 2.8750%  | 0.0000% | $264271700.00      | $249902431.49      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-07-15      | 0.6250%  | 0.0000% | $236094900.00      | $249823653.48      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-08-15      | 2.7500%  | 0.0000% | $93952100.00       | $88460068.72       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-11-15      | 4.1250%  | 0.0000% | $2541900.00        | $2581208.50        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-01-15      | 1.1250%  | 0.0000% | $236726500.00      | $249762844.31      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-02-15      | 3.5000%  | 0.0000% | $226140400.00      | $222366175.72      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-05-15      | 3.3750%  | 0.0000% | $43128400.00       | $41584387.55       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-07-15      | 1.3750%  | 0.0000% | $237634100.00      | $249722391.32      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-08-15      | 3.8750%  | 0.0000% | $4855000.00        | $4877858.40        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-01-15      | 1.7500%  | 0.0000% | $235915800.00      | $249708037.60      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-03-31      | 4.1250%  | 0.0000% | $100.00            | $102.73            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-04-30      | 4.6250%  | 0.0000% | $800.00            | $838.82            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-05-15      | 4.3750%  | 0.0000% | $243428600.00      | $249637753.47      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-05-31      | 4.6250%  | 0.0000% | $1892300.00        | $1976718.69        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-07-31      | 4.1250%  | 0.0000% | $241920600.00      | $249934439.44      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-07-15      | 1.8750%  | 0.0000% | $238536600.00      | $249653481.45      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-08-31      | 3.7500%  | 0.0000% | $2594500.00        | $2617806.02        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-11-15      | 4.2500%  | 0.0000% | $1501300.00        | $1522401.75        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-12-31      | 4.5000%  | 0.0000% | $224920000.00      | $232602205.98      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-12-31      | 4.3750%  | 0.0000% | $205099900.00      | $210712190.21      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-01-31      | 4.3750%  | 0.0000% | $18690000.00       | $19534603.23       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-01-15      | 2.1250%  | 0.0000% | $236759800.00      | $249543800.31      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-02-29      | 4.1250%  | 0.0000% | $15391300.00       | $15810350.34       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-03-31      | 4.1250%  | 0.0000% | $190043900.00      | $194497683.22      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-03-31      | 3.8750%  | 0.0000% | $245901600.00      | $249999952.79      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-04-30      | 4.0000%  | 0.0000% | $65115500.00       | $65918911.23       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-05-15      | 4.2500%  | 0.0000% | $157449600.00      | $159279739.35      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-05-31      | 4.1250%  | 0.0000% | $246001700.00      | $249862395.26      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-07-31      | 3.8750%  | 0.0000% | $8308200.00        | $8505841.29        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-31      | 3.8750%  | 0.0000% | $46131400.00       | $47246105.36       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-07-31      | 4.0000%  | 0.0000% | $221283400.00      | $225898775.22      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-07-15      | 1.8750%  | 0.0000% | $28536800.00       | $28948831.01       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-08-31      | 3.8750%  | 0.0000% | $175513300.00      | $177180626.90      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-09-30      | 3.8750%  | 0.0000% | $9992700.00        | $10048905.31       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-10-31      | 3.7500%  | 0.0000% | $27590000.00       | $27428427.32       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-11-30      | 3.7500%  | 0.0000% | $252238700.00      | $249828392.91      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-12-31      | 3.8750%  | 0.0000% | $119464200.00      | $118807424.77      | U.S. Treasuries (including strips) |

### Security 722: BANCO BILBAO VIZCAYA ARGENTARIA SA

- **C.1 - Title:** BANCO BILBAO VIZCAYA ARGENTARIA SA 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1EQNP9, C.3 - LEI: K8MS7FD7N5Z2WQ51AZ71, C.5 - Other ID: ARP1EQNP9
- **C.18 - Value (incl. sponsor support):** $4568000000.00
- **C.18.a - Value (excl. sponsor support):** $4568000000.00
- **C.19 - Percentage of Net Assets:** 1.1700%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **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? 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 | 2038-02-15      | 4.3750%  | 0.0000% | $8100000.00        | $8283180.09        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-01-15      | 2.5000%  | 0.0000% | $2000100.00        | $3148370.85        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-02-15      | 2.1250%  | 0.0000% | $961000.00         | $1444237.00        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-02-15      | 2.1250%  | 0.0000% | $498800.00         | $732409.38         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-02-15      | 0.7500%  | 0.0000% | $144990000.00      | $163211979.43      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-02-15      | 1.3750%  | 0.0000% | $6000000.00        | $7056115.48        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-11-15      | 3.3750%  | 0.0000% | $30900.00          | $24599.76          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-02-15      | 0.2500%  | 0.0000% | $156100.00         | $113649.13         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-01-31      | 4.2500%  | 0.0000% | $1252300.00        | $1303036.32        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-01-31      | 4.3750%  | 0.0000% | $4000000.00        | $4180760.46        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-02-29      | 4.1250%  | 0.0000% | $40061000.00       | $41151718.49       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-03-31      | 4.1250%  | 0.0000% | $38360000.00       | $39258987.68       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 3.7500%  | 0.0000% | $7000000.00        | $7084075.57        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-04-30      | 4.0000%  | 0.0000% | $89758800.00       | $90866266.39       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-05-15      | 4.2500%  | 0.0000% | $88619900.00       | $89649986.87       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-15      | 3.7500%  | 0.0000% | $12000000.00       | $12142463.14       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-06-15      | 3.8750%  | 0.0000% | $99930400.00       | $101119769.42      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-06-30      | 4.0000%  | 0.0000% | $225000000.00      | $226084481.35      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-07-31      | 3.8750%  | 0.0000% | $244191000.00      | $249999986.71      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-07-15      | 1.8750%  | 0.0000% | $1500000.00        | $1521657.88        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-08-15      | 4.2500%  | 0.0000% | $11541900.00       | $11784258.82       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-08-31      | 3.8750%  | 0.0000% | $8135000.00        | $8212280.21        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-09-30      | 3.8750%  | 0.0000% | $243462600.00      | $244831988.84      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-09-30      | 3.5000%  | 0.0000% | $702000.00         | $709816.61         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-11-15      | 4.0000%  | 0.0000% | $395700.00         | $391171.13         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-15      | 3.5000%  | 0.0000% | $50000000.00       | $50230853.31       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-30      | 3.3750%  | 0.0000% | $81440700.00       | $81665631.61       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-11-30      | 3.7500%  | 0.0000% | $91201300.00       | $90329811.45       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-11-30      | 3.5000%  | 0.0000% | $43211500.00       | $42903202.57       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-12-15      | 3.5000%  | 0.0000% | $4905000.00        | $4913059.29        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-12-31      | 3.8750%  | 0.0000% | $604000.00         | $600679.40         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-12-31      | 3.6250%  | 0.0000% | $428000.00         | $425869.05         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-31      | 3.3750%  | 0.0000% | $55000.00          | $54988.72          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-01-15      | 3.5000%  | 0.0000% | $950000.00         | $948488.81         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-08-15      | 1.3750%  | 0.0000% | $45000000.00       | $22396192.83       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-11-15      | 1.6250%  | 0.0000% | $20200.00          | $10660.58          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-02-15      | 0.1250%  | 0.0000% | $360800.00         | $243152.77         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-02-15      | 1.8750%  | 0.0000% | $100000000.00      | $70453878.26       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-02-15      | 0.1250%  | 0.0000% | $100000.00         | $61563.68          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-02-15      | 2.3750%  | 0.0000% | $35368000.00       | $26332692.35       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-05-15      | 2.8750%  | 0.0000% | $100.00            | $70.31             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-05-15      | 3.2500%  | 0.0000% | $479800.00         | $401953.99         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-11-15      | 4.0000%  | 0.0000% | $100.00            | $87.36             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-02-15      | 3.8750%  | 0.0000% | $50000000.00       | $45727660.87       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-08-15      | 4.3750%  | 0.0000% | $7999800.00        | $7776300.20        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-11-15      | 4.7500%  | 0.0000% | $3484800.00        | $3446113.06        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-05-15      | 4.6250%  | 0.0000% | $16500000.00       | $16306800.59       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-11-15      | 4.5000%  | 0.0000% | $23600000.00       | $22400140.93       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-02-15      | 4.6250%  | 0.0000% | $19000.00          | $18632.33          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-05-15      | 4.7500%  | 0.0000% | $213900.00         | $211579.48         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-08-15      | 4.7500%  | 0.0000% | $1516000.00        | $1518194.84        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-08-15      | 4.8750%  | 0.0000% | $6399800.00        | $6584296.22        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-11-15      | 4.6250%  | 0.0000% | $259000.00         | $254651.63         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-15      | 1.5000%  | 0.0000% | $4999300.00        | $4976712.29        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-15      | 2.2500%  | 0.0000% | $174500000.00      | $171435563.08      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-15      | 0.5000%  | 0.0000% | $990000.00         | $1290586.39        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-15      | 3.1250%  | 0.0000% | $200000000.00      | $198806354.70      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-15      | 0.7500%  | 0.0000% | $990000.00         | $1276411.84        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-11-15      | 1.7500%  | 0.0000% | $11000000.00       | $10296550.36       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-05-15      | 0.6250%  | 0.0000% | $6000000.00        | $5271390.93        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-31      | 0.3750%  | 0.0000% | $5000.00           | $4780.75           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-11-15      | 0.8750%  | 0.0000% | $21800000.00       | $19072885.76       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-05-15      | 1.6250%  | 0.0000% | $4213200.00        | $3781665.53        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-08-15      | 1.2500%  | 0.0000% | $178708600.00      | $156435346.88      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-31      | 1.1250%  | 0.0000% | $5000000.00        | $4723123.78        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-31      | 0.7500%  | 0.0000% | $3999900.00        | $3947190.00        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-11-15      | 1.3750%  | 0.0000% | $222009100.00      | $193603422.02      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-30      | 1.2500%  | 0.0000% | $8000100.00        | $7865064.55        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-30      | 1.5000%  | 0.0000% | $10000000.00       | $9464137.36        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-02-15      | 1.8750%  | 0.0000% | $7000000.00        | $6286880.48        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-03-31      | 2.5000%  | 0.0000% | $25000000.00       | $24911403.02       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-08-15      | 2.7500%  | 0.0000% | $29400.00          | $27681.40          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-01-31      | 3.5000%  | 0.0000% | $247719700.00      | $249988290.09      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-02-15      | 3.5000%  | 0.0000% | $61600.00          | $60571.91          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-02-28      | 4.0000%  | 0.0000% | $132000000.00      | $135544804.57      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-03-31      | 3.6250%  | 0.0000% | $86917400.00       | $87585944.76       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-04-30      | 3.5000%  | 0.0000% | $609900.00         | $609308.00         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-05-15      | 3.3750%  | 0.0000% | $17396400.00       | $16773602.54       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-31      | 3.6250%  | 0.0000% | $8000000.00        | $8058102.90        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-07-15      | 1.3750%  | 0.0000% | $14494500.00       | $15231825.74       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-31      | 4.3750%  | 0.0000% | $23000000.00       | $23861698.81       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-09-30      | 4.6250%  | 0.0000% | $41753300.00       | $43485117.22       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-10-15      | 2.3750%  | 0.0000% | $11999900.00       | $13283912.63       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-11-15      | 4.5000%  | 0.0000% | $75167100.00       | $77905551.24       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-30      | 4.3750%  | 0.0000% | $77500000.00       | $79649286.63       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-15      | 4.0000%  | 0.0000% | $10000000.00       | $10056034.59       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-01-15      | 1.7500%  | 0.0000% | $235852500.00      | $249641036.92      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-02-15      | 4.0000%  | 0.0000% | $247213600.00      | $249711166.76      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-28      | 4.2500%  | 0.0000% | $18124000.00       | $18772935.33       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-03-31      | 4.1250%  | 0.0000% | $5000000.00        | $5136317.75        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-04-30      | 4.6250%  | 0.0000% | $50000000.00       | $52426019.06       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-05-31      | 4.6250%  | 0.0000% | $150000000.00      | $156691753.02      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-06-30      | 4.2500%  | 0.0000% | $200000000.00      | $204460419.89      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-07-31      | 4.1250%  | 0.0000% | $2968000.00        | $3066317.69        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-07-15      | 1.8750%  | 0.0000% | $38883000.00       | $40695123.18       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-08-15      | 3.8750%  | 0.0000% | $134900.00         | $134540.66         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-31      | 3.6250%  | 0.0000% | $200000000.00      | $202619798.90      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-10-31      | 4.1250%  | 0.0000% | $391600.00         | $401395.28         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-11-15      | 4.2500%  | 0.0000% | $7792300.00        | $7901825.86        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-15      | 4.1250%  | 0.0000% | $12400000.00       | $12630642.74       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-11-30      | 4.1250%  | 0.0000% | $10481000.00       | $10667716.65       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-12-31      | 4.5000%  | 0.0000% | $7000000.00        | $7239086.97        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-12-31      | 4.3750%  | 0.0000% | $39974400.00       | $41068247.11       | U.S. Treasuries (including strips) |

### Security 723: MIZUHO SECURITIES USA LLC

- **C.1 - Title:** MIZUHO SECURITIES USA LLC 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1EQNS3, C.3 - LEI: 7TK5RJIZDFROZCA6XF66, C.5 - Other ID: ARP1EQNS3
- **C.18 - Value (incl. sponsor support):** $1052000000.00
- **C.18.a - Value (excl. sponsor support):** $1052000000.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2053-08-15      | 4.1250%  | 0.0000% | $22250100.00       | $20053982.24       | U.S. Treasuries (including strips)        |
| FNMS 03.500 CLCB4113   | 2052-07-01      | 3.5000%  | 0.0000% | $16000.00          | $11604.57          | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCB4129   | 2052-07-01      | 4.5000%  | 0.0000% | $36868057.00       | $27377716.17       | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCB4345   | 2052-08-01      | 4.5000%  | 0.0000% | $1624210.00        | $1224008.02        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB5278   | 2052-11-01      | 5.0000%  | 0.0000% | $7500000.00        | $5792285.85        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLCB6890   | 2053-08-01      | 3.5000%  | 0.0000% | $1070038.00        | $674024.78         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCB7240   | 2053-10-01      | 6.0000%  | 0.0000% | $799532.00         | $653850.04         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDF8116   | 2056-01-01      | 5.0000%  | 0.0000% | $1174866.00        | $1189417.31        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDF8203   | 2056-01-01      | 5.5000%  | 0.0000% | $1071894.00        | $1106535.13        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDF8262   | 2056-01-01      | 5.5000%  | 0.0000% | $2022600.00        | $2064887.62        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDF9830   | 2055-12-01      | 5.5000%  | 0.0000% | $1771723.00        | $1823332.08        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDF9962   | 2056-01-01      | 5.5000%  | 0.0000% | $1000.00           | $1033.28           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDG0269   | 2056-01-01      | 5.5000%  | 0.0000% | $2335363.00        | $2411258.93        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CIDG0312   | 2041-01-01      | 5.5000%  | 0.0000% | $1235221.00        | $1277032.68        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CIDG0308   | 2041-01-01      | 5.0000%  | 0.0000% | $1005250.00        | $1028064.93        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CIDG0714   | 2041-01-01      | 5.0000%  | 0.0000% | $1361013.00        | $1388560.96        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDG1177   | 2056-01-01      | 6.0000%  | 0.0000% | $1488000.00        | $1542059.54        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDG1631   | 2056-02-01      | 6.0000%  | 0.0000% | $1533220.00        | $1590041.64        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDG1627   | 2056-02-01      | 6.0000%  | 0.0000% | $1154786.00        | $1207838.41        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDG1848   | 2056-02-01      | 5.5000%  | 0.0000% | $1935750.00        | $1989789.47        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFA0751   | 2050-06-01      | 3.5000%  | 0.0000% | $260586.00         | $224875.35         | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLFA3555   | 2055-11-01      | 6.5000%  | 0.0000% | $44713183.00       | $45856300.51       | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLFA3557   | 2055-11-01      | 6.5000%  | 0.0000% | $21980476.00       | $23012539.70       | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLFA2878   | 2052-04-01      | 2.0000%  | 0.0000% | $2000.00           | $1593.73           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLFA3275   | 2055-10-01      | 6.5000%  | 0.0000% | $3108766.00        | $3201706.30        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFA4375   | 2056-01-01      | 5.0000%  | 0.0000% | $11788872.00       | $11971255.02       | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFA4394   | 2056-01-01      | 5.5000%  | 0.0000% | $52516344.00       | $54006787.04       | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFA4400   | 2056-01-01      | 6.0000%  | 0.0000% | $105166973.00      | $109476855.74      | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFA3898   | 2055-12-01      | 5.0000%  | 0.0000% | $23946702.00       | $24147538.71       | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFM0076   | 2050-03-01      | 3.0000%  | 0.0000% | $136000.00         | $42844.28          | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFM2318   | 2049-09-01      | 3.5000%  | 0.0000% | $6252000.00        | $1658620.87        | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFM3480   | 2050-06-01      | 2.5000%  | 0.0000% | $302678.00         | $129209.72         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIFM3098   | 2030-08-01      | 3.5000%  | 0.0000% | $1000.00           | $1.98              | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLFM5940   | 2051-02-01      | 2.0000%  | 0.0000% | $80000.00          | $46589.48          | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CIFM6147   | 2036-02-01      | 2.0000%  | 0.0000% | $48000.00          | $17335.57          | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CIFM6304   | 2034-10-01      | 4.0000%  | 0.0000% | $6000.00           | $1210.86           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFM6699   | 2048-11-01      | 4.0000%  | 0.0000% | $30050000.00       | $11756947.07       | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLFM7203   | 2051-05-01      | 2.0000%  | 0.0000% | $2125000.00        | $1239271.70        | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLFM7751   | 2051-05-01      | 2.0000%  | 0.0000% | $13911249.00       | $8960000.69        | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFM8248   | 2051-08-01      | 2.5000%  | 0.0000% | $120000.00         | $61799.19          | Agency Mortgage-Backed Securities         |
| MNRA CL011A2 R22M011   | 2027-10-25      | 2.9669%  | 0.0000% | $1000000.00        | $679430.01         | Agency Collateralized Mortgage Obligation |
| FNMS 03.500 CLCB3609   | 2052-05-01      | 3.5000%  | 0.0000% | $3500000.00        | $2525767.33        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLCB3859   | 2052-06-01      | 4.0000%  | 0.0000% | $3004000.00        | $2153372.25        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLCB4112   | 2052-07-01      | 3.5000%  | 0.0000% | $72000.00          | $51358.83          | Agency Mortgage-Backed Securities         |
| Freddie Mac            | 2050-02-25      | 2.5000%  | 0.0000% | $1000000.00        | $217817.61         | Agency Collateralized Mortgage Obligation |
| Freddie Mac            | 2050-07-25      | 2.0000%  | 0.0000% | $1250000.00        | $337585.17         | Agency Collateralized Mortgage Obligation |
| Freddie Mac            | 2051-12-25      | 2.0000%  | 0.0000% | $1500000.00        | $1249302.17        | Agency Collateralized Mortgage Obligation |
| Freddie Mac            | 2039-11-25      | 4.0000%  | 0.0000% | $1325000.00        | $494530.46         | Agency Collateralized Mortgage Obligation |
| Freddie Mac            | 2053-09-25      | 4.8973%  | 0.0000% | $75000000.00       | $43654857.37       | Agency Collateralized Mortgage Obligation |
| Freddie Mac            | 2050-06-25      | 5.5000%  | 0.0000% | $4100000.00        | $1122057.83        | Agency Collateralized Mortgage Obligation |
| Freddie Mac            | 2054-02-25      | 4.9073%  | 0.0000% | $50000000.00       | $28979823.20       | Agency Collateralized Mortgage Obligation |
| Freddie Mac            | 2050-02-25      | 5.5000%  | 0.0000% | $12190930.00       | $5689237.42        | Agency Collateralized Mortgage Obligation |
| Freddie Mac            | 2051-05-25      | 5.0000%  | 0.0000% | $1400000.00        | $1103529.11        | Agency Collateralized Mortgage Obligation |
| Freddie Mac            | 2054-07-25      | 0.1250%  | 0.0000% | $50000000.00       | $27622575.66       | Agency Collateralized Mortgage Obligation |
| Freddie Mac            | 2052-01-25      | 5.0000%  | 0.0000% | $10730000.00       | $7535491.71        | Agency Collateralized Mortgage Obligation |
| Freddie Mac            | 2054-02-25      | 5.1473%  | 0.0000% | $35000000.00       | $21785274.87       | Agency Collateralized Mortgage Obligation |
| Freddie Mac            | 2051-12-25      | 5.5000%  | 0.0000% | $12075000.00       | $8566147.40        | Agency Collateralized Mortgage Obligation |
| Freddie Mac            | 2051-05-25      | 5.0000%  | 0.0000% | $2250000.00        | $1521605.66        | Agency Collateralized Mortgage Obligation |
| Freddie Mac            | 2035-12-25      | 5.5000%  | 0.0000% | $13118000.00       | $12543202.88       | Agency Collateralized Mortgage Obligation |
| Freddie Mac            | 2042-08-25      | 3.5000%  | 0.0000% | $15801327.00       | $13341154.77       | Agency Collateralized Mortgage Obligation |
| Freddie Mac            | 2036-01-25      | 5.5000%  | 0.0000% | $29724125.00       | $28461991.29       | Agency Collateralized Mortgage Obligation |
| Freddie Mac            | 2052-02-25      | 5.0000%  | 0.0000% | $22425000.00       | $16621553.73       | Agency Collateralized Mortgage Obligation |
| Freddie Mac            | 2036-05-25      | 5.0000%  | 0.0000% | $11060000.00       | $10685850.34       | Agency Collateralized Mortgage Obligation |
| Freddie Mac            | 2052-07-25      | 5.0000%  | 0.0000% | $23855000.00       | $18355916.79       | Agency Collateralized Mortgage Obligation |
| Freddie Mac            | 2051-03-25      | 5.0000%  | 0.0000% | $40426493.00       | $29554992.27       | Agency Collateralized Mortgage Obligation |
| Freddie Mac            | 2050-12-25      | 5.5000%  | 0.0000% | $27347973.00       | $25449775.86       | Agency Collateralized Mortgage Obligation |
| Freddie Mac            | 2036-07-25      | 5.5000%  | 0.0000% | $2829111.00        | $2843548.95        | Agency Collateralized Mortgage Obligation |
| Freddie Mac            | 2055-03-25      | 4.6973%  | 0.0000% | $28277856.00       | $27548218.19       | Agency Collateralized Mortgage Obligation |
| Freddie Mac            | 2036-08-25      | 5.0000%  | 0.0000% | $7465000.00        | $7389306.73        | Agency Collateralized Mortgage Obligation |
| Freddie Mac            | 2055-06-25      | 4.1973%  | 0.0000% | $45943515.00       | $45668495.08       | Agency Collateralized Mortgage Obligation |
| FMAR 1J1920 G          | 2038-10-01      | 6.2580%  | 0.0000% | $43848.00          | $254.10            | Agency Mortgage-Backed Securities         |
| 05.500 FGPC C91179 G   | 2028-03-01      | 5.5000%  | 0.0000% | $360000.00         | $3866.37           | Agency Mortgage-Backed Securities         |
| FMAR 1B7562 G          | 2037-11-01      | 5.6990%  | 0.0000% | $36125.00          | $460.54            | Agency Mortgage-Backed Securities         |
| 03.500 FGPC U99186 G   | 2047-01-01      | 3.5000%  | 0.0000% | $96000.00          | $19692.68          | Agency Mortgage-Backed Securities         |
| 03.000 FGPC U49055 G   | 2030-06-01      | 3.0000%  | 0.0000% | $25000.00          | $1729.97           | Agency Mortgage-Backed Securities         |
| 03.500 FGPC Q55060 G   | 2048-04-01      | 3.5000%  | 0.0000% | $45000.00          | $7666.67           | Agency Mortgage-Backed Securities         |
| 03.000 FGPC G60989 G   | 2046-12-01      | 3.0000%  | 0.0000% | $29000.00          | $6698.06           | Agency Mortgage-Backed Securities         |
| 03.000 FGPC G60985 G   | 2047-05-01      | 3.0000%  | 0.0000% | $31268339.00       | $8585812.24        | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CL251569   | 2028-03-01      | 7.0000%  | 0.0000% | $4151.00           | $1.42              | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL254548   | 2032-12-01      | 5.5000%  | 0.0000% | $5881000.00        | $16884.38          | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CZ257393   | 2048-08-01      | 6.5000%  | 0.0000% | $9982385.00        | $17952.59          | Agency Mortgage-Backed Securities         |
| FNMS 05.750 CL524571   | 2029-11-01      | 5.7500%  | 0.0000% | $121185.00         | $1836.15           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL555677   | 2033-07-01      | 5.5000%  | 0.0000% | $133000.00         | $508.31            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLAL4555   | 2038-10-01      | 6.5000%  | 0.0000% | $5090655.00        | $348631.45         | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CTAL5119   | 2034-04-01      | 4.0000%  | 0.0000% | $305000.00         | $37515.51          | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLAL9397   | 2046-10-01      | 3.0000%  | 0.0000% | $2000.00           | $484.09            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CRAO9662   | 2042-06-01      | 3.5000%  | 0.0000% | $12579836.00       | $993412.05         | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CRAS0070   | 2043-08-01      | 4.0000%  | 0.0000% | $300000.00         | $42305.46          | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAS3467   | 2044-10-01      | 4.0000%  | 0.0000% | $7000000.00        | $410283.05         | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAS3891   | 2044-11-01      | 4.0000%  | 0.0000% | $11725000.00       | $1085040.21        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAS4991   | 2045-05-01      | 3.5000%  | 0.0000% | $10585000.00       | $1763591.74        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAS5458   | 2040-07-01      | 3.5000%  | 0.0000% | $12798800.00       | $1657479.14        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAS9795   | 2047-06-01      | 3.5000%  | 0.0000% | $71897169.00       | $15031272.98       | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLAT2411   | 2043-05-01      | 3.0000%  | 0.0000% | $5270751.00        | $619648.01         | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAW5479   | 2044-08-01      | 4.0000%  | 0.0000% | $30120.00          | $1797.47           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLAY7607   | 2045-04-01      | 2.5000%  | 0.0000% | $1027858.00        | $295469.70         | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFS0273   | 2051-12-01      | 2.5000%  | 0.0000% | $279000.00         | $172791.96         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFS0408   | 2052-01-01      | 3.0000%  | 0.0000% | $209777.00         | $128166.88         | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFS0551   | 2052-02-01      | 2.5000%  | 0.0000% | $1000.00           | $633.01            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFS0751   | 2052-03-01      | 3.0000%  | 0.0000% | $1030000.00        | $658921.43         | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFS0945   | 2052-03-01      | 4.0000%  | 0.0000% | $5100000.00        | $2955670.65        | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLFS1015   | 2052-02-01      | 2.0000%  | 0.0000% | $200000.00         | $126148.14         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFS1074   | 2052-03-01      | 3.0000%  | 0.0000% | $4448000.00        | $2825289.73        | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLFS1101   | 2051-07-01      | 2.0000%  | 0.0000% | $883230.00         | $530721.84         | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFS1831   | 2052-05-01      | 4.0000%  | 0.0000% | $1000.00           | $700.96            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFS1924   | 2051-03-01      | 2.5000%  | 0.0000% | $200000.00         | $123862.76         | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CIFS2369   | 2036-11-01      | 2.0000%  | 0.0000% | $2812891.00        | $1738370.57        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CIFS2928   | 2037-09-01      | 4.0000%  | 0.0000% | $16000.00          | $9714.11           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFS3024   | 2052-09-01      | 4.0000%  | 0.0000% | $370000.00         | $285626.51         | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLFS3154   | 2052-07-01      | 4.5000%  | 0.0000% | $1100000.00        | $785764.33         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFS3239   | 2050-08-01      | 3.5000%  | 0.0000% | $5860000.00        | $3999039.51        | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CIFS3312   | 2037-03-01      | 2.0000%  | 0.0000% | $20000.00          | $11608.55          | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIFS4428   | 2036-11-01      | 2.5000%  | 0.0000% | $116328.00         | $72815.87          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFS5288   | 2053-07-01      | 5.5000%  | 0.0000% | $2645000.00        | $2128543.54        | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFS5387   | 2052-05-01      | 2.5000%  | 0.0000% | $1000.00           | $747.79            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFS4533   | 2052-03-01      | 2.5000%  | 0.0000% | $500000.00         | $333587.81         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFS4705   | 2053-05-01      | 6.0000%  | 0.0000% | $5567000.00        | $4348874.36        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFS5048   | 2052-01-01      | 3.5000%  | 0.0000% | $6167.00           | $4267.92           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFS5133   | 2051-09-01      | 3.0000%  | 0.0000% | $1000.00           | $763.49            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFS5125   | 2051-10-01      | 2.5000%  | 0.0000% | $1000.00           | $720.51            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLFS6779   | 2053-12-01      | 6.5000%  | 0.0000% | $1000.00           | $682.00            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLFS7624   | 2054-03-01      | 6.5000%  | 0.0000% | $300000.00         | $206487.97         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFS9121   | 2054-08-01      | 5.5000%  | 0.0000% | $535000.00         | $491229.06         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFS9203   | 2054-09-01      | 6.0000%  | 0.0000% | $16575000.00       | $13523341.92       | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFS9439   | 2054-11-01      | 3.5000%  | 0.0000% | $1000.00           | $857.84            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CICC0647   | 2040-04-01      | 5.5000%  | 0.0000% | $189981.00         | $154587.97         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CT928005   | 2027-01-01      | 6.0000%  | 0.0000% | $2969796.00        | $5023.81           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CZ946397   | 2047-09-01      | 6.5000%  | 0.0000% | $143826.00         | $2644.27           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CKMA1188   | 2042-08-01      | 3.0000%  | 0.0000% | $7350000.00        | $461924.78         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CQMA1434   | 2043-05-01      | 3.0000%  | 0.0000% | $2000000.00        | $303187.36         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 RE668366   | 2032-11-01      | 5.5000%  | 0.0000% | $4575389.00        | $10921.63          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL745588   | 2033-06-01      | 5.5000%  | 0.0000% | $64999.00          | $467.01            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDA4360   | 2054-01-01      | 6.0000%  | 0.0000% | $294718.00         | $158045.18         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDB0494   | 2054-07-01      | 6.0000%  | 0.0000% | $33115603.00       | $33660339.24       | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDB1042   | 2054-04-01      | 6.0000%  | 0.0000% | $100000.00         | $94891.91          | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDB2495   | 2054-05-01      | 6.0000%  | 0.0000% | $808138.00         | $559459.83         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDB6905   | 2054-07-01      | 6.0000%  | 0.0000% | $144000.00         | $113186.86         | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDD6601   | 2055-05-01      | 6.5000%  | 0.0000% | $1408790.00        | $971069.33         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDD8855   | 2055-07-01      | 6.0000%  | 0.0000% | $1189248.00        | $1218762.11        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDE2007   | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $1045.36           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLDE6735   | 2055-08-01      | 4.5000%  | 0.0000% | $3038626.00        | $2989784.27        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDF0024   | 2055-10-01      | 6.5000%  | 0.0000% | $1557525.00        | $1618181.23        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDF0217   | 2055-10-01      | 6.5000%  | 0.0000% | $1598474.00        | $1670931.61        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDF0490   | 2055-10-01      | 6.0000%  | 0.0000% | $1173746.00        | $1211937.13        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDF1110   | 2055-10-01      | 5.5000%  | 0.0000% | $3007.00           | $3027.47           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDF1534   | 2055-11-01      | 5.0000%  | 0.0000% | $1000.00           | $1010.73           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLDF2952   | 2055-11-01      | 4.5000%  | 0.0000% | $1187380.00        | $1173974.32        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDF4497   | 2055-12-01      | 6.0000%  | 0.0000% | $1091905.00        | $1144701.02        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDF3739   | 2055-10-01      | 6.5000%  | 0.0000% | $1001750.00        | $1052478.72        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDF3950   | 2055-12-01      | 5.5000%  | 0.0000% | $10533036.00       | $10860151.11       | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CIDF3960   | 2041-01-01      | 5.5000%  | 0.0000% | $1719944.00        | $1764311.29        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDF5092   | 2055-11-01      | 6.5000%  | 0.0000% | $1236400.00        | $1122733.77        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDF5142   | 2055-12-01      | 6.5000%  | 0.0000% | $1256751.00        | $1331171.52        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLDF6057   | 2055-12-01      | 4.5000%  | 0.0000% | $1158236.00        | $1144198.43        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDF6095   | 2056-01-01      | 5.0000%  | 0.0000% | $3693928.00        | $3710277.88        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CIDF6390   | 2040-12-01      | 5.0000%  | 0.0000% | $1071900.00        | $1076825.07        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDF8018   | 2055-12-01      | 5.5000%  | 0.0000% | $1334520.00        | $1394951.47        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDF7224   | 2055-12-01      | 5.5000%  | 0.0000% | $6846974.00        | $7053236.25        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDF7213   | 2055-12-01      | 6.0000%  | 0.0000% | $1294631.00        | $1351571.84        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDF7383   | 2055-12-01      | 5.5000%  | 0.0000% | $1618844.00        | $1645741.26        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CIDF7556   | 2041-01-01      | 5.0000%  | 0.0000% | $1246405.00        | $1275642.89        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLBA2901   | 2045-11-01      | 3.5000%  | 0.0000% | $25753207.00       | $3047776.05        | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBC4714   | 2046-10-01      | 3.0000%  | 0.0000% | $139000.00         | $31710.70          | Agency Mortgage-Backed Securities         |
| FNMS 03.500 I4BF0169   | 2057-01-01      | 3.5000%  | 0.0000% | $2400000.00        | $688956.67         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLBK0433   | 2049-12-01      | 3.5000%  | 0.0000% | $706366.00         | $258757.61         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBK0614   | 2050-01-01      | 3.0000%  | 0.0000% | $130000.00         | $26258.81          | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBK0910   | 2048-07-01      | 4.0000%  | 0.0000% | $95667.00          | $21235.26          | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLBM1948   | 2041-07-01      | 6.0000%  | 0.0000% | $724000.00         | $156976.11         | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBM2006   | 2048-01-01      | 4.0000%  | 0.0000% | $8514.00           | $948.53            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBM4676   | 2048-10-01      | 4.0000%  | 0.0000% | $382000.00         | $88804.29          | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CKBM4914   | 2046-10-01      | 3.0000%  | 0.0000% | $2625000.00        | $305525.03         | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBM5169   | 2045-05-01      | 4.0000%  | 0.0000% | $8556565.00        | $2346304.43        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CTBM5440   | 2038-11-01      | 4.5000%  | 0.0000% | $4000.00           | $603.45            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBO2994   | 2049-09-01      | 4.0000%  | 0.0000% | $96000.00          | $15354.93          | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBQ4157   | 2050-10-01      | 4.0000%  | 0.0000% | $1591784.00        | $195728.99         | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLBT2304   | 2052-03-01      | 2.0000%  | 0.0000% | $558503.00         | $366355.15         | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLBU1450   | 2052-01-01      | 2.0000%  | 0.0000% | $23730472.00       | $15694392.42       | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLBU4707   | 2054-07-01      | 6.0000%  | 0.0000% | $6765000.00        | $4220311.47        | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLBU5836   | 2051-11-01      | 2.0000%  | 0.0000% | $1414000.00        | $857895.47         | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLBU9074   | 2052-01-01      | 2.0000%  | 0.0000% | $175000.00         | $116190.22         | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLBV3022   | 2052-02-01      | 2.0000%  | 0.0000% | $103459.00         | $65948.77          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLBV5905   | 2055-07-01      | 5.5000%  | 0.0000% | $3323520.00        | $3355211.36        | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBV7709   | 2052-04-01      | 3.0000%  | 0.0000% | $1000.00           | $725.31            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBW0026   | 2052-07-01      | 4.0000%  | 0.0000% | $1000.00           | $831.26            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLBX0849   | 2053-01-01      | 5.5000%  | 0.0000% | $103000.00         | $102031.89         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBX8071   | 2053-03-01      | 5.0000%  | 0.0000% | $3272.00           | $2596.24           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBX9351   | 2053-04-01      | 5.0000%  | 0.0000% | $6309.00           | $5759.40           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCA1704   | 2048-05-01      | 4.5000%  | 0.0000% | $11433334.00       | $2318194.45        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLCA1009   | 2048-01-01      | 4.0000%  | 0.0000% | $396698.00         | $79686.38          | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLCA1368   | 2048-03-01      | 4.0000%  | 0.0000% | $1745575.00        | $359579.15         | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLCA1881   | 2048-06-01      | 4.0000%  | 0.0000% | $1000.00           | $207.68            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLCA2306   | 2048-09-01      | 4.0000%  | 0.0000% | $2149.00           | $416.62            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLCA2333   | 2048-09-01      | 4.0000%  | 0.0000% | $2081.00           | $684.56            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 GLCA3795   | 2049-04-01      | 4.5000%  | 0.0000% | $2545834.00        | $1189962.33        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCA4185   | 2049-09-01      | 4.5000%  | 0.0000% | $26009.00          | $3455.92           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLCA4346   | 2049-10-01      | 3.0000%  | 0.0000% | $1000.00           | $544.27            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLCA5368   | 2050-03-01      | 4.0000%  | 0.0000% | $119090.00         | $18395.95          | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCA5379   | 2050-03-01      | 4.5000%  | 0.0000% | $1000.00           | $320.58            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLCA5419   | 2050-03-01      | 2.5000%  | 0.0000% | $1020000.00        | $286854.66         | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLCA6801   | 2050-08-01      | 2.5000%  | 0.0000% | $287000.00         | $115321.96         | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLCA7963   | 2050-11-01      | 2.5000%  | 0.0000% | $2600000.00        | $1422378.15        | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLCB0153   | 2051-04-01      | 2.0000%  | 0.0000% | $110742.00         | $71298.72          | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLCB0573   | 2046-05-01      | 2.5000%  | 0.0000% | $271000.00         | $175292.24         | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLCB1784   | 2051-10-01      | 2.5000%  | 0.0000% | $350000.00         | $225275.24         | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLCB2622   | 2052-01-01      | 2.5000%  | 0.0000% | $5608000.00        | $3489178.37        | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLCB2664   | 2052-01-01      | 3.0000%  | 0.0000% | $1600000.00        | $1013796.90        | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLCB1917   | 2051-10-01      | 3.0000%  | 0.0000% | $2173000.00        | $1474831.58        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLCB3530   | 2052-05-01      | 4.0000%  | 0.0000% | $290000.00         | $189261.22         | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLCB2767   | 2052-01-01      | 2.0000%  | 0.0000% | $500000.00         | $333048.69         | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLCB2854   | 2052-02-01      | 2.5000%  | 0.0000% | $114062.00         | $72220.57          | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLCB3299   | 2047-04-01      | 2.5000%  | 0.0000% | $790000.00         | $564900.47         | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLCB3630   | 2052-05-01      | 4.0000%  | 0.0000% | $535000.00         | $400611.74         | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CRMA1510   | 2043-07-01      | 4.0000%  | 0.0000% | $3000.00           | $425.65            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CRMA1547   | 2043-07-01      | 4.0000%  | 0.0000% | $4001.00           | $700.40            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CRMA1664   | 2043-10-01      | 4.5000%  | 0.0000% | $900000.00         | $126457.95         | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLMA2683   | 2046-07-01      | 4.0000%  | 0.0000% | $47300000.00       | $4148723.52        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLMA1958   | 2044-06-01      | 4.0000%  | 0.0000% | $185368.00         | $14167.40          | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CKMA2270   | 2045-05-01      | 3.0000%  | 0.0000% | $5800000.00        | $431008.32         | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CTMA3216   | 2037-12-01      | 4.0000%  | 0.0000% | $5000.00           | $803.72            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CNMA3286   | 2028-02-01      | 3.0000%  | 0.0000% | $5000.00           | $228.64            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLMA3416   | 2048-07-01      | 4.5000%  | 0.0000% | $4581212.00        | $353432.47         | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CNMA3624   | 2029-03-01      | 4.0000%  | 0.0000% | $400000.00         | $29782.27          | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLMA3638   | 2049-04-01      | 4.0000%  | 0.0000% | $1000000.00        | $85062.71          | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLMA3747   | 2049-08-01      | 4.5000%  | 0.0000% | $191323.00         | $18173.93          | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CTMA3788   | 2039-09-01      | 2.5000%  | 0.0000% | $24374.00          | $3149.00           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CKMA3811   | 2049-10-01      | 3.0000%  | 0.0000% | $1500000.00        | $119915.93         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLMA3991   | 2050-04-01      | 3.0000%  | 0.0000% | $375000.00         | $71891.17          | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIMA4099   | 2035-08-01      | 2.5000%  | 0.0000% | $3000.00           | $947.44            | Agency Mortgage-Backed Securities         |
| FNMS 01.500 CIMA4359   | 2036-06-01      | 1.5000%  | 0.0000% | $7419.00           | $3906.57           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CIMA5330   | 2039-04-01      | 5.5000%  | 0.0000% | $231000.00         | $135942.10         | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIMA4603   | 2037-05-01      | 2.5000%  | 0.0000% | $213000.00         | $130397.46         | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIMA4628   | 2037-06-01      | 2.5000%  | 0.0000% | $38000.00          | $23446.73          | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLMA4785   | 2052-10-01      | 5.0000%  | 0.0000% | $126000.00         | $91998.37          | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLMA4802   | 2052-11-01      | 3.0000%  | 0.0000% | $2000.00           | $1573.91           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLMA4916   | 2053-02-01      | 4.0000%  | 0.0000% | $6000.00           | $4806.61           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLMA4917   | 2053-02-01      | 4.5000%  | 0.0000% | $7000.00           | $5662.75           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLMA5071   | 2053-07-01      | 5.0000%  | 0.0000% | $46000.00          | $38122.79          | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLMA5106   | 2053-08-01      | 5.0000%  | 0.0000% | $63004.00          | $52287.50          | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLMA5089   | 2053-07-01      | 4.0000%  | 0.0000% | $2000.00           | $1644.44           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CIMA5220   | 2038-12-01      | 6.0000%  | 0.0000% | $4000.00           | $1850.99           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLMA5245   | 2054-01-01      | 5.0000%  | 0.0000% | $1000.00           | $891.92            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLMA5552   | 2054-12-01      | 5.0000%  | 0.0000% | $4000.00           | $3696.98           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CKMA5571   | 2054-11-01      | 6.0000%  | 0.0000% | $1000.00           | $942.74            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLMA5613   | 2055-02-01      | 5.0000%  | 0.0000% | $203000.00         | $189758.34         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLMA5647   | 2055-03-01      | 6.0000%  | 0.0000% | $212000.00         | $169071.89         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLMA5701   | 2055-05-01      | 6.0000%  | 0.0000% | $15915528.00       | $13218755.87       | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLMA5761   | 2055-07-01      | 6.0000%  | 0.0000% | $12000.00          | $10984.19          | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLMA5943   | 2056-01-01      | 4.5000%  | 0.0000% | $539412.00         | $530856.21         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLMA5971   | 2056-01-01      | 5.0000%  | 0.0000% | $100999534.00      | $101526325.15      | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CTMA5956   | 2046-01-01      | 5.5000%  | 0.0000% | $1157788.00        | $1175464.83        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CTAE0594   | 2027-07-01      | 6.0000%  | 0.0000% | $17123131.00       | $14074.12          | Agency Mortgage-Backed Securities         |
| GNII JM MA4645 M       | 2047-07-20      | 4.5000%  | 0.0000% | $1048404.00        | $79914.75          | Agency Mortgage-Backed Securities         |
| GNII JM MA5253 M       | 2048-06-20      | 3.5000%  | 0.0000% | $1017000.00        | $34831.76          | Agency Mortgage-Backed Securities         |
| GNII JM MA6274 M       | 2049-11-20      | 3.0000%  | 0.0000% | $1000000.00        | $82716.93          | Agency Mortgage-Backed Securities         |
| GNII FS MA5425 M       | 2041-08-20      | 4.5000%  | 0.0000% | $117551.00         | $90693.85          | Agency Mortgage-Backed Securities         |
| GNII JM MA5517 M       | 2048-09-20      | 3.5000%  | 0.0000% | $505000.00         | $15641.88          | Agency Mortgage-Backed Securities         |
| GNII JM MA5640 M       | 2048-11-20      | 3.5000%  | 0.0000% | $1000000.00        | $17396.19          | Agency Mortgage-Backed Securities         |
| GNII JM MA5699 M       | 2049-01-20      | 3.5000%  | 0.0000% | $700000.00         | $20509.19          | Agency Mortgage-Backed Securities         |
| GNII JM MA5865 M       | 2049-04-20      | 3.5000%  | 0.0000% | $550000.00         | $12136.28          | Agency Mortgage-Backed Securities         |
| GNII JM MA5921 M       | 2049-05-20      | 3.5000%  | 0.0000% | $1050000.00        | $18088.12          | Agency Mortgage-Backed Securities         |
| GNII JM MA5976 M       | 2049-06-20      | 3.5000%  | 0.0000% | $2012214.00        | $46229.90          | Agency Mortgage-Backed Securities         |
| GNII JM MA6081 M       | 2049-08-20      | 3.5000%  | 0.0000% | $2000000.00        | $92403.27          | Agency Mortgage-Backed Securities         |
| GNII JM MA6589 M       | 2050-04-20      | 3.0000%  | 0.0000% | $500000.00         | $66420.80          | Agency Mortgage-Backed Securities         |
| GNII JM MA6590 M       | 2050-04-20      | 3.5000%  | 0.0000% | $500000.00         | $43019.23          | Agency Mortgage-Backed Securities         |
| GNII JM MA6647 M       | 2050-05-20      | 3.5000%  | 0.0000% | $380000.00         | $35275.87          | Agency Mortgage-Backed Securities         |
| GNII JM MA6648 M       | 2050-05-20      | 4.0000%  | 0.0000% | $10000.00          | $1155.93           | Agency Mortgage-Backed Securities         |
| GNII JM MA6756 M       | 2050-07-20      | 2.5000%  | 0.0000% | $115826.00         | $32446.96          | Agency Mortgage-Backed Securities         |
| GNII JM MA6856 M       | 2050-09-20      | 3.0000%  | 0.0000% | $500000.00         | $91212.19          | Agency Mortgage-Backed Securities         |
| GNII JM MA6885 M       | 2050-09-20      | 2.0000%  | 0.0000% | $135000.00         | $64541.93          | Agency Mortgage-Backed Securities         |
| GNII JM MA7042 M       | 2050-12-20      | 2.0000%  | 0.0000% | $135000.00         | $68810.05          | Agency Mortgage-Backed Securities         |
| GNII JM MA7409 M       | 2051-06-20      | 2.0000%  | 0.0000% | $85000.00          | $49655.72          | Agency Mortgage-Backed Securities         |
| GNII RG CN6482 C       | 2048-01-20      | 3.0000%  | 0.0000% | $85000.00          | $58109.98          | Agency Mortgage-Backed Securities         |
| GNII RG CN9873 C       | 2043-08-20      | 3.0000%  | 0.0000% | $61000.00          | $38226.20          | Agency Mortgage-Backed Securities         |
| GNII RG CO7019 C       | 2047-01-20      | 3.0000%  | 0.0000% | $82000.00          | $56777.41          | Agency Mortgage-Backed Securities         |
| GNII RG CO7322 C       | 2047-04-20      | 3.0000%  | 0.0000% | $100000.00         | $57958.71          | Agency Mortgage-Backed Securities         |
| GNII RG CO8601 C       | 2048-12-20      | 4.0000%  | 0.0000% | $50000.00          | $33116.47          | Agency Mortgage-Backed Securities         |
| GNII RG CO9673 C       | 2046-12-20      | 3.0000%  | 0.0000% | $48000.00          | $32090.95          | Agency Mortgage-Backed Securities         |
| GNII RG CP3380 C       | 2047-11-20      | 3.0000%  | 0.0000% | $123000.00         | $85856.28          | Agency Mortgage-Backed Securities         |
| GNII RG CK9357 C       | 2047-03-20      | 3.0000%  | 0.0000% | $126000.00         | $82502.43          | Agency Mortgage-Backed Securities         |
| GNII RG CK9415 C       | 2047-09-20      | 3.0000%  | 0.0000% | $107000.00         | $72005.57          | Agency Mortgage-Backed Securities         |
| GNII RG CK9447 C       | 2047-04-20      | 3.0000%  | 0.0000% | $102000.00         | $67048.78          | Agency Mortgage-Backed Securities         |
| GNII RG CL3644 C       | 2048-02-20      | 3.0000%  | 0.0000% | $166000.00         | $88944.69          | Agency Mortgage-Backed Securities         |
| GNII RG CM3246 C       | 2046-12-20      | 3.0000%  | 0.0000% | $56000.00          | $35663.87          | Agency Mortgage-Backed Securities         |
| GNII RG CM3318 C       | 2047-01-20      | 3.0000%  | 0.0000% | $130000.00         | $95757.05          | Agency Mortgage-Backed Securities         |
| GNII RG CM3361 C       | 2046-10-20      | 3.0000%  | 0.0000% | $41000.00          | $27338.91          | Agency Mortgage-Backed Securities         |
| GNII RG CM4722 C       | 2049-10-20      | 3.5000%  | 0.0000% | $120000.00         | $70480.65          | Agency Mortgage-Backed Securities         |
| GNII RG CM5211 C       | 2048-03-20      | 3.0000%  | 0.0000% | $26000.00          | $17134.27          | Agency Mortgage-Backed Securities         |
| GNII RG CP9544 C       | 2047-07-20      | 3.0000%  | 0.0000% | $68000.00          | $43201.73          | Agency Mortgage-Backed Securities         |
| GNPL PN CV1944         | 2065-12-15      | 5.7400%  | 0.0000% | $1007.00           | $1060.25           | Agency Mortgage-Backed Securities         |
| GNII FS 004436 M       | 2039-05-20      | 4.5000%  | 0.0000% | $860013.00         | $37154.98          | Agency Mortgage-Backed Securities         |
| GNII JM 004461 M       | 2039-06-20      | 4.5000%  | 0.0000% | $1315426.00        | $6495.27           | Agency Mortgage-Backed Securities         |
| GNII JM 004488 M       | 2039-07-20      | 4.5000%  | 0.0000% | $2000000.00        | $2526.05           | Agency Mortgage-Backed Securities         |
| GNII JM 004260 M       | 2038-10-20      | 6.0000%  | 0.0000% | $11599090.00       | $6639.17           | Agency Mortgage-Backed Securities         |
| GNII JM 004310 M       | 2038-12-20      | 6.0000%  | 0.0000% | $45089358.00       | $80975.70          | Agency Mortgage-Backed Securities         |
| GNII JM 004554 M       | 2039-10-20      | 5.0000%  | 0.0000% | $700000.00         | $3556.36           | Agency Mortgage-Backed Securities         |
| GNII JM 004631 M       | 2040-02-20      | 4.5000%  | 0.0000% | $50000.00          | $1011.05           | Agency Mortgage-Backed Securities         |
| GNII JM 004767 M       | 2040-08-20      | 4.5000%  | 0.0000% | $1000000.00        | $7281.86           | Agency Mortgage-Backed Securities         |
| GNII JM 004796 M       | 2040-09-20      | 4.5000%  | 0.0000% | $300000.00         | $1979.40           | Agency Mortgage-Backed Securities         |
| GNII JM 004850 M       | 2040-11-20      | 4.5000%  | 0.0000% | $925000.00         | $10915.98          | Agency Mortgage-Backed Securities         |
| GNII JM 004829 M       | 2040-10-20      | 5.0000%  | 0.0000% | $1346268.00        | $6435.38           | Agency Mortgage-Backed Securities         |
| GNII JM 004879 M       | 2040-12-20      | 4.0000%  | 0.0000% | $770609.00         | $12388.63          | Agency Mortgage-Backed Securities         |
| GNII JM 004880 M       | 2040-12-20      | 4.5000%  | 0.0000% | $975000.00         | $21830.28          | Agency Mortgage-Backed Securities         |
| GNII JM 004918 M       | 2041-01-20      | 4.0000%  | 0.0000% | $800000.00         | $10902.86          | Agency Mortgage-Backed Securities         |
| GNMI BD 621752 X       | 2033-11-15      | 6.5000%  | 0.0000% | $3999500.00        | $7684.04           | Agency Mortgage-Backed Securities         |

### Security 724: FICC - JPMORGAN CHASE & CO

- **C.1 - Title:** FICC - JPMORGAN CHASE & CO 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1EQOA1, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: ARP1EQOA1
- **C.18 - Value (incl. sponsor support):** $7313000000.00
- **C.18.a - Value (excl. sponsor support):** $7313000000.00
- **C.19 - Percentage of Net Assets:** 1.8700%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** Fixed Income Clearing Corp

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2026-03-05      | 0.0000%  | 0.0000% | $1255590000.00     | $1251676325.97     | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-02-03      | 0.0000%  | 0.0000% | $577100.00         | $577042.87         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-21      | 0.0000%  | 0.0000% | $275100.00         | $272160.01         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-26      | 0.0000%  | 0.0000% | $386900000.00      | $382568267.60      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-15      | 2.2500%  | 0.0000% | $468256000.00      | $460032842.55      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-06-30      | 1.8750%  | 0.0000% | $3985100.00        | $3962966.23        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-30      | 1.6250%  | 0.0000% | $16600.00          | $16381.80          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-03-31      | 0.7500%  | 0.0000% | $767800.00         | $766173.60         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-09-30      | 1.2500%  | 0.0000% | $638200000.00      | $603189343.87      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-10-31      | 1.3750%  | 0.0000% | $326405600.00      | $308686179.69      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-06-15      | 4.1250%  | 0.0000% | $2617300.00        | $2636013.46        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-12-15      | 4.3750%  | 0.0000% | $457837600.00      | $463419027.75      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-02-28      | 4.6250%  | 0.0000% | $1413161600.00     | $1441113780.30     | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-03-31      | 4.5000%  | 0.0000% | $566323200.00      | $575509765.11      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-30      | 3.7627%  | 0.0000% | $20842700.00       | $21049432.04       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-06-30      | 4.6250%  | 0.0000% | $5172600.00        | $5212800.79        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-03-31      | 3.8750%  | 0.0000% | $1906791700.00     | $1938571505.79     | U.S. Treasuries (including strips) |

### Security 725: WELLS FARGO BANK NA

- **C.1 - Title:** WELLS FARGO BANK NA 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1EQOD5, C.3 - LEI: KB1H1DSPRFMYMCUFXT09, C.5 - Other ID: ARP1EQOD5
- **C.18 - Value (incl. sponsor support):** $6427000000.00
- **C.18.a - Value (excl. sponsor support):** $6427000000.00
- **C.19 - Percentage of Net Assets:** 1.6400%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Farm Federal Credit Bank | 2036-08-11      | 3.4600%  | 0.0000% | $6786000.00        | $6361378.11        | Agency Debentures and Agency Strips       |
| Farm Federal Credit Bank | 2034-09-27      | 2.4000%  | 0.0000% | $721000.00         | $631077.60         | Agency Debentures and Agency Strips       |
| Farm Federal Credit Bank | 2038-01-13      | 4.3750%  | 0.0000% | $500000.00         | $488016.99         | Agency Debentures and Agency Strips       |
| Farm Federal Credit Bank | 2036-10-06      | 2.0800%  | 0.0000% | $30000000.00       | $24252230.00       | Agency Debentures and Agency Strips       |
| Farm Federal Credit Bank | 2037-09-08      | 4.0000%  | 0.0000% | $6716000.00        | $6454195.40        | Agency Debentures and Agency Strips       |
| Farm Federal Credit Bank | 2037-02-23      | 2.6600%  | 0.0000% | $25000000.00       | $21203988.89       | Agency Debentures and Agency Strips       |
| Farm Federal Credit Bank | 2037-03-30      | 3.0800%  | 0.0000% | $10000000.00       | $8834266.67        | Agency Debentures and Agency Strips       |
| Farm Federal Credit Bank | 2026-06-23      | 4.3750%  | 0.0000% | $36000.00          | $36255.66          | Agency Debentures and Agency Strips       |
| 5.00 FHLB 28 XX          | 2028-06-09      | 5.0000%  | 0.0000% | $80000.00          | $83011.23          | Agency Debentures and Agency Strips       |
| 5.125 FHLB 38 D          | 2038-06-11      | 5.1250%  | 0.0000% | $5000000.00        | $5237518.47        | Agency Debentures and Agency Strips       |
| Fannie Mae               | 2026-03-15      | 0.0000%  | 0.0000% | $24000.00          | $23889.12          | Agency Debentures and Agency Strips       |
| Fannie Mae               | 2032-07-15      | 0.0000%  | 0.0000% | $10000000.00       | $7648120.00        | Agency Debentures and Agency Strips       |
| Fannie Mae               | 2027-05-15      | 0.0000%  | 0.0000% | $2920000.00        | $2783215.52        | Agency Debentures and Agency Strips       |
| Fannie Mae               | 2026-04-24      | 2.1250%  | 0.0000% | $65000.00          | $65145.38          | Agency Debentures and Agency Strips       |
| Fannie Mae               | 2026-04-08      | 0.0000%  | 0.0000% | $4365000.00        | $4333379.94        | Agency Debentures and Agency Strips       |
| Fannie Mae               | 2033-10-03      | 0.0000%  | 0.0000% | $679000.00         | $489549.49         | Agency Debentures and Agency Strips       |
| Fannie Mae               | 2037-07-15      | 5.6250%  | 0.0000% | $25434000.00       | $27921972.96       | Agency Debentures and Agency Strips       |
| 4.250 TVBD 52 A          | 2052-09-15      | 4.2500%  | 0.0000% | $4750000.00        | $4096046.12        | Agency Debentures and Agency Strips       |
| 4.875 TVBD 35 B          | 2035-05-15      | 4.8750%  | 0.0000% | $56389000.00       | $58530781.10       | Agency Debentures and Agency Strips       |
| TVIN 01/15/37            | 2037-01-15      | 0.0000%  | 0.0000% | $2322000.00        | $1383285.06        | Agency Debentures and Agency Strips       |
| TVIN 03/15/26            | 2026-03-15      | 0.0000%  | 0.0000% | $762000.00         | $758338.59         | Agency Debentures and Agency Strips       |
| TVIN 09/15/27            | 2027-09-15      | 0.0000%  | 0.0000% | $1313000.00        | $1234322.41        | Agency Debentures and Agency Strips       |
| TVIN 03/15/32            | 2032-03-15      | 0.0000%  | 0.0000% | $110000.00         | $83680.96          | Agency Debentures and Agency Strips       |
| TVIN 03/15/33            | 2033-03-15      | 0.0000%  | 0.0000% | $2535000.00        | $1837844.58        | Agency Debentures and Agency Strips       |
| TVIN 03/15/36            | 2036-03-15      | 0.0000%  | 0.0000% | $4954000.00        | $3069815.46        | Agency Debentures and Agency Strips       |
| TVIN 10/01/27            | 2027-10-01      | 0.0000%  | 0.0000% | $312000.00         | $292808.88         | Agency Debentures and Agency Strips       |
| TVIN 01/15/34            | 2034-01-15      | 0.0000%  | 0.0000% | $469000.00         | $327009.31         | Agency Debentures and Agency Strips       |
| TVIN 12/15/31            | 2031-12-15      | 0.0000%  | 0.0000% | $421000.00         | $331458.77         | Agency Debentures and Agency Strips       |
| TVIN 06/15/32            | 2032-06-15      | 0.0000%  | 0.0000% | $662000.00         | $498017.30         | Agency Debentures and Agency Strips       |
| TVIN 04/01/26            | 2026-04-01      | 0.0000%  | 0.0000% | $987000.00         | $980581.54         | Agency Debentures and Agency Strips       |
| 03.000 FGPC C91707 G     | 2033-06-01      | 3.0000%  | 0.0000% | $1500000.00        | $170245.93         | Agency Mortgage-Backed Securities         |
| 03.000 FGPC C91462 G     | 2032-06-01      | 3.0000%  | 0.0000% | $1500000.00        | $115457.99         | Agency Mortgage-Backed Securities         |
| FEPC 02.500 ZLZT2497     | 2043-06-15      | 2.5000%  | 0.0000% | $13744632.00       | $12150599.57       | Agency Mortgage-Backed Securities         |
| FEPC 03.000 ZLZT2498     | 2043-08-15      | 3.0000%  | 0.0000% | $54059746.00       | $48872174.87       | Agency Mortgage-Backed Securities         |
| FEPC 03.500 ZLZT2499     | 2046-06-15      | 3.5000%  | 0.0000% | $38686194.00       | $35942659.39       | Agency Mortgage-Backed Securities         |
| FEPC 04.000 ZLZT2492     | 2048-01-15      | 4.0000%  | 0.0000% | $34400416.00       | $32369056.94       | Agency Mortgage-Backed Securities         |
| FEPC 03.500 ZLZT2493     | 2047-11-15      | 3.5000%  | 0.0000% | $54853650.00       | $49758142.20       | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD8000     | 2049-07-01      | 3.0000%  | 0.0000% | $300000000.00      | $30819153.66       | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD8001     | 2049-07-01      | 3.5000%  | 0.0000% | $750000000.00      | $66847692.08       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD8350     | 2053-08-01      | 6.0000%  | 0.0000% | $40909564.00       | $28309197.61       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD8363     | 2053-09-01      | 6.0000%  | 0.0000% | $1817190.00        | $1282605.01        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8367     | 2053-10-01      | 5.5000%  | 0.0000% | $18433720.00       | $14664879.48       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD8373     | 2053-11-01      | 6.0000%  | 0.0000% | $220515904.00      | $152032366.47      | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8408     | 2054-03-01      | 5.5000%  | 0.0000% | $240000000.00      | $190578467.22      | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD8447     | 2054-07-01      | 6.0000%  | 0.0000% | $140300000.00      | $97876208.44       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD8454     | 2054-08-01      | 6.0000%  | 0.0000% | $51000000.00       | $36853388.49       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD8516     | 2055-03-01      | 6.0000%  | 0.0000% | $19440684.00       | $15512658.62       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD8495     | 2054-12-01      | 6.0000%  | 0.0000% | $6130000.00        | $4768986.33        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD8525     | 2055-04-01      | 6.0000%  | 0.0000% | $240152.00         | $193180.41         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD8534     | 2055-05-01      | 6.0000%  | 0.0000% | $198381114.00      | $166868606.31      | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD4340     | 2053-11-01      | 5.5000%  | 0.0000% | $4802000.00        | $4051289.28        | Agency Mortgage-Backed Securities         |
| FKAR 02.650 WAWA3175     | 2036-12-01      | 2.6500%  | 0.0000% | $1000000.00        | $808674.57         | Agency Mortgage-Backed Securities         |
| FKAR 04.750 WNWN0179     | 2045-01-01      | 4.7500%  | 0.0000% | $10000000.00       | $9592463.89        | Agency Mortgage-Backed Securities         |
| FKAR 04.250 WNWN2623     | 2031-09-01      | 4.2500%  | 0.0000% | $3000000.00        | $3016750.83        | Agency Mortgage-Backed Securities         |
| FKAR 03.600 WEWE5046     | 2038-02-01      | 3.6000%  | 0.0000% | $2226000.00        | $2101152.56        | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLQA0882     | 2049-07-01      | 3.0000%  | 0.0000% | $6000000.00        | $727253.65         | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLQA2744     | 2049-09-01      | 3.0000%  | 0.0000% | $350000000.00      | $54876609.38       | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLQA2853     | 2049-09-01      | 3.0000%  | 0.0000% | $500000000.00      | $96428441.59       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQJ0957     | 2054-07-01      | 6.0000%  | 0.0000% | $13679974.00       | $10353169.75       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQJ3870     | 2054-09-01      | 6.0000%  | 0.0000% | $13807772.00       | $11305746.04       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQJ4547     | 2054-09-01      | 6.0000%  | 0.0000% | $14425101.00       | $12221912.74       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQJ6718     | 2054-10-01      | 6.0000%  | 0.0000% | $1026815.00        | $783039.79         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQJ9527     | 2054-11-01      | 6.0000%  | 0.0000% | $12954899.00       | $10689928.63       | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLRA2055     | 2050-01-02      | 3.0000%  | 0.0000% | $300000000.00      | $56758309.50       | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLRA3503     | 2050-09-01      | 2.0000%  | 0.0000% | $560000.00         | $294735.79         | Agency Mortgage-Backed Securities         |
| FEPC 01.500 CLRA4014     | 2050-10-01      | 1.5000%  | 0.0000% | $531504.00         | $358408.27         | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLRA5845     | 2051-09-01      | 2.5000%  | 0.0000% | $2419368.00        | $1571438.81        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRA9799     | 2053-09-01      | 6.0000%  | 0.0000% | $16746832.00       | $12570422.52       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRA9129     | 2053-08-01      | 6.0000%  | 0.0000% | $14541846.00       | $9302430.51        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRA9196     | 2053-08-01      | 5.5000%  | 0.0000% | $3072615.00        | $2263706.28        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRA9311     | 2053-08-01      | 5.0000%  | 0.0000% | $1719043.00        | $1573758.34        | Agency Mortgage-Backed Securities         |
| FEPC 03.000 3PRE6061     | 2050-09-01      | 3.0000%  | 0.0000% | $5000000.00        | $951795.10         | Agency Mortgage-Backed Securities         |
| FEPC 02.500 ZLSI2121     | 2051-01-25      | 2.5000%  | 0.0000% | $31236028.00       | $26480463.46       | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX HYAN3417     | 2026-11-01      | 2.4400%  | 0.0000% | $2000000.00        | $1982423.11        | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX H2AN3800     | 2027-04-01      | 2.6200%  | 0.0000% | $3000000.00        | $2474878.81        | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX HYAN5732     | 2032-06-01      | 3.2600%  | 0.0000% | $995000.00         | $937969.70         | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HYAN9508     | 2039-10-01      | 4.2900%  | 0.0000% | $3000000.00        | $2842427.50        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDA4246     | 2053-12-01      | 6.5000%  | 0.0000% | $4649528.00        | $1831452.76        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDA4708     | 2053-12-01      | 6.5000%  | 0.0000% | $3690138.00        | $2378768.92        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDA5003     | 2053-11-01      | 6.0000%  | 0.0000% | $399441.00         | $206137.13         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDA5973     | 2054-01-01      | 6.0000%  | 0.0000% | $271936.00         | $189632.62         | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDA6496     | 2053-12-01      | 6.5000%  | 0.0000% | $15034151.00       | $8278428.58        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDB4440     | 2054-08-01      | 6.0000%  | 0.0000% | $8111274.00        | $7317306.32        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDC1999     | 2054-09-01      | 6.0000%  | 0.0000% | $3277039.00        | $2595238.61        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDC2987     | 2054-10-01      | 6.0000%  | 0.0000% | $9147887.00        | $6917855.16        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDC3465     | 2054-09-01      | 6.0000%  | 0.0000% | $18594910.00       | $14259385.67       | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDC3459     | 2054-09-01      | 6.0000%  | 0.0000% | $7678811.00        | $6639873.97        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDC6827     | 2054-12-01      | 6.0000%  | 0.0000% | $30303.00          | $23925.81          | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDC7035     | 2054-12-01      | 6.0000%  | 0.0000% | $9027051.00        | $7503053.26        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDC8824     | 2054-12-01      | 6.0000%  | 0.0000% | $233145.00         | $204282.63         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDD0835     | 2055-01-01      | 6.0000%  | 0.0000% | $2059289.00        | $1917442.61        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDD8419     | 2055-06-01      | 6.0000%  | 0.0000% | $8978930.00        | $8873436.50        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDE1721     | 2055-06-01      | 6.0000%  | 0.0000% | $10491342.00       | $8189691.53        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 U4BF0200     | 2051-11-01      | 3.5000%  | 0.0000% | $3000000.00        | $802582.18         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLBV1687     | 2055-05-01      | 6.0000%  | 0.0000% | $2710213.00        | $2673538.05        | Agency Mortgage-Backed Securities         |
| FHDN 04/01/26            | 2026-04-01      | 0.0000%  | 0.0000% | $4959000.00        | $4930118.78        | Agency Debentures and Agency Strips       |
| FHDN 04/06/26            | 2026-04-06      | 0.0000%  | 0.0000% | $14549000.00       | $14457006.67       | Agency Debentures and Agency Strips       |
| FHDN 05/14/26            | 2026-05-14      | 0.0000%  | 0.0000% | $22518000.00       | $22290297.98       | Agency Debentures and Agency Strips       |
| FHDN 05/15/26            | 2026-05-15      | 0.0000%  | 0.0000% | $4809000.00        | $4759885.68        | Agency Debentures and Agency Strips       |
| FHDN 05/21/26            | 2026-05-21      | 0.0000%  | 0.0000% | $54181000.00       | $53596007.74       | Agency Debentures and Agency Strips       |
| FHDN 05/22/26            | 2026-05-22      | 0.0000%  | 0.0000% | $100403000.00      | $99308908.51       | Agency Debentures and Agency Strips       |
| Farm Federal Credit Bank | 2034-08-01      | 3.6900%  | 0.0000% | $2031000.00        | $1977571.50        | Agency Debentures and Agency Strips       |
| Farm Federal Credit Bank | 2036-02-19      | 3.3000%  | 0.0000% | $5000000.00        | $4579851.67        | Agency Debentures and Agency Strips       |
| Farm Federal Credit Bank | 2036-02-26      | 3.1250%  | 0.0000% | $6000000.00        | $5405508.33        | Agency Debentures and Agency Strips       |
| Farm Federal Credit Bank | 2036-01-04      | 3.4800%  | 0.0000% | $1520000.00        | $1413071.55        | Agency Debentures and Agency Strips       |
| Farm Federal Credit Bank | 2036-05-20      | 3.0400%  | 0.0000% | $5180000.00        | $4608636.22        | Agency Debentures and Agency Strips       |
| Farm Federal Credit Bank | 2036-07-07      | 2.6000%  | 0.0000% | $5940000.00        | $5019960.00        | Agency Debentures and Agency Strips       |
| Farm Federal Credit Bank | 2036-12-26      | 3.2100%  | 0.0000% | $7000000.00        | $6233728.67        | Agency Debentures and Agency Strips       |
| Farm Federal Credit Bank | 2037-04-28      | 3.3300%  | 0.0000% | $7500000.00        | $6811417.50        | Agency Debentures and Agency Strips       |
| Farm Federal Credit Bank | 2037-01-26      | 3.1900%  | 0.0000% | $6900000.00        | $6109808.17        | Agency Debentures and Agency Strips       |
| Farm Federal Credit Bank | 2037-02-25      | 3.5700%  | 0.0000% | $5000000.00        | $4658019.17        | Agency Debentures and Agency Strips       |
| Farm Federal Credit Bank | 2038-01-26      | 3.3100%  | 0.0000% | $7300000.00        | $6376219.88        | Agency Debentures and Agency Strips       |
| 3.50 FHLB 35 M           | 2035-06-01      | 3.5000%  | 0.0000% | $6000000.00        | $5650590.67        | Agency Debentures and Agency Strips       |
| 3.80 FHLB 35 R           | 2035-06-29      | 3.8000%  | 0.0000% | $11910000.00       | $11460412.06       | Agency Debentures and Agency Strips       |
| 3.315 FHLB 35 Y          | 2035-11-13      | 3.3150%  | 0.0000% | $12900000.00       | $11895327.58       | Agency Debentures and Agency Strips       |
| 3.60 FHLB 38 U           | 2038-05-10      | 3.6000%  | 0.0000% | $15000000.00       | $13644075.00       | Agency Debentures and Agency Strips       |
| 3.75 FHLB 38 X           | 2038-06-11      | 3.7500%  | 0.0000% | $10000000.00       | $9230221.67        | Agency Debentures and Agency Strips       |
| 3.25 FHLB 28 G4973       | 2028-11-16      | 3.2500%  | 0.0000% | $10000000.00       | $9990435.56        | Agency Debentures and Agency Strips       |
| 2.50 FHLB 39 UU          | 2039-12-09      | 2.5000%  | 0.0000% | $765000.00         | $599363.48         | Agency Debentures and Agency Strips       |
| 1.375 FHLB 35 AY         | 2035-03-09      | 1.3750%  | 0.0000% | $3000000.00        | $2317606.25        | Agency Debentures and Agency Strips       |
| Freddie Mac              | 2026-02-25      | 0.6600%  | 0.0000% | $75000.00          | $75051.43          | Agency Debentures and Agency Strips       |
| 2.50 FHLB 41 AS          | 2041-12-13      | 2.5000%  | 0.0000% | $5000000.00        | $3611759.44        | Agency Debentures and Agency Strips       |
| 3.125 FHLB 37 AW         | 2037-03-13      | 3.1250%  | 0.0000% | $3805000.00        | $3378997.38        | Agency Debentures and Agency Strips       |
| 3.625 FHLB 37 BE         | 2037-06-12      | 3.6250%  | 0.0000% | $6815000.00        | $6352297.85        | Agency Debentures and Agency Strips       |
| 3.375 FHLB 32 GY         | 2032-09-10      | 3.3750%  | 0.0000% | $5000000.00        | $4870990.00        | Agency Debentures and Agency Strips       |
| 4.875 FHLB 37 CA         | 2037-09-11      | 4.8750%  | 0.0000% | $5000000.00        | $5214164.58        | Agency Debentures and Agency Strips       |
| 4.00 FHLB 33 FU          | 2033-06-10      | 4.0000%  | 0.0000% | $17090000.00       | $17086864.93       | Agency Debentures and Agency Strips       |
| 4.875 FHLB 31 SV         | 2031-09-12      | 4.8750%  | 0.0000% | $15825000.00       | $16878731.36       | Agency Debentures and Agency Strips       |
| 4.75 FHLB 34 HS          | 2034-03-10      | 4.7500%  | 0.0000% | $20000000.00       | $21007664.44       | Agency Debentures and Agency Strips       |
| 5.00 FHLB 39 BQ          | 2039-03-11      | 5.0000%  | 0.0000% | $58935000.00       | $61736390.10       | Agency Debentures and Agency Strips       |
| 5.25 FHLB 44 AY          | 2044-03-11      | 5.2500%  | 0.0000% | $6165000.00        | $6453237.38        | Agency Debentures and Agency Strips       |
| Farm Federal Credit Bank | 2039-08-03      | 4.8400%  | 0.0000% | $733000.00         | $749604.40         | Agency Debentures and Agency Strips       |
| FHDN 03/02/26            | 2026-03-02      | 0.0000%  | 0.0000% | $17078000.00       | $17030454.85       | Agency Debentures and Agency Strips       |
| GNRA 2009-052 FD         | 2039-07-16      | 4.7419%  | 0.0000% | $63000000.00       | $513493.37         | Agency Collateralized Mortgage Obligation |
| GNRA 2012-097 JF         | 2042-08-16      | 4.0419%  | 0.0000% | $506000.00         | $16338.19          | Agency Collateralized Mortgage Obligation |
| GNRA 2007-051 FN         | 2037-08-20      | 4.2098%  | 0.0000% | $3522973.00        | $1210363.69        | Agency Collateralized Mortgage Obligation |
| GNRA 2015-170 AF         | 2045-11-20      | 4.0698%  | 0.0000% | $48093505.00       | $7714729.92        | Agency Collateralized Mortgage Obligation |
| GNRA 2016-20 FA          | 2046-09-20      | 4.1898%  | 0.0000% | $30000000.00       | $6565001.78        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-117 FA         | 2055-07-20      | 4.8530%  | 0.0000% | $50000000.00       | $48316897.14       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-098 TF         | 2055-06-20      | 4.9030%  | 0.0000% | $100000000.00      | $87932676.33       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-124 FE         | 2055-07-20      | 4.8530%  | 0.0000% | $193561000.00      | $192463088.56      | Agency Collateralized Mortgage Obligation |
| GNRA 2025-151 FB         | 2055-09-20      | 4.7730%  | 0.0000% | $100000000.00      | $99669271.47       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-156 GF         | 2055-09-20      | 4.7030%  | 0.0000% | $50000000.00       | $49866089.11       | Agency Collateralized Mortgage Obligation |
| GNRA 2021-175 UF         | 2051-10-20      | 3.0000%  | 0.0000% | $100000000.00      | $61452409.38       | Agency Collateralized Mortgage Obligation |
| GNRA 2021-193 EF         | 2051-11-20      | 2.5000%  | 0.0000% | $27049000.00       | $15668549.41       | Agency Collateralized Mortgage Obligation |
| GNRA 2022-012 FA         | 2052-01-20      | 3.0000%  | 0.0000% | $100000000.00      | $58829790.61       | Agency Collateralized Mortgage Obligation |
| GNRA 2022-056 FA         | 2052-03-20      | 3.5000%  | 0.0000% | $200000000.00      | $128382422.56      | Agency Collateralized Mortgage Obligation |
| GNRA 2023-023 F          | 2053-02-20      | 4.5030%  | 0.0000% | $100000000.00      | $50383032.35       | Agency Collateralized Mortgage Obligation |
| GNRA 2023-053 AF         | 2053-04-20      | 4.6030%  | 0.0000% | $50000000.00       | $20041592.91       | Agency Collateralized Mortgage Obligation |
| GNRA 2022-160 NF         | 2052-09-20      | 4.2030%  | 0.0000% | $8006953.00        | $5638820.31        | Agency Collateralized Mortgage Obligation |
| GNRA 2023-096 FA         | 2053-07-20      | 4.7530%  | 0.0000% | $25000000.00       | $14153855.06       | Agency Collateralized Mortgage Obligation |
| GNRA 2023-097 FC         | 2053-07-20      | 4.7530%  | 0.0000% | $100000000.00      | $56550105.88       | Agency Collateralized Mortgage Obligation |
| GNRA 2023-190 FD         | 2053-12-20      | 4.9530%  | 0.0000% | $100000000.00      | $39149216.77       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-014 FC         | 2054-01-20      | 4.9030%  | 0.0000% | $100000000.00      | $54639501.78       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-030 F          | 2054-02-20      | 4.9030%  | 0.0000% | $20000000.00       | $11105434.82       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-064 FD         | 2054-04-20      | 4.8030%  | 0.0000% | $17640000.00       | $9006675.87        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-064 FM         | 2054-04-20      | 4.7530%  | 0.0000% | $38750000.00       | $26229151.76       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-060 FD         | 2054-04-20      | 4.8530%  | 0.0000% | $100000000.00      | $58830856.51       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-080 FB         | 2054-05-20      | 4.9030%  | 0.0000% | $100000000.00      | $43524065.23       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-047 FA         | 2055-03-20      | 4.7530%  | 0.0000% | $100000000.00      | $85333373.20       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-025 FY         | 2055-02-20      | 4.8530%  | 0.0000% | $30000000.00       | $24930628.76       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-044 FB         | 2055-03-20      | 4.7530%  | 0.0000% | $100000000.00      | $79968124.96       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-045 FH         | 2055-03-20      | 4.7730%  | 0.0000% | $100000000.00      | $90454467.74       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-066 FC         | 2055-04-20      | 4.8530%  | 0.0000% | $94243624.00       | $84639045.74       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-060 KF         | 2055-04-20      | 4.7530%  | 0.0000% | $150000000.00      | $136644330.69      | Agency Collateralized Mortgage Obligation |
| GNRA 2025-101 FA         | 2055-06-20      | 5.5030%  | 0.0000% | $100000000.00      | $92609073.72       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-083 VF         | 2055-05-20      | 4.9530%  | 0.0000% | $26837000.00       | $25456575.88       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-171 GF         | 2055-10-20      | 4.7030%  | 0.0000% | $20000000.00       | $20081909.57       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-188 FD         | 2055-11-20      | 4.7030%  | 0.0000% | $100000000.00      | $99528102.46       | Agency Collateralized Mortgage Obligation |
| GNRA 2026-001 GF         | 2056-01-20      | 4.7384%  | 0.0000% | $60000000.00       | $60411853.98       | Agency Collateralized Mortgage Obligation |
| FNMS 06.000 CLBY7307     | 2053-09-01      | 6.0000%  | 0.0000% | $721396.00         | $513663.64         | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCA7778     | 2050-11-01      | 4.5000%  | 0.0000% | $5333505.00        | $2466697.33        | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLCA7861     | 2050-10-01      | 2.0000%  | 0.0000% | $1128575.00        | $813473.86         | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLCA7916     | 2050-11-01      | 2.0000%  | 0.0000% | $1103652.00        | $493037.63         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFA0287     | 2054-12-01      | 6.0000%  | 0.0000% | $13871602.00       | $10921554.13       | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFA1559     | 2055-05-01      | 5.5000%  | 0.0000% | $950000.00         | $936396.13         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFA2432     | 2055-06-01      | 5.5000%  | 0.0000% | $43690499.00       | $41713603.82       | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFA3324     | 2055-08-01      | 6.0000%  | 0.0000% | $98206714.00       | $98841370.15       | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFA3610     | 2055-09-01      | 6.0000%  | 0.0000% | $244685075.00      | $249999999.14      | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFA3881     | 2055-10-01      | 6.0000%  | 0.0000% | $243629499.00      | $249999999.08      | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFA4043     | 2054-03-01      | 6.0000%  | 0.0000% | $74834297.00       | $77341383.14       | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFM4114     | 2050-07-01      | 4.0000%  | 0.0000% | $5000000.00        | $1614064.99        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFS4522     | 2053-05-01      | 5.0000%  | 0.0000% | $221900.00         | $178010.50         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFS7086     | 2053-09-01      | 5.5000%  | 0.0000% | $29176828.00       | $21124728.64       | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CIFS7787     | 2039-04-01      | 6.0000%  | 0.0000% | $13690000.00       | $10187006.46       | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFS9980     | 2054-09-01      | 6.0000%  | 0.0000% | $29139552.00       | $22349741.36       | Agency Mortgage-Backed Securities         |
| FNMS 02.500 ZLFP0135     | 2044-07-25      | 2.5000%  | 0.0000% | $35300744.00       | $30694040.67       | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCC0565     | 2055-06-01      | 5.5000%  | 0.0000% | $98034431.00       | $96175462.33       | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCC1646     | 2055-12-01      | 5.5000%  | 0.0000% | $183653957.00      | $187390978.16      | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLAB6495     | 2037-10-01      | 3.0000%  | 0.0000% | $2000000.00        | $264803.79         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CTMA1338     | 2033-02-01      | 3.0000%  | 0.0000% | $2000000.00        | $200442.11         | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLMA3468     | 2048-09-01      | 4.5000%  | 0.0000% | $500000000.00      | $37443401.05       | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLMA3521     | 2048-11-01      | 4.0000%  | 0.0000% | $250000000.00      | $19357223.17       | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLMA3522     | 2048-11-01      | 4.5000%  | 0.0000% | $500000000.00      | $39893006.24       | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLMA3238     | 2048-01-01      | 3.5000%  | 0.0000% | $500000000.00      | $68338157.12       | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLMA4493     | 2051-12-01      | 2.5000%  | 0.0000% | $394358339.00      | $249999999.60      | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLMA4306     | 2051-04-01      | 2.5000%  | 0.0000% | $230000000.00      | $126155903.80      | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLMA5272     | 2054-02-01      | 6.0000%  | 0.0000% | $341494.00         | $223268.07         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLMA4980     | 2053-04-01      | 6.0000%  | 0.0000% | $25749.00          | $17083.98          | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLMA5445     | 2054-08-01      | 6.0000%  | 0.0000% | $35606.00          | $25649.83          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLMA5497     | 2054-10-01      | 5.5000%  | 0.0000% | $59180000.00       | $50471175.25       | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLMA5498     | 2054-10-01      | 6.0000%  | 0.0000% | $23536216.00       | $17915905.76       | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLMA5647     | 2055-03-01      | 6.0000%  | 0.0000% | $1837467.00        | $1465396.33        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLMA5674     | 2055-04-01      | 6.0000%  | 0.0000% | $948062.00         | $774872.07         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLMA5701     | 2055-05-01      | 6.0000%  | 0.0000% | $1547707.00        | $1285459.14        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQX1233     | 2054-12-01      | 6.0000%  | 0.0000% | $9094223.00        | $6468346.77        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQX3149     | 2055-01-01      | 6.0000%  | 0.0000% | $761004.00         | $508404.53         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQX4065     | 2055-01-01      | 6.0000%  | 0.0000% | $7979527.00        | $6840244.53        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY5555     | 2055-06-01      | 6.0000%  | 0.0000% | $11917549.00       | $10495556.34       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY5804     | 2055-06-01      | 6.0000%  | 0.0000% | $120352858.00      | $110092035.70      | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY6165     | 2055-06-01      | 6.0000%  | 0.0000% | $30493560.00       | $27606523.97       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY6552     | 2055-06-01      | 6.0000%  | 0.0000% | $57323091.00       | $50945304.40       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY6583     | 2055-07-01      | 6.0000%  | 0.0000% | $25041659.00       | $23888892.54       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSL0016     | 2054-11-01      | 5.5000%  | 0.0000% | $10198696.00       | $9953563.26        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSL0663     | 2055-03-01      | 6.0000%  | 0.0000% | $19210748.00       | $16431529.42       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSL0672     | 2055-03-01      | 6.0000%  | 0.0000% | $3000000.00        | $2496052.33        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSL3592     | 2055-11-01      | 6.0000%  | 0.0000% | $241275166.00      | $249999999.87      | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSL3307     | 2055-11-01      | 6.0000%  | 0.0000% | $49898010.00       | $50817619.88       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSL3325     | 2055-10-01      | 6.0000%  | 0.0000% | $246413068.00      | $249999999.91      | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSL3702     | 2056-01-01      | 5.5000%  | 0.0000% | $43057476.00       | $43946363.04       | Agency Mortgage-Backed Securities         |
| FKAR 04.500 WAWA4852     | 2042-04-01      | 4.5000%  | 0.0000% | $4000000.00        | $3784980.92        | Agency Mortgage-Backed Securities         |
| FKAR 05.250 WAWA4853     | 2055-05-01      | 5.2500%  | 0.0000% | $6294110.00        | $6101233.15        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRJ4555     | 2055-07-01      | 5.5000%  | 0.0000% | $77950063.00       | $72304664.93       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRQ0014     | 2055-06-01      | 6.0000%  | 0.0000% | $2315033.00        | $2031931.64        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRQ0056     | 2055-10-01      | 5.5000%  | 0.0000% | $9928241.00        | $9746915.78        | Agency Mortgage-Backed Securities         |

### Security 726: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** WELLS FARGO SECURITIES LLC 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1EQOE3, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: ARP1EQOE3
- **C.18 - Value (incl. sponsor support):** $6638000000.00
- **C.18.a - Value (excl. sponsor support):** $6638000000.00
- **C.19 - Percentage of Net Assets:** 1.6900%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GNMI SF 763406 X | 2041-05-15      | 4.6250%  | 0.0000% | $9987846.00        | $281971.41         | Agency Mortgage-Backed Securities |
| GNMI SF 763431 X | 2041-06-15      | 4.6250%  | 0.0000% | $2807290.00        | $37008.55          | Agency Mortgage-Backed Securities |
| GNMI SF 763432 X | 2041-06-15      | 4.6250%  | 0.0000% | $7269365.00        | $675872.39         | Agency Mortgage-Backed Securities |
| GNII SF 762797 C | 2041-03-20      | 4.5000%  | 0.0000% | $2615464.00        | $148809.40         | Agency Mortgage-Backed Securities |
| GNMI SF 762904 X | 2041-04-15      | 4.5000%  | 0.0000% | $333127.00         | $8598.78           | Agency Mortgage-Backed Securities |
| GNMI SF 762922 X | 2041-04-15      | 4.6250%  | 0.0000% | $5120849.00        | $296924.54         | Agency Mortgage-Backed Securities |
| GNII SF 763041 C | 2041-04-20      | 4.5000%  | 0.0000% | $1280156.00        | $422094.33         | Agency Mortgage-Backed Securities |
| GNII SF 763300 C | 2041-05-20      | 4.5000%  | 0.0000% | $3411587.00        | $298853.55         | Agency Mortgage-Backed Securities |
| GNMI SF 763526 X | 2041-05-15      | 4.6250%  | 0.0000% | $10150933.00       | $781458.89         | Agency Mortgage-Backed Securities |
| GNMI SF 764036 X | 2027-06-15      | 3.0000%  | 0.0000% | $1000000.00        | $8626.25           | Agency Mortgage-Backed Securities |
| GNII SF 764158 C | 2046-08-20      | 3.5000%  | 0.0000% | $2290256.00        | $470407.84         | Agency Mortgage-Backed Securities |
| GNMI SF 764428 X | 2041-05-15      | 5.0000%  | 0.0000% | $96821.00          | $3085.33           | Agency Mortgage-Backed Securities |
| GNMI SF 764820 X | 2041-04-15      | 4.5000%  | 0.0000% | $100000.00         | $10478.50          | Agency Mortgage-Backed Securities |
| GNMI SF 766428 X | 2046-11-15      | 2.5000%  | 0.0000% | $298085.00         | $152637.97         | Agency Mortgage-Backed Securities |
| GNMI SF 766495 X | 2041-10-15      | 4.0000%  | 0.0000% | $36018.00          | $1515.53           | Agency Mortgage-Backed Securities |
| GNMI SF 766571 X | 2042-04-15      | 3.5000%  | 0.0000% | $1197188.00        | $184633.63         | Agency Mortgage-Backed Securities |
| GNMI SF 770600 X | 2041-09-15      | 4.0000%  | 0.0000% | $277905.00         | $41966.36          | Agency Mortgage-Backed Securities |
| GNMI SF 770605 X | 2041-08-15      | 4.0000%  | 0.0000% | $1802675.00        | $65263.16          | Agency Mortgage-Backed Securities |
| GNMI SF 770607 X | 2041-08-15      | 4.0000%  | 0.0000% | $6986871.00        | $556253.56         | Agency Mortgage-Backed Securities |
| GNMI SF 770608 X | 2041-07-15      | 4.5000%  | 0.0000% | $1332659.00        | $144289.99         | Agency Mortgage-Backed Securities |
| GNMI SF 770609 X | 2041-08-15      | 4.0000%  | 0.0000% | $1084633.00        | $63904.63          | Agency Mortgage-Backed Securities |
| GNMI SF 770052 X | 2029-04-15      | 4.0000%  | 0.0000% | $1550921.00        | $173814.57         | Agency Mortgage-Backed Securities |
| GNMI SF 770442 X | 2041-06-15      | 4.6250%  | 0.0000% | $6631655.00        | $191603.03         | Agency Mortgage-Backed Securities |
| GNMI SF 770563 X | 2041-08-15      | 4.6250%  | 0.0000% | $1172347.00        | $107353.86         | Agency Mortgage-Backed Securities |
| GNMI SF 771528 X | 2044-12-15      | 3.5000%  | 0.0000% | $1596639.00        | $776093.93         | Agency Mortgage-Backed Securities |
| GNMI SF 771561 X | 2041-08-15      | 4.0000%  | 0.0000% | $98000.00          | $5684.14           | Agency Mortgage-Backed Securities |
| GNMI SF 772827 X | 2027-08-15      | 2.5000%  | 0.0000% | $859486.00         | $12901.85          | Agency Mortgage-Backed Securities |
| GNMI SF 775131 X | 2041-09-15      | 4.0000%  | 0.0000% | $100000.00         | $7712.45           | Agency Mortgage-Backed Securities |
| GNII SF 778108 C | 2026-12-20      | 3.5000%  | 0.0000% | $245000.00         | $1233.29           | Agency Mortgage-Backed Securities |
| GNII SF BC4862 C | 2047-10-20      | 3.5000%  | 0.0000% | $1757125.00        | $602263.68         | Agency Mortgage-Backed Securities |
| GNMI SF BC5503 X | 2047-11-15      | 3.5000%  | 0.0000% | $50949.00          | $10519.49          | Agency Mortgage-Backed Securities |
| GNMI SF BC7373 X | 2047-11-15      | 3.5000%  | 0.0000% | $365509.00         | $22064.45          | Agency Mortgage-Backed Securities |
| GNMI SF BC8961 X | 2047-10-15      | 4.5000%  | 0.0000% | $269353.00         | $21181.00          | Agency Mortgage-Backed Securities |
| GNII SF BD0491 C | 2048-01-20      | 4.5000%  | 0.0000% | $4458501.00        | $677877.64         | Agency Mortgage-Backed Securities |
| GNII SF BD1737 C | 2048-02-20      | 3.5000%  | 0.0000% | $1586162.00        | $444396.30         | Agency Mortgage-Backed Securities |
| GNII SF BD1364 C | 2047-11-20      | 3.5000%  | 0.0000% | $1757874.00        | $538728.02         | Agency Mortgage-Backed Securities |
| GNMI SF BD1520 X | 2047-11-15      | 4.5000%  | 0.0000% | $1910000.00        | $127827.27         | Agency Mortgage-Backed Securities |
| GNII SF BD3297 C | 2047-11-20      | 3.5000%  | 0.0000% | $745528.00         | $150896.71         | Agency Mortgage-Backed Securities |
| GNII SF BD4061 C | 2048-06-20      | 4.0000%  | 0.0000% | $2941346.00        | $202102.37         | Agency Mortgage-Backed Securities |
| GNMI SF BD4824 X | 2047-11-15      | 3.5000%  | 0.0000% | $399152.00         | $52109.83          | Agency Mortgage-Backed Securities |
| GNMI SF BD5898 X | 2047-10-15      | 3.5000%  | 0.0000% | $1071320.00        | $142100.23         | Agency Mortgage-Backed Securities |
| GNMI SF BD5918 X | 2047-11-15      | 3.5000%  | 0.0000% | $1369349.00        | $136805.13         | Agency Mortgage-Backed Securities |
| GNMI SF BD5948 X | 2047-11-15      | 5.0000%  | 0.0000% | $2034927.00        | $112525.37         | Agency Mortgage-Backed Securities |
| GNMI SF BD5949 X | 2047-11-15      | 5.0000%  | 0.0000% | $1274267.00        | $133713.01         | Agency Mortgage-Backed Securities |
| GNMI SF BD6018 X | 2047-11-15      | 3.5000%  | 0.0000% | $1246485.00        | $125981.54         | Agency Mortgage-Backed Securities |
| GNMI SF BD6021 X | 2047-11-15      | 5.0000%  | 0.0000% | $1458355.00        | $144255.59         | Agency Mortgage-Backed Securities |
| GNMI SF BD6045 X | 2047-11-15      | 3.5000%  | 0.0000% | $166482.00         | $6623.61           | Agency Mortgage-Backed Securities |
| GNMI SF BD7115 X | 2047-11-15      | 4.5000%  | 0.0000% | $600000.00         | $115655.04         | Agency Mortgage-Backed Securities |
| GNII SF BD6941 C | 2047-12-20      | 3.5000%  | 0.0000% | $6666143.00        | $2718430.63        | Agency Mortgage-Backed Securities |
| GNII SF BD9057 C | 2037-11-20      | 3.0000%  | 0.0000% | $2468788.00        | $312546.84         | Agency Mortgage-Backed Securities |
| GNII SF BD9140 C | 2048-01-20      | 3.5000%  | 0.0000% | $858784.00         | $220356.52         | Agency Mortgage-Backed Securities |
| GNII SF BE1028 C | 2047-11-20      | 4.0000%  | 0.0000% | $26907089.00       | $10660937.24       | Agency Mortgage-Backed Securities |
| GNMI SF CN3293 X | 2052-05-15      | 4.0000%  | 0.0000% | $1657735.00        | $1186036.95        | Agency Mortgage-Backed Securities |
| GNII RG CN6339 C | 2049-10-20      | 4.0000%  | 0.0000% | $3473285.00        | $1595518.94        | Agency Mortgage-Backed Securities |
| GNII RG CN7408 C | 2050-12-20      | 2.5000%  | 0.0000% | $1801659.00        | $968417.17         | Agency Mortgage-Backed Securities |
| GNII RG CN8579 C | 2049-07-20      | 4.5000%  | 0.0000% | $7545657.00        | $5086727.93        | Agency Mortgage-Backed Securities |
| GNII SF CO4021 C | 2052-06-20      | 4.5000%  | 0.0000% | $5709823.00        | $4636093.28        | Agency Mortgage-Backed Securities |
| GNII RG CO5656 C | 2040-06-20      | 5.0000%  | 0.0000% | $2654606.00        | $1985602.11        | Agency Mortgage-Backed Securities |
| GNMI SF CO6356 X | 2052-07-15      | 5.0000%  | 0.0000% | $30000.00          | $20695.28          | Agency Mortgage-Backed Securities |
| GNII RG CO7000 C | 2047-01-20      | 3.5000%  | 0.0000% | $3445331.00        | $2026799.65        | Agency Mortgage-Backed Securities |
| GNII RG CO7001 C | 2043-12-20      | 3.5000%  | 0.0000% | $2343659.00        | $1505276.38        | Agency Mortgage-Backed Securities |
| GNII RG CO7002 C | 2042-05-20      | 3.5000%  | 0.0000% | $1295705.00        | $900908.25         | Agency Mortgage-Backed Securities |
| GNII RG CO7009 C | 2040-07-20      | 5.0000%  | 0.0000% | $4281954.00        | $2724908.34        | Agency Mortgage-Backed Securities |
| GNII ET CP3919 C | 2062-09-20      | 5.5000%  | 0.0000% | $1177216.00        | $745765.25         | Agency Mortgage-Backed Securities |
| GNII SF CP8516 C | 2052-10-20      | 5.5000%  | 0.0000% | $250000.00         | $198685.68         | Agency Mortgage-Backed Securities |
| GNII SF BE5898 C | 2048-01-20      | 3.5000%  | 0.0000% | $898980.00         | $391330.30         | Agency Mortgage-Backed Securities |
| GNII SF BE5899 C | 2048-01-20      | 3.5000%  | 0.0000% | $2350059.00        | $765844.57         | Agency Mortgage-Backed Securities |
| GNII SF BE6330 C | 2048-01-20      | 3.5000%  | 0.0000% | $254169.00         | $74664.38          | Agency Mortgage-Backed Securities |
| GNII SF BF2644 C | 2048-05-20      | 5.0000%  | 0.0000% | $53675.00          | $4397.96           | Agency Mortgage-Backed Securities |
| GNII SF BF2211 C | 2048-02-20      | 3.5000%  | 0.0000% | $630521.00         | $201813.55         | Agency Mortgage-Backed Securities |
| GNMI SF BF9995 X | 2048-04-15      | 4.5000%  | 0.0000% | $880099.00         | $30666.42          | Agency Mortgage-Backed Securities |
| GNII SF BG5109 C | 2048-08-20      | 4.5000%  | 0.0000% | $4666973.00        | $419481.24         | Agency Mortgage-Backed Securities |
| GNMI SF BG5674 X | 2048-07-15      | 4.0000%  | 0.0000% | $445928.00         | $245865.97         | Agency Mortgage-Backed Securities |
| GNMI SF BG9709 X | 2048-07-15      | 4.0000%  | 0.0000% | $46801.00          | $26305.56          | Agency Mortgage-Backed Securities |
| GNII SF BI3167 C | 2048-07-20      | 5.0000%  | 0.0000% | $445000.00         | $45470.40          | Agency Mortgage-Backed Securities |
| GNII SF BJ1318 C | 2049-05-20      | 5.0000%  | 0.0000% | $175000.00         | $56951.49          | Agency Mortgage-Backed Securities |
| GNMI SF BJ2882 X | 2048-12-15      | 5.5000%  | 0.0000% | $1002217.00        | $88780.95          | Agency Mortgage-Backed Securities |
| GNMI SF BL5765 X | 2049-03-15      | 5.0000%  | 0.0000% | $1467093.00        | $849036.85         | Agency Mortgage-Backed Securities |
| GNMI SF BM2121 X | 2049-06-15      | 5.0000%  | 0.0000% | $5352757.00        | $1447490.67        | Agency Mortgage-Backed Securities |
| GNII SF BN2662 C | 2049-10-20      | 3.0000%  | 0.0000% | $4200000.00        | $2028521.87        | Agency Mortgage-Backed Securities |
| GNII SF BN6125 C | 2049-08-20      | 4.0000%  | 0.0000% | $1703312.00        | $809475.05         | Agency Mortgage-Backed Securities |
| GNMI SF BN9288 X | 2049-07-15      | 4.0000%  | 0.0000% | $899017.00         | $14770.26          | Agency Mortgage-Backed Securities |
| GNII SF BO1539 C | 2049-07-20      | 3.5000%  | 0.0000% | $7158320.00        | $2204017.57        | Agency Mortgage-Backed Securities |
| GNII SF BP5514 C | 2049-09-20      | 3.5000%  | 0.0000% | $14630486.00       | $6386655.45        | Agency Mortgage-Backed Securities |
| GNMI SF BQ8591 X | 2049-11-15      | 3.0000%  | 0.0000% | $101438.00         | $24178.22          | Agency Mortgage-Backed Securities |
| GNMI SF BR4832 X | 2052-06-15      | 4.0000%  | 0.0000% | $975872.00         | $431987.63         | Agency Mortgage-Backed Securities |
| GNMI SF BR4833 X | 2052-09-15      | 4.5000%  | 0.0000% | $1563671.00        | $1058889.64        | Agency Mortgage-Backed Securities |
| GNMI SF BR6606 X | 2050-02-15      | 3.0000%  | 0.0000% | $6422000.00        | $1172762.80        | Agency Mortgage-Backed Securities |
| GNII SF BS1471 C | 2050-03-20      | 3.5000%  | 0.0000% | $1496307.00        | $654745.74         | Agency Mortgage-Backed Securities |
| GNII SF BS8420 C | 2050-04-20      | 4.0000%  | 0.0000% | $1610000.00        | $351552.21         | Agency Mortgage-Backed Securities |
| GNMI SF BS8439 X | 2050-05-15      | 3.5000%  | 0.0000% | $100000.00         | $28054.37          | Agency Mortgage-Backed Securities |
| GNII SF BT0812 C | 2050-03-20      | 3.0000%  | 0.0000% | $35682049.00       | $7177271.88        | Agency Mortgage-Backed Securities |
| GNII SF BT0182 C | 2050-04-20      | 4.0000%  | 0.0000% | $2031010.00        | $106639.34         | Agency Mortgage-Backed Securities |
| GNMI SF BT3503 X | 2050-02-15      | 4.0000%  | 0.0000% | $1168456.00        | $55239.08          | Agency Mortgage-Backed Securities |
| GNII SF BT9612 C | 2050-04-20      | 4.0000%  | 0.0000% | $5048594.00        | $2086317.97        | Agency Mortgage-Backed Securities |
| GNMI SF BU8660 X | 2050-07-15      | 2.5000%  | 0.0000% | $142273.00         | $55492.34          | Agency Mortgage-Backed Securities |
| GNII SF BW1745 C | 2050-08-20      | 3.0000%  | 0.0000% | $500000.00         | $229334.19         | Agency Mortgage-Backed Securities |
| GNII SF BW7419 C | 2050-08-20      | 3.5000%  | 0.0000% | $125000.00         | $68367.85          | Agency Mortgage-Backed Securities |
| GNII SF BY0568 C | 2050-10-20      | 2.5000%  | 0.0000% | $13017907.00       | $7481008.18        | Agency Mortgage-Backed Securities |
| GNII SF BY5698 C | 2050-10-20      | 2.0000%  | 0.0000% | $2140519.00        | $1001444.61        | Agency Mortgage-Backed Securities |
| GNII SF CA2457 C | 2051-01-20      | 2.0000%  | 0.0000% | $8090000.00        | $4080925.36        | Agency Mortgage-Backed Securities |
| GNII SF CB1543 C | 2051-02-20      | 3.0000%  | 0.0000% | $30000.00          | $20503.18          | Agency Mortgage-Backed Securities |
| GNII SF CB4372 C | 2051-09-20      | 3.5000%  | 0.0000% | $7383029.00        | $3972480.92        | Agency Mortgage-Backed Securities |
| GNII SF CC2143 C | 2051-03-20      | 2.0000%  | 0.0000% | $1618900.00        | $621192.17         | Agency Mortgage-Backed Securities |
| GNII SF CC2874 C | 2051-03-20      | 2.0000%  | 0.0000% | $5708647.00        | $3310920.26        | Agency Mortgage-Backed Securities |
| GNII SF CD1323 C | 2051-06-20      | 2.5000%  | 0.0000% | $400000.00         | $274547.99         | Agency Mortgage-Backed Securities |
| GNMI SF CF8251 X | 2051-09-15      | 3.5000%  | 0.0000% | $1233320.00        | $683528.53         | Agency Mortgage-Backed Securities |
| GNMI SF CH0109 X | 2051-12-15      | 3.5000%  | 0.0000% | $512162.00         | $392975.52         | Agency Mortgage-Backed Securities |
| GNMI SF CH9027 X | 2051-10-15      | 3.5000%  | 0.0000% | $1019815.00        | $710119.79         | Agency Mortgage-Backed Securities |
| GNII SF CI1518 C | 2052-04-20      | 2.5000%  | 0.0000% | $3560944.00        | $2699181.79        | Agency Mortgage-Backed Securities |
| GNII SF CI6779 C | 2040-06-20      | 5.0000%  | 0.0000% | $1065112.00        | $537908.73         | Agency Mortgage-Backed Securities |
| GNMI SF CJ2157 X | 2052-03-15      | 3.0000%  | 0.0000% | $8056734.00        | $6390176.46        | Agency Mortgage-Backed Securities |
| GNMI SF CJ2165 X | 2052-04-15      | 3.5000%  | 0.0000% | $99432.00          | $86351.83          | Agency Mortgage-Backed Securities |
| GNMI SF CJ8213 X | 2052-04-15      | 4.0000%  | 0.0000% | $1799919.00        | $1226357.40        | Agency Mortgage-Backed Securities |
| GNMI SF CJ9811 X | 2052-02-15      | 4.0000%  | 0.0000% | $1234466.00        | $558537.51         | Agency Mortgage-Backed Securities |
| GNII SF CJ9743 C | 2052-02-20      | 2.5000%  | 0.0000% | $1073682.00        | $734612.61         | Agency Mortgage-Backed Securities |
| GNMI SF CK2682 X | 2052-02-15      | 4.0000%  | 0.0000% | $436000.00         | $253399.01         | Agency Mortgage-Backed Securities |
| GNMI SF CK1815 X | 2052-02-15      | 4.0000%  | 0.0000% | $1064729.00        | $406468.69         | Agency Mortgage-Backed Securities |
| GNMI SF CK1816 X | 2052-03-15      | 3.5000%  | 0.0000% | $731419.00         | $598843.27         | Agency Mortgage-Backed Securities |
| GNMI SF CK3278 X | 2052-02-15      | 4.0000%  | 0.0000% | $1057219.00        | $945844.21         | Agency Mortgage-Backed Securities |
| GNII SF CK4916 C | 2052-01-20      | 3.0000%  | 0.0000% | $295000.00         | $202639.46         | Agency Mortgage-Backed Securities |
| GNMI SF CK8182 X | 2052-02-15      | 4.0000%  | 0.0000% | $2826489.00        | $2162779.29        | Agency Mortgage-Backed Securities |
| GNMI SF CK8233 X | 2052-03-15      | 4.0000%  | 0.0000% | $3823026.00        | $3085092.36        | Agency Mortgage-Backed Securities |
| GNMI SF CL3174 X | 2052-02-15      | 4.0000%  | 0.0000% | $1162642.00        | $673883.83         | Agency Mortgage-Backed Securities |
| GNMI SF CL3185 X | 2052-02-15      | 4.0000%  | 0.0000% | $1467319.00        | $912211.98         | Agency Mortgage-Backed Securities |
| GNMI SF CL4375 X | 2052-02-15      | 4.0000%  | 0.0000% | $3168505.00        | $1458896.64        | Agency Mortgage-Backed Securities |
| GNMI SF AA5330 X | 2042-06-15      | 3.5000%  | 0.0000% | $1712134.00        | $383025.32         | Agency Mortgage-Backed Securities |
| GNMI SF AA6290 X | 2043-04-15      | 3.0000%  | 0.0000% | $7246955.00        | $870957.17         | Agency Mortgage-Backed Securities |
| GNMI SF AA5527 X | 2042-08-15      | 3.5000%  | 0.0000% | $1243799.00        | $68686.99          | Agency Mortgage-Backed Securities |
| GNMI SF AA5649 X | 2042-09-15      | 3.0000%  | 0.0000% | $290000.00         | $36934.60          | Agency Mortgage-Backed Securities |
| GNMI SF AA5819 X | 2042-11-15      | 3.0000%  | 0.0000% | $275000.00         | $55066.53          | Agency Mortgage-Backed Securities |
| GNMI SF AA5821 X | 2042-11-15      | 3.0000%  | 0.0000% | $250846.00         | $32439.69          | Agency Mortgage-Backed Securities |
| GNMI SF AA5946 X | 2042-10-15      | 3.5000%  | 0.0000% | $185753.00         | $17306.35          | Agency Mortgage-Backed Securities |
| GNII SF AA5960 C | 2043-01-20      | 3.0000%  | 0.0000% | $1988969.00        | $392626.08         | Agency Mortgage-Backed Securities |
| GNMI SF AA6403 X | 2043-05-15      | 3.0000%  | 0.0000% | $280000.00         | $39707.91          | Agency Mortgage-Backed Securities |
| GNMI SF AA6408 X | 2043-05-15      | 3.0000%  | 0.0000% | $1592636.00        | $202118.38         | Agency Mortgage-Backed Securities |
| GNMI SF AA8341 X | 2028-02-15      | 2.5000%  | 0.0000% | $2448501.00        | $48570.84          | Agency Mortgage-Backed Securities |
| GNMI SF AA8343 X | 2027-11-15      | 3.5000%  | 0.0000% | $100000.00         | $665.00            | Agency Mortgage-Backed Securities |
| GNMI SF AA8393 X | 2027-09-15      | 2.5000%  | 0.0000% | $10000000.00       | $140424.97         | Agency Mortgage-Backed Securities |
| GNMI SF AB2892 X | 2042-09-15      | 3.0000%  | 0.0000% | $519151.00         | $40001.80          | Agency Mortgage-Backed Securities |
| GNMI SF AB2869 X | 2042-09-15      | 3.0000%  | 0.0000% | $512500.00         | $63801.09          | Agency Mortgage-Backed Securities |
| GNMI SF AB5980 X | 2045-12-15      | 4.5000%  | 0.0000% | $3215245.00        | $146526.85         | Agency Mortgage-Backed Securities |
| GNMI SF AO3542 X | 2045-08-15      | 3.0000%  | 0.0000% | $901537.00         | $86065.64          | Agency Mortgage-Backed Securities |
| GNMI SF AO7289 X | 2045-08-15      | 3.0000%  | 0.0000% | $1000000.00        | $153705.32         | Agency Mortgage-Backed Securities |
| GNII SF AO7533 C | 2045-08-20      | 3.5000%  | 0.0000% | $1152758.00        | $189967.46         | Agency Mortgage-Backed Securities |
| GNII SF AO8303 C | 2045-08-20      | 3.5000%  | 0.0000% | $1333432.00        | $352844.05         | Agency Mortgage-Backed Securities |
| GNII SF AO8829 C | 2045-11-20      | 4.0000%  | 0.0000% | $475000.00         | $69579.07          | Agency Mortgage-Backed Securities |
| GNMI SF BA0244 X | 2047-04-15      | 4.0000%  | 0.0000% | $2283074.00        | $418397.26         | Agency Mortgage-Backed Securities |
| GNMI SF BA2310 X | 2047-05-15      | 4.5000%  | 0.0000% | $1165320.00        | $77921.68          | Agency Mortgage-Backed Securities |
| GNMI SF BA2743 X | 2047-07-15      | 4.5000%  | 0.0000% | $857394.00         | $55350.08          | Agency Mortgage-Backed Securities |
| GNII SF BA3633 C | 2047-06-20      | 3.5000%  | 0.0000% | $4039843.00        | $941031.61         | Agency Mortgage-Backed Securities |
| GNMI SF BA6976 X | 2047-07-15      | 5.0000%  | 0.0000% | $723057.00         | $163432.21         | Agency Mortgage-Backed Securities |
| GNMI SF BA8293 X | 2047-11-15      | 4.5000%  | 0.0000% | $894523.00         | $68500.04          | Agency Mortgage-Backed Securities |
| GNII SF BA8388 C | 2047-11-20      | 3.5000%  | 0.0000% | $2278020.00        | $847934.77         | Agency Mortgage-Backed Securities |
| GNMI SF BA9298 X | 2047-11-15      | 3.5000%  | 0.0000% | $605279.00         | $84158.23          | Agency Mortgage-Backed Securities |
| GNII SF BB3013 C | 2047-11-20      | 3.5000%  | 0.0000% | $1050870.00        | $380092.69         | Agency Mortgage-Backed Securities |
| GNMI SF BB4155 X | 2048-02-15      | 5.0000%  | 0.0000% | $3534040.00        | $530131.07         | Agency Mortgage-Backed Securities |
| GNII SF BB6141 C | 2047-09-20      | 3.5000%  | 0.0000% | $3212035.00        | $897066.47         | Agency Mortgage-Backed Securities |
| GNII SF BB6633 C | 2047-08-20      | 3.5000%  | 0.0000% | $2692100.00        | $589621.71         | Agency Mortgage-Backed Securities |
| GNII SF BB8656 C | 2047-08-20      | 3.5000%  | 0.0000% | $1077763.00        | $321959.74         | Agency Mortgage-Backed Securities |
| GNII SF BC0460 C | 2047-11-20      | 3.5000%  | 0.0000% | $1639430.00        | $525865.08         | Agency Mortgage-Backed Securities |
| GNII SF BC0462 C | 2047-11-20      | 3.5000%  | 0.0000% | $2497684.00        | $898935.94         | Agency Mortgage-Backed Securities |
| GNII SF BC0565 C | 2047-07-20      | 3.5000%  | 0.0000% | $3460943.00        | $1020604.65        | Agency Mortgage-Backed Securities |
| GNMI SF BC3692 X | 2047-09-15      | 4.5000%  | 0.0000% | $888124.00         | $49558.40          | Agency Mortgage-Backed Securities |
| GNMI SF BC3808 X | 2047-10-15      | 3.5000%  | 0.0000% | $241464.00         | $33664.15          | Agency Mortgage-Backed Securities |
| GNII JM MA7528 M | 2049-04-20      | 4.5000%  | 0.0000% | $305910.00         | $277282.24         | Agency Mortgage-Backed Securities |
| GNII SF MA7533 M | 2051-08-20      | 2.0000%  | 0.0000% | $97020.00          | $54198.84          | Agency Mortgage-Backed Securities |
| GNII SF MA7535 M | 2051-08-20      | 3.0000%  | 0.0000% | $1568843.00        | $877697.48         | Agency Mortgage-Backed Securities |
| GNII JM MA7578 M | 2051-09-20      | 2.0000%  | 0.0000% | $345000.00         | $206079.49         | Agency Mortgage-Backed Securities |
| GNII SF MA7649 M | 2051-10-20      | 2.5000%  | 0.0000% | $80956908.00       | $48406388.50       | Agency Mortgage-Backed Securities |
| GNII SF MA7656 M | 2038-07-20      | 6.0000%  | 0.0000% | $45000.00          | $15271.78          | Agency Mortgage-Backed Securities |
| GNII SF MA7703 M | 2051-11-20      | 1.5000%  | 0.0000% | $13218119.00       | $7769593.20        | Agency Mortgage-Backed Securities |
| GNII SF MA7774 M | 2051-11-20      | 6.0000%  | 0.0000% | $30000.00          | $15570.76          | Agency Mortgage-Backed Securities |
| GNII JM MA7756 M | 2051-12-20      | 2.5000%  | 0.0000% | $958736.00         | $619399.88         | Agency Mortgage-Backed Securities |
| GNII SF MA7767 M | 2051-12-20      | 2.5000%  | 0.0000% | $24267044.00       | $14895543.51       | Agency Mortgage-Backed Securities |
| GNII SF MA7831 M | 2048-08-20      | 4.5000%  | 0.0000% | $47785719.00       | $27495689.68       | Agency Mortgage-Backed Securities |
| GNII JM MA7869 M | 2052-02-20      | 1.5000%  | 0.0000% | $1090000.00        | $649359.69         | Agency Mortgage-Backed Securities |
| GNII SF MA7880 M | 2052-02-20      | 2.0000%  | 0.0000% | $35014559.00       | $21681970.19       | Agency Mortgage-Backed Securities |
| GNII SF MA7888 M | 2038-01-20      | 6.0000%  | 0.0000% | $377419.00         | $243674.75         | Agency Mortgage-Backed Securities |
| GNII SF MA7934 M | 2052-03-20      | 1.5000%  | 0.0000% | $12121432.00       | $7575522.74        | Agency Mortgage-Backed Securities |
| GNII SF MA8878 M | 2053-05-20      | 5.0000%  | 0.0000% | $40400000.00       | $32545088.68       | Agency Mortgage-Backed Securities |
| GNII JM MA8139 M | 2052-06-20      | 2.5000%  | 0.0000% | $1785782.00        | $1286775.59        | Agency Mortgage-Backed Securities |
| GNII SF MA8149 M | 2052-07-20      | 3.5000%  | 0.0000% | $5067487.00        | $3571072.38        | Agency Mortgage-Backed Securities |
| GNII JM MA8189 M | 2052-06-20      | 2.5000%  | 0.0000% | $1198913.00        | $826322.91         | Agency Mortgage-Backed Securities |
| GNII SF MA8195 M | 2051-11-20      | 1.5000%  | 0.0000% | $215600.00         | $128166.62         | Agency Mortgage-Backed Securities |
| GNII SF MA8181 M | 2032-01-20      | 6.5000%  | 0.0000% | $114943.00         | $16796.74          | Agency Mortgage-Backed Securities |
| GNII SF MA8202 M | 2052-08-20      | 5.0000%  | 0.0000% | $8663000.00        | $6332177.85        | Agency Mortgage-Backed Securities |
| GNII JM MA8257 M | 2052-05-20      | 2.5000%  | 0.0000% | $7506532.00        | $4489926.31        | Agency Mortgage-Backed Securities |
| GNII SF MA8239 M | 2036-03-20      | 2.0000%  | 0.0000% | $29824.00          | $21024.67          | Agency Mortgage-Backed Securities |
| GNII SF MA8266 M | 2052-09-20      | 3.5000%  | 0.0000% | $3536000.00        | $2537491.62        | Agency Mortgage-Backed Securities |
| GNII SF MA8271 M | 2052-09-20      | 6.0000%  | 0.0000% | $2696534.00        | $1372044.71        | Agency Mortgage-Backed Securities |
| GNII JM MA8414 M | 2052-05-20      | 2.5000%  | 0.0000% | $1975196.00        | $1310503.07        | Agency Mortgage-Backed Securities |
| GNII SF MA8426 M | 2052-11-20      | 4.0000%  | 0.0000% | $21612379.00       | $16291554.36       | Agency Mortgage-Backed Securities |
| GNII SF MA8573 M | 2053-01-20      | 7.0000%  | 0.0000% | $6000000.00        | $1667028.59        | Agency Mortgage-Backed Securities |
| GNII SF MA8566 M | 2053-01-20      | 3.5000%  | 0.0000% | $718929.00         | $515609.23         | Agency Mortgage-Backed Securities |
| GNII SF MA8644 M | 2052-11-20      | 3.5000%  | 0.0000% | $11227596.00       | $8054595.64        | Agency Mortgage-Backed Securities |
| GNII JM MA8632 M | 2052-01-20      | 2.5000%  | 0.0000% | $1865596.00        | $1473723.98        | Agency Mortgage-Backed Securities |
| GNII SF MA8647 M | 2053-02-20      | 5.0000%  | 0.0000% | $1319141.00        | $994233.50         | Agency Mortgage-Backed Securities |
| GNII SF MA8651 M | 2053-02-20      | 7.0000%  | 0.0000% | $120890.00         | $39222.90          | Agency Mortgage-Backed Securities |
| GNII SF MA8721 M | 2053-02-20      | 3.0000%  | 0.0000% | $3285283.00        | $2195737.24        | Agency Mortgage-Backed Securities |
| GNII SF MA8727 M | 2053-03-20      | 6.0000%  | 0.0000% | $30000000.00       | $15282806.51       | Agency Mortgage-Backed Securities |
| GNII SF MA8797 M | 2053-04-20      | 3.5000%  | 0.0000% | $178000.00         | $127548.70         | Agency Mortgage-Backed Securities |
| GNII SF MA8801 M | 2053-04-20      | 5.5000%  | 0.0000% | $10900000.00       | $7596325.78        | Agency Mortgage-Backed Securities |
| GNII SF MA8804 M | 2053-02-20      | 7.0000%  | 0.0000% | $434910.00         | $146355.45         | Agency Mortgage-Backed Securities |
| GNII JM MA8783 M | 2052-03-20      | 2.5000%  | 0.0000% | $735592.00         | $583166.55         | Agency Mortgage-Backed Securities |
| GNII SF MA9777 M | 2054-06-20      | 4.5000%  | 0.0000% | $323392.00         | $303493.61         | Agency Mortgage-Backed Securities |
| GNII SF MA9781 M | 2054-07-20      | 6.5000%  | 0.0000% | $306800000.00      | $152490513.81      | Agency Mortgage-Backed Securities |
| GNII SF MA9822 M | 2039-08-20      | 4.5000%  | 0.0000% | $110000.00         | $93703.89          | Agency Mortgage-Backed Securities |
| GNII SF MA9847 M | 2054-08-20      | 3.5000%  | 0.0000% | $34514000.00       | $25977688.50       | Agency Mortgage-Backed Securities |
| GNII SF MA9849 M | 2054-08-20      | 4.5000%  | 0.0000% | $8904543.00        | $8387161.49        | Agency Mortgage-Backed Securities |
| GNII SF MA9853 M | 2054-08-20      | 6.5000%  | 0.0000% | $19410116.00       | $9839251.67        | Agency Mortgage-Backed Securities |
| GNII SF MA9016 M | 2053-07-20      | 5.0000%  | 0.0000% | $108282736.00      | $89830265.36       | Agency Mortgage-Backed Securities |
| GNII SF MA9101 M | 2053-07-20      | 3.0000%  | 0.0000% | $707577.00         | $485255.44         | Agency Mortgage-Backed Securities |
| GNII SF MA9104 M | 2053-07-20      | 4.5000%  | 0.0000% | $2000.00           | $1709.70           | Agency Mortgage-Backed Securities |
| GNII SF MA9106 M | 2053-06-20      | 5.5000%  | 0.0000% | $1000.00           | $744.98            | Agency Mortgage-Backed Securities |
| GNII SF MA9240 M | 2053-10-20      | 5.0000%  | 0.0000% | $20018000.00       | $17599972.36       | Agency Mortgage-Backed Securities |
| GNII SF MA9241 M | 2053-10-20      | 5.5000%  | 0.0000% | $283000.00         | $212897.15         | Agency Mortgage-Backed Securities |
| GNII SF MA9245 M | 2053-10-20      | 7.5000%  | 0.0000% | $2240314.00        | $524897.47         | Agency Mortgage-Backed Securities |
| GNII SF MA9267 M | 2038-11-20      | 3.5000%  | 0.0000% | $165445.00         | $142896.97         | Agency Mortgage-Backed Securities |
| GNII SF MA9273 M | 2038-11-20      | 6.5000%  | 0.0000% | $129934.00         | $91440.98          | Agency Mortgage-Backed Securities |
| GNII JM MA9294 M | 2053-10-20      | 6.5000%  | 0.0000% | $100000.00         | $15150.38          | Agency Mortgage-Backed Securities |
| GNII JM MA9351 M | 2053-11-20      | 6.5000%  | 0.0000% | $300000.00         | $58625.74          | Agency Mortgage-Backed Securities |
| GNII SF MA9357 M | 2050-07-20      | 3.0000%  | 0.0000% | $216812.00         | $152306.07         | Agency Mortgage-Backed Securities |
| GNII SF MA9366 M | 2053-12-20      | 7.5000%  | 0.0000% | $3667193.00        | $742015.17         | Agency Mortgage-Backed Securities |
| GNII SF MA9418 M | 2047-04-20      | 3.0000%  | 0.0000% | $274170.00         | $190599.06         | Agency Mortgage-Backed Securities |
| GNII JM MA9476 M | 2054-02-20      | 6.0000%  | 0.0000% | $5000000.00        | $1639595.43        | Agency Mortgage-Backed Securities |
| GNII SF MA9539 M | 2054-03-20      | 4.5000%  | 0.0000% | $85000.00          | $77205.51          | Agency Mortgage-Backed Securities |
| GNII SF MA9543 M | 2054-03-20      | 6.5000%  | 0.0000% | $140311.00         | $63464.93          | Agency Mortgage-Backed Securities |
| GNII SF MA9536 M | 2046-12-20      | 3.0000%  | 0.0000% | $633657.00         | $461588.59         | Agency Mortgage-Backed Securities |
| GNII SF MA9603 M | 2054-04-20      | 4.5000%  | 0.0000% | $78915.00          | $73190.73          | Agency Mortgage-Backed Securities |
| GNII SF MA9597 M | 2052-05-20      | 1.5000%  | 0.0000% | $139395.00         | $102109.26         | Agency Mortgage-Backed Securities |
| GNII SF MA9600 M | 2054-02-20      | 3.0000%  | 0.0000% | $8169977.00        | $5689441.40        | Agency Mortgage-Backed Securities |
| GNII SF MA9668 M | 2054-05-20      | 5.5000%  | 0.0000% | $90000.00          | $73774.25          | Agency Mortgage-Backed Securities |
| GNII SF MA9722 M | 2054-06-20      | 4.0000%  | 0.0000% | $620340.00         | $547213.81         | Agency Mortgage-Backed Securities |
| GNII SF MA9725 M | 2054-06-20      | 5.5000%  | 0.0000% | $30000000.00       | $24260921.82       | Agency Mortgage-Backed Securities |
| GNII JM MA9768 M | 2054-07-20      | 6.5000%  | 0.0000% | $3700000.00        | $878477.87         | Agency Mortgage-Backed Securities |
| GNII SF AO1099 C | 2045-09-20      | 3.5000%  | 0.0000% | $71861.00          | $15736.50          | Agency Mortgage-Backed Securities |
| GNII JM 004710 M | 2040-06-20      | 5.0000%  | 0.0000% | $2608452.00        | $11648.85          | Agency Mortgage-Backed Securities |
| GNII SF 004746 M | 2040-07-20      | 4.5000%  | 0.0000% | $61000.00          | $2174.53           | Agency Mortgage-Backed Securities |
| GNII SF 004771 M | 2040-08-20      | 4.5000%  | 0.0000% | $344948355.00      | $11745799.96       | Agency Mortgage-Backed Securities |
| GNII JM 004796 M | 2040-09-20      | 4.5000%  | 0.0000% | $3250000.00        | $21443.46          | Agency Mortgage-Backed Securities |
| GNII JM 004797 M | 2040-09-20      | 5.0000%  | 0.0000% | $100000.00         | $798.81            | Agency Mortgage-Backed Securities |
| GNII JM 004849 M | 2040-11-20      | 4.0000%  | 0.0000% | $13690366.00       | $312345.06         | Agency Mortgage-Backed Securities |
| GNII JM 004850 M | 2040-11-20      | 4.5000%  | 0.0000% | $375000.00         | $4425.40           | Agency Mortgage-Backed Securities |
| GNII JM 004827 M | 2040-10-20      | 4.0000%  | 0.0000% | $5455000.00        | $100510.02         | Agency Mortgage-Backed Securities |
| GNII SF 004833 M | 2040-10-20      | 4.0000%  | 0.0000% | $59269436.00       | $2774536.07        | Agency Mortgage-Backed Securities |
| GNII JM 004879 M | 2040-12-20      | 4.0000%  | 0.0000% | $11000000.00       | $176840.61         | Agency Mortgage-Backed Securities |
| GNII JM 004880 M | 2040-12-20      | 4.5000%  | 0.0000% | $1000000.00        | $22390.03          | Agency Mortgage-Backed Securities |
| GNII SF 004853 M | 2040-11-20      | 4.0000%  | 0.0000% | $40895785.00       | $1967351.90        | Agency Mortgage-Backed Securities |
| GNII SF 004945 M | 2041-02-20      | 4.0000%  | 0.0000% | $301532.00         | $15238.65          | Agency Mortgage-Backed Securities |
| GNII JM 004918 M | 2041-01-20      | 4.0000%  | 0.0000% | $61059.00          | $832.15            | Agency Mortgage-Backed Securities |
| GNII JM 004949 M | 2041-02-20      | 4.0000%  | 0.0000% | $25356.00          | $643.18            | Agency Mortgage-Backed Securities |
| GNII SF 004961 M | 2036-10-20      | 6.0000%  | 0.0000% | $437880.00         | $13681.60          | Agency Mortgage-Backed Securities |
| GNII SF 005081 M | 2041-06-20      | 4.0000%  | 0.0000% | $202369.00         | $8730.00           | Agency Mortgage-Backed Securities |
| GNII JM 005247 M | 2026-11-20      | 3.5000%  | 0.0000% | $1164297.00        | $3822.65           | Agency Mortgage-Backed Securities |
| GNII SF 005259 M | 2041-12-20      | 4.0000%  | 0.0000% | $44349129.00       | $2209741.25        | Agency Mortgage-Backed Securities |
| GNMI SF 608850 X | 2032-11-15      | 7.0000%  | 0.0000% | $1163492.00        | $34812.57          | Agency Mortgage-Backed Securities |
| GNMI SF 610315 X | 2033-09-15      | 5.5000%  | 0.0000% | $300000.00         | $1251.10           | Agency Mortgage-Backed Securities |
| GNMI SF 394688 X | 2030-02-15      | 8.5000%  | 0.0000% | $523861.00         | $2483.67           | Agency Mortgage-Backed Securities |
| GNMI SF 394750 X | 2030-07-15      | 8.5000%  | 0.0000% | $500000.00         | $2977.17           | Agency Mortgage-Backed Securities |
| GNMI SF 434343 X | 2029-05-15      | 6.0000%  | 0.0000% | $1200000.00        | $7785.99           | Agency Mortgage-Backed Securities |
| GNMI SF 436190 X | 2041-09-15      | 4.0000%  | 0.0000% | $2743272.00        | $579059.74         | Agency Mortgage-Backed Securities |
| GNMI SF 449514 X | 2028-02-15      | 7.0000%  | 0.0000% | $4055753.00        | $874.18            | Agency Mortgage-Backed Securities |
| GNMI SF 454999 X | 2031-08-15      | 5.5000%  | 0.0000% | $62460.00          | $622.13            | Agency Mortgage-Backed Securities |
| GNMI SF 458041 X | 2029-02-15      | 7.0000%  | 0.0000% | $2369155.00        | $6363.91           | Agency Mortgage-Backed Securities |
| GNMI SF 469475 X | 2030-08-15      | 8.5000%  | 0.0000% | $504892.00         | $3050.77           | Agency Mortgage-Backed Securities |
| GNMI SF 472979 X | 2029-06-15      | 7.0000%  | 0.0000% | $2600000.00        | $3116.94           | Agency Mortgage-Backed Securities |
| GNMI SF 479237 X | 2030-03-15      | 8.5000%  | 0.0000% | $846408.00         | $1375.48           | Agency Mortgage-Backed Securities |
| GNMI SF 479287 X | 2030-04-15      | 8.0000%  | 0.0000% | $3206352.00        | $3840.86           | Agency Mortgage-Backed Securities |
| GNMI SF 479289 X | 2030-04-15      | 8.0000%  | 0.0000% | $1969812.00        | $1030.57           | Agency Mortgage-Backed Securities |
| GNMI SF 479290 X | 2030-04-15      | 8.0000%  | 0.0000% | $918388.00         | $590.46            | Agency Mortgage-Backed Securities |
| GNMI SF 479343 X | 2030-05-15      | 8.0000%  | 0.0000% | $1629279.00        | $2104.02           | Agency Mortgage-Backed Securities |
| GNMI SF 479386 X | 2030-06-15      | 8.5000%  | 0.0000% | $3698973.00        | $8089.11           | Agency Mortgage-Backed Securities |
| GNMI SF 479388 X | 2030-06-15      | 8.5000%  | 0.0000% | $633102.00         | $4539.50           | Agency Mortgage-Backed Securities |
| GNMI SF 479430 X | 2041-10-15      | 4.0000%  | 0.0000% | $160000.00         | $22770.33          | Agency Mortgage-Backed Securities |
| GNMI SF 479448 X | 2030-07-15      | 8.5000%  | 0.0000% | $707765.00         | $557.16            | Agency Mortgage-Backed Securities |
| GNMI SF 479600 X | 2030-08-15      | 8.0000%  | 0.0000% | $6526375.00        | $39292.79          | Agency Mortgage-Backed Securities |
| GNMI SF 479580 X | 2030-09-15      | 8.0000%  | 0.0000% | $1208053.00        | $2091.50           | Agency Mortgage-Backed Securities |
| GNMI SF 485244 X | 2031-02-15      | 8.0000%  | 0.0000% | $6163022.00        | $21965.02          | Agency Mortgage-Backed Securities |
| GNII SF 485369 C | 2041-10-20      | 4.5000%  | 0.0000% | $2048365.00        | $309324.74         | Agency Mortgage-Backed Securities |
| GNMI SF 720181 X | 2039-07-15      | 4.0000%  | 0.0000% | $465000.00         | $18310.91          | Agency Mortgage-Backed Securities |
| GNMI SF 720259 X | 2039-08-15      | 5.0000%  | 0.0000% | $300000000.00      | $3332065.21        | Agency Mortgage-Backed Securities |
| GNMI SF 722513 X | 2040-01-15      | 5.0000%  | 0.0000% | $100000.00         | $8160.01           | Agency Mortgage-Backed Securities |
| GNII ET DH9421 C | 2065-08-20      | 6.5000%  | 0.0000% | $1532967.00        | $1599092.26        | Agency Mortgage-Backed Securities |
| GNII SF DJ0819 C | 2055-05-20      | 7.0000%  | 0.0000% | $1212581.00        | $1069557.58        | Agency Mortgage-Backed Securities |
| GNII ET DJ0836 C | 2065-04-20      | 7.0000%  | 0.0000% | $896096.00         | $412103.96         | Agency Mortgage-Backed Securities |
| GNII SF DJ0729 C | 2055-05-20      | 6.0000%  | 0.0000% | $7303767.00        | $6103007.68        | Agency Mortgage-Backed Securities |
| GNII SF DJ0732 C | 2055-05-20      | 6.0000%  | 0.0000% | $3768392.00        | $3399949.19        | Agency Mortgage-Backed Securities |
| GNII SF DJ0713 C | 2055-05-20      | 7.0000%  | 0.0000% | $4047866.00        | $3749530.00        | Agency Mortgage-Backed Securities |
| GNII SF DJ0726 C | 2055-05-20      | 6.0000%  | 0.0000% | $3398066.00        | $3490041.28        | Agency Mortgage-Backed Securities |
| GNII SF DJ0745 C | 2055-04-20      | 7.0000%  | 0.0000% | $1977302.00        | $1727193.42        | Agency Mortgage-Backed Securities |
| GNII SF DJ1064 C | 2055-04-20      | 6.0000%  | 0.0000% | $25079644.00       | $24685326.90       | Agency Mortgage-Backed Securities |
| GNII ET DJ2040 C | 2065-05-20      | 6.0000%  | 0.0000% | $1511076.00        | $1549971.42        | Agency Mortgage-Backed Securities |
| GNII ET DJ2151 C | 2065-05-20      | 6.5000%  | 0.0000% | $11373725.00       | $11628149.79       | Agency Mortgage-Backed Securities |
| GNII ET DJ2152 C | 2065-04-20      | 7.0000%  | 0.0000% | $7111775.00        | $7235591.61        | Agency Mortgage-Backed Securities |
| GNII ET DJ2320 C | 2065-06-20      | 6.0000%  | 0.0000% | $74256587.00       | $68696401.82       | Agency Mortgage-Backed Securities |
| GNII SF DJ2328 C | 2055-06-20      | 5.5000%  | 0.0000% | $1302839.00        | $1072058.31        | Agency Mortgage-Backed Securities |
| GNII ET DJ2865 C | 2065-07-20      | 6.0000%  | 0.0000% | $47671814.00       | $44477706.07       | Agency Mortgage-Backed Securities |
| GNII ET DJ2868 C | 2065-07-20      | 6.5000%  | 0.0000% | $6355069.00        | $6294967.11        | Agency Mortgage-Backed Securities |
| GNII ET DJ3060 C | 2065-08-20      | 7.0000%  | 0.0000% | $7269276.00        | $7422784.69        | Agency Mortgage-Backed Securities |
| GNII ET DJ4084 C | 2065-03-20      | 6.5000%  | 0.0000% | $646970.00         | $511727.78         | Agency Mortgage-Backed Securities |
| GNII ET DJ4208 C | 2065-05-20      | 6.5000%  | 0.0000% | $1657442.00        | $1725200.29        | Agency Mortgage-Backed Securities |
| GNII SF DJ4659 C | 2055-04-20      | 7.0000%  | 0.0000% | $1595940.00        | $969517.69         | Agency Mortgage-Backed Securities |
| GNII ET DJ6225 C | 2065-03-20      | 7.0000%  | 0.0000% | $1127796.00        | $941417.01         | Agency Mortgage-Backed Securities |
| GNII ET DJ5759 C | 2065-05-20      | 6.5000%  | 0.0000% | $4222431.00        | $4396836.11        | Agency Mortgage-Backed Securities |
| GNII ET DJ5773 C | 2065-05-20      | 6.5000%  | 0.0000% | $1930679.00        | $2010829.25        | Agency Mortgage-Backed Securities |
| GNII ET DJ5774 C | 2065-06-20      | 6.5000%  | 0.0000% | $3704272.00        | $3455717.00        | Agency Mortgage-Backed Securities |
| GNII ET DJ6095 C | 2065-09-20      | 6.5000%  | 0.0000% | $759683.00         | $792466.53         | Agency Mortgage-Backed Securities |
| GNII ET DJ6896 C | 2065-06-20      | 6.0000%  | 0.0000% | $2097114.00        | $1818755.03        | Agency Mortgage-Backed Securities |
| GNII ET DJ7989 C | 2065-05-20      | 7.0000%  | 0.0000% | $3473648.00        | $2401309.45        | Agency Mortgage-Backed Securities |
| GNII ET DJ7329 C | 2065-06-20      | 6.5000%  | 0.0000% | $6418957.00        | $6685967.07        | Agency Mortgage-Backed Securities |
| GNII ET DJ7338 C | 2065-06-20      | 6.5000%  | 0.0000% | $3307575.00        | $3445498.39        | Agency Mortgage-Backed Securities |
| GNII ET DJ7654 C | 2065-03-20      | 6.0000%  | 0.0000% | $910444.00         | $935249.72         | Agency Mortgage-Backed Securities |
| GNII ET DJ8609 C | 2065-05-20      | 6.5000%  | 0.0000% | $2679358.00        | $2791612.84        | Agency Mortgage-Backed Securities |
| GNII ET DJ8610 C | 2065-06-20      | 7.0000%  | 0.0000% | $3633004.00        | $3623125.41        | Agency Mortgage-Backed Securities |
| GNII ET DJ8852 C | 2065-06-20      | 6.0000%  | 0.0000% | $1225908.00        | $1260225.79        | Agency Mortgage-Backed Securities |
| GNII SF DJ9891 C | 2055-07-20      | 7.0000%  | 0.0000% | $3941065.00        | $4265346.13        | Agency Mortgage-Backed Securities |
| GNII SF DJ9491 C | 2055-08-20      | 6.0000%  | 0.0000% | $3271390.00        | $3422575.00        | Agency Mortgage-Backed Securities |
| GNII SF DJ9906 C | 2055-07-20      | 7.0000%  | 0.0000% | $2729955.00        | $2963155.58        | Agency Mortgage-Backed Securities |
| GNII SF DJ9915 C | 2055-07-20      | 6.5000%  | 0.0000% | $2238581.00        | $2361634.45        | Agency Mortgage-Backed Securities |
| GNII SF DK0788 C | 2055-07-20      | 5.5000%  | 0.0000% | $1097797.00        | $1118536.01        | Agency Mortgage-Backed Securities |
| GNII SF DK0884 C | 2055-05-20      | 6.0000%  | 0.0000% | $8196934.00        | $8438483.73        | Agency Mortgage-Backed Securities |
| GNII ET DK0160 C | 2065-06-20      | 6.0000%  | 0.0000% | $3446073.00        | $3542305.83        | Agency Mortgage-Backed Securities |
| GNII ET DK0491 C | 2065-05-20      | 6.5000%  | 0.0000% | $839139.00         | $873966.46         | Agency Mortgage-Backed Securities |
| GNII SF DK0640 C | 2055-06-20      | 6.0000%  | 0.0000% | $3287657.00        | $3348200.16        | Agency Mortgage-Backed Securities |
| GNII SF DK1315 C | 2055-06-20      | 6.0000%  | 0.0000% | $1101923.00        | $1136278.79        | Agency Mortgage-Backed Securities |
| GNII ET DK1600 C | 2065-05-20      | 4.5000%  | 0.0000% | $119323.00         | $116101.43         | Agency Mortgage-Backed Securities |
| GNII ET DK1601 C | 2065-05-20      | 4.0000%  | 0.0000% | $211945.00         | $201641.19         | Agency Mortgage-Backed Securities |
| GNII ET DK2115 C | 2065-08-20      | 7.0000%  | 0.0000% | $2071890.00        | $2158764.13        | Agency Mortgage-Backed Securities |
| GNII ET DK2316 C | 2065-05-20      | 6.5000%  | 0.0000% | $2014405.00        | $2097421.11        | Agency Mortgage-Backed Securities |
| GNII ET DK2982 C | 2065-05-20      | 6.0000%  | 0.0000% | $5293556.00        | $5437684.00        | Agency Mortgage-Backed Securities |
| GNII ET DK2992 C | 2065-05-20      | 6.0000%  | 0.0000% | $2807951.00        | $2670749.21        | Agency Mortgage-Backed Securities |
| GNII SF DK3242 C | 2055-07-20      | 6.0000%  | 0.0000% | $2533862.00        | $2626531.68        | Agency Mortgage-Backed Securities |
| GNII SF DK3235 C | 2055-07-20      | 6.0000%  | 0.0000% | $5126736.00        | $5054620.52        | Agency Mortgage-Backed Securities |
| GNII SF DK3274 C | 2055-06-20      | 6.0000%  | 0.0000% | $6670479.00        | $6677655.83        | Agency Mortgage-Backed Securities |
| GNII SF DK3254 C | 2055-06-20      | 7.0000%  | 0.0000% | $1381418.00        | $1433718.99        | Agency Mortgage-Backed Securities |
| GNII SF DK3255 C | 2055-06-20      | 7.0000%  | 0.0000% | $3499612.00        | $2657952.69        | Agency Mortgage-Backed Securities |
| GNII ET DK3261 C | 2065-06-20      | 6.5000%  | 0.0000% | $6983719.00        | $7000345.33        | Agency Mortgage-Backed Securities |
| GNII SF DK3277 C | 2055-06-20      | 6.0000%  | 0.0000% | $2200151.00        | $2255769.12        | Agency Mortgage-Backed Securities |
| GNII SF DK3296 C | 2055-06-20      | 7.0000%  | 0.0000% | $1336988.00        | $807105.55         | Agency Mortgage-Backed Securities |
| GNII ET DK3341 C | 2065-05-20      | 6.5000%  | 0.0000% | $6317923.00        | $5951355.14        | Agency Mortgage-Backed Securities |
| GNII ET DK3914 C | 2065-05-20      | 6.5000%  | 0.0000% | $1421106.00        | $1479479.34        | Agency Mortgage-Backed Securities |
| GNII ET DK4289 C | 2065-03-20      | 6.0000%  | 0.0000% | $1052300.00        | $1081358.93        | Agency Mortgage-Backed Securities |
| GNII ET DK5227 C | 2065-11-20      | 6.5000%  | 0.0000% | $2338802.00        | $2441271.14        | Agency Mortgage-Backed Securities |
| GNII ET DK6172 C | 2065-06-20      | 6.0000%  | 0.0000% | $1822780.00        | $1871870.48        | Agency Mortgage-Backed Securities |
| GNII ET DK5422 C | 2065-06-20      | 6.5000%  | 0.0000% | $2423037.00        | $2420963.54        | Agency Mortgage-Backed Securities |
| GNII ET DK5493 C | 2065-05-20      | 6.0000%  | 0.0000% | $989655.00         | $1016910.15        | Agency Mortgage-Backed Securities |
| GNII ET DK5792 C | 2065-08-20      | 7.0000%  | 0.0000% | $6148536.00        | $6406765.20        | Agency Mortgage-Backed Securities |
| GNII ET DK5909 C | 2065-06-20      | 6.5000%  | 0.0000% | $1529469.00        | $1593564.00        | Agency Mortgage-Backed Securities |
| GNII ET DK5975 C | 2065-05-20      | 6.0000%  | 0.0000% | $1391798.00        | $1430051.14        | Agency Mortgage-Backed Securities |
| GNII ET DK5960 C | 2065-06-20      | 6.5000%  | 0.0000% | $483785.00         | $504289.87         | Agency Mortgage-Backed Securities |
| GNII ET DK5961 C | 2065-06-20      | 6.0000%  | 0.0000% | $1359114.00        | $1152553.24        | Agency Mortgage-Backed Securities |
| GNII ET DK7117 C | 2065-08-20      | 6.5000%  | 0.0000% | $1043267.00        | $1087669.69        | Agency Mortgage-Backed Securities |
| GNII SF DK7148 C | 2055-06-20      | 7.0000%  | 0.0000% | $1562935.00        | $1361321.51        | Agency Mortgage-Backed Securities |
| GNII ET DK6495 C | 2065-07-20      | 6.0000%  | 0.0000% | $2292971.00        | $2357371.74        | Agency Mortgage-Backed Securities |
| GNII ET DK8071 C | 2065-06-20      | 6.5000%  | 0.0000% | $1987965.00        | $2071849.67        | Agency Mortgage-Backed Securities |
| GNII ET DK8072 C | 2065-07-20      | 7.0000%  | 0.0000% | $9336948.00        | $9209258.84        | Agency Mortgage-Backed Securities |
| GNII ET DK8087 C | 2065-07-20      | 7.0000%  | 0.0000% | $5667281.00        | $5900374.83        | Agency Mortgage-Backed Securities |
| GNII SF DK7345 C | 2055-07-20      | 6.0000%  | 0.0000% | $1181525.00        | $1236726.86        | Agency Mortgage-Backed Securities |
| GNII ET DK7735 C | 2065-06-20      | 6.5000%  | 0.0000% | $2534952.00        | $2640875.97        | Agency Mortgage-Backed Securities |
| GNII SF DK7847 C | 2055-07-20      | 7.0000%  | 0.0000% | $8232072.00        | $8752504.23        | Agency Mortgage-Backed Securities |
| GNII SF DK7879 C | 2055-08-20      | 7.5000%  | 0.0000% | $2709457.00        | $2925484.09        | Agency Mortgage-Backed Securities |
| GNII ET DK8338 C | 2065-06-20      | 7.0000%  | 0.0000% | $887872.00         | $547851.07         | Agency Mortgage-Backed Securities |
| GNII ET DK9030 C | 2065-07-20      | 2.0000%  | 0.0000% | $1121795.00        | $877132.97         | Agency Mortgage-Backed Securities |
| GNII ET DK9034 C | 2065-08-20      | 7.0000%  | 0.0000% | $32251399.00       | $33423706.84       | Agency Mortgage-Backed Securities |
| GNII ET DK9184 C | 2065-10-20      | 6.5000%  | 0.0000% | $16100000.00       | $16772876.30       | Agency Mortgage-Backed Securities |
| GNII SF DK9705 C | 2055-07-20      | 6.0000%  | 0.0000% | $2240106.00        | $2295082.89        | Agency Mortgage-Backed Securities |
| GNII ET DL0057 C | 2065-06-20      | 6.5000%  | 0.0000% | $2689469.00        | $2801734.36        | Agency Mortgage-Backed Securities |
| GNII ET DL0425 C | 2065-03-20      | 7.0000%  | 0.0000% | $901130.00         | $938586.86         | Agency Mortgage-Backed Securities |
| GNII SF DL0482 C | 2055-08-20      | 6.0000%  | 0.0000% | $2776367.00        | $2807438.21        | Agency Mortgage-Backed Securities |
| GNII ET DL0584 C | 2065-09-20      | 6.0000%  | 0.0000% | $2031038.00        | $2092857.15        | Agency Mortgage-Backed Securities |
| GNII ET DL0669 C | 2065-06-20      | 6.5000%  | 0.0000% | $1134377.00        | $1182454.52        | Agency Mortgage-Backed Securities |
| GNII ET DL1738 C | 2065-09-20      | 6.5000%  | 0.0000% | $844143.00         | $880232.39         | Agency Mortgage-Backed Securities |
| GNII ET DL1151 C | 2065-07-20      | 6.0000%  | 0.0000% | $543246.00         | $558342.65         | Agency Mortgage-Backed Securities |
| GNII ET DL1153 C | 2065-07-20      | 6.5000%  | 0.0000% | $7159006.00        | $7223072.64        | Agency Mortgage-Backed Securities |
| GNII ET DL1179 C | 2065-07-20      | 6.5000%  | 0.0000% | $4636643.00        | $4830497.01        | Agency Mortgage-Backed Securities |
| GNII ET DL1238 C | 2065-07-20      | 6.5000%  | 0.0000% | $1529286.00        | $1593657.04        | Agency Mortgage-Backed Securities |
| GNII ET DL1977 C | 2065-08-20      | 7.0000%  | 0.0000% | $2421210.00        | $2361261.41        | Agency Mortgage-Backed Securities |
| GNII SF DL2014 C | 2055-06-20      | 6.5000%  | 0.0000% | $1771896.00        | $1849352.38        | Agency Mortgage-Backed Securities |
| GNII ET DL3477 C | 2065-08-20      | 7.0000%  | 0.0000% | $2108825.00        | $1986026.15        | Agency Mortgage-Backed Securities |
| GNII SF DL3529 C | 2055-07-20      | 7.0000%  | 0.0000% | $3798179.00        | $3349947.05        | Agency Mortgage-Backed Securities |
| GNII ET DL2806 C | 2065-06-20      | 6.0000%  | 0.0000% | $854253.00         | $771123.81         | Agency Mortgage-Backed Securities |
| GNII ET DL2984 C | 2065-04-20      | 7.0000%  | 0.0000% | $750657.00         | $551165.74         | Agency Mortgage-Backed Securities |
| GNII SF DL3096 C | 2055-08-20      | 6.5000%  | 0.0000% | $1006830.00        | $1054205.70        | Agency Mortgage-Backed Securities |
| GNII ET DL3403 C | 2065-08-20      | 6.5000%  | 0.0000% | $11844623.00       | $11638807.66       | Agency Mortgage-Backed Securities |
| GNII ET DL3453 C | 2065-08-20      | 7.0000%  | 0.0000% | $8095549.00        | $7286010.77        | Agency Mortgage-Backed Securities |
| GNII ET DL4396 C | 2065-07-20      | 6.5000%  | 0.0000% | $14496631.00       | $14000962.28       | Agency Mortgage-Backed Securities |
| GNII ET DL3759 C | 2065-09-20      | 6.0000%  | 0.0000% | $3907351.00        | $4026720.82        | Agency Mortgage-Backed Securities |
| GNII SF DL4097 C | 2055-08-20      | 6.0000%  | 0.0000% | $2714907.00        | $2809919.36        | Agency Mortgage-Backed Securities |
| GNII ET DL4154 C | 2065-07-20      | 6.5000%  | 0.0000% | $8051138.00        | $8267865.25        | Agency Mortgage-Backed Securities |
| GNII SF DL4165 C | 2055-07-20      | 6.0000%  | 0.0000% | $9082093.00        | $8990670.48        | Agency Mortgage-Backed Securities |
| GNII SF DL5370 C | 2055-11-20      | 5.0000%  | 0.0000% | $1099611.00        | $1109177.34        | Agency Mortgage-Backed Securities |
| GNII SF DL5409 C | 2055-12-20      | 5.0000%  | 0.0000% | $12039498.00       | $12155916.89       | Agency Mortgage-Backed Securities |
| GNII SF DL5412 C | 2055-12-20      | 5.0000%  | 0.0000% | $6135293.00        | $6196872.88        | Agency Mortgage-Backed Securities |
| GNII SF DL5477 C | 2055-12-20      | 5.5000%  | 0.0000% | $1035958.00        | $1067222.02        | Agency Mortgage-Backed Securities |
| GNII JM MA4311 M | 2047-03-20      | 4.0000%  | 0.0000% | $1156682.00        | $47517.36          | Agency Mortgage-Backed Securities |
| GNII SF MA4321 M | 2047-02-20      | 3.5000%  | 0.0000% | $9103231.00        | $1042791.52        | Agency Mortgage-Backed Securities |
| GNII SF MA4325 M | 2034-06-20      | 5.5000%  | 0.0000% | $82009.00          | $8492.90           | Agency Mortgage-Backed Securities |
| GNII JM MA5321 M | 2048-06-20      | 4.5000%  | 0.0000% | $1033211.00        | $40443.68          | Agency Mortgage-Backed Securities |
| GNII SF MA5333 M | 2048-07-20      | 5.5000%  | 0.0000% | $11242349.00       | $1080026.75        | Agency Mortgage-Backed Securities |
| GNII SF MA5399 M | 2048-08-20      | 4.5000%  | 0.0000% | $322729138.00      | $25392997.42       | Agency Mortgage-Backed Securities |
| GNII JM MA4502 M | 2047-06-20      | 4.0000%  | 0.0000% | $290000.00         | $11717.37          | Agency Mortgage-Backed Securities |
| GNII SF MA4511 M | 2047-06-20      | 4.0000%  | 0.0000% | $293977911.00      | $28220034.57       | Agency Mortgage-Backed Securities |
| GNII SF MA4512 M | 2047-06-20      | 4.5000%  | 0.0000% | $2771771.00        | $239823.86         | Agency Mortgage-Backed Securities |
| GNII SF MA4514 M | 2047-06-20      | 5.5000%  | 0.0000% | $12837209.00       | $1113278.83        | Agency Mortgage-Backed Securities |
| GNII JM MA4578 M | 2047-07-20      | 3.5000%  | 0.0000% | $20000000.00       | $1026475.83        | Agency Mortgage-Backed Securities |
| GNII JM MA4579 M | 2047-06-20      | 4.0000%  | 0.0000% | $939626.00         | $39369.20          | Agency Mortgage-Backed Securities |
| GNII JM MA4580 M | 2047-07-20      | 4.5000%  | 0.0000% | $598115.00         | $10034.63          | Agency Mortgage-Backed Securities |
| GNII SF MA4588 M | 2047-07-20      | 4.5000%  | 0.0000% | $125000.00         | $11057.10          | Agency Mortgage-Backed Securities |
| GNII SF MA4656 M | 2047-08-20      | 5.5000%  | 0.0000% | $1074021.00        | $121217.51         | Agency Mortgage-Backed Securities |
| GNII SF MA4720 M | 2047-09-20      | 4.0000%  | 0.0000% | $3478571.00        | $364929.74         | Agency Mortgage-Backed Securities |
| GNII SF MA4723 M | 2047-09-20      | 5.5000%  | 0.0000% | $6539811.00        | $714585.35         | Agency Mortgage-Backed Securities |
| GNII JM MA4710 M | 2047-03-20      | 3.5000%  | 0.0000% | $11120175.00       | $548716.20         | Agency Mortgage-Backed Securities |
| GNII JM MA4711 M | 2047-09-20      | 4.0000%  | 0.0000% | $1586321.00        | $53255.86          | Agency Mortgage-Backed Securities |
| GNII JM MA4712 M | 2047-09-20      | 4.5000%  | 0.0000% | $2920758.00        | $59264.83          | Agency Mortgage-Backed Securities |
| GNII JM MA4830 M | 2041-09-20      | 4.5000%  | 0.0000% | $2613426.00        | $214391.20         | Agency Mortgage-Backed Securities |
| GNII SF MA4838 M | 2047-11-20      | 4.0000%  | 0.0000% | $5849000.00        | $622480.31         | Agency Mortgage-Backed Securities |
| GNII JM MA4892 M | 2047-12-20      | 4.5000%  | 0.0000% | $2089548.00        | $54002.87          | Agency Mortgage-Backed Securities |
| GNII SF MA4899 M | 2047-12-20      | 3.0000%  | 0.0000% | $85895440.00       | $11815907.01       | Agency Mortgage-Backed Securities |
| GNII SF MA4961 M | 2048-01-20      | 3.0000%  | 0.0000% | $368618158.00      | $51616486.58       | Agency Mortgage-Backed Securities |
| GNII SF MA4993 M | 2033-02-20      | 3.0000%  | 0.0000% | $10000000.00       | $901079.93         | Agency Mortgage-Backed Securities |
| GNII SF MA5019 M | 2048-02-20      | 3.5000%  | 0.0000% | $1881034.00        | $229617.35         | Agency Mortgage-Backed Securities |
| GNII SF MA5076 M | 2048-03-20      | 3.0000%  | 0.0000% | $684228.00         | $90943.45          | Agency Mortgage-Backed Securities |
| GNII SF MA5137 M | 2048-04-20      | 4.0000%  | 0.0000% | $97128628.00       | $7626348.79        | Agency Mortgage-Backed Securities |
| GNII SF MA5112 M | 2033-04-20      | 4.0000%  | 0.0000% | $274000.00         | $31215.08          | Agency Mortgage-Backed Securities |
| GNII JM MA5128 M | 2048-04-20      | 4.5000%  | 0.0000% | $1490000.00        | $19065.02          | Agency Mortgage-Backed Securities |
| GNII SF MA5198 M | 2038-12-20      | 7.0000%  | 0.0000% | $100000.00         | $19044.86          | Agency Mortgage-Backed Securities |
| GNII SF MA5192 M | 2048-05-20      | 4.0000%  | 0.0000% | $26009874.00       | $2214211.88        | Agency Mortgage-Backed Securities |
| GNII SF MA5195 M | 2048-05-20      | 5.5000%  | 0.0000% | $18810459.00       | $1392345.62        | Agency Mortgage-Backed Securities |
| GNII SF MA5262 M | 2048-06-20      | 3.0000%  | 0.0000% | $397565.00         | $60158.67          | Agency Mortgage-Backed Securities |
| GNII SF MA5265 M | 2048-05-20      | 4.5000%  | 0.0000% | $52822191.00       | $3774867.72        | Agency Mortgage-Backed Securities |
| GNII JM MA5254 M | 2048-06-20      | 4.0000%  | 0.0000% | $20400000.00       | $396584.23         | Agency Mortgage-Backed Securities |
| GNII JM MA6209 M | 2049-10-20      | 3.0000%  | 0.0000% | $2872000.00        | $199897.82         | Agency Mortgage-Backed Securities |
| GNII SF MA6256 M | 2034-12-20      | 3.5000%  | 0.0000% | $155000.00         | $26515.72          | Agency Mortgage-Backed Securities |
| GNII JM MA6274 M | 2049-11-20      | 3.0000%  | 0.0000% | $1200000.00        | $99260.31          | Agency Mortgage-Backed Securities |
| GNII SF MA6283 M | 2049-11-20      | 3.0000%  | 0.0000% | $4597324.00        | $749151.16         | Agency Mortgage-Backed Securities |
| GNII SF MA6287 M | 2049-10-20      | 5.0000%  | 0.0000% | $1000000.00        | $132569.46         | Agency Mortgage-Backed Securities |
| GNII SF MA5401 M | 2048-08-20      | 5.5000%  | 0.0000% | $12506367.00       | $1044006.39        | Agency Mortgage-Backed Securities |
| GNII SF MA5437 M | 2033-09-20      | 4.0000%  | 0.0000% | $227874.00         | $26430.75          | Agency Mortgage-Backed Securities |
| GNII SF MA5465 M | 2048-09-20      | 3.5000%  | 0.0000% | $2400000.00        | $256593.43         | Agency Mortgage-Backed Securities |
| GNII SF MA5467 M | 2048-09-20      | 4.5000%  | 0.0000% | $106069999.00      | $8051029.20        | Agency Mortgage-Backed Securities |
| GNII JM MA5518 M | 2048-10-20      | 4.0000%  | 0.0000% | $10000000.00       | $224691.29         | Agency Mortgage-Backed Securities |
| GNII SF MA5529 M | 2048-10-20      | 4.5000%  | 0.0000% | $1048000.00        | $79634.28          | Agency Mortgage-Backed Securities |
| GNII SF MA5565 M | 2033-11-20      | 4.0000%  | 0.0000% | $525000.00         | $60161.64          | Agency Mortgage-Backed Securities |
| GNII SF MA5651 M | 2048-12-20      | 4.0000%  | 0.0000% | $21225000.00       | $1923573.99        | Agency Mortgage-Backed Securities |
| GNII JM MA6402 M | 2049-12-20      | 4.5000%  | 0.0000% | $520400.00         | $18773.25          | Agency Mortgage-Backed Securities |
| GNII SF MA6409 M | 2050-01-20      | 3.0000%  | 0.0000% | $68369190.00       | $12021815.08       | Agency Mortgage-Backed Securities |
| GNII JM MA6463 M | 2050-02-20      | 2.5000%  | 0.0000% | $1000000.00        | $56071.50          | Agency Mortgage-Backed Securities |
| GNII SF MA6479 M | 2050-01-20      | 5.5000%  | 0.0000% | $75000.00          | $16970.89          | Agency Mortgage-Backed Securities |
| GNII SF MA6512 M | 2035-03-20      | 2.5000%  | 0.0000% | $5902674.00        | $987068.30         | Agency Mortgage-Backed Securities |
| GNII JM MA6531 M | 2050-03-20      | 3.0000%  | 0.0000% | $830000.00         | $69462.09          | Agency Mortgage-Backed Securities |
| GNII JM MA6534 M | 2050-03-20      | 4.5000%  | 0.0000% | $2956810.00        | $406173.54         | Agency Mortgage-Backed Securities |
| GNII SF MA6540 M | 2050-02-20      | 2.5000%  | 0.0000% | $139000000.00      | $28333704.42       | Agency Mortgage-Backed Securities |
| GNII SF MA6544 M | 2049-07-20      | 4.5000%  | 0.0000% | $1500000.00        | $201989.04         | Agency Mortgage-Backed Securities |
| GNII JM MA6588 M | 2050-04-20      | 2.5000%  | 0.0000% | $3100000.00        | $403063.59         | Agency Mortgage-Backed Securities |
| GNII SF MA6598 M | 2050-04-20      | 2.5000%  | 0.0000% | $28085000.00       | $6762061.23        | Agency Mortgage-Backed Securities |
| GNII SF MA6599 M | 2050-04-20      | 3.0000%  | 0.0000% | $71348260.00       | $15070746.34       | Agency Mortgage-Backed Securities |
| GNII SF MA6602 M | 2050-04-20      | 4.5000%  | 0.0000% | $4690687.00        | $845232.62         | Agency Mortgage-Backed Securities |
| GNII SF MA6656 M | 2050-05-20      | 3.0000%  | 0.0000% | $34917377.00       | $8382398.92        | Agency Mortgage-Backed Securities |
| GNII JM MA6700 M | 2050-06-20      | 3.0000%  | 0.0000% | $135000.00         | $20710.11          | Agency Mortgage-Backed Securities |
| GNII SF MA6718 M | 2038-10-20      | 7.0000%  | 0.0000% | $79451.00          | $21323.15          | Agency Mortgage-Backed Securities |
| GNII SF MA6765 M | 2050-07-20      | 2.5000%  | 0.0000% | $255205.00         | $80392.27          | Agency Mortgage-Backed Securities |
| GNII SF MA6768 M | 2050-07-20      | 4.0000%  | 0.0000% | $91836450.00       | $22804146.10       | Agency Mortgage-Backed Securities |
| GNII SF MA6772 M | 2050-07-20      | 6.0000%  | 0.0000% | $100000.00         | $17638.40          | Agency Mortgage-Backed Securities |
| GNII SF MA6839 M | 2035-09-20      | 2.0000%  | 0.0000% | $297136.00         | $93342.37          | Agency Mortgage-Backed Securities |
| GNII JM MA6856 M | 2050-09-20      | 3.0000%  | 0.0000% | $343750.00         | $62708.38          | Agency Mortgage-Backed Securities |
| GNII JM MA6884 M | 2050-08-20      | 2.0000%  | 0.0000% | $1700000.00        | $744868.15         | Agency Mortgage-Backed Securities |
| GNII SF MA6935 M | 2050-10-20      | 4.5000%  | 0.0000% | $117011.00         | $28981.30          | Agency Mortgage-Backed Securities |
| GNII SF MA6932 M | 2050-08-20      | 3.0000%  | 0.0000% | $128666614.00      | $41984475.32       | Agency Mortgage-Backed Securities |
| GNII SF MA6999 M | 2050-10-20      | 4.5000%  | 0.0000% | $5043022.00        | $1171390.70        | Agency Mortgage-Backed Securities |
| GNII SF MA6993 M | 2050-10-20      | 1.5000%  | 0.0000% | $997582.00         | $522999.14         | Agency Mortgage-Backed Securities |
| GNII SF MA6996 M | 2050-11-20      | 3.0000%  | 0.0000% | $1922407.00        | $629984.53         | Agency Mortgage-Backed Securities |
| GNII JM MA7043 M | 2050-12-20      | 2.5000%  | 0.0000% | $2200000.00        | $834216.09         | Agency Mortgage-Backed Securities |
| GNII SF MA7050 M | 2050-12-20      | 1.5000%  | 0.0000% | $30580272.00       | $15721088.85       | Agency Mortgage-Backed Securities |
| GNII SF MA7054 M | 2050-12-20      | 3.5000%  | 0.0000% | $2400000.00        | $815181.49         | Agency Mortgage-Backed Securities |
| GNII SF MA7057 M | 2050-12-20      | 5.0000%  | 0.0000% | $50000.00          | $12362.65          | Agency Mortgage-Backed Securities |
| GNII SF MA7985 M | 2052-04-20      | 1.5000%  | 0.0000% | $9157770.00        | $5282201.22        | Agency Mortgage-Backed Securities |
| GNII SF MA7992 M | 2052-04-20      | 5.0000%  | 0.0000% | $125000.00         | $74160.13          | Agency Mortgage-Backed Securities |
| GNII SF MA7994 M | 2052-04-20      | 6.0000%  | 0.0000% | $666706.00         | $386045.76         | Agency Mortgage-Backed Securities |
| GNII SF MA8040 M | 2052-04-20      | 1.5000%  | 0.0000% | $1313009.00        | $922218.72         | Agency Mortgage-Backed Securities |
| GNII SF MA8042 M | 2052-05-20      | 2.5000%  | 0.0000% | $577601.00         | $371089.10         | Agency Mortgage-Backed Securities |
| GNII JM MA8088 M | 2052-05-20      | 2.5000%  | 0.0000% | $3497645.00        | $2415827.15        | Agency Mortgage-Backed Securities |
| GNII SF MA8099 M | 2052-06-20      | 3.5000%  | 0.0000% | $164311889.00      | $114264036.00      | Agency Mortgage-Backed Securities |
| GNII SF MA7260 M | 2051-03-20      | 5.0000%  | 0.0000% | $452000.00         | $159839.03         | Agency Mortgage-Backed Securities |
| GNII SF MA7253 M | 2051-03-20      | 1.5000%  | 0.0000% | $2556414.00        | $1358050.44        | Agency Mortgage-Backed Securities |
| GNII SF MA7254 M | 2051-03-20      | 2.0000%  | 0.0000% | $60819039.00       | $30709121.77       | Agency Mortgage-Backed Securities |
| GNII JM MA7303 M | 2051-04-20      | 2.0000%  | 0.0000% | $1300000.00        | $723453.83         | Agency Mortgage-Backed Securities |
| GNII JM MA7307 M | 2051-04-20      | 4.0000%  | 0.0000% | $25000.00          | $8246.14           | Agency Mortgage-Backed Securities |
| GNII SF MA7311 M | 2051-04-20      | 2.0000%  | 0.0000% | $50703972.00       | $26244982.99       | Agency Mortgage-Backed Securities |
| GNII JM MA7362 M | 2049-06-20      | 4.0000%  | 0.0000% | $45000.00          | $25634.66          | Agency Mortgage-Backed Securities |
| GNII SF MA7367 M | 2051-05-20      | 2.5000%  | 0.0000% | $1660804.00        | $861877.61         | Agency Mortgage-Backed Securities |
| GNII SF MA7373 M | 2048-12-20      | 5.5000%  | 0.0000% | $800000.00         | $270498.30         | Agency Mortgage-Backed Securities |
| GNII SF MA7424 M | 2051-06-20      | 5.5000%  | 0.0000% | $1100000.00        | $484833.75         | Agency Mortgage-Backed Securities |
| GNII SF MA7471 M | 2051-07-20      | 2.0000%  | 0.0000% | $2000000.00        | $1105982.78        | Agency Mortgage-Backed Securities |
| GNII JM MA7523 M | 2051-08-20      | 2.0000%  | 0.0000% | $155000.00         | $96552.23          | Agency Mortgage-Backed Securities |
| GNII JM MA7527 M | 2051-07-20      | 4.0000%  | 0.0000% | $744294.00         | $225129.62         | Agency Mortgage-Backed Securities |
| GNII JM MB0801 M | 2055-12-20      | 5.5000%  | 0.0000% | $5659015.00        | $5703905.76        | Agency Mortgage-Backed Securities |
| GNII SF MB0816 M | 2055-12-20      | 6.5000%  | 0.0000% | $168142733.00      | $175101102.64      | Agency Mortgage-Backed Securities |
| GNAR AT MB0832 M | 2055-12-20      | 4.5000%  | 0.0000% | $1434456.00        | $1439588.96        | Agency Mortgage-Backed Securities |
| GNAR AT MB0834 M | 2055-12-20      | 5.0000%  | 0.0000% | $1995928.00        | $2017714.10        | Agency Mortgage-Backed Securities |
| GNII SF MB0868 M | 2056-01-20      | 3.5000%  | 0.0000% | $13901203.00       | $12809241.87       | Agency Mortgage-Backed Securities |
| GNII SF MB0871 M | 2056-01-20      | 5.0000%  | 0.0000% | $25398080.00       | $25523871.05       | Agency Mortgage-Backed Securities |
| GNII SF MB0874 M | 2056-01-20      | 6.5000%  | 0.0000% | $12970414.00       | $13506508.59       | Agency Mortgage-Backed Securities |
| GNII SF MB0090 M | 2054-11-20      | 4.5000%  | 0.0000% | $8001000.00        | $7485054.32        | Agency Mortgage-Backed Securities |
| GNII SF MB0091 M | 2054-12-20      | 5.0000%  | 0.0000% | $266430782.00      | $249999999.97      | Agency Mortgage-Backed Securities |
| GNII SF MB0123 M | 2040-01-20      | 6.0000%  | 0.0000% | $971266.00         | $722570.65         | Agency Mortgage-Backed Securities |
| GNII SF MB0119 M | 2039-11-20      | 4.0000%  | 0.0000% | $3455185.00        | $3154840.14        | Agency Mortgage-Backed Securities |
| GNII SF MB0148 M | 2055-01-20      | 6.0000%  | 0.0000% | $3265971.00        | $2191562.09        | Agency Mortgage-Backed Securities |
| GNII SF MB0180 M | 2040-02-20      | 5.5000%  | 0.0000% | $9213744.00        | $7084055.00        | Agency Mortgage-Backed Securities |
| GNII SF MB0203 M | 2055-02-20      | 4.5000%  | 0.0000% | $5000000.00        | $4788709.25        | Agency Mortgage-Backed Securities |
| GNII SF MB0206 M | 2055-02-20      | 6.0000%  | 0.0000% | $8832565.00        | $6015675.17        | Agency Mortgage-Backed Securities |
| GNII SF MB0235 M | 2040-03-20      | 6.0000%  | 0.0000% | $1222804.00        | $962112.35         | Agency Mortgage-Backed Securities |
| GNII SF MB0309 M | 2055-03-20      | 6.0000%  | 0.0000% | $69664619.00       | $54480636.52       | Agency Mortgage-Backed Securities |
| GNII JM MB0351 M | 2055-05-20      | 4.5000%  | 0.0000% | $1048678.00        | $1007483.95        | Agency Mortgage-Backed Securities |
| GNII SF MB0341 M | 2040-05-20      | 5.5000%  | 0.0000% | $51650.00          | $47861.88          | Agency Mortgage-Backed Securities |
| GNII JM MB0353 M | 2055-05-20      | 5.5000%  | 0.0000% | $31121794.00       | $28798206.71       | Agency Mortgage-Backed Securities |
| GNII SF MB0363 M | 2055-05-20      | 4.0000%  | 0.0000% | $3728189.00        | $3502556.15        | Agency Mortgage-Backed Securities |
| GNII SF MB0366 M | 2055-05-20      | 5.5000%  | 0.0000% | $7596802.00        | $7419965.50        | Agency Mortgage-Backed Securities |
| GNII SF MB0369 M | 2053-12-20      | 7.0000%  | 0.0000% | $304297382.00      | $250000000.01      | Agency Mortgage-Backed Securities |
| GNII SF MB0398 M | 2040-06-20      | 4.5000%  | 0.0000% | $759444.00         | $733076.18         | Agency Mortgage-Backed Securities |
| GNII SF MB0399 M | 2040-06-20      | 5.0000%  | 0.0000% | $1725312.00        | $1594852.58        | Agency Mortgage-Backed Securities |
| GNII SF MB0401 M | 2040-06-20      | 6.0000%  | 0.0000% | $8350413.00        | $8002197.64        | Agency Mortgage-Backed Securities |
| GNII SF MB0422 M | 2055-05-20      | 4.5000%  | 0.0000% | $1900000.00        | $1841288.56        | Agency Mortgage-Backed Securities |
| GNII SF MB0424 M | 2055-05-20      | 5.5000%  | 0.0000% | $251051506.00      | $249999999.52      | Agency Mortgage-Backed Securities |
| GNII JM MB0472 M | 2055-04-20      | 5.5000%  | 0.0000% | $16563356.00       | $16396326.32       | Agency Mortgage-Backed Securities |
| GNII SF MB0460 M | 2040-07-20      | 6.0000%  | 0.0000% | $556175.00         | $543675.89         | Agency Mortgage-Backed Securities |
| GNII SF MB0482 M | 2055-07-20      | 4.0000%  | 0.0000% | $800487.00         | $752906.84         | Agency Mortgage-Backed Securities |
| GNII SF MB0486 M | 2055-06-20      | 6.0000%  | 0.0000% | $877961.00         | $884606.60         | Agency Mortgage-Backed Securities |
| GNII SF MB0488 M | 2055-07-20      | 7.0000%  | 0.0000% | $2711963.00        | $2697191.43        | Agency Mortgage-Backed Securities |
| GNII SF MB0527 M | 2040-08-20      | 4.5000%  | 0.0000% | $537500.00         | $526123.60         | Agency Mortgage-Backed Securities |
| GNII SF MB0530 M | 2040-07-20      | 6.0000%  | 0.0000% | $297166.00         | $295163.74         | Agency Mortgage-Backed Securities |
| GNII SF MB0556 M | 2055-06-20      | 5.5000%  | 0.0000% | $81966006.00       | $82253396.36       | Agency Mortgage-Backed Securities |
| GNII SF MB0558 M | 2055-07-20      | 6.5000%  | 0.0000% | $200789001.00      | $204640729.28      | Agency Mortgage-Backed Securities |
| GNII SF MB0559 M | 2055-07-20      | 7.0000%  | 0.0000% | $11412060.00       | $11610550.01       | Agency Mortgage-Backed Securities |
| GNII SF MB0623 M | 2055-04-20      | 5.5000%  | 0.0000% | $248730666.00      | $249999999.37      | Agency Mortgage-Backed Securities |
| GNII SF MB0626 M | 2055-09-20      | 7.0000%  | 0.0000% | $120868763.00      | $123401521.46      | Agency Mortgage-Backed Securities |
| GNII SF MB0658 M | 2040-09-20      | 5.5000%  | 0.0000% | $36718.00          | $36322.61          | Agency Mortgage-Backed Securities |
| GNII JM MB0673 M | 2055-08-20      | 5.5000%  | 0.0000% | $21492645.00       | $20988006.11       | Agency Mortgage-Backed Securities |
| GNII SF MB0684 M | 2055-10-20      | 4.5000%  | 0.0000% | $80702000.00       | $78829935.88       | Agency Mortgage-Backed Securities |
| GNII SF MB0687 M | 2055-10-20      | 6.0000%  | 0.0000% | $114451136.00      | $116647969.90      | Agency Mortgage-Backed Securities |
| GNII JM MB0733 M | 2055-10-20      | 5.5000%  | 0.0000% | $15827506.00       | $15851592.20       | Agency Mortgage-Backed Securities |
| GNII SF MB0743 M | 2055-11-20      | 4.0000%  | 0.0000% | $139720.00         | $132474.14         | Agency Mortgage-Backed Securities |
| GNII SF MB0745 M | 2055-11-20      | 5.0000%  | 0.0000% | $2046191.00        | $2048451.15        | Agency Mortgage-Backed Securities |
| GNII ET DI0511 C | 2064-12-20      | 6.0000%  | 0.0000% | $1899803.00        | $1650775.67        | Agency Mortgage-Backed Securities |
| GNII ET DI0718 C | 2065-02-20      | 6.5000%  | 0.0000% | $1262798.00        | $1118659.42        | Agency Mortgage-Backed Securities |
| GNII ET DI2112 C | 2064-12-20      | 6.0000%  | 0.0000% | $2712866.00        | $2481121.65        | Agency Mortgage-Backed Securities |
| GNII SF DI2234 C | 2055-02-20      | 5.0000%  | 0.0000% | $1045162.00        | $1042913.56        | Agency Mortgage-Backed Securities |
| GNII ET DI3211 C | 2065-04-20      | 6.0000%  | 0.0000% | $889574.00         | $659591.00         | Agency Mortgage-Backed Securities |
| GNII ET DI3232 C | 2065-01-20      | 6.5000%  | 0.0000% | $854177.00         | $888459.26         | Agency Mortgage-Backed Securities |
| GNII ET DI3385 C | 2065-01-20      | 6.0000%  | 0.0000% | $1019523.00        | $930813.25         | Agency Mortgage-Backed Securities |
| GNII ET DI3387 C | 2065-02-20      | 7.0000%  | 0.0000% | $2741517.00        | $2018241.45        | Agency Mortgage-Backed Securities |
| GNII SF DI5117 C | 2055-06-20      | 7.0000%  | 0.0000% | $1398932.00        | $1466529.36        | Agency Mortgage-Backed Securities |
| GNII ET DI5972 C | 2065-06-20      | 7.0000%  | 0.0000% | $1001854.00        | $1042339.51        | Agency Mortgage-Backed Securities |
| GNII ET DI6885 C | 2065-03-20      | 6.5000%  | 0.0000% | $2666293.00        | $2166652.98        | Agency Mortgage-Backed Securities |
| GNII ET DI6886 C | 2065-03-20      | 7.0000%  | 0.0000% | $7366326.00        | $6322819.35        | Agency Mortgage-Backed Securities |
| GNII ET DI6898 C | 2065-03-20      | 6.5000%  | 0.0000% | $4654894.00        | $4013542.37        | Agency Mortgage-Backed Securities |
| GNII SF DI7919 C | 2055-04-20      | 7.0000%  | 0.0000% | $1073379.00        | $1113302.43        | Agency Mortgage-Backed Securities |
| GNII SF DI7968 C | 2055-04-20      | 7.0000%  | 0.0000% | $1271146.00        | $1023879.98        | Agency Mortgage-Backed Securities |
| GNII SF DO0841 C | 2055-12-20      | 5.0000%  | 0.0000% | $1588332.00        | $1597319.21        | Agency Mortgage-Backed Securities |
| GNII SF DO0896 C | 2056-01-20      | 5.0000%  | 0.0000% | $1057366.00        | $1069259.02        | Agency Mortgage-Backed Securities |
| GNII SF DO0898 C | 2056-01-20      | 5.0000%  | 0.0000% | $1717440.00        | $1732274.87        | Agency Mortgage-Backed Securities |
| GNII SF DO0899 C | 2056-01-20      | 5.0000%  | 0.0000% | $1430830.00        | $1441698.27        | Agency Mortgage-Backed Securities |
| GNII ET DO0109 C | 2065-10-20      | 6.5000%  | 0.0000% | $1568486.00        | $1637224.74        | Agency Mortgage-Backed Securities |
| GNII SF DO0901 C | 2056-01-20      | 5.0000%  | 0.0000% | $1737511.00        | $1749530.72        | Agency Mortgage-Backed Securities |
| GNII SF DO0904 C | 2056-01-20      | 5.0000%  | 0.0000% | $1821356.00        | $1833955.74        | Agency Mortgage-Backed Securities |
| GNII SF DO1511 C | 2055-11-20      | 6.0000%  | 0.0000% | $7126220.00        | $7434678.06        | Agency Mortgage-Backed Securities |
| GNII ET DO2064 C | 2065-11-20      | 6.5000%  | 0.0000% | $6400000.00        | $6677025.18        | Agency Mortgage-Backed Securities |
| GNII SF DO2098 C | 2055-10-20      | 5.5000%  | 0.0000% | $1656871.00        | $1696916.83        | Agency Mortgage-Backed Securities |
| GNII SF DO2384 C | 2055-12-20      | 5.0000%  | 0.0000% | $2747467.00        | $2763543.49        | Agency Mortgage-Backed Securities |
| GNII SF DO3106 C | 2055-11-20      | 6.0000%  | 0.0000% | $7541119.00        | $7885582.01        | Agency Mortgage-Backed Securities |
| GNII ET DO3657 C | 2065-11-20      | 7.0000%  | 0.0000% | $800000.00         | $834207.49         | Agency Mortgage-Backed Securities |
| GNII ET DO3636 C | 2065-11-20      | 6.5000%  | 0.0000% | $5300000.00        | $5533685.50        | Agency Mortgage-Backed Securities |
| GNII ET DO3665 C | 2065-11-20      | 6.5000%  | 0.0000% | $9300000.00        | $9728718.13        | Agency Mortgage-Backed Securities |
| GNII ET DO5340 C | 2065-11-20      | 6.0000%  | 0.0000% | $1343363.00        | $1383930.91        | Agency Mortgage-Backed Securities |
| GNII ET DO5345 C | 2065-12-20      | 6.0000%  | 0.0000% | $2586327.00        | $2669109.75        | Agency Mortgage-Backed Securities |
| GNII ET DO5346 C | 2065-12-20      | 6.0000%  | 0.0000% | $29809330.00       | $30757963.97       | Agency Mortgage-Backed Securities |
| GNII SF DO5366 C | 2056-01-20      | 5.0000%  | 0.0000% | $1042273.00        | $1055246.98        | Agency Mortgage-Backed Securities |
| GNII SF DO5375 C | 2056-01-20      | 5.5000%  | 0.0000% | $1383285.00        | $1420057.63        | Agency Mortgage-Backed Securities |
| GNII SF DO5381 C | 2056-01-20      | 5.0000%  | 0.0000% | $1176026.00        | $1185609.17        | Agency Mortgage-Backed Securities |
| GNII SF DO5382 C | 2056-01-20      | 5.5000%  | 0.0000% | $1081110.00        | $1111164.38        | Agency Mortgage-Backed Securities |
| GNII SF DO5385 C | 2056-01-20      | 5.5000%  | 0.0000% | $1015872.00        | $1042877.49        | Agency Mortgage-Backed Securities |
| GNII SF DO5388 C | 2056-01-20      | 5.0000%  | 0.0000% | $1764140.00        | $1776347.46        | Agency Mortgage-Backed Securities |
| GNII SF DO5390 C | 2056-01-20      | 5.5000%  | 0.0000% | $1100628.00        | $1129885.51        | Agency Mortgage-Backed Securities |
| GNII SF DO4503 C | 2055-12-20      | 5.0000%  | 0.0000% | $1878309.00        | $1901873.56        | Agency Mortgage-Backed Securities |
| GNII SF DO4506 C | 2055-12-20      | 5.0000%  | 0.0000% | $4975092.00        | $5011060.23        | Agency Mortgage-Backed Securities |
| GNII SF DO4507 C | 2055-12-20      | 5.0000%  | 0.0000% | $7107111.00        | $7145828.93        | Agency Mortgage-Backed Securities |
| GNII SF DO5017 C | 2055-12-20      | 5.0000%  | 0.0000% | $1216810.00        | $1223788.95        | Agency Mortgage-Backed Securities |
| GNII SF DO6250 C | 2055-12-20      | 5.0000%  | 0.0000% | $1939874.00        | $1951152.41        | Agency Mortgage-Backed Securities |
| GNII SF DO5482 C | 2055-11-20      | 6.0000%  | 0.0000% | $1613574.00        | $1681510.97        | Agency Mortgage-Backed Securities |
| GNII SF DO5774 C | 2055-11-20      | 6.0000%  | 0.0000% | $1595029.00        | $1661389.98        | Agency Mortgage-Backed Securities |
| GNII ET DO6610 C | 2065-10-20      | 6.5000%  | 0.0000% | $795342.00         | $830537.07         | Agency Mortgage-Backed Securities |
| GNII ET DO7303 C | 2065-11-20      | 6.5000%  | 0.0000% | $2006964.00        | $2095370.56        | Agency Mortgage-Backed Securities |
| GNII ET DO7523 C | 2065-12-20      | 7.0000%  | 0.0000% | $1100000.00        | $1145740.32        | Agency Mortgage-Backed Securities |
| GNII SF DO7617 C | 2055-12-20      | 5.0000%  | 0.0000% | $4275399.00        | $4318703.11        | Agency Mortgage-Backed Securities |
| GNII SF DO7656 C | 2056-01-20      | 5.0000%  | 0.0000% | $6034551.00        | $6086688.18        | Agency Mortgage-Backed Securities |
| GNII SF DO7682 C | 2056-01-20      | 5.0000%  | 0.0000% | $5423931.00        | $5461468.82        | Agency Mortgage-Backed Securities |
| GNII SF DO7697 C | 2056-01-20      | 5.5000%  | 0.0000% | $20746039.00       | $21297542.49       | Agency Mortgage-Backed Securities |
| GNII SF DO7700 C | 2056-01-20      | 5.0000%  | 0.0000% | $1372237.00        | $1394119.76        | Agency Mortgage-Backed Securities |
| GNII ET DO7718 C | 2066-01-20      | 6.0000%  | 0.0000% | $1317209.00        | $1359988.44        | Agency Mortgage-Backed Securities |
| GNII SF DO8876 C | 2056-01-20      | 5.0000%  | 0.0000% | $31720309.00       | $31911797.46       | Agency Mortgage-Backed Securities |
| GNII ET DO8520 C | 2065-11-20      | 6.5000%  | 0.0000% | $2800000.00        | $2923881.56        | Agency Mortgage-Backed Securities |
| GNII ET DO9800 C | 2065-12-20      | 7.0000%  | 0.0000% | $2900000.00        | $3026151.57        | Agency Mortgage-Backed Securities |
| GNII SF AS5277 C | 2046-08-20      | 3.5000%  | 0.0000% | $8751453.00        | $2195962.45        | Agency Mortgage-Backed Securities |
| GNMI SF AS4936 X | 2046-05-15      | 4.5000%  | 0.0000% | $5908377.00        | $1018674.50        | Agency Mortgage-Backed Securities |
| GNMI SF AT6459 X | 2046-07-15      | 5.0000%  | 0.0000% | $559438.00         | $45455.54          | Agency Mortgage-Backed Securities |
| GNMI SF AT7556 X | 2046-07-15      | 4.5000%  | 0.0000% | $3925418.00        | $127971.16         | Agency Mortgage-Backed Securities |
| GNMI SF AT8177 X | 2046-09-15      | 4.5000%  | 0.0000% | $1737233.00        | $358682.10         | Agency Mortgage-Backed Securities |
| GNII SF AT8330 C | 2046-11-20      | 3.5000%  | 0.0000% | $1324751.00        | $405562.42         | Agency Mortgage-Backed Securities |
| GNMI SF AU0789 X | 2046-08-15      | 3.0000%  | 0.0000% | $37355.00          | $12063.51          | Agency Mortgage-Backed Securities |
| GNII SF AU0807 C | 2046-07-20      | 3.5000%  | 0.0000% | $14000000.00       | $1694199.66        | Agency Mortgage-Backed Securities |
| GNMI SF AU2555 X | 2046-07-15      | 5.0000%  | 0.0000% | $912666.00         | $107634.73         | Agency Mortgage-Backed Securities |
| GNMI SF AU8271 X | 2046-07-15      | 4.5000%  | 0.0000% | $1304166.00        | $33520.11          | Agency Mortgage-Backed Securities |
| GNMI SF AV1814 X | 2046-08-15      | 3.0000%  | 0.0000% | $383418.00         | $86813.34          | Agency Mortgage-Backed Securities |
| GNMI SF AV3923 X | 2046-08-15      | 5.0000%  | 0.0000% | $123047.00         | $21099.18          | Agency Mortgage-Backed Securities |
| GNMI SF AV7449 X | 2046-09-15      | 3.5000%  | 0.0000% | $49442.00          | $24447.14          | Agency Mortgage-Backed Securities |
| GNMI SF AV9680 X | 2046-11-15      | 2.5000%  | 0.0000% | $2518520.00        | $1395280.47        | Agency Mortgage-Backed Securities |
| GNMI SF AW6591 X | 2046-12-15      | 4.5000%  | 0.0000% | $266603.00         | $21277.68          | Agency Mortgage-Backed Securities |
| GNII SF AW8749 C | 2046-12-20      | 4.0000%  | 0.0000% | $11000000.00       | $2185250.87        | Agency Mortgage-Backed Securities |
| GNMI SF AX1651 X | 2046-10-15      | 4.5000%  | 0.0000% | $1959321.00        | $68893.77          | Agency Mortgage-Backed Securities |
| GNII SF AX4344 C | 2046-10-20      | 3.5000%  | 0.0000% | $581045.00         | $132772.15         | Agency Mortgage-Backed Securities |
| GNII SF AX4655 C | 2047-02-20      | 3.5000%  | 0.0000% | $9074289.00        | $1722864.52        | Agency Mortgage-Backed Securities |
| GNMI SF AX6247 X | 2047-05-15      | 5.0000%  | 0.0000% | $3869368.00        | $463231.84         | Agency Mortgage-Backed Securities |
| GNMI SF AX6248 X | 2047-05-15      | 5.0000%  | 0.0000% | $3755916.00        | $525839.61         | Agency Mortgage-Backed Securities |
| GNMI SF AX5830 X | 2047-01-15      | 4.0000%  | 0.0000% | $10432779.00       | $2506052.31        | Agency Mortgage-Backed Securities |
| GNMI SF AX5831 X | 2047-01-15      | 4.0000%  | 0.0000% | $56619.00          | $4411.45           | Agency Mortgage-Backed Securities |
| GNMI SF AX5857 X | 2047-01-15      | 4.0000%  | 0.0000% | $51819.00          | $4016.88           | Agency Mortgage-Backed Securities |
| GNMI SF 723616 X | 2040-01-15      | 5.0000%  | 0.0000% | $4000000.00        | $240710.29         | Agency Mortgage-Backed Securities |
| GNMI SF 723156 X | 2039-08-15      | 5.0000%  | 0.0000% | $300000000.00      | $3676860.08        | Agency Mortgage-Backed Securities |
| GNMI SF 723157 X | 2039-08-15      | 5.0000%  | 0.0000% | $300000000.00      | $4294846.20        | Agency Mortgage-Backed Securities |
| GNMI SF 723237 X | 2039-10-15      | 5.0000%  | 0.0000% | $3400000.00        | $70404.89          | Agency Mortgage-Backed Securities |
| GNMI SF 723340 X | 2039-09-15      | 5.5000%  | 0.0000% | $63150791.00       | $1909554.27        | Agency Mortgage-Backed Securities |
| GNMI SF 723424 X | 2039-11-15      | 5.5000%  | 0.0000% | $28422267.00       | $794290.94         | Agency Mortgage-Backed Securities |
| GNMI SF 723528 X | 2039-12-15      | 5.5000%  | 0.0000% | $14946974.00       | $990759.53         | Agency Mortgage-Backed Securities |
| GNMI SF 724275 X | 2039-09-15      | 5.0000%  | 0.0000% | $150000000.00      | $3272048.54        | Agency Mortgage-Backed Securities |
| GNMI SF 724384 X | 2039-10-15      | 5.0000%  | 0.0000% | $100000.00         | $3753.13           | Agency Mortgage-Backed Securities |
| GNMI SF 727528 X | 2041-09-15      | 4.0000%  | 0.0000% | $25124.00          | $625.14            | Agency Mortgage-Backed Securities |
| GNMI SF 727565 X | 2041-10-15      | 4.0000%  | 0.0000% | $93862.00          | $2538.26           | Agency Mortgage-Backed Securities |
| GNMI SF 729331 X | 2041-07-15      | 4.6250%  | 0.0000% | $3862123.00        | $43813.81          | Agency Mortgage-Backed Securities |
| GNMI SF 729376 X | 2041-07-15      | 4.6250%  | 0.0000% | $2496375.00        | $280219.42         | Agency Mortgage-Backed Securities |
| GNMI SF 732228 X | 2040-03-15      | 4.5000%  | 0.0000% | $50000.00          | $7108.23           | Agency Mortgage-Backed Securities |
| GNMI SF 732937 X | 2040-01-15      | 5.0000%  | 0.0000% | $150000.00         | $12493.53          | Agency Mortgage-Backed Securities |
| GNII SF 734414 C | 2041-05-20      | 4.5000%  | 0.0000% | $4070932.00        | $683979.83         | Agency Mortgage-Backed Securities |
| GNMI SF 734428 X | 2041-05-15      | 4.5000%  | 0.0000% | $100000000.00      | $4295256.41        | Agency Mortgage-Backed Securities |
| GNMI SF 733750 X | 2042-03-15      | 3.5000%  | 0.0000% | $4739795.00        | $749427.45         | Agency Mortgage-Backed Securities |
| GNMI SF 734271 X | 2041-03-15      | 4.0000%  | 0.0000% | $2985610.00        | $241477.00         | Agency Mortgage-Backed Securities |
| GNMI SF 734571 X | 2042-04-15      | 3.5000%  | 0.0000% | $2177514.00        | $4291.67           | Agency Mortgage-Backed Securities |
| GNMI SF 734606 X | 2042-04-15      | 3.5000%  | 0.0000% | $1651941.00        | $72791.22          | Agency Mortgage-Backed Securities |
| GNMI SF 736749 X | 2042-08-15      | 3.0000%  | 0.0000% | $3300000.00        | $401584.31         | Agency Mortgage-Backed Securities |
| GNMI SF 737946 X | 2026-02-15      | 3.5000%  | 0.0000% | $18250000.00       | $1960.47           | Agency Mortgage-Backed Securities |
| GNMI SF 738885 X | 2041-10-15      | 4.0000%  | 0.0000% | $160000.00         | $20465.16          | Agency Mortgage-Backed Securities |
| GNMI SF 738886 X | 2041-10-15      | 4.0000%  | 0.0000% | $32800.00          | $5053.68           | Agency Mortgage-Backed Securities |
| GNMI SF 738941 X | 2041-11-15      | 3.5000%  | 0.0000% | $1238763.00        | $95104.90          | Agency Mortgage-Backed Securities |
| GNMI SF 738945 X | 2041-11-15      | 3.5000%  | 0.0000% | $1504343.00        | $347678.66         | Agency Mortgage-Backed Securities |
| GNMI SF 738969 X | 2026-11-15      | 3.0000%  | 0.0000% | $8000000.00        | $25822.97          | Agency Mortgage-Backed Securities |
| GNMI SF 738112 X | 2041-03-15      | 4.5000%  | 0.0000% | $56196.00          | $1329.84           | Agency Mortgage-Backed Securities |
| GNMI SF 738134 X | 2026-04-15      | 3.5000%  | 0.0000% | $17814835.00       | $7590.00           | Agency Mortgage-Backed Securities |
| GNMI SF 738727 X | 2041-09-15      | 4.0000%  | 0.0000% | $1728311.00        | $194336.48         | Agency Mortgage-Backed Securities |
| GNII SF 738755 C | 2041-09-20      | 4.5000%  | 0.0000% | $4493900.00        | $388793.22         | Agency Mortgage-Backed Securities |
| GNMI SF 744371 X | 2041-09-15      | 4.0000%  | 0.0000% | $340074.00         | $28846.05          | Agency Mortgage-Backed Securities |
| GNMI SF 745085 X | 2030-06-15      | 4.5000%  | 0.0000% | $1500000.00        | $35899.12          | Agency Mortgage-Backed Securities |
| GNMI SF 748518 X | 2040-09-15      | 4.0000%  | 0.0000% | $214340.00         | $7615.90           | Agency Mortgage-Backed Securities |
| GNMI SF 748578 X | 2040-09-15      | 4.6250%  | 0.0000% | $9665792.00        | $525132.22         | Agency Mortgage-Backed Securities |
| GNMI SF 748705 X | 2040-10-15      | 4.6250%  | 0.0000% | $6740943.00        | $402786.48         | Agency Mortgage-Backed Securities |
| GNII SF 748948 C | 2040-09-20      | 4.5000%  | 0.0000% | $61000.00          | $5123.55           | Agency Mortgage-Backed Securities |
| GNMI SF 486140 X | 2030-10-15      | 8.0000%  | 0.0000% | $918001.00         | $1804.90           | Agency Mortgage-Backed Securities |
| GNMI SF 487782 X | 2039-03-15      | 4.5000%  | 0.0000% | $400000.00         | $9119.10           | Agency Mortgage-Backed Securities |
| GNMI SF 491387 X | 2028-09-15      | 6.5000%  | 0.0000% | $344000.00         | $539.62            | Agency Mortgage-Backed Securities |
| GNII SF DP5955 C | 2055-12-20      | 6.5000%  | 0.0000% | $1245563.00        | $1306780.07        | Agency Mortgage-Backed Securities |
| GNMI SF CL4396 X | 2052-03-15      | 4.0000%  | 0.0000% | $1133535.00        | $913743.88         | Agency Mortgage-Backed Securities |
| GNMI SF CL4420 X | 2052-04-15      | 4.0000%  | 0.0000% | $1031839.00        | $725895.14         | Agency Mortgage-Backed Securities |
| GNII SF CL3809 C | 2052-05-20      | 4.0000%  | 0.0000% | $1536176.00        | $1265403.10        | Agency Mortgage-Backed Securities |
| GNMI SF CL4956 X | 2052-03-15      | 3.5000%  | 0.0000% | $504526.00         | $132938.94         | Agency Mortgage-Backed Securities |
| GNMI SF CL4957 X | 2052-03-15      | 4.0000%  | 0.0000% | $125164.00         | $85582.43          | Agency Mortgage-Backed Securities |
| GNMI SF CL5004 X | 2052-02-15      | 3.5000%  | 0.0000% | $384135.00         | $326663.03         | Agency Mortgage-Backed Securities |
| GNMI SF CL5027 X | 2052-03-15      | 4.0000%  | 0.0000% | $300791.00         | $268238.93         | Agency Mortgage-Backed Securities |
| GNMI SF CL6189 X | 2052-03-15      | 4.0000%  | 0.0000% | $1644155.00        | $1007273.72        | Agency Mortgage-Backed Securities |
| GNII SF CL5647 C | 2052-03-20      | 3.0000%  | 0.0000% | $3275995.00        | $1780781.61        | Agency Mortgage-Backed Securities |
| GNMI SF CL6996 X | 2052-04-15      | 4.0000%  | 0.0000% | $7558348.00        | $4431236.97        | Agency Mortgage-Backed Securities |
| GNMI SF CL7254 X | 2052-03-15      | 4.0000%  | 0.0000% | $1153357.00        | $797981.38         | Agency Mortgage-Backed Securities |
| GNMI SF CL8514 X | 2052-03-15      | 4.0000%  | 0.0000% | $2534138.00        | $1067189.68        | Agency Mortgage-Backed Securities |
| GNII RG CM1038 C | 2050-11-20      | 2.5000%  | 0.0000% | $1553802.00        | $997072.86         | Agency Mortgage-Backed Securities |
| GNMI SF CM2120 X | 2052-02-15      | 4.0000%  | 0.0000% | $1911712.00        | $1728808.84        | Agency Mortgage-Backed Securities |
| GNMI SF CM2182 X | 2052-03-15      | 4.0000%  | 0.0000% | $1592499.00        | $1225310.80        | Agency Mortgage-Backed Securities |
| GNMI SF CM2189 X | 2052-03-15      | 4.0000%  | 0.0000% | $548424.00         | $362531.38         | Agency Mortgage-Backed Securities |
| GNII RG CM4717 C | 2049-10-20      | 4.5000%  | 0.0000% | $1768346.00        | $1097802.29        | Agency Mortgage-Backed Securities |
| GNII RG CM5230 C | 2051-02-20      | 2.0000%  | 0.0000% | $2102940.00        | $1023576.91        | Agency Mortgage-Backed Securities |
| GNII SF CM5772 C | 2052-04-20      | 3.5000%  | 0.0000% | $19348.00          | $16393.34          | Agency Mortgage-Backed Securities |
| GNMI SF CM8256 X | 2052-04-15      | 4.5000%  | 0.0000% | $623908.00         | $324891.71         | Agency Mortgage-Backed Securities |
| GNII SF MA9904 M | 2053-05-20      | 4.5000%  | 0.0000% | $737018.00         | $683638.40         | Agency Mortgage-Backed Securities |
| GNII SF MA9907 M | 2054-09-20      | 6.0000%  | 0.0000% | $37128000.00       | $24127057.18       | Agency Mortgage-Backed Securities |
| GNII SF MA9910 M | 2054-09-20      | 7.5000%  | 0.0000% | $1927634.00        | $604875.81         | Agency Mortgage-Backed Securities |
| GNII SF MA9963 M | 2054-10-20      | 4.5000%  | 0.0000% | $272448432.00      | $249999999.59      | Agency Mortgage-Backed Securities |
| GNII JM MA9954 M | 2052-12-20      | 6.5000%  | 0.0000% | $3605666.00        | $1407292.32        | Agency Mortgage-Backed Securities |
| GNII JM MA9955 M | 2054-10-20      | 7.0000%  | 0.0000% | $1580691.00        | $254395.02         | Agency Mortgage-Backed Securities |
| GNII SF AD0709 C | 2043-05-20      | 3.0000%  | 0.0000% | $1218378.00        | $120761.52         | Agency Mortgage-Backed Securities |
| GNMI SF AD0721 X | 2043-06-15      | 3.0000%  | 0.0000% | $29439.00          | $1408.47           | Agency Mortgage-Backed Securities |
| GNMI SF AD1800 X | 2028-03-15      | 3.5000%  | 0.0000% | $1000000.00        | $27795.31          | Agency Mortgage-Backed Securities |
| GNII SF AD2190 C | 2043-02-20      | 3.5000%  | 0.0000% | $975000.00         | $62917.70          | Agency Mortgage-Backed Securities |
| GNMI SF AD2414 X | 2043-05-15      | 3.5000%  | 0.0000% | $500000.00         | $44560.94          | Agency Mortgage-Backed Securities |
| GNII SF AD8884 C | 2043-03-20      | 3.5000%  | 0.0000% | $225000.00         | $29190.78          | Agency Mortgage-Backed Securities |
| GNMI SF AD8913 X | 2028-04-15      | 2.5000%  | 0.0000% | $9711000.00        | $257614.86         | Agency Mortgage-Backed Securities |
| GNMI SF AD8784 X | 2043-03-15      | 3.0000%  | 0.0000% | $375905.00         | $40959.64          | Agency Mortgage-Backed Securities |
| GNMI SF AE1919 X | 2043-06-15      | 3.0000%  | 0.0000% | $76694.00          | $14745.19          | Agency Mortgage-Backed Securities |
| GNII SF AE7992 C | 2043-11-20      | 4.5000%  | 0.0000% | $2123395.00        | $276608.93         | Agency Mortgage-Backed Securities |
| GNII SF AE7828 C | 2043-08-20      | 3.0000%  | 0.0000% | $1264505.00        | $74664.13          | Agency Mortgage-Backed Securities |
| GNMI SF AE8819 X | 2043-09-15      | 4.5000%  | 0.0000% | $511207.00         | $81560.56          | Agency Mortgage-Backed Securities |
| GNMI SF AF0490 X | 2043-08-15      | 3.0000%  | 0.0000% | $2229116.00        | $242062.33         | Agency Mortgage-Backed Securities |
| GNMI SF AF1050 X | 2043-07-15      | 3.0000%  | 0.0000% | $1214905.00        | $217608.86         | Agency Mortgage-Backed Securities |
| GNMI SF AF5074 X | 2043-08-15      | 3.0000%  | 0.0000% | $2000000.00        | $186417.85         | Agency Mortgage-Backed Securities |
| GNII SF AJ2723 C | 2044-08-20      | 4.0000%  | 0.0000% | $547430.00         | $62805.35          | Agency Mortgage-Backed Securities |
| GNMI SF AJ3916 X | 2044-11-15      | 3.0000%  | 0.0000% | $241417.00         | $9872.69           | Agency Mortgage-Backed Securities |
| GNMI SF AJ9480 X | 2044-11-15      | 3.0000%  | 0.0000% | $116973.00         | $10970.11          | Agency Mortgage-Backed Securities |
| GNMI SF AK0488 X | 2044-10-15      | 3.0000%  | 0.0000% | $1029910.00        | $134923.27         | Agency Mortgage-Backed Securities |
| GNMI SF AK4661 X | 2045-12-15      | 3.0000%  | 0.0000% | $1001381.00        | $298278.65         | Agency Mortgage-Backed Securities |
| GNMI SF AL0786 X | 2045-01-15      | 3.0000%  | 0.0000% | $13779037.00       | $1278665.98        | Agency Mortgage-Backed Securities |
| GNII SF AL6997 C | 2045-04-20      | 3.5000%  | 0.0000% | $3044169.00        | $328864.69         | Agency Mortgage-Backed Securities |
| GNMI SF AL9314 X | 2045-03-15      | 3.0000%  | 0.0000% | $62453901.00       | $6075088.41        | Agency Mortgage-Backed Securities |
| GNMI SF AL9337 X | 2045-03-15      | 3.0000%  | 0.0000% | $13601696.00       | $1170255.86        | Agency Mortgage-Backed Securities |
| GNMI SF AM1088 X | 2041-10-15      | 4.5000%  | 0.0000% | $78243.00          | $8524.34           | Agency Mortgage-Backed Securities |
| GNII SF AM4385 C | 2045-05-20      | 3.5000%  | 0.0000% | $40000.00          | $5505.34           | Agency Mortgage-Backed Securities |
| GNMI SF AP0301 X | 2045-10-15      | 3.5000%  | 0.0000% | $8146489.00        | $2120640.25        | Agency Mortgage-Backed Securities |
| GNMI SF AP2010 X | 2045-12-15      | 4.5000%  | 0.0000% | $785524.00         | $45524.69          | Agency Mortgage-Backed Securities |
| GNMI SF AP5284 X | 2045-10-15      | 5.0000%  | 0.0000% | $3381862.00        | $722370.46         | Agency Mortgage-Backed Securities |
| GNMI SF AP5298 X | 2045-11-15      | 5.0000%  | 0.0000% | $4434637.00        | $528393.04         | Agency Mortgage-Backed Securities |
| GNMI SF AP5315 X | 2046-01-15      | 5.0000%  | 0.0000% | $774604.00         | $110516.36         | Agency Mortgage-Backed Securities |
| GNMI SF AP5319 X | 2046-01-15      | 5.0000%  | 0.0000% | $1541679.00        | $317098.71         | Agency Mortgage-Backed Securities |
| GNII SF AQ0550 C | 2046-11-20      | 4.0000%  | 0.0000% | $4569588.00        | $386192.89         | Agency Mortgage-Backed Securities |
| GNMI SF AQ1948 X | 2046-12-15      | 3.0000%  | 0.0000% | $1132880.00        | $177439.82         | Agency Mortgage-Backed Securities |
| GNMI SF AQ2299 X | 2045-11-15      | 3.5000%  | 0.0000% | $3087365.00        | $877083.66         | Agency Mortgage-Backed Securities |
| GNMI SF AQ5841 X | 2039-12-15      | 5.0000%  | 0.0000% | $1150216.00        | $107737.38         | Agency Mortgage-Backed Securities |
| GNII SF CP9423 C | 2052-11-20      | 5.5000%  | 0.0000% | $300000.00         | $252128.71         | Agency Mortgage-Backed Securities |
| GNMI SF CQ4341 X | 2052-09-15      | 4.5000%  | 0.0000% | $2454597.00        | $1931236.08        | Agency Mortgage-Backed Securities |
| GNII SF CQ6219 C | 2052-12-20      | 5.5000%  | 0.0000% | $250000.00         | $151321.44         | Agency Mortgage-Backed Securities |
| GNII RG CQ6272 C | 2051-09-20      | 2.5000%  | 0.0000% | $4000000.00        | $2644570.38        | Agency Mortgage-Backed Securities |
| GNII SF CQ6336 C | 2052-12-20      | 7.0000%  | 0.0000% | $1103718.00        | $487252.79         | Agency Mortgage-Backed Securities |
| GNMI SF CR2361 X | 2052-12-15      | 6.0000%  | 0.0000% | $914715.00         | $907089.31         | Agency Mortgage-Backed Securities |
| GNII SF CS7538 C | 2053-03-20      | 7.0000%  | 0.0000% | $2567316.00        | $1082714.60        | Agency Mortgage-Backed Securities |
| GNII SF CS7541 C | 2053-02-20      | 7.0000%  | 0.0000% | $1005644.00        | $342743.67         | Agency Mortgage-Backed Securities |
| GNII SF CS7666 C | 2053-04-20      | 7.0000%  | 0.0000% | $1141531.00        | $654570.44         | Agency Mortgage-Backed Securities |
| GNII SF CT5748 C | 2053-09-20      | 6.5000%  | 0.0000% | $17876821.00       | $16224433.77       | Agency Mortgage-Backed Securities |
| GNII ET DD8675 C | 2064-09-20      | 6.5000%  | 0.0000% | $2802896.00        | $1480950.22        | Agency Mortgage-Backed Securities |
| GNII ET DE0857 C | 2064-11-20      | 6.5000%  | 0.0000% | $2241763.00        | $1803628.33        | Agency Mortgage-Backed Securities |
| GNII SF DE0617 C | 2054-06-20      | 6.5000%  | 0.0000% | $15495144.00       | $13081567.29       | Agency Mortgage-Backed Securities |
| GNII ET DE1933 C | 2064-09-20      | 6.0000%  | 0.0000% | $2438725.00        | $1892555.55        | Agency Mortgage-Backed Securities |
| GNII SF DE4471 C | 2054-10-20      | 7.0000%  | 0.0000% | $1551087.00        | $1282335.87        | Agency Mortgage-Backed Securities |
| GNII SF DE3758 C | 2054-09-20      | 7.0000%  | 0.0000% | $1174402.00        | $913722.24         | Agency Mortgage-Backed Securities |
| GNII SF DE3733 C | 2054-09-20      | 7.0000%  | 0.0000% | $1999208.00        | $1255007.12        | Agency Mortgage-Backed Securities |
| GNII SF DE3752 C | 2054-09-20      | 7.0000%  | 0.0000% | $1967516.00        | $1004968.09        | Agency Mortgage-Backed Securities |
| GNII ET DE3864 C | 2064-07-20      | 7.0000%  | 0.0000% | $717550.00         | $696532.84         | Agency Mortgage-Backed Securities |
| GNII ET DE5763 C | 2064-12-20      | 6.5000%  | 0.0000% | $594675.00         | $273700.25         | Agency Mortgage-Backed Securities |
| GNII SF DE9446 C | 2054-09-20      | 7.0000%  | 0.0000% | $1200028.00        | $1057932.85        | Agency Mortgage-Backed Securities |
| GNII SF DE9657 C | 2054-10-20      | 7.0000%  | 0.0000% | $1263739.00        | $652744.20         | Agency Mortgage-Backed Securities |
| GNII ET DF1078 C | 2064-10-20      | 6.0000%  | 0.0000% | $2180626.00        | $1228394.24        | Agency Mortgage-Backed Securities |
| GNII SF DF1081 C | 2054-11-20      | 5.0000%  | 0.0000% | $4372188.00        | $4340191.63        | Agency Mortgage-Backed Securities |
| GNII ET DF2078 C | 2065-06-20      | 6.5000%  | 0.0000% | $958496.00         | $998870.94         | Agency Mortgage-Backed Securities |
| GNII ET DF2227 C | 2064-08-20      | 7.5000%  | 0.0000% | $629814.00         | $346066.82         | Agency Mortgage-Backed Securities |
| GNII ET DF4393 C | 2064-11-20      | 6.5000%  | 0.0000% | $2732363.00        | $836033.63         | Agency Mortgage-Backed Securities |
| GNII ET DF4413 C | 2064-11-20      | 6.5000%  | 0.0000% | $1805573.00        | $1274589.33        | Agency Mortgage-Backed Securities |
| GNII ET DF3630 C | 2064-10-20      | 6.0000%  | 0.0000% | $2171633.00        | $1193338.23        | Agency Mortgage-Backed Securities |
| GNII ET DF3640 C | 2064-10-20      | 6.0000%  | 0.0000% | $1185985.00        | $924501.85         | Agency Mortgage-Backed Securities |
| GNII ET DF6298 C | 2064-11-20      | 6.5000%  | 0.0000% | $1599481.00        | $426524.03         | Agency Mortgage-Backed Securities |
| GNII ET DF5605 C | 2064-11-20      | 6.0000%  | 0.0000% | $3324486.00        | $1072037.25        | Agency Mortgage-Backed Securities |
| GNII ET DF7159 C | 2064-12-20      | 6.5000%  | 0.0000% | $2959732.00        | $2270677.55        | Agency Mortgage-Backed Securities |
| GNII SF DF6603 C | 2054-11-20      | 7.0000%  | 0.0000% | $1360890.00        | $592710.93         | Agency Mortgage-Backed Securities |
| GNII SF DF7502 C | 2054-11-20      | 5.5000%  | 0.0000% | $3516993.00        | $3554392.44        | Agency Mortgage-Backed Securities |
| GNII ET DF8220 C | 2064-11-20      | 5.5000%  | 0.0000% | $2740422.00        | $481727.08         | Agency Mortgage-Backed Securities |
| GNII SF DF8601 C | 2055-01-20      | 6.0000%  | 0.0000% | $8104944.00        | $8049657.73        | Agency Mortgage-Backed Securities |
| GNII ET DG3728 C | 2065-01-20      | 6.5000%  | 0.0000% | $2434643.00        | $1474448.10        | Agency Mortgage-Backed Securities |
| GNII ET DG3939 C | 2065-10-20      | 6.5000%  | 0.0000% | $590082.00         | $615942.97         | Agency Mortgage-Backed Securities |
| GNII ET DG4144 C | 2064-12-20      | 7.0000%  | 0.0000% | $5823934.00        | $2477746.15        | Agency Mortgage-Backed Securities |
| GNII ET DG4211 C | 2065-02-20      | 6.5000%  | 0.0000% | $2574800.00        | $2239581.40        | Agency Mortgage-Backed Securities |
| GNII ET DG4224 C | 2065-02-20      | 6.5000%  | 0.0000% | $4469105.00        | $4291939.83        | Agency Mortgage-Backed Securities |
| GNII SF DG4261 C | 2054-11-20      | 6.5000%  | 0.0000% | $2041508.00        | $1946661.92        | Agency Mortgage-Backed Securities |
| GNII SF DG4539 C | 2054-12-20      | 5.0000%  | 0.0000% | $1665720.00        | $1652957.66        | Agency Mortgage-Backed Securities |
| GNII SF DG4828 C | 2055-03-20      | 7.0000%  | 0.0000% | $3141445.00        | $1481102.73        | Agency Mortgage-Backed Securities |
| GNII SF DG4830 C | 2055-03-20      | 7.0000%  | 0.0000% | $2431267.00        | $1869970.91        | Agency Mortgage-Backed Securities |
| GNII SF DG5052 C | 2055-02-20      | 6.5000%  | 0.0000% | $1210630.00        | $1258441.26        | Agency Mortgage-Backed Securities |
| GNII ET DG8301 C | 2064-12-20      | 7.0000%  | 0.0000% | $800428.00         | $590929.94         | Agency Mortgage-Backed Securities |
| GNII SF DG8747 C | 2055-02-20      | 6.0000%  | 0.0000% | $1255260.00        | $1288477.20        | Agency Mortgage-Backed Securities |
| GNII ET DG9183 C | 2065-02-20      | 6.5000%  | 0.0000% | $5014242.00        | $4095253.32        | Agency Mortgage-Backed Securities |
| GNII ET DH2988 C | 2064-12-20      | 6.0000%  | 0.0000% | $2921052.00        | $2816403.24        | Agency Mortgage-Backed Securities |
| GNII SF DH3244 C | 2055-01-20      | 7.0000%  | 0.0000% | $1410885.00        | $898375.92         | Agency Mortgage-Backed Securities |
| GNII SF DH3464 C | 2055-02-20      | 7.0000%  | 0.0000% | $2191255.00        | $1705888.60        | Agency Mortgage-Backed Securities |
| GNII SF DH3839 C | 2055-01-20      | 5.5000%  | 0.0000% | $1505034.00        | $1525561.70        | Agency Mortgage-Backed Securities |
| GNII SF DH3901 C | 2055-01-20      | 7.0000%  | 0.0000% | $1005752.00        | $1045797.85        | Agency Mortgage-Backed Securities |
| GNII SF DH6810 C | 2055-01-20      | 6.5000%  | 0.0000% | $2474355.00        | $1764476.76        | Agency Mortgage-Backed Securities |
| GNII ET DH8906 C | 2065-01-20      | 7.0000%  | 0.0000% | $3094943.00        | $2616386.91        | Agency Mortgage-Backed Securities |
| GNII ET DH9775 C | 2065-02-20      | 6.5000%  | 0.0000% | $3558970.00        | $3700995.04        | Agency Mortgage-Backed Securities |
| GNII ET DH9306 C | 2065-01-20      | 6.5000%  | 0.0000% | $3866164.00        | $2623655.65        | Agency Mortgage-Backed Securities |
| GNII ET DH9309 C | 2065-02-20      | 6.0000%  | 0.0000% | $2190111.00        | $2243738.66        | Agency Mortgage-Backed Securities |
| GNII ET DH9311 C | 2065-02-20      | 6.0000%  | 0.0000% | $2586973.00        | $2094992.38        | Agency Mortgage-Backed Securities |
| GNII ET DH9312 C | 2065-02-20      | 6.0000%  | 0.0000% | $4611221.00        | $3996746.12        | Agency Mortgage-Backed Securities |
| GNII ET DH9412 C | 2065-06-20      | 6.5000%  | 0.0000% | $2123378.00        | $2213275.82        | Agency Mortgage-Backed Securities |
| GNMI SF AX6549 X | 2047-06-15      | 5.0000%  | 0.0000% | $3207888.00        | $114567.71         | Agency Mortgage-Backed Securities |
| GNMI SF AX6548 X | 2047-06-15      | 5.0000%  | 0.0000% | $4538730.00        | $322253.49         | Agency Mortgage-Backed Securities |
| GNMI SF AX6572 X | 2047-06-15      | 5.0000%  | 0.0000% | $1863632.00        | $531306.95         | Agency Mortgage-Backed Securities |
| GNMI SF AX6673 X | 2047-07-15      | 5.0000%  | 0.0000% | $1286289.00        | $351632.89         | Agency Mortgage-Backed Securities |
| GNMI SF AX7977 X | 2047-02-15      | 4.5000%  | 0.0000% | $978423.00         | $122873.48         | Agency Mortgage-Backed Securities |
| GNMI SF AX8692 X | 2046-11-15      | 3.5000%  | 0.0000% | $192937.00         | $46121.83          | Agency Mortgage-Backed Securities |
| GNMI SF AX8719 X | 2046-11-15      | 3.5000%  | 0.0000% | $2954865.00        | $532536.41         | Agency Mortgage-Backed Securities |
| GNMI SF AX8720 X | 2046-11-15      | 3.5000%  | 0.0000% | $790304.00         | $107696.09         | Agency Mortgage-Backed Securities |
| GNMI SF AY3404 X | 2047-02-15      | 4.5000%  | 0.0000% | $1286087.00        | $39406.04          | Agency Mortgage-Backed Securities |
| GNMI SF AY3765 X | 2047-03-15      | 4.5000%  | 0.0000% | $583985.00         | $26846.32          | Agency Mortgage-Backed Securities |
| GNMI SF AY7069 X | 2047-03-15      | 5.0000%  | 0.0000% | $639092.00         | $50695.66          | Agency Mortgage-Backed Securities |
| GNMI SF AY8218 X | 2047-01-15      | 4.0000%  | 0.0000% | $472857.00         | $56757.60          | Agency Mortgage-Backed Securities |
| GNMI SF AZ1638 X | 2047-02-15      | 4.0000%  | 0.0000% | $2334153.00        | $292561.63         | Agency Mortgage-Backed Securities |
| GNMI SF AZ5424 X | 2047-04-15      | 5.0000%  | 0.0000% | $1444851.00        | $218036.04         | Agency Mortgage-Backed Securities |
| GNMI SF AI9884 X | 2044-08-15      | 4.0000%  | 0.0000% | $285363.00         | $40812.35          | Agency Mortgage-Backed Securities |
| GNMI SF 595070 X | 2032-10-15      | 6.0000%  | 0.0000% | $200000000.00      | $390778.31         | Agency Mortgage-Backed Securities |
| GNMI SF 595624 X | 2033-02-15      | 5.5000%  | 0.0000% | $200000.00         | $560.63            | Agency Mortgage-Backed Securities |
| GNMI SF 599898 X | 2033-03-15      | 6.0000%  | 0.0000% | $1000000.00        | $19952.89          | Agency Mortgage-Backed Securities |
| GNMI SF 603915 X | 2033-01-15      | 5.5000%  | 0.0000% | $150000000.00      | $798922.81         | Agency Mortgage-Backed Securities |
| GNMI SF 603349 X | 2033-01-15      | 6.0000%  | 0.0000% | $535000.00         | $1607.39           | Agency Mortgage-Backed Securities |
| GNMI SF 603333 X | 2032-12-15      | 5.5000%  | 0.0000% | $3179685.00        | $18801.09          | Agency Mortgage-Backed Securities |
| GNMI SF 603681 X | 2033-05-15      | 5.5000%  | 0.0000% | $611439.00         | $1939.50           | Agency Mortgage-Backed Securities |
| GNMI SF 604083 X | 2033-03-15      | 5.5000%  | 0.0000% | $32972040.00       | $667849.39         | Agency Mortgage-Backed Securities |
| GNMI SF 604125 X | 2033-03-15      | 6.5000%  | 0.0000% | $100000.00         | $2121.09           | Agency Mortgage-Backed Securities |
| GNMI SF 604946 X | 2034-01-15      | 5.5000%  | 0.0000% | $5030000.00        | $45017.85          | Agency Mortgage-Backed Securities |
| GNMI SF 604975 X | 2034-02-15      | 5.5000%  | 0.0000% | $76000.00          | $684.70            | Agency Mortgage-Backed Securities |
| GNMI SF 605561 X | 2034-11-15      | 5.5000%  | 0.0000% | $53627751.00       | $223615.64         | Agency Mortgage-Backed Securities |
| GNMI SF 605618 X | 2034-07-15      | 5.5000%  | 0.0000% | $395000.00         | $3529.80           | Agency Mortgage-Backed Securities |
| GNMI SF 570503 X | 2031-12-15      | 6.5000%  | 0.0000% | $415000.00         | $625.18            | Agency Mortgage-Backed Securities |
| GNMI SF 574355 X | 2032-01-15      | 7.0000%  | 0.0000% | $2257462.00        | $4103.63           | Agency Mortgage-Backed Securities |
| GNMI SF 581070 X | 2032-02-15      | 6.0000%  | 0.0000% | $432832.00         | $1719.26           | Agency Mortgage-Backed Securities |
| GNMI SF 581589 X | 2032-10-15      | 6.0000%  | 0.0000% | $19366964.00       | $87766.59          | Agency Mortgage-Backed Securities |
| GNMI SF 582759 X | 2033-08-15      | 5.5000%  | 0.0000% | $65000.00          | $2337.12           | Agency Mortgage-Backed Securities |
| GNMI SF 587278 X | 2032-09-15      | 6.5000%  | 0.0000% | $23126504.00       | $141458.71         | Agency Mortgage-Backed Securities |
| GNII SF 002699 M | 2029-01-20      | 6.0000%  | 0.0000% | $9925001.00        | $11291.98          | Agency Mortgage-Backed Securities |
| GNII SF 003556 M | 2034-05-20      | 5.5000%  | 0.0000% | $401500.00         | $5418.31           | Agency Mortgage-Backed Securities |
| GNII SF 003598 M | 2034-08-20      | 6.0000%  | 0.0000% | $190000.00         | $1920.33           | Agency Mortgage-Backed Securities |
| GNII SF 002810 M | 2029-09-20      | 7.5000%  | 0.0000% | $700000.00         | $622.20            | Agency Mortgage-Backed Securities |
| GNII SF 002897 M | 2030-03-20      | 8.0000%  | 0.0000% | $38564406.00       | $19786.24          | Agency Mortgage-Backed Securities |
| GNII SF 002987 M | 2030-10-20      | 7.5000%  | 0.0000% | $2550000.00        | $1400.33           | Agency Mortgage-Backed Securities |
| GNII SF 003096 M | 2031-06-20      | 7.0000%  | 0.0000% | $4430075.00        | $6453.26           | Agency Mortgage-Backed Securities |
| GNII SF 003134 M | 2031-09-20      | 7.0000%  | 0.0000% | $336539.00         | $507.71            | Agency Mortgage-Backed Securities |
| GNII SF 003151 M | 2031-10-20      | 7.0000%  | 0.0000% | $992348.00         | $1760.69           | Agency Mortgage-Backed Securities |
| GNII SF 003162 M | 2031-11-20      | 7.0000%  | 0.0000% | $2012718.00        | $4035.83           | Agency Mortgage-Backed Securities |
| GNII SF 003240 M | 2032-05-20      | 7.0000%  | 0.0000% | $570068.00         | $924.23            | Agency Mortgage-Backed Securities |
| GNII SF 003227 M | 2032-04-20      | 6.0000%  | 0.0000% | $14882503.00       | $39569.27          | Agency Mortgage-Backed Securities |
| GNII SF 003259 M | 2032-07-20      | 5.5000%  | 0.0000% | $123000.00         | $887.87            | Agency Mortgage-Backed Securities |
| GNII SF 003346 M | 2033-02-20      | 5.5000%  | 0.0000% | $356000.00         | $2036.27           | Agency Mortgage-Backed Securities |
| GNII SF 003391 M | 2033-05-20      | 6.0000%  | 0.0000% | $717500.00         | $3751.77           | Agency Mortgage-Backed Securities |
| GNII SF 003429 M | 2033-08-20      | 5.5000%  | 0.0000% | $140000.00         | $1583.79           | Agency Mortgage-Backed Securities |
| GNII SF 004371 M | 2039-02-20      | 6.0000%  | 0.0000% | $50000.00          | $839.37            | Agency Mortgage-Backed Securities |
| GNII SF 004422 M | 2039-04-20      | 4.0000%  | 0.0000% | $169000.00         | $5184.73           | Agency Mortgage-Backed Securities |
| GNII FS 004459 M | 2039-06-20      | 5.0000%  | 0.0000% | $100000.00         | $5255.96           | Agency Mortgage-Backed Securities |
| GNII SF DL9713 C | 2055-08-20      | 7.0000%  | 0.0000% | $1385821.00        | $1438988.92        | Agency Mortgage-Backed Securities |
| GNII SF DL9714 C | 2055-08-20      | 7.0000%  | 0.0000% | $1057479.00        | $1103404.46        | Agency Mortgage-Backed Securities |
| GNII ET DM1148 C | 2065-08-20      | 6.5000%  | 0.0000% | $4094923.00        | $3534467.24        | Agency Mortgage-Backed Securities |
| GNII ET DM3477 C | 2065-09-20      | 6.5000%  | 0.0000% | $6700000.00        | $6987101.47        | Agency Mortgage-Backed Securities |
| GNII SF DM3494 C | 2055-09-20      | 6.5000%  | 0.0000% | $1010071.00        | $1065234.44        | Agency Mortgage-Backed Securities |
| GNII ET DM3445 C | 2065-08-20      | 7.0000%  | 0.0000% | $3447499.00        | $3593680.61        | Agency Mortgage-Backed Securities |
| GNII ET DM5647 C | 2065-09-20      | 6.5000%  | 0.0000% | $5000000.00        | $5216704.95        | Agency Mortgage-Backed Securities |
| GNII ET DM5743 C | 2065-10-20      | 6.5000%  | 0.0000% | $7800000.00        | $7981862.11        | Agency Mortgage-Backed Securities |
| GNII SF DM5753 C | 2055-10-20      | 6.0000%  | 0.0000% | $3740714.00        | $3863015.38        | Agency Mortgage-Backed Securities |
| GNII SF DM5754 C | 2055-10-20      | 6.0000%  | 0.0000% | $12583703.00       | $12968369.33       | Agency Mortgage-Backed Securities |
| GNII ET DM5819 C | 2065-09-20      | 6.5000%  | 0.0000% | $13900000.00       | $14353284.32       | Agency Mortgage-Backed Securities |
| GNII SF DM5849 C | 2055-09-20      | 5.5000%  | 0.0000% | $10582311.00       | $10707138.27       | Agency Mortgage-Backed Securities |
| GNII SF DM7180 C | 2055-08-20      | 7.0000%  | 0.0000% | $1008067.00        | $1050832.58        | Agency Mortgage-Backed Securities |
| GNII ET DM6627 C | 2065-10-20      | 6.5000%  | 0.0000% | $3096477.00        | $3228820.95        | Agency Mortgage-Backed Securities |
| GNII SF DM6691 C | 2055-10-20      | 6.5000%  | 0.0000% | $1144991.00        | $1206401.97        | Agency Mortgage-Backed Securities |
| GNII SF DM6693 C | 2055-10-20      | 6.0000%  | 0.0000% | $1641211.00        | $1704961.04        | Agency Mortgage-Backed Securities |
| GNII ET DM7666 C | 2065-10-20      | 7.0000%  | 0.0000% | $1200000.00        | $1251380.85        | Agency Mortgage-Backed Securities |
| GNII SF DM7817 C | 2055-09-20      | 5.5000%  | 0.0000% | $1096766.00        | $1121403.81        | Agency Mortgage-Backed Securities |
| GNII SF DM8728 C | 2055-11-20      | 6.0000%  | 0.0000% | $1629934.00        | $1710006.95        | Agency Mortgage-Backed Securities |
| GNII ET DN1738 C | 2065-12-20      | 6.0000%  | 0.0000% | $870810.00         | $898532.91         | Agency Mortgage-Backed Securities |
| GNII ET DN1203 C | 2065-08-20      | 6.5000%  | 0.0000% | $1200000.00        | $1251968.00        | Agency Mortgage-Backed Securities |
| GNII SF DN1240 C | 2055-10-20      | 6.0000%  | 0.0000% | $2914069.00        | $3021325.60        | Agency Mortgage-Backed Securities |
| GNII SF DN2609 C | 2055-12-20      | 6.0000%  | 0.0000% | $1246834.00        | $1298218.14        | Agency Mortgage-Backed Securities |
| GNII ET DN2124 C | 2065-11-20      | 6.5000%  | 0.0000% | $686905.00         | $717298.14         | Agency Mortgage-Backed Securities |
| GNII SF DN2328 C | 2055-11-20      | 6.5000%  | 0.0000% | $9495906.00        | $9943238.85        | Agency Mortgage-Backed Securities |
| GNII SF DN3055 C | 2055-10-20      | 5.0000%  | 0.0000% | $2095012.00        | $2105906.31        | Agency Mortgage-Backed Securities |
| GNII ET DN3375 C | 2065-09-20      | 6.5000%  | 0.0000% | $3800000.00        | $3958679.45        | Agency Mortgage-Backed Securities |
| GNII SF DN3618 C | 2055-10-20      | 6.5000%  | 0.0000% | $1878586.00        | $1966148.67        | Agency Mortgage-Backed Securities |
| GNII ET DN3733 C | 2065-10-20      | 7.0000%  | 0.0000% | $1500000.00        | $1564148.43        | Agency Mortgage-Backed Securities |
| GNII ET DN4088 C | 2065-09-20      | 6.0000%  | 0.0000% | $1023438.00        | $1054872.48        | Agency Mortgage-Backed Securities |
| GNII ET DN4115 C | 2065-10-20      | 6.5000%  | 0.0000% | $5600000.00        | $5841028.90        | Agency Mortgage-Backed Securities |
| GNII ET DN4120 C | 2065-10-20      | 6.5000%  | 0.0000% | $2100000.00        | $2191030.07        | Agency Mortgage-Backed Securities |
| GNII ET DN4298 C | 2065-11-20      | 6.5000%  | 0.0000% | $22800000.00       | $23747460.98       | Agency Mortgage-Backed Securities |
| GNII ET DN4308 C | 2065-11-20      | 6.0000%  | 0.0000% | $2594802.00        | $2678422.26        | Agency Mortgage-Backed Securities |
| GNII ET DN4310 C | 2065-11-20      | 6.5000%  | 0.0000% | $11500000.00       | $11977425.87       | Agency Mortgage-Backed Securities |
| GNII SF DN5313 C | 2055-11-20      | 6.0000%  | 0.0000% | $4623158.00        | $4765216.29        | Agency Mortgage-Backed Securities |
| GNII SF DN5318 C | 2055-11-20      | 6.0000%  | 0.0000% | $3192643.00        | $3292463.10        | Agency Mortgage-Backed Securities |
| GNII ET DN5038 C | 2065-10-20      | 6.5000%  | 0.0000% | $3800000.00        | $3970664.31        | Agency Mortgage-Backed Securities |
| GNII ET DN5076 C | 2065-10-20      | 6.0000%  | 0.0000% | $1000000.00        | $1029072.89        | Agency Mortgage-Backed Securities |
| GNII SF DN6248 C | 2056-01-20      | 5.0000%  | 0.0000% | $12124701.00       | $12216797.54       | Agency Mortgage-Backed Securities |
| GNII SF DN6287 C | 2056-01-20      | 5.5000%  | 0.0000% | $1117139.00        | $1146834.29        | Agency Mortgage-Backed Securities |
| GNII SF DN5735 C | 2055-11-20      | 5.0000%  | 0.0000% | $39551074.00       | $39766234.32       | Agency Mortgage-Backed Securities |
| GNII SF DN5969 C | 2055-10-20      | 6.0000%  | 0.0000% | $4205608.00        | $4380190.11        | Agency Mortgage-Backed Securities |
| GNII SF DN5966 C | 2055-10-20      | 5.5000%  | 0.0000% | $4267696.00        | $4365752.23        | Agency Mortgage-Backed Securities |
| GNII SF DN6065 C | 2055-11-20      | 7.5000%  | 0.0000% | $1811292.00        | $1948422.01        | Agency Mortgage-Backed Securities |
| GNII SF DN6144 C | 2055-12-20      | 7.5000%  | 0.0000% | $8794292.00        | $9474517.22        | Agency Mortgage-Backed Securities |
| GNII SF DN7155 C | 2055-11-20      | 6.0000%  | 0.0000% | $15682517.00       | $16327681.22       | Agency Mortgage-Backed Securities |
| GNII SF DN6358 C | 2056-01-20      | 5.5000%  | 0.0000% | $25405170.00       | $26080504.35       | Agency Mortgage-Backed Securities |
| GNII SF DN6359 C | 2056-01-20      | 5.5000%  | 0.0000% | $11856137.00       | $12171315.28       | Agency Mortgage-Backed Securities |
| GNII SF DN6362 C | 2056-01-20      | 5.5000%  | 0.0000% | $16321193.00       | $16755068.35       | Agency Mortgage-Backed Securities |
| GNII SF DN6840 C | 2056-01-20      | 5.0000%  | 0.0000% | $4250378.00        | $4279793.92        | Agency Mortgage-Backed Securities |
| GNII ET DN7513 C | 2065-12-20      | 6.5000%  | 0.0000% | $8400000.00        | $8755435.48        | Agency Mortgage-Backed Securities |
| GNII ET DN7773 C | 2065-11-20      | 7.0000%  | 0.0000% | $3446821.00        | $3595520.40        | Agency Mortgage-Backed Securities |
| GNII SF DN8786 C | 2056-01-20      | 5.0000%  | 0.0000% | $1760104.00        | $1772285.29        | Agency Mortgage-Backed Securities |
| GNII SF DN9217 C | 2055-12-20      | 5.5000%  | 0.0000% | $9977968.00        | $10226743.91       | Agency Mortgage-Backed Securities |
| GNII SF DN9219 C | 2055-12-20      | 5.5000%  | 0.0000% | $5489746.00        | $5629330.81        | Agency Mortgage-Backed Securities |
| GNII SF DN9216 C | 2055-12-20      | 5.5000%  | 0.0000% | $5466907.00        | $5606794.02        | Agency Mortgage-Backed Securities |
| GNII ET DN9358 C | 2065-12-20      | 6.5000%  | 0.0000% | $3300000.00        | $3445971.91        | Agency Mortgage-Backed Securities |
| GNMI SF 506248 X | 2030-07-15      | 8.5000%  | 0.0000% | $7333056.00        | $5181.35           | Agency Mortgage-Backed Securities |
| GNMI SF 508398 X | 2030-11-15      | 8.5000%  | 0.0000% | $3461146.00        | $2241.73           | Agency Mortgage-Backed Securities |
| GNMI SF 508378 X | 2030-09-15      | 8.5000%  | 0.0000% | $1053360.00        | $796.27            | Agency Mortgage-Backed Securities |
| GNMI SF 511581 X | 2030-07-15      | 8.5000%  | 0.0000% | $416499.00         | $2767.50           | Agency Mortgage-Backed Securities |
| GNMI SF 511731 X | 2030-10-15      | 8.5000%  | 0.0000% | $1261519.00        | $8187.60           | Agency Mortgage-Backed Securities |
| GNMI SF 515849 X | 2030-07-15      | 8.5000%  | 0.0000% | $8235424.00        | $11134.56          | Agency Mortgage-Backed Securities |
| GNMI SF 515963 X | 2041-11-15      | 3.0000%  | 0.0000% | $540335.00         | $45972.78          | Agency Mortgage-Backed Securities |
| GNMI SF 520046 X | 2031-06-15      | 7.0000%  | 0.0000% | $243865.00         | $514.71            | Agency Mortgage-Backed Securities |
| GNMI SF 520100 X | 2030-03-15      | 8.0000%  | 0.0000% | $2085335.00        | $3840.95           | Agency Mortgage-Backed Securities |
| GNMI SF 521125 X | 2030-10-15      | 8.0000%  | 0.0000% | $2457898.00        | $778.89            | Agency Mortgage-Backed Securities |
| GNMI SF 523015 X | 2030-07-15      | 8.5000%  | 0.0000% | $1232369.00        | $2253.31           | Agency Mortgage-Backed Securities |
| GNMI SF 523018 X | 2030-07-15      | 8.0000%  | 0.0000% | $2342106.00        | $649.80            | Agency Mortgage-Backed Securities |
| GNMI SF 525564 X | 2030-01-15      | 8.5000%  | 0.0000% | $1610781.00        | $4120.49           | Agency Mortgage-Backed Securities |
| GNMI SF 526525 X | 2031-02-15      | 8.5000%  | 0.0000% | $467500.00         | $3135.08           | Agency Mortgage-Backed Securities |
| GNMI SF 525972 X | 2030-08-15      | 8.5000%  | 0.0000% | $1702657.00        | $3295.68           | Agency Mortgage-Backed Securities |
| GNMI SF 530178 X | 2030-11-15      | 8.0000%  | 0.0000% | $3150725.00        | $5389.18           | Agency Mortgage-Backed Securities |
| GNMI SF 529497 X | 2030-08-15      | 8.0000%  | 0.0000% | $2046988.00        | $4058.48           | Agency Mortgage-Backed Securities |
| GNMI SF 529731 X | 2031-01-15      | 8.0000%  | 0.0000% | $1000000.00        | $2235.61           | Agency Mortgage-Backed Securities |
| GNMI SF 530017 X | 2030-06-15      | 8.5000%  | 0.0000% | $655074.00         | $2998.57           | Agency Mortgage-Backed Securities |
| GNMI SF 531030 X | 2032-05-15      | 7.0000%  | 0.0000% | $1001873.00        | $10560.26          | Agency Mortgage-Backed Securities |
| GNMI SF 530954 X | 2031-01-15      | 7.5000%  | 0.0000% | $2496940.00        | $13077.10          | Agency Mortgage-Backed Securities |
| GNMI SF 531194 X | 2030-06-15      | 8.0000%  | 0.0000% | $3309601.00        | $3189.42           | Agency Mortgage-Backed Securities |
| GNMI SF 531197 X | 2030-06-15      | 8.5000%  | 0.0000% | $1746628.00        | $1709.48           | Agency Mortgage-Backed Securities |
| GNMI SF 531257 X | 2030-07-15      | 8.5000%  | 0.0000% | $954200.00         | $5948.61           | Agency Mortgage-Backed Securities |
| GNMI SF 531306 X | 2030-08-15      | 8.5000%  | 0.0000% | $1276695.00        | $5111.91           | Agency Mortgage-Backed Securities |
| GNMI SF 532706 X | 2030-07-15      | 8.5000%  | 0.0000% | $4294954.00        | $1857.35           | Agency Mortgage-Backed Securities |
| GNMI SF 532737 X | 2030-07-15      | 8.0000%  | 0.0000% | $3511391.00        | $10877.50          | Agency Mortgage-Backed Securities |
| GNMI SF 532746 X | 2030-07-15      | 8.5000%  | 0.0000% | $907262.00         | $1416.32           | Agency Mortgage-Backed Securities |
| GNMI SF 533891 X | 2030-06-15      | 8.5000%  | 0.0000% | $994468.00         | $2775.51           | Agency Mortgage-Backed Securities |
| GNMI SF 533924 X | 2030-07-15      | 8.5000%  | 0.0000% | $921693.00         | $4686.31           | Agency Mortgage-Backed Securities |
| GNMI SF 536622 X | 2030-11-15      | 8.0000%  | 0.0000% | $914132.00         | $3293.87           | Agency Mortgage-Backed Securities |
| GNMI SF 536958 X | 2030-08-15      | 8.0000%  | 0.0000% | $1114004.00        | $2466.31           | Agency Mortgage-Backed Securities |
| GNMI SF 538299 X | 2032-01-15      | 6.0000%  | 0.0000% | $11724347.00       | $18902.23          | Agency Mortgage-Backed Securities |
| GNMI SF 537955 X | 2030-07-15      | 8.0000%  | 0.0000% | $2161578.00        | $630.00            | Agency Mortgage-Backed Securities |
| GNMI SF 537957 X | 2030-07-15      | 8.0000%  | 0.0000% | $1277060.00        | $1251.92           | Agency Mortgage-Backed Securities |
| GNMI SF 538089 X | 2030-10-15      | 8.0000%  | 0.0000% | $2993385.00        | $3444.35           | Agency Mortgage-Backed Securities |
| GNMI SF 538717 X | 2035-05-15      | 5.5000%  | 0.0000% | $112000.00         | $2201.27           | Agency Mortgage-Backed Securities |
| GNMI SF 542756 X | 2031-04-15      | 7.0000%  | 0.0000% | $54500000.00       | $89651.01          | Agency Mortgage-Backed Securities |
| GNMI SF 543698 X | 2030-11-15      | 8.0000%  | 0.0000% | $5370355.00        | $14141.43          | Agency Mortgage-Backed Securities |
| GNMI SF 543872 X | 2031-01-15      | 8.5000%  | 0.0000% | $1701051.00        | $653.10            | Agency Mortgage-Backed Securities |
| GNMI SF 547957 X | 2031-11-15      | 6.0000%  | 0.0000% | $801635.00         | $12918.21          | Agency Mortgage-Backed Securities |
| GNMI SF 550851 X | 2031-09-15      | 7.0000%  | 0.0000% | $15920000.00       | $25753.50          | Agency Mortgage-Backed Securities |
| GNMI SF 551116 X | 2031-08-15      | 7.0000%  | 0.0000% | $334413.00         | $917.09            | Agency Mortgage-Backed Securities |
| GNMI SF 552460 X | 2032-03-15      | 6.0000%  | 0.0000% | $3009807.00        | $5207.89           | Agency Mortgage-Backed Securities |
| GNMI SF 552765 X | 2032-09-15      | 6.5000%  | 0.0000% | $21086557.00       | $128681.39         | Agency Mortgage-Backed Securities |
| GNMI SF 557338 X | 2031-04-15      | 8.5000%  | 0.0000% | $389354.00         | $805.46            | Agency Mortgage-Backed Securities |
| GNMI SF 562484 X | 2034-02-15      | 6.0000%  | 0.0000% | $500000.00         | $1368.10           | Agency Mortgage-Backed Securities |
| GNMI SF 562288 X | 2033-12-15      | 6.0000%  | 0.0000% | $4565000.00        | $12175.39          | Agency Mortgage-Backed Securities |
| GNII SF 562607 C | 2033-12-20      | 6.5000%  | 0.0000% | $1000197.00        | $71818.09          | Agency Mortgage-Backed Securities |
| GNMI SF 565069 X | 2032-01-15      | 6.0000%  | 0.0000% | $468995.00         | $579.55            | Agency Mortgage-Backed Securities |
| GNMI SF 565693 X | 2032-04-15      | 6.5000%  | 0.0000% | $501000.00         | $1127.09           | Agency Mortgage-Backed Securities |
| GNII SP 780673 M | 2027-11-20      | 7.0000%  | 0.0000% | $200000000.00      | $76545.56          | Agency Mortgage-Backed Securities |
| GNII SP 781055 M | 2029-02-20      | 7.0000%  | 0.0000% | $199561283.00      | $135870.63         | Agency Mortgage-Backed Securities |
| GNAR AT 080790 M | 2033-12-20      | 4.7500%  | 0.0000% | $3000300.00        | $64876.84          | Agency Mortgage-Backed Securities |
| GNAR AT 081079 M | 2034-09-20      | 5.3750%  | 0.0000% | $786389.00         | $4290.30           | Agency Mortgage-Backed Securities |
| GNAR AT 081145 M | 2034-11-20      | 4.7500%  | 0.0000% | $625001.00         | $5668.96           | Agency Mortgage-Backed Securities |
| GNAR AT 081174 M | 2034-12-20      | 4.7500%  | 0.0000% | $823580.00         | $9131.67           | Agency Mortgage-Backed Securities |
| GNAR AT 081179 M | 2034-12-20      | 4.7500%  | 0.0000% | $652715.00         | $10436.10          | Agency Mortgage-Backed Securities |
| GNAR AT 081214 M | 2035-01-20      | 5.6250%  | 0.0000% | $505620.00         | $9772.11           | Agency Mortgage-Backed Securities |
| GNAR AT 081278 M | 2035-03-20      | 5.6250%  | 0.0000% | $164137.00         | $3788.51           | Agency Mortgage-Backed Securities |
| GNAR AT 081282 M | 2035-03-20      | 5.6250%  | 0.0000% | $761797.00         | $19967.84          | Agency Mortgage-Backed Securities |
| GNAR AT 081314 M | 2035-04-20      | 5.6250%  | 0.0000% | $1106854.00        | $21655.99          | Agency Mortgage-Backed Securities |
| GNAR AT 081318 M | 2035-04-20      | 5.6250%  | 0.0000% | $3086391.00        | $39265.91          | Agency Mortgage-Backed Securities |
| GNAR AT 081377 M | 2035-06-20      | 5.6250%  | 0.0000% | $467386.00         | $9370.04           | Agency Mortgage-Backed Securities |
| GNAR AT 081350 M | 2035-05-20      | 5.6250%  | 0.0000% | $3201765.00        | $62196.08          | Agency Mortgage-Backed Securities |
| GNAR AT 082431 M | 2039-12-20      | 4.7500%  | 0.0000% | $3150000.00        | $90567.64          | Agency Mortgage-Backed Securities |
| GNAR AT 082977 M | 2041-11-20      | 4.7500%  | 0.0000% | $600000.00         | $15045.49          | Agency Mortgage-Backed Securities |
| GNII SP 784407 M | 2047-11-20      | 3.5000%  | 0.0000% | $275013.00         | $33750.46          | Agency Mortgage-Backed Securities |
| GNII AP 784449 M | 2044-09-20      | 4.5000%  | 0.0000% | $520000.00         | $86032.56          | Agency Mortgage-Backed Securities |
| GNII SP 784475 C | 2048-02-20      | 3.5000%  | 0.0000% | $6326000.00        | $1640799.65        | Agency Mortgage-Backed Securities |
| GNII SP 783607 M | 2042-06-20      | 3.5000%  | 0.0000% | $55060000.00       | $4073298.07        | Agency Mortgage-Backed Securities |
| GNII SP 783637 M | 2042-06-20      | 3.0000%  | 0.0000% | $29000.00          | $2710.78           | Agency Mortgage-Backed Securities |
| GNII SP 783755 M | 2043-04-20      | 3.0000%  | 0.0000% | $350000.00         | $37137.65          | Agency Mortgage-Backed Securities |
| GNII SP 783829 M | 2042-09-20      | 3.0000%  | 0.0000% | $170000000.00      | $18282416.17       | Agency Mortgage-Backed Securities |
| GNII SP 783976 M | 2043-04-20      | 3.5000%  | 0.0000% | $30000.00          | $3408.59           | Agency Mortgage-Backed Securities |
| GNII SP 784106 M | 2046-01-20      | 3.5000%  | 0.0000% | $100000.00         | $9704.51           | Agency Mortgage-Backed Securities |
| GNII SP 784111 M | 2046-01-20      | 3.0000%  | 0.0000% | $939111.00         | $105159.84         | Agency Mortgage-Backed Securities |
| GNII SP 784098 M | 2045-12-20      | 3.0000%  | 0.0000% | $1798587.00        | $201296.07         | Agency Mortgage-Backed Securities |
| GNII SF DP6399 C | 2056-01-20      | 5.0000%  | 0.0000% | $2083057.00        | $2101791.55        | Agency Mortgage-Backed Securities |
| GNII SF DP6962 C | 2056-01-20      | 5.5000%  | 0.0000% | $2381254.00        | $2466825.69        | Agency Mortgage-Backed Securities |
| GNII SF DP7005 C | 2056-01-20      | 7.0000%  | 0.0000% | $1309657.00        | $1368299.37        | Agency Mortgage-Backed Securities |
| GNII SF DP8477 C | 2056-01-20      | 5.0000%  | 0.0000% | $1549163.00        | $1559884.41        | Agency Mortgage-Backed Securities |
| GNII SF DP8465 C | 2056-01-20      | 6.0000%  | 0.0000% | $3734114.00        | $3867979.50        | Agency Mortgage-Backed Securities |
| GNII SF DP8500 C | 2056-01-20      | 6.5000%  | 0.0000% | $1032558.00        | $1083305.24        | Agency Mortgage-Backed Securities |
| GNII SF DQ0747 C | 2056-01-20      | 6.0000%  | 0.0000% | $1437733.00        | $1494831.61        | Agency Mortgage-Backed Securities |
| GNII SF MB0783 M | 2040-12-20      | 4.0000%  | 0.0000% | $387500.00         | $381530.48         | Agency Mortgage-Backed Securities |
| GNII SP 784101 M | 2044-08-20      | 3.5000%  | 0.0000% | $161553877.00      | $15888358.73       | Agency Mortgage-Backed Securities |
| GNII SP 784504 C | 2048-02-20      | 3.5000%  | 0.0000% | $2300000.00        | $608221.87         | Agency Mortgage-Backed Securities |
| GNII SP 784507 C | 2047-12-20      | 4.0000%  | 0.0000% | $1080000.00        | $213907.95         | Agency Mortgage-Backed Securities |
| GNII SP 785401 C | 2050-10-20      | 2.5000%  | 0.0000% | $35000.00          | $19343.03          | Agency Mortgage-Backed Securities |
| GNII SP 785446 C | 2051-01-20      | 2.5000%  | 0.0000% | $500000.00         | $280204.48         | Agency Mortgage-Backed Securities |
| GNII SP 784601 C | 2048-03-20      | 3.5000%  | 0.0000% | $19000000.00       | $5507824.76        | Agency Mortgage-Backed Securities |
| GNII SP 784674 C | 2048-04-20      | 3.5000%  | 0.0000% | $580000.00         | $163942.34         | Agency Mortgage-Backed Securities |
| GNII AP 784710 M | 2048-11-20      | 3.5000%  | 0.0000% | $64643570.00       | $2687763.89        | Agency Mortgage-Backed Securities |
| GNII SP 784793 C | 2047-12-20      | 3.5000%  | 0.0000% | $14825000.00       | $3689180.06        | Agency Mortgage-Backed Securities |
| GNII SP 784825 C | 2049-10-20      | 3.5000%  | 0.0000% | $25400000.00       | $994545.01         | Agency Mortgage-Backed Securities |
| GNII SP 784875 M | 2046-03-20      | 4.0000%  | 0.0000% | $12159742.00       | $3090030.56        | Agency Mortgage-Backed Securities |
| GNII SP 784899 C | 2048-02-20      | 4.0000%  | 0.0000% | $310000.00         | $43440.11          | Agency Mortgage-Backed Securities |
| GNII SP 784905 C | 2050-01-20      | 3.0000%  | 0.0000% | $2940000.00        | $1365044.98        | Agency Mortgage-Backed Securities |
| GNII SP 784976 C | 2050-03-20      | 3.0000%  | 0.0000% | $5000000.00        | $2176624.21        | Agency Mortgage-Backed Securities |
| GNII SP 784994 C | 2048-04-20      | 3.5000%  | 0.0000% | $500000.00         | $197896.43         | Agency Mortgage-Backed Securities |
| GNII SP 785017 C | 2050-05-20      | 3.5000%  | 0.0000% | $52199271.00       | $21616149.92       | Agency Mortgage-Backed Securities |
| GNII SP 785018 C | 2050-05-20      | 3.5000%  | 0.0000% | $59866065.00       | $19138557.65       | Agency Mortgage-Backed Securities |
| GNII SP 785078 C | 2050-05-20      | 4.0000%  | 0.0000% | $5700000.00        | $2279704.15        | Agency Mortgage-Backed Securities |
| GNII SP 785219 C | 2050-12-20      | 2.0000%  | 0.0000% | $690000.00         | $344099.18         | Agency Mortgage-Backed Securities |
| GNII SP 785220 C | 2050-12-20      | 2.0000%  | 0.0000% | $340000.00         | $178069.79         | Agency Mortgage-Backed Securities |
| GNII SP 785306 C | 2050-09-20      | 3.5000%  | 0.0000% | $779000.00         | $348538.92         | Agency Mortgage-Backed Securities |
| GNII SP 785360 C | 2051-03-20      | 2.0000%  | 0.0000% | $40000.00          | $23503.43          | Agency Mortgage-Backed Securities |
| GNII SP 786340 C | 2052-09-20      | 5.0000%  | 0.0000% | $100000.00         | $75372.46          | Agency Mortgage-Backed Securities |
| GNII SP 786366 C | 2052-08-20      | 4.5000%  | 0.0000% | $4640000.00        | $3541914.10        | Agency Mortgage-Backed Securities |
| GNII SP 785532 C | 2051-06-20      | 3.0000%  | 0.0000% | $600000.00         | $341920.14         | Agency Mortgage-Backed Securities |
| GNII SP 785575 C | 2051-08-20      | 2.5000%  | 0.0000% | $362510.00         | $209818.49         | Agency Mortgage-Backed Securities |
| GNII SP 785788 C | 2051-12-20      | 2.5000%  | 0.0000% | $118000.00         | $71612.36          | Agency Mortgage-Backed Securities |
| GNII SP 785792 C | 2051-12-20      | 2.5000%  | 0.0000% | $406483.00         | $247650.92         | Agency Mortgage-Backed Securities |
| GNII SP 786077 C | 2052-03-20      | 3.0000%  | 0.0000% | $100000.00         | $63799.83          | Agency Mortgage-Backed Securities |
| GNII SP 786095 C | 2052-04-20      | 3.0000%  | 0.0000% | $1140000.00        | $696513.23         | Agency Mortgage-Backed Securities |
| GNII SP 786134 C | 2052-04-20      | 3.0000%  | 0.0000% | $1390000.00        | $737643.16         | Agency Mortgage-Backed Securities |
| GNII SP 786150 C | 2052-03-20      | 3.0000%  | 0.0000% | $1590000.00        | $1043881.06        | Agency Mortgage-Backed Securities |
| GNII SP 786205 C | 2052-06-20      | 3.5000%  | 0.0000% | $2400000.00        | $1670798.97        | Agency Mortgage-Backed Securities |
| GNII SP 787212 C | 2047-10-20      | 3.5000%  | 0.0000% | $1100000.00        | $835053.28         | Agency Mortgage-Backed Securities |
| GNII SP 786467 C | 2052-01-20      | 3.5000%  | 0.0000% | $10883472.00       | $8447652.64        | Agency Mortgage-Backed Securities |
| GNII SP 786690 C | 2053-05-20      | 5.5000%  | 0.0000% | $100000.00         | $77018.51          | Agency Mortgage-Backed Securities |
| GNII SP 786709 C | 2053-05-20      | 5.0000%  | 0.0000% | $100000.00         | $77741.57          | Agency Mortgage-Backed Securities |
| GNII SP 786726 C | 2051-03-20      | 2.0000%  | 0.0000% | $1700000.00        | $1125833.23        | Agency Mortgage-Backed Securities |
| GNII SP 786735 C | 2052-02-20      | 2.5000%  | 0.0000% | $48553372.00       | $34376773.17       | Agency Mortgage-Backed Securities |
| GNII SP 786841 C | 2053-07-20      | 5.5000%  | 0.0000% | $55000.00          | $42796.05          | Agency Mortgage-Backed Securities |
| GNII SP 786831 C | 2053-07-20      | 5.5000%  | 0.0000% | $100000.00         | $81610.99          | Agency Mortgage-Backed Securities |
| GNII SP 786959 C | 2053-10-20      | 6.0000%  | 0.0000% | $65000.00          | $51206.38          | Agency Mortgage-Backed Securities |
| GNII SP 786963 C | 2053-09-20      | 6.0000%  | 0.0000% | $1700000.00        | $1272279.97        | Agency Mortgage-Backed Securities |
| GNII SP 787097 C | 2053-08-20      | 5.0000%  | 0.0000% | $100000.00         | $69910.90          | Agency Mortgage-Backed Securities |
| GNII SP 787162 C | 2051-12-20      | 3.0000%  | 0.0000% | $2756000.00        | $1997207.46        | Agency Mortgage-Backed Securities |
| GNII SP 788080 M | 2050-06-20      | 3.0000%  | 0.0000% | $83833574.00       | $72698412.46       | Agency Mortgage-Backed Securities |
| GNII SP 788083 C | 2055-04-20      | 5.5000%  | 0.0000% | $31016834.00       | $30257351.87       | Agency Mortgage-Backed Securities |
| GNII SP 788086 C | 2055-07-20      | 6.5000%  | 0.0000% | $53071821.00       | $46710950.25       | Agency Mortgage-Backed Securities |
| GNII SP 788110 M | 2049-04-20      | 3.0000%  | 0.0000% | $161377077.00      | $141718677.52      | Agency Mortgage-Backed Securities |
| GNII SP 788111 M | 2046-10-20      | 4.0000%  | 0.0000% | $71203417.00       | $66338174.70       | Agency Mortgage-Backed Securities |
| GNII SP 788167 M | 2052-01-20      | 5.0000%  | 0.0000% | $72230776.00       | $70616546.81       | Agency Mortgage-Backed Securities |
| GNII SP 787355 C | 2054-02-20      | 6.0000%  | 0.0000% | $15000.00          | $11989.43          | Agency Mortgage-Backed Securities |
| GNII SP 787356 C | 2052-03-20      | 2.5000%  | 0.0000% | $4895000.00        | $3639540.13        | Agency Mortgage-Backed Securities |
| GNII SP 787544 M | 2053-09-20      | 3.5000%  | 0.0000% | $5615000.00        | $4471123.89        | Agency Mortgage-Backed Securities |
| GNII SP 787660 C | 2054-08-20      | 6.5000%  | 0.0000% | $16366393.00       | $2465568.79        | Agency Mortgage-Backed Securities |
| GNII SP 787792 C | 2055-01-20      | 5.0000%  | 0.0000% | $20000.00          | $18242.53          | Agency Mortgage-Backed Securities |
| GNII EP 787846 C | 2065-01-20      | 6.0000%  | 0.0000% | $25869896.00       | $20314475.47       | Agency Mortgage-Backed Securities |
| GNII SP 787865 M | 2051-06-20      | 4.5000%  | 0.0000% | $106784873.00      | $96650830.29       | Agency Mortgage-Backed Securities |
| GNII SP 788032 C | 2054-06-20      | 7.0000%  | 0.0000% | $41770430.00       | $39535399.55       | Agency Mortgage-Backed Securities |
| GNII SP 788035 C | 2052-01-20      | 3.0000%  | 0.0000% | $37292964.00       | $31669540.66       | Agency Mortgage-Backed Securities |
| GNII SP 788247 C | 2055-10-20      | 5.5000%  | 0.0000% | $52419019.00       | $52098962.80       | Agency Mortgage-Backed Securities |
| GNII SP 788248 C | 2055-10-20      | 5.5000%  | 0.0000% | $63187884.00       | $63753020.75       | Agency Mortgage-Backed Securities |
| GNII SP 788250 C | 2054-10-20      | 5.5000%  | 0.0000% | $31947336.00       | $31972910.80       | Agency Mortgage-Backed Securities |
| GNII SP 788251 C | 2055-10-20      | 6.5000%  | 0.0000% | $50137603.00       | $51748043.50       | Agency Mortgage-Backed Securities |
| GNII SP 788292 M | 2051-01-20      | 4.0000%  | 0.0000% | $5862528.00        | $5551972.37        | Agency Mortgage-Backed Securities |
| GNII SP 788293 M | 2054-02-20      | 4.0000%  | 0.0000% | $67441672.00       | $63863922.68       | Agency Mortgage-Backed Securities |
| GNII SP 788325 C | 2054-11-20      | 6.5000%  | 0.0000% | $38134514.00       | $39371419.36       | Agency Mortgage-Backed Securities |
| GNII SP 788328 C | 2055-01-20      | 6.0000%  | 0.0000% | $32105497.00       | $32971222.17       | Agency Mortgage-Backed Securities |
| GNII SP 788357 C | 2052-05-20      | 3.5000%  | 0.0000% | $25811764.00       | $23690476.40       | Agency Mortgage-Backed Securities |
| GNII EP 788331 C | 2065-09-20      | 7.0000%  | 0.0000% | $68042413.00       | $69268063.67       | Agency Mortgage-Backed Securities |
| GNII SP 788417 C | 2054-06-20      | 6.5000%  | 0.0000% | $36534315.00       | $38402757.00       | Agency Mortgage-Backed Securities |
| GNII SP 788418 C | 2055-12-20      | 6.5000%  | 0.0000% | $60844089.00       | $63914105.96       | Agency Mortgage-Backed Securities |
| GNII SP 788421 C | 2056-01-20      | 6.5000%  | 0.0000% | $51074714.00       | $53649804.61       | Agency Mortgage-Backed Securities |
| GNII SP 788414 C | 2054-11-20      | 6.5000%  | 0.0000% | $54044006.00       | $56797878.37       | Agency Mortgage-Backed Securities |
| GNII SP 788415 C | 2054-01-20      | 6.5000%  | 0.0000% | $52259118.00       | $54941270.78       | Agency Mortgage-Backed Securities |
| GNII SF CT7444 C | 2053-04-20      | 6.0000%  | 0.0000% | $100041.00         | $85551.92          | Agency Mortgage-Backed Securities |
| GNII SF CU0339 C | 2053-08-20      | 7.0000%  | 0.0000% | $30757493.00       | $26360641.34       | Agency Mortgage-Backed Securities |
| GNII SF CU2460 C | 2053-10-20      | 7.0000%  | 0.0000% | $20000525.00       | $17092218.66       | Agency Mortgage-Backed Securities |
| GNII SF CU2478 C | 2054-01-20      | 7.5000%  | 0.0000% | $25335611.00       | $18750960.01       | Agency Mortgage-Backed Securities |
| GNII SF CV3416 C | 2053-05-20      | 6.0000%  | 0.0000% | $3115417.00        | $2662686.21        | Agency Mortgage-Backed Securities |
| GNII SF CV6244 C | 2053-08-20      | 7.0000%  | 0.0000% | $38260123.00       | $28208168.13       | Agency Mortgage-Backed Securities |
| GNII ET CV8071 C | 2063-07-20      | 5.0000%  | 0.0000% | $1979466.00        | $1235961.09        | Agency Mortgage-Backed Securities |
| GNII SF CV8119 C | 2053-10-20      | 7.0000%  | 0.0000% | $5050106.00        | $1077454.65        | Agency Mortgage-Backed Securities |
| GNII SF CV8159 C | 2053-10-20      | 7.0000%  | 0.0000% | $3230369.00        | $2309883.42        | Agency Mortgage-Backed Securities |
| GNII SF CW6992 C | 2053-09-20      | 6.0000%  | 0.0000% | $100000.00         | $82921.10          | Agency Mortgage-Backed Securities |
| GNII SF CX3264 C | 2053-12-20      | 6.5000%  | 0.0000% | $10079932.00       | $5318406.14        | Agency Mortgage-Backed Securities |
| GNII SF CX6873 C | 2053-12-20      | 6.5000%  | 0.0000% | $1430177.00        | $237272.45         | Agency Mortgage-Backed Securities |
| GNII SF CX6886 C | 2053-12-20      | 7.0000%  | 0.0000% | $1865382.00        | $756570.36         | Agency Mortgage-Backed Securities |
| GNII SF CX6892 C | 2053-12-20      | 7.0000%  | 0.0000% | $1647408.00        | $692845.61         | Agency Mortgage-Backed Securities |
| GNII SF CX6895 C | 2053-11-20      | 6.5000%  | 0.0000% | $1120792.00        | $1136218.32        | Agency Mortgage-Backed Securities |
| GNII SF CX6931 C | 2053-10-20      | 6.0000%  | 0.0000% | $1498957.00        | $433176.84         | Agency Mortgage-Backed Securities |
| GNII SF CY0036 C | 2054-01-20      | 7.5000%  | 0.0000% | $1284261.00        | $687038.59         | Agency Mortgage-Backed Securities |
| GNII SF CY1465 C | 2054-01-20      | 7.0000%  | 0.0000% | $10218270.00       | $4464794.45        | Agency Mortgage-Backed Securities |
| GNII SF CY1831 C | 2054-05-20      | 6.0000%  | 0.0000% | $1076374.00        | $1104387.85        | Agency Mortgage-Backed Securities |
| GNII SF CY2859 C | 2053-10-20      | 7.0000%  | 0.0000% | $12473509.00       | $8661550.11        | Agency Mortgage-Backed Securities |
| GNII SF CY2872 C | 2053-10-20      | 7.0000%  | 0.0000% | $1664448.00        | $1357066.63        | Agency Mortgage-Backed Securities |
| GNII SF CY2884 C | 2054-04-20      | 7.0000%  | 0.0000% | $2424131.00        | $2508047.91        | Agency Mortgage-Backed Securities |
| GNII SF CY5639 C | 2054-01-20      | 6.5000%  | 0.0000% | $2337763.00        | $1454864.77        | Agency Mortgage-Backed Securities |
| GNII SF CY9130 C | 2054-04-20      | 6.0000%  | 0.0000% | $5112091.00        | $2837691.99        | Agency Mortgage-Backed Securities |
| GNII SF CY9181 C | 2054-04-20      | 6.5000%  | 0.0000% | $5075894.00        | $3125067.13        | Agency Mortgage-Backed Securities |
| GNII SF CZ1678 C | 2054-01-20      | 7.5000%  | 0.0000% | $5554707.00        | $5013142.71        | Agency Mortgage-Backed Securities |
| GNII SF CZ1499 C | 2054-02-20      | 7.5000%  | 0.0000% | $10966229.00       | $9998923.61        | Agency Mortgage-Backed Securities |
| GNII SF CZ1894 C | 2054-01-20      | 6.5000%  | 0.0000% | $1533380.00        | $785412.96         | Agency Mortgage-Backed Securities |
| GNII SF CZ1869 C | 2054-01-20      | 7.0000%  | 0.0000% | $1437422.00        | $298098.74         | Agency Mortgage-Backed Securities |
| GNII SF CZ1881 C | 2054-01-20      | 6.5000%  | 0.0000% | $1515442.00        | $516406.60         | Agency Mortgage-Backed Securities |
| GNII SF CZ1884 C | 2054-01-20      | 6.5000%  | 0.0000% | $2369511.00        | $724491.39         | Agency Mortgage-Backed Securities |
| GNII SF CZ1888 C | 2053-12-20      | 7.0000%  | 0.0000% | $1017026.00        | $663120.24         | Agency Mortgage-Backed Securities |
| GNII SF CZ3600 C | 2053-12-20      | 7.5000%  | 0.0000% | $1017056.00        | $759466.83         | Agency Mortgage-Backed Securities |
| GNII SF CZ3352 C | 2053-12-20      | 7.0000%  | 0.0000% | $2281993.00        | $1211787.82        | Agency Mortgage-Backed Securities |
| GNII SF CZ3445 C | 2054-01-20      | 7.0000%  | 0.0000% | $1912950.00        | $1989425.19        | Agency Mortgage-Backed Securities |
| GNII SF CZ3450 C | 2054-01-20      | 7.5000%  | 0.0000% | $1493847.00        | $608083.21         | Agency Mortgage-Backed Securities |
| GNII SF CZ3603 C | 2053-12-20      | 7.5000%  | 0.0000% | $1669179.00        | $187591.45         | Agency Mortgage-Backed Securities |
| GNII SF CZ3607 C | 2053-12-20      | 7.5000%  | 0.0000% | $1111742.00        | $551072.68         | Agency Mortgage-Backed Securities |
| GNII SF CZ3709 C | 2054-01-20      | 7.0000%  | 0.0000% | $3059443.00        | $1683201.96        | Agency Mortgage-Backed Securities |
| GNII SF CZ3714 C | 2054-01-20      | 7.5000%  | 0.0000% | $1081322.00        | $799092.33         | Agency Mortgage-Backed Securities |
| GNII SF CZ3718 C | 2054-01-20      | 7.5000%  | 0.0000% | $2724655.00        | $557101.36         | Agency Mortgage-Backed Securities |
| GNII SF CZ3953 C | 2054-02-20      | 6.0000%  | 0.0000% | $2951361.00        | $1797573.53        | Agency Mortgage-Backed Securities |
| GNII SF CZ4009 C | 2054-01-20      | 7.5000%  | 0.0000% | $1686047.00        | $1069529.42        | Agency Mortgage-Backed Securities |
| GNII SF CZ4007 C | 2054-01-20      | 7.5000%  | 0.0000% | $1139680.00        | $605820.67         | Agency Mortgage-Backed Securities |
| GNII ET CZ5349 C | 2063-12-20      | 8.0000%  | 0.0000% | $5454724.00        | $1147977.22        | Agency Mortgage-Backed Securities |
| GNII SF CZ5226 C | 2054-01-20      | 7.5000%  | 0.0000% | $1297365.00        | $140843.82         | Agency Mortgage-Backed Securities |
| GNII SF CZ6758 C | 2054-01-20      | 7.5000%  | 0.0000% | $5069031.00        | $2699240.31        | Agency Mortgage-Backed Securities |
| GNII SF DA1196 C | 2054-01-20      | 7.0000%  | 0.0000% | $3646695.00        | $2931134.63        | Agency Mortgage-Backed Securities |
| GNII SF DA2624 C | 2054-03-20      | 6.0000%  | 0.0000% | $1578717.00        | $1610259.05        | Agency Mortgage-Backed Securities |
| GNII SF DA2088 C | 2054-03-20      | 6.5000%  | 0.0000% | $2198152.00        | $1538571.67        | Agency Mortgage-Backed Securities |
| GNII SF DA2059 C | 2054-04-20      | 6.0000%  | 0.0000% | $1893078.00        | $1908479.49        | Agency Mortgage-Backed Securities |
| GNII SF DA2152 C | 2054-02-20      | 7.0000%  | 0.0000% | $1197090.00        | $641364.75         | Agency Mortgage-Backed Securities |
| GNII SF DA7167 C | 2054-05-20      | 7.0000%  | 0.0000% | $1801374.00        | $1768803.54        | Agency Mortgage-Backed Securities |
| GNII SF DA7168 C | 2054-05-20      | 7.0000%  | 0.0000% | $1329774.00        | $1365014.90        | Agency Mortgage-Backed Securities |
| GNII SF DA7209 C | 2054-05-20      | 7.0000%  | 0.0000% | $1600571.00        | $880531.26         | Agency Mortgage-Backed Securities |
| GNII SF DA8869 C | 2054-03-20      | 6.0000%  | 0.0000% | $6023414.00        | $4521963.43        | Agency Mortgage-Backed Securities |
| GNII SF DA8531 C | 2054-03-20      | 7.0000%  | 0.0000% | $1460329.00        | $1281769.76        | Agency Mortgage-Backed Securities |
| GNII SF DB4905 C | 2054-04-20      | 6.5000%  | 0.0000% | $1353544.00        | $816548.40         | Agency Mortgage-Backed Securities |
| GNII SF DC0329 C | 2054-07-20      | 6.0000%  | 0.0000% | $1043506.00        | $854161.87         | Agency Mortgage-Backed Securities |
| GNII SF DC1960 C | 2054-07-20      | 6.5000%  | 0.0000% | $1509444.00        | $1241919.88        | Agency Mortgage-Backed Securities |
| GNII SF DC2914 C | 2054-05-20      | 7.0000%  | 0.0000% | $1155240.00        | $1189218.92        | Agency Mortgage-Backed Securities |
| GNII ET DC5590 C | 2064-06-20      | 7.5000%  | 0.0000% | $1000832.00        | $475124.01         | Agency Mortgage-Backed Securities |
| GNII SF DC9042 C | 2054-10-20      | 7.0000%  | 0.0000% | $1861709.00        | $1122404.73        | Agency Mortgage-Backed Securities |
| GNII SF DD7840 C | 2054-08-20      | 6.5000%  | 0.0000% | $9528336.00        | $6956450.97        | Agency Mortgage-Backed Securities |
| GNII ET DD8900 C | 2065-05-20      | 6.5000%  | 0.0000% | $853548.00         | $889312.46         | Agency Mortgage-Backed Securities |
| GNII SF DD8236 C | 2054-09-20      | 5.5000%  | 0.0000% | $1049364.00        | $1059422.40        | Agency Mortgage-Backed Securities |
| GNII SF DD8614 C | 2054-08-20      | 7.0000%  | 0.0000% | $1140316.00        | $1007485.05        | Agency Mortgage-Backed Securities |
| GNII SF DL5479 C | 2055-12-20      | 5.5000%  | 0.0000% | $1041612.00        | $1068111.03        | Agency Mortgage-Backed Securities |
| GNII SF DL5711 C | 2055-08-20      | 6.5000%  | 0.0000% | $4229496.00        | $4423214.97        | Agency Mortgage-Backed Securities |
| GNII SF DL6423 C | 2055-08-20      | 7.0000%  | 0.0000% | $1163633.00        | $1218405.51        | Agency Mortgage-Backed Securities |
| GNII ET DL8561 C | 2065-08-20      | 6.5000%  | 0.0000% | $3460000.00        | $3435929.38        | Agency Mortgage-Backed Securities |
| GNII SF DL9711 C | 2055-08-20      | 7.0000%  | 0.0000% | $2027820.00        | $1731199.87        | Agency Mortgage-Backed Securities |
| GNII SF DN9387 C | 2055-10-20      | 6.5000%  | 0.0000% | $1017491.00        | $1061805.88        | Agency Mortgage-Backed Securities |
| GNII SF DN9907 C | 2050-11-20      | 6.5000%  | 0.0000% | $1339591.00        | $1419676.18        | Agency Mortgage-Backed Securities |
| GNII ET DN9908 C | 2065-09-20      | 6.0000%  | 0.0000% | $1020976.00        | $1052744.01        | Agency Mortgage-Backed Securities |
| GNII ET DN9909 C | 2065-09-20      | 6.5000%  | 0.0000% | $3300000.00        | $3442313.91        | Agency Mortgage-Backed Securities |
| GNII SF DP3567 C | 2056-01-20      | 5.0000%  | 0.0000% | $5709760.00        | $5749258.85        | Agency Mortgage-Backed Securities |
| GNII SF DP3570 C | 2056-01-20      | 5.5000%  | 0.0000% | $2204375.00        | $2262968.51        | Agency Mortgage-Backed Securities |
| GNII SF DP3063 C | 2056-01-20      | 6.5000%  | 0.0000% | $1142820.00        | $1205171.24        | Agency Mortgage-Backed Securities |
| GNII SF DP3068 C | 2056-01-20      | 5.5000%  | 0.0000% | $5963958.00        | $6122495.25        | Agency Mortgage-Backed Securities |
| GNII SF DP3069 C | 2056-01-20      | 5.5000%  | 0.0000% | $2104303.00        | $2160242.86        | Agency Mortgage-Backed Securities |
| GNII SF DP3223 C | 2056-01-20      | 5.0000%  | 0.0000% | $2621578.00        | $2645837.50        | Agency Mortgage-Backed Securities |
| GNII SF DP4272 C | 2056-01-20      | 6.5000%  | 0.0000% | $3225762.00        | $3384292.43        | Agency Mortgage-Backed Securities |
| GNII SF DP4247 C | 2056-01-20      | 5.5000%  | 0.0000% | $2308737.00        | $2372914.25        | Agency Mortgage-Backed Securities |
| GNII SF DP4249 C | 2056-01-20      | 5.5000%  | 0.0000% | $5685212.00        | $5836333.78        | Agency Mortgage-Backed Securities |
| GNII SF DP4253 C | 2056-01-20      | 5.5000%  | 0.0000% | $10675494.00       | $10959275.92       | Agency Mortgage-Backed Securities |
| GNII SF DP4255 C | 2056-01-20      | 5.5000%  | 0.0000% | $11509627.00       | $11815582.30       | Agency Mortgage-Backed Securities |
| GNII SF DP4259 C | 2056-01-20      | 6.0000%  | 0.0000% | $2421270.00        | $2533547.52        | Agency Mortgage-Backed Securities |
| GNII SF DP4262 C | 2056-01-20      | 6.0000%  | 0.0000% | $8155799.00        | $8479741.90        | Agency Mortgage-Backed Securities |
| GNII JM MA5699 M | 2049-01-20      | 3.5000%  | 0.0000% | $8079829.00        | $236729.65         | Agency Mortgage-Backed Securities |
| GNII JM MA5755 M | 2049-01-20      | 5.0000%  | 0.0000% | $542557.00         | $17796.20          | Agency Mortgage-Backed Securities |
| GNII SF MA5764 M | 2049-02-20      | 4.5000%  | 0.0000% | $46896021.00       | $3373560.04        | Agency Mortgage-Backed Securities |
| GNII SF MA5766 M | 2049-02-20      | 5.5000%  | 0.0000% | $1070000.00        | $91571.80          | Agency Mortgage-Backed Securities |
| GNII SF MA5815 M | 2049-03-20      | 3.0000%  | 0.0000% | $39000000.00       | $4878322.95        | Agency Mortgage-Backed Securities |
| GNII SF MA5818 M | 2049-03-20      | 4.5000%  | 0.0000% | $39328209.00       | $2895951.13        | Agency Mortgage-Backed Securities |
| GNII SF MA5930 M | 2049-05-20      | 3.5000%  | 0.0000% | $6136443.00        | $587755.49         | Agency Mortgage-Backed Securities |
| GNII JM MA5976 M | 2049-06-20      | 3.5000%  | 0.0000% | $1300000.00        | $29867.04          | Agency Mortgage-Backed Securities |
| GNII JM MA6030 M | 2049-07-20      | 3.5000%  | 0.0000% | $2970000.00        | $96313.58          | Agency Mortgage-Backed Securities |
| GNII JM MA6081 M | 2049-08-20      | 3.5000%  | 0.0000% | $1300000.00        | $60062.12          | Agency Mortgage-Backed Securities |
| GNII JM MA6144 M | 2049-09-20      | 3.0000%  | 0.0000% | $1776620.00        | $110061.67         | Agency Mortgage-Backed Securities |
| GNII SF MA7107 M | 2036-01-20      | 2.5000%  | 0.0000% | $1571249.00        | $562831.99         | Agency Mortgage-Backed Securities |
| GNII SF MA7137 M | 2051-01-20      | 3.0000%  | 0.0000% | $1550075.00        | $564927.81         | Agency Mortgage-Backed Securities |
| GNII SF MA7143 M | 2051-01-20      | 6.0000%  | 0.0000% | $52000.00          | $14020.91          | Agency Mortgage-Backed Securities |
| GNII JM MA7184 M | 2051-02-20      | 2.0000%  | 0.0000% | $1400000.00        | $761499.92         | Agency Mortgage-Backed Securities |
| GNII SF MA7191 M | 2051-02-20      | 1.5000%  | 0.0000% | $71958293.00       | $37125091.61       | Agency Mortgage-Backed Securities |
| GNII SF MA7194 M | 2051-02-20      | 3.0000%  | 0.0000% | $20675000.00       | $7552497.36        | Agency Mortgage-Backed Securities |
| GNII JM MA6398 M | 2050-01-20      | 2.5000%  | 0.0000% | $80755000.00       | $6882614.50        | Agency Mortgage-Backed Securities |
| GNII JM MA6400 M | 2050-01-20      | 3.5000%  | 0.0000% | $125000.00         | $8304.00           | Agency Mortgage-Backed Securities |
| GNII SF AB7995 C | 2042-12-20      | 3.0000%  | 0.0000% | $400000.00         | $32851.38          | Agency Mortgage-Backed Securities |
| GNMI SF AB8166 X | 2043-01-15      | 4.0000%  | 0.0000% | $1146702.00        | $163772.67         | Agency Mortgage-Backed Securities |
| GNMI SF AB9082 X | 2042-10-15      | 3.0000%  | 0.0000% | $1082749.00        | $105973.84         | Agency Mortgage-Backed Securities |
| GNMI SF AB9108 X | 2042-10-15      | 3.0000%  | 0.0000% | $820000.00         | $84465.77          | Agency Mortgage-Backed Securities |
| GNMI SF AB9109 X | 2042-10-15      | 3.0000%  | 0.0000% | $200000.00         | $20988.31          | Agency Mortgage-Backed Securities |
| GNMI SF AB9169 X | 2042-11-15      | 3.0000%  | 0.0000% | $2611539.00        | $253940.16         | Agency Mortgage-Backed Securities |
| GNMI SF AB9205 X | 2042-11-15      | 3.0000%  | 0.0000% | $104000.00         | $10406.16          | Agency Mortgage-Backed Securities |
| GNMI SF AB9206 X | 2042-11-15      | 3.0000%  | 0.0000% | $732200.00         | $71656.05          | Agency Mortgage-Backed Securities |
| GNMI SF AB9207 X | 2042-11-15      | 3.0000%  | 0.0000% | $200000.00         | $17849.02          | Agency Mortgage-Backed Securities |
| GNMI SF AC4274 X | 2045-08-15      | 3.5000%  | 0.0000% | $50558.00          | $31779.26          | Agency Mortgage-Backed Securities |
| GNII SF AC9498 C | 2035-11-20      | 5.5000%  | 0.0000% | $500000.00         | $28901.02          | Agency Mortgage-Backed Securities |
| GNII SF MA0827 M | 2028-03-20      | 3.5000%  | 0.0000% | $381562.00         | $8501.99           | Agency Mortgage-Backed Securities |
| GNAR AT MA0872 M | 2043-03-20      | 5.6250%  | 0.0000% | $300000.00         | $8048.35           | Agency Mortgage-Backed Securities |
| GNII JM MA0016 M | 2042-03-20      | 3.5000%  | 0.0000% | $3000000.00        | $77638.22          | Agency Mortgage-Backed Securities |
| GNII SF MA0021 M | 2042-04-20      | 3.0000%  | 0.0000% | $430000.00         | $34466.10          | Agency Mortgage-Backed Securities |
| GNII SF MA0391 M | 2042-09-20      | 3.0000%  | 0.0000% | $514061672.00      | $52586784.10       | Agency Mortgage-Backed Securities |
| GNII SF MA0393 M | 2042-09-20      | 4.0000%  | 0.0000% | $1180250.00        | $79056.75          | Agency Mortgage-Backed Securities |
| GNII SF MA0461 M | 2042-10-20      | 3.0000%  | 0.0000% | $189550.00         | $19793.31          | Agency Mortgage-Backed Securities |
| GNII SF MA0463 M | 2042-10-20      | 4.0000%  | 0.0000% | $426923.00         | $34487.32          | Agency Mortgage-Backed Securities |
| GNII SF MA0467 M | 2039-07-20      | 6.0000%  | 0.0000% | $25792.00          | $869.94            | Agency Mortgage-Backed Securities |
| GNII SF MA0756 M | 2028-02-20      | 2.5000%  | 0.0000% | $1868059.00        | $47401.04          | Agency Mortgage-Backed Securities |
| GNII JM MA1751 M | 2044-03-20      | 3.5000%  | 0.0000% | $529608.00         | $8554.80           | Agency Mortgage-Backed Securities |
| GNII SF MA0933 M | 2043-04-20      | 3.0000%  | 0.0000% | $36209000.00       | $3832591.70        | Agency Mortgage-Backed Securities |
| GNII SF MA1010 M | 2043-04-20      | 2.5000%  | 0.0000% | $69000.00          | $10805.10          | Agency Mortgage-Backed Securities |
| GNII SF MA1013 M | 2043-05-20      | 4.0000%  | 0.0000% | $6503279.00        | $505941.08         | Agency Mortgage-Backed Securities |
| GNII SF MA1094 M | 2038-08-20      | 5.5000%  | 0.0000% | $208069.00         | $8601.47           | Agency Mortgage-Backed Securities |
| GNII SF MA1202 M | 2028-08-20      | 2.5000%  | 0.0000% | $450000.00         | $15562.77          | Agency Mortgage-Backed Securities |
| GNII SF MA1447 M | 2043-11-20      | 3.0000%  | 0.0000% | $4393020.00        | $598038.16         | Agency Mortgage-Backed Securities |
| GNII SF MA1604 M | 2044-01-20      | 5.5000%  | 0.0000% | $240000.00         | $12213.96          | Agency Mortgage-Backed Securities |
| GNII SF MA2600 M | 2045-02-20      | 3.0000%  | 0.0000% | $678976.00         | $57796.01          | Agency Mortgage-Backed Securities |
| GNII JM MA1830 M | 2044-04-20      | 4.0000%  | 0.0000% | $485723.00         | $5129.72           | Agency Mortgage-Backed Securities |
| GNII JM MA1831 M | 2044-03-20      | 4.5000%  | 0.0000% | $914197.00         | $25655.29          | Agency Mortgage-Backed Securities |
| GNII SF MA1920 M | 2044-05-20      | 4.0000%  | 0.0000% | $149918.00         | $8454.74           | Agency Mortgage-Backed Securities |
| GNII JM MA1961 M | 2029-05-20      | 3.5000%  | 0.0000% | $639861.00         | $21262.08          | Agency Mortgage-Backed Securities |
| GNII JM MA2066 M | 2044-07-20      | 4.5000%  | 0.0000% | $150000.00         | $911.41            | Agency Mortgage-Backed Securities |
| GNII SF MA2070 M | 2044-02-20      | 2.0000%  | 0.0000% | $490928.00         | $74711.03          | Agency Mortgage-Backed Securities |
| GNII SF MA2074 M | 2044-07-20      | 4.0000%  | 0.0000% | $7099755.00        | $438853.76         | Agency Mortgage-Backed Securities |
| GNII JM MA2141 M | 2044-07-20      | 4.5000%  | 0.0000% | $700000.00         | $13323.88          | Agency Mortgage-Backed Securities |
| GNII JM MA2215 M | 2044-09-20      | 3.5000%  | 0.0000% | $621000.00         | $13495.40          | Agency Mortgage-Backed Securities |
| GNII JM MA2217 M | 2044-09-20      | 4.5000%  | 0.0000% | $800000.00         | $23634.34          | Agency Mortgage-Backed Securities |
| GNII SF MA2222 M | 2044-08-20      | 3.0000%  | 0.0000% | $49399000.00       | $5048702.90        | Agency Mortgage-Backed Securities |
| GNII JM MA2295 M | 2044-10-20      | 4.5000%  | 0.0000% | $2967781.00        | $31435.40          | Agency Mortgage-Backed Securities |
| GNII SF MA2520 M | 2045-01-20      | 3.0000%  | 0.0000% | $5052095.00        | $440777.96         | Agency Mortgage-Backed Securities |
| GNII SF MA2761 M | 2037-11-20      | 7.0000%  | 0.0000% | $304475.00         | $7884.20           | Agency Mortgage-Backed Securities |
| GNII SF MA2833 M | 2045-05-20      | 7.0000%  | 0.0000% | $30000.00          | $2232.71           | Agency Mortgage-Backed Securities |
| GNII SF MA2864 M | 2030-06-20      | 3.0000%  | 0.0000% | $11000.00          | $582.15            | Agency Mortgage-Backed Securities |
| GNII SF MA2893 M | 2045-05-20      | 4.0000%  | 0.0000% | $4943300.00        | $445519.36         | Agency Mortgage-Backed Securities |
| GNII SF MA2935 M | 2030-07-20      | 3.0000%  | 0.0000% | $30000.00          | $1571.65           | Agency Mortgage-Backed Securities |
| GNII JM MA3027 M | 2045-07-20      | 4.0000%  | 0.0000% | $99142.00          | $2556.02           | Agency Mortgage-Backed Securities |
| GNII SF MA3172 M | 2045-10-20      | 3.0000%  | 0.0000% | $16147145.00       | $1733053.28        | Agency Mortgage-Backed Securities |
| GNII SF MA3243 M | 2045-11-20      | 3.0000%  | 0.0000% | $5000000.00        | $576135.03         | Agency Mortgage-Backed Securities |
| GNII SF MA3458 M | 2046-02-20      | 5.5000%  | 0.0000% | $6000.00           | $506.36            | Agency Mortgage-Backed Securities |
| GNII SF MA4382 M | 2047-04-20      | 3.5000%  | 0.0000% | $18950969.00       | $2170738.72        | Agency Mortgage-Backed Securities |
| GNII JM MA4443 M | 2047-05-20      | 4.0000%  | 0.0000% | $473576.00         | $21533.30          | Agency Mortgage-Backed Securities |
| GNII SF MA4451 M | 2047-05-20      | 3.5000%  | 0.0000% | $18999938.00       | $2174444.38        | Agency Mortgage-Backed Securities |
| GNII SF MA4452 M | 2047-05-20      | 4.0000%  | 0.0000% | $89528.00          | $8119.85           | Agency Mortgage-Backed Securities |
| GNMI SF 778933 X | 2042-02-15      | 3.5000%  | 0.0000% | $1679746.00        | $346683.26         | Agency Mortgage-Backed Securities |
| GNMI SF 778934 X | 2042-02-15      | 3.5000%  | 0.0000% | $1497291.00        | $143543.85         | Agency Mortgage-Backed Securities |
| GNMI SF 778935 X | 2042-03-15      | 3.5000%  | 0.0000% | $1182916.00        | $249583.29         | Agency Mortgage-Backed Securities |
| GNMI SF 778941 X | 2042-03-15      | 3.5000%  | 0.0000% | $5483574.00        | $727003.56         | Agency Mortgage-Backed Securities |
| GNMI SF 779084 X | 2042-04-15      | 3.0000%  | 0.0000% | $423863.00         | $34260.03          | Agency Mortgage-Backed Securities |
| GNMI SF 779062 X | 2042-04-15      | 3.5000%  | 0.0000% | $1911634.00        | $370879.53         | Agency Mortgage-Backed Securities |
| GNMI SF 779063 X | 2042-04-15      | 3.5000%  | 0.0000% | $1668727.00        | $104778.88         | Agency Mortgage-Backed Securities |
| GNMI SF 779072 X | 2042-04-15      | 3.5000%  | 0.0000% | $4818397.00        | $731314.03         | Agency Mortgage-Backed Securities |
| GNMI SF 779080 X | 2027-04-15      | 2.5000%  | 0.0000% | $3394870.00        | $20341.78          | Agency Mortgage-Backed Securities |
| GNMI SF 779209 X | 2042-05-15      | 3.5000%  | 0.0000% | $705835.00         | $58802.29          | Agency Mortgage-Backed Securities |
| GNMI SF 779203 X | 2042-05-15      | 3.5000%  | 0.0000% | $1104082.00        | $103321.14         | Agency Mortgage-Backed Securities |
| GNMI SF 779204 X | 2042-05-15      | 3.5000%  | 0.0000% | $1528913.00        | $74516.49          | Agency Mortgage-Backed Securities |
| GNMI SF 779219 X | 2042-05-15      | 3.5000%  | 0.0000% | $2546276.00        | $88286.87          | Agency Mortgage-Backed Securities |
| GNMI SF 779881 X | 2041-10-15      | 3.5000%  | 0.0000% | $1366392.00        | $80910.55          | Agency Mortgage-Backed Securities |
| GNMI SF 796174 X | 2042-03-15      | 3.5000%  | 0.0000% | $2060166.00        | $74938.46          | Agency Mortgage-Backed Securities |
| GNMI SF AA0267 X | 2042-03-15      | 3.5000%  | 0.0000% | $222132.00         | $90653.62          | Agency Mortgage-Backed Securities |
| GNMI SF AA5317 X | 2042-05-15      | 3.5000%  | 0.0000% | $1299861.00        | $90504.86          | Agency Mortgage-Backed Securities |
| GNII JM 004462 M | 2039-06-20      | 5.0000%  | 0.0000% | $1855000.00        | $32678.03          | Agency Mortgage-Backed Securities |
| GNII SF 003610 M | 2034-09-20      | 5.5000%  | 0.0000% | $1058000.00        | $11762.82          | Agency Mortgage-Backed Securities |
| GNII SF 003654 M | 2034-12-20      | 6.5000%  | 0.0000% | $75000.00          | $807.71            | Agency Mortgage-Backed Securities |
| GNII SF 003736 M | 2035-07-20      | 5.5000%  | 0.0000% | $160000.00         | $2345.38           | Agency Mortgage-Backed Securities |
| GNII SF 003786 M | 2035-11-20      | 5.5000%  | 0.0000% | $125000.00         | $1812.87           | Agency Mortgage-Backed Securities |
| GNII SF 003879 M | 2036-07-20      | 6.0000%  | 0.0000% | $178105.00         | $1519.43           | Agency Mortgage-Backed Securities |
| GNII SF 004085 M | 2038-02-20      | 6.0000%  | 0.0000% | $140000.00         | $1574.14           | Agency Mortgage-Backed Securities |
| GNII SF 004100 M | 2038-03-20      | 6.5000%  | 0.0000% | $110000.00         | $1412.27           | Agency Mortgage-Backed Securities |
| GNII JM 004239 M | 2038-09-20      | 6.0000%  | 0.0000% | $19352051.00       | $7642.98           | Agency Mortgage-Backed Securities |
| GNII JM 004240 M | 2038-09-20      | 6.5000%  | 0.0000% | $422602.00         | $1131.50           | Agency Mortgage-Backed Securities |
| GNII JM 004261 M | 2038-10-20      | 6.5000%  | 0.0000% | $1724633.00        | $532.81            | Agency Mortgage-Backed Securities |
| GNII JM 004285 M | 2038-11-20      | 6.0000%  | 0.0000% | $3549499.00        | $5046.81           | Agency Mortgage-Backed Securities |
| GNII SF 004293 M | 2038-11-20      | 7.0000%  | 0.0000% | $550000.00         | $9367.02           | Agency Mortgage-Backed Securities |
| GNII JM 004310 M | 2038-12-20      | 6.0000%  | 0.0000% | $1690407.00        | $3035.79           | Agency Mortgage-Backed Securities |
| GNII JM 004364 M | 2039-02-20      | 6.0000%  | 0.0000% | $304273.00         | $970.01            | Agency Mortgage-Backed Securities |
| GNII SF 004367 M | 2039-02-20      | 4.0000%  | 0.0000% | $25000.00          | $776.29            | Agency Mortgage-Backed Securities |
| GNII JM 004337 M | 2039-01-20      | 6.0000%  | 0.0000% | $1258293.00        | $3310.01           | Agency Mortgage-Backed Securities |
| GNII SF 005276 M | 2027-01-20      | 3.0000%  | 0.0000% | $475000.00         | $2544.20           | Agency Mortgage-Backed Securities |
| GNII SF 005330 M | 2042-03-20      | 3.0000%  | 0.0000% | $332554.00         | $26857.44          | Agency Mortgage-Backed Securities |
| GNII JM 004513 M | 2039-08-20      | 5.0000%  | 0.0000% | $1800000.00        | $28000.00          | Agency Mortgage-Backed Securities |
| GNII JM 004535 M | 2039-09-20      | 6.0000%  | 0.0000% | $300000.00         | $4204.90           | Agency Mortgage-Backed Securities |
| GNII SF 004656 M | 2040-03-20      | 4.0000%  | 0.0000% | $8784537.00        | $376594.44         | Agency Mortgage-Backed Securities |
| GNII SF 004635 M | 2040-02-20      | 4.0000%  | 0.0000% | $30000.00          | $1268.76           | Agency Mortgage-Backed Securities |
| GNII SF 004695 M | 2040-05-20      | 4.0000%  | 0.0000% | $431250.00         | $18759.59          | Agency Mortgage-Backed Securities |
| GNII JM 004709 M | 2040-06-20      | 4.5000%  | 0.0000% | $1200000.00        | $40472.26          | Agency Mortgage-Backed Securities |
| GNII SF MA3664 M | 2046-05-20      | 4.0000%  | 0.0000% | $4461000.00        | $412050.66         | Agency Mortgage-Backed Securities |
| GNII SF MA3802 M | 2046-07-20      | 3.0000%  | 0.0000% | $237623872.00      | $27914618.74       | Agency Mortgage-Backed Securities |
| GNII SF MA3875 M | 2046-07-20      | 4.0000%  | 0.0000% | $3300000.00        | $320922.12         | Agency Mortgage-Backed Securities |
| GNII SF MA3879 M | 2038-11-20      | 6.0000%  | 0.0000% | $40000.00          | $3811.79           | Agency Mortgage-Backed Securities |
| GNII JM MA3929 M | 2046-08-20      | 4.0000%  | 0.0000% | $1169081.00        | $55067.93          | Agency Mortgage-Backed Securities |
| GNII JM MA3994 M | 2046-10-20      | 3.5000%  | 0.0000% | $544746.00         | $28473.21          | Agency Mortgage-Backed Securities |
| GNII JM MA4061 M | 2046-06-20      | 4.5000%  | 0.0000% | $823566.00         | $131841.99         | Agency Mortgage-Backed Securities |
| GNII SF MA4068 M | 2046-10-20      | 3.0000%  | 0.0000% | $40811266.00       | $5371942.62        | Agency Mortgage-Backed Securities |
| GNII SF MA4202 M | 2038-10-20      | 6.5000%  | 0.0000% | $35000.00          | $5341.53           | Agency Mortgage-Backed Securities |
| GNII JM MA4184 M | 2047-01-20      | 3.0000%  | 0.0000% | $24000000.00       | $1502562.57        | Agency Mortgage-Backed Securities |
| GNII JM MA4253 M | 2047-02-20      | 4.5000%  | 0.0000% | $2281458.00        | $102696.74         | Agency Mortgage-Backed Securities |
| GNMI SF 752168 X | 2045-09-15      | 3.0000%  | 0.0000% | $2150476.00        | $922791.16         | Agency Mortgage-Backed Securities |
| GNMI SF 752171 X | 2030-10-15      | 2.5000%  | 0.0000% | $1087300.00        | $294893.36         | Agency Mortgage-Backed Securities |
| GNMI SF 752188 X | 2046-02-15      | 3.0000%  | 0.0000% | $3018417.00        | $1540033.84        | Agency Mortgage-Backed Securities |
| GNMI SF 753180 X | 2028-01-15      | 3.0000%  | 0.0000% | $408545.00         | $13972.11          | Agency Mortgage-Backed Securities |
| GNII SF 757168 C | 2040-11-20      | 4.0000%  | 0.0000% | $1538289.00        | $156300.45         | Agency Mortgage-Backed Securities |
| GNMI SF 756900 X | 2041-03-15      | 5.0000%  | 0.0000% | $100000.00         | $9929.27           | Agency Mortgage-Backed Securities |
| GNMI SF 758861 X | 2028-03-15      | 2.5000%  | 0.0000% | $175000.00         | $9011.20           | Agency Mortgage-Backed Securities |
| GNII SP 783584 M | 2041-07-20      | 4.5000%  | 0.0000% | $531270.00         | $26498.29          | Agency Mortgage-Backed Securities |
| GNII SP 782909 M | 2039-09-20      | 5.5000%  | 0.0000% | $250000.00         | $5659.67           | Agency Mortgage-Backed Securities |
| GNII SP 782913 M | 2039-11-20      | 5.5000%  | 0.0000% | $665000.00         | $14924.99          | Agency Mortgage-Backed Securities |
| GNII SP 783038 M | 2040-07-20      | 5.5000%  | 0.0000% | $3334746.00        | $87408.20          | Agency Mortgage-Backed Securities |
| GNII SP 783324 M | 2041-05-20      | 4.0000%  | 0.0000% | $1955601.00        | $82073.60          | Agency Mortgage-Backed Securities |
| GNII SP 783442 M | 2041-09-20      | 4.0000%  | 0.0000% | $7514088.00        | $356472.54         | Agency Mortgage-Backed Securities |
| GNMI SF 615779 X | 2028-09-15      | 5.0000%  | 0.0000% | $70000.00          | $1635.29           | Agency Mortgage-Backed Securities |
| GNMI SF 617567 X | 2037-06-15      | 6.0000%  | 0.0000% | $3402441.00        | $11918.29          | Agency Mortgage-Backed Securities |
| GNMI SF 617757 X | 2042-02-15      | 3.5000%  | 0.0000% | $7421943.00        | $503432.98         | Agency Mortgage-Backed Securities |
| GNMI SF 617852 X | 2037-12-15      | 6.0000%  | 0.0000% | $199267.00         | $846.33            | Agency Mortgage-Backed Securities |
| GNMI SF 617831 X | 2042-03-15      | 3.5000%  | 0.0000% | $3659695.00        | $317575.68         | Agency Mortgage-Backed Securities |
| GNII SF 618834 C | 2033-07-20      | 5.5000%  | 0.0000% | $235760.00         | $3448.51           | Agency Mortgage-Backed Securities |
| GNMI SF 622094 X | 2033-09-15      | 4.5000%  | 0.0000% | $145956.00         | $2518.67           | Agency Mortgage-Backed Securities |
| GNMI SF 626938 X | 2045-04-15      | 4.0000%  | 0.0000% | $1358181.00        | $418755.98         | Agency Mortgage-Backed Securities |
| GNMI SF 626979 X | 2045-03-15      | 3.5000%  | 0.0000% | $467324.00         | $104870.61         | Agency Mortgage-Backed Securities |
| GNII SF 626972 C | 2045-08-20      | 3.5000%  | 0.0000% | $953799.00         | $413723.77         | Agency Mortgage-Backed Securities |
| GNMI SF 635437 X | 2035-12-15      | 6.0000%  | 0.0000% | $150000.00         | $14605.12          | Agency Mortgage-Backed Securities |
| GNMI SF 635903 X | 2034-11-15      | 6.0000%  | 0.0000% | $942530.00         | $10688.67          | Agency Mortgage-Backed Securities |
| GNMI SF 636179 X | 2035-02-15      | 6.0000%  | 0.0000% | $146152.00         | $2551.06           | Agency Mortgage-Backed Securities |
| GNMI SF 645935 X | 2037-07-15      | 6.0000%  | 0.0000% | $329844.00         | $7376.28           | Agency Mortgage-Backed Securities |
| GNMI SF 647609 X | 2036-09-15      | 6.5000%  | 0.0000% | $788589.00         | $78998.61          | Agency Mortgage-Backed Securities |
| GNMI SF 647603 X | 2036-09-15      | 6.5000%  | 0.0000% | $772745.00         | $26619.77          | Agency Mortgage-Backed Securities |
| GNMI SF 650731 X | 2036-01-15      | 5.5000%  | 0.0000% | $60000.00          | $1631.07           | Agency Mortgage-Backed Securities |
| GNMI SF 650455 X | 2035-12-15      | 5.5000%  | 0.0000% | $1890499.00        | $28595.44          | Agency Mortgage-Backed Securities |
| GNMI SF 656454 X | 2036-06-15      | 6.0000%  | 0.0000% | $588540.00         | $1364.91           | Agency Mortgage-Backed Securities |
| GNMI SF 659721 X | 2036-11-15      | 6.5000%  | 0.0000% | $3700000.00        | $53322.13          | Agency Mortgage-Backed Securities |
| GNMI SF 668905 X | 2037-08-15      | 7.5000%  | 0.0000% | $1500000.00        | $6538.66           | Agency Mortgage-Backed Securities |
| GNMI SF 670008 X | 2045-05-15      | 3.0000%  | 0.0000% | $4180070.00        | $605764.02         | Agency Mortgage-Backed Securities |
| GNMI SF 673207 X | 2038-10-15      | 6.0000%  | 0.0000% | $701030.00         | $3558.90           | Agency Mortgage-Backed Securities |
| GNMI SF 672590 X | 2038-02-15      | 6.0000%  | 0.0000% | $48000000.00       | $171016.15         | Agency Mortgage-Backed Securities |
| GNMI SF 675062 X | 2038-01-15      | 6.0000%  | 0.0000% | $49000000.00       | $416359.96         | Agency Mortgage-Backed Securities |
| GNMI SF 674945 X | 2037-11-15      | 6.0000%  | 0.0000% | $552926.00         | $6622.05           | Agency Mortgage-Backed Securities |
| GNMI SF 675358 X | 2035-11-15      | 5.0000%  | 0.0000% | $75000.00          | $512.90            | Agency Mortgage-Backed Securities |
| GNMI SF 675477 X | 2038-06-15      | 5.0000%  | 0.0000% | $1707000.00        | $18556.35          | Agency Mortgage-Backed Securities |
| GNII SF 675725 C | 2047-06-20      | 3.5000%  | 0.0000% | $20000.00          | $2167.02           | Agency Mortgage-Backed Securities |
| GNMI SF 676723 X | 2038-02-15      | 6.0000%  | 0.0000% | $210637936.00      | $554261.71         | Agency Mortgage-Backed Securities |
| GNMI SF 677224 X | 2038-08-15      | 5.5000%  | 0.0000% | $300000.00         | $639.96            | Agency Mortgage-Backed Securities |
| GNMI SF 677227 X | 2038-08-15      | 6.0000%  | 0.0000% | $300000.00         | $1908.06           | Agency Mortgage-Backed Securities |
| GNMI SF 677595 X | 2037-12-15      | 6.0000%  | 0.0000% | $624114.00         | $2557.99           | Agency Mortgage-Backed Securities |
| GNMI SF 678161 X | 2038-06-15      | 5.0000%  | 0.0000% | $475000.00         | $92897.48          | Agency Mortgage-Backed Securities |
| GNMI SF 682229 X | 2049-07-15      | 4.0000%  | 0.0000% | $18934703.00       | $2436255.32        | Agency Mortgage-Backed Securities |
| GNMI SF 682444 X | 2039-11-15      | 4.5000%  | 0.0000% | $100000.00         | $5745.17           | Agency Mortgage-Backed Securities |
| GNMI SF 688025 X | 2038-10-15      | 6.0000%  | 0.0000% | $500000.00         | $3611.18           | Agency Mortgage-Backed Securities |
| GNMI SF 691315 X | 2038-08-15      | 6.0000%  | 0.0000% | $190560.00         | $653.68            | Agency Mortgage-Backed Securities |
| GNMI SF 692606 X | 2039-06-15      | 4.5000%  | 0.0000% | $7480000.00        | $315761.99         | Agency Mortgage-Backed Securities |
| GNMI SF 694458 X | 2038-10-15      | 6.0000%  | 0.0000% | $300000.00         | $1812.69           | Agency Mortgage-Backed Securities |
| GNMI SF 696500 X | 2038-08-15      | 6.5000%  | 0.0000% | $698059.00         | $10793.06          | Agency Mortgage-Backed Securities |
| GNMI SF 698400 X | 2039-07-15      | 4.5000%  | 0.0000% | $219000.00         | $5446.48           | Agency Mortgage-Backed Securities |
| GNMI SF 698462 X | 2039-08-15      | 5.0000%  | 0.0000% | $300000000.00      | $4793957.16        | Agency Mortgage-Backed Securities |
| GNMI SF 697708 X | 2038-12-15      | 6.0000%  | 0.0000% | $571000.00         | $10913.74          | Agency Mortgage-Backed Securities |
| GNMI SF 697848 X | 2039-02-15      | 5.0000%  | 0.0000% | $10000000.00       | $137608.89         | Agency Mortgage-Backed Securities |
| GNMI SF 697959 X | 2039-03-15      | 4.5000%  | 0.0000% | $100000.00         | $1809.54           | Agency Mortgage-Backed Securities |
| GNMI SF 698036 X | 2039-01-15      | 6.0000%  | 0.0000% | $2000000.00        | $7946.26           | Agency Mortgage-Backed Securities |
| GNMI SF 698060 X | 2039-02-15      | 5.5000%  | 0.0000% | $2500000.00        | $14590.23          | Agency Mortgage-Backed Securities |
| GNMI SF 700261 X | 2039-02-15      | 6.0000%  | 0.0000% | $468721.00         | $4200.61           | Agency Mortgage-Backed Securities |
| GNMI SF 699552 X | 2038-11-15      | 6.5000%  | 0.0000% | $50000.00          | $772.97            | Agency Mortgage-Backed Securities |
| GNMI SF 701689 X | 2039-02-15      | 4.5000%  | 0.0000% | $50000.00          | $918.51            | Agency Mortgage-Backed Securities |
| GNMI SF 701764 X | 2042-02-15      | 3.5000%  | 0.0000% | $3747202.00        | $350713.70         | Agency Mortgage-Backed Securities |
| GNMI SF 704700 X | 2039-08-15      | 5.0000%  | 0.0000% | $1500000.00        | $39475.30          | Agency Mortgage-Backed Securities |
| GNMI SF 705468 X | 2039-02-15      | 5.0000%  | 0.0000% | $49419912.00       | $640258.72         | Agency Mortgage-Backed Securities |
| GNMI SF 705997 X | 2039-01-15      | 5.0000%  | 0.0000% | $2251279.00        | $18935.52          | Agency Mortgage-Backed Securities |
| GNMI SF 706022 X | 2039-01-15      | 5.0000%  | 0.0000% | $140000.00         | $2104.13           | Agency Mortgage-Backed Securities |
| GNII SF 706201 C | 2039-04-20      | 5.5000%  | 0.0000% | $50000.00          | $4767.84           | Agency Mortgage-Backed Securities |
| GNMI SF 707871 X | 2039-02-15      | 4.5000%  | 0.0000% | $2000000.00        | $9612.34           | Agency Mortgage-Backed Securities |
| GNMI SF 708520 X | 2039-04-15      | 5.0000%  | 0.0000% | $24671300.00       | $129180.46         | Agency Mortgage-Backed Securities |
| GNMI SF 709558 X | 2041-08-15      | 4.0000%  | 0.0000% | $31477.00          | $2367.39           | Agency Mortgage-Backed Securities |
| GNMI SF 711068 X | 2040-01-15      | 5.0000%  | 0.0000% | $500000.00         | $25830.45          | Agency Mortgage-Backed Securities |
| GNMI SF 710692 X | 2039-07-15      | 5.0000%  | 0.0000% | $199085.00         | $3160.23           | Agency Mortgage-Backed Securities |
| GNMI SF 710859 X | 2039-09-15      | 5.0000%  | 0.0000% | $22000000.00       | $679511.18         | Agency Mortgage-Backed Securities |
| GNMI SF 697709 X | 2038-12-15      | 6.0000%  | 0.0000% | $2500000.00        | $16032.12          | Agency Mortgage-Backed Securities |
| GNMI SF 688143 X | 2038-12-15      | 6.0000%  | 0.0000% | $65000.00          | $585.60            | Agency Mortgage-Backed Securities |
| GNII SP 783195 M | 2040-12-20      | 4.5000%  | 0.0000% | $172498015.00      | $6457590.93        | Agency Mortgage-Backed Securities |
| GNII SF 004699 M | 2040-05-20      | 6.0000%  | 0.0000% | $222231.00         | $3803.84           | Agency Mortgage-Backed Securities |
| GNII SF 004557 M | 2039-10-20      | 4.0000%  | 0.0000% | $120000.00         | $4992.61           | Agency Mortgage-Backed Securities |
| GNMI SF 793154 X | 2041-09-15      | 4.5000%  | 0.0000% | $195971.00         | $77831.59          | Agency Mortgage-Backed Securities |
| GNII SF MA2826 M | 2045-05-20      | 3.5000%  | 0.0000% | $2397000.00        | $186193.40         | Agency Mortgage-Backed Securities |
| GNII SF MA2755 M | 2045-04-20      | 4.0000%  | 0.0000% | $2065000.00        | $177157.18         | Agency Mortgage-Backed Securities |
| GNII SF MA3597 M | 2046-04-20      | 3.5000%  | 0.0000% | $7925000.00        | $820473.69         | Agency Mortgage-Backed Securities |
| GNII SF MA0317 M | 2042-08-20      | 3.0000%  | 0.0000% | $1312081.00        | $126864.05         | Agency Mortgage-Backed Securities |
| GNII SF MA0220 M | 2042-07-20      | 3.5000%  | 0.0000% | $2697000.00        | $200832.83         | Agency Mortgage-Backed Securities |
| GNMI SF 711067 X | 2040-01-15      | 5.0000%  | 0.0000% | $550000.00         | $23152.39          | Agency Mortgage-Backed Securities |
| GNMI SF 658182 X | 2036-11-15      | 6.0000%  | 0.0000% | $1187888.00        | $7001.85           | Agency Mortgage-Backed Securities |

### Security 727: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** WELLS FARGO SECURITIES LLC 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1EQOF0, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: ARP1EQOF0
- **C.18 - Value (incl. sponsor support):** $701000000.00
- **C.18.a - Value (excl. sponsor support):** $701000000.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2027-11-15      | 2.2500%  | 0.0000% | $97938900.00       | $96218971.17       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-28      | 1.1250%  | 0.0000% | $13377400.00       | $13099802.32       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-11-15      | 1.3750%  | 0.0000% | $201900.00         | $176067.25         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-31      | 4.1250%  | 0.0000% | $1788400.00        | $1824152.75        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-28      | 4.2500%  | 0.0000% | $117771300.00      | $121988137.18      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-10-31      | 4.1250%  | 0.0000% | $243899200.00      | $249999966.58      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-09-15      | 3.3750%  | 0.0000% | $862500.00         | $868943.56         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-09-30      | 3.6250%  | 0.0000% | $229613800.00      | $230844007.66      | U.S. Treasuries (including strips) |

### Security 728: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** WELLS FARGO SECURITIES LLC 3.680000%
- **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: ARP1EQOJ2, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: ARP1EQOJ2
- **C.18 - Value (incl. sponsor support):** $5000000000.00
- **C.18.a - Value (excl. sponsor support):** $5000000000.00
- **C.19 - Percentage of Net Assets:** 1.2800%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **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? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase 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 CIFA3066 | 2039-07-01      | 6.0000%  | 0.0000% | $26385218.00       | $25087005.14       | Agency Mortgage-Backed Securities |
| FNMS 01.500 CLFA3215 | 2052-06-01      | 1.5000%  | 0.0000% | $95000.00          | $72760.95          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA5550 | 2054-12-01      | 4.0000%  | 0.0000% | $3195262.00        | $2922635.65        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA5611 | 2055-02-01      | 4.0000%  | 0.0000% | $7117297.00        | $6509505.99        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CNMA5653 | 2035-02-01      | 4.5000%  | 0.0000% | $2292700.00        | $1892316.83        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIMA5624 | 2040-01-01      | 3.5000%  | 0.0000% | $12204983.00       | $10790296.08       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLMA5631 | 2055-02-01      | 6.5000%  | 0.0000% | $34606773.00       | $25224405.94       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA5643 | 2055-03-01      | 4.0000%  | 0.0000% | $97496191.00       | $89538838.04       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIMA5682 | 2040-04-01      | 4.5000%  | 0.0000% | $5068502.00        | $4340796.40        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CTMA5679 | 2045-04-01      | 5.5000%  | 0.0000% | $475000.00         | $418844.67         | Agency Mortgage-Backed Securities |
| FNMS 07.500 CLMA5692 | 2055-04-01      | 7.5000%  | 0.0000% | $14167092.00       | $9217021.94        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIMA5746 | 2040-06-01      | 5.5000%  | 0.0000% | $105779548.00      | $91659683.07       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA5756 | 2055-07-01      | 3.5000%  | 0.0000% | $2000.00           | $1791.84           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CNMA5775 | 2035-07-01      | 5.0000%  | 0.0000% | $1070843.00        | $884768.94         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA5789 | 2055-08-01      | 4.0000%  | 0.0000% | $137433345.00      | $128443997.18      | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIMA5800 | 2040-08-01      | 5.0000%  | 0.0000% | $208683064.00      | $190505439.93      | Agency Mortgage-Backed Securities |
| FNMS 06.000 CTMA5807 | 2045-08-01      | 6.0000%  | 0.0000% | $10241148.00       | $9299895.44        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5910 | 2055-12-01      | 5.5000%  | 0.0000% | $248248044.00      | $250000000.02      | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA5942 | 2056-01-01      | 4.0000%  | 0.0000% | $94791057.00       | $90836644.77       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIMA5913 | 2040-12-01      | 3.5000%  | 0.0000% | $30288952.00       | $29086940.53       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CNMA5925 | 2035-10-01      | 6.0000%  | 0.0000% | $2536121.00        | $2563752.13        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CTMA5981 | 2046-02-01      | 4.5000%  | 0.0000% | $4731004.00        | $4708351.95        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIMA6013 | 2041-01-01      | 3.0000%  | 0.0000% | $4232066.00        | $4076599.65        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLAE0028 | 2039-10-01      | 6.0000%  | 0.0000% | $6015000.00        | $87276.02          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLAE0349 | 2040-04-01      | 6.0000%  | 0.0000% | $285000.00         | $4154.16           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAE0624 | 2040-11-01      | 4.0000%  | 0.0000% | $58000.00          | $2744.24           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAE0949 | 2041-02-01      | 4.0000%  | 0.0000% | $928000.00         | $44665.44          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLAE0972 | 2041-02-01      | 5.0000%  | 0.0000% | $544000.00         | $22974.04          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAE7714 | 2040-11-01      | 3.5000%  | 0.0000% | $97999998.00       | $5387583.63        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAL0160 | 2041-05-01      | 4.5000%  | 0.0000% | $22000.00          | $833.85            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLAL0677 | 2041-07-01      | 5.0000%  | 0.0000% | $1083811.00        | $67187.48          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIAL1245 | 2026-12-01      | 4.5000%  | 0.0000% | $555000.00         | $565.65            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLAL2688 | 2040-10-01      | 6.0000%  | 0.0000% | $110000.00         | $3505.45           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CKAL2518 | 2039-11-01      | 5.5000%  | 0.0000% | $10197840.00       | $150606.03         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CL190396 | 2039-06-01      | 4.5000%  | 0.0000% | $32000.00          | $617.46            | Agency Mortgage-Backed Securities |
| FNMS 07.500 CL252568 | 2029-04-01      | 7.5000%  | 0.0000% | $406179.00         | $935.38            | Agency Mortgage-Backed Securities |
| FNMS 07.000 CL254218 | 2032-01-01      | 7.0000%  | 0.0000% | $565000.00         | $900.13            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CL254982 | 2033-11-01      | 5.0000%  | 0.0000% | $1000000.00        | $9835.78           | Agency Mortgage-Backed Securities |
| FNMS 05.500 NP256687 | 2037-03-01      | 5.5000%  | 0.0000% | $6250000.00        | $13092.65          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CT257047 | 2028-01-01      | 5.5000%  | 0.0000% | $15000000.00       | $27050.03          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CT257101 | 2028-02-01      | 5.0000%  | 0.0000% | $444735.00         | $982.18            | Agency Mortgage-Backed Securities |
| FNMS 07.000 CL257243 | 2038-05-01      | 7.0000%  | 0.0000% | $3329000.00        | $17316.87          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CT257252 | 2028-06-01      | 6.0000%  | 0.0000% | $500000.00         | $1724.02           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CZ257345 | 2048-07-01      | 5.0000%  | 0.0000% | $569797.00         | $6330.10           | Agency Mortgage-Backed Securities |
| FNMS 05.000 ZT310122 | 2028-06-01      | 5.0000%  | 0.0000% | $203607.00         | $2816.54           | Agency Mortgage-Backed Securities |
| FNMS 05.500 ZL310151 | 2044-09-01      | 5.5000%  | 0.0000% | $25000.00          | $2304.56           | Agency Mortgage-Backed Securities |
| FNMS 07.000 CL485289 | 2029-03-01      | 7.0000%  | 0.0000% | $213534.00         | $1246.01           | Agency Mortgage-Backed Securities |
| FNMS 08.000 CL545045 | 2031-05-01      | 8.0000%  | 0.0000% | $24631550.00       | $27381.70          | Agency Mortgage-Backed Securities |
| FNMS 07.000 CL602615 | 2031-10-01      | 7.0000%  | 0.0000% | $460003.00         | $25523.51          | Agency Mortgage-Backed Securities |
| FNMS 08.000 K0635051 | 2032-05-01      | 8.0000%  | 0.0000% | $173538.00         | $3162.53           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAH4158 | 2041-01-01      | 4.0000%  | 0.0000% | $5000000.00        | $232307.81         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIAI5981 | 2026-07-01      | 4.0000%  | 0.0000% | $7782401.00        | $7718.75           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CTFS8579 | 2042-08-01      | 2.0000%  | 0.0000% | $248369142.00      | $191222969.96      | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLFS8582 | 2040-01-01      | 7.0000%  | 0.0000% | $5754504.00        | $4554867.56        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFS8790 | 2054-07-01      | 6.5000%  | 0.0000% | $1470007.00        | $897862.58         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS8795 | 2054-08-01      | 6.0000%  | 0.0000% | $230000.00         | $194371.60         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS9846 | 2050-12-01      | 3.0000%  | 0.0000% | $11948543.00       | $9634763.39        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS9098 | 2054-09-01      | 5.0000%  | 0.0000% | $945000.00         | $826064.09         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFS9164 | 2052-02-01      | 2.0000%  | 0.0000% | $55251000.00       | $40862361.22       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFS9234 | 2045-04-01      | 4.0000%  | 0.0000% | $8856121.00        | $7400667.97        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS9298 | 2054-09-01      | 6.0000%  | 0.0000% | $4555000.00        | $4037252.96        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS9348 | 2054-10-01      | 5.5000%  | 0.0000% | $139000.00         | $123385.73         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS9336 | 2048-11-01      | 3.5000%  | 0.0000% | $554000.00         | $470632.51         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS9439 | 2054-11-01      | 3.5000%  | 0.0000% | $187000.00         | $160416.52         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS9510 | 2049-09-01      | 5.0000%  | 0.0000% | $165000.00         | $140149.88         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CICC0051 | 2040-02-01      | 5.5000%  | 0.0000% | $4171393.00        | $3808349.22        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCC0074 | 2055-03-01      | 5.5000%  | 0.0000% | $103641733.00      | $100191553.80      | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCC0144 | 2055-03-01      | 6.5000%  | 0.0000% | $4288797.00        | $4207132.89        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCC0284 | 2055-04-01      | 6.5000%  | 0.0000% | $125366457.00      | $114375840.94      | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCC0257 | 2055-04-01      | 6.0000%  | 0.0000% | $13201896.00       | $12857084.29       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCC0279 | 2055-04-01      | 6.5000%  | 0.0000% | $4989035.00        | $4624179.29        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CTCC0321 | 2045-04-01      | 5.5000%  | 0.0000% | $2004353.00        | $1906684.16        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CTCC0333 | 2045-04-01      | 5.5000%  | 0.0000% | $2874454.00        | $2609145.80        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCC0404 | 2055-05-01      | 6.0000%  | 0.0000% | $11398868.00       | $11237633.11       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCC0603 | 2055-06-01      | 6.5000%  | 0.0000% | $185000.00         | $182222.75         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCC0735 | 2055-07-01      | 6.5000%  | 0.0000% | $5851887.00        | $6018193.20        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCC1178 | 2055-10-01      | 4.5000%  | 0.0000% | $8020763.00        | $7716422.54        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCC1416 | 2055-11-01      | 4.5000%  | 0.0000% | $17343448.00       | $17143506.81       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCC1448 | 2055-11-01      | 5.5000%  | 0.0000% | $107250238.00      | $106873049.43      | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCC1647 | 2055-12-01      | 5.5000%  | 0.0000% | $24020000.00       | $24541917.65       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDA8546 | 2054-02-01      | 6.0000%  | 0.0000% | $100000.00         | $59722.69          | Agency Mortgage-Backed Securities |
| FNMS 07.000 CL888367 | 2037-03-01      | 7.0000%  | 0.0000% | $1681000.00        | $11554.88          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL887651 | 2036-07-01      | 6.0000%  | 0.0000% | $6120400.00        | $49799.15          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL888129 | 2037-02-01      | 5.5000%  | 0.0000% | $128802.00         | $811.38            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL889218 | 2038-02-01      | 6.0000%  | 0.0000% | $4600000.00        | $46745.84          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CZ889073 | 2048-01-01      | 5.5000%  | 0.0000% | $3000000.00        | $34795.22          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL890097 | 2038-10-01      | 6.0000%  | 0.0000% | $1500000.00        | $15695.70          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFA3343 | 2052-09-01      | 3.5000%  | 0.0000% | $19000.00          | $17360.40          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFA3362 | 2054-12-01      | 5.0000%  | 0.0000% | $30399319.00       | $29596646.88       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFA3464 | 2050-08-01      | 3.5000%  | 0.0000% | $39330255.00       | $36378386.12       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFA3451 | 2052-02-01      | 2.5000%  | 0.0000% | $3574208.00        | $3033878.43        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFA4452 | 2051-07-01      | 4.5000%  | 0.0000% | $7942626.00        | $7877615.61        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFA3629 | 2053-03-01      | 4.0000%  | 0.0000% | $18255507.00       | $17510645.81       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA3764 | 2055-10-01      | 6.0000%  | 0.0000% | $88964392.00       | $89164320.48       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA3796 | 2055-04-01      | 6.0000%  | 0.0000% | $27954744.00       | $28535271.95       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFA3921 | 2055-10-01      | 6.5000%  | 0.0000% | $21765703.00       | $22453952.85       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFA3933 | 2055-08-01      | 6.5000%  | 0.0000% | $53252504.00       | $56117744.09       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFA3943 | 2055-12-01      | 5.0000%  | 0.0000% | $31988873.00       | $32488546.60       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA3957 | 2054-12-01      | 5.5000%  | 0.0000% | $62528615.00       | $62154625.35       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM1010 | 2048-07-01      | 3.5000%  | 0.0000% | $725000.00         | $130858.97         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CTFM1039 | 2039-04-01      | 3.5000%  | 0.0000% | $25000.00          | $4484.61           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIFM1084 | 2034-06-01      | 4.0000%  | 0.0000% | $69828277.00       | $7047079.13        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM1104 | 2049-05-01      | 3.5000%  | 0.0000% | $157000.00         | $36926.22          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIFM1162 | 2032-07-01      | 2.5000%  | 0.0000% | $10195889.00       | $1743067.33        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFM1258 | 2049-07-01      | 4.0000%  | 0.0000% | $76000.00          | $16513.16          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM1331 | 2049-08-01      | 3.0000%  | 0.0000% | $50000.00          | $16353.37          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFM1540 | 2049-09-01      | 4.0000%  | 0.0000% | $25988.00          | $3387.13           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM1572 | 2048-09-01      | 3.0000%  | 0.0000% | $275000.00         | $69427.90          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIFM1579 | 2034-10-01      | 3.5000%  | 0.0000% | $372279.00         | $57199.64          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIFM1842 | 2034-06-01      | 3.5000%  | 0.0000% | $717000.00         | $52358.64          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIFM2154 | 2033-12-01      | 4.0000%  | 0.0000% | $350123.00         | $959.44            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFM2336 | 2050-01-01      | 4.0000%  | 0.0000% | $337000.00         | $66932.22          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM2333 | 2050-02-01      | 3.5000%  | 0.0000% | $176525.00         | $38663.13          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM2490 | 2050-02-01      | 3.0000%  | 0.0000% | $290000.00         | $136842.13         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFM3494 | 2048-04-01      | 2.5000%  | 0.0000% | $631000.00         | $173128.91         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFM3572 | 2049-09-01      | 4.5000%  | 0.0000% | $110000.00         | $27606.40          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFM2789 | 2049-07-01      | 4.0000%  | 0.0000% | $290000.00         | $50561.30          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFM3663 | 2050-03-01      | 4.0000%  | 0.0000% | $242466207.00      | $38657140.59       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFM3646 | 2049-02-01      | 4.0000%  | 0.0000% | $40578542.00       | $7949737.33        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM3727 | 2050-07-01      | 3.0000%  | 0.0000% | $145000.00         | $48026.55          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM3734 | 2049-09-01      | 3.5000%  | 0.0000% | $15000.00          | $5257.43           | Agency Mortgage-Backed Securities |
| FNMS 01.500 CIFM3836 | 2035-09-01      | 1.5000%  | 0.0000% | $98000.00          | $35652.48          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM4099 | 2042-10-01      | 3.5000%  | 0.0000% | $33000000.00       | $13041674.25       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFM4212 | 2047-12-01      | 5.0000%  | 0.0000% | $780000.00         | $262723.86         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFM4314 | 2050-08-01      | 2.5000%  | 0.0000% | $346000.00         | $162731.34         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM5299 | 2050-11-01      | 3.5000%  | 0.0000% | $3000000.00        | $1200936.37        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFM4639 | 2050-11-01      | 2.5000%  | 0.0000% | $515000.00         | $224916.05         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM4719 | 2050-11-01      | 3.0000%  | 0.0000% | $364962.00         | $155421.65         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM4735 | 2047-04-01      | 3.0000%  | 0.0000% | $49500.00          | $22545.38          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFM4947 | 2050-12-01      | 2.0000%  | 0.0000% | $235000.00         | $128488.42         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM5197 | 2050-03-01      | 3.5000%  | 0.0000% | $11000.00          | $3076.07           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFM5750 | 2050-08-01      | 4.0000%  | 0.0000% | $3000.00           | $718.38            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CTFM5721 | 2040-12-01      | 3.0000%  | 0.0000% | $136000.00         | $70203.59          | Agency Mortgage-Backed Securities |
| FNMS 01.500 CLFM5846 | 2051-01-01      | 1.5000%  | 0.0000% | $1005000.00        | $489747.40         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM5891 | 2048-01-01      | 3.5000%  | 0.0000% | $25345.00          | $11129.30          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIFM6035 | 2036-02-01      | 2.0000%  | 0.0000% | $9500000.00        | $4387205.30        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIFM6013 | 2036-01-01      | 2.0000%  | 0.0000% | $475000.00         | $228437.97         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFM6080 | 2044-05-01      | 5.5000%  | 0.0000% | $87000.00          | $35771.92          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIFM6089 | 2036-02-01      | 2.0000%  | 0.0000% | $48408628.00       | $19127994.66       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIFM8002 | 2036-07-01      | 3.0000%  | 0.0000% | $80005.00          | $38900.03          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIFM7259 | 2036-05-01      | 2.5000%  | 0.0000% | $1942149.00        | $911811.07         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFM7323 | 2047-07-01      | 5.0000%  | 0.0000% | $2621545.00        | $1134814.20        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM7532 | 2051-04-01      | 3.5000%  | 0.0000% | $1466000.00        | $727944.98         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIFM7595 | 2036-06-01      | 2.0000%  | 0.0000% | $58500.00          | $29950.31          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM7680 | 2051-02-01      | 3.5000%  | 0.0000% | $21000.00          | $9892.28           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFM7737 | 2051-02-01      | 2.5000%  | 0.0000% | $100000.00         | $52666.38          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFM7740 | 2051-06-01      | 2.5000%  | 0.0000% | $40037.00          | $26346.15          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFM7751 | 2051-05-01      | 2.0000%  | 0.0000% | $5859066.00        | $3773725.52        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFM7808 | 2050-11-01      | 4.0000%  | 0.0000% | $160000.00         | $69216.67          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM8104 | 2051-07-01      | 3.0000%  | 0.0000% | $3000.00           | $1769.02           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CTFM8393 | 2041-08-01      | 2.0000%  | 0.0000% | $13084875.00       | $8510035.91        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM8462 | 2051-08-01      | 3.0000%  | 0.0000% | $1807314.00        | $1118346.87        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFM8543 | 2044-11-01      | 5.0000%  | 0.0000% | $326972.00         | $162738.87         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM8796 | 2051-09-01      | 3.0000%  | 0.0000% | $55832132.00       | $33049679.06       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFM9894 | 2051-12-01      | 2.5000%  | 0.0000% | $11000.00          | $6952.91           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM9292 | 2051-11-01      | 3.0000%  | 0.0000% | $56574759.00       | $34593787.74       | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIFM9321 | 2036-11-01      | 2.0000%  | 0.0000% | $50287.00          | $28081.42          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM9464 | 2051-11-01      | 3.0000%  | 0.0000% | $300000.00         | $174281.22         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFM9679 | 2046-09-01      | 4.5000%  | 0.0000% | $75000.00          | $40576.44          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS0835 | 2052-03-01      | 2.5000%  | 0.0000% | $100000.00         | $65762.56          | Agency Mortgage-Backed Securities |
| FNMS 01.500 CTFS0222 | 2042-01-01      | 1.5000%  | 0.0000% | $3000000.00        | $1889139.93        | Agency Mortgage-Backed Securities |
| FNMS 01.500 CTFS0305 | 2042-01-01      | 1.5000%  | 0.0000% | $5645000.00        | $3497765.02        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS0392 | 2052-01-01      | 2.5000%  | 0.0000% | $55000.00          | $38106.25          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS0547 | 2052-02-01      | 2.5000%  | 0.0000% | $175000.00         | $114367.96         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS0633 | 2052-02-01      | 3.0000%  | 0.0000% | $992000.00         | $656070.33         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFS0704 | 2047-03-01      | 4.0000%  | 0.0000% | $5542000.00        | $3445251.39        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS0751 | 2052-03-01      | 3.0000%  | 0.0000% | $20000.00          | $12794.59          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS1782 | 2052-05-01      | 3.0000%  | 0.0000% | $497000.00         | $288100.88         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS0900 | 2043-07-01      | 3.5000%  | 0.0000% | $15829952.00       | $9518337.87        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS0983 | 2052-04-01      | 3.0000%  | 0.0000% | $30000.00          | $21258.07          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS1118 | 2052-03-01      | 3.5000%  | 0.0000% | $400000.00         | $250876.83         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS1125 | 2050-07-01      | 3.5000%  | 0.0000% | $14000.00          | $8347.03           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS1172 | 2051-11-01      | 3.0000%  | 0.0000% | $50000.00          | $32135.86          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS1289 | 2052-03-01      | 3.0000%  | 0.0000% | $140000.00         | $89865.75          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS1446 | 2051-01-01      | 5.0000%  | 0.0000% | $492000.00         | $274159.80         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS1596 | 2047-07-01      | 3.5000%  | 0.0000% | $240385.00         | $153024.94         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS1603 | 2052-05-01      | 3.5000%  | 0.0000% | $140000.00         | $98240.87          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS2696 | 2051-12-01      | 3.0000%  | 0.0000% | $5650000.00        | $3632115.51        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS1850 | 2050-08-01      | 4.5000%  | 0.0000% | $560000.00         | $337879.56         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS1931 | 2052-02-01      | 2.5000%  | 0.0000% | $175000.00         | $108584.90         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS2232 | 2052-04-01      | 3.5000%  | 0.0000% | $1000.00           | $641.29            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS2296 | 2052-01-01      | 3.5000%  | 0.0000% | $100000.00         | $63319.07          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS2345 | 2046-01-01      | 3.5000%  | 0.0000% | $4839000.00        | $2843103.23        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS2418 | 2052-07-01      | 3.5000%  | 0.0000% | $217000.00         | $158010.79         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS2463 | 2052-02-01      | 3.0000%  | 0.0000% | $3236000.00        | $2212266.56        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS2473 | 2052-07-01      | 5.0000%  | 0.0000% | $371726.00         | $274858.41         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIFS3564 | 2038-07-01      | 3.5000%  | 0.0000% | $2173663.00        | $1497585.88        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFS2841 | 2052-09-01      | 4.0000%  | 0.0000% | $12884644.00       | $10135500.23       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CTFS2873 | 2042-08-01      | 3.5000%  | 0.0000% | $200000.00         | $140012.58         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFS2937 | 2043-04-01      | 4.0000%  | 0.0000% | $2375848.00        | $1612174.31        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFS3133 | 2052-10-01      | 4.0000%  | 0.0000% | $11087000.00       | $8068391.39        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFS3204 | 2050-12-01      | 4.0000%  | 0.0000% | $5000000.00        | $3364801.63        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CTFS3314 | 2042-11-01      | 4.0000%  | 0.0000% | $5000000.00        | $3339790.19        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS4437 | 2052-10-01      | 4.5000%  | 0.0000% | $182828.00         | $141780.81         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS4454 | 2053-04-01      | 6.0000%  | 0.0000% | $140000.00         | $97096.04          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS3686 | 2053-01-01      | 5.0000%  | 0.0000% | $1000.00           | $751.46            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CTFS3831 | 2037-12-01      | 4.0000%  | 0.0000% | $1100000.00        | $565676.77         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS3978 | 2053-01-01      | 5.0000%  | 0.0000% | $300000.00         | $243200.99         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS4000 | 2041-07-01      | 6.0000%  | 0.0000% | $400000.00         | $266841.04         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS4110 | 2052-03-01      | 2.5000%  | 0.0000% | $5112361.00        | $3496705.59        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS4142 | 2053-03-01      | 5.0000%  | 0.0000% | $39969573.00       | $30967003.18       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIFS4267 | 2038-03-01      | 4.5000%  | 0.0000% | $150000.00         | $92887.80          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS4524 | 2053-05-01      | 5.0000%  | 0.0000% | $300000.00         | $240938.33         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS4531 | 2052-11-01      | 5.5000%  | 0.0000% | $4000.00           | $2827.54           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS4563 | 2053-05-01      | 5.0000%  | 0.0000% | $5000.00           | $4270.64           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS4570 | 2047-12-01      | 5.0000%  | 0.0000% | $1600000.00        | $1062940.97        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS4815 | 2052-05-01      | 3.0000%  | 0.0000% | $406000.00         | $302752.04         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFS4816 | 2053-05-01      | 4.0000%  | 0.0000% | $875000.00         | $658145.63         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS5044 | 2053-06-01      | 4.5000%  | 0.0000% | $140000.00         | $110048.23         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS5054 | 2052-12-01      | 5.5000%  | 0.0000% | $35000.00          | $27389.85          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFS5086 | 2053-04-01      | 4.0000%  | 0.0000% | $7193441.00        | $5460569.29        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS6211 | 2053-11-01      | 6.0000%  | 0.0000% | $21424322.00       | $17619538.05       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS5413 | 2053-07-01      | 5.0000%  | 0.0000% | $22000.00          | $17257.15          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS5452 | 2052-06-01      | 3.5000%  | 0.0000% | $11000.00          | $8311.89           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS5658 | 2053-08-01      | 6.0000%  | 0.0000% | $38038571.00       | $27743541.61       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS5709 | 2053-08-01      | 5.0000%  | 0.0000% | $1400000.00        | $1140517.23        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS5734 | 2047-12-01      | 5.0000%  | 0.0000% | $10345664.00       | $7333519.07        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS5869 | 2053-04-01      | 4.5000%  | 0.0000% | $1397000.00        | $1118387.87        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CTFS6129 | 2042-06-01      | 2.0000%  | 0.0000% | $100000.00         | $73092.54          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS6361 | 2049-06-01      | 3.5000%  | 0.0000% | $28118351.00       | $21851293.55       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIFS6393 | 2038-10-01      | 6.0000%  | 0.0000% | $2011834.00        | $1389120.84        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS6451 | 2053-08-01      | 5.5000%  | 0.0000% | $100000.00         | $75662.28          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS6601 | 2053-12-01      | 3.5000%  | 0.0000% | $13000.00          | $10720.65          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS6841 | 2054-01-01      | 6.0000%  | 0.0000% | $4540074.00        | $3602023.70        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFS6871 | 2054-01-01      | 6.5000%  | 0.0000% | $254996482.00      | $175997759.86      | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFS7042 | 2054-01-01      | 6.5000%  | 0.0000% | $13219000.00       | $10151075.80       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS8087 | 2054-06-01      | 5.5000%  | 0.0000% | $1600000.00        | $1402935.19        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS7278 | 2053-11-01      | 5.0000%  | 0.0000% | $6500000.00        | $5766792.48        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS7430 | 2052-09-01      | 3.5000%  | 0.0000% | $1949000.00        | $1542457.99        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFS7494 | 2052-01-01      | 4.0000%  | 0.0000% | $501000.00         | $376840.92         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFS7744 | 2054-04-01      | 6.5000%  | 0.0000% | $5000.00           | $4032.52           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFS7751 | 2053-03-01      | 4.0000%  | 0.0000% | $163000.00         | $139736.84         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS7879 | 2052-07-01      | 2.5000%  | 0.0000% | $55000.00          | $42220.86          | Agency Mortgage-Backed Securities |
| FNMS 01.500 CTFS8273 | 2042-02-01      | 1.5000%  | 0.0000% | $200000.00         | $147192.98         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS8280 | 2053-05-01      | 6.0000%  | 0.0000% | $597000.00         | $401309.46         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS8335 | 2051-01-01      | 4.5000%  | 0.0000% | $814000.00         | $687046.39         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFS4270 | 2052-03-01      | 2.0000%  | 0.0000% | $40000.00          | $26986.68          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS4346 | 2052-04-01      | 3.5000%  | 0.0000% | $134800.00         | $96832.61          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDF9469 | 2056-01-01      | 5.0000%  | 0.0000% | $15734690.00       | $15801964.29       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLDF9530 | 2056-01-01      | 4.0000%  | 0.0000% | $816114.00         | $783236.21         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF9687 | 2056-01-01      | 6.0000%  | 0.0000% | $4546005.00        | $4716605.45        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDG0137 | 2056-01-01      | 5.5000%  | 0.0000% | $2894528.00        | $2994303.99        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDG1750 | 2056-02-01      | 6.0000%  | 0.0000% | $2632756.00        | $2750857.05        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDG1530 | 2056-02-01      | 4.5000%  | 0.0000% | $1965821.00        | $1941364.22        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFA0771 | 2050-07-01      | 4.0000%  | 0.0000% | $3190000.00        | $2769571.82        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFA0855 | 2050-10-01      | 3.5000%  | 0.0000% | $1545000.00        | $1329292.08        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIFA0055 | 2039-11-01      | 5.0000%  | 0.0000% | $46210.00          | $34312.45          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA0363 | 2054-11-01      | 6.0000%  | 0.0000% | $940000.00         | $876313.77         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFA0472 | 2047-02-01      | 3.5000%  | 0.0000% | $7879881.00        | $6660307.93        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA0475 | 2054-12-01      | 5.5000%  | 0.0000% | $12130000.00       | $11357639.86       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA0575 | 2054-10-01      | 6.0000%  | 0.0000% | $166000.00         | $156247.67         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA0565 | 2054-06-01      | 6.0000%  | 0.0000% | $62100000.00       | $49768869.89       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFA0678 | 2050-11-01      | 4.0000%  | 0.0000% | $98956678.00       | $86794314.46       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA0710 | 2054-12-01      | 5.5000%  | 0.0000% | $16214000.00       | $14650003.10       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIFA0764 | 2040-02-01      | 5.5000%  | 0.0000% | $28058437.00       | $24317011.01       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIFA0767 | 2040-03-01      | 6.0000%  | 0.0000% | $28725590.00       | $25131641.10       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA0971 | 2055-03-01      | 6.0000%  | 0.0000% | $600000.00         | $495476.01         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFA1278 | 2052-08-01      | 3.0000%  | 0.0000% | $27077245.00       | $22792361.87       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA1802 | 2055-06-01      | 5.5000%  | 0.0000% | $800000.00         | $780337.40         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFA2373 | 2055-07-01      | 5.0000%  | 0.0000% | $87310942.00       | $82563684.98       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA2508 | 2055-07-01      | 6.0000%  | 0.0000% | $38269000.00       | $37516445.77       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFA3480 | 2055-01-01      | 4.5000%  | 0.0000% | $15822968.00       | $15632768.29       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFA3483 | 2050-03-01      | 4.5000%  | 0.0000% | $38973649.00       | $38501655.98       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFA2720 | 2052-11-01      | 4.5000%  | 0.0000% | $33403618.00       | $31909127.99       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIFA2737 | 2036-09-01      | 2.5000%  | 0.0000% | $17576095.00       | $15917257.51       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFA2839 | 2052-07-01      | 2.5000%  | 0.0000% | $15497269.00       | $12954385.91       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFA2865 | 2055-07-01      | 6.5000%  | 0.0000% | $12526511.00       | $12991893.51       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFA2871 | 2055-09-01      | 6.5000%  | 0.0000% | $9495938.00        | $9067854.13        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFA3028 | 2049-01-01      | 4.0000%  | 0.0000% | $43048556.00       | $40688783.38       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFA3034 | 2052-02-01      | 3.0000%  | 0.0000% | $15124148.00       | $13223808.14       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CIFA3058 | 2039-07-01      | 6.5000%  | 0.0000% | $7162635.00        | $7081092.00        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIFA3060 | 2039-07-01      | 6.0000%  | 0.0000% | $10030910.00       | $9404977.78        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL865740 | 2036-03-01      | 5.5000%  | 0.0000% | $106717.00         | $670.83            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CL869268 | 2036-03-01      | 5.0000%  | 0.0000% | $316796.00         | $3167.28           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL882310 | 2036-07-01      | 6.0000%  | 0.0000% | $5000000.00        | $15633.30          | Agency Mortgage-Backed Securities |
| FNMS 07.500 CLDA5764 | 2053-12-01      | 7.5000%  | 0.0000% | $448679.00         | $186052.13         | Agency Mortgage-Backed Securities |
| FNMS 07.500 CLDA7735 | 2054-01-01      | 7.5000%  | 0.0000% | $3753478.00        | $1850887.35        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDB6016 | 2054-06-01      | 6.0000%  | 0.0000% | $2400469.00        | $1949619.51        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIDB8307 | 2039-12-01      | 5.0000%  | 0.0000% | $2491452.00        | $2391735.09        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIDB9926 | 2039-08-01      | 5.0000%  | 0.0000% | $1088442.00        | $739361.86         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC0298 | 2054-08-01      | 5.5000%  | 0.0000% | $14412000.00       | $14078316.30       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDC1116 | 2054-09-01      | 6.0000%  | 0.0000% | $2720932.00        | $2066900.59        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDC1387 | 2054-08-01      | 6.0000%  | 0.0000% | $1553364.00        | $1472240.62        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDC1965 | 2054-09-01      | 6.5000%  | 0.0000% | $8279.00           | $6766.91           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDC2210 | 2054-08-01      | 6.0000%  | 0.0000% | $400000.00         | $378618.97         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIDC2925 | 2039-09-01      | 5.0000%  | 0.0000% | $2053294.00        | $1086901.12        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDC3325 | 2054-09-01      | 5.0000%  | 0.0000% | $2037953.00        | $2006780.68        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDC3457 | 2054-09-01      | 6.0000%  | 0.0000% | $718960.00         | $524198.35         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDC3846 | 2054-11-01      | 5.0000%  | 0.0000% | $1600000.00        | $1405414.55        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC4902 | 2054-10-01      | 5.5000%  | 0.0000% | $10379000.00       | $9808436.56        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDC4919 | 2054-10-01      | 6.0000%  | 0.0000% | $201000.00         | $167251.28         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDC5708 | 2054-11-01      | 4.5000%  | 0.0000% | $796356.00         | $776639.75         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDC6103 | 2055-04-01      | 6.0000%  | 0.0000% | $3513385.00        | $3186133.46        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIDC9250 | 2039-12-01      | 5.0000%  | 0.0000% | $1684832.00        | $1368982.75        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDC9282 | 2055-01-01      | 5.0000%  | 0.0000% | $18740316.00       | $17895453.00       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIDC9928 | 2040-01-01      | 5.0000%  | 0.0000% | $1175255.00        | $1060412.64        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD0374 | 2055-01-01      | 6.0000%  | 0.0000% | $3238537.00        | $3369280.68        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDD0541 | 2055-02-01      | 6.5000%  | 0.0000% | $200000.00         | $183135.29         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIDD1109 | 2040-02-01      | 5.5000%  | 0.0000% | $1160400.00        | $1077461.21        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD2622 | 2055-03-01      | 6.0000%  | 0.0000% | $1060096.00        | $945908.07         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDD2381 | 2055-04-01      | 5.0000%  | 0.0000% | $1841090.00        | $1810795.33        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CIDD3356 | 2040-02-01      | 6.5000%  | 0.0000% | $258146.00         | $173603.63         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDD3713 | 2055-03-01      | 5.5000%  | 0.0000% | $45636.00          | $45664.10          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD3877 | 2055-02-01      | 6.0000%  | 0.0000% | $1284922.00        | $1139964.56        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD5535 | 2055-06-01      | 6.0000%  | 0.0000% | $18335532.00       | $17302080.63       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLDD6102 | 2055-05-01      | 4.0000%  | 0.0000% | $323336.00         | $307191.27         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDD6085 | 2055-04-01      | 6.5000%  | 0.0000% | $660805.00         | $682653.96         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIDD6723 | 2040-04-01      | 5.0000%  | 0.0000% | $1006897.00        | $995845.80         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD7348 | 2055-04-01      | 6.0000%  | 0.0000% | $5308384.00        | $4821850.80        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDD8774 | 2055-11-01      | 6.5000%  | 0.0000% | $7162702.00        | $7206247.54        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDD9545 | 2055-11-01      | 4.5000%  | 0.0000% | $3229440.00        | $3176162.43        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE0716 | 2055-06-01      | 6.0000%  | 0.0000% | $1445665.00        | $1485104.48        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE1720 | 2055-06-01      | 5.5000%  | 0.0000% | $29695624.00       | $27028330.81       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDE1166 | 2055-06-01      | 6.5000%  | 0.0000% | $85257.00          | $79779.52          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDE3839 | 2055-11-01      | 4.5000%  | 0.0000% | $2135460.00        | $2100603.26        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE3965 | 2055-08-01      | 6.0000%  | 0.0000% | $876486.00         | $812066.08         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE4573 | 2055-08-01      | 5.5000%  | 0.0000% | $4024890.00        | $4111655.92        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIDE4630 | 2040-08-01      | 5.5000%  | 0.0000% | $1424363.00        | $1353046.60        | Agency Mortgage-Backed Securities |
| FNMS 07.500 CLDE5054 | 2055-09-01      | 7.5000%  | 0.0000% | $1002712.00        | $1064010.68        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIDE5256 | 2040-07-01      | 5.0000%  | 0.0000% | $493330.00         | $489621.79         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE6219 | 2055-10-01      | 5.5000%  | 0.0000% | $2027287.00        | $2062199.93        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE5843 | 2055-07-01      | 6.0000%  | 0.0000% | $2099852.00        | $2165009.03        | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDE5939 | 2055-08-01      | 7.0000%  | 0.0000% | $4406425.00        | $4569271.48        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIDE5958 | 2040-07-01      | 5.0000%  | 0.0000% | $6789572.00        | $6521048.91        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE6007 | 2055-08-01      | 5.5000%  | 0.0000% | $9784320.00        | $9830493.88        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE6643 | 2055-08-01      | 6.0000%  | 0.0000% | $1682895.00        | $1712059.71        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIDE6889 | 2040-11-01      | 5.0000%  | 0.0000% | $1987101.00        | $1999832.62        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIDE6896 | 2040-11-01      | 5.0000%  | 0.0000% | $12872131.00       | $12950123.19       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLDE6970 | 2056-01-01      | 4.0000%  | 0.0000% | $2500000.00        | $2399280.56        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIDE6977 | 2041-01-01      | 5.0000%  | 0.0000% | $1410754.00        | $1440407.74        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIDE8060 | 2040-08-01      | 4.5000%  | 0.0000% | $1700000.00        | $1651388.84        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE7433 | 2055-08-01      | 6.0000%  | 0.0000% | $11547010.00       | $11118649.07       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIDE7534 | 2040-10-01      | 5.0000%  | 0.0000% | $1105646.00        | $1102910.03        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIDE7535 | 2040-09-01      | 5.0000%  | 0.0000% | $1147213.00        | $1121497.74        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDE7680 | 2055-08-01      | 6.5000%  | 0.0000% | $2514017.00        | $469587.21         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE7888 | 2055-09-01      | 5.5000%  | 0.0000% | $9072465.00        | $9098293.68        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE9061 | 2055-08-01      | 6.0000%  | 0.0000% | $1092531.00        | $1141288.44        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE9083 | 2055-09-01      | 5.5000%  | 0.0000% | $1968343.00        | $2018390.13        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDE9389 | 2055-09-01      | 6.5000%  | 0.0000% | $3125494.00        | $2937498.99        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE9485 | 2055-09-01      | 6.0000%  | 0.0000% | $3042458.00        | $3170551.58        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIDE9757 | 2040-09-01      | 5.5000%  | 0.0000% | $1245425.00        | $1093832.25        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE9959 | 2055-09-01      | 5.5000%  | 0.0000% | $4029433.00        | $4118644.71        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIDF0646 | 2040-09-01      | 4.5000%  | 0.0000% | $42190.00          | $29799.79          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF1766 | 2055-10-01      | 5.5000%  | 0.0000% | $16665840.00       | $16685675.57       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIDF0941 | 2040-10-01      | 5.0000%  | 0.0000% | $1010573.00        | $958129.17         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CIDF1003 | 2040-10-01      | 6.5000%  | 0.0000% | $1012713.00        | $1052939.76        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF1198 | 2055-09-01      | 5.5000%  | 0.0000% | $1347750.00        | $1378966.08        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF1285 | 2055-10-01      | 6.0000%  | 0.0000% | $1072276.00        | $1118935.53        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF1665 | 2055-10-01      | 5.5000%  | 0.0000% | $2976580.00        | $3037798.00        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIDF2647 | 2040-11-01      | 5.5000%  | 0.0000% | $1061797.00        | $1078870.18        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF2675 | 2055-11-01      | 6.0000%  | 0.0000% | $4501551.00        | $4638381.23        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF1908 | 2055-10-01      | 5.5000%  | 0.0000% | $3384414.00        | $3396638.32        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF1910 | 2055-11-01      | 5.5000%  | 0.0000% | $2654999.00        | $2713321.61        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDF2135 | 2055-10-01      | 4.5000%  | 0.0000% | $837391.00         | $822660.90         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIDF2177 | 2040-10-01      | 5.0000%  | 0.0000% | $1009400.00        | $1016353.66        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLDF2187 | 2055-11-01      | 4.0000%  | 0.0000% | $989469.00         | $947281.13         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF2459 | 2055-12-01      | 5.5000%  | 0.0000% | $4025492.00        | $4107614.70        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDF2537 | 2055-12-01      | 4.5000%  | 0.0000% | $1641916.00        | $1616814.78        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDF3544 | 2055-12-01      | 5.0000%  | 0.0000% | $1347089.00        | $1366876.48        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDF3576 | 2055-11-01      | 4.5000%  | 0.0000% | $1254645.00        | $1235521.99        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIDF2980 | 2040-10-01      | 5.0000%  | 0.0000% | $795500.00         | $797897.59         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF3343 | 2055-11-01      | 5.5000%  | 0.0000% | $7825111.00        | $7945099.23        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDF3757 | 2055-11-01      | 5.0000%  | 0.0000% | $3744235.00        | $3791142.36        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF3866 | 2055-11-01      | 5.5000%  | 0.0000% | $4516494.00        | $4502292.60        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF4067 | 2055-11-01      | 6.0000%  | 0.0000% | $3468996.00        | $3585560.94        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDF4123 | 2055-11-01      | 5.0000%  | 0.0000% | $8160000.00        | $8185231.39        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF4129 | 2055-11-01      | 5.5000%  | 0.0000% | $4816296.00        | $4898543.40        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF4152 | 2055-11-01      | 6.0000%  | 0.0000% | $1159356.00        | $1207401.72        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDF4254 | 2055-11-01      | 4.5000%  | 0.0000% | $1871508.00        | $1840721.63        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF4360 | 2055-11-01      | 5.5000%  | 0.0000% | $12025000.00       | $11426966.68       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDF4763 | 2055-11-01      | 4.5000%  | 0.0000% | $166875.00         | $164328.87         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF4775 | 2055-11-01      | 5.5000%  | 0.0000% | $1121501.00        | $1146564.26        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDF4860 | 2055-11-01      | 5.0000%  | 0.0000% | $3277517.00        | $3133942.05        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF5080 | 2055-11-01      | 5.5000%  | 0.0000% | $6574097.00        | $6748092.91        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDF5224 | 2056-01-01      | 4.5000%  | 0.0000% | $1662556.00        | $1638999.24        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDF6268 | 2055-11-01      | 5.0000%  | 0.0000% | $1449337.00        | $1442275.66        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF5574 | 2055-12-01      | 5.5000%  | 0.0000% | $1594194.00        | $1636679.39        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDF5687 | 2055-12-01      | 4.5000%  | 0.0000% | $1524183.00        | $1501827.61        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIDF5694 | 2040-12-01      | 5.0000%  | 0.0000% | $1084215.00        | $1098173.85        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDF5844 | 2055-11-01      | 4.5000%  | 0.0000% | $1037714.00        | $1020693.52        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDF5831 | 2055-11-01      | 4.5000%  | 0.0000% | $2307812.00        | $2156303.85        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF5883 | 2055-12-01      | 5.5000%  | 0.0000% | $3341224.00        | $3252047.81        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF6001 | 2055-11-01      | 5.5000%  | 0.0000% | $1347529.00        | $1390497.12        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF6008 | 2055-12-01      | 5.5000%  | 0.0000% | $1083627.00        | $1119144.06        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF6047 | 2055-12-01      | 6.0000%  | 0.0000% | $1404755.00        | $1470730.29        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF7171 | 2055-12-01      | 5.5000%  | 0.0000% | $3107612.00        | $3206776.35        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDF6342 | 2055-12-01      | 5.0000%  | 0.0000% | $1958349.00        | $1975831.45        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL889466 | 2038-05-01      | 6.0000%  | 0.0000% | $1743500.00        | $23416.57          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL889579 | 2038-05-01      | 6.0000%  | 0.0000% | $30423221.00       | $183256.88         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL889691 | 2038-07-01      | 6.0000%  | 0.0000% | $210000.00         | $1486.05           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CL890362 | 2041-08-01      | 4.5000%  | 0.0000% | $499000.00         | $45265.19          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL899743 | 2037-07-01      | 6.0000%  | 0.0000% | $419574.00         | $4406.11           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL900299 | 2036-09-01      | 6.0000%  | 0.0000% | $679788.00         | $3881.47           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL924041 | 2037-05-01      | 6.0000%  | 0.0000% | $12575729.00       | $81118.59          | Agency Mortgage-Backed Securities |
| FNMS 07.000 CL928938 | 2037-12-01      | 7.0000%  | 0.0000% | $1940000.00        | $17007.76          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL929203 | 2038-03-01      | 6.5000%  | 0.0000% | $65000.00          | $714.21            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CT929274 | 2028-03-01      | 5.0000%  | 0.0000% | $7008670.00        | $7454.52           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL929962 | 2038-09-01      | 6.0000%  | 0.0000% | $61000.00          | $1381.87           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CL930757 | 2039-03-01      | 5.0000%  | 0.0000% | $1115000.00        | $29908.44          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL959984 | 2037-11-01      | 6.0000%  | 0.0000% | $516900.00         | $1695.04           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL968520 | 2038-01-01      | 6.0000%  | 0.0000% | $340000.00         | $971.02            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL970645 | 2038-11-01      | 5.5000%  | 0.0000% | $3212395.00        | $132049.18         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CZ971839 | 2048-02-01      | 5.0000%  | 0.0000% | $3927343.00        | $156974.58         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CL974706 | 2038-04-01      | 5.0000%  | 0.0000% | $50000.00          | $600.58            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CT979552 | 2028-04-01      | 5.0000%  | 0.0000% | $2707474.00        | $19235.46          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL995050 | 2037-09-01      | 6.0000%  | 0.0000% | $6107285.00        | $46318.75          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL995072 | 2038-08-01      | 5.5000%  | 0.0000% | $327594.00         | $5440.44           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CTAA7376 | 2027-03-01      | 5.0000%  | 0.0000% | $17612602.00       | $17264.86          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAA7681 | 2039-06-01      | 4.5000%  | 0.0000% | $3256702.00        | $37299.34          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CTAB1585 | 2030-10-01      | 4.5000%  | 0.0000% | $5100000.00        | $136411.60         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAB2077 | 2041-01-01      | 4.0000%  | 0.0000% | $545000.00         | $52718.56          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIAB3495 | 2026-09-01      | 3.5000%  | 0.0000% | $14000000.00       | $53081.20          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAB3314 | 2041-07-01      | 4.5000%  | 0.0000% | $3333570.00        | $72526.28          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAB3687 | 2041-10-01      | 4.0000%  | 0.0000% | $10029535.00       | $748809.76         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIAB5823 | 2027-08-01      | 3.5000%  | 0.0000% | $794000.00         | $15641.68          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CVAB6965 | 2027-11-01      | 2.5000%  | 0.0000% | $2175000.00        | $40871.10          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CTAB7344 | 2032-12-01      | 3.0000%  | 0.0000% | $4430746.00        | $393930.05         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAB9194 | 2043-05-01      | 3.5000%  | 0.0000% | $1610000.00        | $261108.13         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAB9238 | 2043-05-01      | 3.0000%  | 0.0000% | $98992.00          | $18194.80          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAB9280 | 2043-05-01      | 4.0000%  | 0.0000% | $6000.00           | $688.20            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAC7330 | 2039-12-01      | 4.5000%  | 0.0000% | $9545000.00        | $360834.20         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CTMA0792 | 2031-07-01      | 4.5000%  | 0.0000% | $570000.00         | $19858.56          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CTMA0171 | 2029-09-01      | 4.5000%  | 0.0000% | $7000000.00        | $72987.65          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CTMA0472 | 2030-07-01      | 5.0000%  | 0.0000% | $3678075.00        | $59300.90          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CTMA1058 | 2032-05-01      | 3.0000%  | 0.0000% | $4000000.00        | $271637.39         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CTMA1983 | 2034-08-01      | 4.0000%  | 0.0000% | $25000.00          | $2377.04           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA3521 | 2048-11-01      | 4.0000%  | 0.0000% | $568000.00         | $43979.61          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA3527 | 2048-11-01      | 5.0000%  | 0.0000% | $33000.00          | $2703.21           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CTMA3590 | 2039-02-01      | 4.0000%  | 0.0000% | $6225000.00        | $621445.16         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CNMA2779 | 2026-10-01      | 2.0000%  | 0.0000% | $481135.00         | $6327.67           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA2956 | 2047-04-01      | 3.0000%  | 0.0000% | $6200000.00        | $1403629.70        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA3027 | 2047-06-01      | 4.0000%  | 0.0000% | $1377000.00        | $141761.96         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA3088 | 2047-08-01      | 4.0000%  | 0.0000% | $219564.00         | $22951.29          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA3120 | 2047-09-01      | 3.5000%  | 0.0000% | $159000.00         | $19465.11          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA3238 | 2048-01-01      | 3.5000%  | 0.0000% | $9888230.00        | $1351486.83        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA3277 | 2048-01-01      | 4.0000%  | 0.0000% | $1066000.00        | $126994.89         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA3385 | 2048-06-01      | 4.5000%  | 0.0000% | $60000.00          | $5559.42           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CTMA3388 | 2038-06-01      | 3.5000%  | 0.0000% | $4200000.00        | $506764.81         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CTMA3441 | 2038-08-01      | 4.0000%  | 0.0000% | $529954.00         | $51304.72          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLMA4378 | 2051-07-01      | 2.0000%  | 0.0000% | $2687000.00        | $1628787.81        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIMA4384 | 2036-07-01      | 2.5000%  | 0.0000% | $876000.00         | $438790.81         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA4439 | 2051-10-01      | 3.0000%  | 0.0000% | $7000.00           | $3995.16           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLMA4465 | 2051-11-01      | 2.0000%  | 0.0000% | $15938343.00       | $10086323.55       | Agency Mortgage-Backed Securities |
| FNMS 02.000 CNMA4477 | 2031-11-01      | 2.0000%  | 0.0000% | $2000000.00        | $776494.06         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA3637 | 2049-04-01      | 3.5000%  | 0.0000% | $21000.00          | $1575.83           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CNMA3736 | 2029-07-01      | 3.5000%  | 0.0000% | $151439.00         | $11218.57          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA3906 | 2050-01-01      | 3.5000%  | 0.0000% | $41000.00          | $5552.62           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIMA3932 | 2035-02-01      | 3.5000%  | 0.0000% | $327000.00         | $49850.98          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA3938 | 2050-02-01      | 4.0000%  | 0.0000% | $49110.00          | $6631.55           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CTMA3987 | 2040-04-01      | 2.5000%  | 0.0000% | $12500000.00       | $2505793.65        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CKMA4025 | 2050-05-01      | 2.5000%  | 0.0000% | $1000000.00        | $172806.43         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIMA4028 | 2035-05-01      | 3.5000%  | 0.0000% | $742000.00         | $150160.33         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CTAC1600 | 2029-08-01      | 4.5000%  | 0.0000% | $2590000.00        | $49143.81          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLAC3318 | 2039-10-01      | 5.0000%  | 0.0000% | $298000.00         | $20733.45          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIMA4076 | 2035-07-01      | 3.0000%  | 0.0000% | $550000.00         | $125424.78         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CKMA4057 | 2050-06-01      | 2.5000%  | 0.0000% | $1000000.00        | $215066.15         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIMA4095 | 2035-08-01      | 2.0000%  | 0.0000% | $61415916.00       | $19621342.51       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIMA4112 | 2035-08-01      | 3.0000%  | 0.0000% | $100000.00         | $25811.06          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA4121 | 2050-09-01      | 3.0000%  | 0.0000% | $39000.00          | $11896.44          | Agency Mortgage-Backed Securities |
| FNMS 01.500 CNMA4172 | 2030-11-01      | 1.5000%  | 0.0000% | $534581.00         | $141150.29         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CTMA4176 | 2040-11-01      | 2.0000%  | 0.0000% | $60000.00          | $29470.81          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLMA4255 | 2051-02-01      | 2.0000%  | 0.0000% | $5000000.00        | $2759231.85        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBQ5112 | 2050-11-01      | 2.0000%  | 0.0000% | $7650822.00        | $3993380.52        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CTBQ6743 | 2041-11-01      | 2.0000%  | 0.0000% | $1906766.00        | $1227911.82        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIBR1611 | 2036-01-01      | 2.0000%  | 0.0000% | $1895000.00        | $976349.42         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBT1254 | 2051-06-01      | 3.0000%  | 0.0000% | $5322749.00        | $2547475.48        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIBT4423 | 2036-11-01      | 3.0000%  | 0.0000% | $580098.00         | $408501.48         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIBU2784 | 2036-11-01      | 2.0000%  | 0.0000% | $408600.00         | $146217.01         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBU4097 | 2053-08-01      | 6.5000%  | 0.0000% | $19105240.00       | $17188334.71       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIBU4981 | 2039-09-01      | 3.5000%  | 0.0000% | $1348578.00        | $1226294.82        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBU5256 | 2054-12-01      | 4.5000%  | 0.0000% | $7604570.00        | $7116047.02        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIBU5481 | 2040-01-01      | 5.0000%  | 0.0000% | $1471549.00        | $1410048.84        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIBU5638 | 2040-03-01      | 6.0000%  | 0.0000% | $1212698.00        | $1069224.49        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBU5723 | 2055-03-01      | 5.5000%  | 0.0000% | $57095778.00       | $54853885.89       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBU7899 | 2052-01-01      | 2.5000%  | 0.0000% | $3000000.00        | $1807793.27        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBV3014 | 2052-02-01      | 3.0000%  | 0.0000% | $705615.00         | $459807.21         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBV4099 | 2052-02-01      | 2.5000%  | 0.0000% | $121713.00         | $82555.62          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBV6254 | 2055-10-01      | 4.0000%  | 0.0000% | $8222369.00        | $7858737.44        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBV5727 | 2052-05-01      | 5.0000%  | 0.0000% | $6947000.00        | $5112464.22        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIBV5996 | 2040-09-01      | 5.5000%  | 0.0000% | $1252057.00        | $1227520.27        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBV6334 | 2055-09-01      | 6.0000%  | 0.0000% | $3938609.00        | $4090681.91        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBV6442 | 2055-11-01      | 5.5000%  | 0.0000% | $5647245.00        | $5758297.85        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CTBV7704 | 2042-04-01      | 2.0000%  | 0.0000% | $6700000.00        | $4419460.03        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBW0693 | 2052-06-01      | 4.5000%  | 0.0000% | $28280.00          | $20022.09          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBW5083 | 2053-01-01      | 6.5000%  | 0.0000% | $4595083.00        | $3252788.65        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBW9461 | 2052-11-01      | 5.5000%  | 0.0000% | $3627241.00        | $2991466.48        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBX0413 | 2052-11-01      | 5.0000%  | 0.0000% | $2575276.00        | $1535984.28        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBX0766 | 2052-12-01      | 5.5000%  | 0.0000% | $2629864.00        | $1762631.40        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBX0985 | 2052-10-01      | 5.0000%  | 0.0000% | $3200000.00        | $2827940.33        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBX1132 | 2052-11-01      | 4.5000%  | 0.0000% | $3116412.00        | $2219856.37        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBX1168 | 2052-11-01      | 5.5000%  | 0.0000% | $5761818.00        | $3778234.94        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBX2186 | 2052-11-01      | 4.5000%  | 0.0000% | $120000.00         | $102297.63         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBX6752 | 2053-03-01      | 5.0000%  | 0.0000% | $1343189.00        | $1077053.49        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBX7034 | 2053-05-01      | 5.5000%  | 0.0000% | $102466.00         | $95982.86          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBX9763 | 2053-04-01      | 5.5000%  | 0.0000% | $3870000.00        | $2866209.95        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBX9982 | 2053-04-01      | 5.0000%  | 0.0000% | $5184163.00        | $3019389.96        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBY1064 | 2053-04-01      | 5.0000%  | 0.0000% | $2859580.00        | $2723895.39        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBY1365 | 2054-02-01      | 6.0000%  | 0.0000% | $31000000.00       | $23758324.14       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBY5341 | 2053-07-01      | 5.0000%  | 0.0000% | $2845237.00        | $2199095.78        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBY5399 | 2053-07-01      | 5.0000%  | 0.0000% | $2454517.00        | $1808587.41        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBY6161 | 2053-07-01      | 5.5000%  | 0.0000% | $2971666.00        | $2369017.28        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBY8524 | 2053-08-01      | 6.5000%  | 0.0000% | $13195924.00       | $8438417.14        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBY9021 | 2053-08-01      | 6.5000%  | 0.0000% | $100000.00         | $77315.92          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBY9478 | 2053-09-01      | 6.5000%  | 0.0000% | $5235592.00        | $3759485.55        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCA0108 | 2047-08-01      | 3.5000%  | 0.0000% | $130000.00         | $37035.11          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCA0320 | 2047-09-01      | 4.0000%  | 0.0000% | $1136000.00        | $206454.51         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCA0541 | 2047-10-01      | 3.5000%  | 0.0000% | $500000.00         | $169192.23         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CICA0586 | 2032-10-01      | 2.5000%  | 0.0000% | $138145.00         | $21319.98          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA1711 | 2048-05-01      | 4.5000%  | 0.0000% | $20000.00          | $2329.58           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCA1354 | 2048-03-01      | 3.5000%  | 0.0000% | $94000.00          | $22546.90          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CICA1651 | 2033-05-01      | 3.5000%  | 0.0000% | $24116768.00       | $4067047.50        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCA2631 | 2048-11-01      | 4.0000%  | 0.0000% | $3039852.00        | $246207.60         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCA2652 | 2048-11-01      | 5.0000%  | 0.0000% | $2562950.00        | $293295.82         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA2047 | 2048-07-01      | 4.5000%  | 0.0000% | $270000.00         | $47721.37          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA2339 | 2048-09-01      | 4.5000%  | 0.0000% | $123583786.00      | $25809611.34       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCA2348 | 2048-09-01      | 5.0000%  | 0.0000% | $10000.00          | $1727.92           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCA3385 | 2049-04-01      | 4.0000%  | 0.0000% | $68412783.00       | $20381067.03       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCA3717 | 2049-06-01      | 4.0000%  | 0.0000% | $154145594.00      | $37691647.85       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCA3823 | 2049-07-01      | 4.0000%  | 0.0000% | $12500000.00       | $4064478.71        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA3804 | 2049-07-01      | 2.5000%  | 0.0000% | $95000.00          | $31167.72          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCA4016 | 2049-08-01      | 3.0000%  | 0.0000% | $526000.00         | $122057.08         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCA4119 | 2049-09-01      | 4.0000%  | 0.0000% | $114000.00         | $29730.66          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCA4648 | 2048-04-01      | 3.0000%  | 0.0000% | $25000.00          | $3757.64           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCA4847 | 2049-09-01      | 5.0000%  | 0.0000% | $9053123.00        | $408599.27         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA4831 | 2049-12-01      | 4.5000%  | 0.0000% | $7000.00           | $1455.39           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCA6291 | 2050-07-01      | 3.0000%  | 0.0000% | $150000.00         | $38508.71          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCA6424 | 2050-07-01      | 3.0000%  | 0.0000% | $12732648.00       | $5049595.38        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA6409 | 2050-07-01      | 2.5000%  | 0.0000% | $18000.00          | $10589.72          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CICA6620 | 2035-08-01      | 2.5000%  | 0.0000% | $55000.00          | $22587.46          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCA7049 | 2050-09-01      | 3.0000%  | 0.0000% | $23000000.00       | $11955189.88       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCA7403 | 2050-10-01      | 4.0000%  | 0.0000% | $18193807.00       | $7916077.86        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CICA7502 | 2035-10-01      | 3.0000%  | 0.0000% | $142000.00         | $57438.16          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CICA7955 | 2035-11-01      | 2.0000%  | 0.0000% | $100000000.00      | $43134445.96       | Agency Mortgage-Backed Securities |
| FNMS 01.500 CLCA8222 | 2050-12-01      | 1.5000%  | 0.0000% | $1005000.00        | $531202.18         | Agency Mortgage-Backed Securities |
| FNMS 01.500 CLCA8553 | 2051-01-01      | 1.5000%  | 0.0000% | $2337855.00        | $1284220.14        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA9381 | 2051-03-01      | 2.0000%  | 0.0000% | $3250000.00        | $1912086.90        | Agency Mortgage-Backed Securities |
| FNMS 01.500 CLCB0810 | 2051-06-01      | 1.5000%  | 0.0000% | $160645.00         | $90755.28          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB0189 | 2051-04-01      | 3.0000%  | 0.0000% | $2319000.00        | $1203163.31        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CICB0247 | 2036-04-01      | 2.0000%  | 0.0000% | $2500000.00        | $1298011.89        | Agency Mortgage-Backed Securities |
| FNMS 01.500 CICB0619 | 2036-05-01      | 1.5000%  | 0.0000% | $3000000.00        | $1552463.62        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB0738 | 2051-06-01      | 3.0000%  | 0.0000% | $9502000.00        | $6003673.20        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CICB0960 | 2036-06-01      | 3.5000%  | 0.0000% | $2460325.00        | $1322827.78        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB1024 | 2051-07-01      | 2.5000%  | 0.0000% | $1953000.00        | $1185961.30        | Agency Mortgage-Backed Securities |
| FNMS 01.500 CLCB1095 | 2051-07-01      | 1.5000%  | 0.0000% | $775000.00         | $461875.24         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCB1107 | 2046-07-01      | 2.0000%  | 0.0000% | $75398000.00       | $47816583.41       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB1149 | 2051-07-01      | 3.0000%  | 0.0000% | $40000.00          | $20273.15          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB1152 | 2051-07-01      | 3.0000%  | 0.0000% | $3000.00           | $2057.02           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCB1261 | 2051-08-01      | 2.0000%  | 0.0000% | $236000.00         | $141346.98         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB1274 | 2051-08-01      | 2.5000%  | 0.0000% | $456000.00         | $276655.73         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CICB1486 | 2036-06-01      | 3.0000%  | 0.0000% | $382647.00         | $125119.74         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CICB1492 | 2036-08-01      | 3.5000%  | 0.0000% | $241396.00         | $111454.03         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCB1620 | 2051-09-01      | 2.0000%  | 0.0000% | $1030881.00        | $644255.78         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB1901 | 2051-10-01      | 2.5000%  | 0.0000% | $3410000.00        | $2085595.00        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CICB2247 | 2036-11-01      | 2.5000%  | 0.0000% | $7918301.00        | $4966158.62        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB2276 | 2051-11-01      | 2.5000%  | 0.0000% | $300000.00         | $189595.66         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB2289 | 2051-12-01      | 2.5000%  | 0.0000% | $27352032.00       | $17098124.47       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB2404 | 2051-12-01      | 2.5000%  | 0.0000% | $30412.00          | $20772.52          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCB3528 | 2052-05-01      | 4.0000%  | 0.0000% | $2000.00           | $1472.34           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB3586 | 2052-05-01      | 3.0000%  | 0.0000% | $112000.00         | $81039.84          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB2800 | 2052-02-01      | 3.0000%  | 0.0000% | $2500000.00        | $1771101.56        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CICB2969 | 2037-03-01      | 2.0000%  | 0.0000% | $2921180.00        | $1601697.32        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB3050 | 2052-03-01      | 2.5000%  | 0.0000% | $399571.00         | $280132.37         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB3104 | 2052-03-01      | 2.5000%  | 0.0000% | $201000.00         | $129765.47         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCB3175 | 2052-03-01      | 3.5000%  | 0.0000% | $240000.00         | $158544.82         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB3234 | 2052-04-01      | 3.0000%  | 0.0000% | $70000.00          | $46892.45          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CTCB3386 | 2042-04-01      | 3.5000%  | 0.0000% | $100000.00         | $60990.80          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CICB3393 | 2037-04-01      | 3.5000%  | 0.0000% | $7000.00           | $3875.25           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCB3627 | 2052-05-01      | 4.0000%  | 0.0000% | $499424.00         | $398404.73         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCB3678 | 2052-05-01      | 4.0000%  | 0.0000% | $50000.00          | $38506.98          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCB3897 | 2052-06-01      | 3.5000%  | 0.0000% | $1000.00           | $736.17            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB4105 | 2052-07-01      | 5.0000%  | 0.0000% | $1534000.00        | $1112228.24        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCB4112 | 2052-07-01      | 3.5000%  | 0.0000% | $76000.00          | $54212.10          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB4134 | 2052-07-01      | 5.0000%  | 0.0000% | $82513512.00       | $54153985.84       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB4552 | 2052-09-01      | 4.5000%  | 0.0000% | $2273000.00        | $1671053.04        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB4555 | 2052-09-01      | 4.5000%  | 0.0000% | $55500.00          | $44156.46          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CICB4994 | 2037-10-01      | 4.5000%  | 0.0000% | $152000.00         | $87043.11          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB5104 | 2052-11-01      | 4.5000%  | 0.0000% | $369500.00         | $297043.58         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB6258 | 2053-05-01      | 5.5000%  | 0.0000% | $47000000.00       | $37249045.29       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB5471 | 2053-01-01      | 6.0000%  | 0.0000% | $42960945.00       | $32980738.01       | Agency Mortgage-Backed Securities |
| FNMS 01.500 CJMA4272 | 2036-02-01      | 1.5000%  | 0.0000% | $1000000.00        | $424598.81         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CTMA4287 | 2041-03-01      | 2.0000%  | 0.0000% | $479000.00         | $262381.27         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CTMA4311 | 2041-04-01      | 2.0000%  | 0.0000% | $10000.00          | $5729.21           | Agency Mortgage-Backed Securities |
| FNMS 01.500 CLMA4343 | 2051-05-01      | 1.5000%  | 0.0000% | $6758628.00        | $3964826.75        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5271 | 2054-02-01      | 5.5000%  | 0.0000% | $12451000.00       | $9867387.47        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA5295 | 2054-03-01      | 6.0000%  | 0.0000% | $19572.00          | $13488.60          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA5386 | 2054-06-01      | 4.5000%  | 0.0000% | $3954565.00        | $3620178.27        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5388 | 2054-06-01      | 5.5000%  | 0.0000% | $155000.00         | $127057.42         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIMA4536 | 2037-02-01      | 2.0000%  | 0.0000% | $600000.00         | $347033.70         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLMA4548 | 2052-02-01      | 2.5000%  | 0.0000% | $433000.00         | $282889.30         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA4565 | 2052-03-01      | 3.5000%  | 0.0000% | $440854.00         | $278401.29         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLMA4577 | 2052-04-01      | 2.0000%  | 0.0000% | $155000.00         | $103413.06         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA4626 | 2052-06-01      | 4.0000%  | 0.0000% | $14040000.00       | $10371496.73       | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLMA4597 | 2052-05-01      | 2.0000%  | 0.0000% | $10000.00          | $6675.85           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA4686 | 2052-06-01      | 5.0000%  | 0.0000% | $40000.00          | $26794.18          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA4783 | 2052-10-01      | 4.0000%  | 0.0000% | $763000.00         | $587571.98         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA4786 | 2052-10-01      | 5.5000%  | 0.0000% | $8000.00           | $5468.03           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA4805 | 2052-11-01      | 4.5000%  | 0.0000% | $10620000.00       | $8361377.78        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA4847 | 2052-11-01      | 6.0000%  | 0.0000% | $300000.00         | $202217.16         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA4840 | 2052-12-01      | 4.5000%  | 0.0000% | $7001000.00        | $5628290.40        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA4869 | 2053-01-01      | 5.5000%  | 0.0000% | $386206.00         | $279331.86         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLMA4895 | 2053-01-01      | 6.5000%  | 0.0000% | $143297.00         | $72326.85          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA4940 | 2053-03-01      | 5.0000%  | 0.0000% | $197109317.00      | $155160380.04      | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA4918 | 2053-02-01      | 5.0000%  | 0.0000% | $122980419.00      | $96156108.23       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA4962 | 2053-03-01      | 4.0000%  | 0.0000% | $13000.00          | $10652.95          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA5011 | 2053-05-01      | 6.0000%  | 0.0000% | $200000.00         | $136189.63         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIMA5043 | 2038-06-01      | 5.0000%  | 0.0000% | $5069642.00        | $2930929.61        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIMA5014 | 2038-05-01      | 5.0000%  | 0.0000% | $51000.00          | $26820.39          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA5056 | 2053-05-01      | 3.5000%  | 0.0000% | $1000.00           | $805.56            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5107 | 2053-08-01      | 5.5000%  | 0.0000% | $7571476.00        | $5893476.94        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CTMA5097 | 2043-07-01      | 4.5000%  | 0.0000% | $1000148.00        | $766070.37         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA5139 | 2053-09-01      | 6.0000%  | 0.0000% | $5367000.00        | $3631463.25        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIMA5168 | 2038-10-01      | 5.0000%  | 0.0000% | $3000.00           | $1835.94           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIMA5200 | 2038-11-01      | 5.0000%  | 0.0000% | $604402.00         | $398913.11         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA5216 | 2053-12-01      | 6.0000%  | 0.0000% | $1574000.00        | $1026148.26        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLMA5248 | 2054-01-01      | 6.5000%  | 0.0000% | $397244.00         | $187835.25         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIMA5425 | 2039-07-01      | 5.5000%  | 0.0000% | $80615122.00       | $45056043.11       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLMA5422 | 2054-07-01      | 6.5000%  | 0.0000% | $180000.00         | $104271.79         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA5441 | 2054-08-01      | 4.0000%  | 0.0000% | $915000.00         | $804029.90         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIMA5521 | 2039-08-01      | 3.5000%  | 0.0000% | $1925231.00        | $1743073.40        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA5496 | 2054-10-01      | 5.0000%  | 0.0000% | $5200866.00        | $4726793.15        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CTMA5503 | 2044-10-01      | 5.5000%  | 0.0000% | $1550000.00        | $1116685.48        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA5528 | 2054-11-01      | 4.0000%  | 0.0000% | $77147394.00       | $69742858.71       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIMA5535 | 2039-11-01      | 5.0000%  | 0.0000% | $10000.00          | $7701.87           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIDF6522 | 2040-12-01      | 5.5000%  | 0.0000% | $1210625.00        | $1235646.07        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF6537 | 2055-12-01      | 5.5000%  | 0.0000% | $3080313.00        | $3066136.82        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDF6765 | 2056-01-01      | 4.5000%  | 0.0000% | $2174910.00        | $2142972.18        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDF6843 | 2055-12-01      | 6.5000%  | 0.0000% | $3838000.00        | $4020921.85        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDF7241 | 2055-12-01      | 4.5000%  | 0.0000% | $1299115.00        | $1279303.70        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDF7254 | 2056-01-01      | 4.5000%  | 0.0000% | $2659170.00        | $2621492.22        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDF7391 | 2055-12-01      | 4.5000%  | 0.0000% | $1603157.00        | $1578715.14        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF7536 | 2056-01-01      | 5.5000%  | 0.0000% | $1024709.00        | $1064745.98        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDF7607 | 2055-12-01      | 4.5000%  | 0.0000% | $9216115.00        | $9093999.79        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDF7649 | 2055-12-01      | 4.5000%  | 0.0000% | $8102894.00        | $7982247.46        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF7661 | 2055-12-01      | 5.5000%  | 0.0000% | $21308573.00       | $21720977.95       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDF7764 | 2056-01-01      | 5.0000%  | 0.0000% | $10118730.00       | $10174046.85       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBA3693 | 2045-10-01      | 4.0000%  | 0.0000% | $1600000.00        | $168050.65         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBA6884 | 2046-01-01      | 4.5000%  | 0.0000% | $73000.00          | $5459.63           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBD2299 | 2046-07-01      | 3.0000%  | 0.0000% | $105000.00         | $29654.44          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBD2413 | 2047-05-01      | 4.5000%  | 0.0000% | $16389357.00       | $4316479.31        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBD7165 | 2047-04-01      | 4.0000%  | 0.0000% | $511468.00         | $55201.42          | Agency Mortgage-Backed Securities |
| FNMS 04.500 U3BF0194 | 2040-07-01      | 4.5000%  | 0.0000% | $270000.00         | $48679.45          | Agency Mortgage-Backed Securities |
| FNMS 03.500 I4BF0334 | 2059-01-01      | 3.5000%  | 0.0000% | $2900000.00        | $936522.74         | Agency Mortgage-Backed Securities |
| FNMS 02.500 I6BF0716 | 2063-03-01      | 2.5000%  | 0.0000% | $13107320.00       | $9205742.51        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBH1207 | 2047-06-01      | 4.0000%  | 0.0000% | $24495987.00       | $3399349.75        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBH4095 | 2047-10-01      | 4.0000%  | 0.0000% | $2162903.00        | $285617.51         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBH4100 | 2047-10-01      | 3.5000%  | 0.0000% | $130000.00         | $34772.73          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBH5719 | 2047-11-01      | 3.5000%  | 0.0000% | $3707364.00        | $448177.31         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBH7067 | 2047-12-01      | 4.5000%  | 0.0000% | $194000.00         | $40497.18          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBJ2751 | 2048-05-01      | 4.5000%  | 0.0000% | $7493698.00        | $781624.61         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CTBJ3807 | 2038-01-01      | 3.5000%  | 0.0000% | $46000.00          | $8699.55           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBJ4566 | 2048-01-01      | 4.0000%  | 0.0000% | $755000.00         | $142845.16         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBJ5162 | 2048-04-01      | 4.0000%  | 0.0000% | $6386485.00        | $2150266.95        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CJBJ6649 | 2032-11-01      | 2.5000%  | 0.0000% | $2230591.00        | $215247.81         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBJ9813 | 2049-10-01      | 4.0000%  | 0.0000% | $3068787.00        | $600199.65         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBJ9680 | 2049-09-01      | 4.0000%  | 0.0000% | $3062160.00        | $996157.24         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBK4471 | 2048-07-01      | 4.5000%  | 0.0000% | $52000.00          | $10937.13          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBK7934 | 2048-11-01      | 4.0000%  | 0.0000% | $388867.00         | $74860.00          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBK8506 | 2050-12-01      | 2.0000%  | 0.0000% | $283990.00         | $160516.17         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIBM1424 | 2031-09-01      | 2.5000%  | 0.0000% | $1185000.00        | $132805.78         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBM2007 | 2048-09-01      | 4.0000%  | 0.0000% | $91000.00          | $7892.20           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBM3077 | 2047-11-01      | 3.0000%  | 0.0000% | $130000.00         | $33404.64          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBM3052 | 2047-10-01      | 4.5000%  | 0.0000% | $168000.00         | $34639.60          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIBM3174 | 2032-05-01      | 3.5000%  | 0.0000% | $6000.00           | $535.27            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBM3280 | 2047-11-01      | 4.5000%  | 0.0000% | $667000.00         | $92649.34          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBM3784 | 2045-06-01      | 5.0000%  | 0.0000% | $205000.00         | $36864.81          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIBM4153 | 2033-06-01      | 3.0000%  | 0.0000% | $6000.00           | $1040.07           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBM5328 | 2048-11-01      | 4.0000%  | 0.0000% | $252000.00         | $48489.24          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBM4622 | 2048-09-01      | 4.0000%  | 0.0000% | $461763.00         | $69434.65          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBM4676 | 2048-10-01      | 4.0000%  | 0.0000% | $55000.00          | $12785.96          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIBM4850 | 2033-11-01      | 3.5000%  | 0.0000% | $26000000.00       | $3868776.18        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIBM4863 | 2033-09-01      | 3.5000%  | 0.0000% | $55881577.00       | $9027563.06        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBM5116 | 2048-12-01      | 4.5000%  | 0.0000% | $436000.00         | $60702.59          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBM5235 | 2048-09-01      | 5.0000%  | 0.0000% | $3178409.00        | $295671.10         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBM5585 | 2048-11-01      | 3.0000%  | 0.0000% | $165000.00         | $37079.30          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBM5632 | 2047-12-01      | 3.0000%  | 0.0000% | $7000.00           | $1641.72           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBM5996 | 2048-12-01      | 5.0000%  | 0.0000% | $922265.00         | $97864.60          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CKBM6623 | 2050-10-01      | 2.5000%  | 0.0000% | $100000.00         | $68380.70          | Agency Mortgage-Backed Securities |
| FNMS 03.000 I3BM7881 | 2049-02-01      | 3.0000%  | 0.0000% | $3342333.00        | $3020306.45        | Agency Mortgage-Backed Securities |
| FNMS 03.500 I4BM7884 | 2060-09-01      | 3.5000%  | 0.0000% | $9577333.00        | $8575992.77        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBN0340 | 2048-12-01      | 4.5000%  | 0.0000% | $35000.00          | $2756.11           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBN0903 | 2048-11-01      | 4.0000%  | 0.0000% | $9072127.00        | $2097831.71        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBN2190 | 2048-11-01      | 4.0000%  | 0.0000% | $198655.00         | $1236.49           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBN5404 | 2049-04-01      | 4.5000%  | 0.0000% | $55000.00          | $20435.42          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIBN5968 | 2034-07-01      | 3.0000%  | 0.0000% | $340000.00         | $51085.44          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBN6064 | 2049-05-01      | 5.0000%  | 0.0000% | $477137.00         | $48617.04          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBN6594 | 2049-05-01      | 4.0000%  | 0.0000% | $133000.00         | $17999.39          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBN8183 | 2049-05-01      | 5.0000%  | 0.0000% | $540000.00         | $40015.73          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIBO1821 | 2034-07-01      | 3.0000%  | 0.0000% | $380000.00         | $72383.54          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBO9005 | 2050-02-01      | 3.0000%  | 0.0000% | $61000.00          | $19308.68          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBP5725 | 2050-06-01      | 4.5000%  | 0.0000% | $3320100.00        | $693438.08         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBP6618 | 2050-08-01      | 2.5000%  | 0.0000% | $80000.00          | $38144.38          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBP9351 | 2050-06-01      | 3.5000%  | 0.0000% | $1048224.00        | $362495.09         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBQ1327 | 2050-08-01      | 2.5000%  | 0.0000% | $185000.00         | $89098.07          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBQ1388 | 2050-08-01      | 2.0000%  | 0.0000% | $1700000.00        | $820242.81         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAL2860 | 2042-12-01      | 3.0000%  | 0.0000% | $122747.00         | $20795.72          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CRAL3024 | 2043-01-01      | 3.5000%  | 0.0000% | $120000.00         | $15765.92          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIAL4432 | 2026-10-01      | 4.5000%  | 0.0000% | $10609690.00       | $15894.20          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAL3649 | 2042-12-01      | 4.0000%  | 0.0000% | $80000.00          | $8151.03           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAL4597 | 2044-01-01      | 4.0000%  | 0.0000% | $355000.00         | $63380.23          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CJAL5711 | 2029-09-01      | 3.0000%  | 0.0000% | $4400000.00        | $114554.33         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAL7330 | 2045-09-01      | 4.0000%  | 0.0000% | $20000000.00       | $3477004.66        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAL7747 | 2045-11-01      | 4.5000%  | 0.0000% | $502363.00         | $63697.73          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAL7936 | 2045-09-01      | 4.5000%  | 0.0000% | $264000.00         | $45184.89          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAL7951 | 2046-01-01      | 3.5000%  | 0.0000% | $1230057.00        | $319864.66         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIAL9867 | 2032-02-01      | 3.0000%  | 0.0000% | $8000.00           | $957.79            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIAL9421 | 2031-03-01      | 4.0000%  | 0.0000% | $878075.00         | $16162.28          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAL9546 | 2046-11-01      | 3.5000%  | 0.0000% | $200000.00         | $29326.62          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLAL9903 | 2044-05-01      | 5.5000%  | 0.0000% | $13000.00          | $2208.01           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAL8673 | 2046-06-01      | 3.5000%  | 0.0000% | $100000.00         | $30200.55          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAP7363 | 2042-10-01      | 4.0000%  | 0.0000% | $30000.00          | $3635.52           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAQ3751 | 2042-11-01      | 3.0000%  | 0.0000% | $75698.00          | $8342.27           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAQ8634 | 2042-12-01      | 3.0000%  | 0.0000% | $143905.00         | $22096.93          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CRAQ8803 | 2043-01-01      | 3.5000%  | 0.0000% | $220000.00         | $37115.38          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMB0303 | 2055-02-01      | 6.0000%  | 0.0000% | $9051071.00        | $6340737.05        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAS0234 | 2043-08-01      | 4.0000%  | 0.0000% | $34882.00          | $1463.14           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS3133 | 2044-08-01      | 3.5000%  | 0.0000% | $109690.00         | $13508.88          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAS3892 | 2044-11-01      | 4.0000%  | 0.0000% | $19000.00          | $2362.70           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIAS4206 | 2030-01-01      | 3.0000%  | 0.0000% | $290000.00         | $15642.63          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAS4347 | 2045-01-01      | 4.0000%  | 0.0000% | $200000.00         | $27612.61          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS4797 | 2045-04-01      | 3.5000%  | 0.0000% | $4000000.00        | $522059.09         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAS6213 | 2045-11-01      | 4.0000%  | 0.0000% | $565000.00         | $31972.89          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAS6228 | 2045-11-01      | 4.0000%  | 0.0000% | $100151280.00      | $26212338.54       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS5696 | 2045-08-01      | 3.5000%  | 0.0000% | $18000.00          | $1577.97           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIAS5971 | 2030-10-01      | 3.0000%  | 0.0000% | $670000.00         | $53940.21          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAS6304 | 2045-12-01      | 4.0000%  | 0.0000% | $1756023.00        | $146852.63         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAS6400 | 2045-12-01      | 4.0000%  | 0.0000% | $100000.00         | $3648.23           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAS6515 | 2046-01-01      | 4.0000%  | 0.0000% | $6000.00           | $506.20            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS6640 | 2046-02-01      | 3.5000%  | 0.0000% | $230000.00         | $41610.27          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAS7003 | 2046-04-01      | 3.0000%  | 0.0000% | $44000.00          | $5954.54           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAS7238 | 2046-05-01      | 3.0000%  | 0.0000% | $75328.00          | $8256.72           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAS7738 | 2046-08-01      | 3.0000%  | 0.0000% | $1394238.00        | $490453.23         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAS8110 | 2046-10-01      | 3.0000%  | 0.0000% | $1350000.00        | $340844.79         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CNAS8431 | 2026-12-01      | 2.5000%  | 0.0000% | $68682035.00       | $1218266.30        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAS8796 | 2047-02-01      | 3.0000%  | 0.0000% | $400000.00         | $63887.39          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS9813 | 2047-06-01      | 3.5000%  | 0.0000% | $36442591.00       | $11387101.34       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAS9314 | 2047-03-01      | 4.0000%  | 0.0000% | $351017.00         | $31557.20          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAS9994 | 2047-04-01      | 4.5000%  | 0.0000% | $26825.00          | $3412.02           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAT0319 | 2043-04-01      | 4.0000%  | 0.0000% | $78302.00          | $12620.33          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CRAT2032 | 2043-04-01      | 3.5000%  | 0.0000% | $56663.00          | $7548.51           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAT8394 | 2043-06-01      | 4.0000%  | 0.0000% | $100000.00         | $17491.07          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAU3742 | 2043-08-01      | 3.5000%  | 0.0000% | $21000.00          | $2855.20           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIAU6685 | 2028-09-01      | 3.5000%  | 0.0000% | $2620365.00        | $98820.29          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAV5036 | 2044-02-01      | 3.5000%  | 0.0000% | $7000.00           | $1005.26           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIAW8955 | 2029-07-01      | 3.5000%  | 0.0000% | $6851421.00        | $94580.72          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAX8579 | 2044-11-01      | 4.0000%  | 0.0000% | $3000000.00        | $271327.36         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIAX9215 | 2029-12-01      | 3.5000%  | 0.0000% | $249905.00         | $12569.67          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAY6101 | 2045-06-01      | 3.5000%  | 0.0000% | $1140000.00        | $227155.01         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAZ4814 | 2045-07-01      | 3.5000%  | 0.0000% | $1150000.00        | $230757.93         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL651901 | 2032-08-01      | 6.0000%  | 0.0000% | $1000000.00        | $2409.12           | Agency Mortgage-Backed Securities |
| FNMS 07.500 CL667561 | 2032-10-01      | 7.5000%  | 0.0000% | $1766000.00        | $18549.55          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CL725232 | 2034-03-01      | 5.0000%  | 0.0000% | $245000.00         | $1976.40           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL725704 | 2034-08-01      | 6.0000%  | 0.0000% | $311000.00         | $1957.53           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CL727111 | 2033-08-01      | 4.0000%  | 0.0000% | $2089061.00        | $40214.81          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL735061 | 2034-11-01      | 6.0000%  | 0.0000% | $185000.00         | $915.51            | Agency Mortgage-Backed Securities |
| FNMS 07.000 CL735215 | 2034-10-01      | 7.0000%  | 0.0000% | $123001.00         | $982.74            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL735502 | 2035-04-01      | 6.0000%  | 0.0000% | $1451460.00        | $10454.87          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CL741846 | 2033-09-01      | 5.0000%  | 0.0000% | $142000.00         | $3676.11           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL745550 | 2036-05-01      | 6.0000%  | 0.0000% | $1666666.00        | $14059.23          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL747683 | 2033-11-01      | 6.0000%  | 0.0000% | $123000.00         | $522.59            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL779185 | 2034-06-01      | 5.5000%  | 0.0000% | $1260774.00        | $4053.47           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL788646 | 2034-07-01      | 5.5000%  | 0.0000% | $999900.00         | $5923.82           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL796185 | 2034-11-01      | 5.5000%  | 0.0000% | $470000.00         | $3020.97           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CL826005 | 2035-07-01      | 5.0000%  | 0.0000% | $9660141.00        | $67389.31          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL836497 | 2035-10-01      | 5.5000%  | 0.0000% | $410210.00         | $950.18            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL843321 | 2035-10-01      | 6.0000%  | 0.0000% | $1806134.00        | $13815.55          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAI6677 | 2041-09-01      | 4.0000%  | 0.0000% | $18363140.00       | $1615689.17        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAI8842 | 2041-08-01      | 4.5000%  | 0.0000% | $224929.00         | $13269.01          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIAI9958 | 2026-10-01      | 4.0000%  | 0.0000% | $4819537.00        | $23145.78          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAJ1405 | 2041-09-01      | 4.0000%  | 0.0000% | $5945000.00        | $414138.65         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAJ3591 | 2041-10-01      | 4.0000%  | 0.0000% | $21000.00          | $811.28            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIAJ2889 | 2026-09-01      | 4.0000%  | 0.0000% | $4505472.00        | $39812.49          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CJAJ7712 | 2026-12-01      | 3.0000%  | 0.0000% | $1424475.00        | $11557.71          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAK8285 | 2042-07-01      | 3.5000%  | 0.0000% | $665000.00         | $84908.01          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAK9431 | 2042-03-01      | 3.5000%  | 0.0000% | $19000000.00       | $2615135.60        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIAL0848 | 2026-09-01      | 4.0000%  | 0.0000% | $450000.00         | $1201.01           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CICB5743 | 2038-02-01      | 4.5000%  | 0.0000% | $1718351.00        | $882056.45         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB5987 | 2053-01-01      | 5.0000%  | 0.0000% | $25535279.00       | $19741259.54       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB7112 | 2053-09-01      | 5.5000%  | 0.0000% | $699000.00         | $627577.98         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB6510 | 2053-06-01      | 4.5000%  | 0.0000% | $35790860.00       | $29109996.48       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB6699 | 2053-07-01      | 6.0000%  | 0.0000% | $6250000.00        | $4934110.16        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB6755 | 2053-07-01      | 6.0000%  | 0.0000% | $67000.00          | $49122.48          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB6854 | 2053-08-01      | 4.5000%  | 0.0000% | $2625000.00        | $2216365.17        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB6918 | 2053-08-01      | 6.0000%  | 0.0000% | $28556353.00       | $19720461.44       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB7056 | 2053-09-01      | 6.0000%  | 0.0000% | $16133498.00       | $14186068.83       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB7801 | 2054-01-01      | 6.5000%  | 0.0000% | $77916051.00       | $56762217.75       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB7791 | 2054-01-01      | 6.0000%  | 0.0000% | $487080.00         | $355939.10         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB7865 | 2054-01-01      | 6.5000%  | 0.0000% | $182000.00         | $119240.04         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB7862 | 2054-01-01      | 6.0000%  | 0.0000% | $29374000.00       | $21120267.81       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB8180 | 2054-03-01      | 6.5000%  | 0.0000% | $50000000.00       | $32956007.89       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB8315 | 2054-04-01      | 5.0000%  | 0.0000% | $50000000.00       | $41824480.01       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB8521 | 2054-05-01      | 5.0000%  | 0.0000% | $44121922.00       | $39364705.49       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB8754 | 2054-06-01      | 5.5000%  | 0.0000% | $14540000.00       | $13895486.90       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB9809 | 2055-01-01      | 6.0000%  | 0.0000% | $33277000.00       | $31603352.89       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CICB9872 | 2040-01-01      | 5.0000%  | 0.0000% | $6080692.00        | $5301605.55        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB9006 | 2054-08-01      | 6.0000%  | 0.0000% | $12500000.00       | $11198426.77       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB9153 | 2054-09-01      | 6.0000%  | 0.0000% | $958000.00         | $871208.96         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB9281 | 2054-10-01      | 4.5000%  | 0.0000% | $87839.00          | $81319.15          | Agency Mortgage-Backed Securities |
| FNMS 07.500 CLCB9371 | 2054-10-01      | 7.5000%  | 0.0000% | $3092760.00        | $1796930.80        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB9426 | 2054-11-01      | 4.5000%  | 0.0000% | $5306081.00        | $5032345.91        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF8884 | 2055-12-01      | 5.5000%  | 0.0000% | $1657056.00        | $1707834.01        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF8977 | 2056-01-01      | 5.5000%  | 0.0000% | $5223011.00        | $5394530.65        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF8573 | 2056-01-01      | 6.0000%  | 0.0000% | $2602482.00        | $2705670.43        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDF8602 | 2056-01-01      | 5.0000%  | 0.0000% | $5091050.00        | $5120126.97        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDF8619 | 2056-01-01      | 4.5000%  | 0.0000% | $9553348.00        | $9430007.14        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF8634 | 2056-01-01      | 5.5000%  | 0.0000% | $1641894.00        | $1686779.86        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF8664 | 2056-01-01      | 5.5000%  | 0.0000% | $2288656.00        | $2353674.03        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CL745336 | 2036-03-01      | 5.0000%  | 0.0000% | $4500000.00        | $39982.95          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAL0822 | 2041-10-01      | 4.5000%  | 0.0000% | $2000000.00        | $150307.76         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF8715 | 2055-12-01      | 5.5000%  | 0.0000% | $2626713.00        | $2713158.17        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF9888 | 2056-01-01      | 6.0000%  | 0.0000% | $1002350.00        | $1041187.85        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIDF9424 | 2041-01-01      | 4.5000%  | 0.0000% | $1022637.00        | $1028618.40        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIDF9430 | 2041-01-01      | 5.0000%  | 0.0000% | $2055141.00        | $2091950.17        | Agency Mortgage-Backed Securities |

### Security 729: FICC - WELLS FARGO BANK N.A

- **C.1 - Title:** FICC - WELLS FARGO BANK N.A 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1EQOM5, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: ARP1EQOM5
- **C.18 - Value (incl. sponsor support):** $33000000.00
- **C.18.a - Value (excl. sponsor support):** $33000000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** Fixed Income Clearing Corp

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2029-08-15      | 1.6250%  | 0.0000% | $35792100.00       | $33660017.51       | U.S. Treasuries (including strips) |

### Security 730: FICC - JPMORGAN CHASE & CO

- **C.1 - Title:** FICC - JPMORGAN CHASE & CO 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1EQOW3, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: ARP1EQOW3
- **C.18 - Value (incl. sponsor support):** $9000000000.00
- **C.18.a - Value (excl. sponsor support):** $9000000000.00
- **C.19 - Percentage of Net Assets:** 2.3000%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** Fixed Income Clearing Corp

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2026-05-07      | 0.0000%  | 0.0000% | $295500.00         | $292745.64         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-03-17      | 0.0000%  | 0.0000% | $72938300.00       | $72622331.28       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-03-24      | 0.0000%  | 0.0000% | $1131786700.00     | $1126080231.46     | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-02      | 0.0000%  | 0.0000% | $1557870600.00     | $1534860851.24     | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-05      | 0.0000%  | 0.0000% | $624200.00         | $618516.66         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-30      | 0.0000%  | 0.0000% | $1598006400.00     | $1570194696.61     | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-06-30      | 1.8750%  | 0.0000% | $9969500.00        | $9914128.08        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-15      | 2.0000%  | 0.0000% | $956795200.00      | $948918761.48      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-31      | 1.5000%  | 0.0000% | $190000.00         | $187581.92         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-09-30      | 0.8750%  | 0.0000% | $103147800.00      | $101617054.91      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-01-31      | 1.7500%  | 0.0000% | $129195400.00      | $123507500.90      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-09-30      | 3.8750%  | 0.0000% | $131549000.00      | $134069299.59      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-02-29      | 4.0000%  | 0.0000% | $53318500.00       | $54683484.53       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-15      | 4.3750%  | 0.0000% | $209993000.00      | $214966857.68      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-09-15      | 4.6250%  | 0.0000% | $18210800.00       | $18635884.74       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-12-15      | 4.3750%  | 0.0000% | $49996600.00       | $50606100.86       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-15      | 3.8750%  | 0.0000% | $32490400.00       | $33038961.31       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-12-31      | 4.2500%  | 0.0000% | $5104600.00        | $5153477.05        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-07-31      | 3.8750%  | 0.0000% | $2809100.00        | $2875924.84        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-31      | 3.3750%  | 0.0000% | $86443300.00       | $86425575.78       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-03-05      | 0.0000%  | 0.0000% | $30000.00          | $29906.49          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-03-12      | 0.0000%  | 0.0000% | $1226771900.00     | $1222062322.68     | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-23      | 0.0000%  | 0.0000% | $35000.00          | $34722.24          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-30      | 0.0000%  | 0.0000% | $1884915200.00     | $1868603143.86     | U.S. Treasuries (including strips) |

### Security 731: BARCLAYS BANK PLC

- **C.1 - Title:** BARCLAYS BANK PLC 3.710000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1EQOZ6, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: ARP1EQOZ6
- **C.18 - Value (incl. sponsor support):** $88998531.00
- **C.18.a - Value (excl. sponsor support):** $88998531.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 | 2026-04-15      | 0.1250%  | 0.0000% | $73530900.00       | $90806689.57       | U.S. Treasuries (including strips) |

### Security 732: FICC - JPMORGAN CHASE & CO

- **C.1 - Title:** FICC - JPMORGAN CHASE & CO 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1EQPU6, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: ARP1EQPU6
- **C.18 - Value (incl. sponsor support):** $2017000000.00
- **C.18.a - Value (excl. sponsor support):** $2017000000.00
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** Fixed Income Clearing Corp

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GNII SF DK6443 C     | 2055-07-20      | 7.0000%  | 0.0000% | $1055410.00        | $1100706.15        | Agency Mortgage-Backed Securities |
| GNII SF DK6565 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1423364.00        | $1485104.46        | Agency Mortgage-Backed Securities |
| GNII SF DK6598 C     | 2055-06-20      | 7.0000%  | 0.0000% | $3891884.00        | $3918785.28        | Agency Mortgage-Backed Securities |
| GNII SF DK6656 C     | 2055-06-20      | 7.0000%  | 0.0000% | $2108452.00        | $2211506.30        | Agency Mortgage-Backed Securities |
| GNPL PN DK6736       | 2060-06-15      | 5.8400%  | 0.0000% | $1640000.00        | $1729718.96        | Agency Mortgage-Backed Securities |
| GNII SF DK7028 C     | 2055-06-20      | 7.0000%  | 0.0000% | $1107662.00        | $1147185.14        | Agency Mortgage-Backed Securities |
| GNII SF DK7267 C     | 2055-06-20      | 7.0000%  | 0.0000% | $3916608.00        | $3407657.21        | Agency Mortgage-Backed Securities |
| GNII SF DK8323 C     | 2055-06-20      | 7.0000%  | 0.0000% | $1037820.00        | $1097660.55        | Agency Mortgage-Backed Securities |
| GNII ET DK8685 C     | 2065-06-20      | 3.5000%  | 0.0000% | $474192.00         | $432674.45         | Agency Mortgage-Backed Securities |
| GNII SF DK9878 C     | 2055-08-20      | 6.5000%  | 0.0000% | $1035602.00        | $1078918.36        | Agency Mortgage-Backed Securities |
| GNII SF DL0489 C     | 2055-08-20      | 7.0000%  | 0.0000% | $1619986.00        | $1684950.26        | Agency Mortgage-Backed Securities |
| GNII SF DL3542 C     | 2055-08-20      | 7.0000%  | 0.0000% | $1517914.00        | $1574521.98        | Agency Mortgage-Backed Securities |
| GNII SF DL3101 C     | 2055-08-20      | 6.5000%  | 0.0000% | $4909576.00        | $5115983.03        | Agency Mortgage-Backed Securities |
| GNII SF DL3166 C     | 2055-09-20      | 6.5000%  | 0.0000% | $1738446.00        | $1809257.29        | Agency Mortgage-Backed Securities |
| GNII SF DL4743 C     | 2055-07-20      | 7.0000%  | 0.0000% | $1432778.00        | $1491557.06        | Agency Mortgage-Backed Securities |
| GNII SF DL5183 C     | 2055-10-20      | 6.5000%  | 0.0000% | $4736856.00        | $4935725.66        | Agency Mortgage-Backed Securities |
| GNII SF DL5860 C     | 2055-08-20      | 6.5000%  | 0.0000% | $831887.00         | $879344.67         | Agency Mortgage-Backed Securities |
| GNII SF DL5948 C     | 2055-08-20      | 7.0000%  | 0.0000% | $1628440.00        | $1701539.86        | Agency Mortgage-Backed Securities |
| GNII SF DL6442 C     | 2055-08-20      | 6.5000%  | 0.0000% | $1494188.00        | $1568047.29        | Agency Mortgage-Backed Securities |
| GNII SF DM0769 C     | 2055-08-20      | 6.5000%  | 0.0000% | $48054.00          | $51181.51          | Agency Mortgage-Backed Securities |
| GNII ET DM1753 C     | 2065-09-20      | 3.0000%  | 0.0000% | $385846.00         | $347212.27         | Agency Mortgage-Backed Securities |
| GNII ET DM1754 C     | 2065-09-20      | 3.5000%  | 0.0000% | $362754.00         | $331212.17         | Agency Mortgage-Backed Securities |
| GNII SF DM1111 C     | 2055-07-20      | 6.5000%  | 0.0000% | $2530376.00        | $2429309.56        | Agency Mortgage-Backed Securities |
| GNII SF DM1572 C     | 2055-08-20      | 6.5000%  | 0.0000% | $1022444.00        | $1068204.10        | Agency Mortgage-Backed Securities |
| GNII ET DM1663 C     | 2065-08-20      | 3.0000%  | 0.0000% | $291779.00         | $262559.96         | Agency Mortgage-Backed Securities |
| GNII ET DM2985 C     | 2065-02-20      | 2.0000%  | 0.0000% | $313295.00         | $244989.17         | Agency Mortgage-Backed Securities |
| GNII SF DM3337 C     | 2055-08-20      | 6.5000%  | 0.0000% | $1674454.00        | $1695959.47        | Agency Mortgage-Backed Securities |
| GNII SF DM3435 C     | 2055-09-20      | 6.5000%  | 0.0000% | $6610664.00        | $6899980.13        | Agency Mortgage-Backed Securities |
| GNII SF DM4291 C     | 2055-09-20      | 6.5000%  | 0.0000% | $877760.00         | $926381.62         | Agency Mortgage-Backed Securities |
| GNII SF DM4564 C     | 2055-08-20      | 6.5000%  | 0.0000% | $1875406.00        | $1958794.72        | Agency Mortgage-Backed Securities |
| GNII SF DM4663 C     | 2055-11-20      | 5.5000%  | 0.0000% | $10189120.00       | $10546060.86       | Agency Mortgage-Backed Securities |
| GNII SF DM6247 C     | 2055-09-20      | 6.5000%  | 0.0000% | $4688030.00        | $4605920.83        | Agency Mortgage-Backed Securities |
| GNII SF DM6550 C     | 2055-09-20      | 6.5000%  | 0.0000% | $1421708.00        | $1493632.69        | Agency Mortgage-Backed Securities |
| GNII SF DM6723 C     | 2055-09-20      | 6.5000%  | 0.0000% | $4789264.00        | $4993336.03        | Agency Mortgage-Backed Securities |
| GNII ET DM6732 C     | 2065-09-20      | 4.5000%  | 0.0000% | $190845.00         | $186333.79         | Agency Mortgage-Backed Securities |
| GNII SF DN0005 C     | 2055-09-20      | 6.5000%  | 0.0000% | $992942.00         | $1038985.70        | Agency Mortgage-Backed Securities |
| GNII SF DN0011 C     | 2055-09-20      | 6.5000%  | 0.0000% | $922730.00         | $963367.21         | Agency Mortgage-Backed Securities |
| GNII SF DN2296 C     | 2055-10-20      | 7.0000%  | 0.0000% | $3917932.00        | $4159086.81        | Agency Mortgage-Backed Securities |
| GNII SF DN3061 C     | 2055-10-20      | 6.5000%  | 0.0000% | $10794288.00       | $11185381.54       | Agency Mortgage-Backed Securities |
| GNII ET DN4219 C     | 2065-05-20      | 3.0000%  | 0.0000% | $357621.00         | $320341.03         | Agency Mortgage-Backed Securities |
| GNII ET DN5341 C     | 2065-11-20      | 3.5000%  | 0.0000% | $75788.00          | $69550.76          | Agency Mortgage-Backed Securities |
| GNII SF DN4726 C     | 2055-10-20      | 5.5000%  | 0.0000% | $2964264.00        | $3055671.99        | Agency Mortgage-Backed Securities |
| GNII SF DN5533 C     | 2055-11-20      | 6.0000%  | 0.0000% | $986043.00         | $1023060.53        | Agency Mortgage-Backed Securities |
| GNII SF DN5547 C     | 2055-11-20      | 6.5000%  | 0.0000% | $1282526.00        | $1339926.08        | Agency Mortgage-Backed Securities |
| GNII SF DN6082 C     | 2055-11-20      | 6.5000%  | 0.0000% | $1963778.00        | $2071744.77        | Agency Mortgage-Backed Securities |
| GNII ET DN9903 C     | 2065-09-20      | 3.5000%  | 0.0000% | $615502.00         | $562424.91         | Agency Mortgage-Backed Securities |
| GNII SF DP0794 C     | 2056-01-20      | 6.5000%  | 0.0000% | $1075918.00        | $1128797.34        | Agency Mortgage-Backed Securities |
| GNII SF DP0927 C     | 2056-01-20      | 5.0000%  | 0.0000% | $386968.00         | $389646.12         | Agency Mortgage-Backed Securities |
| GNII ET DP1356 C     | 2065-11-20      | 4.5000%  | 0.0000% | $259325.00         | $253686.56         | Agency Mortgage-Backed Securities |
| GNII SF DP2891 C     | 2055-12-20      | 5.0000%  | 0.0000% | $4307264.00        | $4345513.19        | Agency Mortgage-Backed Securities |
| GNII SF DP4523 C     | 2056-01-20      | 5.0000%  | 0.0000% | $7351752.00        | $7402631.84        | Agency Mortgage-Backed Securities |
| GNII ET DP9900 C     | 2065-08-20      | 2.0000%  | 0.0000% | $167501.00         | $131758.15         | Agency Mortgage-Backed Securities |
| GNII SF DP9428 C     | 2056-01-20      | 5.0000%  | 0.0000% | $4308688.00        | $4342738.60        | Agency Mortgage-Backed Securities |
| GNII SF MB0785 M     | 2040-11-20      | 5.0000%  | 0.0000% | $486555.00         | $491114.70         | Agency Mortgage-Backed Securities |
| GNAR AF MB0883 M     | 2056-01-20      | 5.0000%  | 0.0000% | $3654176.00        | $3723666.65        | Agency Mortgage-Backed Securities |
| GNII SF MB0124 M     | 2038-04-20      | 6.5000%  | 0.0000% | $120961.00         | $48609.50          | Agency Mortgage-Backed Securities |
| GNII SF MB0238 M     | 2029-10-20      | 7.5000%  | 0.0000% | $30603.00          | $25556.74          | Agency Mortgage-Backed Securities |
| GNII SF MB0260 M     | 2055-02-20      | 6.0000%  | 0.0000% | $347754880.00      | $249999747.31      | Agency Mortgage-Backed Securities |
| GNII SF MB0461 M     | 2040-06-20      | 6.5000%  | 0.0000% | $269882.00         | $278358.49         | Agency Mortgage-Backed Securities |
| GNII SF MB0462 M     | 2040-06-20      | 7.0000%  | 0.0000% | $139184.00         | $141345.39         | Agency Mortgage-Backed Securities |
| GNII SF MB0593 M     | 2040-09-20      | 4.5000%  | 0.0000% | $434377.00         | $426288.47         | Agency Mortgage-Backed Securities |
| GNII SF MB0597 M     | 2040-09-20      | 6.5000%  | 0.0000% | $255306.00         | $262193.73         | Agency Mortgage-Backed Securities |
| GNII SF MB0658 M     | 2040-09-20      | 5.5000%  | 0.0000% | $468745.00         | $463697.38         | Agency Mortgage-Backed Securities |
| GNII JM MB0672 M     | 2055-09-20      | 5.0000%  | 0.0000% | $843795.00         | $837205.71         | Agency Mortgage-Backed Securities |
| GNII ET DF3028 C     | 2063-12-20      | 7.5000%  | 0.0000% | $107398.00         | $111088.08         | Agency Mortgage-Backed Securities |
| GNII ET DF3627 C     | 2063-12-20      | 7.5000%  | 0.0000% | $733413.00         | $751205.08         | Agency Mortgage-Backed Securities |
| GNII SF DF5198 C     | 2054-07-20      | 7.5000%  | 0.0000% | $862031.00         | $916778.28         | Agency Mortgage-Backed Securities |
| GNII ET DF5642 C     | 2064-09-20      | 7.5000%  | 0.0000% | $139110.00         | $144273.40         | Agency Mortgage-Backed Securities |
| GNII ET DF5680 C     | 2054-04-20      | 2.0000%  | 0.0000% | $195499.00         | $150605.48         | Agency Mortgage-Backed Securities |
| GNII SF DF6062 C     | 2044-10-20      | 7.0000%  | 0.0000% | $1513640.00        | $1181268.03        | Agency Mortgage-Backed Securities |
| GNII ET DG8296 C     | 2063-12-20      | 7.5000%  | 0.0000% | $583699.00         | $405162.91         | Agency Mortgage-Backed Securities |
| GNII SF DG9214 C     | 2055-02-20      | 7.0000%  | 0.0000% | $2888308.00        | $2329548.06        | Agency Mortgage-Backed Securities |
| GNII SF DG9280 C     | 2055-01-20      | 7.0000%  | 0.0000% | $1130128.00        | $960310.44         | Agency Mortgage-Backed Securities |
| GNII SF DH2738 C     | 2055-01-20      | 7.5000%  | 0.0000% | $1037430.00        | $974681.87         | Agency Mortgage-Backed Securities |
| GNII SF DH3001 C     | 2055-01-20      | 7.0000%  | 0.0000% | $1014604.00        | $948933.55         | Agency Mortgage-Backed Securities |
| GNPL PN DJ0343       | 2060-10-15      | 5.7000%  | 0.0000% | $3834600.00        | $4020564.21        | Agency Mortgage-Backed Securities |
| GNII BD DJ1394 C     | 2055-10-20      | 5.5000%  | 0.0000% | $1079226.00        | $1092907.89        | Agency Mortgage-Backed Securities |
| GNII SF DJ1828 C     | 2055-04-20      | 7.0000%  | 0.0000% | $1337704.00        | $451805.98         | Agency Mortgage-Backed Securities |
| GNII SF DJ3076 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1170116.00        | $1221107.45        | Agency Mortgage-Backed Securities |
| GNII SF DJ3087 C     | 2055-08-20      | 6.5000%  | 0.0000% | $8081280.00        | $8422603.00        | Agency Mortgage-Backed Securities |
| GNPL PN DJ5992       | 2060-11-15      | 5.2700%  | 0.0000% | $3146650.00        | $3210969.14        | Agency Mortgage-Backed Securities |
| GNII SF DJ9737 C     | 2055-06-20      | 6.5000%  | 0.0000% | $1761822.00        | $1831378.26        | Agency Mortgage-Backed Securities |
| GNII SF DK0845 C     | 2055-09-20      | 6.5000%  | 0.0000% | $1307178.00        | $1365619.72        | Agency Mortgage-Backed Securities |
| GNII ET DK3110 C     | 2065-06-20      | 4.0000%  | 0.0000% | $1221584.00        | $1163547.56        | Agency Mortgage-Backed Securities |
| GNII SF DK4957 C     | 2055-08-20      | 7.0000%  | 0.0000% | $1120702.00        | $1169534.77        | Agency Mortgage-Backed Securities |
| GNII SF DK5707 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1619320.00        | $1689980.84        | Agency Mortgage-Backed Securities |
| GNII SF DK5755 C     | 2055-07-20      | 6.5000%  | 0.0000% | $2474772.00        | $2569538.85        | Agency Mortgage-Backed Securities |
| GNII ET DK6129 C     | 2065-05-20      | 3.0000%  | 0.0000% | $198408.00         | $177081.31         | Agency Mortgage-Backed Securities |
| GNII SF DK7135 C     | 2055-06-20      | 6.5000%  | 0.0000% | $826713.00         | $865863.44         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRJ4001 | 2055-04-01      | 5.5000%  | 0.0000% | $6930000.00        | $6860148.69        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CIRR0034 | 2040-10-01      | 6.0000%  | 0.0000% | $69080576.00       | $65737186.41       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLTA2626 | 2056-01-01      | 6.0000%  | 0.0000% | $36158848.00       | $37302592.40       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA2866 | 2056-01-01      | 5.5000%  | 0.0000% | $35301376.00       | $35621908.85       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA3894 | 2056-01-01      | 5.0000%  | 0.0000% | $5188016.00        | $5243360.60        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA4039 | 2056-01-01      | 5.0000%  | 0.0000% | $4088496.00        | $4117895.47        | Agency Mortgage-Backed Securities |
| GNII SF 796478 C     | 2042-09-20      | 3.5000%  | 0.0000% | $4412100.00        | $354836.30         | Agency Mortgage-Backed Securities |
| GNII SF AA3027 C     | 2042-11-20      | 3.5000%  | 0.0000% | $9894400.00        | $939114.78         | Agency Mortgage-Backed Securities |
| GNII SF AC0071 C     | 2042-10-20      | 3.5000%  | 0.0000% | $3810450.00        | $406256.48         | Agency Mortgage-Backed Securities |
| GNII SF AC0186 C     | 2042-12-20      | 3.5000%  | 0.0000% | $3208800.00        | $285872.28         | Agency Mortgage-Backed Securities |
| GNII SF AC0282 C     | 2043-01-20      | 3.5000%  | 0.0000% | $3008250.00        | $387251.82         | Agency Mortgage-Backed Securities |
| GNII SF MA0318 M     | 2042-08-20      | 3.5000%  | 0.0000% | $44020352.00       | $3462185.93        | Agency Mortgage-Backed Securities |
| GNAR AT MA0483 M     | 2042-10-20      | 4.7500%  | 0.0000% | $310000.00         | $9364.20           | Agency Mortgage-Backed Securities |
| GNII JM MA0927 M     | 2043-04-20      | 3.5000%  | 0.0000% | $2000000.00        | $84197.93          | Agency Mortgage-Backed Securities |
| GNII SF MA0932 M     | 2043-04-20      | 2.5000%  | 0.0000% | $1785564.00        | $251785.24         | Agency Mortgage-Backed Securities |
| GNII SF MA3599 M     | 2046-04-20      | 4.5000%  | 0.0000% | $115000.00         | $8351.26           | Agency Mortgage-Backed Securities |
| GNII SF MA3376 M     | 2046-01-20      | 3.5000%  | 0.0000% | $109943.00         | $10647.57          | Agency Mortgage-Backed Securities |
| GNII SF MA3663 M     | 2046-05-20      | 3.5000%  | 0.0000% | $23000000.00       | $2388428.23        | Agency Mortgage-Backed Securities |
| GNII SF MA3666 M     | 2046-05-20      | 5.0000%  | 0.0000% | $147500.00         | $12807.67          | Agency Mortgage-Backed Securities |
| GNII SF MA4069 M     | 2046-11-20      | 3.5000%  | 0.0000% | $5760592.00        | $702314.43         | Agency Mortgage-Backed Securities |
| GNII SF MA4102 M     | 2031-11-20      | 3.0000%  | 0.0000% | $265000.00         | $28370.87          | Agency Mortgage-Backed Securities |
| GNII SF MA5306 M     | 2028-10-20      | 6.5000%  | 0.0000% | $534789.00         | $58052.20          | Agency Mortgage-Backed Securities |
| GNII SF MA4749 M     | 2032-09-20      | 3.0000%  | 0.0000% | $224867.00         | $22724.39          | Agency Mortgage-Backed Securities |
| GNII SF MA4962 M     | 2048-01-20      | 3.5000%  | 0.0000% | $927000.00         | $107352.94         | Agency Mortgage-Backed Securities |
| GNII SF MA5137 M     | 2048-04-20      | 4.0000%  | 0.0000% | $4916000.00        | $385994.65         | Agency Mortgage-Backed Securities |
| GNII SF MA5138 M     | 2048-04-20      | 4.5000%  | 0.0000% | $300000.00         | $22713.75          | Agency Mortgage-Backed Securities |
| GNII SF MA5654 M     | 2048-12-20      | 5.5000%  | 0.0000% | $1183108.00        | $85325.22          | Agency Mortgage-Backed Securities |
| GNII SF MA5625 M     | 2033-11-20      | 4.5000%  | 0.0000% | $2346536.00        | $304241.72         | Agency Mortgage-Backed Securities |
| GNII SF MA5690 M     | 2031-08-20      | 7.0000%  | 0.0000% | $53730.00          | $11857.48          | Agency Mortgage-Backed Securities |
| GNII SF MA5744 M     | 2031-10-20      | 7.0000%  | 0.0000% | $377812.00         | $65062.95          | Agency Mortgage-Backed Securities |
| GNII SF MA5766 M     | 2049-02-20      | 5.5000%  | 0.0000% | $8100000.00        | $693207.05         | Agency Mortgage-Backed Securities |
| GNII JM MA5867 M     | 2049-02-20      | 4.5000%  | 0.0000% | $1181784.00        | $78129.22          | Agency Mortgage-Backed Securities |
| GNII SF MA5934 M     | 2049-05-20      | 5.5000%  | 0.0000% | $904000.00         | $77269.74          | Agency Mortgage-Backed Securities |
| GNII SF MA6016 M     | 2034-04-20      | 4.5000%  | 0.0000% | $270896.00         | $90606.76          | Agency Mortgage-Backed Securities |
| GNII SF MA6089 M     | 2049-07-20      | 3.0000%  | 0.0000% | $6984208.00        | $934872.28         | Agency Mortgage-Backed Securities |
| GNII SF MA6473 M     | 2050-02-20      | 2.5000%  | 0.0000% | $31300000.00       | $6262473.84        | Agency Mortgage-Backed Securities |
| GNII SF MA6654 M     | 2050-05-20      | 2.0000%  | 0.0000% | $548394.00         | $227518.57         | Agency Mortgage-Backed Securities |
| GNII JM MA6759 M     | 2050-07-20      | 4.0000%  | 0.0000% | $2194088.00        | $390820.87         | Agency Mortgage-Backed Securities |
| GNII SF MA6995 M     | 2050-11-20      | 2.5000%  | 0.0000% | $1795000.00        | $706708.35         | Agency Mortgage-Backed Securities |
| GNII SF MA7452 M     | 2034-04-20      | 5.0000%  | 0.0000% | $1284562.00        | $409781.00         | Agency Mortgage-Backed Securities |
| GNII SF MA7912 M     | 2037-03-20      | 3.5000%  | 0.0000% | $647991.00         | $192564.02         | Agency Mortgage-Backed Securities |
| GNII SF MA8879 M     | 2053-05-20      | 5.5000%  | 0.0000% | $87365632.00       | $64014596.65       | Agency Mortgage-Backed Securities |
| GNII SF MA8916 M     | 2038-06-20      | 4.5000%  | 0.0000% | $140895.00         | $87588.66          | Agency Mortgage-Backed Securities |
| GNII JM MA8931 M     | 2052-03-20      | 3.0000%  | 0.0000% | $844832.00         | $706744.02         | Agency Mortgage-Backed Securities |
| GNII SF MA8263 M     | 2052-09-20      | 2.0000%  | 0.0000% | $3591816.00        | $2234844.20        | Agency Mortgage-Backed Securities |
| GNII SF MA8348 M     | 2052-10-20      | 5.0000%  | 0.0000% | $101875584.00      | $74927319.19       | Agency Mortgage-Backed Securities |
| GNII SF MA8422 M     | 2052-10-20      | 2.0000%  | 0.0000% | $1323304.00        | $761152.68         | Agency Mortgage-Backed Securities |
| GNII JM MA8558 M     | 2053-01-20      | 4.5000%  | 0.0000% | $776534.00         | $577869.51         | Agency Mortgage-Backed Securities |
| GNII SF MA8622 M     | 2030-11-20      | 8.0000%  | 0.0000% | $30681.00          | $10125.21          | Agency Mortgage-Backed Securities |
| GNII SF MA8769 M     | 2038-04-20      | 4.5000%  | 0.0000% | $132765.00         | $72270.29          | Agency Mortgage-Backed Securities |
| GNII SF MA8798 M     | 2053-03-20      | 4.0000%  | 0.0000% | $2494188.00        | $1942568.56        | Agency Mortgage-Backed Securities |
| GNII SF MA8804 M     | 2053-02-20      | 7.0000%  | 0.0000% | $56000.00          | $18845.06          | Agency Mortgage-Backed Securities |
| GNII SF MA9167 M     | 2053-08-20      | 3.5000%  | 0.0000% | $1045000.00        | $712319.06         | Agency Mortgage-Backed Securities |
| GNII SF MA9209 M     | 2038-10-20      | 6.5000%  | 0.0000% | $41934.00          | $17630.53          | Agency Mortgage-Backed Securities |
| GNII SF MA9307 M     | 2053-11-20      | 6.5000%  | 0.0000% | $47527.00          | $21374.13          | Agency Mortgage-Backed Securities |
| GNII SF MA9324 M     | 2035-02-20      | 3.5000%  | 0.0000% | $307563.00         | $246326.55         | Agency Mortgage-Backed Securities |
| GNII SF MA9425 M     | 2053-12-20      | 6.5000%  | 0.0000% | $437122.00         | $180233.11         | Agency Mortgage-Backed Securities |
| GNII SF MA9489 M     | 2054-02-20      | 6.0000%  | 0.0000% | $45227264.00       | $25717445.87       | Agency Mortgage-Backed Securities |
| GNII SF MA9606 M     | 2054-02-20      | 6.0000%  | 0.0000% | $413175808.00      | $249998843.51      | Agency Mortgage-Backed Securities |
| GNMI SF BC1138 X     | 2047-08-15      | 4.0000%  | 0.0000% | $69600.00          | $35062.64          | Agency Mortgage-Backed Securities |
| GNMI SF BC3009 X     | 2047-12-15      | 3.0000%  | 0.0000% | $769953.00         | $274167.48         | Agency Mortgage-Backed Securities |
| GNII RG CN9813 C     | 2043-02-20      | 2.5000%  | 0.0000% | $1467946.00        | $846280.85         | Agency Mortgage-Backed Securities |
| GNMI SF CO6356 X     | 2052-07-15      | 5.0000%  | 0.0000% | $14241.00          | $9824.05           | Agency Mortgage-Backed Securities |
| GNII RG CO9606 C     | 2039-01-20      | 6.0000%  | 0.0000% | $1129438.00        | $711901.29         | Agency Mortgage-Backed Securities |
| GNII RG CO9991 C     | 2048-05-20      | 3.5000%  | 0.0000% | $2188000.00        | $1566729.54        | Agency Mortgage-Backed Securities |
| GNPL PN CP8492       | 2065-04-15      | 4.7600%  | 0.0000% | $61909.00          | $60258.77          | Agency Mortgage-Backed Securities |
| GNMI SF BG0080 X     | 2048-06-15      | 5.0000%  | 0.0000% | $759024.00         | $266502.64         | Agency Mortgage-Backed Securities |
| GNMI SF BK5544 X     | 2049-09-15      | 3.0000%  | 0.0000% | $25000.00          | $6090.18           | Agency Mortgage-Backed Securities |
| GNMI SF BR6606 X     | 2050-02-15      | 3.0000%  | 0.0000% | $47717056.00       | $8713919.07        | Agency Mortgage-Backed Securities |
| GNMI SF BS5008 X     | 2050-02-15      | 3.0000%  | 0.0000% | $1185742.00        | $253220.95         | Agency Mortgage-Backed Securities |
| GNPL PN BV3342       | 2062-08-15      | 3.0200%  | 0.0000% | $51206.00          | $44564.76          | Agency Mortgage-Backed Securities |
| GNII SF BY9472 C     | 2038-11-20      | 6.5000%  | 0.0000% | $1251672.00        | $627035.49         | Agency Mortgage-Backed Securities |
| GNII SF CB6524 C     | 2051-05-20      | 3.0000%  | 0.0000% | $6312976.00        | $4092104.38        | Agency Mortgage-Backed Securities |
| GNII SF CC6421 C     | 2051-05-20      | 2.5000%  | 0.0000% | $1456414.00        | $871345.21         | Agency Mortgage-Backed Securities |
| GNII SF CC9791 C     | 2051-04-20      | 3.0000%  | 0.0000% | $74989.00          | $53859.55          | Agency Mortgage-Backed Securities |
| GNII SF CC9829 C     | 2051-06-20      | 3.0000%  | 0.0000% | $196650.00         | $137567.47         | Agency Mortgage-Backed Securities |
| GNPL LM CE7007       | 2060-08-15      | 3.2400%  | 0.0000% | $83357.00          | $73658.31          | Agency Mortgage-Backed Securities |
| GNII RG CH5841 C     | 2050-01-20      | 5.5000%  | 0.0000% | $4626768.00        | $2313953.87        | Agency Mortgage-Backed Securities |
| GNII SF CI1296 C     | 2052-02-20      | 2.5000%  | 0.0000% | $10686800.00       | $5344032.83        | Agency Mortgage-Backed Securities |
| GNII RG CI8117 C     | 2049-12-20      | 5.5000%  | 0.0000% | $2851576.00        | $1511336.72        | Agency Mortgage-Backed Securities |
| GNII RG CI8163 C     | 2048-04-20      | 3.5000%  | 0.0000% | $1058782.00        | $574850.43         | Agency Mortgage-Backed Securities |
| GNMI SF CJ2165 X     | 2052-04-15      | 3.5000%  | 0.0000% | $713781.00         | $619883.90         | Agency Mortgage-Backed Securities |
| GNII RG CK9540 C     | 2047-09-20      | 4.0000%  | 0.0000% | $1600000.00        | $1208639.14        | Agency Mortgage-Backed Securities |
| GNII SF CM0894 C     | 2052-02-20      | 2.5000%  | 0.0000% | $1032748.00        | $453333.36         | Agency Mortgage-Backed Securities |
| GNII RG CM1591 C     | 2043-02-20      | 2.5000%  | 0.0000% | $1872652.00        | $1149714.31        | Agency Mortgage-Backed Securities |
| GNII SF MA9908 M     | 2054-09-20      | 6.5000%  | 0.0000% | $50000000.00       | $25642924.58       | Agency Mortgage-Backed Securities |
| GNII SF MA9966 M     | 2054-10-20      | 6.0000%  | 0.0000% | $93370112.00       | $61594231.08       | Agency Mortgage-Backed Securities |
| GNMI SF AD6371 X     | 2048-03-15      | 3.0000%  | 0.0000% | $2373660.00        | $1352992.58        | Agency Mortgage-Backed Securities |
| GNMI SF AE3296 X     | 2046-10-15      | 2.5000%  | 0.0000% | $742785.00         | $412192.41         | Agency Mortgage-Backed Securities |
| GNMI SF AL0786 X     | 2045-01-15      | 3.0000%  | 0.0000% | $66830.00          | $6201.69           | Agency Mortgage-Backed Securities |
| GNII RG CQ2915 C     | 2038-10-20      | 6.5000%  | 0.0000% | $1771140.00        | $1147572.13        | Agency Mortgage-Backed Securities |
| GNII RG CQ5549 C     | 2039-01-20      | 6.0000%  | 0.0000% | $1976362.00        | $929968.23         | Agency Mortgage-Backed Securities |
| GNII ET CT5341 C     | 2063-02-20      | 5.5000%  | 0.0000% | $906738.00         | $792695.88         | Agency Mortgage-Backed Securities |
| GNII ET CV3980 C     | 2063-06-20      | 6.0000%  | 0.0000% | $621921.00         | $250695.16         | Agency Mortgage-Backed Securities |
| GNII SF CZ0103 C     | 2054-01-20      | 7.0000%  | 0.0000% | $10445808.00       | $9811480.33        | Agency Mortgage-Backed Securities |
| GNII SF CZ1793 C     | 2054-01-20      | 7.0000%  | 0.0000% | $1092178.00        | $282549.69         | Agency Mortgage-Backed Securities |
| GNII ET CZ7086 C     | 2063-12-20      | 7.5000%  | 0.0000% | $1376960.00        | $145622.51         | Agency Mortgage-Backed Securities |
| GNII ET CZ7108 C     | 2063-12-20      | 7.5000%  | 0.0000% | $1584726.00        | $300911.70         | Agency Mortgage-Backed Securities |
| GNII ET CZ9537 C     | 2064-01-20      | 7.5000%  | 0.0000% | $286169.00         | $295936.28         | Agency Mortgage-Backed Securities |
| GNPL PN DC7255       | 2060-07-15      | 5.8200%  | 0.0000% | $3301200.00        | $3482372.17        | Agency Mortgage-Backed Securities |
| GNII SF DD7536 C     | 2054-08-20      | 7.5000%  | 0.0000% | $1140766.00        | $1007481.71        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFS4314 | 2052-03-01      | 2.0000%  | 0.0000% | $100000.00         | $66268.75          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS7847 | 2054-02-01      | 6.0000%  | 0.0000% | $122574208.00      | $99497006.89       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS7953 | 2052-06-01      | 2.5000%  | 0.0000% | $169455.00         | $132585.23         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFS8425 | 2052-06-01      | 4.0000%  | 0.0000% | $3988412.00        | $3270632.17        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS9161 | 2054-10-01      | 5.5000%  | 0.0000% | $245000.00         | $223921.89         | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB888493 | 2035-08-01      | 5.8830%  | 0.0000% | $4746000.00        | $29074.36          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL942988 | 2037-09-01      | 6.5000%  | 0.0000% | $4217383.00        | $12304.92          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLAB0206 | 2035-04-01      | 5.5000%  | 0.0000% | $498331520.00      | $5172764.22        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CISB8151 | 2037-03-01      | 3.0000%  | 0.0000% | $172121.00         | $90627.88          | Agency Mortgage-Backed Securities |
| FEPC 03.500 CISB8166 | 2037-06-01      | 3.5000%  | 0.0000% | $1091318.00        | $610047.65         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CISB8175 | 2037-09-01      | 2.5000%  | 0.0000% | $14317856.00       | $9272114.87        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD0296 | 2050-03-01      | 4.0000%  | 0.0000% | $16940864.00       | $3395931.56        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD2067 | 2052-08-01      | 4.0000%  | 0.0000% | $21000.00          | $15787.04          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD6546 | 2054-10-01      | 5.5000%  | 0.0000% | $38087168.00       | $34231737.02       | Agency Mortgage-Backed Securities |
| FEPC 01.500 CLSD8112 | 2050-12-01      | 1.5000%  | 0.0000% | $75000000.00       | $40869047.09       | Agency Mortgage-Backed Securities |
| FEPC 08.000 CLSD8416 | 2054-02-01      | 8.0000%  | 0.0000% | $9556240.00        | $4030006.24        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQJ9116 | 2054-11-01      | 6.5000%  | 0.0000% | $2015628.00        | $1869782.59        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CIQO3212 | 2040-02-01      | 6.0000%  | 0.0000% | $1370648.00        | $1265836.13        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CIQO3826 | 2040-07-01      | 5.5000%  | 0.0000% | $1902354.00        | $1754736.08        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CIQO4061 | 2040-08-01      | 5.5000%  | 0.0000% | $1029638.00        | $967162.40         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CIQO4501 | 2040-11-01      | 5.0000%  | 0.0000% | $1405988.00        | $1419947.39        | Agency Mortgage-Backed Securities |
| FNMS 07.500 CL516151 | 2029-07-01      | 7.5000%  | 0.0000% | $7950000.00        | $98804.54          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CTAL4165 | 2031-01-01      | 4.5000%  | 0.0000% | $1308952.00        | $53359.96          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CJAL6605 | 2030-04-01      | 3.0000%  | 0.0000% | $3000000.00        | $131173.41         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CJAO0326 | 2027-04-01      | 3.0000%  | 0.0000% | $2000000.00        | $46281.46          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CVAO9985 | 2027-07-01      | 2.5000%  | 0.0000% | $3000000.00        | $63191.74          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CQAQ7913 | 2032-12-01      | 3.5000%  | 0.0000% | $600000.00         | $63962.30          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAR4208 | 2043-02-01      | 3.5000%  | 0.0000% | $15017408.00       | $2417225.49        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIAR8953 | 2028-03-01      | 3.0000%  | 0.0000% | $14582592.00       | $432612.28         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIAS0350 | 2028-09-01      | 3.0000%  | 0.0000% | $25903552.00       | $780566.80         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CL749373 | 2033-11-01      | 5.0000%  | 0.0000% | $633120.00         | $10162.40          | Agency Mortgage-Backed Securities |
| FNMS 07.500 CL882035 | 2036-05-01      | 7.5000%  | 0.0000% | $701797.00         | $25278.49          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDB4457 | 2054-08-01      | 5.5000%  | 0.0000% | $113552.00         | $101801.68         | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDC0315 | 2054-07-01      | 7.0000%  | 0.0000% | $2545608.00        | $2405180.75        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC1756 | 2054-10-01      | 5.5000%  | 0.0000% | $253301.00         | $253902.18         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDC9149 | 2054-12-01      | 5.0000%  | 0.0000% | $201183.00         | $199037.08         | Agency Mortgage-Backed Securities |
| FNMS 07.500 CLDD4454 | 2055-03-01      | 7.5000%  | 0.0000% | $1021360.00        | $610854.44         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE3723 | 2055-06-01      | 5.5000%  | 0.0000% | $1654902.00        | $1699077.43        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE6644 | 2055-08-01      | 6.0000%  | 0.0000% | $4919290.00        | $4945028.57        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBK3211 | 2048-03-01      | 4.5000%  | 0.0000% | $1259244.00        | $211346.82         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBT1920 | 2052-02-01      | 3.0000%  | 0.0000% | $500000.00         | $315955.10         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBV5824 | 2055-06-01      | 5.0000%  | 0.0000% | $2599660.00        | $2605838.37        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIBV6390 | 2040-12-01      | 6.0000%  | 0.0000% | $2437132.00        | $2514695.17        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBW0741 | 2052-05-01      | 4.5000%  | 0.0000% | $170400.00         | $107733.76         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBW1461 | 2052-06-01      | 4.0000%  | 0.0000% | $49992.00          | $33331.61          | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ4673 | 2032-09-01      | 4.4500%  | 0.0000% | $1067000.00        | $1078594.79        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ6273 | 2032-01-01      | 4.2500%  | 0.0000% | $41097000.00       | $41287180.93       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CICB0948 | 2036-06-01      | 2.5000%  | 0.0000% | $377729.00         | $156758.31         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB7374 | 2053-10-01      | 6.5000%  | 0.0000% | $3348244.00        | $2509754.43        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CICB7402 | 2038-10-01      | 6.0000%  | 0.0000% | $2204880.00        | $1647661.45        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB8388 | 2054-04-01      | 6.5000%  | 0.0000% | $58000.00          | $37906.83          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDG1402 | 2056-02-01      | 5.0000%  | 0.0000% | $2495612.00        | $2520011.04        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFA4506 | 2054-02-01      | 4.0000%  | 0.0000% | $42355712.00       | $40401598.28       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFA4512 | 2056-02-01      | 4.5000%  | 0.0000% | $77650688.00       | $76422254.12       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFM4284 | 2050-06-01      | 4.0000%  | 0.0000% | $10000000.00       | $2567480.27        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CNFM6417 | 2031-04-01      | 2.0000%  | 0.0000% | $240000.00         | $67864.63          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM8038 | 2051-07-01      | 3.0000%  | 0.0000% | $1600000.00        | $845033.99         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS0980 | 2052-03-01      | 3.0000%  | 0.0000% | $231000.00         | $153806.36         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFS3300 | 2052-11-01      | 6.5000%  | 0.0000% | $72188.00          | $50379.47          | Agency Mortgage-Backed Securities |
| GNII SF MB0685 M     | 2055-09-20      | 5.0000%  | 0.0000% | $19635000.00       | $19617720.05       | Agency Mortgage-Backed Securities |
| GNII SF DI1118 C     | 2055-02-20      | 6.5000%  | 0.0000% | $24793760.00       | $26326649.01       | Agency Mortgage-Backed Securities |
| GNII SF DI2224 C     | 2052-02-20      | 5.5000%  | 0.0000% | $938149.00         | $339173.75         | Agency Mortgage-Backed Securities |
| GNII SF DI3258 C     | 2055-03-20      | 7.0000%  | 0.0000% | $1468170.00        | $1309903.02        | Agency Mortgage-Backed Securities |
| GNII SF DI8419 C     | 2055-07-20      | 7.0000%  | 0.0000% | $2249400.00        | $2338921.04        | Agency Mortgage-Backed Securities |
| GNII SF DI9252 C     | 2055-05-20      | 6.5000%  | 0.0000% | $1207114.00        | $1257391.42        | Agency Mortgage-Backed Securities |
| GNII SF DI9557 C     | 2055-05-20      | 7.0000%  | 0.0000% | $1123488.00        | $1176122.84        | Agency Mortgage-Backed Securities |
| GNII SF DO0867 C     | 2055-12-20      | 5.5000%  | 0.0000% | $4140584.00        | $4246260.06        | Agency Mortgage-Backed Securities |
| GNII ET DO0339 C     | 2065-09-20      | 2.0000%  | 0.0000% | $500473.00         | $392548.35         | Agency Mortgage-Backed Securities |
| GNII ET DO2119 C     | 2062-04-20      | 3.5000%  | 0.0000% | $169592.00         | $154033.20         | Agency Mortgage-Backed Securities |
| GNII SF DO2177 C     | 2055-11-20      | 6.5000%  | 0.0000% | $1161832.00        | $1212143.19        | Agency Mortgage-Backed Securities |
| GNII SF DO2190 C     | 2055-11-20      | 6.0000%  | 0.0000% | $1508626.00        | $1558404.84        | Agency Mortgage-Backed Securities |
| GNII SF DO2400 C     | 2055-12-20      | 6.5000%  | 0.0000% | $1332882.00        | $1393971.52        | Agency Mortgage-Backed Securities |
| GNII SF DO3806 C     | 2055-12-20      | 5.0000%  | 0.0000% | $83692672.00       | $84177220.03       | Agency Mortgage-Backed Securities |
| GNII SF AR7646 C     | 2046-02-20      | 3.5000%  | 0.0000% | $500000.00         | $97636.55          | Agency Mortgage-Backed Securities |
| GNMI SF AS4907 X     | 2046-04-15      | 4.0000%  | 0.0000% | $909018.00         | $86350.84          | Agency Mortgage-Backed Securities |
| GNII SF AV7468 C     | 2046-09-20      | 3.5000%  | 0.0000% | $5000000.00        | $594031.76         | Agency Mortgage-Backed Securities |
| GNMI SF 722016 X     | 2028-12-15      | 2.5000%  | 0.0000% | $1331238.00        | $129847.11         | Agency Mortgage-Backed Securities |
| GNMI SF 507768 X     | 2029-04-15      | 6.5000%  | 0.0000% | $29556732.00       | $20312.76          | Agency Mortgage-Backed Securities |
| GNAR AF 082373 M     | 2039-08-20      | 5.3750%  | 0.0000% | $45000000.00       | $699690.01         | Agency Mortgage-Backed Securities |
| GNII SP 784474 C     | 2048-02-20      | 3.5000%  | 0.0000% | $5800000.00        | $1434482.63        | Agency Mortgage-Backed Securities |
| GNII SP 784479 C     | 2048-04-20      | 3.5000%  | 0.0000% | $1131616.00        | $370858.18         | Agency Mortgage-Backed Securities |
| GNMI JP 783793 X     | 2028-07-15      | 3.0000%  | 0.0000% | $2300000.00        | $51713.00          | Agency Mortgage-Backed Securities |
| GNMI JP 783794 X     | 2028-07-15      | 2.0000%  | 0.0000% | $27923904.00       | $751422.05         | Agency Mortgage-Backed Securities |
| GNMI SP 784025 X     | 2044-05-15      | 4.5000%  | 0.0000% | $264282.00         | $86062.73          | Agency Mortgage-Backed Securities |
| GNII SP 785283 C     | 2051-01-20      | 2.5000%  | 0.0000% | $175000.00         | $81611.05          | Agency Mortgage-Backed Securities |
| GNII SP 786335 C     | 2052-09-20      | 4.5000%  | 0.0000% | $800000.00         | $568939.83         | Agency Mortgage-Backed Securities |
| GNII SP 785532 C     | 2051-06-20      | 3.0000%  | 0.0000% | $200000.00         | $113973.38         | Agency Mortgage-Backed Securities |
| GNII SP 785764 C     | 2051-11-20      | 2.5000%  | 0.0000% | $2097000.00        | $1255616.13        | Agency Mortgage-Backed Securities |
| GNII SP 786474 C     | 2053-01-20      | 5.0000%  | 0.0000% | $800000.00         | $601750.94         | Agency Mortgage-Backed Securities |
| GNII SP 786723 C     | 2052-11-20      | 3.5000%  | 0.0000% | $8921040.00        | $5681370.06        | Agency Mortgage-Backed Securities |
| GNII SP 786862 C     | 2052-02-20      | 3.0000%  | 0.0000% | $3000000.00        | $2121906.22        | Agency Mortgage-Backed Securities |
| GNII SP 787700 M     | 2050-02-20      | 3.0000%  | 0.0000% | $84447488.00       | $68538250.05       | Agency Mortgage-Backed Securities |
| GNMI SP 787779 X     | 2050-03-15      | 3.5000%  | 0.0000% | $31868544.00       | $27715427.99       | Agency Mortgage-Backed Securities |
| GNII SF 626951 C     | 2045-06-20      | 3.0000%  | 0.0000% | $5425648.00        | $2434056.03        | Agency Mortgage-Backed Securities |
| GNMI SF 709503 X     | 2039-11-15      | 5.5000%  | 0.0000% | $200000.00         | $10488.33          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAB6900 | 2042-11-01      | 3.0000%  | 0.0000% | $15727984.00       | $2559873.30        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIMA5384 | 2039-04-01      | 4.0000%  | 0.0000% | $544066.00         | $442898.05         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIMA5019 | 2038-04-01      | 3.0000%  | 0.0000% | $325724.00         | $219941.39         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA5611 | 2055-02-01      | 4.0000%  | 0.0000% | $1967228.00        | $1799233.96        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CTMA5740 | 2045-06-01      | 5.0000%  | 0.0000% | $106249.00         | $93735.22          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIMA5780 | 2040-05-01      | 3.0000%  | 0.0000% | $99271.00          | $92218.96          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA5789 | 2055-08-01      | 4.0000%  | 0.0000% | $970831.00         | $907330.13         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CTMA5919 | 2045-12-01      | 4.5000%  | 0.0000% | $12759000.00       | $12566165.85       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CTMA5965 | 2045-12-01      | 4.0000%  | 0.0000% | $5279752.00        | $5120173.56        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQY9619 | 2055-07-01      | 6.5000%  | 0.0000% | $4351688.00        | $4561907.55        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQZ2996 | 2055-09-01      | 5.0000%  | 0.0000% | $3064848.00        | $3068449.32        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQZ9106 | 2055-11-01      | 5.0000%  | 0.0000% | $1826146.00        | $1836162.10        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ9146 | 2055-11-01      | 6.0000%  | 0.0000% | $31044800.00       | $31873943.24       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSL3025 | 2055-10-01      | 5.5000%  | 0.0000% | $53953536.00       | $54854958.85       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSL4007 | 2056-01-01      | 6.0000%  | 0.0000% | $143744512.00      | $148610455.34      | Agency Mortgage-Backed Securities |

### Security 733: GOLDMAN SACHS & CO LLC

- **C.1 - Title:** GOLDMAN SACHS & CO LLC 3.680000%
- **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: ARP1EQPY8, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: ARP1EQPY8
- **C.18 - Value (incl. sponsor support):** $2417900000.00
- **C.18.a - Value (excl. sponsor support):** $2417900000.00
- **C.19 - Percentage of Net Assets:** 0.6200%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FEPC 05.500 CTRB1190   | 2045-06-01      | 5.5000%  | 0.0000% | $4955544.00        | $4835744.06        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CTRB5336   | 2045-03-01      | 5.0000%  | 0.0000% | $3008260.00        | $2641280.04        | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CTRB5346   | 2045-05-01      | 4.5000%  | 0.0000% | $841840.00         | $827355.41         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CTRB5354   | 2045-07-01      | 5.0000%  | 0.0000% | $5786000.00        | $5383977.06        | Agency Mortgage-Backed Securities         |
| FEPC 01.500 CNRD5055   | 2031-04-01      | 1.5000%  | 0.0000% | $22871680.00       | $7768847.61        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQI4619   | 2054-04-01      | 5.0000%  | 0.0000% | $1623612.00        | $1581454.71        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 ZC310229   | 2043-08-25      | 3.5000%  | 0.0000% | $7229720.00        | $5686736.21        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CTAS0469   | 2033-09-01      | 4.0000%  | 0.0000% | $2200000.00        | $332583.60         | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAS4431   | 2045-02-01      | 4.5000%  | 0.0000% | $6838160.00        | $1526861.51        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 GLAS6580   | 2046-02-01      | 3.5000%  | 0.0000% | $2376664.00        | $849971.85         | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAS9985   | 2047-07-01      | 4.5000%  | 0.0000% | $61406640.00       | $10516399.34       | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDC2008   | 2054-09-01      | 6.5000%  | 0.0000% | $2405824.00        | $1784593.62        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDC3311   | 2054-09-01      | 5.0000%  | 0.0000% | $8313840.00        | $7230848.98        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLDC9578   | 2055-01-01      | 4.5000%  | 0.0000% | $1508788.00        | $1469772.45        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDD7199   | 2055-04-01      | 5.5000%  | 0.0000% | $1394998.00        | $1229016.68        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDD6394   | 2055-04-01      | 6.0000%  | 0.0000% | $117996.00         | $106643.69         | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDD9114   | 2055-05-01      | 6.5000%  | 0.0000% | $12355968.00       | $10702373.16       | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDE4991   | 2055-07-01      | 6.0000%  | 0.0000% | $5583936.00        | $5192603.98        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDE5935   | 2055-08-01      | 6.5000%  | 0.0000% | $12524064.00       | $12966393.87       | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDE6790   | 2055-09-01      | 6.0000%  | 0.0000% | $1312308.00        | $1197659.79        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDE9935   | 2055-10-01      | 6.0000%  | 0.0000% | $9081904.00        | $8873844.46        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDF5479   | 2055-12-01      | 5.5000%  | 0.0000% | $3083956.00        | $3139423.18        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLDF6911   | 2056-01-01      | 4.5000%  | 0.0000% | $7357448.00        | $7253987.57        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDF7375   | 2055-12-01      | 5.0000%  | 0.0000% | $3104884.00        | $3132793.36        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLBD7154   | 2047-04-01      | 3.5000%  | 0.0000% | $2200000.00        | $272503.17         | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBD8972   | 2046-11-01      | 4.0000%  | 0.0000% | $8123248.00        | $1294184.50        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 I4BF0249   | 2058-01-01      | 3.5000%  | 0.0000% | $11500000.00       | $3893093.89        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 I3BF0319   | 2048-07-01      | 4.0000%  | 0.0000% | $4555000.00        | $1453359.60        | Agency Mortgage-Backed Securities         |
| FNMS 03.000 U6BF0500   | 2054-12-01      | 3.0000%  | 0.0000% | $1650000.00        | $913521.94         | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBM4676   | 2048-10-01      | 4.0000%  | 0.0000% | $1515000.00        | $352195.04         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLBN6705   | 2049-06-01      | 3.5000%  | 0.0000% | $2900000.00        | $374253.63         | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLBR3771   | 2051-04-01      | 2.0000%  | 0.0000% | $24753408.00       | $15879106.84       | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLBR9269   | 2051-06-01      | 2.0000%  | 0.0000% | $29884256.00       | $18442758.01       | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CTBT5149   | 2041-08-01      | 2.5000%  | 0.0000% | $1518808.00        | $944569.45         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLBT8087   | 2053-04-01      | 6.0000%  | 0.0000% | $10249360.00       | $6006137.47        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLBV6227   | 2055-10-01      | 5.5000%  | 0.0000% | $2576590.00        | $2655514.73        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLBV6051   | 2055-09-01      | 5.5000%  | 0.0000% | $7968464.00        | $8183642.71        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBV6616   | 2052-04-01      | 4.0000%  | 0.0000% | $1005318.00        | $712952.51         | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBV8024   | 2052-08-01      | 4.0000%  | 0.0000% | $4159800.00        | $3131837.17        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBW4896   | 2053-04-01      | 5.0000%  | 0.0000% | $20790688.00       | $14853640.54       | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLBW7282   | 2052-07-01      | 2.0000%  | 0.0000% | $591750.00         | $400097.00         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBW9887   | 2052-10-01      | 5.0000%  | 0.0000% | $54772096.00       | $41632859.42       | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLBX5559   | 2053-01-01      | 6.0000%  | 0.0000% | $1618490.00        | $1180115.29        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLBX6075   | 2053-03-01      | 5.5000%  | 0.0000% | $5200000.00        | $3554324.23        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBX8432   | 2053-04-01      | 4.0000%  | 0.0000% | $3625944.00        | $3294623.57        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBX8766   | 2053-03-01      | 5.0000%  | 0.0000% | $2010648.00        | $1836907.18        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBX9041   | 2053-04-01      | 5.0000%  | 0.0000% | $11437568.00       | $8783596.25        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBX9758   | 2053-04-01      | 5.0000%  | 0.0000% | $18525664.00       | $14541819.27       | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBY2313   | 2053-06-01      | 5.0000%  | 0.0000% | $1011740.00        | $979503.43         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLBY4561   | 2053-10-01      | 6.0000%  | 0.0000% | $481830.00         | $326905.66         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBY6162   | 2053-07-01      | 5.0000%  | 0.0000% | $14376624.00       | $10530514.21       | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CICA6887   | 2035-07-01      | 4.0000%  | 0.0000% | $1037296.00        | $422984.50         | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCA8296   | 2050-12-01      | 4.5000%  | 0.0000% | $1996146.00        | $882433.94         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLCB3584   | 2052-05-01      | 3.0000%  | 0.0000% | $2450016.00        | $1760560.72        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLCB4113   | 2052-07-01      | 3.5000%  | 0.0000% | $523000.00         | $379324.53         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCB4927   | 2052-10-01      | 6.0000%  | 0.0000% | $1150000.00        | $707397.50         | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLCB4936   | 2052-10-01      | 4.0000%  | 0.0000% | $14293040.00       | $9967480.14        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLCB6234   | 2053-05-01      | 4.0000%  | 0.0000% | $2930000.00        | $2313062.83        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CTCB5934   | 2043-03-01      | 4.5000%  | 0.0000% | $3553870.00        | $2722938.34        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCB6621   | 2053-06-01      | 4.5000%  | 0.0000% | $2976000.00        | $2606511.76        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCB7417   | 2053-11-01      | 6.0000%  | 0.0000% | $125087872.00      | $97709124.41       | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCB8853   | 2054-07-01      | 6.0000%  | 0.0000% | $8770000.00        | $7597691.50        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB9790   | 2055-01-01      | 5.5000%  | 0.0000% | $12514752.00       | $11808972.87       | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCB9339   | 2054-10-01      | 6.0000%  | 0.0000% | $524288.00         | $473407.09         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB9612   | 2054-12-01      | 5.5000%  | 0.0000% | $428000.00         | $405170.55         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CTCB9754   | 2045-01-01      | 6.0000%  | 0.0000% | $1136222.00        | $1141040.01        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDF8765   | 2056-02-01      | 5.5000%  | 0.0000% | $5460048.00        | $5607516.01        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDF8747   | 2056-01-01      | 5.5000%  | 0.0000% | $4367704.00        | $4493662.28        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDF9088   | 2056-01-01      | 6.0000%  | 0.0000% | $1825180.00        | $1877459.93        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFA0208   | 2055-01-01      | 5.0000%  | 0.0000% | $1158766.00        | $1145181.42        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLFA1059   | 2054-02-01      | 6.5000%  | 0.0000% | $62982144.00       | $53913676.62       | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLFA1060   | 2050-09-01      | 4.5000%  | 0.0000% | $20527520.00       | $19132162.21       | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFA1618   | 2055-05-01      | 5.0000%  | 0.0000% | $52628672.00       | $49566869.13       | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFA1886   | 2052-06-01      | 3.0000%  | 0.0000% | $13678336.00       | $11668223.56       | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFA3539   | 2055-11-01      | 5.0000%  | 0.0000% | $2103140.00        | $2112676.98        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFA3116   | 2055-10-01      | 5.5000%  | 0.0000% | $14964080.00       | $15296424.67       | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFA3150   | 2055-11-01      | 5.5000%  | 0.0000% | $75104000.00       | $76228066.40       | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CTFM2609   | 2037-10-01      | 4.0000%  | 0.0000% | $1450000.00        | $349676.11         | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFM2274   | 2049-08-01      | 4.0000%  | 0.0000% | $6738984.00        | $1534727.47        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFM7147   | 2050-08-01      | 3.5000%  | 0.0000% | $1039458.00        | $413763.71         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFM7599   | 2051-01-01      | 3.5000%  | 0.0000% | $3739000.00        | $1240507.23        | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFM8440   | 2051-08-01      | 2.5000%  | 0.0000% | $27498624.00       | $16444191.96       | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFM8659   | 2051-09-01      | 2.5000%  | 0.0000% | $1925000.00        | $1182013.29        | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLFM9538   | 2051-11-01      | 2.0000%  | 0.0000% | $1115000.00        | $678093.31         | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLFS0604   | 2051-07-01      | 2.0000%  | 0.0000% | $3786984.00        | $2357057.48        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFS1866   | 2052-05-01      | 3.5000%  | 0.0000% | $700000.00         | $523454.88         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFS2430   | 2051-02-01      | 3.5000%  | 0.0000% | $3558584.00        | $2188010.64        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFS3255   | 2052-11-01      | 5.0000%  | 0.0000% | $500000.00         | $380738.23         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFS4166   | 2053-04-01      | 5.5000%  | 0.0000% | $600000.00         | $447300.46         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFS5270   | 2053-07-01      | 5.5000%  | 0.0000% | $800000.00         | $646268.58         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFS4505   | 2052-06-01      | 3.0000%  | 0.0000% | $9201936.00        | $6543623.78        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFS4940   | 2053-06-01      | 5.0000%  | 0.0000% | $4527360.00        | $3852766.91        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFS5230   | 2053-06-01      | 5.5000%  | 0.0000% | $6732000.00        | $4960675.35        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFS5766   | 2053-09-01      | 5.5000%  | 0.0000% | $10912816.00       | $8653784.81        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CIFS7113   | 2039-02-01      | 4.5000%  | 0.0000% | $513105.00         | $377092.96         | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFS7944   | 2052-06-01      | 2.5000%  | 0.0000% | $2050000.00        | $1560400.01        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFS9800   | 2054-11-01      | 5.5000%  | 0.0000% | $66035440.00       | $61294590.70       | Agency Mortgage-Backed Securities         |
| FNMS 02.000 ZLFP0025   | 2050-08-25      | 2.0000%  | 0.0000% | $3319000.00        | $2242438.71        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCC0694   | 2055-07-01      | 5.0000%  | 0.0000% | $15145664.00       | $14534287.52       | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCC0708   | 2055-07-01      | 5.5000%  | 0.0000% | $34394880.00       | $34731500.86       | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCC1006   | 2055-09-01      | 5.5000%  | 0.0000% | $17097632.00       | $17222992.90       | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CL995203   | 2035-07-01      | 5.0000%  | 0.0000% | $64361728.00       | $846839.82         | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAA9393   | 2039-07-01      | 4.5000%  | 0.0000% | $6637512.00        | $338256.64         | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAB3271   | 2041-07-01      | 4.5000%  | 0.0000% | $65500000.00       | $5059335.30        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 GLAB3805   | 2041-11-01      | 3.5000%  | 0.0000% | $7890208.00        | $952948.50         | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CTMA0920   | 2031-12-01      | 4.0000%  | 0.0000% | $41496448.00       | $1996949.69        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CTMA0952   | 2032-01-01      | 4.0000%  | 0.0000% | $25298240.00       | $1128158.68        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CRMA1213   | 2042-10-01      | 3.5000%  | 0.0000% | $3643000.00        | $445168.07         | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CKMA2809   | 2046-10-01      | 4.5000%  | 0.0000% | $1885000.00        | $418247.27         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CVMA2886   | 2031-12-01      | 3.0000%  | 0.0000% | $2396732.00        | $420760.99         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLMA3356   | 2048-05-01      | 3.5000%  | 0.0000% | $11055056.00       | $1259331.52        | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLMA3902   | 2050-01-01      | 2.5000%  | 0.0000% | $18414528.00       | $4153139.73        | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CIMA4012   | 2035-05-01      | 2.0000%  | 0.0000% | $2600000.00        | $672517.79         | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLMA4078   | 2050-07-01      | 2.5000%  | 0.0000% | $3900000.00        | $1363087.76        | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CIMA4206   | 2035-12-01      | 2.0000%  | 0.0000% | $5000000.00        | $2074337.20        | Agency Mortgage-Backed Securities         |
| 06.000 FGPC P00038 G   | 2033-05-01      | 6.0000%  | 0.0000% | $27667072.00       | $318111.78         | Agency Mortgage-Backed Securities         |
| GNRM 2009-058 AP       | 2039-06-20      | 4.0000%  | 0.0000% | $6000000.00        | $119062.08         | Agency Collateralized Mortgage Obligation |
| GNRM 2009-061 NP       | 2039-08-20      | 4.0000%  | 0.0000% | $5000000.00        | $49602.51          | Agency Collateralized Mortgage Obligation |
| GNRA 2010-117 LF       | 2040-09-20      | 4.1898%  | 0.0000% | $76000000.00       | $1109294.42        | Agency Collateralized Mortgage Obligation |
| GNRM 2012-012 KB       | 2042-01-20      | 4.5000%  | 0.0000% | $48000.00          | $45368.30          | Agency Collateralized Mortgage Obligation |
| GNRM 2013-071 NA       | 2041-08-20      | 2.5000%  | 0.0000% | $2175000.00        | $88747.50          | Agency Collateralized Mortgage Obligation |
| GNRM 2013-148 BP       | 2043-10-20      | 3.5000%  | 0.0000% | $7595008.00        | $5850487.83        | Agency Collateralized Mortgage Obligation |
| GNRM 2014-068 DY       | 2040-02-16      | 3.0000%  | 0.0000% | $146000.00         | $121427.57         | Agency Collateralized Mortgage Obligation |
| GNRM 2015-178 CP       | 2044-12-20      | 3.0000%  | 0.0000% | $24561920.00       | $2639194.53        | Agency Collateralized Mortgage Obligation |
| GNRM 2016-91 KA        | 2046-07-20      | 2.5000%  | 0.0000% | $258500.00         | $15166.71          | Agency Collateralized Mortgage Obligation |
| GNRM 2018-24 NW        | 2048-09-20      | 3.5000%  | 0.0000% | $1845000.00        | $376984.19         | Agency Collateralized Mortgage Obligation |
| GNRM 2022-096 A        | 2039-01-16      | 2.2500%  | 0.0000% | $76018304.00       | $57956848.58       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-140 TA       | 2064-06-16      | 4.0000%  | 0.0000% | $226688.00         | $206892.79         | Agency Collateralized Mortgage Obligation |
| GNRA 2025-134 FC       | 2055-08-20      | 4.8530%  | 0.0000% | $500000.00         | $500067.65         | Agency Collateralized Mortgage Obligation |
| GNRM 2020-036 KP       | 2049-08-20      | 1.6000%  | 0.0000% | $50000000.00       | $19046921.57       | Agency Collateralized Mortgage Obligation |
| GNRM 2021-032 AD       | 2051-02-20      | 1.5000%  | 0.0000% | $30000000.00       | $15633393.94       | Agency Collateralized Mortgage Obligation |
| GNRM 2021-024 AG       | 2051-02-20      | 1.5000%  | 0.0000% | $28500000.00       | $15257527.49       | Agency Collateralized Mortgage Obligation |
| GNRM 2021-159 QJ       | 2051-09-20      | 3.0000%  | 0.0000% | $959000.00         | $495689.03         | Agency Collateralized Mortgage Obligation |
| GNRA 2021-215 KA       | 2049-10-20      | 2.5000%  | 0.0000% | $3525000.00        | $2064924.14        | Agency Collateralized Mortgage Obligation |
| GNRM 2022-024 GA       | 2052-02-20      | 3.0000%  | 0.0000% | $1872000.00        | $1098596.64        | Agency Collateralized Mortgage Obligation |
| GNRA 2021-223 QA       | 2051-10-20      | 2.5000%  | 0.0000% | $400000.00         | $254331.51         | Agency Collateralized Mortgage Obligation |
| GNRM 2022-024 QY       | 2052-02-20      | 3.0000%  | 0.0000% | $501940.00         | $408460.54         | Agency Collateralized Mortgage Obligation |
| GNRM 2022-127 QM       | 2052-07-20      | 4.0000%  | 0.0000% | $651000.00         | $555530.34         | Agency Collateralized Mortgage Obligation |
| GNRA 2024-105 FK       | 2054-06-20      | 4.8530%  | 0.0000% | $133333248.00      | $89248008.74       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-078 FH       | 2054-05-20      | 4.9530%  | 0.0000% | $1000000.00        | $681228.67         | Agency Collateralized Mortgage Obligation |
| GNRA 2024-184 JF       | 2054-11-20      | 4.9030%  | 0.0000% | $14525776.00       | $13449390.92       | Agency Collateralized Mortgage Obligation |
| GNRM 2025-188 CM       | 2053-04-20      | 5.0000%  | 0.0000% | $31000000.00       | $31130286.09       | Agency Collateralized Mortgage Obligation |
| GNRM 2025-188 DT       | 2055-11-20      | 4.5000%  | 0.0000% | $8000000.00        | $7864327.47        | Agency Collateralized Mortgage Obligation |
| GNRA 2026-010 JF       | 2056-01-20      | 4.5067%  | 0.0000% | $47275000.00       | $47489196.20       | Agency Collateralized Mortgage Obligation |
| FNMS 02.000 CIMA4179   | 2035-11-01      | 2.0000%  | 0.0000% | $5000000.00        | $2043959.55        | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLMA4768   | 2052-09-01      | 2.5000%  | 0.0000% | $4174560.00        | $2927515.40        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CIMA5425   | 2039-07-01      | 5.5000%  | 0.0000% | $3000000.00        | $1676709.36        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CTMA5920   | 2045-12-01      | 5.0000%  | 0.0000% | $49499584.00       | $49411466.18       | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAE7374   | 2040-11-01      | 4.0000%  | 0.0000% | $611839.00         | $48867.81          | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLQX6011   | 2055-02-01      | 4.5000%  | 0.0000% | $1578926.00        | $1354749.17        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQX7228   | 2055-03-01      | 6.0000%  | 0.0000% | $7712580.00        | $6999210.76        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQX9036   | 2055-04-01      | 6.5000%  | 0.0000% | $9355168.00        | $9338567.49        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQY2302   | 2055-05-01      | 5.0000%  | 0.0000% | $1017870.00        | $656647.58         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQY2492   | 2055-05-01      | 5.5000%  | 0.0000% | $15149280.00       | $14552188.87       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQY2983   | 2055-05-01      | 5.5000%  | 0.0000% | $3900096.00        | $3943835.42        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQY4861   | 2055-06-01      | 6.5000%  | 0.0000% | $8508368.00        | $8888279.83        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY5947   | 2055-06-01      | 6.0000%  | 0.0000% | $1378000.00        | $1309119.35        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQY9964   | 2055-07-01      | 6.5000%  | 0.0000% | $5276848.00        | $4038219.08        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQZ7819   | 2055-10-01      | 6.5000%  | 0.0000% | $2562212.00        | $2131285.25        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQZ7926   | 2055-10-01      | 6.5000%  | 0.0000% | $1462950.00        | $1526123.79        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQZ9507   | 2055-11-01      | 5.5000%  | 0.0000% | $10787888.00       | $10973576.72       | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSL0567   | 2053-07-01      | 5.0000%  | 0.0000% | $204766208.00      | $190685996.87      | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSL1522   | 2055-02-01      | 6.0000%  | 0.0000% | $75557120.00       | $72239493.09       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSL1652   | 2053-10-01      | 5.5000%  | 0.0000% | $1782962.00        | $1736429.87        | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSL3587   | 2050-02-01      | 3.5000%  | 0.0000% | $38389888.00       | $36107937.95       | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSL3864   | 2050-08-01      | 3.5000%  | 0.0000% | $45552384.00       | $43057229.97       | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSL4114   | 2053-03-01      | 3.5000%  | 0.0000% | $49143040.00       | $46179933.08       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRJ2622   | 2054-10-01      | 5.5000%  | 0.0000% | $147836928.00      | $134509811.39      | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRJ3251   | 2055-01-01      | 5.5000%  | 0.0000% | $8244000.00        | $7682468.06        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRJ3888   | 2055-04-01      | 6.0000%  | 0.0000% | $85186688.00       | $82118355.94       | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRJ4680   | 2055-08-01      | 5.0000%  | 0.0000% | $12919344.00       | $13006991.39       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRJ5577   | 2055-12-01      | 6.0000%  | 0.0000% | $61500000.00       | $62166896.96       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRQ0095   | 2056-01-01      | 5.5000%  | 0.0000% | $87783808.00       | $89493709.82       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLTA2725   | 2055-12-01      | 6.0000%  | 0.0000% | $3063000.00        | $3149241.92        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLTA2797   | 2056-01-01      | 6.0000%  | 0.0000% | $1387082.00        | $1452271.05        | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLTA3453   | 2056-01-01      | 4.5000%  | 0.0000% | $152273.00         | $150547.19         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLTA4338   | 2056-01-01      | 5.5000%  | 0.0000% | $3274352.00        | $3344182.65        | Agency Mortgage-Backed Securities         |
| GNMI SF AB9109 X       | 2042-10-15      | 3.0000%  | 0.0000% | $1499936.00        | $157405.61         | Agency Mortgage-Backed Securities         |
| GNII SF MA2724 M       | 2030-04-20      | 3.0000%  | 0.0000% | $746706.00         | $33496.76          | Agency Mortgage-Backed Securities         |
| GNII SF MA4900 M       | 2047-12-20      | 3.5000%  | 0.0000% | $340000.00         | $41365.23          | Agency Mortgage-Backed Securities         |
| GNII SF MA6043 M       | 2049-05-20      | 5.5000%  | 0.0000% | $1049000.00        | $94490.32          | Agency Mortgage-Backed Securities         |
| GNII SF MA7936 M       | 2052-03-20      | 2.5000%  | 0.0000% | $690000.00         | $432990.63         | Agency Mortgage-Backed Securities         |
| GNII SF MA8648 M       | 2053-02-20      | 5.5000%  | 0.0000% | $150000000.00      | $100492194.95      | Agency Mortgage-Backed Securities         |
| GNII SF MA9490 M       | 2054-02-20      | 6.5000%  | 0.0000% | $1270000.00        | $561399.61         | Agency Mortgage-Backed Securities         |
| GNII SF BN6768 C       | 2049-06-20      | 4.0000%  | 0.0000% | $1398818.00        | $525144.43         | Agency Mortgage-Backed Securities         |
| GNII SF CF7031 C       | 2051-09-20      | 3.0000%  | 0.0000% | $4009350.00        | $3167215.83        | Agency Mortgage-Backed Securities         |
| GNII ET DC8517 C       | 2064-07-20      | 3.5000%  | 0.0000% | $619538.00         | $558904.56         | Agency Mortgage-Backed Securities         |
| GNII SF DH7690 C       | 2055-02-20      | 6.5000%  | 0.0000% | $2818064.00        | $2328463.00        | Agency Mortgage-Backed Securities         |
| GNII SF DH8998 C       | 2055-01-20      | 5.0000%  | 0.0000% | $38230.00          | $38003.91          | Agency Mortgage-Backed Securities         |
| GNII SF DK3192 C       | 2055-08-20      | 6.5000%  | 0.0000% | $1675732.00        | $1737945.25        | Agency Mortgage-Backed Securities         |
| GNII SF DL4801 C       | 2055-07-20      | 6.5000%  | 0.0000% | $782168.00         | $816554.43         | Agency Mortgage-Backed Securities         |
| GNII SF DM4750 C       | 2055-11-20      | 5.0000%  | 0.0000% | $1322466.00        | $1335678.46        | Agency Mortgage-Backed Securities         |
| GNII SF DM4734 C       | 2055-10-20      | 6.5000%  | 0.0000% | $1431516.00        | $1491974.81        | Agency Mortgage-Backed Securities         |
| GNII SF DM4743 C       | 2055-12-20      | 5.5000%  | 0.0000% | $428343.00         | $441358.01         | Agency Mortgage-Backed Securities         |
| GNII SF DM8932 C       | 2056-01-20      | 6.5000%  | 0.0000% | $3083100.00        | $3234628.54        | Agency Mortgage-Backed Securities         |
| GNII SF DN4988 C       | 2055-12-20      | 5.5000%  | 0.0000% | $703258.00         | $721178.74         | Agency Mortgage-Backed Securities         |
| GNII SF DP1432 C       | 2056-01-20      | 6.0000%  | 0.0000% | $2632940.00        | $2749272.06        | Agency Mortgage-Backed Securities         |
| GNII SF DP7857 C       | 2056-01-20      | 6.5000%  | 0.0000% | $2765172.00        | $2914369.93        | Agency Mortgage-Backed Securities         |
| GNII SF MB0625 M       | 2055-08-20      | 6.5000%  | 0.0000% | $32101.00          | $32923.04          | Agency Mortgage-Backed Securities         |
| GNII SF DI0784 C       | 2055-03-20      | 6.5000%  | 0.0000% | $1070692.00        | $661632.46         | Agency Mortgage-Backed Securities         |
| GNII SF DI8054 C       | 2055-03-20      | 6.5000%  | 0.0000% | $920272.00         | $876919.87         | Agency Mortgage-Backed Securities         |
| GNII SF 003665 M       | 2035-01-20      | 5.5000%  | 0.0000% | $2000000.00        | $30936.11          | Agency Mortgage-Backed Securities         |
| GNII JM 004262 M       | 2038-10-20      | 7.0000%  | 0.0000% | $1490000.00        | $6157.19           | Agency Mortgage-Backed Securities         |
| GNII SF 005189 M       | 2039-04-20      | 6.0000%  | 0.0000% | $1502378.00        | $34104.32          | Agency Mortgage-Backed Securities         |
| GNII SF 722696 C       | 2039-11-20      | 4.0000%  | 0.0000% | $3788324.00        | $118241.80         | Agency Mortgage-Backed Securities         |
| GNMI SF 489858 X       | 2041-11-15      | 4.0000%  | 0.0000% | $870000.00         | $111045.38         | Agency Mortgage-Backed Securities         |
| GNMI SP 784078 X       | 2045-06-15      | 4.0000%  | 0.0000% | $125000.00         | $9371.51           | Agency Mortgage-Backed Securities         |
| GNMI SF 627068 X       | 2034-03-15      | 5.5000%  | 0.0000% | $10709760.00       | $37631.67          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD2917   | 2053-05-01      | 5.5000%  | 0.0000% | $4906368.00        | $3427089.56        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD2902   | 2053-05-01      | 5.5000%  | 0.0000% | $400000.00         | $303040.72         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD3171   | 2053-06-01      | 5.5000%  | 0.0000% | $3500000.00        | $2852887.91        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD5252   | 2054-04-01      | 5.5000%  | 0.0000% | $24914320.00       | $20464189.63       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD6175   | 2054-09-01      | 6.0000%  | 0.0000% | $611000.00         | $572048.24         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD5562   | 2054-05-01      | 5.5000%  | 0.0000% | $3251000.00        | $2932675.44        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD5677   | 2054-03-01      | 5.0000%  | 0.0000% | $5105000.00        | $4709128.75        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD6742   | 2054-06-01      | 5.5000%  | 0.0000% | $30744736.00       | $25891227.18       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD7569   | 2054-04-01      | 6.0000%  | 0.0000% | $4292704.00        | $3674244.67        | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD8195   | 2052-02-01      | 3.0000%  | 0.0000% | $2842112.00        | $1837786.48        | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD8340   | 2053-07-01      | 4.5000%  | 0.0000% | $1317000.00        | $1121957.37        | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLSD8435   | 2054-06-01      | 4.0000%  | 0.0000% | $4560648.00        | $4054503.40        | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLSD4316   | 2046-06-01      | 4.0000%  | 0.0000% | $3001000.00        | $2331724.12        | Agency Mortgage-Backed Securities         |
| 03.500 FGPC V60642 G   | 2029-09-01      | 3.5000%  | 0.0000% | $867296.00         | $29725.33          | Agency Mortgage-Backed Securities         |
| FKAR 03.950 WNWN5351   | 2030-07-01      | 3.9500%  | 0.0000% | $10380368.00       | $10334911.79       | Agency Mortgage-Backed Securities         |
| FKAR 04.650 WNWN5218   | 2030-01-01      | 4.6500%  | 0.0000% | $48564000.00       | $49264673.28       | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLQA5759   | 2049-12-01      | 3.5000%  | 0.0000% | $1184714.00        | $394360.39         | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLQC3918   | 2051-07-01      | 2.5000%  | 0.0000% | $552260.00         | $335071.07         | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLQC9119   | 2051-10-01      | 3.0000%  | 0.0000% | $4167376.00        | $2608834.61        | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLQE0170   | 2052-04-01      | 2.5000%  | 0.0000% | $2000000.00        | $1360565.60        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQF0474   | 2052-09-01      | 5.5000%  | 0.0000% | $500000.00         | $402096.24         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLQF4577   | 2052-12-01      | 4.5000%  | 0.0000% | $4755336.00        | $3860933.77        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQF7094   | 2053-02-01      | 5.0000%  | 0.0000% | $600000.00         | $471502.75         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQF7428   | 2053-02-01      | 5.0000%  | 0.0000% | $3171064.00        | $2746911.47        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQG3522   | 2053-05-01      | 5.0000%  | 0.0000% | $644132.00         | $485629.67         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQG4942   | 2053-06-01      | 6.0000%  | 0.0000% | $3499012.00        | $2337277.81        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQG6599   | 2053-07-01      | 5.0000%  | 0.0000% | $1005830.00        | $818951.24         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQG6679   | 2053-07-01      | 5.0000%  | 0.0000% | $1101286.00        | $950660.06         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQG8209   | 2053-08-01      | 5.0000%  | 0.0000% | $14493728.00       | $12558635.38       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQH3926   | 2053-10-01      | 6.0000%  | 0.0000% | $1294364.00        | $1040898.10        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQH9251   | 2054-02-01      | 6.0000%  | 0.0000% | $899314.00         | $668184.21         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQJ1217   | 2054-08-01      | 6.0000%  | 0.0000% | $1026478.00        | $1002854.62        | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CTQK0196   | 2040-03-01      | 3.0000%  | 0.0000% | $1548294.00        | $384897.11         | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLRA5041   | 2051-04-01      | 2.0000%  | 0.0000% | $2328192.00        | $1348735.27        | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLRA6622   | 2052-01-01      | 2.5000%  | 0.0000% | $17425000.00       | $11349596.94       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRA9851   | 2053-09-01      | 6.0000%  | 0.0000% | $18776288.00       | $15369178.14       | Agency Mortgage-Backed Securities         |
| Freddie Mac            | 2045-03-28      | 5.5200%  | 0.0000% | $15000.00          | $15227.31          | Agency Debentures and Agency Strips       |
| FMAR 842013 G          | 2055-08-01      | 5.4180%  | 0.0000% | $136563.00         | $129892.60         | Agency Mortgage-Backed Securities         |
| 03.500 FGPC G16461 G   | 2033-01-01      | 3.5000%  | 0.0000% | $6000000.00        | $1326502.56        | Agency Mortgage-Backed Securities         |
| 05.500 FGPC K35037 G   | 2047-11-01      | 5.5000%  | 0.0000% | $11370032.00       | $320047.97         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLZI1679   | 2034-04-01      | 5.0000%  | 0.0000% | $122000000.00      | $730732.16         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLZI8980   | 2039-07-01      | 5.0000%  | 0.0000% | $500000.00         | $27203.50          | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZJ0846   | 2040-12-01      | 4.0000%  | 0.0000% | $4357504.00        | $317725.03         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZJ0357   | 2040-08-01      | 4.5000%  | 0.0000% | $15556848.00       | $1257217.94        | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLZM0590   | 2045-12-01      | 3.0000%  | 0.0000% | $16983520.00       | $4088358.62        | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZM4533   | 2047-10-01      | 4.5000%  | 0.0000% | $2401000.00        | $325373.00         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZA0932   | 2033-12-01      | 6.0000%  | 0.0000% | $51931900.00       | $413583.35         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CTZA2505   | 2038-05-01      | 3.5000%  | 0.0000% | $5000000.00        | $575818.47         | Agency Mortgage-Backed Securities         |
| FEPC 04.000 3VZA3578   | 2042-06-01      | 4.0000%  | 0.0000% | $51977536.00       | $1318526.32        | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZA5889   | 2048-11-01      | 4.0000%  | 0.0000% | $5113000.00        | $583494.90         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZA5931   | 2048-11-01      | 4.5000%  | 0.0000% | $25000000.00       | $2831679.79        | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZS9745   | 2046-03-01      | 4.5000%  | 0.0000% | $16183904.00       | $3244711.35        | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZT0543   | 2048-08-01      | 4.5000%  | 0.0000% | $6754000.00        | $1418801.73        | Agency Mortgage-Backed Securities         |
| FEPC 04.500 3SZT0960   | 2047-06-01      | 4.5000%  | 0.0000% | $20168672.00       | $4286227.47        | Agency Mortgage-Backed Securities         |
| FEPC 04.000 3VZT1103   | 2043-03-01      | 4.0000%  | 0.0000% | $142180864.00      | $16942317.80       | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZT1514   | 2045-02-01      | 4.0000%  | 0.0000% | $3000000.00        | $892421.32         | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CISB0116   | 2034-11-01      | 2.5000%  | 0.0000% | $47000.00          | $11098.35          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CTSC0570   | 2038-11-01      | 3.5000%  | 0.0000% | $2790960.00        | $2170627.31        | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD0508   | 2048-01-01      | 3.5000%  | 0.0000% | $3106984.00        | $1262498.72        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD1628   | 2052-09-01      | 5.0000%  | 0.0000% | $420000.00         | $310809.46         | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLSD1640   | 2052-09-01      | 4.0000%  | 0.0000% | $472000.00         | $356191.50         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD2592   | 2053-03-01      | 5.0000%  | 0.0000% | $1093000.00        | $871943.88         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD2163   | 2053-01-01      | 6.0000%  | 0.0000% | $3011712.00        | $1998854.43        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD2255   | 2053-01-01      | 6.0000%  | 0.0000% | $11149184.00       | $6500368.30        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2041-05-15      | 4.3750%  | 0.0000% | $599300.00         | $589096.97         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2054-02-15      | 4.2500%  | 0.0000% | $569300.00         | $526284.93         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2034-11-15      | 4.2500%  | 0.0000% | $525000.00         | $533107.39         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2035-11-15      | 4.0000%  | 0.0000% | $10073200.00       | $9975205.80        | U.S. Treasuries (including strips)        |

### Security 734: CANADIAN IMPERIAL BANK OF COMMERCE

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1EQQK7, C.3 - LEI: 2IGI19DL77OX0HC3ZE78, C.5 - Other ID: ARP1EQQK7
- **C.18 - Value (incl. sponsor support):** $2177000000.00
- **C.18.a - Value (excl. sponsor support):** $2177000000.00
- **C.19 - Percentage of Net Assets:** 0.5600%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **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? 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 | 2028-02-29      | 1.1250%  | 0.0000% | $1850000.00        | $1769622.60        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-03-31      | 1.2500%  | 0.0000% | $9293100.00        | $8889812.55        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-03-31      | 0.7500%  | 0.0000% | $9200.00           | $9180.51           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-30      | 0.7500%  | 0.0000% | $9415300.00        | $9366541.54        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-31      | 1.2500%  | 0.0000% | $2030000.00        | $1929918.52        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-31      | 0.7500%  | 0.0000% | $600.00            | $594.97            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-08-15      | 1.2500%  | 0.0000% | $100.00            | $87.54             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-31      | 1.1250%  | 0.0000% | $7299800.00        | $6895571.80        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-31      | 1.1250%  | 0.0000% | $167528600.00      | $158251663.05      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-15      | 0.1250%  | 0.0000% | $3000.00           | $3557.70           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-10-31      | 1.3750%  | 0.0000% | $400.00            | $378.29            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-11-15      | 1.3750%  | 0.0000% | $3173400.00        | $2767368.99        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-12-31      | 1.3750%  | 0.0000% | $18678300.00       | $17555482.06       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-01-15      | 0.1250%  | 0.0000% | $15472700.00       | $16721344.48       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 2.7500%  | 0.0000% | $506900.00         | $505532.88         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-05-15      | 2.8750%  | 0.0000% | $395000.00         | $373522.63         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-31      | 2.6250%  | 0.0000% | $1278100.00        | $1268409.49        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-06-30      | 3.2500%  | 0.0000% | $9348500.00        | $9249615.03        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-07-15      | 0.6250%  | 0.0000% | $3247500.00        | $3436339.86        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-07-15      | 0.6250%  | 0.0000% | $50019700.00       | $52928310.61       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-07-31      | 2.6250%  | 0.0000% | $50000000.00       | $48952533.42       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-31      | 3.1250%  | 0.0000% | $1100.00           | $1093.87           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-31      | 3.1250%  | 0.0000% | $13911400.00       | $13833851.55       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-15      | 1.6250%  | 0.0000% | $200.00            | $223.33            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-31      | 3.8750%  | 0.0000% | $778600.00         | $785750.14         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-01-31      | 3.5000%  | 0.0000% | $153256400.00      | $154659905.45      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-02-28      | 4.0000%  | 0.0000% | $108586000.00      | $111502031.44      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-15      | 3.7500%  | 0.0000% | $7860200.00        | $7948056.22        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-07-15      | 1.3750%  | 0.0000% | $6201500.00        | $6516966.25        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-31      | 4.1250%  | 0.0000% | $1061200.00        | $1096825.45        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-08-15      | 3.8750%  | 0.0000% | $40341100.00       | $40531034.67       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-08-31      | 4.1250%  | 0.0000% | $1105700.00        | $1140328.80        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-10-15      | 2.3750%  | 0.0000% | $100.00            | $110.70            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-15      | 4.6250%  | 0.0000% | $36200.00          | $36823.07          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-01-31      | 4.0000%  | 0.0000% | $100.00            | $103.07            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-01-31      | 4.0000%  | 0.0000% | $200.00            | $205.60            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-01-31      | 4.0000%  | 0.0000% | $25900.00          | $26625.54          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-01-15      | 1.7500%  | 0.0000% | $100.00            | $105.85            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-02-15      | 4.0000%  | 0.0000% | $100.00            | $101.01            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-28      | 4.2500%  | 0.0000% | $51300.00          | $53136.81          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-03-31      | 4.1250%  | 0.0000% | $127911000.00      | $131521486.17      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-30      | 4.8750%  | 0.0000% | $100.00            | $101.50            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-04-15      | 2.1250%  | 0.0000% | $5876600.00        | $6387525.34        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-04-30      | 4.6250%  | 0.0000% | $10155300.00       | $10648039.03       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-05-15      | 4.3750%  | 0.0000% | $18717800.00       | $19195236.48       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-05-15      | 4.3750%  | 0.0000% | $121192800.00      | $124284074.79      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-06-30      | 4.2500%  | 0.0000% | $156548600.00      | $160039962.45      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-07-31      | 4.0000%  | 0.0000% | $297300.00         | $306406.09         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-07-15      | 1.8750%  | 0.0000% | $3244000.00        | $3395185.03        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-08-31      | 3.7500%  | 0.0000% | $17969300.00       | $18130715.64       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-09-30      | 3.5000%  | 0.0000% | $3464600.00        | $3482622.05        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-31      | 3.8177%  | 0.0000% | $51413800.00       | $51971007.67       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-11-15      | 4.2500%  | 0.0000% | $6800.00           | $6895.58           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-11-30      | 4.1250%  | 0.0000% | $43798600.00       | $44740522.82       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-15      | 4.0000%  | 0.0000% | $4999000.00        | $5065451.43        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-01-15      | 2.1250%  | 0.0000% | $12651600.00       | $13334731.42       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-28      | 4.1250%  | 0.0000% | $16845400.00       | $17237736.81       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 3.7500%  | 0.0000% | $400.00            | $404.80            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 3.7500%  | 0.0000% | $49887200.00       | $50486384.96       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-04-15      | 1.6250%  | 0.0000% | $4899000.00        | $5086060.55        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-06-30      | 3.8750%  | 0.0000% | $163100.00         | $164367.67         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-07-31      | 4.0000%  | 0.0000% | $5430700.00        | $5543969.76        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-07-15      | 1.8750%  | 0.0000% | $31480400.00       | $31934932.43       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-31      | 3.6250%  | 0.0000% | $688400.00         | $699759.28         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-10-15      | 1.1250%  | 0.0000% | $100.00            | $100.04            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-10-15      | 1.1250%  | 0.0000% | $40570300.00       | $40588069.74       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-15      | 3.5000%  | 0.0000% | $25009000.00       | $25124468.21       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-30      | 3.3750%  | 0.0000% | $1000000.00        | $1002761.91        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-31      | 3.3750%  | 0.0000% | $31457300.00       | $31450850.04       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-06-11      | 0.0000%  | 0.0000% | $100.00            | $98.73             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-06      | 0.0000%  | 0.0000% | $400.00            | $392.78            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-03-05      | 0.0000%  | 0.0000% | $1200.00           | $1196.26           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-03-12      | 0.0000%  | 0.0000% | $500.00            | $498.08            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-23      | 0.0000%  | 0.0000% | $10597400.00       | $10513299.03       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-02-15      | 4.6250%  | 0.0000% | $1213000.00        | $1246203.61        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-02-15      | 2.1250%  | 0.0000% | $17948000.00       | $26353816.40       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-11-15      | 2.7500%  | 0.0000% | $100.00            | $77.18             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-02-15      | 1.3750%  | 0.0000% | $300.00            | $352.81            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-02-15      | 2.5000%  | 0.0000% | $4960000.00        | $3560268.38        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-02-15      | 2.5000%  | 0.0000% | $7303700.00        | $5242566.96        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-02-15      | 2.5000%  | 0.0000% | $11644900.00       | $8225235.88        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-05-15      | 2.5000%  | 0.0000% | $769600.00         | $536823.41         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-08-15      | 2.2500%  | 0.0000% | $957400.00         | $638873.73         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-11-15      | 2.8750%  | 0.0000% | $100.00            | $74.28             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-02-15      | 3.0000%  | 0.0000% | $159159800.00      | $121758783.24      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-05-15      | 3.0000%  | 0.0000% | $100.00            | $75.52             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-11-15      | 3.3750%  | 0.0000% | $27854500.00       | $22175207.98       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-02-15      | 3.0000%  | 0.0000% | $1901400.00        | $1423235.27        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-08-15      | 2.2500%  | 0.0000% | $4186400.00        | $2661783.20        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-02-15      | 2.0000%  | 0.0000% | $200.00            | $118.93            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-02-15      | 0.2500%  | 0.0000% | $100.00            | $72.81             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-05-15      | 1.2500%  | 0.0000% | $917800.00         | $441320.74         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-08-15      | 1.3750%  | 0.0000% | $200.00            | $99.54             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-08-15      | 1.3750%  | 0.0000% | $273900.00         | $136318.16         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-08-15      | 1.1250%  | 0.0000% | $100.00            | $63.06             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-11-15      | 1.6250%  | 0.0000% | $165000.00         | $87079.01          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-02-15      | 1.8750%  | 0.0000% | $400.00            | $226.66            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-02-15      | 0.1250%  | 0.0000% | $3000.00           | $2021.78           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-08-15      | 2.0000%  | 0.0000% | $110900.00         | $64467.44          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-08-15      | 1.7500%  | 0.0000% | $36134900.00       | $24593020.17       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-11-15      | 1.8750%  | 0.0000% | $1594300.00        | $885964.41         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-02-15      | 1.5000%  | 0.0000% | $192000.00         | $164775.30         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-05-15      | 3.6250%  | 0.0000% | $6276500.00        | $5109582.52        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-08-15      | 4.1250%  | 0.0000% | $10195900.00       | $9189549.60        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-11-15      | 4.7500%  | 0.0000% | $17904400.00       | $17705632.08       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-02-15      | 4.2500%  | 0.0000% | $15800.00          | $14544.93          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-02-15      | 4.2500%  | 0.0000% | $13576800.00       | $12498329.25       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-02-15      | 4.5000%  | 0.0000% | $9912100.00        | $9763225.00        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-05-15      | 4.6250%  | 0.0000% | $400.00            | $387.68            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-08-15      | 4.2500%  | 0.0000% | $76868100.00       | $70767322.88       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-11-15      | 4.5000%  | 0.0000% | $1232500.00        | $1169837.87        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-02-15      | 4.6250%  | 0.0000% | $100.00            | $98.06             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-02-15      | 4.6250%  | 0.0000% | $124492800.00      | $122083756.07      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-02-15      | 2.3750%  | 0.0000% | $100.00            | $98.73             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-02-15      | 2.3750%  | 0.0000% | $29198800.00       | $28829376.03       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-05-15      | 4.7500%  | 0.0000% | $132771400.00      | $131331012.96      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-08-15      | 4.8750%  | 0.0000% | $1200.00           | $1234.59           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-15      | 0.3750%  | 0.0000% | $976600.00         | $1290416.79        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-15      | 2.2500%  | 0.0000% | $100.00            | $99.10             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-15      | 0.5000%  | 0.0000% | $695100.00         | $906148.08         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-01-15      | 0.8750%  | 0.0000% | $100.00            | $127.74            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-07-15      | 0.2500%  | 0.0000% | $1700.00           | $2099.86           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-07-15      | 0.2500%  | 0.0000% | $151700.00         | $187381.22         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-15      | 0.3750%  | 0.0000% | $27109000.00       | $36228364.29       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-15      | 1.6250%  | 0.0000% | $200.00            | $188.09            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-11-15      | 1.7500%  | 0.0000% | $100.00            | $93.61             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-01-15      | 0.1250%  | 0.0000% | $800.00            | $966.56            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-31      | 1.5000%  | 0.0000% | $800.00            | $789.82            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 0.5000%  | 0.0000% | $1063000.00        | $1025413.28        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-31      | 0.5000%  | 0.0000% | $269300.00         | $259015.68         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-31      | 0.3750%  | 0.0000% | $400.00            | $382.46            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-08-15      | 0.6250%  | 0.0000% | $600.00            | $523.55            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-08-15      | 0.6250%  | 0.0000% | $40173900.00       | $35055112.84       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-31      | 0.5000%  | 0.0000% | $8378600.00        | $7963406.07        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-11-15      | 0.8750%  | 0.0000% | $100.00            | $87.49             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-11-15      | 0.8750%  | 0.0000% | $200.00            | $174.98            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-01-15      | 0.1250%  | 0.0000% | $500.00            | $587.18            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-31      | 0.7500%  | 0.0000% | $100.00            | $95.03             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-31      | 0.7500%  | 0.0000% | $18520700.00       | $17600788.31       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-02-15      | 1.1250%  | 0.0000% | $400.00            | $353.47            | U.S. Treasuries (including strips) |

### Security 735: CITIGROUP GLOBAL MARKETS INC

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC 3.720000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1EQQU5, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: ARP1EQQU5
- **C.18 - Value (incl. sponsor support):** $1598940000.00
- **C.18.a - Value (excl. sponsor support):** $1598940000.00
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| COLUMBIA ETF TR I              RESH ENHNC COR   | 2500-12-31      | N/A      | 0.0000% | $19.00             | $787.36            | Equities                           |
| COMPANIA CERVECERIAS UNIDAS S  SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $2597.00           | $39292.61          | Equities                           |
| DIMENSIONAL ETF TRUST          US EQUITY MARKET | 2500-12-31      | N/A      | 0.0000% | $92.00             | $6959.80           | Equities                           |
| DIREXION SHS ETF TR            DAILY PANW BULL  | 2500-12-31      | N/A      | 0.0000% | $1.00              | $16.13             | Equities                           |
| ETFIS SER TR I                 VIRTUS REAVES UT | 2500-12-31      | N/A      | 0.0000% | $1.00              | $78.42             | Equities                           |
| EXCHANGE TRADED CONCEPTS TRUST RANGE NUCLEAR RE | 2500-12-31      | N/A      | 0.0000% | $592.00            | $42665.44          | Equities                           |
| FIDELITY COMWLTH TR            NASDAQ COMPSIT   | 2500-12-31      | N/A      | 0.0000% | $55.00             | $5121.05           | Equities                           |
| FIDELITY COVINGTON TRUST       MSCI HLTH CARE I | 2500-12-31      | N/A      | 0.0000% | $248.00            | $18312.32          | Equities                           |
| FIDELITY COVINGTON TRUST       MSCI UTILS INDEX | 2500-12-31      | N/A      | 0.0000% | $100.00            | $5622.00           | Equities                           |
| FIRST TR EXCHANGE-TRADED FD    CAP STRENGTH ETF | 2500-12-31      | N/A      | 0.0000% | $18.00             | $1731.60           | Equities                           |
| FIRST TR EXCHANGE-TRADED FD II CONSUMR DISCRE   | 2500-12-31      | N/A      | 0.0000% | $1.00              | $69.26             | Equities                           |
| FIRST TR EXCHANGE-TRADED FD II ENERGY ALPHADX   | 2500-12-31      | N/A      | 0.0000% | $1445.00           | $26327.90          | Equities                           |
| FIRST TR EXCHANGE-TRADED FD II FINLS ALPHADEX   | 2500-12-31      | N/A      | 0.0000% | $1.00              | $61.14             | Equities                           |
| FIRST TR EXCHANGE-TRADED FD II FINLS ALPHADEX   | 2500-12-31      | N/A      | 0.0000% | $295.00            | $18036.30          | Equities                           |
| FIRST TR EXCHANGE-TRADED FD II TECH ALPHADEX    | 2500-12-31      | N/A      | 0.0000% | $1.00              | $174.12            | Equities                           |
| FIRST TR EXCHANGE TRADED FD VI RBA INDL ETF     | 2500-12-31      | N/A      | 0.0000% | $129.00            | $14527.98          | Equities                           |
| FIRST TR EXCHANGE TRADED FD VI NASDQ SEMCNDTR   | 2500-12-31      | N/A      | 0.0000% | $83.00             | $13197.00          | Equities                           |
| FIRST TR EXCHNG TRADED FD VIII ACTV FCTR LGCP   | 2500-12-31      | N/A      | 0.0000% | $1.00              | $40.37             | Equities                           |
| FLEXSHARES TR                  QUALT DIVD IDX   | 2500-12-31      | N/A      | 0.0000% | $55.00             | $4534.75           | Equities                           |
| FRANKLIN TEMPLETON ETF TR      FTSE JAPAN ETF   | 2500-12-31      | N/A      | 0.0000% | $379.00            | $13909.30          | Equities                           |
| GALAPAGOS NV                   SPON ADR         | 2500-12-31      | N/A      | 0.0000% | $310.00            | $10580.30          | Equities                           |
| GLOBAL X FDS                   GLBL X MLP ETF   | 2500-12-31      | N/A      | 0.0000% | $27.00             | $1397.52           | Equities                           |
| GLOBAL X FDS                   CYBRSCURTY ETF   | 2500-12-31      | N/A      | 0.0000% | $10.00             | $288.40            | Equities                           |
| GLOBAL X FDS                   CLOUD COMPUTNG   | 2500-12-31      | N/A      | 0.0000% | $2.00              | $41.92             | Equities                           |
| GLOBAL X FDS                   S&P 500 COVERED  | 2500-12-31      | N/A      | 0.0000% | $27.00             | $1101.06           | Equities                           |
| GLOBAL X FDS                   GBL X BLOCKCHAIN | 2500-12-31      | N/A      | 0.0000% | $60.00             | $4618.20           | Equities                           |
| GOLD FIELDS LTD                SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $34.00             | $1992.74           | Equities                           |
| GRUPO TELEVISA S A B           SPON ADR REP ORD | 2500-12-31      | N/A      | 0.0000% | $7602.00           | $24706.50          | Equities                           |
| GLOBAL INTERACTIVE TECHNOLOGIE COM NEW          | 2500-12-31      | N/A      | 0.0000% | $4577.00           | $15332.95          | Equities                           |
| HELLO GROUP INC                ADS              | 2500-12-31      | N/A      | 0.0000% | $5806.00           | $40351.70          | Equities                           |
| HUTCHMED CHINA LTD             SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $256.00            | $3904.00           | Equities                           |
| IPERIONX LTD                   SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $72.00             | $3802.32           | Equities                           |
| IRSA INVERSIONES Y REP S A     SPON GDS ECH  10 | 2500-12-31      | N/A      | 0.0000% | $2350.00           | $43216.50          | Equities                           |
| INVESCO EXCHANGE TRADED FD TR  WATER RES ETF    | 2500-12-31      | N/A      | 0.0000% | $3.00              | $218.40            | Equities                           |
| INVESCO EXCHANGE TRADED FD TR  S&P500 EQL STP   | 2500-12-31      | N/A      | 0.0000% | $1.00              | $30.54             | Equities                           |
| INVESCO EXCHANGE-TRADED FD TR  S&P 500 HB ETF   | 2500-12-31      | N/A      | 0.0000% | $185.00            | $22921.50          | Equities                           |
| INVESCO EXCHANGE-TRADED FD TR  RUSEL 1000 EQL   | 2500-12-31      | N/A      | 0.0000% | $2.00              | $110.02            | Equities                           |
| INVESCO DB MULTI-SECTOR COMMOD AGRICULTURE FD   | 2500-12-31      | N/A      | 0.0000% | $440.00            | $11382.80          | Equities                           |
| ISHARES INC                    MSCI AUST ETF    | 2500-12-31      | N/A      | 0.0000% | $73.00             | $2074.66           | Equities                           |
| ISHARES INC                    MSCI THAILND ETF | 2500-12-31      | N/A      | 0.0000% | $239.00            | $15284.05          | Equities                           |
| ISHARES INC                    MSCI SPAIN ETF   | 2500-12-31      | N/A      | 0.0000% | $54.00             | $3043.44           | Equities                           |
| AGORA INC                      ADS              | 2500-12-31      | N/A      | 0.0000% | $376.00            | $1684.48           | Equities                           |
| AMERICAN CENTY ETF TR          INTL SMCP VLU    | 2500-12-31      | N/A      | 0.0000% | $423.00            | $43970.85          | Equities                           |
| BITWISE BITCOIN ETF TR         SHS BEN INT      | 2500-12-31      | N/A      | 0.0000% | $702.00            | $32060.34          | Equities                           |
| BITWISE FUNDS TRUST            CRYPTO INDUSTRY  | 2500-12-31      | N/A      | 0.0000% | $48.00             | $1070.88           | Equities                           |
| CENTRAL PUERTO S A             SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $1.00              | $17.13             | Equities                           |
| ISHARES TR                     GLOB HLTHCRE ETF | 2500-12-31      | N/A      | 0.0000% | $55.00             | $5412.00           | Equities                           |
| ISHARES TR                     RUS 1000 ETF     | 2500-12-31      | N/A      | 0.0000% | $65.00             | $24705.85          | Equities                           |
| ISHARES TR                     U.S. FINLS ETF   | 2500-12-31      | N/A      | 0.0000% | $30.00             | $3831.60           | Equities                           |
| ISHARES TR                     EAFE SML CP ETF  | 2500-12-31      | N/A      | 0.0000% | $122.00            | $10146.74          | Equities                           |
| ISHARES TR                     MSCI EURO FL ETF | 2500-12-31      | N/A      | 0.0000% | $782.00            | $30083.54          | Equities                           |
| ISHARES TR                     RUS TOP 200 ETF  | 2500-12-31      | N/A      | 0.0000% | $78.00             | $13473.72          | Equities                           |
| ISHARES TR                     MSCI PHILIPS ETF | 2500-12-31      | N/A      | 0.0000% | $12.00             | $307.80            | Equities                           |
| ISHARES TR                     MSCI PHILIPS ETF | 2500-12-31      | N/A      | 0.0000% | $81.00             | $2077.65           | Equities                           |
| ISHARES TR                     CORE MSCI TOTAL  | 2500-12-31      | N/A      | 0.0000% | $128.00            | $11633.92          | Equities                           |
| ISHARES TR                     FUTURE AI & TECH | 2500-12-31      | N/A      | 0.0000% | $669.00            | $35704.53          | Equities                           |
| JIAYIN GROUP INC               SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $707.00            | $4864.16           | Equities                           |
| LG DISPLAY CO LTD              SPONS ADR REP    | 2500-12-31      | N/A      | 0.0000% | $1900.00           | $7657.00           | Equities                           |
| MATERIALISE NV                 SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $103.00            | $571.65            | Equities                           |
| NETEASE INC                    SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $36.00             | $4755.60           | Equities                           |
| PRINCIPAL EXCHANGE TRADED FDS  PRIN U S SMALL   | 2500-12-31      | N/A      | 0.0000% | $1.00              | $60.91             | Equities                           |
| PRINCIPAL EXCHANGE TRADED FDS  PRIN U S SMALL   | 2500-12-31      | N/A      | 0.0000% | $228.00            | $13887.48          | Equities                           |
| RBB FD INC                     US TREASY 2 YR   | 2500-12-31      | N/A      | 0.0000% | $48.00             | $2326.56           | Equities                           |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $89.00             | $25746.81          | Equities                           |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $90.00             | $26036.10          | Equities                           |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $67.00             | $18619.97          | Equities                           |
| SASOL LTD                      SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $1844.00           | $13793.12          | Equities                           |
| SCHWAB STRATEGIC TR            US BRD MKT ETF   | 2500-12-31      | N/A      | 0.0000% | $1623.00           | $43431.48          | Equities                           |
| SCHWAB STRATEGIC TR            US LCAP VA ETF   | 2500-12-31      | N/A      | 0.0000% | $538.00            | $16758.70          | Equities                           |
| SCHWAB STRATEGIC TR            EMRG MKTEQ ETF   | 2500-12-31      | N/A      | 0.0000% | $18.00             | $632.88            | Equities                           |
| SCHWAB STRATEGIC TR            FUNDAMENTAL EMER | 2500-12-31      | N/A      | 0.0000% | $291.00            | $11610.90          | Equities                           |
| THEMES ETF TR                  LEVERAGE SHS 2X  | 2500-12-31      | N/A      | 0.0000% | $4891.00           | $8754.89           | Equities                           |
| ULTRAPAR PARTICIPACOES SA      SP ADR REP COM   | 2500-12-31      | N/A      | 0.0000% | $1.00              | $4.85              | Equities                           |
| VANECK ETF TRUST               AGRIBUSINESS ETF | 2500-12-31      | N/A      | 0.0000% | $226.00            | $18315.04          | Equities                           |
| VANGUARD WORLD FD              MEGA GRWTH IND   | 2500-12-31      | N/A      | 0.0000% | $94.00             | $38451.64          | Equities                           |
| VANGUARD WHITEHALL FDS         INTL DVD ETF     | 2500-12-31      | N/A      | 0.0000% | $197.00            | $18342.67          | Equities                           |
| VANGUARD MALVERN FDS           STRM INFPROIDX   | 2500-12-31      | N/A      | 0.0000% | $296.00            | $14702.32          | Equities                           |
| VANGUARD INTL EQUITY INDEX FDS TT WRLD ST ETF   | 2500-12-31      | N/A      | 0.0000% | $43.00             | $6308.96           | Equities                           |
| VANGUARD INTL EQUITY INDEX FDS FTSE PACIFIC ETF | 2500-12-31      | N/A      | 0.0000% | $128.00            | $12793.60          | Equities                           |
| VANGUARD SCOTTSDALE FDS        VNG RUS2000VAL   | 2500-12-31      | N/A      | 0.0000% | $97.00             | $16750.03          | Equities                           |
| VICTORY PORTFOLIOS II          SHARES FREE CASH | 2500-12-31      | N/A      | 0.0000% | $932.00            | $36851.28          | Equities                           |
| WOORI FINL GROUP INC           SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $120.00            | $7652.40           | Equities                           |
| CYBERARK SOFTWARE LTD          SHS              | 2500-12-31      | N/A      | 0.0000% | $893.00            | $383230.95         | Equities                           |
| UNITED STATES TREASURY                          | 2026-02-19      | 0.0000%  | 0.0000% | $1312822900.00     | $1310583224.13     | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                          | 2026-02-05      | 0.0000%  | 0.0000% | $9354500.00        | $9351703.00        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                          | 2026-02-17      | 0.0000%  | 0.0000% | $18051900.00       | $18024587.48       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                          | 2052-11-15      | 4.0000%  | 0.0000% | $100.00            | $87.36             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                          | 2053-02-15      | 3.6250%  | 0.0000% | $8800.00           | $7248.37           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                          | 2053-02-15      | 1.5000%  | 0.0000% | $200.00            | $171.64            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                          | 2053-05-15      | 3.6250%  | 0.0000% | $452400.00         | $368290.47         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                          | 2053-08-15      | 4.1250%  | 0.0000% | $20841400.00       | $18784323.01       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                          | 2053-11-15      | 4.7500%  | 0.0000% | $23824400.00       | $23559910.46       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                          | 2054-02-15      | 4.2500%  | 0.0000% | $72392000.00       | $66641554.07       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                          | 2054-02-15      | 2.1250%  | 0.0000% | $18000000.00       | $17277691.48       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                          | 2054-05-15      | 4.6250%  | 0.0000% | $16989000.00       | $16465805.82       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                          | 2054-08-15      | 4.2500%  | 0.0000% | $3000000.00        | $2761899.52        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                          | 2054-11-15      | 4.5000%  | 0.0000% | $3500000.00        | $3322054.80        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                          | 2055-02-15      | 4.6250%  | 0.0000% | $24000000.00       | $23535579.13       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                          | 2055-02-15      | 2.3750%  | 0.0000% | $50000000.00       | $49367398.72       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                          | 2055-05-15      | 4.7500%  | 0.0000% | $1179400.00        | $1166605.13        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                          | 2055-08-15      | 4.7500%  | 0.0000% | $14853800.00       | $14875305.07       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                          | 2055-11-15      | 4.6250%  | 0.0000% | $55187000.00       | $53515493.09       | U.S. Treasuries (including strips) |

### Security 736: CITIGROUP GLOBAL MARKETS INC

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC 4.050000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1EQTS7, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: ARP1EQTS7
- **C.18 - Value (incl. sponsor support):** $2494850000.00
- **C.18.a - Value (excl. sponsor support):** $2494850000.00
- **C.19 - Percentage of Net Assets:** 0.6400%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-05-05
- **C.13 - Final Legal Maturity Date:** 2026-07-30
- **Characteristics:** C.9 Eligible 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY                          | 2026-02-15      | 6.0000%  | 0.0000% | $15000000.00       | $15426034.57       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                          | 2027-08-15      | 6.3750%  | 0.0000% | $3000000.00        | $3213243.78        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                          | 2027-11-15      | 6.1250%  | 0.0000% | $6155100.00        | $6506470.75        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                          | 2027-01-15      | 2.3750%  | 0.0000% | $8300000.00        | $13548747.91       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                          | 2027-07-15      | 0.3750%  | 0.0000% | $16000000.00       | $21141376.92       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                          | 2027-08-15      | 2.2500%  | 0.0000% | $1400000.00        | $1387422.03        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                          | 2027-11-15      | 2.2500%  | 0.0000% | $117000000.00      | $114945334.56      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                          | 2028-01-15      | 0.5000%  | 0.0000% | $1800000.00        | $2346520.71        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                          | 2028-02-15      | 2.7500%  | 0.0000% | $30000000.00       | $29904910.43       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                          | 2026-02-28      | 2.5000%  | 0.0000% | $15000000.00       | $15142278.56       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                          | 2026-04-30      | 2.3750%  | 0.0000% | $25000000.00       | $25069557.60       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                          | 2026-06-30      | 1.8750%  | 0.0000% | $15000000.00       | $14916688.01       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                          | 2026-05-15      | 1.6250%  | 0.0000% | $974000.00         | $971687.34         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                          | 2026-11-15      | 2.0000%  | 0.0000% | $6100000.00        | $6049784.16        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                          | 2027-01-15      | 0.3750%  | 0.0000% | $13400000.00       | $17907708.93       | U.S. Treasuries (including strips) |
| ABRDN PLATINUM ETF TRUST       PHYSCL PLATM SHS | 2500-12-31      | N/A      | 0.0000% | $1409.00           | $336934.17         | Equities                           |
| ABRDN PALLADIUM ETF TRUST      PHYSICAL PALLADM | 2500-12-31      | N/A      | 0.0000% | $1860.00           | $339394.20         | Equities                           |
| ADVISORSHARES TR               PURE US CANNABIS | 2500-12-31      | N/A      | 0.0000% | $879089.00         | $3595474.01        | Equities                           |
| AMERICAN CENTY ETF TR          EMERGING MKT VAL | 2500-12-31      | N/A      | 0.0000% | $6385.00           | $407235.30         | Equities                           |
| AMERICAN CENTY ETF TR          INTL SMCP VLU    | 2500-12-31      | N/A      | 0.0000% | $4426.00           | $460082.70         | Equities                           |
| BANK MONTREAL MEDIUM           CAL LKD 45       | 2500-12-31      | N/A      | 0.0000% | $39474.00          | $915007.32         | Equities                           |
| BANK MONTREAL MEDIUM           MICROSCTR 3X LEV | 2500-12-31      | N/A      | 0.0000% | $110271.00         | $51015775.44       | Equities                           |
| BITWISE BITCOIN ETF TR         SHS BEN INT      | 2500-12-31      | N/A      | 0.0000% | $562603.00         | $25694079.01       | Equities                           |
| DBX ETF TR                     XTRACK HRVST CSI | 2500-12-31      | N/A      | 0.0000% | $51422.00          | $1746291.12        | Equities                           |
| DIREXION SHS ETF TR            DAILY ENERGY BEA | 2500-12-31      | N/A      | 0.0000% | $4378.00           | $67727.66          | Equities                           |
| DIREXION SHS ETF TR            DAILY MU BULL    | 2500-12-31      | N/A      | 0.0000% | $14951.00          | $3350668.61        | Equities                           |
| DIREXION SHS ETF TR            DAILY META BULL  | 2500-12-31      | N/A      | 0.0000% | $2751.00           | $107894.22         | Equities                           |
| EXCHANGE TRADED CONCEPTS TRUST RANGE NUCLEAR RE | 2500-12-31      | N/A      | 0.0000% | $5098.00           | $367412.86         | Equities                           |
| FLEXSHARES TR                  STOXX GLOBR INF  | 2500-12-31      | N/A      | 0.0000% | $7728.00           | $480604.32         | Equities                           |
| FLEXSHARES TR                  QLT DIV DEF IDX  | 2500-12-31      | N/A      | 0.0000% | $753.00            | $62099.91          | Equities                           |
| GLOBAL X FDS                   RBTCS ARTFL INTE | 2500-12-31      | N/A      | 0.0000% | $216896.00         | $8233372.16        | Equities                           |
| GLOBAL X FDS                   GLOBAL X URANIUM | 2500-12-31      | N/A      | 0.0000% | $45492.00          | $2699040.36        | Equities                           |
| GLOBAL X FDS                   DEFENSE TECH ETF | 2500-12-31      | N/A      | 0.0000% | $13256.00          | $1013288.64        | Equities                           |
| GRANITESHARES ETF TR           GRANITE 2X LONG  | 2500-12-31      | N/A      | 0.0000% | $7682.00           | $161706.10         | Equities                           |
| INVESCO EXCHANGE TRADED FD TR  S&P MDCP QUALITY | 2500-12-31      | N/A      | 0.0000% | $4998.00           | $539184.24         | Equities                           |
| INVESCO EXCHANGE-TRADED FD TR  S&P500 HDL VOL   | 2500-12-31      | N/A      | 0.0000% | $1992.00           | $98743.44          | Equities                           |
| INVESCO EXCHANGE-TRADED FD TR  CHINA TECHNLGY   | 2500-12-31      | N/A      | 0.0000% | $2306.00           | $131326.70         | Equities                           |
| ISHARES INC                    MSCI STH AFR ETF | 2500-12-31      | N/A      | 0.0000% | $3100.00           | $246698.00         | Equities                           |
| ISHARES INC                    MSCI HONG KG ETF | 2500-12-31      | N/A      | 0.0000% | $16373.00          | $388367.56         | Equities                           |
| ISHARES TR                     1 3 YR TREAS BD  | 2500-12-31      | N/A      | 0.0000% | $302583.00         | $25090182.36       | Equities                           |
| ISHARES TR                     NATIONAL MUN ETF | 2500-12-31      | N/A      | 0.0000% | $1574.00           | $169519.80         | Equities                           |
| ISHARES TR                     MBS ETF          | 2500-12-31      | N/A      | 0.0000% | $241884.00         | $23170068.36       | Equities                           |
| ISHARES TR                     TRUST ISHARE 0-1 | 2500-12-31      | N/A      | 0.0000% | $20107.00          | $2220013.87        | Equities                           |
| ISHARES SILVER TR              ISHARES          | 2500-12-31      | N/A      | 0.0000% | $81116.00          | $8563416.12        | Equities                           |
| ISHARES INC                    ESG AWR MSCI EM  | 2500-12-31      | N/A      | 0.0000% | $2799.00           | $135835.47         | Equities                           |
| ISHARES TR                     MSCI UAE ETF     | 2500-12-31      | N/A      | 0.0000% | $4900.00           | $101234.00         | Equities                           |
| ISHARES ETHEREUM TR            SHS              | 2500-12-31      | N/A      | 0.0000% | $3411304.00        | $72012627.44       | Equities                           |
| MELCO RESORTS AND ENTMNT LTD   ADR              | 2500-12-31      | N/A      | 0.0000% | $26.00             | $157.30            | Equities                           |
| PACER FDS TR                   LUNT LRGCP MULTI | 2500-12-31      | N/A      | 0.0000% | $1543.00           | $83754.04          | Equities                           |
| PROSHARES TR                   PSHS ULTRA QQQ   | 2500-12-31      | N/A      | 0.0000% | $5542.00           | $407447.84         | Equities                           |
| PROSHARES TR                   ULTRA S&P 500 EQ | 2500-12-31      | N/A      | 0.0000% | $12808.00          | $559581.52         | Equities                           |
| RENTOKIL INITIAL PLC           SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $1.00              | $32.23             | Equities                           |
| RIDENOW GROUP INC              COM CL B         | 2500-12-31      | N/A      | 0.0000% | $44148.00          | $217208.16         | Equities                           |
| SPDR INDEX SHS FDS             EURO STOXX 50    | 2500-12-31      | N/A      | 0.0000% | $85520.00          | $5769179.20        | Equities                           |
| SPDR INDEX SHS FDS             PORTFOLIO DEVLPD | 2500-12-31      | N/A      | 0.0000% | $17170.00          | $817978.80         | Equities                           |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $68062.00          | $6837508.52        | Equities                           |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $10747.00          | $285332.85         | Equities                           |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $85737.00          | $5918425.11        | Equities                           |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $8212.00           | $458475.96         | Equities                           |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $81073.00          | $10277624.21       | Equities                           |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $57035.00          | $6297234.35        | Equities                           |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $75756.00          | $10527811.32       | Equities                           |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $27071.00          | $1214946.48        | Equities                           |
| SCHWAB STRATEGIC TR            CRYPTO THEMATIC  | 2500-12-31      | N/A      | 0.0000% | $1211.00           | $82747.63          | Equities                           |
| SELECT SECTOR SPDR TR          STATE STREET FIN | 2500-12-31      | N/A      | 0.0000% | $2416.00           | $129376.80         | Equities                           |
| SELECT SECTOR SPDR TR          STATE STREET COM | 2500-12-31      | N/A      | 0.0000% | $5.00              | $598.95            | Equities                           |
| SELECT SECTOR SPDR TR          STATE STREET COM | 2500-12-31      | N/A      | 0.0000% | $812.00            | $97269.48          | Equities                           |
| SIMPLIFY EXCHANGE TRADED FUNDS CURRENCY STRATEG | 2500-12-31      | N/A      | 0.0000% | $27911.00          | $789881.30         | Equities                           |
| SIMPLIFY EXCHANGE TRADED FUNDS MANAGED FUTURES  | 2500-12-31      | N/A      | 0.0000% | $296200.00         | $8592762.00        | Equities                           |
| SMARTRENT INC                  COM CL A         | 2500-12-31      | N/A      | 0.0000% | $1075558.00        | $1796181.86        | Equities                           |
| SPROTT FDS TR                  URANIUM MINERS E | 2500-12-31      | N/A      | 0.0000% | $3939.00           | $319413.51         | Equities                           |
| STRATEGY SHS                   DAY HAGAN SMART  | 2500-12-31      | N/A      | 0.0000% | $11196.00          | $555321.60         | Equities                           |
| SUNCOR ENERGY INC NEW          COM              | 2500-12-31      | N/A      | 0.0000% | $320861.00         | $17227027.09       | Equities                           |
| TECK RESOURCES LTD             CL B             | 2500-12-31      | N/A      | 0.0000% | $785555.00         | $45805712.05       | Equities                           |
| VALE S A                       SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $566.00            | $9588.04           | Equities                           |
| VANECK ETF TRUST               URANIUM AND NUCL | 2500-12-31      | N/A      | 0.0000% | $4232.00           | $670518.08         | Equities                           |
| VANGUARD WHITEHALL FDS         EM MK GOV BD ETF | 2500-12-31      | N/A      | 0.0000% | $7189.00           | $486910.97         | Equities                           |
| VANGUARD INSTL INDEX FD        0-3 MO TREAS BIL | 2500-12-31      | N/A      | 0.0000% | $105862.00         | $8005284.44        | Equities                           |
| WISDOMTREE TR                  INDIA ERNGS FD   | 2500-12-31      | N/A      | 0.0000% | $20301.00          | $909484.80         | Equities                           |
| WORLD GOLD TR                  SPDR GLD MINIS   | 2500-12-31      | N/A      | 0.0000% | $9626.00           | $1027768.02        | Equities                           |
| CODERE ONLINE LUXEMBOURG S A   ORDINARY SHARES  | 2500-12-31      | N/A      | 0.0000% | $40167.00          | $317720.97         | Equities                           |
| CYBERARK SOFTWARE LTD          SHS              | 2500-12-31      | N/A      | 0.0000% | $267577.00         | $114830669.55      | Equities                           |
| IREN LIMITED                   ORDINARY SHARES  | 2500-12-31      | N/A      | 0.0000% | $2084600.00        | $124742464.00      | Equities                           |
| UNITED STATES TREASURY                          | 2028-01-31      | 3.5000%  | 0.0000% | $25000000.00       | $25415622.28       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                          | 2028-02-29      | 4.0000%  | 0.0000% | $8000000.00        | $8204804.64        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                          | 2026-03-15      | 4.6250%  | 0.0000% | $1304300.00        | $1328061.02        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                          | 2028-03-31      | 3.6250%  | 0.0000% | $27499900.00       | $27873093.59       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                          | 2028-04-15      | 1.2500%  | 0.0000% | $20821300.00       | $22696547.66       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                          | 2028-04-30      | 3.5000%  | 0.0000% | $7658100.00        | $7714504.53        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                          | 2026-05-15      | 3.6250%  | 0.0000% | $13900000.00       | $14002171.91       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                          | 2026-09-15      | 4.6250%  | 0.0000% | $6000000.00        | $6140054.72        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                          | 2026-10-15      | 4.6250%  | 0.0000% | $800000.00         | $816211.57         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                          | 2026-11-15      | 4.6250%  | 0.0000% | $10630000.00       | $10812962.97       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                          | 2027-03-15      | 4.2500%  | 0.0000% | $6807000.00        | $6967994.09        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                          | 2026-03-31      | 4.5000%  | 0.0000% | $88000000.00       | $89427484.75       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                          | 2027-04-15      | 4.5000%  | 0.0000% | $33100000.00       | $33902146.13       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                          | 2026-04-30      | 4.8750%  | 0.0000% | $20100000.00       | $20400572.07       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                          | 2027-05-15      | 4.5000%  | 0.0000% | $5600000.00        | $5718599.68        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                          | 2027-06-15      | 4.6250%  | 0.0000% | $6150000.00        | $6273300.00        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                          | 2026-06-30      | 4.6250%  | 0.0000% | $9400000.00        | $9473055.61        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                          | 2027-07-15      | 4.3750%  | 0.0000% | $13300000.00       | $13480093.24       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                          | 2026-07-31      | 4.3750%  | 0.0000% | $1500000.00        | $1538124.17        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                          | 2027-08-15      | 3.7500%  | 0.0000% | $22600000.00       | $23058227.77       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                          | 2026-08-31      | 3.7500%  | 0.0000% | $25500000.00       | $25922556.84       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                          | 2027-09-15      | 3.3750%  | 0.0000% | $3900000.00        | $3939630.98        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                          | 2026-09-30      | 3.5000%  | 0.0000% | $10400000.00       | $10514730.40       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                          | 2027-10-15      | 3.8750%  | 0.0000% | $54400000.00       | $55318478.54       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                          | 2026-10-31      | 4.1250%  | 0.0000% | $20000000.00       | $20276569.50       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                          | 2027-11-15      | 4.1250%  | 0.0000% | $26958000.00       | $27459424.76       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                          | 2027-12-15      | 4.0000%  | 0.0000% | $5440000.00        | $5512313.62        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                          | 2028-01-15      | 4.2500%  | 0.0000% | $3000000.00        | $3044649.15        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                          | 2027-01-31      | 4.1250%  | 0.0000% | $20000000.00       | $20518378.15       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                          | 2028-02-15      | 4.2500%  | 0.0000% | $2800000.00        | $2892515.29        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                          | 2027-02-28      | 4.1250%  | 0.0000% | $5100000.00        | $5218781.25        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                          | 2027-03-31      | 3.8750%  | 0.0000% | $1500000.00        | $1524999.96        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                          | 2028-04-15      | 3.7500%  | 0.0000% | $6118400.00        | $6209829.40        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                          | 2027-04-30      | 3.7727%  | 0.0000% | $10000000.00       | $10108149.56       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                          | 2027-04-30      | 3.7500%  | 0.0000% | $17800000.00       | $18013792.16       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                          | 2027-05-31      | 3.8750%  | 0.0000% | $14100000.00       | $14252460.74       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                          | 2027-06-30      | 3.7500%  | 0.0000% | $50000000.00       | $50305586.74       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                          | 2027-07-31      | 3.8750%  | 0.0000% | $23300000.00       | $23863014.24       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                          | 2027-07-31      | 3.7717%  | 0.0000% | $50000000.00       | $50542271.43       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                          | 2027-08-31      | 3.6250%  | 0.0000% | $500000.00         | $508250.50         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                          | 2027-09-30      | 3.5000%  | 0.0000% | $27173100.00       | $27475666.20       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                          | 2027-10-31      | 3.5000%  | 0.0000% | $51000000.00       | $51411944.47       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                          | 2027-10-31      | 3.8027%  | 0.0000% | $5000000.00        | $5057817.68        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                          | 2027-11-30      | 3.3750%  | 0.0000% | $45000000.00       | $45124285.80       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                          | 2027-12-31      | 3.3750%  | 0.0000% | $93348000.00       | $93328860.05       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                          | 2027-05-15      | 2.3750%  | 0.0000% | $17000000.00       | $16833658.19       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                          | 2026-10-31      | 1.6250%  | 0.0000% | $15000000.00       | $14841419.17       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                          | 2026-11-30      | 1.6250%  | 0.0000% | $1600000.00        | $1578968.34        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                          | 2027-01-31      | 1.5000%  | 0.0000% | $15700000.00       | $15500189.85       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                          | 2027-02-28      | 1.1250%  | 0.0000% | $1200000.00        | $1175098.51        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                          | 2027-03-31      | 0.6250%  | 0.0000% | $6000000.00        | $5815090.68        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                          | 2027-04-30      | 0.5000%  | 0.0000% | $23300000.00       | $22476133.11       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                          | 2027-05-31      | 0.5000%  | 0.0000% | $25450000.00       | $24478087.71       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                          | 2027-06-30      | 0.5000%  | 0.0000% | $1200000.00        | $1150639.64        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                          | 2027-08-31      | 0.5000%  | 0.0000% | $10500000.00       | $10037332.70       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                          | 2027-09-30      | 0.3750%  | 0.0000% | $12500000.00       | $11885635.85       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                          | 2027-10-31      | 0.5000%  | 0.0000% | $24400000.00       | $23190880.11       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                          | 2027-11-30      | 0.6250%  | 0.0000% | $23000000.00       | $21849870.97       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                          | 2027-12-31      | 0.6250%  | 0.0000% | $7900000.00        | $7481923.75        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                          | 2028-01-31      | 0.7500%  | 0.0000% | $23000000.00       | $21857604.25       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                          | 2028-02-29      | 1.1250%  | 0.0000% | $10000000.00       | $9565527.57        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                          | 2026-02-28      | 0.5000%  | 0.0000% | $48000000.00       | $47986581.48       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                          | 2028-03-31      | 1.2500%  | 0.0000% | $41782900.00       | $39969670.91       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                          | 2026-04-30      | 0.7500%  | 0.0000% | $649000.00         | $645639.06         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                          | 2026-04-15      | 0.1250%  | 0.0000% | $20000000.00       | $24720582.61       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                          | 2026-06-30      | 0.8750%  | 0.0000% | $1660000.00        | $1642387.63        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                          | 2026-07-31      | 0.6250%  | 0.0000% | $4300000.00        | $4250210.37        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                          | 2026-09-30      | 0.8750%  | 0.0000% | $6500000.00        | $6403538.00        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                          | 2026-10-15      | 0.1250%  | 0.0000% | $23700000.00       | $28105867.11       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                          | 2026-11-30      | 1.2500%  | 0.0000% | $600000.00         | $589872.47         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                          | 2026-12-31      | 1.2500%  | 0.0000% | $25000000.00       | $24510822.79       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                          | 2027-03-31      | 2.5000%  | 0.0000% | $91700000.00       | $91375026.28       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                          | 2027-04-15      | 0.1250%  | 0.0000% | $49400000.00       | $56164546.02       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                          | 2027-04-30      | 2.7500%  | 0.0000% | $15000000.00       | $14959544.75       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                          | 2027-05-31      | 2.6250%  | 0.0000% | $23500000.00       | $23321823.90       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                          | 2027-07-31      | 2.7500%  | 0.0000% | $22500000.00       | $22550631.11       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                          | 2027-08-31      | 3.1250%  | 0.0000% | $1600000.00        | $1610876.08        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                          | 2027-09-30      | 4.1250%  | 0.0000% | $15082000.00       | $15431458.23       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                          | 2027-10-15      | 1.6250%  | 0.0000% | $1129000.00        | $1260684.30        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                          | 2027-11-30      | 3.8750%  | 0.0000% | $93499000.00       | $94644439.30       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                          | 2027-12-31      | 3.8750%  | 0.0000% | $56200000.00       | $56716102.92       | U.S. Treasuries (including strips) |

### Security 737: TRUIST BANK

- **C.1 - Title:** TRUIST BANK 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1EQTX6, C.3 - LEI: JJKC32MCHWDI71265Z06, C.5 - Other ID: ARP1EQTX6
- **C.18 - Value (incl. sponsor support):** $726000000.00
- **C.18.a - Value (excl. sponsor support):** $726000000.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNRM 2020-151 MA | 2050-10-20      | 1.0000%  | 0.0000% | $28613523.00       | $12381668.56       | Agency Collateralized Mortgage Obligation |
| GNRM 2020-151 AC | 2050-10-20      | 1.2500%  | 0.0000% | $517161353.00      | $232769030.44      | Agency Collateralized Mortgage Obligation |
| GNRM 2020-140 GA | 2050-09-20      | 1.0000%  | 0.0000% | $556760214.00      | $219265996.02      | Agency Collateralized Mortgage Obligation |
| GNRM 2020-140 DA | 2050-09-20      | 1.0000%  | 0.0000% | $281606872.00      | $119283618.27      | Agency Collateralized Mortgage Obligation |
| GNRM 2020-129 AB | 2050-09-20      | 1.0000%  | 0.0000% | $397576299.00      | $171339687.11      | Agency Collateralized Mortgage Obligation |

### Security 738: AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (CAYMAN ISLANDS BRANCH)

- **C.1 - Title:** AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (CAYMAN ISLANDS BRANCH) 3.670000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD20HV56, C.3 - LEI: N/A, C.5 - Other ID: ATD20HV56
- **C.18 - Value (incl. sponsor support):** $1900000000.00
- **C.18.a - Value (excl. sponsor support):** $1900000000.00
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **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? Yes, C.23 Categorized at Level 3? No

### Security 739: NORDDEUTSCHE LANDESBANK GIROZENTRALE (NEW YORK BRANCH)

- **C.1 - Title:** NORDDEUTSCHE LANDESBANK GIROZENTRALE (NEW YORK BRANCH) 3.670000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD20HV72, C.3 - LEI: N/A, C.5 - Other ID: ATD20HV72
- **C.18 - Value (incl. sponsor support):** $499000000.00
- **C.18.a - Value (excl. sponsor support):** $499000000.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **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? Yes, C.23 Categorized at Level 3? No

### Security 740: AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (CAYMAN ISLANDS BRANCH)

- **C.1 - Title:** AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (CAYMAN ISLANDS BRANCH) 3.670000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD20IQY7, C.3 - LEI: N/A, C.5 - Other ID: ATD20IQY7
- **C.18 - Value (incl. sponsor support):** $1050000000.00
- **C.18.a - Value (excl. sponsor support):** $1050000000.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **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? Yes, C.23 Categorized at Level 3? No

### Security 741: ING BANK NV

- **C.1 - Title:** ING BANK NV 3.670000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD20IQZ4, C.3 - LEI: 3TK20IVIUJ8J3ZU0QE75, C.5 - Other ID: ATD20IQZ4
- **C.18 - Value (incl. sponsor support):** $900000000.00
- **C.18.a - Value (excl. sponsor support):** $900000000.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **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? Yes, C.23 Categorized at Level 3? No

### Security 742: NORDDEUTSCHE LANDESBANK GIROZENTRALE (NEW YORK BRANCH)

- **C.1 - Title:** NORDDEUTSCHE LANDESBANK GIROZENTRALE (NEW YORK BRANCH) 3.670000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD20IR18, C.3 - LEI: N/A, C.5 - Other ID: ATD20IR18
- **C.18 - Value (incl. sponsor support):** $482000000.00
- **C.18.a - Value (excl. sponsor support):** $482000000.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **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? Yes, C.23 Categorized at Level 3? No

### Security 743: ING BANK NV

- **C.1 - Title:** ING BANK NV 3.670000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD20IR26, C.3 - LEI: 3TK20IVIUJ8J3ZU0QE75, C.5 - Other ID: ATD20IR26
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-04
- **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? Yes, C.23 Categorized at Level 3? No

### Security 744: SANTANDER UK PLC

- **C.1 - Title:** SANTANDER UK PLC 3.660000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD20IR34, C.3 - LEI: PTCQB104N23FMNK2RZ28, C.5 - Other ID: ATD20IR34
- **C.18 - Value (incl. sponsor support):** $950000000.00
- **C.18.a - Value (excl. sponsor support):** $950000000.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-04
- **C.12 - Maturity Date (WAL):** 2026-02-04
- **C.13 - Final Legal Maturity Date:** 2026-02-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 745: ING BANK NV

- **C.1 - Title:** ING BANK NV 3.670000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD20IR42, C.3 - LEI: 3TK20IVIUJ8J3ZU0QE75, C.5 - Other ID: ATD20IR42
- **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:** 3.6700%
- **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? Yes, C.23 Categorized at Level 3? No

### Security 746: AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (CAYMAN ISLANDS BRANCH)

- **C.1 - Title:** AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (CAYMAN ISLANDS BRANCH) 3.670000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD20IR59, C.3 - LEI: N/A, C.5 - Other ID: ATD20IR59
- **C.18 - Value (incl. sponsor support):** $950000000.00
- **C.18.a - Value (excl. sponsor support):** $950000000.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **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? 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) 3.660000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD20JMG8, C.3 - LEI: N/A, C.5 - Other ID: ATD20JMG8
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-05
- **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? 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) 3.670000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD20JMH6, C.3 - LEI: N/A, C.5 - Other ID: ATD20JMH6
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **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? No, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 749: NATIONAL BANK OF CANADA

- **C.1 - Title:** NATIONAL BANK OF CANADA 3.670000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD20JML7, C.3 - LEI: BSGEFEIOM18Y80CKCV46, C.5 - Other ID: ATD20JML7
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-05
- **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? Yes, C.23 Categorized at Level 3? No

### Security 750: ABN AMRO BANK NV

- **C.1 - Title:** ABN AMRO BANK NV 3.650000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD20KHY2, C.3 - LEI: BFXS5XCH7N0Y05NIXW11, C.5 - Other ID: ATD20KHY2
- **C.18 - Value (incl. sponsor support):** $230000000.00
- **C.18.a - Value (excl. sponsor support):** $230000000.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **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? 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 3.670000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD20KHZ9, C.3 - LEI: BSGEFEIOM18Y80CKCV46, C.5 - Other ID: ATD20KHZ9
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **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? Yes, C.23 Categorized at Level 3? No

### Security 752: ROYAL BANK OF CANADA

- **C.1 - Title:** ROYAL BANK OF CANADA 3.700000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD20KJ12, C.3 - LEI: ES7IP3U3RHIGC71XBU11, C.5 - Other ID: ATD20KJ12
- **C.18 - Value (incl. sponsor support):** $2500000000.00
- **C.18.a - Value (excl. sponsor support):** $2500000000.00
- **C.19 - Percentage of Net Assets:** 0.6400%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 753: ING BANK NV

- **C.1 - Title:** ING BANK NV 3.680000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD20KJ20, C.3 - LEI: 3TK20IVIUJ8J3ZU0QE75, C.5 - Other ID: ATD20KJ20
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **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? Yes, C.23 Categorized at Level 3? No

### Security 754: SANTANDER UK PLC

- **C.1 - Title:** SANTANDER UK PLC 3.670000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD20KJ38, C.3 - LEI: PTCQB104N23FMNK2RZ28, C.5 - Other ID: ATD20KJ38
- **C.18 - Value (incl. sponsor support):** $750000000.00
- **C.18.a - Value (excl. sponsor support):** $750000000.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **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? Yes, C.23 Categorized at Level 3? No

### Security 755: DBS BANK LTD

- **C.1 - Title:** DBS BANK LTD 3.670000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD20KJ46, C.3 - LEI: ATUEL7OJR5057F2PV266, C.5 - Other ID: ATD20KJ46
- **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:** 3.6700%
- **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? Yes, C.23 Categorized at Level 3? No

### Security 756: SOCIETE GENERALE (NEW YORK BRANCH)

- **C.1 - Title:** SOCIETE GENERALE (NEW YORK BRANCH) 3.650000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD20KJ53, C.3 - LEI: 254900J6B390XMPVLV82, C.5 - Other ID: ATD20KJ53
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 757: AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (CAYMAN ISLANDS BRANCH)

- **C.1 - Title:** AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (CAYMAN ISLANDS BRANCH) 3.670000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD20KJ61, C.3 - LEI: N/A, C.5 - Other ID: ATD20KJ61
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **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? Yes, C.23 Categorized at Level 3? No

## N-MFP: Signatures

**Registrant:** Charles Schwab Family of Funds

**Date:** 2026-02-06

**By:** Dana Smith

**Name of Signing Officer:** Dana Smith

**Title of Signing Officer:** CFO